XML 60 R46.htm IDEA: XBRL DOCUMENT v3.25.2
Financial Instruments (Tables)
 6 Months Ended
Jun. 30, 2025
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Interest Rate Derivatives Outstanding The following is a summary of our swaps at June 30, 2025:
CounterpartyDerivative Type
Principal Debt
Notional Amount
Expected Maturity
Fixed Rate Paid
Floating Rate Received
Net Fair Value
MizuhoSwap$175 $175 20273.271 %4.299 %$1 
Credit Agricole Swap125 125 20273.276 %4.299 %— 
Total$300 $300 $1 
Schedule of Gains (losses) on Derivative Instruments
The following table provides a summary of gains (losses) on derivative instruments in cash flow hedging relationships:
Three Months Ended
June 30,		Six Months Ended
June 30,
2025202420252024
Derivative Loss Recognized in OCI (Effective Portion)
Foreign exchange contracts - forwards and options$(5)$(5)$(5)$(8)
Interest rate contracts(1)— (4)— 
Total$(6)$(5)$(9)$(8)
Location of Derivative (Gains) Losses Reclassified from AOCL to Income (Effective Portion)
Cost of sales$(1)$(4)$(1)$(8)
Interest expense— — — 1 
Total$(1)$(4)$(1)$(7)
Schedule of Derivatives Not Designated as Hedging Instruments Gains (Losses)
The following table provides a summary of gains and (losses) on non-designated derivative instruments:
Derivatives NOT Designated as Hedging InstrumentsLocation of Derivative Gain (Loss)Three Months Ended
June 30,		Six Months Ended
June 30,
2025202420252024
Foreign exchange contracts – forwardsOther expenses, net – Currency gains (losses), net$3 $(6)$9 $(14)