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Derivatives and Risk Management Activities - Commodity Price Risk Hedging (Details) bbl in Millions	3 Months Ended
	Mar. 31, 2022 TWh bbl Bcf MMBbls
Crude oil purchases | Long
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels, MMbls or Bcf)	6.6
Time spread on hedging anticipated crude oil lease gathering purchases | Short
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels, MMbls or Bcf)	5.3
Crude oil basis spread position
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels, MMbls or Bcf)	1.2
Anticipated net sales of crude oil and NGL inventory | Short
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels, MMbls or Bcf)	11.0
Natural gas purchases for processing and operational needs | Long
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels, MMbls or Bcf) | Bcf	82.6
Propane contracts related to subsequent sale of products | Short
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels, MMbls or Bcf) | MMBbls	15.5
Butane contracts related to subsequent sale of products | Short
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels, MMbls or Bcf) | MMBbls	3.8
Condensate sales contracts related to subsequent sale of products | Short
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels, MMbls or Bcf) | MMBbls	1.5
Fuel gas requirements | Long
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels, MMbls or Bcf) | Bcf	8.8
Power supply requirements | Long
Commodity Price Risk Hedging:
Derivative position notional amount (in Terawatt hours) | TWh	0.5

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- Definition

Nominal volume used to calculate payments on a derivative instrument.

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