Julie M Winkler

US Patent:

20030154153, Aug 14, 2003

Filed:

Jan 31, 2002

Appl. No.:

10/062887

Inventors:

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.

US Patent:

20130018768, Jan 17, 2013

Filed:

Jul 12, 2011

Appl. No.:

13/181177

Inventors:

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.

US Patent:

20130166474, Jun 27, 2013

Filed:

Feb 19, 2013

Appl. No.:

13/770186

Inventors:

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.

US Patent:

20160063621, Mar 3, 2016

Filed:

Aug 27, 2014

Appl. No.:

14/470575

Inventors:

- 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.