Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Article 12

-Section 13

-Sentence Column B

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- Definition

Maximum length of time hedged in price risk cash flow hedges.

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- Definition

Amount of increase (decrease) in the fair value of derivatives recognized in the income statement.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4A

-Subparagraph (b)

-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5618551-113959

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4C

-Subparagraph (a),(c),(d),(e)

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High end period remaining until maturity for the derivative contract, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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Low end period remaining until maturity of derivative contract, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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Nominal energy measure used to calculate payments on a derivative instrument.

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Nominal volume used to calculate payments on a derivative instrument.

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- Definition

The estimated net amount of unrealized gains or losses on foreign currency cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

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Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 30

-Section 50

-Paragraph 1

-Subparagraph (c)

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The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

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- Definition

The amount of cash or securities placed with a broker or counterparty as security for a trading or derivatives securities position which was partially obtained with funds provided by the broker dealer.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.5-02.8,17)

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Maximum period the entity is hedging its exposure to the variability in future cash flows for forecasted transactions, excluding those forecasted transactions related to the payment of variable interest on existing financial instruments, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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The estimated net amount of unrealized gains or losses on price risk cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

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Derivative Instruments and Hedging Activities (Details) € in Millions, kWh in Millions, gal in Millions, MMBTU in Millions			12 Months Ended
	Sep. 30, 2015 EUR (€) gal	Sep. 30, 2014 EUR (€) gal	Sep. 30, 2015 USD ($) kWh MMBTU gal	Sep. 30, 2014 EUR (€) kWh MMBTU gal	Sep. 30, 2015 USD ($)	Sep. 30, 2014 USD ($)
Derivative
Amount of net losses associated with interest rate hedges to be reclassified with interest rate hedges during the next 12 months					$ 2,500,000
Amount of net losses associated with currency rate risk to be reclassified into earnings during the next 12 months					16,000,000
Restricted cash in brokerage accounts					54,900,000	$ 16,600,000
Commodity Contracts
Derivative
Net losses associated with commodity price risk hedges expected to be reclassified into earnings during the next twelve months					0
Foreign Currency Contracts
Derivative
Maximum period of hedging (in months)			30 months
Underlying variable rate debt					227,900,000	219,800,000
Interest Rate Swap
Derivative
Underlying variable rate debt \| €	€ 645.8	€ 401.1		€ 401.1
Interest Rate Swap \| Interest Expense
Derivative
Loss on interest rate swaps			$ (9,000,000)
Interest Rate Protection Agreements
Derivative
Underlying variable rate debt					250,000,000	0
Lower remaining maturity range (in years)			10 years
Upper remaining maturity range (in years)			30 years
Cross Currency Contracts
Derivative
Underlying variable rate debt					$ 59,100,000	$ 52,000,000
Propane \| Commodity Contracts
Derivative
Notional amount (in gallons) \| gal	516.3	344.5	2.0	1.3
Maximum period of hedging (in months)			39 months
Natural Gas \| Commodity Contracts
Derivative
Maximum period of hedging (in months)			39 months
Natural Gas \| Natural Gas Futures, Forward and Pipeline Contracts
Derivative
Notional Amount (units as noted) \| MMBTU			110.2	113.7
Natural Gas \| Natural Gas Storage and Propane Storage NYMEX Contracts
Derivative
Notional Amount (units as noted) \| MMBTU			1.9	3.9
Electricity \| Commodity Contracts
Derivative
Notional Amount (units as noted) \| kWh			359.1	232.1
Electricity \| Commodity Contracts \| Long
Derivative
Maximum period of hedging (in months)			39 months
Notional Amount (units as noted) \| kWh			474.3	394.4
Electricity \| Commodity Contracts \| Short
Derivative
Maximum period of hedging (in months)			24 months
Notional Amount (units as noted) \| kWh			297.9	206.6
Electricity \| Electric Utility \| Commodity Contracts
Derivative
Maximum period of hedging (in months)			8 months
UGI Utilities \| Natural Gas \| Gas Utility \| Commodity Contracts
Derivative
Maximum period of hedging (in months)			12 months
Notional Amount (units as noted) \| MMBTU			18.9	16.9
UGI Utilities \| Electricity \| Electric Utility \| Commodity Contracts
Derivative
Maximum period of hedging (in months)			8 months
Notional Amount (units as noted) \| kWh			331.0	237.0