69) Over the Past Three Months, How Have Liquidity and Functioning in the Non-Agency RMBS Market Changed?| Answer Type: Deteriorated Considerably

SFQ69TNNR • Economic Data from Federal Reserve Economic Data (FRED)

Latest Value

0.00

Year-over-Year Change

N/A%

Date Range

10/1/2011 - 4/1/2025

Summary

Tracks liquidity and functioning of the non-agency residential mortgage-backed securities market. Provides critical insight into mortgage market health and financial system stability.

Analysis & Context

This economic indicator provides valuable insights into current market conditions and economic trends. The data is updated regularly by the Federal Reserve and represents one of the most reliable sources for economic analysis.

Understanding this metric helps economists, policymakers, and investors make informed decisions about economic conditions and future trends. The interactive chart above allows you to explore historical patterns and identify key trends over time.

About This Dataset

This indicator measures changes in market conditions for non-agency residential mortgage-backed securities. It helps economists assess financial market stress and credit availability.

Methodology

Surveyed data from financial institutions tracking market liquidity and trading conditions.

Historical Context

Used by policymakers to monitor potential systemic risks in mortgage markets.

Key Facts

  • Indicates significant market deterioration
  • Reflects non-agency mortgage market conditions
  • Important financial system health indicator

FAQs

Q: What does SFQ69TNNR measure?

A: It tracks liquidity and functioning of non-agency residential mortgage-backed securities markets over three months.

Q: Why are non-agency RMBS important?

A: They represent mortgage securities not guaranteed by government-sponsored enterprises, indicating private market credit conditions.

Q: How often is this data updated?

A: Typically updated quarterly based on financial institution surveys.

Q: What does 'deteriorated considerably' mean?

A: Indicates significant decline in market liquidity and trading conditions for mortgage-backed securities.

Q: Who uses this data?

A: Economists, financial regulators, and investment professionals monitor this indicator.

Related Trends

46) Over the Past Three Months, How Have Initial Margin Requirements Set by Your Institution with Respect to Otc Credit Derivatives Referencing Securitized Products (Such as Specific Abs or Mbs Tranches and Associated Indexes) Changed?| B. Initial Margin Requirements for Most Favored Clients, as a Consequence of Breadth, Duration, And/or Extent of Relationship. | Answer Type: Decreased Somewhat

ALLQ46BDSNR

35) Over the Past Three Months, How Have the Price Terms (for Example, Financing Rates) Offered to Nonfinancial Corporations as Reflected Across the Entire Spectrum of Securities Financing and Otc Derivatives Transaction Types Changed, Regardless of Nonprice Terms?| Answer Type: Eased Somewhat

ALLQ35ESNR

30) Over the Past Three Months, How Has Your Use of Nonprice Terms (for Example, Haircuts, Maximum Maturity, Covenants, Cure Periods, Cross-Default Provisions or Other Documentation Features) with Respect to Separately Managed Accounts Established with Investment Advisers Across the Entire Spectrum of Securities Financing and OTC Derivatives Transaction Types Changed, Regardless of Price Terms?| Answer Type: Eased Considerably

CTQ30ECNR

26) How Has the Intensity of Efforts by Insurance Companies to Negotiate More Favorable Price and Nonprice Terms Changed over the Past Three Months?| Answer Type: Remained Basically Unchanged

ALLQ26RBUNR

44) Over the Past Three Months, How Have Initial Margin Requirements Set by Your Institution with Respect to OTC Equity Derivatives Changed?| A. Initial Margin Requirements for Average Clients. | Answer Type: Decreased Considerably

OTCDQ44ADCNR

39) Over the Past Three Months, How Has the Volume of Mark and Collateral Disputes with Clients of Each of the Following Types Changed?| D. Mutual Funds, ETFs, Pension Plans, and Endowments. | Answer Type: Increased Somewhat

CTQ39DISNR

Citation

U.S. Federal Reserve, Non-Agency RMBS Market Liquidity (SFQ69TNNR), retrieved from FRED.