XML 22 R70.htm IDEA: XBRL DOCUMENT
v2.4.1.9

Derivatives and Risk Management Activities (Details) | 12 Months Ended
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Dec. 31, 2014 bbl
Net long position associated with crude oil purchases |
Commodity Price Risk Hedging: |
Average derivative positions notional amount per day (in barrels) | 269,400 paa_NonmonetaryNotionalAmountOfPriceRiskDerivativesAveragePerDay / us-gaap_DerivativeInstrumentRiskAxis = paa_NetLongPositionOnCrudeOilDerivativeContractsMember
Derivative position notional amount (in barrels or Mcf) | 8,400,000 us-gaap_DerivativeNonmonetaryNotionalAmountVolume / us-gaap_DerivativeInstrumentRiskAxis = paa_NetLongPositionOnCrudeOilDerivativeContractsMember
Net short time spread position hedging anticipated crude oil lease gathering purchases |
Commodity Price Risk Hedging: |
Average derivative positions notional amount per day (in barrels) | 20,500 paa_NonmonetaryNotionalAmountOfPriceRiskDerivativesAveragePerDay / us-gaap_DerivativeInstrumentRiskAxis = paa_NetShortTimeSpreadPositionOnAnticipatedCrudeOilLeaseGatheringPurchaseContractsMember
Derivative position notional amount (in barrels or Mcf) | 10,000,000 us-gaap_DerivativeNonmonetaryNotionalAmountVolume / us-gaap_DerivativeInstrumentRiskAxis = paa_NetShortTimeSpreadPositionOnAnticipatedCrudeOilLeaseGatheringPurchaseContractsMember
Crude oil grade spread positions |
Commodity Price Risk Hedging: |
Average derivative positions notional amount per day (in barrels) | 33,600 paa_NonmonetaryNotionalAmountOfPriceRiskDerivativesAveragePerDay / us-gaap_DerivativeInstrumentRiskAxis = paa_CrudeOilGradeSpreadPositionsMember
Derivative position notional amount (in barrels or Mcf) | 11,200,000 us-gaap_DerivativeNonmonetaryNotionalAmountVolume / us-gaap_DerivativeInstrumentRiskAxis = paa_CrudeOilGradeSpreadPositionsMember
Net short natural gas position related to anticipated natural gas sales |
Commodity Price Risk Hedging: |
Derivative position notional amount (in barrels or Mcf) | 28,100,000 us-gaap_DerivativeNonmonetaryNotionalAmountVolume / us-gaap_DerivativeInstrumentRiskAxis = paa_NetShortNaturalGasPositionRelatedToAnticipatedNaturalGasSalesMember
Net short position related to anticipated sales of crude oil, NGL and refined products inventory |
Commodity Price Risk Hedging: |
Derivative position notional amount (in barrels or Mcf) | 9,300,000 us-gaap_DerivativeNonmonetaryNotionalAmountVolume / us-gaap_DerivativeInstrumentRiskAxis = paa_NetShortPositionContractsRelatedToAnticipatedInventorySalesMember
Long position related to anticipated crude oil linefill requirements |
Commodity Price Risk Hedging: |
Average derivative positions notional amount per day (in barrels) | 32,400 paa_NonmonetaryNotionalAmountOfPriceRiskDerivativesAveragePerDay / us-gaap_DerivativeInstrumentRiskAxis = paa_LongPositionRelatedToAnticipatedCrudeOilLinefillRequirementsMember
Derivative position notional amount (in barrels or Mcf) | 1,000,000 us-gaap_DerivativeNonmonetaryNotionalAmountVolume / us-gaap_DerivativeInstrumentRiskAxis = paa_LongPositionRelatedToAnticipatedCrudeOilLinefillRequirementsMember
PLA crude oil net short position |
Commodity Price Risk Hedging: |
Average derivative positions notional amount per day (in barrels) | 1,300 paa_NonmonetaryNotionalAmountOfPriceRiskDerivativesAveragePerDay / us-gaap_DerivativeInstrumentRiskAxis = paa_PipelineLossAllowanceCrudeOilContractNetShortPositionMember
Derivative position notional amount (in barrels or Mcf) | 400,000 us-gaap_DerivativeNonmonetaryNotionalAmountVolume / us-gaap_DerivativeInstrumentRiskAxis = paa_PipelineLossAllowanceCrudeOilContractNetShortPositionMember
PLA crude oil long call position |
Commodity Price Risk Hedging: |
Derivative position notional amount (in barrels or Mcf) | 800,000 us-gaap_DerivativeNonmonetaryNotionalAmountVolume / us-gaap_DerivativeInstrumentRiskAxis = paa_PipelineLossAllowanceCrudeOilContractNetLongPositionMember
Long natural gas position for natural gas purchases |
Commodity Price Risk Hedging: |
Derivative position notional amount (in barrels or Mcf) | 26,100,000 us-gaap_DerivativeNonmonetaryNotionalAmountVolume / us-gaap_DerivativeInstrumentRiskAxis = paa_LongPositionOnNaturalGasContractsMember
Short propane position related to subsequent sale of products |
Commodity Price Risk Hedging: |
Derivative position notional amount (in barrels or Mcf) | 4,100,000 us-gaap_DerivativeNonmonetaryNotionalAmountVolume / us-gaap_DerivativeInstrumentRiskAxis = paa_ShortPropanePositionContractsRelatedToSubsequentSaleOfProductMember
Short butane position related to subsequent sale of products |
Commodity Price Risk Hedging: |
Derivative position notional amount (in barrels or Mcf) | 1,200,000 us-gaap_DerivativeNonmonetaryNotionalAmountVolume / us-gaap_DerivativeInstrumentRiskAxis = paa_ShortButanePositionContractsRelatedToSubsequentSaleOfProductMember
Short WTI position related to subsequent sale of products |
Commodity Price Risk Hedging: |
Derivative position notional amount (in barrels or Mcf) | 400,000 us-gaap_DerivativeNonmonetaryNotionalAmountVolume / us-gaap_DerivativeInstrumentRiskAxis = paa_ShortWTIPositionContractsRelatedToSubsequentSaleOfProductMember
Long power position for power supply requirements |
Commodity Price Risk Hedging: |
Derivative position notional amount (in megawatt hours) | 400,000 us-gaap_DerivativeNonmonetaryNotionalAmountEnergyMeasure / us-gaap_DerivativeInstrumentRiskAxis = paa_LongPowerPositionForPowerSupplyRequirementsContractsMember

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