Business Segments · Periodic interest on derivatives, net

Mortgage Origination — Periodic interest on derivatives, net

Analysis

StatementSegment
CategoryEfficiency
SignalContext dependent
VolatilityStable
First reportedQ1 2025
Last reportedQ1 2026May 7, 2026

How to read this metric

Provides insight into the cost of carry for the hedging strategy; consistent negative values indicate a persistent cost of hedging.

Detailed definition

The net cash payments or receipts resulting from the periodic interest rate differentials on derivative contracts, such...

Peer comparison

Comparable to net swap interest expense/income at financial institutions using derivatives.

Metric ID: cim_segment_mortgage_origination_periodic_interest_on_derivatives_net

Historical Data

2 periods
 Q1 '25Q1 '26
Value$0.00$0.00
Range$0.00$0.00

Frequently Asked Questions

What is Chimera Investment Corp.'s mortgage origination — periodic interest on derivatives, net?
Chimera Investment Corp. (CIM) reported mortgage origination — periodic interest on derivatives, net of $0.00 in Q1 2026.
What does mortgage origination — periodic interest on derivatives, net mean?
The net cash flow from interest payments on hedging derivatives.