Derivative instruments designated as cash flow hedging instruments

Name:	agl_CashFlowHedgesDerivativeInstruments
Namespace Prefix:	agl
Data Type:	num:volumeItemType
Balance Type:	na
Period Type:	instant

Name:	agl_DerivativeHedgeDesignationAbstract
Namespace Prefix:	agl
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

A contract entered to sell or purchase natural gas contracts to reduce risk.

Name:	agl_DerivativeHedgePositionAbstract
Namespace Prefix:	agl
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

Name:	agl_FootnotesForNaturalGasContractsAbstract
Namespace Prefix:	agl
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

A long position is a contract to purchase natural gas

A net long postion is when we have more long hedge positions than short positions in our derivatives.

Derivative instruments not designated as hedging instruments

Name:	agl_NotDesignatedHedgesDerivativeInstruments
Namespace Prefix:	agl
Data Type:	num:volumeItemType
Balance Type:	na
Period Type:	instant

The percentage of short and long contracts with duration of two years or less.

Name:	agl_PercentageHedgeContractsTwoYearsOrLess
Namespace Prefix:	agl
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	instant

The percentage of short and long contracts with duration of 3 to 6 years

Name:	agl_PercentageOfHedgeContractsThreeToSixYears
Namespace Prefix:	agl
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	instant

A short position is a contract to sell natural gas

Aggregate vlaue of all derivative instruments designated as Cash flow hedges, and Hedges not designated.