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Derivative, Auction Price

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Derivative Liability, Fair Value Determined Using Valuation Techniques, Percentage

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This element represents the impact to other comprehensive income of applying a credit reserve to reflect credit risk on the valuation techniques used to measure fair value of Level 2 and 3 derivative contracts which is calculated based on credit default swaps.

No definition available.

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This element represents the impact to operating revenues and cost of operations of applying a credit reserve to reflect credit risk on the valuation techniques used to measure fair value of Level 2 and 3 derivative contracts which is calculated based on credit default swap.

No definition available.

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Fair value, before effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets elected not to be offset. Excludes assets not subject to a master netting arrangement.

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Fair value, before effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities elected not to be offset. Excludes liabilities not subject to a master netting arrangement.

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The forward price on the price risk forward or futures contract, such as a gas futures contract.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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Total of allowances and reserves, the valuation and qualifying accounts that are either netted against the cost of an asset (in order to value it at its carrying value) or that reflect a liability established to represent expected future costs.

Reference 1: http://www.xbrl.org/2003/role/presentationRef
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