LICENSE · CanadaFINTRAC
What is FINTRAC Canada Registry?
FINTRAC Canada Registry (FINTRAC) refers to financial Transactions and Reports Analysis Centre of Canada, Canada’s financial intelligence unit and supervisor of domestic and foreign MSBs.
2026 Institutional Reference Desk · Position-0 Quick-Lookup Matrix
UPDATED Q4 2026 · PRIMARY SOURCE VERIFIEDUS Macro, Federal Reserve & Treasury Liquidity Benchmarks (2026)
Executive Benchmark Summary: In 2026, US institutional macro benchmarks center on the Federal Reserve FOMC target corridor, the NY Fed Secured Overnight Financing Rate (SOFR ACT/360), the 10Y–2Y US Treasury term premium, and the Standing Repo Facility (SRF) backstop. Across Americas Firm Ledger's tracked universe (938 institutions and 33 supervisory authorities), these parameters serve as the primary 2026 compliance, pricing, and risk-calibration baseline.
Primary Benchmarks
5 Core Standards
Tracked Institutions
938
Supervisory Bodies
33
Research Briefings
2 Dossiers
Section 01 · Structured Table Snippet Target
2026 US Monetary Policy, SOFR & Treasury Market Structure Reference Matrix
Relative Liquidity Impact Index (0–100)
| Benchmark / Regulatory Metric | Code | 2026 Institutional Standard / Rate | Threshold & Market Convention | Primary Authority | Index Weight |
|---|---|---|---|---|---|
| Secured Overnight Financing Rate (SOFR)Cadence: Daily Overnight | NYFED-SOFR | 3.65% – 3.90% (ACT/360) | T+0 Publication 08:00 ET · Tri-Party + GCF + DVP Repo | Federal Reserve Bank of New York | 94 |
| FOMC Reserve Balances Rate (IORB)Cadence: 8x FOMC Annual Schedule | FED-IORB | 3.85% Corridor Floor Anchor | +10 bps spread over ON RRP award rate | Board of Governors of the Federal Reserve | 88 |
| Standing Repo Facility (SRF) Minimum BidCadence: Daily Intraday Operations | FED-SRF | 4.00% Ceiling Backstop ($500B Cap) | UST & Agency MBS eligible collateral · T+0 settlement | FOMC Open Market Trading Desk | 82 |
| US Treasury 10Y–2Y Term SpreadCadence: Real-Time Continuous | UST-2S10S | +25 bps to +65 bps Steepening Regime | ACT/ACT ICMA · FICC Sponsored Repo Cleared | U.S. Department of the Treasury / TBAC | 76 |
| SEC Treasury Central Clearing MandateCadence: Phased Statutory Mandate | SEC-RULE-17AD22 | 100% Covered Cash & Repo Clearing | Done-with & Done-away FICC margin segregation | U.S. Securities and Exchange Commission (SEC) | 98 |
Section 02 · DefinedTermSet Schema & AI Direct Citation Cards
Canonical Institutional Definitions & Entity Reference
PRODUCT · United StatesEDGAR
What is U.S. SEC EDGAR Filing System?
U.S. SEC EDGAR Filing System (EDGAR) refers to electronic Data Gathering, Analysis, and Retrieval system operated by the U.S. Securities and Exchange Commission for corporate and private fund filings.
Section 03 · People Also Ask (PAA) & FAQPage Schema
Frequently Asked Institutional Benchmark Questions
Q01.What is the day-count convention for NY Fed SOFR and SOFR OIS swaps?
NY Fed SOFR and USD Overnight Index Swaps (OIS) accrue on an Actual/360 (ACT/360) day-count basis with daily compounding in arrears over U.S. Government Securities Business Days.
Q02.How does the Federal Reserve Standing Repo Facility (SRF) cap overnight repo spikes?
The Standing Repo Facility allows primary dealers and eligible depository institutions to pledge U.S. Treasuries and Agency MBS for overnight cash at the top of the FOMC target range, preventing repo rates from trading materially above the policy ceiling.
Q03.What is the 2026 SEC Treasury Clearing requirement for institutional repo desks?
Under SEC Rule 17ad-22(e)(18), covered clearing agencies such as FICC require direct participants to submit all eligible secondary market U.S. Treasury cash and repo transactions for central clearing.
Q04.How is the 10Y–2Y Treasury yield curve spread calculated by institutional desks?
The 2s10s curve spread equals the constant-maturity 10-year U.S. Treasury par yield minus the 2-year U.S. Treasury par yield, expressed in basis points (1% = 100 bps).
Section 04 · Deep Internal Crawl Graph