v3.26.1
Derivative Instruments (Tables)
 12 Months Ended
Dec. 31, 2025
Text block [abstract]  
Currency and interest rate swap contracts under cash flow hedge accounting
  (1)
Currency and interest rate swap contracts under cash flow hedge accounting as of December 31, 2025 are as follows:
 
(In millions of won, thousands of U.S. dollars)
 
Borrowing
date
  
Hedging Instrument (Hedged item)
  
Hedged risk
  
Financial institution
  
Duration of
contract
Jul. 20,
2007
  
Fixed-to-fixed cross currency swap

(U.S. dollar denominated bonds face value of USD 400,000)
   Foreign currency
risk		   Morgan Stanley and four other banks   Jul. 20, 2007 ~
Jul. 20, 2027
Jun. 28,
2023
  
Fixed-to-fixed
cross currency swap
(U.S. dollar denominated bonds face value of USD 300,000)
   Foreign currency
risk		  
Citi bank,
Shinhan Bank, Korea Development Bank and J.P. Morgan
   Jun. 28, 2023 ~
Jun. 28, 2028
Oct. 7,
2024
  
Floating-to-fixed
interest rate swap
(Korean won borrowing amounting to KRW 200,000)
   Interest rate risk   DBS Bank Ltd.   Oct. 10, 2024 ~
Oct. 8, 2026
May. 28,
2025
  
Floating-to-fixed cross currency
interest rate swap
(U.S. dollar denominated bonds face value of USD 300,000)
   Foreign currency
risk and interest rate
risk		   DBS Bank Ltd.   May. 28, 2025 ~
May. 26, 2028
Details of fair values of the above derivatives recorded in assets or liabilities As of December 31, 2025, details of fair values of the derivative assets and liabilities are as follows:
(In millions of won, thousands of U.S. dollars)
              
Hedging instrument (Hedged item)
   
Cash flow hedge
     
Fair value
  
Assets:
      
Fixed-to-fixed
cross currency (U.S. dollar denominated bonds face value of USD 400,000)
    ₩ 137,222        137,222  
Fixed-to-fixed
cross currency swap (U.S. dollar denominated bonds face value of USD 300,000)
      45,006        45,006  
Floating-to-fixed
cross currency interest rate swap (U.S. dollar denominated bonds face value of USD 300,000)
      19,034        19,034  
  
 
 
     
 
 
  
   ₩ 201,262        201,262  
  
 
 
     
 
 
  
Liabilities:
      
Floating-to-fixed
interest rate swap (Korean won borrowing amounting to KRW 200,000)
    ₩ (621 )       (621 ) 
  
 
 
     
 
 
  
   ₩ (621 )       (621 ) 
  
 
 
     
 
 
  
Detailed information about financial instruments under cash flow hedge As of December 31, 2025, details of fair values of the derivative assets and liabilities are as follows:
(In millions of won)
              
    
Held for trading
     
Fair value
  
Assets:
      
Total Return Swap (“TRS”)
    ₩ 97,654        97,654  
Share option
      11,230        11,230  
  
 
 
     
 
 
  
   ₩ 108,884        108,884  
  
 
 
     
 
 
  
Liabilities:
      
Foreign exchange forward contract
    ₩ (26 )       (26 ) 
Price Return Swap (“PRS”)
      (555 )       (555 ) 
Share option
      (1,769 )       (1,769 ) 
Exchange option
      (3,432 )       (3,432 ) 
  
 
 
     
 
 
  
   ₩ (5,782 )       (5,782 )