Other Income & Expense
Fair Value Hedge Ineffectiveness, Net
JPMorgan Chase Fair Value Hedge Ineffectiveness, Net decreased by 24.0% to $361.00M in Q1 2026 compared to the prior quarter. Year-over-year, this metric declined by 19.2%, from $447.00M to $361.00M. This increase may warrant attention — for this metric, lower values are generally preferred.
Analysis
StatementIncome Statement
SectionOther Income & Expense
CategoryRisk
SignalLower is better
VolatilityModerate
First reportedQ1 2015
Last reportedQ1 2026May 1, 2026
How to read this metric
Lower ineffectiveness indicates a highly efficient hedging program, while higher ineffectiveness suggests potential risk management gaps.
Detailed definition
The net gain or loss recognized in the income statement resulting from the portion of a fair value hedge that does not p...
Peer comparison
Standard metric for firms using derivatives to manage interest rate or commodity price risk.
Metric ID:
jpm_fair_value_hedge_ineffectivenessHistorical Data
15 periods
| Q2 '21 | Q3 '21 | Q1 '22 | Q2 '22 | Q3 '22 | Q1 '23 | Q2 '23 | Q3 '23 | Q1 '24 | Q2 '24 | Q3 '24 | Q1 '25 | Q2 '25 | Q3 '25 | Q1 '26 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Value | -$43.00M | -$66.00M | -$120.00M | -$160.00M | -$82.00M | $217.00M | $211.00M | $235.00M | $174.00M | $203.00M | $385.00M | $447.00M | $456.00M | $475.00M | $361.00M |
| QoQ Change | — | -53.5% | -81.8% | -33.3% | +48.8% | +364.6% | -2.8% | +11.4% | -26.0% | +16.7% | +89.7% | +16.1% | +2.0% | +4.2% | -24.0% |
| YoY Change | — | — | — | -272.1% | -24.2% | +280.8% | +231.9% | +386.6% | -19.8% | -3.8% | +63.8% | +156.9% | +124.6% | +23.4% | -19.2% |
Range-$160.00M – $475.00M
CAGR+83.7%
Avg YoY Growth+77.4%
Median YoY Growth+43.6%
Fair Value Hedge Ineffectiveness, Net at Other Companies
Frequently Asked Questions
- What is JPMorgan Chase's fair value hedge ineffectiveness, net?
- JPMorgan Chase (JPM) reported fair value hedge ineffectiveness, net of $361.00M in Q1 2026.
- How has JPMorgan Chase's fair value hedge ineffectiveness, net changed year-over-year?
- JPMorgan Chase's fair value hedge ineffectiveness, net decreased by 19.2% year-over-year, from $447.00M to $361.00M.
- What does fair value hedge ineffectiveness, net mean?
- The portion of hedging gains or losses that failed to offset risk.