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About Mortgage-Backed Securities (MBS) 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

Mortgage-Backed Security (MBS) Data Glossary contains definitions of fields and possible values for MBS data set.

Trade Activity Data Glossary defines terms used in the trade activity data set. 

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.
Data Purpose Comprehensive, real-time MBS information is published for non-commerical use to create level playing field for all market participants.  
Publish Schedule FINRA provides real-time market trade information for MBS including execution date and time, quantity, price and yield. Since the bond market is less liquid than most markets for stocks, there may be no trade activity in a security for a period of time.

Data is disseminated on executed bond trades, not bond quotes. The TRACE system has no execution capability, nor can it accept quotations. To learn about how to buy and sell bonds, see Buying and Selling Bonds.

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. 
Available Formats

Interactive Grid


For additional information about MBS data, email [email protected]