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Derivatives and Risk Management Activities - Commodity Price Risk Hedging (Details) bbl in Millions	12 Months Ended
	Dec. 31, 2024 TWh bbl Bcf
Crude Oil Purchases | Long
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Bcf)	7.4
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)	1.8
Anticipated Net Sales of Crude Oil and NGL Inventory | Short
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Bcf)	16.7
Natural Gas Purchases for Processing and Operational Needs | Long
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Bcf) | Bcf	49.3
Propane Contracts Related to Subsequent Sale of Products | Short
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Bcf)	8.8
Butane Contracts Related to Subsequent Sale of Products | Short
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Bcf)	1.3
Condensate Contracts Related to Subsequent Sale of Products | Short
Commodity Price Risk Hedging:
Derivative position notional amount (in barrels or Bcf)	2.3
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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- Definition

Nominal volume used to calculate payments on a derivative instrument.

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