Foreign Exchange Risk As a substantial portion of our operations are located outside the United States, our results can be significantly impacted by changes in foreign currency exchange rates. We are exposed to foreign currency exchange risk with respect to our sales, profits, assets and liabilities denominated in currencies other than the U.S. Dollar. Although we use financial instruments to hedge certain foreign currency risks, we are not fully protected against foreign currency exchange rate fluctuations and our reported results of operations could be affected by changes in such rates. To manage our exposures and mitigate the impact of currency fluctuations on the operations of our foreign subsidiaries, we may hedge certain of our transactional exposures using foreign currency exchange contracts. We also use derivatives not designated as hedging instruments, consisting primarily of forward contracts, to hedge foreign currency denominated balance sheet exposures. A discussion of our accounting policies for derivative instruments and further disclosures are provided in Note 10, “Derivatives and Hedging Instruments”, to the Condensed Consolidated Financial Statements. For purposes of analyzing potential risk, we use sensitivity analysis to quantify potential impacts that market rate changes may have on the fair values of our hedge portfolio related to firmly committed or forecasted transactions involving the U.S. Dollar, which represents our most significant exposure. The sensitivity analysis represents a hypothetical change in value of the hedge positions and does not reflect the related gain or loss on the forecasted underlying transaction. •A 10% appreciation in the value of the U.S. Dollar against foreign currencies from the prevailing market rates would have resulted in a corresponding increase in the fair value of the hedge portfolio of $7 million as of June 30, 2026. •A 10% depreciation in the value of the U.S. Dollar against foreign currencies from the prevailing market rates would have resulted in a corresponding decrease in the fair value of the hedge portfolio of $6 million as of June 30, 2026. We expect that any increase or decrease in the fair value of the portfolio would be substantially offset by increases or decreases in the underlying exposures being hedged. Interest Rate Risk We are subject to interest rate risk in relation to our variable-rate debt. Approximately 48% of our borrowings were on a fixed rate basis as of June 30, 2026. We utilize interest rate swap contracts to add stability to interest cost and to manage 44 Table of Contents exposure to interest rate movements as part of our interest rate risk management strategy. Payments and receipts related to interest rate swap contracts are included in cash flows from operating activities in the Condensed Consolidated Statements of Cash Flows. The increase in pre-tax interest expense for the three and six months ended June 30, 2026 from a hypothetical 100 basis point increase in variable interest rates would be approximately $4 million and $8 million, respectively. Our ATM vault cash rental expense is based on market rates of interest, and is therefore sensitive to changes in applicable interest rates in the countries in which we operate. We pay a monthly fee on the average outstanding vault cash balances in our ATMs under floating rate formulas based on a spread above various interbank offered rates. The increase in vault cash rental expense for the three months ended June 30, 2026 from a hypothetical 100 basis point increase in variable interest rates would be approximately $10 million, excluding the impact from outstanding interest rate swap agreements related to our vault cash. Refer to Note 10, “Derivatives and Hedging Instruments”, to the Condensed Consolidated Financial Statements for further information on our interest rate derivative contracts as of June 30, 2026. Concentrations of Credit Risk We may be subject to concentrations of credit risk on accounts receivable, financial instruments such as hedging instruments, and cash and cash equivalents. Credit risk includes the risk of nonperformance by counterparties, and the maximum potential loss may exceed the amount recognized in our Condensed Consolidated Balance Sheets. Exposure to credit risk is managed through credit approvals, credit limits, the selection of major international financial institutions as counterparties to hedging transactions and monitoring procedures. As of June 30, 2026 and December 31, 2025, we did not have any major concentration of credit risk related to financial instruments. Our business often involves large transactions with customers for which we do not require collateral, and if one or more of those customers were to default on its obligations under applicable contractual arrangements, we could be exposed to potentially significant losses. We believe that our reserves for potential losses are adequate.