XML 32 R71.htm IDEA: XBRL DOCUMENT v3.3.0.814
DERIVATIVE FINANCIAL INSTRUMENTS AND HEDGING ACTIVITIES (Level with in Fair Value Hierarchy, Financial Assets and Liabilities) (Details) - USD ($)
$ in Millions
Sep. 30, 2015
Dec. 31, 2014
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative instruments $ (357.8) $ (132.5)
Cash collateral (16.2) (28.4)
Total (374.0) (160.9)
Interest Rate Contracts [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative instruments (487.4) (343.0)
Commodity Contracts - Financial [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative instruments 31.9 84.3
Commodity Contracts - Physical [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative instruments 4.6 19.5
Commodity Options [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative instruments $ 93.1 $ 106.7
Level 1 [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative instruments
Level 1 [Member] | Interest Rate Contracts [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative instruments  
Level 1 [Member] | Commodity Contracts - Financial [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative instruments  
Level 1 [Member] | Commodity Contracts - Physical [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative instruments  
Level 1 [Member] | Commodity Options [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative instruments  
Level 2 [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative instruments $ (469.8) $ (301.4)
Level 2 [Member] | Interest Rate Contracts [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative instruments (487.4) (343.0)
Level 2 [Member] | Commodity Contracts - Financial [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative instruments $ 17.6 $ 41.6
Level 2 [Member] | Commodity Contracts - Physical [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative instruments
Level 2 [Member] | Commodity Options [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative instruments
Level 3 [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative instruments $ 112.0 $ 168.9
Total $ 112.0 [1] $ 168.9 [2]
Level 3 [Member] | Interest Rate Contracts [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative instruments
Level 3 [Member] | Commodity Contracts - Financial [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative instruments $ 14.3 $ 42.7
Level 3 [Member] | Commodity Contracts - Physical [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative instruments 4.6 19.5
Level 3 [Member] | Commodity Options [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Derivative instruments $ 93.1 $ 106.7
[1] Fair values include credit valuation adjustment losses of approximately $0.3 million.
[2] Fair values include credit valuation adjustment losses of approximately $1.0 million.