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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     $ 80us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax   $ (467)us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax $ (97)us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax $ 54us-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)         10us-gaap_NumberOfInterestRateDerivativesHeld
/ us-gaap_DerivativeInstrumentRiskAxis
= paa_TenForwardStartingThirtyYearInterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
     
Notional amount of derivatives         250invest_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)         8us-gaap_NumberOfInterestRateDerivativesHeld
/ us-gaap_DerivativeInstrumentRiskAxis
= paa_EightForwardStartingThirtyYearInterestRateSwapOneMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
     
Notional amount of derivatives         200invest_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)         8us-gaap_NumberOfInterestRateDerivativesHeld
/ us-gaap_DerivativeInstrumentRiskAxis
= paa_EightForwardStartingThirtyYearInterestRateSwapTwoMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
     
Notional amount of derivatives         200invest_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)         8us-gaap_NumberOfInterestRateDerivativesHeld
/ us-gaap_DerivativeInstrumentRiskAxis
= paa_EightForwardStartingThirtyYearInterestRateSwapThreeMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
     
Notional amount of derivatives         200invest_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)               8us-gaap_NumberOfInterestRateDerivativesHeld
/ us-gaap_DerivativeInstrumentRiskAxis
= paa_EightForwardStartingInterestRateSwapMember
/ us-gaap_SubsequentEventTypeAxis
= us-gaap_SubsequentEventMember
Notional amount of derivatives               200invest_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) 5paa_NumberOfTerminatedInterestRateDerivatives
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_TreasuryLockMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
             
Notional amount of derivatives 250invest_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)   5paa_NumberOfTerminatedInterestRateDerivatives
/ us-gaap_DerivativeInstrumentRiskAxis
= paa_FiveForwardStartingThirtyYearInterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
           
Notional amount of derivatives   125invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= paa_FiveForwardStartingThirtyYearInterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
           
Cash received (paid) in connection with termination of interest rate derivatives   11us-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   3us-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)     6paa_NumberOfTerminatedInterestRateDerivatives
/ us-gaap_DerivativeInstrumentRiskAxis
= paa_SixForwardStartingThirtyYearInterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
         
Notional amount of derivatives     250invest_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)       4paa_NumberOfTerminatedInterestRateDerivatives
/ us-gaap_DerivativeInstrumentRiskAxis
= paa_FourForwardStartingTenYearInterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
       
Notional amount of derivatives       200invest_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