v2.3.0.11

Derivative Instruments (Details Textuals) (USD $)	3 Months Ended	6 Months Ended	12 Months Ended
	Jun. 30, 2011	Jun. 30, 2011	Dec. 31, 2010
Derivative Instruments (Textuals) [Abstract]
Maximum length of PPAs		24
Maximum length of time hedging using commodity derivative instruments		2
Maximum length of time hedging using interest rate derivative instruments		15
Variable rate debt converted to fixed rate debt	$ 4,100,000,000	$ 4,100,000,000	$ 3,300,000,000
Fair value of derivative liabilities with credit-contingent provisions	48,000,000	48,000,000
Collateral related the fair value of derivative liabilities with credit-contingent provisions	3,000,000	3,000,000
Additional collateral required if our credit rating downgraded	21,000,000	21,000,000
Repayment amount of remaining First Lien Credit Facility term loans		1,200,000,000	3,500,000,000
2011 notional amount of interest rate swaps hedging the variable interest payments associated with the First Lien Credit Facility term loans		1,000,000,000
Remaining unrealized losses related to int rate swaps formerly hedging the First Lien Credit Facility	15,000,000	91,000,000
Unrealized losses associated with interest rate swap breakage costs	17,000,000	17,000,000
Cumulative cash flow hedge losses remaining in AOCI		81,000,000	122,000,000
Losses from the reclassification of interest rate contracts due to settlement	7,000,000	17,000,000
Pre-tax net gains reclassified from AOCI into net income		45,000,000
Losses from interest rate contracts reclassified from OCI into earnings	$ 15,000,000	$ 15,000,000

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Losses from interest rate contracts reclassified from OCI into earnings

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Losses from reclassification of interest rate contracts due to settlement

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Maximum Length of Power Purchase Agreements

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Maximum length of time hedging using commodity derivative instruments

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Maximum length of time hedging using interest rate derivative instruments

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Notional Amount Interest Rate Derivative Underlying Debt Repaid

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Notional Amount Interest Rate Derivative Underlying Debt Repaid During Period

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Unrealized losses associated with interest rate swap breakage costs

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The aggregate fair value of additional assets that would be required to be posted as collateral for derivative instruments with credit-risk-related contingent features if the credit-risk-related contingent features were triggered at the end of the reporting period.

+ References

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-SubTopic 10
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The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

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The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.

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The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.

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The cash outflow for the extinguishment of long-term borrowing, with the highest claim on the assets of the entity in case of bankruptcy or liquidation, before its maturity.

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The amount of net gain (loss) reclassified into earnings in the period when cash flow hedge is discontinued because it is probable that the original forecasted transactions will not occur by the end of the original period or an additional two month time period.

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