Derivatives and Risk Management Activities (Details)	Jun. 30, 2011 bbl Segments InterestRateSwaps
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

Derivatives and Risk Management Activities (Details)

Jun. 30, 2011

bbl

Segments

InterestRateSwaps

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