Derivatives (Details 2) (Fair value hedges) In Millions, unless otherwise specified		1 Months Ended		1 Months Ended	3 Months Ended		9 Months Ended		3 Months Ended		9 Months Ended
	Sep. 30, 2012 Interest rate swap contracts USD ($)	Jul. 31, 2007 Interest rate swap contracts Fixed rate Eurobond Due 2014 EUR (€)	Aug. 31, 2010 Interest rate swap contracts Fixed rate Eurobond Due 2014 EUR (€)	Oct. 31, 2008 Interest rate swap contracts Floating rate Medium-term note due November 2011 USD ($) Derivative	Sep. 30, 2012 Derivatives designated as hedging instruments USD ($)	Sep. 30, 2011 Derivatives designated as hedging instruments USD ($)	Sep. 30, 2012 Derivatives designated as hedging instruments USD ($)	Sep. 30, 2011 Derivatives designated as hedging instruments USD ($)	Sep. 30, 2012 Derivatives designated as hedging instruments Interest rate swap contracts Interest expense USD ($)	Sep. 30, 2011 Derivatives designated as hedging instruments Interest rate swap contracts Interest expense USD ($)	Sep. 30, 2012 Derivatives designated as hedging instruments Interest rate swap contracts Interest expense USD ($)	Sep. 30, 2011 Derivatives designated as hedging instruments Interest rate swap contracts Interest expense USD ($)
Derivatives in Cash Flow Hedging Relationships
Notional amount, interest rate swaps designated as fair value hedges	$ 342	€ 400		$ 800
Term of debt instrument		7 years		3 years
Face amount		750		800
Termination of notional amount of fixed-to-floating interest rate swap			150
Gain (loss) on termination of fixed-to-floating interest rate swap will be amortized over this debt's remaining life			18
Number of fixed-to-floating interest rate swaps				2
Interest rate, stated percentage (as a percent)				4.50%
Gain (Loss) on Derivative Recognized in income					0	1	(3)	(7)	0	1	(3)	(7)
Gain (Loss) on Hedged Item Recognized in Income					$ 0	$ (1)	$ 3	$ 7	$ 0	$ (1)	$ 3	$ 7