The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

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The percentage points added to the reference rate to compute the variable rate on the interest rate derivative.

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Fixed interest rate related to the interest rate derivative.

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Nominal or face amount used to calculate payment on derivative.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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The estimated net amount of unrealized gains or losses on foreign currency cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

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Maximum period of time the entity is hedging its exposure to variability in future cash flows for forecasted transactions, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. Excludes forecasted transactions related to payment of variable interest on existing financial instruments.

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6. Derivative Financial Instruments (Details) - Risk Management $ in Millions, ¥ in Billions	9 Months Ended	12 Months Ended
	Sep. 30, 2020 USD ($)	Dec. 31, 2019 JPY (¥)	Aug. 31, 2020 USD ($)	Dec. 31, 2019 USD ($)	Mar. 31, 2017 JPY (¥)
Foreign exchange forward contracts [Member]
Derivatives, Fair Value [Line Items]
Maximum length of time hedged in foreign currency cash flow hedge	18 months	22 months
Foreign exchange forward contracts [Member] \| Cash Flow Hedging [Member]
Derivatives, Fair Value [Line Items]
Foreign Currency Cash Flow Hedge Gain (Loss) to be Reclassified During Next 12 Months	$ (2.3)
Foreign exchange forward contracts [Member] \| Cash Flow Hedging [Member] \| United States of America, Dollars
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	44.5			$ 69.9
Commodity swap contracts \| Cash Flow Hedging [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount	18.5		$ 24.9
Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months	$ (0.2)
Anamizu Credit Facility \| Interest rate swap contract [Member] \| Not Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount		¥ 0.9		$ 8.0
Derivative, Basis Spread on Variable Rate		0.70%		0.70%
Derivative fixed interest rate paid on swap		1.1925%		1.1925%
Ishikawa Credit Agreement [Member] \| Interest rate swap contract [Member] \| Not Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount		¥ 18.7		$ 171.7	¥ 5.7
Derivative, Basis Spread on Variable Rate					0.75%
Derivative fixed interest rate paid on swap					1.482%