v3.26.1
Note 5 - Derivative Instruments
12 Months Ended
Dec. 31, 2025
Notes to Financial Statements  
Derivative Instruments and Hedging Activities Disclosure [Text Block]

Note 5 Derivative Instruments

 

The primary risk managed by the Company using derivative instruments is commodity price risk, which is accounted for in accordance with Accounting Standards Codification 815 — Derivatives and Hedging. Natural gas and electricity put and call options and swaps are entered into as hedges against unfavorable fluctuations in market prices of natural gas and electricity. The Company does not apply hedge accounting to these options or swaps, therefore the changes in fair value are recorded in earnings. By using derivative instruments to mitigate exposures to changes in commodity prices, the Company exposes itself to credit risk and market risk. Credit risk is the failure of the counterparty to perform under the terms of the derivative contract. When the fair value of a derivative contract is positive, the counterparty owes the Company, which creates credit risk. The Company minimizes the credit or repayment risk in derivative instruments by entering into transactions with high-quality counterparties. At December 31, 2025 and 2024, all of GRE’s swaps and options were traded on the New York Mercantile Exchange.

 

The summarized volume of GRE’s outstanding contracts and options at December 31, 2025 was as follows (MWh – Megawatt hour and Dth – Decatherm):

 

  

Commodity

 

Settlement Dates

 

Electricity (In MWH)

  

Natural Gas (In Dth)

 

First quarter 2026

  20,704   807,500 

Second quarter 2026

  1,760    

Third quarter 2026

  9,152    

Fourth quarter 2026

     305,000 

First quarter 2027

     450,000 

Second quarter 2027

      

Third quarter 2027

  3,440    

Fourth quarter 2027

      

 

The fair value of outstanding derivative instruments recorded in the accompanying consolidated balance sheets were as follows:

 

    

December 31,

 
    

2025

  

2024

 

Asset Derivatives

 

Balance Sheet Location

 

(in thousands)

 

Derivatives not designated or not qualifying as hedging instruments:

          

Energy contracts and options (1)

 

Other current assets

 $357  $582 

Energy contracts and options

 

Other assets

  204   285 

Total derivatives not designated or not qualifying as a hedging instruments — Assets

 $561  $867 
           

Liability Derivatives

          

Derivatives not designated or not qualifying as hedging instruments:

          

Energy contracts and options (1)

 

Other current liabilities

 $1,484  $428 

Energy Contracts and options

 

Other liabilities

  78   45 

Total derivatives not designated or not qualifying as a hedging instruments — Liabilities

 $1,562  $473 

 

(1) The Company classifies derivative assets and liabilities as current based on the cash flows expected to be incurred within the following 12 months.

 

The effects of derivative instruments on the consolidated statements of operations were as follows:

 

    

Amount of Loss

 
    

Recognized on Derivatives

 
    

Year ended December 31,

 

(in thousands)

   

2025

  

2024

  

2023

 

Derivatives not designated or not qualifying as hedging instruments

 

Location of Loss Recognized on Derivatives

            

Energy contracts and options

 

Cost of revenues

 $4,195  $22,304  $28,887