Operating
Realized And Unrealized Gain (Loss) On Derivative Instruments, Net
Invesco Mortgage Capital Realized And Unrealized Gain (Loss) On Derivative Instruments, Net increased by 40.0% to -$8.70M in Q1 2026 compared to the prior quarter. Year-over-year, this metric grew by 91.7%, from -$104.76M to -$8.70M.
Analysis
StatementCash Flow Statement
SectionOperating
CategoryRisk
SignalContext dependent
VolatilityVolatile
First reportedQ1 2016
Last reportedQ1 2026May 6, 2026
How to read this metric
Large losses may indicate ineffective hedging or significant market volatility, while gains suggest successful risk mitigation or favorable market moves.
Detailed definition
This metric captures the net change in value of derivative instruments, including swaps and futures, used for hedging in...
Peer comparison
Highly comparable across mortgage REITs that utilize derivatives to manage duration and interest rate exposure.
Metric ID:
operating_realized_and_unrealized_gain_loss_on_derivativ_f73570Historical Data
16 periods
| Q3 '21 | Q1 '22 | Q2 '22 | Q3 '22 | Q4 '22 | Q1 '23 | Q3 '23 | Q4 '23 | Q1 '24 | Q3 '24 | Q4 '24 | Q1 '25 | Q2 '25 | Q3 '25 | Q4 '25 | Q1 '26 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Value | $39.46M | $237.58M | $168.18M | $103.40M | $0.00 | -$99.36M | $79.56M | -$190.56M | $47.87M | -$168.23M | $150.24M | -$104.76M | -$59.55M | -$38.36M | -$14.51M | -$8.70M |
| QoQ Change | — | +502.1% | -29.2% | -38.5% | -100.0% | — | +180.1% | -339.5% | +125.1% | -451.4% | +189.3% | -169.7% | +43.2% | +35.6% | +62.2% | +40.0% |
| YoY Change | — | — | — | +162.1% | — | -141.8% | -23.1% | — | +148.2% | -311.4% | +178.8% | -318.8% | — | +77.2% | -109.7% | +91.7% |
Range-$190.56M – $237.58M
CAGR-33.2%
Avg YoY Growth-24.7%
Median YoY Growth+27.1%
Current Streak4 quarters growth
Realized And Unrealized Gain (Loss) On Derivative Instruments, Net at Other Companies
Frequently Asked Questions
- What is Invesco Mortgage Capital's realized and unrealized gain (loss) on derivative instruments, net?
- Invesco Mortgage Capital (IVR) reported realized and unrealized gain (loss) on derivative instruments, net of -$8.70M in Q1 2026.
- How has Invesco Mortgage Capital's realized and unrealized gain (loss) on derivative instruments, net changed year-over-year?
- Invesco Mortgage Capital's realized and unrealized gain (loss) on derivative instruments, net increased by 91.7% year-over-year, from -$104.76M to -$8.70M.
- What does realized and unrealized gain (loss) on derivative instruments, net mean?
- The net profit or loss from hedging instruments used to manage interest rate risk.