Patents Assigned to The Depository Trust and Clearing Corporation (DTCC)
  • METHOD AND APPARATUS FOR GCF REPO INDEX INSTRUMENT
    Publication number: 20140279368
    Abstract: A method and system for a GCF repo swap transaction includes generating an index using a limited set of GCF contracts, and using the index value as a value in a GCF repo swap. The index value may be used as a variable or floating value in the swap, or may be used at the fixed value in the swap.
    Type: Application
    Filed: March 17, 2014
    Publication date: September 18, 2014
    Applicant: The Depository Trust and Clearing Corporation (DTCC)
    Inventor: Gary Chan
  • Methods and systems for netting of payments and collateral
    Patent number: 7650309
    Abstract: The present invention generally provides for systems and methods for netting payments and collateral. Generally, systems and methods of the present invention maximize market liquidity and minimize financial risk and collateral burdens of participants.
    Type: Grant
    Filed: October 28, 2005
    Date of Patent: January 19, 2010
    Assignee: The Depository Trust and Clearing Corporation
    Inventor: Peter Axilrod