Derivative Instruments and Hedging Activities (Details) Share data in Millions, unless otherwise specified	3 Months Ended	12 Months Ended
	Sep. 30, 2005 USD ($) Agreement	Sep. 30, 2013 USD ($) Swap	Sep. 30, 2012 USD ($) Swap	Mar. 31, 2006 Agreement	Mar. 31, 2011 Series One USD ($)	Mar. 31, 2011 Series Two USD ($) Swap	Mar. 31, 2011 Series Three USD ($) Swap	Sep. 30, 2013 Series Four USD ($)	Sep. 30, 2013 Series Five USD ($) Swap	Sep. 30, 2013 Cross-currency interest rate swaps JPY (¥)	Sep. 30, 2012 Cross-currency interest rate swaps JPY (¥)
Derivative [Line Items]
Gains (losses) reclassified from CTA to income for the Company's outstanding net investment hedges		$ 0	$ 0
Hedge percentage for foreign exchange transactional exposures, Minimum		70.00%
Hedge percentage for foreign exchange transactional exposures, Maximum		90.00%
Number of cross-currency interest rate swaps outstanding		5	3
Cross-currency interest rate swaps outstanding										25,000,000,000	20,000,000,000
Common stock, shares hedged		4.4	4.5
Number of fixed to floating interest rate swaps outstanding		10	8
Coupon rate of notes					5.80%	4.875%	1.75%	7.70%	5.50%
Fixed to floating interest rate swaps entered					100,000,000	300,000,000	450,000,000	125,000,000	800,000,000
Number of fixed to floating interest rate swaps entered						2	5		4
Number of forward treasury lock agreements	3
Notional amount of forward treasury lock agreements, total	1,300,000,000
Number of forward treasury lock agreements terminated				3
Gains (Losses) recognized in income for the ineffective portion of cash flow hedges		0	0
Gains recognized in cumulative translation adjustment within AOCI		$ 4,000,000	$ 1,000,000
Types of notes forward treasury lock agreements fixed portion of future interest cost	5-year, 10-year and 30-year bonds