Method and a system with improved possibilities of keeping track of trading positions
AssigneeOMX Technology AB
InventorMagnus Josefsson
Life of this patent
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AssigneeOMX Technology AB
InventorMagnus Josefsson
Estimating the term…
The invention relates to a method for a clearing system, in which positions held are affected by trades, said trades being executed during trading cycles, with the positions updated by said trades in clearing cycles, said method comprising letting a first trade be executed and letting said first trade comprise information regarding how the trade should affect the position. According to the method, the first trade can be received by the clearing system at a time when the clearing cycle for the first trade and another clearing cycle for subsequent trades are open, and a trade which belongs to a first clearing cycle updates a first variable for a position for that clearing cycle. A trade which belongs to a second clearing cycle which is also open updates a second variable for the position for that clearing cycle. The invention also relates to a clearing system using the invention.
A method for use in a clearing system, in which system positions are held which are affected by trades, said trades being executed during trading cycles in time, and in which system the positions are updated by said trades according to clearing cycles) in time, said method comprising the following steps:
A clearing system in which system positions are held which are affected by trades, said trades being executed during trading cycles in time, and in which system the positions are updated by said trades according to clearing cycles in time, said system comprising:
Dependencies are inferred from the claim text.