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Derivatives and Risk Management Activities (Details 2) (USD $)
In Millions, unless otherwise specified
 1 Months Ended 1 Months Ended
Jun. 30, 2012
Jun. 30, 2012
PNG
contract
Jan. 31, 2011
Forward starting interest rate swaps terminated in January 2011
contract
Jun. 30, 2012
6 forward starting swaps (30-year)
contract
Jun. 30, 2012
5 forward starting swaps (30-year)
contract
Jun. 30, 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
Jun. 30, 2012
Interest Rate Swaps
contract
Interest Rate Risk Hedging                  
Net deferred losses from interest rate risk hedging included in AOCI $ (160)                
Number of outstanding interest rate swaps (in contracts)   3   6 5 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)     3.60% 4.24% 3.39% 3.60% 3.46% 4.25%  
Rate of fixed interest to be received on interest rate swap (as a percent)   0.95%              
Notional amount of interest rate cash flow hedge derivatives       250 125 250      
Notional amount of interest rate derivatives   100 100       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