Derivative and Credit-Related Financial Instruments (Schedule of Weighted Average Maturity and Interest Rates on Risk Management Interest Rate Swaps) (Details) (USD $) In Millions, unless otherwise specified	Jun. 30, 2011		Dec. 31, 2010
Notional amount	$ 17,715	[1]	$ 18,260	[1]
Risk Management Purposes [Member] | Swaps - Cash Flow Hedge - Receive Fixed/Pay Floating [Member] | Variable Rate Loan Designation [Member]
Notional amount			800
Weighted average remaining maturity of interest rate swap agreements, in years			0.1
Weighted average receive rate			4.75%
Weighted average pay rate			3.25%	[2]
Risk Management Purposes [Member] | Interest Rate Contracts [Member]
Notional amount	1,450		2,400
Risk Management Purposes [Member] | Swaps - Fair Value Hedge - Receive Fixed/Pay Floating [Member] | Medium- and Long-Term Debt Designation [Member]
Notional amount	1,450		1,600
Weighted average remaining maturity of interest rate swap agreements, in years	5.9		7.1
Weighted average receive rate	5.45%		5.73%
Weighted average pay rate	0.45%	[2]	0.85%	[2]
Risk Management Purposes [Member]
Notional amount	$ 1,836	[1]	$ 2,620	[1]

[1] Notional or contract amounts, which represent the extent of involvement in the derivatives market, are used to determine the contractual cash flows required in accordance with the terms of the agreement. These amounts are typically not exchanged, significantly exceed amounts subject to credit or market risk and are not reflected in the consolidated balance sheets.

[2] Variable rates paid on receive fixed swaps are based on prime and six-month LIBOR rates in effect at June 30, 2011 and December 31, 2010.