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DERIVATIVE INSTRUMENTS (Tables) | 3 Months Ended
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Mar. 31, 2013
Derivative Instruments and Hedging Activities Disclosure [Abstract] |
Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance [Table Text Block] | The following table summarized the impact to realized investment gains (losses) and other comprehensive income (loss) from all derivatives and hedging instruments.
| Three Months Ended March 31,
| 2013 | 2012
(In millions) |  | Realized Investment Gains (Losses) |  | Other Comprehensive Income (Loss) | Realized Investment Gains (Losses) | Other Comprehensive Income (Loss)
Qualifying hedges: |  |  |  |  |  |  |  |  |  |  |  |  |  |
Cash flow hedges: |  |  |  |  |  |  |  |  |  |  |  |  |  |
Foreign currency swaps |  |  | $ | (1 | ) |  |  |  | $ | (7 | ) |  |  | $ | 0 |  |  |  | $ | (12 | ) |
Total cash flow hedges |  |  | (1 | ) |  |  |  | (7 | ) |  |  | 0 |  |  |  | (12 | ) |
Fair value hedges: |  |  |  |  |  |  |  |  |  |  |  |  |  |
Foreign currency forwards(1) |  |  | (6 | ) |  |  |  | 0 |  |  |  | 0 |  |  |  | 0 |  |
Total fair value hedges |  |  | (6 | ) |  |  |  | 0 |  |  |  | 0 |  |  |  | 0 |  |
Net investment hedge: |  |  |  |  |  |  |  |  |  |  |  |  |  |
Non-derivative hedging instruments |  |  | 0 |  |  |  |  | 69 |  |  |  | 0 |  |  |  | 49 |  |
Total net investment hedge |  |  | 0 |  |  |  |  | 69 |  |  |  | 0 |  |  |  | 49 |  |
Non-qualifying strategies: |  |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate swaps |  |  | (4 | ) |  |  |  | 0 |  |  |  | (3 | ) |  |  | 0 |  |
Foreign currency swaps |  |  | 84 |  |  |  |  | 0 |  |  |  | 50 |  |  |  | 0 |  |
Foreign currency options |  |  | 2 |  |  |  |  | 0 |  |  |  | 0 |  |  |  | 0 |  |
Credit default swaps |  |  | 12 |  |  |  |  | 0 |  |  |  | 33 |  |  |  | 0 |  |
Total non-qualifying strategies |  |  | 94 |  |  |  |  | 0 |  |  |  | 80 |  |  |  | 0 |  |
Total |  |  | $ | 87 |  |  |  |  | $ | 62 |  |  |  | $ | 80 |  |  |  | $ | 37 |  |
(1)Impact shown net of effect of hedged items (see Fair Value Hedges section of this Note 4 for further detail)
Fair Value and Notional Amount of Derivatives with Counterparty Credit Risk | The counterparties to these derivatives are financial institutions with the following credit ratings.
| March 31, 2013 |  | December 31, 2012
| Fair Value | Notional Amount |  | Fair Value | Notional Amount
(In millions) | of Swaps | of Swaps |  | of Swaps | of Swaps
Counterparties' credit rating: |  |  |  |  |  |  |  |  |  |  |  |  |
AA |  | $ | (6 | ) |  |  | $ | 161 |  |  |  |  | $ | (1 | ) |  |  | $ | 161 |  |
A |  | (207 | ) |  |  | 14,924 |  |  |  |  | (588 | ) |  |  | 13,209 |  |
Total |  | $ | (213 | ) |  |  | $ | 15,085 |  |  |  |  | $ | (589 | ) |  |  | $ | 13,370 |  |
Maximum Potential Risk, Fair Value, Weighted Average Years to Maturity, and Underlying Referenced Credit Obligation Type for Credit Derivatives | The following tables present the maximum potential risk, fair value, weighted-average years to maturity, and underlying referenced credit obligation type for credit default swaps within consolidated VIE structures.
March 31, 2013
|  | Less than one year |  | One to three years |  | Three to five years |  | Five to ten years |  | Total
(In millions) | Credit Rating | Maximum potential risk |  | Estimated fair value |  | Maximum potential risk |  | Estimated fair value |  | Maximum potential risk |  | Estimated fair value |  | Maximum potential risk |  | Estimated fair value |  | Maximum potential risk |  | Estimated fair value
Index exposure: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Corporate bonds: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| A | $ | 0 |  |  | $ | 0 |  |  | $ | 124 |  |  | $ | 2 |  |  | $ | 0 |  |  | $ | 0 |  |  | $ | 0 |  |  | $ | 0 |  |  | $ | 124 |  |  | $ | 2 |
| BB or lower | 0 |  |  | 0 |  |  | 0 |  |  | 0 |  |  | 106 |  |  | (41 | ) |  | 107 |  |  | (15 | ) |  | 213 |  |  | (56 | )
Total |  | $ | 0 |  |  | $ | 0 |  |  | $ | 124 |  |  | $ | 2 |  |  | $ | 106 |  |  | $ | (41 | ) |  | $ | 107 |  |  | $ | (15 | ) |  | $ | 337 |  |  | $ | (54 | )
December 31, 2012
|  | Less than one year |  | One to three years |  | Three to five years |  | Five to ten years |  | Total
(In millions) | Credit Rating | Maximum potential risk |  | Estimated fair value |  | Maximum potential risk |  | Estimated fair value |  | Maximum potential risk |  | Estimated fair value |  | Maximum potential risk |  | Estimated fair value |  | Maximum potential risk |  | Estimated fair value
Index exposure: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Corporate bonds: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| A | $ | 0 |  |  | $ | 0 |  |  | $ | (133 | ) |  | $ | 2 |  |  | $ | 0 |  |  | $ | 0 |  |  | $ | 0 |  |  | $ | 0 |  |  | $ | (133 | ) |  | $ | 2 |
| BB or lower | 0 |  |  | 0 |  |  | 0 |  |  | 0 |  |  | (106 | ) |  | (47 | ) |  | (116 | ) |  | (20 | ) |  | (222 | ) |  | (67 | )
Total |  | $ | 0 |  |  | $ | 0 |  |  | $ | (133 | ) |  | $ | 2 |  |  | $ | (106 | ) |  | $ | (47 | ) |  | $ | (116 | ) |  | $ | (20 | ) |  | $ | (355 | ) |  | $ | (65 | )
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value | The tables below summarize the balance sheet classification of our derivative fair value amounts, as well as the gross asset and liability fair value amounts. The fair value amounts presented do not include income accruals. The notional amount of derivative contracts represents the basis upon which pay or receive amounts are calculated. Notional amounts are not reflective of credit risk.
|  | March 31, 2013 |
(In millions) | Net Derivatives |  | Asset Derivatives |  | Liability Derivatives
Hedge Designation/ Derivative Type | Notional Amount |  | Fair Value |  | Fair Value |  | Fair Value
Cash flow hedges: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate swaps |  | $ | 58 |  |  |  |  | $ | 0 |  |  |  |  | $ | 0 |  |  |  |  | $ | 0 |  |
Foreign currency swaps |  | 75 |  |  |  |  | 7 |  |  |  |  | 7 |  |  |  |  | 0 |  |
Total cash flow hedges |  | 133 |  |  |  |  | 7 |  |  |  |  | 7 |  |  |  |  | 0 |  |
Fair value hedges: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Foreign currency forwards |  | 8,661 |  |  |  |  | (253 | ) |  |  |  | 19 |  |  |  |  | (272 | ) |
Total fair value hedges |  | 8,661 |  |  |  |  | (253 | ) |  |  |  | 19 |  |  |  |  | (272 | ) |
Non-qualifying strategies: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate swaps |  | 336 |  |  |  |  | 25 |  |  |  |  | 26 |  |  |  |  | (1 | ) |
Foreign currency swaps |  | 5,352 |  |  |  |  | 60 |  |  |  |  | 374 |  |  |  |  | (314 | ) |
Foreign currency options |  | 266 |  |  |  |  | 2 |  |  |  |  | 2 |  |  |  |  | 0 |  |
Credit default swaps |  | 337 |  |  |  |  | (54 | ) |  |  |  | 2 |  |  |  |  | (56 | ) |
Total non-qualifying strategies |  | 6,291 |  |  |  |  | 33 |  |  |  |  | 404 |  |  |  |  | (371 | ) |
Total derivatives |  | $ | 15,085 |  |  |  |  | $ | (213 | ) |  |  |  | $ | 430 |  |  |  |  | $ | (643 | ) |
Balance Sheet Location |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Other assets |  | $ | 4,831 |  |  |  |  | $ | 430 |  |  |  |  | $ | 430 |  |  |  |  | $ | 0 |  |
Other liabilities |  | 10,254 |  |  |  |  | (643 | ) |  |  |  | 0 |  |  |  |  | (643 | ) |
Total derivatives |  | $ | 15,085 |  |  |  |  | $ | (213 | ) |  |  |  | $ | 430 |  |  |  |  | $ | (643 | ) |
|  | December 31, 2012 |
(In millions) | Net Derivatives |  | Asset Derivatives |  | Liability Derivatives
Hedge Designation/ Derivative Type | Notional Amount |  | Fair Value |  | Fair Value |  | Fair Value
Cash flow hedges: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate swaps |  | $ | 64 |  |  |  |  | $ | 0 |  |  |  |  | $ | 0 |  |  |  |  | $ | 0 |  |
Foreign currency swaps |  | 75 |  |  |  |  | 14 |  |  |  |  | 14 |  |  |  |  | 0 |  |
Total cash flow hedges |  | 139 |  |  |  |  | 14 |  |  |  |  | 14 |  |  |  |  | 0 |  |
Fair value hedges: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Foreign currency forwards |  | 6,944 |  |  |  |  | (535 | ) |  |  |  | 0 |  |  |  |  | (535 | ) |
Total fair value hedges |  | 6,944 |  |  |  |  | (535 | ) |  |  |  | 0 |  |  |  |  | (535 | ) |
Non-qualifying strategies: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate swaps |  | 355 |  |  |  |  | 29 |  |  |  |  | 32 |  |  |  |  | (3 | ) |
Foreign currency swaps |  | 5,577 |  |  |  |  | (32 | ) |  |  |  | 297 |  |  |  |  | (329 | ) |
Credit default swaps |  | 355 |  |  |  |  | (65 | ) |  |  |  | 2 |  |  |  |  | (67 | ) |
Total non-qualifying strategies |  | 6,287 |  |  |  |  | (68 | ) |  |  |  | 331 |  |  |  |  | (399 | ) |
Total derivatives |  | $ | 13,370 |  |  |  |  | $ | (589 | ) |  |  |  | $ | 345 |  |  |  |  | $ | (934 | ) |
Balance Sheet Location |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Other assets |  | $ | 2,585 |  |  |  |  | $ | 345 |  |  |  |  | $ | 345 |  |  |  |  | $ | 0 |  |
Other liabilities |  | 10,785 |  |  |  |  | (934 | ) |  |  |  | 0 |  |  |  |  | (934 | ) |
Total derivatives |  | $ | 13,370 |  |  |  |  | $ | (589 | ) |  |  |  | $ | 345 |  |  |  |  | $ | (934 | ) |
Cash Flow Hedges Gains (Losses) Recognized In Other Comprehensive Income and Income | The following table presents the components of the gain or loss on derivatives that qualified as cash flow hedges. Derivatives in Cash Flow Hedging Relationships
(In millions) | Derivative Gain (Loss) Recognized in Other Comprehensive Income (Effective Portion) |  | Derivative Gains (Losses) Recognized in Income (Ineffective Portion)
Three Months Ended March 31, 2013: |  |  |  |  |  |  |
Foreign currency swaps |  | $ | (7 | ) |  |  |  | $ | (1 | ) |
Total |  | $ | (7 | ) |  |  |  | $ | (1 | ) |
Three Months Ended March 31, 2012: |  |  |  |  |  |  |
Foreign currency swaps |  | $ | (12 | ) |  |  |  | $ | 0 |  |
Total |  | $ | (12 | ) |  |  |  | $ | 0 |  |
Schedule of Fair Value Hedging Instruments, Statements of Financial Performance and Financial Position, Location | The following table presents the gains and losses on derivatives and the related hedged items in fair value hedges. Fair Value Hedging Relationships
(In millions) |  |  | Hedging Derivatives |  | Hedged Items |  |
Hedging Derivatives | Hedged Items |  | Total Gains (Losses) |  | Gains (Losses) Excluded from Effectiveness Testing |  | Gains (Losses) Included in Effectiveness Testing |  | Foreign Currency Gains (Losses) |  | Ineffectiveness Recognized for Fair Value Hedge
Three Months Ended March 31, 2013:(1) |  |  |  |  |  |
Foreign currency forwards | Fixed-maturity securities |  | $ | (609 | ) |  | $ | (5 | ) |  | $ | (604 | ) |  | $ | 603 |  |  | $ | (1 | )
(1) Fair value hedging program began in September 2012
Schedule of Other Derivatives Not Designated as Hedging Instruments, Statements of Financial Performance and Financial Position, Location | The following table presents the gain or loss recognized in income on non-qualifying strategies. Non-qualifying Strategies Derivative Gains (Losses) Recognized in Income
| Three Months Ended March 31,
(In millions) | 2013 |  | 2012
Interest rate swaps |  | $ | (4 | ) |  |  |  | $ | (3 | ) |
Foreign currency swaps |  | 84 |  |  |  |  | 50 |  |
Foreign currency options |  | 2 |  |  |  |  | 0 |  |
Credit default swaps |  | 12 |  |  |  |  | 33 |  |
Total |  | $ | 94 |  |  |  |  | $ | 80 |  |
Offsetting Assets [Table Text Block] | Offsetting of Financial Instruments and Derivatives The tables below summarize the balance sheet offsetting of financial instruments. Our financial instruments that are subject to balance sheet offsetting consist of derivatives (interest rate swaps, foreign currency swaps, foreign currency forwards, foreign currency options, and credit default swaps) and security lending transactions (see Note 3). In accordance with GAAP, our policy is to not offset financial instruments in the Consolidated Balance Sheets. Offsetting of Financial Assets and Derivative Assets
| March 31, 2013
(In millions) | Gross Amounts Not Offset in the Consolidated Balance Sheets |  |  |  |
Description | Carrying Value of Financial Instruments |  | Cash Collateral Received |  | Net Amount
Derivative assets: |  |  |  |  |  |  |  |  |  |  |
Foreign currency swaps |  | $ | 251 |  |  |  |  | $ | 0 |  |  |  |  | $ | 251 |  |
Foreign currency forwards |  | 19 |  |  |  |  | 0 |  |  |  |  | 19 |  |
Foreign currency options |  | 2 |  |  |  |  | 0 |  |  |  |  | 2 |  |
Total derivative assets, subject to a master netting arrangement or offsetting arrangement |  | 272 |  |  |  |  | 0 |  |  |  |  | 272 |  |
Securities lending and similar arrangements |  | 202 |  |  |  |  | (207 | ) |  |  |  | (5 | ) |
Total |  | $ | 474 |  |  |  |  | $ | (207 | ) |  |  |  | $ | 267 |  |
| December 31, 2012
(In millions) | Gross Amounts Not Offset in the Consolidated Balance Sheets |  |  |  |
Description | Carrying Value of Financial Instruments |  | Cash Collateral Received |  | Net Amount
Derivative assets: |  |  |  |  |  |  |  |  |  |  |
Foreign currency swaps |  | $ | 154 |  |  |  |  | $ | 0 |  |  |  |  | $ | 154 |  |
Total derivative assets, subject to a master netting arrangement or offsetting arrangement |  | 154 |  |  |  |  | 0 |  |  |  |  | 154 |  |
Securities lending and similar arrangements |  | 6,122 |  |  |  |  | (6,277 | ) |  |  |  | (155 | ) |
Total |  | $ | 6,276 |  |  |  |  | $ | (6,277 | ) |  |  |  | $ | (1 | ) |
OffsettingLiabilitiesTable [Table Text Block] | Offsetting of Financial Liabilities and Derivative Liabilities
| March 31, 2013
(In millions) | Gross Amounts Not Offset in the Consolidated Balance Sheets |  |  |  |
Description | Carrying Value of Financial Instruments |  | Cash Collateral Pledged |  | Net Amount
Derivative liabilities: |  |  |  |  |  |  |  |  |  |  |
Foreign currency forwards |  | $ | (272 | ) |  |  |  | $ | 0 |  |  |  |  | $ | (272 | ) |
Total derivative liabilities, subject to a master netting arrangement or offsetting arrangement |  | $ | (272 | ) |  |  |  | $ | 0 |  |  |  |  | $ | (272 | ) |
| December 31, 2012
(In millions) | Gross Amounts Not Offset in the Consolidated Balance Sheets |  |  |  |
Description | Carrying Value of Financial Instruments |  | Cash Collateral Pledged |  | Net Amount
Derivative liabilities: |  |  |  |  |  |  |  |  |  |  |
Foreign currency forwards |  | $ | (535 | ) |  |  |  | $ | 0 |  |  |  |  | $ | (535 | ) |
Total derivative liabilities, subject to a master netting arrangement or offsetting arrangement |  | $ | (535 | ) |  |  |  | $ | 0 |  |  |  |  | $ | (535 | ) |

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- Definition Tabular disclosure of credit derivatives which includes information by sellers of credit derivatives, about each credit derivative, or each group of similar credit derivatives, including (a) the nature of the credit derivative - its term, how it arose, the events or circumstances that would require the seller to perform under the credit derivative, and the current status of the payment/performance risk of the credit derivative; (b) the maximum potential amount of future payments (undiscounted) the seller could be required to make under the credit derivative; (c) the current fair value of the credit derivative; and (d) the nature of any recourse provisions under the credit derivative, and any assets held either as collateral or by third parties. A credit derivative is a derivative instrument (1) in which one or more of its underlyings are related to the credit risk of a specified entity (or a group of entities) or an index based on the credit risk of a group of entities and (2) that exposes the seller to potential loss from credit-risk-related events specified in the contract. Examples of credit derivatives within the scope of this paragraph include, but are not limited to, credit default swaps, credit spread options, and credit index products; also includes a hybrid instrument that has an embedded credit derivative (for example, but not limited to, a credit-linked note). + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4L -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5708777-113959 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 44DD -LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy. Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Glossary Credit Derivative -URI http://asc.fasb.org/extlink&oid=6854095 Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4K -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5708775-113959 Reference 5: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4J -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5708773-113959 + Details
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- Definition Tabular disclosure of the location and amount of gains and losses reported in the statement of financial performance, or when applicable, the statement of financial position. For example, (a) gains and losses recognized in the income statement on derivative instruments designated and qualifying as hedging instruments in fair value hedges and related hedged items designated and qualifying in fair value hedges and (b) gains and losses initially recognized in other comprehensive income on derivative instruments designated and qualifying as cash flow hedges. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4A -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5618551-113959 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 205G -LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy. Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 44C -Subparagraph b -LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy. Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624171-113959 + Details
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- Definition Tabular disclosure of the location and fair value amounts of derivative instruments (and nonderivative instruments that are designated and qualify as hedging instruments) reported in the statement of financial position. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 205G -LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy. Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624163-113959 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 44C -Subparagraph a -LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy. + Details
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- Definition Tabular disclosure for other derivative instruments not designated as hedging instruments of (a) the location and amount of gains and losses reported in the statement of financial performance and (b) the location and fair value amounts of the instruments reported in the statement of financial position. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -Subparagraph (e) -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624171-113959 + Details
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