XML 62 R34.htm IDEA: XBRL DOCUMENT v2.4.0.6
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.