v2.4.0.8

DERIVATIVES AND RISK MANAGEMENT ACTIVITIES Narrative (Details) (USD $) | 12 Months Ended
--- | ---
Dec. 31, 2013 | Dec. 31, 2012 | Dec. 31, 2011
Derivative [Line Items] |  |  |
(Payments for) proceeds from termination of interest rate swaps | $ (33,697,000) | $ (5,678,000) | $ 33,433,000
Volume of commodity contracts (in barrels) | 15,200,000 | 22,700,000 |
Margin deposits | 3,285,000 | 6,192,000 |
Gain (loss) to be reclassified during next 12 months, forward-starting interest rate swaps | (10,700,000) |  |
Interest rate swaps | Fair Value Hedges |  |  |
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 |
Terminated interest rate swaps, notional amount |  | 270,000,000 |
Terminated interest rate swaps, hedged debt instruments |  | 4.80% senior notes |
New Interest Rate Swaps, Interest Rate Received |  | 4.75% | 4.80%
New Interest Rate Swaps, Pay Rate |  | variable rate based on one month USD LIBOR plus a percentage that varied with each agreement | variable rate based on one month USD LIBOR, plus a percentage that varies with each agreement
(Payments for) proceeds from termination of interest rate swaps |  | 19,700,000 |
Notional amount of interest rate swaps | 0 | 0 |
Interest rate swaps | Cash Flow Hedges |  |  |
Derivative [Line Items] |  |  |
Terminated interest rate swaps, notional amount | 275,000,000 | 225,000,000 |
Terminated interest rate swaps, hedged debt instruments | 6.05% senior notes due March 15, 2013 and 5.875% senior notes due June 1, 2013 | 4.75% senior notes |
(Payments for) proceeds from termination of interest rate swaps | (33,700,000) | (25,400,000) |
Discontinued forward-starting interest rate swaps, Gain (Loss) | (2,000,000) |  |
Notional amount of interest rate swaps | 0 | 275,000,000 |
Commodity contracts | Cash Flow Hedges |  |  |
Derivative [Line Items] |  |  |
San Antonio Refinery Hedges, Gain (Loss) |  | (21,700,000) | 16,400,000
San Antonio Refinery Hedges, Gain (Loss) Reclassified From AOCI |  |  | $ 15,100,000

X
- Definition Aggregate notional amount specified by the derivative(s). Expressed as an absolute value. + 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 + Details
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- Definition The amount of net gain (loss) reclassified into earnings from AOCI when price risk cash flow hedge is discontinued because it is probable that the original forecasted transactions will not occur by the end of the original period or an additional two month time period. + References No definition available. + Details
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- Definition Notional amount of interest rate swaps entered into and terminated during the period. + References No definition available. + Details
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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 Fixed interest rate received under the terms of the interest rate swap agreements. + 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 Proceeds (payment) from the termination of interest rate swap agreements. + References No definition available. + Details
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- Definition The hedged debt instruments associated with the terminated interest rate swaps. + References No definition available. + Details
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- Definition Notional amount of interest rate swaps terminated during the period. + 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 amount of net gain (loss) reclassified into earnings when interest rate cash flow hedge is discontinued because it is probable that the original forecasted transactions will not occur by the end of the original period or an additional two month time period. + 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 (e) -URI http://asc.fasb.org/extlink&oid=7668309&loc=d3e80748-113994 + Details
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- Definition The amount of net gain (loss) reclassified into earnings when price risk cash flow hedge is discontinued because it is probable that the original forecasted transactions will not occur by the end of the original period or an additional two month time period. + 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 (e) -URI http://asc.fasb.org/extlink&oid=7668309&loc=d3e80748-113994 + 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 + Details
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- Definition The amount of cash or securities placed with a broker or counterparty as security for a trading or derivatives securities position which was partially obtained with funds provided by the broker dealer. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.5-02.8,17) -URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682 + Details
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