HP Derivative, Net Liability Position, Aggregate Fair Value increased by 209.2% to $303.00M in Q4 2025 compared to the prior quarter. Year-over-year, this metric grew by 765.7%, from $35.00M to $303.00M. Over 5 years (FY 2020 to FY 2025), Derivative, Net Liability Position, Aggregate Fair Value shows relatively stable performance with a 1.7% CAGR. This increase may warrant attention — for this metric, lower values are generally preferred.
A large net liability position indicates significant exposure to market movements that could require cash collateral or settlement payments.
This represents the net fair value of derivative contracts where the liability exceeds the asset value. It indicates the...
Common for large banks; the size depends on the volume of hedging activity and current market interest rate environments.
other_derivative_net_liability_position_aggregate_fair_value| Q1 '21 | Q2 '21 | Q3 '21 | Q4 '21 | Q1 '22 | Q2 '22 | Q3 '22 | Q4 '22 | Q1 '23 | Q2 '23 | Q3 '23 | Q4 '23 | Q1 '24 | Q2 '24 | Q3 '24 | Q4 '24 | Q1 '25 | Q2 '25 | Q3 '25 | Q4 '25 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Value | $258.00M | $95.00M | $64.00M | $30.00M | $60.00M | $79.00M | $82.00M | $238.00M | $176.00M | $174.00M | $91.00M | $119.00M | $101.00M | $103.00M | $59.00M | $35.00M | $506.00M | $242.00M | $98.00M | $303.00M |
| QoQ Change | — | -63.2% | -32.6% | -53.1% | +100.0% | +31.7% | +3.8% | +190.2% | -26.1% | -1.1% | -47.7% | +30.8% | -15.1% | +2.0% | -42.7% | -40.7% | >999% | -52.2% | -59.5% | +209.2% |
| YoY Change | — | — | — | — | -76.7% | -16.8% | +28.1% | +693.3% | +193.3% | +120.3% | +11.0% | -50.0% | -42.6% | -40.8% | -35.2% | -70.6% | +401.0% | +135.0% | +66.1% | +765.7% |