Abstract: A computer-readable medium is provided which has stored computer-executable instructions that, when executed by a computer, cause the computer to maintain an order book having orders for first futures contracts to determine if a first order for first futures contracts is executable against a side of the order book, wherein an underlying of a first futures contract is a second futures contract and wherein each order of the order book defines a quantity of the first futures contracts and a price of the first futures contracts. The computer-readable medium further has stored computer-executable instructions that, when executed by the computer, cause the computer to determine a delivery price of the second futures contracts based on a spot price associated with the second futures contracts and a determined price of the first futures contracts.