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Derivative Financial Instruments and Hedging Activities (Tables)
 3 Months Ended
Nov. 30, 2025
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Maturity Date and Aggregate Notional Amount Outstanding of Net Investment Hedges The maturity dates and aggregate notional amount of these outstanding contracts are as follows (in millions):
Maturity dateNovember 30, 2025August 31, 2025
October 2025$— $103 
January 2026200 200 
April 202642 42 
July 2026126 45 
Total$368 $390 
The following table presents the interest rate swaps outstanding as of November 30, 2025, which have been designated as hedging instruments and are accounted for as cash flow hedges (in millions):
Interest Rate Swap SummaryHedged Interest Rate PaymentsAggregate Notional AmountEffective DateExpiration Date
Forward Interest Rate SwapFixed$100 March 2025July 31, 2026
(1)(2)
Forward Interest Rate SwapFixed$75 October 2025July 30, 2027
(1)(2)
Forward Interest Rate SwapFixed$150 November 2025July 30, 2027
(1)(2)
Forward Interest Rate SwapFixed$75 December 2025July 30, 2027
(1)(2)
(1)If the anticipated debt issuance or term loan borrowings occurs before the expiration date, the contracts will be terminated simultaneously with the debt issuance or term loan borrowings.
(2)The contracts will be settled with the respective counterparties on a net basis at the time of termination or expiration.