Derivative Financial Instruments (Tables)

12 Months Ended

Dec. 31, 2011

Summary of Derivative Instruments [Abstract]

Summary of recognized gains (losses) related to derivative financial instruments

Recognized Gains (Losses)

Years ended December 31
(In millions)	2011		2010			2009
Without hedge designation
Interest rate swaps	$	—	$	—		$	61
Credit default swaps - purchased protection	—		(1		)	(47		)
Credit default swaps - sold protection	—		—			3
Total return swaps	—		—			(2		)
Futures sold, not yet purchased	—		—			21
Options written	—		—			15
Total without hedge designation	—		(1		)	51
Trading activities
Futures sold, not yet purchased	—		(1		)	(2		)
Total	$	—	$	(2	)	$	49

Summary of aggregate contractual or notional amounts and gross estimated fair values related to derivative financial instruments

Derivative Financial Instruments

December 31, 2011	Contractual/ Notional Amount		Estimated Fair Value
(In millions)			Asset		(Liability)
Without hedge designation
Credit default swaps - purchased protection	$	20	$	—	$	(1	)
Currency forwards	22		1		—
Equity warrants	4		—		—
Total	$	46	$	1	$	(1	)

December 31, 2010	Contractual/ Notional Amount		Estimated Fair Value
(In millions)			Asset		(Liability)
Without hedge designation
Credit default swaps - purchased protection	$	20	$	—	$	(2	)
Credit default swaps - sold protection	8		1		—
Currency forwards	18		—		—
Equity warrants	3		—		—
Total	$	49	$	1	$	(2	)