Quarterly report pursuant to Section 13 or 15(d)

Derivatives - Derivatives as Guarantees (Details)

v2.4.0.6
Derivatives - Derivatives as Guarantees (Details) (USD $)
In Millions, unless otherwise specified
Jun. 30, 2012
Dec. 31, 2011
Derivative [Line Items]    
Carrying Value $ 686,968 $ 731,747
Derivatives as Guarantees [Member]
    
Derivative [Line Items]    
Maximum Payout/ Notional 239,390 256,829
Less than 1 year 35,506 35,411
1 - 3 years 71,119 74,105
3 - 5 years 89,627 85,504
Over 5 years 43,138 61,809
Carrying Value 18,707 [1] 23,658 [1]
Credit derivatives purchased
    
Derivative [Line Items]    
Maximum Payout/ Notional 138,545 [2] 219,358 [2]
Less than 1 year 24,617 [2] 31,335 [2]
1 - 3 years 49,689 [2] 63,284 [2]
3 - 5 years 44,043 [2] 77,485 [2]
Over 5 years 20,196 [2] 47,254 [2]
Carrying Value 6,692 [1] 15,563 [1]
Credit derivatives sold
    
Derivative [Line Items]    
Maximum Payout/ Notional 149,977 [2] 219,669 [2]
Less than 1 year 28,088 [2] 33,852 [2]
1 - 3 years 48,450 [2] 61,797 [2]
3 - 5 years 46,212 [2] 77,527 [2]
Over 5 years 27,227 [2] 46,493 [2]
Carrying Value 8,829 [1] 15,502 [1]
Credit derivatives | Derivatives as Guarantees [Member]
    
Derivative [Line Items]    
Maximum Payout/ Notional 234,969 252,362
Less than 1 year 35,288 35,284
1 - 3 years 70,901 74,021
3 - 5 years 88,751 85,219
Over 5 years 40,029 57,838
Carrying Value 14,286 [1] 19,191 [1]
Credit-related notes | Derivatives as Guarantees [Member]
    
Derivative [Line Items]    
Maximum Payout/ Notional 4,421 4,467
Less than 1 year 218 127
1 - 3 years 218 84
3 - 5 years 876 285
Over 5 years 3,109 3,971
Carrying Value 4,421 [1] 4,467 [1]
Investment grade | Credit derivatives | Derivatives as Guarantees [Member]
    
Derivative [Line Items]    
Maximum Payout/ Notional 157,655 [2] 130,770 [2]
Less than 1 year 27,092 [2] 22,021 [2]
1 - 3 years 53,648 [2] 47,593 [2]
3 - 5 years 60,921 [2] 46,918 [2]
Over 5 years 15,994 [2] 14,238 [2]
Carrying Value 4,006 [1],[2] 4,189 [1],[2]
Investment grade | Credit-related notes | Derivatives as Guarantees [Member]
    
Derivative [Line Items]    
Maximum Payout/ Notional 2,920 [2] 2,956 [2]
Less than 1 year 3 [2]  
1 - 3 years 148 [2] 7 [2]
3 - 5 years 726 [2] 203 [2]
Over 5 years 2,043 [2] 2,746 [2]
Carrying Value 2,920 [1],[2] 2,956 [1],[2]
Non-investment grade | Credit derivatives | Derivatives as Guarantees [Member]
    
Derivative [Line Items]    
Maximum Payout/ Notional 77,314 [2] 121,592 [2]
Less than 1 year 8,196 [2] 13,263 [2]
1 - 3 years 17,253 [2] 26,428 [2]
3 - 5 years 27,830 [2] 38,301 [2]
Over 5 years 24,035 [2] 43,600 [2]
Carrying Value 10,280 [1],[2] 15,002 [1],[2]
Non-investment grade | Credit-related notes | Derivatives as Guarantees [Member]
    
Derivative [Line Items]    
Maximum Payout/ Notional 1,501 [2] 1,511 [2]
Less than 1 year 215 [2] 127 [2]
1 - 3 years 70 [2] 77 [2]
3 - 5 years 150 [2] 82 [2]
Over 5 years 1,066 [2] 1,225 [2]
Carrying Value $ 1,501 [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.