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Fair Value Measurements (Details - Not carried at fair value) (USD $)
3 Months Ended 6 Months Ended 12 Months Ended
Jun. 30, 2012
Jun. 30, 2011
Jun. 30, 2012
Jun. 30, 2011
Dec. 31, 2011
Fair Value Disclosures For Financial Instruments Not Carried At Fair Value [Line Items]          
Commercial mortgage loans $ 2,995,000,000   $ 2,995,000,000   $ 3,301,000,000
Fair Value Measurements Text Details [Abstract]          
Net appreciation required to adjust future policy benefits for run-off settlement annuity business included in fixed maturities     875,000,000   826,000,000
Appreciation of securities classified in Level 3 required to adjust future policy benefits for run-off settlement annuity business included in fixed maturities     108,000,000   115,000,000
Percentage of Guaranteed Minimum Income Benefit assets reinsured externally     55.00%   55.00%
Interest rate and foreign currency swqps qualifying as cash flow hedges     10,000,000   10,000,000
Interest rate swaps not designated as accounting hedges     37,000,000   35,000,000
Percentage of investments in fixed maturities and equity securities classified as Level 2     93.00%    
Percentage of investments classified in Level 2 representing foreign bonds priced using unadjusted broker quote     Less than 1    
Percentage of investments in fixed maturities and equity securities classified in Level 3     6.00%    
GMIB fair value loss 87,000,000 37,000,000 20,000,000 21,000,000  
Pension plan assets included in non-guaranteed separate accounts total     3,200,000,000   3,000,000,000
Pension plan assets included in non-guaranteed separate accounts classified in Level 3     902,000,000   702,000,000
Policyholder gains or (losses) attributable to instruments still held by the company 9,000,000 21,000,000 22,000,000 61,000,000  
Realized Investment Losses Commercial Mortgage Loans     7,000,000 11,000,000  
Percent Unrestricted Contractholder Deposit Funds     55.00%    
Realized Investment Losses Commercial Mortgage Loans And Real Estate Entities         15,000,000
Percentage of Impaired Commercial mortgage loans and real estate entities of total investments     less than 1 less than 1 less than 1
Assumptions [Abstract]          
Projected interest rate indexed to the 7-year Treasury Rate used to calculate the reinsured income benefits     1.11%    
Contractually guaranteed floor for the claim interest rate     3.00%    
Percentage of mutual fund investments modeled based on other indices with insufficient market-observable data     50.00%    
Low-end of the volatility range for equity funds modeled based on other indices     19.00%    
High-end of the volatility range for equity funds modeled based on other indices     33.00%    
Low-end of the volatility range for bond funds modeled based on other indices     6.00%    
High-end of the volatility range for bond funds modeled based on other indices     9.00%    
Low-end of the volatility range for money market funds modeled based on other indices     0.00%    
High-end of the volatility range for money market funds modeled based on other indices     1.00%    
Mortality assumption percentage of the 1994 Group Annuity Mortality table     70.00%    
Annual percentage improvement in the mortality assumption percentage of the 1994 Group Annuity Mortality table     1.00%    
Low-end of the annual lapse rate assumption range     1.00%    
High-end of the annual lapse rate assumption range     12.00%    
Weighted average annual lapse rate assumption     2.00%    
Assumed probability percentage that an individual will annuitize a variable annuity contract immediately after waiting period expiration     80.00%    
Assumed probability percentage that an individual will annuitize a variable annuity contract in the second or subsequent annual benefit opportunities     35.00%    
Weighted average annual annuity election rate     11.00%    
Low-end of the additional spread over LIBOR of basis points incorporated into the discount rate for the GMIB liability     10    
High-end of the additional spread over LIBOR of basis points incorporated into the discount rate for the GMIB liability     120    
Weighted-average of the additional spread over LIBOR of basis points incorporated into the discount rate for the GMIB liability     55    
Low-end of the additional spread over LIBOR of basis points incorporated into the discount rate for the GMIB reinsurance asset     30    
High-end of the additional spread over LIBOR of basis points incorporated into the discount rate for the GMIB reinsurance asset     145    
Weighted average of the additional spread over LIBOR of basis points incorporated into the discount rate for the GMIB reinsurance asset     80    
Return on capital required by hypothetical market participant assumption     10.00%    
Estimate Of Fair Value Fair Value Disclosure Member
         
Fair Value Disclosures For Financial Instruments Not Carried At Fair Value [Line Items]          
Commercial mortgage loans 3,130,000,000   3,130,000,000   3,380,000,000
Contractholder deposit funds, excluding universal life products     1,086,000,000   1,056,000,000
Long-term debt, including current maturities, excluding capital leases     5,557,000,000   5,281,000,000
Carrying Reported Amount Fair Value Disclosure Member
         
Fair Value Disclosures For Financial Instruments Not Carried At Fair Value [Line Items]          
Commercial mortgage loans 2,995,000,000   2,995,000,000   3,301,000,000
Contractholder deposit funds, excluding universal life products     1,057,000,000   1,035,000,000
Long-term debt, including current maturities, excluding capital leases     $ 4,947,000,000   $ 4,946,000,000