v2.4.0.6

Derivative Instruments (Textuals) (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended		12 Months Ended
	Mar. 31, 2013	Mar. 31, 2012	Dec. 31, 2012
Derivatives, Fair Value [Line Items]
Gain Loss On Interest Rate Derivative Instruments Not Designated As Hedging Instruments, Unrealized		$ 14
Derivative Instruments, Gain (Loss) Recognized in Income, Ineffective Portion and Amount Excluded from Effectiveness Testing, Net		2
Derivative Instruments (Textuals) [Abstract]
Maximum length of time hedging using interest rate derivative instruments	11 years
Derivative, Net Liability Position, Aggregate Fair Value	6
Collateral Already Posted, Aggregate Fair Value	1
Additional Collateral, Aggregate Fair Value	0
Cumulative cash flow hedge losses remaining in AOCI	228		242
Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months	45
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments	0	(14)
Interest Rate Derivative Liabilities, Fair Value on Settlement Date [Line Items]
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments, realized		142
Interest Rate Swap [Member]
Derivative Instruments (Textuals) [Abstract]
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments		$ 156

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Cumulative cash flow hedge losses remaining in AOCI

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- Definition

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.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

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-Section 50

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The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

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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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The portion of gains and losses (net) on derivative instruments designated and qualifying as hedging instruments representing (a) the amount of the hedge ineffectiveness and (b) the amount, if any, excluded from the assessment of hedge effectiveness.

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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 gain (loss) included in earnings for the period from the increase (decrease) in fair value of interest rate derivatives not designated as hedging instruments.

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Maximum period the entity is hedging its exposure to the variability in future cash flows for forecasted transactions, excluding those forecasted transactions related to the payment of variable interest on existing financial instruments, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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