Derivative Instruments (Textuals) (Details) (USD $)	3 Months Ended	12 Months Ended												3 Months Ended
	Mar. 31, 2011	Dec. 31, 2012		Dec. 31, 2011		Dec. 31, 2010		Dec. 31, 2012 Interest Rate Swap [Member]		Dec. 31, 2011 Interest Rate Swap [Member]		Dec. 31, 2010 Interest Rate Swap [Member]		Mar. 31, 2012 Interest Rate Swap [Member]
Derivatives, Fair Value [Line Items]
Gain (Loss) on Sale of Derivatives		$ 230,000,000	[1]	$ (50,000,000)	[1]	$ 83,000,000	[1]	$ (157,000,000)	[1]	$ (193,000,000)	[1]	$ (31,000,000)	[1]
Derivative Instruments (Textuals) [Abstract]
Maximum length of time hedging using interest rate derivative instruments		11 years
Derivative, Net Liability Position, Aggregate Fair Value		5,000,000
Collateral Already Posted, Aggregate Fair Value		1,000,000
Additional Collateral, Aggregate Fair Value		1,000,000
Early Repayment of Senior Debt				1,200,000,000		3,500,000,000
Notional Amount Interest Rate Derivative Underlying Debt Repaid During Period				1,000,000,000
Gain (Loss) on Discontinuation of Cash Flow Hedge Due to Forecasted Transaction Probable of Not Occurring, Net	91,000,000			91,000,000		206,000,000
Unrealized losses associated with interest rate swap breakage costs		32,000,000
Cumulative cash flow hedge losses remaining in AOCI		242,000,000		172,000,000
Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months		41,000,000
Losses from interest rate contracts reclassified from OCI into earnings				15,000,000
Notional Amount Interest Rate Derivative Underlying Debt Repaid				4,100,000,000		3,300,000,000
Losses from reclassification of interest rate contracts due to settlement				17,000,000
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments		(14,000,000)		(145,000,000)		(223,000,000)								156,000,000
Gain Loss On Interest Rate Derivative Instruments Not Designated As Hedging Instruments, Unrealized		14,000,000
Gain Loss On Interest Rate Derivative Instruments Not Designated As Hedging Instruments, Realized				142,000,000
Unrealized Gain (Loss) on Derivatives		72,000,000	[2]	30,000,000	[2]	(56,000,000)	[2]	154,000,000	[2]	55,000,000	[2]	(199,000,000)	[2]
Interest rate swaps included in interest expense		$ (11,000,000)		$ (7,000,000)		$ 7,000,000

[1] Does not include the realized value associated with derivative instruments that settle through physical delivery.

[2] In addition to changes in market value on derivatives not designated as hedges, changes in unrealized gain (loss) also includes de-designation of interest rate swap cash flow hedges and related reclassification from AOCI into earnings, hedge ineffectiveness and adjustments to reflect changes in credit default risk exposure.