{"url_path":"/sec/hwkn/10-k/2026/item-7a","section_key":"item-7a","section_title":"Item 7A QUANTITATIVE AND QUALITATIVE DISCLOSURE ABOUT MARKET RISK","topic":"sec","document":{"doc_type":"10-K","doc_date":"2026-05-13","source_url":"https://www.sec.gov/Archives/edgar/data/46250/0000046250-26-000018-index.html","accession_number":"0000046250-26-000018","cik":"0000046250","ticker":"HWKN","issuer_name":"HAWKINS INC","edgar_url":"https://www.sec.gov/Archives/edgar/data/46250/0000046250-26-000018-index.html","primary_entity_key":"0000046250","primary_entity_name":"HAWKINS INC"},"word_count":158,"has_tables":true,"body_markdown":"ITEM 7A. QUANTITATIVE AND QUALITATIVE DISCLOSURE ABOUT MARKET RISK\n\nWe are subject to the risk inherent in the cyclical nature of commodity chemical prices. However, we do not currently purchase forward contracts or otherwise engage in hedging activities with respect to the purchase of commodity chemicals. We attempt to pass changes in the cost of our materials on to our customers; however, there are no assurances that we will be able to pass on the increases in the future.\n\nWe are exposed to market risks related to interest rates. Our exposure to changes in interest rates is limited to borrowings under our credit facility. A 25-basis point change in interest rates on the variable-rate portion of debt not covered by the interest rate swap would potentially increase or decrease annual interest expense by approximately $0.5 million. Other types of market risk, such as foreign currency risk, do not arise in the normal course of our business activities.\n\n26"}