Derivative Financial Instruments (Details Textual) (USD $)	3 Months Ended		6 Months Ended
	Jun. 30, 2012	Jun. 30, 2011	Jun. 30, 2012	Jun. 30, 2011	Mar. 31, 2012	Dec. 31, 2011	Mar. 31, 2011
Derivative Financial Instruments (Textual) [Abstract]
Net gain (loss) in fair value of derivative in qualifying fair value hedge	$ 30,000,000	$ 11,000,000	$ 20,000,000	$ 1,000,000
Fair value hedges which decreased the carrying amount of debt	1,000,000		6,000,000
Amortized of basis adjustments related to fair value hedge relationships	3,000,000	5,000,000	6,000,000	28,000,000
Total accumulated unamortized increase in fair value of hedge	52,000,000		52,000,000			53,000,000
Decreases in Fair value hedges is available-for-sale of securities	481,000,000		187,000,000
Increases in fair value hedges is available for sale of securities		163,000,000		128,000,000
Increase in accumulated unamortized adjustments for fair value hedges as available-for-sale securities	940,000,000		940,000,000			1,100,000,000
Cash flow hedge relationships extend or mature	July 2036		July 2036
Losses Related to cash flow hedge were amortized to earnings from accumulated other comprehensive income (loss)	4,000,000		8,000,000
Next twelve months, amortize of remaining losses to earnings resulting from cash flow hedges			15,000,000
Losses related to cash flow hedge were amortized from accumulated other comprehensive income (loss).		2,000,000		5,000,000
Aggregate fair value of all derivative instruments with credit-risk-related contingent	11,000,000,000	10,300,000,000	11,000,000,000	10,300,000,000	11,000,000,000		8,500,000,000
Additional collateral on total return swaps	$ 54,000,000		$ 54,000,000