Fair Value Option (Tables)

6 Months Ended

Jun. 30, 2012

Fair Value Option and Fair Value Measurements [Abstract]

Components of Gain on Instruments at Fair Value and Related Derivatives

	Three Months Ended June 30,
	2012											2011
	Loans		Long- Term Debt			Hybrid Instruments			Total			Loans			Long- Term Debt			Hybrid Instruments			Total
	(in millions)
Interest rate component	$	-	$	(123	)	$	74		$	(49	)	$	(1	)	$	(52	)	$	(192	)	$	(245	)
Credit risk component		2		131			(56	)		77			(15	)		36			23			44
Total mark-to-market on financial instruments designated at fair value		2		8			18			28			(16	)		(16	)		(169	)		(201	)
Net realized gains on the financial instrument		-		-			-			-			(2	)		-			-			(2	)
Mark-to-market on the related derivatives		-		142			(44	)		98			(1	)		55			174			228
Net realized gain (losses) on the related derivatives		-		15			-			15			-			15			-			15
Gain (loss) on instruments designated at fair value and related derivatives	$	2	$	165		$	(26	)	$	141		$	(19	)	$	54		$	5		$	40

	Six Months Ended June 30,
	2012												2011
	Loans			Long- Term Debt			Hybrid Instruments			Total			Loans			Long- Term Debt			Hybrid Instruments			Total
	(in millions)
Interest rate component	$	1		$	(40	)	$	(355	)	$	(394	)	$	(2	)	$	(16	)	$	(311	)	$	(329	)
Credit risk component		34			(90	)		(23	)		(79	)		16			7			38			61
Total mark-to-market on financial instruments designated at fair value		35			(130	)		(378	)		(473	)		14			(9	)		(273	)		(268	)
Net realized gains on the financial instrument		(1	)		-			-			(1	)		2			-			-			2
Mark-to-market on the related derivatives		-			27			345			372			(1	)		16			280			295
Net realized gain (losses) on the related long-term debt derivatives		-			31			-			31			-			32			-			32
Gain (loss) on instruments designated at fair value and related derivatives	$	34		$	(72	)	$	(33	)	$	(71	)	$	15		$	39		$	7		$	61