Derivative Instruments, Hedging Activities and Fair Value Measurements (Details) (USD $) In Millions, unless otherwise specified	1 Months Ended	12 Months Ended
	Feb. 29, 2012	Dec. 31, 2011		Dec. 31, 2010	Dec. 31, 2009
Credit-risk related contingent features in derivative instruments [Abstract]
Maximum potential cash payment under contracts containing credit rating contingent features		$ 1.1
Senior Notes C [Member]
Derivative [Line Items]
Number of Derivative(s) Outstanding		1
Type of Derivative(s) Outstanding		fixed-to-floating swap
Notional Amount		100.0
Period of Hedge		1/04 to 2/13
Rate Swap, fixed rate (in hundredths)		6.40%
Rate Swap, floating rate (in hundredths)		2.30%
Accounting Treatment		Fair value hedge
Senior Notes G [Member]
Derivative [Line Items]
Number of Derivative(s) Outstanding		3
Type of Derivative(s) Outstanding		fixed-to-floating swaps
Notional Amount		300.0
Period of Hedge		10/04 to 10/14
Rate Swap, fixed rate (in hundredths)		5.60%
Rate Swap, floating rate (in hundredths)		1.50%
Accounting Treatment		Fair value hedge
Senior Notes P [Member]
Derivative [Line Items]
Number of Derivative(s) Outstanding		7
Type of Derivative(s) Outstanding		fixed-to-floating swaps
Notional Amount		400.0
Period of Hedge		6/09 to 8/12
Rate Swap, fixed rate (in hundredths)		4.60%
Rate Swap, floating rate (in hundredths)		2.70%
Accounting Treatment		Fair value hedge
Senior Notes AA [Member]
Derivative [Line Items]
Number of Derivative(s) Outstanding		10
Type of Derivative(s) Outstanding		fixed-to-floating swaps
Notional Amount		750.0
Period of Hedge		1/11 to 2/16
Rate Swap, fixed rate (in hundredths)		3.20%
Rate Swap, floating rate (in hundredths)		1.30%
Accounting Treatment		Fair value hedge
Undesignated Swaps [Member]
Derivative [Line Items]
Number of Derivative(s) Outstanding		6
Type of Derivative(s) Outstanding		floating-to-fixed swaps
Notional Amount		600.0
Period of Hedge		5/10 to 7/14
Rate Swap, fixed rate (in hundredths)		2.00%
Rate Swap, floating rate (in hundredths)		0.40%
Accounting Treatment		Mark-to-market
Interest Rate Swap [Member]
Derivative [Line Items]
(Increase)/decrease in interest expense recorded due to interest rate swaps		19.6		(16.5)	(16.2)
Number of derivative instruments settled	11
Notional amount of settled derivative instruments	800.0
Gain (loss) recognized due to settlement of derivative instruments	41.7
Future Debt Offering Tranche One [Member]
Derivative [Line Items]
Number of Derivative(s) Outstanding		10
Type of Derivative(s) Outstanding		forward starting swaps	[1]
Notional Amount		500.0
Expected Termination Date		2/12
Average Rate Locked (in hundredths)		4.50%
Accounting Treatment		Cash flow hedge
Future Debt Offering Tranche Two [Member]
Derivative [Line Items]
Number of Derivative(s) Outstanding		7
Type of Derivative(s) Outstanding		forward starting swaps
Notional Amount		350.0
Expected Termination Date		8/12
Average Rate Locked (in hundredths)		3.70%
Accounting Treatment		Cash flow hedge
Future Debt Offering Tranche Three [Member]
Derivative [Line Items]
Number of Derivative(s) Outstanding		16
Type of Derivative(s) Outstanding		forward starting swaps
Notional Amount		1,000.0
Expected Termination Date		3/13
Average Rate Locked (in hundredths)		3.70%
Accounting Treatment		Cash flow hedge
Forward Starting Swaps [Member]
Derivative [Line Items]
Number of derivative instruments settled	10	3		1
Notional amount of settled derivative instruments	500.0			50.0
Gain (loss) recognized due to settlement of derivative instruments	(115.3)			1.3
Treasury Rate Locks [Member]
Derivative [Line Items]
Number of derivative instruments settled		2
Forward Starting Swaps and Treasury Rate Locks [Member]
Derivative [Line Items]
Notional amount of settled derivative instruments		1,470.0
Gain (loss) recognized due to settlement of derivative instruments		$ (23.2)
Natural gas processing: Forecasted natural gas purchases for plant thermal reduction (PTR) [Member]
Derivative [Line Items]
Current Volume		12.6	[2],[3],[4]
Accounting Treatment		Cash flow hedge	[4]
Natural gas processing: Forecasted sales of NGLs [Member]
Derivative [Line Items]
Current Volume		2.0	[2],[3],[5]
Accounting Treatment		Cash flow hedge	[5]
Forecasted NGL sales designated as normal sales agreements		2.2
Octane enhancement: Forecasted purchases of NGLs [Member]
Derivative [Line Items]
Current Volume		0.3	[2],[3]
Accounting Treatment		Cash flow hedge
Octane enhancement: Forecasted sales of octane enhancement products [Member]
Derivative [Line Items]
Current Volume		0.9	[2],[3]
Long-Term Volume		0.1	[2],[3]
Accounting Treatment		Cash flow hedge
Natural gas marketing: Natural gas storage inventory management activities [Member]
Derivative [Line Items]
Current Volume		9.3	[2],[3]
Accounting Treatment		Fair value hedge
NGL marketing: Forecasted purchases of NGLs and related hydrocarbon products [Member]
Derivative [Line Items]
Current Volume		4.2	[2],[3]
Accounting Treatment		Cash flow hedge
NGL marketing: Forecasted sales of NGLs and related hydrocarbon products [Member]
Derivative [Line Items]
Current Volume		3.6	[2],[3]
Accounting Treatment		Cash flow hedge
Refined products marketing: Forecasted purchases of refined products [Member]
Derivative [Line Items]
Current Volume		0.8	[2],[3]
Accounting Treatment		Cash flow hedge
Refined products marketing: Forecasted sales of refined products [Member]
Derivative [Line Items]
Current Volume		1.6	[2],[3]
Accounting Treatment		Cash flow hedge
Crude oil marketing: Forecasted purchases of crude oil [Member]
Derivative [Line Items]
Current Volume		0.4	[2],[3]
Accounting Treatment		Cash flow hedge
Crude oil marketing: Forecasted sales of crude oil [Member]
Derivative [Line Items]
Current Volume		1.0	[2],[3]
Accounting Treatment		Cash flow hedge
Natural gas risk management activities [Member]
Derivative [Line Items]
Current Volume		354.2	[2],[3],[6],[7]
Long-Term Volume		58.3	[2],[3],[6],[7]
Accounting Treatment		Mark-to-market	[6],[7]
Current natural gas hedging volumes designated as an index plus or minus a discount		87.8
Refined products risk management activities [Member]
Derivative [Line Items]
Current Volume		0.6	[2],[3],[6]
Accounting Treatment		Mark-to-market	[6]
Crude oil risk management activities [Member]
Derivative [Line Items]
Current Volume		5.4	[2],[3],[6]
Accounting Treatment		Mark-to-market	[6]

[1] These swaps were settled in February 2012 in connection with the issuance of Senior Notes EE (see below).

[2] 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.

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

[4] 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.

[5] Forecasted sales of NGL volumes under natural gas processing exclude 2.2 MMBbls of additional hedges executed under contracts that have been designated as normal sales agreements.

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

[7] Current volumes include approximately 87.8 Bcf of physical derivative instruments that are predominantly priced at an index plus a premium or minus a discount related to location differences.