Company: AGM-PH
Filing Date: 2025-11-03
Form Type: 10-Q
Source: 0000845877-25-000252
Chunk: 32

Company: FEDERAL AGRICULTURAL MORTGAGE CORP
Filing Date: 2025-11-03
Form: 10-Q
Item: Part I, Item 1
Chunk 32
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 $489,478 $459,932 $(947,252)$(1,654)$258,845 Income/(expense) related to interest settlements on fair value hedging relationships:Recognized on derivatives31,479 118,593 53,554 (229,642)— (26,016)Recognized on hedged items31,734 158,869 50,847 (319,876)— (78,426)Premium/discount amortization recognized on hedged items1,555 — — (2,156)— (601)Income/(expense) related to interest settlements on fair value hedging relationships$64,768 $277,462 $104,401 $(551,674)$— $(105,043)Gains/(losses) on fair value hedging relationships:Recognized on derivatives$(29,549)$(101,186)$(37,096)$188,182 $— $20,351 Recognized on hedged items30,032 101,890 38,842 (185,304)— (14,540)Gains/(losses) on fair value hedging relationships$483 $704 $1,746 $2,878 $— $5,811 Expense related to interest settlements on cash flow hedging relationships:Interest settlements reclassified from AOCI into net income on derivatives$— $— $— $16,162 $— $16,162 Recognized on hedged items— — — (24,023)— (24,023)Discount amortization recognized on hedged items— — — (42)— (42)Expense recognized on cash flow hedges$— $— $— $(7,903)$— $(7,903)Losses on financial derivatives not designated in hedge relationships:Losses on interest rate swaps$— $— $— $— $(581)$(581)Interest expense on interest rate swaps— — — — (1,379)(1,379)Treasury futures— — — — 306 306 Losses on financial derivatives not designated in hedge relationships$— $— $— $— $(1,654)$(1,654)

29

The following table shows the carrying amount and associated cumulative basis adjustment related to