Quarterly report pursuant to Section 13 or 15(d)

Fair Value Measurements (Details 2)

v2.3.0.15
Fair Value Measurements (Details 2) (USD $)
In Millions
3 Months Ended 9 Months Ended
Sep. 30, 2011
Sep. 30, 2010
Sep. 30, 2011
Sep. 30, 2010
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings        
Equity Investment Income (Loss) $ (72) $ (186) $ 242 $ 1,383
Trading Account Profits (Losses) 2,050 (154) 3,511 461
Mortgage Banking Income (Loss) (2,769) 821 (2,865) 1,423
Other Income (Loss) (125) 410 258 (140)
Total (916) [1] 891 [1] 1,146 [1] 3,127 [1]
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date        
Equity Investment Income (265) (251) (132) 375
Trading Account Profits (Losses) 1,938 (138)   (815)
Mortgage Banking Income (Loss) (3,566) (831)   (3,719)
Other Income (Loss) (171) 299   (73)
Total (42)      
Total (2,064) (921)   (4,232)
Non-U.S. sovereign debt [Member]
       
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings        
Equity Investment Income (Loss)       0
Trading Account Profits (Losses)       23
Mortgage Banking Income (Loss)       0
Other Income (Loss)       0
Total       23 [1]
Non-U.S. sovereign debt [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) (17) 23 68 (132)
Mortgage Banking Income (Loss) 0 [2] 0 [2] 0 [2] 0 [2]
Other Income (Loss) 0 0 0 0
Total (17) 23 68 (132)
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date        
Equity Investment Income (Loss) 0 0 0 0
Equity Investment Income   0   0
Trading Account Profits (Losses) 16 18 86 (144)
Trading Account Profits (Losses)   29   23
Mortgage Banking Income (Loss) 0 [2] 0 [2] 0 [2] 0 [2]
Mortgage Banking Income (Loss)   0   0
Other Income (Loss) 0 0 0 0
Other Income (Loss)   0   0
Total 16 18 86 (144)
Total   29   23
Corporate securities and other [Member]
       
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings        
Equity Investment Income (Loss)       0
Trading Account Profits (Losses)       (5)
Mortgage Banking Income (Loss)       0
Other Income (Loss)       0
Total       (5) [1]
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date        
Equity Investment Income 0   0  
Trading Account Profits (Losses) 2   2  
Mortgage Banking Income (Loss) 0   0  
Other Income (Loss) 0   0  
Total 2   2  
Trading Liabilities [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) 2   2 18
Mortgage Banking Income (Loss) 0   0 0
Other Income (Loss) 0   0 0
Total 2 [1]   2 [1] 18 [1]
Short-term Debt [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) 0 0 0 0
Mortgage Banking Income (Loss) 58 (35) (24) (76)
Other Income (Loss) 0 0 0 0
Total 58 [1] (35) [1] (24) [1] (76) [1]
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date        
Equity Investment Income 0 0 [1] 0 0
Trading Account Profits (Losses) 0 0 [1] 0 0 [1]
Mortgage Banking Income (Loss) 50 (24) [1] (11) (40) [1]
Other Income (Loss) 0 0 [1] 0 0 [1]
Total 50 (24) [1] (11) (40) [1]
Accrued expenses and other liabilities [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)   (15) (10) (25)
Mortgage Banking Income (Loss)   0 74 0
Other Income (Loss)   131 0 191
Total   116 [1] 64 [1] 166 [1]
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date        
Equity Investment Income   0 [1] 0 0
Trading Account Profits (Losses)   0 [1] 229 0 [1]
Mortgage Banking Income (Loss)   0 [1] 0 0 [1]
Other Income (Loss)   57 [1] (9) (87) [1]
Total   57 [1] 220 (87) [1]
Long-term Debt [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) 344 (119) 242 476
Mortgage Banking Income (Loss) 0 0 0 0
Other Income (Loss) 44 (71) 3 122
Total 388 [1] (190) [1] 245 [1] 598 [1]
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date        
Equity Investment Income 0 0 [1]   0
Trading Account Profits (Losses) 331 (111) [1]   80 [1]
Trading Account Profits (Losses)     2,362  
Mortgage Banking Income (Loss) 0 0 [1]   0 [1]
Mortgage Banking Income (Loss)     (6,086)  
Other Income (Loss) 44 (87) [1]   (87) [1]
Other Income (Loss)     (136)  
Total 375 (198) [1]   (7) [1]
Total     (3,992)  
Corporate securities, trading loans and other [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) (219) 257 456 611
Mortgage Banking Income (Loss) 0 [2] 0 [2] 0 [2] 0 [2]
Other Income (Loss) 0 0 0 0
Total (219) 257 456 611
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) (251) 119 (13) 109
Mortgage Banking Income (Loss) 0 [2] 0 [2] 0 [2] 0 [2]
Other Income (Loss) 0 0 0 0
Total (251) 119 (13) 109
Equity securities [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) (8) (17) 57 (50)
Mortgage Banking Income (Loss) 0 [2] 0 [2] 0 [2] 0 [2]
Other Income (Loss) 0 0 0 0
Total (8) (17) 57 (50)
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) (20) (4) (84) (40)
Mortgage Banking Income (Loss) 0 [2] 0 [2] 0 [2] 0 [2]
Other Income (Loss) 0 0 0 0
Total (20) (4) (84) (40)
Mortgage trading loans and ABS [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) (112) 183 530 340
Mortgage Banking Income (Loss) 0 [2] 0 [2] 0 [2] 0 [2]
Other Income (Loss) 0 0 0 0
Total (112) 183 530 340
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) (136) 147 104 110
Mortgage Banking Income (Loss) 0 [2] 0 [2] 0 [2] 0 [2]
Other Income (Loss) 0 0 0 0
Total (136) 147 104 110
Derivative assets [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) 2,056 (466) 2,153 (800)
Mortgage Banking Income (Loss) 1,155 [2] 3,150 [2] 3,303 [2] 8,475 [2]
Other Income (Loss) 0 0 0 0
Total 3,211 2,684 5,456 7,675
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) 1,998 (318) 2,037 (953)
Mortgage Banking Income (Loss) 616 [2] 1,814 [2] 1,232 [2] 4,654 [2]
Other Income (Loss) 0 0 0 0
Total 2,614 1,496 3,269 3,701
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 0
Trading Account Profits (Losses) (356) 446 1,111 769
Mortgage Banking Income (Loss) 0 [2] 0 [2] 0 [2] 0 [2]
Other Income (Loss) 0 0 0 0
Total (356) 446 1,111 769
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) (391) 280 93 35
Mortgage Banking Income (Loss) 0 [2] 0 [2] 0 [2] 0 [2]
Other Income (Loss) 0 0 0 0
Total (391) 280 93 35
Non-Agency Residential MBS [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) 0 0 0 0
Mortgage Banking Income (Loss) 0 [2] (3) [2] 0 [2] (16) [2]
Other Income (Loss) (41) (83) (86) (585)
Total (41) (86) (86) (601)
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) 0 0 0 0
Mortgage Banking Income (Loss) 0 [2] 0 [2] 0 [2] 0 [2]
Other Income (Loss) (42) (60) (140) (104)
Total   (60) (140) (104)
Non-Agency Commercial MBS [Member]
       
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings        
Equity Investment Income (Loss)       0
Trading Account Profits (Losses)       0
Mortgage Banking Income (Loss)       0 [2]
Other Income (Loss)       (13)
Total       (13)
Non-U.S. 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)   0   0
Mortgage Banking Income (Loss)   0 [2]   0 [2]
Other Income (Loss)   (2)   (126)
Total   (2)   (126)
Corporate/Agency bonds [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) 0   0 0
Mortgage Banking Income (Loss) 0 [2]   0 [2] 0 [2]
Other Income (Loss) (4)   (2) (3)
Total (4)   (2) (3)
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 [2]   0 [2]  
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        
Equity Investment Income (Loss) 0 0 0 0
Trading Account Profits (Losses) 4 0 16 0
Mortgage Banking Income (Loss) 0 [2] 0 [2] 0 [2] 0 [2]
Other Income (Loss) (29) 2 11 21
Total (25) 2 27 21
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) (2) (18) (2) 0
Mortgage Banking Income (Loss) 0 [2] 0 [2] 0 [2] 0 [2]
Other Income (Loss) (44) 14 (44) (25)
Total (46) (4) (46) (25)
Tax-exempt securities [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) 0   (3) 23
Mortgage Banking Income (Loss) 0 [2]   0 [2] 0 [2]
Other Income (Loss) 8   17 (48)
Total 8   14 (25)
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 0 0
Trading Account Profits (Losses) 4 0 13 23
Mortgage Banking Income (Loss) 0 [2] (3) [2] 0 [2] (16) [2]
Other Income (Loss) (66) (83) (60) (754)
Total (62) (86) (47) (747)
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) (2) (18) (2) 0
Mortgage Banking Income (Loss) 0 [2] 0 [2] 0 [2] 0 [2]
Other Income (Loss) (92) (46) (190) (129)
Total (94) (64) (192) (129)
Loans and leases [Member]
       
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings        
Equity Investment Income (Loss) 0 [1] 0 [1] 0 [1] 0 [1]
Trading Account Profits (Losses) 0 [1] 0 [1] 0 [1] 0 [1]
Mortgage Banking Income (Loss) 0 [1],[2] 0 [1],[2] (13) [1],[2] 0 [1],[2]
Other Income (Loss) (209) [1] 86 [1] 13 [1] (54) [1]
Total (209) [1] 86 [1] 0 [1] (54) [1]
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date        
Equity Investment Income (Loss) 0 0 [1] 0 [1] 0 [1]
Trading Account Profits (Losses) 0 0 [1] 0 [1] 0 [1]
Mortgage Banking Income (Loss) 0 [2] 0 [1],[2] 0 [1],[2] 0 [1],[2]
Other Income (Loss) (208) 123 [1] (105) [1] (26) [1]
Total (208) 123 [1] (105) [1] (26) [1]
Mortgage servicing rights [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) 0 0 0 0
Mortgage Banking Income (Loss) (3,860) [2] (2,315) [2] (6,060) [2] (7,011) [2]
Other Income (Loss) 0 0 0 0
Total (3,860) (2,315) (6,060) (7,011)
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) 0 0 0 0
Mortgage Banking Income (Loss) (4,112) [2] (2,627) [2] (7,129) [2] (8,339) [2]
Other Income (Loss) 0 0 0 0
Total (4,112) (2,627) (7,129) (8,339)
Loans held-for-sale [Member]
       
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings        
Equity Investment Income (Loss) 0 [1] 0 [1] 0 [1] 0 [1]
Trading Account Profits (Losses) 0 [1] 0 [1] 0 [1] 0 [1]
Mortgage Banking Income (Loss) (90) [1],[2] 39 [1],[2] (101) [1],[2] 98 [1],[2]
Other Income (Loss) (52) [1] 347 [1] 144 [1] 355 [1]
Total (142) [1] 386 [1] 43 [1] 453 [1]
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date        
Equity Investment Income (Loss) 0 [1] 0 [1] 0 [1] 0 [1]
Trading Account Profits (Losses) 0 [1] 0 [1] 3 [1] 0 [1]
Mortgage Banking Income (Loss) (88) [1],[2] 20 [1],[2] (135) [1],[2] 28 [1],[2]
Other Income (Loss) (73) [1] 252 [1] 10 [1] 256 [1]
Total (161) [1] 272 [1] (122) [1] 284 [1]
Other assets [Member]
       
Level 3 Total Realized and Unrealized Gains (Losses) Related to Assets Included in Earnings        
Equity Investment Income (Loss) (72) (186) 242 1,383
Trading Account Profits (Losses) 0 0 0 0
Mortgage Banking Income (Loss) (32) [2] (15) [2] (44) [2] (47) [2]
Other Income (Loss) 158 0 158 0
Total 54 (201) 356 1,336
Level 3 Changes in Unrealized Gains (Losses) Relating to Assets Still Held at Reporting Date        
Equity Investment Income (Loss) (265) (251) (132) 375
Trading Account Profits (Losses) 0 0 0 0
Mortgage Banking Income (Loss) (32) [2] (14) [2] (43) [2] (22) [2]
Other Income (Loss) 158 0 158 0
Total $ (139) $ (265) $ (17) $ 353
[1] Amounts represent instruments that are accounted for under the fair value option.
[2] Mortgage banking income does not reflect the impact of Level 1 and Level 2 hedges on MSRs.