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v3.20.1

Fair Values (Quantitative Information Significant Unobservable Inputs used in the fair value measurements categorized within Level 3 of the fair value hierarchy) (Details) | Dec. 31, 2019 CAD ($) | Dec. 31, 2018 CAD ($)
--- | --- | ---
Assets |  |
Total assets | $ 87,000,000 | $ 167,000,000
Liabilities |  |
Total liabilities | 370,000,000 | 365,000,000
Fair Value, Measurements, Recurring |  |
Assets |  |
Total assets | 87,000,000 | 167,000,000
Liabilities |  |
Total liabilities | 370,000,000 | 365,000,000
Net assets (liabilities) | (283,000,000) | (198,000,000)
Not Designated as Hedging Instrument | Fair Value, Measurements, Recurring |  |
Assets |  |
Total assets | 1,000,000 | 1,000,000
HFT derivatives | Fair Value, Measurements, Recurring |  |
Assets |  |
Total assets | 58,000,000 | 62,000,000
Liabilities |  |
Total liabilities | 291,000,000 | 354,000,000
HFT derivatives | Power | Fair Value, Measurements, Recurring |  |
Assets |  |
Total assets | 5,000,000 | 7,000,000
Liabilities |  |
Total liabilities | 7,000,000 | 21,000,000
Level 3 | Fair Value, Measurements, Recurring |  |
Assets |  |
Total assets | 15,000,000 | 21,000,000
Liabilities |  |
Total liabilities | 249,000,000 | 306,000,000
Net assets (liabilities) | (234,000,000) | (285,000,000)
Level 3 | Not Designated as Hedging Instrument | Fair Value, Measurements, Recurring |  |
Assets |  |
Total assets | 0 | 0
Level 3 | HFT derivatives | Fair Value, Measurements, Recurring |  |
Assets |  |
Total assets | 15,000,000 | 21,000,000
Liabilities |  |
Total liabilities | 249,000,000 | 306,000,000
Net assets (liabilities) | (234,000,000) | (285,000,000)
Level 3 | HFT derivatives | Power | Fair Value, Measurements, Recurring |  |
Assets |  |
Total assets | $ 1,000,000 | $ 3,000,000
Valuation Technique, Assets | us-gaap:ValuationTechniqueConsensusPricingModelMember | us-gaap:ValuationTechniqueConsensusPricingModelMember
Liabilities |  |
Total liabilities |  | $ 1,000,000
Valuation Technique, Liabilities |  | us-gaap:ValuationTechniqueConsensusPricingModelMember
Level 3 | HFT derivatives | Natural gas | Fair Value, Measurements, Recurring |  |
Assets |  |
Total assets | $ 9,000,000 | $ 8,000,000
Valuation Technique, Assets | us-gaap:ValuationTechniqueConsensusPricingModelMember | us-gaap:ValuationTechniqueConsensusPricingModelMember
Liabilities |  |
Total liabilities | $ 228,000,000 | $ 286,000,000
Valuation Technique, Liabilities | us-gaap:ValuationTechniqueConsensusPricingModelMember | us-gaap:ValuationTechniqueConsensusPricingModelMember
Level 3 | HFT derivatives | Energy Related derivative | Natural gas | Fair Value, Measurements, Recurring |  |
Assets |  |
Total assets | $ 5,000,000 | $ 10,000,000
Valuation Technique, Assets | us-gaap:ValuationTechniqueConsensusPricingModelMember | us-gaap:ValuationTechniqueConsensusPricingModelMember
Liabilities |  |
Total liabilities | $ 21,000,000 | $ 19,000,000
Valuation Technique, Liabilities | us-gaap:ValuationTechniqueConsensusPricingModelMember | us-gaap:ValuationTechniqueConsensusPricingModelMember
Level 3 | HFT derivatives | Range, Minimum | Power | Third-party pricing | Fair Value, Measurements, Recurring |  |
Assets |  |
Total assets | $ 21.4 | $ 24.31
Liabilities |  |
Total liabilities |  | $ 20.8
Level 3 | HFT derivatives | Range, Minimum | Power | Probability of default | Fair Value, Measurements, Recurring |  |
Assets |  |
Unobservable Input, Assets | 0.01 | 0.0003
Liabilities |  |
Unobservable Input, Liabilities |  | 0.0008
Level 3 | HFT derivatives | Range, Minimum | Power | Discount rate | Fair Value, Measurements, Recurring |  |
Assets |  |
Unobservable Input, Assets | 0.15 | 0.0003
Liabilities |  |
Unobservable Input, Liabilities |  | 0.0003
Level 3 | HFT derivatives | Range, Minimum | Natural gas | Third-party pricing | Fair Value, Measurements, Recurring |  |
Assets |  |
Total assets | $ 1.63 | $ 1.8
Liabilities |  |
Total liabilities | $ 1.54 | $ 1.48
Level 3 | HFT derivatives | Range, Minimum | Natural gas | Probability of default | Fair Value, Measurements, Recurring |  |
Assets |  |
Unobservable Input, Assets | 0.01 | 0.0001
Level 3 | HFT derivatives | Range, Minimum | Natural gas | Discount rate | Fair Value, Measurements, Recurring |  |
Assets |  |
Unobservable Input, Assets | 0.01 | 0.0001
Liabilities |  |
Unobservable Input, Liabilities | 0.0001 | 0.0001
Level 3 | HFT derivatives | Range, Minimum | Natural gas | Correlation factor | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Unobservable Input, Liabilities |  | 0.8498
Level 3 | HFT derivatives | Range, Minimum | Natural gas | Own credit risk | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Unobservable Input, Liabilities | 0.0001 | 0.0001
Level 3 | HFT derivatives | Range, Minimum | Energy Related derivative | Natural gas | Third-party pricing | Fair Value, Measurements, Recurring |  |
Assets |  |
Total assets | $ 1.33 | $ 1.95
Liabilities |  |
Total liabilities | $ 1.36 | $ 2.15
Level 3 | HFT derivatives | Range, Minimum | Energy Related derivative | Natural gas | Probability of default | Fair Value, Measurements, Recurring |  |
Assets |  |
Unobservable Input, Assets | 0.0001 | 0.0001
Level 3 | HFT derivatives | Range, Minimum | Energy Related derivative | Natural gas | Discount rate | Fair Value, Measurements, Recurring |  |
Assets |  |
Unobservable Input, Assets | 0.0001 | 0.0001
Liabilities |  |
Unobservable Input, Liabilities | 0.0001 | 0.0001
Level 3 | HFT derivatives | Range, Minimum | Energy Related derivative | Natural gas | Basis adjustment | Fair Value, Measurements, Recurring |  |
Assets |  |
Total assets | $ 0 | $ 0.07
Liabilities |  |
Total liabilities | $ 0 | $ 0.07
Level 3 | HFT derivatives | Range, Minimum | Energy Related derivative | Natural gas | Own credit risk | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Unobservable Input, Liabilities | 0.0001 | 0.0001
Level 3 | HFT derivatives | Range, Maximum | Power | Third-party pricing | Fair Value, Measurements, Recurring |  |
Assets |  |
Total assets | $ 74.05 | $ 50.29
Liabilities |  |
Total liabilities |  | $ 50.29
Level 3 | HFT derivatives | Range, Maximum | Power | Probability of default | Fair Value, Measurements, Recurring |  |
Assets |  |
Unobservable Input, Assets | 1.14 | 0.0013
Liabilities |  |
Unobservable Input, Liabilities |  | 0.0029
Level 3 | HFT derivatives | Range, Maximum | Power | Discount rate | Fair Value, Measurements, Recurring |  |
Assets |  |
Unobservable Input, Assets | 6.65 | 0.0219
Liabilities |  |
Unobservable Input, Liabilities |  | 0.0299
Level 3 | HFT derivatives | Range, Maximum | Natural gas | Third-party pricing | Fair Value, Measurements, Recurring |  |
Assets |  |
Total assets | $ 7.45 | $ 12.21
Liabilities |  |
Total liabilities | $ 7.45 | $ 12.9
Level 3 | HFT derivatives | Range, Maximum | Natural gas | Probability of default | Fair Value, Measurements, Recurring |  |
Assets |  |
Unobservable Input, Assets | 2.31 | 0.0294
Level 3 | HFT derivatives | Range, Maximum | Natural gas | Discount rate | Fair Value, Measurements, Recurring |  |
Assets |  |
Unobservable Input, Assets | 20.93 | 0.3062
Liabilities |  |
Unobservable Input, Liabilities | 0.1863 | 0.1196
Level 3 | HFT derivatives | Range, Maximum | Natural gas | Correlation factor | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Unobservable Input, Liabilities |  | 0.8498
Level 3 | HFT derivatives | Range, Maximum | Natural gas | Own credit risk | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Unobservable Input, Liabilities | 0.0231 | 0.0294
Level 3 | HFT derivatives | Range, Maximum | Energy Related derivative | Natural gas | Third-party pricing | Fair Value, Measurements, Recurring |  |
Assets |  |
Total assets | $ 8.76 | $ 12.9
Liabilities |  |
Total liabilities | $ 9.75 | $ 13.18
Level 3 | HFT derivatives | Range, Maximum | Energy Related derivative | Natural gas | Probability of default | Fair Value, Measurements, Recurring |  |
Assets |  |
Unobservable Input, Assets | 0.0333 | 0.032
Level 3 | HFT derivatives | Range, Maximum | Energy Related derivative | Natural gas | Discount rate | Fair Value, Measurements, Recurring |  |
Assets |  |
Unobservable Input, Assets | 0.0471 | 0.0761
Liabilities |  |
Unobservable Input, Liabilities | 0.0376 | 0.0761
Level 3 | HFT derivatives | Range, Maximum | Energy Related derivative | Natural gas | Basis adjustment | Fair Value, Measurements, Recurring |  |
Assets |  |
Total assets | $ 1.31 | $ 3.43
Liabilities |  |
Total liabilities | $ 1.31 | $ 3.43
Level 3 | HFT derivatives | Range, Maximum | Energy Related derivative | Natural gas | Own credit risk | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Unobservable Input, Liabilities | 0.0333 | 0.0276
Level 3 | HFT derivatives | Weighted average | Power | Third-party pricing | Fair Value, Measurements, Recurring |  |
Assets |  |
Total assets | $ 35.03 | $ 31.43
Liabilities |  |
Total liabilities |  | $ 26.38
Level 3 | HFT derivatives | Weighted average | Power | Probability of default | Fair Value, Measurements, Recurring |  |
Assets |  |
Unobservable Input, Assets | 0.21 | 0.0013
Liabilities |  |
Unobservable Input, Liabilities |  | 0.0015
Level 3 | HFT derivatives | Weighted average | Power | Discount rate | Fair Value, Measurements, Recurring |  |
Assets |  |
Unobservable Input, Assets | 2.78 | 0.0145
Liabilities |  |
Unobservable Input, Liabilities |  | 0.0165
Level 3 | HFT derivatives | Weighted average | Natural gas | Third-party pricing | Fair Value, Measurements, Recurring |  |
Assets |  |
Total assets | $ 2.37 | $ 4.75
Liabilities |  |
Total liabilities | $ 4.07 | $ 5.75
Level 3 | HFT derivatives | Weighted average | Natural gas | Probability of default | Fair Value, Measurements, Recurring |  |
Assets |  |
Unobservable Input, Assets | 0.09 | 0.0024
Level 3 | HFT derivatives | Weighted average | Natural gas | Discount rate | Fair Value, Measurements, Recurring |  |
Assets |  |
Unobservable Input, Assets | 1.55 | 0.0425
Liabilities |  |
Unobservable Input, Liabilities | 0.0189 | 0.0235
Level 3 | HFT derivatives | Weighted average | Natural gas | Correlation factor | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Unobservable Input, Liabilities |  | 0.8498
Level 3 | HFT derivatives | Weighted average | Natural gas | Own credit risk | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Unobservable Input, Liabilities | 0.0012 | 0.0009
Level 3 | HFT derivatives | Weighted average | Energy Related derivative | Natural gas | Third-party pricing | Fair Value, Measurements, Recurring |  |
Assets |  |
Total assets | $ 5.05 | $ 8.68
Liabilities |  |
Total liabilities | $ 5.45 | $ 7.54
Level 3 | HFT derivatives | Weighted average | Energy Related derivative | Natural gas | Probability of default | Fair Value, Measurements, Recurring |  |
Assets |  |
Unobservable Input, Assets | 0.0028 | 0.0057
Level 3 | HFT derivatives | Weighted average | Energy Related derivative | Natural gas | Discount rate | Fair Value, Measurements, Recurring |  |
Assets |  |
Unobservable Input, Assets | 0.0091 | 0.0042
Liabilities |  |
Unobservable Input, Liabilities | 0.0081 | 0.0138
Level 3 | HFT derivatives | Weighted average | Energy Related derivative | Natural gas | Basis adjustment | Fair Value, Measurements, Recurring |  |
Assets |  |
Total assets | $ 0.76 | $ 1.88
Liabilities |  |
Total liabilities | $ 0.91 | $ 2.67
Level 3 | HFT derivatives | Weighted average | Energy Related derivative | Natural gas | Own credit risk | Fair Value, Measurements, Recurring |  |
Liabilities |  |
Unobservable Input, Liabilities | 0.0006 | 0.001

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