What does derivative liabilities - fair value mean?

This metric represents the total fair market value of all derivative contracts currently in a liability position for the institution. It reflects the potential cash outflow required if these contracts were settled at the current reporting date. Monitoring this value is essential for assessing the bank's exposure to market volatility and counterparty risk.

Compass Minerals International CMP Derivative Liabilities - Fair Value

Derivative Liabilities - Fair Value at other companies

MosaicMOS

$1.6M-95.0%

TMC the metals company Inc.TMC

$2.69M—

Andersons Inc.ANDE

$67.68M-2.8%

IngredionINGR

$41M—

International Flavors & FragrancesIFF

——

Other financials

Income statement

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Revenue$453.2M-8.4%

Gross profit$83.0M+8.1%

Operating income$56.0M+1,906%

Net income$12.7M+140%

EPS (diluted)$0.30+139%

Balance sheet

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Cash & equivalents$74.1M+49.7%

Total debt$794.1M-1.7%

Total equity$274.2M+15.9%

Total assets$1.4B-10.9%

Cash flow

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Operating cash flow$197.4M+5.6%

CapEx$18.2M+30.0%

Free cash flow$179.2M+3.6%

Valuation

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Market cap$1.2B+58.1%

Enterprise value$1.92B+27.1%

P/E169.4×—

P/S0.9×+0.3×

Profitability

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Gross margin17.5%+4.0pp

Operating margin9.3%+7.8pp

Net margin0.5%+0.3pp

FCF margin9.6%—

Returns & leverage

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Return on equity2.8%+1.4pp

Debt / equity2.9×-0.5×

Current ratio2.1×+0.2×

Where this comes from

Reported directly by Compass Minerals International in its filing.

Tagged under the XBRL concept us-gaap:DerivativeFairValueOfDerivativeLiability.

The official record: Compass Minerals International’s 10-Q, filed May 7, 2026, on SEC EDGAR. View the filing →

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Questions, answered.

What is Compass Minerals International's derivative liabilities - fair value?: Compass Minerals International (CMP) reported derivative liabilities - fair value of $7.8M in Q1 2026.
What does derivative liabilities - fair value mean?: This metric represents the total fair market value of all derivative contracts currently in a liability position for the institution. It reflects the potential cash outflow required if these contracts were settled at the current reporting date. Monitoring this value is essential for assessing the bank's exposure to market volatility and counterparty risk.