filings.toolsItem 3. Quantitative and Qualitative Disclosures About Market Risk
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Item 3. Quantitative and Qualitative Disclosures About Market Risk
At June 30, 2025, we had no interest rate swaps.
We have fixed-to-fixed cross-currency swaps on foreign currency-denominated debt instruments with a U.S. dollar notional value of $36,499 to hedge our exposure to changes in foreign currency exchange rates and interest rates. These derivatives have been designated as fair value hedges with a net fair value of $(890) at June 30, 2025.
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