v3.26.1
Derivative Instruments (Tables)
 3 Months Ended
Jun. 30, 2026
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Summary of 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, 2026March 31, 2026
Notional
balances		AssetsLiabilitiesNotional
balances		AssetsLiabilities
(U.S. dollars in millions)
Interest rate swaps$76,720 $330 $370 $74,630 $228 $442 
Cross currency swaps8,705 214 234 10,807 341 219 
Gross derivative assets/liabilities544 604 569 661 
Collateral posted/held18 3 24 (2)
Counterparty netting adjustment(476)(476)(419)(419)
Net derivative assets/liabilities$86 $131 $174 $240 
Summary of 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,
20262025
(U.S. dollars in millions)
Interest rate swaps$(2)$18 
Cross currency swaps(41)726 
Total gain/(loss) on derivative instruments$(43)$744