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Derivatives and Risk Management Activities - Commodity Price Risk Hedging (Details) bbl in Millions	12 Months Ended
	Dec. 31, 2019 TWh bbl MMBbls Bcf
Net long position associated with crude oil purchases
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Bcf)	10.2
Net short time spread position hedging anticipated crude oil lease gathering purchases
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Bcf)	9.0
Net crude oil grade basis position
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Bcf)	5.9
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 Bcf)	17.9
Positions hedging risk of not utilizing storage capacity
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Bcf)	1.2
Long natural gas position for natural gas purchases
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Bcf) | Bcf	46.4
Short propane position related to subsequent sale of products
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Bcf) | MMBbls	3.8
Short butane position related to subsequent sale of products
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Bcf) | MMBbls	1.9
Short condensate WTI position related to subsequent sale of products
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Bcf) | MMBbls	0.7
Long power position for power supply requirements
Commodity Price Risk Hedging:
Derivative position notional amount (in terawatt hours) | TWh	1.0

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- Definition

Nominal volume used to calculate payments on a derivative instrument.

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