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

3 Months Ended

Mar. 31, 2019

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 commodity derivative instruments outstanding at March 31, 2019 (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 (billion cubic feet (“Bcf”))	14.4	n/a	Cash flow hedge
Forecasted sales of NGLs (million barrels (“MMBbls”))	3.5	n/a	Cash flow hedge
Octane enhancement:
Forecasted purchase of NGLs (MMBbls)	1.7	n/a	Cash flow hedge
Forecasted sales of octane enhancement products (MMBbls)	2.5	n/a	Cash flow hedge
Natural gas marketing:
Natural gas storage inventory management activities (Bcf)	1.5	n/a	Fair value hedge
NGL marketing:
Forecasted purchases of NGLs and related hydrocarbon products (MMBbls)	51.6	3.3	Cash flow hedge
Forecasted sales of NGLs and related hydrocarbon products (MMBbls)	56.1	1.1	Cash flow hedge
NGLs inventory management activities (MMBbls)	0.9	n/a	Fair value hedge
Refined products marketing:
Forecasted purchase of refined products (MMBbls)	0.8	n/a	Cash flow hedge
Forecasted sales of refined products (MMBbls)	1.0	n/a	Cash flow hedge
Refined products inventory management activities (MMBbls)	0.2	n/a	Fair value hedge
Crude oil marketing:
Forecasted purchases of crude oil (MMBbls)	23.8	1.9	Cash flow hedge
Forecasted sales of crude oil (MMBbls)	25.5	1.9	Cash flow hedge
Propylene marketing:
Forecasted sales of NGLs for propylene marketing activities (MMBbls)	0.3	n/a	Cash flow hedge
Derivatives not designated as hedging instruments:
Natural gas risk management activities (Bcf) (3,4)	58.2	0.1	Mark-to-market
NGL risk management activities (MMBbls) (4)	4.5	n/a	Mark-to-market
Refined products risk management activities (MMBbls) (4)	1.3	n/a	Mark-to-market
Crude oil risk management activities (MMBbls) (4)	36.4	2.4	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 2020, December 2019 and December 2020, respectively. (3) Current volumes include 14.0 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, 2019					December 31, 2018					March 31, 2019					December 31, 2018
			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
Commodity derivatives			Current assets			102.5		Current assets			138.5		Current liabilities			81.7		Current liabilities			115.0
Commodity derivatives			Other assets			10.3		Other assets			5.6		Other liabilities			12.2		Other liabilities			11.1
Total					$	112.8				$	144.1				$	93.9				$	126.1
Derivatives not designated as hedging instruments
Commodity derivatives			Current assets		$	23.6		Current assets		$	15.9		Current liabilities		$	13.2		Current liabilities		$	33.2
Commodity derivatives			Other assets			2.0		Other assets			1.9		Other liabilities			1.3		Other liabilities			3.1
Total					$	25.6				$	17.8				$	14.5				$	36.3

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				Cash Collateral Paid
	(i)				(ii)				(iii) = (i) – (ii)				(iv)												(v) = (iii) + (iv)
As of March 31, 2019:
Commodity derivatives		$	138.4			$	--			$	138.4			$	(108.1	)		$	--			$	--			$	30.3
As of December 31, 2018:
Commodity derivatives		$	161.9			$	--			$	161.9			$	(158.6	)		$	--			$	--			$	3.3

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 Received				Cash Collateral Paid
	(i)				(ii)				(iii) = (i) – (ii)				(iv)												(v) = (iii) + (iv)
As of March 31, 2019:
Commodity derivatives		$	108.4			$	--			$	108.4			$	(108.1	)		$	--			$	27.3			$	27.6
As of December 31, 2018:
Commodity derivatives		$	162.4			$	--			$	162.4			$	(158.6	)		$	--			$	(2.3	)		$	1.5

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 indicated:

Derivatives in Fair Value Hedging Relationships	Location		Gain (Loss) Recognized in Income on Derivative
			For the Three Months Ended March 31,
			2019				2018
Interest rate derivatives	Interest expense		$	--			$	0.7
Commodity derivatives	Revenue			(8.5	)			(0.2	)
Total			$	(8.5	)		$	0.5

Derivatives in Fair Value Hedging Relationships	Location		Gain (Loss) Recognized in Income on Hedged Item
			For the Three Months Ended March 31,
			2019				2018
Interest rate derivatives	Interest expense		$	--			$	(0.8	)
Commodity derivatives	Revenue			9.9				3.1
Total			$	9.9			$	2.3

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
		For the Three Months Ended March 31,
		2019				2018
Interest rate derivatives		$	--			$	11.1
Commodity derivatives – Revenue (1)			(86.7	)			3.0
Commodity derivatives – Operating costs and expenses (1)			(8.5	)			0.4
Total		$	(95.2	)		$	14.5
(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

Derivatives in Cash Flow Hedging Relationships	Location		Gain (Loss) Reclassified from Accumulated Other Comprehensive Income (Loss) to Income
			For the Three Months Ended March 31,
			2019				2018
Interest rate derivatives	Interest expense		$	(9.2	)		$	(10.5	)
Commodity derivatives	Revenue			65.3				14.0
Commodity derivatives	Operating costs and expenses			(7.0	)			0.5
Total			$	49.1			$	4.0

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 March 31,
			2019				2018
Commodity derivatives	Revenue		$	95.1			$	(153.5	)
Commodity derivatives	Operating costs and expenses			0.1				(1.5	)
Total			$	95.2			$	(155.0	)

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

		At March 31, 2019 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:
Commodity derivatives:
Value before application of CME Rule 814		$	82.9			$	219.9			$	6.5			$	309.3
Impact of CME Rule 814			(47.9	)			(120.4	)			(2.6	)			(170.9	)
Total commodity derivatives			35.0				99.5				3.9				138.4
Total		$	35.0			$	99.5			$	3.9			$	138.4
Financial liabilities:
Liquidity Option Agreement (see Note 15)		$	--			$	--			$	447.8			$	447.8
Commodity derivatives:
Value before application of CME Rule 814			87.6				145.5				10.9				244.0
Impact of CME Rule 814			(53.1	)			(74.6	)			(7.9	)			(135.6	)
Total commodity derivatives			34.5				70.9				3.0				108.4
Total		$	34.5			$	70.9			$	450.8			$	556.2

		At December 31, 2018 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:
Commodity derivatives:
Value before application of CME Rule 814		$	172.3			$	282.4			$	2.2			$	456.9
Impact of CME Rule 814			(134.8	)			(159.3	)			(0.9	)			(295.0	)
Total commodity derivatives			37.5				123.1				1.3				161.9
Total		$	37.5			$	123.1			$	1.3			$	161.9
Financial liabilities:
Liquidity Option Agreement (see Note 15)		$	--			$	--			$	390.0			$	390.0
Commodity derivatives:
Value before application of CME Rule 814			85.5				291.2				21.4				398.1
Impact of CME Rule 814			(48.6	)			(172.9	)			(14.2	)			(235.7	)
Total commodity derivatives			36.9				118.3				7.2				162.4
Total		$	36.9			$	118.3			$	397.2			$	552.4

Fair Value Measurements, Valuation Techniques

The following table provides quantitative information regarding our recurring Level 3 fair value measurements for commodity derivatives at March 31, 2019:

		Fair Value
		Financial Assets				Financial Liabilities			Valuation Techniques	Unobservable Input	Range
Commodity derivatives – Crude oil		$	3.2			$	0.1		Discounted cash flow	Forward commodity prices	$59.44-$66.48/barrel
Commodity derivatives – Propane			--				0.8		Discounted cash flow	Forward commodity prices	$0.62-$0.69/gallon
Commodity derivatives – Natural gasoline			--				0.5		Discounted cash flow	Forward commodity prices	$1.18-1.24/gallon
Commodity derivatives – Ethane			0.7				1.3		Discounted cash flow	Forward commodity prices	$0.23-$0.26/gallon
Commodity derivatives – Normal Butane			--				0.3		Discounted cash flow	Forward commodity prices	$0.71-$0.80/gallon
Total		$	3.9			$	3.0

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 Three Months Ended March 31,
	Location		2019				2018
Financial liability balance, net, December 31, 2018			$	(395.9	)		$	(332.7	)
Total gains (losses) included in:
Net income (1)	Revenue			3.1				(0.5	)
Net income	Other expense, net – Liquidity Option Agreement			(57.8	)			(7.5	)
Other comprehensive income (loss)	Commodity derivative instruments – changes in fair value of cash flow hedges			4.0				--
Settlements (1)	Revenue			(0.1	)			(1.2	)
Transfers out of Level 3				(0.2	)			--
Financial liability balance, net, March 31, 2019			$	(446.9	)		$	(341.9	)
(1) There were unrealized gains of $3.0 million and unrealized losses of $1.7 million included in these amounts for the three months ended March 31, 2019 and 2018, respectively.

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-URI http://asc.fasb.org/extlink&oid=109980867&loc=SL109998890-113959

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