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About CMO Securities Data

This data provides comprehensive information for collateralized mortgage obligation (CMO) securities with quantities under 1 million that traded within the past 10 years. A CMO is a type of mortgage-backed security in which mortgages are bundled together and sold as one investment. Learn more about CMOs and other bond types.

Fixed income data is compiled from multiple sources, including but not limited to TRACE, Refinitiv, S&P, Moody’s, and Black Knight Technologies and is published for noncommercial use. 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.

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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 ten years of end-of-day data. Up to three years of real-time trade history accessible from an individual security page.
Data Purpose

CMO trade data is disseminated to create a level playing field for all market participants. 
Publish Schedule End-of-day for securitized products where CMO quantity is less than one million. Weekly and monthly reports for CMO quanties over or equal to one million.  
Notes
  • Disseminated information will not include the reporting party, the side (buy/sell indicator) the contra party (dealer/customer indicator), or Remuneration Indicator
  • CMO transactions reported with a volume of $999,999.99 or less will be disseminated with the actual volume of the transaction.
Terms of Use Data is free for non-commerical use. Subscription data feeds are available to support academics, media, firms and industry. 

View Fixed Income Data User Agreement. 
View site Terms of Use. 
Available Formats
  • Interactive grid contains real-time data where CMO quantity is less than $1 million.
  • Weekly and monthly files are avilable for download as CSV files where CMO quantity is more than or equal to $1 million
Support

For additional information about CMO data, email [email protected].