Quarterly report pursuant to Section 13 or 15(d)

套期保值活动 (Tables)

v2.4.0.6
套期保值活动 (Tables)
 9月结束
9月. 30, 2012
General Discussion of Derivative Instruments 和 套期保值活动 [Abstract]  
Schedule Of Derivative Instruments
At 2012年9月30日, the Company had the following fixed price swaps in place:
 
 
成交量
(桶/天)
 
加权
平均价格
2012年10月- 12月
4,000

 
$
107.29

2013年1月- 6月
4,000

 
$
103.33

2013年7月- 12月
3,000

 
$
100.04

Schedule Of Derivative Instruments In Statement Of Financial Position
At 2012年9月30日 the fair value of derivative assets related to the fixed price swaps was as follows:
 
Short-term derivative instruments – asset
$
808,000

Short-term derivative instruments - liability
$
8,816,000

Long-term derivative instruments - liability
$
1,523,000

Schedule Of Cash Flow Hedges
Amounts reclassified out of accumulated other comprehensive income into earnings as a component of oil 和 condensate sales for the 九个 个月结束 2012年9月30日 和 2011 如下所示.
 
 
Three Months Ended 9月tember 30,
Nine Months Ended 9月tember 30,
 
2012
 
2011
2012
 
2011
Reduction to oil 和 condensate sales
(185,000
)
 
(1,331,000
)
$
(646,000
)
 
$
(3,342,000
)