Quarterly report pursuant to Section 13 or 15(d)

Derivatives - Credit Derivatives (Details)

v2.4.0.8
Derivatives - Credit Derivatives (Details) (USD $)
In Millions, unless otherwise specified
Sep. 30, 2014
Dec. 31, 2013
Carrying Value of Derivatives [Abstract]    
Total $ 847,900 $ 906,400
Carrying Value of Credit-Related Notes [Abstract]    
Less than One Year 15 [1] 145 [1]
One to Three Years 444 [1] 385 [1]
Three to Five Years 762 [1] 1,351 [1]
Over Five Years 3,957 [1] 5,403 [1]
Total 5,178 [1] 7,284 [1]
Notional Amount of Derivatives, [Abstract]    
Less than One Year 255,702 273,635
One to Three Years 485,900 478,409
Three to Five Years 437,386 510,848
Over Five Years 57,214 65,895
Total 1,236,202 1,328,787
Credit derivatives
    
Carrying Value of Derivatives [Abstract]    
Less than One Year 678 477
One to Three Years 2,785 2,182
Three to Five Years 2,065 3,445
Over Five Years 5,137 7,887
Total 10,665 13,991
Swaps | Credit derivatives | Purchased credit derivatives
    
Carrying Value of Derivatives [Abstract]    
Total 24,600 28,100
Notional Amount of Derivatives, [Abstract]    
Total 1,195,000 [2] 1,305,100 [2]
Swaps | Credit derivatives | Written credit derivatives
    
Carrying Value of Derivatives [Abstract]    
Less than One Year 604 426
One to Three Years 1,901 2,144
Three to Five Years 2,062 3,443
Over Five Years 5,137 7,801
Total 9,704 13,814
Notional Amount of Derivatives, [Abstract]    
Less than One Year 201,167 224,080
One to Three Years 472,024 470,259
Three to Five Years 433,872 506,745
Over Five Years 56,523 64,296
Total 1,163,586 [2] 1,265,380 [2]
Total return swaps/other | Credit derivatives | Purchased credit derivatives
    
Carrying Value of Derivatives [Abstract]    
Total 1,300 3,200
Notional Amount of Derivatives, [Abstract]    
Total 69,100 [2] 38,100 [2]
Total return swaps/other | Credit derivatives | Written credit derivatives
    
Carrying Value of Derivatives [Abstract]    
Less than One Year 74 51
One to Three Years 884 38
Three to Five Years 3 2
Over Five Years    86
Total 961 177
Notional Amount of Derivatives, [Abstract]    
Less than One Year 54,535 49,555
One to Three Years 13,876 8,150
Three to Five Years 3,514 4,103
Over Five Years 691 1,599
Total 72,616 [2] 63,407 [2]
Investment grade
    
Carrying Value of Credit-Related Notes [Abstract]    
Less than One Year 5 [1]    [1]
One to Three Years 284 [1] 278 [1]
Three to Five Years 633 [1] 595 [1]
Over Five Years 2,710 [1] 4,457 [1]
Total 3,632 [1] 5,330 [1]
Investment grade | Swaps | Credit derivatives | Written credit derivatives
    
Carrying Value of Derivatives [Abstract]    
Less than One Year 22 2
One to Three Years 359 220
Three to Five Years 628 974
Over Five Years 725 1,134
Total 1,734 2,330
Notional Amount of Derivatives, [Abstract]    
Less than One Year 156,016 170,764
One to Three Years 379,085 379,273
Three to Five Years 352,712 411,426
Over Five Years 33,596 36,039
Total 921,409 997,502
Investment grade | Total return swaps/other | Credit derivatives | Written credit derivatives
    
Carrying Value of Derivatives [Abstract]    
Less than One Year 23 22
One to Three Years      
Three to Five Years      
Over Five Years      
Total 23 22
Notional Amount of Derivatives, [Abstract]    
Less than One Year 30,923 21,771
One to Three Years      
Three to Five Years      
Over Five Years      
Total 30,923 21,771
Non-investment grade
    
Carrying Value of Credit-Related Notes [Abstract]    
Less than One Year 10 [1] 145 [1]
One to Three Years 160 [1] 107 [1]
Three to Five Years 129 [1] 756 [1]
Over Five Years 1,247 [1] 946 [1]
Total 1,546 [1] 1,954 [1]
Non-investment grade | Swaps | Credit derivatives | Written credit derivatives
    
Carrying Value of Derivatives [Abstract]    
Less than One Year 582 424
One to Three Years 1,542 1,924
Three to Five Years 1,434 2,469
Over Five Years 4,412 6,667
Total 7,970 11,484
Notional Amount of Derivatives, [Abstract]    
Less than One Year 45,151 53,316
One to Three Years 92,939 90,986
Three to Five Years 81,160 95,319
Over Five Years 22,927 28,257
Total 242,177 267,878
Non-investment grade | Total return swaps/other | Credit derivatives | Written credit derivatives
    
Carrying Value of Derivatives [Abstract]    
Less than One Year 51 29
One to Three Years 884 38
Three to Five Years 3 2
Over Five Years    86
Total 938 155
Notional Amount of Derivatives, [Abstract]    
Less than One Year 23,612 27,784
One to Three Years 13,876 8,150
Three to Five Years 3,514 4,103
Over Five Years 691 1,599
Total $ 41,693 $ 41,636
[1] For credit-related notes, maximum payout/notional is the same as carrying value.
[2] Represents the total contract/notional amount of derivative assets and liabilities outstanding.