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Financial Instruments Energy Narrative (Details) bbl in Millions, $ in Millions | 3 Months Ended | 6 Months Ended |
--- | --- | --- | ---
Jun. 30, 2016 USD ($) bbl | Jun. 30, 2015 USD ($) | Jun. 30, 2016 USD ($) bbl | Jun. 30, 2015 USD ($) | Dec. 31, 2015 USD ($) bbl
Commodity contracts |  |  |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |  |  |
Short Notional Exposure |  | $ 654.0 |  | $ 654.0 |  | $ 643.0
Commodity contracts | Energy Segment [Member] | Not Designated as Hedging Instrument [Member] |  |  |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |  |  |
Derivative, non-monetary notional amount (barrels) | bbl |  | 0.4 |  | 0.4 |  | 2.5
Price and basis swap [Member] | Energy Segment [Member] | Not Designated as Hedging Instrument [Member] |  |  |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |  |  |
Derivative, non-monetary notional amount (barrels) | bbl |  | 0.6 |  | 0.6 |  |
Interest rate swap contracts |  |  |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |  |  |
Notional value of interest rate swap agreements |  | $ 16,000.0 |  | $ 16,000.0 |  |
Notional Exposure of Derivatives, Short Position, less than three months |  | 74.0 |  | 74.0 |  |
Short Notional Exposure | [1] | 0.0 |  | 0.0 |  | $ 137.0
Cash Flow Hedging [Member] | Interest rate swap contracts | Energy Segment [Member] | Designated as Hedging Instrument [Member] |  |  |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |  |  |
Notional value of interest rate swap agreements |  | 63.0 |  | 63.0 |  |
Realized loss on interest rate swaps reclassified from AOCI into interest expense |  |  |  | 1.0 |  |
Accrued Expenses and Other Liabilities [Member] | Commodity contracts | Energy Segment [Member] | Not Designated as Hedging Instrument [Member] |  |  |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |  |  |
Derivative Asset, Fair Value, Amount Not Offset Against Collateral |  | 13.0 |  | 13.0 |  | $ 45.0
Other Income (Loss) Not Specified [Member] | Commodity contracts | Energy Segment [Member] | Not Designated as Hedging Instrument [Member] |  |  |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |  |  |
Gain (Loss) on Sale of Commodity Contracts |  | (2.0) | $ (12.0) | (3.0) | $ (63.0) |
Term Loan [Member] | Debt Facility [Member] | Energy Segment [Member] |  |  |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |  |  |
Derivative, Amount of Hedged Item |  | $ 125.0 |  | $ 125.0 |  |
[1] | The short notional amount on certain of our interest rate contracts with a six month duration is approximately $16.0 billion as of December 31, 2015. We assume that interest rates will not fall below zero and therefore our downside short notional exposure to loss on these contracts is $74 million (of the total $137 million disclosed in the above table) as of December 31, 2015.

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