Derivative Financial Instruments (Tables)

6 Months Ended

Jun. 30, 2012

Derivative Financial Instruments [Abstract]

Schedule Of Forward Purchase And Sales Contracts

		Amount	Barrels
Forward purchase contracts	$	41.2	0.6
Forward sale contracts	$	27.4	0.3

Schedule Of Derivative Instruments

Hedge Type	Hedge Purpose	Accounting Treatment
Qualifies For Hedge Accounting Treatment
Cash Flow Hedge	To hedge the variability in cash flows related to a forecasted transaction.	The effective portion of changes in the value of the hedge are recorded to accumulated other comprehensive income/loss and reclassified to earnings when the forecasted transaction occurs. Any ineffectiveness is recognized currently in earnings.
Fair Value Hedge	To hedge against changes in the fair value of a recognized asset or liability.	The effective portion of changes in the value of the hedge are recorded as adjustments to the asset or liability being hedged. Any ineffectiveness is recognized currently in earnings.
Does Not Qualify For Hedge Accounting Treatment
Economic Hedge	To effectively serve as either a fair value or a cash flow hedge; however, the derivative agreement does not qualify for hedge accounting treatment or is not designated as a hedge in accordance with Accounting Standards Codification ("ASC") 815, Derivatives and Hedging.	Changes in the value of these agreements are recognized currently in earnings.

Schedule Of NYMEX Contracts And Butane Price Swap Purchase Agreements

	Product Represented by the
Type of Contract/Accounting	Contract and Associated
Methodology	Barrels	Maturity Dates
NYMEX - Fair Value Hedges	0.7million barrels of crude oil	Between August 2012 and November 2013
NYMEX - Economic Hedges	2.6million barrels of refined petroleum products	Between July 2012 and April 2013
NYMEX - Cash Flow Hedges	0.1million barrels of refined petroleum products	September 2012
Butane Swap Agreements - Economic Hedges	0.4million barrels of butane	Between August 2012 and March 2013

Derivative Gains Included In Accumulated Other Comprehensive Loss (AOCL)

		Three Months Ended					Six Months Ended
		June 30,					June 30,
Derivative Gains Included in AOCL		2011		2012			2011		2012
Beginning balance	$	3,284	$	3,120		$	3,325	$	3,161
Net gain on interest rate cash flow hedges		—		1,008			—		1,008
Net gain on commodity cash flow hedges		4,613		1,667			4,613		1,667
Reclassification of net gain on interest rate cash flow hedges to interest expense		(41	)	(41	)		(82	)	(82	)
Ending balance	$	7,856	$	5,754		$	7,856	$	5,754

Derivatives And Hedging-Fair Value Hedges

							Amount of Interest Expense
			Amount of Gain Recognized on				Recognized on Fixed-Rate Debt
			Derivative				(Related Hedged Item)
			Three Months		Six Months		Three Months		Six Months
	Location of Gain		Ended		Ended		Ended		Ended
	Recognized on
Derivative Instrument	Derivative				June 30, 2011
Interest rate swap agreements	Interest expense	$	808	$	1,011	$	4,001	$	6,223

Derivatives And Hedging-Cash Flow Hedges

			Three Months Ended June 30, 2011
		Amount of Gain			Amount of Gain
		Recognized in	Location of Gain Reclassified		Reclassified
Derivative Instrument		AOCL on Derivative	from AOCL into Income		from AOCL into Income
Interest rate swap agreements	$	—	Interest expense	$	41
NYMEX commodity contracts		4,613	Product sales revenues		—
Total cash flow hedges	$	4,613	Total	$	41

			Three Months Ended June 30, 2012
		Amount of Gain			Amount of Gain
		Recognized in	Location of Gain Reclassified		Reclassified
Derivative Instrument		AOCL on Derivative	from AOCL into Income		from AOCL into Income
Interest rate swap agreements	$	1,008	Interest expense	$	41
NYMEX commodity contracts		1,667	Product sales revenues		—
Total cash flow hedges	$	2,675	Total	$	41

			Six Months Ended June 30, 2011
		Amount of Gain			Amount of Gain
		Recognized in	Location of Gain Reclassified		Reclassified
Derivative Instrument		AOCL on Derivative	from AOCL into Income		from AOCL into Income
Interest rate swap agreements	$	—	Interest expense	$	82
NYMEX commodity contracts		4,613	Product sales revenues		—
Total cash flow hedges	$	4,613	Total	$	82

			Six Months Ended June 30, 2012
		Amount of Gain			Amount of Gain
		Recognized in	Location of Gain Reclassified		Reclassified
Derivative Instrument		AOCL on Derivative	from AOCL into Income		from AOCL into Income
Interest rate swap agreements	$	1,008	Interest expense	$	82
NYMEX commodity contracts		1,667	Product sales revenues		—
Total cash flow hedges	$	2,675	Total	$	82

Derivatives And Hedging-Overall-Subsequent Measurement

			Amount of Gain (Loss) Recognized on Derivative
			Three Months Ended						Six Months Ended
	Location of Gain (Loss)
Derivative Instrument	Recognized on Derivative		June 30, 2011			June 30, 2012			June 30, 2011			June 30, 2012
NYMEX commodity contracts	Product sales revenues	$	2,150		$	37,150		$	(36,183	)	$	5,174
NYMEX commodity contracts	Operating expenses		1,568			9,701			1,521			4,517
Butane swap agreements	Product purchases		(839	)		(4,670	)		(839	)		(4,627	)
	Total	$	2,879		$	42,181		$	(35,501	)	$	5,064

Derivatives And Hedging-Designated

	December 31, 2011
	Asset Derivatives			Liability Derivatives
Derivative Instrument	Balance Sheet Location		Fair Value	Balance Sheet Location		Fair Value
NYMEX commodity contracts	Energy commodity derivatives contracts	$	31	Energy commodity derivatives contracts	$	—
NYMEX commodity contracts	Other noncurrent assets		—	Other noncurrent liabilities		6,457
	Total	$	31	Total	$	6,457

	June 30, 2012
	Asset Derivatives			Liability Derivatives
Derivative Instrument	Balance Sheet Location		Fair Value	Balance Sheet Location		Fair Value
NYMEX commodity contracts	Energy commodity derivatives contracts	$	1,790	Energy commodity derivatives contracts	$	—
NYMEX commodity contracts	Other noncurrent assets		—	Other noncurrent liabilities		2,008
Forward-starting interest rate swap agreements	Other noncurrent assets		1,008	Other noncurrent liabilities		—
	Total	$	2,798	Total	$	2,008

Derivatives And Hedging-Nondesignated

	December 31, 2011
	Asset Derivatives			Liability Derivatives
Derivative Instrument	Balance Sheet Location		Fair Value	Balance Sheet Location		Fair Value
NYMEX commodity contracts	Energy commodity derivatives			Energy commodity derivatives
	contracts			contracts
		$	6,403		$	1,514
Butane swap agreements	Energy commodity derivatives			Energy commodity derivatives
	contracts		28	contracts		34
	Total	$	6,431	Total	$	1,548

	June 30, 2012
	Asset Derivatives			Liability Derivatives
Derivative Instrument	Balance Sheet Location		Fair Value	Balance Sheet Location		Fair Value
NYMEX commodity contracts	Energy commodity derivatives			Energy commodity derivatives
	contracts	$	21,912	contracts	$	5,149
Butane swap agreements	Energy commodity derivatives			Energy commodity derivatives
	contracts		—	contracts		4,675
	Total	$	21,912	Total	$	9,824