Fair Value Measurements
The following table presents financial assets and liabilities measured at fair value on a recurring basis and indicates their levels within the fair value hierarchy:
December 31,
20252024
Level 1Level 2
Level 3
TotalLevel 1Level 2
Level 3
Total
Assets
Money market funds(a)
$340 $— $— $340 $1,373 $— $— $1,373 
Interest rate swaps(b)
— 245 — 245 — 1,609 — 1,609 
Natural gas supply contracts(b)
— 50 51 — — 39 39 
Total$340 $246 $50 $636 $1,373 $1,609 $39 $3,021 
Liabilities
Interest rate swaps(c)
$— $102 $— $102 $— $$— $
Natural gas supply contracts(c)
— 20 149 169 — 33 36 
Total$— $122 $149 $271 $— $$33 $39 
____________
(a)Included in cash and cash equivalents on the consolidated balance sheets.
(b)Included in derivative assets and noncurrent derivative assets on the consolidated balance sheets.
(c)Included in accrued and other liabilities and other noncurrent liabilities on the consolidated balance sheets.

Interest rate swaps

The fair values of the Company's interest rate swaps are classified as Level 2 and determined using a discounted cash flow method that incorporates observable inputs. The fair value calculation includes a credit valuation adjustment and forward interest rate curves for the same periods of the future maturity dates of the interest rate swaps. For further discussion, see Note 12 – Derivatives.
Level 3 unobservable inputs

The Company determines the fair value of its natural gas supply contracts using either an income or options-based approach. This incorporates present value techniques using a risk free rate of return, observable forward commodity price curves, and may incorporate other significant unobservable inputs. Significant unobservable inputs include implied forward curves at illiquid delivery locations and, if an option pricing model is used, volatility assumptions derived from observed historical market data adjusted for evolving industry conditions and market trends as of the balance sheet date as well as counterparty credit risk adjustments.

Due to the uncertainty surrounding these inputs, certain natural gas supply contracts are classified as Level 3 in the fair value hierarchy. Changes in these inputs can have a significant impact on the valuation of the Company's natural gas supply contracts, which can result in a significantly higher or lower estimated fair value. See Note 12 – Derivatives for further discussion.

The following table includes quantitative information for the unobservable inputs for Level 3 natural gas supply contracts as of December 31, 2025 (natural gas price amounts in dollars):

Valuation approachSignificant unobservable inputRange of significant unobservable inputArithmetic average of significant unobservable input
Discounted cash flow
Forward natural gas price per MMBtu(a)
$2.63 to $5.34
$3.72 
Option pricing modelVolatility
13.5% to 68.6%
24.7 %
____________
(a)    At illiquid delivery locations.

The following table sets forth a reconciliation of changes in the net fair value of derivative instruments measured at fair value on a recurring basis using Level 3 inputs:

Years ended December 31,
20252024
Beginning balance as of January 1$$— 
Total realized and unrealized loss included in earnings(172)(9)
Settlements63 15 
Transfer out of Level 3— 
Ending balance as of December 31$(99)$
Unrealized gain (loss) included in earnings $(109)$
Other financial instruments

The following table presents the carrying value, fair value and fair value hierarchy of outstanding debt instruments in the consolidated balance sheets:

December 31, 2025
Carrying value
Fair value
Level 1Level 2
Level 3
Total
Fixed rate debt$25,334 $25,426 $84 $— $25,510 
Variable rate debt
9,478 1,078 8,403 — 9,481 

December 31, 2024
Carrying value
Fair value
Level 1Level 2Level 3Total
Fixed rate debt
$15,834 $16,085 $84 $— $— $16,169 
Variable rate debt
13,717 — 13,717 0— 13,717 

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.