XML 65 R54.htm IDEA: XBRL DOCUMENT v3.8.0.1
Derivative Instruments and Hedging Activities - Fair Value of Derivative Assets and Liabilities (Details) - USD ($)
$ in Millions
Dec. 31, 2017
Sep. 30, 2017
Dec. 31, 2016
Derivative assets:      
Total derivative assets — gross $ 131.2 $ 116.3 $ 154.0
Gross amounts offset in the balance sheet (32.5) (35.7) (35.7)
Cash collateral received (12.0) (8.3) (7.1)
Total derivative assets — net 86.7 72.3 111.2
Derivative liabilities:      
Total derivative liabilities — gross (87.4) (82.5) (68.5)
Gross amounts offset in the balance sheet 32.5 35.7 35.7
Total derivative liabilities — net (54.9) (46.8) (32.8)
Derivatives designated as hedging instruments      
Derivative assets:      
Total derivative assets — gross 1.2 3.2 28.1
Derivative liabilities:      
Total derivative liabilities — gross (8.6) (10.7) (2.8)
Derivatives designated as hedging instruments | Foreign currency contracts      
Derivative assets:      
Total derivative assets — gross 1.2 3.2 24.6
Derivative liabilities:      
Total derivative liabilities — gross (5.6) (5.5) 0.0
Derivatives designated as hedging instruments | Cross-currency contracts      
Derivative assets:      
Total derivative assets — gross 0.0 0.0 3.5
Derivative liabilities:      
Total derivative liabilities — gross (0.9) (2.9) 0.0
Derivatives designated as hedging instruments | Interest rate contracts      
Derivative liabilities:      
Total derivative liabilities — gross (2.1) (2.3) (2.8)
Derivatives subject to PGC and DS mechanisms | Commodity contracts      
Derivative assets:      
Total derivative assets — gross 0.4 1.7 6.9
Derivative liabilities:      
Total derivative liabilities — gross (2.3) (1.5) (0.3)
Derivatives not designated as hedging instruments      
Derivative assets:      
Total derivative assets — gross 129.6 111.4 119.0
Derivative liabilities:      
Total derivative liabilities — gross (76.5) (70.3) (65.4)
Derivatives not designated as hedging instruments | Foreign currency contracts      
Derivative assets:      
Total derivative assets — gross 10.4 9.0 1.4
Derivative liabilities:      
Total derivative liabilities — gross (34.3) (32.7) (0.2)
Derivatives not designated as hedging instruments | Commodity contracts      
Derivative assets:      
Total derivative assets — gross 119.2 102.4 117.6
Derivative liabilities:      
Total derivative liabilities — gross $ (42.2) $ (37.6) $ (65.2)