T+0 settlement
Why instant settlement changes markets

140 / From T+3 to T+1 to same-block settlement: this conversation maps what changes when transactions clear instantly. It compares stock, spot FX, and mercantile markets, then pressure-tests T+0 with examples from domain purchases, gas pre-auths, China bank clearing, and crisis-era unwind risk.

Timeline

00:00 Intro
01:00 Working capital at Apple
01:49 T+3 for stocks
02:32 T+0 game changer
04:05 9/11 plane landing analogy
05:02 T=X stock markets
05:51 Mercantile exchange
06:22 Spot currency is slowest
06:50 Risks of T+0
07:22 Case study T+0 domain names

Participants

fulldecent
@fulldecent

William Entriken


Episode notes

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From T+3 to T+1 to T+0 is not a small optimization. The key argument here is that instant settlement changes the category of market behavior, not just the waiting time.

Why markets kept moving faster

Traditional market baselines

What T+0 changes

Risks and stress scenarios discussed

Domain and payment examples used

Open items for human follow-up