United States Derivatives Fair Value Gains or Losses: Federal National Mortgage Association, Fannie Mae
Fannie Mae: Credit Enhancement Derivatives Fair Value Gains, Net
Fannie Mae: Credit Enhancement Derivatives Fair Value Gains, Net data was reported at -17.000 USD mn in Mar 2025. This records an increase from the previous number of -120.000 USD mn for Dec 2024. Fannie Mae: Credit Enhancement Derivatives Fair Value Gains, Net data is updated quarterly, averaging -14.000 USD mn from Dec 2016 (Median) to Mar 2025, with 31 observations. The data reached an all-time high of 380.000 USD mn in Sep 2020 and a record low of -218.000 USD mn in Dec 2020. Fannie Mae: Credit Enhancement Derivatives Fair Value Gains, Net data remains active status in CEIC and is reported by Federal National Mortgage Association. The data is categorized under Global Database’s United States – Table US.EB114: Derivatives Fair Value Gains or Losses: Federal National Mortgage Association, Fannie Mae.
Last | Frequency | Range |
---|---|---|
-120.000 Dec 2024 | quarterly | Dec 2016 - Dec 2024 |
View United States's Fannie Mae: Credit Enhancement Derivatives Fair Value Gains, Net from Dec 2016 to Dec 2024 in the chart:
Fannie Mae: Mortgage Commitment Derivatives Fair Value Gains, Net
Fannie Mae: Mortgage Commitment Derivatives Fair Value Gains, Net data was reported at -242.000 USD mn in Mar 2025. This records a decrease from the previous number of -34.000 USD mn for Dec 2024. Fannie Mae: Mortgage Commitment Derivatives Fair Value Gains, Net data is updated quarterly, averaging -177.000 USD mn from Mar 2009 (Median) to Mar 2025, with 65 observations. The data reached an all-time high of 1.572 USD bn in Mar 2022 and a record low of -1.246 USD bn in Sep 2009. Fannie Mae: Mortgage Commitment Derivatives Fair Value Gains, Net data remains active status in CEIC and is reported by Federal National Mortgage Association. The data is categorized under Global Database’s United States – Table US.EB114: Derivatives Fair Value Gains or Losses: Federal National Mortgage Association, Fannie Mae.
Last | Frequency | Range |
---|---|---|
-34.000 Dec 2024 | quarterly | Mar 2009 - Dec 2024 |
View United States's Fannie Mae: Mortgage Commitment Derivatives Fair Value Gains, Net from Mar 2009 to Dec 2024 in the chart:
Fannie Mae: Risk Management Derivatives: Fair Value Gains, Net
Fannie Mae: Risk Management Derivatives: Fair Value Gains, Net data was reported at -76.000 USD mn in Mar 2025. This records a decrease from the previous number of 505.000 USD mn for Dec 2024. Fannie Mae: Risk Management Derivatives: Fair Value Gains, Net data is updated quarterly, averaging -59.000 USD mn from Mar 2009 (Median) to Mar 2025, with 65 observations. The data reached an all-time high of 2.365 USD bn in Dec 2016 and a record low of -4.067 USD bn in Sep 2011. Fannie Mae: Risk Management Derivatives: Fair Value Gains, Net data remains active status in CEIC and is reported by Federal National Mortgage Association. The data is categorized under Global Database’s United States – Table US.EB114: Derivatives Fair Value Gains or Losses: Federal National Mortgage Association, Fannie Mae.
Last | Frequency | Range |
---|---|---|
505.000 Dec 2024 | quarterly | Mar 2009 - Dec 2024 |
View United States's Fannie Mae: Risk Management Derivatives: Fair Value Gains, Net from Mar 2009 to Dec 2024 in the chart:
Fannie Mae: Risk Management Derivatives: Futures
Fannie Mae: Risk Management Derivatives: Futures data was reported at -1.000 USD mn in Mar 2025. This stayed constant from the previous number of -1.000 USD mn for Dec 2024. Fannie Mae: Risk Management Derivatives: Futures data is updated quarterly, averaging 1.000 USD mn from Dec 2017 (Median) to Mar 2025, with 21 observations. The data reached an all-time high of 195.000 USD mn in Jun 2019 and a record low of -71.000 USD mn in Mar 2020. Fannie Mae: Risk Management Derivatives: Futures data remains active status in CEIC and is reported by Federal National Mortgage Association. The data is categorized under Global Database’s United States – Table US.EB114: Derivatives Fair Value Gains or Losses: Federal National Mortgage Association, Fannie Mae.
Last | Frequency | Range |
---|---|---|
-1.000 Dec 2024 | quarterly | Dec 2017 - Dec 2024 |
View United States's Fannie Mae: Risk Management Derivatives: Futures from Dec 2017 to Dec 2024 in the chart:
Fannie Mae: Risk Management Derivatives: Net Contractual Interest Expense on Interest-Rate Swaps
Fannie Mae: Risk Management Derivatives: Net Contractual Interest Expense on Interest-Rate Swaps data was reported at -218.000 USD mn in Mar 2025. This records an increase from the previous number of -1.227 USD bn for Dec 2024. Fannie Mae: Risk Management Derivatives: Net Contractual Interest Expense on Interest-Rate Swaps data is updated quarterly, averaging -215.000 USD mn from Dec 2011 (Median) to Mar 2025, with 51 observations. The data reached an all-time high of 22.000 USD mn in Dec 2021 and a record low of -2.187 USD bn in Dec 2011. Fannie Mae: Risk Management Derivatives: Net Contractual Interest Expense on Interest-Rate Swaps data remains active status in CEIC and is reported by Federal National Mortgage Association. The data is categorized under Global Database’s United States – Table US.EB114: Derivatives Fair Value Gains or Losses: Federal National Mortgage Association, Fannie Mae.
Last | Frequency | Range |
---|---|---|
-1,227.000 Dec 2024 | quarterly | Dec 2011 - Dec 2024 |
View United States's Fannie Mae: Risk Management Derivatives: Net Contractual Interest Expense on Interest-Rate Swaps from Dec 2011 to Dec 2024 in the chart:
Fannie Mae: Risk Management Derivatives: Swaps: Basis
Fannie Mae: Risk Management Derivatives: Swaps: Basis data was reported at 12.000 USD mn in Mar 2025. This records an increase from the previous number of -39.000 USD mn for Dec 2024. Fannie Mae: Risk Management Derivatives: Swaps: Basis data is updated quarterly, averaging 6.000 USD mn from Mar 2009 (Median) to Mar 2025, with 65 observations. The data reached an all-time high of 78.000 USD mn in Sep 2009 and a record low of -72.000 USD mn in Dec 2016. Fannie Mae: Risk Management Derivatives: Swaps: Basis data remains active status in CEIC and is reported by Federal National Mortgage Association. The data is categorized under Global Database’s United States – Table US.EB114: Derivatives Fair Value Gains or Losses: Federal National Mortgage Association, Fannie Mae.
Last | Frequency | Range |
---|---|---|
-39.000 Dec 2024 | quarterly | Mar 2009 - Dec 2024 |
View United States's Fannie Mae: Risk Management Derivatives: Swaps: Basis from Mar 2009 to Dec 2024 in the chart:
Fannie Mae: Risk Management Derivatives: Swaps: Foreign Currency
Fannie Mae: Risk Management Derivatives: Swaps: Foreign Currency data was reported at 9.000 USD mn in Mar 2025. This records an increase from the previous number of -34.000 USD mn for Dec 2024. Fannie Mae: Risk Management Derivatives: Swaps: Foreign Currency data is updated quarterly, averaging 3.000 USD mn from Mar 2009 (Median) to Mar 2025, with 65 observations. The data reached an all-time high of 159.000 USD mn in Jun 2009 and a record low of -73.000 USD mn in Mar 2009. Fannie Mae: Risk Management Derivatives: Swaps: Foreign Currency data remains active status in CEIC and is reported by Federal National Mortgage Association. The data is categorized under Global Database’s United States – Table US.EB114: Derivatives Fair Value Gains or Losses: Federal National Mortgage Association, Fannie Mae.
Last | Frequency | Range |
---|---|---|
-34.000 Dec 2024 | quarterly | Mar 2009 - Dec 2024 |
View United States's Fannie Mae: Risk Management Derivatives: Swaps: Foreign Currency from Mar 2009 to Dec 2024 in the chart:
Fannie Mae: Risk Management Derivatives: Swaps: Pay-Fixed
Fannie Mae: Risk Management Derivatives: Swaps: Pay-Fixed data was reported at -879.000 USD mn in Mar 2025. This records a decrease from the previous number of -753.000 USD mn for Dec 2024. Fannie Mae: Risk Management Derivatives: Swaps: Pay-Fixed data is updated quarterly, averaging 352.000 USD mn from Mar 2009 (Median) to Mar 2025, with 65 observations. The data reached an all-time high of 19.430 USD bn in Jun 2009 and a record low of -11.345 USD bn in Sep 2009. Fannie Mae: Risk Management Derivatives: Swaps: Pay-Fixed data remains active status in CEIC and is reported by Federal National Mortgage Association. The data is categorized under Global Database’s United States – Table US.EB114: Derivatives Fair Value Gains or Losses: Federal National Mortgage Association, Fannie Mae.
Last | Frequency | Range |
---|---|---|
-753.000 Dec 2024 | quarterly | Mar 2009 - Dec 2024 |
View United States's Fannie Mae: Risk Management Derivatives: Swaps: Pay-Fixed from Mar 2009 to Dec 2024 in the chart:
Fannie Mae: Risk Management Derivatives: Swaps: Received-Fixed
Fannie Mae: Risk Management Derivatives: Swaps: Received-Fixed data was reported at 1.015 USD bn in Mar 2025. This records an increase from the previous number of -1.983 USD bn for Dec 2024. Fannie Mae: Risk Management Derivatives: Swaps: Received-Fixed data is updated quarterly, averaging -256.000 USD mn from Mar 2009 (Median) to Mar 2025, with 65 observations. The data reached an all-time high of 9.134 USD bn in Sep 2009 and a record low of -16.877 USD bn in Jun 2009. Fannie Mae: Risk Management Derivatives: Swaps: Received-Fixed data remains active status in CEIC and is reported by Federal National Mortgage Association. The data is categorized under Global Database’s United States – Table US.EB114: Derivatives Fair Value Gains or Losses: Federal National Mortgage Association, Fannie Mae.
Last | Frequency | Range |
---|---|---|
-1,983.000 Dec 2024 | quarterly | Mar 2009 - Dec 2024 |
View United States's Fannie Mae: Risk Management Derivatives: Swaps: Received-Fixed from Mar 2009 to Dec 2024 in the chart:
Fannie Mae: Risk Management Derivatives: Swaptions: Pay-Fixed
Fannie Mae: Risk Management Derivatives: Swaptions: Pay-Fixed data was reported at -14.000 USD mn in Mar 2025. This records a decrease from the previous number of 37.000 USD mn for Dec 2024. Fannie Mae: Risk Management Derivatives: Swaptions: Pay-Fixed data is updated quarterly, averaging 12.500 USD mn from Mar 2009 (Median) to Mar 2025, with 64 observations. The data reached an all-time high of 900.000 USD mn in Jun 2009 and a record low of -934.000 USD mn in Mar 2010. Fannie Mae: Risk Management Derivatives: Swaptions: Pay-Fixed data remains active status in CEIC and is reported by Federal National Mortgage Association. The data is categorized under Global Database’s United States – Table US.EB114: Derivatives Fair Value Gains or Losses: Federal National Mortgage Association, Fannie Mae.
Last | Frequency | Range |
---|---|---|
37.000 Dec 2024 | quarterly | Mar 2009 - Dec 2024 |
View United States's Fannie Mae: Risk Management Derivatives: Swaptions: Pay-Fixed from Mar 2009 to Dec 2024 in the chart:
Fannie Mae: Risk Management Derivatives: Swaptions: Received-Fixed
Fannie Mae: Risk Management Derivatives: Swaptions: Received-Fixed data was reported at -23.000 USD mn in Dec 2024. This records a decrease from the previous number of 3.000 USD mn for Sep 2024. Fannie Mae: Risk Management Derivatives: Swaptions: Received-Fixed data is updated quarterly, averaging -3.000 USD mn from Mar 2009 (Median) to Dec 2024, with 63 observations. The data reached an all-time high of 3.655 USD bn in Jun 2010 and a record low of -4.250 USD bn in Jun 2009. Fannie Mae: Risk Management Derivatives: Swaptions: Received-Fixed data remains active status in CEIC and is reported by Federal National Mortgage Association. The data is categorized under Global Database’s United States – Table US.EB114: Derivatives Fair Value Gains or Losses: Federal National Mortgage Association, Fannie Mae.
Last | Frequency | Range |
---|---|---|
-23.000 Dec 2024 | quarterly | Mar 2009 - Dec 2024 |
View United States's Fannie Mae: Risk Management Derivatives: Swaptions: Received-Fixed from Mar 2009 to Dec 2024 in the chart:
Fannie Mae: Total Derivatives Fair Value Gains, Net
Fannie Mae: Total Derivatives Fair Value Gains, Net data was reported at -335.000 USD mn in Mar 2025. This records a decrease from the previous number of 351.000 USD mn for Dec 2024. Fannie Mae: Total Derivatives Fair Value Gains, Net data is updated quarterly, averaging -335.000 USD mn from Mar 2009 (Median) to Mar 2025, with 65 observations. The data reached an all-time high of 3.604 USD bn in Dec 2016 and a record low of -4.255 USD bn in Sep 2011. Fannie Mae: Total Derivatives Fair Value Gains, Net data remains active status in CEIC and is reported by Federal National Mortgage Association. The data is categorized under Global Database’s United States – Table US.EB114: Derivatives Fair Value Gains or Losses: Federal National Mortgage Association, Fannie Mae.
Last | Frequency | Range |
---|---|---|
351.000 Dec 2024 | quarterly | Mar 2009 - Dec 2024 |
View United States's Fannie Mae: Total Derivatives Fair Value Gains, Net from Mar 2009 to Dec 2024 in the chart:
Fannie Mae: Year to Date: Credit Enhancement Derivatives Fair Value Gains, Net
Fannie Mae: ytd: Credit Enhancement Derivatives Fair Value Gains, Net data was reported at -17.000 USD mn in Mar 2025. This records an increase from the previous number of -82.000 USD mn for Dec 2024. Fannie Mae: ytd: Credit Enhancement Derivatives Fair Value Gains, Net data is updated quarterly, averaging -15.000 USD mn from Dec 2016 (Median) to Mar 2025, with 31 observations. The data reached an all-time high of 400.000 USD mn in Sep 2020 and a record low of -178.000 USD mn in Dec 2021. Fannie Mae: ytd: Credit Enhancement Derivatives Fair Value Gains, Net data remains active status in CEIC and is reported by Federal National Mortgage Association. The data is categorized under Global Database’s United States – Table US.EB114: Derivatives Fair Value Gains or Losses: Federal National Mortgage Association, Fannie Mae.
Last | Frequency | Range |
---|---|---|
-82.000 Dec 2024 | quarterly | Dec 2016 - Dec 2024 |
View United States's Fannie Mae: Year to Date: Credit Enhancement Derivatives Fair Value Gains, Net from Dec 2016 to Dec 2024 in the chart:
Fannie Mae: Year to Date: Mortgage Commitment Derivatives Fair Value Gains, Net
Fannie Mae: ytd: Mortgage Commitment Derivatives Fair Value Gains, Net data was reported at -242.000 USD mn in Mar 2025. This records a decrease from the previous number of 533.000 USD mn for Dec 2024. Fannie Mae: ytd: Mortgage Commitment Derivatives Fair Value Gains, Net data is updated quarterly, averaging -258.500 USD mn from Dec 2008 (Median) to Mar 2025, with 66 observations. The data reached an all-time high of 2.933 USD bn in Sep 2022 and a record low of -2.654 USD bn in Dec 2020. Fannie Mae: ytd: Mortgage Commitment Derivatives Fair Value Gains, Net data remains active status in CEIC and is reported by Federal National Mortgage Association. The data is categorized under Global Database’s United States – Table US.EB114: Derivatives Fair Value Gains or Losses: Federal National Mortgage Association, Fannie Mae.
Last | Frequency | Range |
---|---|---|
533.000 Dec 2024 | quarterly | Dec 2008 - Dec 2024 |
View United States's Fannie Mae: Year to Date: Mortgage Commitment Derivatives Fair Value Gains, Net from Dec 2008 to Dec 2024 in the chart:
Fannie Mae: Year to Date: Risk Management Derivatives: Fair Value Gains, Net
Fannie Mae: ytd: Risk Management Derivatives: Fair Value Gains, Net data was reported at -76.000 USD mn in Mar 2025. This records a decrease from the previous number of 760.000 USD mn for Dec 2024. Fannie Mae: ytd: Risk Management Derivatives: Fair Value Gains, Net data is updated quarterly, averaging -349.000 USD mn from Dec 2008 (Median) to Mar 2025, with 66 observations. The data reached an all-time high of 2.779 USD bn in Dec 2013 and a record low of -14.963 USD bn in Dec 2008. Fannie Mae: ytd: Risk Management Derivatives: Fair Value Gains, Net data remains active status in CEIC and is reported by Federal National Mortgage Association. The data is categorized under Global Database’s United States – Table US.EB114: Derivatives Fair Value Gains or Losses: Federal National Mortgage Association, Fannie Mae.
Last | Frequency | Range |
---|---|---|
760.000 Dec 2024 | quarterly | Dec 2008 - Dec 2024 |
View United States's Fannie Mae: Year to Date: Risk Management Derivatives: Fair Value Gains, Net from Dec 2008 to Dec 2024 in the chart:
Fannie Mae: Year to Date: Risk Management Derivatives: Futures
Fannie Mae: ytd: Risk Management Derivatives: Futures data was reported at -1.000 USD mn in Mar 2025. This records a decrease from the previous number of 1.000 USD mn for Dec 2024. Fannie Mae: ytd: Risk Management Derivatives: Futures data is updated quarterly, averaging 1.000 USD mn from Dec 2017 (Median) to Mar 2025, with 26 observations. The data reached an all-time high of 296.000 USD mn in Sep 2019 and a record low of -76.000 USD mn in Dec 2020. Fannie Mae: ytd: Risk Management Derivatives: Futures data remains active status in CEIC and is reported by Federal National Mortgage Association. The data is categorized under Global Database’s United States – Table US.EB114: Derivatives Fair Value Gains or Losses: Federal National Mortgage Association, Fannie Mae.
Last | Frequency | Range |
---|---|---|
1.000 Dec 2024 | quarterly | Dec 2017 - Dec 2024 |
View United States's Fannie Mae: Year to Date: Risk Management Derivatives: Futures from Dec 2017 to Dec 2024 in the chart:
Fannie Mae: Year to Date: Risk Management Derivatives: Net Contractual Interest Expense on Interest-Rate Swaps
Fannie Mae: ytd: Risk Management Derivatives: Net Contractual Interest Expense on Interest-Rate Swaps data was reported at -218.000 USD mn in Mar 2025. This records an increase from the previous number of -964.000 USD mn for Dec 2024. Fannie Mae: ytd: Risk Management Derivatives: Net Contractual Interest Expense on Interest-Rate Swaps data is updated quarterly, averaging -450.000 USD mn from Dec 2011 (Median) to Mar 2025, with 51 observations. The data reached an all-time high of 16.000 USD mn in Dec 2021 and a record low of -2.187 USD bn in Dec 2011. Fannie Mae: ytd: Risk Management Derivatives: Net Contractual Interest Expense on Interest-Rate Swaps data remains active status in CEIC and is reported by Federal National Mortgage Association. The data is categorized under Global Database’s United States – Table US.EB114: Derivatives Fair Value Gains or Losses: Federal National Mortgage Association, Fannie Mae.
Last | Frequency | Range |
---|---|---|
-964.000 Dec 2024 | quarterly | Dec 2011 - Dec 2024 |
View United States's Fannie Mae: Year to Date: Risk Management Derivatives: Net Contractual Interest Expense on Interest-Rate Swaps from Dec 2011 to Dec 2024 in the chart:
Fannie Mae: Year to Date: Risk Management Derivatives: Swaps: Basis
Fannie Mae: ytd: Risk Management Derivatives: Swaps: Basis data was reported at 12.000 USD mn in Mar 2025. This records an increase from the previous number of -22.000 USD mn for Dec 2024. Fannie Mae: ytd: Risk Management Derivatives: Swaps: Basis data is updated quarterly, averaging 21.500 USD mn from Dec 2008 (Median) to Mar 2025, with 66 observations. The data reached an all-time high of 104.000 USD mn in Sep 2011 and a record low of -143.000 USD mn in Dec 2022. Fannie Mae: ytd: Risk Management Derivatives: Swaps: Basis data remains active status in CEIC and is reported by Federal National Mortgage Association. The data is categorized under Global Database’s United States – Table US.EB114: Derivatives Fair Value Gains or Losses: Federal National Mortgage Association, Fannie Mae.
Last | Frequency | Range |
---|---|---|
-22.000 Dec 2024 | quarterly | Dec 2008 - Dec 2024 |
View United States's Fannie Mae: Year to Date: Risk Management Derivatives: Swaps: Basis from Dec 2008 to Dec 2024 in the chart:
Fannie Mae: Year to Date: Risk Management Derivatives: Swaps: Foreign Currency
Fannie Mae: ytd: Risk Management Derivatives: Swaps: Foreign Currency data was reported at 9.000 USD mn in Mar 2025. This records an increase from the previous number of -15.000 USD mn for Dec 2024. Fannie Mae: ytd: Risk Management Derivatives: Swaps: Foreign Currency data is updated quarterly, averaging -2.500 USD mn from Dec 2008 (Median) to Mar 2025, with 66 observations. The data reached an all-time high of 166.000 USD mn in Dec 2009 and a record low of -133.000 USD mn in Jun 2013. Fannie Mae: ytd: Risk Management Derivatives: Swaps: Foreign Currency data remains active status in CEIC and is reported by Federal National Mortgage Association. The data is categorized under Global Database’s United States – Table US.EB114: Derivatives Fair Value Gains or Losses: Federal National Mortgage Association, Fannie Mae.
Last | Frequency | Range |
---|---|---|
-15.000 Dec 2024 | quarterly | Dec 2008 - Dec 2024 |
View United States's Fannie Mae: Year to Date: Risk Management Derivatives: Swaps: Foreign Currency from Dec 2008 to Dec 2024 in the chart:
Fannie Mae: Year to Date: Risk Management Derivatives: Swaps: Pay-Fixed
Fannie Mae: ytd: Risk Management Derivatives: Swaps: Pay-Fixed data was reported at -879.000 USD mn in Mar 2025. This records a decrease from the previous number of 1.472 USD bn for Dec 2024. Fannie Mae: ytd: Risk Management Derivatives: Swaps: Pay-Fixed data is updated quarterly, averaging -626.000 USD mn from Dec 2008 (Median) to Mar 2025, with 65 observations. The data reached an all-time high of 22.744 USD bn in Jun 2009 and a record low of -64.764 USD bn in Dec 2008. Fannie Mae: ytd: Risk Management Derivatives: Swaps: Pay-Fixed data remains active status in CEIC and is reported by Federal National Mortgage Association. The data is categorized under Global Database’s United States – Table US.EB114: Derivatives Fair Value Gains or Losses: Federal National Mortgage Association, Fannie Mae.
Last | Frequency | Range |
---|---|---|
1,472.000 Dec 2024 | quarterly | Dec 2008 - Dec 2024 |
View United States's Fannie Mae: Year to Date: Risk Management Derivatives: Swaps: Pay-Fixed from Dec 2008 to Dec 2024 in the chart:
Fannie Mae: Year to Date: Risk Management Derivatives: Swaps: Received-Fixed
Fannie Mae: ytd: Risk Management Derivatives: Swaps: Received-Fixed data was reported at 1.015 USD bn in Mar 2025. This records an increase from the previous number of 242.000 USD mn for Dec 2024. Fannie Mae: ytd: Risk Management Derivatives: Swaps: Received-Fixed data is updated quarterly, averaging 593.500 USD mn from Dec 2008 (Median) to Mar 2025, with 66 observations. The data reached an all-time high of 44.553 USD bn in Dec 2008 and a record low of -18.239 USD bn in Jun 2009. Fannie Mae: ytd: Risk Management Derivatives: Swaps: Received-Fixed data remains active status in CEIC and is reported by Federal National Mortgage Association. The data is categorized under Global Database’s United States – Table US.EB114: Derivatives Fair Value Gains or Losses: Federal National Mortgage Association, Fannie Mae.
Last | Frequency | Range |
---|---|---|
242.000 Dec 2024 | quarterly | Dec 2008 - Dec 2024 |
View United States's Fannie Mae: Year to Date: Risk Management Derivatives: Swaps: Received-Fixed from Dec 2008 to Dec 2024 in the chart:
Fannie Mae: Year to Date: Risk Management Derivatives: Swaptions: Pay-Fixed
Fannie Mae: ytd: Risk Management Derivatives: Swaptions: Pay-Fixed data was reported at -14.000 USD mn in Mar 2025. This records a decrease from the previous number of 66.000 USD mn for Dec 2024. Fannie Mae: ytd: Risk Management Derivatives: Swaptions: Pay-Fixed data is updated quarterly, averaging 23.000 USD mn from Dec 2008 (Median) to Mar 2025, with 65 observations. The data reached an all-time high of 885.000 USD mn in Jun 2009 and a record low of -2.026 USD bn in Dec 2010. Fannie Mae: ytd: Risk Management Derivatives: Swaptions: Pay-Fixed data remains active status in CEIC and is reported by Federal National Mortgage Association. The data is categorized under Global Database’s United States – Table US.EB114: Derivatives Fair Value Gains or Losses: Federal National Mortgage Association, Fannie Mae.
Last | Frequency | Range |
---|---|---|
66.000 Dec 2024 | quarterly | Dec 2008 - Dec 2024 |
View United States's Fannie Mae: Year to Date: Risk Management Derivatives: Swaptions: Pay-Fixed from Dec 2008 to Dec 2024 in the chart:
Fannie Mae: Year to Date: Risk Management Derivatives: Swaptions: Received-Fixed
Fannie Mae: ytd: Risk Management Derivatives: Swaptions: Received-Fixed data was reported at -20.000 USD mn in Dec 2024. This records a decrease from the previous number of 6.000 USD mn for Sep 2024. Fannie Mae: ytd: Risk Management Derivatives: Swaptions: Received-Fixed data is updated quarterly, averaging -16.000 USD mn from Dec 2008 (Median) to Dec 2024, with 65 observations. The data reached an all-time high of 6.153 USD bn in Dec 2008 and a record low of -8.706 USD bn in Dec 2009. Fannie Mae: ytd: Risk Management Derivatives: Swaptions: Received-Fixed data remains active status in CEIC and is reported by Federal National Mortgage Association. The data is categorized under Global Database’s United States – Table US.EB114: Derivatives Fair Value Gains or Losses: Federal National Mortgage Association, Fannie Mae.
Last | Frequency | Range |
---|---|---|
-20.000 Dec 2024 | quarterly | Dec 2008 - Dec 2024 |
View United States's Fannie Mae: Year to Date: Risk Management Derivatives: Swaptions: Received-Fixed from Dec 2008 to Dec 2024 in the chart:
Fannie Mae: Year to Date: Total Derivatives Fair Value Gains, Net
Fannie Mae: ytd: Total Derivatives Fair Value Gains, Net data was reported at -335.000 USD mn in Mar 2025. This records a decrease from the previous number of 1.211 USD bn for Dec 2024. Fannie Mae: ytd: Total Derivatives Fair Value Gains, Net data is updated quarterly, averaging -1.022 USD bn from Dec 2008 (Median) to Mar 2025, with 66 observations. The data reached an all-time high of 3.280 USD bn in Dec 2013 and a record low of -15.416 USD bn in Dec 2008. Fannie Mae: ytd: Total Derivatives Fair Value Gains, Net data remains active status in CEIC and is reported by Federal National Mortgage Association. The data is categorized under Global Database’s United States – Table US.EB114: Derivatives Fair Value Gains or Losses: Federal National Mortgage Association, Fannie Mae.
Last | Frequency | Range |
---|---|---|
1,211.000 Dec 2024 | quarterly | Dec 2008 - Dec 2024 |