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Derivatives and Risk Management Activities (Details) | Jun. 30, 2011 bbl Segments InterestRateSwaps
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Commodity Price Risk Hedging: |
Storage capacity owned but not used in entity's transportation operations (in barrels) | 70,000,000
Derivative hedges to manage the risk of not utilizing storage capacity (in barrels) | 3,800,000
Crude oil, LPG and refined products inventory hedged (in barrels) | 9,400,000
Crude oil derivative for anticipated sale of foreign crude (in barrels) | 500,000
Net long crude oil derivative position |
Commodity Price Risk Hedging: |
Net derivative positions per day (in barrels) | 212,900
Total derivative positions | 6,400,000
Net short spread position hedging anticipated crude oil lease gathering purchases |
Commodity Price Risk Hedging: |
Net derivative positions per day (in barrels) | 39,300
Total derivative positions | 21,500,000
Net short spread position of calendar spread call options |
Commodity Price Risk Hedging: |
Net derivative positions per day (in barrels) | 32,200
Total derivative positions | 5,900,000
WTS/WTI crude oil basis swaps |
Commodity Price Risk Hedging: |
Net derivative positions per day (in barrels) | 5,400
Total derivative positions | 2,900,000
Crude oil net short position |
Commodity Price Risk Hedging: |
Net derivative positions per day (in barrels) | 1,700
Total derivative positions | 2,900,000
Crude oil long put option position |
Commodity Price Risk Hedging: |
Total derivative positions | 400,000
Crude oil long call option position |
Commodity Price Risk Hedging: |
Total derivative positions | 400,000
Long natural gas futures position for anticipated base gas purchases |
Commodity Price Risk Hedging: |
Total derivative positions | 700,000,000
Long natural gas swap position related to anticipated base gas purchases |
Commodity Price Risk Hedging: |
Total derivative positions | 3,000,000,000
Long natural gas call options related to anticipated base gas purchases |
Commodity Price Risk Hedging: |
Total derivative positions | 700,000,000
Short natural gas swap position related to anticipated natural gas purchases |
Commodity Price Risk Hedging: |
Total derivative positions | 6,600,000,000
Long natural gas swap position related to anticipated natural gas purchases |
Commodity Price Risk Hedging: |
Total derivative positions | 6,300,000,000
Average butane/WTI spread positions |
Commodity Price Risk Hedging: |
Net derivative positions per day (in barrels) | 3,100
Total derivative positions | 900,000
Net short spread position of calendar spread call options anticipated sales of natural gas |
Commodity Price Risk Hedging: |
Total derivative positions | 3,000,000,000

X
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Namespace Prefix: | invest
Data Type: | xbrli:decimalItemType
Balance Type: | na
Period Type: | instant

X
- Definition Aggregate notional volume of commodity price risk derivatives utilized to hedge the anticipated sale of foreign crude inventory. + Details
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Namespace Prefix: | paa
Data Type: | xbrli:decimalItemType
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X
- Definition Aggregate notional volume of commodity price risk derivatives per day, expressed in non-monetary units. + Details
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- Details
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