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The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a gross liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.

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Derivative, Gross Liability with Cross Default Position, Aggregate Fair Value

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Derivative Instruments Gain (Loss) Reclassified To Regulatory Assets And Liabilities Net

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Number of the entity's most significant counterparties for wholesale, trading and non-trading commodity activities with credit exposure.

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Percentage of wholesale, trading and non-trading commodity credit exposure for the entity's most significant counterparties.

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Pre-tax gains (losses) reclassified into income during the period from regulatory assets and (liabilities)

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Wholesale, trading and non-trading commodity credit exposure for the entity's most significant counterparties.

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Amount of increase (decrease) in the fair value of derivatives recognized in the income statement.

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The effective portion of net gain (loss) reclassified from accumulated other comprehensive income into income on derivative instruments designated and qualifying as hedging instruments.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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- References

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Net fair value of all derivative instruments designated as fair value hedging instruments.

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Amount of unrealized gain (loss) arising from the change in fair value of price risk derivatives designated as cash flow hedging instruments recorded in accumulated other comprehensive income in the period, before taxes, to the extent that the cash flow hedge is determined to be effective.

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