UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 10-Q [X] Quarterly Report pursuant to Section 13 or 15(d) of the Securities Exchange Act of 1934 For the quarterly period ended June 30, 2002 [ ] Transition Report pursuant to Section 13 or 15(d) of the Securities Exchange Act of 1934 For the transition period from to COMMISSION FILE NO. 1-13726 CHESAPEAKE ENERGY CORPORATION (Exact Name of Registrant as Specified in Its Charter) OKLAHOMA 73-1395733 (State or other jurisdiction of (I.R.S. Employer incorporation or organization) Identification No.) 6100 NORTH WESTERN AVENUE 73118 OKLAHOMA CITY, OKLAHOMA (Zip Code) (Address of principal executive offices) (405) 848-8000 Registrant's telephone number, including area code Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. Yes [X] No [ ] At July 31, 2002, there were 166,122,358 shares of our $.01 par value common stock outstanding.

CHESAPEAKE ENERGY CORPORATION AND SUBSIDIARIES INDEX TO FORM 10-Q FOR THE QUARTER ENDED JUNE 30, 2002

PAGE ---- PART I. FINANCIAL INFORMATION Item 1. Consolidated Financial Statements (Unaudited): Consolidated Balance Sheets at December 31, 2001 and June 30, 2002 ............................ 3 Consolidated Statements of Operations for the Three Months and Six Months Ended June 30, 2001 and 2002 .................................................................. 4 Consolidated Statements of Cash Flows for the Six Months Ended June 30, 2001 and 2002 ...................................................................................... 5 Consolidated Statements of Comprehensive Income (Loss) for the Three Months and Six Months Ended June 30, 2001 and 2002 ........................................................... 6 Notes to Consolidated Financial Statements .................................................... 7 Item 2. Management's Discussion and Analysis of Financial Condition and Results of Operations............22 Item 3. Quantitative and Qualitative Disclosures About Market Risk.......................................31 PART II. OTHER INFORMATION Item 1. Legal Proceedings................................................................................36 Item 2. Changes in Securities and Use of Proceeds........................................................36 Item 3. Defaults Upon Senior Securities .................................................................36 Item 4. Submission of Matters to a Vote of Security Holders..............................................36 Item 5. Other Information................................................................................36 Item 6. Exhibits and Reports on Form 8-K.................................................................36
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CHESAPEAKE ENERGY CORPORATION AND SUBSIDIARIES CONSOLIDATED BALANCE SHEETS (UNAUDITED)

DECEMBER 31, JUNE 30, 2001 2002 ------------ ----------- ($ IN THOUSANDS) ASSETS CURRENT ASSETS: Cash and cash equivalents ................................................................. $ 117,594 $ 6,296 Restricted cash ........................................................................... 7,366 131 Accounts receivable: Oil and gas sales ....................................................................... 51,496 84,352 Joint interest, net of allowances of $947,000 and $1,093,000, respectively .............. 17,364 23,073 Short-term derivatives .................................................................. 34,543 16,069 Related parties ......................................................................... 9,896 7,250 Other ................................................................................... 14,951 17,877 Short-term derivative instruments ......................................................... 97,544 12,509 Inventory and other ....................................................................... 10,629 10,522 ----------- ----------- Total Current Assets ................................................................ 361,383 178,079 ----------- ----------- PROPERTY AND EQUIPMENT: Oil and gas properties, at cost based on full-cost accounting: Evaluated oil and gas properties ........................................................ 3,546,163 3,920,587 Unevaluated properties .................................................................. 66,205 59,907 Less: accumulated depreciation, depletion and amortization .............................. (1,902,587) (2,001,984) ----------- ----------- 1,709,781 1,978,510 Other property and equipment .............................................................. 115,694 132,522 Less: accumulated depreciation and amortization ........................................... (39,894) (42,466) ----------- ----------- Total Property and Equipment ........................................................ 1,785,581 2,068,566 ----------- ----------- OTHER ASSETS: Long-term derivatives receivable .......................................................... 18,852 8,351 Deferred income tax asset ................................................................. 67,781 35,405 Long-term derivative instruments .......................................................... 6,370 515 Long-term investments ..................................................................... 29,849 25,089 Other assets .............................................................................. 16,952 14,223 ----------- ----------- Total Other Assets .................................................................. 139,804 83,583 ----------- ----------- TOTAL ASSETS ................................................................................ $ 2,286,768 $ 2,330,228 =========== =========== LIABILITIES AND STOCKHOLDERS' EQUITY CURRENT LIABILITIES: Notes payable and current maturities of long-term debt .................................... $ 602 $ 154 Accounts payable .......................................................................... 79,945 80,871 Accrued interest .......................................................................... 26,316 26,023 Short-term derivative instruments ......................................................... -- 461 Other accrued liabilities ................................................................. 36,998 53,557 Revenues and royalties due others ......................................................... 29,520 36,592 ----------- ----------- Total Current Liabilities ........................................................... 173,381 197,658 ----------- ----------- LONG-TERM DEBT, NET ......................................................................... 1,329,453 1,326,351 ----------- ----------- REVENUES AND ROYALTIES DUE OTHERS ........................................................... 12,696 12,948 ----------- ----------- LONG-TERM DERIVATIVE INSTRUMENTS ............................................................ -- 52,016 ----------- ----------- OTHER LIABILITIES ........................................................................... 3,831 7,833 ----------- ----------- CONTINGENCIES AND COMMITMENTS (NOTE 3) STOCKHOLDERS' EQUITY: Preferred Stock, $.01 par value, 10,000,000 shares authorized; 3,000,000 shares and 2,998,000 of 6.75% cumulative convertible preferred stock, issued and outstanding at December 31, 2001 and June 30, 2002, respectively, entitled in liquidation to $150 million and $149.9 million ......................................................... 150,000 149,900 Common Stock, $.01 par value, 350,000,000 shares authorized, 169,534,991 and 170,911,163 shares issued at December 31, 2001 and June 30, 2002, respectively ...................... 1,696 1,709 Paid-in capital ........................................................................... 1,035,156 1,038,889 Accumulated deficit ....................................................................... (442,974) (453,173) Accumulated other comprehensive income, net of tax of $29,000,000 and $10,719,000, respectively ............................................................... 43,511 16,079 Less: treasury stock, at cost; 4,792,529 common shares at December 31, 2001 and June 30, 2002 ....................................................................... (19,982) (19,982) ----------- ----------- Total Stockholders' Equity .......................................................... 767,407 733,422 ----------- ----------- TOTAL LIABILITIES AND STOCKHOLDERS' EQUITY .................................................. $ 2,286,768 $ 2,330,228 =========== ===========
The accompanying notes are an integral part of these consolidated financial statements. 3

CHESAPEAKE ENERGY CORPORATION AND SUBSIDIARIES CONSOLIDATED STATEMENTS OF OPERATIONS (UNAUDITED)

THREE MONTHS ENDED SIX MONTHS ENDED JUNE 30, JUNE 30, ---------------------- ---------------------- 2001 2002 2001 2002 --------- --------- --------- --------- ($ IN THOUSANDS, EXCEPT PER SHARE DATA) REVENUES: Oil and gas sales ..................................................... $ 175,225 $ 152,009 $ 396,444 $ 293,980 Risk management income (loss) ......................................... 62,455 (481) 62,455 (79,949) Oil and gas marketing sales ........................................... 38,001 42,785 94,166 70,118 --------- --------- --------- --------- Total Revenues .................................................... 275,681 194,313 553,065 284,149 --------- --------- --------- --------- OPERATING COSTS: Production expenses ................................................... 18,842 24,242 36,630 46,302 Production taxes ...................................................... 9,991 7,911 24,286 13,127 General and administrative ............................................ 2,873 3,859 6,874 8,153 Oil and gas marketing expenses ........................................ 36,913 41,181 91,391 67,688 Oil and gas depreciation, depletion and amortization .................. 39,910 50,778 78,083 99,397 Depreciation and amortization of other assets ......................... 1,837 3,652 3,790 6,762 --------- --------- --------- --------- Total Operating Costs ............................................. 110,366 131,623 241,054 241,429 --------- --------- --------- --------- INCOME FROM OPERATIONS ................................................. 165,315 62,690 312,011 42,720 --------- --------- --------- --------- OTHER INCOME (EXPENSE): Interest and other income ............................................. 683 3,719 1,252 4,673 Interest expense ...................................................... (22,984) (24,690) (48,873) (51,650) Gothic standby credit facility costs .................................. -- -- (3,392) -- --------- --------- --------- --------- Total Other Income (Expense) ...................................... (22,301) (20,971) (51,013) (46,977) --------- --------- --------- --------- INCOME (LOSS) BEFORE INCOME TAX ........................................ 143,014 41,719 260,998 (4,257) PROVISION (BENEFIT) FOR INCOME TAXES ................................... 57,529 16,686 105,225 (1,704) --------- --------- --------- --------- NET INCOME (LOSS) BEFORE EXTRAORDINARY ITEM ............................ 85,485 25,033 155,773 (2,553) EXTRAORDINARY ITEM: Loss on early extinguishment of debt, net of applicable income tax .... (46,000) -- (46,000) -- --------- --------- --------- --------- NET INCOME (LOSS) ...................................................... 39,485 25,033 109,773 (2,553) PREFERRED STOCK DIVIDENDS .............................................. (182) (2,530) (728) (5,062) --------- --------- --------- --------- NET INCOME (LOSS) AVAILABLE TO COMMON SHAREHOLDERS ..................... $ 39,303 $ 22,503 $ 109,045 $ (7,615) ========= ========= ========= ========= EARNINGS (LOSS) PER COMMON SHARE -- BASIC: Income before extraordinary item ...................................... $ 0.52 $ 0.14 $ 0.97 $ (0.05) Extraordinary item .................................................... (0.28) -- (0.29) -- --------- --------- --------- --------- Net income (loss) ..................................................... $ 0.24 $ 0.14 $ 0.68 $ (0.05) ========= ========= ========= ========= EARNINGS (LOSS) PER COMMON SHARE -- ASSUMING DILUTION: Income before extraordinary item ...................................... $ 0.50 $ 0.13 $ 0.91 $ (0.05) Extraordinary item .................................................... (0.27) -- (0.27) -- --------- --------- --------- --------- Net income (loss) ..................................................... $ 0.23 $ 0.13 $ 0.64 $ (0.05) ========= ========= ========= ========= WEIGHTED AVERAGE COMMON AND COMMON EQUIVALENT SHARES OUTSTANDING : Basic ................................................................. 162,588 165,963 160,161 165,669 ========= ========= ========= ========= Assuming dilution ..................................................... 171,321 191,947 170,835 165,669 ========= ========= ========= =========
The accompanying notes are an integral part of these consolidated financial statements. 4

CHESAPEAKE ENERGY CORPORATION AND SUBSIDIARIES CONSOLIDATED STATEMENTS OF CASH FLOWS (UNAUDITED)

SIX MONTHS ENDED JUNE 30, ------------------------- 2001 2002 ----------- ---------- ($ IN THOUSANDS) CASH FLOWS FROM OPERATING ACTIVITIES: NET INCOME (LOSS) ......................................................... $ 109,773 $ (2,553) ADJUSTMENTS TO RECONCILE NET INCOME (LOSS) TO NET CASH PROVIDED BY OPERATING ACTIVITIES: Depreciation, depletion and amortization ................................ 80,088 103,770 Risk management (income) loss ........................................... (62,455) 79,949 Extraordinary loss on early-extinguishment of debt ...................... 46,000 -- Deferred income taxes ................................................... 105,225 (1,702) Write-off of credit facility cost ....................................... 3,392 -- Amortization of loan costs .............................................. 1,785 2,389 Amortization of bond discount ........................................... 349 510 Accretion of Gothic note premium ........................................ (750) -- Loss on sale/disposal of fixed assets and other ......................... 29 36 Equity in losses (earnings) of equity investees ......................... 260 -- Loss on repurchase of debt .............................................. -- 864 Gain on sale of RAM Energy notes ........................................ -- (461) Bad debt expense ........................................................ -- 140 Other ................................................................... 85 (412) ---------- ---------- CASH PROVIDED BY OPERATING ACTIVITIES BEFORE CHANGES IN ASSETS AND LIABILITIES ..................................................... 283,781 182,530 Changes in assets and liabilities ....................................... 13,221 32,295 ---------- ---------- CASH PROVIDED BY OPERATING ACTIVITIES ................................. 297,002 214,825 ---------- ---------- CASH FLOWS FROM INVESTING ACTIVITIES: Exploration and development of oil and gas properties ..................... (179,864) (176,386) Acquisition of unproved properties ........................................ (48,533) (7,167) Acquisition of oil and gas companies and proved properties, net of cash acquired ........................................................... (53,103) (124,305) Sales of oil and gas properties ........................................... 174 -- Sales of non-oil and gas assets ........................................... 159 62 Additions to buildings and other fixed assets ............................. (8,834) (16,066) Additions to drilling rig equipment ....................................... (11,930) (2,506) Additions to long-term investments ........................................ (591) (2,408) Proceeds from sale of RAM Energy notes .................................... -- 4,215 Other ..................................................................... 480 (11) ---------- ---------- CASH USED IN INVESTING ACTIVITIES ..................................... (302,042) (324,572) ---------- ---------- CASH FLOWS FROM FINANCING ACTIVITIES: Proceeds from revolving bank credit facility .............................. 273,000 45,000 Payments on revolving bank credit facility ................................ (138,000) -- Cash received from issuance of senior notes ............................... 786,664 -- Cash paid to repurchase senior notes ...................................... (830,382) (42,201) Cash paid for premium on repurchase of senior notes ....................... (75,639) (1,019) Cash paid for financing costs related to debt ............................. (12,214) (95) Cash received from exercise of stock options .............................. 2,782 1,956 Cash paid for preferred stock dividend .................................... (1,092) (5,118) Other ..................................................................... (11) (74) ---------- ---------- CASH PROVIDED BY (USED IN) FINANCING ACTIVITIES ....................... 5,108 (1,551) ---------- ---------- Effect of changes in exchange rate on cash .................................. (68) -- ---------- ---------- NET CHANGE IN CASH AND CASH EQUIVALENTS ..................................... -- (111,298) CASH AND CASH EQUIVALENTS, BEGINNING OF PERIOD .............................. -- 117,594 ---------- ---------- CASH AND CASH EQUIVALENTS, END OF PERIOD .................................... $ -- $ 6,296 ========== ==========
The accompanying notes are an integral part of these consolidated financial statements. 5

CHESAPEAKE ENERGY CORPORATION AND SUBSIDIARIES CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (LOSS) (UNAUDITED)

THREE MONTHS ENDED SIX MONTHS ENDED JUNE 30, JUNE 30, ------------------------- ------------------------- 2001 2002 2001 2002 ---------- ---------- ---------- ---------- ($ IN THOUSANDS) Net income (loss) ............................................ $ 39,485 $ 25,033 $ 109,773 $ (2,553) Other comprehensive income (loss), net of income tax: Foreign currency translation adjustments ................... 2,494 -- (725) -- Cumulative effect of accounting change for financial derivatives .............................................. -- -- (53,580) -- Change in fair value of derivative instruments ............. 53,331 (2,242) 95,469 (12,972) Reclassification of (gain) or loss on settled contracts .... (2,314) (1,683) 16,012 (15,769) Ineffective portion of derivatives qualifying for cash flow hedge accounting .................................... (576) 815 (576) 1,309 ---------- ---------- ---------- ---------- Comprehensive income (loss) .................................. $ 92,420 $ 21,923 $ 166,373 $ (29,985) ========== ========== ========== ==========
The accompanying notes are an integral part of these consolidated financial statements. 6

CHESAPEAKE ENERGY CORPORATION AND SUBSIDIARIES NOTES TO CONSOLIDATED FINANCIAL STATEMENTS JUNE 30, 2002 (UNAUDITED) 1. BASIS OF PRESENTATION AND ACCOUNTING POLICIES Principles of Consolidation The accompanying unaudited consolidated financial statements of Chesapeake Energy Corporation and Subsidiaries have been prepared in accordance with the instructions to Form 10-Q as prescribed by the Securities and Exchange Commission. All material adjustments (consisting solely of normal recurring adjustments) which, in the opinion of management, are necessary for a fair presentation of the results for the interim periods have been reflected. The results for the three and six months ended June 30, 2002 are not necessarily indicative of the results to be expected for the full year. This Form 10-Q relates to the three and six months ended June 30, 2001 (the "Prior Quarter" and "Prior Period", respectively) and the three and six months ended June 30, 2002 (the "Current Quarter" and "Current Period", respectively). 2. HEDGING ACTIVITIES AND FINANCIAL INSTRUMENTS Oil and Gas Hedging Activities Our results of operations and operating cash flows are impacted by changes in market prices for oil and gas. To mitigate a portion of the exposure to adverse market changes, we have entered into various derivative instruments. As of June 30, 2002, our derivative instruments were comprised of swaps, collars, cap-swaps, straddles, strangles and basis protection swaps. These instruments allow us to predict with greater certainty the effective oil and gas prices to be received for our hedged production. Although derivatives often fail to achieve 100% effectiveness for accounting purposes, our derivative instruments continue to be highly effective in achieving the risk management objectives for which they were intended. o For swap instruments, we receive a fixed price for the hedged commodity and pay a floating market price, as defined in each instrument, to the counterparty. The fixed-price payment and the floating-price payment are netted, resulting in a net amount due to or from the counterparty. o Collars contain a fixed floor price (put) and ceiling price (call). If the market price exceeds the call strike price or falls below the put strike price, then we receive the fixed price and pay the market price. If the market price is between the call and the put strike price, then no payments are due from either party. o For cap-swaps, we receive a fixed price for the hedged commodity and pay a floating market price. The fixed price received by Chesapeake includes a premium in exchange for a "cap" limiting the counterparty's exposure. o For straddles, Chesapeake receives a premium from the counterparty in exchange for the sale of a call and a put option at an established fixed price. To the extent that the floating market price differs from the established fixed price, Chesapeake pays the counterparty. o For strangles, Chesapeake receives a premium from the counterparty in exchange for the sale of a call and a put option. If the market price exceeds the fixed price of the call option or falls below the fixed price of the put option, then Chesapeake pays the counterparty. If the market price settles between the fixed price of the call and put option, no payment is due from Chesapeake. o Basis protection swaps are arrangements that guarantee a price differential of oil and gas from a specified delivery point. Chesapeake receives a payment from the counterparty if the price differential is greater than the stated terms of the contract and pays the counterparty if the price differential is less than the stated terms of the contract. 7

From time to time, we close certain swap transactions designed to hedge a portion of our oil and natural gas production by entering into a counter-swap instrument. Under the counter-swap we receive a floating price for the hedged commodity and pay a fixed price to the counterparty. To the extent the counter-swap, which does not qualify for hedge accounting under SFAS 133, is designed to lock the value of an existing SFAS 133 cash flow hedge, the net value of the swap and the counter-swap is frozen and shown as a derivative receivable or payable in the consolidated balance sheets. At the same time, the original swap is designated as a non-qualifying cash flow hedge under SFAS 133. Pursuant to SFAS 133, our cap-swaps, straddles, strangles, counter-swaps and basis protection swaps do not qualify for designation as cash flow hedges. Therefore, changes in the fair value of these instruments that occur prior to their maturity, together with any changes in fair value of cash flow hedges resulting from ineffectiveness, are reported in the consolidated statements of operations as risk management income (loss). Amounts recorded in risk management income (loss) do not represent cash gains or losses. Rather, these amounts are temporary valuation swings in contracts or portions of contracts that are not entitled to receive SFAS 133 cash flow hedge accounting treatment. All amounts initially recorded in this caption related to commodity derivatives are ultimately reversed within this same caption and included in oil and gas sales over the respective contract terms. The estimated fair values of our oil and gas derivative instruments as of June 30, 2002 are provided below. The associated carrying values of these instruments are equal to the estimated fair values.

JUNE 30, 2002 ------------ ($ IN THOUSANDS) Derivative assets (liabilities): Fixed-price gas swaps .................................... $ (1,486) Fixed-price gas collars .................................. 4,206 Fixed-price gas cap-swaps ................................ 10,025 Gas basis protection swaps ............................... (6,116) Gas straddles ............................................ (9,506) Gas strangles ............................................ (29,278) Fixed-price gas counter-swaps ............................ 6,239 Fixed-price gas locked swaps ............................. 24,224 Fixed-price crude oil swaps .............................. (19) Fixed-price crude oil cap-swaps .......................... (1,779) Fixed-price crude oil locked swaps ....................... 196 ------------ Estimated fair value ................................... (3,294) ------------ Estimated fair value, as adjusted for premiums received..................................... $ 31,170(a) ============
(a) After adjusting for the $34.5 million premium paid to Chesapeake by the counterparty at the inception of the straddle and strangle contracts (which is recorded in cash provided by operating activities on the accompanying consolidated statements of cash flows), the net value of the combined hedging portfolio at June 30, 2002 was $31.2 million. Based upon the market prices at June 30, 2002, we would expect to transfer approximately $11.3 million of the balance in accumulated other comprehensive income to earnings during the next 12 months when the transactions actually occur. All transactions hedged as of June 30, 2002 are expected to mature by December 31, 2004, with the exception of the basis protection swaps which extend to 2009. Additional information concerning the fair value of our oil and gas derivative instruments is as follows ($ in thousands): Fair value of contracts outstanding at January 1, 2002 ............... $ 157,309 Change in fair value of contracts during period ...................... (55,623) Contracts realized or otherwise settled during the period ............ (61,989) Fair value of new contracts when entered into during the period ...... (42,991) ------------- Fair value of contracts outstanding at June 30, 2002 ................. $ (3,294) =============
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Risk management income (loss) related to our oil and gas derivatives is comprised of the following ($ in thousands):

THREE MONTHS ENDED SIX MONTHS ENDED JUNE 30, JUNE 30, ---------------------------- ---------------------------- 2001 2002 2001 2002 ------------ ------------ ------------ ------------ Risk management income (loss): Change in fair value of derivatives not qualifying for hedge accounting ....................................... $ 61,495 $ 10,884 $ 61,495 $ (42,530) Reclassification of (gain) or loss on settled contracts .. -- (10,630) -- (35,707) Ineffective portion of derivatives qualifying for cash flow hedge accounting .................................. 960 (1,358) 960 (2,182) ------------ ------------ ------------ ------------ Total .................................................. $ 62,455 $ (1,104) $ 62,455 $ (80,419) ============ ============ ============ ============
Interest Rate Risk We also utilize hedging strategies to manage interest rate exposure. In March 2002, we entered into an interest rate swap to convert a portion of our fixed rate debt to floating rate debt. The terms of this swap agreement are as follows:
TERM NOTIONAL AMOUNT FIXED RATE FLOATING RATE ---- --------------- ---------- ------------- March 2002 - March 2004 $200,000,000 7.875% U.S. six-month LIBOR in arrears plus 298.25 basis points
If the floating rate is less than the fixed rate, the counterparty will pay us accordingly. If the floating rate exceeds the fixed rate, we will pay the counterparty. Payments under the interest rate swap coincide with the semi-annual interest payments on our 7.875% senior notes which are due September 15 and March 15 of each year beginning September 15, 2002. A portion of the interest rate swap was originally entered into to convert $129.0 million of the 7.875% senior notes from fixed rate debt to variable rate debt. Under SFAS 133, a hedge of this interest rate risk in a recognized fixed rate liability can be designated as a fair value hedge under which the mark-to-market value of the swap is recorded on the consolidated balance sheets as an asset or liability with a corresponding increase or decrease in the carrying value of the debt. See Note 5 of the notes to consolidated financial statements included in this report for the adjustments made to the carrying value of the debt at June 30, 2002. During the Current Quarter, $21.2 million of the 7.875% senior notes were purchased and subsequently retired resulting in a $0.4 million gain on the repurchase of the debt related to the interest rate swap. As a result of these repurchases, $107.8 million of the interest rate swap was designated as a fair value hedge under SFAS 133 at June 30, 2002. Results from interest rate hedging transactions are reflected as adjustments to interest expense in the corresponding months covered by the swap agreement. The remaining $92.2 million of the interest rate swap has not been designated as a fair value hedge. The mark-to-market value of this portion of the instrument is recorded as a derivative asset or liability on the consolidated balance sheets with the offsetting amount reflected in risk management income (loss) on the consolidated statements of operations. The amount recorded in risk management income (loss) will be reversed and reflected in interest expense over the term of the swap. The estimated fair value of the interest rate swap at June 30, 2002 was an asset of approximately $5.0 million comprised of $1.6 million reflected as risk management income, $1.4 million reflected as an increase in the carrying value of the long-term debt, $1.6 million reflected as a reduction in interest expense and $0.4 reflected as other income related to the gain on the repurchase of debt. 9

In June 2002, we entered into an additional interest rate swap. The terms of this swap agreement are as follows:

TERM NOTIONAL AMOUNT FIXED RATE FLOATING RATE ---- --------------- ---------- ------------- July 2002 - July 2004 $100,000,000 4.000% U.S. six-month LIBOR in arrears
If the floating rate is less than the fixed rate, the counterparty will pay us accordingly. If the floating rate exceeds the fixed rate, we will pay the counterparty. Payments under this interest rate swap are made on July 2 and January 2 of each year beginning January 2, 2003. The estimated fair value of the interest rate swap at June 30, 2002 was negligible. In July 2002, we closed both interest rate swaps for a combined gain of $8.6 million. Gains totaling $6.6 million, in addition to the $2.0 million gain already realized in the Current Quarter, will be recognized as reductions to interest expense over the remaining terms of the swaps. In April 2002, we entered into a swaption agreement in order to monetize the embedded call option in the remaining $142.7 million of our 8.5% senior notes. We received $7.8 million from the counterparty at the time we entered into this agreement. The terms of the swaption are as follows:
TERM NOTIONAL AMOUNT FIXED RATE FLOATING RATE ---- --------------- ---------- ------------- March 2004 - March 2012 $142,665,000 8.500% U.S. six-month LIBOR plus 75 basis points
Under the terms of the swaption agreement, the counterparty will have the option to initiate an interest rate swap on March 11, 2004 pursuant to the terms shown above. If the counterparty chooses to initiate the interest rate swap, the payments under the swap will coincide with the semi-annual interest payments on our 8.5% senior notes which are paid on September 15 and March 15 of each year. On each payment date, if the fixed rate exceeds the floating rate, we will pay the counterparty, and if the floating rate exceeds the fixed rate, the counterparty will pay us accordingly. If the counterparty does not choose to initiate the interest rate swap, the swaption agreement will expire and no future obligations will exist for either party. According to SFAS 133, a fair value hedge relationship exists between the embedded call option in the 8.5% senior notes and our swaption agreement. Accordingly, the mark-to-market value of the swaption is recorded on the consolidated balance sheets as an asset or liability with a corresponding increase or decrease to the debt's carrying value. Any change in the fair value of the swaption resulting from ineffectiveness is recorded currently in the consolidated statements of operations as risk management income (loss). We have recorded a decrease in the carrying value of the debt of $7.8 million related to the swaption as of June 30, 2002. Of this amount, $8.9 million represents the mark-to-market valuation of the swaption offset by $1.1 million of estimated ineffectiveness of the swaption as determined under SFAS 133. See Note 5 of the notes to consolidated financial statements included in this report for the adjustments made to the carrying value of the debt at June 30, 2002. Results of the swaption will be reflected as adjustments to interest expense in the corresponding months covered by the swaption agreement. Risk management income related to our fair value hedges is comprised of the following ($ in thousands):
THREE MONTHS ENDED SIX MONTHS ENDED JUNE 30, 2002 JUNE 30, 2002 ----------------- ---------------- Risk management income: Change in fair value of derivatives not qualifying for fair value hedge accounting .................................... $ 2,454 $ 2,301 Reclassification of (gain) on settled contracts .................. (731) (731) Ineffective portion of derivatives qualifying for fair value hedge accounting ............................................... (1,100) (1,100) ------------ ------------ Total .......................................................... $ 623 $ 470 ============ ============
10

Fair Value of Financial Instruments The following disclosure of the estimated fair value of financial instruments is made in accordance with the requirements of Statement of Financial Accounting Standards No. 107, Disclosures About Fair Value of Financial Instruments. We have determined the estimated fair value amounts by using available market information and valuation methodologies. Considerable judgment is required in interpreting market data to develop the estimates of fair value. The use of different market assumptions or valuation methodologies may have a material effect on the estimated fair value amounts. The carrying values of items comprising current assets and current liabilities approximate fair values due to the short-term maturities of these instruments. We estimate the fair value of our long-term (including current maturities), fixed-rate debt using primarily quoted market prices. Excluding the impact of our fair value hedges, our carrying amount for such debt at December 31, 2001 and June 30, 2002 was $1,330.1 million and $1,287.9 million, respectively, compared to approximate fair values of $1,343.0 and $1,297.3 million, respectively. The carrying value of other long-term debt, which consists of amounts outstanding under our revolving bank credit facility, approximates its fair value as interest rates on the facility are based on prevailing market rates. The carrying amount for our 6.75% convertible preferred stock at June 30, 2002 was $149.9 million, compared to the approximate fair value of $173.9 million. Concentration of Credit Risk A significant portion of our liquidity is concentrated in cash and cash equivalents, including restricted cash, and derivative instruments that enable us to hedge a portion of our exposure to price volatility from producing oil and natural gas and interest rate volatility. These arrangements expose us to credit risk from our counterparties. Other financial instruments which potentially subject us to concentrations of credit risk consist principally of investments in debt instruments and accounts receivables. Our accounts receivable are primarily from purchasers of oil and natural gas products and exploration and production companies which own interests in properties we operate. The concentration of these assets in the oil and gas industry has the potential to impact our overall exposure to credit risk, either positively or negatively, in that our customers may be similarly affected by changes in economic, industry or other conditions. We generally require letters of credit for receivables from customers which are judged to have sub-standard credit, unless the credit risk can otherwise be mitigated. Cash and cash equivalents are deposited with major banks or institutions with high credit ratings. 3. CONTINGENCIES AND COMMITMENTS West Panhandle Field Cessation Cases. One of our subsidiaries, Chesapeake Panhandle Limited Partnership ("CP") (f/k/a MC Panhandle, Inc.), and two subsidiaries of Kinder Morgan, Inc. have been defendants in 16 lawsuits filed between June 1997 and December 2001 by royalty owners seeking the cancellation of oil and gas leases in the West Panhandle Field in Texas. MC Panhandle, Inc., which we acquired in April 1998, has owned the leases since January 1, 1997. The co-defendants are prior lessees. The plaintiffs in these cases have claimed the leases terminated upon the cessation of production for various periods, primarily during the 1960s. In addition, the plaintiffs have sought to recover conversion damages, exemplary damages, attorneys' fees and interest. The defendants have asserted that any cessation of production was excused and have pled affirmative defenses of limitations, waiver, temporary estoppel, laches and title by adverse possession. Four of the 16 cases have been tried, and there have been appellate decisions in three of them. In January 2001, we settled the claims of the principal plaintiffs in eight cases tried or pending in the District Court of Moore County, Texas, 69th Judicial District. The settlement was not material to our financial condition or results of operations. In December 2001, the Texas Supreme Court accepted for review petitions we filed with respect to the claims of the non-settling plaintiffs in two of the cases covered by the settlement. The Court heard oral arguments in March 2002 and has not yet issued a decision. There are eight other related West Panhandle cessation cases which are pending, three in the District Court of Moore County, Texas, 69th Judicial District, two in the District Court of Carson County, Texas, 100th Judicial District, and three in the U.S. District Court, Northern District of Texas, Amarillo Division. In one of the Moore County cases, CP and the other defendants have appealed a January 2000 judgment notwithstanding verdict in favor 11

of plaintiffs. In addition to quieting title to the lease (including existing gas wells and all attached equipment) in plaintiffs, the court awarded actual damages against CP in the amount of $716,400 and exemplary damages in the amount of $25,000. The court further awarded, jointly and severally from all defendants, $160,000 in attorneys' fees and interest and court costs. On March 28, 2001, the Amarillo Court of Appeals reversed and rendered judgment in favor of CP and the other defendants, finding that the subject leases had been revived as a matter of law, making all other issues moot. Plaintiffs have filed petitions requesting that the Texas Supreme Court accept the case for review. In another of the Moore County, Texas cases, in June 1999, the court granted plaintiffs' motion for summary judgment in part, finding that the lease had terminated due to the cessation of production, subject to the defendants' affirmative defenses. In February 2001, the court granted plaintiffs' motion for summary judgment on defendants' affirmative defenses but reversed its ruling that the lease had terminated as a matter of law. In one of the U.S. District Court cases, after a trial in May 1999, the jury found plaintiffs' claims were barred by the payment of shut-in royalties, laches and revivor. Plaintiffs have moved for a new trial. There are motions pending in two other cases, and the remaining three cases are in the pleading stage. We have previously established an accrued liability we believe will be sufficient to cover the estimated costs of litigation for each of the pending cases. Because of the inconsistent verdicts reached by the juries in the four cases tried to date and because the amount of damages sought is not specified in all of the pending cases, the outcome of any future trials and the amount of damages that might ultimately be awarded could differ from management's estimates. CP and the other defendants are vigorously defending against the plaintiffs' claims. Royalty. Owner Litigation. Recently royalty owners have commenced litigation against a number of companies in the oil and gas production business claiming that amounts paid for production attributable to the royalty owners' interest violated the terms of the applicable leases and state law, that deductions from the proceeds of oil and gas production were unauthorized under the applicable leases and that amounts received by upstream sellers should be used to compute the amounts paid to the royalty owners. In the course of our oil and gas marketing activities, a portion of the foregoing litigation has been commenced as class action suits including four class action suits filed against Chesapeake and others which we believe do not represent valid claims or, if valid, are not material. As new cases are decided and the law in this area continues to develop, our liability relating to the marketing of oil and gas may increase or decrease. We will continue to monitor the court decisions to ensure that our operations and practices minimize any exposure and to recognize any charges that may be appropriate. Chesapeake is currently involved in various other routine disputes incidental to its business operations. Management, after consultation with legal counsel, is of the opinion that the final resolution of all such currently pending or threatened litigation is not likely to have a material adverse effect on the consolidated financial position or results of operations of Chesapeake. Due to the nature of the oil and gas business, Chesapeake and its subsidiaries are exposed to possible environmental risks. Chesapeake has implemented various policies and procedures to avoid environmental contamination and risks from environmental contamination. Chesapeake is not aware of any potential material environmental issues or claims. 4. NET INCOME PER SHARE Statement of Financial Accounting Standards No. 128, Earnings Per Share, requires presentation of "basic" and "diluted" earnings per share, as defined, on the face of the statements of operations for all entities with complex capital structures. SFAS 128 requires a reconciliation of the numerator and denominator of the basic and diluted EPS computations. The following securities were not included in the calculation of diluted earnings per share, as the effect was antidilutive: o For the Prior Quarter, the Current Quarter, the Prior Period and the Current Period, outstanding warrants to purchase 1.1 million shares of common stock at a weighted average exercise price of $12.61 were antidilutive because the exercise prices of the warrants were greater than the average price of the common stock. o For the Prior Quarter, the Current Quarter, the Prior Period and the Current Period, outstanding options to purchase 0.3 million, 0.3 million, 0.2 million and 0.4 million shares of common stock at a weighted average exercise price of $15.98, $15.30, $18.78 and $14.44, respectively, were antidilutive because the exercise prices of the options were greater than the average market price of the common stock. o As a result of the Current Period's net loss to common shareholders, the diluted shares do not include the effect of outstanding stock options to purchase 5.9 million shares of common stock at a weighted average exercise price of $3.90, the assumed conversion of the outstanding 6.75% preferred stock (convertible into 19.5 million common shares), the common stock equivalent of preferred stock outstanding prior to conversion (11,480 shares) or warrants to purchase 6,574 shares of common stock at a weighted average exercise price of $0.05 as the effects were antidilutive. 12

A reconciliation for the three months ended June 30, 2001 and 2002 and the six months ended June 30, 2001 is as follows:

INCOME SHARES PER SHARE (NUMERATOR) (DENOMINATOR) AMOUNT ------------ ------------ ------------ (IN THOUSANDS, EXCEPT PER SHARE DATA) FOR THE THREE MONTHS ENDED JUNE 30, 2001: BASIC EPS Income available to common shareholders ............................ $ 39,303 162,588 $ 0.24 ============ EFFECT OF DILUTIVE SECURITIES Assumed conversion at the beginning of the period of Preferred shares exchanged during the period: Common shares issued ............................................. -- 1,432 Preferred stock dividends ........................................ 182 -- Employee stock options ............................................. -- 7,294 Warrants assumed in Gothic acquisition ............................. -- 7 ------------ ------------ DILUTED EPS Income available to common shareholders and assumed conversions ...................................................... $ 39,485 171,321 $ 0.23 ============ ============ ============
INCOME SHARES PER SHARE (NUMERATOR) (DENOMINATOR) AMOUNT ------------ ------------- ------------ (IN THOUSANDS, EXCEPT PER SHARE DATA) FOR THE THREE MONTHS ENDED JUNE 30, 2002: BASIC EPS Income available to common shareholders ............................ $ 22,503 165,963 $ 0.14 ============ EFFECT OF DILUTIVE SECURITIES Preferred stock dividends .......................................... 2,530 -- Assumed conversion of 6.75% preferred stock at beginning of period .............................................. -- 19,478 Employee stock options ............................................. -- 6,500 Warrants assumed in Gothic acquisition ............................. -- 6 ------------ ------------ DILUTED EPS Income available to common shareholders and assumed conversions ...................................................... $ 25,033 191,947 $ 0.13 ============ ============ ============
INCOME SHARES PER SHARE (NUMERATOR) (DENOMINATOR) AMOUNT ------------ ------------- ------------ (IN THOUSANDS, EXCEPT PER SHARE DATA) FOR THE SIX MONTHS ENDED JUNE 30, 2001: BASIC EPS Income available to common shareholders ............................ $ 109,045 160,161 $ 0.68 ============ EFFECT OF DILUTIVE SECURITIES Assumed conversion at the beginning of the period of preferred shares exchanged during the period: Common shares issued ............................................. -- 2,952 Preferred stock dividends ........................................ 728 -- Employee stock options ............................................. -- 7,715 Warrants assumed in Gothic acquisition ............................. -- 7 ------------ ------------ DILUTED EPS Income available to common shareholders and assumed conversions ...................................................... $ 109,773 170,835 $ 0.64 ============ ============ ============
In a private offering on November 13, 2001 we issued 3.0 million shares of 6.75% cumulative convertible preferred stock at a par value $0.01 per share with a liquidation preference of $50 per share. We subsequently registered the shares of the preferred stock and the underlying common stock for resale under the Securities Act of 1933. 13

5. SENIOR NOTES AND REVOLVING CREDIT FACILITY At June 30, 2002, our long-term debt, net of current maturities, consisted of the following ($ in thousands):

7.875% senior notes, due 2004 ........................ $ 107,799 8.375% senior notes, due 2008 ........................ 250,000 8.125% senior notes, due 2011 ........................ 800,000 8.5% senior notes, due 2012 .......................... 142,665 Revolving bank credit facility ....................... 45,000 Discount on senior notes ............................. (12,697) Discount for interest rate swap and swaption ......... (6,416) ------------- Total .............................................. $ 1,326,351 =============
During the Current Period, we purchased and subsequently retired $42.2 million of the 7.875% senior notes for total consideration of $44.0 million, including $0.8 million of accrued interest and $1.0 million of redemption premium. We have a $225 million revolving bank credit facility (with a committed borrowing base of $225 million) which matures in September 2003. As of June 30, 2002, we had borrowed $45.0 million under this facility and were using $11.1 million of the facility to secure various letters of credit. Borrowings under the facility are collateralized by certain producing oil and gas properties and bear interest at either the reference rate of Union Bank of California, N.A., or London Interbank Offered Rate (LIBOR), at our option, plus a margin that varies according to total facility usage. The unused portion of the facility is subject to an annual commitment fee of 0.50%. Interest is payable quarterly. The collateral value and borrowing base are redetermined periodically. The maturity of the bank credit facility can be extended at our option to June 2005 if we satisfy certain conditions. The credit facility contains various covenants and restrictive provisions which restrict our ability to incur additional indebtedness, sell properties, pay dividends, purchase or redeem our capital stock, make investments or loans, purchase certain of our senior notes, create liens, and make acquisitions. The credit facility requires us to maintain a current ratio of at least 1 to 1 (as defined in the credit facility) and a fixed charge coverage ratio of at least 2.5 to 1. If we should fail to perform our obligations under these and other covenants, the revolving credit commitment could be terminated and any outstanding borrowings under the facility could be declared immediately due and payable. If such an acceleration involved principal in excess of $10 million, the acceleration would constitute an event of default under our senior note indentures, which could in turn result in the acceleration of our senior note indebtedness. The credit facility also has cross default provisions that apply to other indebtedness we may have with an outstanding principal balance in excess of $5.0 million. Our senior notes are unsecured senior obligations of Chesapeake and rank equally with all of our other unsecured indebtedness. The senior note indentures contain covenants limiting us and the guarantor subsidiaries with respect to asset sales; restricted payments; the incurrence of additional indebtedness and the issuance of preferred stock; liens; sale and leaseback transactions; lines of business; dividend and other payment restrictions affecting guarantor subsidiaries; mergers or consolidations; and transactions with affiliates. The senior note indentures also limit our ability to make restricted payments (as defined), including the payment of cash dividends, unless the debt incurrence and other tests are met. Chesapeake is a holding company and owns no operating assets and has no significant operations independent of its subsidiaries. Our obligations under the 8.375% senior notes, the 8.125% senior notes, the 7.875% senior notes and the 8.5% senior notes have been fully and unconditionally guaranteed, on a joint and several basis, by each of our "restricted subsidiaries" (as defined in the respective indentures governing these notes) (collectively, the "guarantor subsidiaries"). Each guarantor subsidiary is a direct or indirect wholly-owned subsidiary. Set forth below are condensed consolidating financial statements of the guarantor subsidiaries and Chesapeake Energy Marketing, Inc, which is not a guarantor of the senior notes and was a non-guarantor subsidiary for all periods presented. All of our other wholly-owned subsidiaries were guarantor subsidiaries during all periods presented. 14

CONDENSED CONSOLIDATED BALANCE SHEET AS OF DECEMBER 31, 2001 ($ IN THOUSANDS)

NON- GUARANTOR GUARANTOR SUBSIDIARY SUBSIDIARY PARENT ELIMINATIONS CONSOLIDATED ----------- ----------- ----------- ------------- ------------- ASSETS CURRENT ASSETS: Cash and cash equivalents ....................... $ (7,905) $ 19,714 $ 113,151 $ -- $ 124,960 Accounts receivable ............................. 113,493 30,380 2,715 (18,338) 128,250 Short-term derivative instruments ............... 97,544 -- -- -- 97,544 Inventory and other ............................. 10,208 421 -- -- 10,629 ----------- ----------- ----------- ------------- ------------- Total Current Assets .................... 213,340 50,515 115,866 (18,338) 361,383 ----------- ----------- ----------- ------------- ------------- PROPERTY AND EQUIPMENT: Oil and gas properties .......................... 3,546,163 -- -- -- 3,546,163 Unevaluated leasehold ........................... 66,205 -- -- -- 66,205 Other property and equipment .................... 53,681 23,537 38,476 -- 115,694 Less: accumulated depreciation, depletion and amortization ............................. (1,920,613) (18,668) (3,200) -- (1,942,481) ----------- ----------- ----------- ------------- ------------- Net Property and Equipment .............. 1,745,436 4,869 35,276 -- 1,785,581 ----------- ----------- ----------- ------------- ------------- OTHER ASSETS: Investments in subsidiaries and intercompany advances ........................ -- -- (21,054) 21,054 -- Long-term derivative receivable ................. 18,852 -- -- -- 18,852 Deferred income tax asset ....................... (218,596) (1,376) 287,753 -- 67,781 Long-term derivative instruments ................ 6,370 -- -- -- 6,370 Long-term investments ........................... -- -- 29,849 -- 29,849 Other assets .................................... 5,589 334 11,050 (21) 16,952 ----------- ----------- ----------- ------------- ------------- Total Other Assets ...................... (187,785) (1,042) 307,598 21,033 139,804 ----------- ----------- ----------- ------------- ------------- TOTAL ASSETS ...................................... $ 1,770,991 $ 54,342 $ 458,740 $ 2,695 $ 2,286,768 =========== =========== =========== ============= ============= LIABILITIES AND STOCKHOLDERS' EQUITY (DEFICIT) CURRENT LIABILITIES: Notes payable and current maturities of long-term debt ............................... $ 602 $ -- $ -- $ -- $ 602 Accounts payable and other current liabilities .. 127,967 36,755 26,338 (18,281) 172,779 ----------- ----------- ----------- ------------- ------------- Total Current Liabilities ............... 128,569 36,755 26,338 (18,281) 173,381 ----------- ----------- ----------- ------------- ------------- LONG-TERM DEBT .................................... -- -- 1,329,453 -- 1,329,453 ----------- ----------- ----------- ------------- ------------- REVENUES AND ROYALTIES DUE OTHERS ................. 12,696 -- -- -- 12,696 ----------- ----------- ----------- ------------- ------------- OTHER LIABILITIES ................................. 3,831 -- -- -- 3,831 ----------- ----------- ----------- ------------- ------------- INTERCOMPANY PAYABLES ............................. 1,664,517 19 (1,664,458) (78) -- ----------- ----------- ----------- ------------- ------------- STOCKHOLDERS' EQUITY (DEFICIT): Common Stock .................................... 66 1 1,686 (57) 1,696 Other ........................................... (38,688) 17,567 765,721 21,111 765,711 ----------- ----------- ----------- ------------- ------------- Total Stockholders' Equity (Deficit) .... (38,622) 17,568 767,407 21,054 767,407 ----------- ----------- ----------- ------------- ------------- TOTAL LIABILITIES AND STOCKHOLDERS' EQUITY ........ $ 1,770,991 $ 54,342 $ 458,740 $ 2,695 $ 2,286,768 =========== =========== =========== ============= =============
15

CONDENSED CONSOLIDATED BALANCE SHEET AS OF JUNE 30, 2002 ($ IN THOUSANDS)

GUARANTOR NON-GUARANTOR SUBSIDIARIES SUBSIDIARY PARENT ELIMINATIONS CONSOLIDATED ------------ ------------- ----------- ------------- ------------- ASSETS CURRENT ASSETS: Cash and cash equivalents ........................ $ 382 $ 6,043 $ 2 $ -- $ 6,427 Accounts receivable .............................. 100,967 54,915 5,610 (28,940) 132,552 Short-term derivative accounts receivable ........ 16,069 -- -- -- 16,069 Short-term derivative instruments ................ 8,033 -- 4,476 -- 12,509 Inventory and other .............................. 9,829 683 10 -- 10,522 ----------- ----------- ----------- ------------- ------------- Total Current Assets ...................... 135,280 61,641 10,098 (28,940) 178,079 ----------- ----------- ----------- ------------- ------------- PROPERTY AND EQUIPMENT: Oil and gas properties ........................... 3,920,587 -- -- -- 3,920,587 Unevaluated leasehold ............................ 59,907 -- -- -- 59,907 Other property and equipment ..................... 58,441 26,929 47,152 -- 132,522 Less: accumulated depreciation, depletion and amortization ..................... (2,021,415) (19,293) (3,742) -- (2,044,450) ----------- ----------- ----------- ------------- ------------- Net Property and Equipment ................ 2,017,520 7,636 43,410 -- 2,068,566 ----------- ----------- ----------- ------------- ------------- OTHER ASSETS: Investments in subsidiaries and intercompany advances .......................... -- -- 232,526 (232,526) -- Long-term derivative receivable .................. 8,351 -- -- -- 8,351 Deferred income tax asset ........................ (91,989) (1,764) 129,158 -- 35,405 Long-term investments ............................ -- -- 25,089 -- 25,089 Long-term derivative instruments ................. -- -- 515 -- 515 Other assets ..................................... 3,992 193 10,064 (26) 14,223 ----------- ----------- ----------- ------------- ------------- Total Other Assets ........................ (79,646) (1,571) 397,352 (232,552) 83,583 ----------- ----------- ----------- ------------- ------------- TOTAL ASSETS ....................................... $ 2,073,154 $ 67,706 $ 450,860 $ (261,492) $ 2,330,228 =========== =========== =========== ============= ============= LIABILITIES AND STOCKHOLDERS' EQUITY CURRENT LIABILITIES: Notes payable and current maturities of long-term debt .............................. $ 154 $ -- $ -- $ -- $ 154 Accounts payable and other current liabilities ... 148,270 46,154 31,562 (28,943) 197,043 Short-term derivative instruments ................ 461 -- -- -- 461 ----------- ----------- ----------- ------------- ------------- Total Current Liabilities ................. 148,885 46,154 31,562 (28,943) 197,658 ----------- ----------- ----------- ------------- ------------- LONG-TERM DEBT ..................................... 45,000 -- 1,281,351 -- 1,326,351 ----------- ----------- ----------- ------------- ------------- REVENUES AND ROYALTIES DUE OTHERS .................. 12,948 -- -- -- 12,948 ----------- ----------- ----------- ------------- ------------- LONG-TERM DERIVATIVE INSTRUMENTS ................... 35,285 -- 16,731 -- 52,016 ----------- ----------- ----------- ------------- ------------- OTHER LIABILITIES .................................. 7,833 -- -- -- 7,833 ----------- ----------- ----------- ------------- ------------- INTERCOMPANY PAYABLES .............................. 1,613,348 (1,119) (1,612,206) (23) -- ----------- ----------- ----------- ------------- ------------- STOCKHOLDERS' EQUITY: Common Stock ..................................... 66 1 1,699 (57) 1,709 Other ............................................ 209,789 22,670 731,723 (232,469) 731,713 ----------- ----------- ----------- ------------- ------------- Total Stockholders' Equity ................ 209,855 22,671 733,422 (232,526) 733,422 ----------- ----------- ----------- ------------- ------------- TOTAL LIABILITIES AND STOCKHOLDERS' EQUITY ........................................... $ 2,073,154 $ 67,706 $ 450,860 $ (261,492) $ 2,330,228 =========== =========== =========== ============= =============
16

CONDENSED CONSOLIDATED STATEMENTS OF OPERATIONS ($ IN THOUSANDS)

NON- GUARANTOR GUARANTOR SUBSIDIARIES SUBSIDIARY PARENT ELIMINATIONS CONSOLIDATED ------------- ---------- -------- ------------- ------------- FOR THE THREE MONTHS ENDED JUNE 30, 2001: REVENUES: Oil and gas sales ............................... $ 175,225 $ -- $ -- $ -- $ 175,225 Risk management income .......................... 62,455 -- -- -- 62,455 Oil and gas marketing sales ..................... -- 108,600 -- (70,599) 38,001 ------------- --------- -------- ------------- ------------- Total Revenues ................................ 237,680 108,600 -- (70,599) 275,681 ------------- --------- -------- ------------- ------------- OPERATING COSTS: Production expenses and taxes ................... 28,833 -- -- -- 28,833 General and administrative ...................... 2,550 259 64 -- 2,873 Oil and gas marketing expenses .................. -- 107,512 -- (70,599) 36,913 Oil and gas depreciation, depletion and amortization ............................. 39,910 -- -- -- 39,910 Other depreciation and amortization ............. 1,287 20 530 -- 1,837 ------------- --------- -------- ------------- ------------- Total Operating Costs ......................... 72,580 107,791 594 (70,599) 110,366 ------------- --------- -------- ------------- ------------- INCOME (LOSS) FROM OPERATIONS ..................... 165,100 809 (594) -- 165,315 ------------- --------- -------- ------------- ------------- OTHER INCOME (EXPENSE): Interest and other income ....................... 697 (101) 23,808 (23,721) 683 Interest expense ................................ (24,201) -- (22,504) 23,721 (22,984) Equity in net earnings of subsidiaries .......... -- -- 76,888 (76,888) -- ------------- --------- -------- ------------- ------------- Total Other Income (Expense) .................. (23,504) (101) 78,192 (76,888) (22,301) ------------- --------- -------- ------------- ------------- INCOME BEFORE INCOME TAXES AND EXTRAORDINARY ITEMS ........................ 141,596 708 77,598 (76,888) 143,014 INCOME TAX EXPENSE ................................ 56,961 284 284 -- 57,529 ------------- --------- -------- ------------- ------------- NET INCOME BEFORE EXTRAORDINARY ITEMS ............. 84,635 424 77,314 (76,888) 85,485 ------------- --------- -------- ------------- ------------- EXTRA ORDINARY ITEMS: Loss on early extinguishment of debt, net of applicable income tax .................... (8,171) -- (37,829) -- (46,000) ------------- --------- -------- ------------- ------------- NET INCOME ........................................ $ 76,464 $ 424 $ 39,485 $ (76,888) $ 39,485 ============= ========= ======== ============= =============
NON- GUARANTOR GUARANTOR SUBSIDIARIES SUBSIDIARY PARENT ELIMINATIONS CONSOLIDATED ------------- ------------ ------------ ------------- ------------- FOR THE THREE MONTHS ENDED JUNE 30, 2002: REVENUES: Oil and gas sales ............................ $ 152,009 $ -- $ -- $ -- $ 152,009 Risk management income (loss) ................ (1,103) -- 622 -- (481) Oil and gas marketing sales .................. -- 138,964 -- (96,179) 42,785 ------------- ------------ ------------ ------------- ------------- Total Revenues ............................. 150,906 138,964 622 (96,179) 194,313 ------------- ------------ ------------ ------------- ------------- OPERATING COSTS: Production expenses and taxes ................ 32,153 -- -- -- 32,153 General and administrative ................... 3,365 441 53 -- 3,859 Oil and gas marketing expenses ............... -- 137,360 -- (96,179) 41,181 Oil and gas depreciation, depletion and amortization ............................ 50,778 -- -- -- 50,778 Other depreciation and amortization .......... 2,484 493 675 -- 3,652 ------------- ------------ ------------ ------------- ------------- Total Operating Costs ...................... 88,780 138,294 728 (96,179) 131,623 ------------- ------------ ------------ ------------- ------------- INCOME (LOSS) FROM OPERATIONS .................. 62,126 670 (106) -- 62,690 ------------- ------------ ------------ ------------- ------------- OTHER INCOME (EXPENSE): Interest and other income .................... 943 112 29,702 (27,038) 3,719 Interest expense ............................. (26,061) (8) (25,659) 27,038 (24,690) Equity in net earnings of subsidiaries ....... -- -- 22,671 (22,671) -- ------------- ------------ ------------ ------------- ------------- Total Other Income (Expense) ............... (25,118) 104 26,714 (22,671) (20,971) ------------- ------------ ------------ ------------- ------------- INCOME BEFORE INCOME TAXES ..................... 37,008 774 26,608 (22,671) 41,719 INCOME TAX EXPENSE ............................. 14,802 309 1,575 -- 16,686 ------------- ------------ ------------ ------------- ------------- NET INCOME ..................................... $ 22,206 $ 465 $ 25,033 $ (22,671) $ 25,033 ============= ============ ============ ============= =============
17

CONDENSED CONSOLIDATED STATEMENTS OF OPERATIONS ($ IN THOUSANDS)

NON- GUARANTOR GUARANTOR SUBSIDIARIES SUBSIDIARY PARENT ELIMINATIONS CONSOLIDATED ------------- ------------ ------------ ------------- ------------- FOR THE SIX MONTHS ENDED JUNE 30, 2001: REVENUES: Oil and gas sales ......................... $ 396,444 $ -- $ -- $ -- $ 396,444 Risk management income .................... 62,455 -- -- -- 62,455 Oil and gas marketing sales ............... -- 242,513 -- (148,347) 94,166 ------------- ------------ ------------ ------------- ------------- Total Revenues .......................... 458,899 242,513 -- (148,347) 553,065 ------------- ------------ ------------ ------------- ------------- OPERATING COSTS: Production expenses and taxes ............. 60,916 -- -- -- 60,916 General and administrative ................ 6,093 609 172 -- 6,874 Oil and gas marketing expenses ............ -- 239,738 -- (148,347) 91,391 Oil and gas depreciation, depletion and amortization ......................... 78,083 -- -- -- 78,083 Other depreciation and amortization ....... 2,349 40 1,401 -- 3,790 ------------- ------------ ------------ ------------- ------------- Total Operating Costs ................... 147,441 240,387 1,573 (148,347) 241,054 ------------- ------------ ------------ ------------- ------------- INCOME (LOSS) FROM OPERATIONS ............... 311,458 2,126 (1,573) -- 312,011 ------------- ------------ ------------ ------------- ------------- OTHER INCOME (EXPENSE): Interest and other income ................. 1,139 (26) 46,542 (46,403) 1,252 Interest expense .......................... (52,015) (1) (43,260) 46,403 (48,873) Gothic standby credit facility costs ...... -- -- (3,392) -- (3,392) Equity in net earnings of subsidiaries .... -- -- 148,612 (148,612) -- ------------- ------------ ------------ ------------- ------------- Total Other Income (Expense) ............ (50,876) (27) 148,502 (148,612) (51,013) ------------- ------------ ------------ ------------- ------------- INCOME BEFORE INCOME TAXES AND EXTRAORDINARY ITEMS ................... 260,582 2,099 146,929 (148,612) 260,998 INCOME TAX EXPENSE .......................... 105,058 840 (673) -- 105,225 ------------- ------------ ------------ ------------- ------------- NET INCOME BEFORE EXTRAORDINARY ITEMS ....... 155,524 1,259 147,602 (148,612) 155,773 EXTRAORDINARY ITEMS: Loss on early extinguishment of debt, net of applicable income tax ..... (8,171) -- (37,829) -- (46,000) ------------- ------------ ------------ ------------- ------------- NET INCOME .................................. $ 147,353 $ 1,259 $ 109,773 $ (148,612) $ 109,773 ============= ============ ============ ============= =============
NON- GUARANTOR GUARANTOR SUBSIDIARIES SUBSIDIARY PARENT ELIMINATIONS CONSOLIDATED ------------- ------------ ------------ ------------- ------------- FOR THE SIX MONTHS ENDED JUNE 30, 2002: REVENUES: Oil and gas sales ......................... $ 293,980 $ -- $ -- $ -- $ 293,980 Risk management income (loss) ............. (80,418) -- 469 -- (79,949) Oil and gas marketing sales ............... -- 228,429 -- (158,311) 70,118 ------------ ------------ ----------- ------------- ------------- Total Revenues .......................... 213,562 228,429 469 (158,311) 284,149 ------------ ------------ ----------- ------------- ------------- OPERATING COSTS: Production expenses and taxes ............. 59,429 -- -- -- 59,429 General and administrative ................ 6,995 892 266 -- 8,153 Oil and gas marketing expenses ............ -- 225,999 -- (158,311) 67,688 Oil and gas depreciation, depletion and amortization ....................... 99,397 -- -- -- 99,397 Other depreciation and amortization ....... 4,655 770 1,337 -- 6,762 ------------ ------------ ---------- ------------ ------------- Total Operating Costs ................... 170,476 227,661 1,603 (158,311) 241,429 ------------ ------------ ---------- ------------ ------------- INCOME (LOSS) FROM OPERATIONS ............... 43,086 768 (1,134) -- 42,720 ------------ ------------ ---------- ------------ ------------- OTHER INCOME (EXPENSE): Interest and other income ................. 1,152 211 57,817 (54,507) 4,673 Interest expense .......................... (52,630) (8) (53,519) 54,507 (51,650) Equity in net earnings of subsidiaries .... -- -- (4,451) 4,451 -- ------------ ------------ ---------- ----------- ------------- Total Other Income (Expense) ............ (51,478) 203 (153) 4,451 (46,977) ------------ ------------ ---------- ----------- ------------- INCOME (LOSS) BEFORE INCOME TAXES ........... (8,392) 971 (1,287) 4,451 (4,257) INCOME TAX EXPENSE (BENEFIT) ................ (3,358) 388 1,266 -- (1,704) ------------ ------------ ---------- ----------- ------------- NET INCOME (LOSS) ........................... $ (5,034) $ 583 $ (2,553) $ 4,451 $ (2,553) ============ ============ ========== =========== =============
18

CONDENSED CONSOLIDATED STATEMENTS OF CASH FLOWS ($ IN THOUSANDS)

GUARANTOR NON-GUARANTOR SUBSIDIARIES SUBSIDIARY PARENT ELIMINATIONS CONSOLIDATED ------------ ------------- ----------- ------------ ------------ FOR THE SIX MONTHS ENDED JUNE 30, 2001: CASH FLOWS FROM OPERATING ACTIVITIES ......................................... $ 286,797 $ 5,219 $ 94,153 $ (89,167) $ 297,002 ------------ ----------- ----------- ------------ ------------ CASH FLOWS FROM INVESTING ACTIVITIES: Oil and gas properties, net ........................ (281,326) -- -- -- (281,326) Proceeds from sale of assets ....................... 159 -- -- -- 159 Additions to other property and equipment .......... (14,712) (425) (5,627) -- (20,764) Other additions .................................... 480 -- (591) -- (111) ------------ ----------- ----------- ------------ ------------ Cash (used in) provided by investing activities .................................. (295,399) (425) (6,218) -- (302,042) ------------ ----------- ----------- ------------ ------------ CASH FLOWS FROM FINANCING ACTIVITIES: Proceeds from revolving bank credit facility ....... 273,000 -- -- -- 273,000 Payments on revolving bank credit facility ........ (138,000) -- -- -- (138,000) Cash paid for financing costs related to debt ...... (5,636) -- (6,578) -- (12,214) Cash dividends paid on preferred stock ............. -- -- (1,092) -- (1,092) Cash paid for repurchase of senior notes ........... -- -- (830,382) -- (830,382) Cash paid for repurchase premium on senior notes ... -- -- (75,639) -- (75,639) Cash received on issuance of senior notes .......... -- -- 786,664 -- 786,664 Exercise of stock options .......................... -- -- 2,782 -- 2,782 Other .............................................. -- -- (11) -- (11) Intercompany advances, net ......................... (124,937) (9,819) 45,589 89,167 -- ------------ ----------- ----------- ------------ ------------ Cash (used in) provided by financing activities .................................. 4,427 (9,819) (78,667) 89,167 5,108 ------------ ----------- ----------- ------------ ------------ Effect of exchange rate changes on cash ............ (68) -- -- -- (68) ------------ ----------- ----------- ------------ ------------ NET INCREASE (DECREASE) IN CASH ...................... (4,243) (5,025) 9,268 -- -- CASH, BEGINNING OF PERIOD ............................ (19,868) 7,200 12,668 -- -- ------------ ----------- ----------- ------------ ------------ CASH, END OF PERIOD .................................. $ (24,111) $ 2,175 $ 21,936 $ -- $ -- ============ =========== =========== ============ ============
GUARANTOR NON-GUARANTOR SUBSIDIARIES SUBSIDIARY PARENT ELIMINATIONS CONSOLIDATED ------------ ------------- ---------- ------------ ------------ FOR THE SIX MONTHS ENDED JUNE 30, 2002: CASH FLOWS FROM OPERATING ACTIVITIES ........................................ $ 213,416 $ (13,657) $ 10,615 $ 4,451 $ 214,825 ------------ ------------ ---------- ------------ ------------ CASH FLOWS FROM INVESTING ACTIVITIES: Oil and gas properties, net ....................... (180,607) -- (127,251) -- (307,858) Proceeds from sale of assets ...................... 62 -- -- -- 62 Additions to other property, plant and equipment and other .................................. (6,499) (3,408) (8,676) -- (18,583) Other investments, net ............................ -- -- 1,807 -- 1,807 ------------ ------------ ---------- ------------ ------------ Cash (used in) provided by investing activities ... (187,044) (3,408) (134,120) -- (324,572) ------------ ------------ ---------- ------------ ------------ CASH FLOWS FROM FINANCING ACTIVITIES: Proceeds from revolving bank credit facility ...... 45,000 -- -- -- 45,000 Cash paid for financing costs related to debt ..... -- -- (95) -- (95) Cash paid for repurchase of senior notes .......... -- -- (42,201) -- (42,201) Cash paid for repurchase premium on senior notes .. -- -- (1,019) -- (1,019) Cash dividends paid on preferred stock ............ -- -- (5,118) -- (5,118) Exercise of stock options ......................... -- -- 1,956 -- 1,956 Other ............................................. -- -- (74) -- (74) Intercompany advances, net ........................ (59,808) 3,394 60,865 (4,451) -- ------------ ------------ ---------- ------------ ------------ Cash (used in) provided by financing activities ... (14,808) 3,394 14,314 (4,451) (1,551) ------------ ------------ ---------- ------------ ------------ NET INCREASE (DECREASE) IN CASH AND CASH EQUIVALENTS ....................................... 11,564 (13,671) (109,191) -- (111,298) CASH, BEGINNING OF PERIOD ........................... (11,313) 19,714 109,193 -- 117,594 ------------ ------------ ---------- ------------ ------------ CASH, END OF PERIOD ................................. $ 251 $ 6,043 $ 2 $ -- $ 6,296 ============ ============ ========== ============ ============
19

CONDENSED CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (LOSS) ($ IN THOUSANDS)

GUARANTOR NON-GUARANTOR SUBSIDIARIES SUBSIDIARY PARENT ELIMINATIONS CONSOLIDATED ------------ ------------- ----------- ------------- ------------- FOR THE THREE MONTHS ENDED JUNE 30, 2001: Net income ......................................... $ 76,464 $ 424 $ 8,730 $ (46,133) $ 39,485 Other comprehensive income, net of income tax: Foreign currency translation ...................... 2,494 -- -- -- 2,494 Change in fair value of derivative instruments .... 53,331 -- -- -- 53,331 Reclassification of (gain) or loss on settled contracts ....................................... (2,314) -- -- -- (2,314) Ineffective portion of derivatives qualifying for cash flow hedge accounting .................. (576) -- -- -- (576) Equity in net other comprehensive income (loss) of subsidiaries ........................... -- -- 83,690 (83,690) -- ------------ ----------- ----------- ------------- ------------- Comprehensive income ............................... $ 129,399 $ 424 $ 92,420 $ (129,823) $ 92,420 ============ =========== =========== ============= =============
GUARANTOR NON-GUARANTOR SUBSIDIARIES SUBSIDIARY PARENT ELIMINATIONS CONSOLIDATED ------------ ------------- ---------- ------------- ------------- FOR THE THREE MONTHS ENDED JUNE 30, 2002: Net income ....................................... $ 22,206 $ 465 $ 25,033 $ (22,671) $ 25,033 Other comprehensive income (loss), net of income tax: Change in fair value of derivative instruments .. (2,242) -- -- -- (2,242) Reclassification of (gain) or loss on settled contracts ..................................... (1,683) -- -- -- (1,683) Ineffective portion of derivatives qualifying for cash flow hedge accounting ................ 815 -- -- -- 815 Equity in net other comprehensive income (loss) of subsidiaries ......................... -- -- (3,110) 3,110 -- ------------ ------------- ---------- ------------- ------------- Comprehensive income ............................. $ 19,096 $ 465 $ 21,923 $ (19,561) $ 21,923 ============ ============= ========== ============= =============
GUARANTOR NON-GUARANTOR SUBSIDIARIES SUBSIDIARY PARENT ELIMINATIONS CONSOLIDATED ------------ ------------- --------- ------------- ------------- FOR THE SIX MONTHS ENDED JUNE 30, 2001: Net income ........................................ $ 147,353 $ 1,259 $ 50,328 $ (89,167) $ 109,773 Other comprehensive income (loss), net of income tax: Foreign currency translation ..................... (725) -- -- -- (725) Cumulative effect of accounting change for financial derivatives ......................... (53,580) -- -- -- (53,580) Change in fair value of derivative instruments ... 95,469 -- -- -- 95,469 Reclassification of (gain) or loss on settled contracts ...................................... 16,012 -- -- -- 16,012 Ineffective portion of derivatives qualifying for cash flow hedge accounting ................. (576) -- -- -- (576) Equity in net other comprehensive income (loss) of subsidiaries .......................... -- -- 116,045 (116,045) -- ------------ ------------- --------- ------------- ------------- Comprehensive income .............................. $ 203,953 $ 1,259 $ 166,373 $ (205,212) $ 166,373 ============ ============= ========= ============= =============
GUARANTOR NON-GUARANTOR SUBSIDIARIES SUBSIDIARY PARENT ELIMINATIONS CONSOLIDATED ------------- ------------- --------- ------------- ------------- FOR THE SIX MONTHS ENDED JUNE 30, 2002: Net income (loss) ................................ $ (5,034) $ 583 $ (2,553) $ 4,451 $ (2,553) Other comprehensive income (loss), net of income tax: Change in fair value of derivative instruments .. (12,972) -- -- -- (12,972) Reclassification of (gain) or loss on settled contracts ..................................... (15,769) -- -- -- (15,769) Ineffective portion of derivatives qualifying for cash flow hedge accounting ................ 1,309 -- -- -- 1,309 Equity in net other comprehensive income (loss) of subsidiaries ......................... -- -- (27,432) 27,432 -- ------------- ------------- --------- ------------- ------------- Comprehensive income (loss) ...................... $ (32,466) $ 583 $ (29,985) $ 31,883 $ (29,985) ============= ============= ========= ============= =============
20

6. SEGMENT INFORMATION Chesapeake has two reportable segments under SFAS No. 131, Disclosures about Segments of an Enterprise and Related Information. One segment relates to our exploration and production activities, and the other segment relates to oil and gas marketing activities. The reportable segment information can be derived from Note 5 as Chesapeake Energy Marketing, Inc., is the only significant non-guarantor subsidiary and the only entity conducting marketing activities for all income statement periods presented. 7. ACQUISITIONS On June 28, 2002, we acquired Canaan Energy Corporation in a cash merger through a Chesapeake subsidiary. Under the agreement, all outstanding common shares of Canaan, other than the Canaan shares already owned by Chesapeake, were purchased at $18.00 per share in cash, and the outstanding options to acquire Canaan common stock were converted into the right to receive, for each share of Canaan common stock to be received upon exercise, the merger consideration less the per share exercise price and withholding taxes. The aggregate net cash consideration for the merger was $120 million, including the retirement of Canaan's outstanding indebtedness of approximately $43 million. 8. RECENT ACCOUNTING PRONOUNCEMENTS In June 2001, the Financial Accounting Standards Board issued Statement of Financial Accounting Standards Nos. 141 and 142. SFAS No. 141, Business Combinations, requires that the purchase method of accounting be used for all business combinations initiated after June 30, 2001. SFAS No. 142, Goodwill and Other Intangible Assets, changes the accounting for goodwill from an amortization method to an impairment-only approach and was effective in January 2002. We have adopted these new standards, which have not had a significant effect on our results of operations or our financial position. In June 2001, the FASB issued SFAS No. 143, Accounting for Asset Retirement Obligations. SFAS No. 143 is effective for fiscal year beginning after June 15, 2002 and establishes an accounting standard requiring the recording of the fair value of liabilities associated with the retirement of long-term assets (mainly plugging and abandonment costs for our depleted wells) in the period in which the liability is incurred (at the time the wells are drilled). We are currently evaluating our oil and natural gas properties to determine the impact of the adoption of SFAS No. 143 or our financial position and results of operations. In August 2001, the FASB issued SFAS No. 144, Accounting for the Impairment or Disposal of Long-Lived Assets. SFAS 144 was effective January 1, 2002. This statement supersedes SFAS No. 121, Accounting for the Impairment of Long-Lived Assets and for Long-Lived Assets to be Disposed Of, and amends Accounting Principles Board Opinion No. 30 for the accounting and reporting of discontinued operations, as it relates to long-lived assets. Adoption of SFAS 144 did not affect our financial position or results of operations. In April 2002, the FASB issued SFAS No. 145, Rescission of FASB Statements No. 4, 44, and 64, Amendment of FASB Statement No. 13, and Technical Corrections. SFAS No. 145 is effective for fiscal years beginning after May 15, 2002. We have not yet adopted SFAS No. 145 nor have we determined the effect of the adoption on our financial position or results of operations. In July 2002, the FASB issued SFAS No. 146, Accounting For Costs Associated with Exit or Disposal Activities. SFAS No. 146 is effective for exit or disposal activities initiated after December 31, 2002. We have not yet adopted SFAS No. 146 nor determined the effect of the adoption of SFAS No. 146 on our financial position or results of operations. 21

PART I. FINANCIAL INFORMATION ITEM 2. MANAGEMENT'S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF OPERATIONS OVERVIEW The following table sets forth certain information regarding the production volumes, oil and gas sales, average sales prices received and expenses for the periods indicated:

THREE MONTHS ENDED SIX MONTHS ENDED JUNE 30, JUNE 30, --------------------------- --------------------------- 2001 2002 2001 2002 ------------ ------------ ------------ ------------ NET PRODUCTION: Oil (mbbl) ...................................... 682 823 1,368 1,653 Gas (mmcf) ...................................... 35,045 38,464 71,085 75,397 Gas equivalent (mmcfe) .......................... 39,137 43,402 79,293 85,315 OIL AND GAS SALES ($ IN THOUSANDS): Oil ............................................. $ 18,893 $ 21,851 $ 38,797 $ 41,809 Gas ............................................. 156,332 130,158 357,647 252,171 ------------ ------------ ------------ ------------ Total oil and gas sales ................... $ 175,225 $ 152,009 $ 396,444 $ 293,980 ============ ============ ============ ============ AVERAGE SALES PRICE: Oil ($ per bbl) ................................. $ 27.70 $ 26.55 $ 28.36 $ 25.29 Gas ($ per mcf) ................................. $ 4.46 $ 3.38 $ 5.03 $ 3.34 Gas equivalent ($ per mcfe) ..................... $ 4.48 $ 3.50 $ 5.00 $ 3.45 EXPENSES ($ PER MCFE): Production expenses and taxes ................... $ 0.74 $ 0.74 $ 0.77 $ 0.69 General and administrative ...................... $ 0.07 $ 0.09 $ 0.09 $ 0.10 Depreciation, depletion and amortization ........ $ 1.02 $ 1.17 $ 0.98 $ 1.17 Net Wells Drilled ................................. 62 67 143 124 Net Wells at End of Period ........................ 3,420 3,862 3,420 3,862
RESULTS OF OPERATIONS -- THREE MONTHS ENDED JUNE 30, 2002 ("CURRENT QUARTER") VS. JUNE 30, 2001 ("PRIOR QUARTER") General. For the Current Quarter, Chesapeake had net income available to common shareholders of $22.5 million, or $0.13 per diluted common share, on total revenues of $194.3 million. This compares to net income available to common shareholders of $39.3 million, or $0.23 per diluted common share, on total revenues of $275.7 million during the Prior Quarter. The Current Quarter's results included, on a pre-tax basis, a non-cash $0.5 million risk management loss, while the Prior Quarter's results included, on a pre-tax basis, non-cash risk management income of $62.5 million. Oil and Gas Sales. During the Current Quarter, oil and gas sales decreased 13% to $152.0 million from $175.2 million in the Prior Quarter. For the Current Quarter, we produced 43.4 billion cubic feet equivalent (bcfe), consisting of 0.8 million barrels of oil (mmbbl) and 38.5 billion cubic feet of gas (bcf), compared to 0.7 mmbbl and 35.0 bcf, or 39.1 bcfe, in the Prior Quarter. The production increase is primarily the result of successful drilling results complemented with production from various acquisitions which occurred in late 2001, partially offset by the sale of our Canadian reserves effective October 1, 2001. Average oil prices realized were $26.55 per bbl in the Current Quarter compared to $27.70 per bbl in the Prior Quarter, a decrease of 4%. Average gas prices realized were $3.38 per thousand cubic feet in the Current Quarter compared to $4.46 per mcf in the Prior Quarter, a decrease of 24%. For the Current Quarter, we realized an average price of $3.50 per mcfe, compared to $4.48 per mcfe in the Prior Quarter, including in each case the effects of hedging. Our hedging activities resulted in increased oil and gas 22

revenues of $13.4 million, or $0.31 per mcfe, in the Current Quarter, compared to an increase in oil and gas revenues of $7.2 million, or $0.18 per mcfe, in the Prior Quarter. The following table shows our production by region for the Prior Quarter and the Current Quarter:

FOR THE THREE MONTHS ENDED JUNE 30, ------------------------------------------------------------- 2001 2002 ---------------------------- ---------------------------- OPERATING AREAS (Mmcfe) PERCENT (Mmcfe) PERCENT - ------------------------- ------------ ------------ ------------ ------------ Mid-Continent ........... 27,045 69% 35,171 81% Gulf Coast .............. 6,634 17 5,725 13 Permian Basin ........... 1,133 3 1,747 4 Other areas ............. 1,214 3 759 2 Canada .................. 3,111 8 -- -- ------------ ------------ ------------ ------------ Total ......... 39,137 100% 43,402 100% ============ ============ ============ ============
Gas production represented approximately 89% of our total production volume on an equivalent basis in the Current Quarter, compared to 90% in the Prior Quarter. Risk Management Income (Loss). Chesapeake recognized a $0.5 million non-cash risk management loss in the Current Quarter, compared to a $62.5 million non-cash gain in the Prior Quarter. The risk management loss for the Current Quarter consisted of a $10.9 million non-cash gain related to changes in fair value of derivatives not designated as cash flow hedges, $10.6 million of reclassifications related to the settlement of such contracts, a $1.4 million non-cash loss associated with the ineffective portion of derivatives qualifying for cash flow hedge accounting, a $1.7 million non-cash gain associated with the portion of our interest rate swap that does not qualify for fair value hedge accounting, and a $1.1 million non-cash loss associated with the ineffective portion of our swaption. Risk management income in the Prior Quarter included a $61.5 million non-cash gain attributable to the change in fair value of certain derivatives not designated as cash flow hedges and a non-cash gain of $1.0 million associated with the ineffective portion of our cash flow hedges. Pursuant to SFAS 133, our cap-swaps, straddles, strangles, counter-swaps and basis protection swaps do not qualify for designation as cash flow hedges. There is also a portion of our interest rate swap that does not qualify as a fair value hedge. Therefore, changes in fair value of these instruments that occur prior to their maturity, together with any change in fair value of hedges resulting from ineffectiveness, are reported in the statement of operations as risk management income (loss). Amounts recorded in risk management income (loss) do not represent cash gains or losses. Rather, these amounts are temporary valuation swings in contracts or portions of contracts that are not entitled to receive cash flow or fair value hedge accounting treatment. All amounts initially recorded in this caption are ultimately reversed within this same caption and are included in oil and gas sales and interest expense, as applicable, over the respective contract terms. Detailed information about our oil and gas hedging positions appears in Item 3 - Quantitative and Qualitative Disclosures About Market Risk. Oil and Gas Marketing Sales. We generated $42.8 million in oil and gas marketing sales for third parties in the Current Quarter, with corresponding oil and gas marketing expenses of $41.2 million, for a net margin of $1.6 million. This compares to sales of $38.0 million, expenses of $36.9 million, and a net margin of $1.1 million in the Prior Quarter. The increase in marketing sales and cost of sales was due primarily to an increase in oil and gas sales volumes in the Current Quarter compared to the Prior Quarter, partially offset by a decrease in oil and gas prices in the Current Quarter. Production Expenses. Production expenses, which include lifting costs and ad valorem taxes, increased to $24.2 million in the Current Quarter, a $5.4 million increase from the $18.8 million of production expenses incurred in the Prior Quarter. On a unit of production basis, production expenses were $0.56 and $0.48 per mcfe in the Current and Prior Quarters, respectively. The increase in costs on a per unit basis in the Current Quarter is due primarily to increased field service costs, higher production costs associated with properties acquired in 2001 and an increase in ad valorem taxes. We expect that lease operating expenses per mcfe for the remainder of 2002 will range from $0.53 to $0.57. Production Taxes. Production taxes were $7.9 million and $10.0 million in the Current and Prior Quarters, respectively. On a per unit basis, production taxes were $0.18 per mcfe in the Current Quarter compared to $0.26 per mcfe in the Prior Quarter. The decrease in the Current Quarter was the result of decreased prices and new 23

statutory exemptions on certain wells in Oklahoma and Texas. In general, production taxes are calculated using value-based formulas that produce higher per unit costs when oil and gas prices are higher. We expect production taxes for the remainder of 2002 to be approximately 6% - 7% of oil and gas sales revenues excluding any impact from hedging. General and Administrative. General and administrative expenses, which are net of capitalized internal costs, were $3.9 million in the Current Quarter compared to $2.9 million in the Prior Quarter. The increase in the Current Quarter is the result of Chesapeake's continued growth. Chesapeake follows the full-cost method of accounting under which all costs associated with property acquisition, exploration and development activities are capitalized. We capitalize internal costs that can be directly identified with our acquisition, exploration and development activities and do not include any costs related to production, general corporate overhead or similar activities. We capitalized $2.8 million and $2.1 million of internal costs in the Current Quarter and Prior Quarter, respectively, directly related to our oil and gas exploration and development efforts. We anticipate that general and administrative expenses for the remainder of 2002 will be between $0.10 and $0.11 per mcfe, which is approximately the same level as 2001 and the Current Quarter. Oil and Gas Depreciation, Depletion and Amortization. Depreciation, depletion and amortization of oil and gas properties for the Current Quarter was $50.8 million, compared to $39.9 million in the Prior Quarter. The DD&A rate per mcfe, which is a function of capitalized costs, future development costs and the related underlying reserves in the periods presented, increased from $1.02 in the Prior Quarter to $1.17 per mcfe in the Current Quarter. We expect the DD&A rate for the remainder of 2002 to be between $1.25 and $1.35 per mcfe. Depreciation and Amortization of Other Assets. Depreciation and amortization of other assets was $3.7 million in the Current Quarter, compared to $1.8 million in the Prior Quarter. The increase in the Current Quarter was primarily the result of higher depreciation recorded on recently acquired fixed assets. Other property and equipment costs are depreciated on both straight-line and accelerated methods. Buildings are depreciated on a straight-line basis over 31.5 years. Drilling rigs are depreciated on a straight-line basis over 12 years. All other property and equipment are depreciated over the estimated useful lives of the assets, which range from three to seven years. We expect depreciation and amortization of other assets to average between $0.08 and $0.10 per mcfe for the remainder of 2002 which approximates the current rate. Interest and Other Income. Interest and other income for the Current Quarter was $3.7 million compared to $0.7 million in the Prior Quarter. The increase was primarily the result of additional interest income from significantly higher cash balances held during the Current Quarter, as well as interest income recorded on our investment in senior secured notes issued by Seven Seas Petroleum Inc. Interest Expense. Interest expense increased to $24.7 million in the Current Quarter from $23.0 million in the Prior Quarter. The increase in the Current Quarter was due primarily to a $113 million increase in average long-term borrowings in the Current Quarter compared to the Prior Quarter, partially offset by income of $1.6 million earned on our interest rate swap during the Current Quarter. In addition to the interest expense reported, we capitalized $1.1 million of interest during the Current Quarter, compared to $1.4 million capitalized in the Prior Quarter, on significant investments in unproved properties that were not being currently depreciated, depleted or amortized and on which exploration activities were in progress. Interest is capitalized using the weighted average interest rate of our outstanding borrowings. We anticipate that capitalized interest for the remainder of 2002 will be between $2.0 million and $2.5 million. Provision (Benefit) for Income Taxes. Chesapeake recorded income tax expense of $16.7 million in the Current Quarter, compared to income tax expense of $57.5 million in the Prior Quarter. Income tax expense for the Prior Quarter was comprised of $54.7 million related to our domestic operations and $2.8 million related to our Canadian operations which were sold on October 1, 2001. We anticipate that all 2002 income tax expense will be deferred. 24

RESULTS OF OPERATIONS -- SIX MONTHS ENDED JUNE 30, 2002 ("CURRENT PERIOD") VS. JUNE 30, 2001 ("PRIOR PERIOD") General. For the Current Period, Chesapeake had a net loss available to common shareholders of $7.6 million, or a loss of $0.05 per diluted common share, on total revenues of $284.1 million. This compares to net income available to common shareholders of $109.0 million, or $0.64 per diluted common share, on total revenues of $553.1 million during the Prior Period. The Current Period's net loss included, on a pre-tax basis, a non-cash $79.9 million risk management loss, while the Prior Period's results included, on a pre-tax basis, non-cash risk management income of $62.5 million. Oil and Gas Sales. During the Current Period, oil and gas sales decreased 26% to $294.0 million from $396.4 million in the Prior Period. For the Current Period, we produced 85.3 billion cubic feet equivalent, consisting of 1.7 million barrels of oil and 75.4 billion cubic feet of gas, compared to 1.4 mmbbl and 71.1 bcf, or 79.3 bcfe, in the Prior Period. The production increase is primarily the result of successful drilling results complemented with production from various acquisitions which occurred in late 2001, partially offset by the sale of our Canadian reserves effective October 1, 2001. Average oil prices realized were $25.29 per bbl in the Current Period compared to $28.36 per bbl in the Prior Period, a decrease of 11%. Average gas prices realized were $3.34 per thousand cubic feet in the Current Period compared to $5.03 per mcf in the Prior Period, a decrease of 34%. For the Current Period, we realized an average price of $3.45 per mcfe, compared to $5.00 per mcfe in the Prior Period, including in each case the effects of hedging. Our hedging activities resulted in increased oil and gas revenues of $62.0 million, or $0.73 per mcfe, in the Current Period, compared to decreases in oil and gas revenues of $23.3 million, or $0.29 per mcfe, in the Prior Period. The following table shows our production by region for the Prior Period and the Current Period:

FOR THE SIX MONTHS ENDED JUNE 30, ------------------------------------------------------------- 2001 2002 ---------------------------- ---------------------------- OPERATING AREAS (Mmcfe) PERCENT (Mmcfe) PERCENT - ------------------------------ ------------ ------------ ------------ ------------ Mid-Continent ................ 54,030 68% 66,972 79% Gulf Coast ................... 14,926 19 12,985 15 Permian Basin ................ 2,672 4 3,804 4 Other areas .................. 1,867 2 1,554 2 Canada ....................... 5,798 7 -- -- ------------ ------------ ------------ ------------ Total .............. 79,293 100% 85,315 100% ============ ============ ============ ============
Gas production represented approximately 88% of our total production volume on an equivalent basis in the Current Period, compared to 90% in the Prior Period. Risk Management Income (Loss). Chesapeake recognized a $79.9 million non-cash risk management loss in the Current Period, compared to a $62.5 million non-cash gain in the Prior Period. The risk management loss for the Current Period consisted of a $42.5 million non-cash loss related to changes in fair value of derivatives not designated as cash flow hedges, $35.7 million of reclassifications related to the settlement of such contracts, a $2.2 million non-cash loss associated with the ineffective portion of derivatives qualifying for cash flow hedge accounting, a $1.6 million non-cash gain associated with the portion of our interest rate swap that does not qualify for fair value hedge accounting, and a $1.1 million non-cash loss associated with the ineffective portion of our swaption. Risk management income for the Prior Period included a $61.5 million non-cash gain attributable to the change in fair value of certain derivatives not designated as cash flow hedges, and a non-cash gain of $1.0 million associated with the ineffective portion of our cash flow hedges. Pursuant to SFAS 133, our cap-swaps, straddles, strangles, counter-swaps and basis protection swaps do not qualify for designation as cash flow hedges. There is also a portion of our interest rate swap that does not qualify as a fair value hedge. Therefore, changes in fair value of these instruments that occur prior to their maturity, together with any change in fair value of hedges resulting from ineffectiveness, are reported in the statement of operations as risk management income (loss). Amounts recorded in risk management income (loss) do not represent cash gains or losses. Rather, these amounts are temporary valuation swings in contracts or portions of contracts that are not entitled to receive cash flow or fair value hedge accounting treatment. All amounts initially recorded in this caption are ultimately reversed within this same caption and are included in oil and gas sales and interest expense, as 25

applicable, over the respective contract terms. Detailed information about our oil and gas hedging positions appears in Item 3 - Quantitative and Qualitative Disclosures About Market Risk. Oil and Gas Marketing Sales. We generated $70.1 million in oil and gas marketing sales for third parties in the Current Period, with corresponding oil and gas marketing expenses of $67.7 million, for a net margin of $2.4 million. This compares to sales of $94.2 million, expenses of $91.4 million, and a net margin of $2.8 million in the Prior Period. The decrease in marketing sales and cost of sales was due primarily to a decrease in oil and gas prices in the Current Period compared to the Prior Period, partially offset by an increase in volumes marketed by Chesapeake Energy Marketing, Inc. in the Current Period. Production Expenses. Production expenses, which include lifting costs and ad valorem taxes, increased to $46.3 million in the Current Period, a $9.7 million increase from the $36.6 million of production expenses incurred in the Prior Period. On a unit of production basis, production expenses were $0.54 and $0.46 per mcfe in the Current and Prior Periods, respectively. The increase in costs on a per unit basis in the Current Period is due primarily to increased field service costs, higher production costs associated with properties acquired in 2001 and an increase in ad valorem taxes. We expect that lease operating expenses per mcfe for the remainder of 2002 will range from $0.53 to $0.57. Production Taxes. Production taxes were $13.1 million and $24.3 million in the Current and Prior Periods, respectively. On a per unit basis, production taxes were $0.15 per mcfe in the Current Period compared to $0.31 per mcfe in the Prior Period. The decrease in the Current Period was the result of decreased prices and new statutory exemptions on certain wells in Oklahoma and Texas. In general, production taxes are calculated using value-based formulas that produce higher per unit costs when oil and gas prices are higher. We expect production taxes for the remainder of 2002 to be approximately 6% - 7% of oil and gas sales revenues excluding any impact from hedging. General and Administrative. General and administrative expenses, which are net of capitalized internal costs, were $8.2 million in the Current Period compared to $6.9 million in the Prior Period. The increase in the Current Period is a result of Chesapeake's continued growth. Chesapeake follows the full-cost method of accounting under which all costs associated with property acquisition, exploration and development activities are capitalized. We capitalize internal costs that can be directly identified with our acquisition, exploration and development activities and do not include any costs related to production, general corporate overhead or similar activities. We capitalized $5.3 million and $3.9 million of internal costs in the Current Period and Prior Period, respectively, directly related to our oil and gas exploration and development efforts. We anticipate that general and administrative expenses for the remainder of 2002 will be between $0.10 and $0.11 per mcfe, which is approximately the same level as 2001 and the Current Period. Oil and Gas Depreciation, Depletion and Amortization. Depreciation, depletion and amortization of oil and gas properties for the Current Period was $99.4 million, compared to $78.1 million in the Prior Period. The DD&A rate per mcfe, which is a function of capitalized costs, future development costs and the related underlying reserves in the periods presented, increased from $0.98 in the Prior Period to $1.17 per mcfe in the Current Period. We expect the DD&A rate for the remainder of 2002 to be between $1.25 and $1.35 per mcfe. Depreciation and Amortization of Other Assets. Depreciation and amortization of other assets was $6.8 million in the Current Period, compared to $3.8 million in the Prior Period. The increase in the Current Period was primarily the result of higher depreciation recorded on recently acquired fixed assets. Other property and equipment costs are depreciated on both straight-line and accelerated methods. Buildings are depreciated on a straight-line basis over 31.5 years. Drilling rigs are depreciated on a straight-line basis over 12 years. All other property and equipment are depreciated over the estimated useful lives of the assets, which range from three to seven years. We expect depreciation and amortization of other assets to average between $0.08 and $0.10 per mcfe for the remainder of 2002 which approximates the current rate. Interest and Other Income. Interest and other income for the Current Period was $4.7 million compared to $1.3 million in the Prior Period. The increase was primarily the result of additional interest income from significantly higher cash balances held during the Current Period as well as interest income recorded on our investment in senior secured notes issued by Seven Seas Petroleum Inc. 26

Interest Expense. Interest expense increased to $51.7 million in the Current Period from $48.9 million in the Prior Period. The increase in the Current Period was due to a $167 million increase in average long-term borrowings in the Current Period compared to the Prior Period, partially offset by income of $1.6 million earned on our interest rate swap during the Current Period. In addition to the interest expense reported, we capitalized $2.3 million of interest during each of the Current Period and Prior Period on significant investments in unproved properties that were not being currently depreciated, depleted or amortized and on which exploration activities were in progress. Interest is capitalized using the weighted average interest rate of our outstanding borrowings. We anticipate that capitalized interest for the remainder of 2002 will be between $2.0 million and $2.5 million. Gothic Standby Credit Facility Costs. During the Prior Period, we obtained a standby commitment for a $275 million credit facility, consisting of a $175 million term loan and a $100 million revolving credit facility which, if needed, would have replaced our then existing revolving credit facility. The term loan was available to provide funds to repurchase any of Gothic Production Corporation's 11.125% senior secured notes tendered following the closing of the Gothic acquisition in January 2001 pursuant to a change-of-control offer to purchase. In February 2001, we purchased $1.0 million of notes tendered for 101% of such amount. We did not use the standby credit facility and the commitment terminated in February 2001. Chesapeake incurred $3.4 million of costs for the standby facility, which were recognized in the Prior Period. Provision (Benefit) for Income Taxes. Chesapeake recorded an income tax benefit of $1.7 million in the Current Period, compared to income tax expense of $105.2 million in the Prior Period. Income tax expense for the Prior Period was comprised of $97.9 million related to our domestic operations and $7.3 million related to our Canadian operations which were sold on October 1, 2001. We anticipate that all 2002 income tax expense will be deferred. CASH FLOWS FROM OPERATING, INVESTING, AND FINANCING ACTIVITIES Cash Flows from Operating Activities. Cash provided by operating activities decreased 28% to $214.8 million during the Current Period compared to $297.0 million during the Prior Period. The decrease was due primarily to lower oil and gas prices realized during the Current Period. Cash Flows from Investing Activities. Cash used in investing activities increased to $324.6 million during the Current Period from $302.0 million in the Prior Period. During the Current Period, we expended approximately $176.4 million to initiate drilling on 281 (123.7 net) wells and invested approximately $7.2 million in unproved properties. This compares to $179.9 million to initiate drilling on 280 (143.0 net) wells and $48.5 million to purchase unproved properties in the Prior Period. During the Current Period, we had acquisitions of oil and gas companies and properties of $124.3 million and no divestitures of oil and gas properties. This compares to acquisitions of oil and gas companies and properties of $53.1 million and divestitures of $0.2 million in the Prior Period. During the Current Period, we had additional investments in drilling rig equipment and other fixed assets of $18.6 million compared to $20.8 million in the Prior Period. The Current Period included additional investments in the common stock of two oil and gas companies totaling $2.4 million and $4.2 million in proceeds from the sale of RAM Energy, Inc. notes. Cash Flows from Financing Activities. There was $1.6 million of cash used in financing activities in the Current Period, compared to cash provided by financing activities of $5.1 million in the Prior Period. The activity in the Current Period reflects the net increase in borrowings under our commercial bank credit facility of $45.0 million. This was primarily offset by the repurchase of $42.2 million of our 7.875% senior notes. We received $2.0 million in cash from the exercise of stock options, and $5.1 million was used to pay dividends on our 6.75% preferred stock. The activity in the Prior Period included increased borrowings under our credit facility of $135.0 million, $786.7 million received from the issuance of $800.0 million of 8.125% senior notes, $906.0 million used to redeem various senior notes, $12.2 million used to pay financing costs related to new debt issuance, and $2.8 million received from the exercise of stock options. 27

LIQUIDITY AND CAPITAL RESOURCES Sources of Liquidity Chesapeake had a working capital deficit of $19.6 million at June 30, 2002, including $6.3 million in cash. We have a $225 million revolving bank credit facility (with a committed borrowing base of $225 million) which matures in September 2003 but under certain circumstances can be extended through June 2005. As of June 30, 2002, we had borrowed $45.0 million under the facility and were using $11.1 million of the facility to secure various letters of credit. As of August 2, 2002, borrowings under the credit facility had increased to $65.0 million, largely as a result of borrowings to fund an acquisition in late July 2002. The use of facility borrowings and long-term indebtedness to fund recent and pending acquisitions is discussed below under Investing and Financing Transactions. We believe we will have adequate resources, including operating cash flows, working capital and proceeds from our revolving bank credit facility, to fund our capital expenditure budget for exploration and development activities during the remainder of 2002, which is currently estimated to be $160 - - $180 million. Further, our drilling program is largely discretionary and can be adjusted to match changing circumstances. Based on our current cash flow assumptions we expect operating cash flow to reach $380 - $400 million during 2002. Any operating cash flow not needed to fund our drilling program will be available for acquisitions, debt repayments or other general corporate purposes in 2002. A significant portion of our liquidity is concentrated in cash and cash equivalents (including restricted cash) and derivative instruments that enable us to hedge a portion of our exposure to price volatility from producing oil and natural gas. These arrangements expose us to credit risk from our counterparties. Other financial instruments which potentially subject us to concentrations of credit risk consist principally of investments in debt instruments and accounts receivables. Our accounts receivable are primarily from purchasers of oil and natural gas products and exploration and production companies which own interests in properties we operate. The concentration of these assets in the oil and gas industry has the potential to impact our overall exposure to credit risk, either positively or negatively, in that our customers may be similarly affected by changes in economic, industry or other conditions. We generally require letters of credit for receivables from customers which are judged to have sub-standard credit, unless the credit risk can otherwise be mitigated. Cash and cash equivalents are deposited with major banks or institutions with high credit ratings. Our liquidity is not dependent on the use of off-balance sheet financing arrangements, such as the securitization of receivables or obtaining access to assets through special purpose entities. We have not relied on off-balance sheet financing arrangements in the past and we do not intend to rely on such arrangements in the future as a source of liquidity. We do not issue commercial paper. Contractual Obligations and Commercial Commitments We have a $225 million revolving bank credit facility (with a committed borrowing base of $225 million) which matures in September 2003. As of June 30, 2002, we had borrowed $45.0 million under this facility and were using $11.1 million of the facility to secure various letters of credit. Borrowings under the facility are collateralized by certain producing oil and gas properties and bear interest at either the reference rate of Union Bank of California, N.A., or London Interbank Offered Rate (LIBOR), at our option, plus a margin that varies according to total facility usage. The unused portion of the facility is subject to an annual commitment fee of 0.50%. Interest is payable quarterly. The collateral value and borrowing base are redetermined periodically. The credit facility contains various covenants and restrictive provisions which restrict our ability to incur additional indebtedness, sell properties, pay dividends, purchase or redeem our capital stock, make investments or loans, purchase certain of our senior notes, create liens, and make acquisitions. The credit facility requires us to maintain a current ratio of at least 1 to 1 (as defined in the credit facility) and a fixed charge coverage ratio of at least 2.5 to 1. If we should fail to perform our obligations under these and other covenants, the revolving credit commitment could be terminated and any outstanding borrowings under the facility could be declared immediately due and payable. If such an acceleration involved principal in excess of $10 million, the acceleration would constitute an event of default under our senior note indentures, which could in turn result in the acceleration of our senior note indebtedness. The credit facility also has cross default provisions that apply to other indebtedness we may have with an outstanding principal balance in excess of $5.0 million. 28

As of June 30, 2002, senior notes represented $1.3 billion of our long-term debt and consisted of the following: $800.0 million principal amount of 8.125% senior notes due 2011, $250.0 million principal amount of 8.375% senior notes due 2008, $107.8 million principal amount of 7.875% senior notes due 2004 and $142.7 million principal amount of 8.5% senior notes due 2012. There are no scheduled principal payments required on any of the senior notes until March 2004, when $107.8 million is due, giving effect to the repurchase and retirement of $42.2 million of our 7.875% senior notes in the Current Period. Debt ratings for the senior notes are B1 by Moody's Investor Service, B+ by Standard & Poor's Ratings Services and BB- by Fitch Ratings. Debt ratings for our secured bank credit facility are Ba3 by Moody's Investor Service, BB by Standard & Poor's Ratings Services and BB+ by Fitch Ratings. Our senior notes are unsecured senior obligations of Chesapeake and rank equally with all of our other unsecured indebtedness. All of our wholly owned subsidiaries except Chesapeake Energy Marketing, Inc. guarantee the notes. We can acquire outstanding senior notes at either make-whole or redemption prices set forth in the respective indentures, and from time to time we acquire senior notes through market purchases. If we repurchase at least an additional $32.8 million of the 7.875% senior notes by August 31, 2003, we may extend the bank credit facility until June 2005 for an amount equal to the total revolving credit facility commitment less the outstanding amount of the 7.875% senior notes plus $50 million. The indentures for the 8.125% and 8.375% senior notes contain covenants limiting our ability and our restricted subsidiaries' ability to incur additional indebtedness; pay dividends on our capital stock or redeem, repurchase or retire our capital stock or subordinated indebtedness; make investments and other restricted payments; create restrictions on the payment of dividends or other amounts to us from our restricted subsidiaries; incur liens; engage in transactions with affiliates; sell assets; and consolidate, merge or transfer assets. The debt incurrence covenants do not affect our ability to borrow under or expand our secured credit facility. As of June 30, 2002, we estimate that secured commercial bank indebtedness of approximately $385 million could have been incurred under the most restrictive indenture covenant. The indenture covenants do not apply to Chesapeake Energy Marketing, Inc., an unrestricted subsidiary. Some of our commodity price and interest rate risk management arrangements require us to deliver cash collateral or other assurances of performance to the counterparties in the event that our payment obligations with respect to our commodity price and interest rate risk management transactions exceed certain levels. At June 30, 2002, we posted $10.0 million of collateral with one of our counterparties through a letter of credit issued under our bank credit facility. Future collateral requirements are uncertain and will depend on arrangements with our counterparties and the level of volatility in natural gas and oil prices and interest rates. Investing and Financing Transactions On June 28, 2002, we acquired Canaan Energy Corporation in a cash merger through a Chesapeake subsidiary. Under the agreement, all outstanding common shares of Canaan, other than the Canaan shares already owned by Chesapeake, were purchased at $18.00 per share in cash, and the outstanding options to acquire Canaan common stock were converted into the right to receive, for each share of Canaan common stock to be received upon exercise, the merger consideration less the per share exercise price and withholding taxes. The aggregate net cash consideration for the merger was $120 million, including the retirement of Canaan's outstanding indebtedness of approximately $43 million. In the Current Period, we purchased and subsequently retired $42.2 million of our 7.875% senior notes due 2004 for total consideration of $44.0 million, including accrued interest of $0.8 million and $1.0 million of redemption premium. See Note 2 of the notes to consolidated financial statements included in this report for a discussion of our hedging activities and financial instruments. In late July 2002, we completed an acquisition of oil and gas properties using bank facility borrowings to fund the cash purchase price of $38 million. We have entered into three definitive purchase agreements to acquire additional oil and gas properties for an aggregate cash purchase price of approximately $132 million. We expect to close these acquisitions during the third quarter of 2002. It is our intent to fund these acquisitions by issuing long- 29

term unsecured notes through a private offering. If for any reason this market is not available, we intend to use the bank facility to fund the acquisitions. RECENTLY ISSUED ACCOUNTING STANDARDS See Note 8 of the notes to the consolidated financial statements included in this report for a summary of recently issued accounting standards. FORWARD-LOOKING STATEMENTS This report includes "forward-looking statements" within the meaning of Section 27A of the Securities Act of 1933 and Section 21E of the Securities Exchange Act of 1934. Forward-looking statements give our current expectations or forecasts of future events. They include statements regarding oil and gas reserve estimates, planned capital expenditures, the drilling of oil and gas wells and future acquisitions, expected oil and gas production, cash flow and anticipated liquidity, business strategy and other plans and objectives for future operations, expected future expenses and utilization of net operating loss carryforwards. Statements concerning the fair values of derivative contracts and their estimated contribution to our future results of operations are based upon market information as of a specific date. These market prices are subject to significant volatility. Although we believe the expectations and forecasts reflected in these and other forward-looking statements are reasonable, we can give no assurance they will prove to have been correct. They can be affected by inaccurate assumptions or by known or unknown risks and uncertainties. Factors that could cause actual results to differ materially from expected results are described under "Risk Factors" in Item 1 of our Form 10-K for the year ended December 31, 2001. These factors include: o the volatility of oil and gas prices, o our substantial indebtedness, o the cost and availability of drilling and production services, o our commodity price risk management activities, including counterparty contract performance risk, o uncertainties inherent in estimating quantities of oil and gas reserves, projecting future rates of production and the timing of development expenditures, o our ability to replace reserves, o the availability of capital, o uncertainties in evaluating oil and gas reserves of acquired properties and associated potential liabilities, o drilling and operating risks, o our ability to generate future taxable income sufficient to utilize our federal and state income tax net operating loss (NOL) carryforwards before their expiration, o future ownership changes which could result in additional limitations to our NOLs, o adverse effects of governmental and environmental regulation, o losses possible from pending or future litigation, o the strength and financial resources of our competitors, and o the loss of officers or key employees. We caution you not to place undue reliance on these forward-looking statements, which speak only as of the date of this report, and we undertake no obligation to update this information. We urge you to carefully review and consider the disclosures made in this and our other reports filed with the Securities and Exchange Commission that attempt to advise interested parties of the risks and factors that may affect our business. 30

ITEM 3. QUANTITATIVE AND QUALITATIVE DISCLOSURES ABOUT MARKET RISK OIL AND GAS HEDGING ACTIVITIES Our results of operations and operating cash flows are impacted by changes in market prices for oil and gas. To mitigate a portion of the exposure to adverse market changes, we have entered into various derivative instruments. As of June 30, 2002, our derivative instruments were comprised of swaps, collars, cap-swaps, straddles, strangles and basis protection swaps. These instruments allow us to predict with greater certainty the effective oil and gas prices to be received for our hedged production. Although derivatives often fail to achieve 100% effectiveness for accounting purposes, our derivative instruments continue to be highly effective in achieving the risk management objectives for which they were intended. o For swap instruments, we receive a fixed price for the hedged commodity and pay a floating market price, as defined in each instrument, to the counterparty. The fixed-price payment and the floating-price payment are netted, resulting in a net amount due to or from the counterparty. o Collars contain a fixed floor price (put) and ceiling price (call). If the market price exceeds the call strike price or falls below the put strike price, then we receive the fixed price and pay the market price. If the market price is between the call and the put strike price, then no payments are due from either party. o For cap-swaps, we receive a fixed price for the hedged commodity and pay a floating market price. The fixed price received by Chesapeake includes a premium in exchange for a "cap" limiting the counterparty's exposure. o For straddles, Chesapeake receives a premium from the counterparty in exchange for the sale of a call and a put option at an established fixed price. To the extent that the floating market price differs from the established fixed price, Chesapeake pays the counterparty. o For strangles, Chesapeake receives a premium from the counterparty in exchange for the sale of a call and a put option. If the market price exceeds the fixed price of the call option or falls below the fixed price of the put option, then Chesapeake pays the counterparty. If the market price settles between the fixed price of the call and put option, no payment is due from Chesapeake. o Basis protection swaps are arrangements that guarantee a price differential of oil and gas from a specified delivery point. Chesapeake receives a payment from the counterparty if the price differential is greater than the stated terms of the contract and pays the counterparty if the price differential is less than the stated terms of the contract. From time to time, we close certain swap transactions designed to hedge a portion of our oil and natural gas production by entering into a counter-swap instrument. Under the counter-swap we receive a floating price for the hedged commodity and pay a fixed price to the counterparty. To the extent the counter-swap, which does not qualify for hedge accounting under SFAS 133, is designed to lock the value of an existing SFAS 133 cash flow hedge, the net value of the swap and the counter-swap is frozen and shown as a derivative receivable or payable in the consolidated balance sheets. At the same time, the original swap is designated as a non-qualifying cash flow hedge under SFAS 133. Pursuant to SFAS 133, our cap-swaps, straddles, strangles, counter-swaps and basis protection swaps do not qualify for designation as cash flow hedges. Therefore, changes in the fair value of these instruments that occur prior to their maturity, together with any changes in fair value of cash flow hedges resulting from ineffectiveness, are reported in the consolidated statements of operations as risk management income (loss). Amounts recorded in risk management income (loss) do not represent cash gains or losses. Rather, these amounts are temporary valuation swings in contracts or portions of contracts that are not entitled to receive SFAS 133 cash flow hedge accounting treatment. All amounts initially recorded in this caption related to commodity derivatives are ultimately reversed within this same caption and included in oil and gas sales over the respective contract terms. 31

As of June 30, 2002, we had the following open oil and gas derivative instruments designed to hedge a portion of our gas production for periods after June 2002:

FAIR VALUE WEIGHTED- WEIGHTED- AT AVERAGE AVERAGE JUNE 30, AVERAGE PUT CALL WEIGHTED- SFAS 2002 STRIKE STRIKE STRIKE AVERAGE 133 PREMIUMS ($ IN VOLUME PRICE PRICE PRICE DIFFERENTIAL HEDGE RECEIVED THOUSANDS) ----------- --------- --------- --------- ------------ ----- ---------- ---------- NATURAL GAS (mmbtu): - -------------------- Swaps: 2002 ................... 4,280,000 $ 2.91 $ -- $ -- $ -- Yes $ -- $ (1,486) Cap-Swaps: 2002 ................... 41,120,000 4.53 3.53 -- -- No -- 28,758 2003 ................... 51,100,000 3.60 2.60 -- -- No -- (18,733) Collars: 2002 ................... 6,140,000 -- 4.00 5.45 -- Yes -- 4,206 Straddles: 2002 ................... 11,680,000 -- 2.46 2.46 -- No 5,951 (9,506) Strangles: 2003 ................... 14,600,000 -- 3.20 3.70 -- No 12,629 (13,357) 2004 ................... 14,640,000 -- 3.40 3.90 -- No 15,884 (15,921) Basis Protection Swaps: 2003 ................... 91,250,000 -- -- -- (0.15) No -- (530) 2004 ................... 91,500,000 -- -- -- (0.15) No -- (1,278) 2005 ................... 98,550,000 -- -- -- (0.16) No -- (2,085) 2006 ................... 21,900,000 -- -- -- (0.17) No -- (437) 2007 ................... 31,025,000 -- -- -- (0.16) No -- (639) 2008 ................... 31,110,000 -- -- -- (0.16) No -- (654) 2009 ................... 21,900,000 -- -- -- (0.17) No -- (493) Counter-Swaps: 2003 ................... 45,700,000 3.74 -- -- -- No -- 6,239 Locked-Swaps: 2002 ................... -- -- -- -- -- No -- 8,117 2003 ................... -- -- -- -- -- No -- 16,107 ---------- ---------- TOTAL GAS .............. 34,464 (1,692) ---------- ---------- OIL (bbls): Swaps: 2002 ................... 368,000 26.20 -- -- -- Yes -- (19) Cap-Swaps: 2002 ................... 1,104,000 24.91 20.08 -- -- No -- (1,779) Locked-Swaps: 2002 ................... -- -- -- -- -- No -- 196 TOTAL OIL .............. -- (1,602) ---------- ---------- TOTAL GAS AND OIL ...... $ 34,464(a) $ (3,294)(a) ========== ==========
- ---------- (a) After adjusting for the $34.5 million premium paid to Chesapeake by the counterparty at the inception of the straddle and strangle contracts (which is recorded in cash provided by operating activities on the accompanying consolidated statements of cash flows), the net value of the combined hedging portfolio at June 30, 2002 was $31.2 million. We have established the fair value of all derivative instruments using estimates of fair value reported by our counterparties. The actual contribution to our future results of operations will be based on the market prices at the time of settlement and may be more or less than the fair value estimates used at June 30, 2002. 32

Additional information concerning the fair value of our oil and gas derivative instruments is as follows ($ in thousands):

Fair value of contracts outstanding at January 1, 2002 ............. $ 157,309 Change in fair value of contracts during period .................... (55,623) Contracts realized or otherwise settled during the period .......... (61,989) Fair value of new contracts when entered into during the period .... (42,991) ------------ Fair value of contracts outstanding at June 30, 2002 ............... $ (3,294) ============
Risk management income (loss) related to our oil and gas derivatives is comprised of the following ($ in thousands):
THREE MONTHS ENDED SIX MONTHS ENDED JUNE 30, JUNE 30, --------------------------- --------------------------- 2001 2002 2001 2002 ------------ ------------ ------------ ------------ Risk management income (loss): Change in fair value of derivatives not qualifying for hedge accounting ....................................... $ 61,495 $ 10,884 $ 61,495 $ (42,530) Reclassification of gain on settled contracts ............ -- (10,630) -- (35,707) Ineffective portion of derivatives qualifying for cash flow hedge accounting ............................. 960 (1,358) 960 (2,182) ------------ ------------ ------------ ------------ Total .................................................. $ 62,455 $ (1,104) $ 62,455 $ (80,419) ============ ============ ============ ============
The change in the fair value of our derivative instruments since January 1, 2002 resulted from an increase in market prices for natural gas and crude oil. Derivative instruments reflected as current in the consolidated balance sheet represent the estimated fair value of derivative instrument settlements scheduled to occur over the subsequent twelve-month period based on market prices for oil and gas as of the consolidated balance sheet dates. The derivative settlement amounts are not due and payable until the month in which the related underlying hedged transaction occurs. Based upon the market prices at June 30, 2002, we would expect to transfer approximately $11.3 million of the balance in accumulated other comprehensive income to earnings during the next 12 months when the transactions actually occur. All transactions hedged as of June 30, 2002 are expected to mature by December 31, 2004, with the exception of the basis protection swaps which extend to 2009. INTEREST RATE RISK We also utilize hedging strategies to manage interest rate exposure. In March 2002, we entered into an interest rate swap to convert a portion of our fixed rate debt to floating rate debt. The terms of this swap agreement are as follows:
TERM NOTIONAL AMOUNT FIXED RATE FLOATING RATE ---- --------------- ---------- ------------- March 2002 - March 2004 $200,000,000 7.875% U.S. six-month LIBOR in arrears plus 298.25 basis points
If the floating rate is less than the fixed rate, the counterparty will pay us accordingly. If the floating rate exceeds the fixed rate, we will pay the counterparty. Payments under this interest rate swap coincide with the semi-annual interest payments on our 7.875% senior notes which are due on September 15 and March 15 of each year beginning September 15, 2002. A portion of the interest rate swap was originally entered into to convert $129.0 million of the 7.875% senior notes from fixed rate debt to variable rate debt. Under SFAS 133, a hedge of the interest rate risk in a recognized fixed rate liability can be designated as a fair value hedge under which the mark-to-market value of the swap is recorded on the consolidated balance sheets as an asset or liability with a corresponding increase or decrease in carrying value of the debt. See Note 5 of the notes to consolidated financial statements included in this report for the adjustments made to the carrying value of debt at June 30, 2002. During the Current Quarter, $21.2 million of the 7.875% senior notes were purchased and subsequently retired resulting in a $0.4 million gain on the repurchase of debt related to the interest rate swap. As a result of these repurchases, $107.8 million of the interest rate swap was designated as a fair value hedge under SFAS 133 at June 30, 2002. 33

Results from interest rate hedging transactions are reflected as adjustments to interest expense in the corresponding months covered by the swap agreement. The remaining $92.2 million of the interest rate swap has not been designated as a fair value hedge. The mark-to-market value of this portion of the instrument is recorded as a derivative asset or liability on the consolidated balance sheets with the offsetting amount reflected in risk management income (loss) on the consolidated statements of operations. The amount recorded in risk management income (loss) will be reversed and reflected in interest expense over the term of the swap. The estimated fair value of the interest rate swap at June 30, 2002 was an asset of approximately $5.0 million comprised of $1.6 million reflected as risk management income, $1.4 million reflected as an increase in the carrying value of our long-term debt, $1.6 million reflected as a reduction in interest expense, and $0.4 million reflected as other income related to the gain on the repurchase of debt. In June 2002, we entered into an additional interest rate swap. The terms of this swap agreement are as follows:

TERM NOTIONAL AMOUNT FIXED RATE FLOATING RATE ---- --------------- ---------- ------------- July 2002 - July 2004 $100,000,000 4.000% U.S. six-month LIBOR in arrears
If the floating rate is less than the fixed rate, the counterparty will pay us accordingly. If the floating rate exceeds the fixed rate, we will pay the counterparty. Payments under this interest rate swap are made on July 2 and January 2 of each year beginning January 2, 2003. The estimated fair value of the interest rate swap at June 30, 2002 was negligible. In July 2002, we closed both interest rate swaps for a combined gain of $8.6 million. Gains totaling $6.6 million, in addition to the $2.0 million gain already realized in the Current Quarter, will be recognized as reductions to interest expense over the remaining terms of the swaps. In April 2002, we entered into a swaption agreement in order to monetize the embedded call option in the remaining $142.7 million of our 8.5% senior notes. We received $7.8 million from the counterparty at the time we entered into this agreement. The terms of the swaption are as follows:
TERM NOTIONAL AMOUNT FIXED RATE FLOATING RATE ---- --------------- ---------- ------------- March 2004 - March 2012 $142,665,000 8.500% U.S. six-month LIBOR plus 75 basis points
Under the terms of the swaption agreement, the counterparty will have the option to initiate an interest rate swap on March 11, 2004 pursuant to the terms shown above. If the counterparty chooses to initiate the interest rate swap, the payments under the swap will coincide with the semi-annual interest payments on our 8.5% senior notes which are paid on September 15 and March 15 of each year. On each payment date, if the fixed rate exceeds the floating rate, we will pay the counterparty, and if the floating rate exceeds the fixed rate, the counterparty will pay us accordingly. If the counterparty does not choose to initiate the interest rate swap, the swaption agreement will expire and no future obligations will exist for either party. According to SFAS 133, a fair value hedge relationship exists between the embedded call option in the 8.5% senior notes and our swaption agreement. Accordingly, the mark-to-market value of the swaption is recorded on the consolidated balance sheets as an asset or liability with a corresponding increase or decrease to the debt's carrying value. Any change in the fair value of the swaption resulting from ineffectiveness is recorded currently in the consolidated statements of operations as risk management income (loss). We have recorded a decrease in the carrying value of the debt of $7.8 million related to the swaption as of June 30, 2002. Of this amount, $8.9 million represents the mark-to-market valuation of the swaption, offset by $1.1 million estimated ineffectiveness of the swaption as determined under SFAS 133. See Note 5 of the notes to consolidated financial statements included in this report for the adjustments made to the carrying value of the debt at 34

June 30, 2002. Results of the swaption will be reflected as adjustments to interest expense in the corresponding months covered by the swaption agreement. Risk management income related to our fair value hedges is comprised of the following ($ in thousands):

THREE MONTHS ENDED SIX MONTHS ENDED JUNE 30, 2002 JUNE 30, 2002 ------------------ ---------------- Risk management income: Change in fair value of derivatives not qualifying for fair value hedge accounting ........................... $ 2,454 $ 2,301 Reclassification of gains on settled contracts ........... (731) (731) Ineffective portion of derivatives qualifying for fair value hedge accounting ........................... (1,100) (1,100) ------------ ------------ Total .................................................. $ 623 $ 470 ============ ============
The table below presents principal cash flows and related weighted average interest rates by expected maturity dates. The fair value of the fixed-rate long-term debt has been estimated based on quoted market prices.
JUNE 30, 2002 ---------------------------------------------------------------------------------------------- YEARS OF MATURITY ---------------------------------------------------------------------------------------------- 2002 2003 2004 2005 2006 2007 THEREAFTER TOTAL FAIR VALUE ------ ------ ------ ------ ------ ------ ---------- --------- ---------- ($ IN MILLIONS) LIABILITIES: Long-term debt, including current portion -- fixed rate ...................... $ 0.1 $ -- $107.8 $ -- $ -- $ -- $ 1,192.6 $ 1,300.5(a) $ 1,297.3 Average interest rate ..... 9.1% -- 7.9% -- -- -- 8.2% 8.2% 8.2% Long-term debt -- variable rate ...................... $ -- $ 45.0 $ -- $ -- $ -- $ -- $ -- $ 45.0 $ 45.0 Average interest rate ..... -- 5.25% -- -- -- -- -- 5.25% 5.25%
- ---------- (a) This amount does not include the discount included in long-term debt of ($12.7) million, the value of the interest rate swaps of $1.4 million and the value of the swaption of ($7.8) million. MARKETING ACTIVITIES In addition to marketing our own oil and gas production, our marketing activities include marketing oil and gas production for working interest owners and royalty owners in the wells that we operate. Such activities include the operation of gathering systems and the sale of oil and natural gas under various arrangements. Recently royalty owners have commenced litigation against a number of companies in the oil and gas production business claiming that amounts paid for production attributable to the royalty owners' interest violated the terms of the applicable leases and state law, that deductions from the proceeds of oil and gas production were unauthorized under the applicable leases and that amounts received by upstream sellers should be used to compute the amounts paid to the royalty owners. A portion of the foregoing litigation has been commenced as class action suits including four class action suits filed against Chesapeake and others which we believe do not represent valid claims or, if valid, are not material. As new cases are decided and the law in this area continues to develop, our liability relating to the marketing of oil and gas may increase or decrease. We will continue to monitor the court decisions to ensure that our operations and practices minimize any exposure and to recognize any charges that may be appropriate. 35

PART II. OTHER INFORMATION ITEM 1. LEGAL PROCEEDINGS We are subject to ordinary routine litigation incidental to our business, none of which is expected to have a material adverse effect on Chesapeake. In addition, Chesapeake is a defendant in other pending actions which are described in Note 3 of the notes to the consolidated financial statements included in this report and Item 3 of our Annual Report on Form 10-K for the year ended December 31, 2001. ITEM 2. CHANGES IN SECURITIES AND USE OF PROCEEDS Not applicable ITEM 3. DEFAULTS UPON SENIOR SECURITIES Not applicable ITEM 4. SUBMISSION OF MATTERS TO A VOTE OF SECURITY HOLDERS Three matters were submitted to a vote of the shareholders at Chesapeake's annual meeting of shareholders held on June 7, 2002: the election of directors, the adoption of a stock option plan for employees and consultants and the adoption of a stock option plan for non-employee directors. In the election of directors, Aubrey K. McClendon received 153,808,677 votes for election and 4,670,442 shares were withheld from voting for Mr. McClendon; and Shannon T. Self received 153,868,588 votes for election and 4,610,531 share were withheld from voting for Mr. Self. The other directors whose terms continued after the meeting are Edgar F. Heizer, Jr., Breene M. Kerr, Tom L. Ward and Frederick B. Whittemore. In the adoption of our 2002 Stock Option Plan, 121,950,327 votes were received for the adoption of the plan, 36,092,764 votes were received against adoption of the plan and 436,025 shares were withheld from voting on this proposal. In the adoption of our 2002 Non-Employee Director Stock Option Plan, 120,983,754 votes were received for the adoption of the plan, 36,993,462 votes were received against adoption of the plan and 501,899 shares were withheld from voting on this proposal. There were no broker non-votes. ITEM 5. OTHER INFORMATION Not applicable ITEM 6. EXHIBITS AND REPORTS ON FORM 8-K (a) Exhibits The following exhibits are filed as a part of this report: EXHIBIT NUMBER DESCRIPTION 3.1 Chesapeake's Restated Certificate of Incorporation together with the Certificate of Designation for the 6.75% Cumulative Convertible Preferred Stock of Chesapeake and the Certificate of Designation for the Series A Junior Participating Preferred Stock of Chesapeake. Incorporated herein by reference to Exhibit 3.1 to Chesapeake's registration statement on Form S-3 (No. 333-96863) filed July 22, 2002. 4.6.1 Second Amendment dated June 4, 2002 with respect to Second Amended and Restated Credit Agreement, dated as of June 11, 2001, among Chesapeake Energy Corporation, Chesapeake Exploration Limited Partnership, as Borrower, Bear Stearns Corporate Lending Inc., as Syndication Agent, Union Bank of California, N.A., as Administrative Agent and Collateral Agent, and other lenders party thereto. 36

12.1 Computation of Ratios of Earnings to Combined Fixed Charges and Preferred Stock Dividends. (b) Reports on Form 8-K During the quarter ended June 30, 2002, we filed the following current reports on Form 8-K: On April 4, 2002, we filed a current report on Form 8-K reporting under Item 5 that we had issued a press release announcing first quarter 2002 earnings release and conference call dates. On April 16, 2002, we filed a current report on Form 8-K reporting under Item 5 that we had issued a press release announcing that our Board of Directors had declared a regular quarterly dividend on our preferred stock. On April 23, 2002, we filed a current report on Form 8-K reporting under Item 5 that we had issued a press release announcing an agreement to acquire Canaan Energy Corporation. On April 30, 2002, we filed a current report on Form 8-K reporting under Item 5 that we had issued a press release announcing first quarter 2002 financial and operating results. We furnished under Item 9 updates to our operational and financial guidance for 2002 included in the press release. On June 5, 2002, we filed a current report on Form 8-K reporting under Item 5 that we had issued a press release announcing that our 2002 Annual Meeting of Shareholders would be webcast live. 37

SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized. CHESAPEAKE ENERGY CORPORATION (Registrant) By: /s/ AUBREY K. MCCLENDON ---------------------------- Aubrey K. McClendon Chairman and Chief Executive Officer By: /s/ MARCUS C. ROWLAND --------------------------- Marcus C. Rowland Executive Vice President and Chief Financial Officer Date: August 5, 2002 38

INDEX TO EXHIBITS

EXHIBIT NUMBER DESCRIPTION ------- ----------- 3.1 Chesapeake's Restated Certificate of Incorporation together with the Certificate of Designation for the 6.75% Cumulative Convertible Preferred Stock of Chesapeake and the Certificate of Designation for the Series A Junior Participating Preferred Stock of Chesapeake. Incorporated herein by reference to Exhibit 3.1 to Chesapeake's registration statement on Form S-3 (No. 333-96863) filed July 22, 2002. 4.6.1 Second Amendment dated June 4, 2002 with respect to Second Amended and Restated Credit Agreement, dated as of June 11, 2001, among Chesapeake Energy Corporation, Chesapeake Exploration Limited Partnership, as Borrower, Bear Stearns Corporate Lending Inc., as Syndication Agent, Union Bank of California, N.A., as Administrative Agent and Collateral Agent, and other lenders party thereto. 12.1 Computation of Ratios of Earnings to Combined Fixed Charges and Preferred Stock Dividends.
39

EXHIBIT 4.6.1 SECOND AMENDMENT TO SECOND AMENDED AND RESTATED CREDIT AGREEMENT THIS SECOND AMENDMENT TO SECOND AMENDED AND RESTATED CREDIT AGREEMENT (herein called this "Amendment") made as of June 4, 2002 by and among Chesapeake Exploration Limited Partnership, an Oklahoma limited partnership ("Borrower"), Chesapeake Energy Corporation, an Oklahoma corporation ("Company"), Bear Stearns Corporate Lending Inc., as syndication agent ("Syndication Agent"), Union Bank of California, N.A., as administrative agent and collateral agent ("Administrative Agent"), and the several banks and other financial institutions or entities parties hereto ("Lenders"). WITNESSETH: WHEREAS, Borrower, Company, Syndication Agent, Administrative Agent and Lenders entered into that certain Second Amended and Restated Credit Agreement dated as of June 11, 2001 (as amended, supplemented, or restated to the date hereof, the "Original Agreement"), for the purpose and consideration therein expressed, whereby Lenders became obligated to make loans to Borrower as therein provided; and WHEREAS, Borrower, Company, Syndication Agent, Administrative Agent and Lenders desire to amend the Original Agreement as set forth herein; NOW, THEREFORE, in consideration of the premises and the mutual covenants and agreements contained herein and in the Original Agreement, in consideration of the loans which may hereafter be made by Lenders to Borrower, and for other good and valuable consideration, the receipt and sufficiency of which are hereby acknowledged, the parties hereto do hereby agree as follows: ARTICLE I. Definitions and References Section 1.1. Terms Defined in the Original Agreement. Unless the context otherwise requires or unless otherwise expressly defined herein, the terms defined in the Original Agreement shall have the same meanings whenever used in this Amendment.

Section 1.2. Other Defined Terms. Unless the context otherwise requires, the following terms when used in this Amendment shall have the meanings assigned to them in this Section 1.2. "Amendment" means this Second Amendment to Second Amended and Restated Credit Agreement. "Credit Agreement" means the Original Agreement as amended hereby. ARTICLE II. Amendments and Waivers Section 2.1. Defined Terms. Section 1.1 of the Original Agreement is hereby amended to add the following definitions of Pari Passu Lender Hedging Obligations and Lender Hedging Obligations: "'Pari Passu Lender Hedging Obligations' means any Lender Hedging Obligations up to a maximum aggregate amount of $30,000,000 to the extent arising under a Hedge Agreement that explicitly states that such obligations are intended to be Pari Passu Lender Hedging Obligations under this Agreement." "'Lender Hedging Obligations' means all obligations arising from time to time under Hedge Agreements entered into from time to time between the Company or the Borrower and a Lender or an affiliate of a Lender which are within the definition of secured indebtedness under the Mortgage." Section 2.2. Pro Rata Treatment and Payments. Paragraph (f) of Section 3.8 of the Original Agreement is amended in its entirety to read as follows: "(f) Notwithstanding anything in this Section 3.8 or in any of the Loan Documents to the contrary, in the event that the Revolving Loans shall have become due and payable, and the Revolving Commitments shall have been terminated, pursuant to Section 8, any amounts received by the Administrative Agent from the Loan Parties or their Subsidiaries or from the Collateral in respect of the Borrower's Obligations shall be applied in the following order of priority: (i) First, to reimburse the Administrative Agent for its fees, costs and expenses pursuant to the Loan Documents; 2

(ii) Second, to pay unpaid interest accrued on the Revolving Loans; (iii) Third, (A) to pay all other outstanding Obligations (whether or not contingent) under, out of, or in connection with any of the Loan Documents or Letters of Credit, including the outstanding principal of the Revolving Loans and, after the payment of the outstanding principal of the Revolving Loans, to cash collateralize outstanding Letters of Credit (as contemplated pursuant to Section 8) and (B) to pay Pari Passu Lender Hedging Obligations (applied ratable to (A) and to (B) based upon the total outstanding Obligations under (A) and the lesser of the total outstanding Pari Passu Lender Hedging Obligations under (B) or $30,000,000); and (iv) Fourth, once all of the foregoing Obligations (whether or not contingent) and Pari Passu Lender Hedging Obligations have been indefeasibly paid in full and all Letters of Credit have been terminated or cash collateralized (as contemplated pursuant to Section 8), to the Borrower. Agent shall have no responsibility to determine the existence or amount of Pari Passu Lender Hedging Obligations or other Lender Hedging Obligations and may reserve from the application of amounts under this paragraph (f) amounts distributable in respect of Pari Passu Lender Hedging Obligations until it has received evidence satisfactory to it of the existence and amount of such Pari Passu Lender Hedging Obligations." Section 2.3. Investments. Paragraph (i) of Section 7.7 of the Original Agreement is hereby amended by deleting from the proviso "$50,000,000" and inserting in place thereof "$100,000,000." Section 2.4. Releases of Guarantees and Liens; Designation of Subsidiaries. Section 10.14 of the Original Agreement is hereby amended by amending paragraph (a) in its entirety to read as follows and adding the following paragraph (c): "(a) Notwithstanding anything to the contrary contained herein or in any other Loan Document, the Administrative Agent is hereby irrevocably authorized by each Lender (without requirement of notice to or consent of any Lender except as expressly required by Section 10.1) to take any action requested by the Borrower having the effect of releasing any Collateral or guarantee obligations (i) to the extent necessary to permit consummation of any transaction not prohibited by any Loan Document or that has been consented to in accordance with Section 10.1 3

(ii) to release Collateral to the extent provided in paragraph (c) of this Section 10.14, or (iii) at such time as the Revolving Loans, the Reimbursement Obligations and the other obligations under the Loan Documents (other than obligations under or in respect of Hedge Agreements) shall have been paid in full, the Revolving Commitments have been terminated and no Letters of Credit shall be outstanding, the Collateral shall be released from the Liens created by the Security Documents, and the Security Documents and all obligations (other than those expressly stated to survive such termination) of the Administrative Agent and each Loan Party under the Security Documents shall terminate, all without delivery of any instrument or performance of any act by any Person." * * * "(c) The Administrative Agent may release a portion of the Collateral from time to time without notice to or consent of any Lender so long as no Default or Event of Default has occurred and is continuing, no Borrowing Base Deficiency shall exist and the aggregate value of the Collateral released between Determination Dates pursuant to this paragraph (c) does not exceed $500,000, such value based upon the valuation of such Collateral at the time of the most recent Determination Date. The Administrative Agent shall release Collateral pursuant to this paragraph (c) only upon, and shall be protected in relying upon, a certificate of Borrower to the effect that the conditions of the preceding sentence exist with respect to the requested release of Collateral." Section 2.5. Partial Release of Collateral. Borrower and Majority Lenders hereby agree that Administrative Agent may release from the Liens under the Loan Documents the properties listed on Schedule I hereto. Section 2.6. Redetermination of the Borrowing Base and Collateral Value. Borrower, Administrative Agent and Majority Lenders hereby agree that, after giving effect to the partial release of Collateral described in Section 2.5, from the date hereof: (a) until the next date hereafter as of which the Borrowing Base is redetermined, the Borrowing Base shall be $225,000,000; and (b) until the next date hereafter as of which the Collateral Value is redetermined, the Collateral Value shall be $450,466,200. 4

ARTICLE III. Conditions of Effectiveness Section 3.1. Effective Date. This Amendment shall become effective as of the date first above written when and only when: (a) Administrative Agent shall have received, at Administrative Agent's office, duly executed and delivered and in form and substance satisfactory to Administrative Agent, all of the following: (i) this Amendment; (ii) an "Omnibus Certificate" of the Secretary and of the Chairman of the Board or President of the general partner of Borrower, which shall contain the names and signatures of the officers of the general partner of Borrower authorized to execute Loan Documents and which shall certify to the truth, correctness and completeness of the following exhibits attached thereto: (1) a copy of resolutions attached thereto duly adopted by the Board of Directors of the general partner of Borrower and in full force and effect at the time this Amendment is entered into, authorizing the execution of this Amendment and the other Loan Documents delivered or to be delivered in connection herewith and the consummation of the transactions contemplated herein and therein, (2) a copy of the charter documents of Borrower and of the general partner of Borrower and all amendments thereto, certified by the appropriate official of the Borrower's state and general partner's state of organization, and (3) a copy of any bylaws of the general partner of Borrower previously delivered to Agent and Lenders in connection with the Original Agreement (which may, with respect to any such charter documents or bylaws, reference documents previously delivered in connection with the Original Agreement); (iii) a "Compliance Certificate" of the Chairman of the Board or President and of the chief financial officer of the Company, which shall contain (1) a certification by such officers as to the satisfaction of the conditions set out in subsections (a), (b), and (c) of Section 5.2 of the Original Agreement and (2) the calculations required to determine the Senior Debt Limit (along with the supporting documentation described in Section 5.2(c) of the Original Agreement); (iv) documents similar to those specified in subsection (ii) of this Section with respect to each Subsidiary Guarantor (which may, with respect to charter documents or bylaws, reference documents previously delivered in connection with the Original Agreement); and 5

(v) such other supporting documents as Administrative Agent may reasonably request. (b) Borrower shall have paid, in connection with such Loan Documents, all recording, handling, amendment and other fees required to be paid to Administrative Agent pursuant to any Loan Documents. (c) Borrower shall have paid, in connection with such Loan Documents, all other fees and reimbursements to be paid to Administrative Agent pursuant to any Loan Documents, or otherwise due Administrative Agent and including fees and disbursements of Administrative Agent's attorneys. ARTICLE IV. Representations and Warranties Section 4.1. Representations and Warranties of Borrower. In order to induce each Lender to enter into this Amendment, Borrower represents and warrants to each Lender that: (a) The representations and warranties contained in Section 4 of the Original Agreement are true and correct at and as of the time of the effectiveness hereof, except to the extent that the facts on which such representations and warranties are based have been changed by the extension of credit under the Credit Agreement. (b) The Company and Borrower are duly authorized to execute and deliver this Amendment and are and will continue to be duly authorized to borrow monies and to perform their respective obligations under the Credit Agreement. The Company and Borrower have duly taken all corporate or partnership action necessary to authorize the execution and delivery of this Amendment and to authorize the performance of the obligations of the Company and Borrower hereunder. (c) The execution and delivery by the Company and Borrower of this Amendment, the performance by the Company and Borrower of its obligations hereunder and the consummation of the transactions contemplated hereby do not and will not conflict with any provision of law, statute, rule or regulation or of the certificate of incorporation, bylaws, or agreement of limited partnership of the Company or Borrower (as applicable), or of any material agreement, judgment, license, order or permit applicable to or binding upon the Company or Borrower, or result in the creation of any lien, charge or encumbrance upon any assets or properties of the Company or Borrower. Except for those which have been obtained, no 6

consent, approval, authorization or order of any court or governmental authority or third party is required in connection with the execution and delivery by the Company and Borrower of this Amendment or to consummate the transactions contemplated hereby. (d) When duly executed and delivered, each of this Amendment and the Credit Agreement will be a legal and binding obligation of the Company and Borrower, enforceable in accordance with its terms, except as limited by bankruptcy, insolvency or similar laws of general application relating to the enforcement of creditors' rights and by equitable principles of general application. (e) The audited annual consolidated financial statements of the Company dated as of December 31, 2001 and the unaudited quarterly consolidated financial statements of the Company dated as of March 31, 2002 fairly present the consolidated financial position at such dates and the consolidated statement of operations and the changes in consolidated financial position for the periods ending on such dates for the Company. Copies of such financial statements have heretofore been delivered to each Lender. Since such dates no material adverse change has occurred in the financial condition or businesses or in the consolidated financial condition or businesses of the Company. ARTICLE V. Miscellaneous Section 5.1. Ratification of Agreements. The Original Agreement as hereby amended is hereby ratified and confirmed in all respects. Any reference to the Credit Agreement in any Loan Document shall be deemed to be a reference to the Original Agreement as hereby amended. The execution, delivery and effectiveness of this Amendment shall not, except as expressly provided herein, operate as a waiver of any right, power or remedy of Lenders under the Credit Agreement, the Notes, or any other Loan Document nor constitute a waiver of any provision of the Credit Agreement, the Notes or any other Loan Document. Section 5.2. Survival of Agreements. All representations, warranties, covenants and agreements of Borrower herein shall survive the execution and delivery of this Amendment and the performance hereof, including without limitation the making or granting of the Loans, and shall further survive until all of the Obligations are paid in full. All statements and agreements contained in any certificate or instrument delivered by the Company, Borrower or any Subsidiary Guarantor hereunder or under the Credit Agreement to any Lender shall be deemed to constitute 7

representations and warranties by, and/or agreements and covenants of, such Loan Party under this Amendment and under the Credit Agreement. Section 5.3. Loan Documents. This Amendment is a Loan Document, and all provisions in the Credit Agreement pertaining to Loan Documents apply hereto. Section 5.4. Governing Law. This Amendment shall be governed by and construed in accordance the laws of the State of New York and any applicable laws of the United States of America in all respects, including construction, validity and performance. Section 5.5. Counterparts; Fax. This Amendment may be separately executed in counterparts and by the different parties hereto in separate counterparts, each of which when so executed shall be deemed to constitute one and the same Amendment. This Amendment may be validly executed by facsimile or other electronic transmission. THIS AMENDMENT AND THE OTHER LOAN DOCUMENTS REPRESENT THE FINAL AGREEMENT BETWEEN THE PARTIES AND MAY NOT BE CONTRADICTED BY EVIDENCE OF PRIOR, CONTEMPORANEOUS, OR SUBSEQUENT ORAL AGREEMENTS OF THE PARTIES. THERE ARE NO UNWRITTEN ORAL AGREEMENTS OF THE PARTIES. [THE REMAINDER OF THIS PAGE HAS BEEN INTENTIONALLY LEFT BLANK.] 8

IN WITNESS WHEREOF, this Amendment is executed as of the date first above written. CHESAPEAKE EXPLORATION LIMITED PARTNERSHIP By: Chesapeake Operating, Inc., its general partner By: /s/ MARTHA A. BURGER --------------------------------- Name: Martha A. Burger Title: Treasurer CHESAPEAKE ENERGY CORPORATION By: /s/ MARTHA A. BURGER --------------------------------- Name: Martha A. Burger Title: Treasurer & Sr. Vice President Human Resources 9

UNION BANK OF CALIFORNIA, N.A. Administrative Agent, Collateral Agent, Issuing Lender and Lender By: /s/ RANDALL OSTERBERG ------------------------------- Name: Randall Osterberg Title: Senior Vice President By: /s/ SEAN MURPHY -------------------------------- Name: Sean Murphy Title: Assistant Vice President 10

BANK OF OKLAHOMA, N.A. By: /s/ JOHN N. HUFF --------------------------------- Name: John N. Huff Title: Vice President BANK OF SCOTLAND By: /s/ JOSEPH FRATUS ----------------------------------- Name: Joseph Fratus Title: Vice President BEAR STEARNS CORPORATE LENDING INC. By: /s/ VICTOR BULZACCHELLI --------------------------------- Name: Victor Bulzacchelli Title: Authorized Agent BNP PARIBAS By: /s/ DAVID DODD /s/ POLLY SCHOTT --------------------------------- Name: David Dodd Polly Schott Title: Director Vice President COMERICA BANK - TEXAS By: --------------------------------- Name: Title: COMPASS BANK By: /s/ KATHLEEN J. BOWEN --------------------------------- Name: Kathleen J. Bowen Title: Vice President 11

CREDIT AGRICOLE INDOSUEZ By: --------------------------------- Name: Title: NATEXIS BANQUES POPULAIRES By: /s/ DONOVAN C. BROUSSARD --------------------------------- Name: Donovan c. Broussard Title: Vice President /s/ LOUIS P. LAVILLE, III ------------------------------------- Louis P. Laville, III Vice President and Group Manager PNC BANK, NATIONAL ASSOCIATION By: /s/ DOUG CLARK --------------------------------- Name: Doug Clark Title: Vice President RZB FINANCE LLC By: /s/ FRANK J. YAUTZ --------------------------------- Name: Frank J. Yautz Title: First Vice President By: /s/ PEARL GEFFERS --------------------------------- Name: Pearl Geffers Title: First Vice President SUMITOMO MITSUI BANKING CORPORATION By: --------------------------------- Name: Title: 12

TORONTO DOMINION (TEXAS), INC. By: /s/ DEBBIE A. GREENE --------------------------------- Name: Debbie A. Greene Title: Vice President U.S. BANK NATIONAL ASSOCIATION By: --------------------------------- Name: Title: WASHINGTON MUTUAL BANK, FA By: /s/ MARK ISENSEE --------------------------------- Name: Mark Isensee Title: Vice President CREDIT LYONNAIS NEW YORK BRANCH By: /s/ BERNARD WEYMULLER --------------------------------- Name: Bernard Weymuller Title: Senior Vice President 13

Second Amendment CONSENT AND AGREEMENT By its execution below, each Guarantor hereby (i) consents to the provisions of this Amendment and the transactions contemplated herein, (ii) ratifies and confirms the Guarantee Agreement dated as of June 11, 2001 made by it for the benefit of Administrative Agent and Lenders and the other Loan Documents executed pursuant to the Credit Agreement (Carmen Acquisition Corp. and Sap Acquisition Corp. having become parties thereto by execution and delivery of that certain Assumption Agreement of even date herewith), (iii) agrees that all of its respective obligations and covenants thereunder shall remain unimpaired by the execution and delivery of this Amendment and the other documents and instruments executed in connection herewith, and (iv) agrees that the Guarantee Agreement and such other Loan Documents shall remain in full force and effect. CHESAPEAKE ENERGY CORPORATION By: /s/ MARTHA A. BURGER --------------------------------- Name: Martha A. Burger Title: Treasurer & Sr. Vice President Human Resources THE AMES COMPANY, INC. By: /s/ MARTHA A. BURGER --------------------------------- Name: Martha A. Burger Title: Treasurer CHESAPEAKE ACQUISITION CORPORATION By: /s/ MARTHA A. BURGER --------------------------------- Name: Martha A. Burger Title: Treasurer CHESAPEAKE ENERGY LOUISIANA CORPORATION By: /s/ MARTHA A. BURGER --------------------------------- Name: Martha A. Burger Title: Treasurer 1

CHESAPEAKE OPERATING, INC. By: /s/ MARTHA A. BURGER --------------------------------- Name: Martha A. Burger Title: Treasurer & Sr. Vice President Human Resources CHESAPEAKE PANHANDLE LIMITED PARTNERSHIP By: CHESAPEAKE OPERATING, INC., its General Partner By: /s/ MARTHA A. BURGER --------------------------------- Name: Martha A. Burger Title: Treasurer & Sr. Vice President Human Resources CHESAPEAKE ROYALTY COMPANY By: /s/ MARTHA A. BURGER --------------------------------- Name: Martha A. Burger Title: Treasurer CHESAPEAKE-STAGHORN ACQUISITION L .P. By: CHESAPEAKE OPERATING, INC., its General Partner By: /s/ MARTHA A. BURGER --------------------------------- Name: Martha A. Burger Title: Treasurer & Sr. Vice President Human Resources CHESAPEAKE LOUISIANA, L.P. By: CHESAPEAKE OPERATING, INC., its General Partner By: /s/ MARTHA A. BURGER --------------------------------- Name: Martha A. Burger Title: Treasurer & Sr. Vice President Human Resources 2

GOTHIC ENERGY CORPORATION By: /s/ MARTHA A. BURGER --------------------------------- Name: Martha A. Burger Title: Treasurer GOTHIC PRODUCTION CORPORATION By: /s/ MARTHA A. BURGER --------------------------------- Name: Martha A. Burger Title: Treasurer NOMAC DRILLING CORPORATION By: /s/ MARTHA A. BURGER --------------------------------- Name: Martha A. Burger Title: Treasurer CARMEN ACQUISITION CORP. By: /s/ MARTHA A. BURGER --------------------------------- Name: Martha A. Burger Title: Treasurer SAP ACQUISITION CORP. By: /s/ MARTHA A. BURGER --------------------------------- Name: Martha A. Burger Title: Treasurer CHESAPEAKE MOUNTAIN FRONT CORP. By: /s/ MARTHA A. BURGER --------------------------------- Name: Martha A. Burger Title: Treasurer 3

EXHIBIT 12.1 CHESAPEAKE ENERGY CORPORATION RATIOS OF EARNINGS TO COMBINED FIXED CHARGES AND PREFERRED DIVIDENDS (DOLLARS IN 000's) Six Six Year Months Year Year Year Year Months Ended Ended Ended Ended Ended Ended Ended June 30, Dec. 31, Dec. 31, Dec. 31, Dec. 31, Dec. 31, June 30, 1997 1997 1998 1999 2000 2001 2002 ------------------------------------------------------------------------------------ Income before income taxes and extraordinary item $(180,330) $ (31,574) $(920,520) $ 35,030 $ 196,162 $ 438,365 $ (4,257) Interest 18,550 17,448 68,249 81,052 86,256 98,321 51,650 Amortization of capitalized interest 8,772 4,386 12,240 1,047 1,226 1,784 853 Bond discount amortization (a) -- -- -- -- -- -- -- Loan cost amortization 1,455 794 2,516 3,338 3,669 4,022 2,389 ------------------------------------------------------------------------------------ Earnings $(151,553) $ (8,946) $(837,515) $ 120,467 $ 287,313 $ 542,492 $ 50,635 ==================================================================================== Interest expense $ 18,550 $ 17,448 $ 68,249 $ 81,052 $ 86,256 $ 98,321 $ 51,650 Capitalized interest 12,935 5,087 6,470 3,356 2,452 4,719 2,264 Bond discount amortization (a) -- -- -- -- -- -- -- Loan cost amortization 1,455 794 2,516 3,338 3,669 4,022 2,389 ------------------------------------------------------------------------------------ Fixed Charges $ 32,940 $ 23,329 $ 77,235 $ 87,746 $ 92,377 $ 107,062 $ 56,303 ==================================================================================== Preferred Stock Dividends Preferred Dividend Requirements $ -- $ -- $ 12,077 $ 16,711 $ 8,484 $ 2,050 $ 5,062 Ratio of income before provision for taxes to Net Income (b) -- -- N/A 1.05 N/A 1.66 N/A ------------------------------------------------------------------------------------ Subtotal - Preferred Dividends $ -- $ -- $ 12,077 $ 17,597 $ 8,484 $ 3,411 $ 5,062 Combined Fixed Charges and Preferred Dividends $ 32,940 $ 23,329 $ 89,312 $ 105,343 $ 100,861 $ 110,473 $ 61,365 Ratio of Earnings to Fixed Charges -- -- -- 1.4x 3.1x 5.1x -- Insufficient coverage $ 184,493 $ 32,275 $ 914,750 -- -- -- $ 5,668 Ratio of Earnings to Combined Fixed Charges and Preferred Dividends -- -- -- 1.1x 2.8x 4.9x -- Insufficient coverage $ 184,493 $ 32,275 $ 926,827 -- -- -- $ 10,730 (a) Bond discount excluded since it is included in interest expense. (b) Represents income (loss) before income taxes and extraordinary item divided by income (loss) before extraordinary item, which adjusts dividends on preferred stock to a pre-tax basis. Page 1