Beginning 2017:Q1, market value level from Corporate Credit Union Call Report (from NCUA 5310) Statement of Financial Condition, Investment Detail, U.S. Government and Government Guaranteed Obligations sum of Held to Maturity book value (CUCPHU61), Available for Sale book value (CUCPHU63), and Trading Fair Value (CUCPHU64). For the period 1997:Q1 through 2016:Q4, level from NCUA 5310 call report, schedule A-3 Investments, U.S. Government and Government Guaranteed Obligations (CUCP0400). Capital gains are computed using the change in the Merrill Lynch AAA Treasury 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