|
Derivatives (Details) (USD $)
|
3 Months Ended | 6 Months Ended | |||
|---|---|---|---|---|---|
|
Jun. 30, 2011
|
Jun. 30, 2010
|
Jun. 30, 2011
|
Jun. 30, 2010
|
Dec. 31, 2010
|
|
| Gross Derivative Assets | |||||
| Trading Derivatives and Economic Hedges | $ 1,415,200,000,000 | $ 1,415,200,000,000 | $ 1,518,800,000,000 | ||
| Less: Legally enforceable master netting agreements | (1,303,800,000,000) | (1,303,800,000,000) | (1,406,300,000,000) | ||
| Less: Cash collateral applied | (58,800,000,000) | (58,800,000,000) | (58,300,000,000) | ||
| Gross derivative assets | 1,429,200,000,000 | 1,429,200,000,000 | 1,537,600,000,000 | ||
| Derivative assets | 73,000,000,000 | ||||
| Gross Derivative Liabilities | |||||
| Trading Derivatives and Economic Hedges | 1,395,000,000,000 | 1,395,000,000,000 | 1,501,500,000,000 | ||
| Less: Legally enforceable master netting agreements | (1,303,800,000,000) | (1,303,800,000,000) | (1,406,300,000,000) | ||
| Less: Cash collateral applied | (42,200,000,000) | (42,200,000,000) | (43,600,000,000) | ||
| Gross derivative liabilities | 1,400,400,000,000 | 1,400,400,000,000 | 1,505,800,000,000 | ||
| Derivative liabilities | 54,400,000,000 | 54,400,000,000 | 55,914,000,000 | ||
| Economic Hedges | |||||
| Price risk on mortgage banking production income | 1,221,000,000 | 2,041,000,000 | 1,166,000,000 | 3,397,000,000 | |
| Interest rate risk on mortgage banking servicing income | 530,000,000 | 2,700,000,000 | 385,000,000 | 3,312,000,000 | |
| Credit risk on loans | 0 | 31,000,000 | (30,000,000) | (27,000,000) | |
| Interest rate and foreign currency risk on long-term debt and other foreign exchange transactions | 1,826,000,000 | (5,221,000,000) | 5,220,000,000 | (9,209,000,000) | |
| Other | (166,000,000) | (194,000,000) | (176,000,000) | (98,000,000) | |
| Total | 3,411,000,000 | (643,000,000) | 6,565,000,000 | (2,625,000,000) | |
| Sales and Trading Revenue | |||||
| Trading Account Profits | 2,091,000,000 | 1,227,000,000 | 4,813,000,000 | 6,463,000,000 | |
| Net interest income | 11,246,000,000 | 12,900,000,000 | 23,425,000,000 | 26,649,000,000 | |
| Total Revenue | 13,236,000,000 | 29,153,000,000 | 40,113,000,000 | 61,122,000,000 | |
| Credit Derivatives | |||||
| Carrying Value | 52,513,000,000 | 52,513,000,000 | 63,682,000,000 | ||
| Maximum Payout/Notional | 2,031,318,000,000 | 2,031,318,000,000 | 2,155,962,000,000 | ||
|
Reported Basis [Member]
|
|||||
| Gross Derivative Assets | |||||
| Derivative assets | 66,598,000,000 | 66,598,000,000 | |||
| Gross Derivative Liabilities | |||||
| Derivative liabilities | 54,414,000,000 | 54,414,000,000 | |||
| Credit Derivatives | |||||
| Carrying Value | 3,600,000,000 | ||||
|
Interest Rate Contract [Member] | Swap [Member]
|
|||||
| Derivatives Balances | |||||
| Contract/Notional | 45,518,300,000,000 | 45,518,300,000,000 | 42,719,200,000,000 | ||
| Gross Derivative Assets | |||||
| Trading Derivatives and Economic Hedges | 1,114,000,000,000 | 1,114,000,000,000 | 1,193,900,000,000 | ||
| Gross derivative assets | 1,123,800,000,000 | 1,123,800,000,000 | 1,208,800,000,000 | ||
| Gross Derivative Liabilities | |||||
| Trading Derivatives and Economic Hedges | 1,106,300,000,000 | 1,106,300,000,000 | 1,187,900,000,000 | ||
| Gross derivative liabilities | 1,110,100,000,000 | 1,110,100,000,000 | 1,190,100,000,000 | ||
|
Interest Rate Contract [Member] | Swap [Member] | Designated as Hedging Instrument [Member]
|
|||||
| Gross Derivative Assets | |||||
| Gross derivative assets | 9,800,000,000 | 9,800,000,000 | 14,900,000,000 | ||
| Gross Derivative Liabilities | |||||
| Gross derivative liabilities | 3,800,000,000 | 3,800,000,000 | 2,200,000,000 | ||
|
Interest Rate Contract [Member] | Futures and Forwards [Member]
|
|||||
| Derivatives Balances | |||||
| Contract/Notional | 12,471,900,000,000 | 12,471,900,000,000 | 9,939,200,000,000 | ||
| Gross Derivative Assets | |||||
| Trading Derivatives and Economic Hedges | 3,500,000,000 | 3,500,000,000 | 6,000,000,000 | ||
| Gross derivative assets | 3,500,000,000 | 3,500,000,000 | 6,000,000,000 | ||
| Gross Derivative Liabilities | |||||
| Trading Derivatives and Economic Hedges | 4,100,000,000 | 4,100,000,000 | 4,700,000,000 | ||
| Gross derivative liabilities | 4,100,000,000 | 4,100,000,000 | 4,700,000,000 | ||
|
Interest Rate Contract [Member] | Written Options [Member]
|
|||||
| Derivatives Balances | |||||
| Contract/Notional | 3,089,100,000,000 | 3,089,100,000,000 | 2,887,700,000,000 | ||
| Gross Derivative Liabilities | |||||
| Trading Derivatives and Economic Hedges | 78,400,000,000 | 78,400,000,000 | 82,800,000,000 | ||
| Gross derivative liabilities | 78,400,000,000 | 78,400,000,000 | 82,800,000,000 | ||
|
Interest Rate Contract [Member] | Purchased options [Member]
|
|||||
| Derivatives Balances | |||||
| Contract/Notional | 3,132,400,000,000 | 3,132,400,000,000 | 3,026,200,000,000 | ||
| Gross Derivative Assets | |||||
| Trading Derivatives and Economic Hedges | 84,000,000,000 | 84,000,000,000 | 88,000,000,000 | ||
| Gross derivative assets | 84,000,000,000 | 84,000,000,000 | 88,000,000,000 | ||
|
Foreign Exchange Contract [Member] | Swap [Member]
|
|||||
| Derivatives Balances | |||||
| Contract/Notional | 880,800,000,000 | 880,800,000,000 | 630,100,000,000 | ||
| Gross Derivative Assets | |||||
| Trading Derivatives and Economic Hedges | 32,600,000,000 | 32,600,000,000 | 26,500,000,000 | ||
| Gross derivative assets | 36,200,000,000 | 36,200,000,000 | 30,200,000,000 | ||
| Gross Derivative Liabilities | |||||
| Trading Derivatives and Economic Hedges | 32,400,000,000 | 32,400,000,000 | 28,500,000,000 | ||
| Gross derivative liabilities | 33,100,000,000 | 33,100,000,000 | 30,600,000,000 | ||
|
Foreign Exchange Contract [Member] | Swap [Member] | Designated as Hedging Instrument [Member]
|
|||||
| Gross Derivative Assets | |||||
| Gross derivative assets | 3,600,000,000 | 3,600,000,000 | 3,700,000,000 | ||
| Gross Derivative Liabilities | |||||
| Gross derivative liabilities | 700,000,000 | 700,000,000 | 2,100,000,000 | ||
|
Foreign Exchange Contract [Member] | Spot Futures and Forwards [Member]
|
|||||
| Derivatives Balances | |||||
| Contract/Notional | 3,109,300,000,000 | 3,109,300,000,000 | 2,652,900,000,000 | ||
| Gross Derivative Assets | |||||
| Trading Derivatives and Economic Hedges | 36,700,000,000 | 36,700,000,000 | 41,300,000,000 | ||
| Gross derivative assets | 37,200,000,000 | 37,200,000,000 | 41,300,000,000 | ||
| Gross Derivative Liabilities | |||||
| Trading Derivatives and Economic Hedges | 37,300,000,000 | 37,300,000,000 | 44,200,000,000 | ||
| Gross derivative liabilities | 38,200,000,000 | 38,200,000,000 | 44,200,000,000 | ||
|
Foreign Exchange Contract [Member] | Spot Futures and Forwards [Member] | Designated as Hedging Instrument [Member]
|
|||||
| Gross Derivative Assets | |||||
| Gross derivative assets | 500,000,000 | 500,000,000 | |||
| Gross Derivative Liabilities | |||||
| Gross derivative liabilities | 900,000,000 | 900,000,000 | |||
|
Foreign Exchange Contract [Member] | Written Options [Member]
|
|||||
| Derivatives Balances | |||||
| Contract/Notional | 545,700,000,000 | 545,700,000,000 | 439,600,000,000 | ||
| Gross Derivative Liabilities | |||||
| Trading Derivatives and Economic Hedges | 12,400,000,000 | 12,400,000,000 | 13,200,000,000 | ||
| Gross derivative liabilities | 12,400,000,000 | 12,400,000,000 | 13,200,000,000 | ||
|
Foreign Exchange Contract [Member] | Purchased options [Member]
|
|||||
| Derivatives Balances | |||||
| Contract/Notional | 542,200,000,000 | 542,200,000,000 | 417,100,000,000 | ||
| Gross Derivative Assets | |||||
| Trading Derivatives and Economic Hedges | 11,100,000,000 | 11,100,000,000 | 13,000,000,000 | ||
| Gross derivative assets | 11,100,000,000 | 11,100,000,000 | 13,000,000,000 | ||
|
Equity Contract [Member] | Swap [Member]
|
|||||
| Derivatives Balances | |||||
| Contract/Notional | 43,400,000,000 | 43,400,000,000 | 42,400,000,000 | ||
| Gross Derivative Assets | |||||
| Trading Derivatives and Economic Hedges | 1,200,000,000 | 1,200,000,000 | 1,700,000,000 | ||
| Gross derivative assets | 1,200,000,000 | 1,200,000,000 | 1,700,000,000 | ||
| Gross Derivative Liabilities | |||||
| Trading Derivatives and Economic Hedges | 1,500,000,000 | 1,500,000,000 | 2,000,000,000 | ||
| Gross derivative liabilities | 1,500,000,000 | 1,500,000,000 | 2,000,000,000 | ||
|
Equity Contract [Member] | Futures and Forwards [Member]
|
|||||
| Derivatives Balances | |||||
| Contract/Notional | 105,900,000,000 | 105,900,000,000 | 78,800,000,000 | ||
| Gross Derivative Assets | |||||
| Trading Derivatives and Economic Hedges | 2,500,000,000 | 2,500,000,000 | 2,900,000,000 | ||
| Gross derivative assets | 2,500,000,000 | 2,500,000,000 | 2,900,000,000 | ||
| Gross Derivative Liabilities | |||||
| Trading Derivatives and Economic Hedges | 2,400,000,000 | 2,400,000,000 | 2,100,000,000 | ||
| Gross derivative liabilities | 2,400,000,000 | 2,400,000,000 | 2,100,000,000 | ||
|
Equity Contract [Member] | Written Options [Member]
|
|||||
| Derivatives Balances | |||||
| Contract/Notional | 530,700,000,000 | 530,700,000,000 | 242,700,000,000 | ||
| Gross Derivative Liabilities | |||||
| Trading Derivatives and Economic Hedges | 20,700,000,000 | 20,700,000,000 | 19,400,000,000 | ||
| Gross derivative liabilities | 20,700,000,000 | 20,700,000,000 | 19,400,000,000 | ||
|
Equity Contract [Member] | Purchased options [Member]
|
|||||
| Derivatives Balances | |||||
| Contract/Notional | 254,100,000,000 | 254,100,000,000 | 193,500,000,000 | ||
| Gross Derivative Assets | |||||
| Trading Derivatives and Economic Hedges | 22,600,000,000 | 22,600,000,000 | 21,500,000,000 | ||
| Gross derivative assets | 22,600,000,000 | 22,600,000,000 | 21,500,000,000 | ||
|
Commodity Contract [Member] | Swap [Member]
|
|||||
| Derivatives Balances | |||||
| Contract/Notional | 87,400,000,000 | 87,400,000,000 | 90,200,000,000 | ||
| Gross Derivative Assets | |||||
| Trading Derivatives and Economic Hedges | 5,900,000,000 | 5,900,000,000 | 8,800,000,000 | ||
| Gross derivative assets | 6,000,000,000 | 6,000,000,000 | 9,000,000,000 | ||
| Gross Derivative Liabilities | |||||
| Trading Derivatives and Economic Hedges | 6,500,000,000 | 6,500,000,000 | 9,300,000,000 | ||
| Gross derivative liabilities | 6,500,000,000 | 6,500,000,000 | 9,300,000,000 | ||
|
Commodity Contract [Member] | Swap [Member] | Designated as Hedging Instrument [Member]
|
|||||
| Gross Derivative Assets | |||||
| Gross derivative assets | 100,000,000 | 100,000,000 | 200,000,000 | ||
|
Commodity Contract [Member] | Futures and Forwards [Member]
|
|||||
| Derivatives Balances | |||||
| Contract/Notional | 534,500,000,000 | 534,500,000,000 | 413,700,000,000 | ||
| Gross Derivative Assets | |||||
| Trading Derivatives and Economic Hedges | 4,200,000,000 | 4,200,000,000 | 4,100,000,000 | ||
| Gross derivative assets | 4,200,000,000 | 4,200,000,000 | 4,100,000,000 | ||
| Gross Derivative Liabilities | |||||
| Trading Derivatives and Economic Hedges | 3,000,000,000 | 3,000,000,000 | 2,800,000,000 | ||
| Gross derivative liabilities | 3,000,000,000 | 3,000,000,000 | 2,800,000,000 | ||
|
Commodity Contract [Member] | Written Options [Member]
|
|||||
| Derivatives Balances | |||||
| Contract/Notional | 120,300,000,000 | 120,300,000,000 | 86,300,000,000 | ||
| Gross Derivative Liabilities | |||||
| Trading Derivatives and Economic Hedges | 8,000,000,000 | 8,000,000,000 | 6,700,000,000 | ||
| Gross derivative liabilities | 8,000,000,000 | 8,000,000,000 | 6,700,000,000 | ||
|
Commodity Contract [Member] | Purchased options [Member]
|
|||||
| Derivatives Balances | |||||
| Contract/Notional | 120,000,000,000 | 120,000,000,000 | 84,600,000,000 | ||
| Gross Derivative Assets | |||||
| Trading Derivatives and Economic Hedges | 7,700,000,000 | 7,700,000,000 | 6,600,000,000 | ||
| Gross derivative assets | 7,700,000,000 | 7,700,000,000 | 6,600,000,000 | ||
|
Credit Default Swap [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 51,893,000,000 | 51,893,000,000 | 63,164,000,000 | ||
| Maximum Payout/Notional | 1,990,530,000,000 | 1,990,530,000,000 | 2,133,488,000,000 | ||
|
Credit Default Swap [Member] | Maximum payout notional value less than one year [Member]
|
|||||
| Credit Derivatives | |||||
| Maximum Payout/Notional | 231,518,000,000 | 231,518,000,000 | 218,542,000,000 | ||
|
Credit Default Swap [Member] | Maximum payout notional value less than one year [Member] | Investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Maximum Payout/Notional | 133,694,000,000 | 133,694,000,000 | 133,691,000,000 | ||
|
Credit Default Swap [Member] | Maximum payout notional value less than one year [Member] | Non-investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Maximum Payout/Notional | 97,824,000,000 | 97,824,000,000 | 84,851,000,000 | ||
|
Credit Default Swap [Member] | Maximum payout notional value one to three years [Member]
|
|||||
| Credit Derivatives | |||||
| Maximum Payout/Notional | 707,294,000,000 | 707,294,000,000 | 780,987,000,000 | ||
|
Credit Default Swap [Member] | Maximum payout notional value one to three years [Member] | Investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Maximum Payout/Notional | 434,130,000,000 | 434,130,000,000 | 466,565,000,000 | ||
|
Credit Default Swap [Member] | Maximum payout notional value one to three years [Member] | Non-investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Maximum Payout/Notional | 273,164,000,000 | 273,164,000,000 | 314,422,000,000 | ||
|
Credit Default Swap [Member] | Maximum payout notional value three to five years [Member]
|
|||||
| Credit Derivatives | |||||
| Maximum Payout/Notional | 658,407,000,000 | 658,407,000,000 | 654,595,000,000 | ||
|
Credit Default Swap [Member] | Maximum payout notional value three to five years [Member] | Investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Maximum Payout/Notional | 456,682,000,000 | 456,682,000,000 | 475,715,000,000 | ||
|
Credit Default Swap [Member] | Maximum payout notional value three to five years [Member] | Non-investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Maximum Payout/Notional | 201,725,000,000 | 201,725,000,000 | 178,880,000,000 | ||
|
Credit Default Swap [Member] | Maximum payout notional value over five years [Member]
|
|||||
| Credit Derivatives | |||||
| Maximum Payout/Notional | 393,311,000,000 | 393,311,000,000 | 479,364,000,000 | ||
|
Credit Default Swap [Member] | Maximum payout notional value over five years [Member] | Investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Maximum Payout/Notional | 195,869,000,000 | 195,869,000,000 | 275,434,000,000 | ||
|
Credit Default Swap [Member] | Maximum payout notional value over five years [Member] | Non-investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Maximum Payout/Notional | 197,442,000,000 | 197,442,000,000 | 203,930,000,000 | ||
|
Credit Default Swap [Member] | Carrying Value Less than One Year [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 871,000,000 | 871,000,000 | 756,000,000 | ||
|
Credit Default Swap [Member] | Carrying Value Less than One Year [Member] | Investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 113,000,000 | 113,000,000 | 158,000,000 | ||
|
Credit Default Swap [Member] | Carrying Value Less than One Year [Member] | Non-investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 758,000,000 | 758,000,000 | 598,000,000 | ||
|
Credit Default Swap [Member] | Carrying Value One to Three Years [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 6,773,000,000 | 6,773,000,000 | 9,237,000,000 | ||
|
Credit Default Swap [Member] | Carrying Value One to Three Years [Member] | Investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 1,393,000,000 | 1,393,000,000 | 2,607,000,000 | ||
|
Credit Default Swap [Member] | Carrying Value One to Three Years [Member] | Non-investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 5,380,000,000 | 5,380,000,000 | 6,630,000,000 | ||
|
Credit Default Swap [Member] | Three to Five Years [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 13,597,000,000 | 13,597,000,000 | 15,185,000,000 | ||
|
Credit Default Swap [Member] | Three to Five Years [Member] | Investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 5,263,000,000 | 5,263,000,000 | 7,331,000,000 | ||
|
Credit Default Swap [Member] | Three to Five Years [Member] | Non-investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 8,334,000,000 | 8,334,000,000 | 7,854,000,000 | ||
|
Credit Default Swap [Member] | Over Five Years [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 30,652,000,000 | 30,652,000,000 | 37,986,000,000 | ||
|
Credit Default Swap [Member] | Over Five Years [Member] | Investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 5,788,000,000 | 5,788,000,000 | 14,880,000,000 | ||
|
Credit Default Swap [Member] | Over Five Years [Member] | Non-investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 24,864,000,000 | 24,864,000,000 | 23,106,000,000 | ||
|
Credit Default Swap [Member] | Investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 12,557,000,000 | 12,557,000,000 | 24,976,000,000 | ||
| Maximum Payout/Notional | 1,220,375,000,000 | 1,220,375,000,000 | 1,351,405,000,000 | ||
|
Credit Default Swap [Member] | Non-investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 39,336,000,000 | 39,336,000,000 | 38,188,000,000 | ||
| Maximum Payout/Notional | 770,155,000,000 | 770,155,000,000 | 782,083,000,000 | ||
|
Credit Default Swap [Member] | Credit Derivatives Purchased Protection [Member]
|
|||||
| Derivatives Balances | |||||
| Contract/Notional | 2,065,700,000,000 | 2,065,700,000,000 | 2,184,700,000,000 | ||
| Gross Derivative Assets | |||||
| Trading Derivatives and Economic Hedges | 59,800,000,000 | 59,800,000,000 | 69,800,000,000 | ||
| Gross derivative assets | 59,800,000,000 | 59,800,000,000 | 69,800,000,000 | ||
| Gross Derivative Liabilities | |||||
| Trading Derivatives and Economic Hedges | 29,200,000,000 | 29,200,000,000 | 34,000,000,000 | ||
| Gross derivative liabilities | 29,200,000,000 | 29,200,000,000 | 34,000,000,000 | ||
|
Credit Default Swap [Member] | Credit Derivatives Written Protection [Member]
|
|||||
| Derivatives Balances | |||||
| Contract/Notional | 1,990,500,000,000 | 1,990,500,000,000 | 2,133,500,000,000 | ||
| Gross Derivative Assets | |||||
| Trading Derivatives and Economic Hedges | 28,500,000,000 | 28,500,000,000 | 33,300,000,000 | ||
| Gross derivative assets | 28,500,000,000 | 28,500,000,000 | 33,300,000,000 | ||
| Gross Derivative Liabilities | |||||
| Trading Derivatives and Economic Hedges | 51,900,000,000 | 51,900,000,000 | 63,200,000,000 | ||
| Gross derivative liabilities | 51,900,000,000 | 51,900,000,000 | 63,200,000,000 | ||
|
Total Return Swaps Other [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 620,000,000 | 620,000,000 | 518,000,000 | ||
| Maximum Payout/Notional | 40,788,000,000 | 40,788,000,000 | 22,474,000,000 | ||
|
Total Return Swaps Other [Member] | Maximum payout notional value less than one year [Member]
|
|||||
| Credit Derivatives | |||||
| Maximum Payout/Notional | 193,000,000 | 193,000,000 | 113,000,000 | ||
|
Total Return Swaps Other [Member] | Maximum payout notional value less than one year [Member] | Investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Maximum Payout/Notional | 110,000,000 | 110,000,000 | 0 | ||
|
Total Return Swaps Other [Member] | Maximum payout notional value less than one year [Member] | Non-investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Maximum Payout/Notional | 83,000,000 | 83,000,000 | 113,000,000 | ||
|
Total Return Swaps Other [Member] | Maximum payout notional value one to three years [Member]
|
|||||
| Credit Derivatives | |||||
| Maximum Payout/Notional | 3,435,000,000 | 3,435,000,000 | 88,000,000 | ||
|
Total Return Swaps Other [Member] | Maximum payout notional value one to three years [Member] | Investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Maximum Payout/Notional | 2,493,000,000 | 2,493,000,000 | 10,000,000 | ||
|
Total Return Swaps Other [Member] | Maximum payout notional value one to three years [Member] | Non-investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Maximum Payout/Notional | 942,000,000 | 942,000,000 | 78,000,000 | ||
|
Total Return Swaps Other [Member] | Maximum payout notional value three to five years [Member]
|
|||||
| Credit Derivatives | |||||
| Maximum Payout/Notional | 31,298,000,000 | 31,298,000,000 | 16,364,000,000 | ||
|
Total Return Swaps Other [Member] | Maximum payout notional value three to five years [Member] | Investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Maximum Payout/Notional | 29,026,000,000 | 29,026,000,000 | 15,413,000,000 | ||
|
Total Return Swaps Other [Member] | Maximum payout notional value three to five years [Member] | Non-investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Maximum Payout/Notional | 2,272,000,000 | 2,272,000,000 | 951,000,000 | ||
|
Total Return Swaps Other [Member] | Maximum payout notional value over five years [Member]
|
|||||
| Credit Derivatives | |||||
| Maximum Payout/Notional | 5,862,000,000 | 5,862,000,000 | 5,909,000,000 | ||
|
Total Return Swaps Other [Member] | Maximum payout notional value over five years [Member] | Investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Maximum Payout/Notional | 4,953,000,000 | 4,953,000,000 | 4,012,000,000 | ||
|
Total Return Swaps Other [Member] | Maximum payout notional value over five years [Member] | Non-investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Maximum Payout/Notional | 909,000,000 | 909,000,000 | 1,897,000,000 | ||
|
Total Return Swaps Other [Member] | Carrying Value Less than One Year [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 2,000,000 | 2,000,000 | 1,000,000 | ||
|
Total Return Swaps Other [Member] | Carrying Value Less than One Year [Member] | Investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 0 | 0 | 0 | ||
|
Total Return Swaps Other [Member] | Carrying Value Less than One Year [Member] | Non-investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 2,000,000 | 2,000,000 | 1,000,000 | ||
|
Total Return Swaps Other [Member] | Carrying Value One to Three Years [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 43,000,000 | 43,000,000 | 2,000,000 | ||
|
Total Return Swaps Other [Member] | Carrying Value One to Three Years [Member] | Investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 35,000,000 | 35,000,000 | 0 | ||
|
Total Return Swaps Other [Member] | Carrying Value One to Three Years [Member] | Non-investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 8,000,000 | 8,000,000 | 2,000,000 | ||
|
Total Return Swaps Other [Member] | Three to Five Years [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 111,000,000 | 111,000,000 | 40,000,000 | ||
|
Total Return Swaps Other [Member] | Three to Five Years [Member] | Investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 79,000,000 | 79,000,000 | 38,000,000 | ||
|
Total Return Swaps Other [Member] | Three to Five Years [Member] | Non-investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 32,000,000 | 32,000,000 | 2,000,000 | ||
|
Total Return Swaps Other [Member] | Over Five Years [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 464,000,000 | 464,000,000 | 475,000,000 | ||
|
Total Return Swaps Other [Member] | Over Five Years [Member] | Investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 255,000,000 | 255,000,000 | 60,000,000 | ||
|
Total Return Swaps Other [Member] | Over Five Years [Member] | Non-investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 209,000,000 | 209,000,000 | 415,000,000 | ||
|
Total Return Swaps Other [Member] | Investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 369,000,000 | 369,000,000 | 98,000,000 | ||
| Maximum Payout/Notional | 36,582,000,000 | 36,582,000,000 | 19,435,000,000 | ||
|
Total Return Swaps Other [Member] | Non-investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 251,000,000 | 251,000,000 | 420,000,000 | ||
| Maximum Payout/Notional | 4,206,000,000 | 4,206,000,000 | 3,039,000,000 | ||
|
Total Return Swaps Other [Member] | Credit Derivatives Purchased Protection [Member]
|
|||||
| Derivatives Balances | |||||
| Contract/Notional | 41,400,000,000 | 41,400,000,000 | 26,000,000,000 | ||
| Gross Derivative Assets | |||||
| Trading Derivatives and Economic Hedges | 400,000,000 | 400,000,000 | 900,000,000 | ||
| Gross derivative assets | 400,000,000 | 400,000,000 | 900,000,000 | ||
| Gross Derivative Liabilities | |||||
| Trading Derivatives and Economic Hedges | 300,000,000 | 300,000,000 | 200,000,000 | ||
| Gross derivative liabilities | 300,000,000 | 300,000,000 | 200,000,000 | ||
|
Total Return Swaps Other [Member] | Credit Derivatives Written Protection [Member]
|
|||||
| Derivatives Balances | |||||
| Contract/Notional | 40,800,000,000 | 40,800,000,000 | 22,500,000,000 | ||
| Gross Derivative Assets | |||||
| Trading Derivatives and Economic Hedges | 500,000,000 | 500,000,000 | 500,000,000 | ||
| Gross derivative assets | 500,000,000 | 500,000,000 | 500,000,000 | ||
| Gross Derivative Liabilities | |||||
| Trading Derivatives and Economic Hedges | 600,000,000 | 600,000,000 | 500,000,000 | ||
| Gross derivative liabilities | 600,000,000 | 600,000,000 | 500,000,000 | ||
|
Credit-related notes [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 5,350,000,000 | 5,350,000,000 | 6,300,000,000 | ||
|
Credit-related notes [Member] | Carrying Value Less than One Year [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 10,000,000 | 10,000,000 | 9,000,000 | ||
|
Credit-related notes [Member] | Carrying Value Less than One Year [Member] | Investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 1,000,000 | 1,000,000 | 0 | ||
|
Credit-related notes [Member] | Carrying Value Less than One Year [Member] | Non-investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 9,000,000 | 9,000,000 | 9,000,000 | ||
|
Credit-related notes [Member] | Carrying Value One to Three Years [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 43,000,000 | 43,000,000 | 169,000,000 | ||
|
Credit-related notes [Member] | Carrying Value One to Three Years [Member] | Investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 17,000,000 | 17,000,000 | 136,000,000 | ||
|
Credit-related notes [Member] | Carrying Value One to Three Years [Member] | Non-investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 26,000,000 | 26,000,000 | 33,000,000 | ||
|
Credit-related notes [Member] | Three to Five Years [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 623,000,000 | 623,000,000 | 174,000,000 | ||
|
Credit-related notes [Member] | Three to Five Years [Member] | Investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 415,000,000 | 415,000,000 | 0 | ||
|
Credit-related notes [Member] | Three to Five Years [Member] | Non-investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 208,000,000 | 208,000,000 | 174,000,000 | ||
|
Credit-related notes [Member] | Over Five Years [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 4,674,000,000 | 4,674,000,000 | 5,948,000,000 | ||
|
Credit-related notes [Member] | Over Five Years [Member] | Investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 2,952,000,000 | 2,952,000,000 | 3,525,000,000 | ||
|
Credit-related notes [Member] | Over Five Years [Member] | Non-investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 1,722,000,000 | 1,722,000,000 | 2,423,000,000 | ||
|
Credit-related notes [Member] | Investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 3,385,000,000 | 3,385,000,000 | 3,661,000,000 | ||
|
Credit-related notes [Member] | Non-investment grade [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 1,965,000,000 | 1,965,000,000 | 2,639,000,000 | ||
|
Maximum payout notional value less than one year [Member]
|
|||||
| Credit Derivatives | |||||
| Maximum Payout/Notional | 231,711,000,000 | 231,711,000,000 | 218,655,000,000 | ||
|
Maximum payout notional value one to three years [Member]
|
|||||
| Credit Derivatives | |||||
| Maximum Payout/Notional | 710,729,000,000 | 710,729,000,000 | 781,075,000,000 | ||
|
Maximum payout notional value three to five years [Member]
|
|||||
| Credit Derivatives | |||||
| Maximum Payout/Notional | 689,705,000,000 | 689,705,000,000 | 670,959,000,000 | ||
|
Maximum payout notional value over five years [Member]
|
|||||
| Credit Derivatives | |||||
| Maximum Payout/Notional | 399,173,000,000 | 399,173,000,000 | 485,273,000,000 | ||
|
Carrying Value Less than One Year [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 873,000,000 | 873,000,000 | 757,000,000 | ||
|
Carrying Value One to Three Years [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 6,816,000,000 | 6,816,000,000 | 9,239,000,000 | ||
|
Three to Five Years [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 13,708,000,000 | 13,708,000,000 | 15,225,000,000 | ||
|
Over Five Years [Member]
|
|||||
| Credit Derivatives | |||||
| Carrying Value | 31,116,000,000 | 31,116,000,000 | 38,461,000,000 | ||
|
Interest rate risk [Member]
|
|||||
| Sales and Trading Revenue | |||||
| Trading Account Profits | 488,000,000 | 434,000,000 | 791,000,000 | 1,493,000,000 | |
| Other Revenues | 16,000,000 | 21,000,000 | (7,000,000) | 48,000,000 | |
| Net interest income | 199,000,000 | 138,000,000 | 415,000,000 | 327,000,000 | |
| Total Revenue | 703,000,000 | 593,000,000 | 1,199,000,000 | 1,868,000,000 | |
|
Foreign Exchange Risk [Member]
|
|||||
| Sales and Trading Revenue | |||||
| Trading Account Profits | 261,000,000 | 234,000,000 | 493,000,000 | 515,000,000 | |
| Other Revenues | (16,000,000) | (11,000,000) | (31,000,000) | (18,000,000) | |
| Net interest income | 4,000,000 | 1,000,000 | 7,000,000 | 1,000,000 | |
| Total Revenue | 249,000,000 | 224,000,000 | 469,000,000 | 498,000,000 | |
|
Equity Risk [Member]
|
|||||
| Sales and Trading Revenue | |||||
| Trading Account Profits | 539,000,000 | 202,000,000 | 1,059,000,000 | 1,077,000,000 | |
| Other Revenues | 564,000,000 | 727,000,000 | 1,241,000,000 | 1,322,000,000 | |
| Net interest income | (22,000,000) | (47,000,000) | 30,000,000 | (3,000,000) | |
| Total Revenue | 1,081,000,000 | 882,000,000 | 2,330,000,000 | 2,396,000,000 | |
|
Other Sales and Trading Revenue Risk [Member]
|
|||||
| Sales and Trading Revenue | |||||
| Trading Account Profits | 164,000,000 | (129,000,000) | 293,000,000 | 50,000,000 | |
| Other Revenues | 12,000,000 | 30,000,000 | 45,000,000 | 68,000,000 | |
| Net interest income | (31,000,000) | (43,000,000) | (65,000,000) | (98,000,000) | |
| Total Revenue | 145,000,000 | (142,000,000) | 273,000,000 | 20,000,000 | |
|
Credit risk [Member]
|
|||||
| Sales and Trading Revenue | |||||
| Trading Account Profits | 579,000,000 | 447,000,000 | 1,983,000,000 | 3,109,000,000 | |
| Other Revenues | 218,000,000 | 73,000,000 | 769,000,000 | 121,000,000 | |
| Net interest income | 760,000,000 | 959,000,000 | 1,552,000,000 | 1,953,000,000 | |
| Total Revenue | 1,557,000,000 | 1,479,000,000 | 4,304,000,000 | 5,183,000,000 | |
|
Total Sales and Trading Revenue [Member]
|
|||||
| Sales and Trading Revenue | |||||
| Trading Account Profits | 2,031,000,000 | 1,188,000,000 | 4,619,000,000 | 6,244,000,000 | |
| Other Revenues | 794,000,000 | 840,000,000 | 2,017,000,000 | 1,541,000,000 | |
| Net interest income | 910,000,000 | 1,008,000,000 | 1,939,000,000 | 2,180,000,000 | |
| Total Revenue | 3,735,000,000 | 3,036,000,000 | 8,575,000,000 | 9,965,000,000 | |
|
Credit Derivatives Written Protection [Member]
|
|||||
| Derivatives Balances | |||||
| Contract/Notional | 1,100,000,000,000 | 1,100,000,000,000 | 1,400,000,000,000 | ||
|
Designated as Hedging Instrument [Member]
|
|||||
| Gross Derivative Assets | |||||
| Gross derivative assets | 14,000,000,000 | 14,000,000,000 | 18,800,000,000 | ||
| Gross Derivative Liabilities | |||||
| Gross derivative liabilities | $ 5,400,000,000 | $ 5,400,000,000 | $ 4,300,000,000 | ||