
	Cash Flow Hedges					Pension
Three Months Ended March 31, 2021	Commodity		Interest Rate			and OPEB		Total
	(in millions)
Balance in AOCI as of December 31, 2020	$	(60.6)	$	(47.5)		$	23.0	$	(85.1)
Change in Fair Value Recognized in AOCI	177.3		13.1		(a)	—		190.4
Amount of (Gain) Loss Reclassified from AOCI
Generation & Marketing Revenues (b)	0.8		—			—		0.8
Purchased Electricity for Resale (b)	(172.0)		—			—		(172.0)
Interest Expense (b)	—		1.5			—		1.5
Amortization of Prior Service Cost (Credit)	—		—			(4.8)		(4.8)
Amortization of Actuarial (Gains) Losses	—		—			2.3		2.3
Reclassifications from AOCI, before Income Tax (Expense) Benefit	(171.2)		1.5			(2.5)		(172.2)
Income Tax (Expense) Benefit	(36.0)		0.4			(0.5)		(36.1)
Reclassifications from AOCI, Net of Income Tax (Expense) Benefit	(135.2)		1.1			(2.0)		(136.1)
Net Current Period Other Comprehensive Income (Loss)	42.1		14.2			(2.0)		54.3
Balance in AOCI as of March 31, 2021	$	(18.5)	$	(33.3)		$	21.0	$	(30.8)


	Cash Flow Hedges					Pension
Three Months Ended March 31, 2020	Commodity		Interest Rate			and OPEB		Total
	(in millions)
Balance in AOCI as of December 31, 2019	$	(103.5)	$	(11.5)		$	(32.7)	$	(147.7)
Change in Fair Value Recognized in AOCI	(65.3)		(42.7)		(a)	—		(108.0)
Amount of (Gain) Loss Reclassified from AOCI
Generation & Marketing Revenues (b)	(0.1)		—			—		(0.1)
Purchased Electricity for Resale (b)	51.1		—			—		51.1
Interest Expense (b)	—		0.9			—		0.9
Amortization of Prior Service Cost (Credit)	—		—			(4.9)		(4.9)
Amortization of Actuarial (Gains) Losses	—		—			2.6		2.6
Reclassifications from AOCI, before Income Tax (Expense) Benefit	51.0		0.9			(2.3)		49.6
Income Tax (Expense) Benefit	10.7		0.2			(0.5)		10.4
Reclassifications from AOCI, Net of Income Tax (Expense) Benefit	40.3		0.7			(1.8)		39.2
Net Current Period Other Comprehensive Income (Loss)	(25.0)		(42.0)			(1.8)		(68.8)
Balance in AOCI as of March 31, 2020	$	(128.5)	$	(53.5)		$	(34.5)	$	(216.5)


		Cash Flow Hedge –		Pension
Three Months Ended March 31, 2021		Interest Rate		and OPEB		Total
	(in millions)
Balance in AOCI as of December 31, 2020		$	(2.3)	$	(6.6)	$	(8.9)
Change in Fair Value Recognized in AOCI		0.1		—		0.1
Amount of (Gain) Loss Reclassified from AOCI


Interest Expense (b)		0.3		—		0.3


Reclassifications from AOCI, before Income Tax (Expense) Benefit		0.3		—		0.3
Income Tax (Expense) Benefit		0.1		—		0.1
Reclassifications from AOCI, Net of Income Tax (Expense) Benefit		0.2		—		0.2
Net Current Period Other Comprehensive Income (Loss)		0.3		—		0.3
Balance in AOCI as of March 31, 2021		$	(2.0)	$	(6.6)	$	(8.6)


		Cash Flow Hedge –		Pension
Three Months Ended March 31, 2020		Interest Rate		and OPEB		Total
	(in millions)
Balance in AOCI as of December 31, 2019		$	(3.4)	$	(9.4)	$	(12.8)
Change in Fair Value Recognized in AOCI		—		—		—
Amount of (Gain) Loss Reclassified from AOCI


Interest Expense (b)		0.4		—		0.4


Reclassifications from AOCI, before Income Tax (Expense) Benefit		0.4		—		0.4
Income Tax (Expense) Benefit		0.1		—		0.1
Reclassifications from AOCI, Net of Income Tax (Expense) Benefit		0.3		—		0.3
Net Current Period Other Comprehensive Income (Loss)		0.3		—		0.3
Balance in AOCI as of March 31, 2020		$	(3.1)	$	(9.4)	$	(12.5)


		Cash Flow Hedge –		Pension
Three Months Ended March 31, 2021		Interest Rate		and OPEB		Total
	(in millions)
Balance in AOCI as of December 31, 2020		$	(0.8)	$	8.0	$	7.2
Change in Fair Value Recognized in AOCI		9.3		—		9.3
Amount of (Gain) Loss Reclassified from AOCI


Interest Expense (b)		(0.4)		—		(0.4)
Amortization of Prior Service Cost (Credit)		—		(1.4)		(1.4)

Reclassifications from AOCI, before Income Tax (Expense) Benefit		(0.4)		(1.4)		(1.8)
Income Tax (Expense) Benefit		(0.1)		(0.3)		(0.4)
Reclassifications from AOCI, Net of Income Tax (Expense) Benefit		(0.3)		(1.1)		(1.4)
Net Current Period Other Comprehensive Income (Loss)		9.0		(1.1)		7.9
Balance in AOCI as of March 31, 2021		$	8.2	$	6.9	$	15.1


		Cash Flow Hedge –		Pension
Three Months Ended March 31, 2020		Interest Rate		and OPEB		Total
	(in millions)
Balance in AOCI as of December 31, 2019		$	0.9	$	4.1	$	5.0
Change in Fair Value Recognized in AOCI		(3.9)		—		(3.9)
Amount of (Gain) Loss Reclassified from AOCI


Interest Expense (b)		(0.4)		—		(0.4)
Amortization of Prior Service Cost (Credit)		—		(1.3)		(1.3)
Amortization of Actuarial (Gains) Losses		—		0.1		0.1
Reclassifications from AOCI, before Income Tax (Expense) Benefit		(0.4)		(1.2)		(1.6)
Income Tax (Expense) Benefit		(0.1)		(0.3)		(0.4)
Reclassifications from AOCI, Net of Income Tax (Expense) Benefit		(0.3)		(0.9)		(1.2)
Net Current Period Other Comprehensive Income (Loss)		(4.2)		(0.9)		(5.1)
Balance in AOCI as of March 31, 2020		$	(3.3)	$	3.2	$	(0.1)


I&M
		Cash Flow Hedge –		Pension
Three Months Ended March 31, 2021		Interest Rate		and OPEB		Total
	(in millions)
Balance in AOCI as of December 31, 2020		$	(8.3)	$	1.3	$	(7.0)
Change in Fair Value Recognized in AOCI		—		—		—
Amount of (Gain) Loss Reclassified from AOCI


Interest Expense (b)		0.6		—		0.6
Amortization of Prior Service Cost (Credit)		—		(0.2)		(0.2)
Amortization of Actuarial (Gains) Losses		—		0.2		0.2
Reclassifications from AOCI, before Income Tax (Expense) Benefit		0.6		—		0.6
Income Tax (Expense) Benefit		0.1		—		0.1
Reclassifications from AOCI, Net of Income Tax (Expense) Benefit		0.5		—		0.5
Net Current Period Other Comprehensive Income (Loss)		0.5		—		0.5
Balance in AOCI as of March 31, 2021		$	(7.8)	$	1.3	$	(6.5)


		Cash Flow Hedge –		Pension
Three Months Ended March 31, 2020		Interest Rate		and OPEB		Total
	(in millions)
Balance in AOCI as of December 31, 2019		$	(9.9)	$	(1.7)	$	(11.6)
Change in Fair Value Recognized in AOCI		—		—		—
Amount of (Gain) Loss Reclassified from AOCI


Interest Expense (b)		0.5		—		0.5
Amortization of Prior Service Cost (Credit)		—		(0.2)		(0.2)
Amortization of Actuarial (Gains) Losses		—		0.2		0.2
Reclassifications from AOCI, before Income Tax (Expense) Benefit		0.5		—		0.5
Income Tax (Expense) Benefit		0.1		—		0.1
Reclassifications from AOCI, Net of Income Tax (Expense) Benefit		0.4		—		0.4
Net Current Period Other Comprehensive Income (Loss)		0.4		—		0.4
Balance in AOCI as of March 31, 2020		$	(9.5)	$	(1.7)	$	(11.2)

OPCo

Cash Flow Hedge –

Three Months Ended March 31, 2021

Interest Rate

(in millions)

Balance in AOCI as of December 31, 2020

—

Change in Fair Value Recognized in AOCI

—

Amount of (Gain) Loss Reclassified from AOCI

Interest Expense (b)

—

Reclassifications from AOCI, before Income Tax (Expense) Benefit

—

Income Tax (Expense) Benefit

—

Reclassifications from AOCI, Net of Income Tax (Expense) Benefit

—

Net Current Period Other Comprehensive Income (Loss)

—

Balance in AOCI as of March 31, 2021

—