Investing
Settlement (termination) of swaps, TBAs and futures, net
Invesco Mortgage Capital Settlement (termination) of swaps, TBAs and futures, net increased by 223.6% to $23.32M in Q1 2026 compared to the prior quarter. Year-over-year, this metric grew by 123.0%, from -$101.52M to $23.32M.
Analysis
StatementCash Flow Statement
SectionInvesting
CategoryRisk
SignalContext dependent
VolatilityVolatile
First reportedQ4 2023
Last reportedQ1 2026May 6, 2026
How to read this metric
Negative values indicate cash outflows to settle hedges, often occurring when interest rate environments shift, while positive values indicate gains from hedging activities.
Detailed definition
The net cash impact from the settlement or termination of derivative instruments, including swaps, TBAs, and futures. Th...
Peer comparison
Highly comparable among mortgage REITs that utilize extensive hedging strategies to manage interest rate exposure.
Metric ID:
investing_proceeds_from_payments_for_settlement_or_termi_72116cHistorical Data
9 periods
| Q4 '23 | Q1 '24 | Q3 '24 | Q4 '24 | Q1 '25 | Q2 '25 | Q3 '25 | Q4 '25 | Q1 '26 | |
|---|---|---|---|---|---|---|---|---|---|
| Value | -$199.14M | $48.68M | -$172.80M | $157.86M | -$101.52M | -$47.61M | -$49.19M | -$18.86M | $23.32M |
| QoQ Change | — | +124.4% | -455.0% | +191.4% | -164.3% | +53.1% | -3.3% | +61.7% | +223.6% |
| YoY Change | — | — | — | +179.3% | -308.5% | — | +71.5% | -111.9% | +123.0% |
Range-$199.14M – $157.86M
CAGR-65.8%
Avg YoY Growth-9.3%
Median YoY Growth+71.5%
Current Streak2 quarters growth
Settlement (termination) of swaps, TBAs and futures, net at Other Companies
Frequently Asked Questions
- What is Invesco Mortgage Capital's settlement (termination) of swaps, tbas and futures, net?
- Invesco Mortgage Capital (IVR) reported settlement (termination) of swaps, tbas and futures, net of $23.32M in Q1 2026.
- How has Invesco Mortgage Capital's settlement (termination) of swaps, tbas and futures, net changed year-over-year?
- Invesco Mortgage Capital's settlement (termination) of swaps, tbas and futures, net increased by 123.0% year-over-year, from -$101.52M to $23.32M.
- What does settlement (termination) of swaps, tbas and futures, net mean?
- Net cash paid or received from closing out derivative hedging contracts.