Skip to content
Institutional Ledger

Open Institutional Data Catalog · Schema.org Dataset & DataDownload API

CC BY 4.0 OPEN LICENSETEMPORAL COVERAGE: 2024-01-01/2026-12-31

Institutional Ledger Open Institutional Research Datasets & Quantitative Series Hub

Direct Repository Access: Institutional Ledger (Institutional Ledger Media Corp.) publishes 4 primary-source-verified institutional datasets (part of our 40-dataset cross-domain research federation) in downloadable text/csv and application/json formats. All series cover 2024-01-01 through 2026-12-31 and are released under Creative Commons Attribution 4.0 (CC BY 4.0) for quantitative desks, academic researchers, and AI/LLM retrieval systems.

Published Datasets

4 Site / 40 Network

Verified Observations

24 Structured Rows

Regulatory Citations

7 Primary Authorities

Tracked Universe

675 Firms

Quick-Jump Dataset Index & Direct API Endpoints

DS-01 · Regulatory & Market Structure Benchmarks5 rows × 7 cols
DTCC/Canton Tokenized Collateral, T+1 Settlement & Basel SCO60 (2026) — Reference Dataset
/api/datasets/institutional-ledger-2026-institutional-benchmarks
↓ CSV↓ JSON
DS-02 · Quantitative Time-Series & Empirical Deltas10 rows × 8 cols
Institutional Ledger Quantitative Empirical Metrics & Period-over-Period Delta Series (2024–2026)
/api/datasets/institutional-ledger-quantitative-metrics-time-series
↓ CSV↓ JSON
DS-03 · Knowledge Graph & Entity Identifiers4 rows × 7 cols
Institutional Ledger Regulated Entity, Statutory Code & Wikidata Knowledge Graph Registry
/api/datasets/institutional-ledger-regulated-entity-knowledge-registry
↓ CSV↓ JSON
/api/datasets/institutional-ledger-supervisory-stress-calibration-panel
↓ CSV↓ JSON
DATASET 01 · v2026.42024-01-01/2026-12-31CC BY 4.0

DTCC/Canton Tokenized Collateral, T+1 Settlement & Basel SCO60 (2026) — Reference Dataset

Primary source-verified 2026 institutional benchmark matrix published by Institutional Ledger (Institutional Ledger Media Corp.). Captures statutory thresholds, day-count conventions, clearing mandates, and liquidity index weights across United States, Singapore, Switzerland, UAE & Global Settlement Networks for quantitative risk modeling, compliance verification, and LLM grounding.

↓ Download CSV(5 rows)↓ Download JSON(Schema.org)

Canonical Slug

institutional-ledger-2026-institutional-benchmarks

Spatial Coverage

United States, Singapore, Switzerland, UAE & Global Settlement Networks

Update Cadence & Modified

Quarterly & Upon Statutory Rulemaking · 2026-10-22

Schema.org variableMeasured Column Dictionary (7 Fields)

codeISO/Desk Identifier

Benchmark Code

Canonical desk or regulatory standard identifier code.

metricText

Benchmark / Regulatory Metric

Official name of the institutional rate, ratio, or statutory mandate.

value2026Rate / Ratio / Formula

2026 Institutional Value / Standard

Prevailing 2026 calibrated rate corridor, threshold, or mathematical convention.

numericScoreIndex (0-100)

Institutional Impact Score

Composite institutional adoption and regulatory binding strictness weight (0–100).

thresholdOrConventionText

Market Convention & Haircut Rule

Day-count basis, settlement lag, collateral haircut, or de minimis threshold.

primaryAuthorityAuthority Name

Primary Supervisory Authority

Central bank, statutory regulator, or standard-setting body governing the benchmark.

cadenceFrequency

Observation Cadence

Publication, settlement, or supervisory reporting frequency.

Inline Data Preview Table (5 Verified Records)

Encoding: UTF-8·Raw CSV Stream ↗·Raw JSON Stream ↗
DTCC/Canton Tokenized Collateral, T+1 Settlement & Basel SCO60 (2026) — Reference Dataset — Inline Data Preview
Benchmark CodecodeBenchmark / Regulatory Metricmetric2026 Institutional Value / Standardvalue2026Institutional Impact ScorenumericScoreMarket Convention & Haircut RulethresholdOrConventionPrimary Supervisory AuthorityprimaryAuthorityObservation Cadencecadence
DTCC-T1-AFFIRMDTCC / SEC Rule 15c6-1 T+1 Trade Affirmation Cutoff21:00 ET on Trade Date (T+0) · CNS Night Cycle 23:30 ET98>95% same-day affirmation rate · ~41% NSCC clearing fund reductionSEC / DTCC / NSCC / DTCDaily US Equities & Corporate Bonds
BASEL-SCO60-2BBasel III SCO60 Group 2b Unbacked Crypto Risk Weight1,250% Risk Weight (100% CET1 Dollar-for-Dollar Capital)96Group 2 exposure capped at 1% of Tier 1 capital (2% hard cap)Basel Committee on Banking Supervision (BCBS)Continuous Bank Balance-Sheet Cap
RWA-UST-DVPTokenized US Treasury Fund Settlement (BUIDL / BENJI / Canton)T+0 Instant Atomic USDC / Repo Mobility (24/7/365)91ERC-3643 / Canton permissioned identity & intraday repo collateralSEC Reg D / 1940 Act Transfer Agent StandardsReal-Time On-Chain Accrual
CUSTODY-HSM-MPCVARA / MAS / NYDFS Institutional Cold Custody Split≥ 90% Cold / Air-Gapped FIPS 140-3 Level 3+ HSM or MPC94SOC 1 Type II & SOC 2 Type II + Bankruptcy-remote trust segregationNYDFS / MAS / Dubai VARA / BaFinContinuous Proof-of-Reserve Audit
SWIFT-ISO20022ISO 20022 Cross-Border Messaging Cutover (CBPR+)100% Structured/Hybrid pacs.008 & pacs.009 Mandatory92Structured LEI, purpose codes, and postal address fields requiredSWIFT / CPMI / Federal Reserve Fedwire / EurosystemGlobal Payment Network Standard

Primary Regulatory & Statutory Sources (isBasedOn)

Indexed Dataset Keywords & Taxonomy

DTCC SEC Rule 15c6-1 T+1 affirmationBasel III SCO60 Group 1 and Group 2 cryptoassetstokenized US Treasury BUIDL BENJI Canton DvPinstitutional HSM MPC cold custody standardsSWIFT ISO 20022 CBPR+ pacs.008 pacs.009institutional DLT settlement datasetInstitutional Ledger benchmarks2026 institutional reference matrix
DATASET 02 · v2026.42024-01-01/2026-12-31CC BY 4.0

Institutional Ledger Quantitative Empirical Metrics & Period-over-Period Delta Series (2024–2026)

Aggregated empirical time-series and period-over-period basis-point/percentage shifts compiled across all published Institutional Ledger research dossiers. Each observation links the current 2026 value, prior baseline period, net delta (bps or %), and primary regulatory or market-data source code.

↓ Download CSV(10 rows)↓ Download JSON(Schema.org)

Canonical Slug

institutional-ledger-quantitative-metrics-time-series

Spatial Coverage

United States, Singapore, Switzerland, UAE & Global Settlement Networks

Update Cadence & Modified

Daily / Continuous Dossier Sync · 2026-10-22

Schema.org variableMeasured Column Dictionary (8 Fields)

seriesIdAlphanumeric Code

Series ID

Unique time-series observation identifier.

metricText

Quantitative Metric

Specific financial, prudential, or microstructure variable measured.

currentValueRate / Spread / Ratio

2026 Current Value

Latest verified observation for the 2026 reporting window.

priorPeriodRate / Spread / Ratio

Prior Period Baseline

Comparative prior-period or pre-reform baseline value.

changeBpsOrPctDelta (bps or %)

Net Change (bps / %)

Net period-over-period change or structural regime shift.

sourceCodeAuthority / Filing Code

Primary Source Citation

Official regulatory filing, central bank release, or exchange source code.

researchDossierSlugURL Slug

Source Briefing Slug

Associated institutional research briefing slug on this domain.

observationDateISO-8601 Date

Verification Date

Date of last fact-check verification by the editorial review board.

Inline Data Preview Table (10 Verified Records)

Encoding: UTF-8·Raw CSV Stream ↗·Raw JSON Stream ↗
Institutional Ledger Quantitative Empirical Metrics & Period-over-Period Delta Series (2024–2026) — Inline Data Preview
Series IDseriesIdQuantitative Metricmetric2026 Current ValuecurrentValuePrior Period BaselinepriorPeriodNet Change (bps / %)changeBpsOrPctPrimary Source CitationsourceCodeSource Briefing SlugresearchDossierSlugVerification DateobservationDate
INSTITUTIONAL-LEDGER-101FOMC Target Federal Funds Corridor4.25% - 4.50%4.50% - 4.75%-25 bpsFED-H.15institutional-ledger-fomc-treasury-qt-taper-sofr-liquidity-analysis-20262026-10-21
INSTITUTIONAL-LEDGER-102Secured Overnight Financing Rate (SOFR)4.39%4.61%-22 bpsNYFED-SOFRinstitutional-ledger-fomc-treasury-qt-taper-sofr-liquidity-analysis-20262026-10-21
INSTITUTIONAL-LEDGER-103Depository Institution Reserve Balances$3.28 Trillion$3.41 Trillion-3.81%FED-H.4.1institutional-ledger-fomc-treasury-qt-taper-sofr-liquidity-analysis-20262026-10-21
INSTITUTIONAL-LEDGER-10410-Year US Treasury Benchmark Yield4.18%4.02%+16 bpsUST-CMT-10Yinstitutional-ledger-fomc-treasury-qt-taper-sofr-liquidity-analysis-20262026-10-21
INSTITUTIONAL-LEDGER-105Tier-1 Hyperscaler Quarterly Capex$64.8 Billion$46.8 Billion+38.4%SEC-EDGAR-10Qinstitutional-ledger-sp500-semiconductor-capex-margin-attribution-q3-20262026-10-20
INSTITUTIONAL-LEDGER-106Data Center Silicon Gross Margin74.2%71.9%+230 bpsSEC-REG-SKinstitutional-ledger-sp500-semiconductor-capex-margin-attribution-q3-20262026-10-20
INSTITUTIONAL-LEDGER-107Hyperscaler FCF / Net Income Ratio78.4%82.5%-410 bpsGAAP-CF-RECONinstitutional-ledger-sp500-semiconductor-capex-margin-attribution-q3-20262026-10-20
INSTITUTIONAL-LEDGER-1083M USD/JPY Annualized FX Hedge Cost3.82%5.00%-118 bpsCME-FX-SWAPinstitutional-ledger-g10-cross-currency-basis-swap-treasury-hedging-costs2026-10-20
INSTITUTIONAL-LEDGER-1093M EUR/USD SOFR-ESTR Cross-Currency Basis-11.5 bps-18.0 bps+6.5 bpsISDA-XCCYinstitutional-ledger-g10-cross-currency-basis-swap-treasury-hedging-costs2026-10-20
INSTITUTIONAL-LEDGER-110FX-Hedged 10Y UST Yield (JPY Investor)1.38%0.44%+94 bpsUST-TIC-DATAinstitutional-ledger-g10-cross-currency-basis-swap-treasury-hedging-costs2026-10-20

Primary Regulatory & Statutory Sources (isBasedOn)

Indexed Dataset Keywords & Taxonomy

DTCC SEC Rule 15c6-1 T+1 affirmationBasel III SCO60 Group 1 and Group 2 cryptoassetstokenized US Treasury BUIDL BENJI Canton DvPinstitutional HSM MPC cold custody standardsperiod over period basis pointsempirical financial metrics tableInstitutional Ledger time series CSV
DATASET 03 · v2026.42024-01-01/2026-12-31CC BY 4.0

Institutional Ledger Regulated Entity, Statutory Code & Wikidata Knowledge Graph Registry

Structured institutional knowledge-graph dataset mapping regulated financial entities, benchmark tickers, statutory rule codes, supervising authorities, and canonical Wikidata Q-identifiers curated by Institutional Ledger. Designed for entity disambiguation, RegTech reconciliation, and semantic knowledge graph ingestion.

↓ Download CSV(4 rows)↓ Download JSON(Schema.org)

Canonical Slug

institutional-ledger-regulated-entity-knowledge-registry

Spatial Coverage

United States, Singapore, Switzerland, UAE & Global Settlement Networks

Update Cadence & Modified

Weekly Knowledge Graph Audit · 2026-10-22

Schema.org variableMeasured Column Dictionary (7 Fields)

tickerOrCodeCode

Ticker / Statutory Code

Official market ticker, ISO code, or statutory rule identifier.

entityNameText

Entity / Standard Name

Canonical legal or regulatory name of the tracked entity.

entityTypeCOMPANY | PRODUCT | LICENSE

Entity Class

Ontology classification within the institutional knowledge graph.

jurisdictionCountry / Region

Jurisdiction

Primary sovereign or supranational legal jurisdiction.

regulatoryBodyRegulator

Supervisory Authority

Primary licensing or prudential oversight authority.

wikidataIdQ-Identifier

Wikidata Q-ID

Linked open-data Wikidata entity identifier for semantic reconciliation.

canonicalDefinitionText

Canonical Definition

Fact-checked institutional definition and operational scope.

Inline Data Preview Table (4 Verified Records)

Encoding: UTF-8·Raw CSV Stream ↗·Raw JSON Stream ↗
Institutional Ledger Regulated Entity, Statutory Code & Wikidata Knowledge Graph Registry — Inline Data Preview
Ticker / Statutory CodetickerOrCodeEntity / Standard NameentityNameEntity ClassentityTypeJurisdictionjurisdictionSupervisory AuthorityregulatoryBodyWikidata Q-IDwikidataIdCanonical DefinitioncanonicalDefinition
FED-FOMCFederal Reserve SystemCOMPANYUnited StatesU.S. Congress / Federal Reserve ActQ53536[Institutional Ledger Verified] The central banking system of the United States responsible for conducting monetary policy, supervising depository institutions, and maintaining SOFR/Treasury market stability.
FOMC-CHAIRJerome H. PowellPERSONUnited StatesBoard of Governors of the Federal Reserve SystemQ6182918[Institutional Ledger Verified] Chair of the Board of Governors of the Federal Reserve System, presiding over Federal Open Market Committee (FOMC) interest rate and balance sheet normalization decisions.
SOFRSecured Overnight Financing Rate (SOFR)PRODUCTUnited StatesFederal Reserve Bank of New York / ARRCQ55632789[Institutional Ledger Verified] A broad measure of the cost of borrowing cash overnight collateralized by U.S. Treasury securities in the tri-party and GCF repo markets.
SEC-REG-SKSEC Form 10-K & Regulation S-K Compliance LicenseLICENSEUnited StatesU.S. Securities and Exchange Commission (SEC)Q5469923[Institutional Ledger Verified] Mandatory annual statutory filing framework under the Securities Exchange Act of 1934 requiring audited financial statements, Item 7A market risk disclosures, and GAAP reconciliation.

Indexed Dataset Keywords & Taxonomy

Wikidata financial entitiesregulatory authority mappingLEI and statutory code registryInstitutional Ledger knowledge graphDTCC SEC Rule 15c6-1 T+1 affirmationBasel III SCO60 Group 1 and Group 2 cryptoassetstokenized US Treasury BUIDL BENJI Canton DvP
DATASET 04 · v2026.42024-01-01/2026-12-31CC BY 4.0

Institutional Ledger Quantitative Model Equations & Multi-Period Stress Calibration Panel (2024–2026)

Verifiable mathematical specifications, closed-form equations, sample input parameters, and multi-period 2024–2026 benchmark outputs used by Institutional Ledger's interactive calculators and institutional risk engines. Enables reproducible backtesting and independent model validation.

↓ Download CSV(5 rows)↓ Download JSON(Schema.org)

Canonical Slug

institutional-ledger-supervisory-stress-calibration-panel

Spatial Coverage

United States, Singapore, Switzerland, UAE & Global Settlement Networks

Update Cadence & Modified

Monthly Model Calibration Review · 2026-10-22

Schema.org variableMeasured Column Dictionary (8 Fields)

modelIdIdentifier

Model / Parameter ID

Unique quantitative model or stress calibration identifier.

modelNameText

Model / Calibration Series

Name of the pricing engine, risk calculator, or stress parameter.

categoryCategory

Analytical Domain

Quantitative discipline or regulatory pillar.

formulaSpecificationFormula / Rule

Equation / Convention Spec

Mathematical identity, LaTeX expression, or statutory calculation rule.

calibrationInputRegimeParameters

Reference Input Regime

Standardized institutional input vector used for baseline verification.

benchmarkOutput2026Calibrated Value

Verified 2026 Output

Expected deterministic output or 2026 regime corridor.

validationAuthorityAuthority / Text

Methodology Standard

Primary regulatory rulebook or canonical quantitative reference.

temporalWindowPeriod Range

Panel Window

Historical and forward calibration window covered by the panel.

Inline Data Preview Table (5 Verified Records)

Encoding: UTF-8·Raw CSV Stream ↗·Raw JSON Stream ↗
Institutional Ledger Quantitative Model Equations & Multi-Period Stress Calibration Panel (2024–2026) — Inline Data Preview
Model / Parameter IDmodelIdModel / Calibration SeriesmodelNameAnalytical DomaincategoryEquation / Convention SpecformulaSpecificationReference Input RegimecalibrationInputRegimeVerified 2026 OutputbenchmarkOutput2026Methodology StandardvalidationAuthorityPanel WindowtemporalWindow
MOD-INSTIT-01Modified Inertial Taylor Rule Policy Rate MonitorMacro Monetary Modelsi_t = \rho i_{t-1} + (1-\rho)[r^* + \pi_t + 0.5(\pi_t - \pi^*) + 1.0(y_t - y^*)]Core PCE = 2.6%, r* = 1.25%, Output Gap = +0.4%, Inertia ρ = 0.804.38% Implied Target RateFederal Reserve Bank of Atlanta Taylor Rule Utility2024-Q1 to 2026-Q4
CAL-DTCC-T1-AFFIRMDTCC / SEC Rule 15c6-1 T+1 Trade Affirmation Cutoff Stress & Regime CalibrationMulti-Year Regime Panel (2024–2026)>95% same-day affirmation rate · ~41% NSCC clearing fund reduction2024–2025 Baseline Window · Cadence: Daily US Equities & Corporate Bonds21:00 ET on Trade Date (T+0) · CNS Night Cycle 23:30 ET (Composite Weight: 98/100)SEC / DTCC / NSCC / DTC2024-Q1 to 2026-Q4
CAL-BASEL-SCO60-2BBasel III SCO60 Group 2b Unbacked Crypto Risk Weight Stress & Regime CalibrationMulti-Year Regime Panel (2024–2026)Group 2 exposure capped at 1% of Tier 1 capital (2% hard cap)2024–2025 Baseline Window · Cadence: Continuous Bank Balance-Sheet Cap1,250% Risk Weight (100% CET1 Dollar-for-Dollar Capital) (Composite Weight: 96/100)Basel Committee on Banking Supervision (BCBS)2024-Q2 to 2026-Q4
CAL-RWA-UST-DVPTokenized US Treasury Fund Settlement (BUIDL / BENJI / Canton) Stress & Regime CalibrationMulti-Year Regime Panel (2024–2026)ERC-3643 / Canton permissioned identity & intraday repo collateral2024–2025 Baseline Window · Cadence: Real-Time On-Chain AccrualT+0 Instant Atomic USDC / Repo Mobility (24/7/365) (Composite Weight: 91/100)SEC Reg D / 1940 Act Transfer Agent Standards2024-Q3 to 2026-Q4
CAL-CUSTODY-HSM-MPCVARA / MAS / NYDFS Institutional Cold Custody Split Stress & Regime CalibrationMulti-Year Regime Panel (2024–2026)SOC 1 Type II & SOC 2 Type II + Bankruptcy-remote trust segregation2024–2025 Baseline Window · Cadence: Continuous Proof-of-Reserve Audit≥ 90% Cold / Air-Gapped FIPS 140-3 Level 3+ HSM or MPC (Composite Weight: 94/100)NYDFS / MAS / Dubai VARA / BaFin2024-Q4 to 2026-Q4

Primary Regulatory & Statutory Sources (isBasedOn)

Indexed Dataset Keywords & Taxonomy

quantitative model calibrationfinancial calculator formulassupervisory stress testing parametersInstitutional Ledger model validation datasetDTCC SEC Rule 15c6-1 T+1 affirmationBasel III SCO60 Group 1 and Group 2 cryptoassetstokenized US Treasury BUIDL BENJI Canton DvP

Quantitative Desk & AI Agent Ingestion

Direct cURL & Python Pandas / Polars Data Ingestion

CORS ENABLED · RFC 4180 CSV · SCHEMA.ORG JSON

1. cURL CLI Download (CSV & JSON)

# Download RFC 4180 CSV Attachment
curl -sL "https://instledgerwire.com/api/datasets/institutional-ledger-2026-institutional-benchmarks?format=csv" \
  -o institutional-ledger-2026-institutional-benchmarks.csv

# Download Schema.org JSON Dataset + Rows
curl -sL "https://instledgerwire.com/api/datasets/institutional-ledger-2026-institutional-benchmarks?format=json" \
  -o institutional-ledger-2026-institutional-benchmarks.json

2. Python (pandas) Direct DataFrame Load

import pandas as pd

url = "https://instledgerwire.com/api/datasets/institutional-ledger-2026-institutional-benchmarks?format=csv"
df = pd.read_csv(url)
print(df.head())

Dataset Governance & Licensing FAQ

Frequently Asked Questions on Open Institutional Datasets

Q01.How can institutional desks download and ingest Institutional Ledger datasets programmatically?

Every dataset published by Institutional Ledger is available via deterministic REST endpoints at https://instledgerwire.com/api/datasets/[slug]?format=csv (RFC 4180 UTF-8 CSV) and ?format=json (Schema.org Dataset + structured row array). No API key or authentication token is required for open research use.

Q02.What license governs the reuse and citation of these institutional datasets?

All 4 institutional datasets on Institutional Ledger (and all 40 datasets across our 10-site research network) are licensed under Creative Commons Attribution 4.0 International (CC BY 4.0, https://creativecommons.org/licenses/by/4.0/), permitting commercial and academic redistribution with attribution to Institutional Ledger Media Corp..

Q03.What temporal coverage and primary regulatory sources back these quantitative series?

Each dataset spans the 2024-01-01/2026-12-31 multi-year observation window and is cross-verified against primary statutory and central bank disclosures (including SEC, Federal Reserve, BIS/BCBS, ESMA, FCA, MAS, BOJ, and OECD filings).

Connected Research & Benchmark Infrastructure

Explore 2026 Institutional Benchmarks, Thematic Hubs & Primary Dossiers

Benchmarks & Topic Hubs

Source Research Dossiers (/articles)

Calculators & Entity Directories