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Derivative Instruments (Tables)
 3 Months Ended
Mar. 31, 2022
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Notional Amounts of Derivative Instruments
The total notional amounts of CNX's derivative instruments were as follows:
March 31,December 31,Forecasted to
20222021Settle Through
Natural Gas Commodity Swaps (Bcf)1,680.6 1,686.1 2027
Natural Gas Basis Swaps (Bcf)1,248.1 *1,233.3 2027
Interest Rate Swaps$410,000 $410,000 2024
*Net of purchased natural gas basis swaps of 15.7 Bcf.
Schedule of Derivative Assets at Fair Value The gross fair value of CNX's derivative instruments was as follows:
March 31, December 31,
20222021
Current Assets:
  Commodity Derivative Instruments:
     Commodity Swaps$— $92 
     Basis Only Swaps115,070 94,682 
  Interest Rate Swaps4,768 228 
Total Current Assets$119,838 $95,002 
Other Non-Current Assets:
  Commodity Derivative Instruments:
     Commodity Swaps$140 $12,419 
     Basis Only Swaps275,706 119,077 
  Interest Rate Swaps5,367 498 
Total Other Non-Current Assets$281,213 $131,994 
Current Liabilities:
  Commodity Derivative Instruments:
     Commodity Swaps$1,385,222 $505,460 
     Basis Only Swaps21,605 13,206 
  Interest Rate Swaps5,137 2,932 
Total Current Liabilities$1,411,964 $521,598 
Non-Current Liabilities:
  Commodity Derivative Instruments:
     Commodity Swaps$1,404,422 $642,442 
     Basis Only Swaps11,389 41,332 
  Interest Rate Swaps5,562 3,580 
Total Non-Current Liabilities$1,421,373 $687,354 
Schedule of Derivative Liabilities at Fair Value The gross fair value of CNX's derivative instruments was as follows:
March 31, December 31,
20222021
Current Assets:
  Commodity Derivative Instruments:
     Commodity Swaps$— $92 
     Basis Only Swaps115,070 94,682 
  Interest Rate Swaps4,768 228 
Total Current Assets$119,838 $95,002 
Other Non-Current Assets:
  Commodity Derivative Instruments:
     Commodity Swaps$140 $12,419 
     Basis Only Swaps275,706 119,077 
  Interest Rate Swaps5,367 498 
Total Other Non-Current Assets$281,213 $131,994 
Current Liabilities:
  Commodity Derivative Instruments:
     Commodity Swaps$1,385,222 $505,460 
     Basis Only Swaps21,605 13,206 
  Interest Rate Swaps5,137 2,932 
Total Current Liabilities$1,411,964 $521,598 
Non-Current Liabilities:
  Commodity Derivative Instruments:
     Commodity Swaps$1,404,422 $642,442 
     Basis Only Swaps11,389 41,332 
  Interest Rate Swaps5,562 3,580 
Total Non-Current Liabilities$1,421,373 $687,354 
Schedule of Derivatives Instruments Statements of Financial Performance and Financial Position
The effect of commodity derivative instruments on the Company's Consolidated Statements of Income was as follows:
For the Three Months Ended
March 31,
20222021
Cash (Paid) Received in Settlement of Commodity Derivative Instruments:
  Natural Gas:
Commodity Swaps$(271,819)$6,550 
Basis Swaps977 (4,145)
Total Cash (Paid) Received in Settlement of Commodity Derivative Instruments(270,842)2,405 
Unrealized (Loss) Gain on Commodity Derivative Instruments:
  Natural Gas:
Commodity Swaps(1,654,113)(97,459)
Basis Swaps198,561 128,468 
Total Unrealized (Loss) Gain on Commodity Derivative Instruments(1,455,552)31,009 
(Loss) Gain on Commodity Derivative Instruments:
  Natural Gas:
Commodity Swaps(1,925,932)(90,909)
Basis Swaps199,538 124,323 
Total (Loss) Gain on Commodity Derivative Instruments$(1,726,394)$33,414 

The effect of interest rate swaps on Interest Expense in the Company's Consolidated Statements of Income was as follows:
For the Three Months Ended
March 31,
20222021
Cash Paid in Settlement of Interest Rate Swaps$(937)$(1,227)
Unrealized Gain on Interest Rate Swaps5,223 4,194 
Gain on Interest Rate Swaps$4,286 $2,967