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Home » Store » Non-Agency MBS » Agency MBS Trading Has Strong Month in September; Non-Agency Volume Was Weak

Agency MBS Trading Has Strong Month in September; Non-Agency Volume Was Weak

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Non-Agency MBS

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The average daily trading volume in agency MBS increased to $223.2 billion in September, the second highest reading of the year, according to figures compiled by the Securities Industry and Financial Markets Association. Compared to August, trading volume was up about 12.1 percent, but flat compared to the same month a year ago. The increase in activity coincided with declining bond prices and rising interest rates. As the weekend approached, the yield on the benchmark ...
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