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 -120.000 USD mn in Dec 2024. This records a decrease from the previous number of -38.000 USD mn for Sep 2024. Fannie Mae: Credit Enhancement Derivatives Fair Value Gains, Net data is updated quarterly, averaging -12.500 USD mn from Dec 2016 (Median) to Dec 2024, with 30 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.EB109: 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 -34.000 USD mn in Dec 2024. This records an increase from the previous number of -567.000 USD mn for Sep 2024. Fannie Mae: Mortgage Commitment Derivatives Fair Value Gains, Net data is updated quarterly, averaging -173.000 USD mn from Mar 2009 (Median) to Dec 2024, with 64 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.EB109: 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 505.000 USD mn in Dec 2024. This records an increase from the previous number of -255.000 USD mn for Sep 2024. Fannie Mae: Risk Management Derivatives: Fair Value Gains, Net data is updated quarterly, averaging -37.500 USD mn from Mar 2009 (Median) to Dec 2024, with 64 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.EB109: 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 Dec 2024. This records an increase from the previous number of -2.000 USD mn for Sep 2024. Fannie Mae: Risk Management Derivatives: Futures data is updated quarterly, averaging 1.000 USD mn from Dec 2017 (Median) to Dec 2024, with 20 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.EB109: 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 -1.227 USD bn in Dec 2024. This records a decrease from the previous number of -263.000 USD mn for Sep 2024. Fannie Mae: Risk Management Derivatives: Net Contractual Interest Expense on Interest-Rate Swaps data is updated quarterly, averaging -213.500 USD mn from Dec 2011 (Median) to Dec 2024, with 50 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.EB109: 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 -39.000 USD mn in Dec 2024. This records a decrease from the previous number of 17.000 USD mn for Sep 2024. Fannie Mae: Risk Management Derivatives: Swaps: Basis data is updated quarterly, averaging 5.500 USD mn from Mar 2009 (Median) to Dec 2024, with 64 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.EB109: 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 -34.000 USD mn in Dec 2024. This records a decrease from the previous number of 19.000 USD mn for Sep 2024. Fannie Mae: Risk Management Derivatives: Swaps: Foreign Currency data is updated quarterly, averaging 2.500 USD mn from Mar 2009 (Median) to Dec 2024, with 64 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.EB109: 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 -753.000 USD mn in Dec 2024. This records an increase from the previous number of -2.225 USD bn for Sep 2024. Fannie Mae: Risk Management Derivatives: Swaps: Pay-Fixed data is updated quarterly, averaging 477.000 USD mn from Mar 2009 (Median) to Dec 2024, with 64 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.EB109: 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 -1.983 USD bn in Dec 2024. This records a decrease from the previous number of 2.225 USD bn for Sep 2024. Fannie Mae: Risk Management Derivatives: Swaps: Received-Fixed data is updated quarterly, averaging -286.500 USD mn from Mar 2009 (Median) to Dec 2024, with 64 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.EB109: 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 37.000 USD mn in Dec 2024. This records an increase from the previous number of -29.000 USD mn for Sep 2024. Fannie Mae: Risk Management Derivatives: Swaptions: Pay-Fixed data is updated quarterly, averaging 13.000 USD mn from Mar 2009 (Median) to Dec 2024, with 63 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.EB109: 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.EB109: 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 351.000 USD mn in Dec 2024. This records an increase from the previous number of -860.000 USD mn for Sep 2024. Fannie Mae: Total Derivatives Fair Value Gains, Net data is updated quarterly, averaging -332.500 USD mn from Mar 2009 (Median) to Dec 2024, with 64 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.EB109: 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 -82.000 USD mn in Dec 2024. This records a decrease from the previous number of -52.000 USD mn for Sep 2024. Fannie Mae: ytd: Credit Enhancement Derivatives Fair Value Gains, Net data is updated quarterly, averaging -14.500 USD mn from Dec 2016 (Median) to Dec 2024, with 30 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.EB109: 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 533.000 USD mn in Dec 2024. This records an increase from the previous number of -266.000 USD mn for Sep 2024. Fannie Mae: ytd: Mortgage Commitment Derivatives Fair Value Gains, Net data is updated quarterly, averaging -266.000 USD mn from Dec 2008 (Median) to Dec 2024, with 65 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.EB109: 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 760.000 USD mn in Dec 2024. This records an increase from the previous number of 442.000 USD mn for Sep 2024. Fannie Mae: ytd: Risk Management Derivatives: Fair Value Gains, Net data is updated quarterly, averaging -360.000 USD mn from Dec 2008 (Median) to Dec 2024, with 65 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.EB109: 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 Dec 2024. This records a decrease from the previous number of 2.000 USD mn for Jun 2024. Fannie Mae: ytd: Risk Management Derivatives: Futures data is updated quarterly, averaging 1.000 USD mn from Dec 2017 (Median) to Dec 2024, with 25 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.EB109: 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 -964.000 USD mn in Dec 2024. This records a decrease from the previous number of -713.000 USD mn for Sep 2024. Fannie Mae: ytd: Risk Management Derivatives: Net Contractual Interest Expense on Interest-Rate Swaps data is updated quarterly, averaging -453.000 USD mn from Dec 2011 (Median) to Dec 2024, with 50 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.EB109: 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 -22.000 USD mn in Dec 2024. This records a decrease from the previous number of 14.000 USD mn for Sep 2024. Fannie Mae: ytd: Risk Management Derivatives: Swaps: Basis data is updated quarterly, averaging 22.000 USD mn from Dec 2008 (Median) to Dec 2024, with 65 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.EB109: 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 -15.000 USD mn in Dec 2024. This records a decrease from the previous number of 8.000 USD mn for Sep 2024. Fannie Mae: ytd: Risk Management Derivatives: Swaps: Foreign Currency data is updated quarterly, averaging -3.000 USD mn from Dec 2008 (Median) to Dec 2024, with 65 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.EB109: 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 1.472 USD bn in Dec 2024. This records an increase from the previous number of -626.000 USD mn for Sep 2024. Fannie Mae: ytd: Risk Management Derivatives: Swaps: Pay-Fixed data is updated quarterly, averaging -179.000 USD mn from Dec 2008 (Median) to Dec 2024, with 64 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.EB109: 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 242.000 USD mn in Dec 2024. This records a decrease from the previous number of 1.738 USD bn for Sep 2024. Fannie Mae: ytd: Risk Management Derivatives: Swaps: Received-Fixed data is updated quarterly, averaging 562.000 USD mn from Dec 2008 (Median) to Dec 2024, with 65 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.EB109: 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 66.000 USD mn in Dec 2024. This records an increase from the previous number of 15.000 USD mn for Sep 2024. Fannie Mae: ytd: Risk Management Derivatives: Swaptions: Pay-Fixed data is updated quarterly, averaging 24.000 USD mn from Dec 2008 (Median) to Dec 2024, with 64 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.EB109: 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.EB109: 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 1.211 USD bn in Dec 2024. This records an increase from the previous number of 124.000 USD mn for Sep 2024. Fannie Mae: ytd: Total Derivatives Fair Value Gains, Net data is updated quarterly, averaging -1.185 USD bn from Dec 2008 (Median) to Dec 2024, with 65 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.EB109: 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 |