Patent ID: 8626640

Claim:
A system for providing a collateralized loan via a clearing house, the system comprising: a match engine module configured to receive an order for a bundled box spread future representative of the collateralized loan via an options box spread, wherein the order specifies an interest rate associated with the collateralized loan as the price of the futures contract; a trade database in communication with the match engine module and configured to identify a bundled box spread future associated with the received order and the interest rate; an order book module in communication with the trade database and the match engine module, wherein the order book module is configured to identify a standing order that is compatible with the received order; a clearing module configured to credit an account with a loan amount based on the identified bundled option box future; and a risk management module configured to credit a margin amount to reflect the collateralized loan and associated collateral assets; wherein the match engine module is further configured to automatically define a first pair of options at a first strike price and a second pair of options at a second strike price, further wherein the interest rate is a function of the term and the ratio of a box return to a difference between the first and second strike prices.