Utilizing cash flow contracts and physical collateral for...

Data processing: financial – business practice – management – or co – Automated electrical financial or business practice or... – Finance

Reexamination Certificate

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Details

C705S035000, C705S039000

Reexamination Certificate

active

07882016

ABSTRACT:
In accordance with the present invention, a financial instrument for the energy market is created. The financial instrument comprises a derivative instrument related to accounts receivable or accounts payable or both. In a preferred embodiment, the derivative instrument normally consists of two sets of linked swaps. In the first set, the seller exchanges two things with a third party: (i) the right for payment of accounts receivable within a month from the buyer is exchanged for the right to payment of such accounts receivable within a week from the third party; and (ii) the obligation to deliver energy to the buyer is exchanged for the obligation to deliver to the third party. The buyer exchanges the mirror image of those with a third party, to with: (i) the obligation to pay within a month to the seller is exchanged for the obligation to pay within a week to the third party, but the buyer receives financing to offset the cash flow ramifications; and (ii) the obligation to take delivery from the seller is exchanged with the obligation to take delivery from the third party. The swap can further be utilized to net payment obligations under multiple cash and forward commodity transactions between the buyer and the seller. Physical collateral is utilized as margin. In accordance with another aspect of the present invention, the process takes place on a ‘clearing platform’ for such energy transactions.

REFERENCES:
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patent: 2002/0120555 (2002-08-01), Lerner
patent: 2004/0024692 (2004-02-01), Turbeville et al.
patent: 2005/0097025 (2005-05-01), Horton et al.
Anonymous “Weather Hedging( Article discusses weather hedging, which is in fourth year as specialized sector of energy management business )” May 2001.
Stavros, Richard “The fourth wave” Oct. 1, 2002 Public Utilities Fortnightly v140n18 pp. 4-5.
Connors, Robert B “Weather derivatives allow construction to hedge weather risk” Mar. 2003 Cost Engineering v45n3 pp. 21-24.
Edrich, Carole “Weather risk management” May 2003 Journal of Financial Regulation & Compliance v11n2 pp. 164.

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