Annual report pursuant to Section 13 and 15(d)

Derivatives - Credit Derivatives (Details)

v2.4.0.8
Derivatives - Credit Derivatives (Details) (USD $)
Dec. 31, 2013
Dec. 31, 2012
Carrying Value [Abstract]    
Carrying Value, Total $ 906,400,000,000 $ 1,364,800,000,000
Notional Disclosures [Abstract]    
Notional Amount, Less than One Year 273,635,000,000 389,140,000,000
Notional Amount, One to Three Years 478,409,000,000 459,211,000,000
Notional Amount, Three to Five Years 510,848,000,000 617,917,000,000
Notional Amount, Over Five Years 65,895,000,000 134,047,000,000
Notional Amount, Total 1,328,787,000,000 1,600,315,000,000
In Text Details [Abstract]    
Carrying value of written credit derivatives 8,100,000,000 20,700,000,000
Notional Amount of Written Credit Derivatives With Identical Referenced Underlying Held by Entity 1,000,000,000,000 1,100,000,000,000
Credit Derivative [Member]
    
Carrying Value [Abstract]    
Carrying Value, Less than One Year 477,000,000 1,071,000,000
Carrying Value, One to Three Years 2,182,000,000 5,264,000,000
Carrying Value, Three to Five Years 3,445,000,000 12,664,000,000
Carrying Value, Over Five Years 7,887,000,000 13,899,000,000
Carrying Value, Total 13,991,000,000 32,898,000,000
Credit Default Swap [Member] | Credit Risk Contract [Member] | Credit Default Swap, Selling Protection [Member]
    
Carrying Value [Abstract]    
Carrying Value, Less than One Year 426,000,000 975,000,000
Carrying Value, One to Three Years 2,144,000,000 5,160,000,000
Carrying Value, Three to Five Years 3,443,000,000 12,625,000,000
Carrying Value, Over Five Years 7,801,000,000 13,862,000,000
Carrying Value, Total 13,814,000,000 32,622,000,000
Notional Disclosures [Abstract]    
Notional Amount, Less than One Year 224,080,000,000 340,038,000,000
Notional Amount, One to Three Years 470,259,000,000 448,168,000,000
Notional Amount, Three to Five Years 506,745,000,000 610,286,000,000
Notional Amount, Over Five Years 64,296,000,000 133,012,000,000
Notional Amount, Total 1,265,380,000,000 [1] 1,531,504,000,000 [2]
Return Swaps Other [Member] | Credit Risk Contract [Member] | Credit Default Swap, Selling Protection [Member]
    
Carrying Value [Abstract]    
Carrying Value, Less than One Year 51,000,000 96,000,000
Carrying Value, One to Three Years 38,000,000 104,000,000
Carrying Value, Three to Five Years 2,000,000 39,000,000
Carrying Value, Over Five Years 86,000,000 37,000,000
Carrying Value, Total 177,000,000 276,000,000
Notional Disclosures [Abstract]    
Notional Amount, Less than One Year 49,555,000,000 49,102,000,000
Notional Amount, One to Three Years 8,150,000,000 11,043,000,000
Notional Amount, Three to Five Years 4,103,000,000 7,631,000,000
Notional Amount, Over Five Years 1,599,000,000 1,035,000,000
Notional Amount, Total 63,407,000,000 [1] 68,811,000,000 [2]
Credit-related notes [Member]
    
Carrying Value [Abstract]    
Carrying Value, Less than One Year 145,000,000,000 [3] 120,000,000 [3]
Carrying Value, One to Three Years 385,000,000,000 [3] 173,000,000 [3]
Carrying Value, Three to Five Years 1,351,000,000,000 [3] 755,000,000 [3]
Carrying Value, Over Five Years 5,403,000,000,000 [3] 5,274,000,000 [3]
Carrying Value, Total 7,284,000,000,000 [3] 6,322,000,000 [3]
External Credit Rating, Investment Grade [Member] | Credit Default Swap [Member] | Credit Risk Contract [Member] | Credit Default Swap, Selling Protection [Member]
    
Carrying Value [Abstract]    
Carrying Value, Less than One Year 2,000,000 52,000,000
Carrying Value, One to Three Years 220,000,000 757,000,000
Carrying Value, Three to Five Years 974,000,000 5,595,000,000
Carrying Value, Over Five Years 1,134,000,000 2,903,000,000
Carrying Value, Total 2,330,000,000 9,307,000,000
Notional Disclosures [Abstract]    
Notional Amount, Less than One Year 170,764,000,000 260,177,000,000
Notional Amount, One to Three Years 379,273,000,000 349,125,000,000
Notional Amount, Three to Five Years 411,426,000,000 500,038,000,000
Notional Amount, Over Five Years 36,039,000,000 90,453,000,000
Notional Amount, Total 997,502,000,000 1,199,793,000,000
External Credit Rating, Investment Grade [Member] | Return Swaps Other [Member] | Credit Risk Contract [Member] | Credit Default Swap, Selling Protection [Member]
    
Carrying Value [Abstract]    
Carrying Value, Less than One Year 22,000,000 39,000,000
Carrying Value, Three to Five Years    0
Carrying Value, Over Five Years    0
Carrying Value, Total 22,000,000 39,000,000
Notional Disclosures [Abstract]    
Notional Amount, Less than One Year 21,771,000,000 43,536,000,000
Notional Amount, One to Three Years    15,000,000
Notional Amount, Three to Five Years    0
Notional Amount, Over Five Years   0
Notional Amount, Total 21,771,000,000 43,551,000,000
External Credit Rating, Investment Grade [Member] | Credit-related notes [Member]
    
Carrying Value [Abstract]    
Carrying Value, Less than One Year   4,000,000 [3]
Carrying Value, One to Three Years 278,000,000,000 [3] 12,000,000 [3]
Carrying Value, Three to Five Years 595,000,000,000 [3] 441,000,000 [3]
Carrying Value, Over Five Years 4,457,000,000,000 [3] 3,849,000,000 [3]
Carrying Value, Total 5,330,000,000,000 [3] 4,306,000,000 [3]
External Credit Rating, Non Investment Grade [Member] | Credit Default Swap [Member] | Credit Risk Contract [Member] | Credit Default Swap, Selling Protection [Member]
    
Carrying Value [Abstract]    
Carrying Value, Less than One Year 424,000,000 923,000,000
Carrying Value, One to Three Years 1,924,000,000 4,403,000,000
Carrying Value, Three to Five Years 2,469,000,000 7,030,000,000
Carrying Value, Over Five Years 6,667,000,000 10,959,000,000
Carrying Value, Total 11,484,000,000 23,315,000,000
Notional Disclosures [Abstract]    
Notional Amount, Less than One Year 53,316,000,000 79,861,000,000
Notional Amount, One to Three Years 90,986,000,000 99,043,000,000
Notional Amount, Three to Five Years 95,319,000,000 110,248,000,000
Notional Amount, Over Five Years 28,257,000,000 42,559,000,000
Notional Amount, Total 267,878,000,000 331,711,000,000
External Credit Rating, Non Investment Grade [Member] | Return Swaps Other [Member] | Credit Risk Contract [Member] | Credit Default Swap, Selling Protection [Member]
    
Carrying Value [Abstract]    
Carrying Value, Less than One Year 29,000,000 57,000,000
Carrying Value, One to Three Years 38,000,000 104,000,000
Carrying Value, Three to Five Years 2,000,000 39,000,000
Carrying Value, Over Five Years 86,000,000 37,000,000
Carrying Value, Total 155,000,000 237,000,000
Notional Disclosures [Abstract]    
Notional Amount, Less than One Year 27,784,000,000 5,566,000,000
Notional Amount, One to Three Years 8,150,000,000 11,028,000,000
Notional Amount, Three to Five Years 4,103,000,000 7,631,000,000
Notional Amount, Over Five Years 1,599,000,000 1,035,000,000
Notional Amount, Total 41,636,000,000 25,260,000,000
External Credit Rating, Non Investment Grade [Member] | Credit-related notes [Member]
    
Carrying Value [Abstract]    
Carrying Value, Less than One Year 145,000,000,000 [3] 116,000,000 [3]
Carrying Value, One to Three Years 107,000,000,000 [3] 161,000,000 [3]
Carrying Value, Three to Five Years 756,000,000,000 [3] 314,000,000 [3]
Carrying Value, Over Five Years 946,000,000,000 [3] 1,425,000,000 [3]
Carrying Value, Total $ 1,954,000,000,000 [3] $ 2,016,000,000 [3]
[1] Represents the total contract/notional amount of derivative assets and liabilities outstanding. December 31, 2012 Gross Derivative Assets Gross Derivative Liabilities(Dollars in billions)Contract/Notional (1) Trading Derivatives and Other Risk Management Derivatives QualifyingAccountingHedges Total Trading Derivatives and Other Risk Management Derivatives QualifyingAccountingHedges TotalInterest rate contracts Swaps$34,667.4 $1,075.4 $13.8 $1,089.2 $1,062.6 $4.7 $1,067.3Futures and forwards11,950.5 2.8 — 2.8 2.7 — 2.7Written options2,343.5 — — — 106.0 — 106.0Purchased options2,162.6 105.5 — 105.5 — — —Foreign exchange contracts Swaps2,489.0 47.4 1.4 48.8 53.2 1.8 55.0Spot, futures and forwards3,023.0 31.5 0.4 31.9 30.5 0.8 31.3Written options363.3 — — — 7.3 — 7.3Purchased options321.8 6.5 — 6.5 — — —Equity contracts Swaps127.1 1.6 — 1.6 2.0 — 2.0Futures and forwards58.4 1.0 — 1.0 1.0 — 1.0Written options295.3 — — — 20.2 — 20.2Purchased options271.0 20.4 — 20.4 — — —Commodity contracts Swaps60.5 2.5 0.1 2.6 4.0 — 4.0Futures and forwards498.9 4.8 — 4.8 2.7 — 2.7Written options166.4 — — — 7.4 — 7.4Purchased options168.2 7.1 — 7.1 — — —Credit derivatives Purchased credit derivatives: Credit default swaps1,559.5 35.6 — 35.6 22.1 — 22.1Total return swaps/other43.5 2.5 — 2.5 2.9 — 2.9Written credit derivatives: Credit default swaps1,531.5 23.0 — 23.0 32.6 — 32.6Total return swaps/other68.8 0.2 — 0.2 0.3 — 0.3Gross derivative assets/liabilities $1,367.8 $15.7 $1,383.5 $1,357.5 $7.3 $1,364.8Less: Legally enforceable master netting agreements (1,271.9) (1,271.9)Less: Cash collateral received/paid (58.1) (46.9)Total derivative assets/liabilities $53.5 $46.0
[2] Represents the total contract/notional amount of derivative assets and liabilities outstanding.
[3] For credit-related notes, maximum payout/notional is the same as carrying value.