Derivative Instruments and Hedging Activities (Details Textual)	1 Months Ended	3 Months Ended			6 Months Ended			3 Months Ended		6 Months Ended			3 Months Ended		6 Months Ended						3 Months Ended		6 Months Ended		3 Months Ended		6 Months Ended		12 Months Ended
	Apr. 30, 2012 USD ($)	Jun. 30, 2012 USD ($)	Jun. 30, 2011 USD ($)	Mar. 31, 2011 USD ($)	Jun. 30, 2012 USD ($)	Jun. 30, 2011 USD ($)	Dec. 31, 2011 USD ($)	Jun. 30, 2012 Treasury Lock [Member] USD ($)	Jun. 30, 2011 Treasury Lock [Member] USD ($)	Jun. 30, 2012 Treasury Lock [Member] USD ($)	Jun. 30, 2011 Treasury Lock [Member] USD ($)	Dec. 31, 2011 Treasury Lock [Member] USD ($)	Jun. 30, 2012 Forward Starting Interest Rate Swap [Member] USD ($)	Jun. 30, 2011 Forward Starting Interest Rate Swap [Member] USD ($)	Jun. 30, 2012 Forward Starting Interest Rate Swap [Member] USD ($)	Jun. 30, 2011 Forward Starting Interest Rate Swap [Member] USD ($)	Mar. 31, 2011 Forward Starting Interest Rate Swap [Member] USD ($)	Dec. 31, 2009 Forward Starting Interest Rate Swap [Member] USD ($)	Jun. 30, 2012 Forward Starting Interest Rate Swap [Member] Cash Flow Hedging [Member] USD ($)	Dec. 31, 2011 Forward Starting Interest Rate Swap [Member] Cash Flow Hedging [Member] USD ($)	Jun. 30, 2012 Foreign Exchange Contracts [Member] USD ($)	Jun. 30, 2011 Foreign Exchange Contracts [Member] USD ($)	Jun. 30, 2012 Foreign Exchange Contracts [Member] USD ($)	Jun. 30, 2011 Foreign Exchange Contracts [Member] USD ($)	Jun. 30, 2012 Commodity Contract [Member] USD ($)	Jun. 30, 2011 Commodity Contract [Member]	Jun. 30, 2012 Commodity Contract [Member] USD ($) MW	Jun. 30, 2011 Commodity Contract [Member]	Dec. 31, 2011 Commodity Contract [Member] MW	Jun. 30, 2012 October 13, 2013 [Member] Principal [Member] CAD	Jun. 30, 2012 October 13, 2013 [Member] Interest [Member] CAD	Jun. 30, 2012 November 30, 2012 [Member] Interest [Member] CAD
Derivative Instruments and Hedging Activities (Textual) [Abstract]
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								$ 4,000,000		$ 4,000,000
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
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 current liabilities																			55,000,000	42,000,000
Fair value of forward-starting swaps (interest rate derivatives) included in long-term liabilities																			44,000,000	32,000,000
Pre tax gains (losses) recognized in other comprehensive income for changes in fair value of forward-starting interest rate swaps													30,000,000	11,000,000	25,000,000	7,000,000
After tax gains (losses) recognized in other comprehensive income due to changes in fair value of cash flow hedges		(16,000,000)	(8,000,000)		(12,000,000)	(13,000,000)							18,000,000	7,000,000	15,000,000	5,000,000					4,000,000	(2,000,000)		(8,000,000)	(2,000,000)		3,000,000
Other comprehensive income due to changes in fair value of cash flow hedges after tax gains (losses)																							less than $1 million
Deferred losses, net of taxes, related to Treasury rate locks included in accumulated other comprehensive income								10,000,000		10,000,000		12,000,000
Maximum term of cash flow hedges																10 years
Maximum term of cash flow hedges										2032
Deferred losses related to cash flow hedges reclassified out of accumulated other comprehensive income into income, after tax		(4,000,000)	1,000,000			9,000,000		1,000,000	1,000,000	2,000,000	2,000,000										4,000,000	(1,000,000)	(2,000,000)	(7,000,000)	1,000,000		4,000,000
Notional amount of foreign currency cash flow hedges																														370,000,000	10,000,000	11,000,000
Expected percentage of merchant electricity sales hedged																									19.00%		19.00%
Notional amount of forward-starting interest rate swaps																	150,000,000	525,000,000
Expected number of megawatt hours hedged by electricity swaps																											628,800		1,550,000
Percentage of merchant electricity sales hedged																									16.00%	49.00%	24.00%	51.00%	50.00%
Pre tax gains (losses) recognized in other comprehensive income for changes in fair value of electricity commodity derivatives																									(2,000,000)		4,000,000
Pre-tax gains (losses) associated with electricity commodity derivatives reclassified from accumulated other comprehensive income into income																									2,000,000		7,000,000
Derivative Instruments and Hedging Activities (Additional Textual) [Abstract]
Fixed-rate senior notes outstanding		6,100,000,000			6,100,000,000		6,100,000,000
Senior notes swapped to variable interest rates	1,000,000,000						1,000,000,000
Percentage of senior notes swapped to variable interest rates							16.00%
Increase in carrying value of debt instruments from fair value hedge accounting for interest rate swaps		93,000,000			93,000,000		102,000,000
Proceeds from termination of interest rate swaps	$ 76,000,000