Financial Instruments Energy Narrative (Details) bbl in Millions, $ in Millions		3 Months Ended		6 Months Ended
		Jun. 30, 2016 USD ($) bbl	Jun. 30, 2015 USD ($)	Jun. 30, 2016 USD ($) bbl	Jun. 30, 2015 USD ($)	Dec. 31, 2015 USD ($) bbl
Commodity contracts
Derivatives, Fair Value [Line Items]
Short Notional Exposure		$ 654.0		$ 654.0		$ 643.0
Commodity contracts | Energy Segment [Member] | Not Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Derivative, non-monetary notional amount (barrels) | bbl		0.4		0.4		2.5
Price and basis swap [Member] | Energy Segment [Member] | Not Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Derivative, non-monetary notional amount (barrels) | bbl		0.6		0.6
Interest rate swap contracts
Derivatives, Fair Value [Line Items]
Notional value of interest rate swap agreements		$ 16,000.0		$ 16,000.0
Notional Exposure of Derivatives, Short Position, less than three months		74.0		74.0
Short Notional Exposure	[1]	0.0		0.0		$ 137.0
Cash Flow Hedging [Member] | Interest rate swap contracts | Energy Segment [Member] | Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Notional value of interest rate swap agreements		63.0		63.0
Realized loss on interest rate swaps reclassified from AOCI into interest expense				1.0
Accrued Expenses and Other Liabilities [Member] | Commodity contracts | Energy Segment [Member] | Not Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset, Fair Value, Amount Not Offset Against Collateral		13.0		13.0		$ 45.0
Other Income (Loss) Not Specified [Member] | Commodity contracts | Energy Segment [Member] | Not Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Gain (Loss) on Sale of Commodity Contracts		(2.0)	$ (12.0)	(3.0)	$ (63.0)
Term Loan [Member] | Debt Facility [Member] | Energy Segment [Member]
Derivatives, Fair Value [Line Items]
Derivative, Amount of Hedged Item		$ 125.0		$ 125.0

[1] The short notional amount on certain of our interest rate contracts with a six month duration is approximately $16.0 billion as of December 31, 2015. We assume that interest rates will not fall below zero and therefore our downside short notional exposure to loss on these contracts is $74 million (of the total $137 million disclosed in the above table) as of December 31, 2015.