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AssigneeChicago Mercantile Exchange Inc.
InventorsJames W. Farrell, Agnes Shanti Thiruthuvadoss, David Salvadori, Scott Johnson, John Falck, Charlie Troxel, Arjuna Ariathurai
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Systems and methods are provided for executing a hedge transaction in connection with the execution of a derivative product order in which the price of the derivative product is defined by one or more variables. The hedge transaction may be executed at an exchange or match engine that is different from the exchange or match engine executing the derivative product order. The execution of derivative product transaction may be contingent on the existence of an appropriate hedge transaction. Alternatively, a best efforts approach may be used to fill the hedge transaction order after executing the derivative product transaction.
A method of hedging risks using a variable priced order for a derivative financial product, the method comprising:
Dependencies are inferred from the claim text.