| BARCLAYS CAPITAL INC. Patent applications |
| Patent application number | Title | Published |
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| 20120123965 | Systems and Methods for Providing Direct to Capital Swaps - In one aspect, the present invention comprises a computer system for market making, comprising: (a) a computer component for receiving data identifying a user-specified basket of securities; (b) a database storing the data identifying a user-specified basket of securities and storing data describing inventory of a market maker; and (c) a computer component for calculating a swap price for the basket in light of the inventory, the calculating based at least in part on quote deflection related to the inventory. Other aspects comprise related methods and software. | 05-17-2012 |
| 20110270725 | METHODS AND SYSTEMS FOR PROVIDING A YIELD CURVE INDEX - An exemplary aspect comprises a computer system comprising: (a) one or more servers that receive electronic data describing prices for a first category of futures positions; and (b) one or more processors that calculate an index value at a specified time based on one or more weighted price changes for said first category of futures positions, wherein said index value has a target exposure to one or more yields for said first category of futures positions. In one or more exemplary embodiments, the computer system further comprises one or more processors that receive electronic data describing prices for a second category of futures positions, wherein the index value at the specified time is based on one or more differences between weighted price changes for the first category of futures positions and the second category of futures positions. Other exemplary aspects comprise related methods and software. | 11-03-2011 |
| 20110004568 | METHODS AND SYSTEMS FOR PROVIDING SWAP INDICES - Zero-coupon swap indices are provided for tracking characteristics of nominal, inflation-linked liabilities and other aspects of swaps. A zero-coupon nominal swap index is based on a portfolio of assets consisting of a cash investment at a reference rate combined with a zero-coupon swap, where periodic payments can be exchanged for a single fixed cash flow at maturity. A zero-coupon inflation swap index is based on a portfolio of investments in a zero-coupon inflation swap, a zero-coupon nominal swap and cash invested at a reference rate. Periodic payments on the cash investment can be exchanged, in a zero-coupon nominal swap transaction, for a single fixed payment at maturity. | 01-06-2011 |
| 20100325066 | METHOD FOR EXECUTING A SINGLE TRANCHE SYNTHETIC ABS DERIVATIVE TRANSACTION - A Single Tranche Synthetic ABS product is designed to replicate economics returns of structured finance collateralized debt obligations (SF CDO) securities and allow parties to express a leveraged and/or correlation view on a custom ABS portfolio by transferring a credit risk of a particular transacted tranche of a portfolio in swap format. The inventions described herein account for an available funds cap risk of the ABS securities within the underlying portfolio in a manner equivalent to a cash analog based on the same underlying portfolio with sequential pay structure. | 12-23-2010 |
| 20100280970 | METHOD FOR EXECUTING A SINGLE TRANCHE SYNTHETIC ABS DERIVATIVE TRANSACTION - A Single Tranche Synthetic ABS product is designed to replicate economics returns of structured finance collateralized debt obligations (SF CDO) securities and allow parties to express a leveraged and/or correlation view on a custom ABS portfolio by transferring a credit risk of a particular transacted tranche of a portfolio in swap format. The inventions described herein account for an available funds cap risk of the ABS securities within the underlying portfolio in a manner equivalent to a cash analog based on the same underlying portfolio with sequential pay structure. | 11-04-2010 |
| 20100198744 | METHODS AND SYSTEMS FOR INTEREST RATE PREDICTION - In one aspect, the invention comprises a computer-implemented method for predicting interest rates, comprising the steps of: electronically receiving data describing one or more Fed fund futures rates; electronically adjusting the data describing the one or more Fed fund futures rates to obtain adjusted data regarding the one or more Fed fund futures rates; and electronically determining data regarding one or more expected Fed fund target rates. In another aspect, the invention comprises a system for predicting interest rates, comprising: one or more processors operable to determine probability distribution data for one or more Eurodollar rates based on Eurodollar futures option data; one or more processors operable to link said probability distribution data for one or more Eurodollar rates to overnight forward Fed funds rate data; and one or more processors operable to link said forward Fed funds rate data to expected Fed funds rate data. | 08-05-2010 |
| 20100191671 | METHODS AND SYSTEMS FOR PROVIDING A MUNICIPAL INDEX SWAP - In at least one aspect the invention comprises a computer-implemented method comprising: (a) electronically receiving data regarding characteristics of a plurality of tax exempt municipal bonds; (b) electronically receiving data describing a plurality of rules for inclusion of the tax exempt municipal bonds in a municipal bond index; (c) constructing a municipal bond index by applying the rules to characteristics of the plurality of tax exempt municipal bonds; and (d) quoting a municipal swap having a reference index, wherein the reference index is the municipal bond index. Other aspects comprise related computer systems and apparatuses, as well as various embodiments. | 07-29-2010 |
| 20100138390 | Personal information file management tool - A system and method provide management of personal information files containing personal contacts, calendars, emails, and the like. A client device is configured to store a personal information file. A personal information file management tool is configured to search a directory on a server. The personal information file management tool compares a contact in the personal information file with the directory and updates the contact in the personal information file with the information in the directory. | 06-03-2010 |
| 20100106963 | System and method for secure remote computer task automation - A system includes a third party authority in communication with a client computer and a target computer. The third party authority is configured to receive a request including authentication information and an access request from the client computer. The third party authority is configured to authenticate the client computer based on the authentication information and to process the access request to grant the client computer access to the target computer to perform a task on the target computer, the access request including the task. The third party authority is further configured to send an access token to the client computer to access the target computer to perform the task, to receive the access token from the target computer for validation, to validate the received access token based on the request for the target computer to process the task, and to grant the target computer permission to process the task upon validation. | 04-29-2010 |
| 20100100523 | System and Method for Grouping a Collection of Documents Using Document Series - A system and method that allows a publisher to create a document series, associate a document with a document series and present to an end-user a series nugget displaying at least one document associated with the document series. Document series information may be inherited by each document in the document series. Document series information is stored in an asset database. | 04-22-2010 |
| 20100023457 | Methods and systems for tracking commodity performance - In at least one aspect, the invention comprises a computer-implemented method comprising: (a) electronically receiving data regarding projections of commodity consumption for exchange-traded futures contracts on one or more biofuel feedstock commodities; (b) selecting, based on said received data, one or more of said futures contracts for inclusion in a biofuel excess return strategy index; and (c) electronically weighting each of said selected one or more futures contracts; wherein said weighting is based on projected relative consumption of each commodity corresponding to said selected futures contracts. In another aspect, the invention comprises a computer-implemented method comprising: (a) electronically receiving data regarding prices of one or more exchange-traded futures contracts; (b) selecting, based on said received data, one or more of said futures contracts for inclusion in a commodity index; and (c) electronically calculating excess return for each of said commodities by accounting for foreign exchange rates. | 01-28-2010 |
| 20100005014 | System and method for providing cost transparency to units of an organization - A system and method provide transparency of costs allocated to a unit of an organization. The method includes steps to receive asset information for an application at a cost transparency engine and identify a direct dependency of the application and an indirect dependency of the application using the asset information for the application. An infrastructure cost for the application is determined based on the direct dependency, the indirect dependency, component consumption by the application, and a unit cost of a service supporting the component. A report is generated, via a reporting tool, presenting the infrastructure cost for the application. | 01-07-2010 |
| 20090276301 | System and Method for Identifying Ideas - A system and method for associating value with ideas. Unit of value indicators are issued to users. Ideas are identified by the users and submitted to the system. The users make requests to associate the unit of value indicators with the submitted ideas. As a result of an award event, an award winner is issued additional unit of value indicators. The award winner further associates such unit of value indicators with the ideas. | 11-05-2009 |
| 20090144381 | Method and system for data formatting - A system includes a data store and a server in communication with the data store. The server includes formatting modules having a plurality of formatters, validation modules having a plurality of validators, and a streaming module. The server is configured to receive messages containing financial transaction data from one or more electronic communication networks or one or more client devices. The formatters are configured for each of the electronic communication networks or client devices and convert the messages into an internal format of the streaming system. The validation modules are configured to perform a validation check on the one or more formatted messages. | 06-04-2009 |
| 20090119200 | Methods and systems for providing a beta commodity index - In at least one aspect, the invention comprises a computer-implemented method comprising: electronically receiving data regarding prices of exchange-traded futures contracts on physical commodities; selecting, based on said received data, one or more of said futures contracts to be referenced by a commodity index; identifying, on a periodic basis, one or more deferred futures contracts into which said selected one or more futures contracts will roll; and providing one or more derivative products linked to said commodity index. In at least one aspect, the invention comprises a commodity index that references exchange-traded futures contracts on physical commodities, wherein one or more deferred futures contracts into which the futures contracts will roll are identified on a periodic basis, and wherein said one or more deferred futures contracts are identified based on an effective spot price. In at least one aspect, the invention comprises a derivative product linked to a commodity index. | 05-07-2009 |
