Derivative Financial Instruments (Summary of the Effect of Derivative Financial Instruments Designated as Fair Value Hedges on Condensed Consolidated Statements of Operations) (Details) (USD $) In Millions			3 Months Ended				9 Months Ended				3 Months Ended				9 Months Ended
	Sep. 30, 2011	Dec. 31, 2010	Sep. 30, 2011 Interest Rate Swap [Member] Interest Expense, Net - Third Party [Member]		Oct. 01, 2010 Interest Rate Swap [Member] Interest Expense, Net - Third Party [Member]		Sep. 30, 2011 Interest Rate Swap [Member] Interest Expense, Net - Third Party [Member]		Oct. 01, 2010 Interest Rate Swap [Member] Interest Expense, Net - Third Party [Member]		Sep. 30, 2011 Fixed-rate Debt [Member] Interest Expense, Net - Third Party [Member]		Oct. 01, 2010 Fixed-rate Debt [Member] Interest Expense, Net - Third Party [Member]		Sep. 30, 2011 Fixed-rate Debt [Member] Interest Expense, Net - Third Party [Member]		Oct. 01, 2010 Fixed-rate Debt [Member] Interest Expense, Net - Third Party [Member]
Derivatives, Fair Value [Line Items]
Fair value hedges outstanding	$ 0	$ 0
Interest rate swap agreements			$ 0	[1]	$ (3)	[1]	$ 0	[1]	$ (10)	[1]	$ 0	[1]	$ 3	[1]	$ 0	[1]	$ 10	[1]

[1] The amount of ineffectiveness associated with these hedging instruments was not material.