Derivative Financial Instruments and Related Hedging Programs, Notional Quantity Table (Details)	Sep. 30, 2013 Remainder of 2013	Sep. 30, 2013 2014	Sep. 30, 2013 2015	Sep. 30, 2013 Not Designated as Hedging Instrument Aluminum Fixed priced contracts Purchase mmlbs	Sep. 30, 2013 Not Designated as Hedging Instrument Aluminum Fixed priced contracts Sales mmlbs	Sep. 30, 2013 Not Designated as Hedging Instrument Aluminum Midwest premium swap contracts Purchase mmlbs		Sep. 30, 2013 Not Designated as Hedging Instrument Natural Gas Fixed priced contracts Purchase MMBTU		Sep. 30, 2013 Not Designated as Hedging Instrument Natural Gas Option contracts Purchase MMBTU		Sep. 30, 2013 Not Designated as Hedging Instrument Natural Gas Option contracts Sales MMBTU		Sep. 30, 2013 Not Designated as Hedging Instrument Electricity Fixed priced contracts Purchase MWH	Sep. 30, 2013 Not Designated as Hedging Instrument Foreign Currency Fixed priced contracts Purchase Euro EUR (€)	Sep. 30, 2013 Not Designated as Hedging Instrument Foreign Currency Fixed priced contracts Purchase GBP GBP (£)	Sep. 30, 2013 Not Designated as Hedging Instrument Hedges Relating to the Convertible Notes Bifurcated Conversion Feature		Sep. 30, 2013 Not Designated as Hedging Instrument Hedges Relating to the Convertible Notes Call Options
Summary of material derivative positions
Notional amount of contracts				48.7	1.2	47.0	[1]	6,330,000	[2]	240,000	[2]	240,000	[2]	405,625			3,634,995	[3]	3,634,995	[3]
Notional Amount of contracts, currency															€ 1,486,965	£ 44,106
Percentage of natural gas purchases for which the Company's exposure to fluctuations in gas prices had been substantially reduced	78.00%	82.00%	58.00%

[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 September 30, 2013, the Company’s exposure to fluctuations in natural gas prices had been substantially reduced for approximately 78%, 82% and 58% of the expected natural gas purchases for the remainder of 2013, 2014 and 2015, respectively.

[3] The Bifurcated Conversion Feature represents the cash conversion feature of the Convertible Notes. The Call Options expire on the maturity or earlier conversion of the Convertible Notes and have an exercise price equal to the conversion price of the Convertible Notes, subject to anti-dilution adjustments substantially similar to the anti-dilution adjustments for 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.