v3.25.2
DERIVATIVES AND HEDGING (Tables)
6 Months Ended
Jun. 30, 2025
DERIVATIVES AND HEDGING  
Schedule of gross notional amount and fair value of outstanding derivative instruments

June 30, 2025

Balance Sheet Location

Notional Amount

Fair Value

Derivative assets designated as hedge accounting instruments:

Interest rate floors

Other Current Assets

Note 1

$

1,564

Foreign currency forwards

Other Current Assets

$

44,962

4,036

Foreign currency net purchased options

Other Current Assets

16,013

1,404

Total current derivative assets

$

60,975

$

7,004

Interest rate floors

Other Non-Current Assets

Note 1

24,343

Total derivative assets

$

60,975

$

31,347

December 31, 2024

Balance Sheet Location

Notional Amount

Fair Value

Derivative assets designated as hedge accounting instruments:

Interest rate floors

Other Current Assets

Note 1

$

739

Foreign currency forwards

Other Current Assets

$

40,330

910

Foreign currency net purchased options

Other Current Assets

15,966

385

Total current derivative assets

$

56,296

$

2,034

Interest rate floors

Other Non-Current Assets

Note 1

$

17,692

Total derivative assets

$

56,296

$

19,726

Note 1: The Company’s investment in interest rate derivative instruments consists of three and five year investments in 3% interest rate floors to hedge interest income on a $1,900,000 notional investment of customer funds in floating rate cash equivalent instruments. The short-term portion of the investments’ fair value shown in the tables above relates to the portion of the hedge expiring within one year of the balance sheet date.