Fair Value Measurements
Fair value measurements are derived using inputs (assumptions that market participants would use in pricing an asset or liability, including assumptions about risk). GAAP categorizes inputs used in fair value measurements into three broad levels as follows:
Level 1:
Quoted prices in active markets for identical assets or liabilities.
Level 2:
Observable inputs other than quoted prices included in Level 1, such as quoted prices for similar assets and liabilities in active markets, similar assets and liabilities in markets that are not active or can be corroborated by observable market data.
Level 3:
Unobservable inputs that are supported by little or no market activity and that are significant to the fair value of the assets or liabilities. This includes valuation techniques that involve significant unobservable inputs.
The carrying amounts of derivative instruments, certain financing arrangements and environmental credit obligations as of December 31, 2025 and 2024 were as follows:
Carrying AmountFair Value by Input Level
Level 1Level 2Level 3
(In millions)
December 31, 2025
Assets:
Commodity forward contracts$$— $$— 
Total assets$$— $$— 
Liabilities:
Commodity forward contracts$$— $$— 
Financing arrangements - precious metals
94 — 96 — 
Foreign currency forward contracts— — 
Environmental credit obligations46 — 46 — 
Total liabilities$151 $— $153 $— 
Carrying AmountFair Value by Input Level
Level 1Level 2Level 3
(In millions)
December 31, 2024
Assets:
Commodity forward contracts$$— $$— 
Foreign currency forward contracts18 — 18 — 
Total assets$19 $— $19 $— 
Liabilities:
NYMEX futures contracts$$$— $— 
Commodity forward contracts— — 
Financing arrangements - precious metals
31 — 31 — 
Environmental credit obligations
10 — 10 — 
Total liabilities$43 $$42 $— 

Level 1 Fair Value Measurements: Our futures contracts based on New York Mercantile Exchange (“NYMEX”) pricing are measured and recorded at fair value using quoted market prices, a Level 1 input.

Level 2 Fair Value Measurements: Derivative instruments consisting of foreign currency forward contracts, commodity price swaps and forward sales and purchase contracts are measured and recorded at fair value using Level 2 inputs. The fair value of the commodity price swap contracts is based on the net present value of expected future cash flows related to both variable and fixed rate legs of the respective swap agreements. The measurements are computed using market-based observable inputs and quoted forward commodity prices with respect to our commodity price swaps. The fair value of the forward sales and purchase contracts is computed using quoted forward commodity prices. The fair value of our precious metals catalyst financing arrangements discussed in Note 13 is computed using quoted forward commodity prices, a Level 2 input. The fair value of foreign currency forward contracts is derived using market quotes for similar types of instruments, a Level 2 input. Environmental credit obligations are valued based on quoted prices from an independent pricing service.

See Note 14 for additional information on derivative instruments and hedging activities.

Historical Timeline

Fiscal YearFiled
2025Feb 27, 2026Showing above
2024Feb 20, 2025
2023Feb 21, 2024
2022Feb 28, 2023

About Fair Value Disclosures

Fair value disclosures classify all assets and liabilities measured at fair value into a three-level hierarchy: Level 1 (quoted market prices), Level 2 (observable inputs like yield curves), and Level 3 (unobservable inputs requiring management estimates). The proportion of Level 3 assets directly reflects how much of the balance sheet depends on internal models rather than market evidence.

Key signals: a growing Level 3 balance relative to total fair-value assets increases valuation uncertainty and earnings volatility risk. Watch for transfers between levels — assets moving from Level 2 to Level 3 often signal deteriorating market liquidity. Unrealized gains and losses on Level 3 positions flow through earnings or other comprehensive income, so large swings deserve scrutiny. For financial institutions, examine the sensitivity disclosures that show how Level 3 valuations change under alternative assumptions. Compare the fair value of debt against its carrying amount to gauge hidden leverage.