Abstract: This spice and small item storage system utilizes generally unused space directly underneath shelving (10) with elastic slings (12) sewn (20) to backing fabric (18), attached by screws through eyelets (14) to a holding surface above. In its preferred embodiment of elastic slings, the system will usually retain the containers even if shook. The system is economical to purchase, simple to install, and easy to take apart. Its small size makes it easy to install incrementally as more sections are needed.

Abstract: The systems and methods of the invention are directed to portfolio optimization and related techniques. For example, the invention provides a method for multi-objective portfolio optimization for use in investment decisions based on competing objectives and a plurality of constraints constituting a portfolio problem, the method sequentially comprising: generating a non-dominated solution set in a space; applying a first set of user-specified constraints to reduce the solutions in the non-dominated solution set to a solution subset; and executing a series of local tradeoffs on the solution subset to result in a resulting solution subset, the local tradeoffs being performed in a lower dimension performance space as compared to the space, and the solution subset being used in investment decisioning.

Abstract: An interface for trading multiple tradeable objects includes a price axis or scale. A first indication of quantities represented in a market for a first tradeable object is displayed in association with the price axis or scale. A second indication of quantities represented in the market for a second tradeable object is displayed in association with the price axis or scale. The first tradeable object may be different than the second tradeable object. Alternatively, the first tradeable object and the second tradeable object may be the same, but the indications of quantity may be provided from different sources, such as different exchanges.

Abstract: A method for enabling a qualified organization to raise or borrow an amount of capital that is required for a planned project and for subsequently eliminating the obligation to repay the debt principal comprises establishing a pool of potential investors to receive an offer to purchase tax-exempt bonds of the qualified organization in order to raise the capital required by the qualified organization, offering the tax-exempt bonds to selected investors in the pool of potential investors, receiving an amount of funds from at least one selected investor to purchase the tax-exempt bonds; establishing an individual charitable remainder trust with the tax-exempt bonds of the qualified organization contributed as assets by the at least one selected investor, and specifying the qualified organization as a residual beneficiary of the charitable remainder trust.

Abstract: A trading interface is provided for displaying market data related to a tradeable object being traded at an electronic exchange. According to one example embodiment, market data related to a tradeable object is displayed in relation to a value axis, such as a price axis. As new market data is received, the displayed market data is updated and may be repositioned so that a trader can view current market conditions in a viewable portion of the interface. The interface also includes a number of market movement indicators that assist a trader in tracking market movement. These viewable references allow a trader to navigate and immediately understand the “real” direction of the market activity despite any underlying adjustment of the viewable area of the trading interface.

Abstract: A computer-implemented method is provided for valuing and hedging payoffs that are determined by an underlying non-marketed variable that moves randomly. The value assigned is that which is obtained by projecting the instantaneous return of the future payoff onto the span of marketed assets. An explicit method is provided for determining this value by determining a suitable market representative. In a continuous-time embodiment, the methodology is based on an extended Black-Scholes equation that accounts for the correlation between the underlying non-tradable asset and marketed assets. Once this extended equation is solved, the value of the payoff, the optimal hedging strategy, and the residual risk of the optimal hedge can be determined. In alternate embodiments, the same value is determined as the discounted expected value of the payoff, using risk-neutral probabilities for the non-marketed variable.

Abstract: An anonymous trading system (FIG. 1) identifies the best bids and offers (QuoteSubmit, FIG. 3) from those counterparties (WS A1a1) with which each party (WS A1b1, WS A1b2, . . . . WSA2a2) is currently eligible to deal, while maintaining the anonymity of the potential counterparty and the confidentiality of any specific credit limitations imposed by the anonymous potential counterparty. To that end, each bid or offer (QuoteSubmit, FIG. 3) for a particular type of financial instrument is prescreened by the system for compatibility with limited credit information (for example, a one bit flag indicating whether a predetermined limit has already been exceeded) and an anonymous “Dealable” price (24,26) is calculated for each of the traders (WS A1b, . . . WS A2a) dealing with that particular financial instrument.

Abstract: Market data is recorded from a real live exchange. The recording data can be played back in real time or delayed, in any manner, to simulate the recorded market. Moreover, one or more users can participate in the simulated market just as if they were participating in a real-live market. The system provides a realistic trading environment without the associated risks of trading in a live-market such as losing money and the cost of making trades. The system may be used for training purposes and for purposes of testing and analyzing various trading strategies. Software developers and testers may also utilize the realistic environment to develop trading products or applications. Additionally, the system provides a means for demonstrating trading application products.

Abstract: Systems and methods for measuring the performance of calls on securities by a securities analyst during an evaluation period are disclosed. According to various embodiments, the system may include a performance evaluation module. The performance evaluation module is for determining a value (called the “hit ratio”) indicative of the success of the calls by the analyst for securities within a benchmark group of securities within an industry covered by the analyst relative to a benchmark return for the benchmark group for the corresponding call periods of the calls. The hit ratio may be computed as the ratio of the sum of the actual excess returns to the sum of the total available excess returns for each call by the analyst over the call evaluation period. The contributions to the hit ratio by each call may be equally weighted or weighted according to market capitalization of the rated security.

Abstract: A computer-implemented method and apparatus for determining a cost basis associated with a plurality of shares of a security. In response to information identifying an issuer, the purchase date and the sale date, a list of capital events that occurred in connection with the security between the purchase date and sale date is retrieved from a database. One or more shares held adjustment ratios are then retrieved from a database. Each of the shares held adjustment ratios corresponds to one of the capital events that occurred in connection with the security between the purchase date and the sale date. A current cost basis associated with the security may then be determined in accordance with the one or more cost adjustment ratios and the purchase price per share of the security.

Abstract: A computer-implemented method of processing large deposits that exceed an established deposit insurance limit is provided so that the large deposits are fully insured. The large deposits are received by a plurality of unaffiliated banks from their depositors. A processor receives orders placed by the plurality of unaffiliated banks to process the large deposits. The processor partitions each of the large deposits into a plurality of deposit portions, each deposit portion not exceeding the established deposit insurance limit. The processor assigns at least some of the deposit portions to at least some of the unaffiliated banks for deposit therein. In this manner, at least some of the unaffiliated banks that place orders to process large deposits also receive deposit portions from other unaffiliated banks that place orders to process large deposits.

Abstract: A method for determining a market clearing price (“MCP”) in an electricity market, in which an objective function relates the MCP and constraints in terms of a nonlinear programming expression, and the MCP is found by resolving an augmented Lagrangian dual function using a surrogate optimization framework. A system is also provided.

Abstract: A computer program product is provided that includes computer-readable media encoded with instructions that, when executed by a processor, process large deposits that exceed an established deposit insurance limit so that the large deposits are fully insured. The large deposits are received by a plurality of unaffiliated banks from their depositors. Orders are placed by the plurality of unaffiliated banks to process the large deposits. Each of the large deposits is partitioned into a plurality of deposit portions so that each deposit portion does not exceed the established deposit insurance limit. At least some of the deposit portions are assigned to at least some of the unaffiliated banks for deposit therein. In this manner, at least some of the unaffiliated banks that place orders to process large deposits also receive deposit portions from other unaffiliated banks that place orders to process large deposits.

Abstract: A system and methods for processing and charting security exchange trading and market information shows security traders if current transactions originated as buy orders (810) or sell orders (812), and simultaneously indicates traded quantity. Security exchange trading information is received including price, volume and time of each trade. Market information is also received including bids and offers. The security exchange trading and market information is processed simultaneously and displayed as a continuously updated real-time chart (800) depicting the exchange auction process. The chart (800) is formed by plotting each trade at the price traded, and for each plot point shows a distinctive icon indication whether the transaction was initiated by a buyer (810) or seller (812).

Abstract: Processing and charting security exchange trading and market information shows security traders if current transactions originated as buy orders or sell orders, and simultaneously indicates traded quantity. Security exchange trading information is received including price, volume and time of each trade. Market information is also received including bids and offers. The security exchange trading and market information is processed simultaneously and displayed as a continuously updated real-time chart depicting the exchange auction process. The chart is formed by plotting each trade at the price traded, and for each plot point shows a distinctive icon indication whether the transaction was initiated by a buyer or seller.

Abstract: A system and method are provided for trading multiple tradeable objects. One example method includes displaying at least one combined quantity indicator representing a combined quantity associated with at least two tradeable objects, detecting an input associated with an order for a predetermined order quantity in relation to one of the combined quantity indicators, and allocating the order quantity between the at least two tradeable objects using at least one quantity allocation rule. In one example embodiment, a plurality of quantity allocation rules can be user-configurable, and different rules can be defined and applied in relation to different order types.

Abstract: A method of conducting an online competitive price quoting event for at least one commodity includes storing event, commodity data, supplier data, historical data, a default currency, and a preferred currency into the at least one data table. An event token, which grants access authorization to agents representing the plurality of suppliers, is assigned to the event and is provided to the suppliers. A bid entry screen is displayed to the agents. An actual bid from the agent is compared to the current winning bid and a current minimum bid. A minimum bid from the agent is compared to the current winning bid and a current minimum bid. A current winner and a current winning bid are then determined. The bid entry screen is updated with the current winning bid, and each entry is color coded to reflect the current status of the agent's bids.

Abstract: A system and method for providing an extendable swap is provided. In a preferred embodiment, two parties enter into an ISDA Master Agreement and then negotiate one or more OTC derivative transaction agreements, including interest rate swaps, cross-currency swaps, commodity swaps, equity swaps and/or currency swaps. The parties negotiate terms including conditions precedent to the automatic extension of the extendable swap. Where the condition(s) precedent are met at the end of a period, the agreement automatically renews for another period (with the same terms), up to a final termination date. Where the conditions precedent are not met, the contract in not renewed, and the agreement terminates on the relevant anniversary date. Such a swap enables a party to offer better pricing due to period valuations and probabilities that are used to calculate the price of the swap.

Abstract: A cable management rack for routing cables thereon. The rack has a front side and a rear side. The rack includes a frame, first and second frame-mountable components, each of the components having a plurality of ports configured for receiving an end of one of the cables therein, and a frame-mountable pass-through tray disposed on the frame between the first and second components, the pass-through tray for routing the cables between the front side of the rack and the rear side of the rack.

Abstract: A system and method for displaying quantity related information determined for a plurality of time periods are described. According to one method, a trader may define one or more time periods for which a trading application may determine traded quantities, traded buys, traded sells, or other quantity related information at a plurality of price levels during the defined time periods. The trading application may then graphically display the quantities for each time period in relation to the static axis of prices. The method further includes periodically updating the displayed traded quantity to reflect the quantity during the defined time period, where the quantity is updated based on subsequent market updates that are received from the exchange for the tradable object.