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Derivative Instruments, Hedging Activities and Fair Value Measurements (Details) (USD $) In Millions, unless otherwise specified | 1 Months Ended | 12 Months Ended | 6 Months Ended | 1 Months Ended | 6 Months Ended |
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Mar. 31, 2013 Interest rate derivatives [Member] Derivatives in cash flow hedging relationships [Member] Forward Starting Swaps [Member] | Feb. 29, 2012 Interest rate derivatives [Member] Derivatives in cash flow hedging relationships [Member] Forward Starting Swaps [Member] | Dec. 31, 2012 Interest rate derivatives [Member] Derivatives in cash flow hedging relationships [Member] Forward Starting Swaps [Member] | Jun. 30, 2013 Interest rate derivatives [Member] Derivatives in fair value hedging relationships [Member] Senior Notes AA [Member] | Feb. 29, 2012 Interest rate derivatives [Member] Derivatives in fair value hedging relationships [Member] Interest Rate Swap [Member] | Jun. 30, 2013 Interest rate derivatives [Member] Derivatives in mark-to-market relationships [Member] Undesignated Swaps [Member] | Jun. 30, 2013 Commodity derivatives [Member] Derivatives in cash flow hedging relationships [Member] Octane enhancement: Forecasted purchases of NGLs [Member] MMBbls | Jun. 30, 2013 Commodity derivatives [Member] Derivatives in cash flow hedging relationships [Member] Octane enhancement: Forecasted sales of octane enhancement products [Member] MMBbls | Jun. 30, 2013 Commodity derivatives [Member] Derivatives in cash flow hedging relationships [Member] Natural gas marketing: Forecasted sales of natural gas [Member] ft3 | Jun. 30, 2013 Commodity derivatives [Member] Derivatives in cash flow hedging relationships [Member] NGL marketing: Forecasted purchases of NGLs and related hydrocarbon products [Member] MMBbls | Jun. 30, 2013 Commodity derivatives [Member] Derivatives in cash flow hedging relationships [Member] NGL marketing: Forecasted sales of NGLs and related hydrocarbon products [Member] MMBbls | Jun. 30, 2013 Commodity derivatives [Member] Derivatives in cash flow hedging relationships [Member] Refined products marketing: Forecasted purchases of refined products [Member] MMBbls | Jun. 30, 2013 Commodity derivatives [Member] Derivatives in cash flow hedging relationships [Member] Refined products marketing: Forecasted sales of refined products [Member] MMBbls | Jun. 30, 2013 Commodity derivatives [Member] Derivatives in cash flow hedging relationships [Member] Crude oil marketing: Forecasted purchases of crude oil [Member] MMBbls | Jun. 30, 2013 Commodity derivatives [Member] Derivatives in cash flow hedging relationships [Member] Crude oil marketing: Forecasted sales of crude oil [Member] MMBbls | Jun. 30, 2013 Commodity derivatives [Member] Derivatives in fair value hedging relationships [Member] Natural gas marketing: Natural gas storage inventory management activities [Member] ft3 | Jun. 30, 2013 Commodity derivatives [Member] Derivatives in mark-to-market relationships [Member] Natural gas risk management activities [Member] ft3 | Jun. 30, 2013 Commodity derivatives [Member] Derivatives in mark-to-market relationships [Member] Refined products risk management activities [Member] MMBbls | Jun. 30, 2013 Commodity derivatives [Member] Derivatives in mark-to-market relationships [Member] Crude oil risk management activities [Member] MMBbls
Derivative [Line Items] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Number of Derivatives Outstanding |  |  | 16 | 10 |  | 6 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Type of Derivatives Outstanding |  |  | Forward starting swaps | fixed-to-floating |  | floating-to-fixed |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Notional Amount |  |  | $ 1,000.0 | $ 750.0 |  | $ 600.0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Period of Hedge |  |  |  | 1/2011 to 2/2016 |  | 5/2010 to 7/2014 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Rate Swap, fixed rate (in hundredths) |  |  |  | 3.20% |  | 2.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Rate Swap, floating rate (in hundredths) |  |  |  | 1.30% |  | 0.30% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Current Volume |  |  |  |  |  |  | 1.1 | [1],[2] | 2.2 | [1],[2] | 2,300,000,000.0 | [1],[2] | 3.3 | [1],[2] | 7.1 | [1],[2] | 0.1 | [1],[2] | 0.1 | [1],[2] | 2.6 | [1],[2] | 3.0 | [1],[2] | 10,000,000,000.0 | [1],[2] | 145,700,000,000.0 | [1],[2],[3],[4] | 0.5 | [1],[2],[3] | 8.5 | [1],[2],[3]
Long Term Volume |  |  |  |  |  |  |  |  | 0.1 | [1],[2] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 24,000,000,000.0 | [1],[2],[3],[4] |  |  |  |
Number of derivative instruments settled | 16 | 10 |  |  | 11 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Notional amount of settled derivative instruments | 1,000.0 | 500.0 |  |  | 800.0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Loss (gain) recognized due to settlement of derivative instruments |  |  |  |  | (37.7) |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Accumulated other comprehensive income (loss) related to interest rate derivative instruments | $ (168.8) | $ (115.3) |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Current natural gas hedging volumes designated as an index plus or minus a discount |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 63,900,000,000 |  |  |  |  |
Long-term natural gas hedging volumes designated as an index plus or minus a discount |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 1,200,000,000 |  |  |  |  |
[1] | 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 2015, February 2014 and March 2016, respectively.
[2] | 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.
[3] | Reflects the use of derivative instruments to manage risks associated with transportation, processing and storage assets.
[4] | Current and long-term volumes include 63.9 Bcf and 1.2 Bcf, respectively, of physical derivative instruments that are predominantly priced at a marked-based index plus a premium or minus a discount related to location differences.

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- Definition The period of hedges of the derivative instruments employed related to the noted item. + References No definition available. + Details
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- Definition The derivative instruments entered into in connection with natural gas risk management activities by the entity. Represents the long term contracts that are priced as an index plus a premium or minus a discount. + References No definition available. + Details
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- Definition The derivative instruments entered into in connection with natural gas risk management activities by the entity. Represents the short term contracts that are priced as an index plus a premium or minus a discount. + References No definition available. + Details
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- Definition Amount of unrealized gain (loss) related to the increase (decrease) in fair value of interest rate derivatives designated as cash flow hedging instruments, which was recorded in accumulated other comprehensive income to the extent that the cash flow hedge was determined to be effective. + References No definition available. + Details
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- Definition The notional value of derivative instruments terminated during the period. + References No definition available. + Details
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- Definition Aggregate notional amount specified by the derivative(s). Expressed as an absolute value. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Article 12 -Section 13 -Sentence Column B + Details
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- Definition Amount as of the balance sheet date of the unamortized adjustment to the carrying value of an interest-bearing hedged item made under an effective fair value hedge that is amortized upon discontinuation of the fair value hedge. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 25 -Section 35 -Paragraph 9 -URI http://asc.fasb.org/extlink&oid=6439857&loc=d3e75592-113984 + Details
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