v3.26.1
DERIVATIVES
6 Months Ended
Jun. 30, 2026
DERIVATIVES  
DERIVATIVES

NOTE 5DERIVATIVES

The Partnership’s ongoing operations expose it to changes in the market price for oil and natural gas. To mitigate the inherent commodity price risk associated with its operations, the Partnership uses oil and natural gas commodity derivative financial instruments. From time to time, such instruments may include variable-to-fixed-price swaps, costless collars, fixed-price contracts and other contractual arrangements. The Partnership enters into oil and natural gas derivative contracts that contain netting arrangements with each counterparty.

As of June 30, 2026, the Partnership’s commodity derivative contracts consisted of fixed price swaps, under which the Partnership receives a fixed price for the contract and pays a floating market price to the counterparty over a specified period for a contracted volume.

The Partnership’s oil fixed price swap transactions are settled based upon the average daily prices for the calendar month of the contract period, and its natural gas fixed price swap transactions are settled based upon the last scheduled trading day of the first nearby month futures contract corresponding to the relevant contract period. Settlement for oil derivative contracts occurs in the succeeding month and natural gas derivative contracts are settled in the production month. Changes in the fair values of the Partnership’s commodity derivative instruments are recognized as gains or losses in the current period and are presented on a net basis within revenue in the accompanying unaudited interim consolidated statements of operations.

The Partnership has not designated any of its derivative contracts as hedges for accounting purposes. Changes in the fair value consisted of the following:

Three Months Ended June 30, 

Six Months Ended June 30, 

2026

2025

2026

2025

(In thousands)

Beginning fair value of derivative instruments

$

(9,756)

$

(5,154)

$

9,063

$

1,836

Gain (loss) on commodity derivative instruments, net

6,112

9,339

(12,566)

3,286

Net cash paid (received) on settlements of derivative instruments

3,210

(814)

3,069

(1,751)

Ending fair value of derivative instruments

$

(434)

$

3,371

$

(434)

$

3,371

The following table presents the fair value of the Partnership’s derivative contracts for the periods indicated:

June 30, 

December 31, 

Classification

Balance Sheet Location

2026

2025

(In thousands)

Assets:

Current assets

Derivative assets

$

292

$

6,504

Long-term assets

Derivative assets

984

2,587

Liabilities:

Current liabilities

Derivative liabilities

(961)

Long-term liabilities

Derivative liabilities

(749)

(28)

$

(434)

$

9,063

As of June 30, 2026, the Partnership’s open commodity derivative contracts consisted of the following:

Oil Price Swaps

Notional

Weighted Average

Range (per Bbl)

Volumes (Bbl)

Fixed Price (per Bbl)

Low

High

July 2026 - December 2026

300,288

$

64.97

$

63.33

$

66.60

January 2027 - December 2027

614,295

$

61.31

$

58.06

$

63.75

January 2028 - June 2028

307,671

$

67.74

$

65.30

$

70.35

Natural Gas Price Swaps

Notional

Weighted Average

Range (per MMBtu)

Volumes (MMBtu)

Fixed Price (per MMBtu)

Low

High

July 2026 - December 2026

2,649,600

$

3.68

$

3.42

$

3.94

January 2027 - December 2027

5,361,120

$

3.93

$

3.47

$

4.46

January 2028 - June 2028

2,696,694

$

3.74

$

3.15

$

4.35