Westmont, Illinois
United States
98
2023-07-13
The entities that hold a legal rights for patent applications filed by inventor Labuszewski John:
John Labuszewski from Westmont, US has applied for patents for these inventions. The list has both pending applications and granted patents:
INTEREST RATE SWAP COMPRESSION
#2 | 2022-02-10Futures Exchange Support of Spot Trading
#3 | 2020-12-31Interest rate swap compression
#4 | 2020-01-23MATCHED ORDER FULFILLMENT WITH LINEAR OPTIMIZATION
#5 | 2019-12-05Futures exchange support of spot trading
#6 | 2019-09-12Disseminating floor quotes from open outcry markets
#7 | 2019-05-16Electronic market message management of temporally specific messages
#8 | 2018-06-21Electronic market message management with priority determination
#9 | 2017-01-05Facilitation of accrual based payments between counterparties by a central counterparty
#10 | 2016-08-25Option Box Volatility Indexes
#11 | 2016-07-14FACILITATION OF PAYMENTS BETWEEN COUNTERPARTIES BY A CENTRAL COUNTERPARTY
#12 | 2016-07-14FACILITATION OF PAYMENTS BETWEEN COUNTERPARTIES BY A CENTRAL COUNTERPARTY
#13 | 2016-07-14FACILITATION OF PAYMENTS BETWEEN COUNTERPARTIES BY A CENTRAL COUNTERPARTY
#14 | 2016-07-14FACILITATION OF PAYMENTS BETWEEN COUNTERPARTIES BY A CENTRAL COUNTERPARTY
#15 | 2016-07-14FACILITATION OF PAYMENTS BETWEEN COUNTERPARTIES BY A CENTRAL COUNTERPARTY
#16 | 2016-03-24Market Dynamic Variable Price Limits
#17 | 2016-03-10SYSTEM AND METHOD FOR COMPELLING PHYSICAL DELIVERY OF ITEMS WITHIN A QUALITY RANGE
#18 | 2016-03-03Processing Decomposing Financial Instruments
#19 | 2016-03-03BRIDGED WEEKLY FX FUTURES PRODUCT
#20 | 2016-01-21Invoice Swap Spreads
#21 | 2015-12-31Interest rate swap compression
#22 | 2015-12-31Carry-Adjusted Index Futures
#23 | 2015-12-31Implied Volatility Skew Futures Product
#24 | 2015-12-31Implied Volatility Futures Product
#25 | 2015-11-19Determining Option Strike Price Listing Range
#26 | 2015-11-12DELTA-HEDGED FUTURES CONTRACT
#27 | 2015-11-12Synthetic Series Derivative Contracts
#28 | 2015-10-01Futures Contracts with Minimum Position Limit Approaching Delivery Period
#29 | 2015-09-17Multi-Laterally Traded Contract Settlement Mode Modification
#30 | 2015-09-10Pricing a Forward Rate Agreement Financial Product Using a Non-Par Value
#31 | 2015-08-06Pricing a Swap Financial Product Using a Non-Par Value
#32 | 2015-06-25Hybrid index derived using a kalman filter
#33 | 2015-06-25Volatility based futures products
#34 | 2015-06-18Periodic Reset Total Return Index Futures Contracts
#35 | 2015-06-18Offset Options
#36 | 2015-06-04Alternate-Form Options
#37 | 2015-05-28Tandem Options Contracts Providing Fixed Binary Payout
#38 | 2015-04-23ACHIEVING MARGIN CAPITAL EFFICIENCIES USING LINEAR PROGRAMMING
#39 | 2015-04-23Disseminating floor quotes from open outcry markets
#40 | 2015-04-23Futures Contracts Settlement Method with Option to Roll Forward
#41 | 2015-04-23Futures Contracts with Minimum Position Limit Approaching Delivery Period
#42 | 2015-04-23Futures Contracts with Divergent Trading and Delivery Units
#43 | 2015-04-16Facilitation of payments between counterparties by a central counterparty
#44 | 2015-04-16Facilitation of payments between counterparties by a central counterparty
#45 | 2015-04-16Facilitation of payments between counterparties by a central counterparty
#46 | 2015-04-16Facilitation of payments between counterparties by a central counterparty
#47 | 2015-03-19Detection of Potential Abusive Trading Behavior in Electronic Markets
#48 | 2015-03-19Pricing Range-Based Financial Instruments
#49 | 2014-12-18Automated Book-Entry Exchange of Futures for Interest Rate Swap (EFS) at Implied Current Coupon
#50 | 2014-12-18Lack of Liquidity Order Type
#51 | 2014-12-18Systems and Methods for Processing Cleared Loan Deliverable Futures Contract Data
#52 | 2014-10-30Breakout Indexes
#53 | 2014-10-23Dynamic Tick Size Order Aggregator
#54 | 2014-10-16EXCHANGE-TRADED BASIS DERIVATIVE CONTRACTS
#55 | 2014-09-11COMMODITY CONTRACTS DELIVERY ALLOCATION
#56 | 2014-07-03BREAKOUT INDEXES
#57 | 2014-07-03PROSPECTIVE CURRENCY UNITS
#58 | 2014-06-12Price Alignment Interest in Collateralized Financial Instruments
#59 | 2014-03-20Systems and Methods for Using Declining Balance Methodologies to Enhance Clearing of Dividend Futures and Other Instruments
#60 | 2014-03-20Processing Fixed Unit Financial Instruments
#61 | 2014-03-20Matched order fulfillment with linear optimization
#62 | 2014-03-13Futures exchange support of spot trading
#63 | 2014-03-06Quote Convention for Spreads Between Products Having Non-Homogeneous Construction
#64 | 2014-01-16Delivery System for Futures Contracts
#65 | 2014-01-02Multiple Trade Matching Algorithms
#66 | 2013-10-24Exchange-traded basis derivative contracts
#67 | 2013-09-19Derivative Products
#68 | 2013-08-22Prospective currency units
#69 | 2013-08-15System and method for implementing and managing bundled option box futures
#70 | 2013-08-08Derivative Products
#71 | 2013-07-11COMPOUND OVERNIGHT BANK RATE ACCRUAL FUTURES CONTRACT AND COMPUTATION OF VARIATION MARGIN THEREFORE
#72 | 2013-05-09Multiple coupon interest rate futures contracts
#73 | 2013-05-09Zero coupon conversion factor calculation
#74 | 2013-05-02Futures Contracts Spread Packages
#75 | 2013-02-14Pricing a Swap Financial Product Using a Non-Par Value
#76 | 2013-02-14Derivative products
#77 | 2013-02-14Pricing a Forward Rate Agreement Financial Product Using a Non-Par Value
#78 | 2013-01-31MARGIN AS CREDIT ENHANCEMENT CONTRACTS
#79 | 2013-01-24Multi-laterally traded contract settlement mode modification
#80 | 2013-01-24Modification of multi-laterally traded contracts based on currency unavailability condition
#81 | 2013-01-24Interest Accrual Provisions For Multi-Laterally Traded Contracts
#82 | 2013-01-24BIFURCATED COMMODITY IDENTIFIERS
#83 | 2013-01-24Alternate Currency Derivatives
#84 | 2013-01-17LOGGED DERIVATIVE CONTRACT
#85 | 2013-01-17VARIABLE EXPOSURE CONTRACT
#86 | 2012-12-20Facilitation of payments between counterparties by a central counterparty
#87 | 2012-11-29Derivative products
#88 | 2012-10-18Perpetual futures contracts with periodic reckonings
#89 | 2012-10-11FIXED INCOME INSTRUMENT YIELD SPREAD FUTURES
#90 | 2012-05-31Systems and methods for using declining balance methodologies to enhance clearing of dividend futures and other instruments
#91 | 2012-05-03Periodic reset total return index futures contracts
#92 | 2012-04-26Breakout indexes
#93 | 2012-04-26Prospective currency units
#94 | 2012-04-26System and method for implementing and managing bundled option box futures
#95 | 2011-12-01System and Method for Implementing and Managing Basis Futures
#96 | 2011-08-25Generation of a Hedgeable Index and Market Making for a Hedgeable Index-Based Financial Instrument
#97 | 2008-04-03Derivative products
#98 | 2008-01-10Derivative products
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