Beginning 2017:Q1, level from Corporate Credit Union Call Report (from NCUA 5310) Statement of Financial Condition, Investment Detail, Government and Agency Related Mortgage Issues, Subtotal, sum of columns Held to Maturity book value (CUCPHU96), Available for Sale book value (CUCPHU98), and Trading Fair Value (CUCPHU99). For the period 2010:Q1 through 2016:Q4, level from NCUA 5310 call report, schedule A-3 Investments, Government and Agency Mortgage-Related Issues, Subtotal (CUCPJ560). For the period 1997:Q1 through 2009:Q4, Level from NCUA 5310 call report, schedule A-3 Investments, Government and Agency Mortgage-Related Issues, sum of Fixed Rate CMOs/REMICs, Variable Rate CMOs/REMICs, Mortgage Backed Pass Throughs, Asset Backed Securities and Other (sum of CUCPB006, CUCPB007, CUCPB008, CUCPB009, and CUCPF846). Transactions are the change in the level. Data for the most recent ten years show no significant seasonality.
Last edited on: 05/16/2018