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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