Other
Net interest received (paid) on interest rate swaps
Annaly Capital Management Net interest received (paid) on interest rate swaps increased by 17.0% to $254.06M in Q1 2026 compared to the prior quarter. Year-over-year, this metric declined by 43.3%, from $448.04M to $254.06M. Over 4 years (FY 2021 to FY 2025), Net interest received (paid) on interest rate swaps shows an upward trend with a 34.9% CAGR.
Analysis
StatementIncome Statement
SectionOther
CategoryRisk
SignalContext dependent
VolatilityVolatile
First reportedQ1 2013
Last reportedQ1 2026Apr 29, 2026
How to read this metric
Positive values indicate net receipts from hedges, which can offset rising interest expenses; negative values indicate costs associated with maintaining hedges.
Detailed definition
The net cash settlement amount paid or received from interest rate swap agreements used to hedge interest rate risk. Thi...
Peer comparison
Common for financial institutions using derivatives to manage interest rate exposure.
Metric ID:
other_interest_paid_net_interest_rate_derivativeHistorical 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 | -$3.39M | -$121.04M | -$82.68M | -$66.92M | -$8.98M | $18.60M | $72.92M | $302.04M | $316.00M | $273.61M | $414.90M | $759.44M | $328.02M | $265.56M | $296.94M | $448.04M | $277.58M | $186.95M | $217.15M | $254.06M |
| QoQ Change | — | <-999% | +31.7% | +19.1% | +86.6% | +307.1% | +292.1% | +314.2% | +4.6% | -13.4% | +51.6% | +83.0% | -56.8% | -19.0% | +11.8% | +50.9% | -38.0% | -32.7% | +16.2% | +17.0% |
| YoY Change | — | — | — | — | -164.9% | +115.4% | +188.2% | +551.4% | >999% | >999% | +469.0% | +151.4% | +3.8% | -2.9% | -28.4% | -41.0% | -15.4% | -29.6% | -26.9% | -43.3% |
Range-$121.04M – $759.44M
CAGR+148.1%
Avg YoY Growth+382.3%
Median YoY Growth+0.4%
Current Streak2 quarters growth
Net interest received (paid) on interest rate swaps at Other Companies
Frequently Asked Questions
- What is Annaly Capital Management's net interest received (paid) on interest rate swaps?
- Annaly Capital Management (NLY) reported net interest received (paid) on interest rate swaps of $254.06M in Q1 2026.
- How has Annaly Capital Management's net interest received (paid) on interest rate swaps changed year-over-year?
- Annaly Capital Management's net interest received (paid) on interest rate swaps decreased by 43.3% year-over-year, from $448.04M to $254.06M.
- What is the long-term trend for Annaly Capital Management's net interest received (paid) on interest rate swaps?
- Over 4 years (2021 to 2025), Annaly Capital Management's net interest received (paid) on interest rate swaps has grown at a 34.9% compound annual growth rate (CAGR), from -$340.74M to $1.13B.
- What does net interest received (paid) on interest rate swaps mean?
- Net cash flow from interest rate hedging activities.