Quarterly report pursuant to Section 13 or 15(d)

Derivatives - Derivatives as Guarantees (Details)

v2.4.0.8
Derivatives - Derivatives as Guarantees (Details) (USD $)
In Millions, unless otherwise specified
Jun. 30, 2013
Dec. 31, 2012
Derivative [Line Items]    
Carrying Value $ 492,258 $ 665,853
Derivatives as Guarantees [Member]
    
Derivative [Line Items]    
Maximum Payout/ Notional 226,070 232,699
Less than 1 year 41,180 45,326
1 - 3 years 53,125 62,981
3 - 5 years 99,780 88,990
Over 5 years 31,985 35,402
Carrying Value 13,126 [1] 13,802 [1]
Credit derivatives purchased
    
Derivative [Line Items]    
Maximum Payout/ Notional 129,273 131,643
Less than 1 year 25,347 31,576
1 - 3 years 36,754 38,844
3 - 5 years 50,195 41,800
Over 5 years 16,977 19,423
Carrying Value 3,826 [1] 4,208 [1]
Credit derivatives sold
    
Derivative [Line Items]    
Maximum Payout/ Notional 132,516 138,479
Less than 1 year 20,451 29,881
1 - 3 years 38,077 41,986
3 - 5 years 52,605 43,399
Over 5 years 21,383 23,213
Carrying Value 4,943 [1] 5,235 [1]
Credit derivatives | Derivatives as Guarantees [Member]
    
Derivative [Line Items]    
Maximum Payout/ Notional 221,073 228,053
Less than 1 year 41,103 45,207
1 - 3 years 52,951 62,833
3 - 5 years 99,545 88,556
Over 5 years 27,474 31,457
Carrying Value 8,129 [1] 9,156 [1]
Credit-related notes | Derivatives as Guarantees [Member]
    
Derivative [Line Items]    
Maximum Payout/ Notional 4,997 4,646
Less than 1 year 77 119
1 - 3 years 174 148
3 - 5 years 235 434
Over 5 years 4,511 3,945
Carrying Value 4,997 [1] 4,646 [1]
Investment grade | Credit derivatives | Derivatives as Guarantees [Member]
    
Derivative [Line Items]    
Maximum Payout/ Notional 153,899 [2] 160,390 [2]
Less than 1 year 27,179 [2] 34,454 [2]
1 - 3 years 39,905 [2] 42,871 [2]
3 - 5 years 80,247 [2] 70,645 [2]
Over 5 years 6,568 [2] 12,420 [2]
Carrying Value 1,874 [1],[2] 1,855 [1],[2]
Investment grade | Credit-related notes | Derivatives as Guarantees [Member]
    
Derivative [Line Items]    
Maximum Payout/ Notional 3,450 [2] 3,201 [2]
Less than 1 year 32 [2] 4 [2]
1 - 3 years 14 [2] 7 [2]
3 - 5 years 28 [2] 163 [2]
Over 5 years 3,376 [2] 3,027 [2]
Carrying Value 3,450 [1],[2] 3,201 [1],[2]
Non-investment grade | Credit derivatives | Derivatives as Guarantees [Member]
    
Derivative [Line Items]    
Maximum Payout/ Notional 67,174 [2] 67,663 [2]
Less than 1 year 13,924 [2] 10,753 [2]
1 - 3 years 13,046 [2] 19,962 [2]
3 - 5 years 19,298 [2] 17,911 [2]
Over 5 years 20,906 [2] 19,037 [2]
Carrying Value 6,255 [1],[2] 7,301 [1],[2]
Non-investment grade | Credit-related notes | Derivatives as Guarantees [Member]
    
Derivative [Line Items]    
Maximum Payout/ Notional 1,547 [2] 1,445 [2]
Less than 1 year 45 [2] 115 [2]
1 - 3 years 160 [2] 141 [2]
3 - 5 years 207 [2] 271 [2]
Over 5 years 1,135 [2] 918 [2]
Carrying Value $ 1,547 [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.