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