Hedging Hedge Portfolio Table (Details) In Millions, unless otherwise specified	Jun. 30, 2012 Purchased euro put options settling in 2012 [Member] USD ($)	Jun. 30, 2012 Purchased euro put options settling in 2012 [Member] EUR (€)	Jun. 30, 2012 Sold euro call options settling in 2012 [Member] USD ($)	Jun. 30, 2012 Sold euro call options settling in 2012 [Member] EUR (€)	Jun. 30, 2012 Purchased euro put options settling in 2013 [Member] USD ($)	Jun. 30, 2012 Purchased euro put options settling in 2013 [Member] EUR (€)	Jun. 30, 2012 Sold euro call options settling in 2013 [Member] USD ($)	Jun. 30, 2012 Sold euro call options settling in 2013 [Member] EUR (€)	Jun. 30, 2012 2012 [Member] Mg		Jun. 30, 2012 2013 [Member] Mg		Jun. 30, 2012 2014 [Member] Mg		Jun. 30, 2012 2015 [Member] Mg		Jun. 30, 2012 30 day euro forward contract [Member] USD ($)	Jun. 30, 2012 30 day euro forward contract [Member] EUR (€)
Derivative [Line Items]
Notional amount of foreign currency cash flow hedge derivatives		€ 95		€ 95		€ 212		€ 212
Derivative average foreign currency option strike price, contract average price	1.23		1.31		1.20		1.28
Derivative, nonmonetary notional amount									42,612	[1]	76,701	[1]	103,136	[1]	50,210	[1]
Derivative, swap type, average fixed price									465	[1]	497	[1]	588	[1]	564	[1]
Notional amount of foreign currency derivative instruments not designated as hedging instruments																		€ 70
Derivative, average forward exchange rate																	1.24

[1] As described in the paragraph above, new cash flow hedge relationships were established for certain bunker fuel forward contracts in 2011. These changes resulted in hedge rates for accounting purposes that are different from those in the hedge contract terms.