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Document and Entity Information (USD  $) In Billions, except Share data	12 Months Ended
Dec. 31, 2010	Jan. 31, 2011	Jun. 30, 2010
Document Type	10-K
Amendment Flag	false
Document Period End Date	Dec 31, 2010
Document Fiscal Year Focus	2010
Document Fiscal Period Focus	FY
Trading Symbol	stt
Entity Registrant Name	STATE STREET Corp
Entity Central Index Key	0000093751
Current Fiscal Year End Date	--12-31
Entity Well-known Seasoned Issuer	Yes
Entity Current Reporting Status	Yes
Entity Voluntary Filers	No
Entity Filer Category	Large Accelerated Filer
Entity Common Stock, Shares Outstanding		502,189,618
Entity Public Float			$ 16.87

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Consolidated Statement of Income (USD  $) In Millions, except Share data in Thousands, unless otherwise specified	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2008
Fee revenue:
Servicing fees	$ 3,938		$ 3,334		$ 3,798
Management fees	829		766		975
Trading services	1,106		1,094		1,467
Securities finance	318		570		1,230
Processing fees and other	349		171		277
Total fee revenue	6,540		5,935		7,747
Net interest revenue:
Interest revenue	3,462		3,286		4,879
Interest expense	763		722		2,229
Net interest revenue	2,699		2,564		2,650
Gains (Losses) related to investment securities, net:
Net gains (losses) from sales of investment securities	(55)		368		68
Losses from other-than-temporary impairment	(651)		(1,155)		(122)
Losses not related to credit	420	[1]	928	[1]
Gains (Losses) related to investment securities, net	(286)		141		(54)
Gain on sale of CitiStreet interest, net of exit and other associated costs					350
Total revenue	8,953		8,640		10,693
Provision for loan losses	25		149
Expenses:
Salaries and employee benefits	3,524		3,037		3,842
Information systems and communications	713		656		633
Transaction processing services	653		583		644
Occupancy	463		475		465
Securities lending charge	414
Provision for legal exposure			250
Provision for investment account infusion					450
Restructuring charges	156				306
Merger and integration costs	89		49		115
Professional services	277		264		360
Amortization of other intangible assets	179		136		144
Other	374		516		892
Total expenses	6,842		5,966		7,851
Income before income tax expense and extraordinary loss	2,086		2,525		2,842
Income tax expense	530		722		1,031
Income before extraordinary loss	1,556		1,803		1,811
Extraordinary loss, net of taxes			(3,684)
Net income (loss)	1,556		(1,881)		1,811
Net income before extraordinary loss available to common shareholders	1,540		1,640		1,789
Net income (loss) available to common shareholders	$ 1,540		$ (2,044)		$ 1,789
Earnings per common share before extraordinary loss:
Basic	$ 3.11		$ 3.5		$ 4.32
Diluted	$ 3.09	[2]	$ 3.46	[2]	$ 4.3	[2]
Earnings (Loss) per common share:
Basic	$ 3.11		$ (4.32)		$ 4.32
Diluted	$ 3.09		$ (4.31)		$ 4.3
Average common shares outstanding (in thousands):
Basic	495,394		470,602		413,182
Diluted	497,924		474,003		416,100
[1]	Pursuant to new GAAP adopted on April 1, 2009, these losses were recorded, net of related taxes, as component of other comprehensive income; see note 13.
[2]	Calculation for 2010 reflects the allocation of earnings to participating securities using the two-class method, as this computation was more dilutive than the calculation using the treasury stock method.

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Consolidated Statement of Condition (USD  $) In Millions	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009
Assets
Cash and due from banks	$ 3,311	$ 2,641
Interest-bearing deposits with banks	22,234	26,632
Securities purchased under resale agreements	2,928	2,387
Trading account assets	479	148
Investment securities available for sale	81,881	72,699
Investment securities held to maturity (fair value of  $12,576 and  $20,928)	12,249	20,877
Loans and leases (less allowance for losses of  $100 and  $79)	11,857	10,729
Premises and equipment (net of accumulated depreciation of  $3,425 and  $3,046)	1,843	1,953
Accrued income receivable	1,733	1,497
Goodwill	5,597	4,550
Other intangible assets	2,593	1,810
Other assets	13,800	12,023
Total assets	160,505	157,946
Deposits:
Noninterest-bearing	17,464	11,969
Interest-bearing-U.S.	6,957	5,956
Interest-bearing-Non-U.S.	73,924	72,137
Total deposits	98,345	90,062
Securities sold under repurchase agreements	7,599	10,542
Federal funds purchased	7,748	4,532
Other short-term borrowings	8,694	20,200
Accrued expenses and other liabilities	11,782	9,281
Long-term debt	8,550	8,838
Total liabilities	142,718	143,455
Commitments and contingencies (note 11)
Shareholders' equity
Preferred stock, no par: 3,500,000 shares authorized; none issued
Common stock,  $1 par: 750,000,000 shares authorized; 502,064,454 and 495,365,571 shares issued	502	495
Surplus	9,356	9,180
Retained earnings	8,634	7,071
Accumulated other comprehensive loss	(689)	(2,238)
Treasury stock, at cost (420,016 and 431,832 shares)	(16)	(17)
Total shareholders' equity	17,787	14,491
Total liabilities and shareholders' equity	$ 160,505	$ 157,946

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Consolidated Statement of Condition (Parenthetical) (USD  $) In Millions, except Share data	Dec. 31, 2010	Dec. 31, 2009
Investment securities held to maturity, fair value	$ 12,576	$ 20,928
Loans and leases, allowance for losses	100	79
Premises and equipment, accumulated depreciation	$ 3,425	$ 3,046
Preferred stock, no par	$ 0	$ 0
Preferred stock, shares authorized	3,500,000	3,500,000
Preferred stock, issued	0	0
Common stock, par	$ 1	$ 1
Common stock, shares authorized	750,000,000	750,000,000
Common stock, shares issued	502,064,454	495,365,571
Treasury stock, shares	420,016	431,832

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Consolidated Statement of Changes in Shareholders' Equity (USD  $) In Millions, except Share data in Thousands	Preferred Stock [Member]	Common Stock [Member]	Surplus [Member]	Retained Earnings [Member]	Accumulated Other Comprehensive (Loss) Income [Member]	Treasury Stock [Member]	Total
Balance (in shares) at Dec. 31, 2007		398,366				12,082
Balance at Dec. 31, 2007		$ 398	$ 4,630	$ 7,745	$ (575)	$ (899)	$ 11,299
Comprehensive income:
Net income (loss)				1,811			1,811
Change in net unrealized loss on available-for-sale securities, net of reclassification adjustment, expected losses from other-than-temporary impairment related to factors other than credit and related taxes					(4,527)		(4,527)
Change in net unrealized losses on fair value hedges of available-for-sale securities, net of related taxes					(187)		(187)
Foreign currency translation, net of related taxes					(263)		(263)
Change in net unrealized loss on cash flow hedges, net of related taxes					(16)		(16)
Change in unrealized losses on hedges of net investments in non-U.S. subsidiaries, net of related taxes					1		1
Change in minimum pension liability, net of related taxes					(83)		(83)
Total Comprehensive Income				1,811	(5,075)		(3,264)
Preferred stock and common stock warrant issued under TARP	1,879		121				2,000
Cash dividends:
Common stock				(400)			(400)
Preferred stock				(18)			(18)
Accretion of preferred stock discount	4			(4)
Common stock acquired ( $75 per share)						552
Common stock issued		34	2,181			538	2,753
Common stock issued (in shares)		33,156				(7,391)
Contract payments to Capital Trust III			(36)				(36)
Common stock awards and options exercised, including related taxes (in shares)		454				(4,825)
Common stock awards and options exercised, including related taxes			96	1		343	440
Balance (in shares) at Dec. 31, 2008		431,976				418
Balance at Dec. 31, 2008	1,883	432	6,992	9,135	(5,650)	(18)	12,774
Comprehensive income:
Net income (loss)				(1,881)			(1,881)
Change in net unrealized loss on available-for-sale securities, net of reclassification adjustment, expected losses from other-than-temporary impairment related to factors other than credit and related taxes					3,410		3,410
Change in net unrealized losses on fair value hedges of available-for-sale securities, net of related taxes					129		129
Expected losses from other-than-temporary impairment on held-to-maturity securities related to factors other than credit, net of related taxes					(387)		(387)
Foreign currency translation, net of related taxes					213		213
Change in net unrealized loss on cash flow hedges, net of related taxes					10		10
Change in minimum pension liability, net of related taxes					37		37
Total Comprehensive Income				(1,881)	3,412		1,531
Cash dividends:
Common stock				(20)			(20)
Preferred stock				(46)			(46)
Accretion of preferred stock discount	11			(11)
Prepayment of preferred stock discount	106			(106)			(106)
Common stock issued		59	2,172				2,231
Common stock issued (in shares)		58,974
Redemption of TARP preferred stock	(2,000)						(2,000)
Repurchase of TARP common stock			(60)				(60)
Common stock awards and options exercised, including related taxes (in shares)		4,416
Common stock awards and options exercised, including related taxes		4	76				80
Other (in shares)						14
Other						1	1
Balance (in shares) at Dec. 31, 2009		495,366				432
Balance at Dec. 31, 2009		495	9,180	7,071	(2,238)	(17)	14,491
Adjustment for effect of application of provisions of new accounting standard				27	(27)
Adjusted balance at January 1, 2010 (in shares)		495,366				432
Adjusted balance at January 1, 2010		495	9,180	7,098	(2,265)	(17)	14,491
Comprehensive income:
Net income (loss)				1,556			1,556
Change in net unrealized loss on available-for-sale securities, net of reclassification adjustment, expected losses from other-than-temporary impairment related to factors other than credit and related taxes					1,398		1,398
Change in net unrealized losses on fair value hedges of available-for-sale securities, net of related taxes					(22)		(22)
Expected losses from other-than-temporary impairment on held-to-maturity securities related to factors other than credit, net of related taxes					276		276
Foreign currency translation, net of related taxes					(65)		(65)
Change in net unrealized loss on cash flow hedges, net of related taxes					7		7
Change in minimum pension liability, net of related taxes					(18)		(18)
Total Comprehensive Income				1,556	1,576		3,132
Cash dividends:
Common stock				(20)			(20)
Common stock awards and options exercised, including related taxes (in shares)		6,698
Common stock awards and options exercised, including related taxes		7	176				183
Other (in shares)						(12)
Other						1	1
Balance (in shares) at Dec. 31, 2010		502,064				420
Balance at Dec. 31, 2010		$ 502	$ 9,356	$ 8,634	$ (689)	$ (16)	$ 17,787

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Consolidated Statement of Changes in Shareholders' Equity (Parenthetical) (USD  $) In Millions, except Per Share data	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2008
Change in net unrealized loss on available-for-sale securities, reclassification adjustment and expected losses from other-than-temporary impairment related to factors other than credit, related taxes	$ 870	$ 2,158	$ (2,866)
Change in net unrealized loss on fair value hedges of available-for-sale securities, related taxes	(17)	82	(116)
Expected losses from other-than-temporary impairment on held-to-maturity securities related to factors other than credit, related taxes	164	(237)
Foreign currency translation, related taxes	56	(96)	(91)
Change in net unrealized loss on cash flow hedges, related taxes		7	(10)
Change in minimum pension liability, taxes	(11)	23	(48)
Cash dividends, common stock per share	$ 0.04	$ 0.04	$ 0.95
Common stock acquired per share			$ 75
Common stock awards and options exercised, related taxes	$ (11)	$ (52)	$ 52

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Consolidated Statement of Cash Flows (USD  $) In Millions	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2008
Operating Activities:
Net income (loss)	$ 1,556	$ (1,881)	$ 1,811
Adjustments to reconcile net income to net cash provided by operating activities:
Deferred income tax expense (benefit)	1,244	(1,961)	(642)
Amortization of other intangible assets	179	136	144
Other non-cash adjustments for depreciation, amortization and accretion	(409)	(457)	225
Extraordinary loss		6,096
(Gains) Losses related to investment securities, net	286	(141)	54
Change in trading account assets, net	(331)	366	(689)
Change in accrued income receivable	(236)	241	358
Change in collateral deposits	(1,900)	1,358	(2,684)
Change in trading liabilities, net	555
Other, net	(121)	(7,988)	(454)
Net cash (used in) provided by operating activities	823	(4,231)	(1,877)
Investing Activities:
Net (increase) decrease in interest-bearing deposits with banks	4,398	29,222	(49,462)
Net (increase) decrease in federal funds sold and securities purchased under resale agreements	(541)	(752)	22,038
Proceeds from sales of available-for-sale securities	24,736	8,274	5,408
Proceeds from maturities of available-for-sale securities	34,250	43,995	32,291
Purchases of available-for-sale securities	(65,485)	(58,780)	(41,044)
Net decrease (increase) in securities related to AMLF		6,111	(5,818)
Proceeds from sale of held-to-maturity securities	4,676
Proceeds from maturities of held-to-maturity securities	5,249	4,498	1,766
Purchases of held-to-maturity securities	(426)	(1,600)	(1,062)
Net (increase) decrease in loans	(1,320)	800	6,532
Proceeds from sale of joint venture investment			464
Business acquisitions, net of cash acquired	(2,332)		(38)
Purchases of equity investments and other long-term assets	(114)	(241)	(242)
Purchases of premises and equipment	(262)	(325)	(681)
Other, net	363	430	278
Net cash (used in) provided by investing activities	3,192	31,632	(29,570)
Financing Activities:
Net increase (decrease) in time deposits	857	1,267	(13,988)
Net increase (decrease) in all other deposits	7,426	(23,408)	30,416
Net increase (decrease) in short-term borrowings related to AMLF		(6,042)	6,139
Net increase (decrease) in short-term borrowings	(11,233)	(4,163)	3,163
Proceeds from issuance of long-term debt, net of issuance costs		4,435	493
Payments for long-term debt and obligations under capital leases	(341)	(29)	(44)
Proceeds from public offering of common stock, net of issuance costs		2,231	2,251
Proceeds from issuance of TARP preferred stock			1,879
Proceeds from issuance of warrant to purchase common stock			121
Repurchase of TARP preferred stock investment		(2,000)
Repurchase of TARP common stock warrant		(60)
Proceeds from exercises of common stock options	10	34	12
Repurchases of common stock for employee tax withholding	(44)	(38)	(79)
Proceeds from issuances of treasury stock			623
Payments for cash dividends	(20)	(168)	(399)
Net cash (used in) provided by financing activities	(3,345)	(27,941)	30,587
Net increase (decrease)	670	(540)	(860)
Cash and due from banks at beginning of year	2,641	3,181	4,041
Cash and due from banks at end of year	3,311	2,641	3,181
Supplemental disclosure:
Interest paid	763	722	2,302
Income taxes paid (refunded), net	(11)	884	1,118
Non-cash acquisitions of investment securities		14,111
Non-cash acquisitions of loans		2,510
Non-cash investments in premises and equipment and capital leases		126	48
Non-cash additions of short-term borrowings		$ 20,919

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Summary of Significant Accounting Policies	12 Months Ended
Dec. 31, 2010
Summary of Significant Accounting Policies	Note 1.     Summary of Significant Accounting Policies The accounting and financial reporting policies of State Street Corporation conform to accounting principles generally accepted in the United States of America, referred to as GAAP. State Street Corporation, the parent company, is a financial holding company headquartered in Boston, Massachusetts. Unless otherwise indicated or unless the context requires otherwise, all references in these notes to consolidated financial statements to "State Street," "we," "us," "our" or similar references mean State Street Corporation and its subsidiaries on a consolidated basis. Our principal banking subsidiary, State Street Bank and Trust Company, is referred to as State Street Bank. We have two lines of business:     •   Investment Servicing provides services for U.S. mutual funds, collective investment funds and other investment pools, corporate and public retirement plans, insurance companies, foundations and endowments worldwide. Products include custody, product- and participant-level accounting; daily pricing and administration; master trust and master custody; recordkeeping; foreign exchange, brokerage and other trading services; securities finance; deposit and short-term investment facilities; loans and lease financing; investment manager and alternative investment manager operations outsourcing; and performance, risk and compliance analytics to support institutional investors.     •   Investment Management offers a broad array of services for managing financial assets, including investment management and investment research services, primarily for institutional investors worldwide. These services include passive and active U.S. and non-U.S. equity and fixed-income strategies, and other related services, such as securities finance. The preparation of consolidated financial statements requires management to make estimates and assumptions in the application of certain of our accounting policies that materially affect the reported amounts of assets, liabilities, revenue and expenses. As a result of unanticipated events or circumstances, actual results could differ from those estimates. Events occurring subsequent to the date of our consolidated statement of condition were evaluated for potential recognition or disclosure in our consolidated financial statements through the date we filed this Form 10-K with the SEC. The following is a summary of our significant accounting policies. Basis of Presentation: Our consolidated financial statements include the accounts of the parent company and its majority- and wholly-owned subsidiaries, including State Street Bank. All material inter-company transactions and balances have been eliminated. Certain previously reported amounts have been reclassified to conform to current year presentation. We consolidate subsidiaries in which we hold a majority of the voting rights or exercise control. Investments in unconsolidated subsidiaries, recorded in other assets, are generally accounted for under the equity method of accounting if we have the ability to exercise significant influence over the operations of the investee. For investments accounted for under the equity method, our share of income or loss is recorded in processing fees and other revenue in our consolidated statement of income. Investments not meeting the criteria for equity method treatment are accounted for under the cost method of accounting. Foreign Currency Translation: The assets and liabilities of our operations with functional currencies other than the U.S. dollar are translated at month-end exchange rates, and revenue and expenses are translated at rates that approximate average monthly exchange rates. Gains or losses from the translation of the net assets of subsidiaries with functional currencies other than the U.S. dollar, net of related taxes, are recorded in accumulated other comprehensive income, a component of shareholders' equity. Cash and Cash Equivalents: For purposes of the consolidated statement of cash flows, cash and cash equivalents are defined as cash and due from banks.   Securities Purchased Under Resale Agreements and Securities Sold Under Repurchase Agreements: U.S. Treasury and federal agency securities, referred to as "U.S. government securities," purchased under resale agreements or sold under repurchase agreements are treated as collateralized financing transactions, and are recorded in our consolidated statement of condition at the amounts at which the securities will be subsequently resold or repurchased, plus accrued interest. Our policy is to take possession or control of securities underlying resale agreements, allowing borrowers the right of collateral substitution and/or short-notice termination. We revalue these securities daily to determine if additional collateral is necessary from the borrower to protect us against credit exposure. We can use these securities as collateral for repurchase agreements. For securities sold under repurchase agreements collateralized by our U.S. government securities portfolio, the dollar value of the U.S. government securities remains in investment securities in our consolidated statement of condition. Where a master netting agreement exists or both parties are members of a common clearing organization, resale and repurchase agreements with the same counterparty or clearing house and maturity date are reported on a net basis.   Investment Securities: Investment securities held by us are classified as either trading account assets, investment securities available for sale or investment securities held to maturity at the time of purchase, based on management's intent. Trading account assets are debt and equity securities purchased in connection with our trading activities and, as such, are expected to be sold in the near term. Our trading activities typically involve active and frequent buying and selling with the objective of generating profits on short-term movements. Securities available for sale are those that we intend to hold for an indefinite period of time. Available-for-sale securities include securities utilized as part of our asset and liability management activities that may be sold in response to changes in interest rates, pre-payment risk, liquidity needs or other factors. Securities held to maturity are debt securities that management has the intent and the ability to hold to maturity. Trading account assets are carried at fair value. Both realized and unrealized gains and losses on trading account assets are recorded in trading services revenue in our consolidated statement of income. Debt and marketable equity securities classified as available for sale are carried at fair value, and after-tax net unrealized gains and losses are recorded in accumulated other comprehensive income. Gains or losses realized on sales of available-for-sale securities are computed using the specific identification method and are recorded in gains (losses) related to investment securities, net, in our consolidated statement of income. Securities held to maturity are carried at cost, adjusted for amortization of premiums and accretion of discounts. Management reviews the fair values of investment securities at least quarterly, and evaluates individual securities for impairment that may be deemed to be other than temporary. For impaired securities that we plan to sell, or when it is more likely than not that we will be forced to sell the security, the impairment is deemed to be other than temporary. Otherwise, management determines whether or not it expects to recover the entire amortized cost basis of the security, primarily by comparing the present value of expected future principal, interest and other contractual cash flows to the security's amortized cost basis. When management concludes that other-than-temporary impairment exists, the impairment is separated into the amount related to credit losses and the amount related to factors other than credit. The amount related to credit losses is recognized in our consolidated statement of income in gains (losses) related to investment securities, net, and the amortized cost basis of the security is written down by this amount. The portion of impairment related to all other factors is recognized in other comprehensive income. Interest revenue related to debt securities is recognized in our consolidated statement of income using the interest method, or on a basis approximating a level rate of return over the contractual or estimated life of the security. The level rate of return considers any nonrefundable fees or costs, as well as purchase premiums or discounts, resulting in amortization or accretion, accordingly. With respect to debt securities acquired, for those which management considers it probable as of the date of acquisition that we will be unable to collect all contractually required principal, interest and other payments, the excess of management's estimate of undiscounted future cash flows from these securities over their initial recorded investment is accreted into interest revenue on a level-yield basis over the securities' estimated remaining terms. Subsequent decreases in these securities' expected future cash flows are either recognized prospectively through an adjustment of the yields on the securities over their remaining terms, or are evaluated for other-than-temporary impairment as described above. Increases in expected future cash flows are recognized prospectively over the securities' estimated remaining terms through the recalculation of their yields. With respect to certain debt securities acquired which are considered to be beneficial interests in securitized financial assets, the excess of management's estimate of undiscounted future cash flows from these securities over their initial recorded investment is accreted into interest revenue on a level-yield basis over the securities' estimated remaining terms. Subsequent decreases in these securities' expected future cash flows are either recognized prospectively through an adjustment of the yields on the securities over their remaining terms, or are evaluated for other-than-temporary impairment as described above. Increases in expected future cash flows are recognized prospectively over the securities' estimated remaining terms through the recalculation of their yields. Loans and Leases: Loans generally are recorded at their principal amount outstanding, net of the allowance for loan losses, unearned income, and any net unamortized deferred loan origination fees. Acquired loans are recorded at fair value, based on management's expectation with respect to future principal and interest collection as of the date of acquisition. Loans acquired with evidence of deterioration in credit quality subsequent to origination, and for which it is probable on the date of acquisition that we will be unable to collect all contractually required payments, are recorded at fair value. The excess of expected future cash flows from these loans over their initial recorded investment is accreted into interest revenue on a level yield basis over the remaining life of the loans. The carrying amount of acquired loans is assessed on an ongoing basis using a discounted cash flow model, which incorporates management expectations of prepayments. Subsequent decreases in expected cash flows result in an addition to the related valuation allowance to allow the loan to maintain its level yield. Increases in expected cash flows are recognized, first, as a reduction of any remaining valuation allowance, and then are recognized prospectively over the remaining life of the loan through a recalculation of the loan's level yield. Interest revenue related to loans is recognized in our consolidated statement of income using the interest method or on a basis approximating a level rate of return over the term of the loan. Fees received for providing loan commitments and letters of credit that we anticipate will result in loans typically are deferred and amortized to interest revenue over the life of the related loan, beginning with the initial borrowing. Fees on commitments and letters of credit are amortized to processing fees and other revenue over the commitment period when funding is not known or expected. For all loan classes, other than loans acquired with evidence of deterioration in credit quality, loans are placed on non-accrual status when they become 60 days past-due as to either principal or interest, or earlier when full collection of principal or interest is not considered probable. Loans 60 days past-due, but considered both well secured and in the process of collection, are treated as exceptions and may be excluded from non-accrual status. When we place a loan on non-accrual status, the accrual of interest is discontinued and previously recorded but unpaid interest is reversed and generally charged against interest revenue. For loans on non-accrual status, revenue is recognized on a cash basis after recovery of principal, if and when interest payments are received. Loans may be removed from non-accrual status when repayment is reasonably assured and performance under the terms of the loan has been demonstrated. In order to minimize our economic loss and to avoid foreclosure or repossession of underlying collateral, we may restructure troubled loans by granting concessions to a borrower experiencing financial difficulty. Once restructured, a loan is generally considered impaired until its maturity, regardless of whether the borrower performs under the restructured loan's modified terms. Leveraged lease investments are reported at the aggregate of lease payments receivable and estimated residual values, net of non-recourse debt and unearned income. Lease residual values are reviewed regularly for other-than-temporary impairment, with valuation adjustments recorded currently against processing fees and other revenue. Unearned income is recognized to yield a level rate of return on the net investment in the leases. Gains and losses on residual values of leased equipment sold are recorded in processing fees and other revenue. Allowance for Loan Losses: The allowance for loan losses, recorded as a reduction of loans and leases in our consolidated statement of condition, represents management's estimate of probable credit losses inherent in our loan and lease portfolio as of the balance sheet date. The allowance is evaluated on a regular basis by management. Factors considered in evaluating the adequacy of the allowance for both the institutional and commercial real estate segments of our loan and lease portfolio include previous loss experience, current economic conditions and adverse situations that may affect the borrower's ability to repay, the estimated value of the underlying collateral, if any, and the performance of individual credits in relation to contract terms, and other relevant factors. The provision for loan losses, recorded in our consolidated statement of income, is based on management's estimate of the amount necessary to maintain the allowance at a level considered adequate to absorb estimated probable credit losses. Loans are charged off to the allowance for loan losses in the reporting period in which either an event occurs that confirms the existence of a loss on a loan or a portion of a loan is determined to be uncollectible. In addition, any impaired loan that is determined to be collateral dependent is reduced to an amount equal to the fair value of the collateral less costs to sell. A loan is identified as collateral dependent when management believes that foreclosure is probable and the underlying collateral will be the sole source of repayment. Recoveries are recorded as adjustments to the allowance on a cash basis. In addition, we maintain a reserve for off-balance sheet credit exposures that is recorded in other liabilities in our consolidated statement of condition. The adequacy of this reserve is subject to the same considerations and review as the allowance for loan losses. Provisions to change the level of this reserve are recorded in other expenses in our consolidated statement of income.   Premises and Equipment: Buildings, leasehold improvements, computers, software and other equipment are carried at cost less accumulated depreciation and amortization. Depreciation and amortization, recorded in occupancy expense and information systems and communications expense in our consolidated statement of income, are computed using the straight-line method over the estimated useful lives of the related assets or the remaining terms of the leases, generally three to forty years. Maintenance and repairs are charged to expense as incurred, while major leasehold improvements are capitalized and expensed over their estimated useful lives or the remaining terms of the lease. For premises held under leases for which we have an obligation to restore the facilities to their original condition upon expiration of the lease, we expense the anticipated related costs over the term of the lease. Costs related to internal-use software development projects that provide significant new functionality are capitalized. We consider projects for capitalization that are expected to yield long-term operational benefits, such as applications that result in operational efficiencies and/or incremental revenue streams.   Goodwill and Other Intangible Assets: Goodwill represents the excess of the cost of an acquisition over the fair value of the net tangible and other intangible assets acquired. Other intangible assets represent purchased assets that can be distinguished from goodwill because of contractual rights or because the asset can be exchanged on its own or in combination with a related contract, asset or liability. Goodwill is not amortized, but is subject to annual evaluation for impairment. Other intangible assets related to customer relationships generally are amortized on a straight-line basis over periods ranging from twelve to twenty years, and core deposit intangible assets over periods ranging from sixteen to twenty-two years, with amortization recorded in other expenses. Impairment of goodwill is deemed to exist if the carrying value of a reporting unit, including its allocation of goodwill and other intangible assets, exceeds its estimated fair value. Impairment of other intangible assets is deemed to exist if the balance of the other intangible asset exceeds the cumulative expected net cash inflows related to the asset over its remaining estimated useful life. If these reviews determine that goodwill or other intangible assets are impaired, the value of the goodwill or the other intangible asset is written down through a charge to other expenses.   Fee and Net Interest Revenue: Fees from investment servicing, investment management, securities finance, trading services and certain types of processing fees and other revenue are recorded in our consolidated statement of income based on estimates or specific contractual terms as transactions occur or services are rendered, provided that persuasive evidence exists, the price to the customer is fixed or determinable and collectability is reasonably assured. Amounts accrued at period-end are recorded in accrued income receivable in our consolidated statement of condition. Performance fees from investment management are recorded when earned, based on predetermined benchmarks associated with the applicable fund's performance. Interest revenue on interest-earning assets and interest expense on interest-bearing liabilities are recorded in our consolidated statement of income as components of net interest revenue, and are generally based on the effective yield of the related financial asset or liability.   Employee Benefits Expense: Employee benefits expense, recorded in our consolidated statement of income, includes costs of certain pension and other post-retirement benefit plans related to prior and current service, which are accrued on a current basis, as well as contributions associated with defined contribution savings plans, unrestricted cash and stock awards under other employee incentive compensation plans, and the amortization of restricted stock awards.   Equity-Based and Other Deferred Compensation: We record compensation expense in our consolidated statement of income equal to the estimated fair value on the grant date of common stock options granted to employees, on a straight-line basis over the options' vesting period. We record compensation expense for equity-based awards based on the timing of vesting. The fair values of equity-based awards other than common stock options, such as restricted stock and deferred stock, are based on the price of our common stock on the date of grant, adjusted if appropriate based upon the award's eligibility to receive dividends. Compensation expense related to equity-based awards with service-only conditions and terms that provide for a graded vesting schedule are recognized on a straight-line basis over the required service period for the entire award. Compensation expense related to equity-based awards with performance conditions and terms that provide for a graded vesting schedule are recognized over the requisite service period for each separately vesting tranche of the award. The expense is adjusted for assumptions with respect to the estimated amount of awards that will be forfeited prior to vesting, and for employees who have met certain retirement eligibility criteria. Dividend equivalents for certain equity-based awards are paid on stock units on a current basis prior to vesting and distribution. Compensation expense related to deferred cash awards is recognized as incurred over the two-year deferral period. Compensation expense for common stock and cash awards granted to employees meeting early retirement eligibility criteria is fully expensed and accrued by the grant date. Income Taxes: We use an asset and liability approach to account for income taxes. Our objective is to recognize the amount of taxes payable or refundable for the current year through charges or credits to the current tax provision, and to recognize deferred tax assets and liabilities for the future tax consequences resulting from temporary differences between the amounts reported in our consolidated financial statements and their respective tax bases. The measurement of tax assets and liabilities is based on enacted tax laws and applicable tax rates. The effects of a tax position on our consolidated financial statements are recognized when we believe it more likely than not that the position will be sustained. A deferred tax valuation allowance is established if it is considered more likely than not that all or a portion of the deferred tax assets will not be realized.   Earnings Per Share: Basic earnings per share, or EPS, is calculated pursuant to the "two-class" method, using net income available to common shareholders and the weighted-average number of common shares outstanding during the period. Diluted EPS is calculated pursuant to the two-class method, by dividing net income available to common shareholders by the weighted-average number of common shares outstanding for the period and the shares representing the dilutive effect of common stock options and other equity-based awards. The effect of common stock options and other equity-based awards is excluded from the calculation of diluted EPS in periods in which their effect would be anti-dilutive. The two-class method requires the allocation of undistributed net income between common and participating shareholders. Net income available to common shareholders, presented separately in our consolidated statement of income, is the basis for the calculation of both basic and diluted EPS. Participating securities are composed of unvested restricted stock and director stock awards, which are equity-based awards that contain non-forfeitable rights to dividends, and are considered to participate with common shareholders in undistributed earnings.     Fair Value Measurements: We carry certain of our financial assets and liabilities at fair value on a recurring basis. These financial assets and liabilities are composed of trading account assets, investment securities available for sale and various types of derivative financial instruments. In addition, we measure certain assets, such as goodwill, investment securities held to maturity and other long-lived assets, at fair value on a non-recurring basis to evaluate those assets for potential impairment. Fair value is defined as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. We categorize our financial assets and liabilities into the following fair value hierarchy: Level 1 – Financial assets and liabilities with values based on unadjusted quoted prices for identical assets or liabilities in an active market. Examples of level 1 financial instruments include active exchange-traded equity securities and certain U.S. government securities. Level 2 – Financial assets and liabilities with values based on quoted prices for similar assets and liabilities in active markets, and inputs that are observable for the asset or liability, either directly or indirectly, for substantially the full term of the asset or liability. Examples of level 2 financial instruments include various types of fixed-income investment securities and interest-rate and foreign exchange derivative instruments. Pricing models are utilized to estimate fair value for certain financial assets and liabilities categorized in level 2. Level 3 – Financial assets and liabilities with values based on prices or valuation techniques that require inputs that are both unobservable in the market and significant to the overall fair value measurement. These inputs reflect management's judgment about the assumptions that a market participant would use in pricing the asset or liability, and are based on the best available information, some of which is internally developed. Examples of level 3 financial instruments include asset- and mortgage-backed securities and certain derivative instruments with little or no market activity and a resulting lack of price transparency. When determining the fair value measurements for financial assets and liabilities carried at fair value on a recurring basis, we consider the principal or most advantageous market in which we would transact and consider assumptions that market participants would use when pricing the asset or liability. When possible, we look to active and observable markets to price identical assets or liabilities. When identical assets and liabilities are not traded in active markets, we look to market observable data for similar assets and liabilities. Nevertheless, certain assets and liabilities are not actively traded in observable markets, and we use alternative valuation techniques to derive fair value measurements.   Variable Interest Entities: We are involved with various types of special purpose entities, some of which are variable interest entities, or VIEs, as defined by GAAP, in the normal course of our business. We also invest in various forms of asset-backed securities, which we carry in our investment securities portfolio. These asset-backed securities meet the GAAP definition of asset securitization entities, which entities are considered to be VIEs. We are not considered to be the primary beneficiary of these VIEs, as defined by GAAP, since we do not have control over their activities. We use special purpose entities to structure and sell certificated interests in pools of tax-exempt investment-grade assets, principally to our mutual fund customers. These trusts are recorded in our consolidated financial statements. We transfer assets to these trusts, which are legally isolated from us, from our investment securities portfolio at adjusted book value. The trusts finance the acquisition of these assets by selling certificated interests issued by the trusts to third-party investors and to State Street as residual holder. The investment securities of the trusts are carried in investment securities available for sale at fair value. The certificated interests are carried in other short-term borrowings at the amount owed to the third-party investors. The interest revenue and interest expense generated by the investments and certificated interests, respectively, are recorded as components of net interest revenue when earned or incurred. We use conduits in connection with an asset-backed commercial paper program that provides short-term investments for our clients. The conduits, which are administered by us, are third-party owned and are structured as bankruptcy-remote limited liability companies. The conduits purchase financial assets with various asset classifications from a variety of independent third parties and fund those purchases through the issuance of commercial paper. We do not sell our own assets to these conduits, and we hold no direct or indirect ownership interest in them. These conduits meet the definition of a VIE. We have determined that we are the primary beneficiary of the conduits, as defined by GAAP, and they are recorded in our consolidated financial statements.   Derivative Financial Instruments: A derivative financial instrument is a financial instrument or other contract which has one or more referenced indices and one or more notional amounts, either no initial net investment or a smaller initial net investment than would be expected for similar types of contracts, and which requires or permits net settlement. Derivatives that we enter into include forwards, futures, swaps, options and other instruments with similar characteristics. We record derivatives in our consolidated statement of condition at their fair value. On the date a derivative contract is entered into, we designate the derivative as: (1) a hedge of the fair value of a recognized fixed-rate asset or liability or of an unrecognized firm commitment (a "fair value" hedge); (2) a hedge of a forecasted transaction or of the variability of cash flows to be received or paid related to a recognized variable-rate asset or liability (a "cash flow" hedge); (3) a foreign currency fair value or cash flow hedge (a "foreign currency" hedge); (4) a hedge of a net investment in a non-U.S. operation; or (5) a derivative utilized in either our trading activities or in our asset and liability management activities that is not accounted for as a hedge of an asset or liability. Changes in the fair value of a derivative that is highly effective—and that is designated and qualifies as a fair value hedge—are recorded currently in processing fees and other revenue, along with the changes in fair value of the hedged asset or liability attributable to the hedged risk. Changes in the fair value of a derivative that is highly effective—and that is designated and qualifies as a cash flow hedge—are recorded, net of tax, in other comprehensive income, until earnings are affected by the hedged cash flows (e.g., when periodic settlements on a variable-rate asset or liability are recorded in earnings). Ineffectiveness of cash flow hedges, defined as the extent to which the changes in fair value of the derivative exceed the variability of cash flows of the forecasted transaction, is recorded in processing fees and other revenue. Changes in the fair value of a derivative that is highly effective—and that is designated and qualifies as a foreign currency hedge—are recorded currently either in processing fees and other revenue or in other comprehensive income, net of tax, depending on whether the hedge transaction meets the criteria for a fair value or a cash flow hedge. If, however, a derivative is used as a hedge of a net investment in a non-U.S. operation, its changes in fair value, to the extent effective as a hedge, are recorded, net of tax, in the foreign currency translation component of other comprehensive income. Lastly, entire changes in the fair value of derivatives utilized in our trading activities are recorded in trading services revenue, and entire changes in the fair value of derivatives utilized in our asset and liability management activities are recorded in processing fees and other revenue. At both the inception of the hedge and on an ongoing basis, we formally assess and document the effectiveness of a derivative designated as a hedge in offsetting changes in the fair value of hedged items and the likelihood that the derivative will be an effective hedge in future periods. We discontinue hedge accounting prospectively when we determine that the derivative is no longer highly effective in offsetting changes in fair value or cash flows of the underlying risk being hedged, the derivative expires, terminates or is sold, or management discontinues the hedge designation. Unrealized gains and losses on foreign exchange and interest-rate contracts are reported at fair value in our consolidated statement of condition as a component of other assets and other liabilities, respectively, on a gross basis, except where such gains and losses arise from contracts covered by qualifying master netting agreements. Recent Accounting Developments: The FASB is currently deliberating potentially significant changes to the U.S. accounting framework as part of an overall convergence effort with the International Accounting Standards Board under a previously signed memorandum of understanding. Some of these proposed changes have been exposed for comment, while others are expected to be exposed for comment over the next twelve to eighteen months. These new proposals include potential changes to the accounting for financial instruments and hedging, the accounting for leases, revenue recognition and financial statement presentation. Once these proposed changes are finalized, we will disclose their nature and potential effect, if any, on our consolidated financial statements in our future filings. These proposed changes may have a material effect on our consolidated financial statements. In July 2010, the FASB issued an amendment to GAAP that requires new qualitative and quantitative disclosures about the credit quality of loans and leases and the allowance for loan losses. The amendment requires disclosures with respect to impaired, non-accrual and past-due loans, as well as a roll-forward of the allowance for loan losses. The disclosures are required to be disaggregated by loan segment and class, as defined in the amendment. The amendment is effective, for State Street, as of December 31, 2010, except for disclosures with respect to changes in loans and leases and activity in the allowance for loan losses, which will be required beginning on January 1, 2011. The disclosures currently required by the amendment are provided in note 4. In February 2010, the FASB issued an amendment to GAAP related to fair value measurement disclosures. The amendment requires new disclosures for significant transfers of financial assets and liabilities into and out of level 1 and level 2 of the prescribed valuation hierarchy, and requires the disaggregation of information about purchases, sales, issuances and settlements for financial assets and liabilities categorized in level 3 of the valuation hierarchy. The amendment also provides several clarifications with respect to disclosures about valuation techniques and inputs. The requirement to disclose disaggregated information about purchases, sales, issuances and settlements for financial assets and liabilities categorized in level 3 of the valuation hierarchy was deferred, with respect to State Street, to January 1, 2011. The disclosures currently required by the amendment are provided in note 14.

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Acquisitions	12 Months Ended
Dec. 31, 2010
Acquisitions	Note 2.     Acquisitions On May 17, 2010, we completed our acquisition of Intesa Sanpaolo's securities services business in a cash acquisition financed through available capital. We acquired the Intesa business to enhance our position as a worldwide service provider to institutional investors by expanding our business in Europe, particularly in Italy. The acquisition includes the global custody, depository banking, correspondent banking and fund administration portions of Intesa's business, with operations in Italy and Luxembourg. It also includes a long-term investment servicing agreement with Intesa for State Street to service Intesa's investment management affiliates.   The acquired Intesa business added approximately  $564 billion to our assets under custody and administration as of June 30, 2010. These assets are not recorded in our consolidated financial statements. Results of operations of the acquired Intesa business are included in our consolidated financial statements beginning on May 17, 2010. We accounted for the Intesa transaction using the acquisition method of accounting, and the assets acquired, liabilities assumed and consideration paid were recorded in our consolidated statement of condition at their estimated fair values on the acquisition date. Our allocation of the purchase price, presented in the table below, was preliminary as of December 31, 2010, and is subject to future adjustment over the measurement period as information needed to measure the fair values of certain assets and liabilities is obtained.   (In millions)        Total fair value of consideration     $  2,176    Allocation of purchase price (preliminary):    Book value of tangible net assets acquired      843    Adjustments to reflect assets acquired and liabilities assumed at fair value:    Write-off of certain assets and liabilities, net      (235 )  Contingent asset      72    Customer relationship intangible assets      635    Core deposit intangible assets      199    Other intangible assets      14    Deferred tax liability, net      (284 )           Estimated fair value of net assets acquired      1,244             Goodwill resulting from acquisition     $ 932             The goodwill, substantially all of which is not expected to be tax deductible, represents the expected long-term value of cost savings, growth opportunities and business efficiencies created by the integration of the acquired Intesa business. In connection with the acquisition, we may be entitled to adjust the purchase price, to allow for a return of a portion of the purchase price, should we lose the business of certain key clients during a defined period subsequent to the closing of the transaction. This contingent asset, which is presented in the preceding table, will be re-measured to fair value at each subsequent reporting date through the end of the defined purchase price adjustment period, with any changes in its fair value recorded in our consolidated statement of income. During the fourth quarter of 2010, Italian tax authorities issued an assessment for taxes, penalties and interest of approximately €130 million to an Italian banking subsidiary acquired by us in connection with the acquisition. The assessment relates to a pre-acquisition tax year (2005). State Street is indemnified for this liability under the acquisition agreement, which further requires the indemnity obligation to be collateralized in the event of a tax assessment. We did not accrue for the assessment as of December 31, 2010. The Italian banking subsidiary is also currently under audit by the Italian tax authorities for the 2006 tax year. On April 1, 2010, we completed our acquisition of Mourant International Finance Administration, or MIFA, in a cash transaction financed through available capital. We acquired MIFA to enhance our position as an administrator of alternative investments and to expand our presence outside of the U.S. In connection with our acquisition of MIFA, a provider of fund administration services, particularly for alternative investment funds such as private equity, real estate and hedge funds with operations in Jersey in the Channel Islands, Dublin, Singapore and New York, we recorded  $73 million of goodwill and  $59 million of other intangible assets in our consolidated balance sheet, and added approximately  $122 billion to our assets under administration as of June 30, 2010. The assets under administration are not recorded in our consolidated financial statements. Results of operations of the acquired MIFA business are included in our consolidated financial statements beginning on April 1, 2010.   During 2010, in connection with the Intesa and MIFA acquisitions, we recorded merger and integration costs in our consolidated statement of income, as summarized in the following table. These costs consisted only of certain transaction-related costs and direct incremental costs to integrate the acquired businesses into our operations, and did not include ongoing expenses of the combined organization.   (In millions)        Professional services     $ 41    Retention and other compensation      9    Other      7             Total merger and integration costs related to the Intesa and MIFA acquisitions     $ 57

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Investment Securities	12 Months Ended
Dec. 31, 2010
Investment Securities	Note 3.     Investment Securities   As of December 31,                                                 (In millions)   2010     2009       Amortized Cost     Gross Unrealized     Fair Value     Amortized Cost     Gross Unrealized     Fair Value         Gains     Losses         Gains     Losses     Available for sale:                 U.S. Treasury and federal agencies:                 Direct obligations    $ 7,505       $ 74       $ 2       $ 7,577       $ 11,164       $ 6       $ 8       $ 11,162    Mortgage-backed securities     23,398        325        83        23,640        14,895        94        53        14,936    Asset-backed securities:                 Student loans(1)     14,975        93        652        14,416        12,652        128        852        11,928    Credit cards     7,429        53        31        7,451        6,515        192        100        6,607    Sub-prime     2,161        3        346        1,818        5,054        12        1,869        3,197    Other     1,508        174        94        1,588        2,581        400        184        2,797                                                                    Total asset-backed securities     26,073        323        1,123        25,273        26,802        732        3,005        24,529                                                                    Non-U.S. debt securities(2)     13,041        131        127        13,045        10,210        283        182        10,311    State and political subdivisions     6,706        102        204        6,604        5,954        221        238        5,937    Collateralized mortgage obligations     1,828        49        16        1,861        2,477        203        271        2,409    Other U.S. debt securities     2,541        117        18        2,640        2,161        94        21        2,234    U.S. equity securities     1,115        —        —        1,115        1,101        —        3        1,098    Non-U.S. equity securities     122        5        1        126        79        4        —        83                                                                    Total    $ 82,329       $ 1,126       $ 1,574       $ 81,881       $ 74,843       $ 1,637       $ 3,781       $ 72,699                                                                    Held to maturity:                 U.S. Treasury and federal agencies:                 Direct obligations            $ 500       $ 13         $ 513    Mortgage-backed securities    $ 413       $ 26         $ 439        620        33          653    Asset-backed securities:                 Credit cards     —        —          —        20        —       $ 2        18    Other     64        —       $ 5        59        447        —        68        379                                                                    Total asset-backed securities     64        —        5        59        467        —        70        397                                                                    Non-U.S. debt securities(3)     7,186        184        165        7,205        10,822        569        245        11,146    State and political subdivisions     134        3        —        137        206        6        —        212    Collateralized mortgage obligations     4,452        328        44        4,736        8,262        249        504        8,007                                                                    Total    $ 12,249       $ 541       $ 214       $ 12,576       $ 20,877       $ 870       $ 819       $ 20,928                                                                    (1) Substantially composed of securities guaranteed by the federal government with respect to the payment of principal and interest.   (2) Composed primarily of asset-backed, foreign government and corporate debt securities.   (3) Composed primarily of asset-backed and corporate debt securities. Investment securities presented in the table above included former conduit securities with an aggregate amortized cost and fair value of  $5.96 billion and  $6.28 billion, respectively, as of December 31, 2010, and  $13.33 billion and  $14.75 billion, respectively, as of December 31, 2009. Aggregate investment securities carried at  $44.81 billion and  $40.96 billion at December 31, 2010 and 2009, respectively, were designated as pledged for public and trust deposits, short-term borrowings and for other purposes as provided by law.   Contractual maturities of debt investment securities were as follows as of December 31, 2010:   (In millions)    Under 1 Year      1 to 5 Years      6 to 10 Years      Over 10 Years   Available for sale:             U.S. Treasury and federal agencies:             Direct obligations     $ 166        $ 5,367        $ 1,525        $ 519    Mortgage-backed securities      8         1,074         10,425         12,133    Asset-backed securities:             Student loans(1)      166         3,242         7,476         3,532    Credit cards      633         5,510         1,308         —    Sub-prime      670         856         20         272    Other      94         843         386         265                                        Total asset-backed securities      1,563         10,451         9,190         4,069                                        Non-U.S. debt securities      3,166         3,863         1,442         4,574    State and political subdivisions      410         2,521         2,684         989    Collateralized mortgage obligations      77         1,022         271         491    Other U.S. debt securities      230         1,690         681         39                                        Total     $ 5,620        $ 25,988        $ 26,218        $ 22,814                                        Held to maturity:             U.S. Treasury and federal agencies:             Mortgage-backed securities     $ 7        $ 46        $ 154        $ 206    Asset-backed securities:             Other      7         —         —         57                                        Total asset-backed securities      7         —         —         57                                        Non-U.S. debt securities      614         2,138         318         4,116    State and political subdivisions      23         108         2         1    Collateralized mortgage obligations      299         2,104         647         1,402                                        Total     $ 950        $ 4,396        $ 1,121        $ 5,782                                        (1) Substantially composed of securities guaranteed by the federal government with respect to the payment of principal and interest. The maturities of asset-backed securities, mortgage-backed securities and collateralized mortgage obligations are based on expected principal payments. Impairment: We conduct periodic reviews of individual securities to assess whether other-than-temporary impairment exists. Impairment exists when the current fair value of an individual security is below its amortized cost basis. For debt securities available for sale and held to maturity, other-than-temporary impairment is recorded in our consolidated statement of income when management intends to sell (or may be required to sell) the securities before they recover in value, or when management expects the present value of cash flows expected to be collected from the securities to be less than the amortized cost of the impaired security (a credit loss). Our review of impaired securities generally includes:     •   the identification and evaluation of securities that have indications of possible other-than-temporary impairment, such as issuer-specific concerns including deteriorating financial condition or bankruptcy;     •   the analysis of expected future cash flows of securities, based on quantitative and qualitative factors;     •   the analysis of the collectability of those future cash flows, including information about past events, current conditions and reasonable and supportable forecasts;     •   the analysis of individual impaired securities, including consideration of the length of time the security has been in an unrealized loss position, the anticipated recovery period, and the magnitude of the overall price decline;     •   discussion and evaluation of factors or triggers that could cause individual securities to be deemed other-than-temporarily impaired and those that would not support other-than-temporary impairment; and     •   documentation of the results of these analyses. Factors considered in determining whether impairment is other than temporary include:     •   the length of time the security has been impaired;     •   the severity of the impairment;     •   the cause of the impairment and the financial condition and near-term prospects of the issuer;     •   activity in the market of the issuer which may indicate adverse credit conditions; and     •   our intention not to sell, and the likelihood that we will not be required to sell, the security for a period of time sufficient to allow for recovery in value. The majority of our investment securities portfolio is composed of debt securities. Debt securities that are not deemed to be credit-impaired are subject to additional management analysis to assess whether management intends to sell, or, more likely than not, would not be required to sell, the security before the expected recovery to its amortized cost basis. In most cases, management has no intent to sell, and believes that it is more likely than not that it will not be required to sell, the security before recovery to its amortized cost basis. Where the decline in the security's fair value is deemed to be other than temporary, the loss is recorded in our consolidated statement of income. A critical component of the evaluation for other-than-temporary impairment of our debt securities is the identification of credit-impaired securities for which management does not expect to receive cash flows sufficient to recover the entire amortized cost basis of the security. The following describes our process for identifying credit impairment in security types with the most significant unrealized losses as of December 31, 2010. Mortgage- and Asset-Backed Securities For recent vintages of U.S. mortgage-backed securities (in particular, sub-prime first-lien mortgages, "Alt-A" mortgages and home equity lines of credit (2006 and 2007 originations) that have significant unrealized losses as a percentage of their amortized cost), credit impairment is assessed using cash flow models, tailored for each security, that estimate the future cash flows on the underlying mortgages, using the security-specific collateral and transaction structure. Estimates of future cash flows are subject to management judgment. The future cash flows and performance of our portfolio of U.S. mortgage-backed securities are a function of a number of factors, including, but not limited to, the condition of the U.S. economy, the condition of the U.S. residential mortgage markets, and the level of loan defaults, prepayments and loss severities. Management's estimates of future losses also consider the underwriting and historical performance of our specific securities.   Loss rates are determined for each security and take into consideration collateral type, vintage, borrower profile, third-party guarantees, current levels of subordination, geography and other factors. By using these factors, management develops a roll-rate analysis to gauge future expected credit losses based on current delinquencies and expected future loss trends. Based on management's analysis, we believe that the most significant exposure to credit losses resides in our 2006 and 2007 U.S. residential mortgage-backed securities portfolio. Critical assumptions with respect to the aforementioned 2006 and 2007 vintages include:        Sub-Prime     Alt-A     Non-Agency Prime   December 31, 2010:        Prepayment rate      2-3 %      7 %      7-10 %  Cumulative loss estimates      33        21        13    Loss severity(1)      67        49        49    Peak-to-trough housing price decline(2)      35-40        35-40        35-40          Sub-Prime     Alt-A     Non-Agency Prime   December 31, 2009:        Prepayment rate      5 %      5 %      10 %  Cumulative loss estimates      41        14        8    Loss severity(1)      70        41        40    Peak-to-trough housing price decline(2)      37        37        37    (1) Loss severity rates consider the initial loan-to-value ratio, lien position, geography, expected collateral value and other factors.   (2) Management's expectation of the Case-Shiller National Home Price Index. The reduction in the assumptions of loss severity, cumulative loss estimates and prepayment rate for sub-prime from December 31, 2009 to December 31, 2010 was based on lower weighted averages for the 2006 and 2007 vintages. As of December 31, 2010, a substantially greater portion of 2006 vintage securities in the portfolio had a lower expected loss severity, after taking into consideration the sale of securities undertaken in connection with our repositioning of the portfolio described later in this note. For securities that relate to these vintages, other-than-temporary impairment has been recorded on certain assets when both fair value was below carrying value and a credit loss existed. During the year ended December 31, 2010, we recorded credit-related other-than-temporary impairment on securities in these vintages of  $158 million, with  $26 million related to sub-prime first-lien mortgages,  $43 million related to "Alt-A" mortgages, and  $89 million related to non-agency prime mortgages. During the period from April 1, 2009 through December 31, 2009, we recorded credit-related other-than-temporary impairment on securities in these vintages of  $109 million, with  $29 million related to sub-prime first-lien mortgages,  $20 million related to "Alt-A" mortgages, and  $60 million related to non-agency prime mortgages. In assessing other-than-temporary impairment, we may from time to time place reliance on support from third-party financial guarantors for certain asset-backed and municipal (state and political subdivisions) securities. Factors taken into consideration when determining the level of support include the guarantor's credit rating and management's assessment of the guarantor's financial condition. For those guarantors management deems to be under financial duress, we assume an immediate default by those guarantors, with a modest recovery of claimed amounts (up to 20%). In addition, for various forms of collateralized securities, management considers the liquidation value of the underlying collateral based on expected housing prices and other relevant factors. The assumptions presented above are used by management to identify those securities which are subject to further analysis of potential credit losses. Since the assumptions are based on the unique characteristics of each security, management uses a range of point estimates for prepayment speeds and housing prices which reflect the collateral profile of the securities within each asset class. In addition, in measuring expected credit losses, the individual characteristics of each security are examined to determine whether any additional factors would increase or mitigate the expected loss. Once losses are determined, the timing of the loss will also affect the ultimate other-than-temporary impairment, since the loss is ultimately subject to a discount commensurate with the purchase yield of the security. Primarily as a result of rising delinquencies and management's continued expectation of declining housing prices, we recorded other-than-temporary impairment of  $231 million during the year ended December 31, 2010. After a review of the investment portfolio, taking into consideration current economic conditions, adverse situations that might affect our ability to fully collect interest and principal, the timing of future payments, the credit quality and performance of the collateral underlying asset-backed securities and other relevant factors, and excluding the securities for which other-than-temporary impairment was recorded during 2010, management considers the aggregate decline in fair value of the remaining securities and the resulting gross pre-tax unrealized losses of  $1.79 billion related to 2,454 securities as of December 31, 2010 to be temporary and not the result of any material changes in the credit characteristics of the securities.   The following tables present the aggregate fair values of investment securities with a continuous unrealized loss position for less than 12 months and those that have been in a continuous unrealized loss position for longer than 12 months, as of the dates indicated:        Less than 12 months      12 months or longer      Total   December 31, 2010 (In millions)    Fair Value      Gross Unrealized Losses      Fair Value      Gross Unrealized Losses      Fair Value      Gross Unrealized Losses   Available for sale:                   U.S. Treasury and federal agencies:                   Direct obligations           $ 153        $ 2        $ 153        $ 2    Mortgage-backed securities     $ 6,637        $ 81         431         2         7,068         83    Asset-backed securities:                   Student loans(1)      1,980         25         8,457         627         10,437         652    Credit cards      1,268         5         2,396         26         3,664         31    Sub-prime      —         —         1,768         346         1,768         346    Other      90         1         458         93         548         94                                                          Total asset-backed      3,338         31         13,079         1,092         16,417         1,123                                                          Non-U.S. debt securities      4,436         26         1,089         101         5,525         127    State and political subdivisions      1,097         19         1,967         185         3,064         204    Collateralized mortgage obligations      494         5         109         11         603         16    Other U.S. debt securities      360         8         61         10         421         18    Non-U.S. equity securities      9         1         —         —         9         1                                                          Total     $ 16,371        $ 171        $ 16,889        $ 1,403        $ 33,260        $ 1,574                                                          Held to maturity:                   Asset-backed securities:                   Other           $ 53        $ 5        $ 53        $ 5                                              Total asset-backed            53         5         53         5                                              Non-U.S. debt securities     $ 1,667        $ 74         930         91         2,597         165    Collateralized mortgage obligations      125         3         575         41         700         44                                                          Total     $ 1,792        $ 77        $ 1,558        $ 137        $ 3,350        $ 214                                                               Less than 12 months      12 months or longer      Total   December 31, 2009 (In millions)    Fair Value      Gross Unrealized Losses      Fair Value      Gross Unrealized Losses      Fair Value      Gross Unrealized Losses   Available for sale:                   U.S. Treasury and federal agencies:                   Direct obligations           $ 775        $ 8        $ 775        $ 8    Mortgage-backed securities     $ 3,272        $ 32         1,366         21         4,638         53    Asset-backed securities:                   Student loans(1)      934         38         8,301         814         9,235         852    Credit cards      908         8         2,696         92         3,604         100    Sub-prime      12         5         3,071         1,864         3,083         1,869    Other      367         18         496         166         863         184                                                          Total asset-backed      2,221         69         14,564         2,936         16,785         3,005                                                          Non-U.S. debt securities      3,443         40         723         142         4,166         182    State and political subdivisions      647         231         293         7         940         238    Collateralized mortgage obligations      267         33         727         238         994         271    Other U.S. debt securities      113         1         99         20         212         21    U.S. equity securities      37         3         —         —         37         3                                                          Total     $ 10,000        $ 409        $ 18,547        $ 3,372        $ 28,547        $ 3,781                                                          Held to maturity:                   Asset-backed securities:                   Credit cards     $ 18        $ 2              $ 18        $ 2    Other      —         —        $ 221        $ 68         221         68                                                          Total asset-backed      18         2         221         68         239         70                                                          Non-U.S. debt securities      1,905         61         1,145         184         3,050         245    Collateralized mortgage obligations      1,366         53         2,549         451         3,915         504                                                          Total     $ 3,289        $ 116        $ 3,915        $ 703        $ 7,204        $ 819                                                          (1) Substantially composed of securities guaranteed by the federal government with respect to the payment of principal and interest.   Realized gains and losses related to investment securities were as follows for the years ended December 31:   (In millions)    2010     2009     2008   Gross realized gains from sales of investment securities     $ 1,330       $ 418       $ 100    Gross realized losses from sales of investment securities      (1,385 )      (50 )      (32 )  Gross losses from other-than-temporary impairment      (651 )      (1,155 )      (122 )  Losses not related to credit(1)      420        928        —                             Net impairment losses      (231 )      (227 )      (122 )                           Gains (Losses) related to investment securities, net     $ (286 )     $ 141       $ (54 )                           Impairment associated with expected credit losses     $ (203 )     $ (151 )     $ (122 )  Impairment associated with management's intent to sell the impaired securities prior to their recovery in value      (1 )      (54 )      —    Impairment associated with adverse changes in timing of expected future cash flows      (27 )      (22 )      —                             Net impairment losses     $ (231 )     $ (227 )     $ (122 )                           (1) Pursuant to new GAAP adopted on April 1, 2009, these losses were recorded, net of related taxes, as component of other comprehensive income; see note 13. The following summary presents activity with respect to credit-related losses recognized in our consolidated statement of income associated with securities considered other-than-temporarily impaired:   (In millions)        Balance at December 31, 2009     $ 175    Plus expected credit-related losses for which other-than-temporary impairment was not previously recognized      89    Plus expected credit-related losses for which other-than-temporary impairment was previously recognized      142    Less losses realized for securities sold      (342 )  Less losses realized for securities intended or required to be sold      (1 )           Balance at December 31, 2010     $ 63             The substantial majority of the impairment losses was related to non-agency securities collateralized by mortgages, which management concluded had experienced credit losses based on the present value of the securities' expected future cash flows. These securities are classified as asset-backed securities in the preceding investment securities tables. Gross realized gains from sales of investment securities for 2010 included  $1.11 billion, and gross realized losses included  $27 million, from sales of former conduit securities (see note 12). For 2009, gross realized gains included  $125 million, and gross realized losses included  $21 million, from sales of former conduit securities. Net impairment losses for 2010 included  $35 million, and for 2009 included  $29 million, related to former conduit securities. In December 2010, we undertook a repositioning of our investment securities portfolio by selling approximately  $11 billion of securities, composed of  $4.3 billion of asset-backed securities,  $4.1 billion of non-agency mortgage-backed securities and  $2.5 billion of mortgage-backed securities. The repositioning was undertaken to enhance our regulatory capital ratios under evolving regulatory capital standards, increase our balance sheet flexibility in deploying our capital, and reduce our exposure to certain asset classes. The sale resulted in a pre-tax net loss of approximately  $344 million, which was recorded in our consolidated statement of income and is reflected in the gross realized gains and gross realized losses presented in the preceding table. The sale included approximately  $4.8 billion of securities classified as held to maturity in our consolidated statement of condition. These securities were sold at a net pre-tax loss of  $119 million in response to changes in regulatory capital requirements and previous downgrades of the securities. Conduit Consolidation: The May 2009 consolidation of the asset-backed commercial paper conduits, described in note 12, added debt securities to our investment securities portfolio, which we account for under specialized GAAP based on specific characteristics of the securities. Securities with Evidence of Credit Deterioration In May 2009, in connection with the conduit consolidation, we added  $343 million of securities which had evidence of deterioration in credit quality since their issuance, and management considered it probable, as of the date of consolidation, that we would be unable to collect all contractually required payments from the securities. As a result, these securities are accounted for pursuant to the provisions of ASC Topic 310-30, Loans and Debt Securities Acquired with Deteriorated Credit Quality (formerly AICPA Statement of Position No. 03-3, Accounting for Certain Loans or Debt Securities Acquired in a Transfer). Pursuant to the provisions of ASC Topic 310-30, the excess of management's estimate of undiscounted future principal, interest and other contractual cash flows from these securities over their initial recorded investment is accreted into interest revenue on a level-yield basis over the securities' estimated remaining terms. On a quarterly basis, management updates its expected cash flow assumptions. Subsequent decreases in these securities' expected future cash flows are either evaluated for other-than-temporary impairment or are recognized prospectively through an adjustment of the yields on the securities over their remaining terms. For 2010, no gross losses from other-than-temporary impairment on these securities were recorded. For 2009, we recorded gross losses from other-than-temporary impairment of  $16 million on certain of these securities, with  $8 million related to credit and which was recorded in our consolidated statement of income. Increases in expected future cash flows will be recognized prospectively over the securities' estimated remaining terms through a recalculation of their yields. The excess of the securities' expected future cash flows as of the date of the acquisition over their then-recorded fair value is referred to as the accretable yield, and is recognized in interest revenue over the securities' estimated remaining terms. The difference as of the date of the acquisition between contractually required payments and the cash flows expected to be collected is referred to as the non-accretable difference. Changes in expected future principal cash flows subsequent to the date of acquisition will either affect the accretable yield or will result in a loss from other-than-temporary impairment. Changes in expected future cash flows will result in reclassifications to/from the non-accretable difference. The following summary presents activity for 2010 in the accretable yield related to the acquired debt securities.   (In millions)        Accretable yield, December 31, 2009     $ 279    Accretion      (45 )  Sales(1)      (220 )  Other adjustments      (13 )           Accretable yield, December 31, 2010     $ 1             (1) Associated with the December 2010 repositioning of the investment portfolio.   Beneficial Interests in a Securitization In May 2009, in connection with the conduit consolidation, we added  $4.34 billion of securities which were considered to be beneficial interests in a securitization that were not of high credit quality. As a result, these securities are accounted for pursuant to the provisions of ASC Topic 325-40, Beneficial Interests in Securitized Financial Assets (formerly FASB Emerging Issues Task Force Issue No. 99-20, Recognition of Interest Income and Impairment on Purchased Beneficial Interests and Beneficial Interests That Continue to Be Held by a Transferor in Securitized Financial Assets). Pursuant to the provisions of ASC Topic 325-40, the excess of management's estimate of undiscounted future principal, interest and other contractual cash flows from these securities over their initial recorded investment is accreted into interest revenue on a level-yield basis over the securities' estimated remaining terms. Subsequent decreases in these securities' expected future cash flows are either evaluated for other-than-temporary impairment or are recognized prospectively through an adjustment of the yields on the securities over their remaining terms. For 2010 and 2009, we recorded gross losses from other-than-temporary impairment on these securities of  $76 million and  $50 million, respectively, with  $27 million and  $20 million, respectively, related to credit. Increases in expected future cash flows are recognized prospectively over the securities' estimated remaining terms through a recalculation of their yields.

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Loans and Leases	12 Months Ended
Dec. 31, 2010
Loans and Leases	Note 4.     Loans and Leases The following table presents our recorded investment in loans and leases, by segment and class, as of December 31:   (In millions)    2010     2009   Institutional:      Investment funds:      U.S.      $ 5,316       $ 4,834    Non-U.S.       1,478        547    Commercial and financial:      U.S.       540        599    Non-U.S.       190        120    Purchased receivables:      U.S.       728        796    Non-U.S.       1,471        1,596    Lease financing:      U.S.       417        408    Non-U.S.       1,053        1,308                     Total institutional      11,193        10,208    Commercial real estate:      U.S.       764        600                     Total loans and leases      11,957        10,808    Allowance for loan losses      (100 )      (79 )                   Loans and leases, net of allowance for loan losses     $ 11,857       $ 10,729                       The components of our net investment in leveraged lease financing, included in the institutional segment in the preceding table, were as follows as of December 31:   (In millions)    2010     2009   Net rental income receivable     $ 2,187       $ 2,677    Estimated residual values      118        129    Unearned income      (835 )      (1,090 )                   Investment in leveraged lease financing      1,470        1,716    Less related deferred income tax liabilities      (463 )      (505 )                   Net investment in leveraged lease financing     $ 1,007       $ 1,211                     We segregate our loans and leases into two segments: institutional and commercial real estate, or CRE. Within these two segments, we further segregate the receivables into classes based on their risk characteristics, their initial measurement attributes and the methods we use to monitor and assess credit risk. The institutional segment is composed of the following classes: investment funds, commercial and financial, purchased receivables and lease financing. Investment funds includes lending to mutual and other collective investment funds and short-duration advances to fund clients to provide liquidity in support of their transaction flows associated with securities settlement activities. Aggregate short-duration advances to our clients included in the institutional segment were  $2.63 billion and  $2.07 billion at December 31, 2010 and 2009, respectively. Commercial and financial includes lending to corporate borrowers, including broker/dealers. Purchased receivables represents undivided interests in securitized pools of underlying third-party receivables added in connection with the May 2009 conduit consolidation. Lease financing includes our investment in leveraged leases. The CRE segment represents the commercial real estate loans acquired in 2008 pursuant to indemnified repurchase agreements with an affiliate of Lehman as a result of the Lehman Brothers bankruptcy. These loans, which are primarily collateralized by direct and indirect interests in commercial real estate, were recorded at their then-current fair value, based on management's expectations with respect to future cash flows from the loans using appropriate market discount rates as of the date of acquisition. These cash flow estimates are updated quarterly to reflect changes in management's expectations, which consider market conditions and other factors. The CRE segment is composed of the following classes: property development; property development—acquired credit-impaired; other—acquired credit-impaired; and other. The two "acquired credit-impaired" classes are composed of CRE loans accounted for under ASC Topic 310-30, Loans and Debt Securities Acquired with Deteriorated Credit Quality (formerly AICPA Statement of Position No. 03-3, Accounting for Certain Loans or Debt Securities Acquired in a Transfer), because when we acquired the loans, we considered it probable that all contractual payments would not be collected. The remaining two classes consist of acquired CRE loans that had no evidence of credit deterioration when they were acquired, and acquired CRE loans subsequently modified in troubled debt restructurings. These modified loans were previously accounted for under ASC Topic 310-30, but this method of accounting ceased following the modifications. During 2010, in connection with the modification of one of the CRE loans acquired in 2008, we executed a  $180 million revolver facility with a borrower, under which  $160 million was outstanding as of December 31, 2010, resulting in an aggregate loan to the borrower of approximately  $345 million as of December 31, 2010. The facility has a remaining term of seven years, with two one-year extension options. The original loan is classified as a troubled debt restructuring. In addition, during 2010, as a result of a settlement related to the indemnified repurchase agreements, we acquired an additional CRE loan and recorded it at its then-current fair value of  $16 million. This loan, prior to acquisition, had been performing in accordance with its contractual terms and had no evidence of credit deterioration as of the acquisition date.   The following table presents our recorded investment in each class of total loans and leases by credit quality indicator as of December 31, 2010:       Institutional     Commercial Real Estate         (In millions)   Investment Funds     Commercial and Financial     Purchased Receivables     Lease Financing     Property Development     Property Development Acquired- Credit Impaired     Other Acquired Credit- Impaired     Other     Total Loans and Leases   Investment grade    $ 6,674       $ 579       $ 2,199       $ 1,279       $ 3         $ 3       $ 49       $ 10,786    Speculative     120        101        —          191        362          47        108        929    Substandard     —          50        —          —          —            —          —          50    Doubtful     —          —          —          —          86       $ 42        49        15        192                                                                            Total    $ 6,794       $ 730       $ 2,199       $ 1,470       $ 451       $ 42       $ 99       $ 172       $ 11,957                                                                            Loans and leases are grouped in the table presented above into the rating categories that align with our internal risk-rating framework. Management considers the ratings to be current as of December 31, 2010. We use an internal risk-rating system to assess the risk of credit loss for each loan or lease. This risk-rating process incorporates the use of risk-rating tools in conjunction with management judgment. Qualitative and quantitative inputs are captured in a systematic manner, and following a formal review and approval process, an internal credit rating based on our credit scale is assigned. In assessing the risk rating assigned to each individual loan or lease, among the factors considered are the borrower's debt capacity, collateral coverage, payment history and delinquency experience, financial flexibility and earnings strength, the expected amounts and sources of repayment, the level and nature of contingencies, if any, and the industry and geography in which the borrower operates. These factors are based on an evaluation of historical and current information, and involve subjective assessment and interpretation. Credit counterparties are evaluated and risk-rated on an individual basis at least annually. The following table presents our recorded investment in loans and leases and the related allowance for loan losses, disaggregated based on our impairment methodology, as of December 31, 2010:   (In millions)    Institutional      CRE      Total   Loans and leases:          Individually evaluated for impairment     $ 112        $ 623        $ 735    Collectively evaluated for impairment      11,081         —           11,081    Loans acquired with deteriorated credit quality      —           141         141                               Total loans and leases     $ 11,193        $ 764        $ 11,957                               Allowance for loan losses:          Individually evaluated for impairment        $ 24        $ 24    Collectively evaluated for impairment     $ 31         —           31    Loans acquired with deteriorated credit quality      —           45         45                               Total allowance for loan losses     $ 31        $ 69        $ 100                               The following table presents our recorded investment in impaired loans and leases as of December 31, 2010:   (In millions)   Recorded Investment     Unpaid Principal Balance     Related Allowance(1)   With no related allowance recorded:       CRE - property development    $ 209       $ 240      CRE - property development – acquired credit-impaired       34      CRE - other - acquired credit-impaired     16        47      CRE - other     27        29      With an allowance recorded:       CRE - property development     79        113       $ 24    CRE - property development – acquired credit-impaired     42        47        19    CRE - other - acquired credit-impaired     83        100        26    CRE - other     7        9        —                              Total CRE    $ 463       $ 619       $ 69                                    (1) As of December 31, 2010, there was an additional allowance for loan losses of  $31 million associated with loans and leases that were not impaired. As of December 31, 2010, we held an aggregate of approximately  $307 million of CRE loans which were modified in troubled debt restructurings. No impairment loss was recognized upon restructuring of the loans, as the discounted cash flows of the modified loans exceeded the carrying amount of the original loans as of the modification date. There were no institutional loans or leases 90 days or more contractually past-due as of December 31, 2010 or 2009. Although a portion of the CRE loans was 90 days or more contractually past-due as of December 31, 2010 and 2009, we do not report them as past-due loans, because under the previously referenced specialized GAAP, the interest earned on these loans is based on an accretable yield resulting from management's expectations with respect to the future cash flows for each loan relative to both the timing and collection of principal and interest as of the reporting date, not the loans' contractual payment terms. These cash flow estimates are updated quarterly to reflect changes in management expectations, which consider market conditions. We generally place loans on non-accrual status once principal or interest payments are 60 days past due, or earlier if management determines that full collection is not probable. Loans 60 days past due, but considered both well-secured and in the process of collection, may be excluded from non-accrual status. For loans placed on non-accrual status, revenue recognition is suspended. The following table presents the components of our recorded investment in loans and leases on non-accrual status as of December 31, 2010:   Commercial Real Estate:    Property development     $ 79    Property development – acquired credit-impaired      42    Other – acquired credit-impaired      22    Other      15             Total     $ 158             The CRE loans presented in the table above were placed on non-accrual status by management because the yield associated with those loans was deemed to be non-accretable, based on management's expectation of the expected future collection of principal and interest from the loans. As of December 31, 2009, approximately  $2 million of the aforementioned CRE loans had been placed by management on non-accrual status, as the yield associated with these loans, determined when the loans were acquired, was deemed to be non-accretable, based on management's expectations of the future collection of principal and interest from the loans.   The following summary presents activity in the allowance for loan losses for the years ended December 31:   (In millions)    2010     2009     2008   Beginning balance     $ 79       $ 18       $ 18    Provision for loan losses:        Institutional      3        25        —    Commercial real estate      22        124        —    Charge-offs:        Institutional      —        (19 )      —    Commercial real estate      (4 )      (72 )      —    Recoveries:        Commercial real estate loans      —        3        —                             Total     $ 100       $ 79       $ 18                             The substantial majority of the provision for loan losses recorded in 2010 was related to the CRE loans, primarily the result of changes in expectations with respect to future cash flows from certain of the loans. The charge-offs recorded in 2010 related to certain of the loans that management considered no longer collectible. The CRE loans are reviewed on a quarterly basis, and any provisions for loan losses that are recorded reflect management's current expectations with respect to future cash flows from these loans, based on an assessment of economic conditions in the commercial real estate market and other factors.

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Goodwill and Other Intangible Assets	12 Months Ended
Dec. 31, 2010
Goodwill and Other Intangible Assets	Note 5.     Goodwill and Other Intangible Assets Changes in the carrying amount of goodwill were as follows for the years ended December 31:   (In millions)    Investment Servicing     Investment Management      Total   Balance at December 31, 2008     $ 4,521       $ 6        $ 4,527    Reduction of goodwill previously recorded      (16 )      —         (16 )  Foreign currency translation, net      39        —         39                              Balance at December 31, 2009     $ 4,544       $ 6        $ 4,550                              Acquisitions of Intesa and MIFA      1,005        —         1,005    Foreign currency translation, net      42        —         42                              Balance at December 31, 2010     $ 5,591       $ 6        $ 5,597                              The reduction in 2009 of goodwill previously recorded was associated with a refund of foreign income taxes during that year that was originally paid in connection with a previous acquisition. The gross carrying amount and accumulated amortization of other intangible assets were as follows as of December 31:        2010      2009   (In millions)    Gross Carrying Amount      Accumulated Amortization     Net Carrying Amount      Gross Carrying Amount      Accumulated Amortization     Net Carrying Amount   Customer relationships     $ 2,341        $ (520 )     $ 1,821        $ 1,628        $ (409 )     $ 1,219    Core deposits      710         (83 )      627         500         (57 )      443    Other      220         (75 )      145         243         (95 )      148                                                        Total     $ 3,271        $ (678 )     $ 2,593        $ 2,371        $ (561 )     $ 1,810                                                          Amortization expense related to other intangible assets was  $179 million,  $136 million and  $144 million for the years ended December 31, 2010, 2009 and 2008, respectively. Expected amortization expense for other intangible assets held at December 31, 2010 is  $210 million for 2011,  $205 million for 2012,  $194 million for 2013,  $193 million for 2014 and  $188 million for 2015.

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Other Assets	12 Months Ended
Dec. 31, 2010
Other Assets	Note 6.     Other Assets Other assets consisted of the following as of December 31:   (In millions)    2010      2009   Unrealized gains on derivative financial instruments     $ 5,423        $ 4,511    Collateral deposits      3,251         1,351    Deferred tax assets, net of valuation allowance      1,786         3,973    Investments in joint ventures and other unconsolidated entities      927         886    Income taxes receivable      530         —    Accounts receivable      403         68    Prepaid expenses      382         449    Other      1,098         785                      Total     $ 13,800        $ 12,023

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Deposits	12 Months Ended
Dec. 31, 2010
Deposits	Note 7.     Deposits At December 31, 2010 and 2009, we had  $9.03 billion and  $8.17 billion, respectively, of time deposits outstanding. Non-U.S. time deposits were  $2.21 billion and  $2.39 billion at December 31, 2010 and 2009, respectively. Substantially all U.S. and non-U.S. time deposits were in amounts of  $100,000 or more, and the entirety of the  $9.03 billion of time deposits matures in 2011. At December 31, 2010, the scheduled maturities of U.S. time deposits were as follows:   (In millions)        3 months or less     $ 6,778    4 months to a year      45             Total     $ 6,823

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Short-Term Borrowings	12 Months Ended
Dec. 31, 2010
Short-Term Borrowings	Note 8.     Short-Term Borrowings Our short-term borrowings include securities sold under repurchase agreements, federal funds purchased and other short-term borrowings, including borrowings associated with our tax-exempt investment program, more fully discussed in note 12, commercial paper issued under our corporate program and commercial paper issued by the conduits, which were consolidated into our financial statements in May 2009. Collectively, these short-term borrowings had weighted-average interest rates of 1.10% and .73% for the years ended December 31, 2010 and 2009, respectively.   The following tables present the amounts outstanding and weighted-average interest rates of the primary components of short-term borrowings as of and for the years ended December 31:        Securities Sold Under Repurchase Agreements     Federal Funds Purchased   (Dollars in millions)    2010     2009     2008     2010     2009     2008   Balance at December 31     $ 7,599       $ 10,542       $ 11,154       $ 7,748       $ 4,532       $ 1,082    Maximum outstanding at any month end      9,058        12,993        17,274        7,748        7,166        4,853    Average outstanding during the year      8,108        11,065        14,261        1,759        956        1,026    Weighted-average interest rate at year end      .04 %      .03 %      .01 %      .01 %      .01 %      .01 %  Weighted-average interest rate during the year      .05        .03        1.24        .05        .04        1.77         Tax-Exempt Investment Program     Corporate Commercial Paper Program   (Dollars in millions)    2010     2009     2008     2010     2009     2008   Balance at December 31     $ 2,501       $ 2,736       $ 2,858       $ 2,799       $ 2,777       $ 2,588    Maximum outstanding at any month end      2,690        2,838        3,068        2,831        2,851        2,588    Average outstanding during the year      2,594        2,774        2,946        2,791        1,993        1,784    Weighted-average interest rate at year end      .37 %      .33 %      2.80 %      .31 %      .21 %      .82 %  Weighted-average interest rate during the year      .33        .47        3.73        .31        .30        2.78           Conduit Commercial Paper Program   (Dollars in millions)    2010     2009 (1)   Balance at December 31     $  1,919       $ 12,071    Maximum outstanding at any month end      7,275        15,645    Average outstanding during the year      6,339        10,691    Weighted-average interest rate at year end      .57 %      1.31 %  Weighted-average interest rate during the year      .32        1.26    (1) Amounts other than balance and weighted-average interest rate at year end relate to the period subsequent to the May 2009 consolidation of the conduits. Securities sold under repurchase agreements included the following at December 31, 2010:   (In millions)        Collateralized by securities purchased under resale agreements     $ 955    Collateralized by investment securities      6,644             Total     $ 7,599             The obligations to repurchase securities sold are recorded as a liability in our consolidated statement of condition. U.S. government securities with a fair value of  $6.79 billion underlying the repurchase agreements remained in investment securities at December 31, 2010. Information about these U.S. government securities and the related repurchase agreements, including accrued interest, as of December 31, 2010, is presented in the following table. The table excludes repurchase agreements collateralized by securities purchased under resale agreements.        U.S. Government Securities Sold      Repurchase Agreements   (Dollars in millions)    Amortized Cost      Fair Value      Amortized Cost      Rate   Overnight maturity     $ 6,700        $ 6,789        $ 6,644         .02 %    We have entered into an agreement with a clearing organization that enables us to net all securities purchased under resale agreements and sold under repurchase agreements with counterparties that are also members of this organization. As a result of this netting, the average balances of securities purchased under resale agreements and securities sold under repurchase agreements were each reduced by  $16.27 billion for 2010 and by  $14.82 billion for 2009. We maintain a corporate commercial paper program, unrelated to the conduit asset-backed commercial paper program, under which we can issue up to  $3 billion of commercial paper with original maturities of up to 270 days from the date of issue. At December 31, 2010 and 2009,  $2.80 billion and  $2.78 billion, respectively, of commercial paper was outstanding under our corporate program. State Street Bank currently has Board authority to issue bank notes up to an aggregate of  $5 billion, and up to  $1 billion of subordinated bank notes. At both December 31, 2010 and 2009,  $2.45 billion of senior notes was outstanding (see note 10). State Street Bank currently maintains a line of credit of CAD  $800 million, or approximately  $802 million as of December 31, 2010, to support its Canadian securities processing operations. The line of credit has no stated termination date and is cancelable by either party with prior notice. At December 31, 2010, no balance was outstanding on this line of credit.

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Restructuring Charges	12 Months Ended
Dec. 31, 2010
Restructuring Charges	Note 9.    Restructuring Charges In November 2010, we announced a global multi-year program designed to enhance service excellence and innovation, deliver increased efficiencies in our operating model and position us for accelerated growth. The program includes operational and information technology enhancements and targeted cost initiatives, including planned reductions in force and a plan to reduce our occupancy costs. We initiated the first reduction in force in December 2010, and we expect the reduction in staff to be substantially completed by the end of 2011. In connection with this and other actions taken to consolidate real estate, we recorded aggregate restructuring charges of  $156 million in our 2010 consolidated statement of income. Of the aggregate restructuring charges,  $105 million consisted of employee-related costs, including severance, a portion of which will be paid in a lump sum or over a defined period, and a portion of which will provide related benefits and outplacement services for approximately 1,400 employees identified for involuntary termination in connection with the plan. The severance-related costs included  $12 million related to acceleration of equity-based compensation expense. The remaining  $51 million related to actions taken in 2010 to reduce our occupancy costs through consolidation of real estate. In December 2010, approximately 550 employees were involuntarily terminated and left State Street. The following table presents the activity in the related balance sheet reserve for 2010.   (In millions)    Employee-Related Costs     Real Estate Consolidation     Total   Initial accrual     $ 105       $ 51       $ 156    Payments      (15 )      (4 )      (19 )                           Balance at December 31, 2010     $ 90       $ 47       $ 137                             In December 2008, in connection with a plan to reduce our expenses from operations and support our long-term growth, we recorded aggregate restructuring charges of  $306 million in our consolidated statement of income. The primary component of the plan was an involuntary reduction of approximately 7% of our global workforce, which we completed in 2009. Other components of the plan included lease and software license terminations, restructuring of agreements with technology providers and other actions. Of the aggregate restructuring charges of  $306 million,  $243 million related to severance, paid in a lump sum or over a defined period, and related benefits and outplacement services for approximately 2,100 employees identified for involuntary termination in connection with the plan. In addition,  $63 million related to future lease obligations and write-offs of capitalized assets, including  $23 million for impairment of other intangible assets, and other costs primarily associated with information technology. The severance component included  $47 million related to acceleration of equity-based compensation expense. All employees involuntarily terminated left State Street by the end of 2009.

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Long-Term Debt	12 Months Ended
Dec. 31, 2010
Long-Term Debt	Note 10.    Long-Term Debt   (Dollars in millions)    2010      2009   Statutory business trusts:       Floating-rate subordinated notes due to State Street Capital Trust IV in 2037     $ 800        $ 800    Subordinated notes due to State Street Capital Trust III in 2042      500         500    Floating-rate subordinated notes due to State Street Capital Trust I in 2028      155         155    Parent company and non-banking subsidiary issuances:       2.15% notes due 2012(1)      1,499         1,498    Long-term capital leases      716         751    4.30% notes due 2014      500         500    5.375% notes due 2017      450         450    7.65% subordinated notes due 2010(2)      —         305    Floating-rate notes due 2012      268         250    7.35% notes due 2026      150         150    State Street Bank issuances:       Floating-rate notes due 2011(1)      1,450         1,450    1.85% notes due 2011(1)      1,000         1,000    5.25% subordinated notes due 2018(2)      439         430    5.30% subordinated notes due 2016      423         399    Floating-rate subordinated notes due 2015      200         200                      Total long-term debt     $ 8,550        $ 8,838                      (1) Notes are guaranteed by the FDIC under its Temporary Liquidity Guarantee Program, or TLGP.   (2) We have entered into interest-rate swap agreements to modify our interest expense on these subordinated notes from a fixed rate to a floating rate. These swaps are recorded as fair value hedges, and at December 31, 2010 and 2009, we recorded an increase of  $81 million and  $31 million, respectively, in the carrying value of long-term debt. See note 17 for additional information about derivatives. We maintain an effective universal shelf registration that allows for the offering and sale of debt securities, capital securities, common stock, depositary shares and preferred stock, and warrants to purchase such securities, including any shares into which the preferred stock and depositary shares may be convertible, or any combination thereof. Statutory Business Trusts: As of December 31, 2010, we had three statutory business trusts, State Street Capital Trusts I, III and IV, which as of December 31, 2010, collectively had issued  $1.45 billion of trust preferred capital securities (see additional discussion of Capital Trust III below). Proceeds received by each of the trusts from their capitalization and from their capital securities issuances are invested in junior subordinated debentures issued by the parent company. The junior subordinated debentures are the sole assets of Capital Trusts I and IV. Each of the trusts is wholly-owned by us; however, we do not record the trusts in our consolidated financial statements in accordance with GAAP. Payments made by the trusts to holders of the capital securities are dependent on our payments made to the trusts on the junior subordinated debentures. Our fulfillment of these commitments has the effect of providing a full, irrevocable and unconditional guarantee of the trusts' obligations under the capital securities. While the capital securities issued by the trusts are not recorded in our consolidated statement of condition, the junior subordinated debentures qualify for inclusion in tier 1 regulatory capital under federal regulatory capital guidelines. Information about restrictions on our ability to obtain funds from our subsidiary banks is provided in note 16. Interest paid on the debentures by the parent company is recorded in interest expense. Distributions to holders of the capital securities by the trusts are payable from interest payments received on the debentures and are due quarterly by State Street Capital Trusts I and IV, subject to deferral for up to five years under certain conditions. The capital securities are subject to mandatory redemption in whole at the stated maturity upon repayment of the debentures, with an option by us to redeem the debentures at any time upon the occurrence of certain tax events or changes to tax treatment, investment company regulation or capital treatment; or at any time after May 15, 2008 for the Capital Trust I securities and any time after June 15, 2012 for the Capital Trust IV securities. Redemptions are subject to federal regulatory approval. In 2008, State Street Capital Trust III issued 8.25% fixed-to-floating-rate normal automatic preferred enhanced capital securities, referred to as normal APEX, and used the proceeds to invest in a like amount of remarketable 6.001% junior subordinated debentures due 2042 from the parent company. In addition, the trust entered into stock purchase contracts with the parent company under which the trust agreed to purchase, and the parent company agreed to sell, on the stock purchase date, a like amount in aggregate liquidation amount of the parent company's non-cumulative perpetual preferred stock, series A,  $100,000 liquidation preference per share, and to make contract payments to the trust at an annual rate of 2.249% of the stated amount of  $100,000 per stock purchase contract. In February 2011, we issued an aggregate of approximately  $500 million of 4.956% junior subordinated debentures due March 15, 2018, in a remarketing of the 6.001% junior subordinated debentures due 2042 originally issued to State Street Capital Trust III in 2008. The original debentures were issued to Capital Trust III in connection with our offering of the trust's 8.25% fixed-to-floating rate normal APEX. The net proceeds from the sale of the remarketed 4.956% junior subordinated debentures were used to purchase U.S. Treasury securities maturing in March 2011, and the proceeds from the maturity of these securities will be used in March 2011 by Capital Trust III to make a final distribution to the holders of the normal APEX with respect to the original 6.001% junior subordinated debentures and to satisfy the obligation of Capital Trust III to purchase shares of our non-cumulative perpetual preferred stock, series A,  $100,000 liquidation preference per share, whereby the principal asset of Capital Trust III will be the shares of our preferred stock. As a result of the above-described transactions, we will have outstanding the above-referenced  $500 million of 4.956% junior subordinated debentures due March 15, 2018 and  $500 million of non-cumulative perpetual preferred stock. The perpetual preferred stock will qualify as tier 1 regulatory capital, and the junior subordinated debentures will qualify as tier 2 regulatory capital, under federal regulatory capital guidelines. Interest on the remarketed junior subordinated debentures will be payable semi-annually in arrears on March 15 and September 15 of each year, commencing on March 15, 2011. The debentures will mature on March 15, 2018, and we will not have the right to redeem the debentures prior to maturity other than upon the occurrence of specified events. Redemption of the debentures will be subject to federal regulatory approval. Parent Company and Non-Banking Subsidiary Issuances: The  $500 million of 4.30% notes mature on May 30, 2014, with interest payable semi-annually in arrears on May 30 and November 30 of each year. We cannot redeem the notes prior to maturity. We completed the issuance primarily in connection with our intention to redeem the U.S. Treasury's preferred equity investment received in October 2008 under the TARP Capital Purchase Program. The  $1.5 billion of 2.15% notes mature on April 30, 2012, with interest payable semi-annually in arrears on April 30 and October 30 of each year. We have the option to redeem the notes prior to their maturity if we become obligated to pay certain additional amounts because of changes in the laws or regulations of any U.S. taxing authority. These senior notes are guaranteed by the FDIC under its TLGP. If we fail to make a timely payment of any principal or interest, the FDIC is obligated to make such payment following required notification. The FDIC's guarantee of the notes will expire upon their redemption or on April 30, 2012. At December 31, 2010 and 2009,  $431 million and  $452 million, respectively, were included in long-term debt related to the capital leases for One Lincoln Street and the One Lincoln Street parking garage. In addition, at December 31, 2010 and 2009, long-term debt included  $279 million and  $290 million related to an office facility in the U.K. See note 20 for additional information.   The  $450 million of 5.375% notes mature on April 30, 2017, with interest payable semi-annually in arrears on April 30 and October 30 of each year. The  $268 million of floating-rate notes mature on April 30, 2012, with interest payable quarterly in arrears at the three-month LIBOR rate plus 10 basis points on January 30, April 30, July 30, and October 30 of each year. We may not redeem the notes prior to their maturity. The  $150 million of 7.35% notes mature on June 15, 2026, with interest payable semi-annually on June 15 and December 15 of each year. The notes are not redeemable at our option prior to their maturity. State Street Bank Issuances: The  $1 billion of 1.85% notes matures on March 15, 2011, and interest is payable semi-annually in arrears on March 15 and September 15 of each year. In addition, the  $1.45 billion of floating-rate notes matures on September 15, 2011, and interest is payable quarterly at the three-month LIBOR rate plus 20 basis points on March 15, June 15, September 15 and December 15 of each year. The interest on the floating-rate senior notes will reset quarterly on each interest payment date each year. State Street Bank has the option to redeem the notes before their maturity if it becomes obligated to pay additional interest because of changes in the laws or regulations of any U.S. taxing authority. The aggregate senior notes are guaranteed by the FDIC under its TLGP. If State Street Bank fails to make a timely payment of any principal or interest, the FDIC is obligated to make such payment following required notification. The FDIC's guarantee of the notes will expire upon redemption of the notes or on each of the notes' respective maturities. With respect to the 5.25% subordinated bank notes due 2018, State Street Bank is required to make semi-annual interest payments on the outstanding principal balance of the notes on April 15 and October 15 of each year, and the notes qualify for inclusion in tier 2 regulatory capital under federal regulatory capital guidelines. With respect to the 5.30% subordinated notes due 2016 and the floating-rate subordinated notes due 2015, State Street Bank is required to make semi-annual interest payments on the outstanding principal balance of the 5.30% notes on January 15 and July 15 of each year, and quarterly interest payments on the outstanding principal balance of the floating-rate notes on March 8, June 8, September 8 and December 8 of each year. Each of the subordinated notes qualifies for inclusion in tier 2 regulatory capital under federal regulatory capital guidelines.

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Commitments and Contingencies	12 Months Ended
Dec. 31, 2010
Commitments and Contingencies	Note 11.    Commitments and Contingencies Credit-Related Commitments and Contingencies: Credit-related financial instruments, which are off-balance sheet, include indemnified securities financing, unfunded commitments to extend credit or purchase assets, and standby letters of credit. The potential loss associated with indemnified securities financing, unfunded commitments and standby letters of credit is equal to the total gross contractual amount, which does not consider the value of any collateral. The following table summarizes the total gross contractual amounts of credit-related off-balance sheet financial instruments at December 31. Amounts reported do not reflect participations to independent third parties.                     (In millions)    2010      2009   Indemnified securities financing(1)     $ 334,235        $ 365,251    Unfunded commitments to extend credit      14,772         18,014    Asset purchase agreements      4,866         8,211    Standby letters of credit      4,174         4,783      (1) Related collateral and other information is provided in the following "Securities Finance" section. Approximately 75% of the unfunded commitments to extend credit expire within one year from the date of issue. Since many of these commitments are expected to expire or renew without being drawn upon, the total commitment amount does not necessarily represent future cash requirements.   Securities Finance: On behalf of our clients, we lend their securities to brokers and other institutions. In most circumstances, we indemnify our clients for the fair market value of those securities against a failure of the borrower to return such securities. We require the borrowers to maintain collateral in an amount equal to or in excess of 100% of the fair market value of the securities borrowed. Securities on loan are revalued daily to determine if additional collateral is necessary. Collateral received in connection with our securities lending services is held by us as agent and is not recorded in our consolidated statement of condition. The collateral held by us as agent is invested on behalf of our clients. In certain cases, the collateral is invested in third-party repurchase agreements, for which we indemnify the client against loss of the principal invested. We require the counterparty to the repurchase agreement to provide collateral in an amount equal to or in excess of 100% of the amount of the repurchase obligation. In our role as agent, the indemnified repurchase agreements and the related collateral are not recorded in our consolidated statement of condition. The following table summarizes the fair values of indemnified securities financing and related collateral, as well as collateral invested in indemnified repurchase agreements, at December 31:                     (In millions)    2010      2009   Aggregate fair value of indemnified securities financing     $ 334,235        $ 365,251    Aggregate fair value of cash and securities held as collateral for indemnified securities financing      343,410         375,916    Collateral for indemnified securities financing invested in indemnified repurchase agreements      89,069         77,726    Aggregate fair value of cash and securities held as collateral for indemnified repurchase agreements      93,294         82,622    Legal Proceedings: In the ordinary course of business, we and our subsidiaries are involved in disputes, litigation and regulatory inquiries and investigations, both pending and threatened. These matters, if resolved adversely against us, may result in monetary damages, fines and penalties or require changes in our business practices. The resolution of these proceedings is inherently difficult to predict. However, we do not believe that the amount of any judgment, settlement or other action arising from any pending proceeding will have a material adverse effect on our consolidated financial condition, although the outcome of certain of the matters described below may have a material adverse effect on our consolidated results of operations for the period in which such matter is resolved or a reserve is determined to be required. We may be subject to proceedings in the future that, if adversely resolved, would have a material adverse effect on our businesses or on our future consolidated results of operations or financial condition. Except where otherwise noted below, we have not recorded a reserve with respect to the claims discussed, and do not believe that potential exposure, if any, as to any matter discussed can be reasonably estimated. As previously reported, the SEC has requested information regarding registered mutual funds managed by State Street Global Advisors, or SSgA, that invested in sub-prime securities. As of June 30, 2007, these funds had net assets of less than  $300 million, and the net asset value per share of the funds experienced an average decline of approximately 7.23% during the third quarter of 2007. Average returns for industry peer funds were positive during the same period. During the course of our responding to such inquiry, certain potential compliance issues have been identified and are in the process of being resolved with the SEC staff. These funds were not covered by our regulatory settlement with the SEC, the Massachusetts Attorney General and the Massachusetts Securities Division of the Office of the Secretary of State announced in February 2010, which concerned certain unregistered SSgA-managed funds that pursued active fixed-income strategies. Four lawsuits by individual investors in those active fixed-income strategies remain pending. The U.S. Attorney's office in Boston has also requested information in connection with our active fixed-income strategies.   We are currently defending a putative ERISA class action by investors in unregistered SSgA-managed funds which challenges the division of our securities lending-related revenue between the SSgA lending funds and State Street in its role as lending agent. Another putative ERISA class action related to such unregistered funds was voluntarily dismissed in February 2011. As previously reported, two related participants in our agency securities lending program have brought suit against us challenging actions taken by us in response to their withdrawal from the program. We believe that certain withdrawals by these participants were inconsistent with the redemption policy applicable to the agency lending collateral pools and, consequently, redeemed their remaining interests through an in-kind distribution that reflected the assets these participants would have received had they acted in accordance with the collateral pools' redemption policy. The participants have asserted damages of  $120 million, an amount that plaintiffs have stated was the difference between the amortized cost and market value of the assets that State Street proposed to distribute to the plans in-kind in or about August 2009. While management does not believe that such difference is an appropriate measure of damages, as of September 30, 2010, the last date on which State Street acted as custodian for the participants, the difference between the amortized cost and market value of the in-kind distribution was approximately  $49 million. In taking these actions, we believe that we acted in the best interests of all participants in the collateral pools. We have not established a reserve with respect to this litigation. We instituted redemption restrictions with respect to our agency lending collateral pools in the fall of 2008 during the disruption in the financial markets. As previously reported, we established a  $75 million reserve on June 30, 2010 to address potential inconsistencies in connection with our implementation of those redemption restrictions. The reserve, which still existed as of December 31, 2010, reflects our assessment, as of the same date, of the amount required to compensate clients for the dilutive effect of redemptions which may not have been consistent with the intent of the policy. For a discussion of the aggregate net assets and net asset values per unit at December 31, 2010 of the agency lending collateral pools and our division of such collateral pools into liquidity and duration pools, see the "Consolidated Results of Operations—Fee Revenue—Securities Finance" section of Management's Discussion and Analysis included under Item 7. We continue to cooperate with the SEC in its investigation with respect to the SSgA lending funds and the agency lending program. Neither the civil proceedings described above nor the SEC investigation have been terminated as a result of our one-time  $330 million cash contribution to the cash collateral pools and liquidity trusts underlying the SSgA lending funds or the above-described establishment of the  $75 million reserve, and the outcome of those matters cannot be assured. As previously reported, the Attorney General of the State of California has commenced an action under the California False Claims Act and California Business and Professional Code related to services State Street provides to California state pension plans. The California Attorney General asserts that the pricing of certain foreign exchange transactions for these pension plans was governed by the custody contracts for these plans and that our pricing was not consistent with the terms of those contracts and related disclosures to the plans, and that, as a result, State Street made false claims and engaged in unfair competition. The Attorney General asserts actual damages of  $56 million for periods from 2001 to 2007 and seeks additional penalties. We provide custody and principal foreign exchange services to government pension plans in other jurisdictions, and attorneys general from a number of these other jurisdictions, as well as U.S. Attorneys, have requested information in connection with inquiries into our foreign exchange pricing. In October 2010, we entered into a  $12 million settlement with the State of Washington. This settlement resolves a contract dispute related to the manner in which we priced some foreign exchange transactions during our ten-year relationship with the State of Washington that ended in 2007. Our contractual obligations to the State of Washington were significantly different from those presented in our ongoing litigation in California. In addition, we are responding to information requests from other clients with respect to our foreign exchange services. Two clients have commenced litigation against us, including a putative class action filed in February 2011 in federal court in Boston that seeks unspecified damages, including treble damages, on behalf of all custodial clients that executed foreign exchange transactions through State Street. The putative class action alleges, among other things, that the rates at which State Street executed foreign currency trades constituted an unfair and deceptive practice and a breach of the duty of loyalty.   Three shareholder-related class action complaints are currently pending in federal court in Boston. One complaint purports to be brought on behalf of State Street shareholders. The two other complaints purport to be brought on behalf of participants and beneficiaries in the State Street Salary Savings Program who invested in the program's State Street common stock investment option. The complaints variously allege violations of the federal securities laws and ERISA in connection with our foreign exchange trading business, our investment securities portfolio and our asset-backed commercial paper conduit program. In addition, two State Street shareholders have filed a shareholder derivative complaint in Massachusetts state court alleging fiduciary breaches by present and former directors and officers of State Street in connection with the SSgA active fixed-income funds that were the subject of the February 2010 settlement with the SEC referred to above. In January 2011, the trial court granted State Street's motion to dismiss the complaint based on the Board of Directors' consideration and rejection of the shareholders' original demand letter. As previously reported, we managed, through SSgA, four common trust funds for which, in our capacity as manager and trustee, we appointed various Lehman entities as prime broker. As of September 15, 2008 (the date two of the Lehman entities involved entered insolvency proceedings), these funds had cash and securities held by Lehman with net asset values of approximately  $312 million. Some customers who invested in the funds managed by us brought litigation against us seeking compensation and additional damages, including double or treble damages, for their alleged losses in connection with our prime brokerage arrangements with Lehman's entities. A total of seven customers were invested in such funds, of which four currently have suits pending against us. Three cases are pending in federal court in Boston and the fourth is pending in Nova Scotia. We have entered into settlements with two customers, one of which was entered into after the customer obtained a €42 million judgment from a Dutch court. As of September 15, 2008, the five customers with whom we have not entered into settlement agreements had approximately  $170 million invested in the funds at issue. Tax Contingencies: In the normal course of our business, we are subject to challenges from U.S. and non-U.S. income tax authorities regarding the amount of taxes due. These challenges may result in adjustments to the timing or amount of taxable income or deductions or the allocation of taxable income among tax jurisdictions. The IRS has completed its review of our U.S. income tax returns for the tax years 2000 - 2006. In the course of this audit, we engaged in negotiations with the IRS with respect to our treatment of leveraged leases known as sale-in, lease-out, or SILO, transactions. We recently reached an agreement with the IRS concerning SILO transactions for all tax years, which agreement will close the entire IRS audit for the tax years 2000 - 2003. We expect to reach an agreement to close the IRS audit for the tax years 2004 - 2006 within the next 12 months. Management believes that we have sufficiently accrued liabilities as of December 31, 2010 for tax exposures, including, but not limited to, exposures related to the IRS audit of the tax years 2000 - 2006, and related interest expense. Refer to note 2 for information with respect to tax assessments issued in 2010 associated with our acquisition of Intesa. Other Contingencies: In the normal course of our business, we offer products that provide book-value protection primarily to plan participants in stable value funds managed by non-affiliated investment managers of postretirement defined contribution benefit plans, particularly 401(k) plans. The book-value protection is provided on portfolios of intermediate, investment grade fixed-income securities, and is intended to provide safety and stable growth of principal invested. The protection is intended to cover any shortfall in the event that a significant number of plan participants withdraw funds when book value exceeds market value and the liquidation of the assets is not sufficient to redeem the participants. To manage our exposure associated with this contingency, we impose stipulations on the types of withdrawals, the timing of certain withdrawals, the manner in which the portfolio is liquidated and the investment parameters of the underlying portfolio. These constraints, combined with structural protections, are designed to provide adequate cushion and guard against payments even under extreme stress scenarios.   As of December 31, 2010 and 2009, the aggregate notional amount of these contingencies, which are individually accounted for as derivative financial instruments, totaled  $46.76 billion and  $52.95 billion, respectively. The notional amounts of these contingencies are presented as trading derivatives, specifically written options, in the table of aggregate notional amounts of derivative financial instruments provided in note 17. As of December 31, 2010, we have not made a payment under these contingencies that we consider material to our consolidated financial condition, and management believes that the probability of payment under these contingencies in the future that we would consider material to our consolidated financial condition is remote.

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Variable Interest Entities	12 Months Ended
Dec. 31, 2010
Variable Interest Entities	Note 12.    Variable Interest Entities We are involved with various types of special purpose entities, some of which are variable interest entities, or VIEs, as defined by GAAP. Some of these special purpose entities are recorded in our consolidated financial statements. We also invest in various forms of asset-backed securities, which we carry in our investment securities portfolio. These asset-backed securities meet the GAAP definition of asset securitization entities, which entities are considered to be VIEs. We are not considered to be the primary beneficiary of these VIEs, as defined by GAAP, since we do not have control over their activities. Additional information about asset-backed securities is provided in note 3. Tax-Exempt Investment Program: In the normal course of our business, we structure and sell certificated interests in pools of tax-exempt investment-grade assets, principally to our mutual fund customers. We structure these pools as partnership trusts, and the trusts are recorded in our consolidated statement of condition as investment securities available for sale and other short-term borrowings. We may also provide liquidity and re-marketing services to the trusts. As of December 31, 2010 and 2009, we carried investment securities available for sale, composed of securities related to state and political subdivisions, with a fair value of  $2.85 billion and  $3.13 billion, respectively, and other short-term borrowings (see note 8) of  $2.50 billion and  $2.74 billion, respectively, in our consolidated statement of condition in connection with these trusts. We transfer assets to the trusts from our investment securities portfolio at adjusted book value, and the trusts finance the acquisition of these assets by selling certificated interests issued by the trusts to third-party investors and to State Street as residual holder. These transfers do not meet the de-recognition criteria defined by GAAP, and therefore are recorded in our consolidated financial statements. The trusts had a weighted-average life of approximately 7.7 years at December 31, 2010, compared to approximately 8.1 years at December 31, 2009. Under separate legal agreements, we provide standby bond purchase agreements to these trusts, which obligate State Street to acquire the certificated interests at par value in the event that the re-marketing agent is unable to place the certificated interests with investors. Our obligations as standby bond purchase agreement provider terminate in the event of the following credit events: payment default, bankruptcy of the issuer and the credit enhancer, if any, the imposition of taxability, or the downgrade of an asset held by the trust below investment grade. Our commitments to the trusts under these standby bond purchase agreements totaled  $2.80 billion at December 31, 2010, none of which was utilized at period-end. In the event that our obligations under these agreements are triggered, no material impact to our consolidated results of operations or financial condition is expected to occur, because the securities are already recorded at fair value in our consolidated statement of condition. Asset-Backed Commercial Paper Program: We sponsor and administer multi-seller asset-backed commercial paper programs, or conduits, which are recorded in our consolidated financial statements. These conduits, the first of which was established in 1992, were originally designed to satisfy the demand of our institutional clients, particularly mutual fund customers, for commercial paper. The conduits purchase financial assets with various asset classification from a variety of independent third parties and obtain funding through the issuance of the above-described commercial paper. We consider the activities of the conduits in our liquidity management process, and offer the program to our clients to fund the conduits' assets. The conduits hold diversified investments, which are primarily asset-backed securities purchased from independent third parties, collateralized by student loans, automobile and equipment loans and credit card receivables, among other asset types.   In May 2009, we elected to take action that resulted in the consolidation, for financial reporting purposes, of all of the assets and liabilities of the conduits into our consolidated balance sheet. This consolidation was required by GAAP following the voluntary redemption by us, as administrator of the conduits, of the conduits' aggregate outstanding subordinated debt, or first-loss notes, of approximately  $67 million. We consolidated the conduits only for accounting purposes and did not legally acquire all of their assets and liabilities. In accordance with GAAP, our redemption of the first-loss notes resulted in our determination that we were the primary beneficiary of the conduits, which meet the GAAP definition of a VIE, and as a result we were required to consolidate them. Accordingly, we recorded the conduits' aggregate assets and liabilities in our consolidated balance sheet at their estimated fair values on the date of consolidation, and recorded a pre-tax extraordinary loss of approximately  $6.10 billion, or approximately  $3.68 billion after-tax, in our consolidated statement of income. This loss was primarily related to the difference between the fair value of the conduits' aggregate assets, primarily mortgage- and asset-backed securities, and the conduits' aggregate liabilities, primarily short-term borrowings composed of commercial paper issued by the conduits. The difference between the aggregate fair value of the conduits' investment securities and their par value on the date of consolidation created a discount. Based on a detailed security-by-security analysis, we believe that the vast majority of this discount is related to factors other than credit. To the extent that the projected future cash flows from the securities we continue to hold exceed their recorded carrying amounts, the portion of the discount not related to credit will accrete into interest revenue over the securities' remaining terms. The sale of any of these securities will reduce the accretion recorded for the period in which the securities are sold and in future periods. During the years ended December 31, 2010 and 2009, we recorded accretion of approximately  $712 million and  $621 million, respectively, in interest revenue in our consolidated statement of income. Collateralized Debt Obligations: We serve as collateral manager for a series of collateralized debt obligations, referred to as CDOs. A CDO is a structured investment vehicle which purchases a portfolio of assets funded through the issuance of several classes of debt and equity, the repayment of and return on which are linked to the performance of the underlying assets. We have determined that we are not the primary beneficiary of these VIEs, and do not record them in our consolidated financial statements. At December 31, 2010 and 2009, the aggregate notional value of these CDOs was  $1.0 billion and  $2.0 billion, respectively. At December 31, 2010 and 2009, the carrying value of the underlying collateral was  $323 million and  $1.2 billion, respectively. We did not acquire or transfer any investment securities to a CDO during 2010 or 2009.

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Shareholders' Equity	12 Months Ended
Dec. 31, 2010
Shareholders' Equity	Note 13.    Shareholders' Equity No shares of our common stock were purchased during 2010 or 2009 under existing Board authorization. As of December 31, 2010, approximately 13.25 million shares remained available for future purchase under the Board authorization. We cannot currently purchase shares of our common stock without prior Federal Reserve approval. In January 2008, under an existing authorization by our Board of Directors, we purchased 552,000 shares of our common stock, at an average historical cost per share of approximately  $75, in connection with a  $1 billion accelerated share repurchase program that concluded in January 2008. We generally employ third-party broker/dealers to acquire shares on the open market in connection with our common stock purchase program. Our common shares may be acquired for other deferred compensation plans, held by an external trustee, that are not part of our common stock purchase program. As of December 31, 2010, on a cumulative basis, approximately 420,016 shares have been purchased and are held in trust. These shares are recorded as treasury stock in our consolidated statement of condition.   Accumulated other comprehensive loss included the following after-tax components as of December 31:   (In millions)    2010     2009     2008   Foreign currency translation     $ 216       $ 281       $ 68    Net unrealized loss on hedges of net investments in non-U.S. subsidiaries      (14 )      (14 )      (14 )  Net unrealized loss on available-for-sale securities portfolio      (90 )      (1,001 )      (3,815 )  Net unrealized loss related to reclassified available-for-sale securities      (317 )      (635 )      (1,390 )                           Net unrealized loss on available-for-sale securities      (407 )      (1,636 )      (5,205 )  Net unrealized loss on fair value hedges of available-for-sale securities      (135 )      (113 )      (242 )  Expected losses from other-than-temporary impairment on available-for-sale securities related to factors other than credit      (17 )      (159 )      —    Expected losses from other-than-temporary impairment on held-to-maturity securities related to factors other than credit      (111 )      (387 )      —    Minimum pension liability      (210 )      (192 )      (229 )  Net unrealized loss on cash flow hedges      (11 )      (18 )      (28 )                           Total     $ (689 )     $ (2,238 )     $ (5,650 )                           For the year ended December 31, 2010, we realized net losses of  $55 million from sales of investment securities. Unrealized pre-tax losses of  $728 million were included in other comprehensive income, or OCI, at December 31, 2009, net of deferred taxes of  $291 million, related to these sales. For the year ended December 31, 2009, we realized net gains of  $368 million from sales of available-for-sale securities. Unrealized pre-tax gains of  $46 million were included in OCI at December 31, 2008, net of deferred taxes of  $18 million, related to these sales. For the year ended December 31, 2008, we realized net gains of  $68 million from sales of available-for-sale securities. Unrealized pre-tax gains of  $71 million were included in OCI at December 31, 2007, net of deferred taxes of  $28 million, related to these sales. The following table presents total comprehensive income (loss) for the years ended December 31:   (In millions)    2010      2009     2008   Net income (loss)     $ 1,556        $ (1,881 )     $ 1,811    Other comprehensive income (loss)      1,576         3,412        (5,075 )                            Total comprehensive income (loss)     $ 3,132        $ 1,531       $ (3,264 )

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Fair Value	12 Months Ended
Dec. 31, 2010
Fair Value	Note 14.    Fair Value Fair Value Measurements: We carry trading account assets, investment securities available for sale and various types of derivative financial instruments at fair value in our consolidated statement of condition on a recurring basis. Changes in the fair value of these financial assets and liabilities are recorded either as components of our consolidated statement of income or as components of OCI within shareholders' equity in our consolidated statement of condition. We measure fair value for the above-described financial assets and liabilities in accordance with GAAP that governs the measurement of the fair value of financial instruments. Management believes that its valuation techniques and underlying assumptions used to measure fair value conform to the provisions of these standards. We categorize the financial assets and liabilities that we carry at fair value based upon a prescribed three-level valuation hierarchy. The hierarchy gives the highest priority to quoted prices in active markets for identical assets or liabilities (level 1) and the lowest priority to valuation methods using significant unobservable inputs (level 3). If the inputs used to measure a financial asset or liability cross different levels of the hierarchy, categorization is based on the lowest-level input that is significant to the fair value measurement. Management's assessment of the significance of a particular input to the overall fair value measurement of a financial asset or liability requires judgment, and considers factors specific to that asset or liability. The three levels are described below.   Level 1. Financial assets and liabilities with values based on unadjusted quoted prices for identical assets or liabilities in an active market. Fair value is measured using unadjusted quoted prices in active markets for identical securities. Level 1 financial instruments include active exchange-traded equity securities and U.S. government securities. Level 2. Financial assets and liabilities with values based on quoted prices for similar assets and liabilities in active markets, and inputs that are observable for the asset or liability, either directly or indirectly, for substantially the full term of the asset or liability. Level 2 inputs include the following:   a) Quoted prices for similar assets or liabilities in active markets;   b) Quoted prices for identical or similar assets or liabilities in non-active markets;   c) Pricing models whose inputs are observable for substantially the full term of the asset or liability; and   d) Pricing models whose inputs are derived principally from, or corroborated by, observable market information through correlation or other means for substantially the full term of the asset or liability. The fair value of the securities categorized in level 2 is measured primarily using information obtained from independent third parties. This third-party information is subject to review by management as part of a validation process, which includes obtaining an understanding of the underlying assumptions and the level of market participant information used to support those assumptions. In addition, management compares significant assumptions used by third parties to available market information. Such information may include known trades or, to the extent that trading activity is limited, includes comparisons to market research information pertaining to credit expectations, execution prices and the timing of cash flows. The fair value of the derivative instruments categorized in level 2 predominantly represents foreign exchange contracts used in our trading activities, for which fair value is measured using discounted cash flow techniques, with inputs consisting of observable spot and forward points, as well as observable interest rate curves. With respect to derivative instruments, we evaluated the impact on valuation of the credit risk of our counterparties and our own credit risk. We considered factors such as the likelihood of default by us and our counterparties, our current and potential future net exposures and remaining maturities in determining the appropriate measurements of fair value. Valuation adjustments associated with these factors were not significant for 2010, 2009 or 2008. Our level 2 financial assets primarily included various types of interest-rate and foreign exchange derivative instruments, as well as trading account assets and fixed-income investment securities. Level 3. Financial assets and liabilities with values based on prices or valuation techniques that require inputs that are both unobservable in the market and significant to the overall fair value measurement. These inputs reflect management's judgment about the assumptions that a market participant would use in pricing the asset or liability, and are based on the best available information, some of which is internally developed. The following provides a more detailed discussion of our financial assets and liabilities that we may categorize in level 3 and the related valuation methodology.     •   For certain investment securities available for sale, fair value was measured using information obtained from third-party sources or through the use of pricing models. Management evaluated its methodologies used to determine fair value, but considered the level of observable market information to be insufficient to categorize the securities in level 2.     •   Foreign exchange contracts carried in other assets and other liabilities were primarily composed of forward contracts and options. The fair value of foreign exchange forward contracts was measured using discounted cash flow techniques. However, in certain circumstances, extrapolation was required to develop certain forward points, which were not observable. The fair value of foreign exchange options was measured using an option pricing model. Because of a limited number of observable transactions, certain model inputs were unobservable, such as volatilities, which were based on historical experience.     •   The fair value of certain interest-rate caps with long-dated maturities, also carried in other assets and other liabilities, was measured using a matrix pricing approach. Observable market prices were not available for these derivatives, so extrapolation was necessary to value these instruments, since they had a strike and/or maturity outside of the matrix. The following tables present information with respect to our financial assets and liabilities carried at fair value in our consolidated statement of condition as of December 31, 2010 and 2009. No significant transfers of financial assets or liabilities between levels 1 and 2 occurred during 2010.       Fair Value Measurements on a Recurring Basis as of December 31, 2010   (In millions)   Quoted Market Prices in Active Markets (Level 1)     Pricing Methods with Significant Observable Market Inputs (Level 2)     Pricing Methods with Significant Unobservable Market Inputs (Level 3)     Impact  of Netting(1)     Total Net Carrying Value in Consolidated Statement of Condition   Assets:           Trading account assets    $ 357       $ 122           $ 479    Investment securities available for sale:           U.S. Treasury and federal agencies:           Direct obligations     6,529        1,048            7,577    Mortgage-backed securities     —        22,967       $ 673          23,640    Asset-backed securities:           Student loans     —        13,182        1,234          14,416    Credit cards     —        7,423        28          7,451    Sub-prime     —        1,818        —          1,818    Other     —        568        1,020          1,588                                      Total asset-backed securities     —        22,991        2,282          25,273                                      Non-U.S. debt securities     —        10,905        2,140          13,045    State and political subdivisions     —        6,554        50          6,604    Collateralized mortgage obligations     —        1,502        359          1,861    Other U.S. debt securities     —        2,637        3          2,640    U.S. equity securities     —        1,115        —          1,115    Non-U.S. equity securities     7        119        —          126                                      Total investment securities available for sale     6,536        69,838        5,507          81,881    Other assets     168        7,971        254       $ (2,970 )      5,423                                            Total assets carried at fair value    $ 7,061       $ 77,931       $ 5,761       $ (2,970 )     $ 87,783                                            Liabilities:           Other liabilities    $ 723       $ 8,557       $ 269       $ (2,970 )     $ 6,579                                            Total liabilities carried at fair value    $ 723       $ 8,557       $ 269       $ (2,970 )     $ 6,579                                            (1) Represents counterparty netting against level 2 financial assets and liabilities, where a legally enforceable master netting agreement exists between State Street and the counterparty.       Fair Value Measurements on a Recurring Basis as of December 31, 2009   (In millions)   Quoted Market Prices in Active Markets (Level 1)     Pricing Methods with Significant Observable Market Inputs (Level 2)     Pricing Methods with Significant Unobservable Market Inputs (Level 3)     Impact  of Netting(1)     Total Net Carrying Value in Consolidated Statement of Condition   Assets:           Trading account assets    $ 53       $ 95           $ 148    Investment securities available for sale:           U.S. Treasury and federal agencies:           Direct obligations     10,004        1,158            11,162    Mortgage-backed securities     —        14,878       $ 58          14,936    Asset-backed securities:           Student loans     —        8,753        3,175          11,928    Credit cards     —        6,280        327          6,607    Sub-prime     —        3,194        3          3,197    Other     —        913        1,884          2,797                                      Total asset-backed securities     —        19,140        5,389          24,529                                      Non-U.S. debt securities     —        8,534        1,777          10,311    State and political subdivisions     —        5,935        2          5,937    Collateralized mortgage obligations     —        2,210        199          2,409    Other U.S. debt securities     —        2,231        3          2,234    U.S. equity securities     —        1,098        —          1,098    Non-U.S. equity securities     —        83        —          83                                      Total investment securities available for sale     10,004        55,267        7,428          72,699    Other assets     —        6,251        128       $ (1,868 )      4,511                                            Total assets carried at fair value    $ 10,057       $ 61,613       $ 7,556       $ (1,868 )     $ 77,358                                            Liabilities:           Other liabilities    $ 5       $ 6,483       $ 147       $ (1,868 )     $ 4,767                                            Total liabilities carried at fair value    $ 5       $ 6,483       $ 147       $ (1,868 )     $ 4,767                                            (1) Represents counterparty netting against level 2 financial assets and liabilities, where a legally enforceable master netting agreement exists between State Street and the counterparty.   The following tables present activity related to our financial assets and liabilities categorized in level 3 of the valuation hierarchy for the years ended December 31, 2010 and 2009. Transfers out of level 3 during the year ended December 31, 2010 were substantially related to certain asset-backed securities and non-U.S. debt securities, for which fair value was measured using prices for which observable market information became available.       Fair Value Measurements Using Significant Unobservable Inputs Year Ended December 31, 2010       Fair Value at December 31, 2009     Total Realized and Unrealized Gains (Losses)     Purchases, Issuances and Settlements, Net     Transfers Into and/ or Out of Level 3     Fair Value at December 31, 2010     Change in Unrealized Gains (Losses) Related to Financial Instruments Held at December 31, 2010   (In millions)     Recorded in Revenue     Recorded in Other Comprehensive Income           Assets:               Investment securities available for sale:               U.S. Treasury and federal agencies:               Mortgage-backed securities    $ 58       $ (1 )     $ (1 )     $ 659       $ (42 )     $ 673      Asset-backed securities:               Student loans     3,175        9        81        (317 )      (1,714 )      1,234      Credit cards     327        17        (17 )      (31 )      (268 )      28      Sub-prime     3        1        —        —        (4 )      —      Other     1,884        90        118        (771 )      (301 )      1,020                                                        Total asset-backed securities     5,389        117        182        (1,119 )      (2,287 )      2,282                                                        Non-U.S. debt securities     1,777        60        84        1,551        (1,332 )      2,140      State and political subdivisions     2        —        —        (1 )      49        50      Collateralized mortgage obligations     199        (35 )      6        362        (173 )      359      Other U.S. debt securities     3        —        —        —        —        3                                                        Total investment securities available for sale     7,428        141        271        1,452        (3,785 )      5,507      Other assets     128        (55 )      —        181        —        254       $ (41 )                                                          Total assets    $ 7,556       $ 86       $ 271       $ 1,633       $ (3,785 )     $ 5,761       $ (41 )                                                              Fair Value Measurements Using Significant Unobservable Inputs Year Ended December 31, 2010       Fair Value at December 31, 2009     Total Realized and Unrealized (Gains) Losses     Purchases, Issuances and Settlements, Net     Transfers Into and/ or Out of Level 3     Fair Value at December 31, 2010     Change in Unrealized (Gains) Losses Related to Financial Instruments Held at December 31, 2010   (In millions)     Recorded in Revenue     Recorded in Other Comprehensive Income           Liabilities:               Other liabilities    $ 147       $ (72 )      —       $ 194        —       $ 269       $ (36 )                                                          Total liabilities    $ 147       $ (72 )      —       $ 194        —       $ 269       $ (36 )                                                                Fair Value Measurements Using Significant Unobservable Inputs Year Ended December 31, 2009       Fair Value at December 31, 2008     Total Realized and Unrealized Gains (Losses)     Purchases, Issuances and Settlements, Net     Transfers Into and/or Out of Level 3     Fair Value at December 31, 2009     Change in Unrealized Gains (Losses) Related to Financial Instruments Held at December 31, 2009   (In millions)     Recorded in Revenue     Recorded in Other Comprehensive Income           Assets:               Trading account assets    $ 366             $ (366 )     $ —      Investment securities available for sale:               U.S. Treasury and federal agencies:               Mortgage-backed securities     2           $ 56        —        58      Asset-backed securities:               Student loans     7,475         $ 226        (188 )      (4,338 )      3,175      Credit cards     24          15        235        53        327      Sub-prime     5          (2 )      —        —        3      Other     337          42        241        1,264        1,884                                                  Total asset-backed securities     7,841          281        288        (3,021 )      5,389                                                  Non-U.S. debt securities     1,011       $ 18        1,051        1,071        (1,374 )      1,777      State and political subdivisions     1        —        —        2        (1 )      2      Collateralized mortgage obligations     4        (119 )      (6 )      324        (4 )      199      Other U.S. debt securities     28        —        —        (25 )      —        3                                                        Total investment securities available for sale     8,887        (101 )      1,326        1,716        (4,400 )      7,428      Other assets     760        (366 )      —        (266 )      —        128       $ (71 )                                                          Total assets    $ 10,013       $ (467 )     $ 1,326       $ 1,450       $ (4,766 )     $ 7,556       $ (71 )                                                              Fair Value Measurements Using Significant Unobservable Inputs Year Ended December 31, 2009       Fair Value at December 31, 2008     Total Realized and Unrealized (Gains) Losses     Purchases, Issuances and Settlements, Net     Transfers Into and/or Out of Level 3     Fair Value at December 31, 2009     Change in Unrealized (Gains) Losses Related to Financial Instruments Held at December 31, 2009   (In millions)     Recorded in Revenue     Recorded in Other Comprehensive Income           Liabilities:               Other liabilities    $ 857       $ (445 )      —       $ (265 )      —       $ 147       $ (116 )                                                          Total liabilities    $ 857       $ (445 )      —       $ (265 )      —       $ 147       $ (116 )                                                            For our financial assets and liabilities categorized in level 3, total realized and unrealized gains and losses for the years ended December 31, 2010 and 2009 were recorded in revenue as follows:        Year Ended December 31, 2010   (In millions)    Total Realized and Unrealized Gains (Losses) Recorded in Revenue      Change in Unrealized Gains (Losses) Related to Financial Instruments Held at December 31, 2010   Fee revenue:       Trading services     $ 17        $ (5 )                    Total fee revenue      17         (5 )  Net interest revenue      141         —                      Total revenue     $ 158        $ (5 )                           Year Ended December 31, 2009   (In millions)    Total Realized and Unrealized Gains (Losses) Recorded in Revenue(1)     Change in Unrealized Gains (Losses) Related to Financial Instruments Held at December 31, 2009   Fee revenue:      Trading services     $ 38       $ (5 )  Processing fees and other      50        50                     Total fee revenue      88        45    Net interest revenue      (101 )      —                     Total revenue     $ (13 )     $ 45                     (1) Excludes unrealized losses on written options related to book-value protection provided to stable value funds, which are recorded in other expenses in our consolidated statement of income, and totaled  $9 million for the year ended December 31, 2009. Fair Values of Financial Instruments: Estimates of fair value for financial instruments not carried at fair value on a recurring basis in our consolidated statement of condition, as defined by GAAP, are generally subjective in nature, and are made as of a specific point in time based on the characteristics of the financial instruments and relevant market information. Disclosure of fair value estimates is not required by GAAP for certain items, such as lease financing, equity method investments, obligations for pension and other post-retirement plans, premises and equipment, other intangible assets and income tax assets and liabilities. Accordingly, aggregate fair value estimates presented do not purport to represent, and should not be considered representative of, our underlying "market" or franchise value. In addition, because of potential differences in methodologies and assumptions used to estimate fair values, our estimates of fair value should not be compared to those of other financial institutions. We use the following methods to estimate the fair values of our financial instruments:     •   For financial instruments that have quoted market prices, those quoted prices are used to estimate fair value.     •   Financial instruments that have no defined maturity, have a remaining maturity of 180 days or less, or reprice frequently to a market rate are assumed to have a fair value that approximates their reported value, after taking into consideration any applicable credit risk.     •   For financial instruments for which no quoted market prices are available, fair value is estimated using information obtained from third parties, or by discounting the expected cash flows using an estimated current market interest rate for the financial instrument. The short duration of our assets and liabilities results in a significant number of financial instruments for which fair value equals or closely approximates the amount reported in our consolidated statement of condition. These financial instruments are reported in the following captions in our consolidated statement of condition: cash and due from banks; interest-bearing deposits with banks; securities purchased under resale agreements; accrued income receivable; deposits; securities sold under repurchase agreements; federal funds purchased; and other short-term borrowings. In addition, due to the relatively short duration of certain of our net loans (excluding leases), we consider fair value for these loans to approximate their reported value. The fair value of other types of loans, such as purchased receivables, is estimated by discounting expected future cash flows using current rates at which similar loans would be made to borrowers with similar credit ratings for the same remaining maturities. Loan commitments have no reported value because terms are at prevailing market rates. The reported amounts and estimated fair values for financial instruments defined by GAAP, excluding the aforementioned short-term financial instruments and financial assets and liabilities carried at fair value on a recurring basis, were as follows as of December 31, 2010 and 2009:   (In millions)    Reported Amount      Fair Value   2010:       Financial Assets:       Investment securities held to maturity     $ 12,249        $ 12,576    Net loans (excluding leases)      10,387         10,242    Financial Liabilities:       Long-term debt      8,550         8,498    2009:       Financial Assets:       Investment securities held to maturity     $ 20,877        $ 20,928    Net loans (excluding leases)      9,013         8,729    Financial Liabilities:       Long-term debt      8,838         8,715

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Equity-Based Compensation	12 Months Ended
Dec. 31, 2010
Equity-Based Compensation	Note 15.    Equity-Based Compensation In May 2009, our shareholders amended the 2006 Equity Incentive Plan to increase the number of shares of common stock approved for issuance for stock and stock-based awards, including stock options, stock appreciation rights, restricted stock, deferred stock and performance awards, from 20,000,000 shares to 37,000,000 shares. As of December 31, 2010, a total of 26,386,041 shares had been awarded under the 2006 plan, compared with cumulative year-end totals of 17,590,911 shares and 12,173,627 shares as of December 31, 2009 and 2008, respectively. In addition, up to 8,000,000 shares from our 1997 Equity Incentive Plan were approved for issuance under the 2006 Plan. This included shares that were available for issuance when the plan expired on December 18, 2006, and any shares that become available for issuance due to cancellations and forfeitures. As of December 31, 2010, 7,036,001 shares from the 1997 Plan have been added to, and may be awarded from, the 2006 Plan. We have stock options outstanding from the 1997 Plan under which no further grants can be made. The exercise price of non-qualified and incentive stock options and stock appreciation rights may not be less than the fair value of such shares on the date of grant. Stock options and stock appreciation rights granted under the 1997 and 2006 plans generally vest over four years and expire no later than ten years from the date of grant. For restricted stock awards granted under the plans, stock certificates are issued at the time of grant and recipients have dividend and voting rights. In general, these grants vest over three to four years. For deferred stock awards granted under the plans, no stock is issued at the time of grant. Generally, these grants vest over two to four years. Performance awards granted are earned over a performance period based on the achievement of defined goals, generally over three to four years. Payment for performance awards is made in shares of our common stock equal to its fair market value per share, based on certain financial ratios, after the conclusion of each performance period. We record compensation expense, equal to the estimated fair value of the options or stock appreciation rights on the grant date, on a straight-line basis over the options' vesting periods. We use a Black-Scholes option-pricing model to estimate the fair value of the grant. No options or stock appreciation rights were granted in 2010. The weighted-average assumptions used in connection with the option-pricing model were as follows for 2009 and 2008:        2009     2008   Dividend yield      4.82 %      1.32 %  Expected volatility      26.70        21.00    Risk-free interest rate      2.49        3.17    Expected option lives (in years)      7.8        7.8    Compensation expense related to stock options, stock appreciation rights, restricted stock awards, deferred stock awards and performance awards, which we record as a component of salaries and employee benefits expense in our consolidated statement of income, was  $229 million,  $126 million and  $321 million for the years ended December 31, 2010, 2009 and 2008, respectively. The 2010 expense excluded  $12 million associated with acceleration of expense in connection with the December 2010 reduction in force. This expense was included in the severance-related portion of the restructuring charges described in note 9. The aggregate income tax benefit recorded in our consolidated statement of income related to the above-described compensation expense was  $95 million,  $50 million and  $127 million for the years ended December 31, 2010, 2009 and 2008, respectively. Information about the 2006 Plan and 1997 Plan as of December 31, 2010, and activity during the years ended December 31, 2009 and 2010, is presented below:        Shares (in thousands)     Weighted Average Exercise Price      Weighted Average Remaining Contractual Term (in years)      Aggregate Intrinsic Value (in millions)   Stock Options and Stock Appreciation Rights:            Outstanding at December 31, 2008      14,316        51.86          Granted      516        19.31          Exercised      (832 )      40.57          Forfeited or expired      (833 )      46.32                           Outstanding at December 31, 2009      13,167        51.64          Exercised      (297 )      37.53          Forfeited or expired      (1,887 )      54.76                           Outstanding at December 31, 2010      10,983       $ 51.49         3.60        $ 32.2                     Exercisable at December 31, 2010      9,862       $ 50.82         3.18        $ 21.8    The weighted-average grant date fair value of options granted in 2009 and 2008 was  $2.96 and  $21.06, respectively. The total intrinsic value of options exercised during the years ended December 31, 2010, 2009 and 2008 was  $2 million,  $5 million and  $102 million, respectively. As of December 31, 2010, total unrecognized compensation cost, net of estimated forfeitures, related to options and stock appreciation rights was  $2 million, which is expected to be recognized over a weighted-average period of 13 months.   Other stock awards and related activity consisted of the following for the years ended December 31, 2009 and 2010:        Shares (in thousands)     Weighted-Average Grant Date Fair Value   Restricted Stock Awards:      Outstanding at December 31, 2008      489       $ 73.95    Granted      1,075        34.58    Vested      (279 )      72.66    Forfeited      (38 )      22.00               Outstanding at December 31, 2009      1,247        41.87    Granted      5,264        44.49    Vested      (489 )      52.87    Forfeited      (221 )      44.95               Outstanding at December 31, 2010      5,801       $ 43.21               The weighted-average grant date fair value of restricted stock awards granted in 2008 was  $81.70 per share. The total fair value of restricted stock awards vested was  $23 million,  $20 million and  $16 million for the years ended December 31, 2010, 2009 and 2008, respectively. As of December 31, 2010, total unrecognized compensation cost, net of estimated forfeitures, related to restricted stock was  $163 million, which is expected to be recognized over a weighted-average period of 36 months.        Shares (in thousands)     Weighted-Average Grant Date Fair Value   Deferred Stock Awards:      Outstanding at December 31, 2008      6,464       $ 71.59    Granted      3,076        25.51    Vested      (2,843 )      67.94    Forfeited      (124 )      56.73               Outstanding at December 31, 2009      6,573        51.88    Granted      2,287        42.45    Vested      (2,356 )      57.76    Forfeited      (313 )      43.13               Outstanding at December 31, 2010      6,191       $ 46.71                 The weighted-average grant date fair value of deferred stock awards granted in 2008 was  $78.62 per share. The total fair value of deferred stock awards vested was  $107 million,  $193 million and  $166 million for the years ended December 31, 2010, 2009 and 2008, respectively. As of December 31, 2010, total unrecognized compensation cost, net of estimated forfeitures, related to deferred stock awards was  $153 million, which is expected to be recognized over a weighted-average period of 27 months.        Shares (in thousands)     Weighted-Average Grant Date Fair Value   Performance Awards:      Outstanding at December 31, 2008      2,280       $ 73.18    Granted      721        19.46    Forfeited      (1,502 )      64.96    Paid out      (1,069 )      68.01               Outstanding at December 31, 2009      430        24.14    Granted      1,421        43.33    Forfeited      (716 )      25.72    Paid out      (15 )      64.57               Outstanding at December 31, 2010      1,120       $ 43.89               The weighted-average grant date fair value of performance awards granted in 2008 was  $80.90 per share. The total fair value of performance awards paid out was  $12 million,  $23 million and  $35 million for the years ended December 31, 2010, 2009 and 2008, respectively. As of December 31, 2010, total unrecognized compensation cost, net of estimated forfeitures, related to performance awards was  $14 million, which is expected to be recognized over a weighted-average period of 24 months. We utilize either treasury shares or authorized but unissued shares to satisfy the issuance of common stock under our equity incentive plans. We do not have a specific policy concerning purchases of our common stock to satisfy stock issuances, including exercises of stock options. We have a general policy concerning purchases of stock to meet common stock issuances under our employee benefit plans, including option exercises and other corporate purposes. Various factors determine the amount and timing of our purchases of our common stock, including our regulatory capital requirements, the number of shares we expect to issue under employee benefit plans, market conditions (including the trading price of our common stock), and legal considerations. These factors can change at any time, and the number of shares of common stock we will purchase or when we will purchase them cannot be assured.

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Regulatory Matters	12 Months Ended
Dec. 31, 2010
Regulatory Matters	Note 16.    Regulatory Matters Regulatory Capital: We are subject to various regulatory capital requirements administered by federal banking agencies. Failure to meet minimum capital requirements can initiate certain mandatory and discretionary actions by regulators that, if undertaken, could have a direct material effect on our consolidated financial condition. Under regulatory capital adequacy guidelines, we must meet specified capital requirements that involve quantitative measures of our consolidated assets, liabilities and off-balance sheet exposures calculated in accordance with regulatory accounting practices. Our capital amounts and their classification are subject to qualitative judgments by the regulators about components, risk weightings and other factors. Quantitative measures established by regulation to ensure capital adequacy require State Street and State Street Bank to maintain minimum risk-based capital and leverage ratios as set forth in the following table. The risk-based capital ratios are tier 1 capital and total capital, each divided by adjusted total risk-weighted assets and market-risk equivalents, and the tier 1 leverage ratio is tier 1 capital divided by adjusted quarterly average assets. As of December 31, 2010 and 2009, State Street and State Street Bank met all capital adequacy requirements to which they were subject.   As of December 31, 2010, State Street Bank was categorized as "well capitalized" under the regulatory capital adequacy framework. To be categorized as "well capitalized," State Street Bank must exceed the "well capitalized" guideline ratios, as set forth in the table, and meet certain other requirements. State Street Bank exceeded all "well capitalized" requirements as of December 31, 2010 and 2009. Management believes that no conditions or events have occurred since December 31, 2010 that have changed the capital categorization of State Street Bank. Regulatory capital ratios and related amounts were as follows as of December 31:      Regulatory Guidelines(1)     State Street     State Street Bank   (Dollars in millions)    Minimum     Well Capitalized     2010     2009     2010     2009   Risk-based ratios:              Tier 1 capital      4 %      6 %      20.5 %      17.7 %      18.1 %      17.3 %  Total capital      8        10        22.0        19.1        19.9        19.0    Tier 1 leverage ratio      4        5        8.2        8.5        7.1        8.2    Total shareholders' equity         $ 17,787       $ 14,491       $ 16,697       $ 14,668    Capital trust securities          1,450        1,450        —        —    Unrealized loss on available-for-sale securities and cash flow hedges          680        2,313        682        2,309    Deferred tax liability associated with acquisitions          748        521        748        521    Recognition of pension plan funded status          186        168        187        168    Less:              Goodwill          5,597        4,550        5,365        4,387    Other intangible assets          2,593        1,810        2,460        1,716    Other deductions(2)          336        578        —        185                                         Tier 1 capital          12,325        12,005        10,489        11,378    Qualifying subordinated debt          959        999        959        999    Allowances for on- and off-balance sheet credit exposures          116        104        115        104    Unrealized gain on available-for-sale equity securities          2        1        —        1                                         Tier 2 capital          1,077        1,104        1,076        1,104    Deduction for investments in finance subsidiaries          (171 )      (148 )      —        —                                         Total capital         $ 13,231       $ 12,961       $ 11,565       $ 12,482                                         Adjusted total risk-weighted assets and market-risk equivalents:              On-balance sheet         $ 46,209       $ 56,780       $ 44,103       $ 54,832    Off-balance sheet          13,177        10,159        13,177        10,159    Market-risk equivalents          791        752        750        703                                         Total         $ 60,177       $ 67,691       $ 58,030       $ 65,694                                         Adjusted quarterly average assets         $ 150,770       $ 140,978       $ 147,908       $ 138,914                                         (1) State Street Bank must meet the regulatory designation of "well capitalized" in order for us to maintain our status as a financial holding company, including maintaining a minimum tier 1 risk-based capital ratio (tier 1 capital divided by adjusted total risk-weighted assets and market-risk equivalents) of 6%, a minimum total risk-based capital ratio (total capital divided by adjusted total risk-weighted assets and market-risk equivalents) of 10%, and a tier 1 leverage ratio (tier 1 capital divided by adjusted quarterly average assets) of 5%. The "well capitalized" designation requires us to maintain a minimum tier 1 risk-based capital ratio of 6% and a minimum total risk-based capital ratio of 10%.   (2) Amounts include deferred tax assets not eligible for inclusion in capital.   Cash, Dividend, Loan and Other Restrictions: During 2010, our banking subsidiaries were required by the Federal Reserve to maintain average aggregate cash balances of approximately  $1.44 billion to satisfy reserve requirements. In addition, federal and state banking regulations place certain restrictions on dividends paid by banking subsidiaries to a parent company, and therefore dividends by State Street Bank to the parent company may be subject to prior regulatory approval. In 2009, in light of the continued disruption in the global capital markets experienced since the middle of 2007, and as part of a plan to strengthen our tangible common equity, we announced a reduction of our quarterly dividend on our common stock to  $0.01 per share. Currently, any increase in our common stock dividend requires the prior approval of the Federal Reserve. The Federal Reserve Act requires that extensions of credit by State Street Bank to certain affiliates, including the parent company, be secured by specific collateral, that the extension of credit to any one affiliate be limited to 10% of State Street Bank's capital and surplus, as defined, and that extensions of credit to all such affiliates be limited to 20% of State Street Bank's capital and surplus. At December 31, 2010, our consolidated retained earnings included  $422 million representing undistributed earnings of unconsolidated entities that are accounted for under the equity method of accounting.

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Derivative Financial Instruments	12 Months Ended
Dec. 31, 2010
Derivative Financial Instruments	Note 17.    Derivative Financial Instruments We use derivative financial instruments to support our customers' needs, conduct our trading activities, and manage our interest-rate and currency risk. As part of our trading activities, we assume positions in both the foreign exchange and interest-rate markets by buying and selling cash instruments and using derivative financial instruments, including foreign exchange forward contracts, foreign exchange and interest-rate options and interest-rate swaps, and interest-rate futures. Interest-rate contracts involve an agreement with a counterparty to exchange cash flows based on the movement of an underlying interest-rate index. An interest-rate swap agreement involves the exchange of a series of interest payments, either at a fixed or variable rate, based upon the notional amount without the exchange of the underlying principal amount. An interest-rate option contract provides the purchaser, for a premium, the right, but not the obligation, to receive an interest rate based upon a predetermined notional value during a specified period. An interest-rate futures contract is a commitment to buy or sell, at a future date, a financial instrument at a contracted price; it may be settled in cash or through the delivery of the contracted instrument. Foreign exchange contracts involve an agreement to exchange one currency for another currency at an agreed-upon rate and settlement date. Foreign exchange contracts generally consist of foreign exchange forward and spot contracts and option contracts. Derivative financial instruments involve the management of interest-rate and foreign currency risk, and involve, to varying degrees, market risk and credit and counterparty risk (risk related to repayment). Market risk is defined as the risk of adverse financial impact due to fluctuations in interest rates, foreign exchange rates and other market-driven factors and prices. We use a variety of risk management tools and methodologies to measure, monitor and manage the market risk associated with our trading activities. One such risk-management measure is value-at-risk, or VaR. VaR is an estimate of potential loss for a given period within a stated statistical confidence interval. We use a risk-measurement system to estimate VaR daily. We have adopted standards for estimating VaR, and we maintain capital for market risk in accordance with applicable regulatory capital guidelines. Derivative financial instruments are also subject to credit and counterparty risk, which is defined as the risk of financial loss if a borrower or counterparty is either unable or unwilling to repay borrowings or settle a transaction in accordance with the underlying contractual terms. We manage credit and counterparty risk by performing credit reviews, maintaining individual counterparty limits, entering into netting arrangements and requiring the receipt of collateral. Collateral requirements are determined after a comprehensive review of the creditworthiness of each counterparty, and the collateral requirements are monitored and adjusted daily. Collateral is generally held in the form of cash or highly liquid U.S. government securities. We may be required to provide collateral to the counterparty in connection with our entry into derivative financial instruments. Future cash requirements, if any, related to foreign exchange contracts are represented by the gross amount of currencies to be exchanged under each contract unless we and the counterparty have agreed to pay or to receive the net contractual settlement amount on the settlement date. We enter into master netting agreements with many of our derivative counterparties. Certain of these agreements contain credit risk-related contingent features in which the counterparty has the option to declare State Street in default and accelerate cash settlement of our net derivative liabilities with the counterparty in the event our credit rating falls below specified levels. The aggregate fair value of all derivative instruments with credit risk-related contingent features that were in a net liability position as of December 31, 2010 totaled approximately  $551 million, against which we had posted aggregate collateral of approximately  $283 million. If State Street's credit rating was downgraded below levels specified in the agreements, the maximum additional amount of payments related to termination events that could have been required pursuant to these contingent features as of December 31, 2010 was approximately  $268 million. Such accelerated settlement would not affect our consolidated results of operations. Trading Activities: In connection with our trading activities, we use derivative financial instruments in our role as a financial intermediary and as both a manager and servicer of financial assets, in order to accommodate our clients' investment and risk management needs. In addition, we use derivative financial instruments in order to contribute to our overall corporate earnings and liquidity. These activities are designed to generate trading revenue and to hedge volatility in our net interest revenue. The level of market risk that we assume is a function of our overall objectives and liquidity needs, our clients' requirements and market volatility. Our clients use derivative financial instruments to manage the financial risks associated with their investment goals and business activities. With respect to cross-border investing, clients have a need for foreign exchange forward contracts to convert currency for international investment and to manage the currency risk in their investment portfolios. As an active participant in the foreign exchange markets, we provide foreign exchange forward contracts and options in support of these client needs. We also participate in the interest-rate markets, and provide interest-rate swaps, interest-rate futures and other interest-rate contracts to our clients to enable them to mitigate or modify their interest-rate risk. As part of our trading activities, we may assume positions in both the foreign exchange and interest-rate markets by buying and selling cash instruments and using derivative financial instruments, including foreign exchange forward contracts, foreign exchange and interest-rate options and interest-rate swaps, and interest-rate futures. In the aggregate, positions are matched closely to minimize currency and interest-rate risk. Gains or losses in the fair values of trading derivatives are recorded in trading services revenue in our consolidated statement of income. We offer products that provide book-value protection primarily to plan participants in stable value funds managed by non-affiliated investment managers of post-retirement defined contribution benefit plans, particularly 401(k) plans. The book-value protection is intended to provide safety and stable growth of principal invested, and to cover any shortfall caused by significant withdrawals when book value exceeds market value and the liquidation of the assets is not sufficient to redeem the participants. We account for these contingencies individually as trading derivative financial instruments, specifically written options. These contracts are valued quarterly and unrealized losses, if any, are recorded in other expenses in our consolidated statement of income. Asset and Liability Management Activities: In connection with our asset and liability management activities, we use derivative financial instruments to manage interest-rate risk. Interest-rate risk, defined as the sensitivity of income or financial condition to variations in interest rates, is a significant non-trading market risk to which our assets and liabilities are exposed. We manage interest-rate risk by identifying, quantifying and hedging our exposures, using fixed-rate portfolio securities and a variety of derivative financial instruments, most frequently interest-rate swaps and options (e.g., interest rate caps and floors). Interest-rate swap agreements alter the interest-rate characteristics of specific balance sheet assets or liabilities. When appropriate, forward rate agreements, options on swaps, and exchange-traded futures and options are also used. Fair value hedges Derivatives designated as fair value hedges are utilized to mitigate the risk of changes in fair value of recognized assets and liabilities. Gains and losses on fair value hedges are recorded in net interest revenue or in processing fees and other revenue in our consolidated statement of income along with the gain or loss on the asset or liability attributable to the hedged risk. Differences between the gains and losses on fair value hedges and the gains and losses on the asset or liability attributable to the hedged risk represent hedge ineffectiveness, which is recorded in net interest revenue or in processing fees and other revenue. We use interest-rate swap agreements in this manner to manage our exposure to changes in the fair value of hedged items caused by changes in interest rates. We have entered into interest-rate swap agreements to modify our interest revenue from certain available-for-sale securities from a fixed rate to a floating rate. The securities hedged have a weighted-average life of approximately 7.7 years. These securities are hedged with interest-rate swap contracts of similar maturity, repricing and fixed-rate coupons. The interest-rate swap contracts convert the interest revenue from a fixed rate to a floating rate indexed to LIBOR, thereby mitigating our exposure to fluctuations in the fair value of the securities attributable to changes in the benchmark interest rate. We have entered into an interest-rate swap agreement to modify our interest expense on a subordinated note from a fixed rate to a floating rate. The subordinated note matures in 2018 and pays fixed interest at a 5.25% annual rate. The subordinated note is hedged with an interest-rate swap contract with a similar notional amount, maturity and fixed-rate coupon. The interest-rate swap contract converts the fixed-rate coupon to a floating rate indexed to LIBOR, thereby mitigating our exposure to fluctuations in the fair value of the subordinated note stemming from changes in the benchmark interest rate. During 2010, we terminated interest-rate swap contracts with an aggregate notional amount of  $900 million, which were used to hedge a senior note maturing in 2014 and a subordinated note maturing in 2016. Cumulative mark-to-market losses of  $19 million and  $25 million, respectively, to increase the carrying amount of the respective notes had been recorded against processing fees and other revenue through the termination dates of the respective interest-rate swap contracts; these losses will be amortized into interest expense in our consolidated statement of income over the remaining terms of the respective notes. Cash flow hedges Derivatives categorized as cash flow hedges are utilized to offset the variability of cash flows to be received from or paid on a floating-rate asset or liability. Gains and losses on cash flow hedges that are considered highly effective are recorded in other comprehensive income in our consolidated statement of condition until earnings are affected by the hedged item. When gains or losses are reclassified from accumulated other comprehensive income into earnings, they are recorded in net interest revenue in our consolidated statement of income. The ineffectiveness of cash flow hedges, defined as the extent to which the changes in fair value of the derivative exceeded the variability of cash flows of the forecasted transaction, is recorded in processing fees and other revenue. We have entered into interest-rate swap agreements to modify our interest revenue from certain available-for-sale securities from a floating rate to a fixed rate. The securities hedged have a weighted-average life of approximately 3.8 years. These securities are hedged with interest-rate swap contracts of similar maturities, repricing and other characteristics. The interest-rate swap contracts convert the interest revenue from a floating rate to a fixed rate, thereby mitigating our exposure to fluctuations in the cash flows of the securities attributable to changes in the benchmark interest rate. During 2010, we terminated an interest-rate swap agreement with an aggregate notional amount of  $200 million, which had modified our interest payments on a subordinated note maturing in 2015 from a floating rate to a fixed rate. A cumulative mark-to-market loss of  $24 million on the interest-rate swap agreement was recorded in other comprehensive income as of the termination date; this loss will be amortized into interest expense in our consolidated statement of income over the remaining term of the subordinated note. The following table presents the aggregate contractual, or notional, amounts of derivative financial instruments held or issued for trading and asset and liability management activities as of December 31:   (In millions)    2010      2009   Trading:       Interest-rate contracts:       Swap agreements     $ 52,383        $ 261    Options and caps purchased      140         169    Options and caps written      130         169    Futures      25,253         747    Foreign exchange contracts:       Forward, swap and spot      637,847         565,661    Options purchased      14,299         10,977    Options written      14,587         10,710    Credit derivative contracts:       Credit default swap agreements      155         170    Other contracts:       Options written(1)      46,758         52,948    Asset and liability management:       Interest-rate contracts:       Swap agreements      1,886         2,577    (1) Notional amounts are related to book-value protection provided to stable value funds; see note 11. In connection with our asset and liability management activities, we have executed interest-rate swap agreements designated as fair value and cash flow hedges to manage our interest-rate risk. The aggregate notional amounts of these interest-rate swap agreements and the related assets or liabilities being hedged are presented in the following table.        2010      2009   (In millions)    Fair Value Hedges      Cash Flow Hedges      Total      Fair Value Hedges      Cash Flow Hedges      Total   Investment securities available for sale     $ 1,561        $ 125        $ 1,686        $ 1,707        $ 170        $ 1,877    Long-term debt(1)      200         —         200         500         200         700                                                          Total     $ 1,761        $ 125        $ 1,886        $ 2,207        $ 370        $ 2,577                                                          (1) For the years ended December 31, 2010 and 2009, fair value hedges of long-term debt increased the carrying value of long-term debt presented in our consolidated statement of condition by  $81 million and  $31 million, respectively. The contractual and weighted-average interest rates, which include the effects of hedges related to these financial instruments, were as follows for the periods indicated:        December 31,        2010     2009        Contractual Rates     Rate Including Impact of Hedges     Contractual Rates     Rate Including Impact of Hedges   Long-term debt      3.70 %      3.30 %      3.93 %      3.84 %  For cash flow hedges, any changes in the fair value of the derivative financial instruments remain in accumulated other comprehensive income and are generally recorded in our consolidated statement of income in future periods when earnings are affected by the variability of the hedged cash flow.   The following table presents the fair value of the derivative financial instruments, excluding the impact of master netting agreements, recorded in our consolidated statement of condition. The impact of master netting agreements is disclosed in note 14.       Asset Derivatives      Liability Derivatives        December 31, 2010      December 31, 2010   (In millions)   Balance Sheet Location    Fair Value      Balance Sheet Location    Fair Value   Derivatives utilized in trading activities:            Interest-rate contracts   Other assets     $ 412       Other liabilities     $ 423    Foreign exchange contracts   Other assets      7,779       Other liabilities      8,174    Credit derivative contracts   Other assets      1       Other liabilities      1    Equity derivative contracts   Other assets      1       Other liabilities      —                           Total       $ 8,193           $ 8,598                           Derivatives designated as hedges:            Interest-rate contracts   Other assets     $ 32       Other liabilities     $ 228                           Total       $ 32           $ 228                                  Asset Derivatives      Liability Derivatives         December 31, 2009      December 31, 2009   (In millions)    Balance Sheet Location      Fair Value      Balance Sheet Location      Fair Value   Derivatives utilized in trading activities:             Interest-rate contracts      Other assets        $ 13         Other liabilities        $ 13    Foreign exchange contracts      Other assets         6,345         Other liabilities         6,398    Credit derivative contracts      Other assets         1         Other liabilities         1                            Total        $ 6,359           $ 6,412                            Derivatives designated as hedges:             Interest-rate contracts      Other assets        $ 20         Other liabilities        $ 206                            Total        $ 20           $ 206                            The following tables present the impact of our use of derivative financial instruments on our consolidated statement of income:        Location of Gain (Loss) on Derivative in Consolidated Statement of Income      Amount of Gain (Loss) on Derivative Recognized in Consolidated Statement of Income   (In millions)           Year ended December 31, 2010   Derivatives utilized in trading activities(1):       Interest-rate contracts      Trading services revenue        $ 7    Interest-rate contracts      Processing fees and other revenue         10    Foreign exchange contracts      Trading services revenue         618    Foreign exchange contracts      Processing fees and other revenue         (4 )              Total        $ 631                (1) Losses on written options related to book-value protection provided to stable value funds are recorded in other expenses, and totaled approximately  $5 million for the year ended December 31, 2010.        Location of Gain (Loss) on Derivative in Consolidated Statement of Income      Amount of Gain (Loss) on Derivative Recognized in Consolidated Statement of Income   (In millions)           Year ended December 31, 2009   Derivatives utilized in trading activities(2):       Interest-rate contracts      Processing fees and other revenue        $ 5    Foreign exchange contracts      Processing fees and other revenue         (5 )  Foreign exchange contracts      Trading services revenue         677    Other derivative contracts      Trading services revenue         (3 )              Total        $ 674                (2) Unrealized losses on written options related to book-value protection provided to stable value funds are recorded in other expenses, and totaled approximately  $9 million for the year ended December 31, 2009. Foreign exchange trading revenue related to foreign exchange contracts was  $1.08 billion for the year ended December 31, 2008.       Location of Gain (Loss) on Derivative in Consolidated Statement of Income     Amount of Gain (Loss) on Derivative Recognized  in Consolidated Statement of Income     Hedged Item in Fair Value Hedging Relationship     Location of Gain (Loss) on Hedged Item in Consolidated Statement  of Income     Amount of Gain (Loss) on Hedged Item Recognized in Consolidated Statement of Income   (In millions)         December 31, 2010     December 31, 2009                 December 31, 2010     December 31, 2009   Derivatives designated as fair value hedges:               Interest-rate contracts       Processing fees and other            $ (22 )      Deposits          Processing fees and other            $ 22    Interest-rate contracts       Processing fees and other          $ 57        (30 )        Long- term debt            Processing fees and other          $ (49 )      30    Interest-rate contracts         Processing fees and other revenue              (43 )      200            Available- for-sale securities                Processing fees and other revenue             40        (208 )                                        Total      $ 14       $ 148           $ (9 )     $ (156 )                                        Differences between the gains (losses) on the derivative and the gains (losses) on the hedged item represent hedge ineffectiveness.       Amount of Gain (Loss) on Derivative Recognized in Other Comprehensive Income     Location of Gain (Loss) Reclassified from OCI to Consolidated Statement of Income     Amount of Gain (Loss) Reclassified from OCI to Consolidated Statement of Income     Location of Gain (Loss) on Derivative Recognized in Consolidated Statement of Income     Amount of Gain (Loss) on Derivative Recognized in Consolidated Statement of Income   (In millions)   December 31, 2010     December 31, 2009           December 31, 2010     December 31, 2009           December 31, 2010     December 31, 2009   Derivatives designated as cash flow hedges:                 Interest-rate contracts    $ 7       $ 14          Net interest revenue         $ (7 )      —          Net interest revenue         $ 5        —                                                        Total    $ 7       $ 14         $ (7 )      —         $ 5        —

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Net Interest Revenue	12 Months Ended
Dec. 31, 2010
Net Interest Revenue	Note 18.    Net Interest Revenue   (In millions)    2010      2009      2008   Interest revenue:          Deposits with banks     $ 93        $ 156        $ 760    Investment securities:          U.S. Treasury and federal agencies      682         520         889    State and political subdivisions      222         225         246    Other investments      2,109         2,075         1,931    Securities purchased under resale agreements and federal funds sold      24         24         339    Loans and leases(1) (2)      329         239         269    Trading account assets      —         20         78    Interest revenue associated with AMLF      —         25         367    Other interest-earning assets      3         2         —                               Total interest revenue      3,462         3,286         4,879    Interest expense:          Deposits      213         195         1,326    Short-term borrowings(1)      257         200         375    Long-term debt      286         304         229    Interest expense associated with AMLF      —         18         299    Other interest-bearing liabilities      7         5         —                               Total interest expense      763         722         2,229                               Net interest revenue     $ 2,699        $ 2,564        $ 2,650                               (1) Amounts for 2010 included  $67 million related to the third-party asset-backed securitization trusts consolidated into our financial statements on January 1, 2010 in connection with our adoption of new GAAP. These trusts were de-consolidated in June 2010. (2) Interest revenue for 2008 reflected a cumulative reduction of  $98 million recorded in connection with revisions of tax cash flow projections associated with our SILO lease transactions. Additional information about our SILO lease transactions is provided in note 11.

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Employee Benefits	12 Months Ended
Dec. 31, 2010
Employee Benefits
Employee Benefits	Note 19.    Employee Benefits State Street Bank and certain of its U.S. subsidiaries participate in a non-contributory, tax-qualified defined benefit pension plan. Effective January 1, 2008, this plan was amended, and employer contribution credits to the plan were discontinued as of that date. Employee account balances will continue to earn annual interest credits until the employee's retirement. In addition to the defined benefit pension plan, we have non-qualified unfunded supplemental retirement plans, referred to as SERPs, that provide certain officers with defined pension benefits in excess of allowable qualified plan limits. Non-U.S. employees participate in local defined benefit plans. State Street Bank and certain of its U.S. subsidiaries participate in a post-retirement plan that provides health care and insurance benefits for certain retired employees.   Combined information for the U.S. and non-U.S. defined benefit plans, and information for the post-retirement plan, is as follows as of the December 31 measurement date:        Primary U.S. and Non-U.S. Defined Benefit Plans     Post-Retirement Plan   (In millions)      2010         2009         2010         2009     Benefit obligations:          Beginning of year     $ 808       $ 765       $ 112       $ 94    Service cost      11        13        5        4    Interest cost      44        45        6        6    Employee contributions      1        —        —        —    Actuarial losses (gains)      75        14        (4 )      14    Benefits paid      (28 )      (33 )      (7 )      (7 )  Curtailments      —        (1 )      —        —    Settlements      (2 )      (7 )      —        —    Special termination benefits      —        —        —        1    Foreign currency translation      (4 )      12        —        —    Adjustment for rounding      —        —        2        —                                     End of year     $ 905       $ 808       $ 114       $ 112                                     Plan assets at fair value:          Beginning of year     $ 828       $ 692        Actual return on plan assets      82        113        Employer contributions      8        46       $ 7       $ 7    Benefits paid      (28 )      (33 )      (7 )      (7 )  Plan settlements      (2 )      (7 )      —        —    Foreign currency translation      (4 )      17        —        —                                     End of year     $ 884       $ 828       $ —       $ —                                     Prepaid (Accrued) benefit expense:          Funded status (plan assets less benefit obligations)     $ (21 )     $ 20       $ (114 )     $ (112 )                                   Net prepaid (accrued) benefit expense     $ (21 )     $ 20       $ (114 )     $ (112 )                                         Primary U.S. and Non-U.S. Defined Benefit Plans     Post- Retirement Plan   (In millions)   2010     2009     2010     2009   Amounts recognized in our consolidated statement of condition as of December 31:         Non-current assets    $ 26       $ 60        Current liabilities     (2 )      (2 )     $ (9 )     $ (10 )  Noncurrent liabilities     (45 )      (38 )      (105 )      (102 )                                  Net prepaid (accrued) amount recognized in statement of condition    $ (21 )     $ 20       $ (114 )     $ (112 )                                  Amounts recognized in accumulated other comprehensive income:         Prior service credit    $ (4 )     $ (4 )     $ 4       $ 5    Net loss     (242 )      (204 )      (43 )      (49 )                                  Accumulated other comprehensive loss     (246 )      (208 )      (39 )      (44 )  Cumulative employer contributions in excess of net periodic benefit cost     225        228        (75 )      (68 )                                  Net asset (obligation) recognized in our consolidated statement of condition    $ (21 )     $ 20       $ (114 )     $ (112 )                                  Accumulated benefit obligation    $ 887       $ 796        Actuarial assumptions (U.S. Plans):         Used to determine benefit obligations as of December 31:         Discount rate     5.50 %      6.00 %      5.50 %      6.00 %  Rate of increase for future compensation     4.50        4.50        —        —    Used to determine periodic benefit cost for the years ended December 31:         Discount rate     6.00 %      6.00 %      6.00 %      6.00 %  Rate of increase for future compensation     4.50        4.50        —        —    Expected long-term rate of return on plan assets     7.25        7.25        —        —    Assumed health care cost trend rates as of December 31:         Cost trend rate assumed for next year     —        —        7.62 %      8.40 %  Rate to which the cost trend rate is assumed to decline     —        —        4.50        4.50    Year that the rate reaches the ultimate trend rate     —        —        2026        2028    Expected benefit payments for the next ten years are as follows:   (In millions)    Primary U.S. and Non-U.S. Defined Benefit Plans      Non- Qualified SERPs      Post-Retirement Plan   2011     $ 46        $   27        $ 9    2012      47         27         8    2013      48         10         8    2014      49         10         8    2015      32         14         8    2016-2020      177         72         35    The accumulated benefit obligation for all of our U.S. defined benefit pension plans was  $784 million and  $739 million at December 31, 2010, and 2009, respectively. To develop the assumption of the expected long-term rate of return on plan assets, we considered the historical returns and the future expectations for returns for each asset class, as well as the target asset allocation of the pension portfolio. This analysis resulted in the determination of the assumed long-term rate of return on plan assets of 7.25% for the year ended December 31, 2010.   Plan Assets: The primary purpose of the investment policy and strategy is to invest plan assets in a manner that provides for sufficient resources to be available to meet the plans' benefit and expense obligations when due. The portfolio, together with contributions, is intended to provide adequate liquidity to make benefit payments when due while preserving principal and maximizing returns, given appropriate risk constraints. A secondary but important objective is to enhance the plans' long-term viability through the generation of competitive returns that will limit the financial burden on State Street and contribute to our ability to maintain our retirement program. Plan assets are managed solely in the interests of the participants and consistent with generally recognized fiduciary standards, including all applicable provisions of ERISA and other applicable laws and regulations. Management believes that its investment policy satisfies the standards of prudence and diversification prescribed by ERISA. Plan assets are diversified across asset classes to achieve a balance between risk and return and between income and growth of assets through capital appreciation, to produce a prudently well-diversified portfolio. With respect to the U.S. and U.K. pension plans, the plan assets are primarily invested in pooled investment funds of State Street Bank. The fair value of the participation units owned by the plans is based on the redemption value on the last business day of the plan year, where values are based on the fair value of the underlying assets in each fund. The net asset value of units of participation in other funds is based on the fair value of the underlying securities in each fund. Investments in limited liability corporations and limited liability partnerships are valued at fair value as determined by the fund managers, and represent the plans' proportionate share of the estimated fair value of the underlying net assets of the limited liability corporations. The methods described above may produce a fair value calculation that may not be indicative of net realizable value or be reflective of future fair values. Furthermore, while management believes that its valuation methods are appropriate and consistent with other market participants, the use of different methodologies or assumptions to determine the fair value of certain financial instruments could result in a different fair value measurement as of the reporting date.   The following tables sets forth, by level within the fair value hierarchy prescribed by GAAP, the plans' assets measured at fair value on a recurring basis as of December 31, 2010 and 2009:       Fair Value Measurements on a Recurring Basis as of December 31, 2010   (In millions)   Quoted Prices in Active Markets (Level 1)     Pricing Methods with Significant Observable Market Inputs (Level 2)     Pricing Methods with Significant Unobservable Market Inputs (Level 3)     Total Net Carrying Value   Assets:         U.S. Pension Plan         Investments in pooled investment funds:         Domestic large cap equity      $ 120         $ 120    Domestic small cap equity       15          15    Developed international equities       67          67    Emerging markets equity       38          38    Investment grade fixed-income       308          308    High yield fixed-income       31          31    Real estate investment trusts       21          21    Alternative investments (commingled fund)       —       $ 5        5    Alternative investments (fund of funds)       —        14        14    Private equity       —        2        2    Cash       9        —        9                                    Fair value at end of period     —       $ 609       $ 21       $ 630                                    U.K. Pension Plan         Investments in pooled investment funds:         Developed international equity      $ 33         $ 33    U.K. fixed-income       144          144    Emerging market index       8          8    Alternative investments       —       $ 33        33                                    Total U.K. pension plan     —       $ 185       $ 33       $ 218                                    Other Non-U.S. Pension Plans (Excluding U.K.)         Insurance group annuity contracts        $ 36       $ 36                                    Total Other Non-U.S. Pension Plans (Excluding U.K.)     —        —       $ 36       $ 36                                    Total assets carried at fair value     —       $ 794       $ 90       $ 884                                        Fair Value Measurements Using Significant Unobservable Inputs Year Ended December 31, 2010       U.S. Pension Plan     U.S. Pension Plan     U.K. Pension Plan     Non-U.S. Pension Plans (Excluding U.K.)   (In millions)   Alternative Investments     Private Equity     Alternative Investments     Insurance group annuity contract   Assets:         Fair value at January 1, 2010    $ 13       $ 2       $ 24       $ 31    Purchases and sales, net     4        —        7        1    Unrealized gains (losses)     2        —        2        4                                    Fair value at December 31, 2010    $ 19       $ 2       $ 33       $ 36                                          Fair Value Measurements on a Recurring Basis as of December 31, 2009   (In millions)   Quoted Prices in Active Markets (Level 1)     Pricing Methods with Significant Observable Market Inputs (Level 2)     Pricing Methods with Significant Unobservable Market Inputs (Level 3)     Total Net Carrying Value   Assets:         U.S. Pension Plan         Investment in pooled investment funds:         Domestic large cap equity      $ 109         $ 109    Domestic small cap equity       12          12    Developed international equities       59          59    Emerging markets equity       32          32    Investment grade fixed-income       293          293    High yield fixed-income       27          27    Real estate investment trusts       22          22    Alternative investments (commingled fund)       8          8    Alternative investments (fund of funds)       —       $  13        13    Private equity       —        2        2    Cash       10        —        10                                    Fair value at end of period     —       $ 572       $ 15       $ 587                                    U.K. Pension Plan         Investment in pooled investment funds:         Developed international equity      $ 24         $ 24    U.K. fixed-income       139          139    Investment grade debt       23          23    Alternative investments       —       $ 24        24                                    Total U.K. pension plan     —       $ 186       $ 24       $ 210                                    Other Non-U.S. Pension Plans (Excluding U.K.)         Insurance group annuity contracts        $ 31       $ 31                                    Total Other Non-U.S. Pension Plans (Excluding U.K.)     —        —       $ 31       $ 31                                    Total assets carried at fair value     —       $ 758       $ 70       $ 828                                        Fair Value Measurements Using Significant Unobservable Inputs Year Ended December 31, 2009       U.S. Pension Plan     U.S. Pension Plan     U.K. Pension Plan     Non-U.S. Pension Plans (Excluding U.K.)   (In millions)   Alternative Investments     Private Equity     Alternative Investments     Insurance group annuity contract   Assets:         Fair value at January 1, 2009    $ 12       $ 3       $ 24       $ 34    Purchases and sales, net     —        —        (1 )      (3 )  Unrealized gains (losses)     1        (1 )      1        —                                    Fair value at December 31, 2009    $ 13       $ 2       $ 24       $ 31                                      The plans' investment strategy is intended to reduce the concentration risk of an adverse influence on investment values from the poor performance of a small number of individual investments through diversification of the assets. The significant holdings of the plans are monitored each quarter so that the plans do not fall outside of the allowable maximum amount per issuer. The plans are re-balanced on a monthly basis so that actual weights of the plan assets are within the allowable ranges set forth in the investment policy. The plans' operating cash flows (benefit payments, expenses, contributions) are used to bring the weights back into line on a monthly basis. If these cash flows do not provide enough benefit, additional re-balancing is effected. Expected employer contributions to the tax-qualified U.S. and Non-U.S. defined benefit pension plan, SERPs and post-retirement plan for the year ending December 31, 2011 are  $5 million,  $27 million and  $9 million, respectively. State Street has unfunded SERPs that provide certain officers with defined pension benefits in excess of qualified plan limits imposed by U.S. federal tax law. Information for the SERPs was as follows for the years ended December 31:        Non-Qualified SERPs   (In millions)        2010             2009       Benefit obligations:      Beginning of year     $ 182       $ 209    Service cost      1        2    Interest cost      10        10    Actuarial gain      (2 )      (16 )  Benefits paid      (2 )      (2 )  Settlements      (24 )      (21 )                   End of year     $ 165       $ 182                     Accrued benefit expense:      Funded status (plan assets less benefit obligations)     $ (165 )     $ (182 )                   Net accrued benefit expense     $ (165 )     $ (182 )                   Amounts recognized in our consolidated statement of condition as of December 31:      Current liabilities     $ (27 )     $ (24 )  Non-current liabilities      (138 )      (158 )                   Net accrued amount recognized in consolidated statement of condition     $ (165 )     $ (182 )                   Amounts recognized in accumulated other comprehensive income:      Net loss     $ (45 )     $ (60 )                   Accumulated other comprehensive loss      (45 )      (60 )  Cumulative employer contributions in excess of net periodic benefit cost      (120 )      (122 )                   Net obligation recognized in consolidated statement of condition     $ (165 )     $ (182 )                   Accumulated benefit obligation     $ 165       $ 171    Actuarial assumptions:      Assumptions used to determine benefit obligations and periodic benefit costs are consistent with those noted for the post-retirement plan, with the following exceptions:      Rate of increase for future compensation—SERPs      4.75 %      4.75 %  Rate of increase for future compensation—Executive SERPs      10.00        10.00    For those defined benefit plans that have accumulated benefit obligations in excess of plan assets as of December 31, 2010 and 2009, the accumulated benefit obligations are  $231 million and  $239 million, respectively, and the plan assets are  $36 million and  $39 million, respectively.   For those defined benefit plans that have projected benefit obligations in excess of plan assets as of December 31, 2010 and 2009, the projected benefit obligations are  $263 million for both years and the plan assets are  $50 million and  $42 million, respectively. If trend rates for health care costs were increased by 1%, the post-retirement benefit obligation as of December 31, 2010 would have increased 7%, and the aggregate expense for service and interest costs for 2010 would have increased 10%. Conversely, if trend rates for health care costs were decreased by 1%, the post-retirement benefit obligation as of December 31, 2010 would have decreased 6%, and the aggregate expense for service and interest costs for 2010 would have decreased 8%. The following table presents the actuarially determined expense for our U.S. and non-U.S. defined benefit plans, post-retirement plan and SERPs for the years ended December 31:         Primary U.S. and Non-U.S. Defined Benefit Plans     Post-Retirement Plan   (In millions)        2010     2009     2008         2010     2009     2008   Components of net periodic benefit cost:              Service cost     $ 11       $ 13       $ 18       $ 5       $ 4       $ 4    Interest cost      44        45        47        6        6        5    Assumed return on plan assets      (55 )      (56 )      (59 )      —        —        —    Amortization of net loss      7        6        4        2        1        1                                                     Net periodic benefit cost      7        8        10        13        11        10    Settlements      —        (1 )      —        —        —        —    Curtailments      —        (1 )      —        —        —        —    Special termination benefits      —        —        —        —        1        —                                                     Total expense     $ 7       $ 6       $ 10       $ 13       $ 12       $ 10                                                     Estimated amounts that will be amortized from accumulated other comprehensive income over the next fiscal year:              Net loss     $ (13 )     $ (7 )     $ (6 )     $ (2 )     $ (2 )     $ (1 )                                                   Estimated amortization     $ (13 )     $ (7 )     $ (6 )     $ (2 )     $ (2 )     $ (1 )                                                          Non-Qualified SERPs   (In millions)        2010     2009     2008       Components of net periodic benefit cost:        Service cost     $ 1       $ 2       $ 4    Interest cost      10        10        12    Amortization of net loss      5        3        8                             Net periodic benefit cost      16        15        24    Settlements      8        4        —                             Total expense     $ 24       $ 19       $ 24                             Estimated amounts that will be amortized from accumulated other comprehensive income over the next fiscal year:        Net loss     $ (3 )     $ (5 )     $ (7 )                           Estimated amortization     $ (3 )     $ (5 )     $ (7 )                           Certain of our U.S. employees are eligible to contribute a portion of their pre-tax salary to a 401(k) savings plan, or post-tax Roth contributions, or both, up to the annual IRS limit. Our matching portion of these contributions is paid in cash, and the related expense was  $71 million,  $73 million and  $87 million for the years ended December 31, 2010, 2009 and 2008, respectively. In addition, employees in certain non-U.S. offices participate in other local plans. Expenses related to these plans were  $45 million for each of the years ended December 31, 2010 and 2009, and  $55 million for the year ended December 31, 2008. Shares of common stock and interest in the savings plan may be acquired by eligible employees through the Employee Stock Ownership Plan, referred to as an ESOP. The ESOP is a non-leveraged plan. Compensation cost is equal to the contribution called for by the plan formula and is composed of the cash contributed for the purchase of common stock on the open market or the fair value of the shares contributed from treasury stock. Dividends on shares held by the ESOP are charged to retained earnings, and shares are treated as outstanding for the calculation of earnings per common share.

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Occupancy Expense and Information Systems and Communications Expense	12 Months Ended
Dec. 31, 2010
Occupancy Expense and Information Systems and Communications Expense	Note 20.    Occupancy Expense and Information Systems and Communications Expense Occupancy expense and information systems and communications expense include expense for depreciation of buildings, leasehold improvements, computers, equipment and furniture and fixtures. Total depreciation expense for the years ended December 31, 2010, 2009 and 2008 was  $373 million,  $380 million and  $353 million, respectively. We lease approximately 872,000 square feet at One Lincoln Street, our headquarters building located in Boston, Massachusetts, and a related 366,000-square-foot underground parking garage, under 20-year, non-cancelable capital leases expiring in September 2023. In addition, we lease approximately 362,000 square feet at 20 Churchill Place, an office building located in the U.K., under a 20-year capital lease expiring in December 2028, with the option to cancel the lease after the first 15 years. As of December 31, 2010 and 2009, an aggregate net book value of  $606 million and  $660 million, respectively, related to the above-described capital leases was recorded in premises and equipment in our consolidated statement of condition, with the related liability recorded in long-term debt. Capital lease asset amortization is recorded in occupancy expense over the respective lease term. Lease payments are recorded as a reduction of the liability, with a portion recorded as imputed interest expense. For the years ended December 31, 2010 and 2009 and 2008, interest expense related to these capital lease obligations, reflected in net interest revenue, was  $44 million,  $47 million and  $36 million, respectively. As of December 31, 2010 and 2009, accumulated amortization of assets related to capital leases was  $230 million and  $185 million, respectively. We have entered into non-cancelable operating leases for premises and equipment. Nearly all of these leases include renewal options. Costs related to operating leases for office space are recorded in occupancy expense. Costs related to operating leases for computers and equipment are recorded in information systems and communications expense. Total rental expense, net of sublease revenue, amounted to  $241 million,  $230 million and  $241 million for the years ended December 31, 2010, 2009 and 2008, respectively. Total rental expense was reduced by sublease revenue of  $12 million,  $17 million and  $11 million for the years ended December 31, 2010, 2009 and 2008, respectively.   The following table presents a summary of future minimum lease payments under non-cancelable capital and operating leases as of December 31, 2010. Aggregate future minimum rental commitments have been reduced by aggregate sublease rental commitments of  $58 million for capital leases and  $21 million for operating leases.   (In millions)    Capital Leases     Operating Leases      Total   2011     $ 68       $ 237        $ 305    2012      65        203         268    2013      65        193         258    2014      65        165         230    2015      66        112         178    Thereafter      686        308         994                              Total minimum lease payments      1,015       $ 1,218        $ 2,233                        Less amount representing interest payments      (364 )                     Present value of minimum lease payments     $ 651

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Expenses	12 Months Ended
Dec. 31, 2010
Expenses	Note 21.    Expenses In June 2010, we recorded an aggregate pre-tax charge of  $414 million, including associated legal costs of  $9 million, in our consolidated statement of income with respect to the cash collateral pools underlying SSgA-managed investment funds engaged in securities lending, as well as the cash collateral pools underlying our agency lending program. In connection with the charge, we made a one-time cash contribution of  $330 million to the cash collateral pools and liquidity trusts underlying the SSgA lending funds. In light of our assessment with respect to previously disclosed asserted and unasserted claims and our evaluation of the ultimate resolution of such claims, as well as the effect of the redemption restrictions originally imposed by SSgA on the lending funds and other considerations, we elected to make the cash contribution, which restored the net asset value per unit of the underlying cash collateral pools to  $1.00 as of June 30, 2010. As a result of this action, SSgA removed the redemption restrictions from the SSgA lending funds in August 2010. The pre-tax charge also included the establishment of a  $75 million reserve to address certain potential inconsistencies in connection with our implementation of the redemption restrictions applicable to the cash collateral pools underlying our agency lending program. This charge was based on the results of a review of our implementation of the redemption restrictions with respect to participants in the agency lending collateral pools, and our assessment of the amount required to compensate clients for the dilutive effect of redemptions which may not have been consistent with the intent of the policy. In June 2009, the Staff of the SEC provided State Street Bank with a "Wells" notice related to the SEC's ongoing investigation into disclosures and management by SSgA of certain of its active fixed-income strategies during 2007 and prior periods. Subsequent to the receipt of the Wells notice, we engaged in discussions with the SEC and other governmental and regulatory authorities regarding a potential settlement of this matter. Based on such discussions during the fourth quarter of 2009, we determined it appropriate to increase our reserve, initially established in 2007 to address litigation exposure and other costs associated with SSgA's management of these fixed-income strategies, by  $250 million, to take into account such a potential settlement with these governmental authorities and the other ongoing litigation related to the active fixed-income strategies. As a result, we recorded a provision of  $250 million in our 2009 consolidated statement of income related to our estimate of this legal exposure. We settled regulatory inquiries related to this exposure in February 2010.   During 2007 and 2008, the liquidity and pricing issues in the fixed-income securities markets adversely affected the market value of the securities in certain accounts managed by SSgA. These accounts, which are offered to retirement plans, allow participants to purchase and redeem units at a constant net asset value regardless of volatility in the underlying value of the assets held by the account. The accounts enter into contractual arrangements with independent third-party financial institutions that agree to make up any shortfall in the account if all the units are redeemed at the constant net asset value. The financial institutions have the right, under certain circumstances, to terminate this guarantee with respect to future investments in the account. During 2008, in reaction to the aforementioned issues, the third-party guarantors considered terminating their financial guarantees with the accounts. Although we were not statutorily or contractually obligated to do so, we elected to purchase approximately  $2.49 billion of asset- and mortgage-backed securities from these accounts that had been identified as presenting increased risk in the then current market environment, which we classified in investment securities available for sale in our consolidated statement of condition, and to contribute an aggregate of  $450 million to the accounts to improve the ratio of the market value of the accounts' portfolio holdings to the book value of the accounts. Accordingly, we recorded a provision of  $450 million in our 2008 consolidated statement of income to provide for this infusion. During the third and fourth quarters of 2008, Lehman Brothers Holdings Inc., or Lehman, and certain of its affiliates filed for bankruptcy or other insolvency proceedings. While we had no unsecured financial exposure to Lehman or its affiliates, we indemnified certain customers in connection with collateralized repurchase agreements with Lehman entities. In the then current market environment, the market value of the underlying collateral had declined. To the extent that these declines resulted in collateral value falling below the indemnification obligation, we recorded a balance sheet reserve, and a corresponding provision, of  $200 million in other expenses in our 2008 consolidated statement of income to provide for our estimated net exposure. The reserve was based on the cost of satisfying the indemnification obligation net of the fair value of the collateral, which we acquired subsequent to the Lehman proceedings. The collateral, composed of commercial real estate loans discussed in note 4, is recorded in loans and leases in our consolidated statement of condition.

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Income Taxes	12 Months Ended
Dec. 31, 2010
Income Taxes	Note 22.    Income Taxes The components of income tax expense consisted of the following for the years ended December 31:   (In millions)    2010     2009      2008   Current:         Federal     $ (885 )     $ 75        $ 1,065    State      15        39         299    Non-U.S.      156        157         309                              Total current expense (benefit)      (714 )      271         1,673    Deferred:         Federal      745        383         (442 )  State      141        28         (194 )  Non-U.S.      358        40         (6 )                            Total deferred expense (benefit)      1,244        451         (642 )                            Total income tax expense     $ 530       $ 722        $ 1,031                              The table above excludes an income tax benefit of  $2.41 billion associated with the extraordinary loss recorded in connection with the May 2009 conduit consolidation. Income tax expense (benefit) related to net gains (losses) from sales of available-for-sale investment securities was  $(98) million,  $147 million and  $27 million for the years ended December 31, 2010, 2009 and 2008, respectively. Pre-tax income attributable to operations located outside the U.S. was  $1.34 billion,  $801 million and  $1.11 billion for the years ended December 31, 2010, 2009 and 2008, respectively. Pre-tax earnings of non-U.S. subsidiaries are subject to U.S. tax when effectively repatriated. As of December 31, 2010, we have chosen to indefinitely reinvest  $1.5 billion of the retained earnings of certain non-U.S. subsidiaries. No provision has been recorded for U.S. income taxes that could be incurred upon repatriation, and it is not practicable to determine the tax liability that could be incurred upon repatriation. Significant components of deferred tax liabilities and assets were as follows at December 31:   (In millions)    2010     2009   Deferred tax liabilities:      Lease financing transactions     $ 463       $ 505    Fixed and intangible assets      1,029        725    Other      122        30                     Total deferred tax liabilities      1,614        1,260    Deferred tax assets:      Foreign currency translation      70        32    Unrealized losses on securities, net      1,083        3,353    Deferred compensation      183        165    Defined benefit pension plan      121        124    Operating expenses      177        231    Real estate      33        36    Other      137        39                     Total deferred tax assets      1,804        3,980                     Valuation allowance for deferred tax assets      (18 )      (7 )                   Deferred tax assets, net of valuation allowance      1,786        3,973                     Net deferred tax assets     $ (172 )     $ (2,713 )                   Management considers the valuation allowance adequate to reduce the total deferred tax assets to an aggregate amount that will more likely than not be realized. Management has determined that a valuation allowance is not required for the remaining deferred tax assets, because it is more likely than not that there is sufficient taxable income of the appropriate nature within the carryback and carryforward periods to realize these assets. At December 31, 2010 and 2009, we had deferred tax assets associated with non-U.S. and state loss carryforwards of  $26 million and  $16 million, respectively, included in "other" in the above table. Loss carryforwards expire in 2011 through 2017. A reconciliation of the U.S. statutory income tax rate to the effective tax rate based on income before income tax expense, excluding the aforementioned extraordinary loss for 2009, was as follows for the years ended December 31:        2010     2009     2008   U.S. federal income tax rate      35.0 %      35.0 %      35.0 %  Changes from statutory rate:        State taxes, net of federal benefit      1.2        1.7        3.4    Tax-exempt income      (3.6 )      (3.1 )      (2.0 )  Tax credits      (1.3 )      (1.6 )      (0.9 )  Foreign tax differential      (3.6 )      (5.0 )      (1.4 )  Transactions related to investment securities (1)      (2.3 )      —        —    Provisions related to LILO and SILO transactions      —        0.1        2.4    Non-deductible penalty      —        1.0        —    Other, net      —        0.5        (0.3 )                           Effective tax rate      25.4 %      28.6 %      36.2 %                           (1) Represented the net effect of a discrete tax benefit associated with the restructuring of former non-U.S. conduit assets and the partial write-off of a deferred tax asset associated with certain of the investment securities sold in connection with the repositioning of the investment portfolio.   A summary of activity related to unrecognized tax benefits as of December 31 follows:   (In millions)    2010      2009   Balance at beginning of year     $ 359        $ 345    Increase related to tax positions taken during prior years      27         14    Increase related to tax positions taken during current year      33         —                      Balance at end of year     $ 419        $ 359                      Included in the balance in the table above as of December 31, 2010 is  $354 million of tax positions highly certain to ultimately result in deductions or credits, but for which the timing of such deductibility is uncertain. We are presently under audit by a number of tax authorities. It is reasonably possible that unrecognized tax benefits will decrease by up to  $336 million over the next 12 months as a result of the closing of the IRS audit of the tax years 2000 – 2006. See note 11. We record interest and penalties related to income taxes as a component of income tax expense. There were no penalties or interest included in income tax expense in 2010; approximately  $3 million and  $22 million of interest was included in income tax expense for the years ended December 31, 2009 and 2008, respectively. We had approximately  $65 million of accrued interest at both December 31, 2010 and 2009. The earliest tax year open to examination in jurisdictions where we have material operations is 2000.

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Earnings Per Common Share	12 Months Ended
Dec. 31, 2010
Earnings Per Common Share	Note 23.    Earnings Per Common Share The following table presents the computation of basic and diluted earnings per common share for the years ended December 31:   (Dollars in millions, except per share amounts)    2010     2009     2008   Net income before extraordinary loss     $ 1,556       $ 1,803       $ 1,811    Less:        Prepayment of preferred stock discount      —        (106 )      —    Preferred stock dividends      —        (46 )      (18 )  Accretion of preferred stock discount      —        (11 )      (4 )                           Net income before extraordinary loss available to common equity      1,556        1,640        1,789    Less: Dividends and undistributed earnings allocated to participating securities(1)      (16 )      —        —                             Net income before extraordinary loss available to common shareholders     $ 1,540       $ 1,640       $ 1,789                             Average shares outstanding (in thousands):        Basic average shares      495,394        470,602        413,182    Effect of dilutive securities: stock options and stock awards      2,530        3,401        2,918                             Diluted average shares      497,924        474,003        416,100                             Anti-dilutive securities(2)      10,316        12,904        3,874    Earnings per share:        Basic     $ 3.11       $ 3.50       $ 4.32    Diluted (3)     $ 3.09       $ 3.46       $ 4.30    (1) Represents the portion of net income available to common equity that is allocated to participating securities; participating securities, which are composed of unvested restricted stock and director stock, have non-forfeitable rights to dividends during the vesting period on a basis equivalent to dividends paid to common shareholders.   (2) Represents stock options, restricted stock and other securities outstanding but not included in the computation of diluted average shares because their effect was anti-dilutive.   (3) Calculation for 2010 reflects the allocation of earnings to participating securities using the two-class method, as this computation was more dilutive than the calculation using the treasury stock method.

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Line of Business Information	12 Months Ended
Dec. 31, 2010
Line of Business Information	Note 24.    Line of Business Information We have two lines of business: Investment Servicing and Investment Management. Given our services and management organization, the results of operations for these lines of business are not necessarily comparable with those of other companies, including companies in the financial services industry. Investment Servicing provides services for U.S. mutual funds, collective investment funds and other investment pools, corporate and public retirement plans, insurance companies, foundations and endowments worldwide. Products include custody, accounting, daily pricing and administration; master trust and master custody; recordkeeping; foreign exchange, brokerage and other trading services; securities finance; deposit and short-term investment facilities; loans and lease financing; investment manager and alternative investment manager operations outsourcing; and performance, risk and compliance analytics to support institutional investors. We provide shareholder services, which include mutual fund and collective investment fund shareholder accounting, through 50%-owned affiliates, Boston Financial Data Services, Inc. and the International Financial Data Services group of companies. Investment Management provides a broad range of investment management strategies, specialized investment management advisory services and other financial services, such as securities finance, for corporations, public funds, and other sophisticated investors. Investment management strategies include passive and active, such as enhanced indexing and hedge fund strategies, using quantitative and fundamental methods for both U.S. and global equities and fixed-income securities. Our investment servicing strategy is to focus on total client relationships and the full integration of our products and services across our client base through cross-selling opportunities. In general, a client will use a combination of services, depending on their needs, rather than one product or service. For instance, a custody client may purchase securities finance and cash management services from different business units. Products and services that we provide to our clients are parts of an integrated offering to these clients. We price our products and services on the basis of overall client relationships and other factors; as a result, revenue may not necessarily reflect the stand-alone market price of these products and services within the business lines in the same way it would for independent business entities. Generally, approximately two-thirds of our consolidated total revenue (fee revenue from investment servicing and investment management, as well as trading services and securities finance activities) is generated by these two business lines. The remaining one-third is composed of processing and other fee revenue, net interest revenue, which is largely generated by the investment of client deposits in a variety of assets, and net gains (losses) related to investment securities. These other revenue types are generally fully allocated to, or reside in, Investment Servicing and Investment Management. Revenue and expenses are directly charged or allocated to the lines of business through management information systems. Assets and liabilities are allocated according to policies that support management's strategic and tactical goals. Capital is allocated based on risk-weighted assets and management's judgment. Capital allocations may not be representative of the capital that might be required if these lines of business were independent business entities.   The following is a summary of our line of business results. The amounts in the "Divestitures" columns represent the operating results of our joint venture interest in CitiStreet prior to our sale of that interest in July 2008. The amounts presented in the "Other" column for 2010 represent the net loss from sales of investment securities associated with our repositioning of the portfolio described in note 3, the restructuring charges associated with our global multi-year program described in note 9, and merger and integration costs associated with acquisitions. The amounts presented in the "Other" column for 2009 represent net interest revenue earned in connection with our participation in the Federal Reserve's AMLF and merger and integration costs recorded in connection with our July 2007 acquisition of Investors Financial. The amounts in the "Other" column for 2008 represent the net interest revenue associated with our participation in the AMLF; the gain on the sale of our joint venture interest in CitiStreet; the restructuring charges recorded in that year primarily in connection with our plan to reduce our expenses from operations; the provision related to our estimated net exposure for customer indemnification associated with collateralized repurchase agreements; and merger and integration costs recorded in connection with the Investors Financial acquisition. The amounts in the "Divestitures" and "Other" columns were not allocated to State Street's business lines.       Investment Servicing     Investment Management     Divestitures     Other     Total   Years ended December 31,   2010     2009     2008     2010     2009     2008     2010     2009     2008     2010     2009     2008     2010     2009     2008   (Dollars in millions, except where otherwise noted)                                                                                           Fee revenue:                               Servicing fees    $ 3,938       $ 3,334       $ 3,798                         $ 3,938       $ 3,334       $ 3,798    Management fees     —        —        —       $ 829       $ 766       $ 975                    829        766        975    Trading services     1,106        1,094        1,467        —        —        —                    1,106        1,094        1,467    Securities finance     265        387        900        53        183        330                    318        570        1,230    Processing fees and other     225        72        200        124        99        85           $ (8 )            349        171        277                                                                                                          Total fee revenue     5,534        4,887        6,365        1,006        1,048        1,390            (8 )            6,540        5,935        7,747    Net interest revenue     2,633        2,489        2,480        66        68        96            6         $ 7       $ 68        2,699        2,564        2,650    Gains (Losses) related to investment securities, net     58        141        (54 )      —        —        —            —       $ (344 )      —        —        (286 )      141        (54 )  Gain on sale of CitiStreet interest, net of exit and other associated costs     —        —        —        —        —        —            —        —        —        350        —        —        350                                                                                                                            Total revenue     8,225        7,517        8,791        1,072        1,116        1,486            (2 )      (344 )      7        418        8,953        8,640        10,693    Provision for loan losses     25        148        —        —        1        —            —        —        —        —        25        149        —    Expenses from operations     5,430        4,920        5,699        753        747        1,076            5        —        —        —        6,183        5,667        6,780    Securities lending charge     75        —        —        339        —        —            —        —        —        —        414        —        —    Provision for legal exposure     —        —        —        —        250        —            —        —        —        —        —        250        —    Provision for investment account infusion     —        —        —        —        —        450            —        —        —        —        —        —        450    Restructuring charges     —        —        —        —        —        —            —        156        —        306        156        —        306    Customer indemnification obligation     —        —        —        —        —        —            —        —        —        200        —        —        200    Merger and integration costs     —        —        —        —        —        —            —        89        49        115        89        49        115                                                                                                                            Total expenses     5,505        4,920        5,699        1,092        997        1,526            5        245        49        621        6,842        5,966        7,851                                                                                                                            Income (Loss) from continuing operations before income taxes    $ 2,695       $ 2,449       $ 3,092       $ (20 )     $ 118       $ (40 )         $ (7 )     $ (589 )     $ (42 )     $ (203 )     $ 2,086       $ 2,525       $ 2,842                                                                                                                            Pre-tax margin     33 %      33 %      35 %      (2 )%      11 %      (3 )%                    Average assets (in billions)    $ 148.5       $ 143.7       $ 158.3       $ 3.5       $ 3.1       $ 2.9           $ 0.5             $ 152.0       $ 146.8       $ 161.7

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Non-U.S. Activities	12 Months Ended
Dec. 31, 2010
Non-U.S. Activities	Note 25.    Non-U.S. Activities We define non-U.S. activities as those revenue-producing assets and business activities that arise from clients domiciled outside the U.S. Due to the nature of our business, precise segregation of U.S. and non-U.S. activities is not possible. Subjective judgments have been applied to determine results of operations related to our non-U.S. activities, including our application of transfer pricing and our asset and liability management policies. Interest expense allocations are based on the average cost of short-term borrowings. The following table summarizes our non-U.S. operating results for the years ended December 31:   (In millions)    2010      2009     2008   Total fee revenue     $ 2,661        $ 2,291       $ 3,132    Net interest revenue      607         422        632    Gains (Losses) related to investment securities, net      449         (37 )      12                              Total revenue      3,717         2,676        3,776    Expenses      2,962         2,457        3,203                              Income before income taxes      755         219        573    Income tax expense      282         84        220                              Net income     $ 473        $ 135       $ 353                              Non-U.S. revenue for 2010 included  $1.18 billion in the United Kingdom, primarily from our London operations. The following table summarizes our non-U.S. assets as of December 31, based on the domicile of the underlying counterparties:   (In millions)      2010         2009    Interest-bearing deposits with banks     $ 9,825        $ 4,380    Non-U.S. investment securities      20,357         21,216    Other assets      16,830         11,434                      Total assets     $ 47,012        $ 37,030

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Parent Company Financial Statements	12 Months Ended
Dec. 31, 2010
Parent Company Financial Statements	Note 26.    Parent Company Financial Statements The following tables present the financial statements of the parent company without consolidation of its banking and non-banking subsidiaries. STATEMENT OF INCOME   Years ended December 31,    2010     2009     2008   (In millions)                    Interest on securities purchased under resale agreements         $ 105    Cash dividends from consolidated banking subsidiary     $ 1,400       $ 250        —    Cash dividends from consolidated non-banking subsidiaries and unconsolidated entities      100        25        52    Other, net      9        (11 )      (8 )                           Total revenue      1,509        264        149    Interest on securities sold under repurchase agreements      —        —        64    Other interest expense      162        178        211    Other expenses      421        53        77                             Total expenses      583        231        352    Income tax benefit      (93 )      (38 )      (75 )                           Income (Loss) before equity in undistributed income of consolidated subsidiaries and unconsolidated entities      1,019        71        (128 )  Extraordinary loss, net of taxes      —        (20 )      —    Equity in undistributed income (loss) of consolidated subsidiaries and unconsolidated entities:        Consolidated banking subsidiary      484        (1,987 )      1,814    Consolidated non-banking subsidiaries and unconsolidated entities      53        55        125                             Net income (loss)     $ 1,556       $ (1,881 )     $ 1,811                               STATEMENT OF CONDITION   As of December 31,    2010      2009   (In millions)               Assets:       Interest-bearing deposits with banking subsidiary     $ 5,058        $ 4,227    Trading account assets      122         95    Investment securities available for sale      24         33    Investments in subsidiaries:       Consolidated banking subsidiary      16,697         14,668    Consolidated non-banking subsidiaries      2,299         1,947    Unconsolidated entities      297         256    Notes and other receivables from:       Consolidated banking subsidiary      —         143    Consolidated non-banking subsidiaries and unconsolidated entities      283         301    Other assets      850         380                      Total assets     $ 25,630        $ 22,050                      Liabilities:       Commercial paper     $ 2,799        $ 2,777    Accrued taxes, expenses and other liabilities due to:       Consolidated banking subsidiary      561         —    Third parties      161         174    Long-term debt      4,322         4,608                      Total liabilities      7,843         7,559    Shareholders' equity      17,787         14,491                      Total liabilities and shareholders' equity     $ 25,630        $ 22,050                        STATEMENT OF CASH FLOWS   Years ended December 31,    2010     2009     2008   (In millions)                    Net cash (used in) provided by operating activities     $ 1,453       $ (24 )     $ 223    Investing Activities:        Net increase in interest-bearing deposits with banking subsidiary      (831 )      (1,457 )      (703 )  Net decrease in securities purchased under resale agreements      —        —        6,801    Proceeds from sales and maturities of available-for-sale securities      1        36        10    Purchases of available-for-sale securities      —        —        (168 )  Net decrease (increase) in securities related to AMLF      —        3,104        (3,089 )  Net investments in consolidated banking subsidiary      —        —        (4,572 )  Investments in non-banking subsidiaries and unconsolidated entities      (277 )      (776 )      (214 )  Sale of investment in non-banking subsidiaries and unconsolidated entities      127        —        —    Business acquisitions      (141 )      —        —    Net increase in notes receivable from subsidiaries      —        —        (146 )  Other, net      —        —        (21 )                           Net cash (used in) provided by investing activities      (1,121 )      907        (2,102 )  Financing Activities:        Net decrease in securities sold under repurchase agreements      —        —        (6,293 )  Net (decrease) increase in short-term borrowings related to AMLF      —        (3,063 )      3,063    Net increase in commercial paper      22        189        233    Proceeds from issuance of long-term debt, net of issuance costs      —        1,992        493    Payments for long-term debt      (300 )      —        (25 )  Proceeds from public offering of common stock, net of issuance costs      —        2,231        2,251    Redemption of TARP preferred stock investment      —        (2,000 )      —    Repurchase of TARP common stock warrant      —        (60 )      —    Proceeds from issuance of TARP preferred stock      —        —        1,879    Proceeds from issuance of warrant to purchase common stock      —        —        121    Proceeds from exercises of common stock options      10        34        12    Repurchases of common stock for employee tax withholding      (44 )      (38 )      (79 )  Proceeds from issuances of treasury stock      —        —        623    Payments for cash dividends      (20 )      (168 )      (399 )                           Net cash (used in) provided by financing activities      (332 )      (883 )      1,879                             Net change      —        —        —    Cash and due from banks at beginning of year      —        —        —                             Cash and due from banks at end of year     $ —       $ —       $ —

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Summary of Significant Accounting Policies (Policy)	12 Months Ended
Dec. 31, 2010
Basis of Presentation	Basis of Presentation: Our consolidated financial statements include the accounts of the parent company and its majority- and wholly-owned subsidiaries, including State Street Bank. All material inter-company transactions and balances have been eliminated. Certain previously reported amounts have been reclassified to conform to current year presentation. We consolidate subsidiaries in which we hold a majority of the voting rights or exercise control. Investments in unconsolidated subsidiaries, recorded in other assets, are generally accounted for under the equity method of accounting if we have the ability to exercise significant influence over the operations of the investee. For investments accounted for under the equity method, our share of income or loss is recorded in processing fees and other revenue in our consolidated statement of income. Investments not meeting the criteria for equity method treatment are accounted for under the cost method of accounting.
Foreign Currency Translation	Foreign Currency Translation: The assets and liabilities of our operations with functional currencies other than the U.S. dollar are translated at month-end exchange rates, and revenue and expenses are translated at rates that approximate average monthly exchange rates. Gains or losses from the translation of the net assets of subsidiaries with functional currencies other than the U.S. dollar, net of related taxes, are recorded in accumulated other comprehensive income, a component of shareholders' equity.
Cash and Cash Equivalents	Cash and Cash Equivalents: For purposes of the consolidated statement of cash flows, cash and cash equivalents are defined as cash and due from banks.
Investment Securities	Investment Securities: Investment securities held by us are classified as either trading account assets, investment securities available for sale or investment securities held to maturity at the time of purchase, based on management's intent. Trading account assets are debt and equity securities purchased in connection with our trading activities and, as such, are expected to be sold in the near term. Our trading activities typically involve active and frequent buying and selling with the objective of generating profits on short-term movements. Securities available for sale are those that we intend to hold for an indefinite period of time. Available-for-sale securities include securities utilized as part of our asset and liability management activities that may be sold in response to changes in interest rates, pre-payment risk, liquidity needs or other factors. Securities held to maturity are debt securities that management has the intent and the ability to hold to maturity. Trading account assets are carried at fair value. Both realized and unrealized gains and losses on trading account assets are recorded in trading services revenue in our consolidated statement of income. Debt and marketable equity securities classified as available for sale are carried at fair value, and after-tax net unrealized gains and losses are recorded in accumulated other comprehensive income. Gains or losses realized on sales of available-for-sale securities are computed using the specific identification method and are recorded in gains (losses) related to investment securities, net, in our consolidated statement of income. Securities held to maturity are carried at cost, adjusted for amortization of premiums and accretion of discounts. Management reviews the fair values of investment securities at least quarterly, and evaluates individual securities for impairment that may be deemed to be other than temporary. For impaired securities that we plan to sell, or when it is more likely than not that we will be forced to sell the security, the impairment is deemed to be other than temporary. Otherwise, management determines whether or not it expects to recover the entire amortized cost basis of the security, primarily by comparing the present value of expected future principal, interest and other contractual cash flows to the security's amortized cost basis. When management concludes that other-than-temporary impairment exists, the impairment is separated into the amount related to credit losses and the amount related to factors other than credit. The amount related to credit losses is recognized in our consolidated statement of income in gains (losses) related to investment securities, net, and the amortized cost basis of the security is written down by this amount. The portion of impairment related to all other factors is recognized in other comprehensive income. Interest revenue related to debt securities is recognized in our consolidated statement of income using the interest method, or on a basis approximating a level rate of return over the contractual or estimated life of the security. The level rate of return considers any nonrefundable fees or costs, as well as purchase premiums or discounts, resulting in amortization or accretion, accordingly. With respect to debt securities acquired, for those which management considers it probable as of the date of acquisition that we will be unable to collect all contractually required principal, interest and other payments, the excess of management's estimate of undiscounted future cash flows from these securities over their initial recorded investment is accreted into interest revenue on a level-yield basis over the securities' estimated remaining terms. Subsequent decreases in these securities' expected future cash flows are either recognized prospectively through an adjustment of the yields on the securities over their remaining terms, or are evaluated for other-than-temporary impairment as described above. Increases in expected future cash flows are recognized prospectively over the securities' estimated remaining terms through the recalculation of their yields. With respect to certain debt securities acquired which are considered to be beneficial interests in securitized financial assets, the excess of management's estimate of undiscounted future cash flows from these securities over their initial recorded investment is accreted into interest revenue on a level-yield basis over the securities' estimated remaining terms. Subsequent decreases in these securities' expected future cash flows are either recognized prospectively through an adjustment of the yields on the securities over their remaining terms, or are evaluated for other-than-temporary impairment as described above. Increases in expected future cash flows are recognized prospectively over the securities' estimated remaining terms through the recalculation of their yields.
Loans and Leases	Loans and Leases: Loans generally are recorded at their principal amount outstanding, net of the allowance for loan losses, unearned income, and any net unamortized deferred loan origination fees. Acquired loans are recorded at fair value, based on management's expectation with respect to future principal and interest collection as of the date of acquisition. Loans acquired with evidence of deterioration in credit quality subsequent to origination, and for which it is probable on the date of acquisition that we will be unable to collect all contractually required payments, are recorded at fair value. The excess of expected future cash flows from these loans over their initial recorded investment is accreted into interest revenue on a level yield basis over the remaining life of the loans. The carrying amount of acquired loans is assessed on an ongoing basis using a discounted cash flow model, which incorporates management expectations of prepayments. Subsequent decreases in expected cash flows result in an addition to the related valuation allowance to allow the loan to maintain its level yield. Increases in expected cash flows are recognized, first, as a reduction of any remaining valuation allowance, and then are recognized prospectively over the remaining life of the loan through a recalculation of the loan's level yield. Interest revenue related to loans is recognized in our consolidated statement of income using the interest method or on a basis approximating a level rate of return over the term of the loan. Fees received for providing loan commitments and letters of credit that we anticipate will result in loans typically are deferred and amortized to interest revenue over the life of the related loan, beginning with the initial borrowing. Fees on commitments and letters of credit are amortized to processing fees and other revenue over the commitment period when funding is not known or expected. For all loan classes, other than loans acquired with evidence of deterioration in credit quality, loans are placed on non-accrual status when they become 60 days past-due as to either principal or interest, or earlier when full collection of principal or interest is not considered probable. Loans 60 days past-due, but considered both well secured and in the process of collection, are treated as exceptions and may be excluded from non-accrual status. When we place a loan on non-accrual status, the accrual of interest is discontinued and previously recorded but unpaid interest is reversed and generally charged against interest revenue. For loans on non-accrual status, revenue is recognized on a cash basis after recovery of principal, if and when interest payments are received. Loans may be removed from non-accrual status when repayment is reasonably assured and performance under the terms of the loan has been demonstrated. In order to minimize our economic loss and to avoid foreclosure or repossession of underlying collateral, we may restructure troubled loans by granting concessions to a borrower experiencing financial difficulty. Once restructured, a loan is generally considered impaired until its maturity, regardless of whether the borrower performs under the restructured loan's modified terms. Leveraged lease investments are reported at the aggregate of lease payments receivable and estimated residual values, net of non-recourse debt and unearned income. Lease residual values are reviewed regularly for other-than-temporary impairment, with valuation adjustments recorded currently against processing fees and other revenue. Unearned income is recognized to yield a level rate of return on the net investment in the leases. Gains and losses on residual values of leased equipment sold are recorded in processing fees and other revenue.
Allowance for Loan Losses	Allowance for Loan Losses: The allowance for loan losses, recorded as a reduction of loans and leases in our consolidated statement of condition, represents management's estimate of probable credit losses inherent in our loan and lease portfolio as of the balance sheet date. The allowance is evaluated on a regular basis by management. Factors considered in evaluating the adequacy of the allowance for both the institutional and commercial real estate segments of our loan and lease portfolio include previous loss experience, current economic conditions and adverse situations that may affect the borrower's ability to repay, the estimated value of the underlying collateral, if any, and the performance of individual credits in relation to contract terms, and other relevant factors. The provision for loan losses, recorded in our consolidated statement of income, is based on management's estimate of the amount necessary to maintain the allowance at a level considered adequate to absorb estimated probable credit losses. Loans are charged off to the allowance for loan losses in the reporting period in which either an event occurs that confirms the existence of a loss on a loan or a portion of a loan is determined to be uncollectible. In addition, any impaired loan that is determined to be collateral dependent is reduced to an amount equal to the fair value of the collateral less costs to sell. A loan is identified as collateral dependent when management believes that foreclosure is probable and the underlying collateral will be the sole source of repayment. Recoveries are recorded as adjustments to the allowance on a cash basis. In addition, we maintain a reserve for off-balance sheet credit exposures that is recorded in other liabilities in our consolidated statement of condition. The adequacy of this reserve is subject to the same considerations and review as the allowance for loan losses. Provisions to change the level of this reserve are recorded in other expenses in our consolidated statement of income.
Premises and Equipment	Premises and Equipment: Buildings, leasehold improvements, computers, software and other equipment are carried at cost less accumulated depreciation and amortization. Depreciation and amortization, recorded in occupancy expense and information systems and communications expense in our consolidated statement of income, are computed using the straight-line method over the estimated useful lives of the related assets or the remaining terms of the leases, generally three to forty years. Maintenance and repairs are charged to expense as incurred, while major leasehold improvements are capitalized and expensed over their estimated useful lives or the remaining terms of the lease. For premises held under leases for which we have an obligation to restore the facilities to their original condition upon expiration of the lease, we expense the anticipated related costs over the term of the lease. Costs related to internal-use software development projects that provide significant new functionality are capitalized. We consider projects for capitalization that are expected to yield long-term operational benefits, such as applications that result in operational efficiencies and/or incremental revenue streams.
Goodwill and Other Intangible Assets	Goodwill and Other Intangible Assets: Goodwill represents the excess of the cost of an acquisition over the fair value of the net tangible and other intangible assets acquired. Other intangible assets represent purchased assets that can be distinguished from goodwill because of contractual rights or because the asset can be exchanged on its own or in combination with a related contract, asset or liability. Goodwill is not amortized, but is subject to annual evaluation for impairment. Other intangible assets related to customer relationships generally are amortized on a straight-line basis over periods ranging from twelve to twenty years, and core deposit intangible assets over periods ranging from sixteen to twenty-two years, with amortization recorded in other expenses. Impairment of goodwill is deemed to exist if the carrying value of a reporting unit, including its allocation of goodwill and other intangible assets, exceeds its estimated fair value. Impairment of other intangible assets is deemed to exist if the balance of the other intangible asset exceeds the cumulative expected net cash inflows related to the asset over its remaining estimated useful life. If these reviews determine that goodwill or other intangible assets are impaired, the value of the goodwill or the other intangible asset is written down through a charge to other expenses.
Fee and Net Interest Revenue	Fee and Net Interest Revenue: Fees from investment servicing, investment management, securities finance, trading services and certain types of processing fees and other revenue are recorded in our consolidated statement of income based on estimates or specific contractual terms as transactions occur or services are rendered, provided that persuasive evidence exists, the price to the customer is fixed or determinable and collectability is reasonably assured. Amounts accrued at period-end are recorded in accrued income receivable in our consolidated statement of condition. Performance fees from investment management are recorded when earned, based on predetermined benchmarks associated with the applicable fund's performance. Interest revenue on interest-earning assets and interest expense on interest-bearing liabilities are recorded in our consolidated statement of income as components of net interest revenue, and are generally based on the effective yield of the related financial asset or liability.
Employee Benefits Expense	Employee Benefits Expense: Employee benefits expense, recorded in our consolidated statement of income, includes costs of certain pension and other post-retirement benefit plans related to prior and current service, which are accrued on a current basis, as well as contributions associated with defined contribution savings plans, unrestricted cash and stock awards under other employee incentive compensation plans, and the amortization of restricted stock awards.
Income Taxes	Income Taxes: We use an asset and liability approach to account for income taxes. Our objective is to recognize the amount of taxes payable or refundable for the current year through charges or credits to the current tax provision, and to recognize deferred tax assets and liabilities for the future tax consequences resulting from temporary differences between the amounts reported in our consolidated financial statements and their respective tax bases. The measurement of tax assets and liabilities is based on enacted tax laws and applicable tax rates. The effects of a tax position on our consolidated financial statements are recognized when we believe it more likely than not that the position will be sustained. A deferred tax valuation allowance is established if it is considered more likely than not that all or a portion of the deferred tax assets will not be realized.
Fair Value Measurements	Fair Value Measurements: We carry certain of our financial assets and liabilities at fair value on a recurring basis. These financial assets and liabilities are composed of trading account assets, investment securities available for sale and various types of derivative financial instruments. In addition, we measure certain assets, such as goodwill, investment securities held to maturity and other long-lived assets, at fair value on a non-recurring basis to evaluate those assets for potential impairment. Fair value is defined as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. We categorize our financial assets and liabilities into the following fair value hierarchy: Level 1 – Financial assets and liabilities with values based on unadjusted quoted prices for identical assets or liabilities in an active market. Examples of level 1 financial instruments include active exchange-traded equity securities and certain U.S. government securities. Level 2 – Financial assets and liabilities with values based on quoted prices for similar assets and liabilities in active markets, and inputs that are observable for the asset or liability, either directly or indirectly, for substantially the full term of the asset or liability. Examples of level 2 financial instruments include various types of fixed-income investment securities and interest-rate and foreign exchange derivative instruments. Pricing models are utilized to estimate fair value for certain financial assets and liabilities categorized in level 2. Level 3 – Financial assets and liabilities with values based on prices or valuation techniques that require inputs that are both unobservable in the market and significant to the overall fair value measurement. These inputs reflect management's judgment about the assumptions that a market participant would use in pricing the asset or liability, and are based on the best available information, some of which is internally developed. Examples of level 3 financial instruments include asset- and mortgage-backed securities and certain derivative instruments with little or no market activity and a resulting lack of price transparency. When determining the fair value measurements for financial assets and liabilities carried at fair value on a recurring basis, we consider the principal or most advantageous market in which we would transact and consider assumptions that market participants would use when pricing the asset or liability. When possible, we look to active and observable markets to price identical assets or liabilities. When identical assets and liabilities are not traded in active markets, we look to market observable data for similar assets and liabilities. Nevertheless, certain assets and liabilities are not actively traded in observable markets, and we use alternative valuation techniques to derive fair value measurements.
Variable Interest Entities	Variable Interest Entities: We are involved with various types of special purpose entities, some of which are variable interest entities, or VIEs, as defined by GAAP, in the normal course of our business. We also invest in various forms of asset-backed securities, which we carry in our investment securities portfolio. These asset-backed securities meet the GAAP definition of asset securitization entities, which entities are considered to be VIEs. We are not considered to be the primary beneficiary of these VIEs, as defined by GAAP, since we do not have control over their activities. We use special purpose entities to structure and sell certificated interests in pools of tax-exempt investment-grade assets, principally to our mutual fund customers. These trusts are recorded in our consolidated financial statements. We transfer assets to these trusts, which are legally isolated from us, from our investment securities portfolio at adjusted book value. The trusts finance the acquisition of these assets by selling certificated interests issued by the trusts to third-party investors and to State Street as residual holder. The investment securities of the trusts are carried in investment securities available for sale at fair value. The certificated interests are carried in other short-term borrowings at the amount owed to the third-party investors. The interest revenue and interest expense generated by the investments and certificated interests, respectively, are recorded as components of net interest revenue when earned or incurred. We use conduits in connection with an asset-backed commercial paper program that provides short-term investments for our clients. The conduits, which are administered by us, are third-party owned and are structured as bankruptcy-remote limited liability companies. The conduits purchase financial assets with various asset classifications from a variety of independent third parties and fund those purchases through the issuance of commercial paper. We do not sell our own assets to these conduits, and we hold no direct or indirect ownership interest in them. These conduits meet the definition of a VIE. We have determined that we are the primary beneficiary of the conduits, as defined by GAAP, and they are recorded in our consolidated financial statements.
Derivative Financial Instruments	Derivative Financial Instruments: A derivative financial instrument is a financial instrument or other contract which has one or more referenced indices and one or more notional amounts, either no initial net investment or a smaller initial net investment than would be expected for similar types of contracts, and which requires or permits net settlement. Derivatives that we enter into include forwards, futures, swaps, options and other instruments with similar characteristics. We record derivatives in our consolidated statement of condition at their fair value. On the date a derivative contract is entered into, we designate the derivative as: (1) a hedge of the fair value of a recognized fixed-rate asset or liability or of an unrecognized firm commitment (a "fair value" hedge); (2) a hedge of a forecasted transaction or of the variability of cash flows to be received or paid related to a recognized variable-rate asset or liability (a "cash flow" hedge); (3) a foreign currency fair value or cash flow hedge (a "foreign currency" hedge); (4) a hedge of a net investment in a non-U.S. operation; or (5) a derivative utilized in either our trading activities or in our asset and liability management activities that is not accounted for as a hedge of an asset or liability. Changes in the fair value of a derivative that is highly effective—and that is designated and qualifies as a fair value hedge—are recorded currently in processing fees and other revenue, along with the changes in fair value of the hedged asset or liability attributable to the hedged risk. Changes in the fair value of a derivative that is highly effective—and that is designated and qualifies as a cash flow hedge—are recorded, net of tax, in other comprehensive income, until earnings are affected by the hedged cash flows (e.g., when periodic settlements on a variable-rate asset or liability are recorded in earnings). Ineffectiveness of cash flow hedges, defined as the extent to which the changes in fair value of the derivative exceed the variability of cash flows of the forecasted transaction, is recorded in processing fees and other revenue. Changes in the fair value of a derivative that is highly effective—and that is designated and qualifies as a foreign currency hedge—are recorded currently either in processing fees and other revenue or in other comprehensive income, net of tax, depending on whether the hedge transaction meets the criteria for a fair value or a cash flow hedge. If, however, a derivative is used as a hedge of a net investment in a non-U.S. operation, its changes in fair value, to the extent effective as a hedge, are recorded, net of tax, in the foreign currency translation component of other comprehensive income. Lastly, entire changes in the fair value of derivatives utilized in our trading activities are recorded in trading services revenue, and entire changes in the fair value of derivatives utilized in our asset and liability management activities are recorded in processing fees and other revenue. At both the inception of the hedge and on an ongoing basis, we formally assess and document the effectiveness of a derivative designated as a hedge in offsetting changes in the fair value of hedged items and the likelihood that the derivative will be an effective hedge in future periods. We discontinue hedge accounting prospectively when we determine that the derivative is no longer highly effective in offsetting changes in fair value or cash flows of the underlying risk being hedged, the derivative expires, terminates or is sold, or management discontinues the hedge designation. Unrealized gains and losses on foreign exchange and interest-rate contracts are reported at fair value in our consolidated statement of condition as a component of other assets and other liabilities, respectively, on a gross basis, except where such gains and losses arise from contracts covered by qualifying master netting agreements.
Recent Accounting Developments	Recent Accounting Developments: The FASB is currently deliberating potentially significant changes to the U.S. accounting framework as part of an overall convergence effort with the International Accounting Standards Board under a previously signed memorandum of understanding. Some of these proposed changes have been exposed for comment, while others are expected to be exposed for comment over the next twelve to eighteen months. These new proposals include potential changes to the accounting for financial instruments and hedging, the accounting for leases, revenue recognition and financial statement presentation. Once these proposed changes are finalized, we will disclose their nature and potential effect, if any, on our consolidated financial statements in our future filings. These proposed changes may have a material effect on our consolidated financial statements. In July 2010, the FASB issued an amendment to GAAP that requires new qualitative and quantitative disclosures about the credit quality of loans and leases and the allowance for loan losses. The amendment requires disclosures with respect to impaired, non-accrual and past-due loans, as well as a roll-forward of the allowance for loan losses. The disclosures are required to be disaggregated by loan segment and class, as defined in the amendment. The amendment is effective, for State Street, as of December 31, 2010, except for disclosures with respect to changes in loans and leases and activity in the allowance for loan losses, which will be required beginning on January 1, 2011. The disclosures currently required by the amendment are provided in note 4. In February 2010, the FASB issued an amendment to GAAP related to fair value measurement disclosures. The amendment requires new disclosures for significant transfers of financial assets and liabilities into and out of level 1 and level 2 of the prescribed valuation hierarchy, and requires the disaggregation of information about purchases, sales, issuances and settlements for financial assets and liabilities categorized in level 3 of the valuation hierarchy. The amendment also provides several clarifications with respect to disclosures about valuation techniques and inputs. The requirement to disclose disaggregated information about purchases, sales, issuances and settlements for financial assets and liabilities categorized in level 3 of the valuation hierarchy was deferred, with respect to State Street, to January 1, 2011. The disclosures currently required by the amendment are provided in note 14.

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Variable Interest Entities (Policy)	12 Months Ended
Dec. 31, 2010
Asset-Backed Securitization Trusts	We are involved with various types of special purpose entities, some of which are variable interest entities, or VIEs, as defined by GAAP. Some of these special purpose entities are recorded in our consolidated financial statements. We also invest in various forms of asset-backed securities, which we carry in our investment securities portfolio. These asset-backed securities meet the GAAP definition of asset securitization entities, which entities are considered to be VIEs. We are not considered to be the primary beneficiary of these VIEs, as defined by GAAP, since we do not have control over their activities. Additional information about asset-backed securities is provided in note 3.
Components of Tax-Exempt Investment Program Policy	Tax-Exempt Investment Program: In the normal course of our business, we structure and sell certificated interests in pools of tax-exempt investment-grade assets, principally to our mutual fund customers. We structure these pools as partnership trusts, and the trusts are recorded in our consolidated statement of condition as investment securities available for sale and other short-term borrowings. We may also provide liquidity and re-marketing services to the trusts. As of December 31, 2010 and 2009, we carried investment securities available for sale, composed of securities related to state and political subdivisions, with a fair value of  $2.85 billion and  $3.13 billion, respectively, and other short-term borrowings (see note 8) of  $2.50 billion and  $2.74 billion, respectively, in our consolidated statement of condition in connection with these trusts. We transfer assets to the trusts from our investment securities portfolio at adjusted book value, and the trusts finance the acquisition of these assets by selling certificated interests issued by the trusts to third-party investors and to State Street as residual holder. These transfers do not meet the de-recognition criteria defined by GAAP, and therefore are recorded in our consolidated financial statements. The trusts had a weighted-average life of approximately 7.7 years at December 31, 2010, compared to approximately 8.1 years at December 31, 2009. Under separate legal agreements, we provide standby bond purchase agreements to these trusts, which obligate State Street to acquire the certificated interests at par value in the event that the re-marketing agent is unable to place the certificated interests with investors. Our obligations as standby bond purchase agreement provider terminate in the event of the following credit events: payment default, bankruptcy of the issuer and the credit enhancer, if any, the imposition of taxability, or the downgrade of an asset held by the trust below investment grade. Our commitments to the trusts under these standby bond purchase agreements totaled  $2.80 billion at December 31, 2010, none of which was utilized at period-end. In the event that our obligations under these agreements are triggered, no material impact to our consolidated results of operations or financial condition is expected to occur, because the securities are already recorded at fair value in our consolidated statement of condition.
Asset-Backed Commercial Paper Program Policy	Asset-Backed Commercial Paper Program: We sponsor and administer multi-seller asset-backed commercial paper programs, or conduits, which are recorded in our consolidated financial statements. These conduits, the first of which was established in 1992, were originally designed to satisfy the demand of our institutional clients, particularly mutual fund customers, for commercial paper. The conduits purchase financial assets with various asset classification from a variety of independent third parties and obtain funding through the issuance of the above-described commercial paper. We consider the activities of the conduits in our liquidity management process, and offer the program to our clients to fund the conduits' assets. The conduits hold diversified investments, which are primarily asset-backed securities purchased from independent third parties, collateralized by student loans, automobile and equipment loans and credit card receivables, among other asset types.
Collateralized Debt Obligations Policy	Collateralized Debt Obligations: We serve as collateral manager for a series of collateralized debt obligations, referred to as CDOs. A CDO is a structured investment vehicle which purchases a portfolio of assets funded through the issuance of several classes of debt and equity, the repayment of and return on which are linked to the performance of the underlying assets. We have determined that we are not the primary beneficiary of these VIEs, and do not record them in our consolidated financial statements. At December 31, 2010 and 2009, the aggregate notional value of these CDOs was  $1.0 billion and  $2.0 billion, respectively. At December 31, 2010 and 2009, the carrying value of the underlying collateral was  $323 million and  $1.2 billion, respectively. We did not acquire or transfer any investment securities to a CDO during 2010 or 2009.

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Acquisitions (Tables)	12 Months Ended
Dec. 31, 2010
Assets acquired, liabilities assumed and consideration paid recorded at their estimated fair values	(In millions)        Total fair value of consideration     $  2,176    Allocation of purchase price (preliminary):    Book value of tangible net assets acquired      843    Adjustments to reflect assets acquired and liabilities assumed at fair value:    Write-off of certain assets and liabilities, net      (235 )  Contingent asset      72    Customer relationship intangible assets      635    Core deposit intangible assets      199    Other intangible assets      14    Deferred tax liability, net      (284 )           Estimated fair value of net assets acquired      1,244             Goodwill resulting from acquisition     $ 932
Aggregate merger and integration costs in connection with the acquisitions	(In millions)        Professional services     $ 41    Retention and other compensation      9    Other      7             Total merger and integration costs related to the Intesa and MIFA acquisitions     $ 57

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Investment Securities (Tables)	12 Months Ended
Dec. 31, 2010
Schedule of Marketable Securities	As of December 31,                                                 (In millions)   2010     2009       Amortized Cost     Gross Unrealized     Fair Value     Amortized Cost     Gross Unrealized     Fair Value         Gains     Losses         Gains     Losses     Available for sale:                 U.S. Treasury and federal agencies:                 Direct obligations    $ 7,505       $ 74       $ 2       $ 7,577       $ 11,164       $ 6       $ 8       $ 11,162    Mortgage-backed securities     23,398        325        83        23,640        14,895        94        53        14,936    Asset-backed securities:                 Student loans(1)     14,975        93        652        14,416        12,652        128        852        11,928    Credit cards     7,429        53        31        7,451        6,515        192        100        6,607    Sub-prime     2,161        3        346        1,818        5,054        12        1,869        3,197    Other     1,508        174        94        1,588        2,581        400        184        2,797                                                                    Total asset-backed securities     26,073        323        1,123        25,273        26,802        732        3,005        24,529                                                                    Non-U.S. debt securities(2)     13,041        131        127        13,045        10,210        283        182        10,311    State and political subdivisions     6,706        102        204        6,604        5,954        221        238        5,937    Collateralized mortgage obligations     1,828        49        16        1,861        2,477        203        271        2,409    Other U.S. debt securities     2,541        117        18        2,640        2,161        94        21        2,234    U.S. equity securities     1,115        —        —        1,115        1,101        —        3        1,098    Non-U.S. equity securities     122        5        1        126        79        4        —        83                                                                    Total    $ 82,329       $ 1,126       $ 1,574       $ 81,881       $ 74,843       $ 1,637       $ 3,781       $ 72,699                                                                    Held to maturity:                 U.S. Treasury and federal agencies:                 Direct obligations            $ 500       $ 13         $ 513    Mortgage-backed securities    $ 413       $ 26         $ 439        620        33          653    Asset-backed securities:                 Credit cards     —        —          —        20        —       $ 2        18    Other     64        —       $ 5        59        447        —        68        379                                                                    Total asset-backed securities     64        —        5        59        467        —        70        397                                                                    Non-U.S. debt securities(3)     7,186        184        165        7,205        10,822        569        245        11,146    State and political subdivisions     134        3        —        137        206        6        —        212    Collateralized mortgage obligations     4,452        328        44        4,736        8,262        249        504        8,007                                                                    Total    $ 12,249       $ 541       $ 214       $ 12,576       $ 20,877       $ 870       $ 819       $ 20,928                                                                    (1) Substantially composed of securities guaranteed by the federal government with respect to the payment of principal and interest.   (2) Composed primarily of asset-backed, foreign government and corporate debt securities.   (3) Composed primarily of asset-backed and corporate debt securities.
Schedule of Contractual Maturities of Debt Securities	(In millions)    Under 1 Year      1 to 5 Years      6 to 10 Years      Over 10 Years   Available for sale:             U.S. Treasury and federal agencies:             Direct obligations     $ 166        $ 5,367        $ 1,525        $ 519    Mortgage-backed securities      8         1,074         10,425         12,133    Asset-backed securities:             Student loans(1)      166         3,242         7,476         3,532    Credit cards      633         5,510         1,308         —    Sub-prime      670         856         20         272    Other      94         843         386         265                                        Total asset-backed securities      1,563         10,451         9,190         4,069                                        Non-U.S. debt securities      3,166         3,863         1,442         4,574    State and political subdivisions      410         2,521         2,684         989    Collateralized mortgage obligations      77         1,022         271         491    Other U.S. debt securities      230         1,690         681         39                                        Total     $ 5,620        $ 25,988        $ 26,218        $ 22,814                                        Held to maturity:             U.S. Treasury and federal agencies:             Mortgage-backed securities     $ 7        $ 46        $ 154        $ 206    Asset-backed securities:             Other      7         —         —         57                                        Total asset-backed securities      7         —         —         57                                        Non-U.S. debt securities      614         2,138         318         4,116    State and political subdivisions      23         108         2         1    Collateralized mortgage obligations      299         2,104         647         1,402                                        Total     $ 950        $ 4,396        $ 1,121        $ 5,782                                        (1) Substantially composed of securities guaranteed by the federal government with respect to the payment of principal and interest.
Critical Estimates Used in Roll Rate Analysis	Sub-Prime     Alt-A     Non-Agency Prime   December 31, 2010:        Prepayment rate      2-3 %      7 %      7-10 %  Cumulative loss estimates      33        21        13    Loss severity(1)      67        49        49    Peak-to-trough housing price decline(2)      35-40        35-40        35-40          Sub-Prime     Alt-A     Non-Agency Prime   December 31, 2009:        Prepayment rate      5 %      5 %      10 %  Cumulative loss estimates      41        14        8    Loss severity(1)      70        41        40    Peak-to-trough housing price decline(2)      37        37        37    (1) Loss severity rates consider the initial loan-to-value ratio, lien position, geography, expected collateral value and other factors.   (2) Management's expectation of the Case-Shiller National Home Price Index.
Schedule of Gross Pretax Unrealized Losses on Investment Securities	Less than 12 months      12 months or longer      Total   December 31, 2010 (In millions)    Fair Value      Gross Unrealized Losses      Fair Value      Gross Unrealized Losses      Fair Value      Gross Unrealized Losses   Available for sale:                   U.S. Treasury and federal agencies:                   Direct obligations           $ 153        $ 2        $ 153        $ 2    Mortgage-backed securities     $ 6,637        $ 81         431         2         7,068         83    Asset-backed securities:                   Student loans(1)      1,980         25         8,457         627         10,437         652    Credit cards      1,268         5         2,396         26         3,664         31    Sub-prime      —         —         1,768         346         1,768         346    Other      90         1         458         93         548         94                                                          Total asset-backed      3,338         31         13,079         1,092         16,417         1,123                                                          Non-U.S. debt securities      4,436         26         1,089         101         5,525         127    State and political subdivisions      1,097         19         1,967         185         3,064         204    Collateralized mortgage obligations      494         5         109         11         603         16    Other U.S. debt securities      360         8         61         10         421         18    Non-U.S. equity securities      9         1         —         —         9         1                                                          Total     $ 16,371        $ 171        $ 16,889        $ 1,403        $ 33,260        $ 1,574                                                          Held to maturity:                   Asset-backed securities:                   Other           $ 53        $ 5        $ 53        $ 5                                              Total asset-backed            53         5         53         5                                              Non-U.S. debt securities     $ 1,667        $ 74         930         91         2,597         165    Collateralized mortgage obligations      125         3         575         41         700         44                                                          Total     $ 1,792        $ 77        $ 1,558        $ 137        $ 3,350        $ 214                                                               Less than 12 months      12 months or longer      Total   December 31, 2009 (In millions)    Fair Value      Gross Unrealized Losses      Fair Value      Gross Unrealized Losses      Fair Value      Gross Unrealized Losses   Available for sale:                   U.S. Treasury and federal agencies:                   Direct obligations           $ 775        $ 8        $ 775        $ 8    Mortgage-backed securities     $ 3,272        $ 32         1,366         21         4,638         53    Asset-backed securities:                   Student loans(1)      934         38         8,301         814         9,235         852    Credit cards      908         8         2,696         92         3,604         100    Sub-prime      12         5         3,071         1,864         3,083         1,869    Other      367         18         496         166         863         184                                                          Total asset-backed      2,221         69         14,564         2,936         16,785         3,005                                                          Non-U.S. debt securities      3,443         40         723         142         4,166         182    State and political subdivisions      647         231         293         7         940         238    Collateralized mortgage obligations      267         33         727         238         994         271    Other U.S. debt securities      113         1         99         20         212         21    U.S. equity securities      37         3         —         —         37         3                                                          Total     $ 10,000        $ 409        $ 18,547        $ 3,372        $ 28,547        $ 3,781                                                          Held to maturity:                   Asset-backed securities:                   Credit cards     $ 18        $ 2              $ 18        $ 2    Other      —         —        $ 221        $ 68         221         68                                                          Total asset-backed      18         2         221         68         239         70                                                          Non-U.S. debt securities      1,905         61         1,145         184         3,050         245    Collateralized mortgage obligations      1,366         53         2,549         451         3,915         504                                                          Total     $ 3,289        $ 116        $ 3,915        $ 703        $ 7,204        $ 819                                                          (1) Substantially composed of securities guaranteed by the federal government with respect to the payment of principal and interest.
Gains and Losses Related to Investment Securities	(In millions)    2010     2009     2008   Gross realized gains from sales of investment securities     $ 1,330       $ 418       $ 100    Gross realized losses from sales of investment securities      (1,385 )      (50 )      (32 )  Gross losses from other-than-temporary impairment      (651 )      (1,155 )      (122 )  Losses not related to credit(1)      420        928        —                             Net impairment losses      (231 )      (227 )      (122 )                           Gains (Losses) related to investment securities, net     $ (286 )     $ 141       $ (54 )                           Impairment associated with expected credit losses     $ (203 )     $ (151 )     $ (122 )  Impairment associated with management's intent to sell the impaired securities prior to their recovery in value      (1 )      (54 )      —    Impairment associated with adverse changes in timing of expected future cash flows      (27 )      (22 )      —                             Net impairment losses     $ (231 )     $ (227 )     $ (122 )                           (1) Pursuant to new GAAP adopted on April 1, 2009, these losses were recorded, net of related taxes, as component of other comprehensive income; see note 13.
Schedule of Credit Related Loss Activity Recognized in Earnings	(In millions)        Balance at December 31, 2009     $ 175    Plus expected credit-related losses for which other-than-temporary impairment was not previously recognized      89    Plus expected credit-related losses for which other-than-temporary impairment was previously recognized      142    Less losses realized for securities sold      (342 )  Less losses realized for securities intended or required to be sold      (1 )           Balance at December 31, 2010     $ 63
Schedule of Activity in the Accretable Yield Related to Acquired Debt Securities	(In millions)        Accretable yield, December 31, 2009     $ 279    Accretion      (45 )  Sales(1)      (220 )  Other adjustments      (13 )           Accretable yield, December 31, 2010     $ 1             (1) Associated with the December 2010 repositioning of the investment portfolio.

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Loans and Leases (Tables)	12 Months Ended
Dec. 31, 2010
Net Loans	(In millions)    2010     2009   Institutional:      Investment funds:      U.S.      $ 5,316       $ 4,834    Non-U.S.       1,478        547    Commercial and financial:      U.S.       540        599    Non-U.S.       190        120    Purchased receivables:      U.S.       728        796    Non-U.S.       1,471        1,596    Lease financing:      U.S.       417        408    Non-U.S.       1,053        1,308                     Total institutional      11,193        10,208    Commercial real estate:      U.S.       764        600                     Total loans and leases      11,957        10,808    Allowance for loan losses      (100 )      (79 )                   Loans and leases, net of allowance for loan losses     $ 11,857       $ 10,729
Components of the Net Investment in Leveraged Leases	(In millions)    2010     2009   Net rental income receivable     $ 2,187       $ 2,677    Estimated residual values      118        129    Unearned income      (835 )      (1,090 )                   Investment in leveraged lease financing      1,470        1,716    Less related deferred income tax liabilities      (463 )      (505 )                   Net investment in leveraged lease financing     $ 1,007       $ 1,211
Allowance for Credit Losses and Recorded Investment in Financing Receivables	(In millions)    Institutional      CRE      Total   Loans and leases:          Individually evaluated for impairment     $ 112        $ 623        $ 735    Collectively evaluated for impairment      11,081         —           11,081    Loans acquired with deteriorated credit quality      —           141         141                               Total loans and leases     $ 11,193        $ 764        $ 11,957                               Allowance for loan losses:          Individually evaluated for impairment        $ 24        $ 24    Collectively evaluated for impairment     $ 31         —           31    Loans acquired with deteriorated credit quality      —           45         45                               Total allowance for loan losses     $ 31        $ 69        $ 100
Recorded Investment in Each Class of Total Loans and Leases by Credit Quality Indicator	Institutional     Commercial Real Estate         (In millions)   Investment Funds     Commercial and Financial     Purchased Receivables     Lease Financing     Property Development     Property Development Acquired- Credit Impaired     Other Acquired Credit- Impaired     Other     Total Loans and Leases   Investment grade    $ 6,674       $ 579       $ 2,199       $ 1,279       $ 3         $ 3       $ 49       $ 10,786    Speculative     120        101        —          191        362          47        108        929    Substandard     —          50        —          —          —            —          —          50    Doubtful     —          —          —          —          86       $ 42        49        15        192                                                                            Total    $ 6,794       $ 730       $ 2,199       $ 1,470       $ 451       $ 42       $ 99       $ 172       $ 11,957
Impaired Loans	(In millions)   Recorded Investment     Unpaid Principal Balance     Related Allowance(1)   With no related allowance recorded:       CRE - property development    $ 209       $ 240      CRE - property development – acquired credit-impaired       34      CRE - other - acquired credit-impaired     16        47      CRE - other     27        29      With an allowance recorded:       CRE - property development     79        113       $ 24    CRE - property development – acquired credit-impaired     42        47        19    CRE - other - acquired credit-impaired     83        100        26    CRE - other     7        9        —                              Total CRE    $ 463       $ 619       $ 69                                    (1) As of December 31, 2010, there was an additional allowance for loan losses of  $31 million associated with loans and leases that were not impaired.
Financing Receivables on Non-accrual Status	Commercial Real Estate:    Property development     $ 79    Property development – acquired credit-impaired      42    Other – acquired credit-impaired      22    Other      15             Total     $ 158
Schedule of Allowance for Loan Losses	(In millions)    2010     2009     2008   Beginning balance     $ 79       $ 18       $ 18    Provision for loan losses:        Institutional      3        25        —    Commercial real estate      22        124        —    Charge-offs:        Institutional      —        (19 )      —    Commercial real estate      (4 )      (72 )      —    Recoveries:        Commercial real estate loans      —        3        —                             Total     $ 100       $ 79       $ 18

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Goodwill and Other Intangible Assets (Tables)	12 Months Ended
Dec. 31, 2010
Goodwill	(In millions)    Investment Servicing     Investment Management      Total   Balance at December 31, 2008     $ 4,521       $ 6        $ 4,527    Reduction of goodwill previously recorded      (16 )      —         (16 )  Foreign currency translation, net      39        —         39                              Balance at December 31, 2009     $ 4,544       $ 6        $ 4,550                              Acquisitions of Intesa and MIFA      1,005        —         1,005    Foreign currency translation, net      42        —         42                              Balance at December 31, 2010     $ 5,591       $ 6        $ 5,597
Intangible Assets Disclosure	2010      2009   (In millions)    Gross Carrying Amount      Accumulated Amortization     Net Carrying Amount      Gross Carrying Amount      Accumulated Amortization     Net Carrying Amount   Customer relationships     $ 2,341        $ (520 )     $ 1,821        $ 1,628        $ (409 )     $ 1,219    Core deposits      710         (83 )      627         500         (57 )      443    Other      220         (75 )      145         243         (95 )      148                                                        Total     $ 3,271        $ (678 )     $ 2,593        $ 2,371        $ (561 )     $ 1,810

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Other Assets (Tables)	12 Months Ended
Dec. 31, 2010
Components of Other Assets	(In millions)    2010      2009   Unrealized gains on derivative financial instruments     $ 5,423        $ 4,511    Collateral deposits      3,251         1,351    Deferred tax assets, net of valuation allowance      1,786         3,973    Investments in joint ventures and other unconsolidated entities      927         886    Income taxes receivable      530         —    Accounts receivable      403         68    Prepaid expenses      382         449    Other      1,098         785                      Total     $ 13,800        $ 12,023

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Deposits (Tables)	12 Months Ended
Dec. 31, 2010
Scheduled Maturities of Aggregate U.S. and Non-U.S. Time Deposits	(In millions)        3 months or less     $ 6,778    4 months to a year      45             Total     $ 6,823

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Short-Term Borrowings (Tables)	12 Months Ended
Dec. 31, 2010
Primary Components of Short-Term Borrowings	Securities Sold Under Repurchase Agreements     Federal Funds Purchased   (Dollars in millions)    2010     2009     2008     2010     2009     2008   Balance at December 31     $ 7,599       $ 10,542       $ 11,154       $ 7,748       $ 4,532       $ 1,082    Maximum outstanding at any month end      9,058        12,993        17,274        7,748        7,166        4,853    Average outstanding during the year      8,108        11,065        14,261        1,759        956        1,026    Weighted-average interest rate at year end      .04 %      .03 %      .01 %      .01 %      .01 %      .01 %  Weighted-average interest rate during the year      .05        .03        1.24        .05        .04        1.77         Tax-Exempt Investment Program     Corporate Commercial Paper Program   (Dollars in millions)    2010     2009     2008     2010     2009     2008   Balance at December 31     $ 2,501       $ 2,736       $ 2,858       $ 2,799       $ 2,777       $ 2,588    Maximum outstanding at any month end      2,690        2,838        3,068        2,831        2,851        2,588    Average outstanding during the year      2,594        2,774        2,946        2,791        1,993        1,784    Weighted-average interest rate at year end      .37 %      .33 %      2.80 %      .31 %      .21 %      .82 %  Weighted-average interest rate during the year      .33        .47        3.73        .31        .30        2.78           Conduit Commercial Paper Program   (Dollars in millions)    2010     2009 (1)   Balance at December 31     $  1,919       $ 12,071    Maximum outstanding at any month end      7,275        15,645    Average outstanding during the year      6,339        10,691    Weighted-average interest rate at year end      .57 %      1.31 %  Weighted-average interest rate during the year      .32        1.26    (1) Amounts other than balance and weighted-average interest rate at year end relate to the period subsequent to the May 2009 consolidation of the conduits.
Securities Sold Under Repurchase Agreements	(In millions)        Collateralized by securities purchased under resale agreements     $ 955    Collateralized by investment securities      6,644             Total     $ 7,599
Schedule of U.S. Government Securities and Related Repurchase Agreements Including Accrued Interest	U.S. Government Securities Sold      Repurchase Agreements   (Dollars in millions)    Amortized Cost      Fair Value      Amortized Cost      Rate   Overnight maturity     $ 6,700        $ 6,789        $ 6,644         .02 %

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Restructuring Charges (Tables)	12 Months Ended
Dec. 31, 2010
Activity Related Balance Sheet Reserve	(In millions)    Employee-Related Costs     Real Estate Consolidation     Total   Initial accrual     $ 105       $ 51       $ 156    Payments      (15 )      (4 )      (19 )                           Balance at December 31, 2010     $ 90       $ 47       $ 137

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Long-Term Debt (Tables)	12 Months Ended
Dec. 31, 2010
Long-Term Debt	(Dollars in millions)    2010      2009   Statutory business trusts:       Floating-rate subordinated notes due to State Street Capital Trust IV in 2037     $ 800        $ 800    Subordinated notes due to State Street Capital Trust III in 2042      500         500    Floating-rate subordinated notes due to State Street Capital Trust I in 2028      155         155    Parent company and non-banking subsidiary issuances:       2.15% notes due 2012(1)      1,499         1,498    Long-term capital leases      716         751    4.30% notes due 2014      500         500    5.375% notes due 2017      450         450    7.65% subordinated notes due 2010(2)      —         305    Floating-rate notes due 2012      268         250    7.35% notes due 2026      150         150    State Street Bank issuances:       Floating-rate notes due 2011(1)      1,450         1,450    1.85% notes due 2011(1)      1,000         1,000    5.25% subordinated notes due 2018(2)      439         430    5.30% subordinated notes due 2016      423         399    Floating-rate subordinated notes due 2015      200         200                      Total long-term debt     $ 8,550        $ 8,838                      (1) Notes are guaranteed by the FDIC under its Temporary Liquidity Guarantee Program, or TLGP.   (2) We have entered into interest-rate swap agreements to modify our interest expense on these subordinated notes from a fixed rate to a floating rate. These swaps are recorded as fair value hedges, and at December 31, 2010 and 2009, we recorded an increase of  $81 million and  $31 million, respectively, in the carrying value of long-term debt. See note 17 for additional information about derivatives.

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Commitments and Contingencies (Tables)	12 Months Ended
Dec. 31, 2010
Contractual amounts of credit-related off-balance sheet financial instruments	(In millions)    2010      2009   Indemnified securities financing(1)     $ 334,235        $ 365,251    Unfunded commitments to extend credit      14,772         18,014    Asset purchase agreements      4,866         8,211    Standby letters of credit      4,174         4,783      (1) Related collateral and other information is provided in the following "Securities Finance" section.
Schedule of repurchase agreements	(In millions)    2010      2009   Aggregate fair value of indemnified securities financing     $ 334,235        $ 365,251    Aggregate fair value of cash and securities held as collateral for indemnified securities financing      343,410         375,916    Collateral for indemnified securities financing invested in indemnified repurchase agreements      89,069         77,726    Aggregate fair value of cash and securities held as collateral for indemnified repurchase agreements      93,294         82,622

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Shareholders' Equity (Tables)	12 Months Ended
Dec. 31, 2010
Schedule of the Components of Accumulated Other Comprehensive Loss	(In millions)    2010     2009     2008   Foreign currency translation     $ 216       $ 281       $ 68    Net unrealized loss on hedges of net investments in non-U.S. subsidiaries      (14 )      (14 )      (14 )  Net unrealized loss on available-for-sale securities portfolio      (90 )      (1,001 )      (3,815 )  Net unrealized loss related to reclassified available-for-sale securities      (317 )      (635 )      (1,390 )                           Net unrealized loss on available-for-sale securities      (407 )      (1,636 )      (5,205 )  Net unrealized loss on fair value hedges of available-for-sale securities      (135 )      (113 )      (242 )  Expected losses from other-than-temporary impairment on available-for-sale securities related to factors other than credit      (17 )      (159 )      —    Expected losses from other-than-temporary impairment on held-to-maturity securities related to factors other than credit      (111 )      (387 )      —    Minimum pension liability      (210 )      (192 )      (229 )  Net unrealized loss on cash flow hedges      (11 )      (18 )      (28 )                           Total     $ (689 )     $ (2,238 )     $ (5,650 )
Total Comprehensive Income (Loss)	(In millions)    2010      2009     2008   Net income (loss)     $ 1,556        $ (1,881 )     $ 1,811    Other comprehensive income (loss)      1,576         3,412        (5,075 )                            Total comprehensive income (loss)     $ 3,132        $ 1,531       $ (3,264 )

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Fair Value (Tables)	12 Months Ended
Dec. 31, 2010
Schedule of Fair Value Measurements on a Recurring Basis	Fair Value Measurements on a Recurring Basis as of December 31, 2010   (In millions)   Quoted Market Prices in Active Markets (Level 1)     Pricing Methods with Significant Observable Market Inputs (Level 2)     Pricing Methods with Significant Unobservable Market Inputs (Level 3)     Impact  of Netting(1)     Total Net Carrying Value in Consolidated Statement of Condition   Assets:           Trading account assets    $ 357       $ 122           $ 479    Investment securities available for sale:           U.S. Treasury and federal agencies:           Direct obligations     6,529        1,048            7,577    Mortgage-backed securities     —        22,967       $ 673          23,640    Asset-backed securities:           Student loans(2)     —        13,182        1,234          14,416    Credit cards     —        7,423        28          7,451    Sub-prime     —        1,818        —          1,818    Other     —        568        1,020          1,588                                      Total asset-backed securities     —        22,991        2,282          25,273                                      Non-U.S. debt securities     —        10,905        2,140          13,045    State and political subdivisions     —        6,554        50          6,604    Collateralized mortgage obligations     —        1,502        359          1,861    Other U.S. debt securities     —        2,637        3          2,640    U.S. equity securities     —        1,115        —          1,115    Non-U.S. equity securities     7        119        —          126                                      Total investment securities available for sale     6,536        69,838        5,507          81,881    Other assets     168        7,970        254       $ (2,970 )      5,422                                            Total assets carried at fair value    $ 7,061       $ 77,930       $ 5,761       $ (2,970 )     $ 87,782                                            Liabilities:           Other liabilities    $ 723       $ 8,557       $ 269       $ (2,970 )     $ 6,579                                            Total liabilities carried at fair value    $ 723       $ 8,557       $ 269       $ (2,970 )     $ 6,579                                            (1) Represents counterparty netting against level 2 financial assets and liabilities, where a legally enforceable master netting agreement exists between State Street and the counterparty.         Fair Value Measurements on a Recurring Basis as of December 31, 2009   (In millions)   Quoted Market Prices in Active Markets (Level 1)     Pricing Methods with Significant Observable Market Inputs (Level 2)     Pricing Methods with Significant Unobservable Market Inputs (Level 3)     Impact  of Netting(1)     Total Net Carrying Value in Consolidated Statement of Condition   Assets:           Trading account assets    $ 53       $ 95           $ 148    Investment securities available for sale:           U.S. Treasury and federal agencies:           Direct obligations     10,004        1,158            11,162    Mortgage-backed securities     —        14,878       $ 58          14,936    Asset-backed securities:           Student loans(2)     —        8,753        3,175          11,928    Credit cards     —        6,280        327          6,607    Sub-prime     —        3,194        3          3,197    Other     —        913        1,884          2,797                                      Total asset-backed securities     —        19,140        5,389          24,529                                      Non-U.S. debt securities     —        8,534        1,777          10,311    State and political subdivisions     —        5,935        2          5,937    Collateralized mortgage obligations     —        2,210        199          2,409    Other U.S. debt securities     —        2,231        3          2,234    U.S. equity securities     —        1,098        —          1,098    Non-U.S. equity securities     —        83        —          83                                      Total investment securities available for sale     10,004        55,267        7,428          72,699    Other assets     —        6,251        128       $ (1,868 )      4,511                                            Total assets carried at fair value    $ 10,057       $ 61,613       $ 7,556       $ (1,868 )     $ 77,358                                            Liabilities:           Other liabilities    $ 5       $ 6,483       $ 147       $ (1,868 )     $ 4,767                                            Total liabilities carried at fair value    $ 5       $ 6,483       $ 147       $ (1,868 )     $ 4,767                                            (1) Represents counterparty netting against level 2 financial assets and liabilities, where a legally enforceable master netting agreement exists between State Street and the counterparty.
Schedule of Fair Value Measurements Using Significant Unobservable Inputs	Fair Value Measurements Using Significant Unobservable Inputs Year Ended December 31, 2010       Fair Value at December 31, 2009     Total Realized and Unrealized Gains (Losses)     Purchases, Issuances and Settlements, Net     Transfers Into and/ or Out of Level 3     Fair Value at December 31, 2010     Change in Unrealized Gains (Losses) Related to Financial Instruments Held at December 31, 2010   (In millions)     Recorded in Revenue     Recorded in Other Comprehensive Income           Assets:               Investment securities available for sale:               U.S. Treasury and federal agencies:               Mortgage-backed securities    $ 58       $ (1 )     $ (1 )     $ 659       $ (42 )     $ 673      Asset-backed securities:               Student loans(1)     3,175        9        81        (317 )      (1,714 )      1,234      Credit cards     327        17        (17 )      (31 )      (268 )      28      Sub-prime     3        1        —        —        (4 )      —      Other     1,884        90        118        (771 )      (301 )      1,020                                                        Total asset-backed securities     5,389        117        182        (1,119 )      (2,287 )      2,282                                                        Non-U.S. debt securities     1,777        60        84        1,551        (1,332 )      2,140      State and political subdivisions     2        —        —        (1 )      49        50      Collateralized mortgage obligations     199        (35 )      6        362        (173 )      359      Other U.S. debt securities     3        —        —        —        —        3                                                        Total investment securities available for sale     7,428        141        271        1,452        (3,785 )      5,507      Other assets     128        (55 )      —        181        —        254       $ (41 )                                                          Total assets    $ 7,556       $ 86       $ 271       $ 1,633       $ (3,785 )     $ 5,761       $ (41 )                                                              Fair Value Measurements Using Significant Unobservable Inputs Year Ended December 31, 2010       Fair Value at December 31, 2009     Total Realized and Unrealized (Gains) Losses     Purchases, Issuances and Settlements, Net     Transfers Into and/ or Out of Level 3     Fair Value at December 31, 2010     Change in Unrealized (Gains) Losses Related to Financial Instruments Held at December 31, 2010   (In millions)     Recorded in Revenue     Recorded in Other Comprehensive Income           Liabilities:               Other liabilities    $ 147       $ (72 )      —       $ 194        —       $ 269       $ (36 )                                                          Total liabilities    $ 147       $ (72 )      —       $ 194        —       $ 269       $ (36 )                                                          (1) Substantially composed of securities guaranteed by the federal government with respect to the payment of principal and interest.       Fair Value Measurements Using Significant Unobservable Inputs Year Ended December 31, 2009       Fair Value at December 31, 2008     Total Realized and Unrealized Gains (Losses)     Purchases, Issuances and Settlements, Net     Transfers Into and/or Out of Level 3     Fair Value at December 31, 2009     Change in Unrealized Gains (Losses) Related to Financial Instruments Held at December 31, 2009   (In millions)     Recorded in Revenue     Recorded in Other Comprehensive Income           Assets:               Trading account assets    $ 366             $ (366 )     $ —      Investment securities available for sale:               U.S. Treasury and federal agencies:               Mortgage-backed securities     2           $ 56        —        58      Asset-backed securities:               Student loans(1)     7,475         $ 226        (188 )      (4,338 )      3,175      Credit cards     24          15        235        53        327      Sub-prime     5          (2 )      —        —        3      Other     337          42        241        1,264        1,884                                                        Total asset-backed securities     7,841          281        288        (3,021 )      5,389                                                        Non-U.S. debt securities     1,011       $ 18        1,051        1,071        (1,374 )      1,777      State and political subdivisions     1        —        —        2        (1 )      2      Collateralized mortgage obligations     4        (119 )      (6 )      324        (4 )      199      Other U.S. debt securities     28        —        —        (25 )      —        3                                                        Total investment securities available for sale     8,887        (101 )      1,326        1,716        (4,400 )      7,428      Other assets     760        (366 )      —        (266 )      —        128       $ (71 )                                                          Total assets    $ 10,013       $ (467 )     $ 1,326       $ 1,450       $ (4,766 )     $ 7,556       $ (71 )                                                              Fair Value Measurements Using Significant Unobservable Inputs Year Ended December 31, 2009       Fair Value at December 31, 2008     Total Realized and Unrealized (Gains) Losses     Purchases, Issuances and Settlements, Net     Transfers Into and/or Out of Level 3     Fair Value at December 31, 2009     Change in Unrealized (Gains) Losses Related to Financial Instruments Held at December 31, 2009   (In millions)     Recorded in Revenue     Recorded in Other Comprehensive Income           Liabilities:               Other liabilities    $ 857       $ (445 )      —       $ (265 )      —       $ 147       $ (116 )                                                          Total liabilities    $ 857       $ (445 )      —       $ (265 )      —       $ 147       $ (116 )                                                          (1) Substantially composed of securities guaranteed by the federal government with respect to the payment of principal and interest.
Level 3 Total Realized and Unrealized Gains and Losses Recorded in Revenue	Year Ended December 31, 2010   (In millions)    Total Realized and Unrealized Gains (Losses) Recorded in Revenue     Change in Unrealized Gains (Losses) Related to Financial Instruments Held at December 31, 2010   Fee revenue:      Trading services     $ 17       $ (5 )                   Total fee revenue      17        (5 )  Net interest revenue      141        —                     Total revenue     $ 158       $ (5 )                        Year Ended December 31, 2009   (In millions)    Total Realized and Unrealized Gains (Losses) Recorded in Revenue(1)     Change in Unrealized Gains (Losses) Related to Financial Instruments Held at December 31, 2009   Fee revenue:      Trading services     $ 38       $ (5 )  Processing fees and other      50        50                     Total fee revenue      88        45    Net interest revenue      (101 )      —                     Total revenue     $ (13 )     $ 45                     (1) Excludes unrealized losses on written options related to book-value protection provided to stable value funds, which are recorded in other expenses in our consolidated statement of income, and totaled  $9 million for the year ended December 31, 2009.
The Reported Amounts and Estimated Fair Values for Financial Instruments	(In millions)    Reported Amount      Fair Value   2010:       Financial Assets:       Investment securities held to maturity     $ 12,249        $ 12,576    Net loans (excluding leases)      10,387         10,328    Financial Liabilities:       Long-term debt      8,550         8,498    2009:       Financial Assets:       Investment securities held to maturity     $ 20,877        $ 20,928    Net loans (excluding leases)      9,013         8,729    Financial Liabilities:       Long-term debt      8,838         8,715

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Equity-Based Compensation (Tables)	12 Months Ended
Dec. 31, 2010
Weighted-Average Assumptions Used in Connection with the Option-Pricing Model	2009     2008   Dividend yield      4.82 %      1.32 %  Expected volatility      26.70        21.00    Risk-free interest rate      2.49        3.17    Expected option lives (in years)      7.8        7.8
Stock Options and Stock Appreciation Rights Activity	Shares (in thousands)     Weighted Average Exercise Price      Weighted Average Remaining Contractual Term (in years)      Aggregate Intrinsic Value (in millions)   Stock Options and Stock Appreciation Rights:            Outstanding at December 31, 2008      14,316        51.86          Granted      516        19.31          Exercised      (832 )      40.57          Forfeited or expired      (833 )      46.32                           Outstanding at December 31, 2009      13,167        51.64          Exercised      (297 )      37.53          Forfeited or expired      (1,887 )      54.76                           Outstanding at December 31, 2010      10,983       $ 51.49         3.60        $ 32.2                     Exercisable at December 31, 2010      9,862       $ 50.82         3.18        $ 21.8
Restricted Stock Awards Activity	Shares (in thousands)     Weighted-Average Grant Date Fair Value   Restricted Stock Awards:      Outstanding at December 31, 2008      489       $ 73.95    Granted      1,075        34.58    Vested      (279 )      72.66    Forfeited      (38 )      22.00               Outstanding at December 31, 2009      1,247        41.87    Granted      5,264        44.49    Vested      (489 )      52.87    Forfeited      (221 )      44.95               Outstanding at December 31, 2010      5,801       $ 43.21
Deferred Stock Awards Activity	Shares (in thousands)     Weighted-Average Grant Date Fair Value   Deferred Stock Awards:      Outstanding at December 31, 2008      6,464       $ 71.59    Granted      3,076        25.51    Vested      (2,843 )      67.94    Forfeited      (124 )      56.73               Outstanding at December 31, 2009      6,573        51.88    Granted      2,287        42.45    Vested      (2,356 )      57.76    Forfeited      (313 )      43.13               Outstanding at December 31, 2010      6,191       $ 46.71
Performance Awards Activity	Shares (in thousands)     Weighted-Average Grant Date Fair Value   Performance Awards:      Outstanding at December 31, 2008      2,280       $ 73.18    Granted      721        19.46    Forfeited      (1,502 )      64.96    Paid out      (1,069 )      68.01               Outstanding at December 31, 2009      430        24.14    Granted      1,421        43.33    Forfeited      (716 )      25.72    Paid out      (15 )      64.57               Outstanding at December 31, 2010      1,120       $ 43.89

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Regulatory Matters (Tables)	12 Months Ended
Dec. 31, 2010
Regulatory Capital Ratios and Related Amount	Regulatory Guidelines(1)     State Street     State Street Bank   (Dollars in millions)    Minimum     Well Capitalized     2010     2009     2010     2009   Risk-based ratios:              Tier 1 capital      4 %      6 %      20.5 %      17.7 %      18.1 %      17.3 %  Total capital      8        10        22.0        19.1        19.9        19.0    Tier 1 leverage ratio      4        5        8.2        8.5        7.1        8.2    Total shareholders' equity         $ 17,787       $ 14,491       $ 16,697       $ 14,668    Capital trust securities          1,450        1,450        —        —    Unrealized loss on available-for-sale securities and cash flow hedges          680        2,313        682        2,309    Deferred tax liability associated with acquisitions          748        521        748        521    Recognition of pension plan funded status          186        168        187        168    Less:              Goodwill          5,597        4,550        5,365        4,387    Other intangible assets          2,593        1,810        2,460        1,716    Other deductions(2)          336        578        —        185                                         Tier 1 capital          12,325        12,005        10,489        11,378    Qualifying subordinated debt          959        999        959        999    Allowances for on- and off-balance sheet credit exposures          116        104        115        104    Unrealized gain on available-for-sale equity securities          2        1        —        1                                         Tier 2 capital          1,077        1,104        1,076        1,104    Deduction for investments in finance subsidiaries          (171 )      (148 )      —        —                                         Total capital         $ 13,231       $ 12,961       $ 11,565       $ 12,482                                         Adjusted total risk-weighted assets and market-risk equivalents:              On-balance sheet         $ 46,209       $ 56,780       $ 44,103       $ 54,832    Off-balance sheet          13,177        10,159        13,177        10,159    Market-risk equivalents          791        752        750        703                                         Total         $ 60,177       $ 67,691       $ 58,030       $ 65,694                                         Adjusted quarterly average assets         $ 150,770       $ 140,978       $ 147,908       $ 138,914                                         (1) State Street Bank must meet the regulatory designation of "well capitalized" in order for us to maintain our status as a financial holding company, including maintaining a minimum tier 1 risk-based capital ratio (tier 1 capital divided by adjusted total risk-weighted assets and market-risk equivalents) of 6%, a minimum total risk-based capital ratio (total capital divided by adjusted total risk-weighted assets and market-risk equivalents) of 10%, and a tier 1 leverage ratio (tier 1 capital divided by adjusted quarterly average assets) of 5%. The "well capitalized" designation requires us to maintain a minimum tier 1 risk-based capital ratio of 6% and a minimum total risk-based capital ratio of 10%.   (2) Amounts include deferred tax assets not eligible for inclusion in capital.

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Derivative Financial Instruments (Tables)	12 Months Ended
Dec. 31, 2010
Schedule of Outstanding Hedges: (Notional Amount)	(In millions)    2010      2009   Trading:       Interest-rate contracts:       Swap agreements     $ 52,383        $ 261    Options and caps purchased      140         169    Options and caps written      130         169    Futures      25,253         747    Foreign exchange contracts:       Forward, swap and spot      637,847         565,661    Options purchased      14,299         10,977    Options written      14,587         10,710    Credit derivative contracts:       Credit default swap agreements      155         170    Other contracts:       Options written(1)      46,758         52,948    Asset and liability management:       Interest-rate contracts:       Swap agreements      1,886         2,577    (1) Notional amounts are related to book-value protection provided to stable value funds; see note 11.
Notional Amount of Interest Rate Swap Agreements Designated as Fair Value and Cash Flow Hedges	2010      2009   (In millions)    Fair Value Hedges      Cash Flow Hedges      Total      Fair Value Hedges      Cash Flow Hedges      Total   Investment securities available for sale     $ 1,561        $ 125        $ 1,686        $ 1,707        $ 170        $ 1,877    Long-term debt(1)      200         —         200         500         200         700                                                          Total     $ 1,761        $ 125        $ 1,886        $ 2,207        $ 370        $ 2,577                                                          (1) For the years ended December 31, 2010 and 2009, fair value hedges of long-term debt increased the carrying value of long-term debt presented in our consolidated statement of condition by  $81 million and  $31 million, respectively.
Contractual and Weighted-Average Interest Rates, Which Include the Effects of Hedges Related to Financial Instruments	December 31,        2010     2009        Contractual Rates     Rate Including Impact of Hedges     Contractual Rates     Rate Including Impact of Hedges   Long-term debt      3.70 %      3.30 %      3.93 %      3.84 %
Schedule of the Fair Values of Derivative Financial Instruments	Asset Derivatives      Liability Derivatives        December 31, 2010      December 31, 2010   (In millions)   Balance Sheet Location    Fair Value      Balance Sheet Location    Fair Value   Derivatives utilized in trading activities:            Interest-rate contracts   Other assets     $ 412       Other liabilities     $ 423    Foreign exchange contracts   Other assets      7,779       Other liabilities      8,174    Credit derivative contracts   Other assets      1       Other liabilities      1    Equity derivative contracts   Other assets      1       Other liabilities      —                           Total       $ 8,193           $ 8,598                           Derivatives designated as hedges:            Interest-rate contracts   Other assets     $ 32       Other liabilities     $ 228                           Total       $ 32           $ 228                                  Asset Derivatives      Liability Derivatives         December 31, 2009      December 31, 2009   (In millions)    Balance Sheet Location      Fair Value      Balance Sheet Location      Fair Value   Derivatives utilized in trading activities:             Interest-rate contracts      Other assets        $ 13         Other liabilities        $ 13    Foreign exchange contracts      Other assets         6,345         Other liabilities         6,398    Credit derivative contracts      Other assets         1         Other liabilities         1                            Total        $ 6,359           $ 6,412                            Derivatives designated as hedges:             Interest-rate contracts      Other assets        $ 20         Other liabilities        $ 206                            Total        $ 20           $ 206
Impact of Derivatives on Consolidated Statement of Income	Location of Gain (Loss) on Derivative in Consolidated Statement of Income      Amount of Gain (Loss) on Derivative Recognized in Consolidated Statement of Income   (In millions)           Year ended December 31, 2010   Derivatives utilized in trading activities(1):       Interest-rate contracts      Trading services revenue        $ 7    Interest-rate contracts      Processing fees and other revenue         10    Foreign exchange contracts      Trading services revenue         618    Foreign exchange contracts      Processing fees and other revenue         (4 )              Total        $ 631                (1) Losses on written options related to book-value protection provided to stable value funds are recorded in other expenses, and totaled approximately  $5 million for the year ended December 31, 2010.        Location of Gain (Loss) on Derivative in Consolidated Statement of Income      Amount of Gain (Loss) on Derivative Recognized in Consolidated Statement of Income   (In millions)           Year ended December 31, 2009   Derivatives utilized in trading activities(2):       Interest-rate contracts      Processing fees and other revenue        $ 5    Foreign exchange contracts      Processing fees and other revenue         (5 )  Foreign exchange contracts      Trading services revenue         677    Other derivative contracts      Trading services revenue         (3 )              Total        $ 674                (2) Unrealized losses on written options related to book-value protection provided to stable value funds are recorded in other expenses, and totaled approximately  $9 million for the year ended December 31, 2009.
Schedule of Effect of Derivative Financial Instrument on Consolidated Statement of Income	Location of Gain (Loss) on Derivative in Consolidated Statement of Income     Amount of Gain (Loss) on Derivative Recognized  in Consolidated Statement of Income     Hedged Item in Fair Value Hedging Relationship     Location of Gain (Loss) on Hedged Item in Consolidated Statement  of Income     Amount of Gain (Loss) on Hedged Item Recognized in Consolidated Statement of Income   (In millions)         December 31, 2010     December 31, 2009                 December 31, 2010     December 31, 2009   Derivatives designated as fair value hedges:               Interest-rate contracts       Processing fees and other            $ (22 )      Deposits          Processing fees and other            $ 22    Interest-rate contracts       Processing fees and other          $ 57        (30 )        Long- term debt            Processing fees and other          $ (49 )      30    Interest-rate contracts         Processing fees and other revenue              (43 )      200            Available- for-sale securities                Processing fees and other revenue             40        (208 )                                        Total      $ 14       $ 148           $ (9 )     $ (156 )
Schedule of Differences Between the Gains (Losses) on the Derivative and the Gains (Losses) on the Hedged Item	Amount of Gain (Loss) on Derivative Recognized in Other Comprehensive Income     Location of Gain (Loss) Reclassified from OCI to Consolidated Statement of Income     Amount of Gain (Loss) Reclassified from OCI to Consolidated Statement of Income     Location of Gain (Loss) on Derivative Recognized in Consolidated Statement of Income     Amount of Gain (Loss) on Derivative Recognized in Consolidated Statement of Income   (In millions)   December 31, 2010     December 31, 2009           December 31, 2010     December 31, 2009           December 31, 2010     December 31, 2009   Derivatives designated as cash flow hedges:                 Interest-rate contracts    $ 7       $ 14          Net interest revenue         $ (7 )      —          Net interest revenue         $ 5        —                                                        Total    $ 7       $ 14         $ (7 )      —         $ 5        —

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Net Interest Revenue (Tables)	12 Months Ended
Dec. 31, 2010
Components of Interest Revenue and Interest Expenses	(In millions)    2010      2009      2008   Interest revenue:          Deposits with banks     $ 93        $ 156        $ 760    Investment securities:          U.S. Treasury and federal agencies      682         520         889    State and political subdivisions      222         225         246    Other investments      2,109         2,075         1,931    Securities purchased under resale agreements and federal funds sold      24         24         339    Loans and leases(1) (2)      329         239         269    Trading account assets      —         20         78    Interest revenue associated with AMLF      —         25         367    Other interest-earning assets      3         2         —                               Total interest revenue      3,462         3,286         4,879    Interest expense:          Deposits      213         195         1,326    Short-term borrowings(1)      257         200         375    Long-term debt      286         304         229    Interest expense associated with AMLF      —         18         299    Other interest-bearing liabilities      7         5         —                               Total interest expense      763         722         2,229                               Net interest revenue     $ 2,699        $ 2,564        $ 2,650                               (1) Amounts for 2010 included  $67 million related to the third-party asset-backed securitization trusts consolidated into our financial statements on January 1, 2010 in connection with our adoption of new GAAP. These trusts were de-consolidated in June 2010. (2) Interest revenue for 2008 reflected a cumulative reduction of  $98 million recorded in connection with revisions of tax cash flow projections associated with our SILO lease transactions. Additional information about our SILO lease transactions is provided in note 11.

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Employee Benefits (Tables)	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009
Combined Information for the U.S. and Non-U.S. Defined Benefit Plans and Post-Retirement Plan	Primary U.S. and Non-U.S. Defined Benefit Plans     Post-Retirement Plan   (In millions)      2010         2009         2010         2009     Benefit obligations:          Beginning of year     $ 808       $ 765       $ 112       $ 94    Service cost      11        13        5        4    Interest cost      44        45        6        6    Employee contributions      1        —        —        —    Actuarial losses (gains)      75        14        (4 )      14    Benefits paid      (28 )      (33 )      (7 )      (7 )  Curtailments      —        (1 )      —        —    Settlements      (2 )      (7 )      —        —    Special termination benefits      —        —        —        1    Foreign currency translation      (4 )      12        —        —    Adjustment for rounding      —        —        2        —                                     End of year     $ 905       $ 808       $ 114       $ 112                                     Plan assets at fair value:          Beginning of year     $ 828       $ 692        Actual return on plan assets      82        113        Employer contributions      8        46       $ 7       $ 7    Benefits paid      (28 )      (33 )      (7 )      (7 )  Plan settlements      (2 )      (7 )      —        —    Foreign currency translation      (4 )      17        —        —                                     End of year     $ 884       $ 828       $ —       $ —                                     Prepaid (Accrued) benefit expense:          Funded status (plan assets less benefit obligations)     $ (21 )     $ 20       $ (114 )     $ (112 )                                   Net prepaid (accrued) benefit expense     $ (21 )     $ 20       $ (114 )     $ (112 )
Amounts Recognized in the Consolidated Statement of Condition	Primary U.S. and Non-U.S. Defined Benefit Plans     Post- Retirement Plan   (In millions)   2010     2009     2010     2009   Amounts recognized in our consolidated statement of condition as of December 31:         Non-current assets    $ 26       $ 60        Current liabilities     (2 )      (2 )     $ (9 )     $ (10 )  Noncurrent liabilities     (45 )      (38 )      (105 )      (102 )                                  Net prepaid (accrued) amount recognized in statement of condition    $ (21 )     $ 20       $ (114 )     $ (112 )                                  Amounts recognized in accumulated other comprehensive income:         Prior service credit    $ (4 )     $ (4 )     $ 4       $ 5    Net loss     (242 )      (204 )      (43 )      (49 )                                  Accumulated other comprehensive loss     (246 )      (208 )      (39 )      (44 )  Cumulative employer contributions in excess of net periodic benefit cost     225        228        (75 )      (68 )                                  Net asset (obligation) recognized in our consolidated statement of condition    $ (21 )     $ 20       $ (114 )     $ (112 )                                  Accumulated benefit obligation    $ 887       $ 796        Actuarial assumptions (U.S. Plans):         Used to determine benefit obligations as of December 31:         Discount rate     5.50 %      6.00 %      5.50 %      6.00 %  Rate of increase for future compensation     4.50        4.50        —        —    Used to determine periodic benefit cost for the years ended December 31:         Discount rate     6.00 %      6.00 %      6.00 %      6.00 %  Rate of increase for future compensation     4.50        4.50        —        —    Expected long-term rate of return on plan assets     7.25        7.25        —        —    Assumed health care cost trend rates as of December 31:         Cost trend rate assumed for next year     —        —        7.62 %      8.40 %  Rate to which the cost trend rate is assumed to decline     —        —        4.50        4.50    Year that the rate reaches the ultimate trend rate     —        —        2026        2028
Expected Benefit Payments	(In millions)    Primary U.S. and Non-U.S. Defined Benefit Plans      Non- Qualified SERPs      Post-Retirement Plan   2011     $ 46        $   27        $ 9    2012      47         27         8    2013      48         10         8    2014      49         10         8    2015      32         14         8    2016-2020      177         72         35
Plan's Assets Measured at Fair Value on a Recurring Basis	Fair Value Measurements on a Recurring Basis as of December 31, 2010   (In millions)   Quoted Prices in Active Markets (Level 1)     Pricing Methods with Significant Observable Market Inputs (Level 2)     Pricing Methods with Significant Unobservable Market Inputs (Level 3)     Total Net Carrying Value   Assets:         U.S. Pension Plan         Investments in pooled investment funds:         Domestic large cap equity      $ 120         $ 120    Domestic small cap equity       15          15    Developed international equities       67          67    Emerging markets equity       38          38    Investment grade fixed-income       308          308    High yield fixed-income       31          31    Real estate investment trusts       21          21    Alternative investments (commingled fund)       —       $ 5        5    Alternative investments (fund of funds)       —        14        14    Private equity       —        2        2    Cash       9        —        9                                    Fair value at end of period     —       $ 609       $ 21       $ 630                                    U.K. Pension Plan         Investments in pooled investment funds:         Developed international equity      $ 33         $ 33    U.K. fixed-income       144          144    Emerging market index       8          8    Alternative investments       —       $ 33        33                                    Total U.K. pension plan     —       $ 185       $ 33       $ 218                                    Other Non-U.S. Pension Plans (Excluding U.K.)         Insurance group annuity contracts        $ 36       $ 36                                    Total Other Non-U.S. Pension Plans (Excluding U.K.)     —        —       $ 36       $ 36                                    Total assets carried at fair value     —       $ 794       $ 90       $ 884	Fair Value Measurements on a Recurring Basis as of December 31, 2009   (In millions)   Quoted Prices in Active Markets (Level 1)     Pricing Methods with Significant Observable Market Inputs (Level 2)     Pricing Methods with Significant Unobservable Market Inputs (Level 3)     Total Net Carrying Value   Assets:         U.S. Pension Plan         Investment in pooled investment funds:         Domestic large cap equity      $ 109         $ 109    Domestic small cap equity       12          12    Developed international equities       59          59    Emerging markets equity       32          32    Investment grade fixed-income       293          293    High yield fixed-income       27          27    Real estate investment trusts       22          22    Alternative investments (commingled fund)       8          8    Alternative investments (fund of funds)       —       $  13        13    Private equity       —        2        2    Cash       10        —        10                                    Fair value at end of period     —       $ 572       $ 15       $ 587                                    U.K. Pension Plan         Investment in pooled investment funds:         Developed international equity      $ 24         $ 24    U.K. fixed-income       139          139    Investment grade debt       23          23    Alternative investments       —       $ 24        24                                    Total U.K. pension plan     —       $ 186       $ 24       $ 210                                    Other Non-U.S. Pension Plans (Excluding U.K.)         Insurance group annuity contracts        $ 31       $ 31                                    Total Other Non-U.S. Pension Plans (Excluding U.K.)     —        —       $ 31       $ 31                                    Total assets carried at fair value     —       $ 758       $ 70       $ 828
Fair Value Measurements Using Significant Unobservable Inputs	Fair Value Measurements Using Significant Unobservable Inputs Year Ended December 31, 2010       U.S. Pension Plan     U.S. Pension Plan     U.K. Pension Plan     Non-U.S. Pension Plans (Excluding U.K.)   (In millions)   Alternative Investments     Private Equity     Alternative Investments     Insurance group annuity contract   Assets:         Fair value at January 1, 2010    $ 13       $ 2       $ 24       $ 31    Purchases and sales, net     4        —        7        1    Unrealized gains (losses)     2        —        2        4                                    Fair value at December 31, 2010    $ 19       $ 2       $ 33       $ 36	Fair Value Measurements Using Significant Unobservable Inputs Year Ended December 31, 2009       U.S. Pension Plan     U.S. Pension Plan     U.K. Pension Plan     Non-U.S. Pension Plans (Excluding U.K.)   (In millions)   Alternative Investments     Private Equity     Alternative Investments     Insurance group annuity contract   Assets:         Fair value at January 1, 2009    $ 12       $ 3       $ 24       $ 34    Purchases and sales, net     —        —        (1 )      (3 )  Unrealized gains (losses)     1        (1 )      1        —                                    Fair value at December 31, 2009    $ 13       $ 2       $ 24       $ 31
Defined Pension Benefits in Excess of Qualified Plan Limits, Information for the SERPs	Non-Qualified SERPs   (In millions)        2010             2009       Benefit obligations:      Beginning of year     $ 182       $ 209    Service cost      1        2    Interest cost      10        10    Actuarial gain      (2 )      (16 )  Benefits paid      (2 )      (2 )  Settlements      (24 )      (21 )                   End of year     $ 165       $ 182                     Accrued benefit expense:      Funded status (plan assets less benefit obligations)     $ (165 )     $ (182 )                   Net accrued benefit expense     $ (165 )     $ (182 )                   Amounts recognized in our consolidated statement of condition as of December 31:      Current liabilities     $ (27 )     $ (24 )  Non-current liabilities      (138 )      (158 )                   Net accrued amount recognized in consolidated statement of condition     $ (165 )     $ (182 )                   Amounts recognized in accumulated other comprehensive income:      Net loss     $ (45 )     $ (60 )                   Accumulated other comprehensive loss      (45 )      (60 )  Cumulative employer contributions in excess of net periodic benefit cost      (120 )      (122 )                   Net obligation recognized in consolidated statement of condition     $ (165 )     $ (182 )                   Accumulated benefit obligation     $ 165       $ 171    Actuarial assumptions:      Assumptions used to determine benefit obligations and periodic benefit costs are consistent with those noted for the post-retirement plan, with the following exceptions:      Rate of increase for future compensation—SERPs      4.75 %      4.75 %  Rate of increase for future compensation—Executive SERPs      10.00        10.00
The Actuarially Determined Expense for U.S. and Non-U.S. Defined Benefit Plans, Post-Retirement Plan and SERPs	Primary U.S. and Non-U.S. Defined Benefit Plans     Post-Retirement Plan   (In millions)        2010     2009     2008         2010     2009     2008   Components of net periodic benefit cost:              Service cost     $ 11       $ 13       $ 18       $ 5       $ 4       $ 4    Interest cost      44        45        47        6        6        5    Assumed return on plan assets      (55 )      (56 )      (59 )      —        —        —    Amortization of net loss      7        6        4        2        1        1                                                     Net periodic benefit cost      7        8        10        13        11        10    Settlements      —        (1 )      —        —        —        —    Curtailments      —        (1 )      —        —        —        —    Special termination benefits      —        —        —        —        1        —                                                     Total expense     $ 7       $ 6       $ 10       $ 13       $ 12       $ 10                                                     Estimated amounts that will be amortized from accumulated other comprehensive income over the next fiscal year:              Net loss     $ (13 )     $ (7 )     $ (6 )     $ (2 )     $ (2 )     $ (1 )                                                   Estimated amortization     $ (13 )     $ (7 )     $ (6 )     $ (2 )     $ (2 )     $ (1 )
Components of Net Periodic Benefit Cost Non-Qualified SERPs	Non-Qualified SERPs   (In millions)        2010     2009     2008       Components of net periodic benefit cost:        Service cost     $ 1       $ 2       $ 4    Interest cost      10        10        12    Amortization of net loss      5        3        8                             Net periodic benefit cost      16        15        24    Settlements      8        4        —                             Total expense     $ 24       $ 19       $ 24                             Estimated amounts that will be amortized from accumulated other comprehensive income over the next fiscal year:        Net loss     $ (3 )     $ (5 )     $ (7 )                           Estimated amortization     $ (3 )     $ (5 )     $ (7 )

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Occupancy Expense and Information Systems and Communications Expense (Tables)	12 Months Ended
Dec. 31, 2010
Summary Of Future Minimum Lease Payments Under Non Cancelable Capital And Operating Leases	(In millions)    Capital Leases     Operating Leases      Total   2011     $ 68       $ 237        $ 305    2012      65        203         268    2013      65        193         258    2014      65        165         230    2015      66        112         178    Thereafter      686        308         994                              Total minimum lease payments      1,015       $ 1,218        $ 2,233                        Less amount representing interest payments      (364 )                     Present value of minimum lease payments     $ 651

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Income Taxes (Tables)	12 Months Ended
Dec. 31, 2010
Schedule of Components of Income Tax Expense	(In millions)    2010     2009      2008   Current:         Federal     $ (885 )     $ 75        $ 1,065    State      15        39         299    Non-U.S.      156        157         309                              Total current expense (benefit)      (714 )      271         1,673    Deferred:         Federal      745        383         (442 )  State      141        28         (194 )  Non-U.S.      358        40         (6 )                            Total deferred expense (benefit)      1,244        451         (642 )                            Total income tax expense     $ 530       $ 722        $ 1,031
Schedule of Components of Deferred Tax Liabilities and Assets	(In millions)    2010     2009   Deferred tax liabilities:      Lease financing transactions     $ 463       $ 505    Fixed and intangible assets      1,029        725    Other      122        30                     Total deferred tax liabilities      1,614        1,260    Deferred tax assets:      Foreign currency translation      70        32    Unrealized losses on securities, net      1,083        3,353    Deferred compensation      183        165    Defined benefit pension plan      121        124    Operating expenses      177        231    Real estate      33        36    Other      137        39                     Total deferred tax assets      1,804        3,980                     Valuation allowance for deferred tax assets      (18 )      (7 )                   Deferred tax assets, net of valuation allowance      1,786        3,973                     Net deferred tax assets     $ (172 )     $ (2,713 )
Schedule of Reconciliation of the U.S. Statutory Income Tax Rate to the Effective Tax Rate	2010     2009     2008   U.S. federal income tax rate      35.0 %      35.0 %      35.0 %  Changes from statutory rate:        State taxes, net of federal benefit      1.2        1.7        3.4    Tax-exempt income      (3.6 )      (3.1 )      (2.0 )  Tax credits      (1.3 )      (1.6 )      (0.9 )  Foreign tax differential      (3.6 )      (5.0 )      (1.4 )  Transactions related to investment securities (1)      (2.3 )      —        —    Provisions related to LILO and SILO transactions      —        0.1        2.4    Non-deductible penalty      —        1.0        —    Other, net      —        0.5        (0.3 )                           Effective tax rate      25.4 %      28.6 %      36.2 %
Summary of Activity Related to Unrecognized Tax Benefits	(In millions)    2010      2009   Balance at beginning of year     $ 359        $ 345    Increase related to tax positions taken during prior years      27         14    Increase related to tax positions taken during current year      33         —                      Balance at end of year     $ 419        $ 359

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Earnings Per Common Share (Tables)	12 Months Ended
Dec. 31, 2010
Computation of Basic and Diluted Earnings Per Share	(Dollars in millions, except per share amounts)    2010     2009     2008   Net income before extraordinary loss     $ 1,556       $ 1,803       $ 1,811    Less:        Prepayment of preferred stock discount      —        (106 )      —    Preferred stock dividends      —        (46 )      (18 )  Accretion of preferred stock discount      —        (11 )      (4 )                           Net income before extraordinary loss available to common equity      1,556        1,640        1,789    Less: Dividends and undistributed earnings allocated to participating securities(1)      (16 )      —        —                             Net income before extraordinary loss available to common shareholders     $ 1,540       $ 1,640       $ 1,789                             Average shares outstanding (in thousands):        Basic average shares      495,394        470,602        413,182    Effect of dilutive securities: stock options and stock awards      2,530        3,401        2,918                             Diluted average shares      497,924        474,003        416,100                             Anti-dilutive securities(2)      10,316        12,904        3,874    Earnings per share:        Basic     $ 3.11       $ 3.50       $ 4.32    Diluted (3)     $ 3.09       $ 3.46       $ 4.30    (1) Represents the portion of net income available to common equity that is allocated to participating securities; participating securities, which are composed of unvested restricted stock and director stock, have non-forfeitable rights to dividends during the vesting period on a basis equivalent to dividends paid to common shareholders.   (2) Represents stock options, restricted stock and other securities outstanding but not included in the computation of diluted average shares because their effect was anti-dilutive.   (3) Calculation for 2010 reflects the allocation of earnings to participating securities using the two-class method, as this computation was more dilutive than the calculation using the treasury stock method.

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Line of Business Information (Tables)	12 Months Ended
Dec. 31, 2010
Summary of Line of Business Results	Investment Servicing     Investment Management     Divestitures     Other     Total   Years ended December 31,   2010     2009     2008     2010     2009     2008     2010     2009     2008     2010     2009     2008     2010     2009     2008   (Dollars in millions, except where otherwise noted)                                                                                           Fee revenue:                               Servicing fees    $ 3,938       $ 3,334       $ 3,798                         $ 3,938       $ 3,334       $ 3,798    Management fees     —        —        —       $ 829       $ 766       $ 975                    829        766        975    Trading services     1,106        1,094        1,467        —        —        —                    1,106        1,094        1,467    Securities finance     265        387        900        53        183        330                    318        570        1,230    Processing fees and other     225        72        200        124        99        85           $ (8 )            349        171        277                                                                                                          Total fee revenue     5,534        4,887        6,365        1,006        1,048        1,390            (8 )            6,540        5,935        7,747    Net interest revenue     2,633        2,489        2,480        66        68        96            6         $ 7       $ 68        2,699        2,564        2,650    Gains (Losses) related to investment securities, net     58        141        (54 )      —        —        —            —       $ (344 )      —        —        (286 )      141        (54 )  Gain on sale of CitiStreet interest, net of exit and other associated costs     —        —        —        —        —        —            —        —        —        350        —        —        350                                                                                                                            Total revenue     8,225        7,517        8,791        1,072        1,116        1,486            (2 )      (344 )      7        418        8,953        8,640        10,693    Provision for loan losses     25        148        —        —        1        —            —        —        —        —        25        149        —    Expenses from operations     5,430        4,920        5,699        753        747        1,076            5        —        —        —        6,183        5,667        6,780    Securities lending charge     75        —        —        339        —        —            —        —        —        —        414        —        —    Provision for legal exposure     —        —        —        —        250        —            —        —        —        —        —        250        —    Provision for investment account infusion     —        —        —        —        —        450            —        —        —        —        —        —        450    Restructuring charges     —        —        —        —        —        —            —        156        —        306        156        —        306    Customer indemnification obligation     —        —        —        —        —        —            —        —        —        200        —        —        200    Merger and integration costs     —        —        —        —        —        —            —        89        49        115        89        49        115                                                                                                                            Total expenses     5,505        4,920        5,699        1,092        997        1,526            5        245        49        621        6,842        5,966        7,851                                                                                                                            Income (Loss) from continuing operations before income taxes    $ 2,695       $ 2,449       $ 3,092       $ (20 )     $ 118       $ (40 )         $ (7 )     $ (589 )     $ (42 )     $ (203 )     $ 2,086       $ 2,525       $ 2,842                                                                                                                            Pre-tax margin     33 %      33 %      35 %      (2 )%      11 %      (3 )%                    Average assets (in billions)    $ 148.5       $ 143.7       $ 158.3       $ 3.5       $ 3.1       $ 2.9           $ 0.5             $ 152.0       $ 146.8       $ 161.7

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Non-U.S. Activities (Tables)	12 Months Ended
Dec. 31, 2010
Schedule of Results From Non-U.S. Operations	(In millions)    2010      2009     2008   Total fee revenue     $ 2,661        $ 2,291       $ 3,132    Net interest revenue      607         422        632    Gains (Losses) related to investment securities, net      449         (37 )      12                              Total revenue      3,717         2,676        3,776    Expenses      2,962         2,457        3,203                              Income before income taxes      755         219        573    Income tax expense      282         84        220                              Net income     $ 473        $ 135       $ 353
Summary of Non-U.S. Assets	(In millions)      2010         2009    Interest-bearing deposits with banks     $ 9,825        $ 4,380    Non-U.S. investment securities      20,357         21,216    Other assets      16,830         11,434                      Total assets     $ 47,012        $ 37,030

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Parent Company Financial Statements (Tables)	12 Months Ended
Dec. 31, 2010
Parent Company Financial Statements
Parent Company Statement of Income	Years ended December 31,    2010     2009     2008   (In millions)                    Interest on securities purchased under resale agreements         $ 105    Cash dividends from consolidated banking subsidiary     $ 1,400       $ 250        —    Cash dividends from consolidated non-banking subsidiaries and unconsolidated entities      100        25        52    Other, net      9        (11 )      (8 )                           Total revenue      1,509        264        149    Interest on securities sold under repurchase agreements      —        —        64    Other interest expense      162        178        211    Other expenses      421        53        77                             Total expenses      583        231        352    Income tax benefit      (93 )      (38 )      (75 )                           Income (Loss) before equity in undistributed income of consolidated subsidiaries and unconsolidated entities      1,019        71        (128 )  Extraordinary loss, net of taxes      —        (20 )      —    Equity in undistributed income (loss) of consolidated subsidiaries and unconsolidated entities:        Consolidated banking subsidiary      484        (1,987 )      1,814    Consolidated non-banking subsidiaries and unconsolidated entities      53        55        125                             Net income (loss)     $ 1,556       $ (1,881 )     $ 1,811
Parent Company Statement of Condition	As of December 31,    2010      2009   (In millions)               Assets:       Interest-bearing deposits with banking subsidiary     $ 5,058        $ 4,227    Trading account assets      122         95    Investment securities available for sale      24         33    Investments in subsidiaries:       Consolidated banking subsidiary      16,697         14,668    Consolidated non-banking subsidiaries      2,299         1,947    Unconsolidated entities      297         256    Notes and other receivables from:       Consolidated banking subsidiary      —         143    Consolidated non-banking subsidiaries and unconsolidated entities      283         301    Other assets      850         380                      Total assets     $ 25,630        $ 22,050                      Liabilities:       Commercial paper     $ 2,799        $ 2,777    Accrued taxes, expenses and other liabilities due to:       Consolidated banking subsidiary      561         —    Third parties      161         174    Long-term debt      4,322         4,608                      Total liabilities      7,843         7,559    Shareholders' equity      17,787         14,491                      Total liabilities and shareholders' equity     $ 25,630        $ 22,050
Parent Company Statement of Cash Flows	Years ended December 31,    2010     2009     2008   (In millions)                    Net cash (used in) provided by operating activities     $ 1,453       $ (24 )     $ 223    Investing Activities:        Net increase in interest-bearing deposits with banking subsidiary      (831 )      (1,457 )      (703 )  Net decrease in securities purchased under resale agreements      —        —        6,801    Proceeds from sales and maturities of available-for-sale securities      1        36        10    Purchases of available-for-sale securities      —        —        (168 )  Net decrease (increase) in securities related to AMLF      —        3,104        (3,089 )  Net investments in consolidated banking subsidiary      —        —        (4,572 )  Investments in non-banking subsidiaries and unconsolidated entities      (277 )      (776 )      (214 )  Sale of investment in non-banking subsidiaries and unconsolidated entities      127        —        —    Business acquisitions      (141 )      —        —    Net increase in notes receivable from subsidiaries      —        —        (146 )  Other, net      —        —        (21 )                           Net cash (used in) provided by investing activities      (1,121 )      907        (2,102 )  Financing Activities:        Net decrease in securities sold under repurchase agreements      —        —        (6,293 )  Net (decrease) increase in short-term borrowings related to AMLF      —        (3,063 )      3,063    Net increase in commercial paper      22        189        233    Proceeds from issuance of long-term debt, net of issuance costs      —        1,992        493    Payments for long-term debt      (300 )      —        (25 )  Proceeds from public offering of common stock, net of issuance costs      —        2,231        2,251    Redemption of TARP preferred stock investment      —        (2,000 )      —    Repurchase of TARP common stock warrant      —        (60 )      —    Proceeds from issuance of TARP preferred stock      —        —        1,879    Proceeds from issuance of warrant to purchase common stock      —        —        121    Proceeds from exercises of common stock options      10        34        12    Repurchases of common stock for employee tax withholding      (44 )      (38 )      (79 )  Proceeds from issuances of treasury stock      —        —        623    Payments for cash dividends      (20 )      (168 )      (399 )                           Net cash (used in) provided by financing activities      (332 )      (883 )      1,879                             Net change      —        —        —    Cash and due from banks at beginning of year      —        —        —                             Cash and due from banks at end of year     $ —       $ —       $ —

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Summary of Significant Accounting Policies (Details)	12 Months Ended
Dec. 31, 2010
Estimated useful lives or term of the lease, minimum, years	3
Estimated useful lives or term of the lease, maximum, years	40
Other Intangible Assets [Member]
Finite-lived intangible assets, useful life, minimum, years	12
Finite-lived intangible assets, useful life, maximum, years	20
Core Deposit Intangibles [Member]
Finite-lived intangible assets, useful life, minimum, years	16
Finite-lived intangible assets, useful life, maximum, years	22

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Acquisitions (Narrative) (Details) (USD  $)	Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2010 Intesa Sanpaolo's Securities Services [Member]	Jun. 30, 2010 Intesa Sanpaolo's Securities Services [Member]	Jun. 30, 2010 Mourant International Finance Administration [Member]
Acquired Intesa asset under custody and administration				$ 564,000,000,000
Goodwill resulting from acquisition			932,000,000		73,000,000
Other intangible assets	2,593,000,000	1,810,000,000			59,000,000
Acquired MIFA assets under custody and administration					$ 122,000,000,000

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Acquisitions (Assets Acquired, Liabilities Assumed, and Consideration Paid Recorded at their Estimated Fair Values) (Details) (USD  $) In Millions	Dec. 31, 2010
Total fair value of consideration transferred	$ 2,176
Book value of tangible net assets acquired	843
Write-off of certain assets and liabilities, net	(235)
Contingent asset	72
Deferred tax liability, net	(284)
Estimated fair value of net assets acquired	1,244
Intesa Sanpaolo's Securities Services [Member]
Goodwill resulting from acquisition	932
Customer Relationship Intangibles [Member]
Intangible asset, amount	635
Core Deposit Intangibles [Member]
Intangible asset, amount	199
Other Intangible [Member]
Intangible asset, amount	$ 14

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Acquisitions (Aggregate Merger and Integration Costs in Connection with the Acquisitions) (Details) (USD  $) In Millions	12 Months Ended
Dec. 31, 2010
Professional services	$ 41
Retention and other compensation	9
Other	7
Intersa and MIFA [Member]
Total merger and integration costs related to the Intesa and MIFA acquisitions	$ 57

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Investment Securities (Narrative) (Details) (USD  $)	12 Months Ended	3 Months Ended	12 Months Ended		12 Months Ended
Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2008	Dec. 31, 2010 Asset-Backed Securities [Member]	Dec. 31, 2009 Asset-Backed Securities [Member]	Dec. 31, 2010 Sub-Prime [Member]	Dec. 31, 2009 Sub-Prime [Member]	Dec. 31, 2010 Alt-A [Member]	Dec. 31, 2009 Alt-A [Member]	Dec. 31, 2010 Non-Agency Prime [Member]	Dec. 31, 2009 Non-Agency Prime [Member]	Jun. 30, 2009 Securities with Evidence of Credit Deterioration [Member]	Dec. 31, 2010 Securities with Evidence of Credit Deterioration [Member]	Dec. 31, 2009 Securities with Evidence of Credit Deterioration [Member]	Dec. 31, 2010 Beneficial Interests in a Securitization [Member]	Dec. 31, 2009 Beneficial Interests in a Securitization [Member]	Jun. 30, 2009 Beneficial Interests in a Securitization [Member]	Dec. 31, 2010 Non-Agency Mortgage Backed Securities [Member]	Dec. 31, 2010 Mortgage-Backed Securities [Member]	Dec. 31, 2010 Conduit Securities [Member]	Dec. 31, 2009 Conduit Securities [Member]
Available-for-sale securities, amortized cost						$ 2,161,000,000	$ 5,054,000,000													$ 5,960,000,000	$ 13,330,000,000
Available-for-sale securities, fair value																				6,280,000,000	14,750,000,000
Total investment in securities pledged for public and trust deposits, short-term borrowings and for other purposes	44,810,000,000	40,960,000,000
Gains from sales of available-for-sale securities from conduit securities	1,110,000,000	125,000,000
Loss on sales of available-for-sale securities from conduit securities	27,000,000	21,000,000
Net impairment losses on conduit securities	35,000,000	29,000,000
Net impairment losses	231,000,000	227,000,000	122,000,000	158,000,000	109,000,000	26,000,000	29,000,000	43,000,000	20,000,000	89,000,000	60,000,000		0
Total unrealized loss on securities for which other-than-temporary impairment was recorded	231,000,000
Available-For-Sale Unrealized Losses Gross	1,790,000,000					346,000,000	1,869,000,000
Number of investment securities	2,454
Proceeds from sale of held-to-maturity securities	4,676,000,000
Debt Securities Added For Conduit Consolidation Topic 310-30												343,000,000
Securities gross losses from other than temporary impairment														16,000,000	76,000,000	50,000,000
Debt Securities Added For The Conduit Consolidation Topic 325-40																	4,340,000,000
Credit-related losses other-than-temporarily impairment														8,000,000	27,000,000	20,000,000
Proceeds from sale of securities	11,000,000,000			4,300,000,000														4,100,000,000	2,500,000,000
Gain (Loss) on Sale of Securities, Net	(344,000,000)
Net pre-tax loss from sale of held to maturity securities	$ 119,000,000

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Investment Securities (Schedule of Marketable Securities) (Details) (USD  $) In Millions	12 Months Ended		12 Months Ended		12 Months Ended
Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2010 Direct Obligations [Member]	Dec. 31, 2009 Direct Obligations [Member]	Dec. 31, 2010 Mortgage-Backed Security [Member]	Dec. 31, 2009 Mortgage-Backed Security [Member]	Dec. 31, 2010 Student Loans [Member]	Dec. 31, 2009 Student Loans [Member]	Dec. 31, 2010 Credit Cards [Member]	Dec. 31, 2009 Credit Cards [Member]	Dec. 31, 2010 Sub-Prime [Member]	Dec. 31, 2009 Sub-Prime [Member]	Dec. 31, 2010 Other Asset-Backed Securities [Member]	Dec. 31, 2009 Other Asset-Backed Securities [Member]	Dec. 31, 2010 Total Asset-Backed Securities [Member]	Dec. 31, 2009 Total Asset-Backed Securities [Member]	Dec. 31, 2010 Non-U.S. Debt Securities [Member]	Dec. 31, 2009 Non-U.S. Debt Securities [Member]	Dec. 31, 2010 State and Political Subdivisions [Member]	Dec. 31, 2009 State and Political Subdivisions [Member]	Dec. 31, 2010 Collateralized Mortgage Obligations [Member]	Dec. 31, 2009 Collateralized Mortgage Obligations [Member]	Dec. 31, 2010 Other U.S. Debt Securities [Member]	Dec. 31, 2009 Other U.S. Debt Securities [Member]	Dec. 31, 2009 U.S. Equity Securities [Member]	Dec. 31, 2010 U.S. Equity Securities [Member]	Dec. 31, 2010 Non-U.S. Equity Securities [Member]	Dec. 31, 2009 Non-U.S. Equity Securities [Member]	Dec. 31, 2010 Total AFS Securities [Member]	Dec. 31, 2009 Total AFS Securities [Member]	Dec. 31, 2010 Total HTM Securities [Member]	Dec. 31, 2009 Total HTM Securities [Member]
Available-For-Sale Amortized Cost			$ 7,505	$ 11,164	$ 23,398	$ 14,895	$ 14,975	[1]	$ 12,652	[1]	$ 7,429	$ 6,515	$ 2,161	$ 5,054	$ 1,508	$ 2,581	$ 26,073	$ 26,802	$ 13,041	[2]	$ 10,210	[2]	$ 6,706	$ 5,954	$ 1,828	$ 2,477	$ 2,541	$ 2,161	$ 1,101	$ 1,115	$ 122	$ 79	$ 82,329	$ 74,843
Available-For-Sale Unrealized Gains Gross			74	6	325	94	93	[1]	128	[1]	53	192	3	12	174	400	323	732	131	[2]	283	[2]	102	221	49	203	117	94			5	4	1,126	1,637
Available-For-Sale Unrealized Losses Gross	1,790		2	8	83	53	652	[1]	852	[1]	31	100	346	1,869	94	184	1,123	3,005	127	[2]	182	[2]	204	238	16	271	18	21	3		1		1,574	3,781
Available-For-Sale Fair Value	81,881	72,699	7,577	11,162	23,640	14,936	14,416	[1]	11,928	[1]	7,451	6,607	1,818	3,197	1,588	2,797	25,273	24,529	13,045	[2]	10,311	[2]	6,604	5,937	1,861	2,409	2,640	2,234	1,098	1,115	126	83	81,881	72,699
Investment securities held to maturity, reported amount	12,249	20,877		500	413	620						20			64	447	64	467	7,186	[3]	10,822	[3]	134	206	4,452	8,262									12,249	20,877
Held-To-Maturity Unrealized Gains Gross				13	26	33													184	[3]	569	[3]	3	6	328	249									541	870
Held-To-Maturity Unrealized Losses Gross												2			5	68	5	70	165	[3]	245	[3]			44	504									214	819
Held To Maturity Securities Fair Value	$ 12,576	$ 20,928		$ 513	$ 439	$ 653						$ 18			$ 59	$ 379	$ 59	$ 397	$ 7,205	[3]	$ 11,146	[3]	$ 137	$ 212	$ 4,736	$ 8,007									$ 12,576	$ 20,928
[1]	Substantially composed of securities guaranteed by the federal government with respect to the payment of principal and interest.
[2]	Composed primarily of asset-backed, foreign government and corporate debt securities.
[3]	Composed primarily of asset-backed and corporate debt securities.

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Investment Securities (Schedule of Contractual Maturities of Debt Securities) (Details) (USD  $) In Millions	Dec. 31, 2010
Direct Obligations [Member]
Available-For-Sale, Maturities Under 1 Year	$ 166
Available-For-Sale, Maturities 1 to 5 Years	5,367
Available-For-Sale, Maturities 6 to 10 Years	1,525
Available-For-Sale, Maturities Over 10 Years	519
Mortgage-Backed Security [Member]
Available-For-Sale, Maturities Under 1 Year	8
Available-For-Sale, Maturities 1 to 5 Years	1,074
Available-For-Sale, Maturities 6 to 10 Years	10,425
Available-For-Sale, Maturities Over 10 Years	12,133
Held-To-Maturity, Maturities Under 1 Year	7
Held-To-Maturity, Maturities 1 to 5 Years	46
Held-To-Maturity, Maturities 6 to 10 Years	154
Held-To-Maturity, Maturities Over 10 Years	206
Student Loans [Member]
Available-For-Sale, Maturities Under 1 Year	166	[1]
Available-For-Sale, Maturities 1 to 5 Years	3,242	[1]
Available-For-Sale, Maturities 6 to 10 Years	7,476	[1]
Available-For-Sale, Maturities Over 10 Years	3,532	[1]
Credit Cards [Member]
Available-For-Sale, Maturities Under 1 Year	633
Available-For-Sale, Maturities 1 to 5 Years	5,510
Available-For-Sale, Maturities 6 to 10 Years	1,308
Sub-Prime [Member]
Available-For-Sale, Maturities Under 1 Year	670
Available-For-Sale, Maturities 1 to 5 Years	856
Available-For-Sale, Maturities 6 to 10 Years	20
Available-For-Sale, Maturities Over 10 Years	272
Total Asset-Backed Securities [Member]
Available-For-Sale, Maturities Under 1 Year	1,563
Available-For-Sale, Maturities 1 to 5 Years	10,451
Available-For-Sale, Maturities 6 to 10 Years	9,190
Available-For-Sale, Maturities Over 10 Years	4,069
Held-To-Maturity, Maturities Under 1 Year	7
Held-To-Maturity, Maturities Over 10 Years	57
Other Asset-Backed Securities [Member]
Available-For-Sale, Maturities Under 1 Year	94
Available-For-Sale, Maturities 1 to 5 Years	843
Available-For-Sale, Maturities 6 to 10 Years	386
Available-For-Sale, Maturities Over 10 Years	265
Held-To-Maturity, Maturities Under 1 Year	7
Held-To-Maturity, Maturities Over 10 Years	57
Non-U.S. Debt Securities [Member]
Available-For-Sale, Maturities Under 1 Year	3,166
Available-For-Sale, Maturities 1 to 5 Years	3,863
Available-For-Sale, Maturities 6 to 10 Years	1,442
Available-For-Sale, Maturities Over 10 Years	4,574
Held-To-Maturity, Maturities Under 1 Year	614
Held-To-Maturity, Maturities 1 to 5 Years	2,138
Held-To-Maturity, Maturities 6 to 10 Years	318
Held-To-Maturity, Maturities Over 10 Years	4,116
State and Political Subdivisions [Member]
Available-For-Sale, Maturities Under 1 Year	410
Available-For-Sale, Maturities 1 to 5 Years	2,521
Available-For-Sale, Maturities 6 to 10 Years	2,684
Available-For-Sale, Maturities Over 10 Years	989
Held-To-Maturity, Maturities Under 1 Year	23
Held-To-Maturity, Maturities 1 to 5 Years	108
Held-To-Maturity, Maturities 6 to 10 Years	2
Held-To-Maturity, Maturities Over 10 Years	1
Other U.S. Debt Securities [Member]
Available-For-Sale, Maturities Under 1 Year	230
Available-For-Sale, Maturities 1 to 5 Years	1,690
Available-For-Sale, Maturities 6 to 10 Years	681
Available-For-Sale, Maturities Over 10 Years	39
Collateralized Mortgage Obligations [Member]
Available-For-Sale, Maturities Under 1 Year	77
Available-For-Sale, Maturities 1 to 5 Years	1,022
Available-For-Sale, Maturities 6 to 10 Years	271
Available-For-Sale, Maturities Over 10 Years	491
Held-To-Maturity, Maturities Under 1 Year	299
Held-To-Maturity, Maturities 1 to 5 Years	2,104
Held-To-Maturity, Maturities 6 to 10 Years	647
Held-To-Maturity, Maturities Over 10 Years	1,402
Total AFS Securities [Member]
Available-For-Sale, Maturities Under 1 Year	5,620
Available-For-Sale, Maturities 1 to 5 Years	25,988
Available-For-Sale, Maturities 6 to 10 Years	26,218
Available-For-Sale, Maturities Over 10 Years	22,814
Total HTM Securities [Member]
Held-To-Maturity, Maturities Under 1 Year	950
Held-To-Maturity, Maturities 1 to 5 Years	4,396
Held-To-Maturity, Maturities 6 to 10 Years	1,121
Held-To-Maturity, Maturities Over 10 Years	$ 5,782
[1]	Substantially composed of securities guaranteed by the federal government with respect to the payment of principal and interest.

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Investment Securities (Schedule of Gross Pre-Tax Unrealized Losses on Investment Securities) (Details) (USD  $) In Millions	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009
Direct Obligations [Member]
Available-For-Sale, Fair Value 12 Months or Longer	$ 153		$ 775
Available-For-Sale, Gross Unrealized Losses 12 Months or Longer	2		8
Available-For-Sale, Fair Value Total	153		775
Available-For-Sale, Gross Unrealized Losses Total	2		8
Mortgage-Backed Security [Member]
Available-For-Sale, Fair Value Less than 12 Months	6,637		3,272
Available-For-Sale, Gross Unrealized Losses Less than 12 Months	81		32
Available-For-Sale, Fair Value 12 Months or Longer	431		1,366
Available-For-Sale, Gross Unrealized Losses 12 Months or Longer	2		21
Available-For-Sale, Fair Value Total	7,068		4,638
Available-For-Sale, Gross Unrealized Losses Total	83		53
Student Loans [Member]
Available-For-Sale, Fair Value Less than 12 Months	1,980	[1]	934
Available-For-Sale, Gross Unrealized Losses Less than 12 Months	25	[1]	38
Available-For-Sale, Fair Value 12 Months or Longer	8,457	[1]	8,301
Available-For-Sale, Gross Unrealized Losses 12 Months or Longer	627	[1]	814
Available-For-Sale, Fair Value Total	10,437	[1]	9,235
Available-For-Sale, Gross Unrealized Losses Total	652	[1]	852
Credit Cards [Member]
Available-For-Sale, Fair Value Less than 12 Months	1,268		908
Available-For-Sale, Gross Unrealized Losses Less than 12 Months	5		8
Available-For-Sale, Fair Value 12 Months or Longer	2,396		2,696
Available-For-Sale, Gross Unrealized Losses 12 Months or Longer	26		92
Available-For-Sale, Fair Value Total	3,664		3,604
Available-For-Sale, Gross Unrealized Losses Total	31		100
Held-To-Maturity, Fair Value Less than 12 Months			18
Held-To-Maturity, Gross Unrealized Losses Less than 12 Months			2
Held-To-Maturity, Fair Value Total			18
Held-To-Maturity, Gross Unrealized Losses Total			2
Sub-Prime [Member]
Available-For-Sale, Fair Value Less than 12 Months			12
Available-For-Sale, Gross Unrealized Losses Less than 12 Months			5
Available-For-Sale, Fair Value 12 Months or Longer	1,768		3,071
Available-For-Sale, Gross Unrealized Losses 12 Months or Longer	346		1,864
Available-For-Sale, Fair Value Total	1,768		3,083
Available-For-Sale, Gross Unrealized Losses Total	346		1,869
Other Asset-Backed Securities [Member]
Available-For-Sale, Fair Value Less than 12 Months	90		367
Available-For-Sale, Gross Unrealized Losses Less than 12 Months	1		18
Available-For-Sale, Fair Value 12 Months or Longer	458		496
Available-For-Sale, Gross Unrealized Losses 12 Months or Longer	93		166
Available-For-Sale, Fair Value Total	548		863
Available-For-Sale, Gross Unrealized Losses Total	94		184
Held-To-Maturity, Fair Value 12 Months or Longer	53		221
Held-To-Maturity, Gross Unrealized Losses 12 Months or Longer	5		68
Held-To-Maturity, Fair Value Total	53		221
Held-To-Maturity, Gross Unrealized Losses Total	5		68
Total Asset-Backed Securities [Member]
Available-For-Sale, Fair Value Less than 12 Months	3,338		2,221
Available-For-Sale, Gross Unrealized Losses Less than 12 Months	31		69
Available-For-Sale, Fair Value 12 Months or Longer	13,079		14,564
Available-For-Sale, Gross Unrealized Losses 12 Months or Longer	1,092		2,936
Available-For-Sale, Fair Value Total	16,417		16,785
Available-For-Sale, Gross Unrealized Losses Total	1,123		3,005
Held-To-Maturity, Fair Value Less than 12 Months			18
Held-To-Maturity, Gross Unrealized Losses Less than 12 Months			2
Held-To-Maturity, Fair Value 12 Months or Longer	53		221
Held-To-Maturity, Gross Unrealized Losses 12 Months or Longer	5		68
Held-To-Maturity, Fair Value Total	53		239
Held-To-Maturity, Gross Unrealized Losses Total	5		70
Non-U.S. Debt Securities [Member]
Available-For-Sale, Fair Value Less than 12 Months	4,436		3,443
Available-For-Sale, Gross Unrealized Losses Less than 12 Months	26		40
Available-For-Sale, Fair Value 12 Months or Longer	1,089		723
Available-For-Sale, Gross Unrealized Losses 12 Months or Longer	101		142
Available-For-Sale, Fair Value Total	5,525		4,166
Available-For-Sale, Gross Unrealized Losses Total	127		182
Held-To-Maturity, Fair Value Less than 12 Months	1,667		1,905
Held-To-Maturity, Gross Unrealized Losses Less than 12 Months	74		61
Held-To-Maturity, Fair Value 12 Months or Longer	930		1,145
Held-To-Maturity, Gross Unrealized Losses 12 Months or Longer	91		184
Held-To-Maturity, Fair Value Total	2,597		3,050
Held-To-Maturity, Gross Unrealized Losses Total	165		245
State and Political Subdivisions [Member]
Available-For-Sale, Fair Value Less than 12 Months	1,097		647
Available-For-Sale, Gross Unrealized Losses Less than 12 Months	19		231
Available-For-Sale, Fair Value 12 Months or Longer	1,967		293
Available-For-Sale, Gross Unrealized Losses 12 Months or Longer	185		7
Available-For-Sale, Fair Value Total	3,064		940
Available-For-Sale, Gross Unrealized Losses Total	204		238
Collateralized Mortgage Obligations [Member]
Available-For-Sale, Fair Value Less than 12 Months	494		267
Available-For-Sale, Gross Unrealized Losses Less than 12 Months	5		33
Available-For-Sale, Fair Value 12 Months or Longer	109		727
Available-For-Sale, Gross Unrealized Losses 12 Months or Longer	11		238
Available-For-Sale, Fair Value Total	603		994
Available-For-Sale, Gross Unrealized Losses Total	16		271
Held-To-Maturity, Fair Value Less than 12 Months	125		1,366
Held-To-Maturity, Gross Unrealized Losses Less than 12 Months	3		53
Held-To-Maturity, Fair Value 12 Months or Longer	575		2,549
Held-To-Maturity, Gross Unrealized Losses 12 Months or Longer	41		451
Held-To-Maturity, Fair Value Total	700		3,915
Held-To-Maturity, Gross Unrealized Losses Total	44		504
Other U.S. Debt Securities [Member]
Available-For-Sale, Fair Value Less than 12 Months	360		113
Available-For-Sale, Gross Unrealized Losses Less than 12 Months	8		1
Available-For-Sale, Fair Value 12 Months or Longer	61		99
Available-For-Sale, Gross Unrealized Losses 12 Months or Longer	10		20
Available-For-Sale, Fair Value Total	421		212
Available-For-Sale, Gross Unrealized Losses Total	18		21
U.S. Equity Securities [Member]
Available-For-Sale, Fair Value Less than 12 Months			37
Available-For-Sale, Gross Unrealized Losses Less than 12 Months			3
Available-For-Sale, Fair Value Total			37
Available-For-Sale, Gross Unrealized Losses Total			3
Non-U.S. Equity Securities [Member]
Available-For-Sale, Fair Value Less than 12 Months	9
Available-For-Sale, Gross Unrealized Losses Less than 12 Months	1
Available-For-Sale, Fair Value Total	9
Available-For-Sale, Gross Unrealized Losses Total	1
Total AFS Securities [Member]
Available-For-Sale, Fair Value Less than 12 Months	16,371		10,000
Available-For-Sale, Gross Unrealized Losses Less than 12 Months	171		409
Available-For-Sale, Fair Value 12 Months or Longer	16,889		18,547
Available-For-Sale, Gross Unrealized Losses 12 Months or Longer	1,403		3,372
Available-For-Sale, Fair Value Total	33,260		28,547
Available-For-Sale, Gross Unrealized Losses Total	1,574		3,781
Total HTM Securities [Member]
Held-To-Maturity, Fair Value Less than 12 Months	1,792		3,289
Held-To-Maturity, Gross Unrealized Losses Less than 12 Months	77		116
Held-To-Maturity, Fair Value 12 Months or Longer	1,558		3,915
Held-To-Maturity, Gross Unrealized Losses 12 Months or Longer	137		703
Held-To-Maturity, Fair Value Total	3,350		7,204
Held-To-Maturity, Gross Unrealized Losses Total	$ 214		$ 819
[1]	Substantially composed of securities guaranteed by the federal government with respect to the payment of principal and interest.

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Investment Securities (Gains and Losses Related to Investment Securities) (Details) (USD  $) In Millions	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2008
Gross realized gains from sales of available-for-sale securities	$ 1,330		$ 418		$ 100
Gross realized losses from sales of available-for-sale securities	(1,385)		(50)		(32)
Losses from other-than-temporary impairment	(651)		(1,155)		(122)
Losses not related to credit	420	[1]	928	[1]
Gains (Losses) related to investment securities, net	(286)		141		(54)
Impairment associated with expected credit losses	(203)		(151)		(122)
Impairment associated with management's intent to sell the impaired securities prior to their recovery in value	(1)		(54)
Impairment associated with adverse changes in timing of expected future cash flows	(27)		(22)
Net impairment losses	$ (231)		$ (227)		$ (122)
[1]	Pursuant to new GAAP adopted on April 1, 2009, these losses were recorded, net of related taxes, as component of other comprehensive income; see note 13.

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Investment Securities (Critical Estimates Used in Roll Rate Analysis) (Details)	Dec. 31, 2010	Dec. 31, 2009
Sub-Prime [Member]
Prepayment rate			5.00%
Prepayment rate minimum	2.00%
Prepayment rate maximum	3.00%
Cumulative loss estimates	33.00%		41.00%
Loss severity	67.00%	[1]	70.00%	[1]
Peak-to-trough housing price decline			37.00%	[2]
Peak-to-trough housing price decline minimum	35.00%
Peak-to-trough housing price decline maximum	40.00%
Alt-A [Member]
Prepayment rate	7.00%		5.00%
Cumulative loss estimates	21.00%		14.00%
Loss severity	49.00%	[1]	41.00%	[1]
Peak-to-trough housing price decline			37.00%	[2]
Peak-to-trough housing price decline minimum	35.00%
Peak-to-trough housing price decline maximum	40.00%
Non-Agency Prime [Member]
Prepayment rate			10.00%
Prepayment rate minimum	7.00%
Prepayment rate maximum	10.00%
Cumulative loss estimates	13.00%		8.00%
Loss severity	49.00%	[1]	40.00%	[1]
Peak-to-trough housing price decline			37.00%	[2]
Peak-to-trough housing price decline minimum	35.00%
Peak-to-trough housing price decline maximum	40.00%
[1]	Loss severity rates consider the initial loan-to-value ratio, lien position, geography, expected collateral value and other factors.
[2]	Management's expectation of the Case-Shiller National Home Price Index.

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Investment Securities (Schedule of Credit-Related Loss Activity Recognized in Earnings) (Details) (USD  $) In Millions	12 Months Ended
Dec. 31, 2010
Balance at December 31, 2009	$ 175
Plus expected credit-related losses for which other-than-temporary impairment was not previously recognized	89
Plus expected credit-related losses for which other-than-temporary impairment was previously recognized	142
Less losses realized for securities sold	(342)
Less losses realized for securities intended or required to be sold	(1)
Balance at December 31, 2010	$ 63

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Investment Securities (Schedule of Activity in the Accretable Yield Related to Acquired Debt Securities) (Details) (USD  $) In Millions	12 Months Ended
Dec. 31, 2010
Accretable yield, December 31, 2009	$ 279
Accretion	(45)
Sales	(220)	[1]
Other adjustments	(13)
Accretable yield, December 31, 2010	$ 1
[1]	Associated with the December 2010 repositioning of the investment portfolio.

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Loans and Leases (Narrative) (Details) (USD  $)	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009
Aggregate short-duration advances	$ 2,630,000,000	$ 2,070,000,000
Revolver credit facility with borrower	180,000,000
Revolving credit facility outstanding	160,000,000
Aggregate loan to borrower	345,000,000
Acquired commercial real estate loan	16,000,000
Aggregate of debt restructurings	307,000,000
Loans or leases contractually past-due days	90	90
Non-accrual status principal interest payments past due days	60
Commercial real estate loans on non-accrual status		$ 2,000,000

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Loans and Leases (Net Loans) (Details) (USD  $) In Millions	Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2008	Dec. 31, 2007	Dec. 31, 2010 Institutional [Member]	Dec. 31, 2009 Institutional [Member]	Dec. 31, 2010 Institutional [Member] U.S. [Member]	Dec. 31, 2009 Institutional [Member] U.S. [Member]	Dec. 31, 2010 Institutional [Member] Non-U.S. [Member]	Dec. 31, 2009 Institutional [Member] Non-U.S. [Member]	Dec. 31, 2010 U.S. [Member]	Dec. 31, 2009 U.S. [Member]
Investment funds							$ 5,316	$ 4,834	$ 1,478	$ 547
Commercial and financial							540	599	190	120
Commercial real estate											764	600
Purchased receivables							728	796	1,471	1,596
Lease financing							417	408	1,053	1,308
Total loans and leases	11,957	10,808			11,193	10,208
Allowance for loan losses	(100)	(79)	(18)	(18)
Loans and leases, net of allowance for loan losses	$ 11,857	$ 10,729

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Loans and Leases (Components of the Net Investment in Leveraged Leases) (Details) (USD  $) In Millions	Dec. 31, 2010	Dec. 31, 2009
Net rental income receivable	$ 2,187	$ 2,677
Estimated residual values	118	129
Unearned income	(835)	(1,090)
Investment in leveraged lease financing	1,470	1,716
Less related deferred income tax liabilities	(463)	(505)
Net investment in leveraged lease financing	$ 1,007	$ 1,211

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Loans and Leases (Recorded Investment In Each Class Of Total Loans And Leases By Credit Quality Indicator) (Details) (USD  $) In Millions	Dec. 31, 2010	Dec. 31, 2009
Total Loans and Leases	$ 11,957	$ 10,808
Investment Grade [Member]
Total Loans and Leases	10,786
Investment Grade [Member] | Institutional [Member] | Investment Funds [Member]
Total Loans and Leases	6,674
Investment Grade [Member] | Institutional [Member] | Commercial and Financial [Member]
Total Loans and Leases	579
Investment Grade [Member] | Institutional [Member] | Purchased Receivables [Member]
Total Loans and Leases	2,199
Investment Grade [Member] | Institutional [Member] | Lease Financing [Member]
Total Loans and Leases	1,279
Investment Grade [Member] | Commercial Real Estate [Member] | Property Development [Member]
Total Loans and Leases	3
Investment Grade [Member] | Commercial Real Estate [Member] | Other - Acquired Credit-Impaired [Member]
Total Loans and Leases	3
Investment Grade [Member] | Commercial Real Estate [Member] | Other [Member]
Total Loans and Leases	49
Speculative [Member]
Total Loans and Leases	929
Speculative [Member] | Institutional [Member] | Investment Funds [Member]
Total Loans and Leases	120
Speculative [Member] | Institutional [Member] | Commercial and Financial [Member]
Total Loans and Leases	101
Speculative [Member] | Institutional [Member] | Purchased Receivables [Member]
Total Loans and Leases
Speculative [Member] | Institutional [Member] | Lease Financing [Member]
Total Loans and Leases	191
Speculative [Member] | Commercial Real Estate [Member] | Property Development [Member]
Total Loans and Leases	362
Speculative [Member] | Commercial Real Estate [Member] | Other - Acquired Credit-Impaired [Member]
Total Loans and Leases	47
Speculative [Member] | Commercial Real Estate [Member] | Other [Member]
Total Loans and Leases	108
Substandard [Member]
Total Loans and Leases	50
Substandard [Member] | Institutional [Member] | Investment Funds [Member]
Total Loans and Leases
Substandard [Member] | Institutional [Member] | Commercial and Financial [Member]
Total Loans and Leases	50
Substandard [Member] | Institutional [Member] | Purchased Receivables [Member]
Total Loans and Leases
Substandard [Member] | Institutional [Member] | Lease Financing [Member]
Total Loans and Leases
Substandard [Member] | Commercial Real Estate [Member] | Property Development [Member]
Total Loans and Leases
Substandard [Member] | Commercial Real Estate [Member] | Other - Acquired Credit-Impaired [Member]
Total Loans and Leases
Substandard [Member] | Commercial Real Estate [Member] | Other [Member]
Total Loans and Leases
Doubtful [Member]
Total Loans and Leases	192
Doubtful [Member] | Institutional [Member] | Investment Funds [Member]
Total Loans and Leases
Doubtful [Member] | Institutional [Member] | Commercial and Financial [Member]
Total Loans and Leases
Doubtful [Member] | Institutional [Member] | Purchased Receivables [Member]
Total Loans and Leases
Doubtful [Member] | Institutional [Member] | Lease Financing [Member]
Total Loans and Leases
Doubtful [Member] | Commercial Real Estate [Member] | Property Development [Member]
Total Loans and Leases	86
Doubtful [Member] | Commercial Real Estate [Member] | Property Development - Acquired Credit-Impaired [Member]
Total Loans and Leases	42
Doubtful [Member] | Commercial Real Estate [Member] | Other - Acquired Credit-Impaired [Member]
Total Loans and Leases	49
Doubtful [Member] | Commercial Real Estate [Member] | Other [Member]
Total Loans and Leases	15
Institutional [Member] | Investment Funds [Member]
Total Loans and Leases	6,794
Institutional [Member] | Commercial and Financial [Member]
Total Loans and Leases	730
Institutional [Member] | Purchased Receivables [Member]
Total Loans and Leases	2,199
Institutional [Member] | Lease Financing [Member]
Total Loans and Leases	1,470
Commercial Real Estate [Member] | Property Development [Member]
Total Loans and Leases	451
Commercial Real Estate [Member] | Property Development - Acquired Credit-Impaired [Member]
Total Loans and Leases	42
Commercial Real Estate [Member] | Other - Acquired Credit-Impaired [Member]
Total Loans and Leases	99
Commercial Real Estate [Member] | Other [Member]
Total Loans and Leases	172
Institutional [Member]
Total Loans and Leases	$ 11,193	$ 10,208

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Loans and Leases (Allowance for Credit Losses and Recorded Investment in Financing Receivables) (Details) (USD  $) In Millions	Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2008	Dec. 31, 2007	Dec. 31, 2010 Commercial Real Estate [Member] Loans and Leases [Member]	Dec. 31, 2010 Commercial Real Estate [Member] Allowance for Loan Losses [Member]	Dec. 31, 2010 Institutional [Member] Loans and Leases [Member]	Dec. 31, 2010 Institutional [Member] Allowance for Loan Losses [Member]	Dec. 31, 2010 Loans and Leases [Member]	Dec. 31, 2010 Allowance for Loan Losses [Member]
Individually evaluated for impairment					$ 623	$ 24	$ 112		$ 735	$ 24
Collectively evaluated for impairment							11,081	31	11,081	31
Loans acquired with deteriorated credit quality					141	45			141	45
Total loans and leases	11,857	10,729			764		11,193		11,957
Allowance for loan losses	$ 100	$ 79	$ 18	$ 18		$ 69		$ 31		$ 100

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Loans and Leases (Impaired Loans) (Details) (USD  $) In Millions	12 Months Ended
Dec. 31, 2010
Additional allowance for loan losses	$ 31
Commercial Real Estate [Member] | With No Related Allowance Recorded [Member] | CRE - Property Development [Member]
Recorded Investment	209
Unpaid Principal Balance	240
Related Allowance		[1]
Commercial Real Estate [Member] | With No Related Allowance Recorded [Member] | CRE - Property Development - Acquired Credit-Impaired [Member]
Unpaid Principal Balance	34
Related Allowance		[1]
Commercial Real Estate [Member] | With No Related Allowance Recorded [Member] | CRE - Other - Acquired Credit-Impaired [Member]
Recorded Investment	16
Unpaid Principal Balance	47
Related Allowance		[1]
Commercial Real Estate [Member] | With No Related Allowance Recorded [Member] | CRE - Other [Member]
Recorded Investment	27
Unpaid Principal Balance	29
Related Allowance		[1]
Commercial Real Estate [Member] | With Allowance Recorded [Member] | CRE - Property Development [Member]
Recorded Investment	79
Unpaid Principal Balance	113
Related Allowance	24	[1]
Commercial Real Estate [Member] | With Allowance Recorded [Member] | CRE - Property Development - Acquired Credit-Impaired [Member]
Recorded Investment	42
Unpaid Principal Balance	47
Related Allowance	19	[1]
Commercial Real Estate [Member] | With Allowance Recorded [Member] | CRE - Other - Acquired Credit-Impaired [Member]
Recorded Investment	83
Unpaid Principal Balance	100
Related Allowance	26	[1]
Commercial Real Estate [Member] | With Allowance Recorded [Member] | CRE - Other [Member]
Recorded Investment	7
Unpaid Principal Balance	9
Related Allowance		[1]
Commercial Real Estate [Member]
Recorded Investment	463
Unpaid Principal Balance	619
Related Allowance	$ 69	[1]
[1]	As of December 31, 2010, there was an additional allowance for loan losses of  $31 million associated with loans and leases that were not impaired.

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Loans and Leases (Financing Receivables on Non-Accrual Status) (Details) (Commercial Real Estate [Member], USD  $) In Millions	Dec. 31, 2010
Loans and Leases Receivable, Impaired, Nonperforming, Nonaccrual of Interest	$ 158
Property Development [Member]
Loans and Leases Receivable, Impaired, Nonperforming, Nonaccrual of Interest	79
Property Development - Acquired Credit-Impaired [Member]
Loans and Leases Receivable, Impaired, Nonperforming, Nonaccrual of Interest	42
Other - Acquired Credit-Impaired [Member]
Loans and Leases Receivable, Impaired, Nonperforming, Nonaccrual of Interest	22
Other [Member]
Loans and Leases Receivable, Impaired, Nonperforming, Nonaccrual of Interest	$ 15

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Loans and Leases (Schedule of Allowance for Loan Losses) (Details) (USD  $) In Millions	Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2008	Dec. 31, 2007	Dec. 31, 2010 Commercial Real Estate [Member]	Dec. 31, 2009 Commercial Real Estate [Member]	Dec. 31, 2008 Commercial Real Estate [Member]	Dec. 31, 2010 Institutional [Member]	Dec. 31, 2009 Institutional [Member]	Dec. 31, 2008 Institutional [Member]
Beginning balance	$ 100	$ 79	$ 18	$ 18
Provision for loan losses					22	124		3	25
Charge-offs					(4)	(72)			(19)
Recoveries						3
Total	$ 100	$ 79	$ 18	$ 18

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Goodwill and Other Intangible Assets (Narrative) (Details) (USD  $) In Millions	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2008
Amortization of other intangible assets	$ 179	$ 136	$ 144
Expected amortization expense for 2011	210
Expected amortization expense for 2012	205
Expected amortization expense for 2013	194
Expected amortization expense for 2014	193
Expected amortization expense for 2015	$ 188

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Goodwill and Other Intangible Assets (Goodwill) (Details) (USD  $) In Millions	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2010 Investment Service [Member]	Dec. 31, 2009 Investment Service [Member]	Dec. 31, 2010 Investment Management [Member]	Dec. 31, 2009 Investment Management [Member]	Dec. 31, 2008 Investment Management [Member]
Beginning balance	$ 4,550	$ 4,527	$ 4,544	$ 4,521	$ 6	$ 6	$ 6
Reduction of goodwill previously recorded		(16)		(16)
Acquisitions of Intesa and MIFA	1,005		1,005
Foreign currency translation, net	42	39	42	39
Ending balance	$ 5,597	$ 4,550	$ 5,591	$ 4,544	$ 6	$ 6	$ 6

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Goodwill and Other Intangible Assets (Intangible Assets Disclosure) (Details) (USD  $) In Millions	Dec. 31, 2010	Dec. 31, 2009
Gross Carrying Amount	$ 3,271	$ 2,371
Accumulated Amortization	(678)	(561)
Net Carrying Amount	2,593	1,810
Customer Relationship Intangibles [Member]
Gross Carrying Amount	2,341	1,628
Accumulated Amortization	(520)	(409)
Net Carrying Amount	1,821	1,219
Core Deposit Intangibles [Member]
Gross Carrying Amount	710	500
Accumulated Amortization	(83)	(57)
Net Carrying Amount	627	443
Other Intangible Assets [Member]
Gross Carrying Amount	220	243
Accumulated Amortization	(75)	(95)
Net Carrying Amount	$ 145	$ 148

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Other Assets (Details) (USD  $) In Millions	Dec. 31, 2010	Dec. 31, 2009
Collateral deposits	$ 3,251	$ 1,351
Deferred tax assets, net of valuation allowance	1,786	3,973
Investments in joint ventures and other unconsolidated entities	927	886
Income taxes receivable	1,733	1,497
Accounts receivable	403	68
Prepaid expenses	382	449
Other	1,098	785
Total	13,800	12,023
Reported Amount [Member] | Other Assets [Member]
Unrealized gains on derivative financial instruments	5,423	4,511
Income taxes receivable	$ 530

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Deposits (Narrative) (Details) (USD  $)	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009
Time deposits outstanding	$ 9,030,000,000	$ 8,170,000,000
Non-U.S. time deposits	2,210,000,000	2,390,000,000
The minimum amount of U.S. and non-U.S. time deposits	$ 100,000
Time deposits maturities	2011

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Deposits (Scheduled maturities of U.S. time deposits) (Details) (U.S. Time Deposits [Member], USD  $) In Millions	Dec. 31, 2010
3 months or less	$ 6,778
4 months to a year	45
Total	$ 6,823

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Short-Term Borrowings (Narrative) (Details)	12 Months Ended
Dec. 31, 2010 USD ( $)	Dec. 31, 2010 CAD ( $)	Dec. 31, 2009 USD ( $)
Short-Term Borrowings
Weighted-average interest rate of short-term borrowings	1.10%		0.73%
Fair value of U.S. government securities	$ 6,790,000,000
Average balances of securities purchased under agreements to resell and securities sold under agreements to repurchase	16,270,000,000		14,820,000,000
Commercial paper authorized	3,000,000,000
Commercial paper maturity period, days	270
Commercial paper, outstanding	2,800,000,000		2,780,000,000
Bank notes authorized	5,000,000,000
Subordinated bank notes authorized	1,000,000,000
Bank notes outstanding	2,450,000,000		2,450,000,000
Line of credit	$ 802,000,000	$ 800,000,000

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Short-Term Borrowings (Primary Components of Short-term Borrowings) (Details) (USD  $) In Millions, unless otherwise specified	Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2010 Conduit Commercial Paper Program [Member]	Dec. 31, 2009 Conduit Commercial Paper Program [Member]	Dec. 31, 2010 Securities Sold under Agreements to Repurchase [Member]	Dec. 31, 2009 Securities Sold under Agreements to Repurchase [Member]	Dec. 31, 2008 Securities Sold under Agreements to Repurchase [Member]	Dec. 31, 2010 Federal Funds Purchased [Member]	Dec. 31, 2009 Federal Funds Purchased [Member]	Dec. 31, 2008 Federal Funds Purchased [Member]	Dec. 31, 2010 Tax-Exempt Investment Program [Member]	Dec. 31, 2009 Tax-Exempt Investment Program [Member]	Dec. 31, 2008 Tax-Exempt Investment Program [Member]	Dec. 31, 2010 Corporate Commercial Paper Program [Member]	Dec. 31, 2009 Corporate Commercial Paper Program [Member]	Dec. 31, 2008 Corporate Commercial Paper Program [Member]
Balance			$ 1,919	$ 12,071	[1]	$ 7,599	$ 10,542	$ 11,154	$ 7,748	$ 4,532	$ 1,082	$ 2,501	$ 2,736	$ 2,858	$ 2,799	$ 2,777	$ 2,588
Maximum outstanding at any month end			7,275	15,645	[1]	9,058	12,993	17,274	7,748	7,166	4,853	2,690	2,838	3,068	2,831	2,851	2,588
Average outstanding during the year			$ 6,339	$ 10,691	[1]	$ 8,108	$ 11,065	$ 14,261	$ 1,759	$ 956	$ 1,026	$ 2,594	$ 2,774	$ 2,946	$ 2,791	$ 1,993	$ 1,784
Weighted-average interest rate at year end	1.10%	0.73%	0.57%	1.31%	[1]	0.04%	0.03%	0.01%	0.01%	0.01%	0.01%	0.37%	0.33%	2.80%	0.31%	0.21%	0.82%
Weighted-average interest rate during the year			0.32%	1.26%	[1]	0.05%	0.03%	1.24%	0.05%	0.04%	1.77%	0.33%	0.47%	3.73%	0.31%	0.30%	2.78%
[1]	Amounts other than balance and weighted-average interest rate at year end relate to the period subsequent to the May 2009 consolidation of the conduits.

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Short-Term Borrowings (Securities Sold Under Repurchase Agreements) (Details) (USD  $) In Millions	Dec. 31, 2010	Dec. 31, 2009
Collateralized by securities purchased under resale agreements	$ 955
Collateralized by investment securities	6,644
Total	$ 7,599	$ 10,542

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Short-Term Borrowings (U.S. Government Securities and Related Repurchase Agreements Including Accrued Interest) (Details) (USD  $) In Millions, unless otherwise specified	Dec. 31, 2010
U.S. Government Securities Sold [Member]
Overnight maturity, amortized cost	$ 6,700
Overnight maturity, fair value	6,789
Repurchase Agreements [Member]
Overnight maturity, amortized cost	$ 6,644
Overnight maturity, rate	0.02%

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Restructuring Charges (Narrative) (Details) (USD  $) In Millions, unless otherwise specified	12 Months Ended
Dec. 31, 2010	Dec. 31, 2008
Restructuring charges	$ 156	$ 306
Percentage of global work force terminated involuntarily		7.00%
Severance Costs		243
Number of employees terminated involuntarily		2,100
Future lease obligations and write-offs of capitalized assets		63
Impairment of other intangible assets		23
Acceleration of equity-based compensation expense		47
One-time Termination Benefits [Member] | Global Restructuring Charges [Member]
Workforce reduction, number of employees	1,400
Special Termination Benefits [Member] | Global Restructuring Charges [Member]
Workforce reduction, number of employees	550
Future Lease Obligations and Write-Offs of Capitalized Assets [Member]
Restructuring charges	51
Accelerated Vesting of Equity-Based Compensation [Member]
Restructuring charges	12
Global Restructuring Charges [Member]
Restructuring charges	$ 105

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Restructuring Charges (Activity related balance sheet reserve) (Details) (USD  $) In Millions	12 Months Ended
Dec. 31, 2010	Dec. 31, 2008
Service Costs	$ 90
Lease and Asset Write-offs	47
Restructuring charges	156	306
Employee Involuntarily Terminated [Member]
Restructuring charges	137
Employee Involuntarily Terminated [Member] | Initial Accrual [Member]
Restructuring charges	156
Employee Involuntarily Terminated [Member] | Payment [Member]
Restructuring charges	(19)
Initial Accrual [Member]
Service Costs	105
Lease and Asset Write-offs	51
Payment [Member]
Service Costs	(15)
Lease and Asset Write-offs	$ (4)

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Long-Term Debt (Narrative) (Details) (USD  $)	12 Months Ended		12 Months Ended		12 Months Ended		12 Months Ended		12 Months Ended		12 Months Ended		12 Months Ended		12 Months Ended		12 Months Ended		12 Months Ended		12 Months Ended		12 Months Ended		12 Months Ended		12 Months Ended		12 Months Ended
Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2010 Junior Subordinated Debentures Due 2042 [Member]	Dec. 31, 2010 Floating-Rate Subordinated Notes Due To State Street Capital Trust IV In 2037 [Member]	Dec. 31, 2009 Floating-Rate Subordinated Notes Due To State Street Capital Trust IV In 2037 [Member]	Dec. 31, 2010 Four Point Nine Five Six Percent Junior Subordinated Debenture Due 2018 [Member]	Feb. 28, 2011 Four Point Nine Five Six Percent Junior Subordinated Debenture Due 2018 [Member]	Dec. 31, 2010 8.25% Fixed-To-Floating-Rate Subordinated Notes Due To State Street Capital Trust III In 2042 [Member]	Dec. 31, 2009 8.25% Fixed-To-Floating-Rate Subordinated Notes Due To State Street Capital Trust III In 2042 [Member]	Dec. 31, 2010 2.15% Notes Due 2012 [Member]	Dec. 31, 2009 2.15% Notes Due 2012 [Member]	Dec. 31, 2010 4.30% Notes Due 2014 [Member]	Dec. 31, 2009 4.30% Notes Due 2014 [Member]	Dec. 31, 2010 5.375% Notes Due 2017 [Member]	Dec. 31, 2009 5.375% Notes Due 2017 [Member]	Dec. 31, 2010 7.65% Subordinated Notes Due 2010 [Member]	Dec. 31, 2009 7.65% Subordinated Notes Due 2010 [Member]	Dec. 31, 2010 Floating Rate Notes Due 2011 [Member]	Dec. 31, 2009 Floating Rate Notes Due 2011 [Member]	Dec. 31, 2010 1.85% Notes Due 2011 [Member]	Dec. 31, 2009 1.85% Notes Due 2011 [Member]	Dec. 31, 2010 5.25% Subordinated Notes Due 2018 [Member]	Dec. 31, 2009 5.25% Subordinated Notes Due 2018 [Member]	Dec. 31, 2010 5.30% Subordinated Notes Due 2016 [Member]	Dec. 31, 2009 5.30% Subordinated Notes Due 2016 [Member]	Dec. 31, 2010 Floating Rate Subordinated Notes Due 2015 [Member]	Dec. 31, 2009 Floating Rate Subordinated Notes Due 2015 [Member]	Dec. 31, 2010 Floating-Rate Subordinated Notes Due To State Street Capital Trust I In 2028 [Member]	Dec. 31, 2009 Floating-Rate Subordinated Notes Due To State Street Capital Trust I In 2028 [Member]	Dec. 31, 2010 7.35% Notes Due 2026 [Member]	Dec. 31, 2009 7.35% Notes Due 2026 [Member]	Dec. 31, 2010 State Street Capital Trust III [Member ]	Dec. 31, 2010 One Lincoln Street Parking Garage [Member]	Dec. 31, 2009 One Lincoln Street Parking Garage [Member]
Fixed-to-floating rate subordinated notes								8.25%
Subordinated borrowing, due date				Jan 1, 2037				Jan 1, 2042		Jan 1, 2012				Jan 1, 2017		May 30, 2014		Mar 1, 2011		Jan 1, 2010		Jan 1, 2018		Jan 1, 2016		Jan 1, 2015		Jan 1, 2028		Jan 1, 2026
Preferred stock, liquidation preference per share	$ 100,000
Annual preferred stock contract payment rate	2.25%
Notes issued by Parent company and non-banking subsidiaries, face amount	$ 8,550,000,000	$ 8,838,000,000		$ 800,000,000	$ 800,000,000			$ 500,000,000	$ 500,000,000	$ 1,499,000,000	$ 1,498,000,000	$ 500,000,000	$ 500,000,000	$ 450,000,000	$ 450,000,000		$ 305,000,000	$ 1,450,000,000	$ 1,450,000,000	$ 1,000,000,000	$ 1,000,000,000	$ 439,000,000	$ 430,000,000	$ 423,000,000	$ 399,000,000	$ 200,000,000	$ 200,000,000	$ 155,000,000	$ 155,000,000	$ 150,000,000	$ 150,000,000
Notes issued by Parent company and non-banking subsidiaries, interest rate												4.30%
Notes issued by Parent company and non-banking subsidiaries, maturity date						Mar 15, 2018				Apr 30, 2012
Capital lease included in long term debt	606,000,000	660,000,000																															431,000,000	452,000,000
Office facility cost	279,000,000	290,000,000
Fixed and floating rate senior notes issued	1,450,000,000
Percent of payment to FDIC to utilize guarantee																						5.25%		5.30%
Issued junior subordinated debentures							500,000,000
Subordinated borrowing interest rate			6.00%			4.96%		8.25%		2.15%		4.30%		5.38%		7.65%				1.85%		5.25%		5.30%						7.35%		6.00%
Debt Instrument maturity date						Mar 15, 2018				Apr 30, 2012
Non-cumulative perpetual preferred stock

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Long-Term Debt (Long-Term Debt) (Details) (USD  $) In Millions, unless otherwise specified	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009
Long-term capital leases	$ 716	$ 751
Long-term debt	8,550	8,838
Increase in carrying value of long-term debt	81	31
Debt instrument interest rate terms	81	31
Floating-Rate Subordinated Notes Due To State Street Capital Trust IV In 2037 [Member]
Long-term debt	800	800
Subordinated borrowing, due date	Jan 1, 2037
8.25% Fixed-To-Floating-Rate Subordinated Notes Due To State Street Capital Trust III In 2042 [Member]
Long-term debt	500	500
Subordinated borrowing interest rate	8.25%
Subordinated borrowing, due date	Jan 1, 2042
2.15% Notes Due 2012 [Member]
Long-term debt	1,499	1,498
Subordinated borrowing interest rate	2.15%
Subordinated borrowing, due date	Jan 1, 2012
4.30% Notes Due 2014 [Member]
Long-term debt	500	500
Subordinated borrowing interest rate	4.30%
5.375% Notes Due 2017 [Member]
Long-term debt	450	450
Subordinated borrowing interest rate	5.38%
Subordinated borrowing, due date	Jan 1, 2017
7.65% Subordinated Notes Due 2010 [Member]
Long-term debt		305
Subordinated borrowing interest rate	7.65%
Subordinated borrowing, due date	May 30, 2014
Floating-Rate Notes Due 2012 [Member]
Long-term debt	268	250
Subordinated borrowing, due date	Jan 1, 2012
7.35% Notes Due 2026 [Member]
Long-term debt	150	150
Subordinated borrowing interest rate	7.35%
Subordinated borrowing, due date	Jan 1, 2026
Floating Rate Notes Due 2011 [Member]
Long-term debt	1,450	1,450
Subordinated borrowing, due date	Mar 1, 2011
1.85% Notes Due 2011 [Member]
Long-term debt	1,000	1,000
Subordinated borrowing interest rate	1.85%
Subordinated borrowing, due date	Jan 1, 2010
5.25% Subordinated Notes Due 2018 [Member]
Long-term debt	439	430
Subordinated borrowing interest rate	5.25%
Subordinated borrowing, due date	Jan 1, 2018
5.30% Subordinated Notes Due 2016 [Member]
Long-term debt	423	399
Subordinated borrowing interest rate	5.30%
Subordinated borrowing, due date	Jan 1, 2016
Floating Rate Subordinated Notes Due 2015 [Member]
Long-term debt	200	200
Subordinated borrowing, due date	Jan 1, 2015
Floating-Rate Subordinated Notes Due To State Street Capital Trust I In 2028 [Member]
Long-term debt	155	155
Subordinated borrowing, due date	Jan 1, 2028
Fair Value Hedges [Member]
Increase in carrying value of long-term debt		$ 31

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Commitments and Contingencies (Narrative) (Details)	9 Months Ended	12 Months Ended	84 Months Ended
Sep. 30, 2009 USD ( $)	Sep. 15, 2008 USD ( $)	Dec. 31, 2010 USD ( $)	Dec. 31, 2009 USD ( $)	Dec. 31, 2007 USD ( $)	Dec. 31, 2010 EUR ( €)	Jun. 30, 2007 USD ( $)
Unfunded commitments to extend credit, short term			75.00%
Collateral for the fair market value of the securities borrowed rate			100.00%
Collateral for the amount of the repurchase agreement rate			100.00%
Net Assets of Registered Sub-Prime Funds							$ 300,000,000
Average Decline in Net Asset Value Per Share							7.23%
Actual Damages Claimed by Attorney General					56,000,000
Litigation Reserve							75,000,000
Excess Of Aggregate Par Of Assets Received By Participants Over Aggregate Market Value			0
Settlement with State of Washington			12,000,000
Number of Years of Relationships with State of Washington			ten
Net Assets of a Fund Held by Lehman		312,000,000
No of customer not entered into settlement agreements		5
Settlements with Dutch Customers						42,000,000
Investment in Funds by Customers Not Settled		170,000,000
Notional amount of contingencies accounted for as derivative financial instruments			46,760,000,000	52,950,000,000
Asserted damages by participants				120,000,000
The difference between the amortized cost and market value of the in-kind distribution	49,000,000
Cash contribution to the cash collateral pools and liquidity trusts			$ 330,000,000

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Commitments and Contingencies (Contractual Amounts of Credit-Related Off-Balance Sheet Financial Instruments) (Details) (USD  $) In Millions	Dec. 31, 2010	Dec. 31, 2009
Indemnified securities financing	$ 334,235	[1]	$ 365,251	[1]
Unfunded commitments to extend credit	14,772		18,014
Asset purchase agreements	4,866		8,211
Standby letters of credit	$ 4,174		$ 4,783
[1]	Related collateral and other information is provided in the following "Securities Finance" section.

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Commitments and Contingencies (Schedule of Repurchase Agreements) (Details) (USD  $) In Millions	Dec. 31, 2010	Dec. 31, 2009
Aggregate fair value of indemnified securities on loan	$ 334,235	[1]	$ 365,251	[1]
Aggregate fair value of cash and securities held as collateral for indemnified securities financing	343,410		375,916
Collateral for indemnified securities invested in indemnified repurchase agreements	89,069		77,726
Aggregate fair value of cash and securities held as collateral for indemnified repurchase agreements	$ 93,294		$ 82,622
[1]	Related collateral and other information is provided in the following "Securities Finance" section.

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Variable Interest Entities (Narrative) (Details) (USD  $)	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009
Investment securities related to state and political subdivisions	$ 2,850,000,000	$ 3,130,000,000
Variable interest entity, other short-term borrowings	2,500,000,000	2,740,000,000
Weighted-average life of trusts, years	7.7	8.1
Total standby bond purchase agreement committed to trusts	2,800,000,000
Aggregate notional value of CDOs	1,000,000,000	2,000,000,000
Carrying value of the underlying collateral	323,000,000	1,200,000,000
Voluntary redemption of the first-loss notes	67,000,000
Pre-tax extraordinary loss	6,100,000,000
After tax extraordinary loss	3,680,000,000
Accretion in interest revenue	$ 712,000,000	$ 621,000,000

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Shareholders' Equity (Narrative) (Details) (USD  $)	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2008
Available-for-sale Securities, Gross Realized Gain (Loss), Net	$ (55,000,000)	$ 368,000,000	$ 68,000,000
Unrealized Pre-Tax Gains (Losses)	(728,000,000)	46,000,000	71,000,000
Unrealized Gains (Losses), Tax	(291,000,000)	18,000,000	28,000,000
Common Stock Available for Future Purchase	13,250,000
Treasury stock number of shares held	0	0	552,000
Common Stock Purchased and Held in Trust, Shares	420,016
Treasure Shares Acquired, Price Per Share			$ 75
Accelerated share repurchase program			$ 1,000,000,000

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Shareholders' Equity (Schedule of the Components of Accumulated Other Comprehensive Loss) (Details) (USD  $) In Millions	Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2008
Foreign currency translation	$ 216	$ 281	$ 68
Net unrealized loss on hedges of net investments in non-U.S. subsidiaries	(14)	(14)	(14)
Net unrealized loss on available-for-sale securities portfolio	(90)	(1,001)	(3,815)
Net unrealized loss related to reclassified securities	(317)	(635)	(1,390)
Net unrealized loss on available-for-sale securities	(407)	(1,636)	(5,205)
Net unrealized loss on fair value hedges of available-for-sale securities	(135)	(113)	(242)
Expected losses from other-than-temporary impairment on available-for-sale securities related to factors other than credit	(17)	(159)
Expected losses from other-than-temporary impairment on held-to-maturity securities related to factors other than credit	(111)	(387)
Minimum pension liability	(210)	(192)	(229)
Net unrealized loss on cash flow hedges	(11)	(18)	(28)
Total	$ (689)	$ (2,238)	$ (5,650)

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Shareholders' Equity (Schedule of Total Comprehensive Income (Loss) (Details) (USD  $) In Millions	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2008
Shareholders' Equity
Net income (loss)	$ 1,556	$ (1,881)	$ 1,811
Other comprehensive income (loss)	1,576	3,412	(5,075)
Total comprehensive income (loss)	$ 3,132	$ 1,531	$ (3,264)

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Fair Value (Schedule of Fair Value Measurements on a Recurring Basis) (Details) (USD  $) In Millions	Dec. 31, 2010	Dec. 31, 2009
Fair Value, Inputs, Level 1 [Member]
Trading account assets	$ 357		$ 53
Direct obligations	6,529		10,004
Non-U.S. equity securities	7
Total investment securities available-for-sale	6,536		10,004
Total assets carried at fair value	7,061		10,057
Other liabilities	723		5
Total liabilities carried at fair value	723		5
Fair Value, Inputs, Level 1 [Member] | Other Assets [Member]
Other assets	168
Fair Value, Inputs, Level 2 [Member]
Trading account assets	122		95
Direct obligations	1,048		1,158
Mortgage-backed securities	22,967		14,878
Student loans	13,182		8,753
Credit cards	7,423		6,280
Sub-prime	1,818		3,194
Other	568		913
Total asset-backed securities	22,991		19,140
Non-U.S. debt securities	10,905		8,534
State and political subdivisions	6,554		5,935
Collateralized mortgage obligations	1,502		2,210
Other U.S. debt securities	2,637		2,231
U.S. equity securities	1,115		1,098
Non-U.S. equity securities	119		83
Total investment securities available-for-sale	69,838		55,267
Total assets carried at fair value	77,931		61,613
Other liabilities	8,557		6,483
Total liabilities carried at fair value	8,557		6,483
Fair Value, Inputs, Level 2 [Member] | Other Assets [Member]
Other assets	7,971		6,251
Fair Value, Inputs, Level 3 [Member]
Mortgage-backed securities	673		58
Student loans	1,234		3,175
Credit cards	28		327
Sub-prime			3
Other	1,020		1,884
Total asset-backed securities	2,282		5,389
Non-U.S. debt securities	2,140		1,777
State and political subdivisions	50		2
Collateralized mortgage obligations	359		199
Other U.S. debt securities	3		3
Total investment securities available-for-sale	5,507		7,428
Total assets carried at fair value	5,761		7,556
Other liabilities	269		147
Total liabilities carried at fair value	269		147
Fair Value, Inputs, Level 3 [Member] | Other Assets [Member]
Other assets	254		128
Impact of Netting [Member]
Total assets carried at fair value	(2,970)	[1]	(1,868)	[1]
Other liabilities	(2,970)	[1]	(1,868)	[1]
Total liabilities carried at fair value	(2,970)	[1]	(1,868)	[1]
Impact of Netting [Member] | Other Assets [Member]
Other assets	(2,970)	[1]	(1,868)	[1]
Reported Amount [Member]
Trading account assets	479		148
Direct obligations	7,577		11,162
Mortgage-backed securities	23,640		14,936
Student loans	14,416		11,928
Credit cards	7,451		6,607
Sub-prime	1,818		3,197
Other	1,588		2,797
Total asset-backed securities	25,273		24,529
Non-U.S. debt securities	13,045		10,311
State and political subdivisions	6,604		5,937
Collateralized mortgage obligations	1,861		2,409
Other U.S. debt securities	2,640		2,234
U.S. equity securities	1,115		1,098
Non-U.S. equity securities	126		83
Total investment securities available-for-sale	81,881		72,699
Total assets carried at fair value	87,783		77,358
Other liabilities	6,579		4,767
Total liabilities carried at fair value	6,579		4,767
Reported Amount [Member] | Other Assets [Member]
Other assets	$ 5,423		$ 4,511
[1]	Represents counterparty netting against level 2 financial assets and liabilities, where a legally enforceable master netting agreement exists between State Street and the counterparty.

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Fair Value (Fair Value Measurements Using Significant Unobservable Inputs) (Details) (USD  $) In Millions	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009
Student Loans [Member]
Fair value, beginning balance, assets	$ 3,175	$ 7,475
Recorded in Revenue, Assets	9
Recorded in Other Comprehensive Income, Assets	81	226
Purchases, Issuances and Settlements, Net, Assets	(317)	(188)
Transfers Into and/or Out of Level 3, Assets	(1,714)	(4,338)
Fair value, ending balance, assets	1,234	3,175
Credit Cards [Member]
Fair value, beginning balance, assets	327	24
Recorded in Revenue, Assets	17
Recorded in Other Comprehensive Income, Assets	(17)	15
Purchases, Issuances and Settlements, Net, Assets	(31)	235
Transfers Into and/or Out of Level 3, Assets	(268)	53
Fair value, ending balance, assets	28	327
Sub-Prime [Member]
Fair value, beginning balance, assets	3	5
Recorded in Revenue, Assets	1
Recorded in Other Comprehensive Income, Assets		(2)
Purchases, Issuances and Settlements, Net, Assets
Transfers Into and/or Out of Level 3, Assets	(4)
Fair value, ending balance, assets		3
Other Asset-Backed Securities [Member]
Fair value, beginning balance, assets	1,884	337
Recorded in Revenue, Assets	90
Recorded in Other Comprehensive Income, Assets	118	42
Purchases, Issuances and Settlements, Net, Assets	(771)	241
Transfers Into and/or Out of Level 3, Assets	(301)	1,264
Fair value, ending balance, assets	1,020	1,884
State and Political Subdivisions [Member]
Fair value, beginning balance, assets	2	1
Recorded in Other Comprehensive Income, Assets
Purchases, Issuances and Settlements, Net, Assets	(1)	2
Transfers Into and/or Out of Level 3, Assets	49	(1)
Fair value, ending balance, assets	50	2
Collateralized Mortgage Obligations [Member]
Fair value, beginning balance, assets		4
Recorded in Revenue, Assets		(119)
Recorded in Other Comprehensive Income, Assets		(6)
Purchases, Issuances and Settlements, Net, Assets		324
Transfers Into and/or Out of Level 3, Assets		(4)
Fair value, ending balance, assets		199
Collateralized Mortgage Obligations [Member] | Mortgage-Backed Securities [Member]
Fair value, beginning balance, assets	199
Recorded in Revenue, Assets	(35)
Recorded in Other Comprehensive Income, Assets	6
Purchases, Issuances and Settlements, Net, Assets	362
Transfers Into and/or Out of Level 3, Assets	(173)
Fair value, ending balance, assets	359
Asset-Backed Securities [Member]
Fair value, beginning balance, assets	5,389	7,841
Recorded in Revenue, Assets	117
Recorded in Other Comprehensive Income, Assets	182	281
Purchases, Issuances and Settlements, Net, Assets	(1,119)	288
Transfers Into and/or Out of Level 3, Assets	(2,287)	(3,021)
Fair value, ending balance, assets	2,282	5,389
Trading Account Assets [Member]
Fair value, beginning balance, assets		366
Recorded in Other Comprehensive Income, Assets
Purchases, Issuances and Settlements, Net, Assets
Transfers Into and/or Out of Level 3, Assets		(366)
Fair value, ending balance, assets
Mortgage-Backed Securities Issued by U.S. Government Sponsored Enterprises [Member]
Fair value, beginning balance, assets	58	2
Recorded in Revenue, Assets	(1)
Recorded in Other Comprehensive Income, Assets	(1)
Purchases, Issuances and Settlements, Net, Assets	659	56
Transfers Into and/or Out of Level 3, Assets	(42)
Fair value, ending balance, assets	673	58
Foreign Government Debt Securities [Member]
Fair value, beginning balance, assets	1,777	1,011
Recorded in Revenue, Assets	60	18
Recorded in Other Comprehensive Income, Assets	84	1,051
Purchases, Issuances and Settlements, Net, Assets	1,551	1,071
Transfers Into and/or Out of Level 3, Assets	(1,332)	(1,374)
Fair value, ending balance, assets	2,140	1,777
Fair Value Measurement With Unobservable Inputs Other U.S. Debt Securities [Member]
Fair value, beginning balance, assets	3	28
Recorded in Other Comprehensive Income, Assets
Purchases, Issuances and Settlements, Net, Assets		(25)
Transfers Into and/or Out of Level 3, Assets
Fair value, ending balance, assets	3	3
Total Investment Securities Available-For-Sale [Member]
Fair value, beginning balance, assets	7,428	8,887
Recorded in Revenue, Assets	141	(101)
Recorded in Other Comprehensive Income, Assets	271	1,326
Purchases, Issuances and Settlements, Net, Assets	1,452	1,716
Transfers Into and/or Out of Level 3, Assets	(3,785)	(4,400)
Fair value, ending balance, assets	5,507	7,428
Other Assets [Member]
Fair value, beginning balance, assets	128	760
Recorded in Revenue, Assets	(55)	(366)
Recorded in Other Comprehensive Income, Assets
Purchases, Issuances and Settlements, Net, Assets	181	(266)
Transfers Into and/or Out of Level 3, Assets
Fair value, ending balance, assets	254	128
Change in Unrealized Gains (Losses) Related to Financial Instruments	(41)	(71)
Other Liabilities [Member] | Fair Value Measurement With Unobservable Inputs Other Liabilities [Member]
Fair Value, Beginning Balance, Liabilities	147
Recorded in Revenue, Liabilities	(72)
Purchases, Issuances and Settlements, Net, Liabilities	194
Fair Value, Ending Balance, Liabilities	269
Change in Unrealized Gains (Losses) Related to Financial Instruments	(36)
Total Assets [Member]
Fair value, beginning balance, assets	7,556	10,013
Recorded in Revenue, Assets	86	(467)
Recorded in Other Comprehensive Income, Assets	271	1,326
Purchases, Issuances and Settlements, Net, Assets	1,633	1,450
Transfers Into and/or Out of Level 3, Assets	(3,785)	(4,766)
Fair value, ending balance, assets	5,761	7,556
Change in Unrealized Gains (Losses) Related to Financial Instruments	(41)	(71)
Total Liabilities [Member] | Fair Value Measurement With Unobservable Inputs Liabilities [Member]
Fair Value, Beginning Balance, Liabilities	147
Recorded in Revenue, Liabilities	(72)
Purchases, Issuances and Settlements, Net, Liabilities	194
Fair Value, Ending Balance, Liabilities	269
Change in Unrealized Gains (Losses) Related to Financial Instruments	(36)
Fair Value Measurement With Unobservable Inputs Other Liabilities [Member]
Fair Value, Beginning Balance, Liabilities		857
Recorded in Revenue, Liabilities		(445)
Recorded in Other Comprehensive Income, Liabilities
Purchases, Issuances and Settlements, Net, Liabilities		(265)
Transfers Into and/or Out of Level 3, Assets
Fair value, ending balance, assets		147
Change in Unrealized Gains (Losses) Related to Financial Instruments		(116)
Fair Value Measurement With Unobservable Inputs Liabilities [Member]
Fair Value, Beginning Balance, Liabilities		857
Recorded in Revenue, Liabilities		(445)
Recorded in Other Comprehensive Income, Liabilities
Purchases, Issuances and Settlements, Net, Liabilities		(265)
Transfers Into and/or Out of Level 3, Assets
Fair value, ending balance, assets		147
Change in Unrealized Gains (Losses) Related to Financial Instruments		$ (116)

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Fair Value (Level 3 Total Realized and Unrealized Gains and Losses Recorded in Revenue) (Details) (USD  $) In Millions	Dec. 31, 2009	Dec. 31, 2010 Trading Services [Member]	Dec. 31, 2009 Trading Services [Member]	Dec. 31, 2009 Processing Fees and Other [Member]	Dec. 31, 2010 Total Fee Revenue [Member]	Dec. 31, 2009 Total Fee Revenue [Member]	Dec. 31, 2010 Net Interest Revenue [Member]	Dec. 31, 2009 Net Interest Revenue [Member]	Dec. 31, 2010 Total Revenue [Member]	Dec. 31, 2009 Total Revenue [Member]
Total Realized and Unrealized Gains (Losses) Recorded in Revenue		$ 17	$ 38	[1]	$ 50	[1]	$ 17	$ 88	[1]	$ 141	$ (101)	[1]	$ 158	$ (13)	[1]
Change in Unrealized Gains (Losses) Related to Financial Instruments		(5)	(5)		50		(5)	45					(5)	45
Unrealized losses on written options	$ 9
[1]	Excludes unrealized losses on written options related to book-value protection provided to stable value funds, which are recorded in other expenses in our consolidated statement of income, and totaled  $9 million for the year ended December 31, 2009.

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Fair Value (Reported Amounts and Estimated Fair Values for Financial Instruments) (Details) (USD  $) In Millions	Dec. 31, 2010	Dec. 31, 2009
Investment securities held to maturity, fair value	$ 12,576	$ 20,928
Investment securities held to maturity, reported amount	12,249	20,877
Net loans (excluding leases), fair value	10,242	8,729
Net loans (excluding leases), reported amount	10,387	9,013
Long-term debt, fair value	8,498	8,715
Long-term debt	$ 8,550	$ 8,838

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Equity-Based Compensation (Narrative) (Details) (USD  $) In Millions, except Share data, unless otherwise specified	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2008	May 01, 2009
Original number of shares approved for issuance and stock-based awards				20,000,000
Shares of common stock approved for issuance for stock and stock-based awards				37,000,000
Shares awarded under the 2006 Plan	26,386,041	17,590,911	12,173,627
Shares available to issue due to cancellations and forfeitures	8,000,000
Additional shares from 1997 Equity Incentive Plan	7,036,001
Compensation expense related to stock options, stock appreciation rights, restricted stock awards, deferred stock awards and performance awards	$ 229	$ 126	$ 321
Expense associated with expense acceleration in connection with the restructuring plan	12
Aggregate income tax benefit related to compensation expense	95	50	127
Weighted-average grant date fair value of options granted		$ 2.96	$ 21.06
Total intrinsic value of options exercised	2	5	102
Total unrecognized compensation cost, net of estimated forfeitures, related to stock options and stock appreciation rights	2
Total unrecognized compensation cost, net of estimated forfeitures, related to stock options and stock appreciation rights expected to be recognized over a weighted-average period, months	13
Stock Options and Stock Appreciation Rights Granted Under the 1997 and 2006 Plans [Member] | Minimum [Member]
Share-based compensation arrangement by share-based payment award, award vesting period, years	four
Stock Options and Stock Appreciation Rights Granted Under the 1997 and 2006 Plans [Member] | Maximum [Member]
Share-based compensation arrangement by share-based payment award, award vesting period, years	ten
Restricted Stock [Member]
Total fair value of awards vested	23	20	16
Unrecognized compensation cost, net of estimated forfeitures	163
Unrecognized compensation cost, net of estimated forfeitures, period, months	36
Weighted-average grant date fair value	$ 44.49	$ 34.58	$ 81.7
Restricted Stock [Member] | Minimum [Member]
Share-based compensation arrangement by share-based payment award, award vesting period, years	three
Restricted Stock [Member] | Maximum [Member]
Share-based compensation arrangement by share-based payment award, award vesting period, years	four
Deferred Stock Awards [Member]
Total fair value of awards vested	107	193	166
Unrecognized compensation cost, net of estimated forfeitures	153
Unrecognized compensation cost, net of estimated forfeitures, period, months	27
Weighted-average grant date fair value	$ 42.45	$ 25.51	$ 78.62
Deferred Stock Awards [Member] | Minimum [Member]
Share-based compensation arrangement by share-based payment award, award vesting period, years	two
Deferred Stock Awards [Member] | Maximum [Member]
Share-based compensation arrangement by share-based payment award, award vesting period, years	four
Performance Awards [Member]
Total fair value of awards vested	12	23	35
Unrecognized compensation cost, net of estimated forfeitures	$ 14
Unrecognized compensation cost, net of estimated forfeitures, period, months	24
Weighted-average grant date fair value	$ 43.33	$ 19.46	$ 80.9
Performance Awards [Member] | Minimum [Member]
Share-based compensation arrangement by share-based payment award, award vesting period, years	three
Performance Awards [Member] | Maximum [Member]
Share-based compensation arrangement by share-based payment award, award vesting period, years	four

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Equity-Based Compensation (Weighted-Average Assumptions Used in Connection with the Option-Pricing Model) (Details)	12 Months Ended
Dec. 31, 2009	Dec. 31, 2008
Dividend yield	4.82%	1.32%
Expected volatility	26.70%	21.00%
Risk-free interest rate	2.49%	3.17%
Expected option lives (in years)	7.8	7.8

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Equity-Based Compensation (Stock Options and Stock Appreciation Rights Activity) (Details) (USD  $) Share data in Thousands, except Per Share data, unless otherwise specified	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2008
Outstanding at beginning, shares	10,983	13,167	14,316
Outstanding at beginning, weighted average remaining contractual term, years	3.6
Granted, shares		516
Granted, weighted average exercise price		$ 19.31
Exercised, shares	(297)	(832)
Exercised, weighted average exercise price	$ 37.53	$ 40.57
Forfeited or expired, shares	(1,887)	(833)
Forfeited or expired, weighted average exercise price	$ 54.76	$ 46.32
Outstanding at end, shares	10,983	13,167	14,316
Outstanding at end, weighted average exercise price	$ 51.49	$ 51.64	$ 51.86
Outstanding at end, weighted average remaining contractual term, years	3.6
Outstanding at end, aggregate intrinsic value	$ 32,200,000
Exercisable at December 31, 2010, shares	9,862
Exercisable at December 31, 2010, weighted average exercise price	$ 50.82
Exercisable at December 31, 2010, weighted average remaining contractual term, years	3.18
Exercisable at December 31, 2010, aggregate intrinsic value	$ 21,800,000

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Equity-Based Compensation (Restricted Stock Awards Activity) (Details) (Restricted Stock [Member], USD  $) In Thousands, except Per Share data	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2008
Outstanding at beginning, shares	1,247	489
Outstanding at beginning, weighted-average grant date fair value	$ 41.87	$ 73.95
Granted, shares	5,264	1,075
Granted, weighted-average grant date fair value	$ 44.49	$ 34.58	$ 81.7
Vested, shares	(489)	(279)
Vested, weighted-average grant date fair value	$ 52.87	$ 72.66
Forfeited, shares	(221)	(38)
Forfeited, weighted-average grant date fair value	$ 44.95	$ 22
Outstanding at end, shares	5,801	1,247	489
Outstanding at end, weighted-average grant date fair value	$ 43.21	$ 41.87	$ 73.95

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Equity-Based Compensation (Deferred Stock Awards Activity) (Details) (Deferred Stock Awards [Member], USD  $) In Thousands, except Per Share data	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2008
Outstanding at beginning, shares	6,573	6,464
Outstanding at beginning, weighted-average grant date fair value	$ 51.88	$ 71.59
Granted, shares	2,287	3,076
Granted, weighted-average grant date fair value	$ 42.45	$ 25.51	$ 78.62
Vested, shares	(2,356)	(2,843)
Vested, weighted-average grant date fair value	$ 57.76	$ 67.94
Forfeited, shares	(313)	(124)
Forfeited, weighted-average grant date fair value	$ 43.13	$ 56.73
Outstanding at end, shares	6,191	6,573	6,464
Outstanding at end, weighted-average grant date fair value	$ 46.71	$ 51.88	$ 71.59

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Equity-Based Compensation (Performance Awards Activity) (Details) (Performance Awards [Member], USD  $) In Thousands, except Per Share data	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2008
Outstanding at beginning, shares	430	2,280
Outstanding at beginning, weighted-average grant date fair value	$ 24.14	$ 73.18
Granted, shares	1,421	721
Granted, weighted-average grant date fair value	$ 43.33	$ 19.46	$ 80.9
Forfeited, shares	(716)	(1,502)
Forfeited, weighted-average grant date fair value	$ 25.72	$ 64.96
Paid out, shares	(15)	(1,069)
Paid out, weighted-average grant date fair value	$ 64.57	$ 68.01
Outstanding at end, shares	1,120	430	2,280
Outstanding at end, weighted-average grant date fair value	$ 43.89	$ 24.14	$ 73.18

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Regulatory Matters (Narrative) (Details) (USD  $)	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009
Minimum tier 1 risk-based capital ratio to be considered "well-capitalized"	6.00%
Minimum total risk-based capital ratio to be considered "well-capitalized"	10.00%
Tier 1 leverage ratio to be considered "well-capitalized"	5.00%
Average aggregate cash balances to satisfy reserve requirements	$ 1,440,000,000
Reduction of quarterly dividend per share		$ 0.01
Maximum credit to any one affiliate as a percentage on its capital	10.00%
Maximum credit to all affiliate as a percentage on its capital	20.00%
Undistributed earnings of unconsolidated entities	$ 422,000,000

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Regulatory Matters (Regulatory Capital Ratios And Related Amount) (Details) (USD  $) In Millions, unless otherwise specified	Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2008	Dec. 31, 2007	Dec. 31, 2010 Statutory Minimum Requirement [Member]	Dec. 31, 2010 Standard Requirement Well Capitalized [Member]	Dec. 31, 2010 State Street [Member]	Dec. 31, 2009 State Street [Member]	Dec. 31, 2009 State Street Bank [Member]	Dec. 31, 2010 State Street Bank [Member]
Tier 1 capital, ratio					4.00%	[1]	6.00%	[1]	20.50%		17.70%		17.30%		18.10%
Total capital, ratio					8.00%	[1]	10.00%	[1]	22.00%		19.10%		19.00%		19.90%
Tier 1 leverage ratio					4.00%	[1]	5.00%	[1]	8.20%		8.50%		8.20%		7.10%
Total shareholders' equity	$ 17,787	$ 14,491	$ 12,774	$ 11,299					$ 17,787		$ 14,491		$ 14,668		$ 16,697
Capital trust securities									1,450		1,450
Unrealized loss on available-for-sale securities and cash flow hedges									680		2,313		2,309		682
Deferred tax liability, associated with acquisitions									748		521		521		748
Recognition of pension plan funded status									186		168		168		187
Goodwill	5,597	4,550	4,527						5,597		4,550		4,387		5,365
Other intangible assets	2,593	1,810							2,593		1,810		1,716		2,460
Other deductions									336	[2]	578	[2]	185	[2]
Tier 1 capital									12,325		12,005		11,378		10,489
Qualifying subordinated debt									959		999		999		959
Allowances for on- and off-balance sheet credit exposures									116		104		104		115
Unrealized gain on available-for-sale equity securities									2		1		1
Tier 2 capital									1,077		1,104		1,104		1,076
Deductions for investments in finance subsidiaries									(171)		(148)
Total capital									13,231		12,961		12,482		11,565
On-balance sheet									46,209		56,780		54,832		44,103
Off-balance sheet									13,177		10,159		10,159		13,177
Market-risk equivalents									791		752		703		750
Total									60,177		67,691		65,694		58,030
Adjusted quarterly average assets									$ 150,770		$ 140,978		$ 138,914		$ 147,908
[1]	State Street Bank must meet the regulatory designation of "well capitalized" in order for us to maintain our status as a financial holding company, including maintaining a minimum tier 1 risk-based capital ratio (tier 1 capital divided by adjusted total risk-weighted assets and market-risk equivalents) of 6%, a minimum total risk-based capital ratio (total capital divided by adjusted total risk-weighted assets and market-risk equivalents) of 10%, and a tier 1 leverage ratio (tier 1 capital divided by adjusted quarterly average assets) of 5%. The "well capitalized" designation requires us to maintain a minimum tier 1 risk-based capital ratio of 6% and a minimum total risk-based capital ratio of 10%.
[2]	Amounts include deferred tax assets not eligible for inclusion in capital.

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Derivative Financial Instruments (Narrative) (Details) (USD  $)	12 Months Ended
Dec. 31, 2010	Dec. 31, 2008	Dec. 31, 2009
Derivative liability, fair value	$ 551,000,000
Collateral already posted, aggregate fair value	283,000,000
Maximum additional amount of payments related to termination events	268,000,000
Securities weighted average life, years	7.7
Notional Amount of Cash Flow Hedge Instruments	125,000,000		370,000,000
Trading Gains (Losses)		1,080,000,000
Senior Notes [Member] | Terminated Interest-Rate Swap [Member]
Cumulative mark-to-market loss	19,000,000
Senior Notes [Member] | Fair Value Hedges [Member]
Maturity date	Dec 31, 2014
First Subordinated Note [Member] | Terminated Interest-Rate Swap [Member]
Cumulative mark-to-market loss	25,000,000
First Subordinated Note [Member] | Fair Value Hedges [Member]
Maturity date	Dec 31, 2016
Second Subordinated Note [Member] | Fair Value Hedges [Member]
Maturity date	Dec 31, 2018
Fixed interest rate	5.25%
Subordinated Debt [Member] | Cash Flow Hedge [Member]
Maturity date	Dec 31, 2015
Cash Flow Hedge [Member]
Securities weighted average life, years	3.8
Terminated Interest-Rate Swap [Member]
Notional amount of fair value hedge instruments	900,000,000
Notional Amount of Cash Flow Hedge Instruments	200,000,000
Cumulative mark-to-market loss	$ 24,000,000

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Derivative Financial Instruments (Schedule of Outstanding Hedges (Notional Amount)) (Details) (USD  $) In Millions	Dec. 31, 2010	Dec. 31, 2009
Notional Amount of Derivatives	$ 1,886		$ 2,577
Trading [Member] | Foreign Exchange Contract [Member] | Forward Swap and Spot [Member]
Notional Amount of Derivatives	637,847		565,661
Trading [Member] | Foreign Exchange Contract [Member] | Options Purchased [Member]
Notional Amount of Derivatives	14,299		10,977
Trading [Member] | Foreign Exchange Contract [Member] | Options Written [Member]
Notional Amount of Derivatives	14,587		10,710
Trading [Member] | Credit Derivative Contracts [Member] | Credit Default Swap Agreements [Member]
Notional Amount of Derivatives	155		170
Trading [Member] | Other Contract [Member] | Options Written [Member]
Notional Amount of Derivatives	46,758	[1]	52,948	[1]
Trading [Member] | Interest Rate Contracts [Member] | Swap Agreements [Member]
Notional Amount of Derivatives	52,383		261
Trading [Member] | Interest Rate Contracts [Member] | Options and Caps Purchased [Member]
Notional Amount of Derivatives	140		169
Trading [Member] | Interest Rate Contracts [Member] | Options and Caps Written [Member]
Notional Amount of Derivatives	130		169
Trading [Member] | Interest Rate Contracts [Member] | Futures [Member]
Notional Amount of Derivatives	25,253		747
Asset and Liability Management [Member] | Interest Rate Contracts [Member] | Swap Agreements [Member]
Notional Amount of Derivatives	$ 1,886		$ 2,577
[1]	Notional amounts are related to book-value protection provided to stable value funds; see note 11.

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Derivative Financial Instruments (Notional Amount of Interest Rate Swap Agreements Designated as Fair Value and Cash Flow Hedges) (Details) (USD  $) In Millions	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009
Notional Amount of Fair Value Hedge Instruments	$ 1,761	$ 2,207
Notional Amount of Cash Flow Hedge Instruments	125	370
Notional Amount of Derivatives	1,886	2,577
Increase in carrying value of long-term debt	81	31
Total Investment Securities Available-For-Sale [Member]
Notional Amount of Fair Value Hedge Instruments	1,561	1,707
Notional Amount of Cash Flow Hedge Instruments	125	170
Notional Amount of Derivatives	1,686	1,877
Long-Term Debt [Member]
Notional Amount of Fair Value Hedge Instruments	200	500
Notional Amount of Cash Flow Hedge Instruments		200
Notional Amount of Derivatives	$ 200	$ 700

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Derivative Financial Instruments (Contractual and Weighted-Average Interest Rates, Which Include the Effects of Hedges Related to Financial Instruments) (Details) (Long-Term Debt [Member])	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009
Contractual Rates	3.70%	3.93%
Rate Including Impact of Hedges	3.30%	3.84%

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Derivative Financial Instruments (Schedule of the Fair Values of Derivative Financial Instruments) (Details) (USD  $) In Millions	Dec. 31, 2010	Dec. 31, 2009
Derivatives Utilized in Trading Activities [Member] | Foreign Exchange Contract [Member]
Derivative Asset Designated as Hedging Instrument, Fair Value	$ 7,779	$ 6,345
Derivative Liability Designated as Hedging Instrument, Fair Value	8,174	6,398
Derivatives Utilized in Trading Activities [Member] | Credit Derivative Contracts [Member]
Derivative Asset Designated as Hedging Instrument, Fair Value	1	1
Derivative Liability Designated as Hedging Instrument, Fair Value	1	1
Derivatives Utilized in Trading Activities [Member] | Fair Value Hedges [Member]
Derivative Asset Designated as Hedging Instrument, Fair Value	8,193	6,359
Derivative Liability Designated as Hedging Instrument, Fair Value	8,598	6,412
Derivatives Utilized in Trading Activities [Member] | Equity Derivative Contract [Member]
Derivative Asset Designated as Hedging Instrument, Fair Value	1
Derivatives Utilized in Trading Activities [Member] | Interest Rate Contracts [Member]
Derivative Asset Designated as Hedging Instrument, Fair Value	412	13
Derivative Liability Designated as Hedging Instrument, Fair Value	423	13
Derivatives Designated as Hedges [Member] | Fair Value Hedges [Member]
Derivative Asset Designated as Hedging Instrument, Fair Value	32	20
Derivative Liability Designated as Hedging Instrument, Fair Value	228	206
Derivatives Designated as Hedges [Member] | Interest Rate Contracts [Member]
Derivative Asset Designated as Hedging Instrument, Fair Value	32	20
Derivative Liability Designated as Hedging Instrument, Fair Value	$ 228	$ 206

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Derivative Financial Instruments (Schedule of Fair Values of Derivative Financial Instruments for Derivatives Utilized in Trading Activities) (Details) (USD  $) In Millions	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009
Amount of Gain (Loss) on Derivative Recognized in Consolidated Statement of Income	$ 14		$ 148
Unrealized Gain (Loss) on Derivatives	5		9
Derivatives Utilized in Trading Activities [Member]
Amount of Gain (Loss) on Derivative Recognized in Consolidated Statement of Income	631	[1]	674
Foreign Exchange Contract [Member] | Processing Fees and Other Revenue [Member]
Amount of Gain (Loss) on Derivative Recognized in Consolidated Statement of Income	(4)	[1]	(5)
Interest Rate Contracts [Member] | Processing Fees and Other Revenue [Member]
Amount of Gain (Loss) on Derivative Recognized in Consolidated Statement of Income	10	[1]	5
Foreign Exchange Contract [Member] | Trading Services Revenue [Member]
Amount of Gain (Loss) on Derivative Recognized in Consolidated Statement of Income	618	[1]	677
Interest Rate Contracts [Member] | Trading Services Revenue [Member]
Amount of Gain (Loss) on Derivative Recognized in Consolidated Statement of Income	7	[1]
Trading Services Revenue [Member] | Other Derivative Contracts [Member]
Amount of Gain (Loss) on Derivative Recognized in Consolidated Statement of Income			$ (3)
[1]	Losses on written options related to book-value protection provided to stable value funds are recorded in other expenses, and totaled approximately  $5 million for the year ended December 31, 2010.

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Derivative Financial Instruments (Schedule of Effect of Derivative Financial Instrument on Consolidated Statement of Income) (Details) (USD  $) In Millions	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009
Amount of Gain (Loss) on Derivative Recognized in Consolidated Statement of Income	$ 14		$ 148
Amount of Gain (Loss) on Hedged Item Recognized in Consolidated Statement of Income	(9)		(156)
Fair Value Hedges [Member] | Interest Rate Contracts [Member]
Amount of Gain (Loss) on Derivative Recognized in Consolidated Statement of Income	57
Fair Value Hedges [Member] | Interest Rate Contracts [Member] | Processing Fees and Other Revenue [Member] | Total Investment Securities Available-For-Sale [Member]
Amount of Gain (Loss) on Hedged Item Recognized in Consolidated Statement of Income	40		(208)
Fair Value Hedges [Member] | Interest Rate Contracts [Member] | Deposits [Member]
Amount of Gain (Loss) on Hedged Item Recognized in Consolidated Statement of Income			22
Fair Value Hedges [Member] | Interest Rate Contracts [Member] | Long-Term Debt [Member]
Amount of Gain (Loss) on Hedged Item Recognized in Consolidated Statement of Income	(49)		30
Fair Value Hedges [Member] | Interest Rate Contracts [Member] | Processing Fees and Other Revenue [Member]
Amount of Gain (Loss) on Derivative Recognized in Consolidated Statement of Income	(43)
Processing Fees and Other Revenue [Member] | Fair Value Hedges [Member] | Interest Rate Contracts [Member]
Amount of Gain (Loss) on Derivative Recognized in Consolidated Statement of Income			200
Interest Rate Contracts [Member] | Processing Fees and Other [Member] | Interest Rate Contracts [Member]
Amount of Gain (Loss) on Derivative Recognized in Consolidated Statement of Income			(22)
Interest Rate Contracts [Member] | Processing Fees and Other Revenue [Member]
Amount of Gain (Loss) on Derivative Recognized in Consolidated Statement of Income	10	[1]	5
Interest Rate Contracts [Member] | Interest Rate Contracts [Member]
Amount of Gain (Loss) on Derivative Recognized in Consolidated Statement of Income			$ (30)
[1]	Losses on written options related to book-value protection provided to stable value funds are recorded in other expenses, and totaled approximately  $5 million for the year ended December 31, 2010.

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Derivative Financial Instruments (Schedule of Differences Between the Gains (Losses) on the Derivative and the Gains (Losses) on the Hedged Item) (Details) (USD  $) In Millions	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009
Amount of Gain (Loss) on Derivative Recognized in Consolidated Statement of Income	$ 14	$ 148
Interest Rate Contracts [Member] | Derivatives Designated as Cash Flow Value Hedges [Member]
Amount of Gain (Loss) on Derivative Recognized in Other Comprehensive Income	7	14
Amount of Gain (Loss) Reclassified from OCI to Consolidated Statement of Income	(7)
Amount of Gain (Loss) on Derivative Recognized in Consolidated Statement of Income	5
Derivatives Designated as Cash Flow Value Hedges [Member]
Amount of Gain (Loss) on Derivative Recognized in Other Comprehensive Income	7	14
Amount of Gain (Loss) Reclassified from OCI to Consolidated Statement of Income	(7)
Amount of Gain (Loss) on Derivative Recognized in Consolidated Statement of Income	$ 5

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Net Interest Revenue (Details) (USD  $) In Millions	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2008
Net Interest Revenue
Deposits with banks	$ 93	$ 156	$ 760
U.S. Treasury and federal agencies	682	520	889
State and political subdivisions	222	225	246
Other investments	2,109	2,075	1,931
Securities purchased under resale agreements and federal funds sold	24	24	339
Loans and Leases	329	239	269
Trading account assets		20	78
Interest revenue associated with AMLF		25	367
Other interest-earning assets	3	2
Total interest revenue	3,462	3,286	4,879
Deposits	213	195	1,326
Short-term borrowings	257	200	375
Long-term debt	286	304	229
Interest expense associated with AMLF		18	299
Other interest-earning liabilities	7	5
Total interest expense	763	722	2,229
Net interest revenue	2,699	2,564	2,650
Interest expense included in short-term borrowings relating to third-party asset-backed securitization trusts	67
Reduction in interest revenue related to revisions of tax cash flow projections			$ 98

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Employee Benefits (Narrative) (Details) (USD  $) In Millions, unless otherwise specified	12 Months Ended			12 Months Ended
Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2008	Dec. 31, 2011 Pension Plans, Defined Benefit [Member]	Dec. 31, 2010 Pension Plans, Defined Benefit [Member]	Dec. 31, 2009 Pension Plans, Defined Benefit [Member]	Dec. 31, 2010 United States Pension Plans of US Entity, Defined Benefit [Member]	Dec. 31, 2009 United States Pension Plans of US Entity, Defined Benefit [Member]	Dec. 31, 2011 SERPs [Member]	Dec. 31, 2011 Other Postretirement Benefit Plans, Defined Benefit [Member]	Dec. 31, 2010 Accumulated Defined Benefit Plans Adjustment [Member]	Dec. 31, 2009 Accumulated Defined Benefit Plans Adjustment [Member]
Accumulated benefit obligation					$ 887	$ 796
Long-term rate of return on plan assets					7.25%	7.25%
Expected employer contributions to SERPs and post-retirement plan				5					27	9
Accumulated benefit obligation	231	239					784	739
Plan assets	50	42									36	39
Projected benefit obligations	263	263
Health care cost trend rates increase	1.00%
Health care cost trend rates decrease	1.00%
Post-retirement benefit obligation increase	7.00%
Post-retirement benefit obligation decrease	6.00%
Aggregate expense for service and interest costs increase	10.00%
Aggregate expense for service and interest costs decrease	8.00%
Expenses related to pre-tax salary- U.S employees	71	73	87
Expenses related to pre-tax salary- Non-U.S employees	$ 45	$ 45	$ 55

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Employee Benefits (Combined information for the U.S. and non-U.S. defined benefit plans and post-retirement plan) (Details) (USD  $) In Millions	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2008
Other Postretirement Benefit Plans, Defined Benefit [Member]
Defined benefit plan, benefit obligation, beginning balance	$ 112	$ 94
Service cost	5	4	4
Interest cost	6	6	5
Employee contributions
Actuarial loss/(gains)	(4)	14
Benefits paid	(7)	(7)
Curtailments
Settlements
Special termination benefits		1
Foreign currency translation
Adjustment for rounding	2
Defined benefit plan, benefit obligation, ending balance	114	112	94
Defined benefit plan, fair value of plan assets, beginning balance
Defined Benefit Plan, Contributions by Employer	7	7
Plan settlements
Foreign currency translation
Defined benefit plan, fair value of plan assets, ending balance
Funded status (plan assets less benefit obligations)	(114)	(112)
Net prepaid (accrued) benefit expense	(114)	(112)
Primary U.S. and Non-U.S.Defined Benefit Plans [Member]
Defined benefit plan, benefit obligation, beginning balance	808	765
Service cost	11	13	18
Interest cost	44	45	47
Employee contributions	1
Actuarial loss/(gains)	75	14
Benefits paid	(28)	(33)
Curtailments		(1)
Settlements	(2)	(7)
Special termination benefits
Foreign currency translation	(4)	12
Adjustment for rounding
Defined benefit plan, benefit obligation, ending balance	905	808	765
Defined benefit plan, fair value of plan assets, beginning balance	828	692
Actual return on plan assets	82	113
Defined Benefit Plan, Contributions by Employer	8	46
Plan settlements	(2)	(7)
Foreign currency translation	(4)	17
Defined benefit plan, fair value of plan assets, ending balance	884	828	692
Funded status (plan assets less benefit obligations)	(21)	20
Net prepaid (accrued) benefit expense	$ (21)	$ 20

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Employee Benefits (Amounts recognized in the consolidated statement of condition) (Details) (USD  $) In Millions, unless otherwise specified	Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2008	Dec. 31, 2010 Pension Plans, Defined Benefit [Member]	Dec. 31, 2009 Pension Plans, Defined Benefit [Member]	Dec. 31, 2010 Other Postretirement Benefit Plans, Defined Benefit [Member]	Dec. 31, 2009 Other Postretirement Benefit Plans, Defined Benefit [Member]
Non-current assets				$ 26	$ 60
Current liabilities				(2)	(2)	(9)	(10)
Non-current liabilities				(45)	(38)	(105)	(102)
Net prepaid (accrued) amount recognized in statement of condition				(21)	20	(114)	(112)
Prior service credit				(4)	(4)	4	5
Net loss				(242)	(204)	(43)	(49)
Accumulated other comprehensive loss	(689)	(2,238)	(5,650)	(246)	(208)	(39)	(44)
Cumulative employer contributions in excess of net periodic benefit cost				225	228	(75)	(68)
Net asset (obligation) recognized in consolidated statement of condition				(21)	20	(114)	(112)
Accumulated benefit obligation				$ 887	$ 796
Discount rate				5.50%	6.00%	5.50%	6.00%
Rate of increase for future compensation				4.50%	4.50%
Discount rate				6.00%	6.00%	6.00%	6.00%
Expected long-term rate of return on plan assets				7.25%	7.25%
Cost trend rate assumed for next year						7.62%	8.40%
Rate to which the cost trend rate is assumed to decline				-	-	4.50	4.50
Year that the rate reaches the ultimate trend rate						2026	2028

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Employee Benefits (Expected benefit payments) (Details) (USD  $) In Millions	Dec. 31, 2010
Pension Plans, Defined Benefit [Member]
2011	$ 46
2012	47
2013	48
2014	49
2015	32
2016-2020	177
Other Postretirement Benefit Plans, Defined Benefit [Member]
2011	9
2012	8
2013	8
2014	8
2015	8
2016-2020	35
Non-Qualified SERPs [Member]
2011	27
2012	27
2013	10
2014	10
2015	14
2016-2020	$ 72

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Employee Benefits (Plan's assets measured at fair value on a recurring basis ) (Details) (USD  $) In Millions	Dec. 31, 2010	Dec. 31, 2009
Fair Value, Inputs, Level 2 [Member] | United States Pension Plans of US Entity, Defined Benefit [Member]
Domestic large cap equity	$ 120	$ 109
Domestic small cap equity	15	12
Developed international equities	67	59
Emerging markets equity	38	32
Investment grade fixed-income	308	293
High yield fixed-income	31	27
Real estate investment trusts	21	22
Alternative investments (commingled fund)		8
Cash	9	10
Fair value at end of period	609	572
Fair Value, Inputs, Level 2 [Member] | Foreign Pension Plans, Defined Benefit [Member]
Developed international equities	33	24
U.K. fixed-income	144	139
Emerging market index	8
Investment grade debt		23
Total U.K. pension plan	185	186
Fair Value, Inputs, Level 2 [Member] | Other Non-U.S. Pension Plans (Excluding U.K.) [Member]
Total assets carried at fair value	794	758
Fair Value, Inputs, Level 3 [Member] | United States Pension Plans of US Entity, Defined Benefit [Member]
Alternative investments (commingled fund)	5
Alternative investments (fund of funds)	14	13
Private equity	2	2
Fair value at end of period	21	15
Fair Value, Inputs, Level 3 [Member] | Foreign Pension Plans, Defined Benefit [Member]
Alternative investments	33	24
Total U.K. pension plan	33	24
Fair Value, Inputs, Level 3 [Member] | Other Non-U.S. Pension Plans (Excluding U.K.) [Member]
Insurance group annuity contracts	36	31
Total Other Non-U.S. Pension Plans (Excluding U.K.)	36	31
Total assets carried at fair value	90	70
United States Pension Plans of US Entity, Defined Benefit [Member]
Domestic large cap equity	120	109
Domestic small cap equity	15	12
Developed international equities	67	59
Emerging markets equity	38	32
Investment grade fixed-income	308	293
High yield fixed-income	31	27
Real estate investment trusts	21	22
Alternative investments (commingled fund)	5	8
Alternative investments (fund of funds)	14	13
Private equity	2	2
Cash	9	10
Fair value at end of period	630	587
Foreign Pension Plans, Defined Benefit [Member]
Developed international equities	33	24
U.K. fixed-income	144	139
Emerging market index	8
Investment grade debt		23
Alternative investments	33	24
Total U.K. pension plan	218	210
Other Non-U.S. Pension Plans (Excluding U.K.) [Member]
Insurance group annuity contracts	36	31
Total Other Non-U.S. Pension Plans (Excluding U.K.)	36	31
Total assets carried at fair value	$ 884	$ 828

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Employee Benefits (Fair Value Measurements Using Significant Unobservable Inputs) (Details) (USD  $) In Millions	12 Months Ended		12 Months Ended
Dec. 31, 2009 Private Equity Funds [Member] United States Pension Plans of US Entity, Defined Benefit [Member]	Dec. 31, 2010 Private Equity Funds [Member] United States Pension Plans of US Entity, Defined Benefit [Member]	Dec. 31, 2010 Alternative Investments [Member] United States Pension Plans of US Entity, Defined Benefit [Member]	Dec. 31, 2009 Alternative Investments [Member] United States Pension Plans of US Entity, Defined Benefit [Member]	Dec. 31, 2010 Alternative Investments [Member] Foreign Pension Plans, Defined Benefit [Member]	Dec. 31, 2009 Alternative Investments [Member] Foreign Pension Plans, Defined Benefit [Member]	Dec. 31, 2010 Non-US Pension Plan [Member] Insurance Group Annuity Contract [Member]	Dec. 31, 2009 Non-US Pension Plan [Member] Insurance Group Annuity Contract [Member]
Fair value, beginning balance, assets	$ 3	$ 2	$ 13	$ 12	$ 24	$ 24	$ 31	$ 34
Purchases and sales, net			4		7	(1)	1	(3)
Unrealized gains (losses)	(1)		2	1	2	1	4
Fair value, ending balance, assets	$ 2	$ 2	$ 19	$ 13	$ 33	$ 24	$ 36	$ 31

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Employee Benefits (Defined Pension Benefits in Excess of Qualified Plan Limits, Information for the SERPs ) (Details) (USD  $) In Millions, unless otherwise specified	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2008
Non-Qualified SERPs [Member]
Beginning of year	$ 165	$ 182	$ 209
Service cost	1	2	4
Interest cost	10	10	12
Actuarial loss/(gains)	(2)	(16)
Benefits paid	(2)	(2)
Settlements	(24)	(21)
Defined benefit plan, benefit obligation, ending balance	165	182	209
Funded status (plan assets less benefit obligations)	(165)	(182)
Net accrued benefit expense	(165)	(182)
Current liabilities	(27)	(24)
Non-current liabilities	(138)	(158)
Net accrued amount recognized in consolidated statement of condition	(165)	(182)
Net loss	(45)	(60)
Accumulated other comprehensive loss	(45)	(60)
Cumulative employer contributions in excess of net periodic benefit cost	(120)	(122)
Net obligation recognized in consolidated statement of condition	(165)	(182)
Accumulated benefit obligation	$ 165	$ 171
SERPs [Member]
Rate of increase for future compensation	4.75%	4.75%
Executive SERPs [Member]
Rate of increase for future compensation	10.00%	10.00%

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Employee Benefits (The Actuarially Determined Expense for Our U.S. And Non-U.S. Defined Benefit Plans, Post-retirement Plan and SERPs ) (Details) (USD  $) In Millions	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2008
Other Postretirement Benefit Plans, Defined Benefit [Member]
Service cost	$ 5	$ 4	$ 4
Interest cost	6	6	5
Assumed return on plan assets
Amortization of net loss	2	1	1
Net periodic benefit cost	13	11	10
Settlements
Curtailments
Special termination benefits		1
Total expense	13	12	10
Net loss	(2)	(2)	(1)
Estimated amortization	(2)	(2)	(1)
Non-Qualified SERPs [Member]
Service cost	1	2	4
Interest cost	10	10	12
Amortization of net loss	5	3	8
Net periodic benefit cost	16	15	24
Settlements	8	4
Total expense	24	19	24
Net loss	(3)	(5)	(7)
Estimated amortization	(3)	(5)	(7)
Primary U.S. and Non-U.S.Defined Benefit Plans [Member]
Service cost	11	13	18
Interest cost	44	45	47
Assumed return on plan assets	(55)	(56)	(59)
Amortization of net loss	7	6	4
Net periodic benefit cost	7	8	10
Settlements		(1)
Curtailments		(1)
Special termination benefits
Total expense	7	6	10
Net loss	(13)	(7)	(6)
Estimated amortization	$ (13)	$ (7)	$ (6)

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Occupancy Expense and Information Systems and Communications Expense (Narrative) (Details) (USD  $) In Millions, unless otherwise specified	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2008
Total depreciation expense	$ 373	$ 380	$ 353
Leased Area, square feet	872,000
Underground parking garage, square feet	366,000
Noncancelable capital leases expiration	20
Non-cancelable lease maturity date	Sep 1, 2023
Leased area of office building, square feet	362,000
Capital lease period	20
Capital lease maturity date	Dec 1, 2028
Period for cancellation of capital lease	15
Net book value of capital leases with the related liability recorded in long term debt	606	660
Interest expense related to capital lease obligations	44	47	36
Accumulated amortization of assets related to capital leases	230	185
Rental expense, net of sublease revenue	241	230	241
Sublease revenue	12	17	11
Future minimum sublease rental commitments for capital lease	58
Future minimum sublease rental commitments for operating lease	$ 21

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Occupancy Expense and Information Systems and Communications Expense (Summary of Future Minimum Lease Payments Under Non-Cancelable Capital and Operating Leases) (Details) (USD  $) In Millions	Dec. 31, 2010
2011, Capital Leases	$ 68
2012, Capital Leases	65
2013, Capital Leases	65
2014, Capital Leases	65
2015, Capital Leases	66
Thereafter, Capital Leases	686
Total minimum lease payments, Capital Leases	1,015
Less amount representing interest payments, Capital Leases	(364)
Present value of minimum lease payments, Capital Leases	651
2011, Operating Leases	237
2012, Operating Leases	203
2013, Operating Leases	193
2014, Operating Leases	165
2015, Operating Leases	112
Thereafter, Operating Leases	308
Total minimum lease payments, Operating Leases	1,218
2011, Total	305
2012, Total	268
2013, Total	258
2014, Total	230
2015, Total	178
Thereafter, Total	994
Total minimum lease payments, Total	$ 2,233

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Expenses (Details) (USD  $)	3 Months Ended	12 Months Ended
Jun. 30, 2010	Dec. 31, 2009	Dec. 31, 2008	Dec. 31, 2007
Aggregate pre-tax securities lending charge	$ 414,000,000
Legal costs	9,000,000	250,000,000
Net asset value per underlying cash collateral pools	$ 1
One-time cash contribution to the SSgA lending funds	330,000,000
Increase in litigation reserve				250,000,000
Provision for legal fees		250,000,000
Elected to purchase asset-and-mortgage backed securities			2,490,000,000
Aggregate amount to improve the ratio of the market value of the accounts' portfolio holdings			450,000,000
Provision for investment securities available-for-sale			450,000,000
Reserve for decline in market value of collateral securities	$ 75,000,000		$ 200,000,000

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Income Taxes (Narrative) (Details) (USD  $)	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2008
Income tax benefit associated with the extraordinary loss		$ 2,410,000,000
Income tax expense related to net gains from sales of investment securities	(98,000,000)	147,000,000	27,000,000
Income (loss) from continuing operations before income taxes, foreign	1,340,000,000	801,000,000	1,110,000,000
Investment of retained earnings	1,500,000,000
Deferred tax assets, operating loss carryforwards	26,000,000	16,000,000
Tax positions for which the ultimate deductibility is highly certain but time is uncertain	354,000,000
Interest expense	0	3,000,000	22,000,000
Interest accrued	65,000,000	65,000,000
Unrecognized Tax Benefits, Decreases Resulting from Settlements with Taxing Authorities	33,000,000
Operating loss carryforwards expiration dates	2011	2017
IRS audit of the tax years 2000 - 2006 [Member]
Unrecognized Tax Benefits, Decreases Resulting from Settlements with Taxing Authorities	$ 336,000,000

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Income Taxes (Schedule of Components of Income Tax Expense) (Details) (USD  $) In Millions	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2008
Income Taxes
Federal	$ (885)	$ 75	$ 1,065
State	15	39	299
Non-U.S.	156	157	309
Total current expense (benefit)	(714)	271	1,673
Federal	745	383	(442)
State	141	28	(194)
Non-U.S.	358	40	(6)
Total deferred expense (benefit)	1,244	451	(642)
Total income tax expense	$ 530	$ 722	$ 1,031

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Income Taxes (Schedule of Components of Deferred Tax Liabilities and Assets) (Details) (USD  $) In Millions	Dec. 31, 2010	Dec. 31, 2009
Lease financing transactions	$ 463	$ 505
Fixed and intangible assets	1,029	725
Other	122	30
Total deferred tax liabilities	1,614	1,260
Foreign currency translation	70	32
Unrealized losses on securities, net	1,083	3,353
Deferred compensation	183	165
Defined benefit pension plan	121	124
Operating expenses	177	231
Real estate	33	36
Other	137	39
Total deferred tax assets	1,804	3,980
Valuation allowance for deferred tax assets	(18)	(7)
Deferred tax assets, net of valuation allowance	1,786	3,973
Net deferred tax assets	$ (172)	$ (2,713)

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Income Taxes (Schedule of Reconciliation of the U.S. Statutory Income Tax Rate to the Effective Tax Rate) (Details) (USD  $)	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2008
U.S. federal income tax rate	35.00%		35.00%	35.00%
State taxes, net of federal benefit	1.20%		1.70%	3.40%
Tax-exempt income	(3.60%)		(3.10%)	(2.00%)
Tax credits	(1.30%)		(1.60%)	(0.90%)
Foreign tax differential	(3.60%)		(5.00%)	(1.40%)
Transactions related to investment securities	$ (2.3)	[1]
Provisions related to LILO and SILO transactions			0.10%	2.40%
Non-deductible penalty			1.00%
Other, net			0.50%	(0.30%)
Effective tax rate	25.40%		28.60%	36.20%
[1]	Represented the net effect of a discrete tax benefit associated with the restructuring of former non-U.S. conduit assets and the partial write-off of a deferred tax asset associated with certain of the investment securities sold in connection with the repositioning of the investment portfolio.

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Income Taxes (Summary of Activity Related to Unrecognized Tax Benefits) (Details) (USD  $) In Millions	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009
Unrecognized tax benefits, beginning balance	$ 359	$ 345
Increase related to tax positions taken during prior years	27	14
Increase related to tax positions taken during current year	33
Unrecognized tax benefits, ending balance	$ 419	$ 359

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Earnings Per Common Share (Details) (USD  $) In Millions, except Share data in Thousands, unless otherwise specified	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2008
Earnings Per Common Share
Net income before extraordinary loss	$ 1,556		$ 1,803		$ 1,811
Prepayment of preferred stock discount			(106)
Preferred stock dividends			(46)		(18)
Accretion of preferred stock discount			(11)		(4)
Net income before extraordinary loss available to common equity	1,556		1,640		1,789
Less: Dividends and undistributed earnings allocated to participating securities	(16)	[1]		[1]		[1]
Net income before extraordinary loss available to common shareholder	$ 1,540		$ 1,640		$ 1,789
Basic average shares	495,394		470,602		413,182
Effect of dilutive securities: stock options and stock awards	2,530		3,401		2,918
Diluted average shares	497,924		474,003		416,100
Anti-dilutive securities	10,316	[2]	12,904	[2]	3,874	[2]
Basic	$ 3.11		$ 3.5		$ 4.32
Diluted	$ 3.09	[3]	$ 3.46	[3]	$ 4.3	[3]
[1]	Represents the portion of net income available to common equity that is allocated to participating securities; participating securities, which are composed of unvested restricted stock and director stock, have non-forfeitable rights to dividends during the vesting period on a basis equivalent to dividends paid to common shareholders.
[2]	Represents stock options, restricted stock and other securities outstanding but not included in the computation of diluted average shares because their effect was anti-dilutive.
[3]	Calculation for 2010 reflects the allocation of earnings to participating securities using the two-class method, as this computation was more dilutive than the calculation using the treasury stock method.

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Line of Business Information (Narrative) (Details)	12 Months Ended
Dec. 31, 2010
Percentage of affiliate owned	50.00%

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Line of Business Information (Summary of Line of Business Results) (Details) (USD  $)	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2008
Servicing fees	$ 3,938,000,000	$ 3,334,000,000	$ 3,798,000,000
Management fees	829,000,000	766,000,000	975,000,000
Trading services	1,106,000,000	1,094,000,000	1,467,000,000
Securities finance	318,000,000	570,000,000	1,230,000,000
Processing fees and other	349,000,000	171,000,000	277,000,000
Total fee revenue	6,540,000,000	5,935,000,000	7,747,000,000
Net interest revenue	2,699,000,000	2,564,000,000	2,650,000,000
Gains (Losses) related to investment securities, net	(286,000,000)	141,000,000	(54,000,000)
Gain on sale of CitiStreet interest, net of exit and other associated costs			350,000,000
Total revenue	8,953,000,000	8,640,000,000	10,693,000,000
Provision for loan losses	25,000,000	149,000,000
Expenses from operations	6,183,000,000	5,667,000,000	6,780,000,000
Securities lending charge	414,000,000
Provision for legal exposure, net		250,000,000
Provision for investment account infusion			450,000,000
Restructuring charges	156,000,000		306,000,000
Customer indemnification obligation			200,000,000
Merger and integration costs	89,000,000	49,000,000	115,000,000
Total expenses	6,842,000,000	5,966,000,000	7,851,000,000
Income (Loss) from continuing operations before income taxes	2,086,000,000	2,525,000,000	2,842,000,000
Average assets (in billions)	152,000,000,000	146,800,000,000	161,700,000,000
Investment Servicing [Member]
Servicing fees	3,938,000,000	3,334,000,000	3,798,000,000
Management fees
Trading services	1,106,000,000	1,094,000,000	1,467,000,000
Securities finance	265,000,000	387,000,000	900,000,000
Processing fees and other	225,000,000	72,000,000	200,000,000
Total fee revenue	5,534,000,000	4,887,000,000	6,365,000,000
Net interest revenue	2,633,000,000	2,489,000,000	2,480,000,000
Gains (Losses) related to investment securities, net	58,000,000	141,000,000	(54,000,000)
Gain on sale of CitiStreet interest, net of exit and other associated costs
Total revenue	8,225,000,000	7,517,000,000	8,791,000,000
Provision for loan losses	25,000,000	148,000,000
Expenses from operations	5,430,000,000	4,920,000,000	5,699,000,000
Securities lending charge	75,000,000
Provision for legal exposure, net
Provision for investment account infusion
Restructuring charges
Customer indemnification obligation
Merger and integration costs
Total expenses	5,505,000,000	4,920,000,000	5,699,000,000
Income (Loss) from continuing operations before income taxes	2,695,000,000	2,449,000,000	3,092,000,000
Pre-tax margin	33.00%	33.00%	35.00%
Average assets (in billions)	148,500,000,000	143,700,000,000	158,300,000,000
Investment Management [Member]
Servicing fees	0
Management fees	829,000,000	766,000,000	975,000,000
Trading services
Securities finance	53,000,000	183,000,000	330,000,000
Processing fees and other	124,000,000	99,000,000	85,000,000
Total fee revenue	1,006,000,000	1,048,000,000	1,390,000,000
Net interest revenue	66,000,000	68,000,000	96,000,000
Gains (Losses) related to investment securities, net
Gain on sale of CitiStreet interest, net of exit and other associated costs
Total revenue	1,072,000,000	1,116,000,000	1,486,000,000
Provision for loan losses		1,000,000
Expenses from operations	753,000,000	747,000,000	1,076,000,000
Securities lending charge	339,000,000
Provision for legal exposure, net		250,000,000
Provision for investment account infusion			450,000,000
Restructuring charges
Customer indemnification obligation
Merger and integration costs
Total expenses	1,092,000,000	997,000,000	1,526,000,000
Income (Loss) from continuing operations before income taxes	(20,000,000)	118,000,000	(40,000,000)
Pre-tax margin	(2.00%)	11.00%	(3.00%)
Average assets (in billions)	3,500,000,000	3,100,000,000	2,900,000,000
Divestitures [Member]
Processing fees and other			(8,000,000)
Total fee revenue			(8,000,000)
Net interest revenue			6,000,000
Gain on sale of CitiStreet interest, net of exit and other associated costs
Total revenue			(2,000,000)
Expenses from operations			5,000,000
Total expenses			5,000,000
Income (Loss) from continuing operations before income taxes			(7,000,000)
Average assets (in billions)			500,000,000
Other [Member]
Net interest revenue		7,000,000	68,000,000
Gains (Losses) related to investment securities, net	(344,000,000)
Gain on sale of CitiStreet interest, net of exit and other associated costs			350,000,000
Total revenue	(344,000,000)	7,000,000	418,000,000
Restructuring charges	156,000,000		306,000,000
Customer indemnification obligation			200,000,000
Merger and integration costs	89,000,000	49,000,000	115,000,000
Total expenses	245,000,000	49,000,000	621,000,000
Income (Loss) from continuing operations before income taxes	$ (589,000,000)	$ (42,000,000)	$ (203,000,000)

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Non-U.S. Activities (Schedule of Results from Non-U.S. Operations) (Details) (USD  $) In Millions	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2008
Total fee revenue	$ 6,540	$ 5,935	$ 7,747
Net interest revenue	2,699	2,564	2,650
Gains (Losses) related to investment securities, net	(286)	141	(54)
Total revenue	8,953	8,640	10,693
Expenses	6,842	5,966	7,851
Income before income taxes	2,086	2,525	2,842
Income tax expense	530	722	1,031
Net income (loss)	1,556	(1,881)	1,811
Non-U.S. Operations Activities [Member]
Total fee revenue	2,661	2,291	3,132
Net interest revenue	607	422	632
Gains (Losses) related to investment securities, net	449	(37)	12
Total revenue	3,717	2,676	3,776
Expenses	2,962	2,457	3,203
Income before income taxes	755	219	573
Income tax expense	282	84	220
Net income (loss)	473	135	353
United Kingdom Operations [Member]
Total revenue	$ 1,180

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Non-U.S. Activities (Summary of Non-U.S. Assets) (Details) (USD  $) In Millions	Dec. 31, 2010	Dec. 31, 2009
Interest-bearing deposits with banks	$ 22,234	$ 26,632
Other assets	13,800	12,023
Total assets	160,505	157,946
Non-U.S. Assets [Member]
Interest-bearing deposits with banks	9,825	4,380
Non-U.S. investment securities	20,357	21,216
Other assets	16,830	11,434
Total assets	$ 47,012	$ 37,030

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Parent Company Financial Statements (Parent Company Statement of Income) (Details) (USD  $) In Millions	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2008
Interest on securities purchased under resale agreements	$ 24	$ 24	$ 339
Total revenue	8,953	8,640	10,693
Other expenses	374	516	892
Total expenses	6,842	5,966	7,851
Income tax benefit	530	722	1,031
Extraordinary loss, net of taxes		(3,684)
Net income (loss)	1,556	(1,881)	1,811
Parent Company [Member]
Interest on securities purchased under resale agreements			105
Cash dividends from consolidated banking subsidiary	1,400	250
Cash dividends from consolidated non-banking subsidiaries and unconsolidated entities	100	25	52
Other, net	9	(11)	(8)
Total revenue	1,509	264	149
Interest on securities sold under repurchase agreements			64
Other interest expense	162	178	211
Other expenses	421	53	77
Total expenses	583	231	352
Income tax benefit	(93)	(38)	(75)
Income (Loss) before equity in undistributed income of consolidated subsidiaries and unconsolidated entities	1,019	71	(128)
Extraordinary loss, net of taxes		(20)
Consolidated banking subsidiary	484	(1,987)	1,814
Consolidated non-banking subsidiaries and unconsolidated entities	53	55	125
Net income (loss)	$ 1,556	$ (1,881)	$ 1,811

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Parent Company Financial Statements (Parent Company Statement of Condition) (Details) (USD  $) In Millions	Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2008	Dec. 31, 2007
Assets
Interest-bearing deposits with banking subsidiary	$ 22,234	$ 26,632
Trading account assets	479	148
Investment securities available for sale	81,881	72,699
Other assets	13,800	12,023
Total assets	160,505	157,946
Short-term borrowings under money market liquidity facility	8,694	20,200
Commercial paper	2,800	2,780
Long-term debt	8,550	8,838
Total liabilities	142,718	143,455
Shareholders' equity	17,787	14,491	12,774	11,299
Total liabilities and shareholders' equity	160,505	157,946
Parent Company [Member]
Assets
Interest-bearing deposits with banking subsidiary	5,058	4,227
Trading account assets	122	95
Investment securities available for sale	24	33
Investments in subsidiaries, consolidated banking subsidiaries	16,697	14,668
Investments in subsidiaries, consolidated non-banking subsidiaries	2,299	1,947
Investments in subsidiaries, unconsolidated entities	297	256
Notes and other receivables, consolidated banking subsidiary		143
Notes and other receivables, consolidated non-banking subsidiaries and unconsolidated entities	283	301
Other assets	850	380
Total assets	25,630	22,050
Commercial paper	2,799	2,777
Accrued taxes, expenses and other liabilities due to consolidated non-banking subsidiaries	561
Accrued taxes, expenses and other liabilities due to third parties	161	174
Long-term debt	4,322	4,608
Total liabilities	7,843	7,559
Shareholders' equity	17,787	14,491
Total liabilities and shareholders' equity	$ 25,630	$ 22,050

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Parent Company Financial Statements (Parent Company Statement of Cash Flows) (Details) (USD  $) In Millions	12 Months Ended
Dec. 31, 2010	Dec. 31, 2009	Dec. 31, 2008
Net cash (used in) provided by operating activities	$ 823	$ (4,231)	$ (1,877)
Net increase in interest-bearing deposits with banking subsidiary	4,398	29,222	(49,462)
Proceeds from sales and maturities of available-for-sale securities	34,250	43,995	32,291
Purchases of available-for-sale securities	(65,485)	(58,780)	(41,044)
Net decrease (increase) in securities related to AMLF		6,111	(5,818)
Business acquisitions	2,332		38
Other, net	363	430	278
Net cash (used in) provided by investing activities	3,192	31,632	(29,570)
Net (decrease) increase in short-term borrowings related to AMLF		(6,042)	6,139
Proceeds from issuance of long-term debt, net of issuance costs		4,435	493
Payments for long-term debt	341	29	44
Proceeds from public offering of common stock, net of issuance costs		2,231	2,251
Repurchase of TARP preferred stock investment		(2,000)
Repurchase of TARP common stock warrant		(60)
Proceeds from issuance of warrant to purchase common stock			121
Proceeds from exercises of common stock options	10	34	12
Repurchases of common stock for employee tax withholding	(44)	(38)	(79)
Proceeds from issuances of treasury stock			623
Payments for cash dividends	(20)	(168)	(399)
Net cash (used in) provided by financing activities	(3,345)	(27,941)	30,587
Net change	670	(540)	(860)
Cash and due from banks at beginning of year	2,641	3,181	4,041
Cash and due from banks at end of year	3,311	2,641	3,181
Parent Company [Member]
Net cash (used in) provided by operating activities	1,453	(24)	223
Net increase in interest-bearing deposits with banking subsidiary	(831)	(1,457)	(703)
Net decrease in securities purchased under resale agreements			6,801
Proceeds from sales and maturities of available-for-sale securities	1	36	10
Purchases of available-for-sale securities			(168)
Net decrease (increase) in securities related to AMLF		3,104	(3,089)
Net investments in consolidated banking subsidiary			(4,572)
Investments in non-banking subsidiaries and unconsolidated entities	(277)	(776)	(214)
Sale of investment in non-banking subsidiaries and unconsolidated entities	127
Business acquisitions	(141)
Net increase in notes receivable from subsidiaries			(146)
Other, net			(21)
Net cash (used in) provided by investing activities	(1,121)	907	(2,102)
Net decrease in securities sold under repurchase agreements			(6,293)
Net (decrease) increase in short-term borrowings related to AMLF		(3,063)	3,063
Net increase in commercial paper	22	189	233
Proceeds from issuance of long-term debt, net of issuance costs		1,992	493
Payments for long-term debt	(300)		(25)
Proceeds from public offering of common stock, net of issuance costs		2,231	2,251
Repurchase of TARP preferred stock investment		(2,000)
Repurchase of TARP common stock warrant		(60)
Proceeds from issuance of TARP preferred stock			1,879
Proceeds from issuance of warrant to purchase common stock			121
Proceeds from exercises of common stock options	10	34	12
Repurchases of common stock for employee tax withholding	(44)	(38)	(79)
Proceeds from issuances of treasury stock			623
Payments for cash dividends	(20)	(168)	(399)
Net cash (used in) provided by financing activities	(332)	(883)	1,879
Net change
Cash and due from banks at beginning of year
Cash and due from banks at end of year

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