62) Over the Past Three Months, How Have the Terms Under Which Agency RMBS Are Funded Changed?| B. Terms for Most Favored Clients, as a Consequence of Breadth, Duration And/or Extent of Relationship | 3. Haircuts. | Answer Type: Remained Basically Unchanged
SFQ62B3RBUNR • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
20.00
Year-over-Year Change
17.65%
Date Range
10/1/2011 - 4/1/2025
Summary
Monitors funding terms for Agency RMBS for most favored clients. Provides insights into mortgage-backed securities 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 tracks haircut changes in Agency Residential Mortgage-Backed Securities funding. It reflects market lending and collateral valuation trends.
Methodology
Survey-based data collection tracking changes in RMBS funding terms.
Historical Context
Used by mortgage investors and financial policy makers to assess market conditions.
Key Facts
- Tracks Agency RMBS funding terms
- Focuses on most favored client categories
- Indicates mortgage market stability
FAQs
Q: What are RMBS haircuts?
A: Haircuts represent the difference between collateral value and funding amount in mortgage securities.
Q: Why track these funding terms?
A: Provides insight into mortgage market liquidity and lending conditions for top-tier clients.
Q: How often are these terms updated?
A: Typically reviewed and reported quarterly by financial institutions.
Q: What does 'remained basically unchanged' indicate?
A: Suggests stable funding terms with minimal market volatility during the reporting period.
Q: Who monitors these funding terms?
A: Mortgage investors, financial analysts, and regulatory bodies track these market indicators.
Related Trends
45) Over the Past Three Months, How Have Initial Margin Requirements Set by Your Institution with Respect to Otc Credit Derivatives Referencing Corporates (Single-Name Corporates or Corporate Indexes) Changed?| A. Initial Margin Requirements for Average Clients. | Answer Type: Remained Basically Unchanged
ALLQ45ARBUNR
36) 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 Nonfinancial Corporations Across the Entire Spectrum of Securities Financing and Otc Derivatives Transaction Types Changed, Regardless of Price Terms?| Answer Type: Tightened Somewhat
ALLQ36TSNR
62) Over the Past Three Months, How Have the Terms Under Which Agency RMBS Are Funded Changed?| B. Terms for Most Favored Clients, as a Consequence of Breadth, Duration And/or Extent of Relationship | 4. Collateral Spreads Over Relevant Benchmark (Effective Financing Rates). | Answer Type: Eased Somewhat
SFQ62B4ESNR
66) Over the Past Three Months, How Have the Terms Under Which Non-Agency Rmbs Are Funded Changed?| A. Terms for Average Clients | 2. Maximum Maturity. | Answer Type: Remained Basically Unchanged
ALLQ66A2RBUNR
13) To the Extent That the Price or Nonprice Terms Applied to Trading Reits Have Tightened or Eased over the Past Three Months (as Reflected in Your Responses to Questions 11 and 12), 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
ALLQ13A2MINR
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 | 7. More-Aggressive Competition from Other Institutions. | Answer Type: First In Importance
CTQ19B7MINR
Citation
U.S. Federal Reserve, Agency RMBS Funding Terms (SFQ62B3RBUNR), retrieved from FRED.