Derivative Liabilities - Fair Value
Cherry Hill Mortgage Investment Derivative Liabilities - Fair Value increased by 21.4% to $2.76M in Q1 2026 compared to the prior quarter. Year-over-year, this metric declined by 14.0%, from $3.21M to $2.76M. Over 5 years (FY 2020 to FY 2025), Derivative Liabilities - Fair Value shows a downward trend with a -17.3% CAGR. This increase may warrant attention — for this metric, lower values are generally preferred.
Analysis
How to read this metric
An increase in liabilities suggests unfavorable market movements for the company's hedges, while a decrease indicates a reduction in potential settlement obligations.
Detailed definition
This represents the fair value of derivative financial instruments that are currently in a liability position. These lia...
Peer comparison
Standard for energy companies; peers with similar hedging profiles will show comparable volatility in this line item.
derivative_liabilities_fair_valueHistorical Data
| 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 | $920.00K | $5.15M | $1.28M | $15.15M | $12.70M | $28.40M | $24.72M | $18.40M | $7.47M | $4.22M | $16.62M | $5.27M | $4.75M | $4.75M | $3.87M | $3.21M | $10.90M | $3.87M | $2.28M | $2.76M |
| QoQ Change | — | +459.8% | -75.2% | >999% | -16.2% | +123.6% | -13.0% | -25.6% | -59.4% | -43.6% | +294.2% | -68.3% | -9.8% | -0.0% | -18.5% | -17.0% | +239.6% | -64.5% | -41.2% | +21.4% |
| YoY Change | — | — | — | — | >999% | +451.4% | >999% | +21.5% | -41.2% | -85.2% | -32.8% | -71.4% | -36.4% | +12.7% | -76.7% | -39.1% | +129.5% | -18.6% | -41.2% | -14.0% |
Derivative Liabilities - Fair Value at Other Companies
Frequently Asked Questions
- What is Cherry Hill Mortgage Investment's derivative liabilities - fair value?
- Cherry Hill Mortgage Investment (CHMI) reported derivative liabilities - fair value of $2.76M in Q1 2026.
- How has Cherry Hill Mortgage Investment's derivative liabilities - fair value changed year-over-year?
- Cherry Hill Mortgage Investment's derivative liabilities - fair value decreased by 14.0% year-over-year, from $3.21M to $2.76M.
- What is the long-term trend for Cherry Hill Mortgage Investment's derivative liabilities - fair value?
- Over 5 years (2020 to 2025), Cherry Hill Mortgage Investment's derivative liabilities - fair value has grown at a -17.3% compound annual growth rate (CAGR), from $5.88M to $2.28M.
- What does derivative liabilities - fair value mean?
- The total market value of all derivative contracts that are currently resulting in a loss.