v3.26.1
Fair Value Measurements (Tables)
6 Months Ended
Jun. 30, 2026
Fair Value Disclosures [Abstract]  
Valuation of Financial Instruments by Pricing Levels

The following tables summarize the valuation of derivative instruments by pricing levels that were accounted for at fair value on a recurring basis as of June 30, 2026 and December 31, 2025.

 

 

Fair value measurements at June 30, 2026 using:

 

 

 

 

In thousands

 

Level 1

 

 

Level 2

 

 

Level 3

 

 

Total

 

Derivative assets (liabilities):

 

 

 

 

 

 

 

 

 

 

 

 

Crude oil fixed price swaps

 

$

 

 

$

(204,399

)

 

$

 

 

$

(204,399

)

Crude oil collars

 

 

 

 

 

(16,521

)

 

 

 

 

 

(16,521

)

Crude oil NYMEX roll swaps

 

 

 

 

 

5,873

 

 

 

 

 

 

5,873

 

Natural gas fixed price swaps

 

 

 

 

 

213,965

 

 

 

 

 

 

213,965

 

Natural gas WAHA basis swaps

 

 

 

 

 

9,516

 

 

 

 

 

 

9,516

 

Contingent consideration

 

 

 

 

 

(17,156

)

 

 

 

 

 

(17,156

)

Total

 

$

 

 

$

(8,722

)

 

$

 

 

$

(8,722

)

 

 

Fair value measurements at December 31, 2025 using:

 

 

 

 

In thousands

 

Level 1

 

 

Level 2

 

 

Level 3

 

 

Total

 

Derivative assets:

 

 

 

 

 

 

 

 

 

 

 

 

Crude oil fixed price swaps

 

$

 

 

$

147,943

 

 

$

 

 

$

147,943

 

Crude oil collars

 

 

 

 

 

58,815

 

 

 

 

 

 

58,815

 

Natural gas fixed price swaps

 

 

 

 

 

120,753

 

 

 

 

 

 

120,753

 

Natural gas collars

 

 

 

 

 

16,702

 

 

 

 

 

 

16,702

 

Natural gas WAHA basis swaps

 

 

 

 

 

37,116

 

 

 

 

 

 

37,116

 

Total

 

$

 

 

$

381,329

 

 

$

 

 

$

381,329