Fair Value
The areas in which we utilize fair value measures of financial assets and liabilities are presented in the table below:
 As of December 31, 2025
 Level 1Level 2Level 3Total
Assets:    
Cash equivalents:    
Bank time deposits with original maturities of three months or less$ $217.0 $ $217.0 
Derivative assets (see Note R)
 4.5  4.5 
Diversified investments associated with the ESU program (see Note L)
60.2   60.2 
Total assets$60.2 $221.5 $ $281.7 
Liabilities:    
Derivative liabilities (see Note R)
$ $1.2 $ $1.2 
Liabilities associated with the ESU program (see Note L)
62.4   62.4 
Total liabilities$62.4 $1.2 $ $63.6 
 As of December 31, 2024
 Level 1Level 2Level 3Total
Assets:    
Cash equivalents:    
Bank time deposits with original maturities of three months or less$— $156.0 $— $156.0 
Derivative assets (see Note R)
— 5.1 — 5.1 
Diversified investments associated with the ESU program (see Note L)
55.1 — — 55.1 
Total assets$55.1 $161.1 $— $216.2 
Liabilities:    
Derivative liabilities (see Note R)
$— $7.0 $— $7.0 
Liabilities associated with the ESU program (see Note L)
53.9 — — 53.9 
Total liabilities$53.9 $7.0 $— $60.9 
There were no transfers between Level 1 and Level 2 for any of the periods presented.
The fair value for fixed rate debt (Level 1) was approximately $175.0 less than carrying value of $1,490.0 at December 31, 2025 and was approximately $245.0 less than carrying value of $1,488.3 at December 31, 2024.

Historical Timeline

Fiscal YearFiled
2025Feb 26, 2026Showing above
2024Feb 26, 2025
2023Feb 27, 2024
2022Feb 24, 2023
2021Feb 22, 2022
2020Feb 24, 2021
2019Feb 20, 2020
2018Feb 27, 2019
2017Feb 22, 2018
2016Feb 22, 2017
2015Feb 25, 2016

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.