Derivatives (Details) (USD $)			1 Months Ended		12 Months Ended
	Dec. 31, 2011	Dec. 31, 2010	Sep. 30, 2011 Fixed rate Medium-term note due 2016	Dec. 31, 2011 Fixed rate Medium-term note due 2016	Dec. 31, 2011 Cash flow hedge	Dec. 31, 2010 Cash flow hedge	Dec. 31, 2009 Cash flow hedge	Dec. 31, 2011 Cash flow hedge Foreign currency forward/option contracts	Dec. 31, 2010 Cash flow hedge Foreign currency forward/option contracts	Dec. 31, 2009 Cash flow hedge Foreign currency forward/option contracts	Dec. 31, 2011 Cash flow hedge Foreign currency forward/option contracts Cost of Sales	Dec. 31, 2010 Cash flow hedge Foreign currency forward/option contracts Cost of Sales	Dec. 31, 2009 Cash flow hedge Foreign currency forward/option contracts Cost of Sales	Dec. 31, 2011 Cash flow hedge Foreign currency forward contracts	Dec. 31, 2010 Cash flow hedge Foreign currency forward contracts	Dec. 31, 2009 Cash flow hedge Foreign currency forward contracts	Dec. 31, 2011 Cash flow hedge Foreign currency forward contracts Interest expense	Dec. 31, 2010 Cash flow hedge Foreign currency forward contracts Interest expense	Dec. 31, 2009 Cash flow hedge Foreign currency forward contracts Interest expense	Dec. 31, 2011 Cash flow hedge Commodity price swap contracts	Dec. 31, 2010 Cash flow hedge Commodity price swap contracts	Dec. 31, 2009 Cash flow hedge Commodity price swap contracts	Dec. 31, 2011 Cash flow hedge Commodity price swap contracts Cost of Sales	Dec. 31, 2010 Cash flow hedge Commodity price swap contracts Cost of Sales	Dec. 31, 2009 Cash flow hedge Commodity price swap contracts Cost of Sales	Dec. 31, 2011 Cash flow hedge Interest rate swap contracts	Aug. 31, 2011 Cash flow hedge Interest rate swap contracts
Derivatives gain (loss)
Maximum length of time hedged (in months)								12M												12M
Term of interest rate swap (in years)																											5Y
Dollar equivalent gross notional amount, foreign exchange forward and option contracts designated as cash flow hedges								$ 4,500,000,000
Dollar equivalent gross notional amount, natural gas commodity price swaps designated as cash flow hedges																				29,000,000
Dollar equivalent gross notional amount, forecasted debt issuance contracts designated as cash flow hedges																											400,000,000
Principal amount				1,000,000,000
Pretax Gain (Loss) Recognized in Other Comprehensive Income on Effective portion of Derivative					(50,000,000)	(9,000,000)	(21,000,000)	3,000,000	(30,000,000)	(58,000,000)				(42,000,000)	34,000,000	55,000,000				(4,000,000)	(13,000,000)	(18,000,000)				(7,000,000)
Pretax Gain (Loss) Recognized in Income on Effective Portion of Derivative as a Result of Reclassification from Accumulated Other Comprehensive Income					(134,000,000)	(15,000,000)	109,000,000				(87,000,000)	(39,000,000)	96,000,000				(41,000,000)	33,000,000	47,000,000				(6,000,000)	(9,000,000)	(34,000,000)
Accumulated other comprehensive income (loss), unrealized gain (loss) on cash flow hedges	$ 22,000,000	$ (32,000,000)																								$ (4,000,000)
The time period estimated for the anticipated transfer of gains (losses), net from accumulated other comprehensive income into earnings (in months)					12M																					5Y
Debt instrument term			5