XML 66 R47.htm IDEA: XBRL DOCUMENT v3.21.1
RISK MANAGEMENT AND FINANCIAL INSTRUMENTS - Fair Value of Derivatives (Details) - CAD ($)
$ in Millions
Mar. 31, 2021
Dec. 31, 2020
Fair Value of Derivatives    
Total net derivative asset/(liability) $ (266) $ (1,069)
Foreign exchange contracts    
Fair Value of Derivatives    
Total net derivative asset/(liability) (85) (299)
Interest rate contracts    
Fair Value of Derivatives    
Total net derivative asset/(liability) (95) (610)
Commodity contracts    
Fair Value of Derivatives    
Total net derivative asset/(liability) (90) (156)
Other contracts    
Fair Value of Derivatives    
Total net derivative asset/(liability) 4 (4)
Recurring basis    
Fair Value of Derivatives    
Current derivative assets 402 323
Long-term derivative assets 761 561
Current derivative liabilities (714) (894)
Long-term derivative liabilities (715) (1,059)
Total net derivative asset/(liability) (266) (1,069)
Recurring basis | Foreign exchange contracts    
Fair Value of Derivatives    
Current derivative assets 242 180
Long-term derivative assets 465 466
Current derivative liabilities (249) (185)
Long-term derivative liabilities (543) (760)
Total net derivative asset/(liability) (85) (299)
Recurring basis | Interest rate contracts    
Fair Value of Derivatives    
Long-term derivative assets 247 56
Current derivative liabilities (240) (425)
Long-term derivative liabilities (102) (241)
Total net derivative asset/(liability) (95) (610)
Recurring basis | Commodity contracts    
Fair Value of Derivatives    
Current derivative assets 158 143
Long-term derivative assets 47 39
Current derivative liabilities (225) (280)
Long-term derivative liabilities (70) (58)
Total net derivative asset/(liability) (90) (156)
Recurring basis | Other contracts    
Fair Value of Derivatives    
Current derivative assets 2  
Long-term derivative assets 2  
Current derivative liabilities   (4)
Total net derivative asset/(liability) 4 (4)
Level 1 | Recurring basis    
Fair Value of Derivatives    
Current derivative assets 55 43
Long-term derivative assets 8 1
Current derivative liabilities (55) (39)
Long-term derivative liabilities (11) (1)
Total net derivative asset/(liability) (3) 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 derivative asset/(liability) 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 derivative asset/(liability) 0 0
Level 1 | Recurring basis | Commodity contracts    
Fair Value of Derivatives    
Current derivative assets 55 43
Long-term derivative assets 8 1
Current derivative liabilities (55) (39)
Long-term derivative liabilities (11) (1)
Total net derivative asset/(liability) (3) 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 derivative asset/(liability) 0 0
Level 2 | Recurring basis    
Fair Value of Derivatives    
Current derivative assets 281 213
Long-term derivative assets 741 546
Current derivative liabilities (514) (632)
Long-term derivative liabilities (652) (1,009)
Total net derivative asset/(liability) (144) (882)
Level 2 | Recurring basis | Foreign exchange contracts    
Fair Value of Derivatives    
Current derivative assets 242 180
Long-term derivative assets 465 466
Current derivative liabilities (249) (185)
Long-term derivative liabilities (543) (760)
Total net derivative asset/(liability) (85) (299)
Level 2 | Recurring basis | Interest rate contracts    
Fair Value of Derivatives    
Long-term derivative assets 247 56
Current derivative liabilities (240) (425)
Long-term derivative liabilities (102) (241)
Total net derivative asset/(liability) (95) (610)
Level 2 | Recurring basis | Commodity contracts    
Fair Value of Derivatives    
Current derivative assets 37 33
Long-term derivative assets 27 24
Current derivative liabilities (25) (18)
Long-term derivative liabilities (7) (8)
Total net derivative asset/(liability) 32 31
Level 2 | Recurring basis | Other contracts    
Fair Value of Derivatives    
Current derivative assets 2  
Long-term derivative assets 2  
Current derivative liabilities   (4)
Total net derivative asset/(liability) 4 (4)
Level 3 | Recurring basis    
Fair Value of Derivatives    
Current derivative assets 66 67
Long-term derivative assets 12 14
Current derivative liabilities (145) (223)
Long-term derivative liabilities (52) (49)
Total net derivative asset/(liability) (119) (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 derivative asset/(liability) 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 derivative asset/(liability) 0 0
Level 3 | Recurring basis | Commodity contracts    
Fair Value of Derivatives    
Current derivative assets 66 67
Long-term derivative assets 12 14
Current derivative liabilities (145) (223)
Long-term derivative liabilities (52) (49)
Total net derivative asset/(liability) (119) (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 derivative asset/(liability) $ 0 $ 0