66) Over the Past Three Months, How Have the Terms Under Which Non-Agency Rmbs Are Funded Changed?| A. Terms for Average Clients | 4. Collateral Spreads over Relevant Benchmark (Effective Financing Rates). | Answer Type: Tightened Somewhat

ALLQ66A4TSNR • Economic Data from Federal Reserve Economic Data (FRED)

Latest Value

1.00

Year-over-Year Change

N/A%

Date Range

10/1/2011 - 1/1/2025

Summary

Tracks changes in funding terms for non-agency residential mortgage-backed securities. Provides critical insights into mortgage market lending conditions.

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 shifts in collateral spreads and effective financing rates for mortgage-backed securities. It reflects lending market dynamics.

Methodology

Survey-based data collection tracking changes in mortgage security funding terms.

Historical Context

Used by policymakers and investors to assess mortgage market lending conditions.

Key Facts

  • Indicates mortgage market lending flexibility
  • Reflects securities market funding conditions
  • Signals potential credit market changes

FAQs

Q: What are non-agency RMBS?

A: Residential mortgage-backed securities not guaranteed by government-sponsored enterprises.

Q: Why do collateral spreads matter?

A: They indicate the risk premium and lending conditions in mortgage securities markets.

Q: How often are these terms updated?

A: Typically surveyed and reported on a quarterly basis by financial institutions.

Q: What do tightening terms suggest?

A: Tighter terms might indicate increased lending caution or improved market confidence.

Q: Who monitors these funding changes?

A: Investors, mortgage lenders, and financial regulators track these market indicators.

Related Trends

54) Over the Past Three Months, How Has Demand for Term Funding with a Maturity Greater Than 30 Days of High-Grade Corporate Bonds by Your Institution's Clients Changed?| Answer Type: Decreased Somewhat

SFQ54DSNR

6) To the Extent That the Price or Nonprice Terms Applied to Hedge Funds Have Tightened or Eased over the Past Three Months (as Reflected in Your Responses to Questions 4 and 5), What Are the Most Important Reasons for the Change?| B. Possible Reasons for Easing | 7. More-Aggressive Competition from Other Institutions. | Answer Type: 2nd Most Important

ALLQ06B72MINR

52) Over the Past Three Months, How Have the Terms Under Which High-Grade Corporate Bonds Are Funded Changed?| B. Terms for Most Favored Clients, as a Consequence of Breadth, Duration And/or Extent of Relationship | 1. Maximum Amount of Funding. | Answer Type: Eased Considerably

SFQ52B1ECNR

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 Considerably

CTQ39DICNR

37) To the Extent That the Price or Nonprice Terms Applied to Nonfinancial Corporations Have Tightened or Eased Over the Past Three Months (as Reflected in Your Responses to Questions 35 and 36), What Are the Most Important Reasons for the Change?| A. Possible Reasons for Tightening | 4. Higher Internal Treasury Charges for Funding. | Answer Type: 3rd Most Important

CTQ37A43MINR

41) Over the Past Three Months, How Have Nonprice Terms Incorporated in New or Renegotiated OTC Derivatives Master Agreements Put in Place with Your Institution's Clients Changed?| D. Triggers and Covenants. | Answer Type: Tightened Considerably

OTCDQ41DTCNR

Citation

U.S. Federal Reserve, Non-Agency RMBS Funding Terms (ALLQ66A4TSNR), retrieved from FRED.