Financial Instruments (Details Textual) (USD $) In Millions, unless otherwise specified	12 Months Ended
Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2010
Financial Instruments (Textual) [Abstract]
Proceeds from settlement of foreign currency derivative contracts	$ 9	$ 34	$ 16
Unrealized (loss) gains on derivatives		1	3
Financial Instruments (Additional Textual) [Abstract]
Net asset position related to derivative instruments	11
Credit risk fair value adjustments	15.00%
Outstanding notional of interest rate swaps	250
Notional amount of foreign currency option contracts	210
Notional amount of foreign currency forward contracts	439
Transactions period of derivative contracts	2 years
Probability of default percentage	12.00%
Credit default recovery rate percentage	20.00%
Change in unobservable inputs percentage	10.00%
Total loss of derivative contracts			9
Total amount of loss in consolidated statements of operations	(4)	(15)	(109)
Counterparty credit risk	0
Foreign Exchange Contract [Member]
Financial Instruments (Textual) [Abstract]
Payments to settle foreign currency forward contracts	51		77
Proceeds from settlement of foreign currency derivative contracts	9	34	16
Interest rate swaps [Member]
Financial Instruments (Textual) [Abstract]
Unrealized (loss) gains on derivatives	1
Foreign currency contracts [Member]
Financial Instruments (Textual) [Abstract]
Unrealized (loss) gains on derivatives	$ 3

Derivative settlement amount.

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Notional amount of foreign currency options.

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Percentage of change in significant unobservable inputs.

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Transactions period of derivative contracts.

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Indicates, if estimable, (as a percentage) the approximate extent to which the proceeds from liquidation of any assets held either as collateral or by third parties would be expected to cover the maximum potential amount of future payments under the credit derivative or each group of similar credit derivatives.

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Fair value of the gross assets less the gross liabilities of a derivative asset or group of derivative assets.

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The effective portion of net gain (loss) reclassified from accumulated other comprehensive income into income on derivative instruments designated and qualifying as hedging instruments.

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The amount of net gains and losses recognized in income during the period on derivative instruments designated and qualifying as hedging instruments in fair value hedges and related hedged items designated and qualifying in fair value hedges, on derivative instruments designated and qualifying as hedging instruments in cash flow hedges, and on derivative instruments not designated as hedging instruments.

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This item represents disclosure of all significant concentrations of credit risk or market risk arising from the subject financial instrument (as defined), whether from an individual counterparty or groups of counterparties.

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Risk associated with risk of default, credit spread risk and downgrade risk, expressed as a percentage, used as an input to measure fair value.

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Percentage of likelihood a loan will not be repaid and instead default, used as an input to measure fair value.

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Aggregate notional amount of foreign currency exchange rate derivatives. Notional amount refers to the number of currency units specified in the foreign currency derivative contract.

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Aggregate notional amount of interest rate derivatives, which relates to the currency amount specified in the interest rate derivative instruments.

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The cash inflow provided by derivative instruments during the period, which are classified as financing activities, excluding those designated as hedging instruments.

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The net change in the difference between the fair value and the carrying value, or in the comparative fair values, of derivative instruments, including options, swaps, futures, and forward contracts, held at each balance sheet date, that was included in earnings for the period.

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