Entity index
Entities in our coverage
Every company, person, benchmark and regulatory framework referenced in FXOpen Ledger articles, with identifiers and links to the related coverage.
- Entities indexed
- 18
Companies & institutions
2 entries
Bank for International Settlements (BIS)BISInternational financial institution owned by member central banks that publishes the Triennial Central Bank Survey of Foreign Exchange and OTC Derivatives Markets.Switzerland (International)Bank for International Settlements (BIS)4 related articlesCLS Bank International (PvP Settlement Utility)CLS-PVPSystemically important financial market utility operating the global multilateral Payment-versus-Payment (PvP) settlement system for 18 major currencies.United States / InternationalCLS Bank International (PvP Settlement Utility)11 related articles
Benchmarks & products
11 entries
1-Month Non-Deliverable Forward (NDF) Standard ContractNDF-1MCash-settled short-dated foreign exchange derivative where counterparties settle the net USD difference between the contracted NDF rate and the official central bank fixing rate.Global OTC / SEF1-Month Non-Deliverable Forward (NDF) Standard Contract11 related articlesCFETS USD/CNY Central Parity Fixing MechanismCFETS-FIXDaily 09:15 Beijing time benchmark exchange rate published by the China Foreign Exchange Trade System, anchoring the onshore USD/CNY ±2% trading band.China / Hong Kong OffshoreCFETS USD/CNY Central Parity Fixing Mechanism10 related articlesCovered Interest Parity (CIP) Cross-Currency BasisCIP-BASISThe spread discrepancy between the direct cash USD funding rate and the synthetic USD interest rate implied by foreign exchange spot and forward swap points.Global InterbankCovered Interest Parity (CIP) Cross-Currency Basis11 related articlesFTSE Russell WMR 16:00 London FX BenchmarkWMR-4PMPrimary institutional foreign exchange spot benchmark calculated over a five-minute window (+/- 2.5 minutes) around 16:00 London time for portfolio valuation.United KingdomFTSE Russell WMR 16:00 London FX Benchmark11 related articlesFX Transaction Cost Analysis (TCA) Implementation ShortfallTCA-ISQuantitative post-trade execution benchmark measuring the total basis-point difference between the arrival mid-price at order inception and the final volume-weighted execution price.Global InstitutionalFX Transaction Cost Analysis (TCA) Implementation Shortfall10 related articlesLoco London Unallocated Gold Clearing (XAU/USD)XAU-LDNThe wholesale OTC precious metals settlement convention where gold is traded and settled as unallocated fine troy ounce credits across London bullion clearing banks.United Kingdom (LBMA)Loco London Unallocated Gold Clearing (XAU/USD)10 related articlesMinimum Quote Life (MQL) ECN RuleECN-MQLElectronic matching engine rule requiring resting maker limit orders to remain executable for a mandatory millisecond threshold before cancellation is permitted.Global Electronic VenuesMinimum Quote Life (MQL) ECN Rule10 related articlesOrder-Book Depth Resiliency Half-Life (FX)OB-TAUMicrostructural metric measuring the elapsed time in seconds required for top-5-level order-book liquidity to recover 50% of its pre-announcement depth following a macro shock.Global Electronic FXOrder-Book Depth Resiliency Half-Life (FX)10 related articlesSynthetic Triangular FX Auto-Hedger EngineTRI-FXAlgorithmic pricing and hedging engine that constructs streaming bid-offer quotes in non-USD currency crosses by combining two liquid USD spot legs in real time.Global ECN / DealerSynthetic Triangular FX Auto-Hedger Engine10 related articlesTom-Next (T/N) Interbank FX Rollover RateFX-TNShort-dated foreign exchange swap rolling an open spot position from tomorrow (T+1) to the next business day (T+2) at the pure interbank interest rate differential.Global Interbank FXTom-Next (T/N) Interbank FX Rollover Rate10 related articlesVolume-Synchronized Probability of Informed Trading (VPIN)VPINHigh-frequency microstructure metric measuring order-flow toxicity in volume time rather than clock time to predict imminent liquidity-provider adverse selection.Global QuantitativeVolume-Synchronized Probability of Informed Trading (VPIN)10 related articles
Licences & frameworks
5 entries
FX Prime Brokerage Designation Notice (Give-Up)FXPB-DNTri-party legal instrument under which a Tier-1 Prime Broker authorizes an executing dealer or ECN to execute FX transactions in the Prime Broker’s name on behalf of a designated client.New York / English Law (ISDA)FX Prime Brokerage Designation Notice (Give-Up)10 related articlesGFXC Standardized Liquidity Provider Disclosure Cover SheetGFXC-LPDSStandardized disclosure template mandated by the Global Foreign Exchange Committee to establish transparency on last-look hold times, symmetry, and pre-hedging.International (BIS / GFXC)GFXC Standardized Liquidity Provider Disclosure Cover Sheet10 related articlesGlobal Foreign Exchange Committee (GFXC)GFXCGlobal forum of central banks and market participants maintaining the FX Global Code of conduct for wholesale foreign exchange markets.InternationalGlobal Foreign Exchange Committee (GFXC)4 related articlesISDA 2016 Variation Margin Credit Support Annex (VM-CSA)VM-CSAStandardized collateral annex to the ISDA Master Agreement governing daily T+0/T+1 variation margin exchange for non-centrally cleared OTC derivatives.New York / English LawISDA 2016 Variation Margin Credit Support Annex (VM-CSA)10 related articlesStatutory Negative Balance Protection (NBP)NBP-RULERegulatory mandate requiring leveraged FX and CFD providers to absorb any account deficit below zero equity on a per-account basis.UK / EU / AustraliaStatutory Negative Balance Protection (NBP)10 related articles