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Icahn Enterprises IEP Investment — Derivative Fair Value Amount Offset Against Collateral Net
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Where this comes from
Reported directly by Icahn Enterprises in its filing.
Tagged under the XBRL concept us-gaap:DerivativeFairValueAmountOffsetAgainstCollateralNet.
The source filing: Icahn Enterprises’s 10-Q, filed August 5, 2026.
- Filed
- Aug 4, 2026, 8:00 PM EDT
- Fiscal quarter
- Q2 FY2026
- Calendar quarter
- Q2 2026
- Accession
- 0001104659-26-090605
| Line item | Derivative Assets / June 30, 2026 | Derivative Assets / December 31, 2025 | Derivative Liabilities / June 30, 2026 | Derivative Liabilities / December 31, 2025 |
|---|---|---|---|---|
| Equity contracts | $13 | $153 | $603 | $739 |
| Credit contracts | — | — | — | — |
| Commodity contracts | 6 | 1 | 141 | 10 |
| Sub-total | 19 | 154 | 744 | 749 |
| Netting across contract types(1) | (19) | (154) | (19) | (154) |
| Total(1) | — | — | $725 | $595 |
Item 1. Financial Statements (Unaudited)
FAQ
- What is Icahn Enterprises's investment — derivative fair value amount offset against collateral net?
- Icahn Enterprises (IEP) reported investment — derivative fair value amount offset against collateral net of -$19M in Q2 2026.
- How has Icahn Enterprises's investment — derivative fair value amount offset against collateral net changed year-over-year?
- Icahn Enterprises's investment — derivative fair value amount offset against collateral net increased by 83.2% year-over-year, from -$113M to -$19M.
- What is the long-term trend for Icahn Enterprises's investment — derivative fair value amount offset against collateral net?
- Over 4 years (2021 to 2025), Icahn Enterprises's investment — derivative fair value amount offset against collateral net has grown at a -22.4% compound annual growth rate (CAGR), from -$1.47B to -$532M.
- What does investment — derivative fair value amount offset against collateral net mean?
- Represents the net fair value of derivative positions after accounting for collateral posted or received to mitigate counterparty credit risk. This metric provides a clearer picture of the fund's net exposure to derivative counterparties by adjusting for the security held against these contracts. It is used to evaluate the fund's counterparty risk management and liquidity position.
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