Objectives And Strategies For Using Derivatives (Narratives) (Details) (USD $)	6 Months Ended
	Jun. 30, 2012	Jun. 30, 2011
Derivatives, Fair Value
Average daily notional derivative positions with third parties - In-House Bank	$ 1,400,000,000
In-House Bank's average net derivative exposure to third parties	1,300,000,000
Notional value of derivative contracts designated as cash flow hedges	830,000,000
Number Of Counterparties Used In House Bank	10
Notional amount of foreign currency derivatives	585,000,000
Net investment hedges	98,000,000
Amount of Ineffectiveness on Net Investment Hedges	0	0
Interest rate swap contracts designated as fair value hedge	300,000,000
Interest rate swap contracts designated as cash flow hedge	280,000,000
Percentage of forecasted natural gas purchases hedged by commodity forward contracts	30.00%
Fair Value Hedge Ineffectiveness is Immaterial Assertion	Fair value hedges resulted in no significant ineffectiveness in the six months ended June 30, 2012 and 2011.
Gain/Loss from hedged firm commitment not qualifying as fair value hedge	0	0
Cash flow hedge ineffectiveness is immaterial assertion	Cash flow hedges resulted in no significant ineffectiveness in the six months ended June 30, 2012 and 2011.
Gain/Loss reclassified into earnings from discontinuance of cash flow hedges	0	0
Expected reclassification from other comprehensive income to cost of sales	$ 13,000,000
Maximum length of time cash flow hedge in place	July 2014