Risk Management (Tables)

3 Months Ended

Mar. 31, 2020

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

Derivatives Not Designated as Hedging Instruments [Table Text Block]

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 three months ended March 31, 2020 and 2019 (in millions):

	Three Months Ended
	March 31,
	2020		2019
Product revenues	$	75.0	$	104.1
Gain (loss) reflected in costs of product/services sold	$	22.0	$	(2.9	)

Notional Amounts And Terms Of Company's Derivative Financial Instruments

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

	March 31, 2020		December 31, 2019
	Fixed Price Payor	Fixed Price Receiver	Fixed Price Payor	Fixed Price Receiver
Propane, ethane, butane, heating oil and crude oil (MMBbls)	43.1	45.4	33.5	36.6
Natural gas (Bcf)	6.5	10.7	3.7	8.7

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]

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

	March 31, 2020		December 31, 2019
Aggregate fair value of derivative instruments with credit-risk-related contingent features(1)	$	3.1	$	1.6
NYMEX-related net derivative liability position	$	32.1	$	28.8
NYMEX-related cash collateral posted	$	55.0	$	40.4
Cash collateral received, net	$	28.9	$	16.9

(1)

At March 31, 2020 and December 31, 2019, we posted less than $0.1 million of collateral associated with these derivatives.