XML 36 R40.htm IDEA: XBRL DOCUMENT v2.3.0.15
FAIR VALUE MEASUREMENTS (Details) (USD $)
In Millions
3 Months Ended9 Months Ended
Sep. 30, 2011
Sep. 30, 2010
Sep. 30, 2011
Sep. 30, 2010
Dec. 31, 2010
Assets     
Money market funds$ 59.0$ 128.8$ 59.0$ 128.8$ 82.9
Commodity derivatives61.693.461.693.466.3
Interest rate derivative    1.0
Total assets120.6222.2120.6222.2150.2
Liabilities     
Commodity derivatives73.7139.673.7139.699.0
Interest rate derivative13.77.513.77.53.2
Total Liabilities87.4147.187.4147.1102.2
Beginning of period7.57.1(3.0)5.0 
Net realized/unrealized gains (losses)     
Included in regulatory assets and liabilities(3.7)(0.9)1.4(1.7) 
Included in net income2.14.81.6(2.0) 
Settlements(1.9) (1.4)  
Settlements, net of purchases 0.6 4.5 
Transfers into Level 30.6(13.6)2.1(10.8) 
Transfers out of Level 30.1(4.9)4.0(1.9) 
End of period4.7(6.9)4.7(6.9) 
Net unrealized gains (losses) included in net income relating to derivatives still held and classified as level 31.21.71.3(4.0) 
Balance Sheet Classification of Margin Assets [Abstract]     
Margin accounts - derivative instruments27.558.827.558.850.9
Other - noncurrent0.69.50.69.58.1
Balance Sheet Classification of Margin Liabilities [Abstract]     
Other - current2.22.22.22.20
Other - noncurrent0.44.50.44.50
Principal balance of Nicor Gas' First Mortgage Bonds outstanding500500500500500
Fair value of Nicor Gas' First Mortgage Bonds outstanding621575621575554
Fair Value, Measurements, Recurring [Member] | Quoted prices in active markets (Level 1) [Member]
     
Assets     
Money market funds59.0128.859.0128.882.9
Commodity derivatives22.042.022.042.021.3
Total assets81.0170.881.0170.8104.2
Liabilities     
Commodity derivatives47.983.147.983.155.4
Total Liabilities47.983.147.983.155.4
Fair Value, Measurements, Recurring [Member] | Significant observable inputs (Level 2) [Member]
     
Assets     
Commodity derivatives32.442.432.442.435.7
Interest rate derivative    1.0
Total assets32.442.432.442.436.7
Liabilities     
Commodity derivatives23.340.623.340.631.3
Interest rate derivative13.77.513.77.53.2
Total Liabilities37.048.137.048.134.5
Fair Value, Measurements, Recurring [Member] | Significant unobservable inputs (Level 3) [Member]
     
Assets     
Commodity derivatives7.29.07.29.09.3
Total assets7.29.07.29.09.3
Liabilities     
Commodity derivatives2.515.92.515.912.3
Total Liabilities$ 2.5$ 15.9$ 2.5$ 15.9$ 12.3