Patents by Inventor Arjuna Ariathurai
Arjuna Ariathurai 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).
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Publication number: 20120239548Abstract: 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: ApplicationFiled: June 1, 2012Publication date: September 20, 2012Applicant: CHICAGO MERCANTILE EXCHANGE INC.Inventors: Scott Johnston, John Falck, Charlie Troxel, JR., James W. Farrell, Agnes Shanti Thiruthuvadoss, Arjuna Ariathurai, David Salvadori
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Patent number: 8224737Abstract: 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: GrantFiled: September 30, 2011Date of Patent: July 17, 2012Assignee: Chicago Mercantile Exchange Inc.Inventors: James W. Farrell, Agnes Shanthi Thiruthuvadoss, David Salvadori, Scott Johnston, John Falck, Charlie Troxel, Jr., Arjuna Ariathurai
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Patent number: 8160949Abstract: 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: GrantFiled: August 9, 2010Date of Patent: April 17, 2012Assignee: Chicago Mercantile Exchange, Inc.Inventors: Scott Johnston, John Falck, Charlie Troxel, Jr., James W. Farrell, Arjuna Ariathurai, Agnes S. Thiruthuvadoss, David Salvadori
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Publication number: 20120041896Abstract: 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: ApplicationFiled: October 26, 2011Publication date: February 16, 2012Applicant: Chicago Mercantile Exchange, Inc.Inventors: Scott Johnston, John Falck, Charlie Troxel, JR., James W. Farrell, Arjuna Ariathurai, Agnes Shanthi Thiruthuvadoss, David Salvadori
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Publication number: 20120030090Abstract: 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: ApplicationFiled: September 30, 2011Publication date: February 2, 2012Applicant: CHICAGO MERCANTILE EXCHANGE INC.Inventors: Scott Johnston, John Falck, Charlie Troxel, JR., James W. Farrell, Agnes Shanti Thiruthuvadoss, Arjuna Ariathurai, David Salvadori
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Patent number: 8060431Abstract: 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: GrantFiled: December 13, 2010Date of Patent: November 15, 2011Assignee: Chicago Mercantile Exchange Inc.Inventors: James W. Farrell, Agnes Shanthi Thiruthuvadoss, David Salvadori, Scott Johnston, John Falck, Charlie Troxel, Jr., Arjuna Ariathurai
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Publication number: 20110270737Abstract: 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: ApplicationFiled: July 13, 2011Publication date: November 3, 2011Applicant: CHICAGO MERCANTILE EXCHANGE, INC.Inventors: Scott Johnston, John Falck, Charlie Troxel, JR., James Farrell, Arjuna Ariathurai, Agnes Shanthi Thiruthuvadoss, David Salvadori
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Patent number: 7991684Abstract: 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: GrantFiled: December 6, 2007Date of Patent: August 2, 2011Assignee: Chicago Mercantile Exchange, Inc.Inventors: David Salvadori, Arjuna Ariathurai, John Falck, James W. Farrell, Scott Johnson, Agnes S. Thiruthuvadoss, Charlie Troxel, Jr.
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Publication number: 20110082786Abstract: 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: ApplicationFiled: December 13, 2010Publication date: April 7, 2011Applicant: CHICAGO MERCANTILE EXCHANGE, INC.Inventors: James W. Farrell, Agnes Shanthi Thiruthuvadoss, David Salvadori, Scott Johnston, John Falck, Charlie Troxel, JR., Arjuna Ariathurai
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Patent number: 7890418Abstract: 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: GrantFiled: January 15, 2010Date of Patent: February 15, 2011Assignee: Chicago Mercantile Exchange Inc.Inventors: James W. Farrell, Agnes Shanthi Thiruthuvadoss, David Salvadori, Scott Johnston, John Falck, Charlie Troxel, Jr., Arjuna Ariathurai
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Publication number: 20100306133Abstract: 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: ApplicationFiled: August 9, 2010Publication date: December 2, 2010Applicant: CHICAGO MERCANTILE EXCHANGE, INC.Inventors: Scott Johnston, John Falck, Charlie Troxel, JR., James W. Farrell, Arjuna Ariathurai, Agnes Shanthi Thiruthuvadoss, David Salvadori
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Patent number: 7778911Abstract: 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: GrantFiled: December 6, 2007Date of Patent: August 17, 2010Assignee: Chicago Mercantile Exchange, Inc.Inventors: David Salvadori, Arjuna Ariathurai, John Falck, James W. Farrell, Scott Johnson, Agnes S. Thiruthuvadoss, Charlie Troxel, Jr.
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Publication number: 20100121787Abstract: 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: ApplicationFiled: January 15, 2010Publication date: May 13, 2010Applicant: Chicago Mercantile Exchange, Inc.Inventors: Scott Johnston, John Falck, Charlie Troxel, JR., James W. Farrell, Agnes Shanti Thiruthuvadoss, Arjuna Ariathurai, David Salvadori
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Patent number: 7672899Abstract: 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: GrantFiled: December 10, 2007Date of Patent: March 2, 2010Assignee: Chicago Mercantile Exchange, Inc.Inventors: James W. Farrell, Agnes Shanti Thiruthuvadoss, David Salvadori, Scott Johnson, John Falck, Charlie Troxel, Arjuna Ariathurai
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Publication number: 20090265267Abstract: 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: ApplicationFiled: July 2, 2009Publication date: October 22, 2009Applicant: Chicago Mercantile Exchange Inc.Inventors: Scott Johnston, John Falck, Charlie Troxel, JR., James W. Farrell, Shanthi Thiruthuvadoss, Arjuna Ariathurai, David Salvadori
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Patent number: 7571133Abstract: 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: GrantFiled: July 1, 2003Date of Patent: August 4, 2009Assignee: Chicago Mercantile Exchange, Inc.Inventors: James W. Farrell, Agnes Shanti Thiruthuvadoss, David Salvadori, Scott Johnson, John Falck, Charlie Troxel, Jr., Arjuna Ariathurai
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Patent number: 7567932Abstract: 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: GrantFiled: November 3, 2006Date of Patent: July 28, 2009Assignee: Chicago Mercantile Exchange, Inc.Inventors: David Salvadori, Arjuna Ariathurai, John Falck, James W. Farrell, Scott Johnston, Agnes S. Thiruthuvadoss, Charlie Troxel, Jr.
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Patent number: 7440917Abstract: 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: GrantFiled: October 1, 2003Date of Patent: October 21, 2008Assignee: Chicago Mercantile Exchange, Inc.Inventors: James W. Farrell, David Salvadori, Arjuna Ariathurai, John Falck, Scott Johnston, Agnes Shanthi Thiruthuvadoss, Charlie Troxel, Jr.
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Publication number: 20080091584Abstract: 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: ApplicationFiled: December 10, 2007Publication date: April 17, 2008Applicant: Chicago Mercantile Exchange, Inc.Inventors: Scott Johnson, John Falck, Charlie Troxel, James Farrell, Agnes Thiruthuvadoss, Arjuna Ariathurai, David Salvadori
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Publication number: 20080086408Abstract: 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: ApplicationFiled: December 6, 2007Publication date: April 10, 2008Applicant: Chicago Mercantile Exchange, Inc.Inventors: Scott Johnson, John Falck, Charlie Troxel, James Farrell, Arjuna Ariathurai, Agnes Thiruthuvadoss, David Salvadori