Patent ID: 8676679

Claim:
A method of using credit data in a computerized system for trading over a network financial interests having a future financial exposure, the method comprising: for each of a plurality of future time periods with respect to a trading session, storing in a memory device, at or prior to a start of the trading session, a credit value for at least one counterparty designable by a trading party, each credit value being for use in connection with trading financial interests between the trading party and the at least one counterparty, the financial interests having a financial exposure to the trading party in the respective future time periods; storing in the memory device a maximum credit value designable by the trading party for trading between the trading party and the at least one counterparty, wherein the maximum credit value is associated with financial exposure to the trading party in a two or more of the plurality of future time periods; and during the trading session, (a) processing a proposed trade between the trading party and the at least one counterparty of a financial interest having a financial exposure in a future time period towards possible completion (i) if the financial exposure to the trading party of the financial instrument in the future time period, expressed in terms compatible with the credit value in the memory device for the future time period, is less than the credit value in the memory device for the future time period, and (ii) if the total financial exposure to the trading party in the two or more future time periods is less than the maximum credit value, and (b) otherwise not processing the proposed trade towards possible completion.