SIFMA - Securities Industry and Financial Markets Association Inc.

03/13/2024 | Press release | Distributed by Public on 03/13/2024 14:41

US Mortgage Backed Securities Statistics

SIFMA Research tracks the current landscape for U.S. mortgage-backed securities, including issuance, trading, and outstanding data. We also break out issuance and outstanding into several subcategories across the MBS sector for both agency and non-agency securities. Trading volumes are reported in the number of trades and dollar amounts for both agency and nonagency MBS. Data is downloadable by daily (trading volumes only), monthly, quarterly and annual statistics including trend analysis.

YTD statistics include:

  • Issuance (as of February) $199.5 billion, -38.9% Y/Y
  • Agency Trading (as of February) $291.4 billion ADV, +14.4% Y/Y
  • Non-Agency Trading (as of February) $1,579.1 million ADV, -19.5% Y/Y

SIFMA Insights

Understanding Fixed Income Markets in 2023

Fixed-income markets are the lifeblood of the global economy and understanding them has arguably never been more important. In this report, Greenwich Associates and SIFMA Insights demonstrate the multifaceted nature of modern fixed-income markets, with lending made available in many forms and via a variety of lenders.

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