Questions tagged [securities]

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How do I find out how much in US treasury securities the Fed purchased in a given month?

Let's say I'd like to find out how much the Fed purchased in US treasury securities in May 2022. Here's one approach that I've been referred to. Go to this page on TreasuryDirect: https://www....
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1 answer
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The Fed's repo amount and TGCR shows positive pearson correlation. How so?

If I understand correctly, repo (https://fred.stlouisfed.org/series/RPONTSYD#0) → easier to borrow and the interest rate decreases → Tri-Party General Collateral Rate (TGCR) decreases → monetary ...
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Momentum Indicators/Oscellators for Trading

The concept of momentum in trading is a bit weird to me. It seems to me to be measuring a first derivative or first difference of price, or something in that ballpark depending on the exact formulae ...
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If repo period is just one day, how do banks arrange the cash to repurchase the securities from the Central Bank?

The RBI (India's Central Bank) website says that "predominantly, repos are undertaken on an overnight basis, i.e., for one day period." So basically, the Central Bank buys securities from ...
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Has anyone developed a good methodology for high-frequency inflation nowcasting?

Let's say I want to know what happened to the value of the U.S. dollar between three minutes and two minutes back from ... NOW. I have given myself a two minute slack period for data collection and ...
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What makes a shareholder a "shareholder of record"?

In public companies filling some reports with the SEC (10K for example), there is a mention of the number of shareholders of record. Example: "As of April 20, 2021, we had approximately 40 ...
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1 answer
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Form of security with a potentially infinite amount of equity for a continous payout for game?

I'm trying to create a game that's a bit like monopoly. The objective of the game is to earn money by investing money. The game has a limited amount of players and an increasing amount of money each ...
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1 vote
1 answer
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What happens to an MBS if all the underlying mortgages are fully paid back by the borrowers much before the maturity date?

What would happen to an MBS (mortgage-backed security) if hypothetically speaking all the underlying mortgages were fully paid back by the mortgagees (borrowers), much before the maturity date? I ...
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Can a position at a hedge fund be securitized?

Let's say that I'm an investor in a hedge fund, a recession just hit and I need cash asap. But the hedge fund either has infrequent redemption, or it locks my fund in, until the market gets better and ...
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Impacts of Suspending Mortgage and Rent Payments

Recently, there has been some support for suspending rent and mortgage payments, the goal being to provide financial relief during the Covid-19 response. I'm wondering what the impacts for the ...
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1 answer
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How does a mortgage-backed security issued by a bank allows it to borrow cheaper and make more loans?

I am currently reading a book called "Austerity, the history of a dangerous idea" by Mike Blythe. I am not an economist, but I am interested to learn more. Blythe writes (p.24): "The old 3-6-3 ...
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Why the treasury is buying back its treasury securities during the coronavirus economic crisis?

I have read today that the treasury of my home country (not the US) started to buy back a significant amount of its Treasury securities (bonds, notes ...) from their owners. My question is what ...
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Negative real rates on yield curve

If you look at information on the Treasury website, you will notice that currently, the real interest rate on the entire yield curve is negative. If you check the nominal rates in the short term, you ...
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Societal benefits of Securitisation (e.g. Asset Backed Securities)

I was reading about the benefits and harms of securitisation. A research piece suggested "Reducing overreliance on the banking system" with 2 sub-points: Corporates can access to the funding sources ...
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4 votes
2 answers
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Why don't we transact with securities rather than fiat money?

I don't know a whole lot about economics besides for an intro course I took once so bear with me please... I'm a software developer working with cryptocurrencies, and I got to thinking that it would ...
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Forward Guidance - What happens when the FED unloads its balance sheet

Please Excuse my ignorance. The US Federal Reserve has issued forward guidance telling the world that it is going to start to sell its (well a little less) 4.5 trillion dollars worth of securities ...
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1 vote
0 answers
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What is the FRB's Z.1 table L.218

I'm updating a document that cites this: As of December 2011, 67 percent of home mortgage debt was either securitized through agency or non-agency MBS or held on the balance sheets of Fannie ...
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1 vote
2 answers
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Is trading in the commodity futures much more riskier than trading in stock market futures?

My understanding is that the price of a stock at the stock exchange is determined by supply demand mechanics during trading hours, and the price of futures is determined by the price of the underlying ...
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2 votes
2 answers
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What is the need for a special purpose entity/vehicle in mortgage backed securities

What is the need to create a special purpose entity/vehicle (SPV) for mortgage backed securities? What potential risks are avoided due to the creation of SPV? It is my naive idea that the holder of ...
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