System and method for providing futures contracts in a financial market enviroment

Abstract

A method for offering an asset in a financial environment is provided that includes receiving a request to perform a selected one of a purchasing and a selling operation for a futures contract. The futures contract includes a first asset class having a first value associated therewith and a second asset class having a second value associated therewith. A price for the futures contract is determined at least partially by the first and second values.

What is claimed is: 
     
         1 . A method, comprising:
 receiving by at least one processor via a communications network from respective computing devices a plurality of requests to buy and to sell a futures contract,   wherein a buyer of the futures contract agrees to (i) buy one of a plurality of assets from a first asset class underlying the futures contract and (ii) buy one of a plurality of assets from a second asset class underlying the futures contract at an expiration of the futures contract,   wherein a seller of the futures contract agrees to (i) sell one of a plurality of assets from the first asset class underlying the futures contract and (ii) sell one of a plurality of assets from the second asset underlying the futures contract at the expiration of the futures contract,   wherein the first asset class comprises fixed income bonds,   wherein the second asset class comprises credit default swaps issued on fixed income bonds, and   wherein the futures contract specifies:
 (i) a quantity of a fixed income bond from the first asset class to be delivered at the expiration of the futures contract, and 
 (ii) a quantity of a credit default swap from the second asset class to be delivered at the expiration of the futures contract; and 
   matching by the at least one processor at least one of the requests to buy with at least one of the requests to sell.