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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, 2021	Mar. 31, 2020
Unrealized mark-to-market results
Reversal of previously recognized unrealized losses on settled positions related to economic hedges	$ 17	$ 9
Reversal of acquired loss positions related to economic hedges	145	1
Net unrealized gains on open positions related to economic hedges	559	34
Total unrealized mark-to-market gains for economic hedging activities	721	44
Reversal of previously recognized unrealized (gains) on settled positions related to trading activity	(7)	(2)
Net unrealized gains on open positions related to trading activity	11	13
Total unrealized mark-to-market gains for trading activity	4	11
Total unrealized gains	725	55
Credit Risk Related Contingent Features
Unrealized gains from open economic hedge positions	559	34
Collateral due on net liability position that has not been called by a certain marginable agreement counterparty	91
Additional collateral required	57
Adequate Assurance Clauses
Credit Risk Related Contingent Features
Derivative net liability position, collateral required for contracts with credit rating contingent feature	642
Commodity contracts
Unrealized mark-to-market results
Total unrealized gains	725	55
Commodity contracts | Operating revenues
Unrealized mark-to-market results
Total unrealized gains	(28)	7
Commodity contracts | Cost of operations
Unrealized mark-to-market results
Total unrealized gains	755	48
Foreign exchange contract | Cost of operations
Unrealized mark-to-market results
Total unrealized gains	$ (2)	$ 0

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Unrealized Gain (Loss) on Derivatives, Mark To Market, Economic Hedging Activities

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The aggregate fair value of additional assets that would be required to be posted as collateral for derivative instruments with credit-risk-related contingent features if the credit-risk-related contingent features were triggered at the end of the reporting period.

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The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.

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The net change in the difference between the fair value and the carrying value, or in the comparative fair values, of derivative instruments, including options, swaps, futures, and forward contracts, held at each balance sheet date, that was included in earnings for the period.

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