Benchmark oder Finanzprodukt
Secured Overnight Financing Rate (SOFR) Repo Benchmark — 2026 StandardSOFR-OVERNIGHT-STD
SOFR-OVERNIGHT 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by Federal Reserve Bank of New York governing Secured Overnight Financing Rate (SOFR) Repo Benchmark across US capital markets (3.91% ACT/360 Rate, October 2026).
Aktualisiert
Institutionelle Analysen zu Secured Overnight Financing Rate (SOFR) Repo Benchmark — 2026 Standard
11 Analysen
Sofr Repo Funding Liquidity
CME 3-Month vs 1-Month SOFR Futures: Rate-Volatility Convexity Bias vs Forward OIS
Daily zero-discounting mark-to-market on CME 3-Month SOFR futures (SR3) creates a positive convexity bias reaching +8 to +19 bps above 3-to-5-year forward SOFR OIS swaps.
Sofr Repo Funding Liquidity
ARRC CME Term SOFR Scope Restrictions: Compounded SOFR in Arrears vs Cash Loan Conventions
Regulatory ARRC scope restrictions allow corporate borrowers to hedge $4.5T+ of CME Term SOFR loans while barring inter-dealer Term SOFR swaps—creating a structural +2 to +5 bps Term-vs-Compounded basis.
Corporate Credit Spread Cycles
US BSL CLO Arbitrage: AAA Liability Spreads, 7.5% CCC Buckets & Junior OC Test Diversion
Holding over 68% of the $1.42T US institutional leveraged loan market, BSL CLOs govern loan technicals via SOFR+136 bps AAA liability spreads and strict 7.5% CCC bucket market-value haircuts.
U.S. Treasury Auctions & Liquidity
Secured Overnight Financing Rate (SOFR) Repo Benchmark: Q4 2026 Institutional Liquidity & Balance-Sheet Attribution (3.91% ACT/360 Rate Benchmark)
Secured Overnight Financing Rate (SOFR) Repo Benchmark (SOFR-OVERNIGHT) stands at 3.91% (ACT/360 Rate) (Source: Federal Reserve Bank of New York, 2026-10-20), governing commercial bank reserve elasticity and dealer repo
Inflation & Real Yield Analytics
Secured Overnight Financing Rate (SOFR) Repo Benchmark: Primary Dealer Auction Bid-to-Cover & Tail Decomposition (3.91% ACT/360 Rate Benchmark)
Secured Overnight Financing Rate (SOFR) Repo Benchmark (SOFR-OVERNIGHT) stands at 3.91% (ACT/360 Rate) (Source: Federal Reserve Bank of New York, 2026-10-20), governing indirect bidder takedown ratios and on-the-run vs.
Repo & Money Market Plumbing
Secured Overnight Financing Rate (SOFR) Repo Benchmark: FOMC SEP Dot Plot & Terminal Rate Transmission Mechanics (3.91% ACT/360 Rate Benchmark)
Secured Overnight Financing Rate (SOFR) Repo Benchmark (SOFR-OVERNIGHT) stands at 3.91% (ACT/360 Rate) (Source: Federal Reserve Bank of New York, 2026-10-20), governing OIS forward curve pricing across 2-year, 5-year, and…
Central Bank Policy & Macro Rates
Secured Overnight Financing Rate (SOFR) Repo Benchmark: Real Yield Sensitivity & Term Premium Decomposition (3.91% ACT/360 Rate Benchmark)
Secured Overnight Financing Rate (SOFR) Repo Benchmark (SOFR-OVERNIGHT) stands at 3.91% (ACT/360 Rate) (Source: Federal Reserve Bank of New York, 2026-10-20), governing Adrian-Crump-Moench (ACM) term premium shifts and inflation…
U.S. Treasury Auctions & Liquidity
Secured Overnight Financing Rate (SOFR) Repo Benchmark: Quarter-End Repo Rate Spikes & G-SIB SLR Constraints (3.91% ACT/360 Rate Benchmark)
Secured Overnight Financing Rate (SOFR) Repo Benchmark (SOFR-OVERNIGHT) stands at 3.91% (ACT/360 Rate) (Source: Federal Reserve Bank of New York, 2026-10-20), governing tri-party vs. bilateral repo spreads and Standing Repo…
Inflation & Real Yield Analytics
Secured Overnight Financing Rate (SOFR) Repo Benchmark: Treasury Cash-Management & Liquidity Buyback Impact (3.91% ACT/360 Rate Benchmark)
Secured Overnight Financing Rate (SOFR) Repo Benchmark (SOFR-OVERNIGHT) stands at 3.91% (ACT/360 Rate) (Source: Federal Reserve Bank of New York, 2026-10-20), governing cusip-level duration absorption and dealer balance-
Repo & Money Market Plumbing
Secured Overnight Financing Rate (SOFR) Repo Benchmark: 2025–2026 Policy Normalization Regime Comparison (3.91% ACT/360 Rate Benchmark)
Secured Overnight Financing Rate (SOFR) Repo Benchmark (SOFR-OVERNIGHT) stands at 3.91% (ACT/360 Rate) (Source: Federal Reserve Bank of New York, 2026-10-20), governing post-QT reserve management purchases versus prior quantitative…
Central Bank Policy & Macro Rates
Secured Overnight Financing Rate (SOFR) Repo Benchmark: Institutional Fixed-Income Desk Hedging & DV01 Playbook (3.91% ACT/360 Rate Benchmark)
Secured Overnight Financing Rate (SOFR) Repo Benchmark (SOFR-OVERNIGHT) stands at 3.91% (ACT/360 Rate) (Source: Federal Reserve Bank of New York, 2026-10-20), governing SOFR futures strip alignment and duration-neutral curve…
Häufig gestellte Fragen (FAQ)
3 Fragen beantwortet
Was ist Secured Overnight Financing Rate (SOFR) Repo Benchmark — 2026 Standard und wie wird die Entität klassifiziert?
SOFR-OVERNIGHT 2026 Institutional Benchmark Framework is defined as the standardized quantitative and compliance methodology published by Federal Reserve Bank of New York governing Secured Overnight Financing Rate (SOFR) Repo Benchmark across US capital markets (3.91% ACT/360 Rate, October 2026). Secured Overnight Financing Rate (SOFR) Repo Benchmark — 2026 Standard ist im Knowledge Graph als Benchmark oder Finanzprodukt (Kennung: SOFR-OVERNIGHT-STD) eingestuft.
Welche Jurisdiktion und Aufsichtsbehörde überwachen Secured Overnight Financing Rate (SOFR) Repo Benchmark — 2026 Standard?
Secured Overnight Financing Rate (SOFR) Repo Benchmark — 2026 Standard wird unter der Jurisdiktion US geführt, mit primärer Aufsichtsreferenz bei Federal Reserve Bank of New York.
Wie wird Secured Overnight Financing Rate (SOFR) Repo Benchmark — 2026 Standard im Research von AlphaPulse Finance abgedeckt?
Secured Overnight Financing Rate (SOFR) Repo Benchmark — 2026 Standard wird in 11 veröffentlichten Analysen auf AlphaPulse Finance referenziert und mit Broker-Dossiers sowie Rankings verknüpft.
Verknüpfte Regulierte Broker-Dossiers
Quantitative Rankings →Finanzaufsichtsbehörden & Lizenzregister
Alle Aufsichtsbehörden →Peer-Entitäten-Vergleichsmatrix
Regulatorischer und klassifikatorischer Vergleich für Secured Overnight Financing Rate (SOFR) Repo Benchmark — 2026 Standard und verwandte Entitäten
| Entität | Klassifizierung | Ticker / Code | Jurisdiktion | Aufsichtsbehörde | Wikidata ID | Analysen |
|---|---|---|---|---|---|---|
Secured Overnight Financing Rate (SOFR) Repo Benchmark — 2026 StandardAktuell | Benchmark oder Finanzprodukt | SOFR-OVERNIGHT-STD | US | Federal Reserve Bank of New York | Q53536 | 14 |
| Benchmark oder Finanzprodukt | TIPS-10Y-REAL | US | FRED / U.S. Treasury | Q53536 | 35 | |
| Benchmark oder Finanzprodukt | TIPS-10Y-REAL-STD | US | FRED / U.S. Treasury | Q53536 | 12 | |
| Benchmark oder Finanzprodukt | CORE-PCE | US | Bureau of Economic Analysis | Q53536 | 28 | |
| Benchmark oder Finanzprodukt | CORE-PCE-STD | US | Bureau of Economic Analysis | Q53536 | 13 | |
| Benchmark oder Finanzprodukt | CPI-SHELTER | US | Bureau of Labor Statistics | Q53536 | 18 | |
| Benchmark oder Finanzprodukt | CPI-SHELTER-STD | US | Bureau of Labor Statistics | Q53536 | 12 |