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Financial Instruments (Narrative) (Details)
$ in Thousands
3 Months Ended
Dec. 31, 2021
USD ($)
counterparty
MMcf
bbl
Sep. 30, 2021
USD ($)
[1]
Dec. 31, 2020
USD ($)
Sep. 30, 2020
USD ($)
Derivative Instruments, Gain (Loss) [Line Items]        
Foreign Currency Forward Contract Hedge Duration 9 years      
Net hedging gains (losses) in accumulated other comprehensive loss $ (290,700)      
After tax net hedging gains (losses) in accumulated other comprehensive loss (213,400)      
Pre-Tax Net Hedging Gains (Losses) Reclassified Within Twelve Months (197,700)      
After Tax Net Hedging Gains (Losses) Reclassified Within Twelve Months (145,100)      
Fair market value of derivative liability with a credit-risk related contingency 235,200      
Hedging Collateral Deposits $ 0 $ 88,610 $ 0 $ 0
Cash Flow Hedges [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Hedge Duration 5 years      
Over the Counter Swaps, No Cost Collars and Foreign Currency Forward Contracts [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Number of counterparties in which the company holds over-the-counter swap positions | counterparty 17      
Hedging Collateral Deposits $ 0      
Natural Gas MMCf [Member] | Cash Flow Hedges [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Nonmonetary notional amount of price risk cash flow hedge derivatives, natural gas | MMcf 371,200      
Crude Oil Bbls [Member] | Cash Flow Hedges [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Nonmonetary notional amount of price risk cash flow hedge derivatives, crude oil | bbl 1,692,000      
Foreign Currency Contracts [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative, Notional Amount $ 56,700      
Credit Risk Related Contingency Feature [Member] | Over the Counter Swaps, No Cost Collars and Foreign Currency Forward Contracts [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Number of counterparties with a common credit-risk related contingency | counterparty 15      
[1] Netting Adjustments represent the impact of legally-enforceable master netting arrangements that allow the Company to net gain and loss positions held with the same counterparties. The net asset or net liability for each counterparty is recorded as an asset or liability on the Company’s balance sheet.