Patents by Inventor Mark Andrew Weingard

Mark Andrew Weingard 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).

  • METHOD AND SYSTEM FOR OFFSET MATCHING
    Publication number: 20140222648
    Abstract: The trading of interest rate swaps or other interest rate derivatives gives rise to mismatch exposure. This can be offset by a series of FRA trades. Rather than conducting a series of exposure neutral trades, FRAs can be bought or sold for the entire amount of a trader's reset exposure. To hedge the offset trades, a series of IMM FRA trades are conducted. The relative size of the IMM contracts will be determined by the distance in time from the IMM quarterly contract settlement date. A system is disclosed for performing offset trades and IMM hedges. The embodiments allow for non-neutral trading and subsequent hedging brings trading back to a neutral position.
    Type: Application
    Filed: April 10, 2014
    Publication date: August 7, 2014
    Applicant: ICAP MANAGEMENT SERVICES LIMITED
    Inventor: Mark Andrew Weingard
  • Method and system for offset matching
    Patent number: 8781943
    Abstract: The trading of interest rate swaps or other interest rate derivatives gives rise to mismatch exposure. This can be offset by a series of FRA trades. Rather than conducting a series of exposure neutral trades, FRAs can be bought or sold for the entire amount of a trader's reset exposure. To hedge the offset trades, a series of IMM FRA trades are conducted. The relative size of the IMM contracts will be determined by the distance in time from the IMM quarterly contract settlement date. A system is disclosed for performing offset trades and IMM hedges. The embodiments allow for non-neutral trading and subsequent hedging brings trading back to a neutral position.
    Type: Grant
    Filed: May 4, 2007
    Date of Patent: July 15, 2014
    Assignee: ICAP Management Services Limited
    Inventor: Mark Andrew Weingard
  • Method and System for Offset Matching
    Publication number: 20080275807
    Abstract: The trading of interest rate swaps or other interest rate derivatives gives rise to mismatch exposure. This can be offset by a series of FRA trades. Rather than conducting a series of exposure neutral trades, FRAs can be bought or sold for the entire amount of a trader's reset exposure. To hedge the offset trades, a series of IMM FRA trades are conducted. The relative size of the IMM contracts will be determined by the distance in time from the IMM quarterly contract settlement date. A system is disclosed for performing offset trades and IMM hedges. The embodiments allow for non-neutral trading and subsequent heging brings trading back to a neutral position.
    Type: Application
    Filed: May 4, 2007
    Publication date: November 6, 2008
    Applicant: ICAP Management Services Limited
    Inventor: Mark Andrew Weingard