Derivative Financial Instruments and Related Hedging Programs, Notional Quantity Table (Details)	Dec. 31, 2014
2014
Summary of material derivative positions
Percentage of natural gas purchases for which the Company's exposure to fluctuations in gas prices have been reduced	81.00%
Percentage of Electricity Purchases For Which Company Exposure To Fluctuations In Electricity Prices Have Been Reduced	44.00%
2015
Summary of material derivative positions
Percentage of natural gas purchases for which the Company's exposure to fluctuations in gas prices have been reduced	73.00%
2016
Summary of material derivative positions
Percentage of natural gas purchases for which the Company's exposure to fluctuations in gas prices have been reduced	12.00%
Not Designated as Hedging Instrument | Hedges Relating to the Convertible Notes | Bifurcated Conversion Feature
Summary of material derivative positions
Notional Amount of Contracts	3,660,738	[1]
Not Designated as Hedging Instrument | Hedges Relating to the Convertible Notes | Call Options
Summary of material derivative positions
Notional Amount of Contracts	3,660,738	[2]
Purchase | Not Designated as Hedging Instrument | Aluminum | Fixed priced contracts
Summary of material derivative positions
Notional Amount of Contracts	67.3
Purchase | Not Designated as Hedging Instrument | Aluminum | Midwest premium swap contracts
Summary of material derivative positions
Notional Amount of Contracts	67.1	[3]
Purchase | Not Designated as Hedging Instrument | Natural Gas | Fixed priced contracts
Summary of material derivative positions
Notional Amount of Contracts	6,720,000	[4]
Purchase | Not Designated as Hedging Instrument | Electricity | Fixed priced contracts
Summary of material derivative positions
Notional Amount of Contracts	175,200	[5]

[1] Such amounts include the fair value of the Bifurcated Conversion Feature and Option Assets at December 31, 2013 (see Note 11).

[2] Such amounts include the fair value of the Bifurcated Conversion Feature and Option Assets at December 31, 2014 (see Note 11).

[3] 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.

[4] As of December 31, 2014, the Company had Henry Hub NYMEX-based hedge positions in place to cover exposure to fluctuations in prices for approximately 81%, 73% and 12% of the expected natural gas purchases for 2015, 2016 and 2017, respectively.

[5] As of December 31, 2014, the Company had Mid-C International Commodity Exchange-based hedge positions in place to cover exposure to fluctuations in prices for approximately 44% of the expected electricity purchases for 2015