Derivative Financial Instruments and Related Hedging Programs, Notional Quantity Table (Details)	Dec. 31, 2012 2013	Dec. 31, 2012 2014	Dec. 31, 2012 2015	Dec. 31, 2012 Not Designated as Hedging Instrument Aluminum Fixed priced purchase contracts mmlbs	Dec. 31, 2012 Not Designated as Hedging Instrument Aluminum Fixed priced sales contracts mmlbs	Dec. 31, 2012 Not Designated as Hedging Instrument Aluminum Midwest premium swap contracts mmlbs		Dec. 31, 2012 Not Designated as Hedging Instrument Natural Gas Call option purchase contracts MMBTU		Dec. 31, 2012 Not Designated as Hedging Instrument Natural Gas Put option sales contracts MMBTU		Dec. 31, 2012 Not Designated as Hedging Instrument Natural Gas Fixed priced purchase contracts MMBTU		Dec. 31, 2012 Not Designated as Hedging Instrument Electricity Fixed priced purchase contracts MWH	Dec. 31, 2012 Not Designated as Hedging Instrument Hedges Relating to the Convertible Notes Bifurcated Conversion Feature		Dec. 31, 2012 Not Designated as Hedging Instrument Hedges Relating to the Convertible Notes Call Options		Dec. 31, 2012 Canadian Dollar Not Designated as Hedging Instrument Foreign Currency Fixed priced purchase contracts CAD	Dec. 31, 2012 Swiss Franc Not Designated as Hedging Instrument Foreign Currency Fixed priced purchase contracts CHF
Summary of material derivative positions
Notional Amount of Contracts, Nonmonetary				59.5	1.0	54.5	[1]	930,000	[2]	930,000	[2]	7,550,000	[2]	394,200	3,624,449	[3]	3,624,449	[3]
Notional Amount of Contracts, Monetary																			604,839	172,123
Percentage of natural gas purchases for which the Company's exposure to fluctuations in gas prices have been reduced	82.00%	75.00%	46.00%

[1] Regional premiums represent the premium over the London Metal Exchange price for primary aluminum which is incurred on the Company's purchases of primary aluminum.

[2] As of December 31, 2012, the Company's exposure to fluctuations in natural gas prices had been substantially reduced for approximately 82%, 75% and 46% of the expected natural gas purchases for 2013, 2014 and 2015, respectively.

[3] The Bifurcated Conversion Feature represents the cash conversion feature of the Convertible Notes. To hedge against the potential cash outflows associated with the Bifurcated Conversion Feature, the Company purchased cash-settled Call Options. The Call Options have an exercise price equal to the conversion price of the Convertible Notes, subject to anti-dilution adjustment provisions substantially similar to the Convertible Notes, which may cause the exercise price to decrease and the notional amount of shares relating thereto to increase. The Call Options will expire upon the maturity of the Convertible Notes. Although the fair value of the Call Options is derived from a notional number of shares of the Company's common stock, the Call Options may only be settled in cash.