Subsequent Events - Schedule of Commodity Hedging Arrangements (Details) - NYMEX Brent - Costless Collars - Subsequent Event	Jul. 02, 2026 $ / bbl bbl
July 1, 2026—December 31, 2026
Subsequent Event [Line Items]
Average Volumes (Mbo/d) \| bbl	28,000.0
Bought Put	65.00
Sold Call	89.39
January 1, 2027—December 31, 2027
Subsequent Event [Line Items]
Average Volumes (Mbo/d) \| bbl	25,000.0
Bought Put	65.00
Sold Call	80.00
January 1, 2028—December 31, 2028
Subsequent Event [Line Items]
Average Volumes (Mbo/d) \| bbl	21,000.0
Bought Put	65.00
Sold Call	73.17

The cap rate on a price risk derivative such as a cap or collar. A payment or receipt is triggered if the market rate exceeds the cap rate on the contract.

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-Topic 815
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Floor rate on a price risk derivative such as a floor or a collar. A payment or receipt is triggered if the market rate falls below the floor rate on the contract.

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- Definition

Nominal volume used to calculate payments on a derivative instrument.

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Detail information of subsequent event by type. User is expected to use existing line items from elsewhere in the taxonomy as the primary line items for this disclosure, which is further associated with dimension and member elements pertaining to a subsequent event.

+ References

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-Section 50
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