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Derivative Instruments, Hedging Activities and Fair Value Measurements (Tables) | 3 Months Ended
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Mar. 31, 2013
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 March 31, 2013:
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 | 0.3% to 2.0% | Mark-to-market
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 option contracts. The following table summarizes our portfolio of commodity derivative instruments outstanding at March 31, 2013 (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) | 1.5 | n/a | Cash flow hedge
Forecasted sales of octane enhancement products (MMBbls) | 3.2 | n/a | Cash flow hedge
Natural gas marketing: |  |  |
Forecasted sales of natural gas (Bcf) | 0.1 | n/a | Cash flow hedge
Natural gas storage inventory management activities (Bcf) | 1.9 | n/a | Fair value hedge
NGL marketing: |  |  |
Forecasted purchases of NGLs and related hydrocarbon products (MMBbls) | 3.4 | n/a | Cash flow hedge
Forecasted sales of NGLs and related hydrocarbon products (MMBbls) | 6.5 | n/a | Cash flow hedge
Refined products marketing: |  |  |
Refined products inventory management activities (MMBbls) | 0.1 | n/a | Fair value hedge
Crude oil marketing: |  |  |
Forecasted purchases of crude oil (MMBbls) | 3.9 | n/a | Cash flow hedge
Forecasted sales of crude oil (MMBbls) | 8.8 | n/a | Cash flow hedge
Derivatives not designated as hedging instruments: |  |  |
Natural gas risk management activities (Bcf) (3,4) | 162.7 | 25.9 | Mark-to-market
Refined products risk management activities (MMBbls) (4) | 0.5 | n/a | Mark-to-market
Crude oil risk management activities (MMBbls) (4) | 3.7 | 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 March 2014, March 2014 and October 2015, respectively. (3) Current volumes include 89.5 Bcf of physical derivative instruments that are predominantly priced at a market-based 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 |
| March 31, 2013 |  | December 31, 2012 |  | March 31, 2013 |  | December 31, 2012 |
| 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 |  | $ | 16.1 |  | Other current assets |  | $ | 19.6 |  | Other current liabilities |  | $ | -- |  | Other current liabilities |  | $ | 175.4 |
Interest rate derivatives | Other assets |  |  | 22.3 |  | Other assets |  |  | 25.6 |  | Other liabilities |  |  | -- |  | Other liabilities |  |  | -- |
Total interest rate derivatives |  |  |  | 38.4 |  |  |  |  | 45.2 |  |  |  |  | -- |  |  |  |  | 175.4 |
Commodity derivatives | Other current assets |  |  | 45.8 |  | Other current assets |  |  | 45.3 |  | Other current liabilities |  |  | 78.3 |  | Other current liabilities |  |  | 35.4 |
Commodity derivatives | Other assets |  |  | -- |  | Other assets |  |  | -- |  | Other liabilities |  |  | -- |  | Other liabilities |  |  | 0.5 |
Total commodity derivatives |  |  |  | 45.8 |  |  |  |  | 45.3 |  |  |  |  | 78.3 |  |  |  |  | 35.9 |
Total derivatives designated as hedging instruments |  |  | $ | 84.2 |  |  |  | $ | 90.5 |  |  |  | $ | 78.3 |  |  |  | $ | 211.3 |
Derivatives not designated as hedging instruments |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate derivatives | Other current assets |  | $ | -- |  | Other current assets |  | $ | -- |  | Other current liabilities |  | $ | 12.1 |  | Other current liabilities |  | $ | 12.2 |
Interest rate derivatives | Other assets |  |  | -- |  | Other assets |  |  | -- |  | Other liabilities |  |  | 2.6 |  | Other liabilities |  |  | 5.0 |
Total interest rate derivatives |  |  |  | -- |  |  |  |  | -- |  |  |  |  | 14.7 |  |  |  |  | 17.2 |
Commodity derivatives | Other current assets |  |  | 6.0 |  | Other current assets |  |  | 15.7 |  | Other current liabilities |  |  | 7.8 |  | Other current liabilities |  |  | 8.9 |
Commodity derivatives | Other assets |  |  | 0.3 |  | Other assets |  |  | 0.6 |  | Other liabilities |  |  | 1.0 |  | Other liabilities |  |  | 0.7 |
Total commodity derivatives |  |  |  | 6.3 |  |  |  |  | 16.3 |  |  |  |  | 8.8 |  |  |  |  | 9.6 |
Total derivatives not designated as hedging instruments |  |  | $ | 6.3 |  |  |  | $ | 16.3 |  |  |  | $ | 23.5 |  |  |  | $ | 26.8 |
Offsetting Financial Assets | Certain of our commodity derivative instruments are subject to master netting arrangements or similar agreements. The following tables present our derivative instruments subject to such arrangements at the dates indicated:
|  | Offsetting of Financial Assets and Derivative Assets |
|  | Gross Amounts of Recognized Assets |  |  | Gross Amounts Offset in the Balance Sheet |  |  | Amounts of Assets Presented in the Balance Sheet |  |  | Gross Amounts Not Offset in the Balance Sheet |  |  |  |
|  | Financial Instruments |  |  | Cash Collateral Received |  |  | Amounts That Would Have Been Presented On Net Basis |
|  | (i) |  |  | (ii) |  |  | (iii) = (i) – (ii) |  |  | (iv) |  |  | (v) = (iii) – (iv) |
As of March 31, 2013: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Commodity derivatives |  | $ | 52.1 |  |  | $ | -- |  |  | $ | 52.1 |  |  | $ | (52.0 | ) |  | $ | -- |  |  | $ | 0.1 |
As of December 31, 2012: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Commodity derivatives |  | $ | 61.6 |  |  | $ | -- |  |  | $ | 61.6 |  |  | $ | (38.7 | ) |  | $ | (15.2 | ) |  | $ | 7.7 |
Offsetting Financial Liabilities | Certain of our commodity derivative instruments are subject to master netting arrangements or similar agreements. The following tables present our derivative instruments subject to such arrangements at the dates indicated:
|  | Offsetting of Financial Liabilities and Derivative Liabilities |
|  | Gross Amounts of Recognized Liabilities |  |  | Gross Amounts Offset in the Balance Sheet |  |  | Amounts of Liabilities Presented in the Balance Sheet |  |  | Gross Amounts Not Offset in the Balance Sheet |  |  |  |
|  | Financial Instruments |  |  | Cash Collateral Paid |  |  | Amounts That Would Have Been Presented On Net Basis |
|  | (i) |  |  | (ii) |  |  | (iii) = (i) – (ii) |  |  | (iv) |  |  | (v) = (iii) – (iv) |
As of March 31, 2013: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Commodity derivatives |  | $ | 87.1 |  |  | $ | -- |  |  | $ | 87.1 |  |  | $ | (52.0 | ) |  | $ | (24.3 | ) |  | $ | 10.8 |
As of December 31, 2012: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Commodity derivatives |  | $ | 45.5 |  |  | $ | -- |  |  | $ | 45.5 |  |  | $ | (38.7 | ) |  | $ | (4.3 | ) |  | $ | 2.5 |
Derivative Instruments Effects on Statements of Operations | The following tables present the effect of our derivative instruments designated as fair value hedges on our Unaudited Condensed Statements of Consolidated Operations for the periods presented:
Derivatives in Fair Value Hedging Relationships | Location |  | Gain (Loss) Recognized in Income on Derivative |
|  |  | For the Three Months Ended March 31, |
|  |  | 2013 |  |  | 2012 |
Interest rate derivatives | Interest expense |  | $ | (3.5 | ) |  | $ | (1.5 | )
Commodity derivatives | Revenue |  |  | (0.7 | ) |  |  | 0.7 |
Total |  |  | $ | (4.2 | ) |  | $ | (0.8 | )
Derivatives in Fair Value Hedging Relationships | Location |  | Gain (Loss) Recognized in Income on Hedged Item |
|  |  | For the Three Months Ended March 31, |
|  |  | 2013 |  |  | 2012 |
Interest rate derivatives | Interest expense |  | $ | 3.4 |  |  | $ | 1.1 |
Commodity derivatives | Revenue |  |  | (6.7 | ) |  |  | 0.4 |
Total |  |  | $ | (3.3 | ) |  | $ | 1.5 |
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 Unaudited Condensed Statements of Consolidated Operations and Unaudited Condensed 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 the Three Months Ended March 31, |
|  | 2013 |  |  | 2012 |
Interest rate derivatives |  | $ | 6.7 |  |  | $ | 28.9 |
Commodity derivatives – Revenue (1) |  |  | (47.6 | ) |  |  | (39.6 | )
Commodity derivatives – Operating costs and expenses (1) |  |  | -- |  |  |  | (20.0 | )
Total |  | $ | (40.9 | ) |  | $ | (30.7 | )
(1) The fair value of these derivative instruments would be reclassified to their respective locations on the Statement of Consolidated Operations upon settlement of the underlying derivative transactions, as appropriate.
Gain/(Loss) Reclassified from Accumulated Other Comprehensive Income/(Loss) to Income (Effective Portion) | The following tables present the effect of our derivative instruments designated as cash flow hedges on our Unaudited Condensed Statements of Consolidated Operations and Unaudited Condensed Statements of Consolidated Comprehensive Income for the periods presented:
Derivatives in Cash Flow Hedging Relationships | Location |  | Gain (Loss) Reclassified from Accumulated Other Comprehensive Income (Loss) to Income (Effective Portion) |
|  |  | For the Three Months |
|  |  | Ended March 31, |
|  |  | 2013 |  |  | 2012 |
Interest rate derivatives | Interest expense |  | $ | (5.9 | ) |  | $ | (2.7 | )
Commodity derivatives | Revenue |  |  | (7.7 | ) |  |  | (10.0 | )
Commodity derivatives | Operating costs and expenses |  |  | 0.4 |  |  |  | (12.0 | )
Total |  |  | $ | (13.2 | ) |  | $ | (24.7 | )
Gain/(Loss) Recognized in Income on Derivative (Ineffective Portion) | The following tables present the effect of our derivative instruments designated as cash flow hedges on our Unaudited Condensed Statements of Consolidated Operations and Unaudited Condensed Statements of Consolidated Comprehensive Income for the periods presented:
Derivatives in Cash Flow Hedging Relationships | Location |  | Gain (Loss) Recognized in Income on Derivative (Ineffective Portion) |
|  |  | For the Three Months |
|  |  | Ended March 31, |
|  |  | 2013 |  |  | 2012 |
Commodity derivatives | Operating costs and expenses |  | $ | -- |  |  | $ | 0.3 |
Total |  |  | $ | -- |  |  | $ | 0.3 |
Gain/(Loss) Recognized in Income on Derivative | The following table presents the effect of our derivative instruments not designated as hedging instruments on our Unaudited Condensed Statements of Consolidated Operations for the periods presented:
Derivatives Not Designated as Hedging Instruments | Location |  | Gain (Loss) Recognized in Income on Derivative |
|  |  | For the Three Months |
|  |  | Ended March 31, |
|  |  | 2013 |  |  | 2012 |
Interest rate derivatives | Interest expense |  | $ | 0.1 |  |  | $ | (2.2 | )
Commodity derivatives | Revenue |  |  | (5.3 | ) |  |  | 20.8 |
Commodity derivatives | Operating costs and expenses |  |  | -- |  |  |  | (2.8 | )
Total |  |  | $ | (5.2 | ) |  | $ | 15.8 |
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 March 31, 2013. 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.
|  | Fair Value Measurements Using |  |  |  |
|  | Quoted Prices |  |  |  |  |  |  |  |  |  |
|  | in Active |  |  | Significant |  |  |  |  |  |  |
|  | Markets for |  |  | Other |  |  | Significant |  |  | Carrying |
|  | Identical Assets |  |  | Observable |  |  | Unobservable |  |  | Value |
|  | and Liabilities |  |  | Inputs |  |  | Inputs |  |  | at March 31, |
|  | (Level 1) |  |  | (Level 2) |  |  | (Level 3) |  |  | 2013 |
Financial assets: |  |  |  |  |  |  |  |  |  |  |  |
Interest rate derivatives |  | $ | -- |  |  | $ | 38.4 |  |  | $ | -- |  |  | $ | 38.4 |
Commodity derivatives |  |  | 16.3 |  |  |  | 35.8 |  |  |  | -- |  |  |  | 52.1 |
Total |  | $ | 16.3 |  |  | $ | 74.2 |  |  | $ | -- |  |  | $ | 90.5 |
Financial liabilities: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate derivatives |  | $ | -- |  |  | $ | 14.7 |  |  | $ | -- |  |  | $ | 14.7 |
Commodity derivatives |  |  | 39.1 |  |  |  | 47.4 |  |  |  | 0.6 |  |  |  | 87.1 |
Total |  | $ | 39.1 |  |  | $ | 62.1 |  |  | $ | 0.6 |  |  | $ | 101.8 |
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 fair values of our recurring Level 3 financial assets and liabilities on a combined basis for the periods presented:
|  |  | For the Three Months |
|  |  | Ended March 31, |
Location |  | 2013 |  |  | 2012 |
Financial Asset (Liability) Balance, Net, January 1 |  |  | $ | (1.5 | ) |  | $ | 0.4 |
Total gains (losses) included in: |  |  |  |  |  |  |  |  |
Net income (1) | Revenue |  |  | (0.6 | ) |  |  | 0.5 |
Other comprehensive income (loss) | Commodity derivative instruments – changes in fair value of cash flow hedges |  |  | -- |  |  |  | 0.5 |
Settlements | Revenue |  |  | 1.5 |  |  |  | (0.5 | )
Financial Asset (Liability) Balance, Net, March 31 |  |  | $ | (0.6 | ) |  | $ | 0.9 |
(1) There were unrealized gains of $0.9 million and $0.1 million included in these amounts for the three months ended March 31, 2013 and 2012, respectively. |
Fair Value Measurements, Valuation Techniques | The following table provides quantitative information about our recurring Level 3 fair value measurements at March 31, 2013:
|  | Fair Value |  |  |  |
|  | Financial Assets |  |  | Financial Liabilities |  | Valuation Techniques | Unobservable Input | Range
Commodity derivatives – Crude oil |  | $ | -- |  |  | $ | 0.6 |  | Discounted cash flow | Forward commodity prices | $95.75-$112.88/barrel
Noncash Impairment Charges By Segment | The following table summarizes our non-cash impairment charges by segment during each of the periods presented:
|  | For the Three Months |
|  | Ended March 31, |
|  | 2013 |  |  | 2012 |
NGL Pipelines & Services |  | $ | 1.0 |  |  | $ | 5.1 |
Petrochemical & Refined Products Services |  |  | 10.0 |  |  |  | 0.3 |
Total |  | $ | 11.0 |  |  | $ | 5.4 |

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