Abstract: A method for physical delivery of a futures contract by an exchange operating as intermediary between shorts and longs in the futures contract, the method includes: publishing a list of deliverables; generating a modified list of deliverables in which some deliverables, having an algorithmically determinable weakness relative to other deliverables in the list of deliverables is/are removed, and the other deliverables remain; receiving information from shorts indicating which of the other deliverables included in the modified list are desired to be delivered; permitting longs to veto a small subset of the deliverables, for a cost ?0, and for those longs so choosing to veto, accepting those vetoes; and assigning shorts to longs so as to maximize the number of shorts who can deliver the desired deliverables, while ensuring that, for each long that vetoes one or more deliverables, the vetoing long does not receive any of the vetoed deliverables.