Beginning 2017:Q1, market value level from Corporate Credit Union Call Report (from NCUA 5310) Statement of Financial Condition, Investment Detail, Government Agency Non-Mortgage Related Issues, Obligations of U.S. Government Sponsored Enterprises, sum of columns Held to Maturity book value (CUCPHU66), Available for Sale book value (CUCPHU68), and Trading Fair Value (CUCPHU69), plus 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, sum of Obligations of U.S. Government Sponsored Enterprises (CUCP 0600) and 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, Obligations of U.S. Government Sponsored Enterprises (CUCP 0600), plus 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). Capital gains are computed using the change in the Merrill Lynch AAA Agency 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. Transactions are the change in the level. Data for the most recent ten years show no significant seasonality.
Last edited on: 02/28/2019