Derivative Financial Instruments (Tables)

9 Months Ended

Sep. 30, 2011

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of outstanding interest rate derivatives designated as cash flow hedges

As of September 30, 2011, the Company had the following outstanding derivatives that were designated as cash flow hedges of interest rate risk:

Interest Rate Derivative	Number of Instruments	Notional (in Millions)
Interest rate swaps	Two	$	1,000

Schedule of fair value of derivative financial instruments

The table below presents the fair value of the Company’s derivative financial instruments as well as their classification on the consolidated balance sheets as follows (in millions):

	Liability Derivatives
	September 30, 2011			December 31, 2010
Derivatives designated as hedging instruments	Balance Sheet Location	Fair Value		Balance Sheet Location	Fair Value
Cash flow hedging contracts	Other noncurrent liabilities	$	98	Other noncurrent liabilities	$	108
	Liability Derivatives
	September 30, 2011			December 31, 2010
Derivatives not designated as hedging instruments	Balance Sheet Location	Fair Value		Balance Sheet Location	Fair Value
Embedded equity conversion rights	Other noncurrent liabilities	$	—	Other noncurrent liabilities	$	—

Schedule of the amount of gains (losses) recognized in Other Comprehensive Loss

The amount of gains (losses) recognized in Other Comprehensive Loss consists of the following (in millions):

Derivatives designated as hedging instruments	2011		2010
Cash flow hedging contracts
Three months ended September 30,	$	2	$	(9	)
Nine months ended September 30,	$	10	$	(30	)

Schedule of the amount of gains (losses) reclassified from AOCI to Income/Loss

The amount of gains (losses) reclassified from AOCI to Income/Loss (effective portions) consists of the following (in millions):

Derivatives designated as hedging instruments	Income Statement Location	2011			2010
Cash flow hedging contracts:
Three months ended September 30,	Interest Expense	$	(12	)	$	(11	)
Nine months ended September 30,	Interest Expense	$	(35	)	$	(34	)

Schedule of effect of derivatives not designated as hedging instruments on net loss

The effect of the Company’s derivatives not designated as hedging instruments on net loss is as follows (in millions):

Derivatives not designated as hedging instruments	Location of Gain Recognized in Income/Loss on Derivative
		2011		2010
Embedded equity conversion rights:
Three months ended September 30,	Other Income (Expense)—Other, net	$	—	$	—
Nine months ended September 30,	Other Income (Expense)—Other, net	$	—	$	10