Quarterly report pursuant to Section 13 or 15(d)

Fair Value Measurements - Gains and Losses (Details)

v2.4.0.6
Fair Value Measurements - Gains and Losses (Details) (USD $)
In Millions, unless otherwise specified
 3 Months Ended 9 Months Ended
Sep. 30, 2012
Sep. 30, 2011
Sep. 30, 2012
Sep. 30, 2011
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings        
Equity Investment Income (Loss) $ 39 $ (72) $ 28 $ 242
Trading Account Profits (Losses) (1,053) 2,050 (2,043) 3,511
Mortgage Banking Income (Loss) 593 [1] (2,769) [1] 1,126 [1] (2,865) [1]
Other Income (Loss) 106 (125) 229 258
Total (315) (916) (660) 1,146
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date        
Equity Investment Income (Loss) 115 (265) 90 (132)
Trading Account Profits (Losses) (1,102) 1,938 (2,374) 2,362
Mortgage Banking Income (Loss) 142 [1] (3,566) [1] (158) [1] (6,086) [1]
Other Income (Loss) 95 (171) 157 (136)
Total (750) (2,064) (2,285) (3,992)
Trading Account Assets [Member]
        
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings        
Equity Investment Income (Loss) 0   0 0
Trading Account Profits (Losses) 202 (356) 415 1,111
Mortgage Banking Income (Loss) 0 [1]   0 [1] 0 [1]
Other Income (Loss) 0   0 0
Total 202 (356) 415 1,111
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date        
Equity Investment Income (Loss) 0 0 0 0
Trading Account Profits (Losses) 146 (391) 254 93
Mortgage Banking Income (Loss) 0 [1] 0 [1] 0 [1] 0 [1]
Other Income (Loss) 0 0 0 0
Total 146 (391) 254 93
Corporate securities, trading loans and other [Member]
        
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings        
Trading Account Profits (Losses) 69 [2] (219) [2] 192 [3] 456 [3]
Total 69 [2] (219) [2] 192 [3] 456 [3]
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date        
Equity Investment Income (Loss)    [3]    [3]    [3]    [3]
Trading Account Profits (Losses) 36 [3] (251) [3] 95 [3] (13) [3]
Mortgage Banking Income (Loss)    [1],[3]    [1],[3]    [1],[3]    [1],[3]
Other Income (Loss)    [3]    [3]    [3]    [3]
Total 36 [3] (251) [3] 95 [3] (13) [3]
Equity securities [Member]
        
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings        
Trading Account Profits (Losses) 15 (8) 24 57
Total 15 (8) 24 57
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date        
Equity Investment Income (Loss)            
Trading Account Profits (Losses) 13 (20) 24 (84)
Mortgage Banking Income (Loss)    [1]    [1]    [1]    [1]
Other Income (Loss)            
Total 13 (20) 24 (84)
Non-U.S. sovereign debt [Member]
        
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings        
Trading Account Profits (Losses) 7 (17) 5 68
Total 7 (17) 5 68
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date        
Equity Investment Income (Loss)            
Trading Account Profits (Losses) 8 16 16 86
Mortgage Banking Income (Loss)    [1]    [1]    [1]    [1]
Other Income (Loss)            
Total 8 16 16 86
Mortgage trading loans and ABS [Member]
        
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings        
Trading Account Profits (Losses) 111 (112) 194 530
Total 111 (112) 194 530
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date        
Equity Investment Income (Loss)            
Trading Account Profits (Losses) 89 (136) 119 104
Mortgage Banking Income (Loss)    [1]    [1]    [1]    [1]
Other Income (Loss)            
Total 89 (136) 119 104
Derivative assets [Member]
        
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings        
Trading Account Profits (Losses) (1,214) 2,056 (2,358) 2,153
Mortgage Banking Income (Loss) 958 [1] 1,155 [1] 2,375 [1] 3,303 [1]
Total (256) 3,211 17 5,456
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date        
Equity Investment Income (Loss)            
Trading Account Profits (Losses) (1,202) 1,998 (2,526) 2,037
Mortgage Banking Income (Loss) 691 [1] 616 [1] 1,624 [1] 1,232 [1]
Other Income (Loss)            
Total (511) 2,614 (902) 3,269
Available-for-sale debt securities [Member]
        
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings        
Equity Investment Income (Loss)     0 0
Trading Account Profits (Losses)   4 0 13
Mortgage Banking Income (Loss)     0 [1] 0 [1]
Other Income (Loss)   (66) (3) (60)
Total   (62) (3) (47)
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date        
Equity Investment Income (Loss)   0   0
Trading Account Profits (Losses)   (2)   (2)
Mortgage Banking Income (Loss)   0 [1]   0 [1]
Other Income (Loss)   (92)   (190)
Total   (94)   (192)
Non-Agency Residential MBS [Member]
        
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings        
Other Income (Loss)   (41) (69) (86)
Total   (41) (69) (86)
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date        
Equity Investment Income (Loss)          
Trading Account Profits (Losses)          
Mortgage Banking Income (Loss)      [1]      [1]
Other Income (Loss)   (42)   (140)
Total   (42)   (140)
Corporate/Agency bonds [Member]
        
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings        
Other Income (Loss)   (4) (2) (2)
Total   (4) (2) (2)
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date        
Equity Investment Income (Loss)   0   0
Trading Account Profits (Losses)   0   0
Mortgage Banking Income (Loss)   0 [1]   0 [1]
Other Income (Loss)   (6)   (6)
Total   (6)   (6)
Other taxable securities [Member]
        
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings        
Trading Account Profits (Losses)   4   16
Other Income (Loss)   (29) 7 11
Total   (25) 7 27
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date        
Equity Investment Income (Loss)   0   0
Trading Account Profits (Losses)   (2)   (2)
Mortgage Banking Income (Loss)   0 [1]   0 [1]
Other Income (Loss)   (44)   (44)
Total   (46)   (46)
Tax-exempt securities [Member]
        
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings        
Trading Account Profits (Losses)   0   (3)
Other Income (Loss) 7 8 61 17
Total 7 8 61 14
Loans and leases [Member]
        
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings        
Mortgage Banking Income (Loss)       (13) [1],[3]
Other Income (Loss) 69 [2] (209) [2] 284 [3] 13 [3]
Total 69 [2] (209) [2] 284 [3] 0 [3]
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date        
Equity Investment Income (Loss)    [3]    [3]    [3]    [3]
Trading Account Profits (Losses)    [3]    [3]    [3]    [3]
Mortgage Banking Income (Loss)    [1],[3]    [1],[3]    [1],[3]    [1],[3]
Other Income (Loss) 71 [3] (208) [3] 242 [3] (105) [3]
Total 71 [3] (208) [3] 242 [3] (105) [3]
Mortgage servicing rights [Member]
        
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings        
Mortgage Banking Income (Loss) (360) [1] (3,860) [1] (1,297) [1] (6,060) [1]
Total (360) (3,860) (1,297) (6,060)
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date        
Equity Investment Income (Loss)            
Trading Account Profits (Losses)            
Mortgage Banking Income (Loss) (552) [1] (4,112) [1] (1,804) [1] (7,129) [1]
Other Income (Loss) 0    0   
Total (552) (4,112) (1,804) (7,129)
Loans held-for-sale [Member]
        
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings        
Mortgage Banking Income (Loss) 10 [1],[2] (90) [1],[2] 105 [1],[3] (101) [1],[3]
Other Income (Loss) 76 [2] (52) [2] 160 [3] 144 [3]
Total 86 [2] (142) [2] 265 [3] 43 [3]
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date        
Equity Investment Income (Loss)    [3]    [3]    [3]    [3]
Trading Account Profits (Losses)    [3]    [3]    [3] 3 [3]
Mortgage Banking Income (Loss) 17 [1],[3] (88) [1],[3] 76 [1],[3] (135) [1],[3]
Other Income (Loss) 68 [3] (73) [3] 127 [3] 10 [3]
Total 85 [3] (161) [3] 203 [3] (122) [3]
Other assets [Member]
        
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings        
Equity Investment Income (Loss) 39 (72) 28 242
Mortgage Banking Income (Loss) (15) [1] (32) [1] (57) [1] (44) [1]
Other Income (Loss) 0 158 (81) 158
Total 24 54 (110) 356
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date        
Equity Investment Income (Loss) 115 (265) 90 (132)
Trading Account Profits (Losses)            
Mortgage Banking Income (Loss) (14) [1] (32) [1] (54) [1] (43) [1]
Other Income (Loss) 4 158 (78) 158
Total 105 (139) (42) (17)
Trading Liabilities [Member]
        
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings        
Equity Investment Income (Loss) 0 0 0 0
Trading Account Profits (Losses) 4 2 4 2
Mortgage Banking Income (Loss) 0 [1] 0 [1] 0 [1] 0 [1]
Other Income (Loss) 0 0 0 0
Total 4 2 4 2
Short-term Debt [Member]
        
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings        
Mortgage Banking Income (Loss)   58 [1],[2]   (24) [1],[3]
Total   58 [2]   (24) [3]
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date        
Equity Investment Income (Loss)      [3]      [3]
Trading Account Profits (Losses)      [3]      [3]
Mortgage Banking Income (Loss)   50 [1],[3]   (11) [1],[3]
Other Income (Loss)      [3]      [3]
Total   50 [3]   (11) [3]
Accrued expenses and other liabilities [Member]
        
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings        
Equity Investment Income (Loss)        [3]  
Trading Account Profits (Losses)        [3] (10) [3]
Mortgage Banking Income (Loss)        [1],[3] 74 [1],[3]
Other Income (Loss)     4 [3]  
Total     4 [3] 64 [3]
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date        
Equity Investment Income (Loss)    [3]      
Trading Account Profits (Losses)    [3]      
Mortgage Banking Income (Loss)    [1],[3]      
Other Income (Loss) (2) [3]      
Total (2) [3]      
Long-term debt [Member]
        
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings        
Trading Account Profits (Losses) (45) [2] 344 [2] (104) [3] 242 [3]
Other Income (Loss) (46) [2] 44 [2] (135) [3] 3 [3]
Total (91) [2] 388 [2] (239) [3] 245 [3]
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date        
Equity Investment Income (Loss)    [3]    [3]    [3]    [3]
Trading Account Profits (Losses) (46) [3] 331 [3] (105) [3] 229 [3]
Mortgage Banking Income (Loss)    [1],[3]    [1],[3]    [1],[3]    [1],[3]
Other Income (Loss) (46) [3] 44 [3] (134) [3] (9) [3]
Total (92) [3] 375 [3] (239) [3] 220 [3]
Corporate securities and other [Member]
        
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date        
Equity Investment Income (Loss)   0 0 0
Trading Account Profits (Losses)   2 3 2
Mortgage Banking Income (Loss)   0 [1] 0 [1] 0 [1]
Other Income (Loss)   0 0 0
Total   $ 2 $ 3 $ 2
[1] Mortgage banking income does not reflect the impact of Level 1 and Level 2 hedges on MSRs.
[2] Amounts represent instruments that are accounted for under the fair value option.Level 3 – Total Realized and Unrealized Gains (Losses) Included in Earnings Nine Months Ended September 30, 2012(Dollars in millions)EquityInvestmentIncome(Loss) TradingAccountProfits(Losses) MortgageBankingIncome(Loss) (1) OtherIncome(Loss) TotalTrading account assets: Corporate securities, trading loans and other (2)$— $192 $— $— $192Equity securities— 24 — — 24Non-U.S. sovereign debt— 5 — — 5Mortgage trading loans and ABS— 194 — — 194Total trading account assets— 415 — — 415Net derivative assets— (2,358) 2,375 — 17AFS debt securities: Non-agency residential MBS— — — (69) (69)Corporate/Agency bonds— — — (2) (2)Other taxable securities— — — 7 7Tax-exempt securities— — — 61 61Total AFS debt securities— — — (3) (3)Loans and leases (2)— — — 284 284Mortgage servicing rights— — (1,297) — (1,297)Loans held-for-sale (2)— — 105 160 265Other assets28 — (57) (81) (110)Trading account liabilities – Corporate securities and other— 4 — — 4Accrued expenses and other liabilities (2)— — — 4 4Long-term debt (2)— (104) — (135) (239)Total$28 $(2,043) $1,126 $229 $(660) Nine Months Ended September 30, 2011Trading account assets: Corporate securities, trading loans and other (2)$— $456 $— $— $456Equity securities— 57 — — 57Non-U.S. sovereign debt— 68 — — 68Mortgage trading loans and ABS— 530 — — 530Total trading account assets— 1,111 — — 1,111Net derivative assets— 2,153 3,303 — 5,456AFS debt securities: Non-agency residential MBS— — — (86) (86)Corporate/Agency bonds— — — (2) (2)Other taxable securities— 16 — 11 27Tax-exempt securities— (3) — 17 14Total AFS debt securities— 13 — (60) (47)Loans and leases (2)— — (13) 13 —Mortgage servicing rights— — (6,060) — (6,060)Loans held-for-sale (2)— — (101) 144 43Other assets242 — (44) 158 356Trading account liabilities – Corporate securities and other— 2 — — 2Other short-term borrowings (2)— — (24) — (24)Accrued expenses and other liabilities (2)— (10) 74 — 64Long-term debt (2)— 242 — 3 245Total$242 $3,511 $(2,865) $258 $1,146
[3] Amounts represent instruments that are accounted for under the fair value option.