XML 66 R55.htm IDEA: XBRL DOCUMENT v3.19.1

Derivatives and Risk Management Activities - Commodity Price Risk Hedging (Details) bbl in Millions, Mcf in Millions	3 Months Ended
	Mar. 31, 2019 TWh Mcf bbl
Net long position associated with crude oil purchases
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Mcf)	3.8
Net short time spread position hedging anticipated crude oil lease gathering purchases
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Mcf)	2.8
Crude oil basis spread position
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Mcf)	42.8
Net short position related to anticipated net sales of crude oil and NGL inventory
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Mcf)	5.2
Positions hedging risk of not utilizing storage capacity
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Mcf)	0.8
PLA short position consisting of crude oil futures
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Mcf)	1.7
PLA long call option position
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Mcf)	2.1
Long natural gas position for natural gas purchases and operational needs
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Mcf) | Mcf	54.8
Short propane position related to subsequent sale of products
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Mcf)	6.2
Short butane position related to subsequent sale of products
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Mcf)	2.3
Short WTI position related to subsequent sale of products
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Mcf)	0.6
Net long position related to anticipated sales of specification products (put options)
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Mcf)	0.7
Long power position for power supply requirements
Commodity Price Risk Hedging:
Derivative position notional amount (in terawatt hours) | TWh	1.2

X

- Definition

Nominal energy measure used to calculate payments on a derivative instrument.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeNonmonetaryNotionalAmountEnergyMeasure
Namespace Prefix:	us-gaap_
Data Type:	num:energyItemType
Balance Type:	na
Period Type:	duration

X

- Definition

Nominal volume used to calculate payments on a derivative instrument.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeNonmonetaryNotionalAmountVolume
Namespace Prefix:	us-gaap_
Data Type:	num:volumeItemType
Balance Type:	na
Period Type:	duration

X

- References

No definition available.

+ Details

Name:	us-gaap_PriceRiskDerivativesAbstract
Namespace Prefix:	us-gaap_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

X

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=paa_NetLongPositionOnCrudeOilDerivativeContractsMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

X

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=paa_NetShortTimeSpreadPositionOnAnticipatedCrudeOilLeaseGatheringPurchaseContractsMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

X

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=paa_CrudeOilGradeBasisPositionMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

X

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=paa_NetShortPositionContractsRelatedToAnticipatedNetSalesOfInventoryMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

X

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=paa_PositionsHedgingRiskofNotUtilizingStorageCapacityMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

X

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=paa_PipelineLossAllowanceNetShortPositionConsistingofCrudeOilFuturesMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

X

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=paa_PipelineLossAllowanceOilLongCallOptionMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

X

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=paa_LongPositionOnNaturalGasContractsMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

X

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=paa_ShortPropanePositionContractsRelatedToSubsequentSaleOfProductMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

X

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=paa_ShortButanePositionContractsRelatedToSubsequentSaleOfProductMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

X

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=paa_ShortWTIPositionContractsRelatedToSubsequentSaleOfProductMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

X

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=paa_NetLongPositionContractsRelatedToAnticipatedSalesOfSpecificationProductsMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

X

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=paa_LongPowerPositionForPowerSupplyRequirementsContractsMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type: