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

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Settlement on Derivative Instruments

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Fixed interest rate related to the interest rate derivative.

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Floor rate on an interest rate derivative such as an interest rate floor or collar. If market rates falls below the floor rate, a payment or receipt is triggered on the contract.

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

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Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
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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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Amount of gain (loss) from the ineffectiveness of the hedge.

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Reference 1: http://www.xbrl.org/2003/role/presentationRef
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-Name Accounting Standards Codification
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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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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
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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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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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Reference 1: http://www.xbrl.org/2003/role/presentationRef
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The cash outflow for derivative instruments during the period, which are classified as financing activities, excluding those designated as hedging instruments.

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Reference 1: http://www.xbrl.org/2003/role/presentationRef
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-Name Accounting Standards Codification
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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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The carrying amounts of cash and cash equivalent items which are restricted as to withdrawal or usage. Restrictions may include legally restricted deposits held as compensating balances against short-term borrowing arrangements, contracts entered into with others, or entity statements of intention with regard to particular deposits; however, time deposits and short-term certificates of deposit are not generally included in legally restricted deposits. Excludes compensating balance arrangements that are not agreements which legally restrict the use of cash amounts shown on the balance sheet. For a classified balance sheet represents the current portion only (the noncurrent portion has a separate concept); there is a separate and distinct element for unclassified presentations.

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Reference 1: http://www.xbrl.org/2003/role/presentationRef
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Derivative Instruments and Hedging Activities (Details) kWh in Millions, MMBTU in Millions		1 Months Ended	3 Months Ended	9 Months Ended
	Mar. 31, 2016 USD ($)	Mar. 31, 2016 EUR (€)	Jun. 30, 2015 USD ($)	Jun. 30, 2016 USD ($) kWh MMBTU gal	Jun. 30, 2015 USD ($) kWh MMBTU gal	Jun. 30, 2016 EUR (€)	Jun. 30, 2016 USD ($)	Sep. 30, 2015 USD ($)	Jun. 30, 2015 EUR (€)	Jun. 30, 2015 USD ($)
Derivative
Settlement of UGI Utilities interest rate agreements				$ 36,000,000	$ 0
Amount of net losses associated with interest rate hedges to be reclassified with interest rate hedges during the next 12 months							$ (3,300,000)
Amount of net gains associated with currency rate risk to be reclassified into earnings during the next 12 months							12,300,000
Restricted cash							9,600,000	$ 69,300,000		$ 45,200,000
Loss on ineffectiveness and excluded derivatives recognized in income				$ 5,500,000
UGI France
Derivative
Derivative interest rate floor		0.00%
Commodity contracts
Derivative
Amounts remaining in AOCI related to commodity derivative hedges							0
Interest Rate Swap
Derivative
Notional amount (in currency) \| €						€ 645,800,000			€ 659,100,000
Interest Rate Swap \| Interest Expense
Derivative
Loss on interest rate swaps			$ 9,000,000
Interest Rate Swap \| UGI France
Derivative
Payment to interest rate swap counterparties \| €		€ 7,700,000
Interest Rate Swap \| UGI France \| EURIBOR
Derivative
Underlying EURIBOR fixed rate		0.18%
Interest Rate Swap \| UGI France \| Term Loan
Derivative
Notional amount (in currency) \| €		€ 600,000,000
Interest Rate Protection Agreements
Derivative
Notional amount (in currency)							0			0
Interest Rate Protection Agreements \| UGI Utilities
Derivative
Settlement of UGI Utilities interest rate agreements	$ 36,000,000
Foreign currency contracts
Derivative
Maximum length of time hedged in price risk cash flow hedges (in months)				38 months
Notional amount (in currency)						€ 0	316,800,000		€ 0	227,900,000
Cross-currency contracts
Derivative
Notional amount (in currency)							$ 59,100,000			$ 52,000,000
Propane \| Commodity contracts
Derivative
Volume of LPG commodity derivatives (in gallons) \| gal				406,400,000	405,900,000
Maximum length of time hedging exposure to LPG commodity price risk (in months)				39 months
Propane \| Natural Gas Storage and Propane Storage NYMEX Contracts
Derivative
Volume of LPG commodity derivatives (in gallons) \| gal				0	2,000,000
Natural Gas \| Natural Gas Futures, Forward And Pipeline Contracts
Derivative
Notional amount (energy measure) \| MMBTU				79.6	120.8
Maximum length of time hedged in price risk cash flow hedges (in months)				53 months
Natural Gas \| Gas Basis Swap Contracts
Derivative
Notional amount (energy measure) \| MMBTU				106.3	63.9
Natural Gas \| Natural Gas Storage and Propane Storage NYMEX Contracts
Derivative
Notional amount (energy measure) \| MMBTU				1.8	0.8
Natural Gas \| Gas Utility \| Commodity contracts
Derivative
Notional amount (energy measure) \| MMBTU				13.4	13.1
Maximum length of time hedged in price risk cash flow hedges (in months)				15 months
Electricity \| Commodity contracts \| Long
Derivative
Notional amount (energy measure) \| kWh				558.0	429.5
Maximum length of time hedged in price risk cash flow hedges (in months)				36 months
Electricity \| Commodity contracts \| Short
Derivative
Notional amount (energy measure) \| kWh				344.7	210.5
Maximum length of time hedged in price risk cash flow hedges (in months)				36 months
Electricity \| Electric Utility \| Commodity contracts
Derivative
Notional amount (energy measure) \| kWh					494.5
Electricity \| Electric Utility \| Financial Transmission Rights
Derivative
Notional amount (energy measure) \| kWh				80.6
Maximum length of time hedged in price risk cash flow hedges (in months)				11 months
Electricity \| Electric Utility \| NYISO Capacity Swap Contracts
Derivative
Notional amount (energy measure) \| kWh					494.5