XML 61 R48.htm IDEA: XBRL DOCUMENT v3.21.2
RISK MANAGEMENT AND FINANCIAL INSTRUMENTS - Fair Value of Derivatives (Details) - CAD ($)
$ in Millions
Sep. 30, 2021
Dec. 31, 2020
Fair Value of Derivatives    
Total net financial assets/(liabilities) $ (576) $ (1,069)
Foreign exchange contracts    
Fair Value of Derivatives    
Total net financial assets/(liabilities) (287) (299)
Interest rate contracts    
Fair Value of Derivatives    
Total net financial assets/(liabilities) (5) (610)
Commodity contracts    
Fair Value of Derivatives    
Total net financial assets/(liabilities) (295) (156)
Other contracts    
Fair Value of Derivatives    
Total net financial assets/(liabilities) 11 (4)
Recurring basis    
Fair Value of Derivatives    
Current derivative assets 553 323
Long-term derivative assets 502 561
Current derivative liabilities (845) (894)
Long-term derivative liabilities (786) (1,059)
Total net financial assets/(liabilities) (576) (1,069)
Recurring basis | Foreign exchange contracts    
Fair Value of Derivatives    
Current derivative assets 225 180
Long-term derivative assets 248 466
Current derivative liabilities (261) (185)
Long-term derivative liabilities (499) (760)
Total net financial assets/(liabilities) (287) (299)
Recurring basis | Interest rate contracts    
Fair Value of Derivatives    
Long-term derivative assets 168 56
Current derivative liabilities (35) (425)
Long-term derivative liabilities (138) (241)
Total net financial assets/(liabilities) (5) (610)
Recurring basis | Commodity contracts    
Fair Value of Derivatives    
Current derivative assets 320 143
Long-term derivative assets 83 39
Current derivative liabilities (549) (280)
Long-term derivative liabilities (149) (58)
Total net financial assets/(liabilities) (295) (156)
Recurring basis | Other contracts    
Fair Value of Derivatives    
Current derivative assets 8  
Long-term derivative assets 3  
Current derivative liabilities   (4)
Total net financial assets/(liabilities) 11 (4)
Level 1 | Recurring basis    
Fair Value of Derivatives    
Current derivative assets 129 43
Long-term derivative assets 32 1
Current derivative liabilities (149) (39)
Long-term derivative liabilities (35) (1)
Total net financial assets/(liabilities) (23) 4
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 financial assets/(liabilities) 0 0
Level 1 | Recurring basis | Interest rate contracts    
Fair Value of Derivatives    
Long-term derivative assets 0 0
Current derivative liabilities 0 0
Long-term derivative liabilities 0 0
Total net financial assets/(liabilities) 0 0
Level 1 | Recurring basis | Commodity contracts    
Fair Value of Derivatives    
Current derivative assets 129 43
Long-term derivative assets 32 1
Current derivative liabilities (149) (39)
Long-term derivative liabilities (35) (1)
Total net financial assets/(liabilities) (23) 4
Level 1 | Recurring basis | Other contracts    
Fair Value of Derivatives    
Current derivative assets 0  
Long-term derivative assets 0  
Current derivative liabilities   0
Total net financial assets/(liabilities) 0 0
Level 2 | Recurring basis    
Fair Value of Derivatives    
Current derivative assets 383 213
Long-term derivative assets 465 546
Current derivative liabilities (496) (632)
Long-term derivative liabilities (671) (1,009)
Total net financial assets/(liabilities) (319) (882)
Level 2 | Recurring basis | Foreign exchange contracts    
Fair Value of Derivatives    
Current derivative assets 225 180
Long-term derivative assets 248 466
Current derivative liabilities (261) (185)
Long-term derivative liabilities (499) (760)
Total net financial assets/(liabilities) (287) (299)
Level 2 | Recurring basis | Interest rate contracts    
Fair Value of Derivatives    
Long-term derivative assets 168 56
Current derivative liabilities (35) (425)
Long-term derivative liabilities (138) (241)
Total net financial assets/(liabilities) (5) (610)
Level 2 | Recurring basis | Commodity contracts    
Fair Value of Derivatives    
Current derivative assets 150 33
Long-term derivative assets 46 24
Current derivative liabilities (200) (18)
Long-term derivative liabilities (34) (8)
Total net financial assets/(liabilities) (38) 31
Level 2 | Recurring basis | Other contracts    
Fair Value of Derivatives    
Current derivative assets 8  
Long-term derivative assets 3  
Current derivative liabilities   (4)
Total net financial assets/(liabilities) 11 (4)
Level 3 | Recurring basis    
Fair Value of Derivatives    
Current derivative assets 41 67
Long-term derivative assets 5 14
Current derivative liabilities (200) (223)
Long-term derivative liabilities (80) (49)
Total net financial assets/(liabilities) (234) (191)
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 financial assets/(liabilities) 0 0
Level 3 | Recurring basis | Interest rate contracts    
Fair Value of Derivatives    
Long-term derivative assets 0 0
Current derivative liabilities 0 0
Long-term derivative liabilities 0 0
Total net financial assets/(liabilities) 0 0
Level 3 | Recurring basis | Commodity contracts    
Fair Value of Derivatives    
Current derivative assets 41 67
Long-term derivative assets 5 14
Current derivative liabilities (200) (223)
Long-term derivative liabilities (80) (49)
Total net financial assets/(liabilities) (234) (191)
Level 3 | Recurring basis | Other contracts    
Fair Value of Derivatives    
Current derivative assets 0  
Long-term derivative assets 0  
Current derivative liabilities   0
Total net financial assets/(liabilities) $ 0 $ 0