v2.4.0.6
Derivative Instruments (Textuals) (Details) (USD $)
 3 Months Ended 12 Months Ended
Sep. 30, 2011
Jun. 30, 2011
Dec. 31, 2011
Dec. 31, 2010
Derivative Instruments (Textuals) [Abstract]        
Maximum Length of Power Purchase Agreements     23  
Maximum length of time hedging using commodity derivative instruments     1  
Maximum length of time hedging using interest rate derivative instruments     12  
Derivative, Net Liability Position, Aggregate Fair Value     $ 138,000,000  
Collateral Already Posted, Aggregate Fair Value     90,000,000  
Additional Collateral, Aggregate Fair Value     2,000,000  
Early Repayment of Senior Debt     1,200,000,000 3,500,000,000
Notional Amount Interest Rate Derivative Underlying Debt Repaid During Period     1,000,000,000  
Gain (Loss) on Discontinuation of Cash Flow Hedge Due to Forecasted Transaction Probable of Not Occurring, Net     91,000,000 206,000,000
Unrealized losses associated with interest rate swap breakage costs   17,000,000 32,000,000 183,000,000
Cumulative cash flow hedge losses remaining in AOCI     172,000,000 122,000,000
Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months     15,000,000  
Losses from interest rate contracts reclassified from OCI into earnings 15,000,000      
Notional Amount Interest Rate Derivative Underlying Debt Repaid     4,100,000,000 3,300,000,000
Losses from reclassification of interest rate contracts due to settlement   $ 17,000,000