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Derivative Instruments Counterparty Credit Exposure (Details) (USD $)
In Millions, unless otherwise specified
Jun. 30, 2012
Dec. 31, 2011
Derivative [Line Items]    
Credit loss exposure $ 214 [1] $ 936 [1]
Less: Collateral held 159 [2] 840 [2]
Exposure net of collateral 55 96
Notional amount 615,374 613,190
Interest Rate and Foreign Currency Exchange Derivatives [Member]
   
Derivative [Line Items]    
Notional amount 0 127,500
Number of counterparties   4
External Credit Rating, Lower of Standard & Poor's and Moody's [Member]
   
Derivative [Line Items]    
Credit loss exposure 159 [1],[3] 885 [1],[3]
Less: Collateral held 159 [2],[3] 840 [2],[3]
Exposure net of collateral 0 [3] 45 [3]
Notional amount 614,885 [3] 610,261 [3]
Number of counterparties 21 [3] 16 [3]
AA Plus / AA / A A Minus Rating [Member]
   
Derivative [Line Items]    
Credit loss exposure 0 [1],[4] 0 [1],[4]
Less: Collateral held 0 [2],[4] 0 [2],[4]
Exposure net of collateral 0 [4] 0 [4]
Notional amount 15,032 [4] 63,294 [4]
Number of counterparties 4 [4] 6 [4]
A Plus / A / A Minus Rating [Member]
   
Derivative [Line Items]    
Credit loss exposure 106 [1],[4] 885 [1],[4]
Less: Collateral held 106 [2],[4] 840 [2],[4]
Exposure net of collateral 0 [4] 45 [4]
Notional amount 555,148 [4] 546,967 [4]
Number of counterparties 14 [4] 10 [4]
BBB Plus / BBB / BBB Minus Rating [Member]
   
Derivative [Line Items]    
Credit loss exposure 53 [1],[4] 0 [1],[4]
Less: Collateral held 53 [2],[4] 0 [2],[4]
Exposure net of collateral 0 [4] 0 [4]
Notional amount 44,705 [4] 0 [4]
Number of counterparties 3 [4] 0 [4]
Other [Member]
   
Derivative [Line Items]    
Credit loss exposure 55 [1],[5] 51 [1],[5]
Less: Collateral held 0 [2],[5] 0 [2],[5]
Exposure net of collateral 55 [5] 51 [5]
Notional amount $ 489 [5] $ 2,929 [5]
[1] Represents the exposure to credit loss on derivative instruments, which we estimate using the fair value of all outstanding derivative contracts in a gain position. We net derivative gains and losses with the same counterparty where a legal right of offset exists under an enforceable master netting agreement. This table excludes mortgage commitments accounted for as derivatives.
[2] Represents both cash and non-cash collateral posted by our counterparties to us. Does not include collateral held in excess of exposure. We reduce the value of non-cash collateral in accordance with the counterparty agreements to help ensure recovery of any loss through the disposition of the collateral.
[3] We had no credit loss exposure for interest rate and foreign currency derivative counterparties as of June 30, 2012. We had credit loss exposure to four counterparties for interest rate and foreign currency derivative counterparties which had notional balances of $127.5 billion as of December 31, 2011.
[4] We manage collateral requirements based on the lower credit rating of the legal entity, as issued by S&P and Moody’s. The credit rating reflects the equivalent S&P’s rating for any ratings based on Moody’s scale.
[5] Includes mortgage insurance contracts and swap credit enhancements accounted for as derivatives.