v3.26.1
Derivative Instruments
6 Months Ended
Jun. 30, 2026
Derivative Instruments  
Derivative Instruments

(11) Derivative Instruments

The Company is exposed to certain risks relating to its ongoing business operations, and it may use derivative instruments to manage its commodity price risk.  In addition, the Company periodically enters into contracts that contain embedded features that are required to be bifurcated and accounted for separately as derivatives.

(a)Commodity Derivative Positions

The Company periodically enters into natural gas, NGLs and oil derivative contracts with counterparties to hedge the price risk associated with its production. These derivatives are not entered into for trading purposes. To the extent that changes occur in the market prices of natural gas, NGLs and oil, the Company is exposed to market risk on these open contracts. This market risk exposure is generally offset by the change in market prices of natural gas, NGLs and oil recognized upon the ultimate sale of the Company’s production.

The Company was party to various commodity derivative contracts that settled during the three and six months ended June 30, 2025 and 2026. The Company enters into derivative contracts when management believes that favorable future sales prices for the Company’s production can be secured. The Company’s derivative contracts have not been designated as hedges for accounting purposes; therefore, all gains and losses are recognized in the Company’s unaudited condensed consolidated statements of operations and comprehensive income.

Fixed Price Swaps

As of June 30, 2026, the Company’s fixed price swap positions were as follows:

Weighted

Average

Commodity / Settlement Period

 

Index

 

Contracted Volume

 

Price

  ​ ​

Natural Gas

July-December 2026

Henry Hub

1,295,000

MMBtu/day

3.91

/MMBtu

July-December 2026

TETCO M2

10,000

MMBtu/day

3.36

/MMBtu

January-December 2027

Henry Hub

915,329

MMBtu/day

3.88

/MMBtu

January-December 2027

Dom South

20,000

MMBtu/day

2.93

/MMBtu

January-December 2028

Henry Hub

174,973

MMBtu/day

3.78

/MMBtu

January-December 2028

Dom South

30,000

MMBtu/day

2.88

/MMBtu

January-December 2028

TETCO M2

60,000

MMBtu/day

2.92

/MMBtu

Under the Company’s fixed price swap agreements, when actual commodity prices upon settlement exceed the fixed price provided by the contracts, the Company pays the difference to the counterparty. When actual commodity prices upon settlement are less than the contractually provided fixed price, the Company receives the difference from the counterparty.

Basis Swaps

As of June 30, 2026, the Company’s basis swap positions were as follows:

Weighted Average

Commodity / Settlement Period

 

Index to Basis Differential

 

Contracted Volume

 

Price

Natural Gas

July-December 2026

NYMEX to TETCO M2

430,000

MMBtu/day

$

(0.97)

/MMBtu

July-December 2026

NYMEX to Dom South

220,000

MMBtu/day

(0.98)

/MMBtu

July-December 2026

NYMEX to TCO

100,000

MMBtu/day

(0.83)

/MMBtu

January-December 2027

NYMEX to TETCO M2

302,959

MMBtu/day

(0.93)

/MMBtu

January-December 2027

NYMEX to Dom South

154,630

MMBtu/day

(1.00)

/MMBtu

January-December 2027

NYMEX to TCO

74,795

MMBtu/day

(0.78)

/MMBtu

January-December 2028

NYMEX to TETCO M2

104,863

MMBtu/day

(0.88)

/MMBtu

January-December 2028

NYMEX to Dom South

54,973

MMBtu/day

(0.95)

/MMBtu

January-December 2028

NYMEX to TCO

29,945

MMBtu/day

(0.81)

/MMBtu

Under the Company’s basis swap contracts, when actual commodity prices upon settlement are lower than the fixed price provided by the contracts, the Company receives the difference from the counterparty. When actual commodity prices upon settlement are higher than the contractually provided fixed price, the Company pays the difference to the counterparty.

Short Calls

As of June 30, 2026, the Company’s short call contract positions were as follows:

Weighted

Average

Commodity / Settlement Period

 

Index

 

Contracted Volume

 

Price

Natural Gas

July-December 2026

Henry Hub

30,000

MMBtu/day

$

7.25

/MMBtu

January-December 2027

Henry Hub

24,959

MMBtu/day

7.10

/MMBtu

Under the Company’s short call contracts, when actual commodity prices upon settlement exceed the fixed price provided by the contracts, the Company pays the difference to the counterparty.

Collars

As of June 30, 2026, the Company’s collar contract positions were as follows:

Weighted

Weighted

Average

Average

Commodity / Settlement Period

 

Index

 

Contracted Volume

 

Ceiling Price

 

Floor Price

Natural Gas

July-December 2026 (1)

Henry Hub

587,000

MMBtu/day

$

5.52

/MMBtu

$

3.21

/MMBtu

January-December 2027

Henry Hub

57,425

MMBtu/day

4.62

/MMBtu

3.46

/MMBtu

(1)Includes a call option and an embedded put option for 32,000 MMBtu/day at a strike price of $2.63/MMBtu tied to NYMEX pricing for the production volumes associated with the Company’s retained interest in the volumetric production payment transaction (“VPP”) properties. The Company bifurcated the embedded put option and reflects it at fair value in the unaudited condensed consolidated financial statements.

Under the Company’s collar agreements, when actual commodity prices upon settlement are below the floor price provided by the contract, the Company receives the difference from the counterparty. When actual commodity prices upon settlement are above the ceiling price, the Company pays the difference to the counterparty.

Three-Way Collars

As of June 30, 2026, the Company’s three-way collar contract positions were as follows:

Weighted

Weighted

Weighted

Contracted

Average

Average

Average

Commodity / Settlement Period

 

Index

 

Volume

 

Ceiling Price

 

Floor Price

  ​ ​

Sub-Floor Price

Natural Gas

July-December 2026

Henry Hub

20,000

MMBtu/day

$

4.88

/MMBtu

$

3.70

/MMBtu

$

2.88

/MMBtu

January-December 2027

Henry Hub

22,466

MMBtu/day

4.68

/MMBtu

3.66

/MMBtu

2.55

/MMBtu

Under the Company’s three-way collar agreements, when actual commodity prices upon settlement are below the floor price provided by the contract, the Company receives the difference from the counterparty. When actual commodity prices upon settlement are above the ceiling price, the Company pays the difference to the counterparty. When actual commodity prices are below the sub-floor price, the Company pays the difference to the counterparty.

Martica

During the three months ended March 31, 2025, all of Martica’s derivative contracts expired, and therefore, after March 31, 2025, there were no derivative gains or losses attributable to Martica. Martica was deconsolidated from the condensed consolidated financial statements as of June 30, 2026. See Note 2—Summary of Significant Accounting Policies for additional information.

(b)Summary

The table below presents a summary of the fair values of the Company’s derivative instruments and where such values are recorded in the condensed consolidated balance sheets (in thousands).

(Unaudited)

December 31,

June 30,

  ​ ​

Balance Sheet Location

  ​ ​

2025

2026

Asset derivatives not designated as hedges for accounting purposes:

Commodity derivatives—current

Derivative instruments

$

68,054

180,648

Embedded derivatives—current

Derivative instruments

859

200

Commodity derivatives—noncurrent

Derivative instruments

12,524

50,767

Total asset derivatives (1)

81,437

231,615

Liability derivatives not designated as hedges for accounting purposes:

Commodity derivatives—current

Derivative instruments

1,913

Commodity derivatives—noncurrent

Derivative instruments

1,613

Total liability derivatives (1)

3,526

Net derivatives asset (1)

$

81,437

228,089

(1)The fair value of derivative instruments was determined using Level 2 inputs.

The following table sets forth the gross values of recognized derivative assets and liabilities, the amounts offset under master netting arrangements with counterparties, and the resulting net amounts presented in the condensed consolidated balance sheets as of the dates presented, all at fair value (in thousands):

(Unaudited)

December 31, 2025

June 30, 2026

Net Amounts of

Gross

Gross

Net Amounts of

Gross

Gross

Assets

Amounts

Amounts Offset

Assets on

Amounts

Amounts Offset

(Liabilities) on

  ​ ​

Recognized

  ​ ​

Recognized

  ​ ​

Balance Sheet

  ​ ​

Recognized

  ​ ​

Recognized

  ​ ​

Balance Sheet

Commodity derivative assets

$

162,641

(82,063)

80,578

374,087

(142,672)

231,415

Embedded derivative assets

859

859

200

200

Commodity derivative liabilities

(82,063)

82,063

(146,198)

142,672

(3,526)

The following table sets forth a summary of derivative fair value gains and losses and where such values are recorded in the unaudited condensed consolidated statements of operations and comprehensive income (in thousands):

Statement of

Three Months Ended June 30,

Six Months Ended June 30,

  ​ ​

Operations Location

2025

2026

2025

2026

Commodity derivative fair value gains (losses) (1)

Revenue

$

53,220

161,186

(17,241)

196,316

Embedded derivative fair value gains (losses) (1)

Revenue

189

(553)

(1,021)

(660)

(1)The fair value of derivative instruments was determined using Level 2 inputs.