Invention Grant
US08438095B1 Apparatuses, methods and systems for an inflation-sensitive index and associated financial product generator
有权
通货膨胀敏感指数和相关金融产品发生器的设备,方法和系统
- Patent Title: Apparatuses, methods and systems for an inflation-sensitive index and associated financial product generator
- Patent Title (中): 通货膨胀敏感指数和相关金融产品发生器的设备,方法和系统
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Application No.: US13183395Application Date: 2011-07-14
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Publication No.: US08438095B1Publication Date: 2013-05-07
- Inventor: Timothy W. Blake
- Applicant: Timothy W. Blake
- Applicant Address: US NY New York
- Assignee: Credit Suisse Securities (USA) LLC
- Current Assignee: Credit Suisse Securities (USA) LLC
- Current Assignee Address: US NY New York
- Agency: Chadbourne & Parke LLP
- Agent Kenneth L. Johnson
- Main IPC: G06Q40/00
- IPC: G06Q40/00

Abstract:
The APPARATUSES, METHODS AND SYSTEMS FOR AN INFLATION-SENSITIVE INDEX AND ASSOCIATED FINANCIAL PRODUCT GENERATOR (“ISIG”) provides facilities for generating and managing inflation-sensitive financial indices and/or the associated portfolios of investment vehicles underlying them, as well as for constructing tradable financial products based on and/or otherwise influenced by the values of those indices. In one embodiment, the ISIG may generate, maintain and/or manage at least three indices and/or financial products based thereon (e.g., such as index-linked exchange traded funds, and/or the like): a long-term inflation index that depends on the long term inflation expectations embedded in the U.S. Government bond market; a long-term TIPS index, that tracks an investment in the longest TIPS in the marketplace, the 30 year TIPS bond, that may roll to on-the-run series according to a predefined roll schedule; and a long-term treasury index that tracks an investment in the longest maturity sector for government bonds with the price transparency and liquidity of a futures contract.
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