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Investments and Derivative Instruments (Details 19) (USD $)
In Millions, unless otherwise specified
6 Months Ended 12 Months Ended
Jun. 30, 2012
Dec. 31, 2011
Derivative [Line Items]    
Notional Amount $ 167,102 $ 141,436
Fair Value (610) (458)
Credit [Member]
   
Derivative [Line Items]    
Notional Amount 8,506 [1] 7,046 [1]
Fair Value (159) (305)
Offsetting Notional Amount 4,636 [2] 4,094 [2]
Offsetting Fair Value 95 [2] 107 [2]
Corporate Credit/Foreign Gov. [Member] | Single Name Credit Default Swaps [Member] | Investment Grade Risk Exposure [Member] | Credit [Member]
   
Derivative [Line Items]    
Notional Amount 2,352 [1] 1,628 [1]
Fair Value (37) (34)
Weighted Average Years to Maturity 3 years 3 years
Underlying Referenced Credit Obligation Type Corporate Credit/ Foreign Gov. [3] Corporate Credit/ Foreign Gov. [3]
Average Credit Rating A [3] A+ [3]
Offsetting Notional Amount 1,343 [2] 1,424 [2]
Offsetting Fair Value (18) [2] (15) [2]
Corporate Credit [Member] | Single Name Credit Default Swaps [Member] | Below Investment Grade Risk Exposure [Member] | Credit [Member]
   
Derivative [Line Items]    
Notional Amount 160 [1] 170 [1]
Fair Value (2) (7)
Weighted Average Years to Maturity 1 year 2 years
Underlying Referenced Credit Obligation Type Corporate Credit [3] Corporate Credit [3]
Average Credit Rating BB- [3] BB- [3]
Offsetting Notional Amount 144 [2] 144 [2]
Offsetting Fair Value (4) [2] (5) [2]
Corporate Credit [Member] | Basket Credit Default Swaps [Member] | Investment Grade Risk Exposure [Member] | Credit [Member]
   
Derivative [Line Items]    
Notional Amount 4,391 [1],[4] 3,645 [1],[4]
Fair Value (56) [4] (92) [4]
Weighted Average Years to Maturity 4 years [4] 3 years [4]
Underlying Referenced Credit Obligation Type Corporate Credit [3],[4] Corporate Credit [3],[4]
Average Credit Rating BBB+ [3],[4] BBB+ [3],[4]
Offsetting Notional Amount 2,624 [2],[4] 2,001 [2],[4]
Offsetting Fair Value 24 [2],[4] 29 [2],[4]
Corporate Credit [Member] | Basket Credit Default Swaps [Member] | Below Investment Grade Risk Exposure [Member] | Credit [Member]
   
Derivative [Line Items]    
Notional Amount 553 [1],[4] 553 [1],[4]
Fair Value (429) [4] (509) [4]
Weighted Average Years to Maturity 3 years [4] 3 years [4]
Underlying Referenced Credit Obligation Type Corporate Credit [3],[4] Corporate Credit [3],[4]
Average Credit Rating BBB [3],[4] BBB+ [3],[4]
Offsetting Notional Amount 0 [2],[4] 0 [2],[4]
Offsetting Fair Value 0 [2],[4] 0 [2],[4]
Corporate Credit [Member] | Embedded Credit Derivatives [Member] | Investment Grade Risk Exposure [Member] | Credit [Member]
   
Derivative [Line Items]    
Notional Amount 225 [1] 25 [1]
Fair Value 201 24
Weighted Average Years to Maturity 5 years 3 years
Underlying Referenced Credit Obligation Type Corporate Credit [3] Corporate Credit [3]
Average Credit Rating BBB- [3] BBB- [3]
Offsetting Notional Amount 0 [2] 0 [2]
Offsetting Fair Value 0 [2] 0 [2]
Corporate Credit [Member] | Embedded Credit Derivatives [Member] | Below Investment Grade Risk Exposure [Member] | Credit [Member]
   
Derivative [Line Items]    
Notional Amount 300 [1] 500 [1]
Fair Value 257 411
Weighted Average Years to Maturity 4 years 5 years
Underlying Referenced Credit Obligation Type Corporate Credit [3] Corporate Credit [3]
Average Credit Rating BB+ [3] BB+ [3]
Offsetting Notional Amount 0 [2] 0 [2]
Offsetting Fair Value 0 [2] 0 [2]
CMBS Credit [Member] | Basket Credit Default Swaps [Member] | Investment Grade Risk Exposure [Member] | Credit [Member]
   
Derivative [Line Items]    
Notional Amount 525 [1],[4] 525 [1],[4]
Fair Value (93) [4] (98) [4]
Weighted Average Years to Maturity 5 years [4] 5 years [4]
Underlying Referenced Credit Obligation Type CMBS Credit [3],[4] CMBS Credit [3],[4]
Average Credit Rating BBB+ [3],[4] BBB+ [3],[4]
Offsetting Notional Amount 525 [2],[4] 525 [2],[4]
Offsetting Fair Value $ 93 [2],[4] $ 98 [2],[4]
[1] Notional amount is equal to the maximum potential future loss amount. There is no specific collateral related to these contracts or recourse provisions included in the contracts to offset losses.
[2] The Company has entered into offsetting credit default swaps to terminate certain existing credit default swaps, thereby offsetting the future changes in value of, or losses paid related to, the original swap.
[3] The average credit ratings are based on availability and the midpoint of the applicable ratings among Moody’s, S&P, and Fitch. If no rating is available from a rating agency, then an internally developed rating is used.
[4] Includes $4.9 billion and $4.2 billion as of June 30, 2012 and December 31, 2011, respectively, of standard market indices of diversified portfolios of corporate issuers referenced through credit default swaps. These swaps are subsequently valued based upon the observable standard market index. Also includes $533 as of both June 30, 2012 and December 31, 2011 of customized diversified portfolios of corporate issuers referenced through credit default swaps.