Financial Instruments Derivatives Guarantees and Concentration of Credit Risk (Details Textual) (USD $) In Millions, unless otherwise specified	12 Months Ended
Dec. 31, 2011	Dec. 31, 2010	Dec. 31, 2009
Financial Instruments Derivatives Guarantees and Concentration of Credit Risk (Textuals) [Abstract]
Percentage of long term debt publicly traded	96.00%	100.00%
Cost method	$ 1	$ 2
Expected duration of future net cash flows for derivatives classified as current (Months)	12 months
Gain (loss) recognized in income as a result of excluding amounts from assessment of hedge effectiveness	0
Collateral totaling of credit risk	0	0
Net gains (losses) of cash flow hedge to be reclassified into earnings within next year	0
Maximum potential exposure of guarantees	38	39
Carrying value of guarantees included in accrued liabilities	$ 34	$ 35
Customer accounted for ten percent of consolidated revenues	1	1	0
Consolidated revenue, major customer, percentage	17.00%	15.00%

The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

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The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.

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This item represents the aggregate carrying amount of all cost-method investments as reported on or included in the balance sheet. The original cost of the investments may differ from the aggregate carrying amount disclosed due to various adjustments such as: (i) dividends received in excess of earnings after the date of investment that are considered a return of investment and therefore recorded as reductions to cost of the investment, or (ii) a series of operating losses of an investee or other factors which may indicate that a decrease in value of the investment has occurred which is other than temporary and accordingly such decrease in value has been recognized.

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-Name Emerging Issues Task Force (EITF)

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The net gain (loss) relating to components of the gain (loss) on the cash flow hedging instrument excluded from the assessment of cash flow hedge effectiveness. Recognized in earnings.

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The current carrying amount of the liability for the freestanding or embedded guarantor's obligations under the guarantee or each group of similar guarantees.

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Maximum potential amount of future payments (undiscounted) the guarantor could be required to make under the guarantee or each group of similar guarantees before reduction for potential recoveries under recourse or collateralization provisions.

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Customer accounted for ten percent of consolidated revenues.

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Percentage of major customer account for of consolidated revenue

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Expected duration of future net cash flows for derivatives classified as current.

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Percentage of long term debt publicly traded.

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