1. A method comprising: receiving market data related to a plurality of fixed income instruments; calculating at least one interest rate from the market data; calculating a price of a portfolio of notional fixed income related instruments based at least in part on the at least one interest rate; at least one processor determining from the plurality of fixed income instruments a combination of fixed income instruments to deliver pursuant to a futures contract, in which the futures contract is based on the portfolio of notional fixed income related instruments; the at least one processor determining from the market data a delivery expense for the combination of fixed income instruments; and the at least one processor communicating a basis to at least one computer terminal, in which the basis quantifies a difference between the price of the portfolio of notional fixed income related instruments and the delivery expense.