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Derivatives and Fair Value Measurements Texuals (Details) T in Millions, $ in Millions, $ in Millions	12 Months Ended
	Dec. 31, 2016 USD ($)	Dec. 31, 2019 T	Sep. 30, 2019 $ / $	Dec. 31, 2018 USD ($) T	Dec. 31, 2018 AUD ($) T	Dec. 31, 2017 USD ($)
Successor | Coal Trading
Derivatives, Fair Value [Line Items]
Derivative, Fair Value, Amount Offset Against Collateral, Net				$ 21.8		$ 35.8
Derivative, Collateral, Right to Reclaim Cash				16.7		18.8
Receivables from Brokers-Dealers and Clearing Organizations				2.2		1.8
Potential collateralization that may be requested by counterparties due to a material adverse event				$ 1.3		7.0
Margin posted to counterparties related to credit rating						$ 0.4
Successor | External Credit Rating, Investment Grade | Coal Trading Positions | Credit Concentration Risk | Coal Trading
Derivatives, Fair Value [Line Items]
Credit Exposure Related to Coal Trading Activities				27.00%	27.00%
Successor | Non Rated | Coal Trading Positions | Credit Concentration Risk | Coal Trading
Derivatives, Fair Value [Line Items]
Credit Exposure Related to Coal Trading Activities				73.00%	73.00%
Successor | Foreign currency option contracts
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount					$ 875.0
Successor | Foreign currency option contracts
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount					$ 0.0
Successor | Coal
Derivatives, Fair Value [Line Items]
Derivative, Nonmonetary Notional Amount | T				1.7	1.7
Successor | Diesel Fuel Hedge Contracts [Member]
Derivatives, Fair Value [Line Items]
Derivative, Notional Amount					$ 0.0
Predecessor | Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Loss reclassified from other comprehensive income into income (ineffective portion)	$ (84.4)
Predecessor | Foreign currency option contracts | Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Loss reclassified from other comprehensive income into income (ineffective portion)	(33.7)
Predecessor | Commodity swap contracts and foreign currency forward contracts | Designated as Hedging Instrument | Reorganization items
Derivatives, Fair Value [Line Items]
Loss reclassified from other comprehensive income into income (ineffective portion)	$ (75.2)
Scenario, Forecast | Foreign currency option contracts | Minimum
Derivatives, Fair Value [Line Items]
Derivative, Exchange Rate Cap | $ / $			0.77
Scenario, Forecast | Foreign currency option contracts | Maximum
Derivatives, Fair Value [Line Items]
Derivative, Exchange Rate Cap | $ / $			0.78
Scenario, Forecast | Coal
Derivatives, Fair Value [Line Items]
Derivative, Nonmonetary Notional Amount | T		0.8

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- Definition

Aggregate notional amount of derivative expressed in nonmonetary units. For example, the number of barrels specified in a fuel oil forward purchase contract.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher SEC
-Name Regulation S-X (SX)
-Number 210
-Article 12
-Section 13
-Sentence Column B

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Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

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Reference 1: http://www.xbrl.org/2003/role/presentationRef
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Amount of right to receive cash collateral under master netting arrangements that have not been offset against derivative liabilities.

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-Name Accounting Standards Codification
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Cap rate on a foreign currency derivative for example, but not limited to, a cap or a collar.

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The net amount as of the balance sheet date of the fair value of derivative assets and derivative liabilities that in accordance with the entity's accounting policy were offset against collateral under a master netting arrangement.

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The net gain (loss) recognized in earnings during the reporting period due to the ineffectiveness of price risk fair value hedges.

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Amount receivable from broker-dealers and clearing organizations, including, but not limited to, securities failed-to-deliver, certain deposits for securities borrowed, open transactions, good faith and margin deposits, commissions and floor brokerage receivables.

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