Note 4 Fair Value Measurements

 

The following table presents the balance of assets and liabilities measured at fair value on a recurring basis:

 

(in thousands)

 

Level 1

  

Level 2

  

Level 3

  

Total

 

December 31, 2025

                

Assets:

                

Marketable equity securities

 $409  $  $  $409 

Derivative contracts

 $561  $  $  $561 

Liabilities:

                

Derivative contracts

 $1,562  $  $  $1,562 

December 31, 2024

                

Assets:

                

Marketable equity securities

 $357  $  $  $357 

Derivative contracts

 $868  $  $  $868 

Liabilities:

                

Derivative contracts

 $473  $  $  $473 

 

The Company’s derivative contracts consist of natural gas and electricity put and call options and swaps. The underlying asset in the Company’s put and call options is a forward contract. The Company’s swaps are agreements whereby a floating (or market or spot) price is exchanged for a fixed price over a specified period. 

 

Fair Value of Other Financial Instruments

 

The estimated fair value of the Company’s other financial instruments was determined using available market information or other appropriate valuation methodologies. However, considerable judgment is required in interpreting this data to develop estimates of fair value. Consequently, the estimates are not necessarily indicative of the amounts that could be realized or would be paid in a current market exchange.

 

Restricted cash short-term, trade receivables, due to IDT Corporation, other current assets and other current liabilities. At December 31, 2025 and 2024, the carrying amount of these assets and liabilities approximated fair value. The fair value estimate for restricted cash — short-term was classified as Level 1. The carrying value of other current assets, due to IDT Corporation, and other current liabilities approximated fair value.

 

Other assets. At December 31, 2025 and 2024, other assets included notes receivable. The carrying amounts of the note receivable approximated fair value. The fair values were estimated based on the Company’s assumptions, and were classified as Level 3 of the fair value hierarchy. 

 

The Company did not have any transfers of assets or liabilities between Level 1, Level 2 or Level 3 of the fair value measurement hierarchy during the years ended December 31, 2025 and 2024.

 

The primary non-recurring fair value estimates typically involve goodwill impairment testing (see Note 8), which involves Level 3 inputs, and asset impairments (see Note 8) which utilize Level 3 inputs.

 

Historical Timeline

Fiscal YearFiled
2025May 1, 2026Showing above
2024Mar 14, 2025
2023Mar 14, 2024
2022Mar 15, 2023
2021Mar 16, 2022
2020Mar 16, 2021
2019Mar 16, 2020
2018Mar 19, 2019
2017Mar 16, 2018
2016Mar 16, 2017
2015Mar 15, 2016

About Fair Value Disclosures

Fair value disclosures classify all assets and liabilities measured at fair value into a three-level hierarchy: Level 1 (quoted market prices), Level 2 (observable inputs like yield curves), and Level 3 (unobservable inputs requiring management estimates). The proportion of Level 3 assets directly reflects how much of the balance sheet depends on internal models rather than market evidence.

Key signals: a growing Level 3 balance relative to total fair-value assets increases valuation uncertainty and earnings volatility risk. Watch for transfers between levels — assets moving from Level 2 to Level 3 often signal deteriorating market liquidity. Unrealized gains and losses on Level 3 positions flow through earnings or other comprehensive income, so large swings deserve scrutiny. For financial institutions, examine the sensitivity disclosures that show how Level 3 valuations change under alternative assumptions. Compare the fair value of debt against its carrying amount to gauge hidden leverage.