IndexTypes of Price Risk Derivatives Used (Deprecated 2020-01-31)
| Name | TypesOfPriceRiskDerivativesUsed |
|---|---|
| Namespace | http://fasb.org/us-gaap/2020-01-31 |
| Prefix | us-gaap |
| Data type | xbrli:stringItemType |
| Period type | duration |
| Substitution Group | xbrli:item |
| Balance | None |
| Nillable | True |
| Abstract | False |
Labels
| Text | Lang | Role | Container role |
|---|---|---|---|
| Types of Price Risk Derivatives Used (Deprecated 2020-01-31) | en-US | http://www.xbrl.org/2003/role/label | http://www.xbrl.org/2003/role/link |
| Description of the types of price risk derivative instruments used. For example, forwards, options, swaps, caps, floors, collars, and so forth. Includes the nature of underlyings on the derivatives, such as commodity forward purchase contracts or put options on equity securities. | en-US | http://www.xbrl.org/2003/role/documentation | http://www.xbrl.org/2003/role/link |
Related Parent Concepts
| Name | Relation Type | Role | |
|---|---|---|---|
 | us-gaap:DeprecatedItems | parent-child | http://fasb.org/us-gaap/role/deprecated/deprecated |