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Price Risk Management Assets And Liabilities (Tables)
 9 Months Ended
Sep. 30, 2013
Schedule of Other Derivatives Not Designated as Hedging Instruments, Statements of Financial Performance and Financial Position, Location [Table Text Block]
 
Location of Gain/(Loss)
Recognized in Income
on Derivatives
 
Amount of Gain/(Loss) Recognized in Income on Derivatives
 
 
 
Three Months Ended September 30,
 
Nine Months Ended
September 30,
 
 
 
2013
 
2012
 
2013
 
2012
Derivatives not designated as hedging instruments:
 
 
 
 
 
 
 
 
Commodity derivatives — Trading
Cost of products sold
 
$
(11
)
 
$
4

 
$
(12
)
 
$
(7
)
Commodity derivatives — Non-Trading
Cost of products sold
 
(34
)
 
(48
)
 
(20
)
 
(36
)
Commodity derivatives — Non-Trading
Deferred gas purchases
 
—

 
—

 
(3
)
 
—

Interest rate derivatives
Gains (losses) on interest rate derivatives
 
3

 
(6
)
 
55

 
(23
)
Embedded derivatives
Other income
 
24

 
2

 
2

 
10

Total
 
 
$
(18
)
 
$
(48
)
 
$
22

 
$
(56
)
Interest Rate Swaps Outstanding
The following table summarizes our interest rate swaps outstanding none of which were designated as hedges for accounting purposes:
 
 
 
 
 
 
Notional Amount
Outstanding
Entity
 
Term
 
Type(1)
 
September 30,
2013
 
December 31, 2012
ETE
 
March 2017
 
Pay a fixed rate of 1.25% and receive a floating rate
 
$
—

 
$
500

ETP
 
July 2013 (2)
 
Forward-starting to pay a fixed rate of 4.03% and receive a floating rate
 
—

 
400

ETP
 
July 2014 (2)
 
Forward-starting to pay a fixed rate of 4.25% and receive a floating rate
 
400

 
400

ETP
 
July 2018
 
Pay a floating rate plus a spread of 4.17% and receive a fixed rate of 6.70%
 
600

 
600

ETP
 
June 2021
 
Pay a floating rate plus a spread of 2.15% and receive a fixed rate of 4.65%
 
200

 
—

ETP
 
February 2023
 
Pay a floating rate plus a spread of 1.32% and receive a fixed rate of 3.60%
 
400

 
—

Southern Union
 
November 2016
 
Pay a fixed rate of 2.97% and receive a floating rate
 
25

 
75

Southern Union
 
November 2021
 
Pay a fixed rate of 3.75% and receive a floating rate
 
450

 
450

 
(1) 
Floating rates are based on 3-month LIBOR.
(2) 
Represents the effective date. These forward starting swaps have a term of 10 years with a mandatory termination date the same as the effective date.
Fair Value Of Derivative Instruments
The following table provides a summary of our derivative assets and liabilities:
 
Fair Value of Derivative Instruments
 
Asset Derivatives
 
Liability Derivatives
 
September 30, 2013
 
December 31, 2012
 
September 30, 2013
 
December 31, 2012
Derivatives designated as hedging instruments:
 
 
 
 
 
 
 
Commodity derivatives (margin deposits)
$
16

 
$
8

 
$
(3
)
 
$
(10
)
 
16

 
8

 
(3
)
 
(10
)
Derivatives not designated as hedging instruments:
 
 
 
 
 
 
 
Commodity derivatives (margin deposits)
$
112

 
$
110

 
$
(95
)
 
$
(116
)
Commodity derivatives
39

 
40

 
(38
)
 
(44
)
Current assets held for sale
—

 
1

 
—

 
—

Non-current assets held for sale
—

 
1

 
—

 
—

Current liabilities held for sale
—

 
—

 
—

 
(9
)
Interest rate derivatives
43

 
55

 
(112
)
 
(235
)
Embedded derivatives in Regency Preferred Units
—

 
—

 
(23
)
 
(25
)
 
194

 
207

 
(268
)
 
(429
)
Total derivatives
$
210

 
$
215

 
$
(271
)
 
$
(439
)
In addition to the above derivatives, $7 million in option premiums were included in price risk management liabilities as of December 31, 2012.
Derivatives, Offsetting Fair Value Amounts [Table Text Block]
The following table presents the fair value of our recognized derivative assets and liabilities on a gross basis and amounts offset on the consolidated balance sheets that are subject to enforceable master netting arrangements or similar arrangements:
 
 
 
 
Asset Derivatives
 
Liability Derivatives
 
 
Balance Sheet Location
 
September 30, 2013
 
December 31, 2012
 
September 30, 2013
 
December 31, 2012
Derivatives in offsetting agreements:
 
 
 
 
 
 
 
 
OTC contracts
 
Price risk management asset (liability)
 
$
37

 
$
28

 
$
(38
)
 
$
(27
)
Broker cleared derivative contracts
 
Other current assets (liabilities)
 
170

 
149

 
(159
)
 
(221
)
 
 
 
 
207

 
177

 
(197
)
 
(248
)
Offsetting agreements:
 
 
 
 
 
 
 
 
Collateral paid to OTC counterparties
 
Other current assets (liabilities)
 
—

 
—

 
—

 
2

Counterparty netting
 
Price risk management asset (liability)
 
(32
)
 
(25
)
 
32

 
25

Payments on margin deposit
 
Other current assets (liabilities)
 
(15
)
 
—

 
34

 
59

 
 
 
 
(47
)
 
(25
)
 
66

 
86

Net derivatives with offsetting agreements
 
160

 
152

 
(131
)
 
(162
)
Derivatives without offsetting agreements
 
50

 
63

 
(140
)
 
(277
)
Total derivatives
 
$
210

 
$
215

 
$
(271
)
 
$
(439
)
Partnership's Derivative Assets And Liabilities Recognized OCI On Derivatives
The following tables summarize the amounts recognized with respect to our derivative financial instruments:
 
Change in Value Recognized in OCI on Derivatives
(Effective Portion)
 
Three Months Ended September 30,
 
Nine Months Ended
September 30,
 
2013
 
2012
 
2013
 
2012
Derivatives in cash flow hedging relationships:
 
 
 
 
 
 
 
Commodity derivatives
$
(4
)
 
$
11

 
$
4

 
$
16

Interest rate derivatives
—

 
(5
)
 
—

 
15

Total
$
(4
)
 
$
6

 
$
4

 
$
31
Schedule of Cash Flow Hedges Included in Accumulated Other Comprehensive Income (Loss) [Table Text Block]
 
Location of Gain/(Loss)
Reclassified from
AOCI into Income
(Effective Portion)
 
Amount of Gain/(Loss)
Reclassified from AOCI into Income
(Effective Portion)
 
 
 
Three Months Ended September 30,
 
Nine Months Ended
September 30,
 
 
 
2013
 
2012
 
2013
 
2012
Derivatives in cash flow hedging relationships:
 
 
 
 
 
 
 
 
Commodity derivatives
Cost of products sold
 
$
3

 
$
9

 
$
5

 
$
25

Total
 
 
$
3

 
$
9

 
$
5

 
$
25
Schedule of Cash Flow Hedging Instruments, Statements of Financial Performance and Financial Position, Location [Table Text Block]
 
Location of Gain/(Loss)
Recognized in Income
on Derivatives
 
Amount of Gain/(Loss) Recognized in Income Representing Hedge Ineffectiveness and Amount Excluded from the Assessment of Effectiveness
 
 
 
Three Months Ended September 30,
 
Nine Months Ended
September 30,
 
 
 
2013
 
2012
 
2013
 
2012
Derivatives in fair value hedging relationships (including hedged item):
 
 
 
 
 
 
 
Commodity derivatives
Cost of products sold
 
$
—

 
$
10

 
$
4

 
$
29

Total
 
 
$
—

 
$
10

 
$
4

 
$
29
ETP [Member]
  
Outstanding Commodity-Related Derivatives
The following table details ETP’s outstanding commodity-related derivatives:
 
September 30, 2013
 
December 31, 2012
 
Notional
Volume
 
Maturity
 
Notional
Volume
 
Maturity
Mark-to-Market Derivatives
 
 
 
 
 
 
 
(Trading)
 
 
 
 
 
 
 
Natural Gas (MMBtu):
 
 
 
 
 
 
 
Fixed Swaps/Futures
6,560,000

 
2013-2019
 
—

 
—
Basis Swaps IFERC/NYMEX (1)
(27,402,500
)
 
2013-2017
 
(30,980,000
)
 
2013-2014
Swing Swaps
1,690,000

 
2013-2016
 
—

 
—
Power (Megawatt):
 
 
 
 
 
 
 
Forwards
562,250

 
2013
 
19,650

 
2013
Futures
97,212

 
2013
 
(1,509,300
)
 
2013
Options — Calls
(1,700
)
 
2013
 
1,656,400

 
2013
Crude (Bbls) — Futures
80,000

 
2013
 
—

 
—
(Non-Trading)
 
 
 
 
 
 
 
Natural Gas (MMBtu):
 
 
 
 
 
 
 
Basis Swaps IFERC/NYMEX
(5,300,000
)
 
2013-2014
 
150,000

 
2013
Swing Swaps IFERC
6,965,000

 
2013-2016
 
(83,292,500
)
 
2013
Fixed Swaps/Futures
(14,072,500
)
 
2013-2015
 
27,077,500

 
2013
Forward Physical Contracts
(11,663,485
)
 
2013-2014
 
11,689,855

 
2013-2014
Natural Gas Liquid (Bbls) — Forwards/Swaps
(1,182,000
)
 
2013-2014
 
(30,000
)
 
2013
Refined Products (Bbls) — Futures
(93,327
)
 
2013-2014
 
(666,000
)
 
2013
Fair Value Hedging Derivatives
 
 
 
 
 
 
 
(Non-Trading)
 
 
 
 
 
 
 
Natural Gas (MMBtu):
 
 
 
 
 
 
 
Basis Swaps IFERC/NYMEX
(6,577,500
)
 
2013
 
(18,655,000
)
 
2013
Fixed Swaps/Futures
(47,215,000
)
 
2014
 
(44,272,500
)
 
2013
Hedged Item — Inventory
47,215,000

 
2014
 
44,272,500

 
2013
Cash Flow Hedging Derivatives
 
 
 
 
 
 
 
(Non-Trading)
 
 
 
 
 
 
 
Natural Gas (MMBtu):
 
 
 
 
 
 
 
Basis Swaps IFERC/NYMEX
(1,150,000
)
 
2013
 
—

 
—
Fixed Swaps/Futures
(5,720,000
)
 
2013
 
(8,212,500
)
 
2013
Natural Gas Liquid (Bbls) — Forwards/Swaps
(720,000
)
 
2013
 
(930,000
)
 
2013
Crude (Bbls) — Futures
(120,000
)
 
2013
 
—

 
—
Refined Products (Bbls) — Futures
—

 
—
 
(98,000
)
 
2013


(1) Includes aggregate amounts for open positions related to Houston Ship Channel, Waha Hub, NGPL TexOk, West Louisiana Zone and Henry Hub locations
Regency [Member]
  
Outstanding Commodity-Related Derivatives
The following table details Regency’s outstanding commodity-related derivatives:
 
September 30, 2013
 
December 31, 2012
 
Notional
Volume
 
Maturity
 
Notional
Volume
 
Maturity
Mark-to-Market Derivatives
 
 
 
 
 
 
 
(Non-Trading)
 
 
 
 
 
 
 
Natural Gas (MMBtu):
 
 
 
 
 
 
 
Fixed Swaps/Futures
15,176,000

 
2013-2014
 
8,395,000

 
2013-2014
Propane (Gallons):
 
 
 
 
 
 
 
Forwards/Swaps
33,642,000

 
2013-2014
 
3,318,000

 
2013
Natural Gas Liquids (Barrels):
 
 
 
 
 
 
 
Forwards/Swaps
144,000

 
2013-2014
 
243,000

 
2013-2014
WTI Crude Oil (Barrels):
 
 
 
 
 
 
 
Forwards/Swaps
829,000

 
2013-2014
 
356,000

 
2014