Note 9 - Derivative Instruments: (Detail) (USD $) In Millions, unless otherwise specified	6 Months Ended	18 Months Ended
Jun. 30, 2012	Jun. 30, 2012
Nickel Swap		During 2012 and 2011, the Company entered into nickel swaps indexed to the London Metal Exchange (LME) price of nickel with third-party brokers.The nickel swaps are treated as derivatives for accounting purposes.The Company entered into the swaps to mitigate its customers' risk of volatility in the price of nickel.The nickel swaps vary in length from nine to 21 months and are settled with the broker at maturity.The economic benefit or loss arising from the changes in fair value of the swaps is contractually passed through to the customer.The primary risk associated with the nickel swaps is the ability of customers or third-party brokers to honor their agreements with the Company related to derivative instruments.If the customer or third-party brokers are unable to honor their agreements, the Company's risk of loss is the fair value of the nickel swap. While these derivatives are intended to help the Company manage risk, they have not been designated as hedging instruments. The periodic changes in fair value of the nickel and embedded customer derivative instruments are included in "Cost of materials sold" in the Consolidated Statement of Comprehensive Income.We recognize derivative positions with both the customer and the third party for the derivatives and we classify cash settlement amounts associated with them as part of "Cost of materials sold" in the Consolidated Statements of Comprehensive Income.The periodic changes in fair value of the interest rate swap are included in "Other income and expense, net" in the Consolidated Statement of Comprehensive Income.Cash settlement amounts associated with the interest rate swap are included in "Interest and other expense on debt" in the Consolidated Statements of Comprehensive Income. The embedded customer derivatives are included in "Accounts receivable, net", and the nickel and interest rate swaps are included in "Other accrued liabilities" and "Other long-term liabilities" on the Consolidated Balance Sheet at June 30, 2012 and December 31, 2011
Interest Rate Swap	CTI entered into an interest rate swap to reduce the impact of changes in interest rates on its IRB.The swap agreement matures April 2018, the same time as the IRB, but is reduced annually by the amount of the principal payments on the IRB.Although the Company is exposed to credit loss in the event of nonperformance by the other parties to the interest rate swap agreement, the Company anticipates performance by the counterparties.The interest rate swap is not treated as a hedging instrument for accounting purposes
Line of Credit Facility, Amount Outstanding (in Dollars)	$ 53	$ 53

Note 9 - Derivative Instruments: (Detail) (USD $)
In Millions, unless otherwise specified

6 Months Ended

18 Months Ended

Jun. 30, 2012

During 2012 and 2011, the Company entered into nickel swaps indexed to the London Metal Exchange (LME) price of nickel with third-party brokers.The nickel swaps are treated as derivatives for accounting purposes.The Company entered into the swaps to mitigate its customers' risk of volatility in the price of nickel.The nickel swaps vary in length from nine to 21 months and are settled with the broker at maturity.The economic benefit or loss arising from the changes in fair value of the swaps is contractually passed through to the customer.The primary risk associated with the nickel swaps is the ability of customers or third-party brokers to honor their agreements with the Company related to derivative instruments.If the customer or third-party brokers are unable to honor their agreements, the Company's risk of loss is the fair value of the nickel swap. While these derivatives are intended to help the Company manage risk, they have not been designated as hedging instruments. The periodic changes in fair value of the nickel and embedded customer derivative instruments are included in "Cost of materials sold" in the Consolidated Statement of Comprehensive Income.We recognize derivative positions with both the customer and the third party for the derivatives and we classify cash settlement amounts associated with them as part of "Cost of materials sold" in the Consolidated Statements of Comprehensive Income.The periodic changes in fair value of the interest rate swap are included in "Other income and expense, net" in the Consolidated Statement of Comprehensive Income.Cash settlement amounts associated with the interest rate swap are included in "Interest and other expense on debt" in the Consolidated Statements of Comprehensive Income. The embedded customer derivatives are included in "Accounts receivable, net", and the nickel and interest rate swaps are included in "Other accrued liabilities" and "Other long-term liabilities" on the Consolidated Balance Sheet at June 30, 2012 and December 31, 2011

Interest Rate Swap

CTI entered into an interest rate swap to reduce the impact of changes in interest rates on its IRB.The swap agreement matures April 2018, the same time as the IRB, but is reduced annually by the amount of the principal payments on the IRB.Although the Company is exposed to credit loss in the event of nonperformance by the other parties to the interest rate swap agreement, the Company anticipates performance by the counterparties.The interest rate swap is not treated as a hedging instrument for accounting purposes

Line of Credit Facility, Amount Outstanding (in Dollars)

$ 53