XML 19 R29.htm IDEA: XBRL DOCUMENT v2.4.0.6
Derivative Instruments (Details) (USD $)
9 Months Ended 3 Months Ended 9 Months Ended 3 Months Ended 9 Months Ended 3 Months Ended 9 Months Ended
Sep. 30, 2012
BillionsCubicFeet
Dec. 31, 2011
BillionsCubicFeet
Sep. 30, 2012
Interest rate derivatives
Dec. 31, 2011
Interest rate derivatives
Sep. 30, 2012
Commodity derivatives designated as cash flow hedges
Interest rate derivatives
Sep. 30, 2011
Commodity derivatives designated as cash flow hedges
Interest rate derivatives
Sep. 30, 2012
Commodity derivatives designated as cash flow hedges
Interest rate derivatives
Sep. 30, 2011
Commodity derivatives designated as cash flow hedges
Interest rate derivatives
Sep. 30, 2012
Commodity derivatives designated as cash flow hedges
Commodity contracts
Sep. 30, 2011
Commodity derivatives designated as cash flow hedges
Commodity contracts
Sep. 30, 2012
Commodity derivatives designated as cash flow hedges
Commodity contracts
Sep. 30, 2011
Commodity derivatives designated as cash flow hedges
Commodity contracts
Sep. 30, 2012
Commodity derivatives designated as fair value hedges
Commodity contracts
Sep. 30, 2011
Commodity derivatives designated as fair value hedges
Commodity contracts
Sep. 30, 2012
Commodity derivatives designated as fair value hedges
Commodity contracts
Sep. 30, 2011
Commodity derivatives designated as fair value hedges
Commodity contracts
Derivatives designated as hedging instruments                                
Amount of (loss) gain recognized in other comprehensive income (OCI) (effective portion), net of tax         $ (1,800,000) $ (4,674,000) $ (6,097,000) $ (4,674,000) $ (51,397,000) $ 69,204,000 $ 47,159,000 $ 106,657,000        
Amount of (loss) gain reclassified from accumulated OCI into operating revenues (effective portion), net of tax         (66,000) (29,000) (195,000) (87,000) 45,283,000 15,255,000 148,553,000 42,078,000        
Amount of gain (loss) recognized in operating revenues (ineffective portion)                 166,000 (352,000) (76,000) (613,000)        
Amount of (loss) gain recognized in operating revenues for fair value commodity contracts                         (3,051,000) 4,261,000 1,644,000 3,728,000
Fair value gain (loss) recognized in operating revenues for inventory designated as hedged item                         1,491,000 (3,781,000) (52,000) (2,088,000)
Derivatives not designated as hedging instruments:                                
Amount of (loss) gain recognized in operating revenues                 (632,000) 2,663,000 1,041,000 1,840,000        
Amount of gain (loss) recognized in income due to exclusion of the spot/forward differential from the assessment of effectiveness                         (1,100,000) 800,000 1,600,000 2,300,000
Amount of loss (gain) recognized in income due to changes in basis                         500,000 300,000 (100,000) 700,000
Natural Gas Hedging Instruments                                
Absolute quantities of derivative commodity instruments that have been designated and qualify as cash flow hedges (in Bcf) 361 349                            
Absolute quantities of the derivative commodity instruments that have been designated and qualify as fair value hedges (in Bcf) 9 9                            
Deferred losses recorded in accumulated other comprehensive income, net of tax     (13,500,000) (7,600,000)                        
Deferred net gains in accumulated other comprehensive income (loss), net of tax 130,700,000 232,100,000                            
Net unrealized gains on derivative commodity instruments 91,000,000                              
Margin deposits with brokers 600,000 100,000                            
Additional collateral limit for below investment grade derivative instruments, as a percentage of the derivative liability 100.00%                              
Aggregate fair value of derivative instruments with credit-risk related contingencies 8,700,000                              
Additional collateral for downgrade below investment grade $ 1,500,000