About Mortgage-Backed Securities (MBS) Trade Activity
This data provides comprehensive information on mortgage-backed securities (MBSs) that traded within the past 10 years. Access up to three years real-time trade history and seven years end-of-day trade history per security. Trade history represents mortgage securities with similar characteristics, i.e., reference data ID (RDID). An MBS provides issuers with monthly payments from a pool of mortgages and passes on a proportionate share of the collected principal and interest to bondholders. Learn more about MBSs 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. 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 ten years end-of-day trade activity for MBS securities. Up to three years of real-time trade history accessible from an individual security page. |
| Data Purpose | Comprehensive MBS information is published for non-commerical use to create level playing field for all market participants. |
| Publish Schedule | Updated daily. 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. |
| Notes |
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 | 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 |
| Support | For additional information about MBS data, email [email protected]. |