69) Over the Past Three Months, How Have Liquidity and Functioning in the Non-Agency RMBS Market Changed?| Answer Type: Deteriorated Somewhat
SFQ69EONR • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
2.00
Year-over-Year Change
100.00%
Date Range
10/1/2011 - 4/1/2025
Summary
Tracks liquidity and market functioning in non-agency residential mortgage-backed securities (RMBS). Provides critical insights into secondary mortgage market 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 changes in market dynamics for non-agency RMBS, reflecting investor sentiment and market health in mortgage-backed securities.
Methodology
Surveyed from financial market participants and institutional investors quarterly.
Historical Context
Used by regulators and investors to assess mortgage market stability and risk.
Key Facts
- Quarterly assessment of market conditions
- Focuses on non-agency mortgage securities
- Indicates market sentiment and risk perception
FAQs
Q: What are non-agency RMBS?
A: Mortgage-backed securities not guaranteed by government-sponsored enterprises like Fannie Mae or Freddie Mac.
Q: Why is RMBS market liquidity important?
A: Reflects overall health of mortgage lending and investor confidence in real estate markets.
Q: How often is this data updated?
A: Quarterly survey providing current market condition assessments.
Q: Who uses this market liquidity data?
A: Investors, financial analysts, regulators, and economic policymakers monitor these trends.
Q: What does 'deteriorated somewhat' indicate?
A: Suggests slight decline in market trading efficiency and investor confidence.
Related Trends
70) Over the Past Three Months, How Have the Terms Under Which Cmbs Are Funded Changed?| A. Terms for Average Clients | 1. Maximum Amount of Funding. | Answer Type: Eased Considerably
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25) To the Extent That the Price or Nonprice Terms Applied to Insurance Companies Have Tightened or Eased over the Past Three Months (as Reflected in Your Responses to Questions 23 and 24), What Are the Most Important Reasons for the Change?| A. Possible Reasons for Tightening | 2. Reduced Willingness of Your Institution to Take on Risk. | Answer Type: First in Importance
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31) To the Extent That the Price or Nonprice Terms Applied to Separately Managed Accounts Established with Investment Advisers Have Tightened or Eased over the Past Three Months (as Reflected in Your Responses to Questions 29 and 30), What Are the Most Important Reasons for the Change?| B. Possible Reasons for Easing | 6. Improvement in General Market Liquidity and Functioning. | Answer Type: First in Importance
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39) Over the Past Three Months, How Has the Volume of Mark and Collateral Disputes with Clients of Each of the Following Types Changed?| F. Separately Managed Accounts Established with Investment Advisers. | Answer Type: Remained Basically Unchanged
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78) Over the Past Three Months, How Has the Volume of Mark and Collateral Disputes Relating to Lending Against Each of the Following Collateral Types Changed?| F. Cmbs. | Answer Type: Remained Basically Unchanged
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19) To the Extent That the Price or Nonprice Terms Applied to Mutual Funds, ETFs, Pension Plans, and Endowments Have Tightened or Eased Over the Past Three Months (as Reflected in Your Responses to Questions 17 and 18), What Are the Most Important Reasons for the Change?| B. Possible Reasons for Easing | 3. Adoption of Less-Stringent Market Conventions (That Is, Collateral Terms and Agreements, ISDA Protocols). | Answer Type: 2nd Most Important
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Citation
U.S. Federal Reserve, Non-Agency RMBS Market Liquidity (SFQ69EONR), retrieved from FRED.