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Great Southern Bancorp GSBC Gain Loss On Interest Rate Derivative Instruments Not Designated As Hedging Instruments

Gain Loss On Interest Rate Derivative Instruments Not Designated As Hedging Instruments at other companies

POS
Post HoldingsPOST
$2.4M—
TFX
TeleflexTFX
$8.31M+95.9%
LBR
LB Pharmaceuticals Inc Common StockLBRX
$200K-74.0%
Great Southern Bancorp logo
Great Southern BancorpGSBC
-$2K+91.7%
Red Rock Resorts, Inc. logo
Red Rock Resorts, Inc.RRR
-$966K-119%
TFX
TeleflexTFX
$0-100%

Other financials

Income statement

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Revenue$55.4M-1.0%
Net income$17.5M+1.8%
EPS (diluted)$1.58+7.5%

Balance sheet

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Cash & equivalents$101.4M-4.6%
Total debt$4.0M-37.7%
Total equity$633.6M+3.3%
Total assets$5.7B-5.1%

Cash flow

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Operating cash flow$21.2M+41.2%
CapEx$1.3M-32.6%
Free cash flow$19.9M+52.1%

Valuation

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Market cap$833.77M+30.6%
Enterprise value$736.32M+36.8%
P/E11.7×+2.0×
P/S3.7×+0.8×

Profitability

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Net margin31.2%+1.9pp
FCF margin33.6%-2.1pp

Returns & leverage

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Return on equity11.4%+0.3pp
Debt / equity0×0.0×

Where this comes from

Reported directly by Great Southern Bancorp in its filing.

Tagged under the XBRL concept us-gaap:GainLossOnInterestRateDerivativeInstrumentsNotDesignatedAsHedgingInstruments.

The official record: Great Southern Bancorp’s 10-Q, filed May 7, 2026, on SEC EDGAR. View the filing →

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Questions, answered.

What is Great Southern Bancorp's gain loss on interest rate derivative instruments not designated as hedging instruments?
Great Southern Bancorp (GSBC) reported gain loss on interest rate derivative instruments not designated as hedging instruments of -$2K in Q1 2026.
How has Great Southern Bancorp's gain loss on interest rate derivative instruments not designated as hedging instruments changed year-over-year?
Great Southern Bancorp's gain loss on interest rate derivative instruments not designated as hedging instruments increased by 91.7% year-over-year, from -$24K to -$2K.
What does gain loss on interest rate derivative instruments not designated as hedging instruments mean?
Reflects the change in fair value of derivative instruments that are not designated as accounting hedges, such as interest rate swaps or caps used for economic hedging. This metric highlights the volatility impact of market interest rate fluctuations on the bank's non-hedge derivative portfolio.