Beginning in 2003:Q1, level from Natural Person Credit Union Call Report NCUA 5300, Available-for-Sale and Held-to-Maturity Debt Securities and Trading Debt and Equity Securities. From 2003:Q1 to 2021:Q4, total federal agency securities (series CUSA0600). Beginning 2022:Q1, sum of total federal agency securities ' guaranteed, held to maturity debt securities (CUSApc06), total federal agency securities ' guaranteed, available-for-sale debt securities (CUSApc08), total federal agency securities ' non-guaranteed, held-to-maturity debt securities (CUSApc18), total federal agency securities ' non-guaranteed, available-for-sale debt securities (CUSApc20), total federal agency securities ' guaranteed, trading debt and equity securities (CUSApc71), and total federal agency securities ' non-guaranteed, trading debt and equity securities (CUSApc74). Capital gains are computed using the change in the Merrill Lynch AAA Agency par weighted price index. Unadjusted transactions are the change in the market value level less capital gains, less any other volume changes; seasonally adjusted transactions are obtained using X-13-ARIMA procedure.
Last edited on: 03/11/2025
