Risk Management (Tables)

6 Months Ended

Jun. 30, 2022

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

Schedule of Derivative Instruments

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

	June 30, 2022		December 31, 2021
Aggregate fair value liability of derivative instruments with credit-risk-related contingent features(1)	$	53.9	$	57.9
Broker-related net derivative asset position	$	67.4	$	104.8
Broker-related cash collateral received	$	45.6	$	76.8
Cash collateral (paid) received, net	$	(2.8)	$	11.4

(1)At June 30, 2022 and December 31, 2021, we posted $11.7 million and $1.5 million of collateral associated with these derivatives.

Summary of Commodity-Based Derivatives

The following table summarizes the impact to our consolidated statements of operations related to our commodity-based derivatives (in millions):

	Three Months Ended				Six Months Ended
	June 30,				June 30,
	2022		2021		2022		2021
Product revenues	$	108.8	$	52.7	$	311.0	$	167.5
Loss reflected in product costs	$	(3.7)	$	(33.3)	$	(51.3)	$	(41.4)

Notional Amounts And Terms Of Company's Derivative Financial Instruments

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

	June 30, 2022		December 31, 2021
	Fixed Price Payor	Fixed Price Receiver	Fixed Price Payor	Fixed Price Receiver
Propane, ethane, butane, heating oil and crude oil (MMBbls)	60.3	62.8	71.6	75.8
Natural gas (Bcf)	42.4	48.6	31.9	43.4