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Derivatives and Risk Management Activities (Details 2) - Income Statement Location [Domain] $ in Millions | 1 Months Ended | 6 Months Ended |  |
--- | --- | --- | --- | ---
Jun. 30, 2015 USD ($) contract | Jun. 30, 2015 USD ($) contract | Jun. 30, 2014 USD ($) | Dec. 31, 2014 USD ($) | Dec. 31, 2013 USD ($)
Interest Rate Risk Hedging |  |  |  |  |
Net deferred gains (losses) from interest rate risk hedging included in AOCI | $ (673) | $ (673) | $ (142) | $ (467) | $ (97)
Cash paid in connection with termination of interest rate derivatives |  | 29 | $ 7 |  |
Interest Rate Derivatives |  |  |  |  |
Interest Rate Risk Hedging |  |  |  |  |
Net deferred gains (losses) from interest rate risk hedging included in AOCI | $ (109) | $ (109) |  |  |
7 forward starting interest rate swaps (30-year) | Cash flow hedge |  |  |  |  |
Interest Rate Risk Hedging |  |  |  |  |
Number of interest rate derivatives (in contracts) | contract | 7 | 7 |  |  |
Notional amount of derivatives | $ 250 | $ 250 |  |  |
Rate of fixed interest to be received on interest rate swap (as a percent) | 3.02% | 3.02% |  |  |
8 forward starting interest rate swaps (30-year), one | Cash flow hedge |  |  |  |  |
Interest Rate Risk Hedging |  |  |  |  |
Number of interest rate derivatives (in contracts) | contract | 8 | 8 |  |  |
Notional amount of derivatives | $ 200 | $ 200 |  |  |
Rate of fixed interest to be received on interest rate swap (as a percent) | 3.06% | 3.06% |  |  |
8 forward starting interest rate swaps (30-year), two | Cash flow hedge |  |  |  |  |
Interest Rate Risk Hedging |  |  |  |  |
Number of interest rate derivatives (in contracts) | contract | 8 | 8 |  |  |
Notional amount of derivatives | $ 200 | $ 200 |  |  |
Rate of fixed interest to be received on interest rate swap (as a percent) | 3.14% | 3.14% |  |  |
8 forward starting interest rate swaps (30-year), three | Cash flow hedge |  |  |  |  |
Interest Rate Risk Hedging |  |  |  |  |
Number of interest rate derivatives (in contracts) | contract | 8 | 8 |  |  |
Notional amount of derivatives | $ 200 | $ 200 |  |  |
Rate of fixed interest to be received on interest rate swap (as a percent) | 3.20% | 3.20% |  |  |
8 forward starting interest rate swaps (30-year), four | Cash flow hedge |  |  |  |  |
Interest Rate Risk Hedging |  |  |  |  |
Number of interest rate derivatives (in contracts) | contract | 8 | 8 |  |  |
Notional amount of derivatives | $ 200 | $ 200 |  |  |
Rate of fixed interest to be received on interest rate swap (as a percent) | 2.83% | 2.83% |  |  |
10 forward starting interest rate swaps | Cash flow hedge |  |  |  |  |
Interest Rate Risk Hedging |  |  |  |  |
Number of interest rate derivatives terminated (in contracts) | contract | 10 |  |  |  |
Notional amount of derivatives | $ 250 | $ 250 |  |  |
Rate of fixed interest to be received on interest rate swap (as a percent) | 3.60% | 3.60% |  |  |
Cash paid in connection with termination of interest rate derivatives | $ 31 |  |  |  |

X
- Definition Aggregate notional amount specified by the derivative(s). Expressed as an absolute value. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Article 12 -Section 13 -Sentence Column B + Details
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- Definition Accumulated change in equity from transactions and other events and circumstances from non-owner sources, net of tax effect, at period end. Excludes Net Income (Loss), and accumulated changes in equity from transactions resulting from investments by owners and distributions to owners. Includes foreign currency translation items, certain pension adjustments, unrealized gains and losses on certain investments in debt and equity securities, other than temporary impairment (OTTI) losses related to factors other than credit losses on available-for-sale and held-to-maturity debt securities that an entity does not intend to sell and it is not more likely than not that the entity will be required to sell before recovery of the amortized cost basis, as well as changes in the fair value of derivatives related to the effective portion of a designated cash flow hedge. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 220 -SubTopic 10 -Section 45 -Paragraph 11 -URI http://asc.fasb.org/extlink&oid=36458714&loc=d3e637-108580 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 220 -SubTopic 10 -Section 45 -Paragraph 14 -URI http://asc.fasb.org/extlink&oid=36458714&loc=d3e681-108580 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 220 -SubTopic 10 -Section 45 -Paragraph 14A -URI http://asc.fasb.org/extlink&oid=36458714&loc=SL7669686-108580 Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Section 02 -Paragraph 31 -Article 5 Reference 5: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Section 04 -Article 3 + Details
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