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Price Risk Management Assets And Liabilities (Tables)
 3 Months Ended
Mar. 31, 2014
Schedule of Other Derivatives Not Designated as Hedging Instruments, Statements of Financial Performance and Financial Position, Location [Table Text Block]
 
Location of Gain/(Loss)
Recognized in Income
on Derivatives
 
Amount of Gain/(Loss) Recognized in Income on Derivatives
 
 
 
Three Months Ended March 31,
 
 
 
2014
 
2013
Derivatives not designated as hedging instruments:
 
 
 
 
Commodity derivatives — Trading
Cost of products sold
 
$
7

 
$
(4
)
Commodity derivatives — Non-Trading
Cost of products sold
 
(6
)
 
(21
)
Commodity derivatives — Non-Trading
Deferred gas purchases
 
—

 
(5
)
Interest rate derivatives
Gains (losses) on interest rate derivatives
 
(2
)
 
6

Embedded derivatives
Other income
 
(1
)
 
(14
)
Total
 
 
$
(2
)
 
$
(38
)
Interest Rate Swaps Outstanding
The following table summarizes our interest rate swaps outstanding none of which were designated as hedges for accounting purposes:
 
 
 
 
 
 
Notional Amount
Outstanding
Entity
 
Term
 
Type(1)
 
March 31,
2014
 
December 31, 2013
ETP
 
July 2014(2)
 
Forward-starting to pay a fixed rate of 4.25% and receive a floating rate
 
$
400

 
$
400

ETP
 
July 2015(2)
 
Forward-starting to pay a fixed rate of 3.38% and receive a floating rate
 
200

 
—

ETP
 
July 2016(3)
 
Forward-starting to pay a fixed rate of 3.80% and receive a floating rate
 
200

 
—

ETP
 
July 2017(4)
 
Forward-starting to pay a fixed rate of 4.18% and receive a floating rate
 
200

 
—

ETP
 
July 2018
 
Pay a floating rate plus a spread of 4.17% and receive a fixed rate of 6.70%
 
—

 
600

ETP
 
June 2021
 
Pay a floating rate plus a spread of 2.17% and receive a fixed rate of 4.65%
 
—

 
400

ETP
 
February 2023
 
Pay a floating rate plus a spread of 1.73% and receive a fixed rate of 3.60%
 
200

 
400

Panhandle
 
November 2021
 
Pay a fixed rate of 3.80% and receive a floating rate
 
275

 
275

(1) 
Floating rates are based on 3-month LIBOR.
(2) 
Represents the effective date. These forward starting swaps have a term of 10 years with a mandatory termination date the same as the effective date.
(3) 
Represents the effective date. These forward-starting swaps have terms of 10 and 30 years with a mandatory termination date the same as the effective date.
(4) 
Represents the effective date. These forward-starting swaps have a term of 30 years with a mandatory termination date the same as the effective date.
Fair Value Of Derivative Instruments
The following table provides a summary of our derivative assets and liabilities:
 
Fair Value of Derivative Instruments
 
Asset Derivatives
 
Liability Derivatives
 
March 31, 2014
 
December 31, 2013
 
March 31, 2014
 
December 31, 2013
Derivatives designated as hedging instruments:
 
 
 
 
 
 
 
Commodity derivatives (margin deposits)
$
1

 
$
3

 
$
(12
)
 
$
(18
)
 
1

 
3

 
(12
)
 
(18
)
Derivatives not designated as hedging instruments:
 
 
 
 
 
 
 
Commodity derivatives (margin deposits)
$
128

 
$
227

 
$
(139
)
 
$
(209
)
Commodity derivatives
60

 
43

 
(64
)
 
(48
)
Interest rate derivatives
4

 
47

 
(96
)
 
(95
)
Embedded derivatives in Regency Preferred Units
—

 
—

 
(20
)
 
(19
)
 
192

 
317

 
(319
)
 
(371
)
Total derivatives
$
193

 
$
320

 
$
(331
)
 
$
(389
)
Derivatives, Offsetting Fair Value Amounts [Table Text Block]
The following table presents the fair value of our recognized derivative assets and liabilities on a gross basis and amounts offset on the consolidated balance sheets that are subject to enforceable master netting arrangements or similar arrangements:
 
 
 
 
Asset Derivatives
 
Liability Derivatives
 
 
Balance Sheet Location
 
March 31, 2014
 
December 31, 2013
 
March 31, 2014
 
December 31, 2013
Derivatives in offsetting agreements:
 
 
 
 
 
 
 
 
OTC contracts
 
Price risk management asset (liability)
 
$
60

 
$
42

 
$
(56
)
 
$
(38
)
Broker cleared derivative contracts
 
Other current assets (liabilities)
 
188

 
264

 
(254
)
 
(318
)
 
 
 
 
248

 
306

 
(310
)
 
(356
)
Offsetting agreements:
 
 
 
 
 
 
 
 
Counterparty netting
 
Price risk management asset (liability)
 
(52
)
 
(36
)
 
52

 
36

Payments on margin deposit
 
Other current assets (liabilities)
 
(10
)
 
(1
)
 
54

 
55

 
 
 
 
(62
)
 
(37
)
 
106

 
91

Net derivatives with offsetting agreements
 
186

 
269

 
(204
)
 
(265
)
Derivatives without offsetting agreements
 
7

 
51

 
(127
)
 
(124
)
Total derivatives
 
$
193

 
$
320

 
$
(331
)
 
$
(389
)
Partnership's Derivative Assets And Liabilities Recognized OCI On Derivatives
The following tables summarize the amounts recognized with respect to our derivative financial instruments:
 
Change in Value Recognized in OCI on Derivatives
(Effective Portion)
 
Three Months Ended March 31,
 
2014
 
2013
Derivatives in cash flow hedging relationships:
 
 
 
Commodity derivatives
$
(4
)
 
$
2

Total
$
(4
)
 
$
2
Schedule of Cash Flow Hedges Included in Accumulated Other Comprehensive Income (Loss) [Table Text Block]
 
Location of Gain/(Loss)
Reclassified from
AOCI into Income
(Effective Portion)
 
Amount of Gain/(Loss)
Reclassified from AOCI into Income
(Effective Portion)
 
 
 
Three Months Ended March 31,
 
 
 
2014
 
2013
Derivatives in cash flow hedging relationships:
 
 
 
 
Commodity derivatives
Cost of products sold
 
$
(4
)
 
$
1

Total
 
 
$
(4
)
 
$
1
Schedule of Cash Flow Hedging Instruments, Statements of Financial Performance and Financial Position, Location [Table Text Block]
 
Location of Gain/(Loss)
Recognized in Income
on Derivatives
 
Amount of Gain/(Loss) Recognized in Income Representing Hedge Ineffectiveness and Amount Excluded from the Assessment of Effectiveness
 
 
 
Three Months Ended March 31,
 
 
 
2014
 
2013
Derivatives in fair value hedging relationships (including hedged item):
 
 
 
Commodity derivatives
Cost of products sold
 
$
(6
)
 
$
5

Total
 
 
$
(6
)
 
$
5
ETP [Member]
  
Outstanding Commodity-Related Derivatives
The following table details ETP’s outstanding commodity-related derivatives:
 
March 31, 2014
 
December 31, 2013
 
Notional
Volume
 
Maturity
 
Notional
Volume
 
Maturity
Mark-to-Market Derivatives
 
 
 
 
 
 
 
(Trading)
 
 
 
 
 
 
 
Natural Gas (MMBtu):
 
 
 
 
 
 
 
Fixed Swaps/Futures
10,475,000

 
2014-2019
 
9,457,500

 
2014-2019
Basis Swaps IFERC/NYMEX (1)
(14,502,500
)
 
2014-2015
 
(487,500
)
 
2014-2017
Swing Swaps
—

 
—
 
1,937,500

 
2014-2016
Power (Megawatt):
 
 
 
 
 
 
 
Forwards
527,550

 
2014
 
351,050

 
2014
Futures
(1,161,949
)
 
2014
 
(772,476
)
 
2014
Options — Puts
(160,000
)
 
2014
 
(52,800
)
 
2014
Options — Calls
104,800

 
2014
 
103,200

 
2014
Crude (Bbls) — Futures
343,000

 
2014
 
103,000

 
2014
(Non-Trading)
 
 
 
 
 
 
 
Natural Gas (MMBtu):
 
 
 
 
 
 
 
Basis Swaps IFERC/NYMEX
3,520,000

 
2014
 
570,000

 
2014
Swing Swaps IFERC
32,690,000

 
2014
 
(9,690,000
)
 
2014-2016
Fixed Swaps/Futures
(1,402,500
)
 
2014-2015
 
(8,195,000
)
 
2014-2015
Forward Physical Contracts
(5,483,135
)
 
2014-2015
 
5,668,559

 
2014-2015
Natural Gas Liquid (Bbls) — Forwards/Swaps
(904,000
)
 
2014
 
(1,133,600
)
 
2014
Refined Products (Bbls) — Futures
(123,000
)
 
2014
 
(280,000
)
 
2014
Fair Value Hedging Derivatives
 
 
 
 
 
 
 
(Non-Trading)
 
 
 
 
 
 
 
Natural Gas (MMBtu):
 
 
 
 
 
 
 
Basis Swaps IFERC/NYMEX
—

 
—
 
(7,352,500
)
 
2014
Fixed Swaps/Futures
(4,500,000
)
 
2014
 
(50,530,000
)
 
2014
Hedged Item — Inventory
4,500,000

 
2014
 
50,530,000

 
2014
Cash Flow Hedging Derivatives
 
 
 
 
 
 
 
(Non-Trading)
 
 
 
 
 
 
 
Natural Gas (MMBtu):
 
 
 
 
 
 
 
Basis Swaps IFERC/NYMEX
(1,375,000
)
 
2014
 
(1,825,000
)
 
2014
Fixed Swaps/Futures
(9,625,000
)
 
2014
 
(12,775,000
)
 
2014
Natural Gas Liquid (Bbls) — Forwards/Swaps
(765,000
)
 
2014
 
(780,000
)
 
2014
Crude (Bbls) — Futures
—

 
—
 
(30,000
)
 
2014


(1) 
Includes aggregate amounts for open positions related to Houston Ship Channel, Waha Hub, NGPL TexOk, West Louisiana Zone and Henry Hub locations
Regency [Member]
  
Outstanding Commodity-Related Derivatives
The following table details Regency’s outstanding commodity-related derivatives:
 
March 31, 2014
 
December 31, 2013
 
Notional
Volume
 
Maturity
 
Notional
Volume
 
Maturity
Mark-to-Market Derivatives
 
 
 
 
 
 
 
(Non-Trading)
 
 
 
 
 
 
 
Natural Gas (MMBtu) — Fixed Swaps/Futures
(23,425,000
)
 
2014-2015
 
(24,455,000
)
 
2014-2015
Propane (Gallons) — Forwards/Swaps
(40,782,000
)
 
2014-2015
 
(52,122,000
)
 
2014-2015
NGLs (Barrels) — Forwards/Swaps
(330,000
)
 
2014
 
(438,000
)
 
2014
WTI Crude Oil (Barrels) — Forwards/Swaps
(392,000
)
 
2014
 
(521,000
)
 
2014