US Mortgage Backed Securities Statistics

Want to learn more about the current landscape for U.S. mortgage-backed securities? SIFMA Research tracks issuance, trading, and outstanding data, breaking out issuance and outstanding into several sub-categories 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. Download daily (trading volumes only), monthly, quarterly and annual statistics with trend analysis below. Current statistics include:
• Issuance (as of May) $345.1 billion, +0.1% Y/Y
• Agency Trading (as of May) $282,039.3 million, +5% Y/Y
• Non-Agency Trading (as of May) $2,790.7 million, -16% Y/Y
• Outstanding (as of 4Q20) $11,214 billion, +10% Y/Y

Monthly, quarterly or annual mortgage-related securities issuance, outstanding, and trading volumes for the U.S. mortgage-related market.

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