v3.26.1
Financial Instruments
3 Months Ended
Mar. 31, 2026
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Financial Instruments

Note 20. Financial Instruments

 

Objectives and Strategies for Holding Financial Instruments

 

In the ordinary course of business, Chemours enters into contractual arrangements to reduce its exposure to foreign currency risks. The Company has established a financial risk management program, which includes distinct risk management instruments: (i) foreign currency forward contracts, which are used to minimize the volatility in the Company’s earnings related to foreign exchange gains and losses resulting from remeasuring its monetary assets and liabilities that are denominated in non-functional currencies; (ii) foreign currency forward contracts, which are used to mitigate the risks associated with fluctuations in the euro against the U.S. dollar for forecasted U.S. dollar-denominated inventory purchases in certain of the Company’s international subsidiaries that use the euro as their functional currency; (iii) interest rate swaps, which are used to mitigate the volatility in the Company’s cash payments for interest due to fluctuations in variable interest rates, as is applicable to the portion of the Company’s senior secured term loan facility denominated in U.S. dollars; and, (iv) euro-denominated debt and cross-currency swaps, both of which are used to reduce the volatility in stockholders’ equity caused by changes in foreign currency exchange rates of the euro with respect to the U.S. dollar for certain of its international subsidiaries that use the euro as their functional currency. The Company’s financial risk management program reflects varying levels of exposure coverage and time horizons based on an assessment of risk. The program operates within Chemours’ financial risk management policies and guidelines, and the Company does not enter into derivative financial instruments for trading or speculative purposes.

 

Net Monetary Assets and Liabilities Hedge – Foreign Currency Forward Contracts

 

At March 31, 2026, the Company had 10 foreign currency forward contracts outstanding with an aggregate gross notional U.S. dollar equivalent of $209, and an average maturity of one month. At December 31, 2025, the Company had 9 foreign currency forward contracts outstanding with an aggregate gross notional U.S. dollar equivalent of $170, and an average maturity of one month. Chemours recognized net losses of $3 and $2 for the three months ended March 31, 2026 and 2025, in other income (expense), net.

 

Cash Flow Hedge – Foreign Currency Forward Contracts

 

At March 31, 2026, the Company had 177 foreign currency forward contracts outstanding under its cash flow hedge program with an aggregate notional U.S. dollar equivalent of $208, and an average maturity of five months. At December 31, 2025, the Company had 170 foreign currency forward contracts outstanding under its cash flow hedge program with an aggregate notional U.S. dollar equivalent of $214, and an average maturity of four months. Chemours recognized a pre-tax gain of $4 and a pre-tax loss of $4 for the three months ended March 31, 2026 and 2025, respectively, within accumulated other comprehensive loss. For the three months ended March 31, 2026 and 2025, $3 of loss and $2 of gain was reclassified to the cost of goods sold from accumulated other comprehensive loss, respectively.

 

The Company expects to reclassify approximately less than $1 of net pre-tax loss, based on current foreign currency exchange rates, from accumulated other comprehensive loss to the cost of goods sold over the next 12 months.

 

Cash Flow Hedge – Interest Rate Swaps

 

At March 31, 2026 and December 31, 2025, the Company had two interest rate swaps outstanding under its cash flow program with an aggregate notional U.S. dollar equivalent of $300; each of the interest rate swaps mature on October 31, 2026. Chemours recognized a pre-tax gain of $1 and a pre-tax loss of $1 for the three months ended March 31, 2026 and 2025, respectively, within accumulated other comprehensive loss. For each of the three months ended March 31, 2026 and 2025, less than $1 of loss was reclassified to interest expense, net from accumulated other comprehensive loss, respectively.

 

The Company expects to reclassify approximately $2 of net pre-tax loss from accumulated other comprehensive loss to interest expense, net over the next 7 months, based on the current market rate.

 

Net Investment Hedge – Foreign Currency Borrowings

 

The Company recognized a pre-tax gain of $10 and a pre-tax loss of $15 for the three months ended March 31, 2026 and 2025, respectively, on its net investment hedge within accumulated other comprehensive loss. No amounts were reclassified from accumulated other comprehensive loss for the Company’s net investment hedges during the three months ended March 31, 2026 and 2025.

 

Net Investment Hedge – Cross-Currency Swaps

 

Concurrently with the offering of the senior unsecured notes due January 2022 (as described further in "Note15 - Debt"), the Company entered into a cross-currency swap to effectively convert $600 of the senior unsecured notes due January 2033 into a euro-denominated borrowing of €567 at prevailing euro interest rates, maturing on January 15, 2030. The foreign currency swap qualifies and has been designated as a net investment hedge of the Company's foreign currency exchange rate exposure of the net investments of certain of its euro-denominated subsidiaries. The Company recognized a pre-tax gain of $17 for the three months ended March 31, 2026 on its cross-currency swap within accumulated other comprehensive loss. No amount was reclassified from accumulated other comprehensive loss for the Company's cross-currency swap for the three months ended March 31, 2026.

 

Fair Value of Derivative Instruments

 

The following table sets forth the fair value of the Company’s derivative assets and liabilities at March 31, 2026 and December 31, 2025.

 

 

 

 

 

Fair Value Using Level 2 Inputs

 

 

 

Balance Sheet Location

 

March 31, 2026

 

 

December 31, 2025

 

Asset derivatives:

 

 

 

 

 

 

 

 

Foreign currency forward contracts
not designated as a hedging instrument

 

Accounts and notes receivable, net (Note 8)

 

$

 

 

$

 

Foreign currency forward contracts
designated as a cash flow hedge

 

Accounts and notes receivable, net (Note 8)

 

 

4

 

 

 

Cross-currency swap designated as a net investment hedge

 

Accounts and notes receivable, net (Note 8)

 

 

 

 

 

 

Total asset derivatives

 

 

 

$

4

 

$

 

 

 

 

 

 

 

 

 

 

Liability derivatives:

 

 

 

 

 

 

 

 

Foreign currency forward contracts
not designated as a hedging instrument

 

Other accrued liabilities (Note 14)

 

$

 

$

 

Foreign currency forward contracts
designated as a cash flow hedge

 

Other accrued liabilities (Note 14)

 

 

 

 

 

3

 

Interest rate swaps
designated as a cash flow hedge

 

Other accrued liabilities (Note 14)

 

 

2

 

 

 

3

 

Cross-currency swap designated as a net investment hedge

 

Other accrued liabilities (Note 14)

 

 

42

 

 

 

59

 

Total liability derivatives

 

 

 

$

44

 

$

65

 

 

The Company’s foreign currency forward contracts are classified as Level 2 financial instruments within the fair value hierarchy as the valuation inputs are based on quoted prices and market observable data of similar instruments. For derivative assets and liabilities, standard industry models are used to calculate the fair value of the various financial instruments based on significant observable market inputs, such as foreign exchange rates and implied volatilities obtained from various market sources. Market inputs are obtained from well-established and recognized vendors of market data, and are subjected to tolerance and/or quality checks.

 

Summary of Financial Instruments

 

The following table sets forth the pre-tax changes in fair value of the Company’s financial instruments for the three months ended March 31, 2026 and 2025.

 

 

 

Gain (Loss) Recognized In

 

 

 

 

 

 

 

 

 

 

 

 

Accumulated

 

 

 

 

 

 

 

 

 

 

 

 

Other

 

 

 

Cost of

 

 

Interest

 

 

Other

 

 

Comprehensive

 

Three Months Ended March 31,

 

Goods Sold

 

 

Expense, Net

 

 

Income, Net

 

 

Loss

 

2026

 

 

 

 

 

 

 

 

 

 

 

 

Foreign currency forward contracts not designated as a hedging instrument

 

$

 

 

$

 

 

$

(3

)

 

$

 

Foreign currency forward contracts designated as a cash flow hedge

 

 

(3

)

 

 

 

 

 

 

 

 

4

 

Interest rate swaps designated as a cash flow hedge

 

 

 

 

 

 

 

 

 

 

 

1

 

Euro-denominated debt designated as a net investment hedge

 

 

 

 

 

 

 

 

 

 

 

10

 

Cross-currency swap designated as a net investment hedge

 

 

 

 

 

 

 

 

 

 

 

17

 

 

 

 

 

 

 

 

 

 

 

 

 

 

2025

 

 

 

 

 

 

 

 

 

 

 

 

Foreign currency forward contracts not designated as a hedging instrument

 

$

 

 

$

 

 

$

(2

)

 

$

 

Foreign currency forward contracts designated as a cash flow hedge

 

 

2

 

 

 

 

 

 

 

 

 

(4

)

Interest rate swaps designated as a cash flow hedge

 

 

 

 

 

 

 

 

 

 

 

(1

)

Euro-denominated debt designated as a net investment hedge

 

 

 

 

 

 

 

 

 

 

 

(15

)

Cross-currency swap designated as a net investment hedge

 

 

 

 

 

 

 

 

 

 

 

(11

)