Gains (Losses) on Undesignated Supply Contract Derivatives

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Number of Counterparties

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- Definition

Semi Annual Interest Rate Swap Payments By Chesapeake

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Semi Annual Interest Rate Swap Payments By Counterparty

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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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- Definition

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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- Definition

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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- Definition

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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The number of derivative instruments of a particular group held by the entity.

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The difference between the book value and the sale price of options, swaps, futures, forward contracts, and other derivative instruments. This element refers to the gain (loss) included in earnings.

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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	9 Months Ended
	Sep. 30, 2016 USD ($)	Sep. 30, 2017 USD ($) counterparty Derivatives	Sep. 30, 2016 USD ($)	Sep. 30, 2017 EUR (€) counterparty Derivatives	Dec. 31, 2016 USD ($) Derivatives $ / €	Dec. 31, 2006 $ / €
Derivative [Line Items]
Number of Interest Rate Derivatives Held \| Derivatives		0		0	0
Derivative Liability, Fair Value, Gross Liability					$ 577,000,000
Losses on Undesignated Supply Contract Derivatives	$ (280,000,000)		$ (297,000,000)
Cash Collateral for Borrowed Securities		$ 0			$ 0
Expected Amount to be Transferred of During the Next 12 Months		$ 19,000,000
Designated as Hedging Instrument [Member]
Derivative [Line Items]
Derivative, Number of Instruments Held \| Derivatives		0		0	0
Interest Rate Contract [Member]
Derivative [Line Items]
Amortization Period of Deferred Gain (Loss) on Discontinuation of Fair Value Hedge		3 years
Deferred (Gain) Loss on Discontinuation of Fair Value Hedge		$ 2,000,000			$ 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]
Gain (Loss) on Sale of Derivatives	$ 146,000,000
Credit Risk [Member]
Derivative [Line Items]
Number of counterparties in hedge facility \| counterparty		10		10