John R Wiley

US Patent:

20130317971, Nov 28, 2013

Filed:

Jul 30, 2013

Appl. No.:

13/954559

Inventors:

John Wiley - New York NY, US
Frederick Sturm - Chicago IL, US
Jonathan Kronstein - Elmhurst IL, US
Suzanne Spain - Chicago IL, US
Peter Barker - Chicago IL, US

Assignee:

Chicago Mercantile Exchange Inc. - Chicago IL

International Classification:

G06Q 40/04

US Classification:

705 37

Abstract:

The disclosed embodiments relate to determining a listing date, an expiration date and the cash settlement price of a futures contract, i.e. a Treasury Futures, for the delivery of the most recently issued, referred to as an on-the-run, US treasury Note of a particular maturity by reference to the U.S. Treasury Auction cycle and the difference between a resultant industry surveyed swap rate and a resultant industry surveyed swap spread of the respective tenors (time remaining until maturity) of the on-the-run treasury futures.

US Patent:

20140164201, Jun 12, 2014

Filed:

Dec 6, 2012

Appl. No.:

13/707185

Inventors:

- Chicago IL, US
John Wiley - New York NY, US
John Nyhoff - Darien IL, US
Jason Silverstein - Englewood NJ, US
John Labuszewski - Westmont IL, US

Assignee:

Chicago Mercantile Exchange Inc. - Chicago IL

International Classification:

G06Q 40/04

US Classification:

705 37

Abstract:

A method for price alignment in a trade of a financial instrument between first and second market participants for whom first and second account records are maintained in a memory, respectively, and in which a mark-to-market loss is incurred and collateralized by the first market participant, includes determining, with a processor, an amount of an interest payment from the first market participant to the second market participant based on the mark-to-market loss, and accessing the memory to modify the first and second account records in accordance with the determined interest payment amount.

Address:

5385 Christensen Rd, Fort Pierce, FL 34981

Phone:

7724890202

VIN:

JTEBU11F870025272

Make:

TOYOTA

Model:

FJ CRUISER

Year:

2007