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Fair Value Measurements (Tables)
9 Months Ended
Sep. 30, 2017
Fair Value Measurements  
Assets and liabilities measured at fair value on a recurring basis

 

The following tables provide fair value measurement information for such assets and liabilities that are measured on a recurring basis as of September 30, 2017, and December 31, 2016 (in millions):

 

Embedded Derivatives

 

Level 1

 

Level 2

 

Level 3

 

Netting
and
Collateral

 

Total
Fair
Value

Fair Value Measurements at September 30, 2017:

Liabilities:

 

 

 

 

 

 

 

 

 

 

Accrued Liabilities

 

$

 

 

$

54

 

 

$

 

 

$

 

 

$

54

 

Deferred credits and other liabilities - other

 

$

 

 

$

183

 

 

$

 

 

$

 

 

$

183

 

 

 

 

 

 

 

 

 

 

 

 

Fair Value Measurements at December 31, 2016:

Liabilities:

 

 

 

 

 

 

 

 

 

 

Accrued Liabilities

 

$

 

 

$

43

 

 

$

 

 

$

 

 

$

43

 

Deferred credits and other liabilities - other

 

$

 

 

$

178

 

 

$

 

 

$

 

 

$

178