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Derivative Activities | 6 Months Ended
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Jun. 30, 2013
Derivative Activities | (11) DERIVATIVE ACTIVITIES We use commodity-based derivative contracts to manage exposure to commodity price fluctuations. We do not enter into these arrangements for speculative or trading purposes. We do not utilize complex derivatives as we typically utilize commodity swaps or collars to (1) reduce the effect of price volatility of the commodities we produce and sell and (2) support our annual capital budget and expenditure plans. In 2011, we sold NGLs derivative swap contracts (“sold swaps”) for the natural gasoline (or C5) component of natural gas liquids and in 2012, we entered into purchased derivative swaps (“re-purchased swaps”) for C5 volumes. These re-purchased swaps were, in some cases, with the same counterparties as our sold swaps. We entered into these re-purchased swaps to lock in certain natural gasoline derivative gains. In second quarter 2012, we also entered into NGL derivative swap contracts for the pr opane (or C3) component of NGLs. The fair value of these contracts, represented by the estimated amount that would be realized upon termination, based on a comparison of the contract price and a reference price, generally the New York Mercantile Exchange (“NYMEX”), approximat ed a net unrealized pre-tax gain of $127.5 million at June 30, 2013. These contracts expire monthly through December 2015. The following table sets forth our derivative volu mes by year as of June 30, 2013:
Period |  | Contract Type |  | Volume Hedged |  | Weighted Average Hedge Price
--- | --- | --- | --- | --- | --- | ---
Natural Gas |  |  |  |  |  |
2013 |  | Collars |  | 280,000 Mmbtu/day |  | $ 4.59–$ 5.05
2014 |  | Collars |  | 447,500 Mmbtu/day |  | $ 3.84–$ 4.4 8
2015 |  | Collars |  | 14 5,000 Mmbtu/day |  | $ 4.07–$ 4.56
2013 |  | Swaps |  | 296,685 Mmbtu/day |  | $ | 3.7 9
2014 |  | Swaps |  | 3 0,000 Mmbtu/day |  | $ | 4.17
Crude Oil |  |  |  |  |  |
2013 |  | Collars |  | 3,000 bbls/day |  | $ 90.60–$ 100.00
2014 |  | Collars |  | 2,000 bbls/day |  | $ 85.55–$ 100.00
2013 |  | Swaps |  | 6,325 bbls/day |  | $ | 96.7 7
2014 |  | Swaps |  | 7,000 bbls/day |  | $ | 94.14
2015 |  | Swaps |  | 2,000 bbls day |  | $ | 90.20
NGLs (Natural Gasoline) |  |  |  |  |  |
2013 |  | Sold Swaps |  | 8,000 bbls/day |  | $ | 89.64
2013 |  | Re-purchased Swaps |  | 1,500 bbls/day |  | $ | 76.30
NGLs (Propane) |  |  |  |  |  |
2013 |  | Swaps |  | 8,000 bbls/day |  | $ | 36.79
2014 |  | Swaps |  | 1,000 bbls/day |  | $ | 40.32
Every derivative instrument is required to be recorded on the balance sheet as either an asset or a liability measured at its fair value. Fair value is determined based on the difference between the fixed contract price and the underlying market price at the determination date. Changes in the fair value of our derivatives that qualified for hedge accounting are recorded as a component of AOCI in the stockholders’ equity section of the accompanying consolidated balance sheets, which is later transferred to natural gas, NGLs and oil sales when the underlying physical transaction occurs and the hedging contract is settled. As of June 30, 2013, an unrealized pre-tax derivative gain of $60.5 million was recorded in AOCI. See additional discussion below regarding the discontinuance of hedge accounting. If the derivative does not qualify as a hedge or is not designated as a hedge, changes in fair value of these non-hedge derivatives are recognized in earnings in derivative fair value income or loss. For those der ivative instruments that qualified or were designated for hedge accounting, settled transaction gains and losses are determined monthly, and are included as increases or decreases to natural gas, NGLs and oil sales in the period the hedged production is sold. Th rough February 28, 2013, we had elected to designate our commodity der ivative instruments that qualified for hedge accounting as cash flow hedges. Natural gas, NGLs and oil sales include $30.5 million of gains in second quarter 2013 compared to gains of $78.6 million in the same period of 2012 related to settl ed hedging transaction s. N atural gas, NGLs and oil sales include $67.0 million of gains in the first six mont hs 2013 compared to gains of $136.2 million in the same period of 2012. Any ineffectiveness associated with these hedge derivatives is reflect ed in derivative fair value income in the accompanying statements of operations. The ineffective portion is generally calculated as the difference between the changes in fair value of the derivative and the estimated change in future cash flows from the item he dged. Derivative fair value income for the three months ended June 30, 2013 includes no ineffective gains or losses (unrealized and realized) compared to a gain of $1.9 million in the three months ended June 30, 2012. Derivative fair value income for the six months ended June 30, 2013 includes ineffective losses (unrealized and realized) of $2.9 million compared to a gain of $2.1 million in the same period of 2012. During the six months ended June 30, 2013, we recognized a pre-tax gain of $3.2 million in derivative fair value income as a result of the discontinuance of hedge accounting where we determined the transaction was probable not to occur primarily due to the sale of our Delaware and Permian Basin properties in New Mexico and West Texas. Discontinuance of Hedge Accounting Effective March 1, 2013, we elected to de-designate all commodity contracts that were previously designated as cash flow hedges and elected to discontinue hedge accounting prospectively. AOCI included $103.6 million ($63.2 million after tax) of unrealized net gains, representing the marked-to-market value of the effective portion of our cash flow hedges as of February 28, 2013. As a result of discontinuing hedge accounting, the marked-to-market values included in AOCI as of the de-designation date were frozen and will be reclassified into earnings in future periods as the underlying hedged transactions occur. As of June 30, 2013, we expect to reclassify into earnings $49.5 million of unrealized net gains in the re maining months of 2013 and $10.9 million of unrealized net gains in 2014 from AOCI. With the election to de-designate hedging instruments, all of our derivative instruments continue to be recorded at fair value with unrealized gains and losses recognized immediately in earnings rather than in AOCI. These marked-to-market adjustments will produce a degree of earnings volatility that can be significant from period to period, but such adjustments will have no cash flow impact relative to changes in market prices. The impact to cash flow occurs upon settlement of the underlying contract. Derivative Fair Value Income The following table presents information about the components of derivative fair value income for the three months and the six months ended June 30, 2013 and 2012 (in thousands):
| Three Months Ended June 30, |  |  | Six Months Ended June 30, |
--- | --- | --- | --- | --- | ---
| 2013 |  |  | 2012 |  |  | 2013 |  |  | 2012 |
Change in f air value of derivatives that did not qualify or were not designated for hedge accounting (a) | $ |  |  | 159,371 |  |  | $ |  |  |  | 135,777 |  |  | $ |  |  |  | 62,569 |  |  | $ |  |  |  | 83,721 |
Realized loss on settlement–natural gas (a) (b) |  | (24,543 | ) |  |  | — |  |  |  | (23,728 | ) |  |  | — |
Realized gain (loss) on settlement–oil (a) (b) |  | (111 | ) |  |  | 768 |  |  |  | (213 | ) |  |  | (3,854 | )
Realized gain on settlement–NGLs (a) (b) |  | 3,043 |  |  |  | 10,152 |  |  |  | 2,148 |  |  |  | 5,760 |
Hedge ineffectiveness |  | –realized |  | (155 | ) |  |  |  | 1,278 |  |  |  |  | 409 |  |  |  |  | 2,463 |
|  | –unrealized |  |  | 155 |  |  |  |  | 594 |  |  |  | (3,300 | ) |  |  | (354 | )
Derivative fair value income | $ |  |  | 137,760 |  |  | $ |  |  |  | 148,569 |  |  | $ |  |  |  | 37,885 |  |  | $ |  |  |  | 87,736 |
(a) Derivatives that did not qualify or we re not designated for hedge accounting. Change in fair value of derivatives line also i ncludes gains of $103.8 million in second quarter 2013 and gains of $22.4 million in the first six months 2013 related to discontinuance of hedge accounting. (b) These amounts represent the realized gains and loss es on settled derivatives that did not qualify or wer e not designated for hedge accounting, which before settlement are included in the category in this same table referred to as change in f air value of derivatives that did not qualify or we re not designated for hedge accounting. Derivative Assets and L iabilities The combined fair value of derivatives included in the accompanying consolidated balance sheets as of June 30, 2013 and December 31, 2012 is summarized below. The assets and liabilities are netted where derivatives with both gain and loss positions are held by a single counterparty and we have master net ting arrangements. The tables below provide additional information relating to our master netting arrangements with our derivativ e counterparties (in thousands):
|  |  | June 30, 2013 |
--- | --- | --- | --- | ---
|  |  | Gross Amounts of Recognized Assets |  |  | Gross Amounts Offset in the Balance Sheet |  |  | Net Amounts of Assets Presented in the Balance Sheet |
Derivative assets: |  |  |  |  |  |  |  |
Natural gas |  | –swaps | $ |  | 14,255 |  |  | $ |  | (3,638 | ) |  | $ |  | 10,617 |
|  | –collars |  | 88,087 |  |  |  | (3,703 | ) |  |  | 84,384 |
Crude oil |  | –swaps |  | 15,980 |  |  |  | — |  |  |  | 15,980 |
|  | –collars |  | 1,979 |  |  |  | — |  |  |  | 1,979 |
NGLs |  | –C5 swaps |  | 11,743 |  |  |  | — |  |  |  | 11,743 |
|  | –C3 swaps |  | 3,589 |  |  |  | (773 | ) |  |  | 2,816 |
|  |  | $ |  | 135,633 |  |  | $ |  | (8,114 | ) |  | $ |  | 127,519 |
|  |  | June 30, 2013 |
--- | --- | --- | --- | ---
|  |  | Gross Amounts of Recognized (Liabilities) |  |  | Gross Amounts Offset in the Balance Sheet |  |  | Net Amounts of (Liabilities) Presented in the Balance Sheet |
Derivative (liabilities): |  |  |  |  |  |  |  |
Natural gas |  | –swaps | $ |  | (3,638 | ) |  | $ |  | 3,638 |  |  | $ |  | — |
|  | –collars |  | (3,703 | ) |  |  | 3,703 |  |  |  | — |
NGLs |  | –C3 swaps |  | (773 | ) |  |  | 773 |  |  |  | — |
|  |  | $ |  | (8,114 | ) |  | $ |  | 8,114 |  |  | $ |  | — |
|  |  | December 31, 2012 |
--- | --- | --- | --- | ---
|  |  | Gross Amounts of Recognized Assets |  |  | Gross Amounts Offset in the Balance Sheet |  |  | Net Amounts of Assets Presented in the Balance Sheet |
Derivative assets: |  |  |  |  |  |  |  |
Natural gas |  | –swaps | $ |  | 10,746 |  |  | $ |  | (3,242 | ) |  | $ |  | 7,504 |
|  | –collars |  | 1 28,410 |  |  |  | (6,155 | ) |  |  | 122,255 |
|  | –basis swaps |  | 993 |  |  |  | — |  |  |  | 993 |
Crude oil |  | –swaps |  | 9,650 |  |  |  | — |  |  |  | 9,650 |
|  | –collars |  | 2,222 |  |  |  | — |  |  |  | 2,222 |
NGLs |  | –C5 swaps |  | 1 3,055 |  |  |  | (2,412 | ) |  |  | 10,643 |
|  |  | $ |  | 16 5,076 |  |  | $ |  | (11,80 9 | ) |  | $ |  | 153,267 |
|  |  | December 31, 2012 |
--- | --- | --- | --- | ---
|  |  | Gross Amounts of Recognized (Liabilities) |  | Gross Amounts Offset in the Balance Sheet |  |  | Net Amounts of (Liabilities) Presented in the Balance Sheet |
Derivative (liabilities): |  |  |  |  |  |  |  |  |  |  |
Natural gas |  | –swaps | $ |  | (3,242 | ) |  | $ |  | (221 | ) |  | $ |  | (3,463 | )
|  | –collars |  | (9,618 | ) |  |  | 9,618 |  |  |  | — |
NGLs |  | –C5 swaps |  | (1 37 | ) |  |  | 2,412 |  |  |  | 2,275 |
|  | –C3 swaps |  | (6,746 | ) |  |  | — |  |  |  | (6,746 | )
|  |  | $ |  | (1 9,743 | ) |  | $ |  | 11,809 |  |  | $ |  | (7,934 | )
The table below provides data about the fair value of our derivative contracts. Derivative assets and liabilities shown below are presented as gross assets and liabilities, without regard to master netting arrangements, which are considered in the presentation of derivative assets and liabilities in the accompanying consolidated balance sheets (in thousands):
| June 30, 2013 |  |  | December 31, 2012 |
--- | --- | --- | --- | --- | ---
| Assets |  |  | (Liabilities) |  |  |  |  |  | Assets |  |  | (Liabilities) |  |  |  |
| Carrying Value |  |  | Carrying Value |  |  | Net Carrying Value |  |  | Carrying Value |  |  | Carrying Value |  |  | Net Carrying Value |
Derivatives that qualified for cash flow hedge accounting (before discontinuance of hedge accounting): |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Swaps (a) | $ |  | 11,028 |  |  | $ |  | (5,952 | ) |  | $ |  | 5,076 |  |  | $ |  | 22,236 |  |  | $ |  | (3,242 | ) |  | $ |  | 18,994 |
Collars (a) |  | 64,047 |  |  |  | (10,356 | ) |  |  | 53,691 |  |  |  | 129,878 |  |  |  | (9,721 | ) |  |  | 120,157 |
| $ |  | 75,075 |  |  | $ |  | (16,308 | ) |  | $ |  | 58,767 |  |  | $ |  | 152,114 |  |  | $ |  | (12,963 | ) |  | $ |  | 139,151 |
Derivatives that did not qualify or were not designated for hedge accounting: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Sold swaps (a) | $ |  | 36,505 |  |  | $ |  | (2,233 | ) |  | $ |  | 34,272 |  |  | $ |  | 7,316 |  |  | $ |  | (8,904 | ) |  | $ |  | (1,588 | )
Re-purchased swaps (a) |  | 1,808 |  |  |  | — |  |  |  | 1,808 |  |  |  | 5,920 |  |  |  | — |  |  |  | 5,920 |
Collars (a) |  | 33,112 |  |  |  | (440 | ) |  |  | 32,672 |  |  |  | 857 |  |  |  | — |  |  |  | 857 |
Basis swaps (a) |  | — |  |  |  | — |  |  |  | — |  |  |  | 993 |  |  |  | — |  |  |  | 993 |
| $ |  | 71,425 |  |  | $ |  | (2,673 | ) |  | $ |  | 68,752 |  |  | $ |  | 15,086 |  |  | $ |  | (8,904 | ) |  | $ |  | 6,182 |
(a) Included in un realized derivatives in the accompanying consolidated balance sheets. See additional discussion above regarding the discontinuance of hedge accounting. The effects of our cash flow hedges (o r those derivatives that previously qualified for hedge accounting) on accumulated other comprehensive income in the accompanying consolidated balance sheets is summarized below (in thousands):
| Three Months Ended June 30, |  |  | Six Months Ended June 30, |
--- | --- | --- | --- | --- | ---
| Change in Hedge Derivative Fair Value |  |  | Realized Gain (Loss) Reclassified from OCI into Revenue (a) |  |  | Change in Hedge Derivative Fair Value |  |  | Realized Gain (Loss) Reclassified from OCI into Revenue (a) |
| 2013 |  |  | 2012 |  |  | 2013 |  |  | 2012 |  |  | 2013 |  |  | 2012 |  |  | 2013 |  |  | 2012 |
Swaps | $ |  | — |  |  | $ |  | 19,665 |  |  | $ |  |  | 3,875 |  |  | $ |  |  | 32,33 5 |  |  | $ |  |  | 125 |  |  | $ |  |  | 55,836 |  |  | $ |  |  | 11,922 |  |  | $ |  |  | 51,647 |
Put options |  | — |  |  |  | 648 |  |  |  | — |  |  |  | (315 | ) |  |  | — |  |  |  | (914 | ) |  |  | — |  |  |  | (315 | )
Collars |  | — |  |  |  | (12,423 | ) |  |  | 27,540 |  |  |  | 46,561 |  |  |  | (7,015 | ) |  |  | 84,048 |  |  |  | 58,272 |  |  |  | 84,878 |
Income taxes |  | — |  |  |  | (3,077 | ) |  |  | (12,252 | ) |  |  | (30,64 7 | ) |  |  | 2,687 |  |  |  | (55,183 | ) |  |  | (27,376 | ) |  |  | (52,834 | )
| $ |  | — |  |  | $ |  | 4,813 |  |  | $ |  |  | 19,163 |  |  | $ |  |  | 47,934 |  |  | $ |  |  | (4,203 | ) |  | $ |  |  | 83,787 |  |  | $ |  |  | 42,818 |  |  | $ |  |  | 83,376 |
(a) For realized gains upon derivative contract settlement, the reduction in AOCI is offs et by an increase in revenues, NGLs and oil sales. For realized losses upon derivative contract settlement, the increase in AOCI is offset by a d ecrease in revenues. See a dditional discussion above regarding the discontinuance of hedge accounting. The effects of our non-hedge derivatives (or those derivatives that do not qualify for hedge accounting) and the ineffective portion of our hedge derivatives on our consolidated statements of operations is summarized below (in thousands):
| Three Months Ended June 30, |
--- | --- | ---
| Gain (Loss) Recognized in Income (Non‑hedge Derivatives) |  |  | Gain (Loss) Recognized in Income (Ineffective Portion) |  |  | Derivative Fair Value Income (Loss) |
| 2013 |  |  | 2012 |  |  | 2013 |  |  | 2012 |  |  | 2013 |  |  | 2012 |
Swaps | $ |  | 65,003 |  |  | $ |  | 129,313 |  |  | $ |  | — |  |  | $ |  | 562 |  |  | $ |  | 65,003 |  |  | $ |  | 129,875 |
Re-purchased swaps |  | (1,663 | ) |  |  | (8,744 | ) |  |  | — |  |  |  | — |  |  |  | (1,663 | ) |  |  | (8,744 | )
Collars |  | 74,420 |  |  |  | 7,597 |  |  |  | — |  |  |  | 1,310 |  |  |  | 74,420 |  |  |  | 8,907 |
Call options |  | — |  |  |  | 18,531 |  |  |  | — |  |  |  | — |  |  |  | — |  |  |  | 1 8,531 |
Total | $ |  | 137,760 |  |  | $ |  | 146,697 |  |  | $ |  | — |  |  | $ |  | 1,872 |  |  | $ |  | 137,760 |  |  | $ |  | 148,569 |
| Six Months Ended June 30, |
--- | --- | ---
| Gain (Loss) Recognized in Income (Non‑hedge Derivatives) |  |  | Gain (Loss) Recognized in Income (Ineffective Portion) |  |  | Derivative Fair Value Income (Loss) |
| 2013 |  |  | 2012 |  |  | 2013 |  |  | 2012 |  |  | 2013 |  |  | 2012 |
Swaps | $ |  | 21,927 |  |  | $ |  | 76,328 |  |  | $ |  | (1,995 | ) |  | $ |  | 666 |  |  | $ |  | 19,932 |  |  | $ |  | 76,994 |
Re-purchased swaps |  | (478 | ) |  |  | (8,744 | ) |  |  | — |  |  |  | — |  |  |  | (478 | ) |  |  | (8,744 | )
Collars |  | 19,417 |  |  |  | 5,095 |  |  |  | (896 | ) |  |  | 1,443 |  |  |  | 18,521 |  |  |  | 6,538 |
Call options |  | (90 | ) |  |  | 12,948 |  |  |  | — |  |  |  | — |  |  |  | (90 | ) |  |  | 12,948 |
Total | $ |  | 40,776 |  |  | $ |  | 85,627 |  |  | $ |  | (2,891 | ) |  | $ |  | 2,109 |  |  | $ |  | 37,885 |  |  | $ |  | 87,736 |

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- Definition The entire disclosure for the entity's entire derivative instruments and hedging activities. Describes an entity's risk management strategies, derivatives in hedging activities and non-hedging derivative instruments, the assets, obligations, liabilities, revenues and expenses arising therefrom, and the amounts of and methodologies and assumptions used in determining the amounts of such items. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 30 -Section 50 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=7668309&loc=d3e80748-113994 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4 -URI http://asc.fasb.org/extlink&oid=7476318&loc=d3e41638-113959 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4E -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624181-113959 Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 3 -URI http://asc.fasb.org/extlink&oid=7476318&loc=d3e41635-113959 Reference 5: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 30 -Section 45 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=6441202&loc=d3e80720-113993 Reference 6: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4J -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5708773-113959 Reference 7: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4H -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624258-113959 Reference 8: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08.(n)) -URI http://asc.fasb.org/extlink&oid=6881521&loc=d3e23780-122690 Reference 9: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4A -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5618551-113959 Reference 10: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624163-113959 Reference 11: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 44 -LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy. Reference 12: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4K -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5708775-113959 Reference 13: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 25 -Section 50 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=6886632&loc=d3e76258-113986 Reference 14: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 45 -LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy. 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