Fair Value Of Financial Instruments (Assets And Liabilities Measured At Fair Value On A Recurring Basis) (USD $) In Millions	Jun. 30, 2011		Dec. 31, 2010
Cash Equivalents	$ 20	[1]	$ 60	[1]
Total Assets	30		72
Total Liabilities	34		37
Interest Rate Contracts [Member]
Derivative Assets	8	[2]	11	[2]
Derivative Liabilities	33		36	[2]
Interest Rate Contracts [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]
Derivative Assets	0	[2]	0	[2]
Derivative Liabilities	0		0	[2]
Interest Rate Contracts [Member] | Significant Other Observable Inputs (Level 2) [Member]
Derivative Assets	8	[2]	11	[2]
Derivative Liabilities	33		36	[2]
Interest Rate Contracts [Member] | Significant Unobservable Inputs (Level 3) [Member]
Derivative Assets	0	[2]	0	[2]
Derivative Liabilities	0		0	[2]
Foreign Exchange Contracts [Member]
Derivative Assets	2	[3]	1	[3]
Derivative Liabilities	1		1	[3]
Foreign Exchange Contracts [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]
Derivative Assets	0	[3]	0	[3]
Derivative Liabilities	0		0	[3]
Foreign Exchange Contracts [Member] | Significant Other Observable Inputs (Level 2) [Member]
Derivative Assets	2	[3]	1	[3]
Derivative Liabilities	1		1	[3]
Foreign Exchange Contracts [Member] | Significant Unobservable Inputs (Level 3) [Member]
Derivative Assets	0	[3]	0	[3]
Derivative Liabilities	0		0	[3]
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member]
Cash Equivalents	20	[1]	60	[1]
Total Assets	20		60
Total Liabilities	0		0
Significant Other Observable Inputs (Level 2) [Member]
Cash Equivalents	0	[1]	0	[1]
Total Assets	10		12
Total Liabilities	34		37
Significant Unobservable Inputs (Level 3) [Member]
Cash Equivalents	0	[1]	0	[1]
Total Assets	0		0
Total Liabilities	$ 0		$ 0

[1] Includes cash invested in money market funds.

[2] Includes interest rate cap and swap agreements which are valued using counterparty quotes, which use discounted cash flows and the then-applicable forward interest rates.

[3] Includes foreign currency forward and options contracts which are valued using an income approach based on the present value of the forward rate less the contract rate multiplied by the notional amount.