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

12 Months Ended

Dec. 31, 2016

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, 2016:

Hedged Transaction	Number and Type of Derivatives Outstanding		Notional Amount			Period of Hedge	Rate Swap	Accounting Treatment
Senior Notes OO	10 fixed-to-floating swaps		$	750.0		5/2015 to 5/2018	1.65% to 1.36%	Fair value hedge

As a result of lower interest rates, during 2016, we entered into eight 30-year forward-starting swaps associated with anticipated future issuances of debt. At December 31, 2016, our portfolio of forward starting swaps was as follows:

Hedged Transaction	Number and Type of Derivatives Outstanding		Notional Amount			Expected Settlement Date	Average Rate Locked	Accounting Treatment
Future long-term debt offering	4 forward starting swaps		$	275.0		5/2018	2.02%	Cash flow hedge

The following table summarizes our portfolio of commodity derivative instruments outstanding at December 31, 2016 (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)	21.6		n/a		Cash flow hedge
Forecasted sales of NGLs (MMBbls) (3)	4.3		n/a		Cash flow hedge
Octane enhancement:
Forecasted purchase of NGLs (MMBbls)	1.4		n/a		Cash flow hedge
Forecasted sales of octane enhancement products (MMBbls)	1.3		n/a		Cash flow hedge
Natural gas marketing:
Forecasted purchases of natural gas for fuel (Bcf)	1.8		n/a		Cash flow hedge
Natural gas storage inventory management activities (Bcf)	8.0		n/a		Fair value hedge
NGL marketing:
Forecasted purchases of NGLs and related hydrocarbon products (MMBbls)	101.9		n/a		Cash flow hedge
Forecasted sales of NGLs and related hydrocarbon products (MMBbls)	124.1		n/a		Cash flow hedge
Refined products marketing:
Forecasted purchases of refined products (MMBbls)	0.5		n/a		Cash flow hedge
Forecasted sales of refined products (MMBbls)	0.5		n/a		Cash flow hedge
Refined products inventory management activities (MMBbls)	1.2		n/a		Fair value hedge
Crude oil marketing:
Forecasted purchases of crude oil (MMBbls)	11.5		n/a		Cash flow hedge
Forecasted sales of crude oil (MMBbls)	17.1		n/a		Cash flow hedge
Derivatives not designated as hedging instruments:
Natural gas risk management activities (Bcf) (4,5)	156.6		8.3		Mark-to-market
NGL risk management activities (MMBbls) (5)	18.7		n/a		Mark-to-market
Refined products risk management activities (MMBbls) (5)	0.1		n/a		Mark-to-market
Crude oil risk management activities (MMBbls) (5)	27.8		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 2017, June 2017 and March 2020, respectively. (3) Forecasted NGL sales volumes under Natural gas processing exclude 1.2 MMBbls of additional hedges executed under contracts that have been designated as normal sales agreements. (4) Current and long-term volumes include 35.3 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
			December 31, 2016					December 31, 2015					December 31, 2016					December 31, 2015
			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			Current assets		$	0.3		Current assets		$	3.2		Current liabilities		$	0.2		Current liabilities		$	--
Interest rate derivatives			Other assets			36.2		Other assets			--		Other liabilities			0.9		Other liabilities			3.7
Total interest rate derivatives						36.5					3.2					1.1					3.7
Commodity derivatives			Current assets			499.2		Current assets			253.8		Current liabilities			662.0		Current liabilities			137.5
Commodity derivatives			Other assets			--		Other assets			0.2		Other liabilities			--		Other liabilities			1.4
Total commodity derivatives						499.2					254.0					662.0					138.9
Total derivatives designated as hedging instruments					$	535.7				$	257.2				$	663.1				$	142.6
Derivatives not designated as hedging instruments
Commodity derivatives			Current assets		$	41.9		Current assets		$	1.6		Current liabilities		$	75.6		Current liabilities		$	3.1
Commodity derivatives			Other assets			0.3		Other assets			--		Other liabilities			1.8		Other liabilities			1.0
Total commodity derivatives						42.2					1.6					77.4					4.1
Total derivatives not designated as hedging instruments					$	42.2				$	1.6				$	77.4				$	4.1

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 Not Offset in the Balance Sheet
	Gross Amounts of Recognized Assets				Gross Amounts Offset in the Balance Sheet				Amounts of Assets Presented in the Balance Sheet				Financial Instruments					Cash Collateral Paid				Cash Collateral Received			Amounts That Would Have Been Presented On Net Basis
	(i)				(ii)				(iii) = (i) – (ii)				(iv)												(v) = (iii) + (iv)
As of December 31, 2016:
Interest rate derivatives		$	36.5			$	--			$	36.5			$	(0.2	)		$	--			$	--			$	36.3
Commodity derivatives			541.4				--				541.4				(526.8	)			--				--				14.6
As of December 31, 2015:
Interest rate derivatives		$	3.2			$	--			$	3.2			$	(3.2	)		$	--			$	--			$	--
Commodity derivatives			255.6				--				255.6				(143.0	)			(40.1	)			(72.2	)			0.3

Offsetting Financial Liabilities

	Offsetting of Financial Liabilities and Derivative Liabilities
													Gross Amounts Not Offset in the Balance Sheet
	Gross Amounts of Recognized Liabilities				Gross Amounts Offset in the Balance Sheet				Amounts of Liabilities Presented 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 December 31, 2016:
Interest rate derivatives		$	1.1			$	--			$	1.1			$	(0.2	)		$	--			$	0.9
Commodity derivatives			739.4				--				739.4				(526.8	)			(212.4	)			0.2
As of December 31, 2015:
Interest rate derivatives		$	3.7			$	--			$	3.7			$	(3.2	)		$	--			$	0.5
Commodity derivatives			143.0				--				143.0				(143.0	)			--				--

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 indicated:

Derivatives in Fair Value Hedging Relationships	Location		Gain (Loss) Recognized in Income on Derivative
			For the Year Ended December 31,
			2016				2015				2014
Interest rate derivatives	Interest expense		$	0.3			$	(1.4	)		$	(26.5	)
Commodity derivatives	Revenue			(90.5	)			19.1				11.9
Total			$	(90.2	)		$	17.7			$	(14.6	)

Derivatives in Fair Value Hedging Relationships	Location		Gain (Loss) Recognized in Income on Hedged Item
			For the Year Ended December 31,
			2016				2015				2014
Interest rate derivatives	Interest expense		$	(0.4	)		$	1.4			$	26.4
Commodity derivatives	Revenue			125.0				0.2				(11.8	)
Total			$	124.6			$	1.6			$	14.6

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 indicated:

Derivatives in Cash Flow Hedging Relationships		Change in Value Recognized in Other Comprehensive Income (Loss) On Derivative (Effective Portion)
		For the Year Ended December 31,
		2016				2015				2014
Interest rate derivatives		$	42.3			$	--			$	--
Commodity derivatives – Revenue (1)			(197.4	)			217.6				161.3
Commodity derivatives – Operating costs and expenses (1)			3.6				(2.7	)			--
Total		$	(151.5	)		$	214.9			$	161.3
(1) The fair value of these derivative instruments will 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)

Derivatives in Cash Flow Hedging Relationships	Location		Gain (Loss) Reclassified from Accumulated Other Comprehensive Income (Loss) to Income (Effective Portion)
			For the Year Ended December 31,
			2016				2015				2014
Interest rate derivatives	Interest expense		$	(37.4	)		$	(35.3	)		$	(32.4	)
Commodity derivatives	Revenue			(53.6	)			231.7				75.0
Commodity derivatives	Operating costs and expenses			0.2				(3.5	)			1.7
Total			$	(90.8	)		$	192.9			$	44.3

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 the Year Ended December 31,
			2016				2015				2014
Commodity derivatives	Revenue		$	--			$	4.7			$	(0.3	)
Commodity derivatives	Operating costs and expenses			0.5				0.1				--
Total			$	0.5			$	4.8			$	(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 Statements of Consolidated Operations for the periods indicated:

Derivatives Not Designated as Hedging Instruments	Location		Gain (Loss) Recognized in Income on Derivative
			For the Year Ended December 31,
			2016				2015				2014
Interest rate derivatives	Interest expense		$	--			$	--			$	(0.1	)
Commodity derivatives	Revenue			(38.4	)			1.0				(23.0	)
Commodity derivatives	Operating costs and expenses			(0.4	)			0.1				--
Total			$	(38.8	)		$	1.1			$	(23.1	)

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

The following tables set forth, by level within the Level 1, 2 and 3 fair value hierarchy (see Note 2), 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.

		December 31, 2016 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		$	--			$	36.5			$	--			$	36.5
Commodity derivatives			84.5				455.2				1.7				541.4
Total		$	84.5			$	491.7			$	1.7			$	577.9
Financial liabilities:
Liquidity Option Agreement		$	--			$	--			$	269.6			$	269.6
Interest rate derivatives			--				1.1				--				1.1
Commodity derivatives			136.8				602.3				0.3				739.4
Total		$	136.8			$	603.4			$	269.9			$	1,010.1

		December 31, 2015 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		$	--			$	3.2			$	--			$	3.2
Commodity derivatives			109.5				145.2				0.9				255.6
Total		$	109.5			$	148.4			$	0.9			$	258.8
Financial liabilities:
Liquidity Option Agreement		$	--			$	--			$	245.1			$	245.1
Interest rate derivatives			--				3.7				--				3.7
Commodity derivatives			31.3				109.2				2.5				143.0
Total		$	31.3			$	112.9			$	247.6			$	391.8

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 indicated:

			For the Year Ended December 31,
	Location		2016				2015
Financial asset (liability) balance, net, January 1			$	(246.7	)		$	(219.3	)
Total gains (losses) included in:
Net income (1)	Revenue			2.2				(0.9	)
Net income	Other expense, net			(24.5	)			(25.4	)
Other comprehensive income (loss)	Commodity derivative instruments – changes in fair value of cash flow hedges			(0.5	)			(19.2	)
Settlements	Revenue			(0.5	)			0.1
Transfers out of Level 3 (2)				1.8				18.0
Financial liability balance, net, December 31 (2)			$	(268.2	)		$	(246.7	)
(1) There were $1.7 million of unrealized gains and $0.9 million of unrealized losses included in these amounts for the years ended December 31, 2016 and 2015, respectively. (2) Transfers out of Level 3 into Level 2 were due to shorter remaining transaction maturities falling inside of the Level 2 range at December 31, 2016 and 2015.

Fair Value Measurements, Valuation Techniques

The following tables provide quantitative information regarding our recurring Level 3 fair value measurements for commodity derivatives at the dates indicated:

		Fair Value At December 31, 2016
		Financial Assets				Financial Liabilities			Valuation Techniques	Unobservable Input	Range
Commodity derivatives – Crude oil		$	1.7			$	0.3		Discounted cash flow	Forward commodity prices	$51.73-$54.77/barrel
Total		$	1.7			$	0.3

		Fair Value At December 31, 2015
		Financial Assets				Financial Liabilities			Valuation Techniques	Unobservable Input	Range
Commodity derivatives – Crude oil		$	0.9			$	1.2		Discounted cash flow	Forward commodity prices	$35.63-$43.84/barrel
Commodity derivatives – Propane			--				1.3		Discounted cash flow	Forward commodity prices	$0.42-$0.44/gallon
Total		$	0.9			$	2.5

Asset Impairment Charges by Segment

The following table summarizes our non-cash asset impairment charges for long-lived assets by segment during each of the periods indicated:

		For the Year Ended December 31,
		2016				2015				2014
NGL Pipelines & Services		$	21.0			$	20.8			$	16.2
Crude Oil Pipelines & Services			2.3				33.5				2.9
Natural Gas Pipelines & Services			12.3				21.6				0.7
Petrochemical & Refined Products Services			9.6				28.2				9.1
Offshore Pipelines & Services			--				58.5				5.1
Total		$	45.2			$	162.6			$	34.0

Nonrecurring Fair Value Measurements

Our non-cash asset impairment charges for the year ended December 31, 2016 primarily relate to the planned abandonment of plant and pipeline assets in Texas and New Mexico. The following table presents categories of long-lived assets, primarily property, plant and equipment, that were subject to non-recurring fair value measurements during the year ended December 31, 2016:

						Fair Value Measurements at the End of the Reporting Period Using
		Carrying Value at December 31, 2016				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
Long-lived assets disposed of other than by sale		$	--			$	--			$	--			$	--			$	29.9
Long-lived assets held and used			8.0				8.0				--				--				2.2
Long-lived assets disposed of by sale			--				--				--				--				13.1
Total																		$	45.2

.

Our non-cash asset impairment charges for the year ended December 31, 2015 are a component of operating costs and expenses and primarily reflect the $54.8 million charge we recorded in connection with the sale of our Offshore Business (see Note 5) and the abandonment of certain natural gas and crude oil pipeline assets in Texas.  The following table presents categories of long-lived assets, primarily property, plant and equipment, that were subject to non-recurring fair value measurements during the year ended December 31, 2015:

						Fair Value Measurements at the End of the Reporting Period Using
		Carrying Value at December 31, 2015				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
Long-lived assets disposed of other than by sale		$	0.4			$	--			$	--			$	0.4			$	81.4
Long-lived assets held for sale			18.0				--				--				18.0				14.2
Long-lived assets disposed of by sale			--				--				--				--				67.0
Total																		$	162.6

Our non-cash asset impairment charges for the year ended December 31, 2014 are a component of operating costs and expenses and primarily relate to the abandonment of certain natural gas processing equipment in Louisiana, natural gas pipeline segments in the Gulf of Mexico, refined products terminal and pipeline assets in Arkansas, and NGL storage caverns in Oklahoma and Texas.  The following table presents categories of long-lived assets that were subject to non-recurring fair value measurements during the year ended December 31, 2014:

						Fair Value Measurements at the End of the Reporting Period Using
		Carrying Value at December 31, 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
Long-lived assets disposed of other than by sale		$	--			$	--			$	--			$	--			$	26.7
Long-lived assets held for sale			1.5				--				--				1.5				3.6
Long-lived assets disposed of by sale			--				--				--				--				3.7
Total																		$	34.0

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-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4C
-Subparagraph (b)
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Tabular disclosure of the effective portion of the gains and losses on derivative instruments designated (and non-derivative instruments) designated and qualifying in cash flow hedges and net investment hedges that was recognized in other comprehensive income (loss) during the current period.

+ References

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-Paragraph 4C
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Tabular disclosure of the location and amount of derivative instruments and nonderivative instruments designated as hedging instruments reported before netting adjustments, and the amount of gain (loss) on derivative instruments and nonderivative instruments designated and qualified as hedging instruments.

+ References

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-Name Accounting Standards Codification
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-Paragraph 4C
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Tabular disclosure of the location and fair value amounts of derivative instruments (and nonderivative instruments that are designated and qualify as hedging instruments) reported in the statement of financial position.

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-Publisher FASB
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Tabular disclosure of pertinent information about a derivative or group of derivatives on a disaggregated basis, such as for individual instruments, or small groups of similar instruments. May include a combination of the type of instrument, risks being hedged, notional amount, hedge designation, related hedged item, inception date, maturity date, or other relevant item.

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-Section 50
-Paragraph 5
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-Name Accounting Standards Codification
-Topic 235
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Tabular disclosure of assets and liabilities, including [financial] instruments measured at fair value that are classified in stockholders' equity, if any, that are measured at fair value on a recurring basis. The disclosures contemplated herein include the fair value measurements at the reporting date by the level within the fair value hierarchy in which the fair value measurements in their entirety fall, segregating fair value measurements using quoted prices in active markets for identical assets (Level 1), significant other observable inputs (Level 2), and significant unobservable inputs (Level 3).

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-Paragraph 1
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- Definition

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.

+ References

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-Paragraph 4C
-Subparagraph (e)
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