Method and system for utilizing a special purpose vehicle for improving the liquidity of transactions

A method for improving liquidity of transactions for a plurality of contracts, the method comprising the steps of:

• providing a special purpose vehicle, the special purpose vehicle for buying and/or selling at least a portion of a complete set including the plurality of contracts, the complete set guaranteeing at least an initial settlement at at least one particular time, the complete set corresponding to a settlement value, the settlement value being determined based upon the initial settlement value.

The method of claim of 11 wherein the generating step further includes the step of:

• generating a zero price bid to provide the at least one bid.

A computer-readable medium containing a program for improving liquidity of transactions for a plurality of contracts, the program including instructions for:

• defining a complete set including the plurality of contracts, the complete set guaranteeing at least an initial settlement at at least one particular time, the complete set corresponding to a settlement value, the settlement value being determined based upon the initial settlement value.
• allowing at least one market participant to lock in a trade for a portion of the plurality of contracts, the portion of the plurality of contracts including multiple contracts.

A computer-readable medium containing a program for improving liquidity of transactions for a plurality of contracts, the program including instructions for:

• providing a special purpose vehicle, the special purpose vehicle for buying and/or selling at least a portion of a complete set including the plurality of contracts, the complete set guaranteeing at least an initial settlement at at least one particular time, the complete set corresponding to a settlement value, the settlement value being determined based upon the initial settlement value.

A system for improving liquidity of transactions for a plurality of contracts, the system comprising:

• a special purpose vehicle for buying and/or selling at least a portion of a complete set including the plurality of contracts, the complete set guaranteeing at least an initial settlement at at least one particular time, the complete set corresponding to a settlement value, the settlement value being determined based upon the initial settlement value.

A system for improving liquidity of transactions for a plurality of contracts comprising:

• means for defining a complete set including the plurality of contracts, the complete set guaranteeing at least an initial settlement at at least one particular time, the complete set corresponding to a settlement value, the settlement value being determined based upon the initial settlement value;
• and
• means for allowing at least one market participant to lock in a trade for a portion of the plurality of contracts, the portion of the plurality of contracts including multiple contracts.