Samson W Koo

7475033, Jan 6, 2009

Sep 6, 2007

11/851292

Samson Koo - Scarsdale NY, US
Stephen Douglas - Houston TX, US

Barclays Bank PLC - London

G06Q 40/00

705 36R

A method of protecting at least a portion of an initial investment value of an investment made by an investor including the steps of: providing a business entity; electing the business entity to be treated as a regulated investment company; holding positions using the business entity in a set of put-option based instruments having a first underlying reference and a set of call-option based instruments having a second underlying reference, the first underlying reference being the same as or substantially correlated to the second underlying reference, so that the sets of put-option based instruments and call-option based instruments provide the at least a portion of the initial investment value at maturity of the investment; and making available the at least a portion of the initial investment value to the investor upon the maturity of the investment.

8209252, Jun 26, 2012

Nov 25, 2008

12/323181

Samson Koo - Scarsdale NY, US
Stephen Douglas - Houston TX, US

Barclays Bank PLC

G06Q 40/00

705 36R

A method of protecting at least a portion of an initial investment value of an investment made by one or more investors, comprising the steps of: (a) determining using an option-based instrument calculator: (i) a first value of a first set of put option-based instruments at initial investment in the first set of put option-based instruments, the first set of put option-based instruments having a first underlying reference; (ii) a second value of a first set of call option-based instruments at initial investment in the first set of call option-based instruments, the first set of call option-based instruments having a second underlying reference, the first underlying reference being the same as or substantially correlated to the second underlying reference; and (iii) a third value of a second set of option-based instruments at initial investment in the second set of option-based instruments, the second set of option-based instruments having a third underlying reference; so that the sum of the first value, the second value, and the third value is less than the initial investment value; (b) holding positions using a regulated investment company in the first set of put option-based instruments, the first set of call option-based instruments, and the second set of option-based instruments, so that the first set of put option-based instruments and the first set of call option-based instruments provide the at least a portion of the initial investment value at maturity of the investment; and (c) making available the at least a portion of the initial investment value to the one or more investors upon the maturity of the investment.

20080288297, Nov 20, 2008

May 14, 2007

11/803592

Samson Koo - Scarsdale NY, US

G06Q 40/00

705 4, 705 35

A method for generating a hedged financial product having a guaranteed minimum withdrawal benefit including the steps of: formulating a financial product having a guaranteed minimum withdrawal benefit which is defined by a payout calculated based on a function of an investment value of an underlying asset, the investment value being tied to a benchmark that changes based on a first algorithm; and hedging a risk associated with the guaranteed minimum withdrawal benefit by investing funds in one or more assets in accordance with a second algorithm which is a function of the first algorithm.

20100131306, May 27, 2010

Nov 17, 2009

12/620255

Samson Koo - Scarsdale NY, US
Yidong Ding - New York NY, US
Shilpa Akella - Jersey City NJ, US

BARCLAYS BANK PLC - London

G06Q 40/00

705 4, 705 37

A system and method is provided for calculating and generating a predetermined payment obligation. A hypothetical portfolio of securities is selected having an initial value. A financial instrument is issued that references the hypothetical portfolio, the financial instrument having a fixed term. A guaranteed minimum withdrawal benefit is deducted from a net asset value of the hypothetical portfolio on a periodic basis for the fixed term. The net asset value of the hypothetical portfolio is determined to be zero if the net asset value of the hypothetical portfolio falls below a predetermined amount of funds. An adjustment in the number of securities in the hypothetical portfolio is calculated with a computer on a periodic basis according to an algorithm, the algorithm taking into account at least one of a prevailing market value of the securities in the hypothetical portfolio and a net present value of an obligation to deduct the predetermined amount of funds until the end of the fixed term. At the end of the fixed term, the net asset value of the hypothetical portfolio is paid.

7472086, Dec 30, 2008

Aug 29, 2007

11/847167

Samson Koo - Scarsdale NY, US
Stephen Douglas - Houston TX, US

Barclays Bank PLC - London

G06Q 40/00

705 36R

A method of protecting at least a portion of an initial investment value of an investment made by an investor including the steps of: registering a C-corporation; electing the C-corporation to be treated as a regulated investment company; holding positions using the C-corporation in a set of put-option based instruments having a first underlying reference and a set of call-option based instruments having a second underlying reference, the first underlying reference being the same as or substantially correlated to the second underlying reference, so that the sets of put-option based instruments and call-option based instruments provide the at least a portion of the initial investment value at maturity of the investment; and making available the at least a portion of the initial investment value to the investor upon the maturity of the investment.