Patent ID: 8010444

Claim:
A method for use with settling an over-the-counter product, comprising: receiving, at a computer, information associated with each of a plurality of completed transactions for an exchange-traded financial instrument, the plurality of completed transactions occurring during a periodic interval, and the exchange-traded financial instrument comprises a specific future date for delivery of a first currency in exchange for payment in a second currency; calculating, using a processor of the computer, a volume-weighted average price using an average of midpoints of bids and asks of orders for the exchange-traded financial instrument during the periodic interval, where a number of the plurality of completed transactions is less than a predetermined threshold; applying, using the processor, forward points to the volume-weighted average price to determine an associated spot exchange rate between the first currency and the second currency; determining, using the processor, a price for the over-the-counter product according to the associated spot exchange rate; and publishing the price over a network in communication with the computer.