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Derivative Instruments and Hedging Activities (Details) kWh in Millions, MMBTU in Millions |  | 1 Months Ended | 3 Months Ended | 6 Months Ended |  |  |
--- | --- | --- | --- | --- | --- | --- | ---
Mar. 31, 2016 USD ($) | Mar. 31, 2016 USD ($) | Mar. 31, 2016 USD ($) | Mar. 31, 2016 USD ($) kWh MMBTU gal | Mar. 31, 2015 EUR (€) kWh MMBTU gal | Mar. 31, 2016 EUR (€) | Mar. 31, 2016 USD ($) | Sep. 30, 2015 USD ($) | Mar. 31, 2015 USD ($)
Derivative |  |  |  |  |  |  |  |  |
Amount of net losses associated with interest rate hedges to be reclassified with interest rate hedges during the next 12 months |  |  |  |  |  |  | $ (3,100,000) |  |
Amount of net gains associated with currency rate risk to be reclassified into earnings during the next 12 months |  |  |  |  |  |  | 7,800,000 |  |
Restricted cash |  |  |  |  |  |  | $ 40,000,000 | $ 69,300,000 | $ 56,700,000
Gain (loss) on ineffectiveness and excluded derivatives recognized in income |  |  | $ (2,100,000) | $ (5,500,000) |  |  |  |  |
UGI France |  |  |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |  |  |
Derivative interest rate floor |  |  |  |  |  | 0.00% | 0.00% |  |
Commodity contracts |  |  |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |  |  |
Amounts remaining in AOCI related to commodity derivative hedges |  |  |  |  |  |  | $ 0 |  |
Interest Rate Swap |  |  |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |  |  |
Notional amount (in currency) | € |  |  |  |  | € 401,100,000 | € 645,800,000 |  |  |
Interest Rate Swap | UGI France |  |  |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |  |  |
Payment to interest rate swap counterparties |  | $ 7,700,000 |  |  |  |  |  |  |
Interest Rate Swap | UGI France | EURIBOR |  |  |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |  |  |
Underlying EURIBOR fixed rate |  |  |  |  |  | 0.18% | 0.18% |  |
Interest Rate Swap | UGI France | Term Loan |  |  |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |  |  |
Notional amount (in currency) | € |  |  |  |  |  | € 600,000,000 |  |  |
Interest Rate Protection Agreements |  |  |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |  |  |
Notional amount (in currency) |  |  |  |  |  |  | $ 0 |  | 0
Interest Rate Protection Agreements | UGI Utilities |  |  |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |  |  |
Loss on settlement of IRPAs | $ 36,000,000 |  |  |  |  |  |  |  |
Foreign currency contracts |  |  |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |  |  |
Maximum length of time hedged in price risk cash flow hedges (in months) |  |  |  | 36 months |  |  |  |  |
Notional amount (in currency) |  |  |  |  | € 0 | € 0 | 262,500,000 |  | 223,500,000
Cross-currency contracts |  |  |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |  |  |
Notional amount (in currency) |  |  |  |  |  |  | $ 59,100,000 |  | $ 52,000,000
Propane | Commodity contracts |  |  |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |  |  |
Volume of LPG commodity derivatives (in gallons) | gal |  |  |  | 370,200,000 | 362,500,000 |  |  |  |
Maximum length of time hedging exposure to LPG commodity price risk (in months) |  |  |  | 42 months |  |  |  |  |
Propane | Natural Gas Storage and Propane Storage NYMEX Contracts |  |  |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |  |  |
Volume of LPG commodity derivatives (in gallons) | gal |  |  |  | 0 | 0 |  |  |  |
Natural Gas | Natural Gas Futures, Forward And Pipeline Contracts |  |  |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |  |  |
Notional amount (energy measure) | MMBTU |  |  |  | 84.7 | 118.3 |  |  |  |
Maximum length of time hedged in price risk cash flow hedges (in months) |  |  |  | 56 months |  |  |  |  |
Natural Gas | Gas Basis Swap Contracts |  |  |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |  |  |
Notional amount (energy measure) | MMBTU |  |  |  | 90.1 | 47.3 |  |  |  |
Natural Gas | Natural Gas Storage and Propane Storage NYMEX Contracts |  |  |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |  |  |
Notional amount (energy measure) | MMBTU |  |  |  | 1.7 | 0.6 |  |  |  |
Natural Gas | Gas Utility | Commodity contracts |  |  |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |  |  |
Notional amount (energy measure) | MMBTU |  |  |  | 10.0 | 9.7 |  |  |  |
Maximum length of time hedged in price risk cash flow hedges (in months) |  |  |  | 11 months |  |  |  |  |
Electricity | Commodity contracts | Long |  |  |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |  |  |
Notional amount (energy measure) | kWh |  |  |  | 591.1 | 356.0 |  |  |  |
Maximum length of time hedged in price risk cash flow hedges (in months) |  |  |  | 34 months |  |  |  |  |
Electricity | Commodity contracts | Short |  |  |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |  |  |
Notional amount (energy measure) | kWh |  |  |  | 431.6 | 315.4 |  |  |  |
Maximum length of time hedged in price risk cash flow hedges (in months) |  |  |  | 27 months |  |  |  |  |
Electricity | Electric Utility | Commodity contracts |  |  |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |  |  |
Notional amount (energy measure) | kWh |  |  |  | 23.6 | 384.4 |  |  |  |
Maximum length of time hedged in price risk cash flow hedges (in months) |  |  |  | 8 months |  |  |  |  |
Electricity | Electric Utility | Financial Transmission Rights |  |  |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |  |  |
Notional amount (energy measure) | kWh |  |  |  | 89.7 |  |  |  |  |
Maximum length of time hedged in price risk cash flow hedges (in months) |  |  |  | 2 months |  |  |  |  |
Electricity | Electric Utility | NYISO Capacity Swap Contracts |  |  |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |  |  |
Notional amount (energy measure) | kWh |  |  |  |  | 124.6 |  |  |  |
Maximum length of time hedged in price risk cash flow hedges (in months) |  |  |  | 2 months |  |  |  |  |

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- Definition Floor rate on an interest rate derivative such as an interest rate floor or collar. If market rates falls below the floor rate, a payment or receipt is triggered on the contract. + References No definition available. + Details
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- Definition The effective portion of losses on derivative instruments designated and qualifying as hedging instruments that was recognized in other comprehensive income during the current period. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5624171-113959 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 220 -SubTopic 10 -Section 45 -Paragraph 10A -Subparagraph (d) -URI http://asc.fasb.org/extlink&oid=36458714&loc=SL7669646-108580 + Details
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- Definition The estimated net amount of unrealized gains or losses on foreign currency cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 30 -Section 50 -Paragraph 1 -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=35736893&loc=d3e80748-113994 + Details
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- Definition Maximum period the entity is hedging its exposure to the variability in future cash flows for forecasted transactions, excluding those forecasted transactions related to the payment of variable interest on existing financial instruments, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 30 -Section 50 -Paragraph 1 -Subparagraph (d) -URI http://asc.fasb.org/extlink&oid=35736893&loc=d3e80748-113994 + Details
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