Common Stock - Fair Value Assumptions of Stock Options Under The Black-Scholes Option-Pricing Model (Details) (2003 LTIP)	12 Months Ended
Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2010
2003 LTIP
Weighted-average Fair Value Assumptions [Abstract]
Expected term	4 years 10 months 24 days	4 years 9 months 18 days	4 years 8 months 12 days
Expected volatility	32.92%	30.68%	30.15%
Risk-free interest rate	0.80%	2.17%	2.16%
Dividend yield	1.11%	1.13%	1.26%

The range of expected volatilities used and the weighted-average expected volatility for an entity using a valuation technique with different volatilities during the contractual term.

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 718

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (f)(2)(ii)

-URI http://asc.fasb.org/extlink&oid=6415400&loc=d3e5070-113901

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Statement of Financial Accounting Standard (FAS)

-Number 123R

-Paragraph A240

-Subparagraph e(2)(b)

-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

Name:	us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardFairValueAssumptionsWeightedAverageVolatilityRate
Namespace Prefix:	us-gaap_
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	duration