Enforcement cost analysis system, enforcement cost analysis program and enforcement cost analysis methods

摘要

PROBLEM TO BE SOLVED: To provide an execution cost analysis system which analyzes execution costs regarding sales transactions of a bond.;SOLUTION: The execution cost analysis system 2 calculates the execution costs regarding the sales transaction of the bond on the basis of transaction information regarding transaction of the bond (spots of the bond) performed in direct dealing with a securities company by an operation company transmitted from each of operation company systems 8a, 8b, 8c. In addition, timing costs regarding the sales transaction of the bond are calculated on the basis of futures information indicating price movement of bond futures to be transacted in a stock exchange. Next, dealer spread is calculated on the basis of the execution costs and the timing costs and the calculated dealer spread is sorted by every kind and the rest period of the bond. Then, the sorted dealer spread is totaled, respectively, and the average value of the dealer spread is calculated and outputted.;COPYRIGHT: (C)2005,JPO&NCIPI