Timothy H Blake

US Patent:

8438095, May 7, 2013

Filed:

Jul 14, 2011

Appl. No.:

13/183395

Inventors:

Timothy W. Blake - New York NY, US

Assignee:

Credit Suisse Securities (USA) LLC - New York NY

International Classification:

G06Q 40/00

US Classification:

705 36R

Abstract:

The APPARATUSES, METHODS AND SYSTEMS FOR AN INFLATION-SENSITIVE INDEX AND ASSOCIATED FINANCIAL PRODUCT GENERATOR (“ISIG”) provides facilities for generating and managing inflation-sensitive financial indices and/or the associated portfolios of investment vehicles underlying them, as well as for constructing tradable financial products based on and/or otherwise influenced by the values of those indices. In one embodiment, the ISIG may generate, maintain and/or manage at least three indices and/or financial products based thereon (e. g. , such as index-linked exchange traded funds, and/or the like): a long-term inflation index that depends on the long term inflation expectations embedded in the U. S. Government bond market; a long-term TIPS index, that tracks an investment in the longest TIPS in the marketplace, the 30 year TIPS bond, that may roll to on-the-run series according to a predefined roll schedule; and a long-term treasury index that tracks an investment in the longest maturity sector for government bonds with the price transparency and liquidity of a futures contract.