Risk Management and Hedging Activities (Tables)

3 Months Ended

Mar. 31, 2012

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Derivative Instruments [Table Text Block]

The following table represents the fair value and location of derivative instruments subject to mark-to-market accounting (in thousands). For more information on the determination of fair value see Note 7.

Mark-to-Market Transactions	Balance Sheet Location	March 31, 2012		December 31, 2011
Natural gas net derivative liability	Accrued Expenses	$	19,056	$	20,312

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]

The following table represents the net change in fair value for these derivatives (in thousands):

	Unrealized gain recognized in Regulatory Assets
	Three Months Ended
Derivatives Subject to Regulatory Deferral	March 31, 2012		March 31, 2011
Natural gas	$	1,256	$	3,090

Schedule of Price Risk Derivatives [Table Text Block]

The following table presents, as of March 31, 2012, the aggregate fair value of forward purchase contracts that do not qualify for NPNS that contain credit risk-related contingent features. If the credit risk-related contingent features underlying these agreements were triggered as of March 31, 2012, the collateral posting requirements would be as follows (in thousands):

Contracts with Contingent Feature	Fair Value Liability		Posted Collateral		Contingent Collateral
Credit rating	$	7,191	$	—	$	7,191

Schedule of Cash Flow Hedges Included in Accumulated Other Comprehensive Income (Loss) [Table Text Block]

The following table shows the effect of these derivative instruments on the Financial Statements (in thousands):

	Location of gain reclassified from AOCI to Income	Three months ended March 31, 2012 and 2011
Amount of gain reclassified from AOCI	Interest Expense	$	297