Patents Assigned to Barclays Capital Inc.
  • Patent number: 7644033
    Abstract: Tranches of a position in a financial instrument held by an entity are traded. A suitable tranche size to be traded in a financial market is determined. A trade size of a tranche to trade in the financial market is also determined. The trade size comprises a smaller of a size of the position and the suitable tranche size. An effect of executing a tranche of a size comprising the trade size on an absolute dollar value of risk associated with a portfolio of the entity is determined. The tranche is placed in the market for execution if the absolute dollar value of risk remains the same or is reduced by executing the tranche.
    Type: Grant
    Filed: December 13, 2006
    Date of Patent: January 5, 2010
    Assignee: Barclays Capital Inc.
    Inventor: Karl Grossman
  • Patent number: 7640546
    Abstract: Active devices on a network are identified by simultaneously issuing to a plurality of worker threads a request for information identifying the devices. The worker threads are capable of performing identical functions in response to the request for information. Based on device architecture information provided in response to the request for information, a plurality of customized scripts are identified and executed, which request additional information about the device.
    Type: Grant
    Filed: January 16, 2004
    Date of Patent: December 29, 2009
    Assignee: Barclays Capital Inc.
    Inventors: Alex Zarenin, Anatoliy Belugin
  • Patent number: 7640208
    Abstract: Trade processing system and method. Tiers are established, representing a range of values associated with a trade size and a percentage of an average daily volume of trading in a security. The tiers are associated with a price improvement. An order, associated with an order size, to trade in the security is received. The tier within which the order falls is determined based on the order size and the percentage of the average daily volume. At least a portion of the order is automatically executed with the price improvement associated with the determined tier. Depending on the manner in which the order is flagged, it may be processed in accordance with one of a plurality of workflows. Partial order fills are also supported.
    Type: Grant
    Filed: November 3, 2006
    Date of Patent: December 29, 2009
    Assignee: Barclays Capital Inc.
    Inventor: Karl Grossman
  • Patent number: 7617148
    Abstract: A system and method where a client creates a basket of intended stock orders, slices the basket into one or more waves of orders, sends trade orders to a broker/dealer for execution, and allocates stocks to one or more client accounts. A backend server receives basket or wave orders, breaks each basket or wave order into individual stock orders, and queues the individual stock orders for submission to an order management system for execution of the order. A market data feed to the client continuously updates the information displayed to the client. The client may strike a basket or wave or individual stock by entering strike information into a client database residing on a client computer. The system also provides for allocation of executed trades to client-specified accounts.
    Type: Grant
    Filed: September 30, 2005
    Date of Patent: November 10, 2009
    Assignee: Barclays Capital Inc.
    Inventors: Stuart L. Breslow, John Martin Price, Ravindra Babu Jasti, Robert K. Laible, Leigh Ann Peterson, David A. Conner, Andrew C. Freeman
  • Publication number: 20090276301
    Abstract: A system and method for associating value with ideas. Unit of value indicators are issued to users. Ideas are identified by the users and submitted to the system. The users make requests to associate the unit of value indicators with the submitted ideas. As a result of an award event, an award winner is issued additional unit of value indicators. The award winner further associates such unit of value indicators with the ideas.
    Type: Application
    Filed: April 30, 2009
    Publication date: November 5, 2009
    Applicant: Barclays Capital Inc.
    Inventors: John Andrew Harvey, Geraint Neil Preston, Hood Qa'lm-Maqami
  • Patent number: 7607089
    Abstract: A computer aided workstation programmed to facilitate and enhance the process for creating complex graphics and associated presentation design through the use of multiple software tools/agents in conjunction with retail presentation products. Critical branding/theme characteristics are seamlessly established during the Build process by software/program controls. A high quality, professional presentation can be achieved with minimal training or software knowledge/skill set.
    Type: Grant
    Filed: January 18, 2008
    Date of Patent: October 20, 2009
    Assignee: Barclays Capital Inc.
    Inventors: John Baker, Barry Cooper, Hakan Ipecki, James Bicknell Lockhart, IV, Dorian Messuti, Warner Zee
  • Patent number: 7565316
    Abstract: A system and method for providing an extendable swap is provided. In a preferred embodiment, two parties enter into an ISDA Master Agreement and then negotiate one or more OTC derivative transaction agreements, including interest rate swaps, cross-currency swaps, commodity swaps, equity swaps and/or currency swaps. The parties negotiate terms including conditions precedent to the automatic extension of the extendable swap. Where the condition(s) precedent are met at the end of a period, the agreement automatically renews for another period (with the same terms), up to a final termination date. Where the conditions precedent are not met, the contract in not renewed, and the agreement terminates on the relevant anniversary date. Such a swap enables a party to offer better pricing due to period valuations and probabilities that are used to calculate the price of the swap.
    Type: Grant
    Filed: December 21, 2005
    Date of Patent: July 21, 2009
    Assignee: Barclays Capital Inc.
    Inventors: Kaushik Amin, Scott Willoughby, Daniel J. Rothman
  • Publication number: 20090144381
    Abstract: A system includes a data store and a server in communication with the data store. The server includes formatting modules having a plurality of formatters, validation modules having a plurality of validators, and a streaming module. The server is configured to receive messages containing financial transaction data from one or more electronic communication networks or one or more client devices. The formatters are configured for each of the electronic communication networks or client devices and convert the messages into an internal format of the streaming system. The validation modules are configured to perform a validation check on the one or more formatted messages.
    Type: Application
    Filed: November 6, 2008
    Publication date: June 4, 2009
    Applicant: Barclays Capital Inc.
    Inventors: Jie Li, David Tazartes, Yukun Gou
  • Publication number: 20090119200
    Abstract: In at least one aspect, the invention comprises a computer-implemented method comprising: electronically receiving data regarding prices of exchange-traded futures contracts on physical commodities; selecting, based on said received data, one or more of said futures contracts to be referenced by a commodity index; identifying, on a periodic basis, one or more deferred futures contracts into which said selected one or more futures contracts will roll; and providing one or more derivative products linked to said commodity index. In at least one aspect, the invention comprises a commodity index that references exchange-traded futures contracts on physical commodities, wherein one or more deferred futures contracts into which the futures contracts will roll are identified on a periodic basis, and wherein said one or more deferred futures contracts are identified based on an effective spot price. In at least one aspect, the invention comprises a derivative product linked to a commodity index.
    Type: Application
    Filed: October 30, 2008
    Publication date: May 7, 2009
    Applicant: Barclays Capital Inc.
    Inventor: Tarik Riviere
  • Patent number: 7512774
    Abstract: Information regarding processors present on computer systems is collected. A hyper-threading processor class definition is established. A hyper-threading property provider is created. The hyper-threading property provider is loaded on one or more processors present on a computer system. The hyper-threading property provider gathers a hyper-threading status of one or more of the processors and a number of logical and physical processors on the computer system.
    Type: Grant
    Filed: August 24, 2004
    Date of Patent: March 31, 2009
    Assignee: Barclays Capital Inc.
    Inventor: Alex Zarenin