XML 72 R111.htm IDEA: XBRL DOCUMENT v3.20.1
Fair Values (Derivatives) (Details) - CAD ($)
$ in Millions
Dec. 31, 2019
Dec. 31, 2018
Dec. 31, 2016
Assets      
Total assets $ 87 $ 167  
Liabilities      
Total liabilities 370 365  
Fair Value, Measurements, Recurring      
Assets      
Total assets 87 167  
Liabilities      
Total liabilities 370 365  
Net assets (liabilities) (283) (198)  
Fair Value, Measurements, Recurring | Regulatory deferral      
Assets      
Total assets 28 104  
Liabilities      
Total liabilities 78 6  
Fair Value, Measurements, Recurring | Regulatory deferral | Power      
Assets      
Total assets 23 2  
Liabilities      
Total liabilities 36 1  
Fair Value, Measurements, Recurring | Regulatory deferral | Coal      
Assets      
Total assets 0 70  
Liabilities      
Total liabilities 31 1  
Fair Value, Measurements, Recurring | Regulatory deferral | Heavy fuel oil purchases      
Assets      
Total assets 1 1  
Liabilities      
Total liabilities   1  
Fair Value, Measurements, Recurring | Regulatory deferral | Natural gas      
Assets      
Total assets 2 2  
Liabilities      
Total liabilities 5 3  
Fair Value, Measurements, Recurring | Regulatory deferral | Foreign exchange forwards      
Assets      
Total assets 2 29  
Liabilities      
Total liabilities 6    
Fair Value, Measurements, Recurring | Not Designated as Hedging Instrument      
Assets      
Total assets 1 1  
Fair Value, Measurements, Recurring | Not Designated as Hedging Instrument | Interest rate swaps      
Assets      
Total assets 1 1  
Fair Value, Measurements, Recurring | HFT derivatives      
Assets      
Total assets 58 62  
Liabilities      
Total liabilities 291 354  
Fair Value, Measurements, Recurring | HFT derivatives | Power      
Assets      
Total assets 5 7  
Liabilities      
Total liabilities 7 21  
Fair Value, Measurements, Recurring | HFT derivatives | Natural gas swaps, futures, forwards, physical contracts | Natural gas      
Assets      
Total assets 53 55  
Liabilities      
Total liabilities 284 333  
Fair Value, Measurements, Recurring | HFT derivatives | Interest rate swaps | Power      
Assets      
Total assets 5    
Fair Value, Measurements, Recurring | Level 1      
Assets      
Total assets 18 5  
Liabilities      
Total liabilities 46 18  
Net assets (liabilities) (28) (13)  
Fair Value, Measurements, Recurring | Level 1 | Regulatory deferral      
Assets      
Total assets 23 2  
Liabilities      
Total liabilities 39 4 $ 18
Fair Value, Measurements, Recurring | Level 1 | Regulatory deferral | Power      
Assets      
Total assets 23 2  
Liabilities      
Total liabilities 36 1  
Fair Value, Measurements, Recurring | Level 1 | Regulatory deferral | Coal      
Assets      
Total assets 0 0  
Liabilities      
Total liabilities 0 0  
Fair Value, Measurements, Recurring | Level 1 | Regulatory deferral | Heavy fuel oil purchases      
Assets      
Total assets 0 0  
Liabilities      
Total liabilities   0  
Fair Value, Measurements, Recurring | Level 1 | Regulatory deferral | Natural gas      
Assets      
Total assets 0 0  
Liabilities      
Total liabilities 3 3  
Fair Value, Measurements, Recurring | Level 1 | Regulatory deferral | Foreign exchange forwards      
Assets      
Total assets 0 0  
Liabilities      
Total liabilities 0    
Fair Value, Measurements, Recurring | Level 1 | Not Designated as Hedging Instrument      
Assets      
Total assets 1 0  
Fair Value, Measurements, Recurring | Level 1 | Not Designated as Hedging Instrument | Interest rate swaps      
Assets      
Total assets 1 0  
Fair Value, Measurements, Recurring | Level 1 | HFT derivatives      
Assets      
Total assets (6) 3  
Liabilities      
Total liabilities 7 14  
Fair Value, Measurements, Recurring | Level 1 | HFT derivatives | Power      
Assets      
Total assets 1 2  
Liabilities      
Total liabilities   14  
Fair Value, Measurements, Recurring | Level 1 | HFT derivatives | Natural gas swaps, futures, forwards, physical contracts | Natural gas      
Assets      
Total assets (7) 1  
Liabilities      
Total liabilities 2 0  
Fair Value, Measurements, Recurring | Level 1 | HFT derivatives | Interest rate swaps | Power      
Assets      
Total assets 1    
Fair Value, Measurements, Recurring | Level 2      
Assets      
Total assets 54 141  
Liabilities      
Total liabilities 75 41  
Net assets (liabilities) (21) 100  
Fair Value, Measurements, Recurring | Level 2 | Regulatory deferral      
Assets      
Total assets 5 102  
Liabilities      
Total liabilities 39 2  
Fair Value, Measurements, Recurring | Level 2 | Regulatory deferral | Power      
Assets      
Total assets 0 0  
Liabilities      
Total liabilities 0 0  
Fair Value, Measurements, Recurring | Level 2 | Regulatory deferral | Coal      
Assets      
Total assets 0 70  
Liabilities      
Total liabilities 31 1  
Fair Value, Measurements, Recurring | Level 2 | Regulatory deferral | Heavy fuel oil purchases      
Assets      
Total assets 1 1  
Liabilities      
Total liabilities   1  
Fair Value, Measurements, Recurring | Level 2 | Regulatory deferral | Natural gas      
Assets      
Total assets 2 2  
Liabilities      
Total liabilities 2 0  
Fair Value, Measurements, Recurring | Level 2 | Regulatory deferral | Foreign exchange forwards      
Assets      
Total assets 2 29  
Liabilities      
Total liabilities 6    
Fair Value, Measurements, Recurring | Level 2 | Not Designated as Hedging Instrument      
Assets      
Total assets 0 1  
Fair Value, Measurements, Recurring | Level 2 | Not Designated as Hedging Instrument | Interest rate swaps      
Assets      
Total assets 0 1  
Fair Value, Measurements, Recurring | Level 2 | HFT derivatives      
Assets      
Total assets 49 38  
Liabilities      
Total liabilities 35 34  
Fair Value, Measurements, Recurring | Level 2 | HFT derivatives | Power      
Assets      
Total assets 3 2  
Liabilities      
Total liabilities   6  
Fair Value, Measurements, Recurring | Level 2 | HFT derivatives | Natural gas swaps, futures, forwards, physical contracts | Natural gas      
Assets      
Total assets 46 36  
Liabilities      
Total liabilities 33 28  
Fair Value, Measurements, Recurring | Level 3      
Assets      
Total assets 15 21  
Liabilities      
Total liabilities 249 306  
Net assets (liabilities) (234) (285)  
Fair Value, Measurements, Recurring | Level 3 | Regulatory deferral      
Assets      
Total assets 0 0  
Liabilities      
Total liabilities 0 0  
Fair Value, Measurements, Recurring | Level 3 | Regulatory deferral | Power      
Assets      
Total assets 0 0  
Liabilities      
Total liabilities 0 0  
Fair Value, Measurements, Recurring | Level 3 | Regulatory deferral | Coal      
Assets      
Total assets 0 0  
Liabilities      
Total liabilities 0 0  
Fair Value, Measurements, Recurring | Level 3 | Regulatory deferral | Heavy fuel oil purchases      
Assets      
Total assets 0 0  
Liabilities      
Total liabilities   0  
Fair Value, Measurements, Recurring | Level 3 | Regulatory deferral | Natural gas      
Assets      
Total assets 0 0  
Liabilities      
Total liabilities 0 0  
Fair Value, Measurements, Recurring | Level 3 | Regulatory deferral | Foreign exchange forwards      
Assets      
Total assets 0 0  
Liabilities      
Total liabilities 0    
Fair Value, Measurements, Recurring | Level 3 | Not Designated as Hedging Instrument      
Assets      
Total assets 0 0  
Fair Value, Measurements, Recurring | Level 3 | Not Designated as Hedging Instrument | Interest rate swaps      
Assets      
Total assets 0 0  
Fair Value, Measurements, Recurring | Level 3 | HFT derivatives      
Assets      
Total assets 15 21  
Liabilities      
Total liabilities 249 306  
Net assets (liabilities) (234) (285)  
Fair Value, Measurements, Recurring | Level 3 | HFT derivatives | Power      
Assets      
Total assets 1 3  
Liabilities      
Total liabilities   1  
Fair Value, Measurements, Recurring | Level 3 | HFT derivatives | Natural gas      
Assets      
Total assets 9 8  
Liabilities      
Total liabilities 228 286  
Fair Value, Measurements, Recurring | Level 3 | HFT derivatives | Energy Related derivative | Natural gas      
Assets      
Total assets 5 10  
Liabilities      
Total liabilities 21 19  
Fair Value, Measurements, Recurring | Level 3 | HFT derivatives | Natural gas swaps, futures, forwards, physical contracts | Natural gas      
Assets      
Total assets 14 18  
Liabilities      
Total liabilities $ 249 $ 305