Abstract: A pair of clearing house enhancements comprising a method that allows bespoke notional sizes to be handled rigorously plus a method that allows a plurality of daily settlement times to be introduced over the product set within an adapted electronic futures exchange type market model, rules and legal environment. In addition a method allows traditional fully funded negotiable securities such as bonds and equities to be listed on the adapted exchange. Another embodiment allows both funded and leveraged structured products equivalent to those normally issued by special purpose vehicles such as synthetic CDOs to be listed.

Abstract: A set of linked methods allows accessing derivative products other than traditional futures and options within an adapted electronic futures exchange type market model, rules and legal environment. One embodiment comprises a linkage of such new methods which provides exchange members with access to exact OTC ISDA type interest rate swap and FRA related exposures. Another embodiment is a method comprising another specific linkage of the new methods which gives exchange members access to exact OTC ISDA type overnight index swap related exposures. An additional embodiment provides exchange members with convenient access to credit spread and\or interest rate swap embodiments via deliverable credit rate linked and swap rate linked bond like futures.

Abstract: A set of linked methods allows accessing derivative products other than traditional futures and options within an adapted electronic futures exchange type market model, rules and legal environment. One embodiment comprises a linkage of such new methods which provides exchange members with access to several new products giving either entirely new or exact OTC ISDA type credit related derivative exposures.

Abstract: A method allows an interbank deposit market to be created within an adapted electronic futures exchange type market model, rules and legal environment. The basic embodiment allows all participating individual banks to avoid the need to calculate and maintain traditional counterparty credit limits against each other. Another embodiment comprises the basic embodiment plus in addition a guarantee from a lender of last resort such as a central bank which allows a daily liquidity control mechanism similar to the monthly reserve requirement to operate that is the equivalent of futures initial margin.