Beginning 2021q4, level from SEC tabulation of submissions of FOCUS reports, Schedule 1 - Aggregate securities, commodities, and swaps positions, Short/sold, Total net securities, commodities, and swaps positions (series F8371) plus 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, 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). Revaluations are the sum of revaluations on securities brokers and dealers short positions (series FR664164103, FR664161703, FR664166303, FR664161103, and FR664166203). Unadjusted transactions are the change in the level less estimated revaluations, less any other changes in volume. Seasonally adjusted transactions are obtained using X-13-ARIMA procedure.
Last edited on: 06/10/2025