Benchmark ou Produto Financeiro
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).
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Cobertura Institucional de Secured Overnight Financing Rate (SOFR) Repo Benchmark — 2026 Standard
11 relatórios
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…
Perguntas Frequentes (FAQ)
3 perguntas respondidas
O que é Secured Overnight Financing Rate (SOFR) Repo Benchmark — 2026 Standard e como é classificado?
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). No grafo de conhecimento, Secured Overnight Financing Rate (SOFR) Repo Benchmark — 2026 Standard é classificado como Benchmark ou Produto Financeiro com código SOFR-OVERNIGHT-STD.
Qual jurisdição e autoridade supervisionam Secured Overnight Financing Rate (SOFR) Repo Benchmark — 2026 Standard?
Secured Overnight Financing Rate (SOFR) Repo Benchmark — 2026 Standard é acompanhado sob a jurisdição US, com referência regulatória vinculada a Federal Reserve Bank of New York.
Como Secured Overnight Financing Rate (SOFR) Repo Benchmark — 2026 Standard é abordado na pesquisa de AlphaPulse Finance?
Secured Overnight Financing Rate (SOFR) Repo Benchmark — 2026 Standard é referenciado em 11 relatórios institucionais em AlphaPulse Finance, integrado a dossiês de corretoras e rankings quantitativos.
Dossiês de Corretoras Reguladas Relacionadas
Rankings Quantitativos →Autoridades Supervisoras e Registros Oficiais
Todos os Reguladores →Matriz Comparativa de Entidades Pares
Comparação regulatória e de classificação entre Secured Overnight Financing Rate (SOFR) Repo Benchmark — 2026 Standard e entidades relacionadas
| Entidade | Classificação | Ticker / Código | Jurisdição | Regulador | Wikidata ID | Relatórios |
|---|---|---|---|---|---|---|
Secured Overnight Financing Rate (SOFR) Repo Benchmark — 2026 StandardAtual | Benchmark ou Produto Financeiro | SOFR-OVERNIGHT-STD | US | Federal Reserve Bank of New York | Q53536 | 14 |
| Benchmark ou Produto Financeiro | TIPS-10Y-REAL | US | FRED / U.S. Treasury | Q53536 | 35 | |
| Benchmark ou Produto Financeiro | TIPS-10Y-REAL-STD | US | FRED / U.S. Treasury | Q53536 | 12 | |
| Benchmark ou Produto Financeiro | CORE-PCE | US | Bureau of Economic Analysis | Q53536 | 28 | |
| Benchmark ou Produto Financeiro | CORE-PCE-STD | US | Bureau of Economic Analysis | Q53536 | 13 | |
| Benchmark ou Produto Financeiro | CPI-SHELTER | US | Bureau of Labor Statistics | Q53536 | 18 | |
| Benchmark ou Produto Financeiro | CPI-SHELTER-STD | US | Bureau of Labor Statistics | Q53536 | 12 |