Derivative Instruments and Hedging Activities (Details Textuals) Share data in Millions, unless otherwise specified	3 Months Ended				12 Months Ended
	Mar. 31, 2011 JPY (¥)	Dec. 31, 2010 JPY (¥)	Sep. 30, 2010 JPY (¥)	Mar. 31, 2010 JPY (¥) Swap	Sep. 30, 2011	Mar. 31, 2006 Agreement	Sep. 30, 2005 USD ($) Agreement	Mar. 31, 2011 Series One [Member] USD ($)	Mar. 31, 2010 Series One [Member] USD ($)	Mar. 31, 2011 Series Two [Member] USD ($) Swap	Mar. 31, 2010 Series Two [Member] USD ($) Swap	Mar. 31, 2011 Series Three [Member] USD ($) Swap
Derivative Instruments and Hedging Activities (Textuals)
Number of fixed to floating interest rate swaps entered										2	2	5
Fixed to floating interest rate swaps entered								$ 100,000,000	$ 100,000,000	$ 300,000,000	$ 300,000,000	$ 450,000,000
Coupon rate of notes								5.80%	5.80%	4.875%	4.875%	1.75%
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 entered				3
Cross-currency interest rate swaps entered				20,000,000,000
Cross-currency interest rate swaps matured	10,000,000,000	5,000,000,000	5,000,000,000
Period cross-currency interest rate swaps were renewed	1 year	1 year	1 year
Common stock, shares hedged			3.4		4.3
Number of forward treasury lock agreements							3
Notional amount of forward treasury lock agreements, total							$ 1,300,000,000
Types of notes forward treasury lock agreements fixed portion of future interest cost							5-year, 10-year and 30-year bonds
Number of forward lock treasury agreements terminated						3