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Derivatives and Risk Management Activities - Commodity Price Risk Hedging (Details) bbl in Millions | 3 Months Ended
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Mar. 31, 2020 TWh bbl MMBbls Bcf
Net long position associated with crude oil purchases |
Commodity Price Risk Hedging: |
Derivative position notional amount (in barrels, MMbls or Bcf) | 9.9
Net short time spread position hedging anticipated crude oil lease gathering purchases |
Commodity Price Risk Hedging: |
Derivative position notional amount (in barrels, MMbls or Bcf) | 6.0
Net crude oil basis spread position |
Commodity Price Risk Hedging: |
Derivative position notional amount (in barrels, MMbls or Bcf) | 6.3
Net short position related to anticipated net sales of crude oil and NGL inventory |
Commodity Price Risk Hedging: |
Derivative position notional amount (in barrels, MMbls or Bcf) | 15.7
Positions hedging risk storage capacity will not be utilized |
Commodity Price Risk Hedging: |
Derivative position notional amount (in barrels, MMbls or Bcf) | 2.0
Long natural gas position for natural gas purchases and operational needs |
Commodity Price Risk Hedging: |
Derivative position notional amount (in barrels, MMbls or Bcf) | Bcf | 41.8
Short propane position related to subsequent sale of products |
Commodity Price Risk Hedging: |
Derivative position notional amount (in barrels, MMbls or Bcf) | MMBbls | 3.0
Short butane position related to subsequent sale of products |
Commodity Price Risk Hedging: |
Derivative position notional amount (in barrels, MMbls or Bcf) | MMBbls | 1.8
Short condensate WTI position related to subsequent sale of products |
Commodity Price Risk Hedging: |
Derivative position notional amount (in barrels, MMbls or Bcf) | MMBbls | 0.9
Long power position for power supply requirements |
Commodity Price Risk Hedging: |
Derivative position notional amount (in Terawatt hours) | TWh | 0.9

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