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
Mar. 31, 2013
Dec. 31, 2012
Derivative [Line Items]    
Carrying Value $ 585,296 $ 665,853
Derivatives as Guarantees [Member]
    
Derivative [Line Items]    
Maximum Payout/ Notional 237,602 232,699
Less than 1 year 51,421 45,326
1 - 3 years 58,539 62,981
3 - 5 years 88,513 88,990
Over 5 years 39,129 35,402
Carrying Value 13,685 [1] 13,802 [1]
Credit derivatives purchased
    
Derivative [Line Items]    
Maximum Payout/ Notional 135,341 131,643
Less than 1 year 29,583 31,576
1 - 3 years 40,389 38,844
3 - 5 years 45,546 41,800
Over 5 years 19,823 19,423
Carrying Value 4,392 [1] 4,208 [1]
Credit derivatives sold
    
Derivative [Line Items]    
Maximum Payout/ Notional 141,434 138,479
Less than 1 year 27,203 29,881
1 - 3 years 40,528 41,986
3 - 5 years 47,068 43,399
Over 5 years 26,635 23,213
Carrying Value 5,197 [1] 5,235 [1]
Credit derivatives | Derivatives as Guarantees [Member]
    
Derivative [Line Items]    
Maximum Payout/ Notional 232,741 228,053
Less than 1 year 51,314 45,207
1 - 3 years 58,367 62,833
3 - 5 years 88,221 88,556
Over 5 years 34,839 31,457
Carrying Value 8,824 [1] 9,156 [1]
Credit-related notes | Derivatives as Guarantees [Member]
    
Derivative [Line Items]    
Maximum Payout/ Notional 4,861 4,646
Less than 1 year 107 119
1 - 3 years 172 148
3 - 5 years 292 434
Over 5 years 4,290 3,945
Carrying Value 4,861 [1] 4,646 [1]
Investment grade | Credit derivatives | Derivatives as Guarantees [Member]
    
Derivative [Line Items]    
Maximum Payout/ Notional 162,488 [2] 160,390 [2]
Less than 1 year 32,689 [2] 34,454 [2]
1 - 3 years 41,548 [2] 42,871 [2]
3 - 5 years 73,589 [2] 70,645 [2]
Over 5 years 14,662 [2] 12,420 [2]
Carrying Value 1,823 [1],[2] 1,855 [1],[2]
Investment grade | Credit-related notes | Derivatives as Guarantees [Member]
    
Derivative [Line Items]    
Maximum Payout/ Notional 3,368 3,201 [2]
Less than 1 year 4 [2] 4 [2]
1 - 3 years 17 [2] 7 [2]
3 - 5 years 30 [2] 163 [2]
Over 5 years 3,317 [2] 3,027 [2]
Carrying Value 3,368 [1],[2] 3,201 [1],[2]
Non-investment grade | Credit derivatives | Derivatives as Guarantees [Member]
    
Derivative [Line Items]    
Maximum Payout/ Notional 70,253 [2] 67,663 [2]
Less than 1 year 18,625 [2] 10,753 [2]
1 - 3 years 16,819 [2] 19,962 [2]
3 - 5 years 14,632 [2] 17,911 [2]
Over 5 years 20,177 [2] 19,037 [2]
Carrying Value 7,001 [1],[2] 7,301 [1],[2]
Non-investment grade | Credit-related notes | Derivatives as Guarantees [Member]
    
Derivative [Line Items]    
Maximum Payout/ Notional 1,493 1,445 [2]
Less than 1 year 103 [2] 115 [2]
1 - 3 years 155 [2] 141 [2]
3 - 5 years 262 [2] 271 [2]
Over 5 years 973 [2] 918 [2]
Carrying Value $ 1,493 [1],[2] $ 1,445 [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.