Systems and methods for increasing participation of...

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Reexamination Certificate

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Reexamination Certificate

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07996261

ABSTRACT:
In one aspect, the invention comprises a system for enabling a crossing system operator to calculate a rebate payment to a second participant for executing the block order of a first participant based on at least one of: (a) a difference between a benchmark price and an execution price of the block order; (b) total volume of block execution; and (c) an amount that decays exponentially with the time between the first participant's order and the order's execution by a liquidity provider.

REFERENCES:
patent: 7136834 (2006-11-01), Merrin et al.
patent: 2004/0088242 (2004-05-01), Ascher et al.
patent: 2005/0102218 (2005-05-01), Sargent et al.
EP Appln. No. 05729202 Supplementary European Search Report, Feb. 5, 2008.
Domowitz I: “A Taxonomy of Automated Trade Execution Systems”, Journal of International Money and Finance of Butterworth Scientific, Guildford, GB, vol. 12, 1993, pp. 607-632.
Hendershott T: “Electronic Trading in Financial Markets”, IT Pro, Jul./Aug. 2003, pp. 10-14.
Madden, Bartley J.;Structural Changes in Trading Stocks; The Journal of Portfolio Management; 1993, No. 10093; pp. 19-27.

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