What is KEEL's derivative liabilities - fair value?

KEEL (KEEL) reported derivative liabilities - fair value of $2.92M in Q4 2025.

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.

KEEL KEEL Derivative Liabilities - Fair Value

Derivative Liabilities - Fair Value at other companies

Galaxy Digital Inc. Class A Common StockGLXY

$99.25M—

Portland General ElectricPOR

$39M-64.2%

Clearway Energy, Inc.CWEN

$34M-53.4%

Core Scientific, Inc.CORZ

——

Equinix, Inc.EQIX

——

Hewlett Packard EnterpriseHPE

——

Other financials

Income statement

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Revenue$37.0M-22.4%

Gross profit-$26.3M-9,631%

Operating income-$98.4M-182%

Net income-$145.4M-162%

EPS (diluted)-$0.24-118%

Balance sheet

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Cash & equivalents$357.3M+827%

Total debt$591.0M—

Total equity$419.1M-36.6%

Total assets$1.1B—

Cash flow

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Operating cash flow-$64.7M-243%

CapEx$10.3M-76.2%

Free cash flow-$75.0M-20.6%

Valuation

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Market cap$3.99B—

Profitability

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Gross margin-7.9%-2.8pp

Operating margin-37.8%+2.0pp

Net margin-52%+24.6pp

FCF margin-259.9%+201pp

Returns & leverage

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Return on equity-6.1%-2.5pp

Debt / equity1.4×—

Current ratio9.6×—

Where this comes from

Reported directly by KEEL in its filing.

Tagged under the XBRL concept us-gaap:DerivativeLiabilitiesCurrent.

The official record: KEEL’s 10-Q, filed May 11, 2026, on SEC EDGAR. View the filing →

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Questions, answered.

What is KEEL's derivative liabilities - fair value?: KEEL (KEEL) reported derivative liabilities - fair value of $2.92M in Q4 2025.
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.