Derivatives And Hedging Activities (Schedule Of Notional Amounts Of Financial Instruments) (Details) In Millions, unless otherwise specified	Dec. 31, 2012 Floating To Fixed Interest Rate Swap [Member] USD ($)	Dec. 31, 2012 Interest Rate Swaps [Member] Undesignated [Member] USD ($)		Dec. 31, 2011 Interest Rate Swaps [Member] Undesignated [Member] USD ($)		Dec. 31, 2012 Embedded Derivative [Member] Undesignated [Member] USD ($)	Dec. 31, 2011 Embedded Derivative [Member] Undesignated [Member] USD ($)	Dec. 31, 2012 Foreign Exchange Forward [Member] Foreign Exchange Contracts To Sell British Pounds For Brazilian Real [Member] Cash Flow Hedging [Member] GBP (£)		Dec. 31, 2011 Foreign Exchange Forward [Member] Foreign Exchange Contracts To Sell British Pounds For Brazilian Real [Member] Cash Flow Hedging [Member] GBP (£)		Dec. 31, 2012 Foreign Exchange Forward [Member] Foreign Exchange Contracts To Sell European Euro For Brazilian Real [Member] Cash Flow Hedging [Member] EUR (€)		Dec. 31, 2011 Foreign Exchange Forward [Member] Foreign Exchange Contracts To Sell European Euro For Brazilian Real [Member] Cash Flow Hedging [Member] EUR (€)		Dec. 31, 2012 Foreign Exchange Forward [Member] Foreign Exchange Contracts To Sell European Euro For Polish Zloty [Member] Cash Flow Hedging [Member] EUR (€)		Dec. 31, 2011 Foreign Exchange Forward [Member] Foreign Exchange Contracts To Sell European Euro For Polish Zloty [Member] Cash Flow Hedging [Member] EUR (€)		Dec. 31, 2012 Foreign Exchange Forward [Member] Foreign Exchange Contracts To Sell US Dollar For Brazilian Real [Member] Cash Flow Hedging [Member] USD ($)		Dec. 31, 2011 Foreign Exchange Forward [Member] Foreign Exchange Contracts To Sell US Dollar For Brazilian Real [Member] Cash Flow Hedging [Member] USD ($)		Dec. 31, 2012 Foreign Exchange Forward [Member] Foreign Exchange Contracts To Sell US Dollar For European Euro [Member] Cash Flow Hedging [Member] USD ($)		Dec. 31, 2011 Foreign Exchange Forward [Member] Foreign Exchange Contracts To Sell US Dollar For European Euro [Member] Cash Flow Hedging [Member] USD ($)		Dec. 31, 2012 Foreign Exchange Forward [Member] Foreign Exchange Contracts To Sell Indian Rupee For US Dollar [Member] Undesignated [Member] INR	Dec. 31, 2011 Foreign Exchange Forward [Member] Foreign Exchange Contracts To Sell Indian Rupee For US Dollar [Member] Undesignated [Member] INR	Dec. 31, 2012 Foreign Exchange Forward [Member] Foreign Exchange Contracts To Sell Thai Bhat For US dollar [Member] Undesignated [Member] THB	Dec. 31, 2011 Foreign Exchange Forward [Member] Foreign Exchange Contracts To Sell Thai Bhat For US dollar [Member] Undesignated [Member] THB	Dec. 31, 2012 Foreign Exchange Forward [Member] Foreign Exchange Contracts To Sell U S Dollar For Turkish lira [Member] Undesignated [Member] USD ($)	Dec. 31, 2011 Foreign Exchange Forward [Member] Foreign Exchange Contracts To Sell U S Dollar For Turkish lira [Member] Undesignated [Member] USD ($)	Dec. 31, 2012 Zero Cost Collar Derivative [Member] Zero Cost Collar To Sell US Dollar For Brazilian Real [Member] Cash Flow Hedging [Member] USD ($)		Dec. 31, 2011 Zero Cost Collar Derivative [Member] Zero Cost Collar To Sell US Dollar For Brazilian Real [Member] Cash Flow Hedging [Member] USD ($)		Dec. 31, 2012 Natural Gas Contracts [Member] Commodities [Member] Cash Flow Hedging [Member] MMBTU	Dec. 31, 2011 Natural Gas Contracts [Member] Commodities [Member] Cash Flow Hedging [Member] MMBTU
Derivative [Line Items]
Sell Notional								£ 13	[1]	£ 26	[1]	€ 13	[1]	€ 16	[1]	€ 149	[1]	€ 233	[1]	$ 238	[1]	$ 344	[1]	$ 0	[1]	$ 13	[1]	140	904	261	0	$ 56	$ 0
Derivative, Nonmonetary Notional Amount																																						0	3,000,000
Zero Cost Collar Derivative Notional																																		18	[1]	0	[1]
Embedded derivative assets						150	150
Notional value of interest rate swap agreement that do not qualify as hedges	$ 150	$ 150	[2]	$ 150	[2]

[1] These contracts had maturities of three years or less as of December 31, 2012.

[2] Includes $150 million floating-to-fixed interest rate swap notional to offset the embedded derivative.