Our primary market risk exposure is the price applicable to our natural gas and electricity purchases and sales. The sales price of our natural gas and electricity is primarily driven by the prevailing market price. Hypothetically, for our GRE segment, if our gross profit per unit in the three months ended June 30, 2026 had remained the same as in the three months ended June 30, 2025, our gross profit from electricity and natural would have decreased by $7.8 million and $4.9 million, respectively. Hypothetically, for our GRE segment, if our gross profit per unit in the six months ended June 30, 2026 had remained the same as in the six months ended June 30, 2025, our gross profit from electricity and natural gas would have decreased by $5.4 million and 6.6 million, respectively. The energy markets have historically been very volatile, and we can reasonably expect that electricity and natural gas prices will be subject to fluctuations in the future. In an effort to reduce the effects of the volatility of the price of electricity and natural gas on our operations, we have adopted a policy of hedging electricity and natural gas prices from time to time, at relatively lower volumes, primarily through the use of put and call options and swaps. While the use of these hedging arrangements limits the downside risk of adverse price movements, it also limits future gains from favorable movements. We do not apply hedge accounting to these options or swaps; therefore the mark-to-market change in fair value is recognized in cost of revenues in our condensed consolidated statements of operations. We recognized loss from derivative instruments of $1.6 million in the three months ended June 30, 2026 . We recognized gain from derivative instrument of $1.7 million in the six months ended June 30, 2026. We recognized loss from derivative instruments of $4.0 million and $0.8 million in the three and six months ended June 30, 2025, respectively.