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Red Rock Resorts, Inc. RRR 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%
Red Rock Resorts, Inc. logo
Red Rock Resorts, Inc.RRR
-$966K-119%
TFX
TeleflexTFX
$0-100%
Construction Partners logo
Construction PartnersROAD
$1.38M-26.0%
POS
Post HoldingsPOST
$1.7M+131%

Other financials

Income statement

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Revenue$507.3M+1.9%
Operating income$143.7M-6.9%
Net income$42.9M-4.2%
EPS (diluted)$0.73-2.7%

Balance sheet

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Cash & equivalents$134.0M-11.0%
Total debt$3.6B+6.0%
Total equity$142.7M-42.2%
Total assets$4.2B+3.4%

Cash flow

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Operating cash flow$139.8M+10.8%
CapEx$117.2M+71.8%
Free cash flow$22.6M-61.0%

Valuation

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Market cap$3.57B+21.2%

Profitability

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Operating margin29%-0.1pp
Net margin9.2%+1.2pp
FCF margin12.6%-2.5pp

Returns & leverage

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Return on equity95.5%+14.0pp
Debt / equity25.3×+11.5×
Current ratio0.8×-0.1×

Where this comes from

Reported directly by Red Rock Resorts, Inc. in its filing.

Tagged under the XBRL concept us-gaap:GainLossOnInterestRateDerivativeInstrumentsNotDesignatedAsHedgingInstruments.

The official record: Red Rock Resorts, Inc.’s 10-Q, filed May 7, 2026, on SEC EDGAR. View the filing →

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Questions, answered.

What is Red Rock Resorts, Inc.'s gain loss on interest rate derivative instruments not designated as hedging instruments?
Red Rock Resorts, Inc. (RRR) reported gain loss on interest rate derivative instruments not designated as hedging instruments of -$966K in Q1 2026.
How has Red Rock Resorts, Inc.'s gain loss on interest rate derivative instruments not designated as hedging instruments changed year-over-year?
Red Rock Resorts, Inc.'s gain loss on interest rate derivative instruments not designated as hedging instruments decreased by 118.6% year-over-year, from $5.19M to -$966K.
What does gain loss on interest rate derivative instruments not designated as hedging instruments mean?
Measures the cash flow impact resulting from interest rate derivative contracts that do not qualify for hedge accounting treatment. This metric highlights the volatility and cash effects of the company's interest rate risk management strategy.