v2.4.0.6
Derivatives, Sold and Purchased Credit Derivatives (Details) (USD $)
In Millions, unless otherwise specified
Mar. 31, 2012
Dec. 31, 2011
Details of Sold and Purchased Credit Derivatives [Abstract]    
Fair value liability $ 4,209 $ 5,178
Notional amount Protection sold 35,753 38,403
Notional amount Protection sold non investment grade 21,819 23,817
Notional amount Protection purchased with identical underlyings 18,119 18,372
Notional Net protection sold 17,634 20,031
Notional Other protection purchased 16,303 17,843
Structured products [Member]
   
Details of Sold and Purchased Credit Derivatives [Abstract]    
Fair value liability 2,924 3,308
Notional amount Protection sold 4,590 4,691
Notional amount Protection sold non investment grade 4,162 4,300
Notional amount Protection purchased with identical underlyings 2,065 2,194
Notional Net protection sold 2,525 2,497
Notional Other protection purchased 1,065 1,335
Range of maturities, from 2016 2016
Range of maturities, to 2056 2056
Credit Default Swap [Member]
   
Details of Sold and Purchased Credit Derivatives [Abstract]    
Fair value liability 31 68
Notional amount Protection sold 3,368 3,006
Notional amount Protection sold non investment grade 927 843
Notional amount Protection purchased with identical underlyings 2,821 2,341
Notional Net protection sold 547 665
Notional Other protection purchased 980 912
Range of maturities, from 2012 2012
Range of maturities, to 2017 2017
Corporate Bond Securities [Member]
   
Details of Sold and Purchased Credit Derivatives [Abstract]    
Fair value liability 561 1,002
Notional amount Protection sold 22,189 24,634
Notional amount Protection sold non investment grade 12,459 14,043
Notional amount Protection purchased with identical underlyings 12,565 13,329
Notional Net protection sold 9,624 11,305
Notional Other protection purchased 8,500 9,404
Range of maturities, from 2012 2012
Range of maturities, to 2021 2021
Total asset-backed securities [Member]
   
Details of Sold and Purchased Credit Derivatives [Abstract]    
Fair value liability 70 76
Notional amount Protection sold 81 83
Notional amount Protection sold non investment grade 81 83
Notional amount Protection purchased with identical underlyings 6 8
Notional Net protection sold 75 75
Notional Other protection purchased 115 116
Range of maturities, from 2037 2037
Range of maturities, to 2046 2046
Loan deliverable credit default swaps [Member]
   
Details of Sold and Purchased Credit Derivatives [Abstract]    
Fair value liability 1 2
Notional amount Protection sold 417 460
Notional amount Protection sold non investment grade 417 453
Notional amount Protection purchased with identical underlyings 318 355
Notional Net protection sold 99 105
Notional Other protection purchased 160 251
Range of maturities, from 2012 2012
Range of maturities, to 2016 2016
Other [Member]
   
Details of Sold and Purchased Credit Derivatives [Abstract]    
Fair value liability 7 9
Notional amount Protection sold 3,831 4,172
Notional amount Protection sold non investment grade 3,320 3,637
Notional amount Protection purchased with identical underlyings 215 126
Notional Net protection sold 3,616 4,046
Notional Other protection purchased 4,058 4,422
Range of maturities, from 2012 2012
Range of maturities, to 2056 2056
Commercial [Member]
   
Details of Sold and Purchased Credit Derivatives [Abstract]    
Fair value liability 615 713
Notional amount Protection sold 1,277 1,357
Notional amount Protection sold non investment grade 453 458
Notional amount Protection purchased with identical underlyings 129 19
Notional Net protection sold 1,148 1,338
Notional Other protection purchased $ 1,425 $ 1,403
Range of maturities, from 2049 2049
Range of maturities, to 2052 2052