Quantitative and Qualitative Disclosures About Market Risk
−Removed: At March 31, 2026, we had no interest rate swaps.
+Added: At June 30, 2026, we had no interest rate swaps.
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 $36,037 to hedge our exposure to changes in foreign currency exchange rates and interest rates.
−Removed: These derivatives have been designated as fair value or cash flow hedges with a net fair value of $(2,168) at March 31, 2026.
+Added: These derivatives have been designated as fair value or cash flow hedges with a net fair value of $(1,827) at June 30, 2026.
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.