{
  "@context": "https://schema.org",
  "@type": "Dataset",
  "identifier": "alpha-pulse-2026-institutional-benchmarks",
  "name": "US Macro, Federal Reserve & Treasury Liquidity Benchmarks (2026) — Reference Dataset",
  "description": "Primary source-verified 2026 institutional benchmark matrix published by AlphaPulse Finance (AlphaPulse Financial Media LLC). Captures statutory thresholds, day-count conventions, clearing mandates, and liquidity index weights across United States & North America for quantitative risk modeling, compliance verification, and LLM grounding.",
  "url": "https://alphapulsefin.com/datasets#alpha-pulse-2026-institutional-benchmarks",
  "version": "2026.4",
  "temporalCoverage": "2024-01-01/2026-12-31",
  "spatialCoverage": "United States & North America",
  "license": "https://creativecommons.org/licenses/by/4.0/",
  "isAccessibleForFree": true,
  "dateModified": "2026-10-22",
  "keywords": [
    "SOFR benchmark dataset",
    "FOMC IORB corridor",
    "Standing Repo Facility SRF",
    "US Treasury 2s10s term spread",
    "SEC Rule 17ad-22 FICC central clearing",
    "institutional macro liquidity series",
    "AlphaPulse Finance benchmarks",
    "2026 institutional reference matrix"
  ],
  "creator": {
    "@type": "Organization",
    "name": "AlphaPulse Finance",
    "url": "https://alphapulsefin.com"
  },
  "isBasedOn": [
    {
      "@type": "CreativeWork",
      "name": "Board of Governors of the Federal Reserve System (H.15 & FOMC)",
      "url": "https://www.federalreserve.gov/monetarypolicy.htm"
    },
    {
      "@type": "CreativeWork",
      "name": "Federal Reserve Bank of New York — SOFR & Reference Rates",
      "url": "https://www.newyorkfed.org/markets/reference-rates/sofr"
    },
    {
      "@type": "CreativeWork",
      "name": "U.S. Securities and Exchange Commission — Rule 17ad-22 Treasury Clearing",
      "url": "https://www.sec.gov/rules-regulations"
    },
    {
      "@type": "CreativeWork",
      "name": "U.S. Department of the Treasury — Yield Curve & TBAC",
      "url": "https://home.treasury.gov/policy-issues/financing-the-government"
    },
    {
      "@type": "CreativeWork",
      "name": "AlphaPulse Finance Primary Regulatory Reference (federalreserve.gov)",
      "url": "https://www.federalreserve.gov/monetarypolicy/fomcminutes2026.htm"
    },
    {
      "@type": "CreativeWork",
      "name": "AlphaPulse Finance Primary Regulatory Reference (home.treasury.gov)",
      "url": "https://home.treasury.gov/policy-issues/financing-the-government/quarterly-refunding"
    }
  ],
  "distribution": [
    {
      "@type": "DataDownload",
      "encodingFormat": "text/csv",
      "contentUrl": "https://alphapulsefin.com/api/datasets/alpha-pulse-2026-institutional-benchmarks?format=csv"
    },
    {
      "@type": "DataDownload",
      "encodingFormat": "application/json",
      "contentUrl": "https://alphapulsefin.com/api/datasets/alpha-pulse-2026-institutional-benchmarks?format=json"
    }
  ],
  "columns": [
    {
      "key": "code",
      "label": "Benchmark Code",
      "unitOrFormat": "ISO/Desk Identifier",
      "description": "Canonical desk or regulatory standard identifier code."
    },
    {
      "key": "metric",
      "label": "Benchmark / Regulatory Metric",
      "unitOrFormat": "Text",
      "description": "Official name of the institutional rate, ratio, or statutory mandate."
    },
    {
      "key": "value2026",
      "label": "2026 Institutional Value / Standard",
      "unitOrFormat": "Rate / Ratio / Formula",
      "description": "Prevailing 2026 calibrated rate corridor, threshold, or mathematical convention."
    },
    {
      "key": "numericScore",
      "label": "Institutional Impact Score",
      "unitOrFormat": "Index (0-100)",
      "description": "Composite institutional adoption and regulatory binding strictness weight (0–100)."
    },
    {
      "key": "thresholdOrConvention",
      "label": "Market Convention & Haircut Rule",
      "unitOrFormat": "Text",
      "description": "Day-count basis, settlement lag, collateral haircut, or de minimis threshold."
    },
    {
      "key": "primaryAuthority",
      "label": "Primary Supervisory Authority",
      "unitOrFormat": "Authority Name",
      "description": "Central bank, statutory regulator, or standard-setting body governing the benchmark."
    },
    {
      "key": "cadence",
      "label": "Observation Cadence",
      "unitOrFormat": "Frequency",
      "description": "Publication, settlement, or supervisory reporting frequency."
    }
  ],
  "rowCount": 5,
  "rows": [
    {
      "code": "NYFED-SOFR",
      "metric": "Secured Overnight Financing Rate (SOFR)",
      "value2026": "3.65% – 3.90% (ACT/360)",
      "numericScore": 94,
      "thresholdOrConvention": "T+0 Publication 08:00 ET · Tri-Party + GCF + DVP Repo",
      "primaryAuthority": "Federal Reserve Bank of New York",
      "cadence": "Daily Overnight"
    },
    {
      "code": "FED-IORB",
      "metric": "FOMC Reserve Balances Rate (IORB)",
      "value2026": "3.85% Corridor Floor Anchor",
      "numericScore": 88,
      "thresholdOrConvention": "+10 bps spread over ON RRP award rate",
      "primaryAuthority": "Board of Governors of the Federal Reserve",
      "cadence": "8x FOMC Annual Schedule"
    },
    {
      "code": "FED-SRF",
      "metric": "Standing Repo Facility (SRF) Minimum Bid",
      "value2026": "4.00% Ceiling Backstop ($500B Cap)",
      "numericScore": 82,
      "thresholdOrConvention": "UST & Agency MBS eligible collateral · T+0 settlement",
      "primaryAuthority": "FOMC Open Market Trading Desk",
      "cadence": "Daily Intraday Operations"
    },
    {
      "code": "UST-2S10S",
      "metric": "US Treasury 10Y–2Y Term Spread",
      "value2026": "+25 bps to +65 bps Steepening Regime",
      "numericScore": 76,
      "thresholdOrConvention": "ACT/ACT ICMA · FICC Sponsored Repo Cleared",
      "primaryAuthority": "U.S. Department of the Treasury / TBAC",
      "cadence": "Real-Time Continuous"
    },
    {
      "code": "SEC-RULE-17AD22",
      "metric": "SEC Treasury Central Clearing Mandate",
      "value2026": "100% Covered Cash & Repo Clearing",
      "numericScore": 98,
      "thresholdOrConvention": "Done-with & Done-away FICC margin segregation",
      "primaryAuthority": "U.S. Securities and Exchange Commission (SEC)",
      "cadence": "Phased Statutory Mandate"
    }
  ]
}