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Derivatives and Risk Management Activities (Details 2) (USD $)
In Millions, unless otherwise specified
 1 Months Ended 12 Months Ended 1 Months Ended
Dec. 31, 2012
Dec. 31, 2012
PNG
contract
Jan. 31, 2011
Forward starting interest rate swaps terminated in January 2011
contract
Dec. 31, 2012
6 forward starting swaps (30-year)
contract
Dec. 31, 2012
5 forward starting swaps (30-year)
contract
Dec. 31, 2012
10 forward starting swaps (30-year)
contract
Mar. 31, 2012
4 forward starting swaps (10-year)
contract
Sep. 30, 2012
Interest Rate Swaps
contract
Sep. 30, 2011
Interest Rate Swaps
contract
Jul. 31, 2009
Interest Rate Swaps
contract
Interest Rate Risk Hedging                    
Net deferred losses from interest rate risk hedging included in AOCI $ 143                  
Number of outstanding interest rate swaps (in contracts)   3     5 10       4
Rate of fixed interest to be received on interest rate swap (as a percent)   0.95% 3.60% 4.24% 3.39% 3.60% 3.46%      
Rate of fixed interest to be received on interest rate swap (as a percent)                   4.25%
Notional amount of interest rate cash flow hedge derivatives         125 250        
Notional amount of interest rate derivatives   100 100 250     200     300
Cash payment for (proceeds from) termination of interest rate swaps     $ (12) $ 89     $ 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 contracts)     3 6     4 2 2