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Fair Value Measurements (Tables)
9 Months Ended
Sep. 30, 2011
Fair Value Measurements 
Assets and liabilities measured at fair value on a recurring basis

 

 

 

 

 

 

Fair value measurements at reporting date using

 

Description

 

September 30,
2011

 

 

Quoted
prices in
active
markets for
identical
assets
(Level 1)

 

Significant
other
observable
inputs
(Level 2)

 

Significant
unobservable
inputs
(Level 3)

 

 

 

(Thousands)

 

Assets

 

 

 

 

 

 

 

 

 

Derivative instruments, at fair value

 

  $

313,537

 

  $

7,014

 

  $

193,439

 

  $

113,084

 

Total assets

 

  $

313,537

 

  $

7,014

 

  $

193,439

 

  $

113,084

 

 

 

 

 

 

 

 

 

 

 

Liabilities

 

 

 

 

 

 

 

 

 

Derivative instruments, at fair value

 

  $

108,926

 

  $

8,271

 

  $

100,655

 

  $

 

Total liabilities

 

  $

108,926

 

  $

8,271

 

  $

100,655

 

  $

Fair value measurements using significant unobservable inputs (Level 3)

 

 

 

Fair value measurements using
significant unobservable inputs
(Level 3)

 

 

 

 

 

 

 

Derivative instruments, at fair
value, net

 

 

 

(Thousands)

 

 

 

 

 

Balance at January 1, 2011

 

   $

116,672

 

 

Total gains or losses:

 

 

 

 

Included in earnings

 

14

 

 

Included in other comprehensive income

 

35,121

 

 

Settlements

 

(38,723

)

 

Transfers in and/or out of Level 3

 

 

 

Balance at September 30, 2011

 

   $

113,084

 

 

 

 

 

 

 

The amount of total gains or losses for the period included in earnings attributable to the change in unrealized gains or losses relating to assets and liabilities still held as of September 30, 2011

 

   $