Beginning 2021:Q4, stocks outstanding from SEC tabulation of submissions of FOCUS reports, Schedule 1 - Aggregate securities, commodities, and swaps positions, short/sold, U.S. treasury securities (series F8201), plus stocks outstanding from SEC tabulation of submissions of FOGS reports, Statement of Financial Condition, Liabilities and Ownership Equity, Securities sold not yet purchased, at market value (series F1620). From 2000:Q1 to 2021:Q3, stocks outstanding estimated from total securities brokers and dealers securities sold short (FL664160000) multiplied by the average stocks outstanding from SEC tabulation of submissions of FOCUS reports, Schedule 1 - Aggregate securities, commodities, and swaps positions, short/sold, U.S. treasury securities (series F8201) over 2021:Q4 to 2022:Q3; plus stocks outstanding from SEC tabulation of submissions of FOGS reports, Statement of Financial Condition, Liabilities and Ownership Equity, Securities sold not yet purchased, at market value (series F1620). Revaluations are estimated based on the percent change in the Merrill Lynch AAA Treasury Master par weighted price index applied to the previous quarter's stocks outstanding. Unadjusted transactions are the change in stocks outstanding less estimated capital gains, less any other changes in volume. Seasonally adjusted transactions are obtained using X-13-ARIMA procedure through 2019:Q4; data for more recent periods show no significant seasonality.
Last edited on: 09/10/2025