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Derivatives and Risk Management Activities - Commodity Price Risk Hedging (Details) bbl in Millions	3 Months Ended
	Mar. 31, 2024 TWh bbl Bcf
Crude oil purchases | Long
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Bcf)	5.6
Time spread on hedging anticipated crude oil lease gathering purchases | Short
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Bcf)	4.8
Crude oil basis spread position
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Bcf)	2.8
Anticipated net sales of crude oil and NGL inventory | Short
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Bcf)	13.4
Natural gas purchases for processing and operational needs | Long
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Bcf) | Bcf	68.5
Propane contracts related to subsequent sale of products | Short
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Bcf)	12.4
Butane contracts related to subsequent sale of products | Short
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Bcf)	2.1
Condensate sales contracts related to subsequent sale of products | Short
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Bcf)	2.8
Fuel gas requirements | Long
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Bcf) | Bcf	5.7
Power supply requirements | Long
Commodity Price Risk Hedging:
Derivative position notional amount (in terawatt hours) | TWh	2.5

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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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- References

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