Patent ID: 8005749

Claim:
A method comprising: receiving by at least one computing device prices for a plurality of securities traded in a securities market; determining by the at least one computing device an index based at least in part on a plurality of the prices, in which the index comprises an indicator for tracking a fixed income securities market, and in which determining the index comprises determining a plurality of interest rates based at least in part on the plurality of prices; and as the securities are being traded in the securities market and prices of the securities are thereby changing: (a) receiving by the at least one computing device at least one of the prices that has changed; (b) updating by the at least one computing device the index based at least in part on the at least one changed price, in which updating the index comprises updating at least one of the plurality of interest rates based at least in part on the at least one changed price; and (c) communicating by the at least one computing device the updated index to at least a second computing device; and iteratively repeating at least steps (a), (b), and (c) as the securities continue to be traded in the securities market and the prices of the securities thereby continue to change.