v3.25.2
Derivative Instruments (Tables)
 3 Months Ended
Jun. 30, 2025
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Notional Balances and Fair Values of Derivatives
The notional balances and fair values of the Company’s derivatives are presented below. The derivative instruments are presented on a gross basis in the Company’s consolidated balance sheets. Refer to Note 12 regarding the valuation of derivative instruments.
 
 June 30, 2025March 31, 2025
Notional
balances		AssetsLiabilitiesNotional
balances		AssetsLiabilities
 (U.S. dollars in millions)
Interest rate swaps$75,174 $368 $616 $73,058 $338 $676 
Cross currency swaps10,408 558 166 8,225 51 444 
Gross derivative assets/liabilities926 782 389 1,120 
Collateral posted/held32 — 43 — 
Counterparty netting adjustment(608)(608)(429)(429)
Net derivative assets/liabilities$350 $174 $3 $691 
Income Statement Impact of Derivative Instruments
The income statement impact of derivative instruments is presented below. There were no derivative instruments designated as part of a hedge accounting relationship during the periods presented.
 
Three months ended June 30,
 20252024
 (U.S. dollars in millions)
Interest rate swaps$18 $1 
Cross currency swaps726 (89)
Total gain/(loss) on derivative instruments$744 $(88)