Derivative Instruments, Hedging Activities and Fair Value Measurements (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended		12 Months Ended	3 Months Ended																								1 Months Ended	3 Months Ended	1 Months Ended
	Mar. 31, 2013 Senior Notes AA [Member]	Mar. 31, 2013 Undesignated Swaps [Member]	Dec. 31, 2012 Future Debt Offering Tranche Three [Member]	Mar. 31, 2013 Octane enhancement: Forecasted purchases of NGLs [Member] MMBbls		Mar. 31, 2013 Octane enhancement: Forecasted sales of octane enhancement products [Member] MMBbls		Mar. 31, 2013 Natural gas marketing: Forecasted sales of natural gas [Member] ft3		Mar. 31, 2013 Natural gas marketing: Natural gas storage inventory management activities [Member] ft3		Mar. 31, 2013 NGL marketing: Forecasted purchases of NGLs and related hydrocarbon products [Member] MMBbls		Mar. 31, 2013 NGL marketing: Forecasted sales of NGLs and related hydrocarbon products [Member] MMBbls		Mar. 31, 2013 Refined products marketing: Refined products inventory management activities [Member] MMBbls		Mar. 31, 2013 Crude oil marketing: Forecasted purchases of crude oil [Member] MMBbls		Mar. 31, 2013 Crude oil marketing: Forecasted sales of crude oil [Member] MMBbls		Mar. 31, 2013 Natural gas risk management activities [Member] ft3		Mar. 31, 2013 Refined products risk management activities [Member] MMBbls		Mar. 31, 2013 Crude oil risk management activities [Member] MMBbls		Feb. 29, 2012 Derivatives in cash flow hedging relationships [Member] Forward Starting Swaps [Member]	Mar. 31, 2013 Derivatives in cash flow hedging relationships [Member] Forward Starting Swaps [Member]	Feb. 29, 2012 Derivatives in fair value hedging relationships [Member] Interest Rate Swap [Member]
Derivative [Line Items]
Number of Derivatives Outstanding	10	6	16
Type of Derivatives Outstanding	fixed-to-floating swaps	floating-to-fixed swaps	forward starting interest rate swaps
Notional Amount	$ 750.0	$ 600.0	$ 1,000.0
Period of Hedge	1/2011 to 2/2016	5/2010 to 7/2014
Rate Swap, fixed rate (in hundredths)	3.20%	2.00%
Rate Swap, floating rate (in hundredths)	1.30%	0.30%
Current Volume				1.5	[1],[2]	3.2	[1],[2]	100,000,000.0	[1],[2]	1,900,000,000.0	[1],[2]	3.4	[1],[2]	6.5	[1],[2]	0.1	[1],[2]	3.9	[1],[2]	8.8	[1],[2]	162,700,000,000.0	[1],[2],[3],[4]	0.5	[1],[2],[3]	3.7	[1],[2],[3]
Long Term Volume																						25,900,000,000	[1],[2],[3],[4]
Accounting Treatment	Fair value hedge	Mark-to-market		Cash flow hedge		Cash flow hedge		Cash flow hedge		Fair value hedge		Cash flow hedge		Cash flow hedge		Fair value hedge		Cash flow hedge		Cash flow hedge		Mark-to-market	[3],[4]	Mark-to-market	[3]	Mark-to-market	[3]
Number of derivative instruments settled																												10	16	11
Notional amount of settled derivative instruments																												500	1,000	800
Loss (gain) recognized due to settlement of derivative instruments																														(37.7)
Accumulated other comprehensive income (loss) related to interest rate derivative instruments																												$ (115.3)	$ (168.8)
Current natural gas hedging volumes designated as an index plus or minus a discount																						89,500,000,000

[1] The maximum term for derivatives designated as cash flow hedges, derivatives designated as fair value hedges and derivatives not designated as hedging instruments is March 2014, March 2014 and October 2015, respectively.

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

[4] Current volumes include 89.5 Bcf of physical derivative instruments that are predominantly priced at a market-based index plus a premium or minus a discount related to location differences.