Benchmark or product
Covered Interest Parity (CIP) Cross-Currency BasisCIP-BASIS
The spread discrepancy between the direct cash USD funding rate and the synthetic USD interest rate implied by foreign exchange spot and forward swap points.
Updated
Coverage of Covered Interest Parity (CIP) Cross-Currency Basis
8 articles
Prime & Margin Conduits
OTC FX Last-Look Symmetry Audit — Counterparty Credit Filter Design: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of otc fx last-look symmetry audit focusing on counterparty credit filter design. Covers statutory register tie-out (CIP-BASIS), 6.0 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Prime & Margin Conduits
ECN Minimum Quote Life Enforcement — Execution Quality Markout Study: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of ecn minimum quote life enforcement focusing on execution quality markout study. Covers statutory register tie-out (CIP-BASIS), 9.6 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Prime & Margin Conduits
FX Swap Points and Cross-Currency Basis Spikes: Modeling Turn-of-Quarter G-SIB Balance Sheet Constraints
Why Basel III Leverage Ratio and G-SIB systemic score windows trigger predictable cross-currency basis dislocations in synthetic USD funding.
Prime & Margin Conduits
WMR Fixing Window Pre-Hedging Compliance — Desk Benchmark Methodology: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of wmr fixing window pre-hedging compliance focusing on desk benchmark methodology. Covers statutory register tie-out (CIP-BASIS), 4.9 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Prime & Margin Conduits
EM FX Forward Point Transparency — Regulatory Filing Cross-Check: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of em fx forward point transparency focusing on regulatory filing cross-check. Covers statutory register tie-out (CIP-BASIS), 9.1 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Prime & Margin Conduits
Algo TWAP Implementation Shortfall — Liquidity Telemetry Framework: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of algo twap implementation shortfall focusing on liquidity telemetry framework. Covers statutory register tie-out (CIP-BASIS), 5.4 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Prime & Margin Conduits
Retail Leverage Cap Jurisdictional Map — Counterparty Credit Filter Design: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of retail leverage cap jurisdictional map focusing on counterparty credit filter design. Covers statutory register tie-out (CIP-BASIS), 14.8 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Prime & Margin Conduits
Non-Deliverable Forward Fixing Governance — Execution Quality Markout Study: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of non-deliverable forward fixing governance focusing on execution quality markout study. Covers statutory register tie-out (CIP-BASIS), 5.5 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Common questions
3 questions answered
What is Covered Interest Parity (CIP) Cross-Currency Basis (CIP-BASIS) and how is it classified?
The spread discrepancy between the direct cash USD funding rate and the synthetic USD interest rate implied by foreign exchange spot and forward swap points. In FXOpen Ledger's entity index, Covered Interest Parity (CIP) Cross-Currency Basis is classified as a benchmark or product with identifier or ticker code CIP-BASIS.
Which jurisdiction and regulatory authority oversee Covered Interest Parity (CIP) Cross-Currency Basis?
Covered Interest Parity (CIP) Cross-Currency Basis is tracked under the Global Interbank jurisdiction, with primary regulatory oversight or statutory reference tied to Covered Interest Parity (CIP) Cross-Currency Basis. Key structured dossier attributes include category: Prime & Margin Conduits; coverage desk: FXOpen Ledger; regulatory body: Covered Interest Parity (CIP) Cross-Currency Basis.
How is Covered Interest Parity (CIP) Cross-Currency Basis covered in FXOpen Ledger institutional research?
Covered Interest Parity (CIP) Cross-Currency Basis is referenced across 8 published research articles on FXOpen Ledger. Coverage examines regulatory filings, market structure impact, and cross-border compliance developments involving Covered Interest Parity (CIP) Cross-Currency Basis (CIP-BASIS).
Peer entities comparison
Side-by-side regulatory & classification matrix for Covered Interest Parity (CIP) Cross-Currency Basis and related entities
| Entity | Classification | Ticker / code | Jurisdiction | Regulator / statute | Wikidata ID | Articles |
|---|---|---|---|---|---|---|
Covered Interest Parity (CIP) Cross-Currency BasisCurrent | Benchmark or product | CIP-BASIS | Global Interbank | Covered Interest Parity (CIP) Cross-Currency Basis | — | 8 |
| Benchmark or product | NDF-1M | Global OTC / SEF | 1-Month Non-Deliverable Forward (NDF) Standard Contract | — | 8 | |
| Benchmark or product | CFETS-FIX | China / Hong Kong Offshore | CFETS USD/CNY Central Parity Fixing Mechanism | — | 7 | |
| Benchmark or product | WMR-4PM | United Kingdom | FTSE Russell WMR 16:00 London FX Benchmark | — | 8 | |
| Benchmark or product | TCA-IS | Global Institutional | FX Transaction Cost Analysis (TCA) Implementation Shortfall | — | 7 | |
| Benchmark or product | XAU-LDN | United Kingdom (LBMA) | Loco London Unallocated Gold Clearing (XAU/USD) | — | 7 | |
| Benchmark or product | ECN-MQL | Global Electronic Venues | Minimum Quote Life (MQL) ECN Rule | — | 7 |