Derivatives and Hedging (Tables)

3 Months Ended

Mar. 31, 2012

Derivatives and Hedging

Notional and fair values of derivative instruments

	Notional Amount				Derivative Assets (1)				Derivative Liabilities (2)
	March 31, 2012		December 31, 2011		March 31, 2012		December 31, 2011		March 31, 2012		December 31, 2011
Derivatives accounted for as hedges:
Interest rate contracts	$	552	$	702	$	18	$	16	$	—	$	—
Foreign exchange contracts	1,377		1,297		169		140		205		188
Total	1,929		1,999		187		156		205		188
Derivatives not accounted for as hedges:
Foreign exchange contracts	228		246		1		1		1		1
Total	$	2,157	$	2,245	$	188	$	157	$	206	$	189

(1) Included within Other assets

(2) Included within Other liabilities

Derivative gains (losses)

	Three months ended
	March 31,
	2012			2011
Gain (Loss) recognized in Accumulated Other Comprehensive Loss:
Cash flow hedges:
Interest rate contracts	$	—		$	(2	)
Foreign exchange contracts	2			—
Total	$	2		$	(2	)
Foreign net investment hedges:
Foreign exchange contracts	$	(10	)	$	(13	)
Gain (Loss) reclassified from Accumulated Other Comprehensive Loss into income (effective portion):
Cash flow hedges:
Interest rate contracts (1)	$	—		$	—
Foreign exchange contracts (2)	(8		)	2
Total	$	(8	)	$	2
Foreign net investment hedges:
Foreign exchange contracts	$	—		$	—

(1) Included within Fiduciary investment income and Interest expense

(2) Included within Other general expenses and Interest expense

	Three months ended March 31,
	Amount of Gain (Loss) Recognized in Income on Derviative (1)					Amount of Gain (Loss) Recognized in Income on Related Hedged Item (2)
	2012		2011			2012			2011
Fair value hedges:
Foreign exchange contracts	$	2	$	(7	)	$	(2	)	$	8

(1) Relates to fixed rate debt

(2) Included in Interest expense