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: Remained Basically Unchanged
SFQ66A4RBUNR • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
12.00
Year-over-Year Change
20.00%
Date Range
10/1/2011 - 4/1/2025
Summary
Monitors collateral spreads for average clients in non-agency residential mortgage-backed securities. Provides insights into standard lending 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 effective financing rates and collateral spreads for typical RMBS market participants. It helps understand baseline lending environment.
Methodology
Quarterly survey of financial institutions reporting lending market conditions.
Historical Context
Critical for understanding standard credit market dynamics.
Key Facts
- Represents average client lending conditions
- Indicates stable financing rates
- Quarterly market assessment
FAQs
Q: What does 'remained basically unchanged' indicate?
A: Suggests stable lending conditions without significant market shifts.
Q: How are collateral spreads calculated?
A: Measured as difference between collateral value and relevant benchmark financing rates.
Q: Why track these spreads?
A: Provides insight into credit market stability and lending risk perceptions.
Q: Who uses this data?
A: Financial analysts, investors, and economic researchers monitoring market conditions.
Q: How frequently is this data updated?
A: Collected and reported on a quarterly basis by financial institutions.
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Related Trends
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?| B. Possible Reasons for Easing | 7. More-Aggressive Competition from Other Institutions. | Answer Type: First in Importance
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70) Over the Past Three Months, How Have the Terms Under Which CMBS Are Funded Changed?| B. Terms for Most Favored Clients, as a Consequence of Breadth, Duration And/or Extent of Relationship | 2. Maximum Maturity. | Answer Type: Remained Basically Unchanged
SFQ70B2RBUNR
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 | 2. Maximum Maturity. | Answer Type: Tightened Somewhat
ALLQ62B2TSNR
70) Over the Past Three Months, How Have the Terms Under Which Cmbs 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 Somewhat
ALLQ70B1ESNR
76) Over the Past Three Months, How Has Demand for Term Funding with a Maturity Greater Than 30 Days of Consumer Abs by Your Institution's Clients Changed?| Answer Type: Decreased Considerably
ALLQ76DCNR
39) Over the Past Three Months, How Has the Volume of Mark and Collateral Disputes with Clients of Each of the Following Types Changed?| E. Insurance Companies. | Answer Type: Remained Basically Unchanged
ALLQ39ERBUNR
Citation
U.S. Federal Reserve, Non-Agency RMBS Collateral Spreads (SFQ66A4RBUNR), retrieved from FRED.