v2.4.0.6

DERIVATIVES AND RISK MANAGEMENT ACTIVITIES Narrative (Details) (USD $) | 9 Months Ended |
--- | --- | ---
Sep. 30, 2012 | Sep. 30, 2011 | Dec. 31, 2011
Derivative [Line Items] |  |  |
Notional amount of fixed-to-floating interest rate swaps | $ 0 |  | $ 270,000,000
Proceeds from (payments for) termination of interest rate swaps | (5,678,000) | 12,632,000 |
Notional amount of forward-starting interest rate swaps | 275,000,000 |  | 500,000,000
Volume of commodity contracts (in barrels) | 23,000,000 |  | 27,800,000
Gain (loss) to be reclassified during next 12 months, commodity contracts | (25,600,000) |  |
Gain (loss) to be reclassified during next 12 months, forward-starting interest rate swaps | (4,200,000) |  |
Maximum length of time hedged, commodity contracts | 3 years |  |
Maximum length of time hedged, forward-starting interest rate swaps | 1 year |  |
Interest Rate Contract Fair Value Hedge [Member] |  |  |
Derivative [Line Items] |  |  |
New and Terminated Interest Rate Swap, Notional Amount | 200,000,000 |  |
New and Terminated Interest Rate Swaps Hedged Debt Instruments | 4.75% senior notes |  |
New interest rate swaps, interest rate received | 4.75% |  |
New interest rate swaps, pay rate | variable rate based on one month USD LIBOR plus a percentage that varied with each agreement |  |
Terminated interest rate swaps, hedged debt instruments | 4.80% senior notes |  |
Terminated interest rate swaps, notional amount | 270,000,000 |  |
Proceeds from (payments for) termination of interest rate swaps | 19,700,000 |  |
Interest Rate Contract Cash Flow Hedge [Member] |  |  |
Derivative [Line Items] |  |  |
Terminated interest rate swaps, hedged debt instruments | 4.75% senior notes |  |
Terminated interest rate swaps, notional amount | 225,000,000 |  |
Proceeds from (payments for) termination of interest rate swaps | $ (25,400,000) |  |

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- Definition The hedged debt instruments associated with interest rate swaps entered into and terminated during the period. + References No definition available. + Details
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- Definition Terms of the variable interest rate received under the terms of the interest rate swap agreements. + References No definition available. + Details
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- Definition Represents the volume of commodity contracts, which consists of the combined volume of long and short open positions on an absolute basis, as of the end of the period. + References No definition available. + Details
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- Definition The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve 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=7668309&loc=d3e80748-113994 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 45 -Subparagraph b(2) -LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy. + 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=7668309&loc=d3e80748-113994 + Details
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