CPC G06Q 40/04 (2013.01) [G06Q 20/10 (2013.01); G06Q 30/08 (2013.01); G06Q 40/03 (2023.01)] | 25 Claims |
1. A computer implemented method comprising:
receiving an allocation of credit from a respective trading entity of a plurality of trading entities, the allocation of credit being received no later than a first predetermined time before a period of time ending at a benchmark fixing time;
receiving, by a processor prior to the benchmark fixing time, an order specifying a quantity, but not a price, for an instrument from the respective trading entity;
matching, by the processor as a function of the allocated credit, the received order, upon receipt, with another previously received uncanceled and unmatched order specifying a quantity, but not a price, for the instrument received form another of the plurality of trading entities, causing the matching of the received order to be distributed over the period of time with respect to matching of other received orders, the processing power required by the processor being reduced thereby;
determining, automatically based on the matching and prior to the benchmark fixing time, a portion of the allocated credit used thereby, and releasing the unused portion of the allocated credit back to the respective trading entity for use at a future time;
setting, by the processor, based on the received order lacking a specified price, at or after the benchmark fixing time, the benchmark price for the instrument; and
executing the matched orders at the set benchmark price.
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