Derivative Instruments, Hedging Activities and Fair Value Measurements, Gains and Losses on Derivative Instruments and Related Hedged Items (Details) (USD $) In Millions	3 Months Ended				9 Months Ended
	Sep. 30, 2011		Sep. 30, 2010		Sep. 30, 2011		Sep. 30, 2010
Interest rate derivatives [Member] | Derivatives in fair value hedging relationships [Member] | Location - Interest expense [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain/(Loss) Recognized in Income on Derivative	$ 23.6		$ 8.1		$ 32.4		$ 27.1
Gain/(Loss) Recognized in Income on Hedged Item	(22.5)		(8.6)		(32.2)		(26.8)
Commodity derivatives [Member] | Derivatives in fair value hedging relationships [Member] | Location - Revenue [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain/(Loss) Recognized in Income on Derivative	8.6		6.1		7.3		9.0
Gain/(Loss) Recognized in Income on Hedged Item	(7.7)		(7.0)		(8.8)		(9.4)
Derivatives in fair value hedging relationships [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain/(Loss) Recognized in Income on Derivative	32.2		14.2		39.7		36.1
Gain/(Loss) Recognized in Income on Hedged Item	(30.2)		(15.6)		(41.0)		(36.2)
Interest rate derivatives [Member] | Derivatives in cash flow hedging relationships [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Change in Value Recognized in Other Comprehensive Income/(Loss) on Derivative (Effective Portion)	(260.1)	[1]	(81.6)	[1]	(306.1)	[1]	(168.4)	[1]
Other comprehensive income (loss) attributable to change in London Interbank Offered Rates	(242.7)
Interest rate derivatives [Member] | Derivatives in cash flow hedging relationships [Member] | Location - Interest expense [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain/(Loss) Reclassified from Accumulated Other Comprehensive Income/(Loss) to Income (Effective Portion)	(1.6)		(8.1)		(4.6)		(21.4)
Accumulated Other Comprehensive Loss related to interest rate derivative instruments expected to be reclassified to earnings in interest expense over the next twelve months	(14.3)				(14.3)
Commodity derivatives [Member] | Derivatives in cash flow hedging relationships [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Accumulated Other Comprehensive Loss related to commodity derivative instruments expected to be reclassified to earnings over the next twelve months	(32.2)				(32.2)
Commodity derivatives [Member] | Derivatives in cash flow hedging relationships [Member] | Location - Revenue [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Change in Value Recognized in Other Comprehensive Income/(Loss) on Derivative (Effective Portion)	8.8	[2]	(44.2)	[2]	(166.0)	[2]	42.2	[2]
Gain/(Loss) Reclassified from Accumulated Other Comprehensive Income/(Loss) to Income (Effective Portion)	(33.2)		39.2		(181.7)		41.7
Gain/(Loss) Recognized in Income on Derivative (Ineffective Portion)	0		0		0.2		0
Accumulated Other Comprehensive Loss related to commodity derivative instruments expected to be reclassified to earnings over the next twelve months	(21.4)				(21.4)
Commodity derivatives [Member] | Derivatives in cash flow hedging relationships [Member] | Location - Operating costs and expenses [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Change in Value Recognized in Other Comprehensive Income/(Loss) on Derivative (Effective Portion)	(14.9)		(19.9)		(13.2)		(73.2)
Gain/(Loss) Reclassified from Accumulated Other Comprehensive Income/(Loss) to Income (Effective Portion)	(1.9)		(13.6)		2.9		(31.1)
Gain/(Loss) Recognized in Income on Derivative (Ineffective Portion)	(0.9)		(0.4)		(0.9)		2.5
Accumulated Other Comprehensive Loss related to commodity derivative instruments expected to be reclassified to earnings over the next twelve months	(10.8)				(10.8)
Foreign currency derivatives [Member] | Derivatives in cash flow hedging relationships [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Change in Value Recognized in Other Comprehensive Income/(Loss) on Derivative (Effective Portion)	0		0.1		0		(0.1)
Foreign currency derivatives [Member] | Derivatives in cash flow hedging relationships [Member] | Location - Other income [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain/(Loss) Reclassified from Accumulated Other Comprehensive Income/(Loss) to Income (Effective Portion)	0		0		0		0.3
Derivatives in cash flow hedging relationships [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Change in Value Recognized in Other Comprehensive Income/(Loss) on Derivative (Effective Portion)	(266.2)		(145.6)		(485.3)		(199.5)
Gain/(Loss) Reclassified from Accumulated Other Comprehensive Income/(Loss) to Income (Effective Portion)	(36.7)		17.5		(183.4)		(10.5)
Gain/(Loss) Recognized in Income on Derivative (Ineffective Portion)	(0.9)		(0.4)		(0.7)		2.5
Interest rate derivatives [Member] | Derivatives not designated as hedging instruments [Member] | Location - Interest expense [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain/(Loss) Recognized in Income on Derivative	(8.8)		0		(19.3)		0
Commodity derivatives [Member] | Derivatives not designated as hedging instruments [Member] | Location - Revenue [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain/(Loss) Recognized in Income on Derivative	4.3		17.0		17.6		12.0
Commodity derivatives [Member] | Derivatives not designated as hedging instruments [Member] | Location - Operating costs and expenses [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain/(Loss) Recognized in Income on Derivative	0		0		0		(1.5)
Foreign currency derivatives [Member] | Derivatives not designated as hedging instruments [Member] | Location - Other income [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain/(Loss) Recognized in Income on Derivative	0.2		0.1		0.2		0.1
Derivatives not designated as hedging instruments [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain/(Loss) Recognized in Income on Derivative	$ (4.3)		$ 17.1		$ (1.5)		$ 10.6

[1] The other comprehensive loss recognized for interest rate derivatives for the third quarter of 2011 and year-to-date 2011 is primarily due to the impact of decreases in forward London Interbank Offered Rates ("LIBOR") on our forward starting interest rate swap portfolio. The change in fair value of this portfolio between June 30, 2011 and September 30, 2011 accounted for $242.7 million of the quarterly other comprehensive loss. Any gain or loss ultimately recognized upon settlement of these cash flow hedges would be amortized into earnings as a reduction or increase, respectively, in interest expense over the forecasted hedge period of 10 years.

[2] The increase in other comprehensive income for the third quarter of 2011 and loss for the year-to-date 2011 is primarily due to the impact of falling and rising prices, respectively, on our crude oil, refined products and NGL derivative instruments designated as cash flow hedges of future physical sales transactions.