Level from SEC tabulation of submissions of FOCUS and FOGS reports, Statement of Financial Condition, Assets, Securities and spot commodities owned, at market value, U.S. and Canadian government obligations (series F380) multiplied by the percentage of broker and dealer securities owned that are agency- and GSE backed. Unadjusted transactions are the change in the level; seasonally adjusted transactions are obtained using X-13-ARIMA procedure.
Last edited on: 08/23/2021