ベンチマーク・金融商品
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).
最終更新
Secured Overnight Financing Rate (SOFR) Repo Benchmark — 2026 Standard に関するリサーチブリーフィング
11 件のブリーフィング
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…
よくある質問（FAQ）
3 件の回答
Secured Overnight Financing Rate (SOFR) Repo Benchmark — 2026 Standard とは何ですか？どのように分類されていますか？
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 は「ベンチマーク・金融商品」として分類されています（識別コード：SOFR-OVERNIGHT-STD）。
Secured Overnight Financing Rate (SOFR) Repo Benchmark — 2026 Standard を管轄する法域および金融監督当局はどこですか？
Secured Overnight Financing Rate (SOFR) Repo Benchmark — 2026 Standard は US の下で追跡されており、主な監督当局・法令参照は Federal Reserve Bank of New York です。
AlphaPulse Finance では Secured Overnight Financing Rate (SOFR) Repo Benchmark — 2026 Standard をどのようにカバーしていますか？
Secured Overnight Financing Rate (SOFR) Repo Benchmark — 2026 Standard は AlphaPulse Finance の 11 件の調査ブリーフィングで参照されており、規制ブローカー調書や監督当局データと連携しています。
関連する規制対象ブローカー調書
定量評価ランキング →関連する金融監督当局・登録簿
全監督当局一覧 →類似エンティティ比較マトリックス
Secured Overnight Financing Rate (SOFR) Repo Benchmark — 2026 Standard および関連ナレッジグラフ・エンティティの規制・分類比較
| エンティティ | 分類 | コード | 管轄区域 | 監督当局 | Wikidata ID | 記事数 |
|---|---|---|---|---|---|---|
Secured Overnight Financing Rate (SOFR) Repo Benchmark — 2026 Standard現在の項目 | ベンチマーク・金融商品 | SOFR-OVERNIGHT-STD | US | Federal Reserve Bank of New York | Q53536 | 14 |
| ベンチマーク・金融商品 | TIPS-10Y-REAL | US | FRED / U.S. Treasury | Q53536 | 35 | |
| ベンチマーク・金融商品 | TIPS-10Y-REAL-STD | US | FRED / U.S. Treasury | Q53536 | 12 | |
| ベンチマーク・金融商品 | CORE-PCE | US | Bureau of Economic Analysis | Q53536 | 28 | |
| ベンチマーク・金融商品 | CORE-PCE-STD | US | Bureau of Economic Analysis | Q53536 | 13 | |
| ベンチマーク・金融商品 | CPI-SHELTER | US | Bureau of Labor Statistics | Q53536 | 18 | |
| ベンチマーク・金融商品 | CPI-SHELTER-STD | US | Bureau of Labor Statistics | Q53536 | 12 |