Importance

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Abstract

Fairnetting and distribution of electronic trades is described, where, a computing device includes a reception module, a trade organization module, and a trade netting module. The trade organization module organizes one or more trades, received by the reception module, by currency pairs. The trade netting module generates, at a first point in time, a netting plan designed to offset a trade against at least one other trade, and estimates, for the netting plan, a first value that is proportional to an expected savings based on real-time market data and associated with executing the trades according to the netting plan versus executing the trades without the netting plan, where the first value is not exceeded by a cost of trading proportional to a change in market value of the trades between the first point in time and a time that a first trade included in the trades is executed.

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First Claim