XML 21 R58.htm IDEA: XBRL DOCUMENT v3.19.3
RISK MANAGEMENT AND FINANCIAL INSTRUMENTS - Fair Value of Derivatives (Details) - CAD ($)
$ in Millions
Sep. 30, 2019
Dec. 31, 2018
Fair Value of Derivatives    
Total net derivative asset/(liability) $ (2,835) $ (3,210)
Foreign exchange contracts    
Fair Value of Derivatives    
Total net derivative asset/(liability) (1,873) (2,718)
Interest rate contracts    
Fair Value of Derivatives    
Total net derivative asset/(liability) (943) (515)
Commodity contracts    
Fair Value of Derivatives    
Total net derivative asset/(liability) (18) 30
Other contracts    
Fair Value of Derivatives    
Total net derivative asset/(liability) (1) (7)
Recurring basis    
Fair Value of Derivatives    
Current derivative assets 262 498
Long-term derivative assets 177 119
Current derivative liabilities (952) (1,234)
Long-term derivative liabilities (2,322) (2,593)
Total net derivative asset/(liability) (2,835) (3,210)
Recurring basis | Foreign exchange contracts    
Fair Value of Derivatives    
Current derivative assets 76 47
Long-term derivative assets 140 62
Current derivative liabilities (553) (615)
Long-term derivative liabilities (1,536) (2,212)
Total net derivative asset/(liability) (1,873) (2,718)
Recurring basis | Interest rate contracts    
Fair Value of Derivatives    
Current derivative assets 1 22
Long-term derivative assets   5
Current derivative liabilities (258) (341)
Long-term derivative liabilities (686) (201)
Total net derivative asset/(liability) (943) (515)
Recurring basis | Commodity contracts    
Fair Value of Derivatives    
Current derivative assets 185 429
Long-term derivative assets 35 52
Current derivative liabilities (140) (273)
Long-term derivative liabilities (98) (178)
Total net derivative asset/(liability) (18) 30
Recurring basis | Other contracts    
Fair Value of Derivatives    
Long-term derivative assets 2  
Current derivative liabilities (1) (5)
Long-term derivative liabilities (2) (2)
Total net derivative asset/(liability) (1) (7)
Level 1 | Recurring basis    
Fair Value of Derivatives    
Current derivative assets 9 24
Long-term derivative assets 0 0
Current derivative liabilities (2) (7)
Long-term derivative liabilities 0 0
Total net derivative asset/(liability) 7 17
Level 1 | Recurring basis | Foreign exchange contracts    
Fair Value of Derivatives    
Current derivative assets 0 0
Long-term derivative assets 0 0
Current derivative liabilities 0 0
Long-term derivative liabilities 0 0
Total net derivative asset/(liability) 0 0
Level 1 | Recurring basis | Interest rate contracts    
Fair Value of Derivatives    
Current derivative assets 0 0
Long-term derivative assets   0
Current derivative liabilities 0 0
Long-term derivative liabilities 0 0
Total net derivative asset/(liability) 0 0
Level 1 | Recurring basis | Commodity contracts    
Fair Value of Derivatives    
Current derivative assets 9 24
Long-term derivative assets 0 0
Current derivative liabilities (2) (7)
Long-term derivative liabilities 0 0
Total net derivative asset/(liability) 7 17
Level 1 | Recurring basis | Other contracts    
Fair Value of Derivatives    
Long-term derivative assets 0  
Current derivative liabilities 0 0
Long-term derivative liabilities 0 0
Total net derivative asset/(liability) 0 0
Level 2 | Recurring basis    
Fair Value of Derivatives    
Current derivative assets 121 114
Long-term derivative assets 165 97
Current derivative liabilities (833) (989)
Long-term derivative liabilities (2,231) (2,438)
Total net derivative asset/(liability) (2,778) (3,216)
Level 2 | Recurring basis | Foreign exchange contracts    
Fair Value of Derivatives    
Current derivative assets 76 47
Long-term derivative assets 140 62
Current derivative liabilities (553) (615)
Long-term derivative liabilities (1,536) (2,212)
Total net derivative asset/(liability) (1,873) (2,718)
Level 2 | Recurring basis | Interest rate contracts    
Fair Value of Derivatives    
Current derivative assets 1 22
Long-term derivative assets   5
Current derivative liabilities (258) (341)
Long-term derivative liabilities (686) (201)
Total net derivative asset/(liability) (943) (515)
Level 2 | Recurring basis | Commodity contracts    
Fair Value of Derivatives    
Current derivative assets 44 45
Long-term derivative assets 23 30
Current derivative liabilities (21) (28)
Long-term derivative liabilities (7) (23)
Total net derivative asset/(liability) 39 24
Level 2 | Recurring basis | Other contracts    
Fair Value of Derivatives    
Long-term derivative assets 2  
Current derivative liabilities (1) (5)
Long-term derivative liabilities (2) (2)
Total net derivative asset/(liability) (1) (7)
Level 3 | Recurring basis    
Fair Value of Derivatives    
Current derivative assets 132 360
Long-term derivative assets 12 22
Current derivative liabilities (117) (238)
Long-term derivative liabilities (91) (155)
Total net derivative asset/(liability) (64) (11)
Level 3 | Recurring basis | Foreign exchange contracts    
Fair Value of Derivatives    
Current derivative assets 0 0
Long-term derivative assets 0 0
Current derivative liabilities 0 0
Long-term derivative liabilities 0 0
Total net derivative asset/(liability) 0 0
Level 3 | Recurring basis | Interest rate contracts    
Fair Value of Derivatives    
Current derivative assets 0 0
Long-term derivative assets   0
Current derivative liabilities 0 0
Long-term derivative liabilities 0 0
Total net derivative asset/(liability) 0 0
Level 3 | Recurring basis | Commodity contracts    
Fair Value of Derivatives    
Current derivative assets 132 360
Long-term derivative assets 12 22
Current derivative liabilities (117) (238)
Long-term derivative liabilities (91) (155)
Total net derivative asset/(liability) (64) (11)
Level 3 | Recurring basis | Other contracts    
Fair Value of Derivatives    
Long-term derivative assets 0  
Current derivative liabilities 0 0
Long-term derivative liabilities 0 0
Total net derivative asset/(liability) $ 0 $ 0