Quantitative and Qualitative Disclosures About Market Risk
−Removed: At September 30, 2023, we had interest rate swaps with a notional value of $1,750 and a fair value of $(9).
+Added: At March 31, 2024, we had interest rate swaps with a notional value of $1,750 and a fair value of $(2).
We have fixed-to-fixed and floating-to-fixed cross-currency swaps on foreign currency-denominated debt instruments with a U.S.
dollar notional value of $35,825 to hedge our exposure to changes in foreign currency exchange rates and interest rates.
−Removed: These derivatives have been designated as cash flow or fair value hedges with a net fair value of $(4,725) at September 30, 2023.
−Removed: We had no rate locks at September 30, 2023.
+Added: These derivatives have been designated as cash flow or fair value hedges with a net fair value of $(3,195) at March 31, 2024.
+Added: We had no rate locks at March 31, 2024.
Compared sentence by sentence after normalising whitespace, quotation marks, case and digits, so re-formatting and restated figures do not read as changed language. Wording changes appear as one removal and one addition. The current filing and the prior one are authoritative.