Nontrading derivative fair value to assets

The fair value of nontrading derivatives, reported on Schedules RC-F and RC-G, divided by total assets.

Where reporting institutions stand now

As of Q2 2026, 3,424 banks reported a verified value for nontrading derivative fair value to assets. The median was 0.00%, the middle half of them fell between 0.00% and 0.00%, and the range from the 10th to the 90th percentile ran 0.00% to 0.00%.

Over the last four quarters the median moved from 0.00% in Q2 2025 to 0.00%, up 0.00 percentage points.

Across the 42 quarters on record, from Q1 2016, the median has ranged from 0.00% (Q1 2016) to 0.07% (Q3 2025).

Why it matters

Banks mostly use derivatives such as interest rate swaps to manage rate risk. A non-trivial share can signal active balance-sheet hedging.

How to read it

Most community banks hold none, so a nonzero value is itself informative. Read it as a flag to look at the bank's hedging, not as a measure of risk.

What to watch for

Fair value is a point-in-time number that swings with rates, and the ratio does not show the notional size or direction of the hedges.

Common questions

Is a higher value better?

Higher or lower is not good or bad on its own: it depends on the bank's business model, size and market, so compare a bank with similar institutions.

How often does this metric update?

Quarterly. Banks file Call Reports about 30 days after each quarter ends, and the figures here update when that data is loaded.