Versioned metric research

Derivative fair value to assets

Gross balance-sheet fair-value magnitude; it is not derivative notional exposure or a net risk measure. Open official FFIEC instructions ↗

v1 definition41 quarters61 current observationsRATIO unit

Calculation contract

`(RC-F C010 + RC-G C012) / RC 2170`

Null policy: abstain if missing

Effective: 2016-01-01 to current

Accessible line chart

Derivative fair value to assets — covered-bank median

View chart data as a table

Period	Value	Revision	Event
2016-03-31	0 percent	No marker	None
2016-06-30	0 percent	No marker	None
2016-09-30	0 percent	No marker	None
2016-12-31	0 percent	No marker	None
2017-03-31	0 percent	No marker	None
2017-06-30	0 percent	No marker	None
2017-09-30	0 percent	No marker	None
2017-12-31	0 percent	No marker	None
2018-03-31	0 percent	No marker	None
2018-06-30	0 percent	No marker	None
2018-09-30	0 percent	No marker	None
2018-12-31	0 percent	No marker	None
2019-03-31	0 percent	No marker	None
2019-06-30	0 percent	No marker	None
2019-09-30	0 percent	No marker	None
2019-12-31	0 percent	No marker	None
2020-03-31	0 percent	No marker	None
2020-06-30	0 percent	No marker	None
2020-09-30	0 percent	No marker	None
2020-12-31	0 percent	No marker	None
2021-03-31	0 percent	No marker	None
2021-06-30	0 percent	No marker	None
2021-09-30	0 percent	No marker	None
2021-12-31	0 percent	No marker	None
2022-03-31	0 percent	No marker	None
2022-06-30	0 percent	No marker	None
2022-09-30	0 percent	No marker	None
2022-12-31	0 percent	No marker	None
2023-03-31	0 percent	No marker	None
2023-06-30	0 percent	No marker	None
2023-09-30	0 percent	No marker	None
2023-12-31	0 percent	No marker	None
2024-03-31	0 percent	No marker	None
2024-06-30	0 percent	No marker	None
2024-09-30	0 percent	No marker	None
2024-12-31	0 percent	No marker	None
2025-03-31	0 percent	No marker	None
2025-06-30	0 percent	No marker	None
2025-09-30	0 percent	No marker	None
2025-12-31	0 percent	No marker	None
2026-03-31	0 percent	No marker	None

Source: FFIEC Call Reports; OptimaYield versioned semantic layer. Color is supplemented by shape and labels; reduced-motion users receive no animation.

Current distribution

Percentile history

Percentiles exclude unavailable values; they do not convert missing observations to zero.

Period	Population	P10	P25	Median	P75	P90
2026-03-31	61	0.00%	0.00%	0.00%	0.36%	0.79%
2025-12-31	63	0.00%	0.00%	0.00%	0.43%	0.79%
2025-09-30	59	0.00%	0.00%	0.00%	0.39%	0.73%
2025-06-30	60	0.00%	0.00%	0.00%	0.43%	0.67%
2025-03-31	61	0.00%	0.00%	0.00%	0.49%	0.91%
2024-12-31	62	0.00%	0.00%	0.00%	0.55%	1.02%
2024-09-30	61	0.00%	0.00%	0.00%	0.51%	0.93%
2024-06-30	59	0.00%	0.00%	0.00%	0.79%	1.27%
2024-03-31	65	0.00%	0.00%	0.00%	0.84%	1.44%
2023-12-31	72	0.00%	0.00%	0.00%	0.65%	1.19%
2023-09-30	90	0.00%	0.00%	0.00%	0.82%	1.72%
2023-06-30	91	0.00%	0.00%	0.00%	0.64%	1.42%
2023-03-31	91	0.00%	0.00%	0.00%	0.44%	1.12%
2022-12-31	95	0.00%	0.00%	0.00%	0.51%	1.29%
2022-09-30	102	0.00%	0.00%	0.00%	0.31%	1.18%
2022-06-30	102	0.00%	0.00%	0.00%	0.08%	0.63%
2022-03-31	103	0.00%	0.00%	0.00%	0.01%	0.37%
2021-12-31	101	0.00%	0.00%	0.00%	0.00%	0.12%
2021-09-30	105	0.00%	0.00%	0.00%	0.00%	0.19%
2021-06-30	102	0.00%	0.00%	0.00%	0.00%	0.22%
2021-03-31	102	0.00%	0.00%	0.00%	0.00%	0.38%
2020-12-31	99	0.00%	0.00%	0.00%	0.00%	0.59%
2020-09-30	99	0.00%	0.00%	0.00%	0.00%	0.67%
2020-06-30	98	0.00%	0.00%	0.00%	0.12%	0.77%
2020-03-31	95	0.00%	0.00%	0.00%	0.11%	0.88%
2019-12-31	90	0.00%	0.00%	0.00%	0.00%	0.10%
2019-09-30	92	0.00%	0.00%	0.00%	0.00%	0.23%
2019-06-30	91	0.00%	0.00%	0.00%	0.00%	0.11%
2019-03-31	89	0.00%	0.00%	0.00%	0.00%	0.06%
2018-12-31	85	0.00%	0.00%	0.00%	0.00%	0.04%
2018-09-30	89	0.00%	0.00%	0.00%	0.00%	0.11%
2018-06-30	90	0.00%	0.00%	0.00%	0.00%	0.13%
2018-03-31	88	0.00%	0.00%	0.00%	0.00%	0.09%
2017-12-31	86	0.00%	0.00%	0.00%	0.00%	0.09%
2017-09-30	87	0.00%	0.00%	0.00%	0.00%	0.11%
2017-06-30	82	0.00%	0.00%	0.00%	0.00%	0.10%
2017-03-31	105	0.00%	0.00%	0.00%	0.01%	0.16%
2016-12-31	114	0.00%	0.00%	0.00%	0.06%	0.22%
2016-09-30	114	0.00%	0.00%	0.00%	0.11%	0.38%
2016-06-30	112	0.00%	0.00%	0.00%	0.09%	0.41%
2016-03-31	109	0.00%	0.00%	0.00%	0.00%	0.31%

Institution drilldown

Highest reported values

Institution drilldown

Lowest reported values

Reported values and deterministic derived observations are research inputs, not ratings or predictions. Cohort composition changes over time; use peer reports for a controlled cohort comparison.