Derivative Accounting (Details 4) (Commodity Contracts, USD $)	3 Months Ended
Mar. 31, 2013 item
Commodity Contracts
Credit Risk and Credit-Related Contingent Features
Concentration of credit risk, number of counterparties	2
Concentration of risk with two counterparties, as a percentage of risk management assets	83.00%
Risk management activities-derivative instruments: Commodity Contracts	$ 54,000,000
Aggregate Fair Value of Derivative Instruments in a Net Liability Position	172,000,000
Cash Collateral Posted	25,000,000
Additional Cash Collateral in the Event Credit-Risk Related Contingent Features were Fully Triggered	106,000,000
Additional collateral to counterparties for energy related non-derivative instrument contracts	$ 174,000,000

The number of counterparties involved in risk management contracts for which the concentration of risk is disclosed.

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The aggregate fair value of additional assets that would be required to be posted as collateral for non-derivative instruments with credit-risk related contingent features if the credit-risk-related contingent features were triggered at the end of the reporting period.

+ References

No definition available.

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The aggregate fair value of additional assets that would be required to be posted as collateral for derivative instruments with credit-risk-related contingent features if the credit-risk-related contingent features were triggered at the end of the reporting period.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

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The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.

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For an entity that discloses a concentration risk in relation to quantitative amount, which serves as the "benchmark" (or denominator) in the equation, this concept represents the concentration percentage derived from the division.

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Fair values as of the balance sheet date of all assets resulting from contracts that meet the criteria of being accounted for as derivative instruments, net of the effects of master netting arrangements.

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The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.

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