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Derivatives and Risk Management Activities (Details 2) (USD $)
In Millions, unless otherwise specified
1 Months Ended
Mar. 31, 2014
Mar. 31, 2014
10 forward starting interest rate swaps (30-year)
Cash flow hedge
contract
Apr. 30, 2014
Treasury locks entered into in anticipation of issuance of 4.70% senior notes due 2044
Subsequent Event
Mar. 31, 2014
Treasury locks entered into in anticipation of issuance of 4.70% senior notes due 2044
Cash flow hedge
contract
Apr. 30, 2014
Treasury locks entered into in anticipation of issuance of 4.70% senior notes due 2044
Cash flow hedge
Subsequent Event
Apr. 30, 2014
Treasury locks entered into April 2014
Cash flow hedge
Subsequent Event
Interest Rate Risk Hedging            
Net deferred gains (losses) from interest rate risk hedging included in AOCI $ (83)          
Number of outstanding interest rate swaps (in contracts)   10   4    
Rate of fixed interest to be received on interest rate swap (as a percent)   3.60%   3.64%    
Notional amount of derivatives   250 250 200   50
Cash payment for (proceeds from) termination of interest rate swaps         $ 7