Risk Management (Schedule of Derivative Instruments in Statement of Financial Position, Fair Value) (Details) - USD ($) $ in Millions	Mar. 31, 2022	Dec. 31, 2021
Derivative [Line Items]
Collateral posted for commodity derivative instruments	$ (6.8)	$ (11.4)
Commodity contract
Derivative [Line Items]
Collateral posted for commodity derivative instruments	(11.6)	(1.5)
Commodity contract with credit contingent features
Derivative [Line Items]
Aggregate fair value of commodity derivative instruments	71.6	57.9
Variation Margin-Related Net Derivative Asset Position
Derivative [Line Items]
Derivative Asset	87.7	104.8
Variation Margin-Related Cash Collateral Received
Derivative [Line Items]
NYMEX margin deposits	$ 68.7	$ 76.8

The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.

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Fair value, after the effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets not subject to a master netting arrangement and not elected to be offset.

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The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net 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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The amount of cash or securities placed with a broker or counterparty as security for a trading or derivatives securities position which was partially obtained with funds provided by the broker dealer.

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