What is the right way to mock an RxJava Observable

I have an API which returns Observable's to be used with RxJava. For testing I want to avoid network operations so plan to mock the responses. However as all responses must me wrapped with Observable and the from() method expects a Future not a concrete type, my mock class is convoluted with anonymous wrapper classes and I think there must be a better way.

Here is what I have:

public class MockApi implements MyApi {

    @Override
    public Observable<MyData> getMyData() {
        return Observable.from(new Future<MyData>() {

            @Override public boolean cancel(boolean mayInterruptIfRunning) { return false; }
            @Override public boolean isCancelled() { return false; }
            @Override public boolean isDone() { return false; }

            @Override
            public MyData get(long timeout, TimeUnit unit) throws InterruptedException,
                    ExecutionException, TimeoutException {
                return get();
            }

            @Override
            public MyData get() throws InterruptedException, ExecutionException {
                return new MyData();
            }

        });
    }

    ...

}

Is there a better way?