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Implied spread trading system

  • US 20050203826A1
  • Filed: 11/12/2004
  • Published: 09/15/2005
  • Est. Priority Date: 03/12/2004
  • Status: Abandoned Application
First Claim
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1. A computer implemented method of processing an order for a multiple leg spread product based on underlying financial instruments, the method comprising:

  • (a) receiving an order for the spread product;

    (b) creating a multiple underlying financial instrument leg of an implied spread product having a nonstandard tick level with multiple underlying financial instruments having standard tick levels and when combined result in the nonstandard tick level; and

    (c) matching the order for the spread product with orders for the underlying financial instruments.

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