XML 63 R43.htm IDEA: XBRL DOCUMENT v3.25.4
Derivatives (Tables)
 12 Months Ended
Dec. 31, 2025
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Derivative Instruments of Interest Rate Swap Agreements
Set forth below is information related to the Company’s cash flow hedges for the years ended December 31:

(Millions)20252024
Cash flow hedges, measured at fair value:
Other current assets$0.3 $0.1 
Other current liabilities$1.7 $— 
Other liabilities$5.5 $— 
Accumulated other comprehensive loss$(2.5)$(0.6)
Derivative Instruments, Gain (Loss)
Changes in derivative instruments were as follows for the years ended December 31:

(Millions)20252024
Cash flow hedges:
Changes in fair value, net of tax$(0.2)$(0.6)
Reclassification of unrealized gains, net of tax$(1.7)$— 
Schedule of Offsetting Assets
The following table presents the Company’s derivative assets subject to an enforceable master netting arrangement as of December 31, 2025.

Gross Amount
of Assets
Presented in
the Consolidated
Balance Sheets		Gross Amount Not Offset
in the Consolidated
Balance Sheets
(Millions)Financial
Instruments		Cash
Collateral
Received		Net
Amount
December 31, 2025:
Interest rate swaps$0.3 $(0.3)$— $— 
Schedule of Offsetting Liabilities
Information pertaining to derivative liabilities was as follows:

Gross Amount
of Liabilities
Presented in
the Consolidated
Balance Sheets		Gross Amount Not Offset
in the Consolidated
Balance Sheets
MillionsFinancial
Instruments		Cash
Collateral
Received		Net
Amount
December 31, 2025:
Interest rate swaps$7.2 $(0.3)$— $6.9