Annual report pursuant to Section 13 and 15(d)

Derivatives - Derivative Balances by Primary Risk (Details)

v2.4.0.6
Derivatives - Derivative Balances by Primary Risk (Details) (USD $)
In Millions, unless otherwise specified
Dec. 31, 2012
Dec. 31, 2011
Derivative [Line Items]    
Trading Assets- Derivative Contracts $ 665,989 $ 734,106
Trading Liabilities- Derivative Contracts 665,853 731,747
Less: Legally enforceable master netting assets (613,145) (672,524)
Less: Legally enforceable master netting liabilities (613,145) (672,524)
Less: Cash collateral applied, assets (27,993) (26,491)
Less: Cash collateral applied, liabilities (32,140) (32,984)
Derivative Assets 24,851 35,091
Derivative contracts 20,568 26,239
Interest rate contracts | Swaps
   
Derivative [Line Items]    
Trading Assets- Derivative Contracts 519,123 564,774
Trading Liabilities- Derivative Contracts 514,689 560,638
Interest rate contracts | Futures and forwards
   
Derivative [Line Items]    
Trading Assets- Derivative Contracts 1,661 1,510
Trading Liabilities- Derivative Contracts 1,423 1,339
Interest rate contracts | Written options
   
Derivative [Line Items]    
Trading Assets- Derivative Contracts 0 0
Trading Liabilities- Derivative Contracts 64,295 66,733
Interest rate contracts | Purchased options
   
Derivative [Line Items]    
Trading Assets- Derivative Contracts 67,251 69,812
Trading Liabilities- Derivative Contracts 0 0
Foreign exchange contracts | Swaps
   
Derivative [Line Items]    
Trading Assets- Derivative Contracts 26,797 27,312
Trading Liabilities- Derivative Contracts 32,918 35,299
Foreign exchange contracts | Spots, futures and forwards
   
Derivative [Line Items]    
Trading Assets- Derivative Contracts 2,740 3,887
Trading Liabilities- Derivative Contracts 3,272 3,791
Foreign exchange contracts | Written options
   
Derivative [Line Items]    
Trading Assets- Derivative Contracts 0 0
Trading Liabilities- Derivative Contracts 5,154 7,437
Foreign exchange contracts | Purchased options
   
Derivative [Line Items]    
Trading Assets- Derivative Contracts 4,770 7,220
Trading Liabilities- Derivative Contracts 0 0
Equity contracts | Swaps
   
Derivative [Line Items]    
Trading Assets- Derivative Contracts 1,077 1,028
Trading Liabilities- Derivative Contracts 1,274 1,141
Equity contracts | Futures and forwards
   
Derivative [Line Items]    
Trading Assets- Derivative Contracts 966 1,747
Trading Liabilities- Derivative Contracts 1,015 1,450
Equity contracts | Written options
   
Derivative [Line Items]    
Trading Assets- Derivative Contracts 0 0
Trading Liabilities- Derivative Contracts 15,402 14,596
Equity contracts | Purchased options
   
Derivative [Line Items]    
Trading Assets- Derivative Contracts 14,216 14,816
Trading Liabilities- Derivative Contracts 0 0
Commodity contracts | Swaps
   
Derivative [Line Items]    
Trading Assets- Derivative Contracts 2,477 4,823
Trading Liabilities- Derivative Contracts 3,990 5,799
Commodity contracts | Futures and forwards
   
Derivative [Line Items]    
Trading Assets- Derivative Contracts 4,759 5,254
Trading Liabilities- Derivative Contracts 2,663 3,183
Commodity contracts | Written options
   
Derivative [Line Items]    
Trading Assets- Derivative Contracts 0 0
Trading Liabilities- Derivative Contracts 7,256 9,443
Commodity contracts | Purchased options
   
Derivative [Line Items]    
Trading Assets- Derivative Contracts 7,042 9,426
Trading Liabilities- Derivative Contracts 0 0
Credit derivatives | Purchased protection | Credit default swaps
   
Derivative [Line Items]    
Trading Assets- Derivative Contracts 9,644 20,124
Trading Liabilities- Derivative Contracts 2,120 1,416
Credit derivatives | Purchased protection | Total return swaps
   
Derivative [Line Items]    
Trading Assets- Derivative Contracts 691 407
Trading Liabilities- Derivative Contracts 1,226 291
Credit derivatives | Purchased protection | Other credit derivatives
   
Derivative [Line Items]    
Trading Assets- Derivative Contracts 1 3
Trading Liabilities- Derivative Contracts 0 0
Credit derivatives | Written protection | Credit default swaps
   
Derivative [Line Items]    
Trading Assets- Derivative Contracts 2,640 1,737
Trading Liabilities- Derivative Contracts 8,947 19,061
Credit derivatives | Written protection | Total return swaps
   
Derivative [Line Items]    
Trading Assets- Derivative Contracts 133 226
Trading Liabilities- Derivative Contracts 207 129
Credit derivatives | Written protection | Other credit derivatives
   
Derivative [Line Items]    
Trading Assets- Derivative Contracts 1 0
Trading Liabilities- Derivative Contracts 2 1
Trading assets
   
Derivative [Line Items]    
Contract/ Notional 13,449,125 13,812,057
Trading assets | Interest rate contracts | Swaps
   
Derivative [Line Items]    
Contract/ Notional 7,887,346 8,196,809
Trading assets | Interest rate contracts | Futures and forwards
   
Derivative [Line Items]    
Contract/ Notional 2,245,535 2,117,971
Trading assets | Interest rate contracts | Written options
   
Derivative [Line Items]    
Contract/ Notional 0 0
Trading assets | Interest rate contracts | Purchased options
   
Derivative [Line Items]    
Contract/ Notional 1,271,613 1,336,149
Trading assets | Foreign exchange contracts | Swaps
   
Derivative [Line Items]    
Contract/ Notional 752,596 766,899
Trading assets | Foreign exchange contracts | Spots, futures and forwards
   
Derivative [Line Items]    
Contract/ Notional 124,702 104,356
Trading assets | Foreign exchange contracts | Written options
   
Derivative [Line Items]    
Contract/ Notional 0 0
Trading assets | Foreign exchange contracts | Purchased options
   
Derivative [Line Items]    
Contract/ Notional 194,435 236,465
Trading assets | Equity contracts | Swaps
   
Derivative [Line Items]    
Contract/ Notional 29,719 23,233
Trading assets | Equity contracts | Futures and forwards
   
Derivative [Line Items]    
Contract/ Notional 24,113 30,791
Trading assets | Equity contracts | Written options
   
Derivative [Line Items]    
Contract/ Notional 0 0
Trading assets | Equity contracts | Purchased options
   
Derivative [Line Items]    
Contract/ Notional 246,517 341,731
Trading assets | Commodity contracts | Swaps
   
Derivative [Line Items]    
Contract/ Notional 28,057 35,681
Trading assets | Commodity contracts | Futures and forwards
   
Derivative [Line Items]    
Contract/ Notional 258,703 233,567
Trading assets | Commodity contracts | Written options
   
Derivative [Line Items]    
Contract/ Notional 0 0
Trading assets | Commodity contracts | Purchased options
   
Derivative [Line Items]    
Contract/ Notional 164,633 139,312
Trading assets | Credit derivatives | Purchased protection | Credit default swaps
   
Derivative [Line Items]    
Contract/ Notional 103,042 174,857
Trading assets | Credit derivatives | Purchased protection | Total return swaps
   
Derivative [Line Items]    
Contract/ Notional 7,807 2,771
Trading assets | Credit derivatives | Purchased protection | Other credit derivatives
   
Derivative [Line Items]    
Contract/ Notional 215 274
Trading assets | Credit derivatives | Written protection | Credit default swaps
   
Derivative [Line Items]    
Contract/ Notional 102,888 66,841
Trading assets | Credit derivatives | Written protection | Total return swaps
   
Derivative [Line Items]    
Contract/ Notional 7,204 4,350
Trading liabilities
   
Derivative [Line Items]    
Contract/ Notional 13,663,577 13,603,667
Trading liabilities | Interest rate contracts | Swaps
   
Derivative [Line Items]    
Contract/ Notional 7,963,410 7,978,404
Trading liabilities | Interest rate contracts | Futures and forwards
   
Derivative [Line Items]    
Contract/ Notional 2,257,693 2,003,741
Trading liabilities | Interest rate contracts | Written options
   
Derivative [Line Items]    
Contract/ Notional 1,333,460 1,419,278
Trading liabilities | Interest rate contracts | Purchased options
   
Derivative [Line Items]    
Contract/ Notional 0 0
Trading liabilities | Foreign exchange contracts | Swaps
   
Derivative [Line Items]    
Contract/ Notional 793,944 798,173
Trading liabilities | Foreign exchange contracts | Spots, futures and forwards
   
Derivative [Line Items]    
Contract/ Notional 131,334 98,411
Trading liabilities | Foreign exchange contracts | Written options
   
Derivative [Line Items]    
Contract/ Notional 211,069 249,575
Trading liabilities | Foreign exchange contracts | Purchased options
   
Derivative [Line Items]    
Contract/ Notional 0 0
Trading liabilities | Equity contracts | Swaps
   
Derivative [Line Items]    
Contract/ Notional 25,139 22,887
Trading liabilities | Equity contracts | Futures and forwards
   
Derivative [Line Items]    
Contract/ Notional 33,532 20,988
Trading liabilities | Equity contracts | Written options
   
Derivative [Line Items]    
Contract/ Notional 257,345 345,947
Trading liabilities | Equity contracts | Purchased options
   
Derivative [Line Items]    
Contract/ Notional 0 0
Trading liabilities | Commodity contracts | Swaps
   
Derivative [Line Items]    
Contract/ Notional 26,140 36,391
Trading liabilities | Commodity contracts | Futures and forwards
   
Derivative [Line Items]    
Contract/ Notional 240,179 236,919
Trading liabilities | Commodity contracts | Written options
   
Derivative [Line Items]    
Contract/ Notional 163,516 140,600
Trading liabilities | Commodity contracts | Purchased options
   
Derivative [Line Items]    
Contract/ Notional 0 0
Trading liabilities | Credit derivatives | Purchased protection | Credit default swaps
   
Derivative [Line Items]    
Contract/ Notional 103,839 67,664
Trading liabilities | Credit derivatives | Purchased protection | Total return swaps
   
Derivative [Line Items]    
Contract/ Notional 5,003 3,493
Trading liabilities | Credit derivatives | Purchased protection | Other credit derivatives
   
Derivative [Line Items]    
Contract/ Notional 13 25
Trading liabilities | Credit derivatives | Written protection | Credit default swaps
   
Derivative [Line Items]    
Contract/ Notional 103,988 179,907
Trading liabilities | Credit derivatives | Written protection | Total return swaps
   
Derivative [Line Items]    
Contract/ Notional 13,761 1,239
Trading liabilities | Credit derivatives | Written protection | Other credit derivatives
   
Derivative [Line Items]    
Contract/ Notional $ 212 $ 25