The minimum length of time over which the entity is hedging its exposure to the variability in future cash flows for forecasted transactions.

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- Definition

The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Statement of Financial Accounting Standard (FAS)

-Number 133

-Paragraph 45

-Subparagraph b(2)

-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

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-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 30

-Section 50

-Paragraph 1

-Subparagraph (c)

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- Definition

The reference rate for the variable rate of the interest rate derivative, such as LIBOR or the US Treasury rate and the maturity of the reference rate used, such as three months or six months LIBOR.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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- Definition

Fair value as of the balance sheet date of all derivative liabilities designated as interest rate fair value hedging instruments.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Statement of Financial Accounting Standard (FAS)

-Number 133

-Paragraph 17

-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

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-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4B

-Subparagraph (c)(1)

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- Definition

Maximum length of time over which the entity is hedging its exposure to the variability in future cash flows for forecasted transactions, excluding those forecasted transactions related to the payment of variable interest on existing financial instruments.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Statement of Financial Accounting Standard (FAS)

-Number 133

-Paragraph 45

-Subparagraph b(3)

-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 30

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-Paragraph 1

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- Definition

Aggregate notional amount of price risk derivatives designated as a cash flow hedge with notional amounts expressed in nonmonetary units. For example the number of barrels specified in a fuel oil forward purchase contract.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4B

-URI http://asc.fasb.org/extlink&oid=6935481&loc=SL5624163-113959

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Notional Amount

-URI http://asc.fasb.org/extlink&oid=6519104

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-Publisher FASB

-Name Accounting Standards Codification

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- Definition

Aggregate notional amount of all foreign currency derivatives designated as hedging instruments in cash flow hedges. Notional amount refers to the number of currency units specified in the foreign currency derivative contract.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 1B

-URI http://asc.fasb.org/extlink&oid=6935481&loc=SL5580258-113959

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-Publisher FASB

-Name Accounting Standards Codification

-Glossary Notional Amount

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- Definition

Aggregate notional amount of all foreign currency derivatives not designated as hedging instruments. Notional amount refers to the number of currency units specified in the foreign currency derivative contract.

+ References

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Aggregate notional amount of all interest rate derivatives designated as hedging instruments in cash flow hedges. Notional amount refers to the monetary amount specified in the interest rate derivative contract.

+ References

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The cash inflow from a financial contract that meets the hedge criteria as either cash flow hedge, fair value hedge or hedge of net investment in foreign operations.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Statement of Financial Accounting Standard (FAS)

-Number 95

-Paragraph 14

-Footnote 4

-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

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Derivative Financial Instruments (Details)	9 Months Ended																									3 Months Ended	9 Months Ended		9 Months Ended
Derivative Financial Instruments (Details)	Sep. 30, 2011 USD ($) segment M party D note Y	Sep. 30, 2011 Aluminum MT	Dec. 31, 2010 Aluminum MT	Sep. 30, 2011 Copper MT	Dec. 31, 2010 Copper MT	Sep. 30, 2011 Natural Gas MMBtu	Dec. 31, 2010 Natural Gas MMBtu	Sep. 30, 2011 Steel T	Sep. 30, 2011 Canadian Dollar CAD	Dec. 31, 2010 Canadian Dollar CAD	Sep. 30, 2011 Chinese Renminbi CNY	Sep. 30, 2011 European Euro EUR (€)	Dec. 31, 2010 European Euro EUR (€)	Sep. 30, 2011 South Korean Won KRW	Dec. 31, 2010 South Korean Won KRW	Sep. 30, 2011 Singapore Dollar SGD	Dec. 31, 2010 Singapore Dollar SGD	Sep. 30, 2011 United States Dollar USD ($)	Dec. 31, 2010 United States Dollar USD ($)	Dec. 31, 2010 British Pound GBP (£)	Sep. 30, 2011 Japanese Yen JPY (¥)	Sep. 30, 2011 2018 Notes USD ($)	Dec. 31, 2010 2018 Notes USD ($)	Sep. 30, 2011 2020 Notes USD ($)	Dec. 31, 2010 2020 Notes USD ($)	Sep. 30, 2011 Interest rate swap contracts - Fixed-to-float/Float-to-fixed USD ($)	Sep. 30, 2011 Interest rate swap contracts - Fixed-to-float/Float-to-fixed	Dec. 31, 2010 Interest rate swap contracts - Fixed-to-float/Float-to-fixed USD ($)	Sep. 30, 2011 Interest rate cap contracts USD ($)
Derivative Financial Instruments
Estimated amount of unrealized and realized gains, net of tax, related to commodity price and currency rate hedging that will be reclassified from other comprehensive income into earnings	$ 5,200,000
Hedge period, low end of the range (in months)	12
Hedge period, high end of the range (in months)	24
Derivative financial instruments
Commodity units hedged		1,460	688	790	312	215,463	304,177	11,937
Short currency units hedged									29,954,694	21,186,951	46,406,557	74,872,056	43,440,929	1,970,968,575	2,245,331,882	6,720,000	4,140,000	10,314,400	8,828,840	399,999
Notional amount of interest rate derivative contracts																												650,800,000	450,000,000
Variable rate basis																											six-month US LIBOR		LIBOR rate of 3.00%
Proceeds from monetization of derivative asset related to the fixed-to-float interest rate swaps																										21,500,000
Designated fair market value hedges of receive-fixed/pay-float swaps of the company's senior notes																						125,000,000	200,000,000	200,000,000	300,000,000
Notional Amount of foreign currency derivatives not designated as Hedging Instruments												€ 20,732,338	€ 7,732,026					$ 38,879,449	$ 33,158,979	£ 8,172,569	¥ 190,000,000