Derivative Financial Instruments and Related Hedging Programs, Notional Quantity Table (Details)	Sep. 30, 2014
Remainder of 2014
Summary of material derivative positions
Percentage of natural gas purchases for which the Company's exposure to fluctuations in gas prices had been substantially reduced	82.00%
Percentage of Electricity Purchases For Which Company Exposure To Fluctuations In Electricity Prices Have Been Reduced	46.00%
2015
Summary of material derivative positions
Percentage of natural gas purchases for which the Company's exposure to fluctuations in gas prices had been substantially reduced	81.00%
Percentage of Electricity Purchases For Which Company Exposure To Fluctuations In Electricity Prices Have Been Reduced	45.00%
2016
Summary of material derivative positions
Percentage of natural gas purchases for which the Company's exposure to fluctuations in gas prices had been substantially reduced	47.00%
Not Designated as Hedging Instrument | Aluminum | Fixed priced contracts | Purchase
Summary of material derivative positions
Notional amount of contracts	45.5
Not Designated as Hedging Instrument | Aluminum | Fixed priced contracts | Sales
Summary of material derivative positions
Notional amount of contracts	0.5
Not Designated as Hedging Instrument | Aluminum | Midwest premium swap contracts | Purchase
Summary of material derivative positions
Notional amount of contracts	44.8	[1]
Not Designated as Hedging Instrument | Natural Gas | Fixed priced contracts | Purchase
Summary of material derivative positions
Notional amount of contracts	6,040,000	[2]
Not Designated as Hedging Instrument | Electricity | Fixed priced contracts | Purchase
Summary of material derivative positions
Notional amount of contracts	230,425
Not Designated as Hedging Instrument | Hedges Relating to the Convertible Notes | Bifurcated Conversion Feature
Summary of material derivative positions
Notional amount of contracts	3,655,085	[3]
Not Designated as Hedging Instrument | Hedges Relating to the Convertible Notes | Call Options
Summary of material derivative positions
Notional amount of contracts	3,655,085	[3]

[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 September 30, 2014, the Company had Henry Hub NYMEX-based hedge positions in place to cover exposure to fluctuations in prices for approximately 82%, 81% and 47% of the expected natural gas purchases for the remainder of 2014, 2015 and 2016, respectively.

[3] The Bifurcated Conversion Feature represents the cash conversion feature of the Convertible Notes. The Call Options expire on the maturity or earlier conversion 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.