DERIVATIVES AND RISK MANAGEMENT ACTIVITIES Narrative (Details) bbl in Millions |
12 Months Ended | ||
|---|---|---|---|
|
Dec. 31, 2017
USD ($)
bbl
|
Dec. 31, 2016
USD ($)
bbl
|
Dec. 31, 2017
USD ($)
|
|
| Interest rate swaps | |||
| Derivative [Line Items] | |||
| Fair market value of unwound fixed-to-floating interest rate swap | $ 15,600,000 | $ 21,100,000 | $ 15,600,000 |
| Fair market value of unwound forward starting interest rate swap | 14,300,000 | 20,900,000 | $ 14,300,000 |
| Interest rate swaps | Cash Flow Hedges | |||
| Derivative [Line Items] | |||
| Interest rate swaps interest rate received | receive a rate based on the three-month USD LIBOR | ||
| Notional amount of interest rate swaps | $ 600,000,000.0 | $ 600,000,000.0 | $ 600,000,000.0 |
| Commodity contracts | |||
| Derivative [Line Items] | |||
| Notional amount of commodity contracts, in barrels | bbl | 1.2 | 4.7 | |
| Margin deposit assets | $ 300,000 | $ 1,800,000 | $ 300,000 |