Derivative Financial Instruments and Related Hedging Programs, Notional Quantity Table (Details)	Jun. 30, 2013 Remainder of 2013	Jun. 30, 2013 2014	Jun. 30, 2013 2015	Jun. 30, 2013 Not Designated as Hedging Instrument Aluminum Fixed priced purchase contracts mmlbs	Jun. 30, 2013 Not Designated as Hedging Instrument Aluminum Fixed priced sales contracts mmlbs	Jun. 30, 2013 Not Designated as Hedging Instrument Aluminum Midwest premium swap contracts mmlbs		Jun. 30, 2013 Not Designated as Hedging Instrument Natural Gas Call option purchase contracts MMBTU		Jun. 30, 2013 Not Designated as Hedging Instrument Natural Gas Put option sales contracts MMBTU		Jun. 30, 2013 Not Designated as Hedging Instrument Natural Gas Fixed priced purchase contracts MMBTU		Jun. 30, 2013 Not Designated as Hedging Instrument Electricity Fixed priced purchase contracts MWH	Jun. 30, 2013 Not Designated as Hedging Instrument Foreign Currency Euro Fixed priced purchase contracts EUR (€)	Jun. 30, 2013 Not Designated as Hedging Instrument Foreign Currency GBP Fixed priced purchase contracts GBP (£)	Jun. 30, 2013 Not Designated as Hedging Instrument Hedges Relating to the Convertible Notes Bifurcated Conversion Feature		Jun. 30, 2013 Not Designated as Hedging Instrument Hedges Relating to the Convertible Notes Call Options
Summary of material derivative positions
Notional amount of contracts				56.3	1.0	54.6	[1]	480,000	[2]	480,000	[2]	6,690,000	[2]	417,025			3,631,635	[3]	3,631,635	[3]
Notional Amount of contracts, currency															€ 2,580,202	£ 198,475
Percentage of natural gas purchases for which the Company's exposure to fluctuations in gas prices had been substantially reduced	85.00%	84.00%	54.00%

[1] Regional premiums represent the premium over the London Metal Exchange price for primary aluminum which is incurred on the Company’s purchases of primary aluminum.

[2] As of June 30, 2013, the Company’s exposure to fluctuations in natural gas prices had been substantially reduced for approximately 85%, 84% and 54% of the expected natural gas purchases for the remainder of 2013, 2014 and 2015, respectively.

[3] The Bifurcated Conversion Feature represents the cash conversion feature of the Convertible Notes. The Call Options expire on the maturity of the Convertible Notes and have an exercise price equal to the conversion price of the Convertible Notes, subject to anti-dilution adjustments substantially similar to the anti-dilution adjustments for the Convertible Notes. Although the fair value of the Call Options is derived from a notional number of shares of the Company’s common stock, the Call Options may only be settled in cash.