FAIR VALUE OF FINANCIAL ASSETS AND FINANCIAL LIABILITIES (Details) (USD $) In Thousands, unless otherwise specified	3 Months Ended
	Mar. 31, 2015		Mar. 31, 2014	Dec. 31, 2014
Changes in significant unobservable inputs [Roll forward]
Balance at beginning of period	$ (5,608)		$ 8,095
Other changes in fair value from continuing and new contracts, net	(16,438)		(12,124)
Settlements	4,735		(942)
Balance at end of period	(17,311)		(4,971)
Fair Value, Measurements, Recurring
Assets
Available-for-Sale Securities	15,245	[1]		8,922	[1]
Derivatives - Energy Related Assets	67,843	[2]		99,273	[2]
Total Assets	83,088			108,195
Liabilities
Derivatives - Energy Related Liabilities	106,301	[2]		129,670	[2]
Derivatives - Other	12,036	[3]		10,732	[3]
Total Liabilities	118,337			140,402
Fair Value, Measurements, Recurring | Level 1
Assets
Available-for-Sale Securities	9,816	[1]		5,952	[1]
Derivatives - Energy Related Assets	12,154	[2]		21,675	[2]
Total Assets	21,970			27,627
Liabilities
Derivatives - Energy Related Liabilities	37,798	[2]		49,009	[2]
Derivatives - Other	0	[3]		0	[3]
Total Liabilities	37,798			49,009
Fair Value, Measurements, Recurring | Level 2
Assets
Available-for-Sale Securities	5,429	[1]		2,970	[1]
Derivatives - Energy Related Assets	29,681	[2]		43,093	[2]
Total Assets	35,110			46,063
Liabilities
Derivatives - Energy Related Liabilities	25,184	[2]		40,548	[2]
Derivatives - Other	12,036	[3]		10,732	[3]
Total Liabilities	37,220			51,280
Fair Value, Measurements, Recurring | Level 3
Assets
Available-for-Sale Securities	0	[1]		0	[1]
Derivatives - Energy Related Assets	26,008	[2]		34,505	[2]
Total Assets	26,008			34,505
Liabilities
Derivatives - Energy Related Liabilities	43,319	[2]		40,113	[2]
Derivatives - Other	0	[3]		0	[3]
Total Liabilities	$ 43,319			$ 40,113

[1] Available-for-Sale Securities include securities that are traded in active markets and securities that are not traded publicly. The securities traded in active markets are valued using the quoted principal market close prices that are provided by the trustees and are categorized in Level 1 in the fair value hierarchy. The remaining securities consist of funds that are not publicly traded. These funds, which consist of stocks and bonds that are traded individually in active markets, are valued using quoted prices for similar assets and are categorized in Level 2 in the fair value hierarchy.

[2] Derivatives – Energy Related Assets and Liabilities are traded in both exchange-based and non-exchange-based markets. Exchange-based contracts are valued using unadjusted quoted market sources in active markets and are categorized in Level 1 in the fair value hierarchy. Certain non-exchange-based contracts are valued using indicative price quotations available through brokers or over-the-counter, on-line exchanges and are categorized in Level 2. These price quotations reflect the average of the bid-ask mid-point prices and are obtained from sources that management believes provide the most liquid market. For non-exchange-based derivatives that trade in less liquid markets with limited pricing information, model inputs generally would include both observable and unobservable inputs. In instances where observable data is unavailable, management considers the assumptions that market participants would use in valuing the asset or liability. This includes assumptions about market risks such as liquidity, volatility and contract duration. Such instruments are categorized in Level 3 as the model inputs generally are not observable. Significant Unobservable Inputs - Management uses the discounted cash flow model to value Level 3 physical and financial forwards, which calculates mark-to-market valuations based on forward market prices, original transaction prices, volumes, risk-free rate of return and credit spreads. Inputs to the valuation model are reviewed and revised as needed, based on historical information, updated market data, market liquidity and relationships, and changes in third party pricing sources. The validity of the mark-to-market valuations and changes in mark-to-market valuations from period to period are examined and qualified against historical expectations by the risk management function. If any discrepancies are identified during this process, the mark-to-market valuations or the market pricing information is evaluated further and adjusted, if necessary. Level 3 valuation methods for natural gas derivative contracts include utilizing another location in close proximity adjusted for certain pipeline charges to derive a basis value. The significant unobservable inputs used in the fair value measurement of certain natural gas contracts consist of forward prices developed based on industry standard methodologies. Significant increases (decreases) in these forward prices for purchases of natural gas would result in a directionally similar impact to the fair value measurement and for sales of natural gas would result in a directionally opposite impact to the fair value measurement. Level 3 valuation methods for electric represent the value of the contract marked to the forward wholesale curve, as provided by daily exchange quotes for delivered electricity. The significant unobservable inputs used in the fair value measurement of electric contracts consist of fixed contracted electric load profiles; therefore no change in unobservable inputs would occur. Unobservable inputs are updated daily using industry standard techniques. Management reviews and corroborates the price quotations to ensure the prices are observable which includes consideration of actual transaction volumes, market delivery points, bid-ask spreads and contract duration.

[3] Derivatives – Other are valued using quoted prices on commonly quoted intervals, which are interpolated for periods different than the quoted intervals, as inputs to a market valuation model. Market inputs can generally be verified and model selection does not involve significant management judgment.