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Derivative Financial Instruments (Details) (USD $)
In Millions, unless otherwise specified
12 Months Ended 1 Months Ended
Dec. 31, 2014
Dec. 31, 2013
Dec. 31, 2012
Mar. 31, 2007
Derivative        
Cash flow hedging contracts, gains (losses) recognized in Other Comprehensive Income (Loss)   $ 0us-gaap_UnrealizedGainLossOnInterestRateCashFlowHedgesPretaxAccumulatedOtherComprehensiveIncomeLoss $ 90us-gaap_UnrealizedGainLossOnInterestRateCashFlowHedgesPretaxAccumulatedOtherComprehensiveIncomeLoss  
Gain (Loss) on interest rate swap agreements not designated as hedging instruments 0us-gaap_GainLossOnInterestRateDerivativeInstrumentsNotDesignatedAsHedgingInstruments (2)us-gaap_GainLossOnInterestRateDerivativeInstrumentsNotDesignatedAsHedgingInstruments (64)us-gaap_GainLossOnInterestRateDerivativeInstrumentsNotDesignatedAsHedgingInstruments  
Interest Rate Swap        
Derivative        
Loss on Cash Flow Hedge Ineffectiveness     (60)us-gaap_UnrealizedGainLossOnDerivatives
/ us-gaap_DerivativeByNatureAxis
= us-gaap_InterestRateSwapMember
 
Gain (Loss) on interest rate swap agreements not designated as hedging instruments   (2)us-gaap_GainLossOnInterestRateDerivativeInstrumentsNotDesignatedAsHedgingInstruments
/ us-gaap_DerivativeByNatureAxis
= us-gaap_InterestRateSwapMember
(4)us-gaap_GainLossOnInterestRateDerivativeInstrumentsNotDesignatedAsHedgingInstruments
/ us-gaap_DerivativeByNatureAxis
= us-gaap_InterestRateSwapMember
 
Parent Company [Member]        
Derivative        
Interest rate swaps, number of instruments       2us-gaap_NumberOfInterestRateDerivativesHeld
/ dei_LegalEntityAxis
= lvlt_Level3FinancingMember
Interest rate swaps, notional amount       1,000invest_DerivativeNotionalAmount
/ dei_LegalEntityAxis
= lvlt_Level3FinancingMember
Basis of interest payment three month LIBOR     three month LIBOR
Parent Company [Member] | Interest Rate Swap, Agreement One        
Derivative        
Basis of interest payment       three month LIBOR
Parent Company [Member] | Interest Rate Swap, Agreement Two        
Derivative        
Interest rate swaps, notional amount       500invest_DerivativeNotionalAmount
/ us-gaap_DerivativeByNatureAxis
= lvlt_InterestRateSwapAgreementTwoMember
/ dei_LegalEntityAxis
= lvlt_Level3FinancingMember
Basis of interest payment       three month LIBOR
Interest Expense        
Derivative        
Cash flow hedging contracts, amount of gains (losses) reclassified from AOCI to Interest Expense   0us-gaap_InterestRateCashFlowHedgeGainLossReclassifiedToEarningsNet
/ us-gaap_IncomeStatementLocationAxis
= us-gaap_InterestExpenseMember
26us-gaap_InterestRateCashFlowHedgeGainLossReclassifiedToEarningsNet
/ us-gaap_IncomeStatementLocationAxis
= us-gaap_InterestExpenseMember
 
Other Current Liabilities [Member]        
Derivative        
Interest rate swap agreements - Other noncurrent liabilities   $ 12us-gaap_InterestRateDerivativeInstrumentsNotDesignatedAsHedgingInstrumentsLiabilityAtFairValue
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_OtherCurrentLiabilitiesMember