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, 2022	Mar. 31, 2021
Unrealized mark-to-market results
Reversal of previously recognized unrealized (gains)/losses on settled positions related to economic hedges	$ (408)	$ 17
Reversal of acquired (gain)/loss positions related to economic hedges	(60)	145
Net unrealized gains on open positions related to economic hedges	2,745	559
Total unrealized mark-to-market gains for economic hedging activities	2,277	721
Reversal of previously recognized unrealized losses/(gains) on settled positions related to trading activity	1	(7)
Net unrealized (losses)/gains on open positions related to trading activity	(15)	11
Total unrealized mark-to-market (losses)/gains for trading activity	(14)	4
Total unrealized gains	2,263	725
Credit Risk Related Contingent Features
Unrealized gains from open economic hedge positions	2,700	559
Collateral due on net liability position that has not been called by a certain marginable agreement counterparty	56
Additional collateral required	26
Adequate Assurance Clauses
Credit Risk Related Contingent Features
Derivative net liability position, collateral required for contracts with credit rating contingent feature	790
Commodity contracts
Unrealized mark-to-market results
Total unrealized gains	2,263	725
Commodity contracts \| Operating revenues
Unrealized mark-to-market results
Total unrealized gains	(147)	(28)
Commodity contracts \| Cost of operations
Unrealized mark-to-market results
Total unrealized gains	2,414	755
Foreign exchange contract \| Cost of operations
Unrealized mark-to-market results
Total unrealized gains	$ (4)	$ (2)

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Amount reversed into entity's statement of operations for previously recognized unrealized (gains) losses on settled positions related to acquired economic hedges.

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Amount reversed into entity's statement of operations for previously recognized unrealized (gains) losses on settled positions related to economic hedges.

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Amount reversed into entity's statement of operations for previously recognized unrealized (gains) losses on settled positions related to trading activities.

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

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Unrealized Gain (Loss) on Derivatives, Mark To Market, Trading 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 of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.

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Amount of realized and unrealized gain (loss) of derivative instruments not designated or qualifying as hedging instruments.

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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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Amount of unrealized gain (loss) related to derivatives designated as cash flow hedging instruments, recorded in results of operations to the extent that the cash flow hedge is determined to be ineffective.

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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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