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 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: Systems, methods and computer program products enable companies to consistently repurchase corporate stock at a price below the industry-standard Volume Weighted Average Pricing (VWAP). Historical trade data is analyzed to identify prior prime purchasing opportunities that are used in determining a baseline. During each trading period, as a favorable purchasing opportunity arises, the amount of corporate stock to be purchased is adjusted based upon the strength of the current pricing when compared to the baseline. That is, when the current pricing is identified as being highly favorable, more shares of corporate stock are purchased. Accordingly, this dynamic purchasing scheme allows companies to consistently repurchase corporate stock at favorable prices.

Abstract: A user can submit an order to buy or sell a tradeable object, only the order does not get sent to the matching engine. Instead, the order is placed in temporary storage and it is displayed to the user in the form of a virtual order icon. The virtual order icon indicates that an order request is waiting for an event to occur before it is automatically released to the matching engine. The virtual order icon can be managed by the user, which might include moving the icon to a different price level or deleting it. The system continuously monitors for an event to take place. In response to detecting the event, the order is released to the matching engine. As such, the virtual order icon is transformed or removed and a real order icon is displayed indicating that the order has now been sent to the matching engine.

Abstract: Orders are automatically sent to the market when certain user defined conditions are met. In particular, a trader can configure the trading application to automatically send orders for preset quantities at price levels with queues falling below a user-defined threshold. The length of queues may be measured in several ways, for example, the queue length could be measured by quantity at a given price level or the queue length could be measured by the number of orders at a given price level, or the queue length could be measured by a combination of quantity and orders. The present embodiments can more quickly recognize opportunities and send an order to take advantage of it than a trader can do manually. Other advantages and features are described herein.