Risk Management (Tables)

12 Months Ended

Dec. 31, 2018

Risk Management - Notional Amounts and Terms of Companys Derivative Financial Instruments [Abstract]

Derivatives Not Designated as Hedging Instruments

The following table summarizes the impact to our consolidated statements of operations related to our commodity-based derivatives reflected in costs of products/services sold and operating revenues during the years ended December 31, 2018, 2017 and 2016 (in millions):

	December 31,
	2018		2017			2016
Gain (loss) reflected in costs of product/services sold	$	29.6	$	(31.2	)	$	(7.8	)
Product revenues	343.3		234.1			162.9

Notional Amounts And Terms Of Company's Derivative Financial Instruments

The notional amounts and terms of our derivative financial instruments include the following:

	December 31, 2018		December 31, 2017
	Fixed Price Payor	Fixed Price Receiver	Fixed Price Payor	Fixed Price Receiver
Propane, crude and heating oil (MMBbls)	27.8	30.1	15.3	17.5
Natural gas (MMcf)	1,800	1,800	780	660

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value

The following table represents the fair value of our commodity derivative instruments with credit-risk-related contingent features and their associated collateral (in millions):

	December 31,
	2018			2017
Aggregate fair value of derivative instruments with credit-risk-related    contingent features(1)	$	2.2		$	28.9
NYMEX-related net derivative asset (liability) position	(9.4		)	27.2
NYMEX-related cash collateral posted	21.7			5.6
Cash collateral received	14.2			3.7

(1) At December 31, 2018 and 2017. we posted less than less than $0.1 million of collateral associated with these derivatives.