About CMO Securities Data
Fixed Income data is compiled from multiple sources, including but not limited to TRACE, Refinitiv, S&P, Moody’s, and Black Knight Technologies. FINRA and its information providers do not guarantee the accuracy, completeness or timeliness of the data. Individuals should not make investment or other financial decisions solely on the basis of this data.
I agree with the Fixed Income Data User Agreement
About the Data
| Data Glossary & User Guide | Collateralized Mortgage Obligation (CMO) Data Glossary contains definitions of fields and possible values for CMO data. |
| Data Sources | Data is collected through TRACE (Trade Reporting and Compliance Engine), the facility for mandatory reporting of over-the-counter transactions in eligible fixed income securities. TRACE data is complied with data from multiple sources, including but not limited to Refinitiv, S&P, Moody’s, and Black Knight Technologies. |
| Time Period | Up to five rolling-years of data. |
| Data Purpose |
Providing real-time data on CMO quanties under 1 million and weekly and monthly access to CMO trade data over 1 million to create a level playing field for all market participants. |
| Publish Schedule | Real-Time Dissemination of Securitized Products Data where CMO quantity is less than $1 million. Publication of weekly and monthly files where CMO quantity is more than or equal to $1 million. |
| Notes |
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| Terms of Use | Because of licensing agreements with multiple data providers, customers are limited to exporting a maximum of 50 rows of data through the interactive grid. Data is free for non-commerical use. Subscription data feeds are available to support academics, media, firms and industry. View Terms of Use. |
| Available Formats |
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| Support |
For additional information about CMO data, email [email protected] |