AGREEMENT INFORMATION PRESENTATION SYSTEM FOR FOREIGN EXCHANGE FUTURES TRANSACTION

摘要

PROBLEM TO BE SOLVED: To provide the agreement information presentation system of a foreign exchange futures transaction in which a spot rate, a swap rate, a margin rate and an exchange reservation rate required for each forward exchange contract transaction are held in the horizontal direction of an order chart and contents for respective details are easily confirmed. SOLUTION: This system is composed of the computer of a customer such as the fund manager of an investment advisory company and the computer of a person in charge of an exchange transaction in an exchange bank or the like resident in a foreign exchange market for receiving orders from the investment advisory company and performing a foreign exchange forward contract transaction. The system is composed of the step of presenting a spot exchange rate from the exchange dealer, presenting a rate indicating dissociation from the rate of the settlement date of the forward contract transaction on condition that the spot rate presented from the exchange dealer is accepted and presenting an exchange forward contract agreement rate calculated from the swap rate and a fee rate decided beforehand between the customer and the exchange dealer on condition that the swap rate presented from the exchange dealer is accepted.