Patents by Inventor Agnes S. Thiruthuvadoss

Agnes S. Thiruthuvadoss has filed for patents to protect the following inventions. This listing includes patent applications that are pending as well as patents that have already been granted by the United States Patent and Trademark Office (USPTO).

  • Order risk management for financial product processing
    Patent number: 8374942
    Abstract: Systems and methods are provided for processing derivative product orders at an exchange. Traders provide derivative product order risk data to the exchange. The order risk data may include maximum delta, gamma and/or vega utilization values for derivative product contracts based on the same underlying product. Before executing a trade, a match system analyzes the trader's current utilization state and the utilization that would result after the trade. The match system may then execute all or a portion of the trade.
    Type: Grant
    Filed: October 26, 2011
    Date of Patent: February 12, 2013
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Scott Johnston, John Falck, Charlie Troxel, Jr., James W. Farrell, Arjuna Ariathurai, Agnes S. Thiruthuvadoss, David Salvadori
  • Order risk management for financial product processing
    Patent number: 8160949
    Abstract: Systems and methods are provided for processing derivative product orders at an exchange. Traders provide derivative product order risk data to the exchange. The order risk data may include maximum delta, gamma and/or vega utilization values for derivative product contracts based on the same underlying product. Before executing a trade, a match system analyzes the trader's current utilization state and the utilization that would result after the trade. The match system may then execute all or a portion of the trade.
    Type: Grant
    Filed: August 9, 2010
    Date of Patent: April 17, 2012
    Assignee: Chicago Mercantile Exchange, Inc.
    Inventors: Scott Johnston, John Falck, Charlie Troxel, Jr., James W. Farrell, Arjuna Ariathurai, Agnes S. Thiruthuvadoss, David Salvadori
  • Order risk management for derivative products
    Patent number: 7991684
    Abstract: Systems and methods are provided for processing derivative product orders at an exchange. Traders provide derivative product order risk data to the exchange. The order risk data may include maximum delta, gamma and/or vega utilization values for derivative product contracts based on the same underlying product. Before executing a trade, a match system analyzes the trader's current utilization state and the utilization that would result after the trade. The match system may then execute all or a portion of the trade.
    Type: Grant
    Filed: December 6, 2007
    Date of Patent: August 2, 2011
    Assignee: Chicago Mercantile Exchange, Inc.
    Inventors: David Salvadori, Arjuna Ariathurai, John Falck, James W. Farrell, Scott Johnson, Agnes S. Thiruthuvadoss, Charlie Troxel, Jr.
  • Order risk management for financial product processing
    Patent number: 7778911
    Abstract: Systems and methods are provided for processing derivative product orders at an exchange. Traders provide derivative product order risk data to the exchange. The order risk data may include maximum delta, gamma and/or vega utilization values for derivative product contracts based on the same underlying product. Before executing a trade, a match system analyzes the trader's current utilization state and the utilization that would result after the trade. The match system may then execute all or a portion of the trade.
    Type: Grant
    Filed: December 6, 2007
    Date of Patent: August 17, 2010
    Assignee: Chicago Mercantile Exchange, Inc.
    Inventors: David Salvadori, Arjuna Ariathurai, John Falck, James W. Farrell, Scott Johnson, Agnes S. Thiruthuvadoss, Charlie Troxel, Jr.
  • Derivatives trading methods that use a variable order price
    Patent number: 7567932
    Abstract: Methods and systems for an exchange to handle variable derivative product order prices are disclosed. The price of a derivative product order (bid or offer) is updated based on changes in the price of a related underlying product. Price determination variable(s), such as delta and gamma, are used to determine the price of the order. The exchange may periodically recalculate the price without requiring the trader to transmit additional information to the exchange.
    Type: Grant
    Filed: November 3, 2006
    Date of Patent: July 28, 2009
    Assignee: Chicago Mercantile Exchange, Inc.
    Inventors: David Salvadori, Arjuna Ariathurai, John Falck, James W. Farrell, Scott Johnston, Agnes S. Thiruthuvadoss, Charlie Troxel, Jr.
  • Derivatives trading methods that use a variable order price
    Patent number: 7152041
    Abstract: Methods and systems for an exchange to handle variable derivative product order prices are disclosed. The price of a derivative product order (bid or offer) is updated based on changes in the price of a related underlying product. Price determination variable(s), such as delta and gamma, are used to determine the price of the order. The exchange may periodically recalculate the price without requiring the trader to transmit additional information to the exchange.
    Type: Grant
    Filed: March 10, 2003
    Date of Patent: December 19, 2006
    Assignee: Chicago Mercantile Exchange, Inc.
    Inventors: David Salavadori, Arjuna Ariathurai, John Falck, James W. Farrell, Scott Johnston, Agnes S. Thiruthuvadoss, Charlie Troxel, Jr.