Derivatives and Risk Management Activities (Details 2) (USD $) In Millions, unless otherwise specified			1 Months Ended				1 Months Ended
	Sep. 30, 2012	Sep. 30, 2012 PNG contract	Jan. 31, 2011 Forward starting interest rate swaps terminated in January 2011 contract	Sep. 30, 2012 6 forward starting swaps (30-year) contract	Sep. 30, 2012 5 forward starting swaps (30-year) contract	Sep. 30, 2012 10 forward starting swaps (30-year) contract	Mar. 31, 2012 4 forward starting swaps (10-year) contract	Sep. 30, 2012 Interest Rate Swaps contract	Sep. 30, 2011 Interest Rate Swaps contract	Jul. 31, 2009 Interest Rate Swaps contract
Interest Rate Risk Hedging
Net deferred losses from interest rate risk hedging included in AOCI	$ (150)
Number of outstanding interest rate swaps (in contracts)		3		6	5	10				4
Rate of fixed interest to be received on interest rate swap (as a percent)			3.60%	4.24%	3.39%	3.60%	3.46%			4.25%
Rate of fixed interest to be received on interest rate swap (as a percent)		0.95%
Notional amount of interest rate cash flow hedge derivatives				250	125	250
Notional amount of interest rate derivatives		100	100				200			300
Cash payment for (proceeds from) termination of interest rate swaps			$ (12)				$ 24
Basis for variable interest rate										three-month LIBOR plus a spread on a notional principal amount
Additional average spread over LIBOR (as a percent)										2.42%
Number of interest rate swaps that terminate in June 2014 (in contracts)		2
Number of interest rate swaps that terminate in August 2014 (in contracts)		1
Number of interest rate swaps that terminated (in contracts)			3				4	2	2