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Derivatives and Risk Management Activities (Details 2) (USD $)
In Millions, unless otherwise specified
6 Months Ended 1 Months Ended
Jun. 30, 2011
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Segments
InterestRateSwaps
Jun. 30, 2011
Forward starting interest rate swaps terminated in January 2011
InterestRateSwaps
Jun. 30, 2011
Forward starting swap (30-year)
InterestRateSwaps
Jun. 30, 2011
Forward starting swap (10-year)
InterestRateSwaps
Jun. 30, 2011
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Interest Rate Swaps
InterestRateSwaps
Jul. 31, 2009
Interest Rate Swaps
Jun. 30, 2011
Interest Rate Swaps
InterestRateSwaps
Interest Rate Risk Hedging              
Net deferred gains from interest rate risk hedging included in AOCI $ 9            
Number of outstanding interest rate swaps 6 3 3 3 2   4
Rate of fixed interest to be received on interest rate swap (as a percent)   3.60% 4.35% 3.53% 1.06% 4.25%  
Notional amount of interest rate derivatives   100 150 150 50   300
Cash proceeds associated with termination of interest rate swaps   $ 12          
Basis for variable interest rate           three-month LIBOR plus a spread on a notional principal amount  
Additional average spread over LIBOR (as a percent)             2.42%
Number of interest rate swaps that terminate in 2011             2
Number of interest rate swaps that terminate in 2012             2