Aggregate notional amount of derivative expressed in nonmonetary units. For example, the number of barrels specified in a fuel oil forward purchase contract.

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When the derivative or group of derivatives presented is a swap, the type of interest rate (fixed, variable, stepped, etc.) paid on the swap.

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Cash collateral deposits held from the counterparty recorded as noncurrent at the end of the reporting period.

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Represents percentage of cash collateral provided on the fair value of fuel derivative contracts when credit rating is non-investment grade.

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Total cash that is already posted, at the end of the reporting period, as current collateral for derivative instruments with credit-risk-related contingent features.

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Total cash that is already posted, at the end of the reporting period, as noncurrent collateral for derivative instruments with credit-risk-related contingent features.

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Amount due to third parties for settled fuel contracts as of the end of the period reported, recorded in Accrued liabilities on the balance sheet.

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Cumulative net gain (loss) recognized in earnings prior to the reporting period due to the ineffectiveness on price risk cash flow and fair value hedges, plus the amount of gain (loss) recognized in earnings in the period from the increase

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If credit rating is investment grade, description of the circumstances in which credit-risk-related contingent features (cash received from counterparty) could be triggered in derivative instruments that are in a net liability position at the end of the reporting period.

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Maximum sum of derivatives of a counterparty to be included in Other and no risk of the Company posting collateral.

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The aggregate fair value of assets (non-cash) pledged, at the end of the reporting period, as collateral for outstanding derivative instruments with credit-risk-related contingent features.

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Amount receivable from third parties for settled fuel contracts as of the end of the period reported, recorded in Accounts and other receivables on the balance sheet.

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Description of the hedged item related to the derivative. Includes the type of instrument hedged, contract amount, term, and so forth.

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The reference rate for the variable rate of the interest rate derivative, such as LIBOR or the US Treasury rate and the maturity of the reference rate used, such as three months or six months LIBOR.

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Fair value of derivative asset, presented on a gross basis even when the derivative instrument is subject to master netting arrangements and qualifies for net presentation in the statement of financial position.

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The hedge designation, if any, elected for the derivative.

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The effective portion of net gain (loss) reclassified from accumulated other comprehensive income into income on derivative instruments designated and qualifying as hedging instruments.

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Fair value as of the balance sheet date of the gross assets less the gross liabilities of a derivative liability or group of derivative liabilities.

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The percentage of expected requirements covered by the aggregate notional amount of derivative contracts expressed in nonmonetary units. For example, the number of barrels specified in a fuel oil forward purchase contract as a percentage of expected need.

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Description of the primary underlying risk exposure associated with the derivative. For example, interest rate risk, credit risk, foreign exchange rate risk, or overall price risk.

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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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