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Derivatives and Risk Management Activities (Details 2) (USD $) In Millions, unless otherwise specified | 1 Months Ended |  |  |  |
--- | --- | --- | --- | --- | ---
Apr. 30, 2014 contract | Aug. 31, 2013 contract | Dec. 31, 2012 contract | Mar. 31, 2012 contract | Dec. 31, 2014 | Dec. 31, 2013 | Dec. 31, 2011 | Jan. 31, 2015 contract
Interest Rate Risk Hedging |  |  |  |  |  |  |  |
Net deferred gains (losses) from interest rate risk hedging included in AOCI |  |  | $ 80 us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax |  | $ (467)us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax | $ (97)us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax | $ 54 us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax |
Interest Rate Derivatives |  |  |  |  |  |  |  |
Interest Rate Risk Hedging |  |  |  |  |  |  |  |
Net deferred gains (losses) from interest rate risk hedging included in AOCI |  |  |  |  | (161)us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateContractMember |  |  |
10 forward starting interest rate swaps (30-year) | Cash flow hedge |  |  |  |  |  |  |  |
Interest Rate Risk Hedging |  |  |  |  |  |  |  |
Number of interest rate derivatives (in contracts) |  |  |  |  | 10 us-gaap_NumberOfInterestRateDerivativesHeld / us-gaap_DerivativeInstrumentRiskAxis = paa_TenForwardStartingThirtyYearInterestRateSwapMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |
Notional amount of derivatives |  |  |  |  | 250 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = paa_TenForwardStartingThirtyYearInterestRateSwapMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |
Rate of fixed interest to be received on interest rate swap (as a percent) |  |  |  |  | 3.60%us-gaap_DerivativeAverageFixedInterestRate / us-gaap_DerivativeInstrumentRiskAxis = paa_TenForwardStartingThirtyYearInterestRateSwapMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |
8 forward starting interest rate swaps (30-year), one | Cash flow hedge |  |  |  |  |  |  |  |
Interest Rate Risk Hedging |  |  |  |  |  |  |  |
Number of interest rate derivatives (in contracts) |  |  |  |  | 8 us-gaap_NumberOfInterestRateDerivativesHeld / us-gaap_DerivativeInstrumentRiskAxis = paa_EightForwardStartingThirtyYearInterestRateSwapOneMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |
Notional amount of derivatives |  |  |  |  | 200 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = paa_EightForwardStartingThirtyYearInterestRateSwapOneMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |
Rate of fixed interest to be received on interest rate swap (as a percent) |  |  |  |  | 3.06%us-gaap_DerivativeAverageFixedInterestRate / us-gaap_DerivativeInstrumentRiskAxis = paa_EightForwardStartingThirtyYearInterestRateSwapOneMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |
8 forward starting interest rate swaps (30-year), two | Cash flow hedge |  |  |  |  |  |  |  |
Interest Rate Risk Hedging |  |  |  |  |  |  |  |
Number of interest rate derivatives (in contracts) |  |  |  |  | 8 us-gaap_NumberOfInterestRateDerivativesHeld / us-gaap_DerivativeInstrumentRiskAxis = paa_EightForwardStartingThirtyYearInterestRateSwapTwoMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |
Notional amount of derivatives |  |  |  |  | 200 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = paa_EightForwardStartingThirtyYearInterestRateSwapTwoMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |
Rate of fixed interest to be received on interest rate swap (as a percent) |  |  |  |  | 3.14%us-gaap_DerivativeAverageFixedInterestRate / us-gaap_DerivativeInstrumentRiskAxis = paa_EightForwardStartingThirtyYearInterestRateSwapTwoMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |
8 forward starting interest rate swaps (30-year), three | Cash flow hedge |  |  |  |  |  |  |  |
Interest Rate Risk Hedging |  |  |  |  |  |  |  |
Number of interest rate derivatives (in contracts) |  |  |  |  | 8 us-gaap_NumberOfInterestRateDerivativesHeld / us-gaap_DerivativeInstrumentRiskAxis = paa_EightForwardStartingThirtyYearInterestRateSwapThreeMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |
Notional amount of derivatives |  |  |  |  | 200 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = paa_EightForwardStartingThirtyYearInterestRateSwapThreeMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |
Rate of fixed interest to be received on interest rate swap (as a percent) |  |  |  |  | 3.20%us-gaap_DerivativeAverageFixedInterestRate / us-gaap_DerivativeInstrumentRiskAxis = paa_EightForwardStartingThirtyYearInterestRateSwapThreeMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |
8 forward starting interest rate swaps | Subsequent Event |  |  |  |  |  |  |  |
Interest Rate Risk Hedging |  |  |  |  |  |  |  |
Number of interest rate derivatives (in contracts) |  |  |  |  |  |  |  | 8 us-gaap_NumberOfInterestRateDerivativesHeld / us-gaap_DerivativeInstrumentRiskAxis = paa_EightForwardStartingInterestRateSwapMember / us-gaap_SubsequentEventTypeAxis = us-gaap_SubsequentEventMember
Notional amount of derivatives |  |  |  |  |  |  |  | 200 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = paa_EightForwardStartingInterestRateSwapMember / us-gaap_SubsequentEventTypeAxis = us-gaap_SubsequentEventMember
Rate of fixed interest to be received on interest rate swap (as a percent) |  |  |  |  |  |  |  | 2.83%us-gaap_DerivativeAverageFixedInterestRate / us-gaap_DerivativeInstrumentRiskAxis = paa_EightForwardStartingInterestRateSwapMember / us-gaap_SubsequentEventTypeAxis = us-gaap_SubsequentEventMember
Treasury lock agreements entered into in anticipation of April 2014 issuance of senior notes | Cash flow hedge |  |  |  |  |  |  |  |
Interest Rate Risk Hedging |  |  |  |  |  |  |  |
Number of interest rate derivatives terminated (in contracts) | 5 paa_NumberOfTerminatedInterestRateDerivatives / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_TreasuryLockMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |  |  |  |  |
Notional amount of derivatives | 250 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_TreasuryLockMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |  |  |  |  |
Cash received (paid) in connection with termination of interest rate derivatives | (7)us-gaap_PaymentsForProceedsFromHedgeFinancingActivities / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_TreasuryLockMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |  |  |  |  |
Rate of fixed interest to be received on interest rate swap (as a percent) | 3.62%us-gaap_DerivativeAverageFixedInterestRate / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_TreasuryLockMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |  |  |  |  |
5 forward starting interest rate swaps (30-year) | Cash flow hedge |  |  |  |  |  |  |  |
Interest Rate Risk Hedging |  |  |  |  |  |  |  |
Number of interest rate derivatives terminated (in contracts) |  | 5 paa_NumberOfTerminatedInterestRateDerivatives / us-gaap_DerivativeInstrumentRiskAxis = paa_FiveForwardStartingThirtyYearInterestRateSwapMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |  |  |  |
Notional amount of derivatives |  | 125 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = paa_FiveForwardStartingThirtyYearInterestRateSwapMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |  |  |  |
Cash received (paid) in connection with termination of interest rate derivatives |  | 11 us-gaap_PaymentsForProceedsFromHedgeFinancingActivities / us-gaap_DerivativeInstrumentRiskAxis = paa_FiveForwardStartingThirtyYearInterestRateSwapMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |  |  |  |
Rate of fixed interest to be received on interest rate swap (as a percent) |  | 3.39%us-gaap_DerivativeAverageFixedInterestRate / us-gaap_DerivativeInstrumentRiskAxis = paa_FiveForwardStartingThirtyYearInterestRateSwapMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |  |  |  |
5 forward starting interest rate swaps (30-year) | Interest expense | Cash flow hedge |  |  |  |  |  |  |  |
Interest Rate Risk Hedging |  |  |  |  |  |  |  |
Gain / (loss) on derivative instruments recognized in interest expense attributable to the ineffective portion of the swaps |  | 3 us-gaap_DerivativeInstrumentsGainLossRecognizedInIncomeIneffectivePortionAndAmountExcludedFromEffectivenessTestingNet / us-gaap_DerivativeInstrumentRiskAxis = paa_FiveForwardStartingThirtyYearInterestRateSwapMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_IncomeStatementLocationAxis = us-gaap_InterestExpenseMember |  |  |  |  |  |
6 forward starting interest rate swaps (30-year) | Cash flow hedge |  |  |  |  |  |  |  |
Interest Rate Risk Hedging |  |  |  |  |  |  |  |
Number of interest rate derivatives terminated (in contracts) |  |  | 6 paa_NumberOfTerminatedInterestRateDerivatives / us-gaap_DerivativeInstrumentRiskAxis = paa_SixForwardStartingThirtyYearInterestRateSwapMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |  |  |
Notional amount of derivatives |  |  | 250 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = paa_SixForwardStartingThirtyYearInterestRateSwapMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |  |  |
Cash received (paid) in connection with termination of interest rate derivatives |  |  | (89)us-gaap_PaymentsForProceedsFromHedgeFinancingActivities / us-gaap_DerivativeInstrumentRiskAxis = paa_SixForwardStartingThirtyYearInterestRateSwapMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |  |  |
Rate of fixed interest to be received on interest rate swap (as a percent) |  |  | 4.24%us-gaap_DerivativeAverageFixedInterestRate / us-gaap_DerivativeInstrumentRiskAxis = paa_SixForwardStartingThirtyYearInterestRateSwapMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |  |  |
4 forward starting interest rate swaps (10-year) | Cash flow hedge |  |  |  |  |  |  |  |
Interest Rate Risk Hedging |  |  |  |  |  |  |  |
Number of interest rate derivatives terminated (in contracts) |  |  |  | 4 paa_NumberOfTerminatedInterestRateDerivatives / us-gaap_DerivativeInstrumentRiskAxis = paa_FourForwardStartingTenYearInterestRateSwapMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |  |
Notional amount of derivatives |  |  |  | 200 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = paa_FourForwardStartingTenYearInterestRateSwapMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |  |
Cash received (paid) in connection with termination of interest rate derivatives |  |  |  | (24)us-gaap_PaymentsForProceedsFromHedgeFinancingActivities / us-gaap_DerivativeInstrumentRiskAxis = paa_FourForwardStartingTenYearInterestRateSwapMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |  |
Rate of fixed interest to be received on interest rate swap (as a percent) |  |  |  | 3.46%us-gaap_DerivativeAverageFixedInterestRate / us-gaap_DerivativeInstrumentRiskAxis = paa_FourForwardStartingTenYearInterestRateSwapMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember |  |  |  |
4 forward starting interest rate swaps (10-year) | Interest expense | Cash flow hedge |  |  |  |  |  |  |  |
Interest Rate Risk Hedging |  |  |  |  |  |  |  |
Gain / (loss) on derivative instruments recognized in interest expense attributable to the ineffective portion of the swaps |  |  |  | $ (1)us-gaap_DerivativeInstrumentsGainLossRecognizedInIncomeIneffectivePortionAndAmountExcludedFromEffectivenessTestingNet / us-gaap_DerivativeInstrumentRiskAxis = paa_FourForwardStartingTenYearInterestRateSwapMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_IncomeStatementLocationAxis = us-gaap_InterestExpenseMember |  |  |  |

X
- Definition Aggregate notional amount specified by the derivative(s). Expressed as an absolute value. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Article 12 -Section 13 -Sentence Column B + Details
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- Definition Accumulated change in equity from transactions and other events and circumstances from non-owner sources, net of tax effect, at period end. Excludes Net Income (Loss), and accumulated changes in equity from transactions resulting from investments by owners and distributions to owners. Includes foreign currency translation items, certain pension adjustments, unrealized gains and losses on certain investments in debt and equity securities, other than temporary impairment (OTTI) losses related to factors other than credit losses on available-for-sale and held-to-maturity debt securities that an entity does not intend to sell and it is not more likely than not that the entity will be required to sell before recovery of the amortized cost basis, as well as changes in the fair value of derivatives related to the effective portion of a designated cash flow hedge. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 220 -SubTopic 10 -Section 45 -Paragraph 11 -URI http://asc.fasb.org/extlink&oid=36458714&loc=d3e637-108580 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 220 -SubTopic 10 -Section 45 -Paragraph 14 -URI http://asc.fasb.org/extlink&oid=36458714&loc=d3e681-108580 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 220 -SubTopic 10 -Section 45 -Paragraph 14A -URI http://asc.fasb.org/extlink&oid=36458714&loc=SL7669686-108580 Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Section 02 -Paragraph 31 -Article 5 Reference 5: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Section 04 -Article 3 + Details
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- Definition Average fixed interest rate related to the group of interest rate derivatives. + References No definition available. + Details
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- Definition The portion of gains and losses (net) on derivative instruments designated and qualifying as hedging instruments representing (a) the amount of the hedge ineffectiveness and (b) the amount, if any, excluded from the assessment of hedge effectiveness. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -Subparagraph (d) -URI http://asc.fasb.org/extlink&oid=35706170&loc=SL5624171-113959 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 25 -Section 50 -Paragraph 1 -Subparagraph (a)(1),(2) -URI http://asc.fasb.org/extlink&oid=6886632&loc=d3e76258-113986 + Details
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- Definition Number of interest rate derivative instruments held by the entity at the reporting date. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1B -URI http://asc.fasb.org/extlink&oid=35706170&loc=SL5580258-113959 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1A -Subparagraph (d) -URI http://asc.fasb.org/extlink&oid=35706170&loc=SL5579245-113959 + Details
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- Definition The net cash outflow or inflow for a financial contract that meets the hedge criteria as either cash flow hedge, fair value hedge or hedge of net investment in foreign operations. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 230 -SubTopic 10 -Section 45 -Paragraph 8 -URI http://asc.fasb.org/extlink&oid=31042434&loc=d3e3095-108585 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 230 -SubTopic 10 -Section 45 -Paragraph 9 -Subparagraph (a) -URI http://asc.fasb.org/extlink&oid=31042434&loc=d3e3098-108585 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 230 -SubTopic 10 -Section 45 -Paragraph 27 -URI http://asc.fasb.org/extlink&oid=31042434&loc=d3e3581-108585 + Details
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