v2.3.0.11
Risk Management Activities (Narrative) (Details) (USD $)
6 Months Ended 9 Months Ended 6 Months Ended
Jun. 30, 2011
Sep. 30, 2005
Sep. 30, 2003
Dec. 31, 2010
Dec. 31, 2008
Sep. 16, 2005
Jul. 22, 2003
Sep. 16, 2005
5.25% - Due September 15, 2017 [Member]
Sep. 16, 2005
5.45% - Due September 15, 2020 [Member]
Jun. 30, 2011
5.33% - Due June 30, 2027 [Member]
Jun. 30, 2011
6.00% - Due June 30, 2032 [Member]
Jun. 30, 2011
Physical Sales Contracts Marked to Market [Member]
Dec. 31, 2010
Physical Sales Contracts Marked to Market [Member]
Jun. 30, 2011
Financial Derivative Contracts Marked to Market [Member]
Jan. 31, 2011
Financial Derivative Contracts Marked to Market [Member]
Dec. 31, 2010
Financial Derivative Contracts Marked to Market [Member]
Reserves against physical sale contract derivatives $ 3,800,000     $ 6,400,000                        
Fair value of physical sales contracts and derivative contracts                       118,100,000 154,400,000 (114,900,000) 10,300,000 (137,500,000)
Outstanding debt 7,200,000,000                              
Outstanding debt subject to interest rate fluctuations 500,000,000                              
Notional amount of interest rate swap agreements         420,000,000 900,000,000 500,000,000                  
Number of counterparties in swap agreement     4                          
Period of swap agreement     11 Years                          
Fixed interest rate under swap agreement             5.40%                  
Floating interest amount, average interest addition             0.78%                  
Face amount of notes 725,000,000         1,000,000,000       375,000,000 350,000,000          
Debt instrument interest rate stated percentage               5.25% 5.45% 5.33% 6.00%          
Debt instrument maturity date Jun. 30, 2027 Jun. 30, 2032
Effective interest rate of debt instrument               5.67% 5.88%              
Number of counterparties in swap agreement settled   6                            
Payment for settlement of interest rate swap           35,500,000                    
Forward starting interest rate swap settlement amount 12,100,000                              
Percentage of interest in Millennium 47.50%                              
Unrealized loss on terminated interest rate swaps 20,600,000                              
Loss recognized in income statement classified in accumulated other comprehensive income(loss) 400,000                              
Contingent collateral requirement 2,000,000                              
Cash on deposit with brokers for margin requirements $ 154,400,000     $ 198,300,000