Derivative Instruments and Hedging Activities - Additional Information (Details) - USD ($) $ in Millions	6 Months Ended
Jun. 30, 2017	Dec. 31, 2016
Derivatives, Fair Value [Line Items]
Decrease in derivative assets due to CME Rulebook change	$ 58
Cumulative counterparty credit risk valuation adjustment	4	$ 6
Cumulative credit risk valuation adjustment related to our credit quality (less than $1 million)	1	$ 1
Gain (net after-tax) recorded in AOCI related to derivatives designated as cash flow hedges expected to be reclassified to earnings over the next 12 months	$ 47
Maximum length of time over which forecasted transactions were hedged, years	7 years
Decrease in derivative liabilities due to CME Rulebook change	$ 348

Decrease in derivative assets due to CME Rulebook change

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- Definition

Decrease in derivative liabilities due to CME Rulebook change

+ References

No definition available.

+ Details

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- Definition

The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 30
-Section 50
-Paragraph 1
-Subparagraph (c)
-URI http://asc.fasb.org/extlink&oid=35736893&loc=d3e80748-113994

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- Definition

Amount of credit risk valuation adjustment to derivative assets to properly reflect the credit quality of the counterparties.

+ References

No definition available.

+ Details

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- Definition

Amount of credit risk valuation adjustment to derivative liabilities to properly reflect the credit quality of the entity.

+ References

No definition available.

+ Details

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- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

+ References

No definition available.

+ Details

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- Definition

Maximum length of time over which the entity is hedging its exposure to the variability in future cash flows for forecasted transactions, excluding those forecasted transactions related to the payment of variable interest on existing financial instruments, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 30
-Section 50
-Paragraph 1
-Subparagraph (d)
-URI http://asc.fasb.org/extlink&oid=35736893&loc=d3e80748-113994

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