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Semi Annual Interest Rate Swap Payments By Chesapeake

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Semi Annual Interest Rate Swap Payments By Counterparty

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Accumulated change in equity from transactions and other events and circumstances from non-owner sources, net of tax effect, at period end. Excludes Net Income (Loss), and accumulated changes in equity from transactions resulting from investments by owners and distributions to owners. Includes foreign currency translation items, certain pension adjustments, unrealized gains and losses on certain investments in debt and equity securities, other than temporary impairment (OTTI) losses related to factors other than credit losses on available-for-sale and held-to-maturity debt securities that an entity does not intend to sell and it is not more likely than not that the entity will be required to sell before recovery of the amortized cost basis, as well as changes in the fair value of derivatives related to the effective portion of a designated cash flow hedge.

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Period when adjustments to the carrying value of an interest-bearing hedged item are amortized upon discontinuation of the fair value hedge, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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Carrying amount as of the balance sheet date of cash collateral held for borrowed securities, for which the cash is restricted as to withdrawal or usage.

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Contractual interest rate for funds borrowed, under the debt agreement.

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Amount as of the balance sheet date of the unamortized adjustment to the carrying value of an interest-bearing hedged item made under an effective fair value hedge that is amortized upon discontinuation of the fair value hedge.

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Fair value, before effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities elected not to be offset. Excludes liabilities not subject to a master netting arrangement.

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Contractual rate at which a foreign currency can be purchased or sold.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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No definition available.

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Weighted average expected volatility of stock price.

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Amount of gain (loss) recognized in the income statement of financial instrument classified as a derivative asset (liability) after deduction of derivative liability (asset), measured using unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing.

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Number of interest rate derivative instruments held by the entity at the reporting date.

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The estimated net amount of unrealized gains or losses on price risk cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

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Derivative and Hedging Activities - Narrative (Details) € in Millions	3 Months Ended
	Mar. 31, 2017 USD ($) counterparty Derivatives	Mar. 31, 2016 USD ($)	Mar. 31, 2017 EUR (€) counterparty Derivatives	Dec. 31, 2016 USD ($) Derivatives $ / €	Dec. 31, 2015 USD ($)	Dec. 31, 2006 $ / €
Derivative [Line Items]
Number of Interest Rate Derivatives Held \| Derivatives	0		0	0
Derivative Liability, Fair Value, Gross Liability	$ 150,000,000			$ 577,000,000
Accumulated other comprehensive loss	(82,000,000)			(96,000,000)
Expected amount to be transferred of during the next 12 months	(20,000,000)
Cash Collateral for Borrowed Securities	0			0
Cash Flow Hedging [Member]
Derivative [Line Items]
Accumulated other comprehensive loss	$ (82,000,000)	$ (99,000,000)		(96,000,000)	$ (99,000,000)
6.25% Euro-Denominated Senior Notes Due 2017 [ Member] \| Senior Notes [Member]
Derivative [Line Items]
Debt Instrument, Interest Rate, Stated Percentage	6.25%		6.25%
Fair Value, Inputs, Level 3 [Member] \| Marketing, Gathering And Compression [Member]
Derivative [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	$ 0	20,000,000
Interest Rate Contract [Member]
Derivative [Line Items]
Amortization Period of Deferred Gain (Loss) on Discontinuation of Fair Value Hedge	4 years
Deferred (Gain) Loss on Discontinuation of Fair Value Hedge	$ 3,000,000			$ 3,000,000
Cross Currency Interest Rate Contract [Member] \| 6.25% Euro-Denominated Senior Notes Due 2017 [ Member] \| Senior Notes [Member]
Derivative [Line Items]
Debt Instrument, Interest Rate, Stated Percentage	6.25%		6.25%	6.25%
Semi Annual Interest Rate Swap Payments By Counterparty \| €			€ 246
Semi Annual Interest Rate Swap Payments by Chesapeake	$ 327,000,000
Derivative, Forward Exchange Rate \| $ / €				1.0517		1.3325
Foreign Exchange Contract [Member] \| Designated as Hedging Instrument [Member]
Derivative [Line Items]
Derivative Liability, Fair Value, Gross Liability				$ 73,000,000
Supply Contract [Member] \| Fair Value, Inputs, Level 3 [Member]
Derivative [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings	$ 0	33,000,000
Supply Contract [Member] \| Fair Value, Inputs, Level 3 [Member] \| Marketing, Gathering And Compression [Member]
Derivative [Line Items]
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Inputs Reconciliation, Gain (Loss) Included in Earnings		$ 20,000,000
Credit Risk [Member]
Derivative [Line Items]
Number of counterparties in hedge facility \| counterparty	10		10
Oil [Member] \| Energy Related Derivative [Member]
Derivative [Line Items]
Fair Value Assumptions, Weighted Average Volatility Rate	22.97%
Oil [Member] \| Energy Related Derivative [Member] \| Minimum [Member]
Derivative [Line Items]
Fair Value Assumptions, Weighted Average Volatility Rate	18.22%
Oil [Member] \| Energy Related Derivative [Member] \| Maximum [Member]
Derivative [Line Items]
Fair Value Assumptions, Weighted Average Volatility Rate	24.10%
Natural Gas [Member] \| Energy Related Derivative [Member]
Derivative [Line Items]
Fair Value Assumptions, Weighted Average Volatility Rate	38.10%
Natural Gas [Member] \| Energy Related Derivative [Member] \| Minimum [Member]
Derivative [Line Items]
Fair Value Assumptions, Weighted Average Volatility Rate	21.37%
Natural Gas [Member] \| Energy Related Derivative [Member] \| Maximum [Member]
Derivative [Line Items]
Fair Value Assumptions, Weighted Average Volatility Rate	52.18%