Patents by Inventor Simon Burnham

Simon Burnham 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).

  • GENERATING A BLENDED FX PORTFOLIO
    Publication number: 20220351190
    Abstract: Systems and methods for blending a plurality of FX forwards may include determining a signed sum of notional values associated with each of the primary currency component and the settlement currency component of each of the plurality of FX forwards for use in blending the plurality of FX forwards, each of the plurality of FX forwards having matching economics and a different associated fixed rate. A computing device may determine one or more remnant FX forwards to blend the plurality of FX forwards based, at least in part, using the determined sums of the notional values. This may reduce the gross notional and/or the total clearing line items associated with the original FX forwards. In some cases, the computing device may determine a single currency FX forward for blending the plurality of FX forwards.
    Type: Application
    Filed: July 13, 2022
    Publication date: November 3, 2022
    Applicant: Chicago Mercantile Exchange Inc.
    Inventors: Simon Burnham, Dhiraj Bawadhankar, Steve Dayon, John Redfield, Fateen Sharaby
  • Generating a blended FX portfolio
    Patent number: 11423397
    Abstract: Systems and methods for blending a plurality of FX forwards may include determining a signed sum of notional values associated with each of the primary currency component and the settlement currency component of each of the plurality of FX forwards for use in blending the plurality of FX forwards, each of the plurality of FX forwards having matching economics and a different associated fixed rate. A computing device may determine one or more remnant FX forwards to blend the plurality of FX forwards based, at least in part, using the determined sums of the notional values. This may reduce the gross notional and/or the total clearing line items associated with the original FX forwards. In some cases, the computing device may determine a single currency FX forward for blending the plurality of FX forwards.
    Type: Grant
    Filed: July 27, 2020
    Date of Patent: August 23, 2022
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Simon Burnham, Dhiraj Bawadhankar, Steve Dayon, John Redfield, Fateen Sharaby
  • GENERATING A BLENDED FX PORTFOLIO
    Publication number: 20200356990
    Abstract: Systems and methods for blending a plurality of FX forwards may include determining a signed sum of notional values associated with each of the primary currency component and the settlement currency component of each of the plurality of FX forwards for use in blending the plurality of FX forwards, each of the plurality of FX forwards having matching economics and a different associated fixed rate. A computing device may determine one or more remnant FX forwards to blend the plurality of FX forwards based, at least in part, using the determined sums of the notional values. This may reduce the gross notional and/or the total clearing line items associated with the original FX forwards. In some cases, the computing device may determine a single currency FX forward for blending the plurality of FX forwards.
    Type: Application
    Filed: July 27, 2020
    Publication date: November 12, 2020
    Applicant: Chicago Mercantile Exchange Inc.
    Inventors: Simon Burnham, Dhiraj Bawadhankar, Steve Dayon, John Redfield, Fateen Sharaby
  • Generating a blended FX portfolio
    Patent number: 10789588
    Abstract: Systems and methods for blending a plurality of FX forwards may include determining a signed sum of notional values associated with each of the primary currency component and the settlement currency component of each of the plurality of FX forwards for use in blending the plurality of FX forwards, each of the plurality of FX forwards having matching economics and a different associated fixed rate. A computing device may determine one or more remnant FX forwards to blend the plurality of FX forwards based, at least in part, using the determined sums of the notional values. This may reduce the gross notional and/or the total clearing line items associated with the original FX forwards. In some cases, the computing device may determine a single currency FX forward for blending the plurality of FX forwards.
    Type: Grant
    Filed: October 30, 2015
    Date of Patent: September 29, 2020
    Assignee: Chicago Mercantile Exchange Inc.
    Inventors: Simon Burnham, Dhiraj Bawadhankar, Steve Dayon, John Redfield, Fateen Sharaby
  • Generating a Blended FX Portfolio
    Publication number: 20160125399
    Abstract: Systems and methods for blending a plurality of FX forwards may include determining a signed sum of notional values associated with each of the primary currency component and the settlement currency component of each of the plurality of FX forwards for use in blending the plurality of FX forwards, each of the plurality of FX forwards having matching economics and a different associated fixed rate. A computing device may determine one or more remnant FX forwards to blend the plurality of FX forwards based, at least in part, using the determined sums of the notional values. This may reduce the gross notional and/or the total clearing line items associated with the original FX forwards. In some cases, the computing device may determine a single currency FX forward for blending the plurality of FX forwards.
    Type: Application
    Filed: October 30, 2015
    Publication date: May 5, 2016
    Inventors: Simon Burnham, Dhiraj Bawadhankar