Derivative Instruments Counterparty Credit Exposure (Details) (USD $) In Millions, unless otherwise specified	Sep. 30, 2012		Dec. 31, 2011
Derivative [Line Items]
Credit loss exposure	$ 229	[1]	$ 936	[1]
Less: Collateral held	198	[2]	840	[2]
Exposure net of collateral	31		96
Notional amount	684,683		613,190
Interest Rate and Foreign Currency Exchange Derivatives [Member]
Derivative [Line Items]
Notional amount	8,500		127,500
Number of counterparties	8		4
External Credit Rating, Lower of Standard & Poor's and Moody's [Member]
Derivative [Line Items]
Credit loss exposure	201	[1],[3]	885	[1],[3]
Less: Collateral held	198	[2],[3]	840	[2],[3]
Exposure net of collateral	3	[3]	45	[3]
Notional amount	684,219	[3]	610,261	[3]
Number of counterparties	22	[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	19,038	[4]	63,294	[4]
Number of counterparties	4	[4]	6	[4]
A Plus / A / A Minus Rating [Member]
Derivative [Line Items]
Credit loss exposure	118	[1],[4]	885	[1],[4]
Less: Collateral held	116	[2],[4]	840	[2],[4]
Exposure net of collateral	2	[4]	45	[4]
Notional amount	617,668	[4]	546,967	[4]
Number of counterparties	14	[4]	10	[4]
BBB Plus / BBB / BBB Minus Rating [Member]
Derivative [Line Items]
Credit loss exposure	83	[1],[4]	0	[1],[4]
Less: Collateral held	82	[2],[4]	0	[2],[4]
Exposure net of collateral	1	[4]	0	[4]
Notional amount	47,513	[4]	0	[4]
Number of counterparties	4	[4]	0	[4]
Other [Member]
Derivative [Line Items]
Credit loss exposure	28	[1],[5]	51	[1],[5]
Less: Collateral held	0	[2],[5]	0	[2],[5]
Exposure net of collateral	28	[5]	51	[5]
Notional amount	$ 464	[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 credit loss exposure to eight and four counterparties for interest rate and foreign currency derivatives counterparties as of September 30, 2012 and December 31, 2011, respectively. Those interest rate and foreign currency derivatives had notional balances of $8.5 billion and $127.5 billion as of September 30, 2012 and 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.