62) Over the Past Three Months, How Have the Terms Under Which Agency RMBS Are Funded Changed?| A. Terms for Average Clients | 4. Collateral Spreads Over Relevant Benchmark (Effective Financing Rates). | Answer Type: Remained Basically Unchanged
SFQ62A4RBUNR • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
18.00
Year-over-Year Change
20.00%
Date Range
10/1/2011 - 4/1/2025
Summary
Monitors collateral spreads for average clients in agency RMBS markets. Provides critical insight into effective financing rates and market 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 tracks changes in collateral spreads over benchmark rates for typical mortgage-backed securities clients. Reflects broader lending environment.
Methodology
Quarterly survey of financial institutions tracking collateral spread variations.
Historical Context
Essential for understanding mortgage market pricing and risk assessment.
Key Facts
- Tracks average client collateral spreads
- Quarterly market assessment
- Indicates financing rate stability
FAQs
Q: What does 'remained basically unchanged' mean?
A: Collateral spreads for average clients showed minimal variation over the three-month period.
Q: Why track collateral spreads?
A: Provides insight into mortgage market pricing and risk perception among lenders.
Q: How are collateral spreads calculated?
A: Difference between collateral rates and relevant benchmark financing rates.
Q: Who benefits from this data?
A: Mortgage investors, financial analysts, and risk management professionals.
Q: What does this indicate about the market?
A: Suggests stable lending conditions for average mortgage-backed securities clients.
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Related Trends
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
CTQ25A2MINR
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: Remained Basically Unchanged
CTQ40BRBUNR
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 | 7. More-Aggressive Competition from Other Institutions. | Answer Type: 3rd Most Important
CTQ31B73MINR
68) Over the Past Three Months, How Has Demand for Term Funding with a Maturity Greater Than 30 Days of Non-Agency RMBS by Your Institution's Clients Changed?| Answer Type: Decreased Considerably
SFQ68DCNR
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?| F. CMBS. | Answer Type: Decreased Considerably
SFQ79FDCNR
50) Over the Past Three Months, How Has the Volume of Mark and Collateral Disputes Relating to Contracts of Each of the Following Types Changed?| G. TRS Referencing Non-Securities (Such as Bank Loans, Including, for Example, Commercial and Industrial Loans and Mortgage Whole Loans). | Answer Type: Increased Considerably
OTCDQ50GICNR
Citation
U.S. Federal Reserve, Agency RMBS Collateral Spreads (SFQ62A4RBUNR), retrieved from FRED.