Derivative Financial Instruments (Tables)

6 Months Ended

Jun. 30, 2012

Summary of Derivative Instruments [Abstract]

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

Recognized Gains (Losses)



Periods ended June 30	Three Months				Six Months
(In millions)	2012		2011		2012		2011
Without hedge designation
Currency forwards	$	1	$	—	$	—	$	(1	)
Total without hedge designation	1		—		—		(1		)
Trading activities
Futures sold, not yet purchased	—		—		1		—
Total	$	1	$	—	$	1	$	(1	)

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

Derivative Financial Instruments



June 30, 2012	Contractual/ Notional Amount		Estimated Fair Value
(In millions)	Contractual/ Notional Amount		Asset		(Liability)
Without hedge designation
Credit default swaps - purchased protection	$	20	$	—	$	(1	)
Currency forwards	40		—		—
Equity warrants	5		—		—
Total without hedge designation	65		—		(1		)
Trading activities
Futures sold, not yet purchased	48		—		—
Total	$	113	$	—	$	(1	)



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

- Definition

Tabular disclosure of the location and amount of gains and losses reported in the statement of financial performance, or when applicable, the statement of financial position. For example, (a) gains and losses recognized in the income statement on derivative instruments designated and qualifying as hedging instruments in fair value hedges and related hedged items designated and qualifying in fair value hedges and (b) gains and losses initially recognized in other comprehensive income on derivative instruments designated and qualifying as cash flow hedges.

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- Definition

Tabular disclosure of the location and fair value amounts of derivative instruments (and nonderivative instruments that are designated and qualify as hedging instruments) reported in the statement of financial position.

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