2.2.0.7 false Non-Hedge Derivative Gain 00970 - Disclosure - Non-Hedge Derivative Gain true false false false 1 USD false false Monetary Standard http://www.xbrl.org/2003/iso4217 USD iso4217 0 EarninsPerShareUSD Divide http://www.xbrl.org/2003/iso4217 USD iso4217 http://www.xbrl.org/2003/instance shares xbrli 0 Shares Standard http://www.xbrl.org/2003/instance shares xbrli 0 $ 2 Derivative Instruments Not Designated As Hedging Instruments Gain Loss Net Abstract 0 us-gaap_DerivativeInstrumentsNotDesignatedAsHedgingInstrumentsGainLossNetAbstract us-gaap true na duration No definition available. false false false false false true false false false false false false 1 false false false false 0 0 false false false xbrli:stringItemType string No definition available. false 3 Derivative Instruments And Hedging Activities Disclosure Text Block 1 us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlock us-gaap true na duration No definition available. false false false false false false false false false false false false 1 false false false false 0 0 The hedge buy-back during July 2009 resulted in the re-designation of all contracts that were previously designated as normal purchase and sale exempted ("NPSE") as non-hedge derivatives, which resulted in an increase in current non-hedge derivative liabilities and a consequential loss on non-hedge derivatives of $556 million as of December 31, 2009. During the six months ended June 30, 2010, the fair value of contracts that were previously designated as NPSE further increased by $96 million (recorded as a non-hedge derivative loss), while settlements amounted to $233 million resulting in a $419 million derivative liability balance as at June 30, 2010.A loss on non-hedge derivatives of $409 million was recorded in the six months ended June 30, 2010 compared to a gain of $239 million in the same period of 2009 relating to the use of non-hedging instruments.The net loss recorded in the six months ended June 30, 2010 relates to realized losses on non-hedge derivatives, the revaluation of non-hedge derivatives resulting from changes in the prevailing spot gold price, exchange rates, interest rates and volatilities during the six months ended June 30, 2010, partially offset by the fair value gain of the conversion features of convertible bonds amounting to $64 million (as described in note E). The hedge buy-back during July 2009 resulted in the re-designation of all contracts that were previously designated as normal purchase and sale exempted false false false us-types:textBlockItemType textblock This element can be used to disclose the entity's entire derivative instruments and hedging activities disclosure as a single block of text. Describes an entity's risk management strategies, derivatives in hedging activities and non-hedging derivative instruments, the assets, obligations, liabilities, revenues and expenses arising there from, and the amounts of and methodologies and assumptions used in determining the amounts of such items. Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 45 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 44 false 1 2 false UnKnown UnKnown UnKnown false true