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Derivative and Hedging Activities - Narrative (Details) (USD $)
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6 Months Ended | 6 Months Ended | ||||||||||||||||||||||||||
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Jun. 30, 2014
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Dec. 31, 2013
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Jun. 30, 2014
Senior Notes [Member]
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Apr. 24, 2014
Senior Notes [Member]
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Jun. 30, 2014
Multi-Counterparty Hedging Facility [Member]
counterparty
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Jun. 30, 2014
Multi-Counterparty Hedging Facility [Member]
Credit Risk [Member]
counterparty
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Jun. 30, 2014
Multi-Counterparty Hedging Facility [Member]
Energy Related Derivative [Member]
MMBoe
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Jun. 30, 2014
Swap [Member]
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Dec. 31, 2013
Swap [Member]
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Jun. 30, 2014
Basis Derivative [Member]
Multi-Counterparty Hedging Facility [Member]
MMBoe
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Jun. 30, 2014
Price Risk Derivative [Member]
Multi-Counterparty Hedging Facility [Member]
MMBoe
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Jun. 30, 2014
6.25% Euro-Denominated Senior Notes Due 2017 [ Member]
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Jun. 30, 2014
6.25% Euro-Denominated Senior Notes Due 2017 [ Member]
Senior Notes [Member]
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Dec. 31, 2013
6.25% Euro-Denominated Senior Notes Due 2017 [ Member]
Senior Notes [Member]
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Jun. 30, 2014
6.25% Euro-Denominated Senior Notes Due 2017 [ Member]
Senior Notes [Member]
Cross Currency Interest Rate Contract [Member]
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Dec. 31, 2013
6.25% Euro-Denominated Senior Notes Due 2017 [ Member]
Senior Notes [Member]
Cross Currency Interest Rate Contract [Member]
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Jun. 30, 2014
Minimum [Member]
Senior Notes [Member]
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Jun. 30, 2014
Minimum [Member]
Multi-Counterparty Hedging Facility [Member]
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Jun. 30, 2014
Accumulated Other Comprehensive Income (Loss) [Member]
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Dec. 31, 2013
Accumulated Other Comprehensive Income (Loss) [Member]
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Jun. 30, 2013
Accumulated Other Comprehensive Income (Loss) [Member]
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Dec. 31, 2012
Accumulated Other Comprehensive Income (Loss) [Member]
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Jun. 30, 2014
Accumulated Other Comprehensive Income (Loss) [Member]
Cash Flow Hedging [Member]
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Mar. 31, 2014
Accumulated Other Comprehensive Income (Loss) [Member]
Cash Flow Hedging [Member]
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Dec. 31, 2013
Accumulated Other Comprehensive Income (Loss) [Member]
Cash Flow Hedging [Member]
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Jun. 30, 2013
Accumulated Other Comprehensive Income (Loss) [Member]
Cash Flow Hedging [Member]
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Mar. 31, 2013
Accumulated Other Comprehensive Income (Loss) [Member]
Cash Flow Hedging [Member]
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Dec. 31, 2012
Accumulated Other Comprehensive Income (Loss) [Member]
Cash Flow Hedging [Member]
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| Derivative [Line Items] | ||||||||||||||||||||||||||||
| Interest Rate Derivatives, at Fair Value, Net | $ 48,000,000 | $ 98,000,000 | ||||||||||||||||||||||||||
| Terminated Qualifying Interest Rate Derivative Transactions Duration | 6 years | |||||||||||||||||||||||||||
| Derivative, Amount of Hedged Item | 1,950,000,000 | 2,250,000,000 | ||||||||||||||||||||||||||
| Number of counterparties in hedge facility | 18 | 17 | ||||||||||||||||||||||||||
| Multi-counterparty hedging facility, committed to provide a trading capacity (in tcfe) | 1,063,000,000 | |||||||||||||||||||||||||||
| Multi-counterparty hedge facility, committed to provide an aggregate mark-to-market capacity | 17,000,000,000 | |||||||||||||||||||||||||||
| Multi-counterparty hedge facility, hedged total (in tcfe) | 18,000,000 | 199,000,000 | ||||||||||||||||||||||||||
| Natural gas and oil proved reserves, the value of which must cover the fair value of the transactions outstanding under the facility, multiplier | 1.30 | 1.65 | ||||||||||||||||||||||||||
| Deferred (Gain) Loss on Discontinuation of Fair Value Hedge | 10,000,000 | |||||||||||||||||||||||||||
| Foreign Currency Transactions, Description | We are party to cross currency swaps to mitigate our exposure to foreign currency exchange rate fluctuations that may result from the €344 million principal amount of our euro-denominated senior notes. The terms of the cross currency swaps were based on the dollar/euro exchange rate on the issuance date of $1.3325 to €1.00. Under the terms of the cross currency swaps we currently hold, on each semi-annual interest payment date, the counterparties pay us €11 million and we pay the counterparties $17 million, which yields an annual dollar-equivalent interest rate of 7.491%. Upon maturity of the notes, the counterparties will pay us €344 million and we will pay the counterparties $459 million. The swaps are designated as cash flow hedges and, because they are entirely effective in having eliminated any potential variability in our expected cash flows related to changes in foreign exchange rates, changes in their fair value do not impact earnings. | |||||||||||||||||||||||||||
| Derivative, Forward Exchange Rate | 1.3692 | 1.3743 | ||||||||||||||||||||||||||
| Derivative liability, gross liability | 6,000,000 | |||||||||||||||||||||||||||
| Euro-denominated debt in notes payable, adjusted value | 1,500,000,000 | 3,000,000,000 | 3,000,000,000 | 471,000,000 | 473,000,000 | 471,000,000 | 50,000,000 | |||||||||||||||||||||
| Derivative Instruments, Gain (Loss) Reclassification from AOCI to Income, Estimated Net Amount to be Transferred | (150,000,000) | |||||||||||||||||||||||||||
| Accumulated other comprehensive loss | (154,000,000) | (162,000,000) | (154,000,000) | (162,000,000) | (170,000,000) | (182,000,000) | (154,000,000) | (153,000,000) | (167,000,000) | (178,000,000) | (178,000,000) | (189,000,000) | ||||||||||||||||
| Expected amount to be transferred of during the next 12 months | $ (25,000,000) | |||||||||||||||||||||||||||