Financial Instruments And Fair Value Measurements (Quantitative Information About Level 3 Fair Value Measurements) (Details) (USD $)
In Millions, unless otherwise specified

3 Months Ended

Mar. 31, 2012

Auction Rate Securities [Member]

Short-term investments

$ 112

Valuation Technique(s)

Discounted Cash Flows

Unobservable Input

Hypothetical U.S. Treasury forward rates (a) Credit risk premium (b) Illiquidity premium (c) Expected repayments (d)

Level 3 fair value measurements, expected repayments, period

Begin in 2012-2013, end in 2013-2035

^[1]

EETC [Member]

Short-term investments

$ 62

Valuation Technique(s)

Discounted Cash Flows

Unobservable Input

Structure credit risk (e)

Hypothetical U.S. Treasury Forward Rates [Member] | Auction Rate Securities [Member]

Level 3 fair value measurements, weighted average percentage

2.70%

^[2]

Hypothetical U.S. Treasury Forward Rates [Member] | Maximum [Member] | Auction Rate Securities [Member]

Level 3 fair value measurements, percentage

3.60%

^[2]

Hypothetical U.S. Treasury Forward Rates [Member] | Minimum [Member] | Auction Rate Securities [Member]

Level 3 fair value measurements, percentage

0.15%

^[2]

Credit Risk Premium [Member] | Auction Rate Securities [Member]

Level 3 fair value measurements, percentage

1.00%

^[3]

Illiquidity Premium [Member] | Auction Rate Securities [Member]

Level 3 fair value measurements, percentage

5.00%

^[4]

Structure Credit Risk [Member] | EETC [Member]

Level 3 fair value measurements, weighted average percentage

6.00%

^[5]

Structure Credit Risk [Member] | Maximum [Member] | EETC [Member]

Level 3 fair value measurements, percentage

8.00%

^[5]

Structure Credit Risk [Member] | Minimum [Member] | EETC [Member]

Level 3 fair value measurements, percentage

5.00%

^[5]

[1] Represents the estimated timing of principal repayments used in the discounted cash flow model.

[2] Represents amounts used to determine base component of future interest rate sets that the Company has determined market participants would use in pricing the investments.

[3] Represents the credit risk premium component of the discount rate that the Company has determined market participants would use in pricing the investments.

[4] Represents the illiquidity premium component of the discount rate that the Company has determined market participants would use in pricing the investments.

[5] Represents the credit risk premium of the EETC structure above the risk-free rate that the Company has determined market participants would use in pricing the instruments.