Annual report pursuant to Section 13 and 15(d)

Derivatives - Credit Derivatives (Details)

v2.4.0.6
Derivatives - Credit Derivatives (Details) (USD $)
Dec. 31, 2012
Dec. 31, 2011
Carrying Value [Abstract]    
Derivative Liability, Fair Value, Gross Liability $ 1,364,800,000,000 $ 1,861,300,000,000
Notional Amount of Derivatives [Abstract]    
Derivative Liability, Notional Amount, Expiration Less Than One Year 389,140,000,000 316,066,000,000
Derivative Liability, Notional Amount, Expiration From One to Three Years 459,211,000,000 632,264,000,000
Derivative Liability, Notional Amount, Expiration From Three to Five Years 617,917,000,000 678,480,000,000
Derivative Liability, Notional Amount, Greater Than Five Years 134,047,000,000 276,972,000,000
Notional Amount of Derivatives 1,600,315,000,000 1,903,782,000,000
In Text Details [Abstract]    
Carrying value of written credit derivatives 20,700,000,000 48,000,000,000
Notional Amount of Written Credit Derivatives With Identical Referenced Underlying Held by Entity 1,100,000,000,000 1,000,000,000,000
Credit Derivative [Member]
    
Carrying Value [Abstract]    
Derivative Liability, Fair Value of Derivative Liability, Expiration Less Than One Year 1,071,000,000 5,553,000,000
Derivative Liability, Fair Value of Derivative Liability, Expiration From One to Three Years 5,264,000,000 16,451,000,000
Derivative Liability, Fair Value of Derivative Liability, Expiration From Three To Five Years 12,664,000,000 35,406,000,000
Derivative Liability, Fair Value of Derivative Liability, Expiration Greater Than Five Years 13,899,000,000 33,793,000,000
Derivative Liability, Fair Value, Gross Liability 32,898,000,000 91,203,000,000
Credit Default Swap [Member] | Credit Risk Contract [Member] | Credit Default Swap, Selling Protection [Member]
    
Carrying Value [Abstract]    
Derivative Liability, Fair Value of Derivative Liability, Expiration Less Than One Year 975,000,000 5,031,000,000
Derivative Liability, Fair Value of Derivative Liability, Expiration From One to Three Years 5,160,000,000 16,449,000,000
Derivative Liability, Fair Value of Derivative Liability, Expiration From Three To Five Years 12,625,000,000 35,343,000,000
Derivative Liability, Fair Value of Derivative Liability, Expiration Greater Than Five Years 13,862,000,000 33,664,000,000
Derivative Liability, Fair Value, Gross Liability 32,622,000,000 90,487,000,000
Notional Amount of Derivatives [Abstract]    
Derivative Liability, Notional Amount, Expiration Less Than One Year 340,038,000,000 315,761,000,000
Derivative Liability, Notional Amount, Expiration From One to Three Years 448,168,000,000 630,241,000,000
Derivative Liability, Notional Amount, Expiration From Three to Five Years 610,286,000,000 664,446,000,000
Derivative Liability, Notional Amount, Greater Than Five Years 133,012,000,000 275,496,000,000
Notional Amount of Derivatives 1,531,504,000,000 [1] 1,885,944,000,000 [1]
Credit Default Swap [Member] | Credit Risk Contract [Member] | Credit Default Swap, Selling Protection [Member] | External Credit Rating, Investment Grade [Member]
    
Carrying Value [Abstract]    
Derivative Liability, Fair Value of Derivative Liability, Expiration Less Than One Year 52,000,000 795,000,000
Derivative Liability, Fair Value of Derivative Liability, Expiration From One to Three Years 757,000,000 5,011,000,000
Derivative Liability, Fair Value of Derivative Liability, Expiration From Three To Five Years 5,595,000,000 17,271,000,000
Derivative Liability, Fair Value of Derivative Liability, Expiration Greater Than Five Years 2,903,000,000 7,325,000,000
Derivative Liability, Fair Value, Gross Liability 9,307,000,000 30,402,000,000
Notional Amount of Derivatives [Abstract]    
Derivative Liability, Notional Amount, Expiration Less Than One Year 260,177,000,000 182,137,000,000
Derivative Liability, Notional Amount, Expiration From One to Three Years 349,125,000,000 401,914,000,000
Derivative Liability, Notional Amount, Expiration From Three to Five Years 500,038,000,000 477,924,000,000
Derivative Liability, Notional Amount, Greater Than Five Years 90,453,000,000 127,570,000,000
Notional Amount of Derivatives 1,199,793,000,000 1,189,545,000,000
Credit Default Swap [Member] | Credit Risk Contract [Member] | Credit Default Swap, Selling Protection [Member] | External Credit Rating, Non Investment Grade [Member]
    
Carrying Value [Abstract]    
Derivative Liability, Fair Value of Derivative Liability, Expiration Less Than One Year 923,000,000 4,236,000,000
Derivative Liability, Fair Value of Derivative Liability, Expiration From One to Three Years 4,403,000,000 11,438,000,000
Derivative Liability, Fair Value of Derivative Liability, Expiration From Three To Five Years 7,030,000,000 18,072,000,000
Derivative Liability, Fair Value of Derivative Liability, Expiration Greater Than Five Years 10,959,000,000 26,339,000,000
Derivative Liability, Fair Value, Gross Liability 23,315,000,000 60,085,000,000
Notional Amount of Derivatives [Abstract]    
Derivative Liability, Notional Amount, Expiration Less Than One Year 79,861,000,000 133,624,000,000
Derivative Liability, Notional Amount, Expiration From One to Three Years 99,043,000,000 228,327,000,000
Derivative Liability, Notional Amount, Expiration From Three to Five Years 110,248,000,000 186,522,000,000
Derivative Liability, Notional Amount, Greater Than Five Years 42,559,000,000 147,926,000,000
Notional Amount of Derivatives 331,711,000,000 696,399,000,000
Return Swaps Other [Member] | Credit Risk Contract [Member] | Credit Default Swap, Selling Protection [Member]
    
Carrying Value [Abstract]    
Derivative Liability, Fair Value of Derivative Liability, Expiration Less Than One Year 96,000,000 522,000,000
Derivative Liability, Fair Value of Derivative Liability, Expiration From One to Three Years 104,000,000 2,000,000
Derivative Liability, Fair Value of Derivative Liability, Expiration From Three To Five Years 39,000,000 63,000,000
Derivative Liability, Fair Value of Derivative Liability, Expiration Greater Than Five Years 37,000,000 129,000,000
Derivative Liability, Fair Value, Gross Liability 276,000,000 716,000,000
Notional Amount of Derivatives [Abstract]    
Derivative Liability, Notional Amount, Expiration Less Than One Year 49,102,000,000 305,000,000
Derivative Liability, Notional Amount, Expiration From One to Three Years 11,043,000,000 2,023,000,000
Derivative Liability, Notional Amount, Expiration From Three to Five Years 7,631,000,000 14,034,000,000
Derivative Liability, Notional Amount, Greater Than Five Years 1,035,000,000 1,476,000,000
Notional Amount of Derivatives 68,811,000,000 [1] 17,838,000,000 [1]
Return Swaps Other [Member] | Credit Risk Contract [Member] | Credit Default Swap, Selling Protection [Member] | External Credit Rating, Investment Grade [Member]
    
Carrying Value [Abstract]    
Derivative Liability, Fair Value of Derivative Liability, Expiration Less Than One Year 39,000,000  
Derivative Liability, Fair Value of Derivative Liability, Expiration From Three To Five Years    30,000,000
Derivative Liability, Fair Value of Derivative Liability, Expiration Greater Than Five Years    1,000,000
Derivative Liability, Fair Value, Gross Liability 39,000,000 31,000,000
Notional Amount of Derivatives [Abstract]    
Derivative Liability, Notional Amount, Expiration Less Than One Year 43,536,000,000  
Derivative Liability, Notional Amount, Expiration From One to Three Years 15,000,000 0
Derivative Liability, Notional Amount, Expiration From Three to Five Years    9,116,000,000
Derivative Liability, Notional Amount, Greater Than Five Years   0
Notional Amount of Derivatives 43,551,000,000 9,116,000,000
Return Swaps Other [Member] | Credit Risk Contract [Member] | Credit Default Swap, Selling Protection [Member] | External Credit Rating, Non Investment Grade [Member]
    
Carrying Value [Abstract]    
Derivative Liability, Fair Value of Derivative Liability, Expiration Less Than One Year 57,000,000 522,000,000
Derivative Liability, Fair Value of Derivative Liability, Expiration From One to Three Years 104,000,000 2,000,000
Derivative Liability, Fair Value of Derivative Liability, Expiration From Three To Five Years 39,000,000 33,000,000
Derivative Liability, Fair Value of Derivative Liability, Expiration Greater Than Five Years 37,000,000 128,000,000
Derivative Liability, Fair Value, Gross Liability 237,000,000 685,000,000
Notional Amount of Derivatives [Abstract]    
Derivative Liability, Notional Amount, Expiration Less Than One Year 5,566,000,000 305,000,000
Derivative Liability, Notional Amount, Expiration From One to Three Years 11,028,000,000 2,023,000,000
Derivative Liability, Notional Amount, Expiration From Three to Five Years 7,631,000,000 4,918,000,000
Derivative Liability, Notional Amount, Greater Than Five Years 1,035,000,000 1,476,000,000
Notional Amount of Derivatives 25,260,000,000 8,722,000,000
Credit-related notes [Member]
    
Carrying Value [Abstract]    
Derivative Liability, Fair Value of Derivative Liability, Expiration Less Than One Year 120,000,000,000 [2] 127,000,000 [2]
Derivative Liability, Fair Value of Derivative Liability, Expiration From One to Three Years 173,000,000,000 [2] 92,000,000 [2]
Derivative Liability, Fair Value of Derivative Liability, Expiration From Three To Five Years 755,000,000,000 [2] 340,000,000 [2]
Derivative Liability, Fair Value of Derivative Liability, Expiration Greater Than Five Years 5,274,000,000,000 [2] 4,679,000,000 [2]
Derivative Liability, Fair Value, Gross Liability 6,322,000,000,000 [2] 5,238,000,000 [2]
Credit-related notes [Member] | External Credit Rating, Investment Grade [Member]
    
Carrying Value [Abstract]    
Derivative Liability, Fair Value of Derivative Liability, Expiration Less Than One Year 3,628,000,000 [2]  
Derivative Liability, Fair Value of Derivative Liability, Expiration From One to Three Years 12,494,000,000 [2] 7,000,000 [2]
Derivative Liability, Fair Value of Derivative Liability, Expiration From Three To Five Years 440,832,000,000 [2] 208,000,000 [2]
Derivative Liability, Fair Value of Derivative Liability, Expiration Greater Than Five Years 3,848,992,000,000 [2] 2,947,000,000 [2]
Derivative Liability, Fair Value, Gross Liability 4,306,000,000,000 [2] 3,162,000,000 [2]
Credit-related notes [Member] | External Credit Rating, Non Investment Grade [Member]
    
Carrying Value [Abstract]    
Derivative Liability, Fair Value of Derivative Liability, Expiration Less Than One Year 116,015,000,000 [2] 127,000,000 [2]
Derivative Liability, Fair Value of Derivative Liability, Expiration From One to Three Years 161,031,000,000 [2] 85,000,000 [2]
Derivative Liability, Fair Value of Derivative Liability, Expiration From Three To Five Years 314,010,000,000 [2] 132,000,000 [2]
Derivative Liability, Fair Value of Derivative Liability, Expiration Greater Than Five Years 1,425,325,000,000 [2] 1,732,000,000 [2]
Derivative Liability, Fair Value, Gross Liability $ 2,016,000,000,000 [2] $ 2,076,000,000 [2]
[1] Represents the total contract/notional amount of derivative assets and liabilities outstanding.
[2] For credit-related notes, maximum payout/notional is the same as carrying value.