Derivative Instruments, Hedging Activities and Fair Value Measurements, Gains and Losses on Derivative Instruments and Related Hedged Items (Details) (USD $) In Millions, unless otherwise specified	12 Months Ended
	Dec. 31, 2011		Dec. 31, 2010		Dec. 31, 2009
Derivatives in fair value hedging relationships [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain/(Loss) Recognized in Income on Derivative	$ 41.8		$ 19.6		$ (7.0)
Gain/(Loss) Recognized in Income on Hedged Item	(39.4)		(18.8)		1.9
Derivatives in fair value hedging relationships [Member] | Interest rate derivatives [Member] | Location - Interest expense [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain/(Loss) Recognized in Income on Derivative	24.7		16.3		(8.8)
Gain/(Loss) Recognized in Income on Hedged Item	(24.5)		(16.2)		3.2
Derivatives in fair value hedging relationships [Member] | Commodity derivatives [Member] | Location - Revenue [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain/(Loss) Recognized in Income on Derivative	17.1		3.3		1.8
Gain/(Loss) Recognized in Income on Hedged Item	(14.9)		(2.6)		(1.3)
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)	(555.1)		(76.5)		(177.3)
Gain/(Loss) Reclassified from Accumulated Other Comprehensive Income/(Loss) to Income (Effective Portion)	(238.6)		(69.3)		(320.6)
Gain/(Loss) Recognized in Income on Derivative (Ineffective Portion)	(0.1)		(0.9)		1.5
Accumulated Other Comprehensive Loss related to commodity derivative instruments expected to be reclassified to earnings over the next twelve months	(21.2)
Derivatives in cash flow hedging relationships [Member] | Interest rate derivatives [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Change in Value Recognized in Other Comprehensive Income/(Loss) on Derivative (Effective Portion)	(333.2)	[1]	(0.1)	[1]	12.5	[1]
Other comprehensive income (loss) attributable to change in London Interbank Offered Rates	(315.5)
Derivatives in cash flow hedging relationships [Member] | Interest rate derivatives [Member] | Location - Interest expense [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain/(Loss) Reclassified from Accumulated Other Comprehensive Income/(Loss) to Income (Effective Portion)	(6.3)		(25.6)		(26.4)
Gain/(Loss) Recognized in Income on Derivative (Ineffective Portion)	0		(0.1)		1.4
Accumulated Other Comprehensive Loss related to interest rate derivative instruments expected to be reclassified to earnings in interest expense over the next twelve months	(18.9)
Derivatives in cash flow hedging relationships [Member] | Commodity derivatives [Member] | Location - Revenue [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Change in Value Recognized in Other Comprehensive Income/(Loss) on Derivative (Effective Portion)	(192.3)	[2]	(7.7)	[2]	(34.8)	[2]
Gain/(Loss) Reclassified from Accumulated Other Comprehensive Income/(Loss) to Income (Effective Portion)	(218.4)		2.1		(61.0)
Gain/(Loss) Recognized in Income on Derivative (Ineffective Portion)	0.2		0		0.2
Accumulated Other Comprehensive Loss related to commodity derivative instruments expected to be reclassified to earnings over the next twelve months	(10.9)
Derivatives in cash flow hedging relationships [Member] | Commodity derivatives [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)	(29.6)		(68.6)		(144.8)
Gain/(Loss) Reclassified from Accumulated Other Comprehensive Income/(Loss) to Income (Effective Portion)	(13.9)		(46.1)		(233.2)
Gain/(Loss) Recognized in Income on Derivative (Ineffective Portion)	(0.3)		(0.8)		(0.1)
Accumulated Other Comprehensive Loss related to commodity derivative instruments expected to be reclassified to earnings over the next twelve months	(10.3)
Derivatives in cash flow hedging relationships [Member] | Foreign currency derivatives [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Change in Value Recognized in Other Comprehensive Income/(Loss) on Derivative (Effective Portion)	0		(0.1)		(10.2)
Derivatives in cash flow hedging relationships [Member] | Foreign currency derivatives [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		0.3		0
Derivatives not designated as hedging instruments [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain/(Loss) Recognized in Income on Derivative	17.2		4.6		40.6
Derivatives not designated as hedging instruments [Member] | Interest rate derivatives [Member] | Location - Interest expense [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain/(Loss) Recognized in Income on Derivative	(18.5)		(20.1)		0
Derivatives not designated as hedging instruments [Member] | Commodity derivatives [Member] | Location - Revenue [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain/(Loss) Recognized in Income on Derivative	39.9		24.4		40.7
Derivatives not designated as hedging instruments [Member] | Commodity derivatives [Member] | Location - Operating costs and expenses [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain/(Loss) Recognized in Income on Derivative	(3.7)		0		0
Derivatives not designated as hedging instruments [Member] | Foreign currency derivatives [Member] | Location - Other Expense [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain/(Loss) Recognized in Income on Derivative	$ (0.5)		$ 0.3		$ (0.1)

[1] The other comprehensive loss recognized for interest rate derivatives during 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 during 2011 accounted for $315.5 million of the 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. In February 2012, we settled ten of these forward starting swaps having an aggregate notional amount of $500.0 million, resulting in losses totaling $115.3 million.

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