We are exposed to changes in foreign currency exchange rates because of our global operations. As a result, we have assets, liabilities, and cash flows denominated in a variety of foreign currencies. We also have variable rate indebtedness, which subjects us to interest rate risk. Additionally, we are also exposed to changes in the prices of certain commodities that we use in production. Changes in these rates and commodity prices may have an impact on our future cash flows and earnings. We manage these risks through our normal operating and financing activities and, when deemed appropriate, through the use of derivative financial instruments. We do not enter into derivative financial instruments for trading or speculative purposes. By using derivative financial instruments, we are subject to credit and market risk. The fair values of the derivative financial instruments are determined by using valuation models whose inputs are derived using market observable inputs, and reflect the asset or liability position as of the end of each reporting period. When the fair value of a derivative contract is positive, the counterparty owes us, thus creating a receivable risk for us. We are exposed to counterparty credit risk in the event of non-performance by counterparties to our derivative agreements. We minimize counterparty credit (or repayment) risk by entering into transactions with major financial institutions of investment grade credit ratings. Our risk management programs and the underlying exposures are closely correlated, such that the potential loss in value for the risk management portfolio described above would be largely offset by the changes in the value of the underlying exposures. Refer to “Note 20 – Financial Instruments” to the Interim Consolidated Financial Statements for further information. Foreign Currency Risks We enter into foreign currency forward contracts to minimize the volatility in our earnings related to foreign exchange gains and losses resulting from remeasuring our monetary assets and liabilities that are denominated in non-functional currencies, and any gains and losses from the foreign currency forward contracts are intended to be offset by any gains or losses from the remeasurement of the underlying monetary assets and liabilities. These derivatives are stand-alone and, except as described below, have not been designated as a hedge. At June 30, 2026, we had 12 foreign currency forward contracts outstanding with an aggregate gross notional U.S. dollar equivalent of $225 million, the fair value of which amounted to less than negative $1 million. At December 31, 2025, we had 9 foreign currency forward contracts outstanding with an aggregate gross notional U.S. dollar equivalent of $170 million, the fair value of which amounted to less than $1 million. We recognized net losses of $3 million and $6 million for the three and six months ended June 30, 2026, respectively, and a net gain of $1 million and a net loss of $1 million for the three and six months ended June 30, 2025, respectively, in other income (expense), net. We enter into certain qualifying foreign currency forward contracts under a cash flow hedge program 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 our international subsidiaries that use the euro as their functional currency. At June 30, 2026, we had 169 foreign currency forward contracts outstanding under our cash flow hedge program with an aggregate notional U.S. dollar equivalent of $199 million, the fair value of which amounted to $5 million. At December 31, 2025, we had 170 foreign currency forward contracts outstanding under our cash flow hedge program with an aggregate notional U.S. dollar equivalent of $214 million, the fair value of which amounted to negative $3 million. We recognized a pre-tax gain of $2 million and a pre-tax gain of $6 million for the three and six months ended June 30, 2026, respectively, and pre-tax losses of $14 million and $18 million for the three and six months ended June 30, 2025, respectively, within accumulated other comprehensive loss. For the three and six months ended June 30, 2026, $2 million of loss and $5 million of loss were reclassified to the cost of goods sold from accumulated other comprehensive loss, respectively. For the three and six months ended June 30, 2025, $2 million and $5 million of gains were reclassified to the cost of goods sold from accumulated other comprehensive loss, respectively On June 4, 2026, we entered into a foreign currency forward contract with a gross notional U.S. dollar equivalent of $145 million that we designated as a net investment hedge of our foreign currency exchange rate exposure of the net investments of our TWD-denominated subsidiary. We recognized a pre-tax gain of $1 million for the three months ended June 30, 2026, on our foreign currency borrowing net investment hedge within accumulated other comprehensive loss. We designated our euro-denominated debt as a hedge of our net investment in certain of our international subsidiaries that use the euro as their functional currency in order 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. We recognized a pre-tax loss of $1 million and a pre-tax gain of $9 million for the three and six months ended June 30, 2026, respectively, on our net investment hedge within accumulated other comprehensive loss. The balances is in AOCI associated with the de-designated foreign currency borrowings will remain in AOCI and will only be reclassified into earnings if and when the net investment in our European subsidiaries are sold or substantially sold. No amounts were reclassified from accumulated other comprehensive loss for our net investment hedges during the three and six months ended June 30, 2026 and 2025. 98 The Chemours Company On June 2, 2026, we de-designated €100 million of foreign currency borrowings from net investment hedge accounting. As a result of this de-designation, we recognized a pre-tax gain of $3 million for three months ended June 30, 2026, in other income (expense), net. Concurrently with this de-designation, we entered into an off-setting foreign currency forward contract, with a total notional amount of €100 million that was designated as a fair value hedge with changes in fair value recognized within other income (expense), net. We recognized a pre-tax loss of $3 million for the three and six months ended June 30, 2026 on our foreign currency forward contract within other income (expense), net. Concurrently with the offering of the senior unsecured notes due January 2033, we entered into a cross-currency swap to effectively convert $600 million of the senior unsecured notes due January 2033 into a euro-denominated borrowing of €567 million at prevailing euro interest rates, the fair value of which amounted to $48 million and $59 million at June 30, 2026 and December 31, 2025 , respectively. The foreign currency swap qualifies and has been designated as a net investment hedge of our foreign currency exchange rate exposure of the net investments of certain of our euro-denominated subsidiaries. We recognized a pre-tax loss of $6 million and pre-tax gain of $12 million for the three and six months ended June 30, 2026 on our cross-currency swap within accumulated other comprehensive loss. No amount was reclassified from accumulated other comprehensive loss for our cross-currency swap for the three and six months ended June 30, 2026. In June 2026, we entered into a cross-currency swap to effectively convert an additional $349 million of USD senior unsecured notes into a euro-denominated borrowing of €300 million at prevailing euro interest rates, maturing on March 15, 2031. The foreign currency swap qualifies and has been designated as a net investment hedge of our foreign currency exchange rate exposure of the net investments of certain of our euro-denominated subsidiaries. We recognized a pre-tax gain of $1 million for the three months ended June 30, 2026 on this cross-currency swap within accumulated other comprehensive loss. No amount was reclassified from accumulated other comprehensive loss for this cross-currency swap for the three months ended June 30, 2026. Interest Rate Risk We entered into interest rate swaps, to mitigate the volatility in our cash payments for interest due to fluctuations in the Secured Overnight Financing Rate, as is applicable to the portion of our senior secured term loan facility denominated in U.S. dollars. At June 30, 2026 and December 31, 2025, we had two interest rate swaps outstanding under our cash flow hedge program with an aggregate notional U.S. dollar equivalent of $300 million, the fair value of which amounted to negative $1 million and negative $3 million, respectively. We recognized no amount of pre-tax gain/loss and pre-tax gain of less than $1 million for the three and six months ended June 30, 2026, respectively, within accumulated other comprehensive loss. We recognized a pre-tax gain of less than $1 million and a pre-tax loss of $1 million for the three and six months ended June 30, 2025, respectively, within accumulated other comprehensive loss For each of the three and six months ended June 30, 2026, $1 and $2 million of loss was reclassified to interest expense, net from accumulated other comprehensive loss. For the three and six months ended June 30, 2025 less than $1 million and $1 million of losses were reclassified to interest expense, net from accumulated other comprehensive loss, respectively