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Derivatives and Risk Management Activities - Commodity Price Risk Hedging (Details) bbl in Millions	9 Months Ended
	Sep. 30, 2024 TWh Bcf bbl
Crude oil purchases | Long
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Bcf)	14.1
Time spread on hedging anticipated crude oil lease gathering purchases | Short
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Bcf)	3.2
Crude oil basis spread position
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Bcf)	5.7
Anticipated net sales of crude oil and NGL inventory | Short
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Bcf)	17.2
Natural gas purchases for processing and operational needs | Long
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Bcf) | Bcf	37.8
Propane contracts related to subsequent sale of products | Short
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Bcf)	6.6
Butane contracts related to subsequent sale of products | Short
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Bcf)	1.5
Condensate sales contracts related to subsequent sale of products | Short
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Bcf)	1.4
Fuel gas requirements | Long
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Bcf) | Bcf	2.7
Power supply requirements | Long
Commodity Price Risk Hedging:
Derivative position notional amount (in terawatt hours) | TWh	2.1

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+ References

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- Definition

Nominal volume used to calculate payments on a derivative instrument.

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