Net interest received (paid) on interest rate swaps
Annaly Capital Management Net interest received (paid) on interest rate swaps increased by 17.0% to $254.06M in Q1 2026 compared to the prior quarter. Year-over-year, this metric declined by 43.3%, from $448.04M to $254.06M. Over 4 years (FY 2021 to FY 2025), Net interest received (paid) on interest rate swaps shows an upward trend with a 34.9% CAGR. This is a positive signal — higher values indicate stronger performance for this metric.
Analysis
How to read this metric
Positive net receipts indicate effective hedging or favorable market movements, while net payments represent the cost of maintaining interest rate protection.
Detailed definition
The net cash flow resulting from interest rate swap agreements used to hedge interest rate risk. This reflects the effec...
Peer comparison
Common among financial firms using derivatives to manage interest rate exposure.
supplemental_interest_paid_net_interest_rate_derivativeHistorical 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 | -$3.39M | -$121.04M | -$82.68M | -$66.92M | -$8.98M | $18.60M | $72.92M | $302.04M | $316.00M | $273.61M | $414.90M | $759.44M | $328.02M | $265.56M | $296.94M | $448.04M | $277.58M | $186.95M | $217.15M | $254.06M |
| QoQ Change | — | <-999% | +31.7% | +19.1% | +86.6% | +307.1% | +292.1% | +314.2% | +4.6% | -13.4% | +51.6% | +83.0% | -56.8% | -19.0% | +11.8% | +50.9% | -38.0% | -32.7% | +16.2% | +17.0% |
| YoY Change | — | — | — | — | -164.9% | +115.4% | +188.2% | +551.4% | >999% | >999% | +469.0% | +151.4% | +3.8% | -2.9% | -28.4% | -41.0% | -15.4% | -29.6% | -26.9% | -43.3% |
Net interest received (paid) on interest rate swaps at Other Companies
Frequently Asked Questions
- What is Annaly Capital Management's net interest received (paid) on interest rate swaps?
- Annaly Capital Management (NLY) reported net interest received (paid) on interest rate swaps of $254.06M in Q1 2026.
- How has Annaly Capital Management's net interest received (paid) on interest rate swaps changed year-over-year?
- Annaly Capital Management's net interest received (paid) on interest rate swaps decreased by 43.3% year-over-year, from $448.04M to $254.06M.
- What is the long-term trend for Annaly Capital Management's net interest received (paid) on interest rate swaps?
- Over 4 years (2021 to 2025), Annaly Capital Management's net interest received (paid) on interest rate swaps has grown at a 34.9% compound annual growth rate (CAGR), from -$340.74M to $1.13B.
- What does net interest received (paid) on interest rate swaps mean?
- The net cash received or paid on interest rate hedging instruments.