Thematischer Pillar-Hub · 28 Veröffentlichte Analysen
Inflation & Real Yield Analytics research topics and source records from AlphaPulse Finance. FOMC 3.75%–4.00% Target Rate Corridor (FOMC-CORRIDOR) stands at 3.88% (EFFR Median) (Source: Federal Reserve Board, 2026-10-20), governing OIS forward curve pricing across 2-year, 5-year, and 10-year tenors.
FOMC 3.75%–4.00% Target Rate Corridor (FOMC-CORRIDOR) stands at 3.88% (EFFR Median) (Source: Federal Reserve Board, 2026-10-20), governing OIS forward curve pricing across 2-year, 5-year, and 10-year tenors.
FOMC 3.75%–4.00% Target Rate Corridor (FOMC-CORRIDOR) stands at 3.88% (EFFR Median) (Source: Federal Reserve Board, 2026-10-20), governing post-QT reserve management purchases versus prior quantitative tightening episodes…
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.
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-
NY Fed Standing Repo Facility (SRF) Backstop (SRF-FACILITY) stands at 4.00% (Ceiling Rate) (Source: NY Fed Open Market Desk, 2026-10-20), governing commercial bank reserve elasticity and dealer repo intermediation capacity…
NY Fed Standing Repo Facility (SRF) Backstop (SRF-FACILITY) stands at 4.00% (Ceiling Rate) (Source: NY Fed Open Market Desk, 2026-10-20), governing tri-party vs. bilateral repo spreads and Standing Repo Facility utilization…
Overnight Reverse Repurchase Agreement (ON RRP) Facility (ON-RRP-BUFFER) stands at $88.5B (Daily Balance) (Source: Federal Reserve H.4.1, 2026-10-20), governing Adrian-Crump-Moench (ACM) term premium shifts and inflation
Overnight Reverse Repurchase Agreement (ON RRP) Facility (ON-RRP-BUFFER) stands at $88.5B (Daily Balance) (Source: Federal Reserve H.4.1, 2026-10-20), governing SOFR futures strip alignment and duration-neutral curve steepener…
SOMA Reserve Management Purchases (RMP) T-Bill Operations (SOMA-RMP) stands at $3.12T (Bank Reserves) (Source: Federal Reserve SOMA Desk, 2026-10-20), governing OIS forward curve pricing across 2-year, 5-year, and 10-year…
SOMA Reserve Management Purchases (RMP) T-Bill Operations (SOMA-RMP) stands at $3.12T (Bank Reserves) (Source: Federal Reserve SOMA Desk, 2026-10-20), governing post-QT reserve management purchases versus prior quantitative…
U.S. Treasury 10-Year Benchmark Note Auction Liquidity (UST-QRA-10Y) stands at 4.32% (Par Yield) (Source: U.S. Department of the Treasury, 2026-10-20), governing indirect bidder takedown ratios and on-the-run vs. off-the
U.S. Treasury 10-Year Benchmark Note Auction Liquidity (UST-QRA-10Y) stands at 4.32% (Par Yield) (Source: U.S. Department of the Treasury, 2026-10-20), governing cusip-level duration absorption and dealer balance-sheet turnover…
U.S. Treasury 30-Year Long Bond Refunding Issuance (UST-QRA-30Y) stands at 4.61% (Par Yield) (Source: U.S. Department of the Treasury, 2026-10-20), governing commercial bank reserve elasticity and dealer repo intermediation…
U.S. Treasury 30-Year Long Bond Refunding Issuance (UST-QRA-30Y) stands at 4.61% (Par Yield) (Source: U.S. Department of the Treasury, 2026-10-20), governing tri-party vs. bilateral repo spreads and Standing Repo Facility…
U.S. Treasury $4B Long-End Liquidity-Support Buyback Program (UST-BUYBACK) stands at $4.0B (Per Operation Cap) (Source: U.S. Treasury QRA, 2026-10-20), governing Adrian-Crump-Moench (ACM) term premium shifts and inflation…
U.S. Treasury $4B Long-End Liquidity-Support Buyback Program (UST-BUYBACK) stands at $4.0B (Per Operation Cap) (Source: U.S. Treasury QRA, 2026-10-20), governing SOFR futures strip alignment and duration-neutral curve steepener…
Treasury General Account (TGA) Cash Balance Target (TGA-CASH) stands at $850.0B (Quarter-End Target) (Source: U.S. Treasury Borrowing Advisory Committee, 2026-10-20), governing OIS forward curve pricing across 2-year, 5-
Treasury General Account (TGA) Cash Balance Target (TGA-CASH) stands at $850.0B (Quarter-End Target) (Source: U.S. Treasury Borrowing Advisory Committee, 2026-10-20), governing post-QT reserve management purchases versus
BEA Core Personal Consumption Expenditures (PCE) Price Index (CORE-PCE) stands at 3.40% (YoY Inflation) (Source: Bureau of Economic Analysis, 2026-10-20), governing indirect bidder takedown ratios and on-the-run vs. off-
BEA Core Personal Consumption Expenditures (PCE) Price Index (CORE-PCE) stands at 3.40% (YoY Inflation) (Source: Bureau of Economic Analysis, 2026-10-20), governing cusip-level duration absorption and dealer balance-sheet…
10-Year U.S. TIPS Real Yield & Breakeven Curve (TIPS-10Y-REAL) stands at 1.98% (Real Yield) (Source: FRED / U.S. Treasury, 2026-10-20), governing Adrian-Crump-Moench (ACM) term premium shifts and inflation swap basis.
10-Year U.S. TIPS Real Yield & Breakeven Curve (TIPS-10Y-REAL) stands at 1.98% (Real Yield) (Source: FRED / U.S. Treasury, 2026-10-20), governing SOFR futures strip alignment and duration-neutral curve steepener execution…
U.S. Treasury 2s10s Yield Curve Slope & Term Premium (UST-2S10S) stands at +44 bps (Term Spread) (Source: Federal Reserve ACM Model, 2026-10-20), governing OIS forward curve pricing across 2-year, 5-year, and 10-year tenors…
U.S. Treasury 2s10s Yield Curve Slope & Term Premium (UST-2S10S) stands at +44 bps (Term Spread) (Source: Federal Reserve ACM Model, 2026-10-20), governing post-QT reserve management purchases versus prior quantitative tightening…
DTCC General Collateral Finance (GCF) Treasury Repo Index (GCF-REPO) stands at 3.94% (Overnight Rate) (Source: DTCC FICC, 2026-10-20), governing indirect bidder takedown ratios and on-the-run vs. off-the-run yield spreads…
DTCC General Collateral Finance (GCF) Treasury Repo Index (GCF-REPO) stands at 3.94% (Overnight Rate) (Source: DTCC FICC, 2026-10-20), governing cusip-level duration absorption and dealer balance-sheet turnover.
NY Fed Primary Dealer Net Treasury Inventory Holdings (PRIMARY-DEALER) stands at $294.0B (Net Coupon Position) (Source: NY Fed FR 2004 Survey, 2026-10-20), governing commercial bank reserve elasticity and dealer repo intermediation…
NY Fed Primary Dealer Net Treasury Inventory Holdings (PRIMARY-DEALER) stands at $294.0B (Net Coupon Position) (Source: NY Fed FR 2004 Survey, 2026-10-20), governing tri-party vs. bilateral repo spreads and Standing Repo
FOMC 3.75%–4.00% Target Rate Corridor (FOMC-CORRIDOR) refers to the institutional benchmark and regulatory parameter governed by Federal Reserve Board in US, currently recorded at 3.88% (EFFR Median) as of 2026-10-20. It directly dictates OIS forward curve pricing across 2-year, 5-year, and 10-year tenors.
While FOMC-CORRIDOR is anchored at 3.88% (EFFR Median, Source: Federal Reserve Board, 2026-10-20), SOFR-OVERNIGHT tracks at 3.91% (ACT/360 Rate, Source: Federal Reserve Bank of New York, 2026-10-20). Portfolio managers reconcile both metrics to optimize OIS forward curve pricing across 2-year, 5-year, and 10-year tenors.
Institutional desks recalibrate FOMC-CORRIDOR (3.88% EFFR Median) against official Federal Reserve Board releases on a daily and quarterly cycle, maintaining a 30-day review cadence alongside SRF-FACILITY (4.00% Ceiling Rate, Source: NY Fed Open Market Desk, 2026-10-18).
Secured Overnight Financing Rate (SOFR) Repo Benchmark (SOFR-OVERNIGHT) refers to the institutional benchmark and regulatory parameter governed by Federal Reserve Bank of New York in US, currently recorded at 3.91% (ACT/360 Rate) as of 2026-10-20. It directly dictates indirect bidder takedown ratios and on-the-run vs. off-the-run yield spreads.
While SOFR-OVERNIGHT is anchored at 3.91% (ACT/360 Rate, Source: Federal Reserve Bank of New York, 2026-10-20), SRF-FACILITY tracks at 4.00% (Ceiling Rate, Source: NY Fed Open Market Desk, 2026-10-20). Portfolio managers reconcile both metrics to optimize indirect bidder takedown ratios and on-the-run vs. off-the-run yield spreads.
Institutional desks recalibrate SOFR-OVERNIGHT (3.91% ACT/360 Rate) against official Federal Reserve Bank of New York releases on a daily and quarterly cycle, maintaining a 30-day review cadence alongside ON-RRP-BUFFER ($88.5B Daily Balance, Source: Federal Reserve H.4.1, 2026-10-18).