DERIVATIVES AND RISK MANAGEMENT ACTIVITIES Narrative (Details) bbl in Millions |
6 Months Ended | ||
|---|---|---|---|
|
Jun. 30, 2016
USD ($)
bbl
|
Dec. 31, 2015
USD ($)
bbl
|
Jun. 30, 2016
USD ($)
|
|
| Derivative [Line Items] | |||
| Margin deposit | $ 1,900,000 | $ 0 | $ 1,900,000 |
| Interest rate swaps | Cash Flow Hedges | |||
| Derivative [Line Items] | |||
| Interest rate swaps interest rate received | receive a rate based on three-month USD LIBOR | ||
| Notional amount of forward-starting interest rate swaps | $ 600,000,000 | $ 600,000,000.0 | $ 600,000,000 |
| Commodity contracts | |||
| Derivative [Line Items] | |||
| Notional amount of commodity contracts, volume (in barrels) | bbl | 7.1 | 8.0 |