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Derivatives and Risk Management Activities (Details 2) $ in Millions | 1 Months Ended | 3 Months Ended | 9 Months Ended |  |
--- | --- | --- | --- | --- | ---
Aug. 31, 2015 USD ($) contract | Jun. 30, 2015 USD ($) contract | Aug. 31, 2015 USD ($) | Sep. 30, 2015 USD ($) contract | Sep. 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 |  |  |  | $ (985) | $ (308) | $ (467) | $ (97)
Cash paid in connection with termination of interest rate derivatives |  |  |  | 48 | $ 7 |  |
Interest Rate Derivatives |  |  |  |  |  |  |
Interest Rate Risk Hedging |  |  |  |  |  |  |
Net deferred gains/(losses) from interest rate risk hedging included in AOCI |  |  |  | $ (192) |  |  |
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 |  |  |
Notional amount of derivatives |  |  |  | $ 200 |  |  |
Rate of fixed interest to be received on interest rate swap (as a percent) |  |  |  | 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 |  |  |
Notional amount of derivatives |  |  |  | $ 200 |  |  |
Rate of fixed interest to be received on interest rate swap (as a percent) |  |  |  | 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 |  |  |
Notional amount of derivatives |  |  |  | $ 200 |  |  |
Rate of fixed interest to be received on interest rate swap (as a percent) |  |  |  | 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 |  |  |
Notional amount of derivatives |  |  |  | $ 200 |  |  |
Rate of fixed interest to be received on interest rate swap (as a percent) |  |  |  | 2.83% |  |  |
10 forward starting interest rate swaps |  |  |  |  |  |  |
Interest Rate Risk Hedging |  |  |  |  |  |  |
Number of interest rate derivatives terminated (in contracts) | contract |  | 10 |  |  |  |  |
Notional amount of derivatives |  | $ 250 |  |  |  |  |
Rate of fixed interest to be received on interest rate swap (as a percent) |  | 3.60% |  |  |  |  |
Cash paid in connection with termination of interest rate derivatives |  | $ 31 |  |  |  |  |
7 forward starting interest rate swaps |  |  |  |  |  |  |
Interest Rate Risk Hedging |  |  |  |  |  |  |
Number of interest rate derivatives terminated (in contracts) | contract | 7 |  |  |  |  |  |
Notional amount of derivatives | $ 250 |  | $ 250 |  |  |  |
Rate of fixed interest to be received on interest rate swap (as a percent) | 3.03% |  | 3.03% |  |  |  |
Cash paid in connection with termination of interest rate derivatives | $ 21 |  |  |  |  |  |
Hedged Transactions No Longer Probable of Occurring | Interest expense |  |  |  |  |  |  |
Interest Rate Risk Hedging |  |  |  |  |  |  |
Gain/(loss) reclassified from AOCI into income |  |  | $ (4) |  |  |  |

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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