XML 155 R122.htm IDEA: XBRL DOCUMENT v3.6.0.2
RISK MANAGEMENT AND FINANCIAL INSTRUMENTS - Derivative Assets and Liabilities Measured on a Recurring Basis (Details) - CAD
CAD in Millions
Dec. 31, 2016
Dec. 31, 2015
Fair Value Hierarchy    
Derivative Instrument Assets: CAD 509 CAD 610
Derivative Instrument Liabilities: (937) (1,551)
Commodity contract | Power    
Fair Value Hierarchy    
Derivative Instrument Assets: 479 509
Derivative Instrument Liabilities: (448) (717)
Foreign exchange contracts    
Fair Value Hierarchy    
Derivative Instrument Assets: 26 96
Derivative Instrument Liabilities: (486) (828)
Interest rate    
Fair Value Hierarchy    
Derivative Instrument Assets: 4 5
Derivative Instrument Liabilities: (3) (6)
Recurring basis    
Fair Value Hierarchy    
Assets and (liabilities), net (428) (941)
Recurring basis | Commodity contract | Power    
Fair Value Hierarchy    
Derivative Instrument Assets: 479 509
Derivative Instrument Liabilities: (448) (717)
Recurring basis | Foreign exchange contracts    
Fair Value Hierarchy    
Derivative Instrument Assets: 26 96
Derivative Instrument Liabilities: (486) (828)
Recurring basis | Interest rate    
Fair Value Hierarchy    
Derivative Instrument Assets: 4 5
Derivative Instrument Liabilities: (3) (6)
Recurring basis | Quoted Prices in Active Markets (Level I)    
Fair Value Hierarchy    
Assets and (liabilities), net 32 (68)
Recurring basis | Quoted Prices in Active Markets (Level I) | Commodity contract | Power    
Fair Value Hierarchy    
Derivative Instrument Assets: 134 34
Derivative Instrument Liabilities: (102) (102)
Recurring basis | Significant Other Observable Inputs (Level II)    
Fair Value Hierarchy    
Assets and (liabilities), net (476) (882)
Recurring basis | Significant Other Observable Inputs (Level II) | Commodity contract | Power    
Fair Value Hierarchy    
Derivative Instrument Assets: 326 462
Derivative Instrument Liabilities: (343) (611)
Recurring basis | Significant Other Observable Inputs (Level II) | Foreign exchange contracts    
Fair Value Hierarchy    
Derivative Instrument Assets: 26 96
Derivative Instrument Liabilities: (486) (828)
Recurring basis | Significant Other Observable Inputs (Level II) | Interest rate    
Fair Value Hierarchy    
Derivative Instrument Assets: 4 5
Derivative Instrument Liabilities: (3) (6)
Recurring basis | Significant Unobservable Inputs (Level III)    
Fair Value Hierarchy    
Assets and (liabilities), net 16 9
Recurring basis | Significant Unobservable Inputs (Level III) | Commodity contract | Power    
Fair Value Hierarchy    
Derivative Instrument Assets: 19 13
Derivative Instrument Liabilities: CAD (3) CAD (4)