Quantitative Information About Level 3 Fair Value Measurements (Detail) (USD $) In Millions, unless otherwise specified	6 Months Ended
	Jun. 30, 2012
Auction Rate Securities
Fair Value Measurements [Line Items]
Short-term investments	$ 112
Valuation Technique(s)	Discounted Cash Flows
Unobservable Input	Credit risk premium (a) Illiquidity premium (b) Expected repayments (c)
Level 3 fair value measurements, expected repayments, period	Begin in 2013, end in 2014-2036	[1]
Auction Rate Securities | Credit Risk Premium
Fair Value Measurements [Line Items]
Level 3 fair value measurements, percentage	1.00%	[2]
Auction Rate Securities | Illiquidity Premium
Fair Value Measurements [Line Items]
Level 3 fair value measurements, percentage	5.00%	[3]
EETC
Fair Value Measurements [Line Items]
Short-term investments	63
Valuation Technique(s)	Discounted Cash Flows
Unobservable Input	Structure credit risk (d)
EETC | Structure Credit Risk
Fair Value Measurements [Line Items]
Level 3 fair value measurements, weighted average percentage	8.00%	[4]
EETC | Structure Credit Risk | Minimum
Fair Value Measurements [Line Items]
Level 3 fair value measurements, percentage	7.00%	[4]
EETC | Structure Credit Risk | Maximum
Fair Value Measurements [Line Items]
Level 3 fair value measurements, percentage	9.00%	[4]
Convertible Debt Derivative Asset
Fair Value Measurements [Line Items]
Short-term investments	289
Valuation Technique(s)	Binomial Lattice Model
Unobservable Input	Expected volatility (e) Own credit risk (f)
Convertible Debt Derivative Asset | Expected Volatility
Fair Value Measurements [Line Items]
Level 3 fair value measurements, weighted average percentage	48.00%	[5]
Convertible Debt Derivative Asset | Expected Volatility | Minimum
Fair Value Measurements [Line Items]
Level 3 fair value measurements, percentage	45.00%	[5]
Convertible Debt Derivative Asset | Expected Volatility | Maximum
Fair Value Measurements [Line Items]
Level 3 fair value measurements, percentage	60.00%	[5]
Convertible Debt Derivative Asset | Own Credit Risk
Fair Value Measurements [Line Items]
Level 3 fair value measurements, weighted average percentage	8.00%	[6]
Convertible Debt Derivative Asset | Own Credit Risk | Minimum
Fair Value Measurements [Line Items]
Level 3 fair value measurements, percentage	7.00%	[6]
Convertible Debt Derivative Asset | Own Credit Risk | Maximum
Fair Value Measurements [Line Items]
Level 3 fair value measurements, percentage	10.00%	[6]
Convertible Debt Option Liability
Fair Value Measurements [Line Items]
Short-term investments	$ (147)
Valuation Technique(s)	Binomial Lattice Model
Unobservable Input	Expected volatility (e) Own credit risk (f)
Convertible Debt Option Liability | Expected Volatility
Fair Value Measurements [Line Items]
Level 3 fair value measurements, weighted average percentage	48.00%	[5]
Convertible Debt Option Liability | Expected Volatility | Minimum
Fair Value Measurements [Line Items]
Level 3 fair value measurements, percentage	45.00%	[5]
Convertible Debt Option Liability | Expected Volatility | Maximum
Fair Value Measurements [Line Items]
Level 3 fair value measurements, percentage	60.00%	[5]
Convertible Debt Option Liability | Own Credit Risk
Fair Value Measurements [Line Items]
Level 3 fair value measurements, weighted average percentage	8.00%	[6]
Convertible Debt Option Liability | Own Credit Risk | Minimum
Fair Value Measurements [Line Items]
Level 3 fair value measurements, percentage	7.00%	[6]
Convertible Debt Option Liability | Own Credit Risk | Maximum
Fair Value Measurements [Line Items]
Level 3 fair value measurements, percentage	10.00%	[6]

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

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

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

[4] 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.

[5] Represents the range in volatility estimates that the Company has determined market participants would use when pricing the instruments.

[6] Represents the range of Company-specific risk adjustments that the Company has determined market participants would use as a model input.