Other
Derivative Liability
Orchid Island Capital Derivative Liability decreased by 65.6% to $635.00K in Q1 2026 compared to the prior quarter. Over 4 years (FY 2021 to FY 2025), Derivative Liability shows a downward trend with a -29.8% CAGR. This is a positive signal — lower values indicate better performance for this metric.
Analysis
StatementBalance Sheet Statement
SectionOther
CategoryRisk
SignalLower is better
VolatilityVolatile
First reportedQ4 2015
Last reportedQ1 2026Apr 24, 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
15 periods
| Q4 '21 | 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 | $7.59M | $7.16M | $19.58M | $12.88M | $2.73M | $12.69M | $80.00K | $844.00K | $0.00 | $332.00K | $0.00 | $4.36M | $2.95M | $1.85M | $635.00K |
| QoQ Change | — | -5.6% | +173.5% | -34.3% | -78.8% | +364.8% | -99.4% | +955.0% | -100.0% | — | -100.0% | — | -32.3% | -37.4% | -65.6% |
| YoY Change | — | -5.6% | — | — | — | +77.3% | -99.6% | -93.4% | -100.0% | -97.4% | -100.0% | +416.5% | — | +456.0% | — |
Range$0.00 – $19.58M
CAGR-50.8%
Avg YoY Growth+50.4%
Median YoY Growth-93.4%
Current Streak3 quarters decline
Derivative Liability at Other Companies
Frequently Asked Questions
- What is Orchid Island Capital's derivative liability?
- Orchid Island Capital (ORC) reported derivative liability of $635.00K in Q1 2026.
- What is the long-term trend for Orchid Island Capital's derivative liability?
- Over 4 years (2021 to 2025), Orchid Island Capital's derivative liability has grown at a -29.8% compound annual growth rate (CAGR), from $7.59M to $1.85M.
- What does derivative liability mean?
- The total market value of all derivative contracts that currently have a negative value for the company.