Beginning 2017:Q1, market value level from Corporate Credit Union Call Report (from NCUA 5310) Statement of Financial Condition, Investment Detail, Commercial Debt Obligations, Notes, sum of columns Held to Maturity book value (CUCPHV71), Available for Sale book value (CUCPHV73), and Trading Fair Value (CUCPHV74), plus Commercial Debt Obligations, Bonds, sum of columns Held to Maturity book value (CUCPHV76), Available for Sale book value (CUCPHV77), and Trading Fair Value (CUCPHV78), plus Commercial Debt Obligations, Other, sum of columns Held to Maturity book value (CUCPHV81), Available for Sale book value (CUCPHV83), and Trading Fair Value (CUCPHV84), plus Privately Issued Mortgage Related Issues, Subtotal, sum of columns Held to Maturity book value (CUCPHV16), Available for Sale book value (CUCPHV18), and Trading Fair Value (CUCPHV19), plus Asset Backed Securities, Subtotal, sum of columns Held to Maturity book value (CUCPHV51), Available for Sale book value (CUCPHV53), and Trading Fair Value (CUCPHV54), plus Commercial Mortgage Backed Securities (CMBS), Subtotal, sum of columns Held to Maturity book value (CUCPHV56), Available for Sale book value (CUCPHV58), and Trading Fair Value (CUCPHV59). For the period 2010:Q1 through 2016:Q4, level from NCUA 5310 call report, schedule A-3 Investments, sum of Commercial Debt Obligations, Notes (CUCP8020), Commercial Debt Obligations, Bonds (CUCP8021), Commercial Debt Obligations, Other (CUCP8022), Privately Issued Mortgage Related Issues, Subtotal (CUCPJ561), Asset Backed Securities, Subtotal (CUCPJ562), and Commercial Mortgage Backed Securities (CMBS), Subtotal (CUCPJ563). For the period 1997:Q1 through 2009:Q4, Level from NCUA 5310 call report, schedule A-3 Investments, Commercial Debt Obligations, Notes (CUCP8020), Commercial Debt Obligations, Bonds (CUCP8021), Commercial Debt Obligations, Other (CUCP8022), Privately Issued Mortgage Related Issues items (sum of CUCPB011, CUCP8004, CUCP8005, and CUCP8006), plus Asset Backed Securities items (sum of CUCP8009, CUCP8010, CUCP8011, CUCP8012 CUCP8013, CUCP8014, CUCP8015, and CUCP8016), plus Commercial Mortgage Backed Securities (CMBS) items (sum of CUCPF847, and CUCPF848). Capital gains are computed using the change in the Merrill Lynch U.S. Corporate Master par weighted price index. Transactions are the change in the market value level less capital gains less any other volume changes. Data for the most recent ten years show no significant seasonality.
Last edited on: 02/28/2019