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Financial Risk Management Activities (Tables)
 9 Months Ended
Sep. 30, 2022
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Notional Amounts of Outstanding Financial Risk Management Derivative Contracts
The notional amounts of outstanding financial risk management derivative contracts were as follows:
 September 30,
2022		December 31,
2021
 (In millions)
Commodity - crude oil hedge contracts (millions of barrels)13.8 54.8 
Foreign exchange forwards / swaps$153 $145 
Interest rate swaps$100 $100 
Fair Values of Financial Risk Management Derivative Instruments
The table below reflects the fair values of risk management derivative instruments.
 AssetsLiabilities
 (In millions)
September 30, 2022  
Derivative Contracts Designated as Hedging Instruments:  
Crude oil put options$11 $— 
Interest rate swaps — (4)
Total derivative contracts designated as hedging instruments11 (4)
Derivative Contracts Not Designated as Hedging Instruments:
Foreign exchange forwards and swaps
8 — 
Total derivative contracts not designated as hedging instruments8 — 
Gross fair value of derivative contracts19 (4)
Gross amounts offset in the Consolidated Balance Sheet— — 
Net Amounts Presented in the Consolidated Balance Sheet$19 $(4)
December 31, 2021
Derivative Contracts Designated as Hedging Instruments:
Crude oil collars$155 $— 
Interest rate swaps2 — 
Total derivative contracts designated as hedging instruments157 — 
Derivative Contracts Not Designated as Hedging Instruments:
Foreign exchange forwards and swaps
— (1)
Total derivative contracts not designated as hedging instruments— (1)
Gross fair value of derivative contracts157 (1)
Gross amounts offset in the Consolidated Balance Sheet— — 
Net Amounts Presented in the Consolidated Balance Sheet$157 $(1)