2025-26 SaskEnergy Annual Report

Notes to the Consolidated Financial Statements

68

7. Financial and Derivative Instruments For recurring and non-recurring fair value measurements, the Corporation estimates the price at which an orderly transaction to sell the asset or to transfer the liability would take place between market participants at the reporting date under current market conditions. This requires the Corporation to make certain assumptions, including the principal (or most advantageous) market, the most appropriate valuation technique and the most appropriate valuation premise. The Corporation’s own credit risk and the credit risk of the counterparty are taken into account in determining the fair value of financial assets and liabilities, including derivative instruments. In measuring fair value, the Corporation classifies items according to the fair value hierarchy based on the amount of observable inputs. Level 1 valuations use quoted prices (unadjusted) that are available in active markets for identical assets or liabilities as at the reporting date. Active markets are those in which transactions occur in sufficient frequency and volume to provide ongoing pricing information. Level 2 valuations are based on inputs that are either directly or indirectly observable for the asset or liability as at the reporting date. Inputs include quoted market prices, time, volatility factors and broker quotations which can be substantially observed or corroborated in the marketplace. Level 3 inputs are unobservable for the particular assets and liabilities as at the reporting date. The Corporation did not classify any of its fair value measurements within Level 3. 2026 2025

Fair Value Hierarchy

Carrying Amount Fair Value

Carrying Amount Fair Value

(millions)

Classification

FINANCIAL AND DERIVATIVE ASSETS Cash

$

1 $

1 $

FVTPL

Level 1

2 $

2

167 173

167 173

Trade and other receivables

AC

N/A

171 197

171 197

Debt retirement funds

FVOCI FVTPL

Level 2 Level 2

3

3

Fair value of derivative instruments

5

5

FINANCIAL AND DERIVATIVE LIABILITIES Short-term debt

295 152

295 152

AC AC AC AC

N/A N/A N/A N/A

187 192

187 192

Trade and other payables

16

16

Dividends payable Long-term debt

16

16

1,936

1,707

1,862

1,726

22

22

Fair value of derivative instruments

FVTPL

Level 2

12

12

Classification details: FVTPL - fair value through profit or loss AC - amortized cost

FVOCI - fair value through other comprehensive income

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