Patents Assigned to NYSE LIFFE Administration and Management
  • SYSTEM AND METHOD FOR AGGREGATION OF IMPLIED SHORT TERM INTEREST RATE DERIVATIVES BIDS AND OFFERS
    Publication number: 20100094746
    Abstract: A method and system for facilitating trading of derivatives contracts is provided. The method includes receiving orders, including bids and/or offers, and creating implied orders for matching combinations of outright and strategy orders based on permitted implied patterns.
    Type: Application
    Filed: October 1, 2009
    Publication date: April 15, 2010
    Applicant: NYSE LIFFE Administration and Management
    Inventors: Paul MacGregor, John Patrick O'Neill, Gary David Hooper