v2.4.0.6
Derivative Instruments (Textuals) (Details) (USD $)
3 Months Ended 9 Months Ended 12 Months Ended 3 Months Ended
Sep. 30, 2012
Sep. 30, 2011
Sep. 30, 2012
Sep. 30, 2011
Dec. 31, 2011
Mar. 31, 2012
Interest Rate Swap [Member]
Derivative Instruments (Textuals) [Abstract]            
Maximum length of time hedging using interest rate derivative instruments     11 years      
Derivative, Net Liability Position, Aggregate Fair Value $ 4,000,000   $ 4,000,000      
Collateral Already Posted, Aggregate Fair Value 2,000,000   2,000,000      
Additional Collateral, Aggregate Fair Value 0   0      
Early Repayment of Senior Debt         1,200,000,000  
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 91,000,000  
Cumulative cash flow hedge losses remaining in AOCI     236,000,000   172,000,000  
Cash Flow Hedge Gain (Loss) Reclassified to Earnings, Net 8,000,000 7,000,000 23,000,000 24,000,000    
Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months     21,000,000      
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  
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments 0 (3,000,000) (14,000,000) (149,000,000)   156,000,000
Interest Rate Derivative Liabilities, Fair Value on Settlement Date [Line Items]            
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments, realized       142,000,000    
Gain Loss On Interest Rate Derivative Instruments Not Designated As Hedging Instruments, Unrealized       $ 14,000,000