60) Over the Past Three Months, How Have the Terms Under Which Equities Are Funded (Including Through Stock Loan) Changed?| A. Terms for Average Clients | 4. Collateral Spreads Over Relevant Benchmark (Effective Financing Rates). | Answer Type: Tightened Somewhat
SFQ60A4TSNR • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
0.00
Year-over-Year Change
-100.00%
Date Range
10/1/2011 - 4/1/2025
Summary
Tracks changes in equity funding terms for average clients, focusing on collateral spreads over benchmark financing rates. Provides insight into market lending conditions and risk perception.
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 metric evaluates how equity funding terms evolve, reflecting financial market dynamics and institutional lending practices. It helps assess credit market tightness.
Methodology
Collected through survey of financial institutions tracking lending terms and conditions.
Historical Context
Used by regulators and investors to understand credit market sentiment and risk.
Key Facts
- Indicates marginal changes in equity funding conditions
- Reflects institutional lending practices
- Important for credit market analysis
FAQs
Q: What do collateral spreads indicate?
A: Collateral spreads measure the risk premium in lending. Higher spreads suggest increased market uncertainty.
Q: How often is this data updated?
A: Typically updated quarterly by financial survey mechanisms.
Q: Why are equity funding terms important?
A: They reveal market liquidity and institutional risk assessment strategies.
Q: Can this metric predict market trends?
A: It provides leading indicators of potential market stress or expansion.
Q: Who uses this economic indicator?
A: Investors, financial analysts, and policymakers track these funding terms.
Related Trends
23) Over the Past Three Months, How Have the Price Terms (for Example, Financing Rates) Offered to Insurance Companies as Reflected Across the Entire Spectrum of Securities Financing and Otc Derivatives Transaction Types Changed, Regardless of Nonprice Terms?| Answer Type: Remained Basically Unchanged
ALLQ23RBUNR
40) Over the Past Three Months, How Has the Duration and Persistence of Mark and Collateral Disputes with Clients of Each of the Following Types Changed?| B. Hedge Funds. | Answer Type: Increased Considerably
ALLQ40BICNR
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?| A. Possible Reasons for Tightening | 5. Diminished Availability of Balance Sheet or Capital at Your Institution. | Answer Type: 2nd Most Important
CTQ31A52MINR
12) 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 Trading Reits Across the Entire Spectrum of Securities Financing and Otc Derivatives Transaction Types Changed, Regardless of Price Terms?| Answer Type: Tightened Somewhat
ALLQ12TSNR
71) Over the Past Three Months, How Has Demand for Funding of Cmbs by Your Institution's Clients Changed?| Answer Type: Decreased Considerably
ALLQ71DCNR
79) Over the Past Three Months, How Has the Duration and Persistence of Mark and Collateral Disputes Relating to Lending Against Each of the Following Collateral Types Changed?| G. Consumer Abs. | Answer Type: Increased Somewhat
ALLQ79GISNR
Citation
U.S. Federal Reserve, Equity Funding Terms (SFQ60A4TSNR), retrieved from FRED.