Annual report pursuant to Section 13 and 15(d)

Derivatives - Derivatives as Guarantees (Details)

v2.4.0.6
Derivatives - Derivatives as Guarantees (Details) (USD $)
In Millions, unless otherwise specified
Dec. 31, 2012
Dec. 31, 2011
Derivative [Line Items]    
Carrying Value $ 665,853 $ 731,747
Derivatives as guarantees
    
Derivative [Line Items]    
Maximum Payout/ Notional 232,699 256,829
Less than 1 year 45,326 35,411
1 − 3 years 62,981 74,105
3 − 5 years 88,990 85,504
Over 5 years 35,402 61,809
Carrying Value 13,802 [1] 23,658 [1]
Credit derivatives purchased
    
Derivative [Line Items]    
Maximum Payout/ Notional 131,643 219,358
Less than 1 year 31,576 31,335
1 − 3 years 38,844 63,284
3 − 5 years 41,800 77,485
Over 5 years 19,423 47,254
Carrying Value 4,208 [1] 15,563 [1]
Credit derivatives sold
    
Derivative [Line Items]    
Maximum Payout/ Notional 138,479 219,669
Less than 1 year 29,881 33,852
1 − 3 years 41,986 61,797
3 − 5 years 43,399 77,527
Over 5 years 23,213 46,493
Carrying Value 5,235 [1] 15,502 [1]
Credit derivatives | Derivatives as guarantees
    
Derivative [Line Items]    
Maximum Payout/ Notional 228,053 252,362
Less than 1 year 45,207 35,284
1 − 3 years 62,833 74,021
3 − 5 years 88,556 85,219
Over 5 years 31,457 57,838
Carrying Value 9,156 [1] 19,191 [1]
Credit-related notes | Derivatives as guarantees
    
Derivative [Line Items]    
Maximum Payout/ Notional 4,646 4,467
Less than 1 year 119 127
1 − 3 years 148 84
3 − 5 years 434 285
Over 5 years 3,945 3,971
Carrying Value 4,646 [1] 4,467 [1]
Investment grade | Credit derivatives | Derivatives as guarantees
    
Derivative [Line Items]    
Maximum Payout/ Notional 160,390 [2] 130,770 [2]
Less than 1 year 34,454 [2] 22,021 [2]
1 − 3 years 42,871 [2] 47,593 [2]
3 − 5 years 70,645 [2] 46,918 [2]
Over 5 years 12,420 [2] 14,238 [2]
Carrying Value 1,855 [1],[2] 4,189 [1],[2]
Investment grade | Credit-related notes | Derivatives as guarantees
    
Derivative [Line Items]    
Maximum Payout/ Notional 3,201 [2] 2,956 [2]
Less than 1 year 4 [2]  
1 − 3 years 7 [2] 7 [2]
3 − 5 years 163 [2] 203 [2]
Over 5 years 3,027 [2] 2,746 [2]
Carrying Value 3,201 [1],[2] 2,956 [1],[2]
Non-investment grade | Credit derivatives | Derivatives as guarantees
    
Derivative [Line Items]    
Maximum Payout/ Notional 67,663 [2] 121,592 [2]
Less than 1 year 10,753 [2] 13,263 [2]
1 − 3 years 19,962 [2] 26,428 [2]
3 − 5 years 17,911 [2] 38,301 [2]
Over 5 years 19,037 [2] 43,600 [2]
Carrying Value 7,301 [1],[2] 15,002 [1],[2]
Non-investment grade | Credit-related notes | Derivatives as guarantees
    
Derivative [Line Items]    
Maximum Payout/ Notional 1,445 [2] 1,511 [2]
Less than 1 year 115 [2] 127 [2]
1 − 3 years 141 [2] 77 [2]
3 − 5 years 271 [2] 82 [2]
Over 5 years 918 [2] 1,225 [2]
Carrying Value $ 1,445 [1],[2] $ 1,511 [1],[2]
[1] Derivative contracts are shown on a gross basis prior to counterparty or cash collateral netting.
[2] Refers to the creditworthiness of the underlying reference obligations.