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Derivative Instruments, Hedging Activities and Fair Value Measurements (Tables)

12 Months Ended

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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Tabular disclosure for other derivative instruments not designated as hedging instruments of (a) the location and amount of gains and losses reported in the statement of financial performance and (b) the location and fair value amounts of the instruments reported in the statement of financial position.

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