J. Steidlmayer - Wilmette IL, US Eugene Kunda - Wheaton IL, US Robert Hutchings - Gurnee IL, US Frederick Sturm - Chicago IL, US Julie Winkler - Aurora IL, US James Miclot - Chicago IL, US
International Classification:
G06F017/60
US Classification:
705/037000
Abstract:
A method of administering a composite commodity financial product involves the identification of a portfolio of component financial products. A number of component financial products are selected from the portfolio of component financial products, and a composite commodity financial product comprising the selected financial products is formed, with the product having a fixed termination date. A baseline figure or value for the composite commodity financial product is set, and derivative products based upon the product are traded during a predetermined period of time until the fixed termination date. At the end of the predetermined period of time, the baseline value is redesignated based upon the change in value of the selected financial products.
Frederick Sturm - Chicago IL, US James Boudreault - Palatine IL, US Daniel Grombacher - Evanston IL, US Julie Winkler - Naperville IL, US
International Classification:
G06Q 40/00
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.
CHICAGO MERCANTILE EXCHANGE INC. - Chicago IL, US James Boudreault - Palatine IL, US Daniel Grombacher - Evanston IL, US Julie Winkler - Naperville IL, US
Assignee:
CHICAGO MERCANTILE EXCHANGE INC. - Chicago IL
International Classification:
G06Q 40/06
US Classification:
705 36 R
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.
- Chicago IL, US Julie Winkler - Chicago IL, US Sandra Ro - London, GB John Labuszewski - Westmont IL, US
International Classification:
G06Q 40/04
Abstract:
A bridged weekly FX futures contract may include a series of weekly futures contracts extending over a specified time period, such as about 5 years. The series of contracts may be bridged such that long and short positions may be delivered into the next subsequent weekly contract of the same type. Upon delivery, a pass-through payment may be made from a long position to a short position, or vice versa, and may be contingent upon the relationship of spot and 1-week forward exchange rate values. The final contract in the series of weekly expiring FX futures contracts may result in an actual delivery of one currency vs. an equivalent amount of the opposite currency of the associated futures contract. By doing so, the bridged weekly FX futures contracts may allow a trader to maintain exposure in a desired currency pair over an extended or nearly perpetual period of time.
Name / Title
Company / Classification
Phones & Addresses
Julie Winkler Managing Director Research And Product Development Cme Group Inc
Cme Group Inc. Security and Commodity Exchanges
20 S Wacker Dr, Chicago, IL 60606
Julie Winkler Manager
Image Workz, LLC
7720 Almeria Ave, Las Vegas, NV 89128
Julie Winkler Managing Director Research And Product Development Cme Group Inc
CME Group Financial Services · Security and Commodity Brokers Dealers Exchanges and Services · Security/Commodity Exchange · Security and Commodity Exchanges · Securities & Commodity Exchanges
20 S Wacker Dr, Chicago, IL 60606 30 S Wacker Dr #1000, Chicago, IL 60606 (312)9301000, (312)4530045, (312)9303323, (312)4664410
Julie M. Winkler Director, President, Secretary, Treasurer
Greenbrier Junior High School Ronceverte WV 1983-1985, Greenbrier High School Ronceverte WV 1987-1990
Community:
Kenneth Featherling, Wick Hollingsworth, Said Salih, Gale Meredith, Lauri Lockwood, Monica Cruz, Wendy Duncan, Susan Hudson, Allen Kluender, Cassandra Wilson, Karma Frett
Donna O'rear, Tammy Jones, Dan Hall, Tressa Fryman, Derek Humphrey, David Newcomb, Janice Mcdonald, Patty Butler, Precious Crawford, Marshall Sooter, William Alberty, Jerry Usry