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Rate to unwind an interest rate swap that is used to hedged a credit facility.

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The cash outflow for settlement of derivative instruments during the period, which are designated as hedging instruments.

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Maximum amount of loss due to credit risk that, based on the gross fair value of the financial instrument, the entity would incur if parties to the financial instruments that make up the concentration failed completely to perform according to the terms of the contracts and the collateral or other security, if any, for the amount due proved to be of no value to the entity.

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Contractual interest rate for funds borrowed, under the debt agreement.

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Fair value, before effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets not subject to a master netting arrangement and elected not to be offset.

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Fair value, after the effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets not subject to a master netting arrangement and not elected to be offset.

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Average fixed interest rate related to the group of interest rate derivatives.

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Fair value, after the effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities not subject to a master netting arrangement and not elected to be offset.

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Fair value, before effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities not subject to a master netting arrangement and elected not to be offset.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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Percentage investment held by members or limited partners of limited liability company (LLC) or limited partnership (LP).

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Amount, after tax and before reclassification, of gain (loss) from derivative instrument designated and qualifying as cash flow hedge included in assessment of hedge effectiveness.

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Amount before tax of reclassification adjustments of other comprehensive income (loss).

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The cash outflow to repay long-term debt that is wholly or partially secured by collateral. Excludes repayments of tax exempt secured debt.

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FAIR VALUE MEASUREMENTS - Interest Rate Swaps (Details) - USD ($) $ in Millions		12 Months Ended
	Jun. 26, 2019	Dec. 31, 2019	Dec. 31, 2018	Dec. 31, 2017
Interest rate derivatives
Net realized gain related to the interest rate swaps included in financial charges and other			$ 1.0	$ 1.0
Amortization of Derivatives Loss			1.0	1.0
Other Comprehensive Income (Loss), Cash Flow Hedge, Gain (Loss), before Reclassification, after Tax		$ (13.0)	$ (2.0)	5.0
Accounts receivable
Interest rate derivatives
Maximum counterparty credit exposure		$ 0.0
2013 Term Loan Facility
Interest rate derivatives
Repayments of secured debt	$ 50.0
Unwind rate of interest rate swap (as a percent)	2.81%
Secured debt \| PNGTS 5.90% Senior Secured Notes due 2018
Interest rate derivatives
Stated interest rate (as a percent)		5.90%	5.90%
Interest rate swaps \| Term loan \| TC PipeLines, LP 2013 Term Loan Facility due 2022
Interest rate derivatives
Weighted average fixed interest rate (as a percent)		3.26%
Hedges of cash flows \| Interest rate swaps \| Financial charges and other
Interest rate derivatives
Net realized gain related to the interest rate swaps included in financial charges and other		$ 1.0		0.0
Hedges of cash flows \| Recurring fair value measurement \| Level 2 \| Interest rate swaps
Interest rate derivatives
Fair value of derivative asset, gross			$ 8.0
Fair value of derivative liability, gross		6.0
Fair value of derivative asset, net			8.0
Fair value of derivative liability, net		6.0
PNGTS
Interest rate derivatives
Amortization of Derivatives Loss			$ 1.0	$ 1.0
PNGTS
Interest rate derivatives
Ownership interest (as a percent)			61.71%	61.71%
PNGTS
Interest rate derivatives
Other Comprehensive Income (Loss), Cash Flow Hedge, Gain (Loss), before Reclassification, after Tax			$ 20.9
Payments for derivative instruments		$ 20.9