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Derivatives and Risk Management Activities (Details 2) (USD $)
In Millions, unless otherwise specified
 3 Months Ended 3 Months Ended 1 Months Ended
Mar. 31, 2012
Mar. 31, 2012
PNG
contract
Mar. 31, 2012
Forward starting interest rate swaps terminated in January 2011
contract
Mar. 31, 2012
6 forward starting swaps (30-year)
contract
Mar. 31, 2012
2 forward starting swaps (30-year)
contract
Mar. 31, 2012
10 forward starting swaps (30-year)
contract
Mar. 31, 2012
4 forward starting swaps (10-year)
contract
Jul. 31, 2009
Interest Rate Swaps
contract
Mar. 31, 2012
Interest Rate Swaps
contract
Interest Rate Risk Hedging                  
Net deferred losses from interest rate risk hedging included in AOCI $ (82)                
Number of outstanding interest rate swaps (in contracts)   3   6 2 10   4  
Number of terminated interest rate swaps (in contracts)     3       4    
Rate of fixed interest to be received on interest rate swap (as a percent)   0.95% 3.60% 4.24% 3.94% 3.60% 3.46% 4.25%  
Notional amount of interest rate derivatives   100 100 250 50 250 200 300  
Cash payment for (proceeds from) termination of interest rate swaps     $ (12)       $ 24    
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 June 2014 (in contracts)   2              
Number of interest rate swaps that terminate in August 2014 (in contracts)   1              
Number of interest rate swaps that terminated in 2011 (in contracts)                 2
Number of interest rate swaps that terminate in 2012 (in contracts)                 2