Patent ID: 7533054

Claim:
A method of providing credit-filtered market 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, providing a credit value in a memory device, the credit value being designated by a trading party for use in connection with trading financial interests between the trading party and at least one counterparty, the financial interests having a financial exposure to the trading party in the respective future time periods; providing in the memory device, an aggregate credit value designated by the trading party for trading between the trading party and at least one counterparty, wherein the aggregate credit value is associated with financial exposure to the trading party in a plurality of the respective future time periods; and during the trading session, controlling display to the trading party of 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 (i) according to whether 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) in the event that the future time period is associated with the aggregate value, also or alternatively according to whether the total financial exposure to the trading party aggregated over each of the future time periods associated with the aggregate credit value is less than the aggregate credit value.