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Financial Instruments (Tables)
 3 Months Ended
Dec. 31, 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:
31 December 202530 September 2025
US$
Notional		Years
Average
Maturity		US$
Notional		Years
Average
Maturity
Forward Exchange Contracts:
Cash flow hedges$4,094.9 0.4$3,625.5 0.6
Net investment hedges87.6 0.573.9 0.8
Not designated2,653.3 1.22,968.6 1.2
Total Forward Exchange Contracts$6,835.8 0.7$6,668.0 0.9
The table below summarizes our outstanding interest rate management contracts and cross currency interest rate swaps:
31 December 202530 September 2025
US$
Notional		Average
Pay %		Average
Receive %		Years
Average
Maturity		US$
Notional		Average
Pay %		Average
Receive %		Years
Average
Maturity
Interest rate swaps
(fair value hedge)		$600.0 SOFR1.80%2.4$800.0 SOFR1.64%2.0
Interest rate swaps
(cash flow hedge)(A)
$3,363.0 2.80%SOFR19.9$3,106.0 2.78%SOFR20.1
Interest rate swaps
(not designated)(A)
$135.2 3.28%SOFR19.9$269.1 3.28%SOFR20.2
Cross currency interest rate swaps
(net investment hedge)		$2,043.8 2.09%3.72%2.3$70.3 4.86%4.53%0.5
Cross currency interest rate swaps
(cash flow hedge)		$102.4 5.23%2.94%1.0$247.7 5.21%3.12%1.6
Cross currency interest rate swaps
(not designated)		$26.5 0.15%1.85%1.4$— —%—%0.0
(A)We temporarily discontinued cash flow hedge accounting for certain floating-to-fixed interest rate swaps related to project financing for the NEOM Green Hydrogen Project beginning in the third quarter of fiscal year 2024 due to changes in the anticipated drawdown timeline for the hedged borrowings. As of 1 January 2026, all swaps have been re-designated as cash flow hedges. Refer to Note 3, Variable Interest Entities, for additional information.
Schedule of Cumulative Basis Adjustments for Fair Value Hedges
The table below provides the amounts recorded on the consolidated balance sheet related to cumulative basis adjustments for fair value hedges:
Carrying amounts of hedged itemCumulative hedging adjustment, included in carrying amount
31 December30 September31 December30 September
Balance Sheet Location2025202520252025
Current portion of long-term debt$— $549.7 $— ($0.3)
Long-term debt$1,525.7 $1,522.5 ($20.2)($23.1)
Schedule of Fair Value and Balance Sheet Location of Derivative Instruments
The table below summarizes the fair value and balance sheet location of our outstanding derivatives:
Balance Sheet Location31 December30 SeptemberBalance Sheet Location31 December30 September
2025202520252025
Derivatives Designated as Hedging Instruments:
Forward exchange contractsOther receivables and current assets$52.6 $50.7 Payables and accrued liabilities$45.3 $21.4 
Interest rate management contractsOther receivables and current assets5.5 13.1 Payables and accrued liabilities4.1 0.3 
Forward exchange contractsOther noncurrent assets9.4 10.1 Other noncurrent liabilities1.8 3.4 
Interest rate management contractsOther noncurrent assets203.6 138.2 Other noncurrent liabilities48.9 23.8 
Total Derivatives Designated as Hedging Instruments$271.1 $212.1 $100.1 $48.9 
Derivatives Not Designated as Hedging Instruments:
Forward exchange contractsOther receivables and current assets$9.9 $17.8 Payables and accrued liabilities$8.9 $14.2 
Forward exchange contractsOther noncurrent assets0.4 2.7 Other noncurrent liabilities28.6 30.5 
Interest rate management contractsOther noncurrent assets7.3 11.8 Other noncurrent liabilities0.5 — 
Total Derivatives Not Designated as Hedging Instruments$17.6 $32.3 $38.0 $44.7 
Total Derivatives$288.7 $244.4 $138.1 $93.6 
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:
Three Months Ended
31 December
20252024
Net Investment Hedging Relationships
Forward exchange contracts($5.1)$53.9 
Foreign currency debt(4.2)140.4 
Cross currency interest rate swaps(A)
(8.2)0.4 
Total Amount Recognized in OCI(17.5)194.7 
Tax effects4.2 (47.5)
Net Amount Recognized in OCI($13.3)$147.2 
(A)Excluded components for cross currency interest rate swaps 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 consistent with forward exchange contracts.
Three Months Ended
31 December
20252024
Derivatives in Cash Flow Hedging Relationships
Forward exchange contracts($0.8)($177.8)
Forward exchange contracts, excluded components(7.4)(1.5)
Other(A)
44.6 223.0 
Total Amount Recognized in OCI36.4 43.7 
Tax effects(0.9)22.0 
Net Amount Recognized in OCI$35.5 $65.7 
(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 consistent with forward exchange contracts. 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 table below summarizes the location and amounts recognized in income related to our cash flow and fair value hedging relationships by contract type:
Three Months Ended 31 December
SalesCost of SalesInterest ExpenseOther Non-Operating Income (Expense), Net
20252024202520242025202420252024
Total presented in consolidated income statements that includes effects of hedging below$3,102.5 $2,931.5 $2,107.5 $2,016.5 $54.5 $42.6 ($1.4)$38.9 
(Gain) Loss Effects of Cash Flow Hedging:
Forward Exchange Contracts:
Amount reclassified from OCI into income($1.1)$0.2 $0.2 $0.9 $— $— $7.2 $129.3 
Amount excluded from effectiveness testing recognized in earnings based on amortization approach— — — — — — 5.5 6.1 
Other:
Amount reclassified from OCI into income— — — — (0.4)0.5 10.0 (17.3)
Total (Gain) Loss Reclassified from OCI to Income(1.1)0.2 0.2 0.9 (0.4)0.5 22.7 118.1 
Tax effects0.2 — — (0.1)0.1 (0.2)(5.1)(27.5)
Net (Gain) Loss Reclassified from OCI to Income($0.9)$0.2 $0.2 $0.8 ($0.3)$0.3 $17.6 $90.6 
(Gain) Loss Effects of Fair Value Hedging:
Other:
Hedged items$— $— $— $— $3.2 ($10.9)$— $— 
Derivatives designated as hedging instruments— — — — (3.2)10.9 — — 
Total (Gain) Loss Recognized in Income$— $— $— $— $— $— $— $— 
Schedule of Effects of Derivatives Not Designated as a Hedging Instrument
The tables below summarize the location and amounts recognized in income related to our derivatives not designated as hedging instruments by contract type:
Three Months Ended 31 December
Other Income (Expense), NetOther Non-Operating Income (Expense), Net
2025202420252024
The Effects of Derivatives Not Designated as Hedging Instruments:
Forward exchange contracts$0.5 ($3.9)($0.4)($1.9)
De-designated interest rate swaps— — (1.9)(38.8)
Other— — 0.5 (1.7)
Total (Gain) Loss Recognized in Income$0.5 ($3.9)($1.8)($42.4)