v3.26.1
DERIVATIVES
6 Months Ended
Jun. 30, 2026
DERIVATIVES [ABSTRACT]  
Derivative Instruments and Hedging Activities Disclosure [Text Block]

(5)DERIVATIVES

TTEC’s Financial Risk Management Committee monitors cash flow and fair value foreign exchange exposures and interest rate exposures on a worldwide basis, assesses the potential economics and earnings impact from foreign exchange and/or interest rate fluctuations, and deploys risk management policies and solutions to reduce volatility related to TTEC’s exposure to foreign exchange rate changes and interest rate changes.

The Company enters into foreign exchange forward and option contracts to reduce its exposure to foreign currency exchange rate fluctuations that are associated with forecasted revenue earned in foreign locations. Upon proper qualification, these contracts are designated as cash flow hedges. The Company formally documents at the inception of the hedge all relationships between hedging instruments and hedged items as well as its risk management objective and strategy for undertaking various hedging activities.

The Company also enters into fair value derivative contracts that hedge against foreign currency exchange gains and losses primarily associated with short-term payables and receivables. These swap contracts are not designated as hedges under ASC Topic 815, Derivatives and Hedging.

It is the Company’s policy to only enter into derivative contracts with investment grade counterparty financial institutions, and correspondingly, the fair value of derivative assets considers, among other factors, the creditworthiness of these counterparties. Conversely, the fair value of derivative liabilities reflects the Company’s creditworthiness. As of June 30, 2026, the Company has not experienced, nor does it anticipate, any issues related to derivative counterparty defaults.

All derivative financial instruments are reported at gross fair value and recorded in Prepaids and other current assets, Other long-term assets, Other current liabilities, and Other long-term liabilities in the accompanying Consolidated Balance Sheets as applicable for each period end.

Fair Value of Derivative Instruments

The fair value and location of derivatives in the Consolidated Balance Sheets as of June 30, 2026 and December 31, 2025 were as follows (in thousands):

June 30, 2026

 

Designated

Not Designated

 

as Hedging

as Hedging

Designation:

Instruments

Instruments

 

  ​ ​ ​

Foreign

  ​ ​ ​

Foreign

 

Derivative contract type:

Exchange

Exchange

 

Derivative classification:

Cash Flow

Fair Value

Prepaids and other current assets

$

1,241

$

4

Other long-term assets

 

 

Other current liabilities

 

(1,751)

 

(54)

Other long-term liabilities

 

 

Total fair value of derivatives, net

$

(510)

$

(50)

December 31, 2025

 

Designated

Not Designated

 

as Hedging

as Hedging

Designation:

Instruments

Instruments

 

  ​ ​ ​

Foreign

  ​ ​ ​

Foreign

 

Derivative contract type:

Exchange

Exchange

 

Derivative classification:

Cash Flow

Fair Value

Prepaids and other current assets

$

1,632

$

54

Other long-term assets

 

 

Other current liabilities

 

(1,260)

 

Other long-term liabilities

 

(31)

 

Total fair value of derivatives, net

$

341

$

54

Cash Flow Hedges

Changes in fair value of derivative instruments designated as cash flow hedges are recorded in Accumulated other comprehensive income (loss), a component of Stockholders’ Equity, to the extent they are deemed effective. Ineffectiveness is measured based on the change in fair value of the forward contracts and the fair value of the hypothetical derivatives with terms that match the critical terms of the risk being hedged. Based on the criteria established by current accounting standards, the Company’s cash flow hedge contracts are deemed to be highly effective. Any realized gains or losses resulting from the foreign currency cash flow hedges are recognized together with the hedged transaction within Revenue.

The Company’s foreign exchange cash flow hedging instruments as of June 30, 2026 and December 31, 2025 are summarized as follows (amounts in thousands). All hedging instruments are forward contracts.

  ​ ​ ​

Local

  ​ ​ ​

  ​ ​ ​

  ​ ​ ​

 

Currency

U.S. Dollar

% Maturing

Contracts

 

Notional

Notional

in the next

Maturing

 

As of June 30, 2026

Amount

Amount

12 months

Through

 

Philippine Peso

 

2,546,000

$

43,123

(1)

100.0

%  

March 2027

Mexican Peso

 

221,000

 

11,412

100.0

%  

February 2027

Colombian Peso

 

2,000,000

 

477

100.0

%  

August 2026

$

55,012

  ​ ​ ​

Local

  ​ ​ ​

  ​ ​ ​

  ​ ​ ​

Currency

U.S. Dollar

% Maturing

Contracts

Notional

Notional

in the next

Maturing

As of December 31, 2025

Amount

Amount

12 months

Through

Philippine Peso

 

4,025,000

$

69,458

(1)

97.0

%  

March 2027

Mexican Peso

 

314,000

15,618

100.0

%  

December 2026

Colombian Peso

 

8,000,000

 

1,931

100.0

%  

August 2026

$

87,007

(1)Includes contracts to purchase Philippine pesos in exchange for New Zealand dollars and Australian dollars, which are translated into equivalent U.S. dollars on June 30, 2026 and December 31, 2025.

The amounts and location of gains and losses on Cash Flow Hedges within the Consolidated Statements of Comprehensive Income (Loss) for the six months ended June 30, 2026 and 2025 were as follows (in thousands):

Three Months Ended 

Six Months Ended 

June 30,

June 30,

2026

  ​ ​ ​

2025

  ​ ​ ​

2026

  ​ ​ ​

2025

Foreign Exchange Cash Flow Hedges, effective:

Amount of gain (loss) recognized in Other comprehensive income (loss) (1)

$

323

$

3,240

$

(1,352)

$

5,580

Amount and location of gain (loss) reclassified from Accumulated OCI to:

Revenue

$

(785)

$

659

$

(676)

$

485

Provision for income taxes

204

(171)

176

(126)

Net income (loss)

$

(581)

$

488

$

(500)

$

359

(1) As a result of the valuation allowance recorded in Q2 2024 against the Company’s U.S. Deferred Tax Assets, there is no tax impact recognized in Other comprehensive income (loss) for unrealized foreign exchange cash flow hedge gains or losses.

The activity related to the change in net unrealized gains and losses on the cash flow hedges included in “Accumulated other comprehensive income (loss)” in the Company’s unaudited consolidated statements of stockholders’ equity is presented in Note 11.

Undesignated Derivatives

Changes in the fair value of derivative instruments not designated as hedges are recognized in earnings in Other income (expense), net on a before tax basis and are offset by gains and losses on the related hedged items.

The Company’s volume of foreign exchange fair value derivative contracts as of June 30, 2026 and December 31, 2025 are summarized as follows (in thousands):

  ​ ​ ​

Local

  ​ ​ ​

  ​ ​ ​

  ​ ​ ​

 

Currency

U.S. Dollar

 

Notional

Notional

 

As of June 30, 2026 (2)

Amount

Amount

 

Australian Dollar

 

2,700

$

1,862

Euro

 

11,850

13,550

Canadian Dollar

5,850

4,123

British Pound

2,900

3,837

Mexican Peso

 

167,000

9,570

Polish Zloty

2,000

533

$

33,475

(2) All undesignated derivatives are short-term and matured in July 2026.

  ​ ​ ​

Local

  ​ ​ ​

  ​ ​ ​

Currency

U.S. Dollar

Notional

Notional

 

As of December 31, 2025 (3)

Amount

Amount

 

Australian Dollar

 

3,300

$

2,210

Euro

5,350

6,298

British Pound

5,950

8,021

Mexican Peso

 

70,000

3,891

New Zealand Dollar

 

1,100

 

639

Polish Zloty

 

11,000

3,072

$

24,131

(3) All undesignated derivatives are short-term and matured in January 2026.

The amounts and location of before tax gains and losses on Undesignated Derivatives within the Consolidated Statements of Comprehensive Income (Loss) for the six months ended June 30, 2026 and 2025, respectively, were as follows (in thousands):

Three Months Ended June 30,

 

2026

2025

 

Designation:

  ​ ​ ​

Not Designated as Hedging Instruments

Derivative contract type:

 

Foreign Exchange

Derivative classification:

 

Fair Value

Amount and location of net gain or (loss) recognized in the Consolidated Statement of Comprehensive Income (Loss):

Other income (expense), net

 

$

62

 

$

233

Six Months Ended June 30,

2026

2025

Designation:

 

Not Designated as Hedging Instruments

Derivative contract type:

 

Foreign Exchange

Derivative classification:

 

Fair Value

Amount and location of net gain or (loss) recognized in the Consolidated Statement of Comprehensive Income (Loss):

Other income (expense), net

 

$

(103)

 

$

281

The related cash flow impacts of all the derivative activities are reflected as cash flows from operating activities.