Abstract: Disclosed are various embodiments for valuing futures contracts. A valuation engine identifies one or more benchmark components as being in a locked position. The valuation engine calculates assets values of futures contracts corresponding to the benchmark in a locked position, wherein the asset values are based on a sum of a call option price and a call option strike price.
Type:
Grant
Filed:
December 1, 2011
Date of Patent:
December 17, 2013
Assignee:
Teucrium Trading, LLC
Inventors:
Sal Gilbertie, Barbara Riker, Dale Riker, Kelly Teevan