Basis trade is a Tier 2 trigger at prior 0.12, status quiet. sofrrate.com (aggregating Federal Reserve Bank of New York data) (2026-05-26) reports SOFR at 3.55% as of May 22, 2026; the framework's threshold requires SOFR-IORB to exceed 25 bps. The position de-loads when the spread falls persistently short of that threshold under stable money-market conditions.
Basis trade is a Tier 2 trigger at prior 0.12, status quiet. sofrrate.com (aggregating Federal Reserve Bank of New York data) (2026-05-26) reports SOFR at 3.55% as of May 22, 2026; the framework's threshold requires SOFR-IORB to exceed 25 bps. The position de-loads when the spread falls persistently short of that threshold under stable money-market conditions.
Federal Reserve Bank of New York repo operations data reports operationDate 2026-06-12 with two overnight full-allotment repo windows. The quote states totalAmtSubmitted 0 and totalAmtAccepted 0 for both releaseTime 08:15 and releaseTime 13:30 at minimumBidRate 3.75.
operationDate: 2026-06-12; operationType: Repo; operationMethod: Full Allotment; term: Overnight; releaseTime: 08:15; totalAmtSubmitted: 0; totalAmtAccepted: 0; minimumBidRate: 3.75. operationDate: 2026-06-12; operationType: Repo; operationMethod: Full Allotment; term: Overnight; releaseTime: 13:30; totalAmtSubmitted: 0; totalAmtAccepted: 0; minimumBidRate: 3.75.
Federal Reserve Bank of New York repo operations data reports the June 11, 2026 morning overnight full-allotment repo window had totalAmtSubmitted 0 and totalAmtAccepted 0 at minimumBidRate 3.75. The row updates the SRF usage input for the basis trade trigger and does not show a utilization spike.
operationDate: 2026-06-11; operationType: Repo; operationMethod: Full Allotment; term: Overnight; releaseTime: 08:15; totalAmtSubmitted: 0; totalAmtAccepted: 0; minimumBidRate: 3.75.
Federal Reserve Bank of New York SOFR API reports effectiveDate 2026-06-11, type SOFR, percentRate 3.60, and volumeInBillions 3061. This updates the funding-spread input for the trigger threshold_definition SOFR-IORB > 25 bps.
effectiveDate: 2026-06-11; type: SOFR; percentRate: 3.60; percentPercentile1: 3.57; percentPercentile25: 3.58; percentPercentile75: 3.66; percentPercentile99: 3.70; volumeInBillions: 3061
Federal Reserve H.4.1 dated June 11, 2026 reports Wednesday Jun 10, 2026 balance-sheet entries in Millions of dollars. The quote contains Repurchase agreements 6 5, Reverse repurchase agreements 12 317,298, and Other deposits held by depository institutions 3,111,454.
Release Date: June 11, 2026; Millions of dollars; Wednesday Jun 10, 2026; Repurchase agreements 6 5; Reverse repurchase agreements 12 317,298; Other deposits held by depository institutions 3,111,454.
Federal Reserve Bank of New York SOFR API reports SOFR at 3.59 percent for effective date 2026-06-10, with volumeInBillions 3023. Against the Federal Reserve Board IORB value in the separate PRATES row, the operator threshold SOFR-IORB > 25 bps is not met.
effectiveDate: 2026-06-10; type: SOFR; percentRate: 3.59; percentPercentile1: 3.55; percentPercentile25: 3.57; percentPercentile75: 3.64; percentPercentile99: 3.67; volumeInBillions: 3023
Federal Reserve PRATES JSON reports the interest on reserve balances rate value at 3.65, with ForDate 06/11/2026 and LastUpdated 06/10/2026. This provides the current IORB comparator for the operator threshold SOFR-IORB > 25 bps.
Value: 3.65; ForDate: 06/11/2026; EffectiveDate: 12/11/2025; LastUpdated: 06/10/2026
Federal Reserve PRATES JSON reports Value 3.65, ForDate 06/11/2026, EffectiveDate 12/11/2025, and LastUpdated 06/10/2026. This provides the current IORB comparator for the operator threshold SOFR-IORB > 25 bps.
Value: 3.65; ForDate: 06/11/2026; EffectiveDate: 12/11/2025; LastUpdated: 06/10/2026
Federal Reserve PRATES JSON reports the interest on reserve balances rate value at 3.65, with ForDate 06/10/2026 and LastUpdated 06/09/2026. This provides the current IORB comparator for the operator threshold SOFR-IORB > 25 bps.
Value: 3.65; ForDate: 06/10/2026; EffectiveDate: 12/11/2025; LastUpdated: 06/09/2026
Federal Reserve Bank of New York repo operations data for June 9, 2026 reports two full-allotment overnight repo windows, with totalAmtAccepted 2000000 in the morning operation and 101000000 in the afternoon operation at minimumBidRate 3.75. The row updates the SRF usage input for the basis trade trigger and does not show a utilization spike.
operationDate: 2026-06-09; operationType: Repo; operationMethod: Full Allotment; term: Overnight; releaseTime: 08:15; totalAmtSubmitted: 2000000; totalAmtAccepted: 2000000; minimumBidRate: 3.75. operationDate: 2026-06-09; operationType: Repo; operationMethod: Full Allotment; term: Overnight; releaseTime: 13:30; totalAmtSubmitted: 101000000; totalAmtAccepted: 101000000; minimumBidRate: 3.75.
Federal Reserve Bank of New York SOFR API reports SOFR at 3.63 percent for effective date 2026-06-08, with volumeInBillions 3115. Against the Federal Reserve Board IORB value in the separate PRATES row, the operator threshold SOFR-IORB > 25 bps is not met.
effectiveDate: 2026-06-08; type: SOFR; percentRate: 3.63; percentPercentile1: 3.57; percentPercentile25: 3.61; percentPercentile75: 3.68; percentPercentile99: 3.71; volumeInBillions: 3115