FAIR VALUE MEASUREMENTS
Recurring Fair Value Measurements - The following tables set forth our recurring fair value measurements as of the dates indicated:

December 31, 2025
Level 1Level 2Level 3Total - GrossNetting (a)Total - Net
(Millions of dollars)
Derivative assets
Commodity contracts$60 $69 $ $129 $(67)$62 
Total derivative assets$60 $69 $ $129 $(67)$62 
Derivative liabilities
Commodity contracts$(21)$(46)$ $(67)$67 $ 
Total derivative liabilities$(21)$(46)$ $(67)$67 $ 
(a) - Derivative assets and liabilities are presented in our Consolidated Balance Sheets on a net basis. We net derivative assets and liabilities when a legally enforceable master-netting arrangement exists between the counterparty to a derivative contract and us. At December 31, 2025, we held no cash and posted cash of $4 million with a counterparty, which is included in other current assets in our Consolidated Balance Sheets.

December 31, 2024
Level 1Level 2Level 3Total - GrossNetting (a)Total - Net
(Millions of dollars)
Derivative assets
Commodity contracts$41 $34 $— $75 $(72)$
Total derivative assets$41 $34 $— $75 $(72)$
Derivative liabilities
Commodity contracts$(40)$(46)$— $(86)$81 $(5)
Total derivative liabilities$(40)$(46)$— $(86)$81 $(5)
(a) - Derivative assets and liabilities are presented in our Consolidated Balance Sheets on a net basis. We net derivative assets and liabilities when a legally enforceable master-netting arrangement exists between the counterparty to a derivative contract and us. At December 31, 2024, we held no cash and posted cash of $45 million with a counterparty, including $10 million of cash collateral that is offsetting derivative net liability positions under master-netting arrangements in the table above. The remaining $35 million of cash collateral in excess of derivative liability positions is included in other current assets in our Consolidated Balance Sheets.

Other Financial Instruments - The approximate fair value of cash and cash equivalents, accounts receivable, accounts payable and short-term borrowings is equal to book value due to the short-term nature of these items. Our cash and cash equivalents are composed of bank and money market accounts and are classified as Level 1. Our short-term borrowings are classified as Level 2 since the estimated fair value of the short-term borrowings can be determined using information available in the commercial paper market. We have investments associated with our supplemental executive retirement plan and nonqualified deferred compensation plan that are carried at fair value and primarily are composed of mutual funds, municipal bonds and other fixed income securities classified as Level 1 and Level 2.

The book value of our consolidated long-term debt, including current maturities, was $32.0 billion and $32.1 billion at December 31, 2025 and 2024, respectively. At December 31, 2025 and 2024, the estimated fair value of our consolidated long-term debt, including current maturities, was $32.7 billion and $31.9 billion, respectively. For comparability to the book value of our consolidated long-term debt, the unamortized debt discounts and issuance costs at December 31, 2025 and 2024, totaled $1.2 billion and $1.1 billion, respectively, which resulted in the estimated fair value, net of unamortized debt discounts and issuance costs, of $31.5 billion and $30.8 billion, respectively. The estimated fair value of the aggregate senior notes outstanding was determined using quoted market prices for similar issues with similar terms and maturities. The estimated fair value of our consolidated long-term debt is classified as Level 2.

Historical Timeline

Fiscal YearFiled
2025Feb 24, 2026Showing above
2024Feb 25, 2025
2023Feb 27, 2024
2022Feb 28, 2023
2021Mar 1, 2022
2020Feb 23, 2021
2019Feb 25, 2020
2018Feb 26, 2019
2017Feb 27, 2018
2016Feb 28, 2017
2015Feb 23, 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.