Derivative Instruments, Hedging Activities and Fair Value Measurements (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended		6 Months Ended																																									1 Months Ended
	Jun. 30, 2011	Jun. 30, 2010	Jun. 30, 2011	Jun. 30, 2010	Jun. 30, 2011 Enterprise [Member] Natural gas processing: Forecasted natural gas purchases for plant thermal reduction (PTR) [Member] Bcf		Jun. 30, 2011 Enterprise [Member] Natural gas processing: Forecasted sales of NGLs [Member] MMBbls		Jun. 30, 2011 Enterprise [Member] Octane enhancement: Forecasted purchases of NGLs [Member] MMBbls		Jun. 30, 2011 Enterprise [Member] Octane enhancement: Forecasted sales of octane enhancement products [Member] MMBbls		Jun. 30, 2011 Enterprise [Member] Natural gas marketing: Natural gas storage inventory management activities [Member] Bcf		Jun. 30, 2011 Enterprise [Member] NGL marketing: Forecasted purchases of NGLs and related hydrocarbon products [Member] MMBbls		Jun. 30, 2011 Enterprise [Member] NGL marketing: Forecasted sales of NGLs and related hydrocarbon products [Member] MMBbls		Jun. 30, 2011 Enterprise [Member] Refined products marketing: Forecasted purchases of refined products [Member] MMBbls		Jun. 30, 2011 Enterprise [Member] Refined products marketing: Forecasted sales of refined products [Member] MMBbls		Jun. 30, 2011 Enterprise [Member] Crude oil marketing: Forecasted purchases of crude oil [Member] MMBbls		Jun. 30, 2011 Enterprise [Member] Crude oil marketing: Forecasted sales of crude oil [Member] MMBbls		Jun. 30, 2011 Enterprise [Member] Natural gas risk management activities [Member] Bcf		Jun. 30, 2011 Enterprise [Member] Refined products risk management activities [Member] MMBbls		Jun. 30, 2011 Enterprise [Member] Crude oil risk management activities [Member] MMBbls		Jun. 30, 2011 Duncan Energy Partners [Member] Natural gas risk management activities [Member] Bcf		Jun. 30, 2011 Senior Notes C [Member]	Jun. 30, 2011 Senior Notes G [Member]	Jun. 30, 2011 Senior Notes P [Member]	Jun. 30, 2011 Senior Notes AA [Member]	Jun. 30, 2011 Non-Hedged Swaps 1 [Member]	Jun. 30, 2011 Non-Hedged Swaps 2 [Member]	Jun. 30, 2011 Future Debt Offering Tranche One [Member]	Jun. 30, 2011 Future Debt Offering Tranche Two [Member]	Jun. 30, 2011 Future Debt Offering Tranche Three [Member]	Jan. 31, 2011 Forward Starting Swaps [Member]
Derivative [Line Items]
Number of Derivative(s) Employed																																			1	3	7	10	2	6	10	5	16	3
Type of Derivative(s) Employed																																			fixed-to-floating swap	fixed-to-floating swaps	fixed-to-floating swaps	fixed-to-floating swaps	floating-to-fixed swaps	floating-to-fixed swaps	forward starting swaps	forward starting swaps	forward starting swaps
Notional Amount																																			$ 100.0	$ 300.0	$ 400.0	$ 750.0	$ 250.0	$ 600.0	$ 500.0	$ 250.0	$ 1,000.0
Period of Hedge																																			1/04 to 2/13	10/04 to 10/14	6/09 to 8/12	1/11 to 2/16	9/07 to 8/11	5/10 to 7/14
Expected Termination Date																																									2/12	8/12	3/13
Rate Swap, fixed rate (in hundredths)																																			6.40%	5.60%	4.60%	3.20%	4.80%	2.00%
Rate Swap, floating rate (in hundredths)																																			2.30%	1.40%	2.70%	1.20%	0.30%	0.30%
Average Rate Locked (in hundredths)																																									4.50%	3.90%	3.70%
Current Volume					31.9	[1],[2],[3]	6.6	[2],[3],[4]	0.1	[2],[3]	2.0	[2],[3]	2.8	[2],[3]	2.3	[2],[3]	2.3	[2],[3]	1.1	[2],[3]	1.2	[2],[3]	1.1	[2],[3]	1.9	[2],[3]	385.8	[2],[3],[5],[6]	3.4	[2],[3],[6]	5.7	[2],[3],[6]	0.2	[2],[3],[6]
Long-Term Volume																											69.0	[2],[3],[5],[6]
Accounting Treatment					Cash flow hedge	[1]	Cash flow hedge	[4]	Cash flow hedge		Cash flow hedge		Fair value hedge		Cash flow hedge		Cash flow hedge		Cash flow hedge		Cash flow hedge		Cash flow hedge		Cash flow hedge		Mark-to-market	[5],[6]	Mark-to-market	[6]	Mark-to-market	[6]	Mark-to-market	[6]	Fair value hedge	Fair value hedge	Fair value hedge	Fair value hedge	Mark-to-market	Mark-to-market	Cash flow hedge	Cash flow hedge	Cash flow hedge
(Increase)/decrease in interest expense recorded due to interest rate swaps	(2.2)	0.8	7.5	2.2
Notional amount of settled derivative instruments																																												250
Gain (loss) recognized due to settlement of derivative instruments																																												(5.7)
Forecasted NGL sales designated as normal sales agreements							1.6
Current natural gas hedging volumes designated as an index plus or minus a discount																											75.5
Long-term natural gas hedging volumes designated as an index plus or minus a discount																											2.8
Credit-risk related contingent features in derivative instruments [Abstract]
Over-the-counter derivative instruments, aggregate fair value subject to credit rating contingent features	0.2		0.2
Maximum potential cash payment under contracts containing credit rating contingent features	$ 1.4		$ 1.4

[1] PTR represents the British thermal unit equivalent of the NGLs extracted from natural gas by a processing plant, and includes the natural gas used as plant fuel to extract those liquids, plant flare and other shortages.

[2] The maximum term for derivatives designated as cash flow hedges, derivatives designated as fair value hedges and derivatives not designated as hedging instruments is June 2012, January 2012 and December 2013, respectively.

[3] Volume for derivatives designated as hedging instruments reflects the total amount of volumes hedged whereas volume for derivatives not designated as hedging instruments reflects the absolute value of derivative notional volumes.

[4] Forecasted sales of NGL volumes under Natural gas processing exclude 1.6 MMBbls of additional hedges executed under contracts that have been designated as normal sales agreements.

[5] Current and long-term volumes include approximately 75.5 Bcf and 2.8 Bcf, respectively, of physical derivative instruments that are predominantly priced at an index plus a premium or minus a discount related to location differences.

[6] Reflects the use of derivative instruments to manage risks associated with transportation, processing and storage assets.