Provides insight into the cost of carry for the hedging strategy; consistent negative values indicate a persistent cost of hedging.
The net cash payments or receipts resulting from the periodic interest rate differentials on derivative contracts, such...
Comparable to net swap interest expense/income at financial institutions using derivatives.
cim_segment_mortgage_origination_periodic_interest_on_derivatives_net| Q1 '25 | Q1 '26 | |
|---|---|---|
| Value | $0.00 | $0.00 |