Derivative Instrument and Hedging Activities (Tables)

9 Months Ended

Sep. 30, 2013

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value

The following table summarizes the fair value amounts of the Company’s asset and liability derivative instruments and their location reported in the condensed consolidated balance sheets:

	Fair Value
	Asset Derivatives				Liability Derivatives
Balance Sheet Location	September 30, 2013		December 31, 2012		September 30, 2013		December 31, 2012
Cash Flow Hedges:
Commodity contracts — Gathering and Processing:
Natural gas price swaps:
Accounts payable to related companies	$	—	$	—	$	—	$	5
	—		—		—		5
Economic Hedges:
Interest rate contracts:
Derivative instruments — liabilities	—		—		16		18
Deferred credits	—		—		34		59
Commodity contracts — Distribution:
Natural gas price swaps:
Current assets held for sale	—		1		—		—
Non-current assets held for sale	—		1		—		—
Current liabilities held for sale	—		—		—		9
	—		2		50		86
Total	$	—	$	2	$	50	$	91

Derivatives Effect On Income Table

The following tables summarize the location and amount (excluding income tax effects) of derivative instrument gains and losses reported in the Company’s condensed consolidated financial statements:

	Three Months Ended September 30, 2013			Three Months Ended September 30, 2012
Cash Flow Hedges:
Commodity contracts — Gathering and Processing:
Change in fair value — decrease in accumulated other comprehensive income	$	—		$	(5	)
Reclassification of unrealized gain from accumulated other comprehensive income	—			6
Economic Hedges:
Interest rate contracts:
Change in fair value — increase (decrease) in interest expense	1			(5		)
Commodity contracts — Distribution:
Change in fair value — decrease in deferred natural gas purchases	(4		)	(11		)

	Successor						Predecessor
	Nine Months Ended September 30, 2013			Period from Acquisition (March 26, 2012) to September 30, 2012			Period from January 1, 2012 to March 25, 2012
Cash Flow Hedges:
Interest rate contracts:
Change in fair value — increase in accumulated other comprehensive income	$	—		$	—		$	6
Reclassification of unrealized loss from accumulated other comprehensive income — increase of interest expense	—			—			8
Commodity contracts — Gathering and Processing:
Change in fair value — increase (decrease) in accumulated other comprehensive income	(3		)	6			5
Reclassification of unrealized gain from accumulated other comprehensive income	—			12			2
Economic Hedges:
Interest rate contracts:
Change in fair value — increase (decrease) in interest expense	(27		)	15			—
Commodity contracts — Distribution:
Change in fair value — decrease in deferred natural gas purchases	(7		)	(31		)	(2		)