v2.4.0.6
Derivative Instruments (Textuals) (Details) (USD $)
 3 Months Ended 12 Months Ended
Mar. 31, 2012
Mar. 31, 2011
Dec. 31, 2011
Derivative Instruments (Textuals) [Abstract]      
Maximum length of time hedging using interest rate derivative instruments 12    
Derivative, Net Liability Position, Aggregate Fair Value $ 155,000,000    
Collateral Already Posted, Aggregate Fair Value 99,000,000    
Additional Collateral, Aggregate Fair Value 1,000,000    
Early Repayment of Senior Debt     1,200,000,000
Notional Amount Interest Rate Derivative Underlying Debt Repaid During Period     1,000,000,000
Gain (Loss) on Discontinuation of Cash Flow Hedge Due to Forecasted Transaction Probable of Not Occurring, Net   91,000,000 91,000,000
Unrealized losses associated with interest rate swap breakage costs 7,000,000 10,000,000  
Cumulative cash flow hedge losses remaining in AOCI   169,000,000 172,000,000
Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months 4,000,000    
Notional Amount Interest Rate Derivative Underlying Debt Repaid     4,100,000,000
Interest Rate Derivative Liabilities, Fair Value on Settlement Date [Line Items]      
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments 142,000,000    
Interest Rate Derivative Liabilities, Fair Value on Settlement Date (14,000,000) (109,000,000)  
Gain Loss On Interest Rate Derivative Instruments Not Designated As Hedging Instruments, Unrealized 14,000,000    
Interest Rate Swap [Member]
      
Interest Rate Derivative Liabilities, Fair Value on Settlement Date [Line Items]      
Interest Rate Derivative Liabilities, Fair Value on Settlement Date $ 156,000,000