1. A method of determining an index value in terms of a notional fixed-income related instrument, the method using market data for other instruments, the method comprising: calculating a value for each of the other instruments from market data related to the other instruments; calculating a price or a yield of the notional fixed income related instrument based on the values for the other instruments; and displaying information relating to an executed trade of a futures contract based on the notional fixed-income related instrument on a computer terminal associated with at least one of a) a clearing processor b) a data vendor and c) a market participant.