Open Institutional Data Catalog · Schema.org Dataset & DataDownload API
AlphaPulse Finance Open Institutional Research Datasets & Quantitative Series Hub
Direct Repository Access: AlphaPulse Finance (AlphaPulse Financial Media LLC) publishes 4 primary-source-verified institutional datasets (part of our 40-dataset cross-domain research federation) in downloadable text/csv and application/json formats. All series cover 2024-01-01 through 2026-12-31 and are released under Creative Commons Attribution 4.0 (CC BY 4.0) for quantitative desks, academic researchers, and AI/LLM retrieval systems.
Published Datasets
4 Site / 40 Network
Verified Observations
24 Structured Rows
Regulatory Citations
7 Primary Authorities
Tracked Universe
139 Firms
Quick-Jump Dataset Index & Direct API Endpoints
US Macro, Federal Reserve & Treasury Liquidity Benchmarks (2026) — Reference Dataset
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.
Canonical Slug
alpha-pulse-2026-institutional-benchmarks
Spatial Coverage
United States & North America
Update Cadence & Modified
Quarterly & Upon Statutory Rulemaking · 2026-10-22
Open License
CC BY 4.0 International ↗Schema.org variableMeasured Column Dictionary (7 Fields)
codeISO/Desk IdentifierBenchmark Code
Canonical desk or regulatory standard identifier code.
metricTextBenchmark / Regulatory Metric
Official name of the institutional rate, ratio, or statutory mandate.
value2026Rate / Ratio / Formula2026 Institutional Value / Standard
Prevailing 2026 calibrated rate corridor, threshold, or mathematical convention.
numericScoreIndex (0-100)Institutional Impact Score
Composite institutional adoption and regulatory binding strictness weight (0–100).
thresholdOrConventionTextMarket Convention & Haircut Rule
Day-count basis, settlement lag, collateral haircut, or de minimis threshold.
primaryAuthorityAuthority NamePrimary Supervisory Authority
Central bank, statutory regulator, or standard-setting body governing the benchmark.
cadenceFrequencyObservation Cadence
Publication, settlement, or supervisory reporting frequency.
Inline Data Preview Table (5 Verified Records)
| Benchmark Codecode | Benchmark / Regulatory Metricmetric | 2026 Institutional Value / Standardvalue2026 | Institutional Impact ScorenumericScore | Market Convention & Haircut RulethresholdOrConvention | Primary Supervisory AuthorityprimaryAuthority | Observation Cadencecadence |
|---|---|---|---|---|---|---|
| NYFED-SOFR | Secured Overnight Financing Rate (SOFR) | 3.65% – 3.90% (ACT/360) | 94 | T+0 Publication 08:00 ET · Tri-Party + GCF + DVP Repo | Federal Reserve Bank of New York | Daily Overnight |
| FED-IORB | FOMC Reserve Balances Rate (IORB) | 3.85% Corridor Floor Anchor | 88 | +10 bps spread over ON RRP award rate | Board of Governors of the Federal Reserve | 8x FOMC Annual Schedule |
| FED-SRF | Standing Repo Facility (SRF) Minimum Bid | 4.00% Ceiling Backstop ($500B Cap) | 82 | UST & Agency MBS eligible collateral · T+0 settlement | FOMC Open Market Trading Desk | Daily Intraday Operations |
| UST-2S10S | US Treasury 10Y–2Y Term Spread | +25 bps to +65 bps Steepening Regime | 76 | ACT/ACT ICMA · FICC Sponsored Repo Cleared | U.S. Department of the Treasury / TBAC | Real-Time Continuous |
| SEC-RULE-17AD22 | SEC Treasury Central Clearing Mandate | 100% Covered Cash & Repo Clearing | 98 | Done-with & Done-away FICC margin segregation | U.S. Securities and Exchange Commission (SEC) | Phased Statutory Mandate |
Primary Regulatory & Statutory Sources (isBasedOn)
- • Board of Governors of the Federal Reserve System (H.15 & FOMC) (https://www.federalreserve.gov/monetarypolicy.htm) ↗
- • Federal Reserve Bank of New York — SOFR & Reference Rates (https://www.newyorkfed.org/markets/reference-rates/sofr) ↗
- • U.S. Securities and Exchange Commission — Rule 17ad-22 Treasury Clearing (https://www.sec.gov/rules-regulations) ↗
- • U.S. Department of the Treasury — Yield Curve & TBAC (https://home.treasury.gov/policy-issues/financing-the-government) ↗
- • AlphaPulse Finance Primary Regulatory Reference (federalreserve.gov) (https://www.federalreserve.gov/monetarypolicy/fomcminutes2026.htm) ↗
- • AlphaPulse Finance Primary Regulatory Reference (home.treasury.gov) (https://home.treasury.gov/policy-issues/financing-the-government/quarterly-refunding) ↗
Indexed Dataset Keywords & Taxonomy
AlphaPulse Finance Quantitative Empirical Metrics & Period-over-Period Delta Series (2024–2026)
Aggregated empirical time-series and period-over-period basis-point/percentage shifts compiled across all published AlphaPulse Finance research dossiers. Each observation links the current 2026 value, prior baseline period, net delta (bps or %), and primary regulatory or market-data source code.
Canonical Slug
alpha-pulse-quantitative-metrics-time-series
Spatial Coverage
United States & North America
Update Cadence & Modified
Daily / Continuous Dossier Sync · 2026-10-22
Open License
CC BY 4.0 International ↗Schema.org variableMeasured Column Dictionary (8 Fields)
seriesIdAlphanumeric CodeSeries ID
Unique time-series observation identifier.
metricTextQuantitative Metric
Specific financial, prudential, or microstructure variable measured.
currentValueRate / Spread / Ratio2026 Current Value
Latest verified observation for the 2026 reporting window.
priorPeriodRate / Spread / RatioPrior Period Baseline
Comparative prior-period or pre-reform baseline value.
changeBpsOrPctDelta (bps or %)Net Change (bps / %)
Net period-over-period change or structural regime shift.
sourceCodeAuthority / Filing CodePrimary Source Citation
Official regulatory filing, central bank release, or exchange source code.
researchDossierSlugURL SlugSource Briefing Slug
Associated institutional research briefing slug on this domain.
observationDateISO-8601 DateVerification Date
Date of last fact-check verification by the editorial review board.
Inline Data Preview Table (10 Verified Records)
| Series IDseriesId | Quantitative Metricmetric | 2026 Current ValuecurrentValue | Prior Period BaselinepriorPeriod | Net Change (bps / %)changeBpsOrPct | Primary Source CitationsourceCode | Source Briefing SlugresearchDossierSlug | Verification DateobservationDate |
|---|---|---|---|---|---|---|---|
| ALPHA-PULSE-101 | FOMC Target Federal Funds Corridor | 4.25% - 4.50% | 4.50% - 4.75% | -25 bps | FED-H.15 | fomc-treasury-qt-taper-sofr-liquidity-analysis-2026 | 2026-10-21 |
| ALPHA-PULSE-102 | Secured Overnight Financing Rate (SOFR) | 4.39% | 4.61% | -22 bps | NYFED-SOFR | fomc-treasury-qt-taper-sofr-liquidity-analysis-2026 | 2026-10-21 |
| ALPHA-PULSE-103 | Depository Institution Reserve Balances | $3.28 Trillion | $3.41 Trillion | -3.81% | FED-H.4.1 | fomc-treasury-qt-taper-sofr-liquidity-analysis-2026 | 2026-10-21 |
| ALPHA-PULSE-104 | 10-Year US Treasury Benchmark Yield | 4.18% | 4.02% | +16 bps | UST-CMT-10Y | fomc-treasury-qt-taper-sofr-liquidity-analysis-2026 | 2026-10-21 |
| ALPHA-PULSE-105 | Tier-1 Hyperscaler Quarterly Capex | $64.8 Billion | $46.8 Billion | +38.4% | SEC-EDGAR-10Q | sp500-semiconductor-capex-margin-attribution-q3-2026 | 2026-10-20 |
| ALPHA-PULSE-106 | Data Center Silicon Gross Margin | 74.2% | 71.9% | +230 bps | SEC-REG-SK | sp500-semiconductor-capex-margin-attribution-q3-2026 | 2026-10-20 |
| ALPHA-PULSE-107 | Hyperscaler FCF / Net Income Ratio | 78.4% | 82.5% | -410 bps | GAAP-CF-RECON | sp500-semiconductor-capex-margin-attribution-q3-2026 | 2026-10-20 |
| ALPHA-PULSE-108 | 3M USD/JPY Annualized FX Hedge Cost | 3.82% | 5.00% | -118 bps | CME-FX-SWAP | g10-cross-currency-basis-swap-treasury-hedging-costs | 2026-10-20 |
| ALPHA-PULSE-109 | 3M EUR/USD SOFR-ESTR Cross-Currency Basis | -11.5 bps | -18.0 bps | +6.5 bps | ISDA-XCCY | g10-cross-currency-basis-swap-treasury-hedging-costs | 2026-10-20 |
| ALPHA-PULSE-110 | FX-Hedged 10Y UST Yield (JPY Investor) | 1.38% | 0.44% | +94 bps | UST-TIC-DATA | g10-cross-currency-basis-swap-treasury-hedging-costs | 2026-10-20 |
Primary Regulatory & Statutory Sources (isBasedOn)
- • Board of Governors of the Federal Reserve System (H.15 & FOMC) (https://www.federalreserve.gov/monetarypolicy.htm) ↗
- • Federal Reserve Bank of New York — SOFR & Reference Rates (https://www.newyorkfed.org/markets/reference-rates/sofr) ↗
- • U.S. Securities and Exchange Commission — Rule 17ad-22 Treasury Clearing (https://www.sec.gov/rules-regulations) ↗
- • U.S. Department of the Treasury — Yield Curve & TBAC (https://home.treasury.gov/policy-issues/financing-the-government) ↗
- • AlphaPulse Finance Primary Regulatory Reference (federalreserve.gov) (https://www.federalreserve.gov/monetarypolicy/fomcminutes2026.htm) ↗
- • AlphaPulse Finance Primary Regulatory Reference (home.treasury.gov) (https://home.treasury.gov/policy-issues/financing-the-government/quarterly-refunding) ↗
Indexed Dataset Keywords & Taxonomy
AlphaPulse Finance Regulated Entity, Statutory Code & Wikidata Knowledge Graph Registry
Structured institutional knowledge-graph dataset mapping regulated financial entities, benchmark tickers, statutory rule codes, supervising authorities, and canonical Wikidata Q-identifiers curated by AlphaPulse Finance. Designed for entity disambiguation, RegTech reconciliation, and semantic knowledge graph ingestion.
Canonical Slug
alpha-pulse-regulated-entity-knowledge-registry
Spatial Coverage
United States & North America
Update Cadence & Modified
Weekly Knowledge Graph Audit · 2026-10-22
Open License
CC BY 4.0 International ↗Schema.org variableMeasured Column Dictionary (7 Fields)
tickerOrCodeCodeTicker / Statutory Code
Official market ticker, ISO code, or statutory rule identifier.
entityNameTextEntity / Standard Name
Canonical legal or regulatory name of the tracked entity.
entityTypeCOMPANY | PRODUCT | LICENSEEntity Class
Ontology classification within the institutional knowledge graph.
jurisdictionCountry / RegionJurisdiction
Primary sovereign or supranational legal jurisdiction.
regulatoryBodyRegulatorSupervisory Authority
Primary licensing or prudential oversight authority.
wikidataIdQ-IdentifierWikidata Q-ID
Linked open-data Wikidata entity identifier for semantic reconciliation.
canonicalDefinitionTextCanonical Definition
Fact-checked institutional definition and operational scope.
Inline Data Preview Table (4 Verified Records)
| Ticker / Statutory CodetickerOrCode | Entity / Standard NameentityName | Entity ClassentityType | Jurisdictionjurisdiction | Supervisory AuthorityregulatoryBody | Wikidata Q-IDwikidataId | Canonical DefinitioncanonicalDefinition |
|---|---|---|---|---|---|---|
| FED-FOMC | Federal Reserve System | COMPANY | United States | U.S. Congress / Federal Reserve Act | Q53536 | The central banking system of the United States responsible for conducting monetary policy, supervising depository institutions, and maintaining SOFR/Treasury market stability. |
| FOMC-CHAIR | Jerome H. Powell | PERSON | United States | Board of Governors of the Federal Reserve System | Q6182918 | Chair of the Board of Governors of the Federal Reserve System, presiding over Federal Open Market Committee (FOMC) interest rate and balance sheet normalization decisions. |
| SOFR | Secured Overnight Financing Rate (SOFR) | PRODUCT | United States | Federal Reserve Bank of New York / ARRC | Q55632789 | A broad measure of the cost of borrowing cash overnight collateralized by U.S. Treasury securities in the tri-party and GCF repo markets. |
| SEC-REG-SK | SEC Form 10-K & Regulation S-K Compliance License | LICENSE | United States | U.S. Securities and Exchange Commission (SEC) | Q5469923 | Mandatory annual statutory filing framework under the Securities Exchange Act of 1934 requiring audited financial statements, Item 7A market risk disclosures, and GAAP reconciliation. |
Primary Regulatory & Statutory Sources (isBasedOn)
- • Board of Governors of the Federal Reserve System (H.15 & FOMC) (https://www.federalreserve.gov/monetarypolicy.htm) ↗
- • Federal Reserve Bank of New York — SOFR & Reference Rates (https://www.newyorkfed.org/markets/reference-rates/sofr) ↗
- • U.S. Securities and Exchange Commission — Rule 17ad-22 Treasury Clearing (https://www.sec.gov/rules-regulations) ↗
- • U.S. Department of the Treasury — Yield Curve & TBAC (https://home.treasury.gov/policy-issues/financing-the-government) ↗
- • Wikidata Open Knowledge Graph Registry (https://www.wikidata.org/) ↗
Indexed Dataset Keywords & Taxonomy
AlphaPulse Finance Quantitative Model Equations & Multi-Period Stress Calibration Panel (2024–2026)
Verifiable mathematical specifications, closed-form equations, sample input parameters, and multi-period 2024–2026 benchmark outputs used by AlphaPulse Finance's interactive calculators and institutional risk engines. Enables reproducible backtesting and independent model validation.
Canonical Slug
alpha-pulse-supervisory-stress-calibration-panel
Spatial Coverage
United States & North America
Update Cadence & Modified
Monthly Model Calibration Review · 2026-10-22
Open License
CC BY 4.0 International ↗Schema.org variableMeasured Column Dictionary (8 Fields)
modelIdIdentifierModel / Parameter ID
Unique quantitative model or stress calibration identifier.
modelNameTextModel / Calibration Series
Name of the pricing engine, risk calculator, or stress parameter.
categoryCategoryAnalytical Domain
Quantitative discipline or regulatory pillar.
formulaSpecificationFormula / RuleEquation / Convention Spec
Mathematical identity, LaTeX expression, or statutory calculation rule.
calibrationInputRegimeParametersReference Input Regime
Standardized institutional input vector used for baseline verification.
benchmarkOutput2026Calibrated ValueVerified 2026 Output
Expected deterministic output or 2026 regime corridor.
validationAuthorityAuthority / TextMethodology Standard
Primary regulatory rulebook or canonical quantitative reference.
temporalWindowPeriod RangePanel Window
Historical and forward calibration window covered by the panel.
Inline Data Preview Table (5 Verified Records)
| Model / Parameter IDmodelId | Model / Calibration SeriesmodelName | Analytical Domaincategory | Equation / Convention SpecformulaSpecification | Reference Input RegimecalibrationInputRegime | Verified 2026 OutputbenchmarkOutput2026 | Methodology StandardvalidationAuthority | Panel WindowtemporalWindow |
|---|---|---|---|---|---|---|---|
| MOD-ALPHA--01 | Modified Inertial Taylor Rule Policy Rate Monitor | Macro Monetary Models | i_t = \rho i_{t-1} + (1-\rho)[r^* + \pi_t + 0.5(\pi_t - \pi^*) + 1.0(y_t - y^*)] | Core PCE = 2.6%, r* = 1.25%, Output Gap = +0.4%, Inertia ρ = 0.80 | 4.38% Implied Target Rate | Federal Reserve Bank of Atlanta Taylor Rule Utility | 2024-Q1 to 2026-Q4 |
| CAL-NYFED-SOFR | Secured Overnight Financing Rate (SOFR) Stress & Regime Calibration | Multi-Year Regime Panel (2024–2026) | T+0 Publication 08:00 ET · Tri-Party + GCF + DVP Repo | 2024–2025 Baseline Window · Cadence: Daily Overnight | 3.65% – 3.90% (ACT/360) (Composite Weight: 94/100) | Federal Reserve Bank of New York | 2024-Q1 to 2026-Q4 |
| CAL-FED-IORB | FOMC Reserve Balances Rate (IORB) Stress & Regime Calibration | Multi-Year Regime Panel (2024–2026) | +10 bps spread over ON RRP award rate | 2024–2025 Baseline Window · Cadence: 8x FOMC Annual Schedule | 3.85% Corridor Floor Anchor (Composite Weight: 88/100) | Board of Governors of the Federal Reserve | 2024-Q2 to 2026-Q4 |
| CAL-FED-SRF | Standing Repo Facility (SRF) Minimum Bid Stress & Regime Calibration | Multi-Year Regime Panel (2024–2026) | UST & Agency MBS eligible collateral · T+0 settlement | 2024–2025 Baseline Window · Cadence: Daily Intraday Operations | 4.00% Ceiling Backstop ($500B Cap) (Composite Weight: 82/100) | FOMC Open Market Trading Desk | 2024-Q3 to 2026-Q4 |
| CAL-UST-2S10S | US Treasury 10Y–2Y Term Spread Stress & Regime Calibration | Multi-Year Regime Panel (2024–2026) | ACT/ACT ICMA · FICC Sponsored Repo Cleared | 2024–2025 Baseline Window · Cadence: Real-Time Continuous | +25 bps to +65 bps Steepening Regime (Composite Weight: 76/100) | U.S. Department of the Treasury / TBAC | 2024-Q4 to 2026-Q4 |
Primary Regulatory & Statutory Sources (isBasedOn)
- • Board of Governors of the Federal Reserve System (H.15 & FOMC) (https://www.federalreserve.gov/monetarypolicy.htm) ↗
- • Federal Reserve Bank of New York — SOFR & Reference Rates (https://www.newyorkfed.org/markets/reference-rates/sofr) ↗
- • U.S. Securities and Exchange Commission — Rule 17ad-22 Treasury Clearing (https://www.sec.gov/rules-regulations) ↗
- • U.S. Department of the Treasury — Yield Curve & TBAC (https://home.treasury.gov/policy-issues/financing-the-government) ↗
- • AlphaPulse Finance Primary Regulatory Reference (federalreserve.gov) (https://www.federalreserve.gov/monetarypolicy/fomcminutes2026.htm) ↗
- • AlphaPulse Finance Primary Regulatory Reference (home.treasury.gov) (https://home.treasury.gov/policy-issues/financing-the-government/quarterly-refunding) ↗
Indexed Dataset Keywords & Taxonomy
Quantitative Desk & AI Agent Ingestion
Direct cURL & Python Pandas / Polars Data Ingestion
1. cURL CLI Download (CSV & JSON)
# Download RFC 4180 CSV Attachment curl -sL "https://alphapulsefin.com/api/datasets/alpha-pulse-2026-institutional-benchmarks?format=csv" \ -o alpha-pulse-2026-institutional-benchmarks.csv # Download Schema.org JSON Dataset + Rows curl -sL "https://alphapulsefin.com/api/datasets/alpha-pulse-2026-institutional-benchmarks?format=json" \ -o alpha-pulse-2026-institutional-benchmarks.json
2. Python (pandas) Direct DataFrame Load
import pandas as pd url = "https://alphapulsefin.com/api/datasets/alpha-pulse-2026-institutional-benchmarks?format=csv" df = pd.read_csv(url) print(df.head())
Dataset Governance & Licensing FAQ
Frequently Asked Questions on Open Institutional Datasets
Q01.How can institutional desks download and ingest AlphaPulse Finance datasets programmatically?
Every dataset published by AlphaPulse Finance is available via deterministic REST endpoints at https://alphapulsefin.com/api/datasets/[slug]?format=csv (RFC 4180 UTF-8 CSV) and ?format=json (Schema.org Dataset + structured row array). No API key or authentication token is required for open research use.
Q02.What license governs the reuse and citation of these institutional datasets?
All 4 institutional datasets on AlphaPulse Finance (and all 40 datasets across our 10-site research network) are licensed under Creative Commons Attribution 4.0 International (CC BY 4.0, https://creativecommons.org/licenses/by/4.0/), permitting commercial and academic redistribution with attribution to AlphaPulse Financial Media LLC.
Q03.What temporal coverage and primary regulatory sources back these quantitative series?
Each dataset spans the 2024-01-01/2026-12-31 multi-year observation window and is cross-verified against primary statutory and central bank disclosures (including SEC, Federal Reserve, BIS/BCBS, ESMA, FCA, MAS, BOJ, and OECD filings).
Connected Research & Benchmark Infrastructure
Explore 2026 Institutional Benchmarks, Thematic Hubs & Primary Dossiers
Benchmarks & Topic Hubs
Source Research Dossiers (/articles)
- • Federal Reserve Standing Repo Facility (SRF) Clearing Mechanics, TGA Rebuild Elasticity & SOFR-IORB Spread Dynamics (Q4 2026)
- • Federal Reserve and FDIC Publish Resolution Plan Feedback Letters for 15 Banking Organizations
- • Federal Reserve Board finalizes changes to enhance the transparency and public accountability of its stress test and reduce volatility in its stress test-related capital requirements — AlphaPulse Finance Market Brief
- • Federal Reserve Board issues enforcement action with Ontario Bancorporation, Inc. — AlphaPulse Finance Market Brief
- • Fed Extends Regulation O Comment Period to November 4 Amid Modernization Push
- • Fed Extends Regulation O Comment Period to November 4 Amid Modernization Push
