Patents by Inventor Agnes Shanthi Thiruthuvadoss

Agnes Shanthi 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).

  • Patent number: 10366454
    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 19, 2018
    Date of Patent: July 30, 2019
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: David Salvadori, John Falck, Charlie Troxel, Jr., James Farrell, Agnes Shanthi Thiruthuvadoss, Arjuna Ariathurai, Scott Johnston
  • Patent number: 10217165
    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: January 22, 2018
    Date of Patent: February 26, 2019
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Scott Johnston, John Falck, Charlie Troxel, Jr., James W. Farrell, Agnes Shanthi Thiruthuvadoss, Arjuna Ariathurai, David Salvadori
  • Publication number: 20190057446
    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: Application
    Filed: October 19, 2018
    Publication date: February 21, 2019
    Inventors: David Salvadori, John Falck, Charlie Troxel, JR., James Farrell, Agnes Shanthi Thiruthuvadoss, Arjuna Ariathurai, Scott Johnston
  • Patent number: 10147139
    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: March 27, 2017
    Date of Patent: December 4, 2018
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: David Salvadori, John Falck, Charlie Troxel, James Farrell, Agnes Shanthi Thiruthuvadoss, Arjuna Ariathurai, Scott Johnston
  • Publication number: 20180144405
    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: Application
    Filed: January 22, 2018
    Publication date: May 24, 2018
    Inventors: Scott Johnston, John Falck, Charlie Troxel, JR., James W. Farrell, Agnes Shanthi Thiruthuvadoss, Arjuna Ariathurai, David Salvadori
  • Publication number: 20170200231
    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: Application
    Filed: March 27, 2017
    Publication date: July 13, 2017
    Inventors: David Salvadori, John Falck, Charlie Troxel, James Farrell, Agnes Shanthi Thiruthuvadoss, Arjuna Ariathurai, Scott Johnston
  • Patent number: 9607338
    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: January 13, 2014
    Date of Patent: March 28, 2017
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: David Salvadori, John Falck, Charlie Troxel, Jr., James Farrell, Agnes Shanthi Thiruthuvadoss, Arjuna Ariathurai, Scott Johnston
  • Publication number: 20140244472
    Abstract: A system can include a first computer hardware means for identifying a first available order book for a first available product listed on an exchange and a second available order book for a second available product listed on the exchange, the first available product comprising a first component and the second available product comprising a second component, the first and the second components being part of a new product. The system can also include a second computer hardware means for generating a new order book for the new product based on the first and second available products. The system can also include a third computer hardware means for causing the new product to be listed on the exchange such that subsequently received orders to buy or sell the new product are matched based on the new order book or entered into the new order book.
    Type: Application
    Filed: March 3, 2014
    Publication date: August 28, 2014
    Applicant: CHICAGO MERCANTILE EXCHANGE
    Inventors: Paul A. Bauerschmidt, Ari L. Studnitzer, William J. Albert, Paul J. Callaway, James W. Farrell, Agnes Shanthi Thiruthuvadoss
  • Patent number: 8751361
    Abstract: Systems and methods are provided for executing a hedge transaction in connection with the execution of a derivative product order in which the price of the derivative product is defined by one or more variables. The hedge transaction may be executed at an exchange or match engine that is different from the exchange or match engine executing the derivative product order. The execution of derivative product transaction may be contingent on the existence of an appropriate hedge transaction. Alternatively, a best efforts approach may be used to fill the hedge transaction order after executing the derivative product transaction.
    Type: Grant
    Filed: May 3, 2013
    Date of Patent: June 10, 2014
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: James W. Farrell, Agnes Shanthi Thiruthuvadoss, Scott Johnston, John Falck, Charlie Troxel, Jr., Arjuna Ariathurai, David Salvadori
  • Patent number: 8738511
    Abstract: Systems and methods are provided for executing a hedge transaction in connection with the execution of a derivative product order in which the price of the derivative product is defined by one or more variables. The hedge transaction may be executed at an exchange or match engine that is different from the exchange or match engine executing the derivative product order. The execution of derivative product transaction may be contingent on the existence of an appropriate hedge transaction. Alternatively, a best efforts approach may be used to fill the hedge transaction order after executing the derivative product transaction.
    Type: Grant
    Filed: September 3, 2013
    Date of Patent: May 27, 2014
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Scott Johnston, John Falck, Charlie Troxel, Jr., James W. Farrell, Agnes Shanthi Thiruthuvadoss, Arjuna Ariathurai, David Salvadori
  • Patent number: 8738508
    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: January 9, 2013
    Date of Patent: May 27, 2014
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Scott Johnston, John Falck, Charlie Troxel, Jr., James W. Farrell, Arjuna Ariathurai, Agnes Shanthi Thiruthuvadoss, David Salvadori
  • Publication number: 20140129414
    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: Application
    Filed: January 13, 2014
    Publication date: May 8, 2014
    Applicant: Chicago Mercantile Exchange Inc.
    Inventors: David Salvadori, John Falck, Charlie Troxel, JR., James Farrell, Agnes Shanthi Thiruthuvadoss, Arjuna Ariathurai, Scott Johnston
  • Patent number: 8688567
    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 25, 2012
    Date of Patent: April 1, 2014
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: David Salvadori, John Falck, Charlie Troxel, Jr., James Farrell, Agnes Shanthi Thiruthuvadoss, Arjuna Ariathurai, Scott Johnston
  • Patent number: 8630941
    Abstract: Systems and methods are provided for executing a hedge transaction in connection with the execution of a derivative product order in which the price of the derivative product is defined by one or more variables. The hedge transaction may be executed at an exchange or match engine that is different from the exchange or match engine executing the derivative product order. The execution of derivative product transaction may be contingent on the existence of an appropriate hedge transaction. Alternatively, a best efforts approach may be used to fill the hedge transaction order after executing the derivative product transaction.
    Type: Grant
    Filed: January 7, 2013
    Date of Patent: January 14, 2014
    Assignee: Chicago Mercantile Exchange, Inc.
    Inventors: Scott Johnston, John Falck, Charlie Troxel, Jr., James W. Farrell, Agnes Shanthi Thiruthuvadoss, Arjuna Ariathurai, David Salvadori
  • Publication number: 20140006250
    Abstract: Systems and methods are provided for executing a hedge transaction in connection with the execution of a derivative product order in which the price of the derivative product is defined by one or more variables. The hedge transaction may be executed at an exchange or match engine that is different from the exchange or match engine executing the derivative product order. The execution of derivative product transaction may be contingent on the existence of an appropriate hedge transaction. Alternatively, a best efforts approach may be used to fill the hedge transaction order after executing the derivative product transaction.
    Type: Application
    Filed: September 3, 2013
    Publication date: January 2, 2014
    Applicant: Chicago Mercantile Exchange, Inc.
    Inventors: Scott Johnston, John Falck, Charlie Troxel, JR., James W. Farrell, Agnes Shanthi Thiruthuvadoss, Arjuna Ariathurai, David Salvadori
  • Publication number: 20130246247
    Abstract: Systems and methods are provided for executing a hedge transaction in connection with the execution of a derivative product order in which the price of the derivative product is defined by one or more variables. The hedge transaction may be executed at an exchange or match engine that is different from the exchange or match engine executing the derivative product order. The execution of derivative product transaction may be contingent on the existence of an appropriate hedge transaction. Alternatively, a best efforts approach may be used to fill the hedge transaction order after executing the derivative product transaction.
    Type: Application
    Filed: May 3, 2013
    Publication date: September 19, 2013
    Applicant: CHICAGO MERCANTILE EXCHANGE, INC.
    Inventors: James W. Farrell, Agnes Shanthi Thiruthuvadoss, Scott Johnston, John Falck, Charlie Troxel, JR., Arjuna Ariathurai, David Salvadori
  • Patent number: 8443372
    Abstract: Techniques are disclosed for processing requests in a data processing system. While the principles of the invention are not limited to a particular domain, they are particularly suitable for use in an electronic trading system. By way of example of one aspect of the invention, a method for directing requests to at least one node in a system comprising multiple nodes and a plurality of requests comprises associating a number to each request, assigning at least one number to each node so as to balance a load across the nodes, and sending a request to a node based on the number associated to the request. Various other aspects are disclosed.
    Type: Grant
    Filed: March 23, 2006
    Date of Patent: May 14, 2013
    Assignee: International Business Machines Corporation
    Inventors: Paul J. Callaway, Sunil Kiran Cutinho, Paul M. Dantzig, Stephen M. Goldman, Arun Kwangil Iyengar, Francis Nicholas Parr, Agnes Shanthi Thiruthuvadoss
  • Patent number: 8326738
    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: July 13, 2011
    Date of Patent: December 4, 2012
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Scott Johnston, John Falck, Charlie Troxel, Jr., James Farrell, Arjuna Ariathurai, Agnes Shanthi Thiruthuvadoss, David Salvadori
  • Patent number: 8224737
    Abstract: Systems and methods are provided for executing a hedge transaction in connection with the execution of a derivative product order in which the price of the derivative product is defined by one or more variables. The hedge transaction may be executed at an exchange or match engine that is different from the exchange or match engine executing the derivative product order. The execution of derivative product transaction may be contingent on the existence of an appropriate hedge transaction. Alternatively, a best efforts approach may be used to fill the hedge transaction order after executing the derivative product transaction.
    Type: Grant
    Filed: September 30, 2011
    Date of Patent: July 17, 2012
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: James W. Farrell, Agnes Shanthi Thiruthuvadoss, David Salvadori, Scott Johnston, John Falck, Charlie Troxel, Jr., Arjuna Ariathurai
  • Publication number: 20120041896
    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: Application
    Filed: October 26, 2011
    Publication date: February 16, 2012
    Applicant: Chicago Mercantile Exchange, Inc.
    Inventors: Scott Johnston, John Falck, Charlie Troxel, JR., James W. Farrell, Arjuna Ariathurai, Agnes Shanthi Thiruthuvadoss, David Salvadori