Editorial Research Index
Institutional briefings & primary regulatory analysis
Peer-reviewed research dossiers, quantitative market structure briefings, and statutory compliance analysis published by AlphaPulse Finance.
- Published briefings
- 141
- Thematic pillar hubs
- 6
- Marked fact-checked
- 140
33 matching briefings
DTCC General Collateral Finance (GCF) Treasury Repo Index: Institutional Fixed-Income Desk Hedging & DV01 Playbook (3.94% Overnight Rate Benchmark)
DTCC General Collateral Finance (GCF) Treasury Repo Index (GCF-REPO) stands at 3.94% (Overnight Rate) (Source: DTCC FICC, 2026-10-20), governing SOFR futures strip alignment and duration-neutral curve steepener execution
NY Fed Primary Dealer Net Treasury Inventory Holdings: FOMC SEP Dot Plot & Terminal Rate Transmission Mechanics ($294.0B Net Coupon Position Benchmark)
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 OIS forward curve pricing across 2-year, 5-year, and 1
NY Fed Primary Dealer Net Treasury Inventory Holdings: 2025–2026 Policy Normalization Regime Comparison ($294.0B Net Coupon Position Benchmark)
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 post-QT reserve management purchases versus prior quan