벤치마크 및 금융상품

Secured Overnight Financing Rate (SOFR) Repo Benchmark — 2026 StandardSOFR-OVERNIGHT-STD

Name: Secured Overnight Financing Rate (SOFR) Repo Benchmark — 2026 Standard (SOFR-OVERNIGHT-STD) — 엔티티 상세 속성
Creator: AlphaPulse Finance
License: https://creativecommons.org/licenses/by/4.0/

업데이트 2026년 10월 22일

11 건의 브리핑

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…

자주 묻는 질문 (FAQ)

3 개 질문 답변

Secured Overnight Financing Rate (SOFR) Repo Benchmark — 2026 Standard은(는) 무엇이며 어떻게 분류되나요?

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 Standard은(는) 지식 그래프에서 '벤치마크 및 금융상품'(으)로 분류됩니다 (코드: SOFR-OVERNIGHT-STD).

Secured Overnight Financing Rate (SOFR) Repo Benchmark — 2026 Standard을(를) 관할하는 국가와 감독 당국은 어디인가요?

Secured Overnight Financing Rate (SOFR) Repo Benchmark — 2026 Standard은(는) US 관할권에서 추적되며, 주요 감독 당국 및 법적 기준은 Federal Reserve Bank of New York입니다.

AlphaPulse Finance에서는 Secured Overnight Financing Rate (SOFR) Repo Benchmark — 2026 Standard을(를) 어떻게 다루나요?

Secured Overnight Financing Rate (SOFR) Repo Benchmark — 2026 Standard은(는) AlphaPulse Finance의 11건의 리서치 브리핑에서 다루어지며 브로커 도시에 및 정량 랭킹과 교차 연결됩니다.

주요 금융 감독 당국 및 라이선스 등록부

전체 감독 당국 →

Canada Deposit Insurance Corporation — Canada Deposit Insurance Corporation California Department of Financial Protection and Innovation — California Department of Financial Protection and Innovation Office of the Superintendent of Financial Institutions (Canada) — Office of the Superintendent of Financial Institutions (Canada)Québec Enterprise Registrar — Québec Enterprise Registrar Financial Crimes Enforcement Network (FinCEN) — Financial Crimes Enforcement Network (FinCEN)New York State Department of Financial Services — New York State Department of Financial Services

동종 엔티티 비교 매트릭스

Secured Overnight Financing Rate (SOFR) Repo Benchmark — 2026 Standard 및 관련 지식 그래프 엔티티의 규제·분류 비교

엔티티 색인 →

엔티티	분류	티커 / 코드	관할권	감독 당국	Wikidata ID	브리핑 수
Secured Overnight Financing Rate (SOFR) Repo Benchmark — 2026 Standard현재 항목	벤치마크 및 금융상품	SOFR-OVERNIGHT-STD	US	Federal Reserve Bank of New York	Q53536	14
10-Year U.S. TIPS Real Yield & Breakeven Curve	벤치마크 및 금융상품	TIPS-10Y-REAL	US	FRED / U.S. Treasury	Q53536	35
10-Year U.S. TIPS Real Yield & Breakeven Curve — 2026 Standard	벤치마크 및 금융상품	TIPS-10Y-REAL-STD	US	FRED / U.S. Treasury	Q53536	12
BEA Core Personal Consumption Expenditures (PCE) Price Index	벤치마크 및 금융상품	CORE-PCE	US	Bureau of Economic Analysis	Q53536	28
BEA Core Personal Consumption Expenditures (PCE) Price Index — 2026 Standard	벤치마크 및 금융상품	CORE-PCE-STD	US	Bureau of Economic Analysis	Q53536	13
BLS Consumer Price Index (CPI-U) Owners Equivalent Rent	벤치마크 및 금융상품	CPI-SHELTER	US	Bureau of Labor Statistics	Q53536	18
BLS Consumer Price Index (CPI-U) Owners Equivalent Rent — 2026 Standard	벤치마크 및 금융상품	CPI-SHELTER-STD	US	Bureau of Labor Statistics	Q53536	12

Secured Overnight Financing Rate (SOFR) Repo Benchmark — 2026 Standard 관련 기관 리서치 브리핑

자주 묻는 질문 (FAQ)

관련 규제 브로커 도시에

주요 금융 감독 당국 및 라이선스 등록부

동종 엔티티 비교 매트릭스