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
All published briefings
U.S. Treasury 2s10s Yield Curve Slope & Term Premium: Real Yield Sensitivity & Term Premium Decomposition (+44 bps Term Spread Benchmark)
U.S. Treasury 2s10s Yield Curve Slope & Term Premium (UST-2S10S) stands at +44 bps (Term Spread) (Source: Federal Reserve ACM Model, 2026-10-20), governing Adrian-Crump-Moench (ACM) term premium shifts and inflation swap
U.S. Treasury 2s10s Yield Curve Slope & Term Premium: Quarter-End Repo Rate Spikes & G-SIB SLR Constraints (+44 bps Term Spread Benchmark)
U.S. Treasury 2s10s Yield Curve Slope & Term Premium (UST-2S10S) stands at +44 bps (Term Spread) (Source: Federal Reserve ACM Model, 2026-10-20), governing tri-party vs. bilateral repo spreads and Standing Repo Facility
U.S. Treasury 2s10s Yield Curve Slope & Term Premium: Treasury Cash-Management & Liquidity Buyback Impact (+44 bps Term Spread Benchmark)
U.S. Treasury 2s10s Yield Curve Slope & Term Premium (UST-2S10S) stands at +44 bps (Term Spread) (Source: Federal Reserve ACM Model, 2026-10-20), governing cusip-level duration absorption and dealer balance-sheet turnove
U.S. Treasury 2s10s Yield Curve Slope & Term Premium: 2025–2026 Policy Normalization Regime Comparison (+44 bps Term Spread Benchmark)
U.S. Treasury 2s10s Yield Curve Slope & Term Premium (UST-2S10S) stands at +44 bps (Term Spread) (Source: Federal Reserve ACM Model, 2026-10-20), governing post-QT reserve management purchases versus prior quantitative t
U.S. Treasury 2s10s Yield Curve Slope & Term Premium: Institutional Fixed-Income Desk Hedging & DV01 Playbook (+44 bps Term Spread Benchmark)
U.S. Treasury 2s10s Yield Curve Slope & Term Premium (UST-2S10S) stands at +44 bps (Term Spread) (Source: Federal Reserve ACM Model, 2026-10-20), governing SOFR futures strip alignment and duration-neutral curve steepene
DTCC General Collateral Finance (GCF) Treasury Repo Index: Q4 2026 Institutional Liquidity & Balance-Sheet Attribution (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 commercial bank reserve elasticity and dealer repo intermediation capacity.
DTCC General Collateral Finance (GCF) Treasury Repo Index: Primary Dealer Auction Bid-to-Cover & Tail Decomposition (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 indirect bidder takedown ratios and on-the-run vs. off-the-run yield spread
DTCC General Collateral Finance (GCF) Treasury Repo Index: FOMC SEP Dot Plot & Terminal Rate Transmission Mechanics (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 OIS forward curve pricing across 2-year, 5-year, and 10-year tenors.
DTCC General Collateral Finance (GCF) Treasury Repo Index: Real Yield Sensitivity & Term Premium Decomposition (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 Adrian-Crump-Moench (ACM) term premium shifts and inflation swap basis.
DTCC General Collateral Finance (GCF) Treasury Repo Index: Quarter-End Repo Rate Spikes & G-SIB SLR Constraints (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 tri-party vs. bilateral repo spreads and Standing Repo Facility utilization
DTCC General Collateral Finance (GCF) Treasury Repo Index: Treasury Cash-Management & Liquidity Buyback Impact (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 cusip-level duration absorption and dealer balance-sheet turnover.
DTCC General Collateral Finance (GCF) Treasury Repo Index: 2025–2026 Policy Normalization Regime Comparison (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 post-QT reserve management purchases versus prior quantitative tightening e
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: Q4 2026 Institutional Liquidity & Balance-Sheet Attribution ($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 commercial bank reserve elasticity and dealer repo int
NY Fed Primary Dealer Net Treasury Inventory Holdings: Primary Dealer Auction Bid-to-Cover & Tail Decomposition ($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 indirect bidder takedown ratios and on-the-run vs. off
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: Real Yield Sensitivity & Term Premium Decomposition ($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 Adrian-Crump-Moench (ACM) term premium shifts and infl
NY Fed Primary Dealer Net Treasury Inventory Holdings: Quarter-End Repo Rate Spikes & G-SIB SLR Constraints ($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 tri-party vs. bilateral repo spreads and Standing Repo
NY Fed Primary Dealer Net Treasury Inventory Holdings: Treasury Cash-Management & Liquidity Buyback Impact ($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 cusip-level duration absorption and dealer balance-she
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
NY Fed Primary Dealer Net Treasury Inventory Holdings: Institutional Fixed-Income Desk Hedging & DV01 Playbook ($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 SOFR futures strip alignment and duration-neutral curv