XML 92 R38.htm IDEA: XBRL DOCUMENT v3.3.0.814
Financial Instruments (Details 3) - USD ($)
$ in Millions
9 Months Ended
Sep. 30, 2015
Dec. 31, 2014
Financial Instruments:    
Fair value of derivative instruments under collateralized arrangements in a liability position $ 12 $ 21
Collateral posted on derivative instruments 0 0
Fair Values of Derivative Instruments    
Fair value of total derivative instruments, Assets 1,283 1,432
Fair value of total derivative liabilities and debt $ 7,939 7,963
Maximum spread on credit default swap agreements before full collateralization is required 2.50%  
Liabilities included in master netting arrangements $ 180 97
Obligation to return cash collateral 193 487
Net exposure related to derivative assets recorded in the Statement of Financial Position 862 817
Net exposure related to derivative liabilities recorded in the Statement of Financial Position 50 99
Cash collateral rehypothecated 0 0
U.S. Treasury securities    
Fair Values of Derivative Instruments    
Non-cash collateral received 48 31
Designated as hedging instruments    
Fair Values of Derivative Instruments    
Fair value of total derivative instruments, Assets 1,043 1,281
Fair value of total derivative instruments, Liabilities 119 72
Derivative instruments not designated as hedging instruments    
Fair Values of Derivative Instruments    
Fair value of total derivative instruments, Assets 241 151
Fair value of total derivative instruments, Liabilities 112 125
Other receivables    
Fair Values of Derivative Instruments    
Cash collateral issued, derivatives 0 0
Accounts payable    
Fair Values of Derivative Instruments    
Obligation to return cash collateral 193 487
Prepaid expenses and other current assets | Interest rate contracts | Designated as hedging instruments    
Fair Values of Derivative Instruments    
Fair value of total derivative instruments, Assets   5
Prepaid expenses and other current assets | Foreign exchange contracts | Designated as hedging instruments    
Fair Values of Derivative Instruments    
Fair value of total derivative instruments, Assets 299 632
Prepaid expenses and other current assets | Foreign exchange contracts | Derivative instruments not designated as hedging instruments    
Fair Values of Derivative Instruments    
Fair value of total derivative instruments, Assets 201 90
Prepaid expenses and other current assets | Equity contracts | Derivative instruments not designated as hedging instruments    
Fair Values of Derivative Instruments    
Fair value of total derivative instruments, Assets 2 24
Investments and sundry assets | Interest rate contracts | Designated as hedging instruments    
Fair Values of Derivative Instruments    
Fair value of total derivative instruments, Assets 739 628
Investments and sundry assets | Foreign exchange contracts | Designated as hedging instruments    
Fair Values of Derivative Instruments    
Fair value of total derivative instruments, Assets 5 17
Investments and sundry assets | Foreign exchange contracts | Derivative instruments not designated as hedging instruments    
Fair Values of Derivative Instruments    
Fair value of total derivative instruments, Assets 37 37
Investments and sundry assets | Equity contracts | Derivative instruments not designated as hedging instruments    
Fair Values of Derivative Instruments    
Fair value of total derivative instruments, Assets   0
Other accrued expenses and liabilities | Interest rate contracts | Designated as hedging instruments    
Fair Values of Derivative Instruments    
Fair value of total derivative instruments, Liabilities   0
Other accrued expenses and liabilities | Foreign exchange contracts | Designated as hedging instruments    
Fair Values of Derivative Instruments    
Fair value of total derivative instruments, Liabilities 89 50
Other accrued expenses and liabilities | Foreign exchange contracts | Derivative instruments not designated as hedging instruments    
Fair Values of Derivative Instruments    
Fair value of total derivative instruments, Liabilities 36 101
Other accrued expenses and liabilities | Equity contracts | Derivative instruments not designated as hedging instruments    
Fair Values of Derivative Instruments    
Fair value of total derivative instruments, Liabilities 43 14
Other liabilities | Foreign exchange contracts | Designated as hedging instruments    
Fair Values of Derivative Instruments    
Fair value of total derivative instruments, Liabilities 30 21
Other liabilities | Foreign exchange contracts | Derivative instruments not designated as hedging instruments    
Fair Values of Derivative Instruments    
Fair value of total derivative instruments, Liabilities 33 4
Other liabilities | Equity contracts | Derivative instruments not designated as hedging instruments    
Fair Values of Derivative Instruments    
Fair value of total derivative instruments, Liabilities   5
Long term debt | Designated as hedging instruments | Net investment hedge    
Fair Values of Derivative Instruments    
Debt designated as hedging instrument $ 7,709 7,766
Short term debt | Designated as hedging instruments | Net investment hedge    
Fair Values of Derivative Instruments    
Debt designated as hedging instrument   $ 0