Derivative instruments (Tables)
3 Months Ended 12 Months Ended
Mar. 31, 2017
Dec. 31, 2016
Derivative Instruments and Hedging Activities Disclosure [Abstract]    
Summary of derivatives outstanding

The following table summarizes our crude oil derivatives outstanding as of March 31, 2017:

 

            Weighted average fixed price per Bbl  

Period and type of contract

   Volume
MBbls
     Swaps      Purchased
puts
     Sold
calls
 

2017

           

Swaps

     2,704      $ 54.97      $ —        $ —    

2018

           

Swaps

     2,116      $ 54.92      $ —        $ —    

Collars

     183      $ —        $ 50.00      $ 60.50  

2019

           

Swaps

     1,312      $ 54.26      $      $  

The following table summarizes our natural gas derivatives outstanding as of March 31, 2017:

 

Period and type of contract

   Volume
BBtu
     Weighted
average
fixed price
per MMBtu
 

2017

     

Swaps

     7,091      $ 3.34  

2018

     

Swaps

     5,861      $ 3.03  

2019

     

Swaps

     3,322      $ 2.86  

The following table summarizes our crude oil derivatives outstanding as of December 31, 2016:

 

            Weighted average fixed price per Bbl  

Period and type of contract

   Volume
MBbls
     Swaps      Purchased
puts
     Sold
calls
 

2017

           

Swaps

     3,631      $ 54.97      $ —        $ —    

2018

           

Swaps

     2,116      $ 54.92      $ —        $ —    

Collars

     183      $ —        $ 50.00      $ 60.50  

2019

           

Swaps

     1,204      $ 54.25      $ —        $ —    

 

The following table summarizes our natural gas derivative instruments outstanding as of December 31, 2016:

 

Period and type of contract

   Volume
BBtu
     Weighted
average
fixed price
per MMBtu
 

2017

     

Swaps

     9,575      $ 3.34  

2018

     

Swaps

     5,861      $ 3.03  

2019

     

Swaps

     3,322      $ 2.86  

The following table summarizes the additional contracts:

 

Period and type of contract

   Volume
BBtu
     Volume
MBbls
     Fixed price
per MMBtu
     Fixed price
per Bbl
 

2017

           

Natural gas swap

     154        —        $ 3.40      $ —    

2019

           

Crude oil swap

     —          108      $ —        $ 54.40  
Derivative instruments recorded on the balance sheet at fair value

The estimated fair values of derivative instruments are provided below. The carrying amounts of these instruments are equal to the estimated fair values.

 

     Successor      Predecessor  
     March 31, 2017      December 31, 2016  
     Assets      Liabilities     Net value      Assets      Liabilities     Net value  

Natural gas derivative contracts

   $ 634      $ (363   $ 271      $ 184      $ (3,658   $ (3,474

Crude oil derivative contracts

     19,274        —         19,274        —          (9,895     (9,895
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

   

 

 

 

Total derivative instruments

     19,908        (363     19,545        184        (13,553     (13,369

Less:

                 

Netting adjustments (1)

     363        (363     —          184        (184     —    

Derivative instruments—current

     10,001        —         10,001        —          (7,525     (7,525
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

   

 

 

 

Derivative instruments—long-term

   $ 9,544      $ —       $ 9,544      $ —        $ (5,844   $ (5,844
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

   

 

 

 

 

(1) Amounts represent the impact of master netting agreements that allow us to net settle positive and negative positions with the same counterparty. Positive and negative positions with counterparties are netted only to the extent that they relate to the same current versus noncurrent classification on the balance sheet.

The estimated fair values of derivative instruments are provided below. The carrying amounts of these instruments are equal to the estimated fair values.

 

     As of December 31, 2016     As of December 31, 2015  
     Assets      Liabilities     Net value     Assets      Liabilities     Net value  

Natural gas derivative contracts

   $ 184      $ (3,658   $ (3,474   $ 41,328      $ (1,158   $ 40,170  

Crude oil derivative contracts

     —          (9,895     (9,895     123,068        —         123,068  
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

   

 

 

 

Total derivative instruments

     184        (13,553     (13,369     164,396        (1,158     163,238  

Less:

              

Netting adjustments (1)

     184        (184     —         1,158        (1,158     —    

Derivative instruments - current

     —          (7,525     (7,525     143,737        —         143,737  
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

   

 

 

 

Derivative instruments - long-term

   $ —        $ (5,844   $ (5,844   $ 19,501      $ —       $ 19,501  
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

   

 

 

 

 

(1) Amounts represent the impact of master netting agreements that allow us to net settle positive and negative positions with the same counterparty. Positive and negative positions with a counterparty are netted only to the extent that they related to the same current versus noncurrent classification on the balance sheet.
Derivative (losses) gains in the consolidated statements of operations

Derivative (losses) gains” in the consolidated statements of operations are comprised of the following:

 

     Successor      Predecessor  
     Period from
March 22,

2017
through
March 31,
2017
     Period from
January 1,
2017
through
March 21,
2017
     Three months
ended
March 31,
2016
 

Change in fair value of commodity price derivatives

   $ (13,807    $ 46,721      $ (35,554

Settlement gains on commodity price derivatives

     1,692        1,285        47,486  
  

 

 

    

 

 

    

 

 

 

Total derivative (losses) gains

   $ (12,115    $ 48,006      $ 11,932  
  

 

 

    

 

 

    

 

 

 

“Non-hedge derivative (losses) gains” in the consolidated statements of operations is comprised of the following:

 

     2016      2015      2014  

Change in fair value of commodity price derivatives

   $ (176,607    $ (88,317    $ 228,903  

Settlement gains on commodity price derivatives

     62,626        218,210        2,417  

Settlement gains on early terminations of commodity price derivatives

     91,144        15,395        —    
  

 

 

    

 

 

    

 

 

 

Non-hedge derivative (losses) gains

   $ (22,837    $ 145,288      $ 231,320