13.Fair Value Measurements
Assets and liabilities measured at fair value on a recurring basis are summarized as follows:
 Fair Value Measurements as of
 December 31, 2025December 31, 2024
 (in millions)
Assets
Foreign currency derivatives$— $7.9 
Deferred compensation assets16.8 14.0 
$16.8 $21.9 
Liabilities
Deferred compensation liabilities$17.8 $14.8 
Foreign currency derivatives4.4 — 
$22.2 $14.8 
Our deferred compensation assets and liabilities are classified within Level 1 of the fair value hierarchy because they are valued using quoted market prices. Our foreign currency derivatives are classified as Level 2 because their value is calculated based upon observable inputs including market USD/Euro exchange rates and market interest rates.
The carrying values of our significant financial instruments reflected in the Consolidated Balance Sheets, including the Senior Notes that have a determinable fair value based on quoted market prices for identical liabilities and are classified as Level 2 since the market is not active. At December 31, 2025, the fair value of these instruments was approximately 3% higher than the carrying value of the Senior Notes. At December 31, 2024, the carrying value of the then outstanding Senior Notes due 2026 approximated the respective fair value.

Historical Timeline

Fiscal YearFiled
2025Feb 19, 2026Showing above
2024Feb 21, 2025
2023Feb 27, 2024
2022Mar 1, 2023
2021Mar 1, 2022
2020Mar 1, 2021
2019Mar 11, 2020
2018Feb 25, 2019
2017Feb 26, 2018
2016Feb 22, 2017
2015Feb 26, 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.