XML 144 R116.htm IDEA: XBRL DOCUMENT v3.20.4
Financial Instruments - Sensitivity ranges for the base fair values (Details)
12 Months Ended
Dec. 31, 2020
CAD ($)
Dec. 31, 2020
USD ($)
Dec. 31, 2019
CAD ($)
Dec. 31, 2019
USD ($)
Dec. 31, 2020
USD ($)
Dec. 31, 2019
USD ($)
Long-term power sale – US | Long-term contracts            
Disclosure of sensitivity analysis for actuarial assumptions [line items]            
Base fair value $ 598,000,000   $ 737,000,000      
Coal transportation – US            
Disclosure of sensitivity analysis for actuarial assumptions [line items]            
Base fair value (16,000,000)          
Structured products – Eastern US            
Disclosure of sensitivity analysis for actuarial assumptions [line items]            
Base fair value     7,000,000      
Full requirements – Eastern US            
Disclosure of sensitivity analysis for actuarial assumptions [line items]            
Base fair value 11,000,000   10,000,000      
Full requirements – Eastern US | Cost Of Supply            
Disclosure of sensitivity analysis for actuarial assumptions [line items]            
Increase (decrease) in derivative future power prices, reasonable possible   $ 1   $ 1    
Long-term wind energy sale –Eastern US            
Disclosure of sensitivity analysis for actuarial assumptions [line items]            
Base fair value (29,000,000)          
Long-term wind energy sale –Eastern US | Long-term contracts            
Disclosure of sensitivity analysis for actuarial assumptions [line items]            
Base fair value     (28,000,000)      
Other            
Disclosure of sensitivity analysis for actuarial assumptions [line items]            
Base fair value (4,000,000)   (6,000,000)      
Fixed-price contracts | Long-term contracts | Level III            
Disclosure of sensitivity analysis for actuarial assumptions [line items]            
Future power price ranges per MWh           $ 1
Increase (decrease) in derivative future power prices, reasonable possible   (1)        
Forward contract | Long-term contracts | Level III            
Disclosure of sensitivity analysis for actuarial assumptions [line items]            
Future power price ranges per MWh           $ 6
Increase (decrease) in derivative future power prices, reasonable possible   (6)        
Minimum | Long-term power sale – US | Long-term contracts            
Disclosure of sensitivity analysis for actuarial assumptions [line items]            
Sensitivity ranges for the base fair value, reasonably possible change in risk assumption increase (decrease), financial instruments 59,000,000   139,000,000      
Increase (decrease) in derivative future power prices, reasonable possible   (3)   $ 3    
Minimum | Coal transportation – US            
Disclosure of sensitivity analysis for actuarial assumptions [line items]            
Sensitivity ranges for the base fair value, reasonably possible change in risk assumption increase (decrease), financial instruments 5,000,000          
Minimum | Coal transportation – US | Long-term contracts            
Disclosure of sensitivity analysis for actuarial assumptions [line items]            
Increase (decrease) in derivative future power prices, reasonable possible   (3)        
Minimum | Coal transportation – US | Long-term contracts | US            
Disclosure of sensitivity analysis for actuarial assumptions [line items]            
Future power price ranges per MWh         $ 24  
Rail rate escalation $ 21          
Increase (decrease) in rail rate escalation expressed as a percentage 0       0  
Minimum | Coal transportation – US | Long-term contracts | US | Historical volatility for shares, measurement input [member]            
Disclosure of sensitivity analysis for actuarial assumptions [line items]            
Significant unobservable inputs, derivative asset 0.15       0.15  
Increase (decrease) in significant unobservable inputs, derivative asset 0.80       0.80  
Minimum | Structured products – Eastern US            
Disclosure of sensitivity analysis for actuarial assumptions [line items]            
Sensitivity ranges for the base fair value, reasonably possible change in risk assumption increase (decrease), financial instruments     $ 2,000,000      
Basis relationship, percent     91.00% 91.00%    
Non-standard shape factors, percent     63.00% 63.00%    
Sensitivity analysis in derivative, basis relationship, percent     4.00% 4.00%    
Sensitivity analysis in derivative, non-standard shape factors, percent     4.00% 4.00%    
Minimum | Full requirements – Eastern US            
Disclosure of sensitivity analysis for actuarial assumptions [line items]            
Sensitivity ranges for the base fair value, reasonably possible change in risk assumption increase (decrease), financial instruments $ 3,000,000   $ 3,000,000      
Minimum | Full requirements – Eastern US | US | Volume Rate            
Disclosure of sensitivity analysis for actuarial assumptions [line items]            
Increase (decrease) in significant unobservable inputs, derivative asset 0.95   0.95   0.95 0.95
Minimum | Long-term wind energy sale –Eastern US            
Disclosure of sensitivity analysis for actuarial assumptions [line items]            
Sensitivity ranges for the base fair value, reasonably possible change in risk assumption increase (decrease), financial instruments $ 22,000,000          
Minimum | Long-term wind energy sale –Eastern US | Long-term contracts            
Disclosure of sensitivity analysis for actuarial assumptions [line items]            
Sensitivity ranges for the base fair value, reasonably possible change in risk assumption increase (decrease), financial instruments     $ 20,000,000      
Minimum | Other            
Disclosure of sensitivity analysis for actuarial assumptions [line items]            
Sensitivity ranges for the base fair value, reasonably possible change in risk assumption increase (decrease), financial instruments 5,000,000   8,000,000      
Minimum | Fixed-price contracts | Long-term contracts | US            
Disclosure of sensitivity analysis for actuarial assumptions [line items]            
Future power price ranges per MWh         $ 24 $ 20
Minimum | Forward contract | Long-term contracts | Level III            
Disclosure of sensitivity analysis for actuarial assumptions [line items]            
Future power price ranges per MWh         35 $ 38
Maximum | Long-term power sale – US | Long-term contracts            
Disclosure of sensitivity analysis for actuarial assumptions [line items]            
Sensitivity ranges for the base fair value, reasonably possible change in risk assumption increase (decrease), financial instruments 35,000,000   46,000,000      
Increase (decrease) in derivative future power prices, reasonable possible   5   $ 9    
Maximum | Coal transportation – US            
Disclosure of sensitivity analysis for actuarial assumptions [line items]            
Sensitivity ranges for the base fair value, reasonably possible change in risk assumption increase (decrease), financial instruments 3,000,000          
Maximum | Coal transportation – US | Long-term contracts            
Disclosure of sensitivity analysis for actuarial assumptions [line items]            
Increase (decrease) in derivative future power prices, reasonable possible   $ 5        
Maximum | Coal transportation – US | Long-term contracts | US            
Disclosure of sensitivity analysis for actuarial assumptions [line items]            
Future power price ranges per MWh         $ 32  
Rail rate escalation $ 24          
Increase (decrease) in rail rate escalation expressed as a percentage 0.04       0.04  
Maximum | Coal transportation – US | Long-term contracts | US | Historical volatility for shares, measurement input [member]            
Disclosure of sensitivity analysis for actuarial assumptions [line items]            
Significant unobservable inputs, derivative asset 0.40       0.40  
Increase (decrease) in significant unobservable inputs, derivative asset 1.20       1.20  
Maximum | Structured products – Eastern US            
Disclosure of sensitivity analysis for actuarial assumptions [line items]            
Sensitivity ranges for the base fair value, reasonably possible change in risk assumption increase (decrease), financial instruments     $ 2,000,000      
Basis relationship, percent     112.00% 112.00%    
Non-standard shape factors, percent     116.00% 116.00%    
Sensitivity analysis in derivative, basis relationship, percent     6.00% 6.00%    
Sensitivity analysis in derivative, non-standard shape factors, percent     10.00% 10.00%    
Maximum | Full requirements – Eastern US            
Disclosure of sensitivity analysis for actuarial assumptions [line items]            
Sensitivity ranges for the base fair value, reasonably possible change in risk assumption increase (decrease), financial instruments $ 3,000,000   $ 3,000,000      
Maximum | Full requirements – Eastern US | US | Volume Rate            
Disclosure of sensitivity analysis for actuarial assumptions [line items]            
Increase (decrease) in significant unobservable inputs, derivative asset 1.05   1.05   1.05 1.05
Maximum | Long-term wind energy sale –Eastern US            
Disclosure of sensitivity analysis for actuarial assumptions [line items]            
Sensitivity ranges for the base fair value, reasonably possible change in risk assumption increase (decrease), financial instruments $ 22,000,000          
Maximum | Long-term wind energy sale –Eastern US | Long-term contracts            
Disclosure of sensitivity analysis for actuarial assumptions [line items]            
Sensitivity ranges for the base fair value, reasonably possible change in risk assumption increase (decrease), financial instruments     $ 20,000,000      
Maximum | Other            
Disclosure of sensitivity analysis for actuarial assumptions [line items]            
Sensitivity ranges for the base fair value, reasonably possible change in risk assumption increase (decrease), financial instruments $ 5,000,000   $ 8,000,000      
Maximum | Fixed-price contracts | Long-term contracts | Level III            
Disclosure of sensitivity analysis for actuarial assumptions [line items]            
Future power price ranges per MWh         $ 11 $ 9
Maximum | Fixed-price contracts | Long-term contracts | US            
Disclosure of sensitivity analysis for actuarial assumptions [line items]            
Future power price ranges per MWh         32 28
Maximum | Forward contract | Long-term contracts | Level III            
Disclosure of sensitivity analysis for actuarial assumptions [line items]            
Future power price ranges per MWh         $ 52 $ 60