XML 65 R41.htm IDEA: XBRL DOCUMENT v2.4.1.9
Derivatives and Risk Management Activities (Details 2) (USD $)
In Millions, unless otherwise specified
Mar. 31, 2015
Dec. 31, 2014
Mar. 31, 2014
Dec. 31, 2013
Interest Rate Risk Hedging        
Net deferred gains/(losses) from interest rate risk hedging included in AOCI $ (843)us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax $ (467)us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax $ (233)us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax $ (97)us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax
Interest Rate Derivatives        
Interest Rate Risk Hedging        
Net deferred gains/(losses) from interest rate risk hedging included in AOCI (234)us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
     
10 forward starting interest rate swaps (30-year) | Cash flow hedge        
Interest Rate Risk Hedging        
Number of interest rate derivatives (in contracts) 10us-gaap_NumberOfInterestRateDerivativesHeld
/ us-gaap_DerivativeInstrumentRiskAxis
= pagp_TenForwardStartingThirtyYearInterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
     
Notional amount of derivatives 250invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= pagp_TenForwardStartingThirtyYearInterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
     
Rate of fixed interest to be received on interest rate swap (as a percent) 3.60%us-gaap_DerivativeAverageFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= pagp_TenForwardStartingThirtyYearInterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
     
8 forward starting interest rate swaps (30-year), one | Cash flow hedge        
Interest Rate Risk Hedging        
Number of interest rate derivatives (in contracts) 8us-gaap_NumberOfInterestRateDerivativesHeld
/ us-gaap_DerivativeInstrumentRiskAxis
= pagp_EightForwardStartingThirtyYearInterestRateSwapOneMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
     
Notional amount of derivatives 200invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= pagp_EightForwardStartingThirtyYearInterestRateSwapOneMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
     
Rate of fixed interest to be received on interest rate swap (as a percent) 3.06%us-gaap_DerivativeAverageFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= pagp_EightForwardStartingThirtyYearInterestRateSwapOneMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
     
8 forward starting interest rate swaps (30-year), two | Cash flow hedge        
Interest Rate Risk Hedging        
Number of interest rate derivatives (in contracts) 8us-gaap_NumberOfInterestRateDerivativesHeld
/ us-gaap_DerivativeInstrumentRiskAxis
= pagp_EightForwardStartingThirtyYearInterestRateSwapTwoMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
     
Notional amount of derivatives 200invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= pagp_EightForwardStartingThirtyYearInterestRateSwapTwoMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
     
Rate of fixed interest to be received on interest rate swap (as a percent) 3.14%us-gaap_DerivativeAverageFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= pagp_EightForwardStartingThirtyYearInterestRateSwapTwoMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
     
8 forward starting interest rate swaps (30-year), three | Cash flow hedge        
Interest Rate Risk Hedging        
Number of interest rate derivatives (in contracts) 8us-gaap_NumberOfInterestRateDerivativesHeld
/ us-gaap_DerivativeInstrumentRiskAxis
= pagp_EightForwardStartingThirtyYearInterestRateSwapThreeMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
     
Notional amount of derivatives 200invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= pagp_EightForwardStartingThirtyYearInterestRateSwapThreeMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
     
Rate of fixed interest to be received on interest rate swap (as a percent) 3.20%us-gaap_DerivativeAverageFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= pagp_EightForwardStartingThirtyYearInterestRateSwapThreeMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
     
8 forward starting interest rate swaps (30-year), four | Cash flow hedge        
Interest Rate Risk Hedging        
Number of interest rate derivatives (in contracts) 8us-gaap_NumberOfInterestRateDerivativesHeld
/ us-gaap_DerivativeInstrumentRiskAxis
= pagp_EightForwardStartingThirtyYearInterestRateSwapFourMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
     
Notional amount of derivatives $ 200invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= pagp_EightForwardStartingThirtyYearInterestRateSwapFourMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
     
Rate of fixed interest to be received on interest rate swap (as a percent) 2.83%us-gaap_DerivativeAverageFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= pagp_EightForwardStartingThirtyYearInterestRateSwapFourMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember