Financial Instruments Energy Narrative (Details) bbl in Millions, $ in Millions		3 Months Ended
		Mar. 31, 2016 USD ($) bbl	Mar. 31, 2015 USD ($)	Dec. 31, 2015 USD ($) bbl
Commodity contracts
Derivatives, Fair Value [Line Items]
Short Notional Exposure		$ 1,220		$ 643
Commodity contracts | Energy Segment [Member] | Not Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Derivative, non-monetary notional amount (barrels) | bbl				2.5
Price and basis swap [Member] | Energy Segment [Member] | Not Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Derivative, non-monetary notional amount (barrels) | bbl		1.0
Interest rate swap contracts
Derivatives, Fair Value [Line Items]
Notional value of interest rate swap agreements		$ 16,000
Notional Exposure of Derivatives, Short Position, less than three months		74
Short Notional Exposure	[1]	63		$ 137
Cash Flow Hedging [Member] | Interest rate swap contracts | Energy Segment [Member] | Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Notional value of interest rate swap agreements		63
Realized loss on interest rate swaps reclassified from AOCI into interest expense		1
Accrued Expenses and Other Liabilities [Member] | Commodity contracts | Energy Segment [Member] | Not Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset, Fair Value, Amount Not Offset Against Collateral		22		$ 45
Other Income (Loss) Not Specified [Member] | Commodity contracts | Energy Segment [Member] | Not Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Gain (Loss) on Sale of Commodity Contracts		1	$ 50
Term Loan [Member] | Debt Facility [Member] | Energy Segment [Member]
Derivatives, Fair Value [Line Items]
Derivative, Amount of Hedged Item		$ 125

[1] The short notional amount on certain of our interest rate contracts with a three month duration is approximately $16.0 billion as of December 31, 2015. We assume that interest rates will not fall below zero and therefore our downside short notional exposure to loss on these contracts is $74 million (of the total $137 million disclosed in the above table) as of December 31, 2015.