XML 84 R64.htm IDEA: XBRL DOCUMENT v2.4.0.6
Derivative Instruments (Details 1) (Asset and Liability Management Positions [Member], USD $)
In Millions, unless otherwise specified
Mar. 31, 2012
Y
Dec. 31, 2011
Y
Fair Value Hedges [Member] | Foreign exchange cross-currency swaps [Member]
   
Asset and liability management derivative positions of the company    
Notional Value, Assets   $ 688
Notional Value, Liabilities   432
Fair Value, Assets   17
Fair Value, Liabilities   23
Derivative Asset Average Remaining Maturity Period   5.17
Derivative Liability Average Remaining Maturity Period   5.17
Fair Value Hedges [Member] | Interest Rate Contracts [Member] | Receive fixed/pay floating swaps [Member]
   
Asset and liability management derivative positions of the company    
Notional Value, Assets 500 500
Notional Value, Liabilities      
Fair Value, Assets 25 27
Fair Value, Liabilities      
Derivative Asset Average Remaining Maturity Period 3.84 4.09
Derivative Liability Average Remaining Maturity Period      
Cash flow hedges [Member] | Interest Rate Contracts [Member] | Pay fixed/receive floating swaps [Member]
   
Asset and liability management derivative positions of the company    
Notional Value, Assets      
Notional Value, Liabilities 4,788 4,788
Fair Value, Assets      
Fair Value, Liabilities 765 803
Derivative Asset Average Remaining Maturity Period      
Derivative Liability Average Remaining Maturity Period 3.78 4.03
Cash flow hedges [Member] | Interest Rate Contracts [Member] | Receive fixed/pay floating swaps [Member]
   
Asset and liability management derivative positions of the company    
Notional Value, Assets 6,750 750
Notional Value, Liabilities 250 6,250
Fair Value, Assets 12  
Fair Value, Liabilities    6
Derivative Asset Average Remaining Maturity Period 2.60 2.75
Derivative Liability Average Remaining Maturity Period 2.42 2.86
Net investment hedges [Member] | Foreign exchange forward contracts [Member]
   
Asset and liability management derivative positions of the company    
Notional Value, Assets   708
Notional Value, Liabilities     
Fair Value, Assets   4
Fair Value, Liabilities     
Derivative Asset Average Remaining Maturity Period   0.08
Derivative Liability Average Remaining Maturity Period     
Other Economic Hedges [Member] | Credit Risk Contract [Member]
   
Asset and liability management derivative positions of the company    
Notional Value, Assets 728 800
Notional Value, Liabilities 1,763 1,600
Fair Value, Assets 2 7
Fair Value, Liabilities 9 8
Derivative Asset Average Remaining Maturity Period 3.93 3.71
Derivative Liability Average Remaining Maturity Period 3.44 3.59
Other Economic Hedges [Member] | Equity Contract [Member]
   
Asset and liability management derivative positions of the company    
Notional Value, Assets 72 54
Notional Value, Liabilities    10
Fair Value, Assets 4 1
Fair Value, Liabilities     
Derivative Asset Average Remaining Maturity Period 0.74 1.05
Derivative Liability Average Remaining Maturity Period    0.64
Other Economic Hedges [Member] | Interest Rate Contracts [Member] | Receive fixed/pay floating swaps [Member]
   
Asset and liability management derivative positions of the company    
Notional Value, Assets 400 2,625
Notional Value, Liabilities 3,125   
Fair Value, Assets   9
Fair Value, Liabilities 14   
Derivative Asset Average Remaining Maturity Period 10.21 10.21
Derivative Liability Average Remaining Maturity Period 10.21   
Other Economic Hedges [Member] | Interest Rate Contracts [Member] | Futures and Forwards Buy [Member]
   
Asset and liability management derivative positions of the company    
Notional Value, Assets 12,502 14,270
Notional Value, Liabilities 2,332 29
Fair Value, Assets 92 150
Fair Value, Liabilities 13  
Derivative Asset Average Remaining Maturity Period 0.10 0.07
Derivative Liability Average Remaining Maturity Period 0.04 0.12
Other Economic Hedges [Member] | Interest Rate Contracts [Member] | Futures and Forwards Sell [Member]
   
Asset and liability management derivative positions of the company    
Notional Value, Assets 8,626 231
Notional Value, Liabilities 7,359 14,415
Fair Value, Assets 32 1
Fair Value, Liabilities 29 134
Derivative Asset Average Remaining Maturity Period 0.10 0.15
Derivative Liability Average Remaining Maturity Period 0.13 0.11
Other Economic Hedges [Member] | Interest Rate Contracts [Member] | Purchased Option [Member]
   
Asset and liability management derivative positions of the company    
Notional Value, Assets 3,810 1,250
Notional Value, Liabilities      
Fair Value, Assets     
Fair Value, Liabilities      
Derivative Asset Average Remaining Maturity Period 0.05 0.07
Derivative Liability Average Remaining Maturity Period      
Other Economic Hedges [Member] | Interest Rate Contracts [Member] | Written Option [Member]
   
Asset and liability management derivative positions of the company    
Notional Value, Assets 6,223 4,421
Notional Value, Liabilities 17 11
Fair Value, Assets 86 80
Fair Value, Liabilities 0 1
Derivative Asset Average Remaining Maturity Period 0.11 0.10
Derivative Liability Average Remaining Maturity Period 0.14 0.13
Other Economic Hedges [Member] | Foreign exchange forward contracts [Member]
   
Asset and liability management derivative positions of the company    
Notional Value, Assets 1,018 261
Notional Value, Liabilities 312 567
Fair Value, Assets 3 1
Fair Value, Liabilities $ 2 $ 5
Derivative Asset Average Remaining Maturity Period 0.08 0.08
Derivative Liability Average Remaining Maturity Period 0.09 0.09