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Risk Management (Tables)
 12 Months Ended
Dec. 31, 2013
Offsetting Assets [Line Items]  
Offsetting Assets [Table Text Block]
Offsetting of Financial Assets and Derivative Assets
 
Gross Amounts of Recognized Assets
 
Gross Amounts Offset in the Balance Sheet
 
Amounts of Assets Presented in the Balance Sheet
 
Gross Amounts Not Offset in the Balance Sheet
 
Net Amount
Financial Instruments
 
Cash Collateral Held(a)
As of December 31, 2013:
 
 
 
 
 
 
 
 
 
 
 
Energy commodity derivative contracts
$
80

 
$
—

 
$
80

 
$
(44
)
 
$
—

 
$
36

Interest rate swap agreements
$
217

 
$
—

 
$
217

 
$
(28
)
 
$
—

 
$
189

As of December 31, 2012:
 
 
 
 
 
 
 
 
 
 
 
Energy commodity derivative contracts
$
86

 
$
—

 
$
86

 
$
(17
)
 
$
—

 
$
69

Interest rate swap agreements
$
603

 
$
—

 
$
603

 
$
—

 
$
—

 
$
603
Offsetting Liabilities [Table Text Block]
Offsetting of Financial Liabilities and Derivative Liabilities
 
Gross Amounts of Recognized Liabilities
 
Gross Amounts Offset in the Balance Sheet
 
Amounts of Liabilities Presented in the Balance Sheet
 
Gross Amounts Not Offset in the Balance Sheet
 
Net Amount
Financial Instruments
 
Cash Collateral Posted(b)
As of December 31, 2013:
 
 
 
 
 
 
 
 
 
 
 
Energy commodity derivative contracts
$
(68
)
 
$
—

 
$
(68
)
 
$
44

 
$
17

 
$
(7
)
Interest rate swap agreements
$
(116
)
 
$
—

 
$
(116
)
 
$
28

 
$
—

 
$
(88
)
As of December 31, 2012:
 
 
 
 
 
 
 
 
 
 
 
Energy commodity derivative contracts
$
(33
)
 
$
—

 
$
(33
)
 
$
17

 
$
5

 
$
(11
)
Interest rate swap agreements
$
(1
)
 
$
—

 
$
(1
)
 
$
—

 
$
—

 
$
(1
)
___________
(a)
Cash margin deposits held by us associated with our energy commodity contract positions and OTC swap agreements and reported within “Other current liabilities” on our accompanying consolidated balance sheets.
(b)
Cash margin deposits posted by us associated with our energy commodity contract positions and OTC swap agreements and reported within “Other current assets” on our accompanying consolidated balance sheets.

Fair Value, by Balance Sheet Grouping [Table Text Block]
Fair Value of Derivative Contracts
 
 
 
Asset derivatives
 
Liability derivatives
 
 
 
December 31,
2013
 
December 31,
2012
 
December 31,
2013
 
December 31,
2012
 
Balance sheet location
 
Fair value
 
Fair value
 
Fair value
 
Fair value
Derivatives designated as hedging contracts
 
 
 
 
 
 
 
 
 
Energy commodity derivative contracts
Other current assets/(Other current liabilities)
 
$
18

 
$
42

 
$
(33
)
 
$
(18
)
 
Deferred charges and other assets/(Other long-term liabilities and deferred credits)
 
58

 
40

 
(30
)
 
(11
)
Subtotal
 
 
$
76

 
$
82

 
$
(63
)
 
$
(29
)
Interest rate swap agreements
Other current assets/(Other current liabilities)
 
76

 
9

 
—

 
—

 
Deferred charges and other assets/(Other long-term liabilities and deferred credits)
 
141

 
594

 
(116
)
 
(1
)
Subtotal
 
 
$
217

 
$
603

 
$
(116
)
 
$
(1
)
Total
 
 
$
293

 
$
685

 
$
(179
)
 
$
(30
)
 
 
 
 
 
 
 
 
 
 
Derivatives not designated as hedging contracts
 
 
 
 
 
 
 
 
 
Energy commodity derivative contracts
Other current assets/(Other current liabilities)
 
$
4

 
$
4

 
$
(5
)
 
$
(3
)
 
Deferred charges and other assets/(Other long-term liabilities and deferred credits)
 
—

 
—

 
—

 
(1
)
Total
 
 
$
4

 
$
4

 
$
(5
)
 
$
(4
)
Total derivatives
 
 
$
297

 
$
689

 
$
(184
)
 
$
(34
)
Schedule of Notional Amounts of Outstanding Derivative Positions [Table Text Block]
As of December 31, 2013, we had entered into the following outstanding commodity forward contracts to hedge our forecasted energy commodity purchases and sales:
 
Net open position
long/(short)
Derivatives designated as hedging contracts
 
 
Crude oil fixed price
(22.6)
MMBbl
Natural gas fixed price
(19.8)
Bcf
Natural gas basis
(18.9)
Bcf
Derivatives not designated as hedging contracts
 
 
Crude oil fixed price
(0.9)
MMBbl
Natural gas fixed price
(17.3)
Bcf
Natural gas basis
(9.3)
Bcf
NGL fixed price
(1.1)
MMBbl
Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance
Derivatives in fair value hedging
relationships
 
Location of gain/(loss) recognized
in income on derivatives
 
Amount of gain/(loss) recognized in income
on derivatives and related hedged item(a)
 
 
 
 
Year Ended December 31,
 
 
 
 
2013
 
2012
 
2011
Interest rate swap agreements
 
Interest expense
 
$
(405
)
 
$
59

 
$
520

Total
 
 
 
$
(405
)
 
$
59

 
$
520

Fixed rate debt
 
Interest expense
 
$
405

 
$
(59
)
 
$
(520
)
Total
 
 
 
$
405

 
$
(59
)
 
$
(520
)
___________
(a)
Amounts reflect the change in the fair value of interest rate swap agreements and the change in the fair value of the associated fixed rate debt, which exactly offset each other as a result of no hedge ineffectiveness.

Derivatives in
cash flow hedging
relationships
 
Amount of gain/(loss)
recognized in OCI on
derivative (effective
portion)(a)
 
Location of
gain/(loss)
reclassified from
Accumulated OCI
into income
(effective portion)
 
Amount of gain/(loss)
reclassified from
Accumulated OCI
into income
(effective portion)(b)
 
Location of
gain/(loss)
recognized in
income on
derivative
(ineffective portion
and amount
excluded from
effectiveness
testing)
 
Amount of gain/(loss)
recognized in income
on derivative
(ineffective portion
and amount
excluded from
effectiveness testing)
 
 
Year Ended
December 31,
 
 
 
Year Ended
December 31,
 
 
 
Year Ended
December 31,
 
 
2013
 
2012
 
2011
 
 
 
2013
 
2012
 
2011
 
 
 
2013
 
2012
 
2011
Energy commodity derivative contracts
 
$
(60
)
 
$
117

 
$
14

 
Revenues-Natural gas sales
 
$
—

 
$
4

 
$
3

 
Revenues-Natural gas sales
 
$
—

 
$
—

 
$
—

 
 
 
 
 
 
 
 
Revenues-Product sales and other
 
(20
)
 
(19
)
 
(270
)
 
Revenues-Product sales and other
 
3

 
(11
)
 
5

 
 
 
 
 
 
 
 
Costs of sales
 
2

 
23

 
11

 
Costs of sales
 
—

 
—

 
—

Total
 
$
(60
)
 
$
117

 
$
14

 
Total
 
$
(18
)
 
$
8

 
$
(256
)
 
Total
 
$
3

 
$
(11
)
 
$
5

____________
(a)
We expect to reclassify an approximate $6 million loss associated with energy commodity price risk management activities and included in our Partners’ Capital as of December 31, 2013 into earnings during the next twelve months (when the associated forecasted sales and purchases are also expected to occur); however, actual amounts reclassified into earnings could vary materially as a result of changes in market prices.
(b)
Amounts reclassified were the result of the hedged forecasted transactions actually affecting earnings (i.e., when the forecasted sales and purchases actually occurred).