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Performance Bonds and Guaranty Fund Contributions (Narrative) (Details) (USD $)
12 Months Ended
Dec. 31, 2011
days
Dec. 31, 2010
Dec. 31, 2009
Average daily clearing settlement $ 3,200,000,000    
Total principal in IEF programs 15,400,000,000 12,500,000,000  
Revolving line of credit 3,000,000,000    
Management fees earned under the IEF programs 11,200,000 10,000,000 12,500,000
Percentage share of cross-margining collateral 50.00%    
Surplus funds 323,300,000    
Company's target for surplus funds 100,000,000    
Working capital designated for clearance of default in over the counter credit default swaps 50,000,000    
Working capital designated for clearance of default in over the counter credit default swap, percent 5.00%    
Working capital designated for clearance of default in over the counter interest rate swap 100,000,000    
Days fully secured 364    
Minumum losses in order to utilize available separate guaranty fund to cover 60,000,000    
Intraday settlements of cash performance bonds 120,900,000 193,100,000  
364-day fully secured, committed line of credit
     
Line of Credit Facility, Maximum Borrowing Capacity 3,000,000,000    
Line of Credit, Guaranty Fund Collateral Available 4,500,000,000    
Option on increase in line of credit 5,000,000,000    
Revolving senior credit facility
     
Line of Credit Facility, Maximum Borrowing Capacity $ 1,000,000,000