Abstract: According to one embodiment, a method of generating a display of a limit order book is provided. Data regarding a plurality of limit orders entered onto an electronic market is received and recorded, at least temporarily. The data regarding each limit order includes a price and a time associated with that limit order. Based on the received data, a graphical display is generated that indicates, for each recorded limit order entered into the electronic market within a period of time, the price and the time associated with that limit order. The price associated with each limit order is indicated by a first axis of the graphical display and the time associated with each limit order is indicated by a second axis of the graphical display. The graphical display may be displayed using an electronic display device.

Abstract: According to one embodiment, a method of generating a display of a limit order book is provided. Data regarding a plurality of limit orders entered onto an electronic market is received and recorded, at least temporarily. The data regarding each limit order includes a price and a time associated with that limit order. Based on the received data, a graphical display is generated that indicates, for each recorded limit order entered into the electronic market within a period of time, the price and the time associated with that limit order. The price associated with each limit order is indicated by a first axis of the graphical display and the time associated with each limit order is indicated by a second axis of the graphical display. The graphical display may be displayed using an electronic display device.

Abstract: According to one embodiment, a method of generating a display of a limit order book is provided. Data regarding a plurality of limit orders entered onto an electronic market is received and recorded, at least temporarily. The data regarding each limit order includes a price and a time associated with that limit order. Based on the received data, a graphical display is generated that indicates, for each recorded limit order entered into the electronic market within a period of time, the price and the time associated with that limit order. The price associated with each limit order is indicated by a first axis of the graphical display and the time associated with each limit order is indicated by a second axis of the graphical display. The graphical display may be displayed using an electronic display device.

Abstract: According to one embodiment, a method of generating a display of a limit order book is provided. Data regarding a plurality of limit orders entered onto an electronic market is received and recorded, at least temporarily. The data regarding each limit order includes a price and a time associated with that limit order. Based on the received data, a graphical display is generated that indicates, for each recorded limit order entered into the electronic market within a period of time, the price and the time associated with that limit order. The price associated with each limit order is indicated by a first axis of the graphical display and the time associated with each limit order is indicated by a second axis of the graphical display. The graphical display may be displayed using an electronic display device.

Abstract: According to one embodiment, a method of generating a display of a limit order book is provided. Data regarding a plurality of limit orders entered onto an electronic market is received and recorded, at least temporarily. The data regarding each limit order includes a price and a time associated with that limit order. Based on the received data, a graphical display is generated that indicates, for each recorded limit order entered into the electronic market within a period of time, the price and the time associated with that limit order. The price associated with each limit order is indicated by a first axis of the graphical display and the time associated with each limit order is indicated by a second axis of the graphical display. The graphical display may be displayed using an electronic display device.

Abstract: Various systems and methods for determining information about limit orders is provided. Data regarding a plurality of limit orders entered onto an electronic market is received and stored. For each of a subset of the plurality of limit orders, a market distance is determined. The market distance comprises the difference between the price of the respective limit order and a market price. A weighting of the respective limit order is determined based at least on the determined market distance for the respective limit order. One or more market indicators is determined based at least in part on the weighting of each of the at least two limit orders. The one or more market indicators are caused to be displayed in a graphical user interface.

Abstract: A central counterparty receives a contract having transaction terms associated with an interest rate swap (IRS) and a position of a security, the transaction terms including an expiration date. Upon the expiration date and in a case of a physical settlement of the contract the IRS is generated based on the transaction terms. The central counterparty facilitates delivery of the security from a second counterparty to a first counterparty and starting on a specified date after the expiration date, receives payment of a fixed side of the IRS from the first counterparty, pays the fixed side of the IRS to the second counterparty, receives a floating side of the IRS from the second counterparty, and pays the floating side of the IRS to the first counterparty. In a case of a cash settlement of the contract and upon a specified date after the expiration date the contract is cash settled based on a market value of the contract.

Abstract: Various systems and methods for determining information about limit orders is provided. Data regarding a plurality of limit orders entered onto an electronic market is received and stored. For each of a subset of the plurality of limit orders, a market distance is determined. The market distance comprises the difference between the price of the respective limit order and a market price. A weighting of the respective limit order is determined based at least on the determined market distance for the respective limit order. One or more market indicators is determined based at least in part on the weighting of each of the at least two limit orders. The one or more market indicators are caused to be displayed in a graphical user interface.

Abstract: Various systems and methods for determining information about limit orders is provided. Data regarding a plurality of limit orders entered onto an electronic market is received and stored. For each of a subset of the plurality of limit orders, a market distance is determined. The market distance comprises the difference between the price of the respective limit order and a market price. A weighting of the respective limit order is determined based at least on the determined market distance for the respective limit order. One or more market indicators is determined based at least in part on the weighting of each of the at least two limit orders. The one or more market indicators are caused to be displayed in a graphical user interface.

Abstract: Various systems and methods for determining information about limit orders is provided. Data regarding a plurality of limit orders entered onto an electronic market is received and stored. For each of a subset of the plurality of limit orders, a market distance is determined. The market distance comprises the difference between the price of the respective limit order and a market price. A weighting of the respective limit order is determined based at least on the determined market distance for the respective limit order. One or more market indicators is determined based at least in part on the weighting of each of the at least two limit orders. The one or more market indicators are caused to be displayed in a graphical user interface.

Abstract: According to one embodiment, a method of generating a display of a limit order book is provided. Data regarding a plurality of limit orders entered onto an electronic market is received and recorded, at least temporarily. The data regarding each limit order includes a price and a time associated with that limit order. Based on the received data, a graphical display is generated that indicates, for each recorded limit order entered into the electronic market within a period of time, the price and the time associated with that limit order. The price associated with each limit order is indicated by a first axis of the graphical display and the time associated with each limit order is indicated by a second axis of the graphical display. The graphical display may be displayed using an electronic display device.

Abstract: According to one embodiment, a method of generating a display of a limit order book is provided. Data regarding a plurality of limit orders entered onto an electronic market is received and recorded, at least temporarily. The data regarding each limit order includes a price and a time associated with that limit order. Based on the received data, a graphical display is generated that indicates, for each recorded limit order entered into the electronic market within a period of time, the price and the time associated with that limit order. The price associated with each limit order is indicated by a first axis of the graphical display and the time associated with each limit order is indicated by a second axis of the graphical display. The graphical display may be displayed using an electronic display device.