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Derivative Instruments, Hedging Activities and Fair Value Measurements (Tables) | 12 Months Ended
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Dec. 31, 2012
Derivative Instruments, Hedging Activities and Fair Value Measurements [Abstract] |
Hedging Instruments Under the FASB's Derivative and Hedging Guidance | The following table summarizes our portfolio of interest rate swaps at December 31, 2012:
Hedged Transaction | Number and Type of Derivatives Outstanding |  | Notional Amount |  | Period of Hedge | Rate Swap | Accounting Treatment
Senior Notes AA | 10 fixed-to-floating swaps |  | $ | 750.0 |  | 1/2011 to 2/2016 | 3.2% to 1.3% | Fair value hedge
Undesignated swaps | 6 floating-to-fixed swaps |  | $ | 600.0 |  | 5/2010 to 7/2014 | 0.4% to 2.0% | Mark-to-market
Forward starting swaps hedge the expected underlying benchmark interest rates related to future issuances of debt. The following table summarizes our portfolio of forward starting swaps outstanding at December 31, 2012:
Hedged Transaction | Number and Type of Derivatives Outstanding |  | Notional Amount |  |  | Expected Termination Date |  |  | Average Rate Locked |  | Accounting Treatment
Future debt offering | 16 forward starting swaps |  | $ | 1,000.0 |  |  |  | 3/2013 |  |  |  | 3.7% |  | Cash flow hedge
The prices of natural gas, NGLs, crude oil, refined products and certain petrochemical products are subject to fluctuations in response to changes in supply and demand, market conditions and a variety of additional factors that are beyond our control. In order to manage such price risks, we enter into commodity derivative instruments such as physical forward contracts, futures contracts, fixed-for-float swaps, basis swaps and options contracts. The following table summarizes our portfolio of commodity derivative instruments outstanding at December 31, 2012 (volume measures as noted):
| Volume (1) | Accounting
Derivative Purpose | Current (2) | Long-Term (2) | Treatment
Derivatives designated as hedging instruments: |  |  |
Octane enhancement: |  |  |
Forecasted purchases of NGLs (MMBbls) | 1.3 | n/a | Cash flow hedge
Forecasted sales of octane enhancement products (MMBbls) | 2.8 | 0.1 | Cash flow hedge
Natural gas marketing: |  |  |
Forecasted sales of natural gas (Bcf) | 3.2 | n/a | Cash flow hedge
Natural gas storage inventory management activities (Bcf) | 16.2 | n/a | Fair value hedge
NGL marketing: |  |  |
Forecasted purchases of NGLs and related hydrocarbon products (MMBbls) | 2.6 | n/a | Cash flow hedge
Forecasted sales of NGLs and related hydrocarbon products (MMBbls) | 5.5 | n/a | Cash flow hedge
Refined products marketing: |  |  |
Forecasted purchases of refined products (MMBbls) | 0.8 | n/a | Cash flow hedge
Forecasted sales of refined products (MMBbls) | 1.3 | n/a | Cash flow hedge
Refined products inventory management activities (MMBbls) | 0.1 | n/a | Fair value hedge
Crude oil marketing: |  |  |
Forecasted purchases of crude oil (MMBbls) | 3.1 | n/a | Cash flow hedge
Forecasted sales of crude oil (MMBbls) | 6.2 | n/a | Cash flow hedge
Derivatives not designated as hedging instruments: |  |  |
Natural gas risk management activities (Bcf) (3,4) | 138.6 | 24.7 | Mark-to-market
Refined products risk management activities (MMBbls) (4) | 0.8 | n/a | Mark-to-market
Crude oil risk management activities (MMBbls) (4) | 3.9 | n/a | Mark-to-market
(1) Volume for derivatives designated as hedging instruments reflects the total amount of volumes hedged whereas volume for derivatives not designated as hedging instruments reflects the absolute value of derivative notional volumes. (2) The maximum term for derivatives designated as cash flow hedges, derivatives designated as fair value hedges and derivatives not designated as hedging instruments is January 2014, October 2013 and October 2015, respectively. (3) Current volumes include 39.3 Bcf of physical derivative instruments that are predominantly priced at an index plus a premium or minus a discount related to location differences. (4) Reflects the use of derivative instruments to manage risks associated with transportation, processing and storage assets.
Derivative Assets and Liabilities Balance Sheet | The following table provides a balance sheet overview of our derivative assets and liabilities at the dates indicated:
| Asset Derivatives |  | Liability Derivatives |
| December 31, 2012 |  | December 31, 2011 |  | December 31, 2012 |  | December 31, 2011 |
| Balance Sheet Location |  | Fair Value |  | Balance Sheet Location |  | Fair Value |  | Balance Sheet Location |  | Fair Value |  | Balance Sheet Location |  | Fair Value |
Derivatives designated as hedging instruments |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate derivatives | Other current assets |  | $ | 19.6 |  | Other current assets |  | $ | 43.7 |  | Other current liabilities |  | $ | 175.4 |  | Other current liabilities |  | $ | 163.6 |
Interest rate derivatives | Other assets |  |  | 25.6 |  | Other assets |  |  | 44.2 |  | Other liabilities |  |  | -- |  | Other liabilities |  |  | 127.1 |
Total interest rate derivatives |  |  |  | 45.2 |  |  |  |  | 87.9 |  |  |  |  | 175.4 |  |  |  |  | 290.7 |
Commodity derivatives | Other current assets |  |  | 45.3 |  | Other current assets |  |  | 20.3 |  | Other current liabilities |  |  | 35.4 |  | Other current liabilities |  |  | 30.3 |
Commodity derivatives | Other assets |  |  | -- |  | Other assets |  |  | -- |  | Other liabilities |  |  | 0.5 |  | Other liabilities |  |  | 0.2 |
Total commodity derivatives |  |  |  | 45.3 |  |  |  |  | 20.3 |  |  |  |  | 35.9 |  |  |  |  | 30.5 |
Total derivatives designated as hedging instruments |  |  | $ | 90.5 |  |  |  | $ | 108.2 |  |  |  | $ | 211.3 |  |  |  | $ | 321.2 |
Derivatives not designated as hedging instruments |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate derivatives | Other current assets |  | $ | -- |  | Other current assets |  | $ | -- |  | Other current liabilities |  | $ | 12.2 |  | Other current liabilities |  | $ | 10.1 |
Interest rate derivatives | Other assets |  |  | -- |  | Other assets |  |  | -- |  | Other liabilities |  |  | 5.0 |  | Other liabilities |  |  | 10.6 |
Total interest rate derivatives |  |  |  | -- |  |  |  |  | -- |  |  |  |  | 17.2 |  |  |  |  | 20.7 |
Commodity derivatives | Other current assets |  |  | 15.7 |  | Other current assets |  |  | 34.4 |  | Other current liabilities |  |  | 8.9 |  | Other current liabilities |  |  | 32.5 |
Commodity derivatives | Other assets |  |  | 0.6 |  | Other assets |  |  | 12.6 |  | Other liabilities |  |  | 0.7 |  | Other liabilities |  |  | 2.0 |
Total commodity derivatives |  |  |  | 16.3 |  |  |  |  | 47.0 |  |  |  |  | 9.6 |  |  |  |  | 34.5 |
Total derivatives not designated as hedging instruments |  |  | $ | 16.3 |  |  |  | $ | 47.0 |  |  |  | $ | 26.8 |  |  |  | $ | 55.2 |
Derivative Instruments Effects on Statements of Operations | The following tables present the effect of our derivative instruments designated as fair value hedges on our Statements of Consolidated Operations for the periods presented:
Derivatives in Fair Value Hedging Relationships | Location |  | Gain/(Loss) Recognized in Income on Derivative |
|  |  | For Year Ended December 31, |
|  |  | 2012 |  |  | 2011 |  |  | 2010 |
Interest rate derivatives | Interest expense |  | $ | 2.7 |  |  | $ | 24.7 |  |  | $ | 16.3 |
Commodity derivatives | Revenue |  |  | (6.4 | ) |  |  | 17.1 |  |  |  | 3.3 |
Total |  |  | $ | (3.7 | ) |  | $ | 41.8 |  |  | $ | 19.6 |
Derivatives in Fair Value Hedging Relationships | Location |  | Gain/(Loss) Recognized in Income on Hedged Item |
|  |  | For Year Ended December 31, |
|  |  | 2012 |  |  | 2011 |  |  | 2010 |
Interest rate derivatives | Interest expense |  | $ | (2.9 | ) |  | $ | (24.5 | ) |  | $ | (16.2 | )
Commodity derivatives | Revenue |  |  | 19.1 |  |  |  | (14.9 | ) |  |  | (2.6 | )
Total |  |  | $ | 16.2 |  |  | $ | (39.4 | ) |  | $ | (18.8 | )
The following tables present the effect of our derivative instruments designated as cash flow hedges on our Statements of Consolidated Operations and Statements of Consolidated Comprehensive Income for the periods presented:
Derivatives in Cash Flow Hedging Relationships |  | Change in Value Recognized in Other Comprehensive Income/(Loss) on Derivative (Effective Portion) |
|  | For Year Ended December 31, |
|  | 2012 |  |  | 2011 |  |  | 2010 |
Interest rate derivatives (1) |  | $ | (70.2 | ) |  | $ | (333.2 | ) |  | $ | (0.1 | )
Commodity derivatives – Revenue (2) |  |  | 31.0 |  |  |  | (192.3 | ) |  |  | (7.7 | )
Commodity derivatives – Operating costs and expenses |  |  | (13.7 | ) |  |  | (29.6 | ) |  |  | (68.6 | )
Foreign currency derivatives |  |  | -- |  |  |  | -- |  |  |  | (0.1 | )
Total |  | $ | (52.9 | ) |  | $ | (555.1 | ) |  | $ | (76.5 | )
(1) The increase in other comprehensive loss in 2011 and 2012 was primarily due to the impact of decreases in forward London Interbank Offered Rates ("LIBOR") on our forward starting interest rate swap portfolio. (2) The increase in other comprehensive loss in 2011 was primarily due to the impact of rising commodity prices on our cash flow hedges associated with physical future deliveries of crude oil, refined products and NGLs. |
Derivatives in Cash Flow Hedging Relationships | Location |  | Gain/(Loss) Reclassified from Accumulated Other Comprehensive Income/(Loss) to Income (Effective Portion) |
|  |  | For Year Ended December 31, |
|  |  | 2012 |  |  | 2011 |  |  | 2010 |
Interest rate derivatives | Interest expense |  | $ | (16.2 | ) |  | $ | (6.3 | ) |  | $ | (25.6 | )
Commodity derivatives | Revenue |  |  | 10.1 |  |  |  | (218.4 | ) |  |  | 2.1 |
Commodity derivatives | Operating costs and expenses |  |  | (24.3 | ) |  |  | (13.9 | ) |  |  | (46.1 | )
Foreign currency derivatives | Other expense |  |  | -- |  |  |  | -- |  |  |  | 0.3 |
Total |  |  | $ | (30.4 | ) |  | $ | (238.6 | ) |  | $ | (69.3 | )
Derivatives in Cash Flow Hedging Relationships | Location |  | Gain/(Loss) Recognized in Income on Derivative (Ineffective Portion) |
|  |  | For Year Ended December 31, |
|  |  | 2012 |  |  | 2011 |  |  | 2010 |
Interest rate derivatives | Interest expense |  | $ | -- |  |  | $ | -- |  |  | $ | (0.1 | )
Commodity derivatives | Revenue |  |  | -- |  |  |  | 0.2 |  |  |  | -- |
Commodity derivatives | Operating costs and expenses |  |  | 0.3 |  |  |  | (0.3 | ) |  |  | (0.8 | )
Total |  |  | $ | 0.3 |  |  | $ | (0.1 | ) |  | $ | (0.9 | )
Derivative Instruments Effects on Statements of Comprehensive Income | The following tables present the effect of our derivative instruments designated as cash flow hedges on our Statements of Consolidated Operations and Statements of Consolidated Comprehensive Income for the periods presented:
Derivatives in Cash Flow Hedging Relationships |  | Change in Value Recognized in Other Comprehensive Income/(Loss) on Derivative (Effective Portion) |
|  | For Year Ended December 31, |
|  | 2012 |  |  | 2011 |  |  | 2010 |
Interest rate derivatives (1) |  | $ | (70.2 | ) |  | $ | (333.2 | ) |  | $ | (0.1 | )
Commodity derivatives – Revenue (2) |  |  | 31.0 |  |  |  | (192.3 | ) |  |  | (7.7 | )
Commodity derivatives – Operating costs and expenses |  |  | (13.7 | ) |  |  | (29.6 | ) |  |  | (68.6 | )
Foreign currency derivatives |  |  | -- |  |  |  | -- |  |  |  | (0.1 | )
Total |  | $ | (52.9 | ) |  | $ | (555.1 | ) |  | $ | (76.5 | )
(1) The increase in other comprehensive loss in 2011 and 2012 was primarily due to the impact of decreases in forward London Interbank Offered Rates ("LIBOR") on our forward starting interest rate swap portfolio. (2) The increase in other comprehensive loss in 2011 was primarily due to the impact of rising commodity prices on our cash flow hedges associated with physical future deliveries of crude oil, refined products and NGLs. |
Derivatives in Cash Flow Hedging Relationships | Location |  | Gain/(Loss) Reclassified from Accumulated Other Comprehensive Income/(Loss) to Income (Effective Portion) |
|  |  | For Year Ended December 31, |
|  |  | 2012 |  |  | 2011 |  |  | 2010 |
Interest rate derivatives | Interest expense |  | $ | (16.2 | ) |  | $ | (6.3 | ) |  | $ | (25.6 | )
Commodity derivatives | Revenue |  |  | 10.1 |  |  |  | (218.4 | ) |  |  | 2.1 |
Commodity derivatives | Operating costs and expenses |  |  | (24.3 | ) |  |  | (13.9 | ) |  |  | (46.1 | )
Foreign currency derivatives | Other expense |  |  | -- |  |  |  | -- |  |  |  | 0.3 |
Total |  |  | $ | (30.4 | ) |  | $ | (238.6 | ) |  | $ | (69.3 | )
Derivatives in Cash Flow Hedging Relationships | Location |  | Gain/(Loss) Recognized in Income on Derivative (Ineffective Portion) |
|  |  | For Year Ended December 31, |
|  |  | 2012 |  |  | 2011 |  |  | 2010 |
Interest rate derivatives | Interest expense |  | $ | -- |  |  | $ | -- |  |  | $ | (0.1 | )
Commodity derivatives | Revenue |  |  | -- |  |  |  | 0.2 |  |  |  | -- |
Commodity derivatives | Operating costs and expenses |  |  | 0.3 |  |  |  | (0.3 | ) |  |  | (0.8 | )
Total |  |  | $ | 0.3 |  |  | $ | (0.1 | ) |  | $ | (0.9 | )
Gain/(Loss) Reclassified from Accumulated Other Comprehensive Income/(Loss) to Income (Effective Portion) |
Derivatives in Cash Flow Hedging Relationships | Location |  | Gain/(Loss) Reclassified from Accumulated Other Comprehensive Income/(Loss) to Income (Effective Portion) |
|  |  | For Year Ended December 31, |
|  |  | 2012 |  |  | 2011 |  |  | 2010 |
Interest rate derivatives | Interest expense |  | $ | (16.2 | ) |  | $ | (6.3 | ) |  | $ | (25.6 | )
Commodity derivatives | Revenue |  |  | 10.1 |  |  |  | (218.4 | ) |  |  | 2.1 |
Commodity derivatives | Operating costs and expenses |  |  | (24.3 | ) |  |  | (13.9 | ) |  |  | (46.1 | )
Foreign currency derivatives | Other expense |  |  | -- |  |  |  | -- |  |  |  | 0.3 |
Total |  |  | $ | (30.4 | ) |  | $ | (238.6 | ) |  | $ | (69.3 | )
Gain/(Loss) Recognized in Income on Derivative (Ineffective Portion) |
Derivatives in Cash Flow Hedging Relationships | Location |  | Gain/(Loss) Recognized in Income on Derivative (Ineffective Portion) |
|  |  | For Year Ended December 31, |
|  |  | 2012 |  |  | 2011 |  |  | 2010 |
Interest rate derivatives | Interest expense |  | $ | -- |  |  | $ | -- |  |  | $ | (0.1 | )
Commodity derivatives | Revenue |  |  | -- |  |  |  | 0.2 |  |  |  | -- |
Commodity derivatives | Operating costs and expenses |  |  | 0.3 |  |  |  | (0.3 | ) |  |  | (0.8 | )
Total |  |  | $ | 0.3 |  |  | $ | (0.1 | ) |  | $ | (0.9 | )
Gain/(Loss) Recognized in Income on Derivative | The following table presents the effect of our derivative instruments not designated as hedging instruments on our Statements of Consolidated Operations for the periods presented:
Derivatives Not Designated as Hedging Instruments | Location |  | Gain/(Loss) Recognized in Income on Derivative |
|  |  | For Year Ended December 31, |
|  |  | 2012 |  |  | 2011 |  |  | 2010 |
Interest rate derivatives | Interest expense |  | $ | (5.6 | ) |  | $ | (18.5 | ) |  | $ | (20.1 | )
Commodity derivatives | Revenue |  |  | 22.7 |  |  |  | 39.9 |  |  |  | 24.4 |
Commodity derivatives | Operating costs and expense |  |  | (2.8 | ) |  |  | (3.7 | ) |  |  | -- |
Foreign currency derivatives | Other expense |  |  | -- |  |  |  | (0.5 | ) |  |  | 0.3 |
Total |  |  | $ | 14.3 |  |  | $ | 17.2 |  |  | $ | 4.6 |
Fair Value Measurements of Financial Assets and Liabilities Measured on a Recurring Basis | The following table sets forth, by level within the fair value hierarchy, the carrying values of our financial assets and liabilities at the dates indicated. These assets and liabilities are measured on a recurring basis and are classified based on the lowest level of input used to estimate their fair value. Our assessment of the relative significance of such inputs requires judgment.
|  | 2012 Fair Value Measurements Using |  |  |  |
|  | Quoted Prices |  |  |  |  |  |  |  |  |  |
|  | in Active |  |  | Significant |  |  |  |  |  |  |
|  | Markets for |  |  | Other |  |  | Significant |  |  | Carrying |
|  | Identical Assets |  |  | Observable |  |  | Unobservable |  |  | Value |
|  | and Liabilities |  |  | Inputs |  |  | Inputs |  |  | at December 31, |
|  | (Level 1) |  |  | (Level 2) |  |  | (Level 3) |  |  | 2012 |
Financial assets: |  |  |  |  |  |  |  |  |  |  |  |
Interest rate derivatives |  | $ | -- |  |  | $ | 45.2 |  |  | $ | -- |  |  | $ | 45.2 |
Commodity derivatives |  |  | 11.4 |  |  |  | 47.8 |  |  |  | 2.4 |  |  |  | 61.6 |
Total |  | $ | 11.4 |  |  | $ | 93.0 |  |  | $ | 2.4 |  |  | $ | 106.8 |
Financial liabilities: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate derivatives |  | $ | -- |  |  | $ | 192.6 |  |  | $ | -- |  |  | $ | 192.6 |
Commodity derivatives |  |  | 13.1 |  |  |  | 28.5 |  |  |  | 3.9 |  |  |  | 45.5 |
Total |  | $ | 13.1 |  |  | $ | 221.1 |  |  | $ | 3.9 |  |  | $ | 238.1 |
|  | 2011 Fair Value Measurements Using |  |  |  |
|  | Quoted Prices |  |  |  |  |  |  |  |  |  |
|  | in Active |  |  | Significant |  |  |  |  |  |  |
|  | Markets for |  |  | Other |  |  | Significant |  |  | Carrying |
|  | Identical Assets |  |  | Observable |  |  | Unobservable |  |  | Value |
|  | and Liabilities |  |  | Inputs |  |  | Inputs |  |  | at December 31, |
|  | (Level 1) |  |  | (Level 2) |  |  | (Level 3) |  |  | 2011 |
Financial assets: |  |  |  |  |  |  |  |  |  |  |  |
Interest rate derivatives |  | $ | -- |  |  | $ | 87.9 |  |  | $ | -- |  |  | $ | 87.9 |
Commodity derivatives |  |  | 28.4 |  |  |  | 38.1 |  |  |  | 0.8 |  |  |  | 67.3 |
Total |  | $ | 28.4 |  |  | $ | 126.0 |  |  | $ | 0.8 |  |  | $ | 155.2 |
Financial liabilities: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate derivatives |  | $ | -- |  |  | $ | 311.4 |  |  | $ | -- |  |  | $ | 311.4 |
Commodity derivatives |  |  | 29.9 |  |  |  | 34.7 |  |  |  | 0.4 |  |  |  | 65.0 |
Total |  | $ | 29.9 |  |  | $ | 346.1 |  |  | $ | 0.4 |  |  | $ | 376.4 |
Reconciliation of Changes in the Fair Value of Level 3 Financial Assets and Liabilities | The following table sets forth a reconciliation of changes in the overall fair values of our recurring Level 3 financial assets and liabilities for the periods presented:
|  |  | For Year Ended December 31, |
| Location |  | 2012 |  |  | 2011 |
Balance, January 1 |  |  | $ | 0.4 |  |  | $ | (25.9 | )
Total gains (losses) included in: |  |  |  |  |  |  |  |  |
Net income (1) | Revenue |  |  | (2.9 | ) |  |  | 2.3 |
Other comprehensive income (loss) | Commodity derivative instruments – changes in fair value of cash flow hedges |  |  | 10.1 |  |  |  | 16.2 |
Settlements |  |  |  | 0.8 |  |  |  | (2.0 | )
Transfers out of Level 3 (2) |  |  |  | (9.9 | ) |  |  | 9.8 |
Balance, December 31 |  |  | $ | (1.5 | ) |  | $ | 0.4 |
(1) There were $1.9 million of unrealized losses and $2.6 million of unrealized gains included in these amounts for the years ended December 31, 2012 and 2011, respectively. (2) Transfers out of Level 3 into Level 2 during 2012 were due to shorter remaining transaction maturities falling inside of the Level 2 range during the fourth quarter. Transfers out of Level 3 into Level 2 during 2011 were primarily due to the change in observability of forward NGL prices. |
Fair Value Measurements, Valuation Techniques | The following table provides quantitative information about our recurring Level 3 fair value measurements at December 31, 2012:
|  | Fair Value |  |  |  |
|  | Financial Assets |  |  | Financial Liabilities |  | Valuation Techniques | Unobservable Input | Range
Commodity derivatives – Crude oil |  | $ | 2.4 |  |  | $ | 3.9 |  | Discounted cash flow | Forward commodity prices | $75.62-$92.28/barrel
Nonrecurring Fair Value Measurements | The following table summarizes our non-recurring fair value measurements for the year ended December 31, 2012:
|  |  |  |  | Fair Value Measurements Using |  |  |  |
|  |  |  |  | Quoted Prices |  |  | Significant |  |  |  |  |  |  |
|  | Carrying |  |  | in Active |  |  | Other |  |  | Significant |  |  |  |
|  | Value at |  |  | Markets for |  |  | Observable |  |  | Unobservable |  |  | Total Non-Cash |
|  | December 31, |  |  | Identical Assets |  |  | Inputs |  |  | Inputs |  |  | Impairment |
|  | 2012 |  |  | (Level 1) |  |  | (Level 2) |  |  | (Level 3) |  |  | Loss |
Impairment of long-lived assets held and used |  | $ | 2.2 |  |  | $ | -- |  |  | $ | -- |  |  | $ | 2.2 |  |  | $ | 2.6 |
Impairment of long-lived assets disposed of by sale |  |  | -- |  |  |  | -- |  |  |  | -- |  |  |  | -- |  |  |  | 4.3 |
Impairment of long-lived assets disposed of other than by sale |  |  | 0.8 |  |  |  | -- |  |  |  | -- |  |  |  | 0.8 |  |  |  | 56.5 |
Total |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | $ | 63.4 |
Noncash Impairment Charges [Table Text Block] | The following table summarizes our non-cash impairment charges by segment during each of the periods presented:
|  | For Year Ended December 31, |
|  | 2012 |  |  | 2011 |  |  | 2010 |
NGL Pipelines & Services |  | $ | 16.3 |  |  | $ | 11.3 |  |  | $ | 2.8 |
Onshore Natural Gas Pipelines & Services |  |  | 29.2 |  |  |  | 10.4 |  |  |  | 5.2 |
Onshore Crude Oil Pipelines & Services |  |  | 10.6 |  |  |  | -- |  |  |  | -- |
Offshore Pipelines & Services |  |  | 4.0 |  |  |  | 5.5 |  |  |  | -- |
Petrochemical & Refined Products Services |  |  | 3.3 |  |  |  | 0.6 |  |  |  | 0.4 |
Total non-cash impairment charges |  | $ | 63.4 |  |  | $ | 27.8 |  |  | $ | 8.4 |

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- Definition "Tabular disclosure, for the fair value measurement of assets and liabilities using Level 3 inputs, a reconciliation of the beginning and ending balances, separately presenting changes during the period attributable to the following: (1) total gains or losses for the period , segregating those gains by location in the financial statements; (2) purchases, sales, issuances, and settlements (net); and (3) transfers in and transfers out of Level 3. + References No definition available. + Details
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- Definition Tabular disclosure of the inputs and valuation techniques used to measure fair value, and a discussion of changes in valuation techniques and related inputs, if any, applied during the period to each separate class of assets, liabilities, and financial instruments classified in shareholders' equity that are measured on a recurring and/or nonrecurring basis. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (bbb) -URI http://asc.fasb.org/extlink&oid=7578670&loc=d3e19207-110258 + Details
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