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
Sep. 30, 2012
Dec. 31, 2011
Derivative [Line Items]    
Carrying Value $ 688,321 $ 731,747
Derivatives as Guarantees [Member]
    
Derivative [Line Items]    
Maximum Payout/ Notional 240,952 256,829
Less than 1 year 38,629 35,411
1 - 3 years 70,731 74,105
3 - 5 years 90,413 85,504
Over 5 years 41,179 61,809
Carrying Value 15,462 [1] 23,658 [1]
Credit derivatives purchased
    
Derivative [Line Items]    
Maximum Payout/ Notional 135,788 [2] 219,358 [2]
Less than 1 year 26,208 [2] 31,335 [2]
1 - 3 years 44,829 [2] 63,284 [2]
3 - 5 years 44,914 [2] 77,485 [2]
Over 5 years 19,837 [2] 47,254 [2]
Carrying Value 4,431 [1] 15,563 [1]
Credit derivatives sold
    
Derivative [Line Items]    
Maximum Payout/ Notional 144,488 [2] 219,669 [2]
Less than 1 year 28,110 [2] 33,852 [2]
1 - 3 years 43,678 [2] 61,797 [2]
3 - 5 years 47,088 [2] 77,527 [2]
Over 5 years 25,612 [2] 46,493 [2]
Carrying Value 6,186 [1] 15,502 [1]
Credit derivatives | Derivatives as Guarantees [Member]
    
Derivative [Line Items]    
Maximum Payout/ Notional 236,374 252,362
Less than 1 year 38,467 35,284
1 - 3 years 70,635 74,021
3 - 5 years 90,056 85,219
Over 5 years 37,216 57,838
Carrying Value 10,884 [1] 19,191 [1]
Credit-related notes | Derivatives as Guarantees [Member]
    
Derivative [Line Items]    
Maximum Payout/ Notional 4,578 4,467
Less than 1 year 162 127
1 - 3 years 96 84
3 - 5 years 357 285
Over 5 years 3,963 3,971
Carrying Value 4,578 [1] 4,467 [1]
Investment grade | Credit derivatives | Derivatives as Guarantees [Member]
    
Derivative [Line Items]    
Maximum Payout/ Notional 151,359 [2] 130,770 [2]
Less than 1 year 27,011 [2] 22,021 [2]
1 - 3 years 50,121 [2] 47,593 [2]
3 - 5 years 60,538 [2] 46,918 [2]
Over 5 years 13,689 [2] 14,238 [2]
Carrying Value 2,356 [1],[2] 4,189 [1],[2]
Investment grade | Credit-related notes | Derivatives as Guarantees [Member]
    
Derivative [Line Items]    
Maximum Payout/ Notional 2,978 [2] 2,956 [2]
Less than 1 year 4 [2]  
1 - 3 years 6 [2] 7 [2]
3 - 5 years 214 [2] 203 [2]
Over 5 years 2,754 [2] 2,746 [2]
Carrying Value 2,978 [1],[2] 2,956 [1],[2]
Non-investment grade | Credit derivatives | Derivatives as Guarantees [Member]
    
Derivative [Line Items]    
Maximum Payout/ Notional 85,015 [2] 121,592 [2]
Less than 1 year 11,456 [2] 13,263 [2]
1 - 3 years 20,514 [2] 26,428 [2]
3 - 5 years 29,518 [2] 38,301 [2]
Over 5 years 23,527 [2] 43,600 [2]
Carrying Value 8,528 [1],[2] 15,002 [1],[2]
Non-investment grade | Credit-related notes | Derivatives as Guarantees [Member]
    
Derivative [Line Items]    
Maximum Payout/ Notional 1,600 [2] 1,511 [2]
Less than 1 year 158 [2] 127 [2]
1 - 3 years 90 [2] 77 [2]
3 - 5 years 143 [2] 82 [2]
Over 5 years 1,209 [2] 1,225 [2]
Carrying Value $ 1,600 [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.