US G-Sibs’ mark-to-market equity derivatives liabilities top $200bn
Goldman leads record $105 billion quarterly widening in US banks’ negative fair value
US top banks’ net mark-to-market liabilities on equity derivatives nearly doubled to an all-time high of $222 billion in the second quarter of 2026. Goldman Sachs contributed the most to the increase, with its net liabilities rising by a record $34 billion.
The quarter-end negative fair value of equity-linked contracts across the eight US global systemically important banks (G-Sibs) rose by a
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