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Accounting for Derivative Instruments and Hedging Activities - Pre-tax effects of economic hedges not designated a cash flow hedges (Details) - USD ($)
$ in Millions
3 Months Ended
Mar. 31, 2018
Mar. 31, 2017
Unrealized mark-to-market results    
Reversal of previously recognized unrealized losses on settled positions related to economic hedges $ 2 $ 3
Net unrealized gains/(losses) on open positions related to economic hedges 194 (22)
Total unrealized mark-to-market gains/(losses) for economic hedging activities 196 (19)
Reversal of previously recognized unrealized gains on settled positions related to trading activity (3) (15)
Net unrealized gains on open positions related to trading activity 11 1
Total unrealized mark-to-market gains/(losses) for trading activity 8 (14)
Total unrealized losses 204 (33)
Credit Risk Related Contingent Features    
Unrealized gain (loss) from open economic hedge positions 194 (22)
Collateral due on net liability position that has not been called by a certain marginable agreement counterparty 5  
Adequate Assurance Clauses    
Credit Risk Related Contingent Features    
Derivative net liability position, collateral required Contracts with Credit Rating Contingent Feature 20  
Credit Rating Contingent Features    
Credit Risk Related Contingent Features    
Derivative net liability position, collateral required Contracts with Credit Rating Contingent Feature 5  
Commodity contracts    
Unrealized mark-to-market results    
Total unrealized losses 204 (33)
Commodity contracts | Sales    
Unrealized mark-to-market results    
Total unrealized losses (98) 104
Commodity contracts | Cost of Sales    
Unrealized mark-to-market results    
Total unrealized losses 302 (137)
Interest rate contracts    
Unrealized mark-to-market results    
Total unrealized losses $ 48 $ 5