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Financial Instruments (Tables)
 12 Months Ended
Sep. 30, 2025
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Notional Amounts of Outstanding Derivative Instruments
The table below summarizes our outstanding currency price risk management instruments:
20252024
30 SeptemberUS$
Notional		Years
Average
Maturity		US$
Notional		Years
Average
Maturity
Forward Exchange Contracts
Cash flow hedges$3,625.5 0.6$4,003.2 0.6
Net investment hedges73.9 0.8911.4 2.5
Not designated2,968.6 1.21,880.0 0.3
Total Forward Exchange Contracts$6,668.0 0.9$6,794.6 0.8
The table below summarizes our outstanding interest rate management contracts and cross currency interest rate swaps:
20252024
30 SeptemberUS$
Notional		Average Pay %Average
Receive
%		Years
Average
Maturity		US$
Notional		Average Pay %Average
Receive
%		Years
Average
Maturity
Interest rate swaps (fair value hedge)$800.0 SOFR1.64%2.0$800.0 SOFR1.64%3.0
Interest rate swaps (cash flow hedge)(A)
$3,106.0 2.78%SOFR20.1$2,159.3 2.72%SOFR21.2
Interest rate swaps (not designated)(A)
$269.1 3.28%SOFR20.2$461.4 3.27%SOFR20.5
Cross currency interest rate swaps (net investment hedge)$70.3 4.86%4.53%0.5$16.7 5.39%3.64%0.2
Cross currency interest rate swaps (cash flow hedge)$247.7 5.21%3.12%1.6$410.6 4.96%2.80%1.9
Cross currency interest rate swaps (not designated)$— —%—%0.0$34.7 5.39%3.64%0.2
Schedule of Cumulative Basis Adjustments for Fair Value Hedges
The table below provides the amounts recorded on the consolidated balance sheets related to cumulative basis adjustments for fair value hedges:
Carrying amounts of hedged itemCumulative hedging adjustment, included in carrying amount
30 September2025202420252024
Current portion of long-term debt$549.7 $— ($0.3)$— 
Long-term debt$1,522.5 $2,057.1 ($23.1)($36.6)
Schedule of Fair Value and Balance Sheet Location of Derivative Instruments
The tables below summarize the fair value and balance sheet location of our outstanding derivatives.
30 September Balance Sheet Location20252024 Balance Sheet Location20252024
Derivatives Designated as Hedging Instruments:
Forward exchange contractsOther receivables and current assets$50.7 $74.5 Payables and accrued liabilities$21.4 $21.6 
Interest rate management contractsOther receivables and current assets13.1 1.2 Payables and accrued liabilities0.3 1.2 
Forward exchange contractsOther noncurrent assets10.1 9.6 Other noncurrent liabilities3.4 15.6 
Interest rate management contractsOther noncurrent assets138.2 34.3 Other noncurrent liabilities23.8 40.2 
Total Derivatives Designated as Hedging Instruments$212.1 $119.6 $48.9 $78.6 
Derivatives Not Designated as Hedging Instruments:
Forward exchange contractsOther receivables and current assets$17.8 $16.5 Payables and accrued liabilities$14.2 $21.8 
Interest rate management contractsOther receivables and current assets— 1.7 Payables and accrued liabilities— — 
Forward exchange contractsOther noncurrent assets2.7 0.2 Other noncurrent liabilities30.5 0.2 
Interest rate management contractsOther noncurrent assets11.8 4.6 Other noncurrent liabilities— — 
Total Derivatives Not Designated as Hedging Instruments$32.3 $23.0 $44.7 $22.0 
Total Derivatives$244.4 $142.6 $93.6 $100.6 
Schedule of Gains and Losses Recognized in Other Comprehensive Income Related Net Investment and Cash Flow Hedges
The tables below summarize gains (losses) recognized in other comprehensive income during the period related to our net investment and cash flow hedging relationships:
20252024
Net Investment Hedging Relationships
Forward exchange contracts$2.8 ($23.7)
Foreign currency debt(232.8)(107.4)
Cross currency interest rate swaps1.2 (0.8)
Total Amount Recognized in OCI(228.8)(131.9)
Tax effects54.8 32.2 
Net Amount Recognized in OCI($174.0)($99.7)
Derivatives in Cash Flow Hedging Relationships
Forward exchange contracts($56.4)$142.8 
Forward exchange contracts, excluded components(9.6)(31.2)
Other(A)
104.2 (260.4)
Total Amount Recognized in OCI38.2 (148.8)
Tax effects1.8 (10.7)
Net Amount Recognized in OCI$40.0 ($159.5)
(A)Other primarily includes interest rate and cross currency interest rate swaps for which excluded components are recognized in “Payables and accrued liabilities” and “Other receivables and current assets” as a component of accrued interest payable and accrued interest receivable, respectively. These excluded components are recorded in “Other non-operating income (expense), net” over the life of the cross currency interest rate swap. Other also includes the recognition of our share of gains and losses, net of tax, related to interest rate swaps held by our equity affiliates.
Schedule of Amounts Recognized in Income Related to Cash Flow and Fair Value Hedges
The tables below summarize the location and amounts recognized in income related to our cash flow and fair value hedging relationships by contract type:
SalesCost of SalesInterest ExpenseOther Non-Operating Income (Expense), Net
20252024202520242025202420252024
Total presented in consolidated income statements that includes effects of hedging below$12,037.3 $12,100.6 $8,256.0 $8,168.7 $214.0 $218.8 $2.6 ($73.8)
(Gain) Loss Effects of Cash Flow Hedging:
Forward Exchange Contracts:
Amount reclassified from OCI into income($0.2)$— $7.5 $2.4 $— $— $39.7 ($86.3)
Amount excluded from effectiveness testing recognized in earnings based on amortization approach— — — — — — 15.1 23.5 
Other:
Amount reclassified from OCI into income— — — — — 3.9 (8.9)16.2 
Amount reclassified from OCI into income due to de-designation— — — — — — — (3.1)
Total (Gain) Loss Reclassified from OCI to Income(0.2)— 7.5 2.4 — 3.9 45.9 (49.7)
Tax effects— — (1.5)(0.5)(0.1)(1.6)(10.4)11.8 
Net (Gain) Loss Reclassified from OCI to Income($0.2)$— $6.0 $1.9 ($0.1)$2.3 $35.5 ($37.9)
(Gain) Loss Effects of Fair Value Hedging:
Other:
Hedged items$— $— $— $— $13.2 $43.9 $— $— 
Derivatives designated as hedging instruments— — — — (13.2)(43.9)— — 
Total (Gain) Loss Recognized in Income$— $— $— $— $— $— $— $— 
Schedule of Effects of Derivatives Not Designated as a Hedging Instrument
The table below summarizes the location and amounts recognized in income related to our derivatives not designated as hedging instruments by contract type:
Other Income (Expense), NetOther Non-Operating Income (Expense), Net
2025202420252024
The Effects of Derivatives Not Designated as Hedging Instruments:
Forward exchange contracts($3.0)$0.7 ($2.2)$— 
De-designated interest rate swaps— — (27.0)19.4 
Other— — (1.7)1.5 
Total (Gain) Loss Recognized in Income($3.0)$0.7 ($30.9)$20.9