Benchmark or product
Tom-Next (T/N) Interbank FX Rollover RateFX-TN
Short-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.
Updated
Coverage of Tom-Next (T/N) Interbank FX Rollover Rate
7 articles
Prime & Margin Conduits
Overnight Tom-Next Swap Point Markups: Auditing Institutional vs. Retail Carry Trade Financing Drag Across 393 FX Dealers
Exposing how wide symmetric and asymmetric tom-next swap markups erode positive carry on long-horizon institutional and retail currency positions.
Prime & Margin Conduits
Tom-Next Swap Point Disclosure — Execution Quality Markout Study: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of tom-next swap point disclosure focusing on execution quality markout study. Covers statutory register tie-out (FX-TN), 7.8 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Prime & Margin Conduits
Synthetic Cross Triangulation Latency — Desk Benchmark Methodology: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of synthetic cross triangulation latency focusing on desk benchmark methodology. Covers statutory register tie-out (FX-TN), 16.0 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Prime & Margin Conduits
G10 Rate Decision Depth Recovery Half-Life — Regulatory Filing Cross-Check: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of g10 rate decision depth recovery half-life focusing on regulatory filing cross-check. Covers statutory register tie-out (FX-TN), 9.2 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Prime & Margin Conduits
CLS Settlement Fail Monitoring — Liquidity Telemetry Framework: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of cls settlement fail monitoring focusing on liquidity telemetry framework. Covers statutory register tie-out (FX-TN), 11.2 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Prime & Margin Conduits
Prime Broker NOP Utilization Caps — Counterparty Credit Filter Design: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of prime broker nop utilization caps focusing on counterparty credit filter design. Covers statutory register tie-out (FX-TN), 8.0 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Prime & Margin Conduits
Currency Basis Cross-Currency Swap Line — Execution Quality Markout Study: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of currency basis cross-currency swap line focusing on execution quality markout study. Covers statutory register tie-out (FX-TN), 2.9 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Common questions
3 questions answered
What is Tom-Next (T/N) Interbank FX Rollover Rate (FX-TN) and how is it classified?
Short-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. In FXOpen Ledger's entity index, Tom-Next (T/N) Interbank FX Rollover Rate is classified as a benchmark or product with identifier or ticker code FX-TN.
Which jurisdiction and regulatory authority oversee Tom-Next (T/N) Interbank FX Rollover Rate?
Tom-Next (T/N) Interbank FX Rollover Rate is tracked under the Global Interbank FX jurisdiction, with primary regulatory oversight or statutory reference tied to Tom-Next (T/N) Interbank FX Rollover Rate. Key structured dossier attributes include category: Prime & Margin Conduits; coverage desk: FXOpen Ledger; regulatory body: Tom-Next (T/N) Interbank FX Rollover Rate.
How is Tom-Next (T/N) Interbank FX Rollover Rate covered in FXOpen Ledger institutional research?
Tom-Next (T/N) Interbank FX Rollover Rate is referenced across 7 published research articles on FXOpen Ledger. Coverage examines regulatory filings, market structure impact, and cross-border compliance developments involving Tom-Next (T/N) Interbank FX Rollover Rate (FX-TN).
Peer entities comparison
Side-by-side regulatory & classification matrix for Tom-Next (T/N) Interbank FX Rollover Rate and related entities
| Entity | Classification | Ticker / code | Jurisdiction | Regulator / statute | Wikidata ID | Articles |
|---|---|---|---|---|---|---|
Tom-Next (T/N) Interbank FX Rollover RateCurrent | Benchmark or product | FX-TN | Global Interbank FX | Tom-Next (T/N) Interbank FX Rollover Rate | — | 7 |
| 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 | CIP-BASIS | Global Interbank | Covered Interest Parity (CIP) Cross-Currency Basis | — | 8 | |
| 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 |