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Derivatives and Risk Management Activities - Commodity Price Risk Hedging (Details) bbl in Millions	6 Months Ended
	Jun. 30, 2020 TWh bbl Bcf MMBbls
Net long position associated with crude oil purchases
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels, MMbls 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, MMbls or Bcf)	6.6
Net crude oil basis spread position
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels, MMbls or Bcf)	7.9
Net short position related to anticipated net sales of crude oil and NGL inventory
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels, MMbls or Bcf)	33.2
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	23.8
Short propane position related to subsequent sale of products
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels, MMbls or Bcf) | MMBbls	4.1
Short butane position related to subsequent sale of products
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels, MMbls or Bcf) | MMBbls	1.3
Short condensate WTI position related to subsequent sale of products
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels, MMbls or Bcf) | MMBbls	0.5
Long fuel gas position for fuel gas requirements
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels, MMbls or Bcf) | Bcf	17.4
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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- Definition

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

+ References

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- Definition

Nominal volume used to calculate payments on a derivative instrument.

+ References

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