Level from SEC tabulation of submissions of FOCUS and FOGS reports, Statement of Financial Condition, Liabilities and Ownership Equity, Securities sold not yet purchased, at market value (series F1620) multiplied by the percentage of broker and dealer securities sold not yet purchased that are corporate and foreign bonds. Unadjusted transactions are the change in the level; seasonally adjusted transactions are obtained using X-13-ARIMA procedure.
Last edited on: 08/23/2021