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Derivatives and Risk Management Activities (Details 2) (USD $)
In Millions, unless otherwise specified
Mar. 31, 2015
Dec. 31, 2014
Mar. 31, 2014
Dec. 31, 2013
Interest Rate Risk Hedging        
Net deferred gains (losses) from interest rate risk hedging included in AOCI $ (843)us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax $ (467)us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax $ (233)us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax $ (97)us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax
Interest Rate Derivatives        
Interest Rate Risk Hedging        
Net deferred gains (losses) from interest rate risk hedging included in AOCI (234)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 (30-year), four | Cash flow hedge        
Interest Rate Risk Hedging        
Number of interest rate derivatives (in contracts) 8us-gaap_NumberOfInterestRateDerivativesHeld
/ us-gaap_DerivativeInstrumentRiskAxis
= paa_EightForwardStartingThirtyYearInterestRateSwapFourMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
     
Notional amount of derivatives $ 200invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= paa_EightForwardStartingThirtyYearInterestRateSwapFourMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
     
Rate of fixed interest to be received on interest rate swap (as a percent) 2.83%us-gaap_DerivativeAverageFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= paa_EightForwardStartingThirtyYearInterestRateSwapFourMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember