Derivative Instruments (Textuals) (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended			6 Months Ended		12 Months Ended
	Jun. 30, 2012	Mar. 31, 2012	Jun. 30, 2011	Jun. 30, 2012	Jun. 30, 2011	Dec. 31, 2011
Derivative Instruments (Textuals) [Abstract]
Maximum length of time hedging using interest rate derivative instruments				11 years
Derivative, Net Liability Position, Aggregate Fair Value	$ 339			$ 339
Collateral Already Posted, Aggregate Fair Value	244			244
Additional Collateral, Aggregate Fair Value	5			5
Early Repayment of Senior Debt						1,200
Notional Amount Interest Rate Derivative Underlying Debt Repaid During Period						1,000
Gain (Loss) on Discontinuation of Cash Flow Hedge Due to Forecasted Transaction Probable of Not Occurring, Net					91	91
Unrealized losses associated with interest rate swap breakage costs	8		7	15	17
Cumulative cash flow hedge losses remaining in AOCI				216		172
Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months				6
Losses from interest rate contracts reclassified from OCI into earnings			15		15
Notional Amount Interest Rate Derivative Underlying Debt Repaid						4,100
Interest Rate Derivative Liabilities, Fair Value on Settlement Date [Line Items]
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments		142
Interest Rate Derivative Liabilities, Fair Value on Settlement Date	0		(37)	(14)	(146)
Gain Loss On Interest Rate Derivative Instruments Not Designated As Hedging Instruments, Unrealized		14
Interest Rate Swap [Member]
Interest Rate Derivative Liabilities, Fair Value on Settlement Date [Line Items]
Interest Rate Derivative Liabilities, Fair Value on Settlement Date		$ 156