Risk Management (Tables)

12 Months Ended

Dec. 31, 2019

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 operating revenues and costs of product/services sold during the years ended December 31, 2019, 2018 and 2017 (in millions):

	December 31,
	2019		2018		2017
Product revenues	$	252.3	$	343.3	$	234.1
Gain (loss) reflected in costs of product/services sold	$	19.5	$	29.6	$	(31.2	)

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, 2019		December 31, 2018
	Fixed Price Payor	Fixed Price Receiver	Fixed Price Payor	Fixed Price Receiver
Propane, ethane, butane, heating oil and crude oil (MMBbls)	33.5	36.6	27.8	30.1
Natural gas (Bcf)	3.7	8.7	1.8	1.8

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

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

	December 31,
	2019		2018
Aggregate fair value of derivative instruments with credit-risk-related    contingent features(1)	$	1.6	$	2.2
NYMEX-related net derivative liability position	$	28.8	$	9.4
NYMEX-related cash collateral posted	$	40.4	$	21.7
Cash collateral received, net	$	16.9	$	14.2

(1) At December 31, 2019 and 2018, we posted less than $0.1 million of collateral associated with these derivatives.