`TOSH0-1
`April 18, 2005
`Commissioner, Japan Patent Office
`
`Patent Application 2001-564025
`PCT 2004-504652
`
`391029141
`2-1 Nihonbashi Kabuto-cho, Chuo-ku, Tokyo
`Tokyo Stock Exchange, Inc.
`
`100083806
`
`Hidekazu Sanko [spelling unconfirmed J
`03-3504-3075
`
`100109380
`
`Satoshi Konishi [spelling unconfirmed]
`
`Document Name:
`Control Number:
`Date Submitted:
`To:
`Case Identifier:
`Application No.:
`Unexamined Pub.:
`Submitted By:
`ID Number:
`Address:
`Name:
`Representative:
`IDNumber:
`Patent Agent:
`Name:
`Telephone Number:
`Selected Agent:
`ID Number:
`Patent Agent:
`Name:
`Publications Submitted:
`1.
`"Next-Generation Futures Options Trading System- Participants Seminar Materials"
`September 1997
`"Futures/Options Trading System- Guidelines for Operating the Trading Terminals"
`August 1998 (Version l)
`"Tokyo Stock Exchange 50th Anniversary Materials- System Volume" July 31, 2000
`"Notice of System Correction"
`
`2.
`
`3.
`4.
`
`Reason for Submission
`Conclusion
`(1)
`I.
`The inventions of claims 1, 8, and 15 of the present application all have reasons for
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`TRADING TECH EXHIBIT 2050
`IBG ET AL. v. TRADING TECH
`CBM2015-00182
`
`
`
`rejection under Patent Law Section 29(1 )(iii) through Patent Law Section 29(2), so there is a
`reason for providing the information specified by Patent Law Enforcement Regulation
`13b'5(l)(ii).
`
`Claims 2 through 7, which are dependent on claim 1 of the present application, claims 9 through
`14, which are dependent on claim 8, and claims 16 through 21, which are dependent on claim 15,
`all have reasons for rejection under Patent Law Section 29(2), so there is a reason for providing
`the information specified by Patent Law Enforcement Regulation 13bis(l )(ii).
`
`II.
`The inventions of claims 22, 29, and 3 5 of the present application all have reasons for
`rejection under Patent Law Section 29(1 )(iii) through Patent Law Section 29(2), so there is a
`reason for providing the information specified by Patent Law Enforcement Regulation
`13b's(l)(ii). Claims 23 through 28, which are dependent on claim 22 of the present application,
`claims 30 through 34, which are dependent on claim 29, and claims 36 through 40, which are
`dependent on claim 35, all have reasons for rejection under Patent Law Section 29(2), so there is
`a reason for providing the information specified by Patent Law Enforcement Regulation
`13bis(1)(ii).
`
`(2)
`
`Object and Effect of Inventions Pertaining to Claims 1, 8, and 15 of the Present
`Application and oflnventions Pertaining to Claims 22, 29, and 35
`
`The object and effect of the inventions pertaining to claims 1, 8, and 15 of the present
`application ("the present invention 1 "), in light of the description at specification paragraphs
`{ 0009}, { 0010}, and { 0022}, are to enable intuitive and easy understanding of commodity
`trading fluctuations and other characteristics when there are rapid changes in the commodity
`price field and trading volume field on a commodity trading screen, thereby dramatically
`reducing the time a trader needs to place a trade, thus increasing the likelihood that the trader
`will have orders filled at desirable prices and desirable quantities.
`
`The object and effect of the inventions pertaining to claims 22, 29, and 35 of the present
`application ("the present invention 2"), in addition to the object and effect of the aforesaid
`present invention 1, and in light of the description at specification paragraph { 0015}, etc., are to
`enable placing a trade rapidly with a single operation after commodity trading fluctuations and
`other characteristics are understood.
`
`(3)
`
`Summary ofth~ Pr~<:Pnt Invention 1
`
`In order to achieve the aforesaid object and effect, the present invention 1 is summarized
`as the following claims I, 8, and 15.
`
`Claim 1
`
`2
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`A method of displaying market depth of a commodity traded in a market on an electronic
`display device, the method comprising:
`
`Dynamically displaying a plurality of bids in said market pertaining to said commodity,
`
`Dynamically displaying a plurality of asks in said market pertaining to said commodity,
`
`and
`
`Statically displaying prices corresponding to said plurality of bids and prices
`·
`corresponding to said plurality of asks;
`
`Said plurality of bids and said plurality of asks are dynamically displayed aligned with
`the corresponding prices.
`
`Claim 8
`
`A computer readable medium having program code recorded thereon for execution on a
`computer for displaying market depth of a commodity traded in a market, comprising:
`
`A first program code for dynamically displaying a plurality of bids in said market
`pertaining to said commodity,
`
`A second program code for dynamically displaying a plurality of asks in said market
`pertaining to said commodity, and
`
`A third program code for statically displaying prices corresponding to said plurality of
`bids and prices corresponding to said plurality of asks;
`
`Said plurality of bids and said plurality of asks are dynamically displayed aligned with
`the corresponding prices.
`
`Claim 15
`
`A graphic user interface for displaying market depth of a commodity traded in a market,
`compnsmg:
`
`Dynamic display of a plurality of bids in said market pertaining to said commodity,
`
`Dynamic display of a plurality of asks in said market pertaining to said commodity, and
`
`Static display of prices corresponding to said plurality of bids and prices corresponding to
`said plurality of asks;
`
`Said plurality of bids and said plurality of asks are dynamically displayed aligned with
`i.he corresponding prices.
`
`( 4)
`
`Comparison of Contents Described in Submitted Publications and the Present Invention 1
`
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`I.
`
`"Next-Generation Futures Options Trading System~ Participants Seminar Materials"
`
`"Next-Generation Futures Options Trading System- Participants Seminar Materials"
`("Publication 1 ")discloses:
`
`The trading terminal is a general-purpose PC using Windows, etc., as the operating
`i)
`system and having a screen structure in which "Tokyo Stock Exchange Futures/Options Trading
`System" is displayed in the upper left part of the screen (Publication 1, page 4, "(1) Terminal
`Ftmctions for Trading, a. The Basic Screen Configuration and Operations"), and its structure is
`such that order prices are displayed arranged in the center of the screen, and sell and buy order
`quantities are displayed in a column to the left and a column to the right of the order price
`corresponding to the order and aligned therewith (diagram in Publication 1, page 5, "Display
`content of board screen (Example: A two-partition board screen)" (Furthermore, it is clear that
`the column to the left of the order prices in that diagram is the sell order quantity because in
`Publication 1, page 5, in the diagram entitled "The Quotation Screen Display" the issue name
`"Long-term Gov. Bond 912" displayed in the two-partition board screen has the quantity "22" in
`the left colunm very close to order price "12695", whereas in the quotation screen display
`diagram, for the same price for the same issue, the quantity "22" is displayed as the "sell quote"
`quantity. Similarly, it is clear that the column to the right of the order prices in the board screen
`diagram is the buy order quantity because in Publication 1, page 7, in the "(a) New Order Entry"
`diagram, when the right column's order quantity display area is double clicked, the "3" shown in
`"buy" in "Sell/Buy Category" in the new order input window that is displayed next is
`automatically entered.)
`
`The display is automatically updated every three seconds on both the board screen and
`ii)
`the quotation screen (Publication 1, page 4, "(1) Tenninal Functions for Trading, b. Partitioned
`Boards/Quotation Screens," third line),
`
`The board screen has a structure wherein order prices are displayed in the center of the
`iii)
`screen (diagram in Publication 1, page 5, "Display content of board screen (Example: A two(cid:173)
`partition board screen)."
`
`Furthennore, consider the point that "the display is automatically updated every three
`seconds" and that in the diagram in Publication 1, page 5, "Display content of board screen
`(Example: A two-partition board screen)" there is a structure wherein "order prices" are always
`disposed in the screen center and the buy quantity and the sell quantity are referenced in
`alignment with the "order price." This functions as a reference column for understanding the
`quantity, and, unlike the "order quantity," does not have the characteristic that its value should be
`
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`changed at a frequency of three-second intervals, so Publication 1 suggests a structure wherein
`the "order quantity" display is "static" in relation to buying and selling, or at least it is obvious.
`
`Also. "market depth" in the present application's claims is clearly defined as "The market
`depth of a commodity is the current bid price and ask price in the market, and the buying trading
`amount and the selling trading amount" in paragraph {0014} of the present application's
`specification; these are all described as something displayed on the same display screen in
`Publication 1 and in Publication 2 that will be described later.
`
`Publication 1 is a publication that was distributed to participants at a meeting to explain
`the Tokyo Stock Exchange's "Next-Generation Futures Options Trading System" in September
`1997, which was before the present application's earliest priority date of March 2, 2000 (see
`Publication 1, cover page).
`
`II.
`
`"Futures/Options Trading System- Guidelines for Operating the Trading Terminals"
`
`"Futures/Options Trading System- Guidelines for Operating the Trading Terminals"
`("Publication 2") discloses:
`
`The trading terminal is a client terminal having a screen structure in which "Tokyo Stock
`i)
`Exchange Futures/Options Trading System" is displayed in the upper left part of the screen
`(Publication 2, page 2-1, page 5-1, "5-1 The Main Window"), and its structure is such that order
`prices (11) are displayed arranged in the center of the screen, and sell and buy order quantities
`(12) are displayed in a column to the left and a column to the right of the order price
`corresponding to the order and aligned therewith (diagram in Publication 2, page 7-17, "7 -3-1
`Board Screen Display Items, + 2-split Board Screen"; page 7-21, 'This displays the order price
`(market/closing/designated). Moreover, for the designated part, the 2-partition board screen will
`display 20 prices, and the 4/6-partition board screens will display 7 prices."
`
`(Furthermore, it is clear that the column to the left of the order prices in that diagram is
`the sell order quantity and that the column to the right is the buy order quantity because of the
`description in Publication 2, page 7-22, "In the quotation display, the following codes are
`displayed to the left of the prices for sales quotations, and displayed to the right of the prices for
`purchase quotations.")
`
`The display is automatically updated every three seconds on both the board screen and
`ii)
`the quotation screen (Publication 2, page 7-1, "Chapter 7. Board/Quotation Information
`Querie<>." fonrth line),
`
`iii)
`
`The board screen has a structure wherein the display of board information is constantly
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`updated to be displayed in the center part of the screen for the "board display center prices" and
`"board display center prices" are determined in the priority sequence (1) "caution/special
`quotation prices," (2) ·'the applicable order prices if there has been a purchase order or sales
`order with priority over the most recent contract price," and (3) "most recent contract price," etc.,
`for example. In the case of a 2-partition board screen, for example, "three prices above and
`below" is set for the "floating display area" of the "board display center prices," and when board
`display center prices set according to the priority sequence are in the "floating display area" they
`are not displayed updated in the board center portion (Publication 2, page 7-25, "7-3-2 Board
`Display Center Prices"; page 7-25, Table, "<Example of Automatically Compiled Display: The
`Non-compressed Price Display 6 Partition Board Screen (With one price above and below in the
`floating display area)>" etc.),
`
`It also has a structure such that order prices are fixedly displayed in the screen center
`unless there is scrolling (Publication 2, page 7-26, "7-3-3 Board Display Scrolling," page 7-26,
`diagram of <Example of Scroll Operations>).
`
`Furthermore, as with the aforesaid I, there is a structure such that "order prices" are
`always disposed in the screen center, and the buy quantity and the sell quantity are referenced in
`alignment with the "order price." This functions as a reference column for understanding the
`quantity, and, unlike "order quantity," does not have the characteristic that its value should be
`changed at a frequency of three-second intervals, so Publication 2 at least suggests a structure
`wherein the "order quantity" display is "static" in relation to buying and selling, or it is obvious.
`
`Publication 2 is a publication that was distributed to users of the Tokyo Stock
`Exchange's "Next-Generation Futures/Options Trading System" in August 1998, which was
`before the present application's earliest priority date of March 2, 2000 (see Publication 2, page
`Appendix 4-1 ).
`
`Furthermore, the fact that the "next-generation futures/options trading system" that was
`the subject of the "operational guidelines" were in a system that was operating in November
`1998, which was before the present ~fplica.tion' s earliest ~riority date of March}, _2000,. is ~lear
`from the '·Tokyo Stock Exchange 50 Anniversary Matenals- System Volume (·PublicatiOn
`3 "), which states that "The futures trading system, which was the forerunner of the
`futures/options trading system, began operations in April of 1988, targeting the government bond
`and securities futures trading, which had begun in October of 1985. After this, the long term
`government bond futures transactions (July of 1988), the Tokyo Stock Exchange Price Index
`(TOPIX) futures trading (September, 1988), and the like were added, and this system was
`rcpla.cc.d ii·t 1990 <t::, llrc "[uLures/upliuns trading system," and began tradmg m government
`securities futures and options.
`
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`On the other hand, the stock index options trading system targeted the Tokyo Stock Exchange
`Price Index (TOPIX) options transactions, and operations started up with the associated
`transactions at the time of the starting of the transactions in October 1989. As a measure to deal
`with the aging of these two systems, these systems were replaced, and in November 1998 the
`futures/options trading system began operation." (Publication 3, page 265, line 9 to last line).
`
`In addition, the fact that these ·'operational guidelines" were in a publication actually
`distributed to users of the "next-generation futures/options trading system" trading terminals is
`obvious because provision of the "operational guidelines" is described in the "Notice of System
`Correction" ("Document 1 ") sent to users of trading tenninals in the "next-generation
`futures/options trading system."
`
`III.
`
`Conclusion
`
`Therefore, the inventions of claims 1, 8, and 15 of the present application are all
`inventions essentially identical to inventions described in Publication 1, or are inventions that
`could easily be conceived by a person skilled in the art based on the inventions described in
`Publication 1.
`
`Also, the inv~ntions of claims I, 8, and 15 of the present application are all inventions
`essentially identical to inventions described in Publication 2, or are inventions that could easily
`be conceived by a person skilled in the art based on the inventions described in Publication 2.
`
`Accordingly, the inventions of claims 1, 8, and 15 of the present application all have
`reasons for rejection under Patent Law Section 29(1 )(iii) through Patent Law Section 29(2), so
`there is a reason for providing the infonnation specified by Patent Law Enforcement Regulation
`13bis(1 )(ii).
`
`In addition, claims 2 through 7, which are dependent on claim 1 of the present
`application, claims 9 through 14, which are dependent on claim 8, and claims 16 through 21,
`which are dependent on claim 15, are merely the addition of constitutions that are simple design
`variations to the constitutions of the independent claims, and all have reasons for rejection under
`Patent Law Section 29(2), so there is a reason for providing the information specified by Patent
`Law Enforcement Regulation 13bis(1)(ii).
`
`(5)
`
`Summary of the Present Invention 2
`
`Next, in order to achieve the object and effect described in (2) above, the present
`invention 2 is summarized as the following claims 22, 29, and 35.
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`Claim 22
`
`A method of placing a trade order for a commodity on an electronic exchange having
`preset parameters for trading orders, using a graphical user interface and a user input device, said
`method comprising:
`
`Displaying market depth of the commodity traded on said market through a dynamic
`display of a plurality of bids and a plurality of asks in the market for said commodity, including
`said bid quantity and said ask quantity for said commodity, the dynamic display being aligned
`with a static display of corresponding prices, and
`
`Initiating the placement of a trade order for said commodity by a single action of said
`user input device that initiates placement of a trade order for said commodity by a single action
`of said user input device with a pointer of said user input device positioned over said dynamic
`display region for bids and asks;
`
`The trade order is placed with said trade order contents based on said preset parameters
`and partiaily on the location of said pointer at the moment of said single action.
`
`Claim 29
`
`A computer readable medium having program code recorded thereon, for placing a trade
`order for a commodity on an electronic exchange, for execution on a computer having a
`graphical user interface and a user input device and preset parameters for trading orders,
`compnsmg:
`
`A first program code for dynamically displaying market depth of the commodity traded
`on said market through a dynamic display of a plurality of bids and a plurality of asks in the
`market for said commodity, including said bid quantity and said ask quantity for said
`commodity, the dynamic display being aligned with a static display of corresponding prices,
`
`A second program code for initiating the placement of a trade order for said commodity
`by a single action of said user input device with a pointer of said user input device positioned
`over said dynamic display region for bids and asks, and
`
`A third program code for setting characteristics of said trade order based on said preset
`
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`parameters and partially on the location of said pointer at the moment of said single action.
`
`Claim 35
`
`A client system for placing a trade order for a commodity on an electronic exchange, said
`system comprising:
`
`A display device for displaying market depth of the commodity traded on said market
`through a dynamic display of a plurality of bids and a plurality of asks in the market for said
`commodity, including said bid quantity and said ask quantity for said commodity, the dynamic
`display being aligned with a static display of corresponding prices,
`
`A user input device for initiating the placement of a trade order for said commodity by a
`single action of said user input device with a pointer of said user input device positioned over
`said dynamic display region for bids and asks, and
`
`A trading order characteristics setting constituent element for setting the characteristics of
`said trade order based on said preset parameters and partiatly on the location of said pointer at
`the moment of said single action.
`
`(6)
`
`I.
`
`Comparison of Contents Described in Submitted Publicatior_1s and the Present Invention 2
`
`"Next-Generation Futures Options Trading System-- Participants Seminar Materials"
`
`"Next-Generation Futures Options Trading System~· Participants Seminar Materials"
`("Publication 1 ") discloses:
`
`The trading terminal is a general-purpose PC using Windows, etc., as the operating
`i)
`system and having a screen structure in which "Tokyo Stock Exchange Futures/Options Trading
`System" is displayed in the upper left part of the screen and the trade order input window is
`displayed using a mouse click or keyboard input (Publication 1, page 4, "(1) Terminal Functions
`for Trading, a. The Basic Screen Configuration and Operations"),
`
`and its structure is such that a board screen displays issue name, order quantity, etc. which arc
`the parameters needed for trade orders (diagram in Publication 1, page 5, "Display content of
`board screen (Example: A two-partition board screen)")
`
`ii)
`Its structure is such that order prices are displayed ananged in the center of the screen,
`and sell and buy order quantities are displayed in a column to the left and a column to the right of
`the order price corresponding to the order and aligned therewith (diagram in Publication 1. page
`5, "Display content of board screen (Example: A two-partition board screen)") and the display is
`automatically updated every three seconds on both the board screen and the quotation screen
`(Publication 1, page 4, "(1) Terminal Functions for Trading, b. Partitioned Boards/Quotation
`Screens," third line),
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`and it has a structure such that order prices are displayed in the center of the screen (diagram in
`Publication L page 5, "Display content of board screen (Example: A two-partition board
`screen)"),
`
`By double clicking a mouse on a specific location on the board screen- for example, a
`iii)
`buy order quantity display area automatically displayed at three-second intervals -a new order
`input window is displayed and ordering is initiated, and "long-term gov. bond 912" (the issue
`name displayed on the ~oard screen) and the price "12693" at the location where the mouse
`cursor is positioned on the board screen and the "3" shown in "buy" in "Sell/Buy Category" are
`automatically entered in the new order input window (Publication 1, page 7, "(a) New Order
`Entry").
`
`Furthennore, Publication 1 describes a structure wherein the "new order entry window''
`is displayed by double clicking a mouse. Paragraph {0015} of the present application's
`specification states, "This specification describes a single click of a mouse as an example of a
`single user action as a means for user input and user dialogue with a terminal display. This
`describes the preferred mode of dialogue, but the scope of the present invention is not limited to
`using a mouse as the input device or limited to clicking a mouse button as the user's single
`action. Conversely, any action by a user in a short time is regarded as a user's single action in
`the present invention, regardless of whether it includes a single click of a mouse button or
`another input device, or if it includes more than one click." In addition, if one examines the
`point about the input interface on the operating terminal side detecting a double click operation
`as a single signal distinct from a single click operation, this does not prevent Publication 1 from
`describing a structure that "initiates placing a trading order for a commodity via a single action."
`
`Also, as described in ( 4) above, "the display is automatically updated every three
`seconds'' and in the diagram in Publication 1, page 5, "Display content of board screen
`(Example: A two-partition board screen)" there is a structure wherein "order prices" are always
`disposed in the screen center and the buy quantity and the sell quantity are referenced in
`aligrunent with the "order price." This functions as a reference column for understanding the
`quantity, and, unlike
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`the "order quantity," does not have the characteristic that its value should be changed at a
`frequency of three-second intervals, so Publication I suggests a structure wherein the ''order
`quantity'' display is --static" in relation to buying and selling, or at least it is obvious.
`
`Publication 1, as described in ( 4) above, is a publication that was distributed to
`participants at a meeting to explain the Tokyo Stock Exchange's "Next-Generation Futures
`Options Trading System" in September 1997, which was before the present application's earliest
`priority date of March 2, 2000 (see Publication 1, cover page):
`
`II.
`
`"Futures/Options Trading System- Guidelines for Operating the Trading Terminals"
`
`"Futures/Options Trading System -Guidelines for Operating the Trading Terminals"
`("Publication 2") discloses:
`
`The trading terminal is a client terminal having a screen structure in which "Tokyo Stock
`i)
`Exchange Futures/Options Trading System" is displayed in the upper left part of the screen and
`the trade order input window is displayed using a mouse click or keyboard input (Publication 2,
`page 2-1, page 3-6, "Double clicking in specific areas on the boards/quotation screens"; page 5-
`1, "5-1 The Main Window"), and its structure is such that order prices (11) are displayed
`arranged in the center of the screen, and sell and buy order quantities (12) are displayed in a
`column to the left and a column to the right of the order price corresponding to the order and
`aligned therewith (diagram in Publication 2, page 7-17, "7-3-1 Board Screen Display Items, + 2-
`split Board Screen"; page 7-21, "This displays the order price (market/closing/designated).
`Moreover, for the designated part, the 2-partition board screen will display 20 prices, and the
`4/6-partition board screens will display 7 prices."
`
`(Fmihermore, it is clear that the column to the left of the order prices in that diagram is
`the sell order quantity and that the column to the right is the buy order quantity because of the
`description in Publication 2, page 7-22, "In the quotation display, the following codes are
`displayed to the left of the prices for sales quotations, and displayed to the right of the prices for
`purchase quotations.")
`
`The display is automatically updated every three seconds on both the board screen and
`ii)
`the quotation screen (Publication 2, page 7-1, "Chapter 7. Board/Quotation Information
`Queries," fourth line),
`
`iii)
`
`The board screen has a structure wherein the display of board information is constantly
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`updated to be displayed in the center part of the screen for the "board display center prices" and
`"board display center prices" are detcm1ined in the priority sequence ( l) "caution/special
`quotation prices," (2) ·'the applicable order prices if there has been a purchase order or sales
`order with priority over the most recent contract price," and (3) "most recent contract price," etc.,
`for example. In the case of a 2-partition board screen, for example, "three prices above and
`below" is set for the "floating display area" of the "board display center prices," and when board
`display center prices set according to the priority sequence are in the "floating display area" they
`are not displayed updated in the board center portion (Publication 2, page 7-25, "7-3-2 Board
`Display Center Prices"; page 7-25, Table, "<Example of Automatically Compiled Display: The
`Non-compressed Price Display 6 Partition Board Screen (With one price above and below in the
`floating display area)>" etc.),
`
`It also has a structure such that order prices are fixedly displayed in the screen center
`unless there is scrolling (Publication 2, page 7-26, "7-3-3 Board Display Scrolling," page 7-26,
`diagram of <Example of Scroll Operations>).
`
`iv) When a mouse double clicks a specific area of the board screen- for example, the buy
`order quantity display area that is automatically updated and displayed at three-second intervals
`- a new order entry window is displayed and ordering is initiated, and the issue name "long term
`gov. bond 0 12" displayed in the board screen and the price "13021" (or "13022") at the position
`where the mouse cursor is positioned and the "3" shown in "buy" in "Sell/Buy Category" are
`automatically entered in the relevant fields in the new order entry window (Publication 2, page 3-
`6, "Double clicking in specific areas on the boards/quotation screens"; page 3-6, "<Example of
`Automatically Filling In From the Position That is Double Clicked>"; page 9-5, "9-2-2.1
`Displaying the New Order Entry Window").
`furthennore, as in the aforesaid L there is a structure such that "order prices" are always
`disposed in the screen center, and the buy quantity and the sell quantity are referenced in
`alignment with the "order price." This functions as a reference column for understanding the
`quantity, and, unlike "order quantity," docs not have the characteristic that the range of prices
`should be changed and the display updated at a frequency of three-second intervals, so
`Publication 2 at least suggests a structure wherein the "order quantity" display is "static" in
`relation to buying and selling, or it is obvious.
`
`Publication 2 is a publication that was distributed to users of the Tokyo Stock
`Exchange's "Next-Generation Futures/Options Trading System" in August 1998, which was
`
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`TSE0000000993
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`cs062378
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`Page 12 of 14
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`before the present application's earliest priority date of March 2, 2000 (see Publication 2, page
`Appendix 4-1 ).
`
`Furthermore, the fact that the "next-generation futures/options trading system" that was
`the subject of the "operational guidelines" were in a system that was operating in November
`1998, which was before the present afplication's earliest priority date of March 2, 2000, is clear
`from the "Tokyo Stock Exchange 501 Anniversary Materials- System Volume" ("Publication
`3 "), which states that "The futures trading system, which was the forerunner of the
`futures/options trading system, began operations in April of 1988, targeting the government bond
`and securities futures trading, which had begun in October of 1985. After this, the long term
`government bond futures transactions (July of 1988), the Tokyo Stock Exchange Price Index
`(TOPIX) futures trading (September, 1988), and the like were added, and this system was
`replaced in 1990 as the '·futures/options trading system," and began trading in government
`securities futures and options. On the other hand, the stock index options trading system targeted
`the Tokyo Stock Exchange Price Index (TOPIX) options transactions, and operations started up
`with the associated transactions al the time of the starting of the transactions in October 1989. As
`a measure to deal with the aging of these two systems, these systems were replaced, and in
`November 1998 the futures/options trading system began operation." (Publication 3, page 265,
`line 9 to last line).
`
`In addition, the fact that these "operational guidelines" were in a publication actually
`distributed to users of the "next-generation futures/options trading system" trading terminals is
`obvious because provision of the "operational guidelines" is described in the "Notice of System
`Correction" ("Document 1 ") sent to users of trading terminals in the "next -generation
`futures/options trading system."
`
`III.
`
`Conclusion
`
`Therefore, the inventions of claims 22, 29, and 35 of the present application are all
`inventions essentially identical to inventions described in Publication 1, or are inventions that
`could easily be conceived by a person skilled in the art based on the inventions described in
`Publication 1.
`
`Also, the inventions of claims 22, 29, and 35 of the present application are all inventions
`essentially identical to inventions described in Publication 2, or are inventions that could easily
`be conceived by a person skilled in the art based on the inventions described in Publication 2.
`
`Accordmgly, the mventions of claims 22, 29, and 35 of the present application all have
`reasons for rejection under Patent Law Section 29( 1 )(iii) through Patent Law Section 29(2), so
`there is a reason for providing the infonnation specified by Patent Law Enforcement Regulation
`13bis(l)(ii).
`
`In additi