{"schema_version":"1.0","canonical_url":"https://patentable.app/patents/US-8527393","patent":{"patent_number":"US-8527393","title":"Listing and expiring cash settled on-the-run treasury futures contracts","assignee":null,"inventors":[],"filing_date":"2011-07-14T00:00:00.000Z","publication_date":"2013-09-03T00:00:00.000Z","cpc_codes":["G06Q","G06Q","G06Q","G06Q","G06Q"],"num_claims":24,"abstract":"The disclosed embodiments relate to determining a listing date, an expiration date and the cash settlement price of a futures contract, i.e. a Treasury Futures, for the delivery of the most recently issued, referred to as an on-the-run, US treasury Note of a particular maturity by reference to the U.S. Treasury Auction cycle and the difference between a resultant industry surveyed swap rate and a resultant industry surveyed swap spread of the respective tenors (time remaining until maturity) of the on-the-run treasury futures."},"analysis":{"summary":null,"layman_explanation":null,"technical_analysis":null,"business_analysis":null,"faqs":null,"topics":[],"tech_cluster":null},"seo":{"title":"Listing and expiring cash settled on-the-run treasury futures contracts","description":"The disclosed embodiments relate to determining a listing date, an expiration date and the cash settlement price of a futures contract, i.e. a Treasury Futures, for the delivery of the most recently i","keywords":[]},"attribution":{"source":"Patentable","source_url":"https://patentable.app","canonical_url":"https://patentable.app/patents/US-8527393","license":"CC-BY-4.0-like","license_terms":"AI-generated analysis on this page (summary, layman_explanation, technical_analysis, business_analysis, faqs) may be reused with attribution and a visible link back to the canonical URL above. Patent abstracts, claims, and bibliographic data are USPTO public domain.","required_link":"https://patentable.app/patents/US-8527393","citation_suggestion":"Patentable. \"Listing and expiring cash settled on-the-run treasury futures contracts\" (US-8527393). https://patentable.app/patents/US-8527393","copyright_holder":"Nomic Interactive Technology LLC"},"links":{"html":"https://patentable.app/patents/US-8527393","json":"https://patentable.app/api/llm-context/US-8527393","site":"https://patentable.app","llms_txt":"https://patentable.app/llms.txt"},"generated_at":"2026-05-31T20:32:40.017Z"}