Other
Derivative Liability
Year-over-year, this metric grew by 1525.9%, from $1.77M to $28.73M. Over 5 years (FY 2020 to FY 2025), Derivative Liability shows a downward trend with a -100.0% CAGR. This increase may warrant attention — for this metric, lower values are generally preferred.
Analysis
StatementBalance Sheet Statement
SectionOther
CategoryRisk
SignalLower is better
VolatilityVolatile
First reportedQ4 2014
Last reportedQ1 2026May 6, 2026
How to read this metric
An increase in liabilities may indicate unfavorable market movements against the firm's hedges or increased hedging activity.
Detailed definition
This represents the total fair value of all derivative contracts that are in a loss position for the company at the repo...
Peer comparison
Standard metric for any large financial institution or insurer with significant balance sheet hedging activities.
Metric ID:
other_derivative_liabilitiesHistorical Data
20 periods
| 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 | Q1 '26 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Value | $17.26M | $11.67M | $14.36M | $77.61M | $37.28M | $3.70M | $2.08M | $12.29M | $2.64M | $7.64M | $0.00 | $0.00 | $1.53M | $0.00 | $627.00K | $1.77M | $10.78M | $680.00K | $0.00 | $28.73M |
| QoQ Change | — | -32.4% | +23.0% | +440.6% | -52.0% | -90.1% | -43.7% | +491.2% | -78.6% | +189.8% | -100.0% | — | — | -100.0% | — | +181.8% | +509.8% | -93.7% | -100.0% | — |
| YoY Change | — | — | — | — | +116.0% | -68.3% | -85.5% | -84.2% | -92.9% | +106.7% | -100.0% | -100.0% | -42.1% | -100.0% | — | — | +606.6% | — | -100.0% | >999% |
Range$0.00 – $77.61M
CAGR+11.3%
Avg YoY Growth+121.7%
Median YoY Growth-84.2%
Derivative Liability at Other Companies
Frequently Asked Questions
- What is Invesco Mortgage Capital's derivative liability?
- Invesco Mortgage Capital (IVR) reported derivative liability of $28.73M in Q1 2026.
- How has Invesco Mortgage Capital's derivative liability changed year-over-year?
- Invesco Mortgage Capital's derivative liability increased by 1525.9% year-over-year, from $1.77M to $28.73M.
- What is the long-term trend for Invesco Mortgage Capital's derivative liability?
- Over 5 years (2020 to 2025), Invesco Mortgage Capital's derivative liability has grown at a -100.0% compound annual growth rate (CAGR), from $6.34M to $0.00.
- What does derivative liability mean?
- The total market value of all derivative contracts that currently have a negative value for the company.