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About Collateralized Mortgage Obligations (CMO) Trade Activity

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.

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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.

Trade Activity Data Glossary includes definitions of trade activity terms.
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 one rolling-year of intraday trade data for CMO trade quantities under one million. 
Data Purpose

Providing access to fixed income security data to create a level playing field for all market participants. 
Publish Schedule Real-trade activity is disseminated where CMO quantity is less than one million. Where CMO quantity is equal to or greater than one million, trade activity is disseminated weekly each Tuesday via the CMO Weekly Files and on the first Tuesday of the monthly via the CMO Monthly Files.  
Notes
  • CMO trade activity does 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.
  • Trade Activity Data Glossary includes definitions of trade activity terms.
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. See Fixed Income Data User Agreement for details.

Data is free for non-commerical use. Subscription data feeds are available to support academics, media, firms and industry. View FINRA website 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]