v2.4.0.6

Derivative Instruments (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended			6 Months Ended			12 Months Ended
	Jun. 30, 2012 MMBTU MW		Jun. 30, 2011	Jun. 30, 2012 MMBTU MW		Jun. 30, 2011	Dec. 31, 2011 MMBTU MW
Price Risk Derivatives [Abstract]
Power (MWh)	(21)			(21)			(21)
Natural gas (MMBtu)	(68)			(68)			(200)
Interest rate swaps	$ 1,592	[1]		$ 1,592	[1]		$ 5,639	[1]
Derivative Instruments, Gain (Loss) [Line Items]
Early Repayment of Senior Debt							1,200
Unrealized losses associated with interest rate swap breakage costs	8		7	15		17
Notional Amount Interest Rate Derivative Underlying Debt Repaid During Period							1,000
Gain (Loss) on Discontinuation of Cash Flow Hedge Due to Forecasted Transaction Probable of Not Occurring, Net						$ 91	$ 91
[1] Approximately $4.1 billion at December 31, 2011 was related to hedges of our First Lien Credit Facility's variable rate debt that was converted to fixed rate debt. On March 26, 2012, we terminated the interest rate swaps formerly hedging our First Lien Credit Facility.

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- Definition

Nonmonetary Notional Amount of Price Risk Derivatives Natural Gas

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Nonmonetary Notional Amount of Price Risk Derivatives Power

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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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- Definition

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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Aggregate notional amount of interest rate derivatives, which relates to the currency amount specified in the interest rate derivative instruments.

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