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

9 Months Ended

Sep. 30, 2014

Derivative Instruments, Hedging Activities and Fair Value Measurements [Abstract]

Hedging Instruments Under the FASB's Derivative and Hedging Guidance

We may utilize interest rate swaps, forward starting swaps and similar derivative instruments to manage our exposure to changes in interest rates charged on borrowings under certain consolidated debt agreements.  The following table summarizes our portfolio of interest rate swaps at September 30, 2014:

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 1.2%	Fair value hedge

The prices of natural gas, NGLs, crude oil, refined products and 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 September 30, 2014 (volume measures as noted):

	Volume (1)		Accounting
Derivative Purpose	Current (2)	Long-Term (2)	Treatment
Derivatives designated as hedging instruments:
Natural gas processing:
Forecasted natural gas purchases for plant thermal reduction (Bcf)	1.1	n/a	Cash flow hedge
Forecasted sales of NGLs (MMBbls) (3)	0.3	n/a	Cash flow hedge
Octane enhancement:
Forecasted purchases of NGLs (MMBbls)	0.3	n/a	Cash flow hedge
Forecasted sales of octane enhancement products (MMBbls)	0.2	n/a	Cash flow hedge
Natural gas marketing:
Forecasted sales of natural gas (Bcf)	1.7	n/a	Cash flow hedge
Natural gas storage inventory management activities (Bcf)	5.1	n/a	Fair value hedge
NGL marketing:
Forecasted purchases of NGLs and related hydrocarbon products (MMBbls)	5.2	0.1	Cash flow hedge
Forecasted sales of NGLs and related hydrocarbon products (MMBbls)	8.8	n/a	Cash flow hedge
Refined products marketing:
Forecasted purchases of refined products (MMBbls)	0.7	n/a	Cash flow hedge
Forecasted sales of refined products (MMBbls)	1.3	n/a	Cash flow hedge
Crude oil marketing:
Forecasted purchases of crude oil (MMBbls)	5.0	0.5	Cash flow hedge
Forecasted sales of crude oil (MMBbls)	7.0	0.5	Cash flow hedge
Derivatives not designated as hedging instruments:
Natural gas risk management activities (Bcf) (4,5)	63.5	15.3	Mark-to-market
Crude oil risk management activities (MMBbls) (5)	6.7	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 December 2015, October 2015 and March 2018, respectively.
(3) Forecasted sales of NGL volumes under natural gas processing exclude 0.3 MMBbls of additional hedges executed under contracts that have been designated as normal sales agreements.
(4) Current and long-term volumes include 28.9 Bcf and 0.9 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.
(5) 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
	September 30, 2014					December 31, 2013					September 30, 2014					December 31, 2013
	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		$	15.9		Other current assets		$	20.2		Other current liabilities		$	--		Other current liabilities		$	--
Interest rate derivatives	Other assets			3.5		Other assets			12.4		Other liabilities			--		Other liabilities			--
Total interest rate derivatives				19.4					32.6					--					--
Commodity derivatives	Other current assets			38.1		Other current assets			30.9		Other current liabilities			19.5		Other current liabilities			46.5
Commodity derivatives	Other assets			1.2		Other assets			--		Other liabilities			1.4		Other liabilities			0.3
Total commodity derivatives				39.3					30.9					20.9					46.8
Total derivatives designated as hedging instruments			$	58.7				$	63.5				$	20.9				$	46.8
Derivatives not designated as hedging instruments
Interest rate derivatives	Other current assets		$	--		Other current assets		$	--		Other current liabilities		$	--		Other current liabilities		$	7.8
Interest rate derivatives	Other assets			--		Other assets			--		Other liabilities			--		Other liabilities			--
Total interest rate derivatives				--					--					--					7.8
Commodity derivatives	Other current assets			1.4		Other current assets			7.6		Other current liabilities			0.8		Other current liabilities			5.5
Commodity derivatives	Other assets			1.0		Other assets			2.8		Other liabilities			0.3		Other liabilities			2.8
Total commodity derivatives				2.4					10.4					1.1					8.3
Total derivatives not designated as hedging instruments			$	2.4				$	10.4				$	1.1				$	16.1

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								Amounts That Would Have Been Presented On Net Basis
													Financial Instruments				Cash Collateral Received
	(i)				(ii)				(iii) = (i) – (ii)				(iv)								(v) = (iii) + (iv)
As of September 30, 2014:
Interest rate derivatives		$	19.4			$	--			$	19.4			$	--			$	--			$	19.4
Commodity derivatives			41.7				--				41.7				(24.8	)			(16.9	)			--
As of December 31, 2013:
Interest rate derivatives		$	32.6			$	--			$	32.6			$	(2.6	)		$	--			$	30.0
Commodity derivatives			41.3				--				41.3				(41.0	)			--				0.3

Offsetting Financial Liabilities

	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								Amounts That Would Have Been Presented On Net Basis
													Financial Instruments				Cash Collateral Paid
	(i)				(ii)				(iii) = (i) – (ii)				(iv)								(v) = (iii) + (iv)
As of September 30, 2014:
Interest rate derivatives		$	--			$	--			$	--			$	--			$	--			$	--
Commodity derivatives			22.0				--				22.0				(24.8	)			7.8				5.0
As of December 31, 2013:
Interest rate derivatives		$	7.8			$	--			$	7.8			$	(2.6	)		$	--			$	5.2
Commodity derivatives			55.1				--				55.1				(41.0	)			(9.3	)			4.8

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 indicated:

Derivatives in Fair Value Hedging Relationships	Location	Gain (Loss) Recognized in Income on Derivative
		For the Three Months Ended September 30,								For the Nine Months Ended September 30,
		2014				2013				2014				2013
Interest rate derivatives	Interest expense		$	(4.1	)		$	(0.5	)		$	(9.5	)		$	(10.6	)
Commodity derivatives	Revenue			(0.3	)			(3.1	)			0.6				3.1
Total			$	(4.4	)		$	(3.6	)		$	(8.9	)		$	(7.5	)

Derivatives in Fair Value Hedging Relationships	Location	Gain (Loss) Recognized in Income on Hedged Item
		For the Three Months Ended September 30,								For the Nine Months Ended September 30,
		2014				2013				2014				2013
Interest rate derivatives	Interest expense		$	3.9			$	0.4			$	9.3			$	10.3
Commodity derivatives	Revenue			1.0				(0.4	)			(1.4	)			(12.0	)
Total			$	4.9			$	--			$	7.9			$	(1.7	)

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 indicated:

Derivatives in Cash Flow Hedging Relationships		Change in Value Recognized in Other Comprehensive Income (Loss) on Derivative (Effective Portion)
		For the Three Months Ended September 30,								For the Nine Months Ended September 30,
		2014				2013				2014				2013
Interest rate derivatives		$	--			$	--			$	--			$	6.7
Commodity derivatives – Revenue (1)			58.8				(8.6	)			15.2				(22.1	)
Commodity derivatives – Operating costs and expenses (1)			(0.7	)			--				0.9				--
Total		$	58.1			$	(8.6	)		$	16.1			$	(15.4	)
(1)    The fair value of these derivative instruments will be reclassified to their respective locations on the Unaudited Condensed 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)

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 September 30,								For the Nine Months Ended September 30,
		2014				2013				2014				2013
Interest rate derivatives	Interest expense		$	(8.0	)		$	(7.7	)		$	(23.9	)		$	(21.4	)
Commodity derivatives	Revenue			17.8				(14.6	)			(14.5	)			(15.1	)
Commodity derivatives	Operating costs and expenses			0.2				--				1.6				0.4
Total			$	10.0			$	(22.3	)		$	(36.8	)		$	(36.1	)

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 the Three Months Ended September 30,								For the Nine Months Ended September 30,
		2014				2013				2014				2013
Commodity derivatives	Revenue		$	0.1			$	0.1			$	--			$	--
Commodity derivatives	Operating costs and expenses			(0.1	)			--				--				--
Total			$	--			$	0.1			$	--			$	--

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 indicated:

Derivatives Not Designated as Hedging Instruments	Location	Gain (Loss) Recognized in Income on Derivative
		For the Three Months Ended September 30,								For the Nine Months Ended September 30,
		2014				2013				2014				2013
Interest rate derivatives	Interest expense		$	--			$	(0.5	)		$	(0.1	)		$	(0.6	)
Commodity derivatives	Revenue			0.8				8.1				(26.8	)			17.0
Total			$	0.8			$	7.6			$	(26.9	)		$	16.4

Fair Value Measurements of Financial Assets and Liabilities Measured on a Recurring Basis

The following tables set forth, by level within the fair value hierarchy, the carrying values of our financial assets and liabilities at September 30, 2014 and December 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.

		September 30, 2014 Fair Value Measurements Using
		Quoted Prices in Active Markets for Identical Assets and Liabilities (Level 1)				Significant Other Observable Inputs (Level 2)				Significant Unobservable Inputs (Level 3)				Total
Financial assets:
Interest rate derivatives		$	--			$	19.4			$	--			$	19.4
Commodity derivatives			14.4				24.4				2.9				41.7
Total		$	14.4			$	43.8			$	2.9			$	61.1
Financial liabilities:
Interest rate derivatives		$	--			$	--			$	--			$	--
Commodity derivatives			8.2				10.2				3.6				22.0
Total		$	8.2			$	10.2			$	3.6			$	22.0

		December 31, 2013 Fair Value Measurements Using
		Quoted Prices in Active Markets for Identical Assets and Liabilities (Level 1)				Significant Other Observable Inputs (Level 2)				Significant Unobservable Inputs (Level 3)				Total
Financial assets:
Interest rate derivatives		$	--			$	32.6			$	--			$	32.6
Commodity derivatives			17.2				20.2				3.9				41.3
Total		$	17.2			$	52.8			$	3.9			$	73.9
Financial liabilities:
Interest rate derivatives		$	--			$	7.8			$	--			$	7.8
Commodity derivatives			30.8				23.6				0.7				55.1
Total		$	30.8			$	31.4			$	0.7			$	62.9

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 indicated:

			For the Nine Months Ended September 30,
	Location		2014				2013
Financial asset (liability) balance, net, January 1			$	3.2			$	(1.5	)
Total gains (losses) included in:
Net income (1)	Revenue			4.6				(0.6	)
Settlements	Revenue			(0.1	)			1.5
Financial asset (liability) balance, net, March 31				7.7				(0.6	)
Total gains (losses) included in:
Net income (1)	Revenue			(3.3	)			(0.2	)
Settlements	Revenue			(1.8	)			0.6
Financial asset (liability) balance, net, June 30				2.6				(0.2	)
Total gains (losses) included in:
Net income (1)	Revenue			(0.9	)			1.1
Other comprehensive income	Commodity derivative instruments – changes in fair value of cash flow hedges			(2.5	)			(0.9	)
Settlements	Revenue			0.1				0.1
Financial asset (liability) balance, net, September 30 (2)			$	(0.7	)		$	0.1
(1)    There were $0.8 million and $1.3 million of unrealized losses included in these amounts for the three and nine months ended September 30, 2014, respectively. There were unrealized gains of $1.1 million and $2.4 million included in these amounts for the three and nine months ended September 30, 2013, respectively.
(2)    There were no transfers into or out of Level 3 during the three or nine months ended September 30, 2014 and 2013.

Fair Value Measurements, Valuation Techniques

The following table provides quantitative information about our recurring Level 3 fair value measurements at September 30, 2014:

		Fair Value
		Financial Assets				Financial Liabilities			Valuation Techniques	Unobservable Input	Range
Commodity derivatives – Crude oil		$	2.6			$	0.9		Discounted cash flow	Forward commodity prices	$70.32-$91.82/barrel
Commodity derivatives – Propane			--				0.1		Discounted cash flow	Forward commodity prices	$1.02-$1.05/gallon
Commodity derivatives – Natural gasoline			0.1				2.5		Discounted cash flow	Forward commodity prices	$1.84-$1.94/gallon
Commodity derivatives – Natural gas			0.2				0.1		Discounted cash flow	Forward commodity prices	$3.72-$4.54/MMBtu
Total		$	2.9			$	3.6

Noncash Impairment Charges by Segment

The following table summarizes our non-cash impairment charges by segment during each of the periods indicated:

		For the Three Months Ended September 30,								For the Nine Months Ended September 30,
		2014				2013				2014				2013
NGL Pipelines & Services		$	1.2			$	0.3			$	6.6			$	10.0
Onshore Natural Gas Pipelines & Services			0.4				--				0.7				--
Onshore Crude Oil Pipelines & Services			0.4				--				2.2				16.6
Offshore Pipelines & Services			--				13.2				--				13.2
Petrochemical & Refined Products Services			3.7				1.7				8.7				13.5
Total		$	5.7			$	15.2			$	18.2			$	53.3

Nonrecurring Fair Value Measurements

Our non-cash asset impairment charges for the nine months ended September 30, 2014 primarily relate to the abandonment of assets classified as property, plant and equipment.  The following table summarizes our non-recurring fair value measurements for the nine months ended September 30, 2014:

					Fair Value Measurements Using
	Carrying Value at September 30, 2014				Quoted Prices in Active Markets for Identical Assets (Level 1)				Significant Other Observable Inputs (Level 2)				Significant Unobservable Inputs (Level 3)				Total Non-Cash Impairment Loss
Impairment of long-lived assets disposed of other than by sale		$	--			$	--			$	--			$	--			$	11.7
Impairment of long-lived assets to be disposed of by sale			1.1				--				--				1.1				6.5
Total																		$	18.2

During the nine months ended September 30, 2013, we recorded $53.3 million of non-cash asset impairment charges.  These charges primarily represent the abandonment of crude oil and natural gas pipeline segments in Texas, Oklahoma and the Gulf of Mexico, certain refined products terminal assets in Texas, and an NGL storage cavern in Arizona.  The following table summarizes our non-recurring fair value measurements for the nine months ended September 30, 2013:

						Fair Value Measurements Using
		Carrying Value at September 30, 2013				Quoted Prices in Active Markets for Identical Assets (Level 1)				Significant Other Observable Inputs (Level 2)				Significant Unobservable Inputs (Level 3)				Total Non-Cash Impairment Loss
Impairment of long-lived assets disposed of other than by sale		$	--			$	--			$	--			$	--			$	43.3
Impairment of long-lived assets held and used			6.1				--				--				6.1				4.2
Impairment of long-lived assets to be disposed of by sale			11.7				11.7				--				--				5.8
Total																		$	53.3

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