XML 136 R101.htm IDEA: XBRL DOCUMENT  v2.3.0.11
Financial Derivatives (Credit Default Swaps) (Details) (USD $)
In Millions
Jun. 30, 2011
Dec. 31, 2010
Credit Default Swap [Member] | Underlying Other Guarantor Single Name [Member]
   
Notional Amount of Credit Risk Derivatives $ 45 $ 45
Estimated Net Fair Value 4 4
Weighted-Average Remaining Maturity in Years 2.3 2.8
Underlying Other Guarantor [Member]
   
Notional Amount of Credit Risk Derivatives 163 234
Underlying Other Guarantor [Member] | Credit Default Swap [Member]
   
Notional Amount of Credit Risk Derivatives 163 234
Estimated Net Fair Value 5 6
Weighted-Average Remaining Maturity in Years 2.2 2.2
Credit Default Swap [Member] | Underlying Other Sold Index Traded [Member]
   
Notional Amount of Credit Risk Derivatives 118 189
Estimated Net Fair Value 1 2
Weighted-Average Remaining Maturity in Years 2.1 2.0
Credit Default Swap [Member] | Underlying Other Beneficiary Single Name [Member]
   
Notional Amount of Credit Risk Derivatives 310 317
Estimated Net Fair Value 1 2
Weighted-Average Remaining Maturity in Years 3.3 2.6
Credit Default Swap [Member] | Underlying Other Beneficiary Index Traded [Member]
   
Notional Amount of Credit Risk Derivatives 110 210
Estimated Net Fair Value 6 8
Weighted-Average Remaining Maturity in Years 38.2 38.8
Credit Default Swap [Member] | Underlying Other Beneficiary [Member]
   
Notional Amount of Credit Risk Derivatives 420 527
Estimated Net Fair Value 7 10
Weighted-Average Remaining Maturity in Years 12.5 17.0
Underlying Other Beneficiary [Member]
   
Notional Amount of Credit Risk Derivatives 420 527
Credit Default Swap [Member] | Underlying Others [Member]
   
Notional Amount of Credit Risk Derivatives 583 761
Estimated Net Fair Value 12 16
Weighted-Average Remaining Maturity in Years 9.6 12.5
Underlying Others [Member]
   
Notional Amount of Credit Risk Derivatives $ 583 $ 761