Derivative Instruments and Hedging Activities (Details Textuals)	3 Months Ended			6 Months Ended		12 Months Ended
	Jun. 30, 2011 USD ($)	Mar. 31, 2011 USD ($)	Jun. 30, 2010 USD ($)	Jun. 30, 2011 USD ($)	Jun. 30, 2010 USD ($)	Dec. 31, 2011 Megawatts	Dec. 31, 2010 USD ($) Megawatts	Oct. 31, 2013 CAD	Nov. 30, 2012 CAD	Nov. 30, 2011 CAD	Dec. 31, 2009 USD ($)
Derivative Instruments and Hedging Activities (Textuals) [Abstract]
Fixed-rate senior notes outstanding	$ 5,600,000,000			$ 5,600,000,000			$ 5,400,000,000
Senior notes swapped to variable interest rates	1,000,000,000			1,000,000,000			500,000,000
Percentage of senior notes swapped to variable interest rates	18.00%			18.00%			9.00%
Increase in carrying value of debt instruments from fair value hedge accounting for interest rate swaps	85,000,000			85,000,000			79,000,000
Notional Amount of Executed Interest Rate Swaps		600,000,000
Notional Amount of Matured Interest Rate Swaps		100,000,000
Deferred losses, net of taxes, related to Treasury rate locks included in accumulated other comprehensive income	14,000,000			14,000,000			16,000,000
Maximum term of cash flows hedged with Treasury rate locks				2032
Deferred losses related to Treasury rate locks reclassified out of accumulated other comprehensive income into interest expense, pre tax	2,000,000		2,000,000	4,000,000	4,000,000
Deferred losses related to Treasury rate locks reclassified out of accumulated other comprehensive income into interest expense, after tax	1,000,000		1,000,000	2,000,000	2,000,000
Deferred losses related to Treasury rate locks scheduled to be reclassified out of accumulated other comprehensive into interest expense over next 12 months, pre tax	7,000,000			7,000,000
Notional amounts of fixed-rate debt expected to be issued in 2011, 2012 and 2014											525,000,000
Tenor of forward-starting swaps in years				10
Notional amount of terminated forward-starting interest rate swaps		150,000,000
Cash paid to settle forward-starting interest rate swap agreements		9,000,000
Tenor of senior notes issued in February 2011 in years		10 years
Fair value of forward-starting swaps (interest rate derivatives) included in long-term liabilities	22,000,000			22,000,000			13,000,000
Pre tax gains (losses) recognized in other comprehensive income for changes in fair value of forward-starting interest rate swaps	(11,000,000)		(41,000,000)	(7,000,000)	(46,000,000)
After tax gains (losses) recognized in other comprehensive income due to changes in fair value of forward-starting interest rate swaps	(7,000,000)		(25,000,000)	(5,000,000)	(28,000,000)
Scheduled principal payments for foreign currency forward contracts included in hedged cash flows								370,000,000
Scheduled interest payments for foreign currency forward contracts included in hedged cash flows								10,000,000	11,000,000	10,000,000
(Loss)/gain recognized due to Adjustments to other comprehensive income for changes in the fair value of foreign currency cash flow hedges, after-tax	(2,000,000)		10,000,000	(8,000,000)	3,000,000
Adjustments for the reclassification of gains or (losses) from accumulated other comprehensive income into income, after-tax	$ (1,000,000)		$ 11,000,000	$ (7,000,000)	$ 3,000,000
Expected number of megawatt hours hedged by electricity swaps						1,600,000
Expected percentage of merchant electricity sales hedged						49.00%
Number of megawatt hours hedged by electricity swaps							672,360
Percentage of merchant electricity sales hedged	49.00%		45.00%	51.00%	25.00%		26.00%