Context Display for a Fixed Income Market Model System

A computer-based method comprising:

• presenting, for display at a user interface terminal, a scaled, graphical representation of:
• an estimated fair price for a financial instrument traditionally available only over-the-counter;
• an estimated bid-offer spread for the financial instrument;
• and at least one of either an executable bid for the financial instrument and an executable offer for the financial instrument,
• wherein the scaled, graphical representation comprises:
• a bar having a first edge and a second edge, wherein the second edge is opposite the first edge;
• a first marking to identify a first position on the bar between the first edge and the second edge, wherein the first position on the bar corresponds to the estimated fair price along a scaled extent that includes the bar,
• wherein the first edge of the bar corresponds to a lower end of a band defined by the estimated bid-offer spread about to the estimated fair price and the second edge corresponds to an upper end of the band;
• and
• at least one of either a second marking to identify a position along the scaled extent that corresponds to the executable bid for the financial instrument and a third marking to identify a position along the scaled extent that corresponds to the executable offer for the financial instrument.