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Financial Instruments | 9 Months Ended
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Jun. 30, 2025
Derivative Instruments and Hedging Activities Disclosure [Abstract] |
Financial Instruments | FINANCIAL INSTRUMENTS Currency Price Risk Management Our earnings, cash flows, and financial position are exposed to foreign currency risk from foreign currency-denominated transactions and net investments in foreign operations. It is our policy to seek to minimize our cash flow volatility from changes in currency exchange rates. This is accomplished by identifying and evaluating the risk that our cash flows will change in value due to changes in exchange rates and by executing strategies necessary to manage such exposures. Our objective is to maintain economically balanced currency risk management strategies that provide adequate downside protection. Forward Exchange Contracts We enter into forward exchange contracts to reduce the cash flow exposure to foreign currency fluctuations associated with highly anticipated cash flows and certain firm commitments, such as the purchase of plant and equipment. We also enter into forward exchange contracts to hedge the cash flow exposure on intercompany loans and third-party debt. This portfolio of forward exchange contracts consists primarily of Euros and U.S. Dollars. The maximum remaining term of any forward exchange contract currently outstanding and designated as a cash flow hedge at 30 June 2025 is 2.6 years. Forward exchange contracts are also used to hedge the value of investments in certain foreign subsidiaries and affiliates by creating a liability in a currency in which we have a net equity position. The primary currency pair in this portfolio of forward exchange contracts is Chilean Pesos and U.S. Dollars. We also utilize forward exchange contracts that are not designated as hedges. These contracts are used to economically hedge foreign currency-denominated monetary assets and liabilities, primarily working capital. The primary objective of these forward exchange contracts is to protect the value of foreign currency-denominated monetary assets and liabilities from the effects of volatility in foreign exchange rates that might occur prior to their receipt or settlement. This portfolio of forward exchange contracts consists of multiple foreign currency pairs, with a profile that changes from time to time depending on our business activity and sourcing decisions. The table below summarizes our outstanding currency price risk management instruments:
|  | 30 June 2025 |  | 30 September 2024
|  | US$ Notional |  | Years Average Maturity |  | US$ Notional |  | Years Average Maturity
Forward Exchange Contracts: |  |  |  |  |  |  |  |
Cash flow hedges |  | $3,110.7 |  |  | 0.6 |  | $4,003.2 |  |  | 0.6
Net investment hedges |  | 160.9 |  |  | 0.1 |  | 911.4 |  |  | 2.5
Not designated |  | 2,836.2 |  |  | 1.4 |  | 1,880.0 |  |  | 0.3
Total Forward Exchange Contracts |  | $6,107.8 |  |  | 1.0 |  | $6,794.6 |  |  | 0.8
The decrease in the notional value of cash flow hedges is primarily due to maturities. The increase in the notional value of forward exchange contracts that are not designated is primarily due to the origination of forward exchange contracts that offset other forward exchange contracts previously designated as net investment hedges that were de-designated during fiscal year 2025. We also use foreign currency-denominated debt to hedge the foreign currency exposures of our net investment in certain foreign subsidiaries. The designated foreign currency-denominated debt and related accrued interest was €3,119.1 million ($3,676.0) at 30 June 2025 and €1,905.7 million ($2,121.9) at 30 September 2024. The designated foreign currency-denominated debt is presented on our consolidated balance sheets within "Long-term debt" as of 30 June 2025 and "Long-term debt" and "Current portion of long-term debt" as of 30 September 2024. Debt Portfolio Management It is our policy to identify, on a continuing basis, the need for debt capital and to evaluate the financial risks inherent in funding the Company with debt capital. Reflecting the result of this ongoing review, we manage our debt portfolio and hedging program with the intent to (1) reduce funding risk with respect to borrowings made by us to preserve our access to debt capital and provide debt capital as required for funding and liquidity purposes, and (2) manage the aggregate interest rate risk and the debt portfolio in accordance with certain debt management parameters. Interest Rate Management Contracts We enter into interest rate swaps to change the fixed/variable interest rate mix of our debt portfolio in order to maintain the percentage of fixed- and variable-rate debt within the parameters set by management. In accordance with these parameters, the agreements are used to manage interest rate risks and costs inherent in our debt portfolio. Our interest rate management portfolio generally consists of fixed-to-floating interest rate swaps (which are designated as fair value hedges), pre-issuance interest rate swaps and treasury locks (which hedge the interest rate risk associated with anticipated fixed-rate debt issuances and are designated as cash flow hedges), and floating-to-fixed interest rate swaps (which are designated as cash flow hedges). As of 30 June 2025, the outstanding interest rate swaps were denominated in U.S. Dollars. The notional amount of the interest rate swap agreements is equal to or less than the designated debt being hedged. When interest rate swaps are used to hedge variable-rate debt, the indices of the swaps and the debt to which they are designated are the same. It is our policy not to enter into any interest rate management contracts which lever a move in interest rates on a greater than one-to-one basis. Cross Currency Interest Rate Swap Contracts We enter into cross currency interest rate swap contracts when our risk management function deems necessary. These contracts may entail both the exchange of fixed- and floating-rate interest payments periodically over the life of the agreement and the exchange of one currency for another currency at inception and at a specified future date. The contracts are used to hedge either certain net investments in foreign operations or non-functional currency cash flows related to intercompany loans. The current cross currency interest rate swap portfolio consists of fixed-to-fixed swaps primarily between the U.S. Dollar and each of the Chinese Renminbi, Indian Rupee, and Chilean Peso. The table below summarizes our outstanding interest rate management contracts and cross currency interest rate swaps:
|  | 30 June 2025 |  | 30 September 2024
|  | US$ 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 |  |  | SOFR |  | 1.64 | % |  | 2.2 |  | $800.0 |  |  | SOFR |  | 1.64 | % |  | 3.0
Interest rate swaps (cash flow hedge)(A) |  | $2,963.2 |  |  | 2.77 | % |  | SOFR |  | 20.5 |  | $2,159.3 |  |  | 2.72 | % |  | SOFR |  | 21.2
Interest rate swaps (not designated)(A) |  | $347.5 |  |  | 3.26 | % |  | SOFR |  | 19.2 |  | $461.4 |  |  | 3.27 | % |  | SOFR |  | 20.5
Cross currency interest rate swaps (net investment hedge) |  | $— |  |  | — | % |  | — | % |  | 0.0 |  | $16.7 |  |  | 5.39 | % |  | 3.64 | % |  | 0.2
Cross currency interest rate swaps (cash flow hedge) |  | $308.4 |  |  | 5.12 | % |  | 3.01 | % |  | 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
(A)In May 2023, NGHC entered into floating-to-fixed interest rate swaps designed to hedge long-term variable rate debt facilities available under non-recourse project financing during the construction period of the NEOM Green Hydrogen Project. During the third quarter of fiscal year 2024, we discontinued cash flow hedge accounting for certain instruments that will remain de-designated until outstanding borrowings from the available financing are commensurate with the notional value of the instruments. 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 item |  | Cumulative hedging adjustment, included in carrying amount
| 30 June | 30 September |  | 30 June | 30 September
Balance Sheet Location | 2025 | 2024 |  | 2025 | 2024
Current portion of long-term debt | $547.9 |  | $— |  |  | ($2.0) |  | $— |
Long-term debt | $1,518.9 |  | $2,057.1 |  |  | ($26.3) |  | ($36.6) |
The table below summarizes the fair value and balance sheet location of our outstanding derivatives:
| Balance Sheet Location | 30 June | 30 September | Balance Sheet Location | 30 June | 30 September
| 2025 | 2024 | 2025 | 2024
Derivatives Designated as Hedging Instruments: |  |  |  |  |  |
Forward exchange contracts | Other receivables and current assets | $98.4 |  | $74.5 |  | Payables and accrued liabilities | $44.1 |  | $21.6 |
Interest rate management contracts | Other receivables and current assets | 6.8 |  | 1.2 |  | Payables and accrued liabilities | 2.0 |  | 1.2 |
Forward exchange contracts | Other noncurrent assets | 10.3 |  | 9.6 |  | Other noncurrent liabilities | 5.6 |  | 15.6 |
Interest rate management contracts | Other noncurrent assets | 154.8 |  | 34.3 |  | Other noncurrent liabilities | 27.4 |  | 40.2 |
Total Derivatives Designated as Hedging Instruments |  | $270.3 |  | $119.6 |  |  | $79.1 |  | $78.6 |
Derivatives Not Designated as Hedging Instruments: |  |  |  |  |  |
Forward exchange contracts | Other receivables and current assets | $22.6 |  | $16.5 |  | Payables and accrued liabilities | $25.1 |  | $21.8 |
Interest rate management contracts | Other receivables and current assets | — |  | 1.7 |  | Payables and accrued liabilities | — |  | — |
Forward exchange contracts | Other noncurrent assets | 8.8 |  | 0.2 |  | Other noncurrent liabilities | 35.9 |  | 0.2 |
Interest rate management contracts | Other noncurrent assets | 15.7 |  | 4.6 |  | Other noncurrent liabilities | — |  | — |
Total Derivatives Not Designated as Hedging Instruments |  | $47.1 |  | $23.0 |  |  | $61.0 |  | $22.0 |
Total Derivatives |  | $317.4 |  | $142.6 |  |  | $140.1 |  | $100.6 |
Refer to Note 11, Fair Value Measurements, which defines fair value, describes the method for measuring fair value, and provides additional disclosures regarding fair value measurements. 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 |  | Nine Months Ended
| 30 June |  | 30 June
| 2025 | 2024 |  | 2025 | 2024
Net Investment Hedging Relationships |  |  |  |  |
Forward exchange contracts | ($35.2) |  | $4.3 |  |  | ($1.3) |  | $4.1 |
Foreign currency debt | (276.9) |  | 14.8 |  |  | (248.9) |  | (26.9) |
Cross currency interest rate swaps | — |  | 0.4 |  |  | 0.4 |  | (0.7) |
Total Amount Recognized in OCI | (312.1) |  | 19.5 |  |  | (249.8) |  | (23.5) |
Tax effects | 75.3 |  | (4.8) |  |  | 59.9 |  | 5.7 |
Net Amount Recognized in OCI | ($236.8) |  | $14.7 |  |  | ($189.9) |  | ($17.8) |
| Three Months Ended |  | Nine Months Ended
| 30 June |  | 30 June
| 2025 | 2024 |  | 2025 | 2024
Derivatives in Cash Flow Hedging Relationships |  |  |  |  |
Forward exchange contracts | $80.3 |  | ($24.6) |  |  | ($54.1) |  | $27.0 |
Forward exchange contracts, excluded components | (1.8) |  | (6.1) |  |  | (8.1) |  | (18.5) |
Other(A) | (20.5) |  | 40.4 |  |  | 122.8 |  | (71.9) |
Total Amount Recognized in OCI | 58.0 |  | 9.7 |  |  | 60.6 |  | (63.4) |
Tax effects | (17.1) |  | 3.8 |  |  | 1.0 |  | (1.9) |
Net Amount Recognized in OCI | $40.9 |  | $13.5 |  |  | $61.6 |  | ($65.3) |
(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. 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 30 June
| Sales |  | Cost of Sales |  |  |  | Interest Expense |  | Other Non-Operating Income (Expense), Net
| 2025 | 2024 |  | 2025 | 2024 |  |  |  |  | 2025 | 2024 |  | 2025 | 2024
Total presented in consolidated income statements that includes effects of hedging below | $3,022.7 |  | $2,985.5 |  |  | $2,040.1 |  | $2,005.6 |  |  |  |  |  | $61.4 |  | $55.7 |  |  | ($6.0) |  | ($1.3) |
(Gain) Loss Effects of Cash Flow Hedging: |  |  |  |  |  |  |  |  |  |  |  |  |  |
Forward Exchange Contracts: |  |  |  |  |  |  |  |  |  |  |  |  |  |
Amount reclassified from OCI into income | ($0.1) |  | $0.2 |  |  | ($0.3) |  | ($0.3) |  |  |  |  |  | $— |  | $— |  |  | ($73.6) |  | $16.8 |
Amount excluded from effectiveness testing recognized in earnings based on amortization approach | — |  | — |  |  | — |  | — |  |  |  |  |  | — |  | — |  |  | 2.7 |  | 5.7 |
Other: |  |  |  |  |  |  |  |  |  |  |  |  |  |
Amount reclassified from OCI into income | — |  | — |  |  | — |  | — |  |  |  |  |  | (0.4) |  | 0.9 |  |  | 3.7 |  | (0.4) |
Amount reclassified from OCI into income due to de-designation | — |  | — |  |  | — |  | — |  |  |  |  |  | — |  | — |  |  | 0.2 |  | (2.3) |
Total (Gain) Loss Reclassified from OCI to Income | (0.1) |  | 0.2 |  |  | (0.3) |  | (0.3) |  |  |  |  |  | (0.4) |  | 0.9 |  |  | (67.0) |  | 19.8 |
Tax effects | — |  | — |  |  | 0.1 |  | 0.1 |  |  |  |  |  | — |  | (0.4) |  |  | 15.5 |  | (4.8) |
Net (Gain) Loss Reclassified from OCI to Income | ($0.1) |  | $0.2 |  |  | ($0.2) |  | ($0.2) |  |  |  |  |  | ($0.4) |  | $0.5 |  |  | ($51.5) |  | $15.0 |
(Gain) Loss Effects of Fair Value Hedging: |  |  |  |  |  |  |  |  |  |  |  |  |  |
Other: |  |  |  |  |  |  |  |  |  |  |  |  |  |
Hedged items | $— |  | $— |  |  | $— |  | $— |  |  |  |  |  | $8.0 |  | $2.1 |  |  | $— |  | $— |
Derivatives designated as hedging instruments | — |  | — |  |  | — |  | — |  |  |  |  |  | (8.0) |  | (2.1) |  |  | — |  | — |
Total (Gain) Loss Recognized in Income | $— |  | $— |  |  | $— |  | $— |  |  |  |  |  | $— |  | $— |  |  | $— |  | $— |
| Nine Months Ended 30 June
| Sales |  | Cost of Sales |  |  |  | Interest Expense |  | Other Non-Operating Income (Expense), Net
| 2025 | 2024 |  | 2025 | 2024 |  |  |  |  | 2025 | 2024 |  | 2025 | 2024
Total presented in consolidated income statements that includes effects of hedging below | $8,870.4 |  | $8,913.1 |  |  | $6,110.5 |  | $6,064.3 |  |  |  |  |  | $146.2 |  | $169.1 |  |  | $14.3 |  | ($25.3) |
(Gain) Loss Effects of Cash Flow Hedging: |  |  |  |  |  |  |  |  |  |  |  |  |  |
Forward Exchange Contracts: |  |  |  |  |  |  |  |  |  |  |  |  |  |
Amount reclassified from OCI into income | $0.3 |  | $0.1 |  |  | $7.3 |  | $1.5 |  |  |  |  |  | $— |  | $— |  |  | $30.8 |  | ($9.8) |
Amount excluded from effectiveness testing recognized in earnings based on amortization approach | — |  | — |  |  | — |  | — |  |  |  |  |  | — |  | — |  |  | 13.1 |  | 16.7 |
Other: |  |  |  |  |  |  |  |  |  |  |  |  |  |
Amount reclassified from OCI into income | — |  | — |  |  | — |  | — |  |  |  |  |  | 0.1 |  | 3.3 |  |  | (9.2) |  | 1.5 |
Amount reclassified from OCI into income due to de-designation | — |  | — |  |  | — |  | — |  |  |  |  |  | — |  | — |  |  | 0.2 |  | (2.3) |
Total (Gain) Loss Reclassified from OCI to Income | 0.3 |  | 0.1 |  |  | 7.3 |  | 1.5 |  |  |  |  |  | 0.1 |  | 3.3 |  |  | 34.9 |  | 6.1 |
Tax effects | (0.1) |  | — |  |  | (1.5) |  | (0.3) |  |  |  |  |  | (0.2) |  | (1.3) |  |  | (8.1) |  | (1.3) |
Net (Gain) Loss Reclassified from OCI to Income | $0.2 |  | $0.1 |  |  | $5.8 |  | $1.2 |  |  |  |  |  | ($0.1) |  | $2.0 |  |  | $26.8 |  | $4.8 |
(Gain) Loss Effects of Fair Value Hedging: |  |  |  |  |  |  |  |  |  |  |  |  |  |
Other: |  |  |  |  |  |  |  |  |  |  |  |  |  |
Hedged items | $— |  | $— |  |  | $— |  | $— |  |  |  |  |  | $8.3 |  | $20.0 |  |  | $— |  | $— |
Derivatives designated as hedging instruments | — |  | — |  |  | — |  | — |  |  |  |  |  | (8.3) |  | (20.0) |  |  | — |  | — |
Total (Gain) Loss Recognized in Income | $— |  | $— |  |  | $— |  | $— |  |  |  |  |  | $— |  | $— |  |  | $— |  | $— |
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 30 June
| Other Income (Expense), Net |  | Other Non-Operating Income (Expense), Net
| 2025 |  | 2024 |  | 2025 |  | 2024
The Effects of Derivatives Not Designated as Hedging Instruments: |  |  |
Forward exchange contracts | $4.0 |  |  | ($1.6) |  |  | $— |  |  | ($0.5) |
De-designated interest rate swaps | — |  |  | — |  |  | 0.1 |  |  | (8.9) |
Other | — |  |  | — |  |  | — |  |  | (0.1) |
Total (Gain) Loss Recognized in Income | $4.0 |  |  | ($1.6) |  |  | $0.1 |  |  | ($9.5) |
| Nine Months Ended 30 June
| Other Income (Expense), Net |  | Other Non-Operating Income (Expense), Net
| 2025 |  | 2024 |  | 2025 |  | 2024
The Effects of Derivatives Not Designated as Hedging Instruments: |  |  |
Forward exchange contracts | ($2.7) |  |  | ($1.3) |  |  | ($0.8) |  |  | ($1.4) |
De-designated interest rate swaps | — |  |  | — |  |  | (27.2) |  |  | (8.9) |
Other | — |  |  | — |  |  | (1.7) |  |  | — |
Total (Gain) Loss Recognized in Income | ($2.7) |  |  | ($1.3) |  |  | ($29.7) |  |  | ($10.3) |
The amount of unrealized gains and losses related to cash flow hedges as of 30 June 2025 that are expected to be reclassified to earnings in the next twelve months is not material. The cash flows related to derivative contracts are generally reported in the operating activities section of the consolidated statements of cash flows. Credit Risk-Related Contingent Features Certain derivative instruments are executed under agreements that require us to maintain a minimum credit rating with both Standard & Poor’s and Moody’s. If our credit rating falls below this threshold, the counterparty to the derivative instruments has the right to request full collateralization on the derivatives’ net liability position. The net liability position of derivatives with credit risk-related contingent features was $57.4 and $47.3 as of 30 June 2025 and 30 September 2024, respectively. Because our current credit rating is above the various pre-established thresholds, no collateral has been posted on these liability positions. Counterparty Credit Risk Management We execute financial derivative transactions with counterparties that are highly rated financial institutions, all of which are investment grade at this time. Some of our underlying derivative agreements give us the right to require the institution to post collateral if its credit rating falls below the pre-established thresholds with Standard & Poor’s, Moody’s, or Fitch. The collateral that the counterparties would be required to post was $201.6 and $57.2 as of 30 June 2025 and 30 September 2024, respectively. No financial institution is required to post collateral at this time, as all have credit ratings at or above threshold.

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