Hedging

Penn West considers price hedging of oil and natural gas production to be a useful tool of risk management. Its uses include protecting planned capital budgets, safeguarding the economics of acquisitions and providing downside cash flow protection to support planned distributions.

Penn West continues to employ derivative instruments on a portion of its production volumes spanning several quarters into the future. The company also secured hedges to fix the costs of electric power at its oilfield operations, improving its ability to project operating costs, netbacks and cash flows.

Penn West is careful and judicious in its hedging activities in order to preserve exposure to commodity price upside and avoid unreasonable opportunity costs.

Liquids Hedging

As of May 2, 2013

  2013 2014
Hedged volume (bbls/d) 55,000 0
Swaps 0 0
Swap price (US$/bbl) $0.00 $0.00
Collars 55,000 0
Average price:  
ceiling (US$/bbl) $104.42 $0.00
floor (US$/bbl) $91.55 $0.00

 

Natural Gas Hedging

As of May 2, 2013

  2013 2014
Hedged volume (mcf/d) 175,000 100,000
Swaps 175,000 50,000
Swap price (CAD$/mcf) $3.40 $3.82
Collars 0 50,000
Average price:  
ceiling (CAD$/mcf) $0.00 $4.17
floor (CAD$/mcf) $0.00 $3.41

 

Power Hedging

As of May 2, 2013

  2013 2014
Hedged volumes (MWh) 50 80
Fixed hedge price (CAD$MWh) $55.20 $58.50

 

Interest Rate Swaps

As of May 2, 2013

Notional Volume (millions) Remaining Term Pricing
$650 Apr/13 - Jan/14 2.65%

 

Foreign Exchange Forwards on Revenue

As of May 2, 2013

Notional Volume (millions) Remaining Term Pricing (CAD/USD)
US $1,377 Apr/13 - Jan/14 1.02

 

Foreign Exchange Forwards on Senior Notes

As of May 2, 2013

Notional Volume (millions) Remaining Term Pricing (CAD/USD)
US $1,377 3 to 15-Year Initial Term: 2014-2022 1.000

 

Cross Currency Swaps

As of May 2, 2013

Notional Volume (millions) Remaining Term Pricing
£57 10-Year Term: 2018 2.0075 (CAD/GBP), 6.95%
£20 10-Year Term: 2019 1.8051 (CAD/GBP), 9.15%
€10 10-Year Term: 2019 1.5870 (CAD/EUR), 9.22%