XML 46 R97.htm IDEA: XBRL DOCUMENT v2.4.0.6
Derivative Financial Instruments (Details) (USD $)
In Millions, unless otherwise specified
Mar. 31, 2012
Dec. 31, 2011
Derivatives, Fair Value [Line Items]    
Notional Amount $ 289,962 $ 290,021
Estimated Fair Value Assets 12,447 16,200
Estimated Fair Value Liabilities 4,207 4,011
Interest rate swaps [Member] | Interest rate [Member]
   
Derivatives, Fair Value [Line Items]    
Notional Amount 90,460 79,733
Estimated Fair Value Assets 6,595 8,241
Estimated Fair Value Liabilities 1,994 2,199
Interest rate floors [Member] | Interest rate [Member]
   
Derivatives, Fair Value [Line Items]    
Notional Amount 23,866 23,866
Estimated Fair Value Assets 1,043 1,246
Estimated Fair Value Liabilities 143 165
Interest rate caps [Member] | Interest rate [Member]
   
Derivatives, Fair Value [Line Items]    
Notional Amount 43,665 49,665
Estimated Fair Value Assets 92 102
Estimated Fair Value Liabilities 0 0
Interest rate futures [Member] | Interest rate [Member]
   
Derivatives, Fair Value [Line Items]    
Notional Amount 14,781 14,965
Estimated Fair Value Assets 20 25
Estimated Fair Value Liabilities 43 19
Interest rate options [Member] | Interest rate [Member]
   
Derivatives, Fair Value [Line Items]    
Notional Amount 16,051 16,988
Estimated Fair Value Assets 516 896
Estimated Fair Value Liabilities 79 6
Interest rate forwards [Member] | Interest rate [Member]
   
Derivatives, Fair Value [Line Items]    
Notional Amount 3,189 14,033
Estimated Fair Value Assets 119 286
Estimated Fair Value Liabilities 5 91
Synthetic GICs [Member] | Interest rate [Member]
   
Derivatives, Fair Value [Line Items]    
Notional Amount 4,484 4,454
Estimated Fair Value Assets 0 0
Estimated Fair Value Liabilities 0 0
Foreign currency swaps [Member] | Foreign currency [Member]
   
Derivatives, Fair Value [Line Items]    
Notional Amount 16,995 16,461
Estimated Fair Value Assets 1,032 1,172
Estimated Fair Value Liabilities 1,064 1,060
Foreign currency forwards [Member] | Foreign currency [Member]
   
Derivatives, Fair Value [Line Items]    
Notional Amount 10,301 10,149
Estimated Fair Value Assets 64 200
Estimated Fair Value Liabilities 295 60
Currency futures [Member] | Foreign currency [Member]
   
Derivatives, Fair Value [Line Items]    
Notional Amount 827 633
Estimated Fair Value Assets 1 0
Estimated Fair Value Liabilities 0 0
Currency options [Member] | Foreign currency [Member]
   
Derivatives, Fair Value [Line Items]    
Notional Amount 1,446 1,321
Estimated Fair Value Assets 22 6
Estimated Fair Value Liabilities 2 0
Credit default swaps [Member] | Credit [Member]
   
Derivatives, Fair Value [Line Items]    
Notional Amount 12,599 13,136
Estimated Fair Value Assets 173 326
Estimated Fair Value Liabilities 51 113
Credit forwards [Member] | Credit [Member]
   
Derivatives, Fair Value [Line Items]    
Notional Amount 0 20
Estimated Fair Value Assets 0 4
Estimated Fair Value Liabilities 0 0
Equity futures [Member] | Equity market [Member]
   
Derivatives, Fair Value [Line Items]    
Notional Amount 6,498 7,053
Estimated Fair Value Assets 26 26
Estimated Fair Value Liabilities 8 10
Equity Options [Member] | Equity market [Member]
   
Derivatives, Fair Value [Line Items]    
Notional Amount 23,575 17,099
Estimated Fair Value Assets 2,563 3,263
Estimated Fair Value Liabilities 251 179
Variance swaps [Member] | Equity market [Member]
   
Derivatives, Fair Value [Line Items]    
Notional Amount 19,108 18,801
Estimated Fair Value Assets 178 397
Estimated Fair Value Liabilities 181 75
Total rate of return swaps [Member] | Equity market [Member]
   
Derivatives, Fair Value [Line Items]    
Notional Amount 2,117 1,644
Estimated Fair Value Assets 3 10
Estimated Fair Value Liabilities $ 91 $ 34