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Derivative Financial Instruments (Details) (USD $)
In Millions, unless otherwise specified
3 Months Ended 9 Months Ended 3 Months Ended 9 Months Ended 3 Months Ended 9 Months Ended 3 Months Ended 9 Months Ended 9 Months Ended 9 Months Ended
Sep. 30, 2013
Sep. 30, 2012
Sep. 30, 2013
Sep. 30, 2012
Apr. 13, 2011
CRNF
Term loan facility
Sep. 30, 2013
Commodity derivatives
Sep. 30, 2012
Commodity derivatives
Sep. 30, 2013
Commodity derivatives
Sep. 30, 2012
Commodity derivatives
Sep. 30, 2013
Commodity swap
Sep. 30, 2012
Commodity swap
Sep. 30, 2013
Commodity swap
Sep. 30, 2012
Commodity swap
Sep. 30, 2013
Interest rate swap
Sep. 30, 2012
Interest rate swap
Sep. 30, 2013
Interest rate swap
Sep. 30, 2012
Interest rate swap
Sep. 30, 2013
Not designated as hedges
Commodity swap
bbl
Dec. 31, 2012
Not designated as hedges
Commodity swap
bbl
Sep. 30, 2013
Designated as hedges
Interest rate swap agreements entered into on June 30, 2011
CRNF
Sep. 30, 2013
Designated as hedges
Interest rate swap
CRNF
Jul. 01, 2011
Designated as hedges
Interest rate swap
CRNF
agreement
Sep. 30, 2013
Designated as hedges
Interest rate swap agreements entered into on July 1, 2011
CRNF
Derivative Financial Instruments                                              
Current period settlements on derivative contracts $ 33.9 $ (53.2) $ (3.9) $ (80.4)                                      
Gain (loss) on derivatives, net 72.5 (168.9) 173.0 (277.4)   0.1 (7.1) (2.3) (11.0) 72.4 (161.8) 175.3 (266.4)                    
Number of barrels                                   20,600,000 23,300,000        
Unrealized gain                                   110.1          
Portion of net unrealized gain in current assets                                   101.9          
Portion of net unrealized gain in non-current assets                                   8.2          
Number of floating-to-fixed interest rate swap agreements                                           2  
Borrowing capacity on credit facility         125.0                               125.0    
Aggregate notional amount                                         62.5    
Floating rate basis                                       three month LIBOR     three month LIBOR
Fixed rate (as a percent)                                       1.94%     1.975%
Settlement period                                       90 days     90 days
Average fixed rate of interest (as a percent)                                         1.96%    
Effective rate (as a percent)                                         4.57%    
Realized loss on the interest rate swap re-classed from AOCI into interest expense                           (0.3) (0.2) (0.8) (0.7)            
Change in unrealized gain (loss) on derivative agreements, net                           $ (0.3) $ (0.4) $ (0.1) $ (1.3)