Derivative Financial Instruments (Tables)

6 Months Ended

Jun. 30, 2011

Derivative Financial Instruments

Schedule of outstanding interest rate derivatives designated as cash flow hedges

Interest Rate Derivative	Number of Instruments	Notional (in Millions)
Interest rate swaps	Two	$	1,000

Schedule of fair value of derivative financial instruments

	Liability Derivatives
	June 30, 2011			December 31, 2010
Derivatives designated as hedging instruments	Balance Sheet Location	Fair Value		Balance Sheet Location	Fair Value
Cash flow hedging contracts	Other noncurrent liabilities	$	100	Other noncurrent liabilities	$	108

	Liability Derivatives
	June 30, 2011			December 31, 2010
Derivatives not designated as hedging instruments	Balance Sheet Location	Fair Value		Balance Sheet Location	Fair Value
Embedded equity conversion rights	Other noncurrent liabilities	$	—	Other noncurrent liabilities	$	—

Schedule of the amount of gains (losses) recognized in Other Comprehensive Loss

Derivatives designated as hedging instruments	2011			2010
Cash flow hedging contracts
Three months ended June 30,	$	(2	)	$	(13	)
Six months ended June 30,	$	8		$	(21	)

Schedule of the amount of gains (losses) reclassified from AOCI to Income/Loss

Derivatives designated as hedging instruments	Income Statement Location	2011			2010
Cash flow hedging contracts:
Three months ended June 30,	Interest Expense	$	(12	)	$	(11	)
Six months ended June 30,	Interest Expense	$	(23	)	$	(23	)

Schedule of effect of derivatives not designated as hedging instruments on net loss

Derivatives not designated as	Location of Gain Recognized in
hedging instruments	Income/Loss on Derivative	2011		2010
Embedded equity conversion rights:
Three months ended June 30,	Other Income (Expense)—Other, net	$	—	$	8
Six months ended June 30,	Other Income (Expense)—Other, net	$	—	$	10