Patent ID: 7930238

Claim:
A processor implemented method of operating an exchange, the method comprising: listing via a processor a futures contract, said futures contract including terms that require entry into a specified swap on a specified date, wherein: (a) said futures contract provides that (i) a long position in said futures contract entitles a holder of the long position to receive a fixed side of the specified swap on the specified date, and (ii) a short position in said futures contract entitles a holder of the short position to receive a floating side of the specified swap on the specified date; or (b) said futures contract provides that (i) a short position in said futures contract entitles the holder of the short position to receive a fixed side of the specified swap on the specified date, and (ii) a long position in said futures contract entitles the holder of the long position to receive a floating side of the specified swap on the specified date; and receiving via the processor an electronic signal that represents an order to buy or an order to sell the futures contract.