Objectives and Strategies for Using Derivatives (Narrative) (Details) (USD $)	12 Months Ended
	Dec. 31, 2011	Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2012
Average daily notional derivative positions with third parties - In-House Bank	$ 1,400,000,000
Average net derivative exposure to third parties - In- House Bank	1,200,000,000
Number of counterparties used - In-House Bank	9
Notional value of derivative contracts designated as cash flow hedges	850,000,000
Notional amount of foreign currency derivatives	700,000,000
Net investment hedges	0
Interest rate swap contracts designated as fair value hedge	700,000,000
Interest rate swap contracts designated as cash flow hedge	580,000,000
Percentage of forecasted purchases hedged by commodity forward contracts				30.00%
Fair value hedge ineffectiveness is immaterial assertion	Fair value hedges resulted in no significant ineffectiveness in the years ended December 31, 2011
Gain from hedged firm commitment not qualifying as fair value hedge	0	0	0
Cash flow hedge ineffectiveness is immaterial assertion	Cash flow hedges resulted in no significant ineffectiveness in the years ended December 31, 2011
Gains reclassified into earnings from discontinuance of cash flow hedges	0	0	0
Expected reclassification from other comprehensive income to cost of sales	$ 10,000,000
Maximum length of time hedged in cash flow hedge	January 2014