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Document And Entity Information	6 Months Ended
Jun. 30, 2011	Jul. 31, 2011
Document And Entity Information
Document Type	10-Q
Amendment Flag	false
Document Period End Date	Jun 30, 2011
Document Fiscal Year Focus	2011
Document Fiscal Period Focus	Q2
Trading Symbol	MS
Entity Registrant Name	MORGAN STANLEY
Entity Central Index Key	0000895421
Current Fiscal Year End Date	--12-31
Entity Filer Category	Large Accelerated Filer
Entity Common Stock, Shares Outstanding		1,927,916,237

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Condensed Consolidated Statements Of Financial Condition (USD  $) In Millions	Jun. 30, 2011	Dec. 31, 2010
Assets
Cash and due from banks ( $254 and  $297 at June 30, 2011 and December 31, 2010, respectively, related to consolidated variable interest entities generally not available to the Company)	$ 9,066		$ 7,341
Interest bearing deposits with banks	41,681		40,274
Cash deposited with clearing organizations or segregated under federal and other regulations or requirements	25,504		19,180
Financial instruments owned, at fair value (approximately  $122,209 and  $129,969 were pledged to various parties at June 30, 2011 and December 31, 2010, respectively):
U.S. government and agency securities	35,676		48,446
Other sovereign government obligations	39,172		33,908
Corporate and other debt ( $4,005 and  $3,816 at June 30, 2011 and December 31, 2010, respectively, related to consolidated variable interest entities, generally not available to the Company)	89,159		88,154
Corporate equities ( $100 and  $625 at June 30, 2011 and December 31, 2010, respectively, related to consolidated variable interest entities, generally not available to the Company)	66,053		68,416
Derivative and other contracts	46,167		51,292
Investments ( $2,012 and  $1,873 at June 30, 2011 and December 31, 2010, respectively, related to consolidated variable interest entities, generally not available to the Company)	9,020		9,752
Physical commodities	9,551		6,778
Total financial instruments owned, at fair value	294,798		306,746
Securities available for sale, at fair value	24,306		29,649
Securities received as collateral, at fair value	15,862		16,537
Federal funds sold and securities purchased under agreements to resell	180,990		148,253
Securities borrowed	132,092		138,730
Receivables:
Customers	39,142		35,258
Brokers, dealers and clearing organizations	9,439		9,102
Fees, interest and other	9,911		9,790
Loans (net of allowances of  $36 and  $82 at June 30, 2011 and December 31, 2010, respectively)	12,476		10,576
Other investments	4,831		5,412
Premises, equipment and software costs (net of accumulated depreciation of  $4,524 and  $4,476 at June 30, 2011 and December 31, 2010, respectively) ( $310 and  $321 at June 30, 2011 and December 31, 2010, respectively, related to consolidated variable interest entities, generally not available to the Company)	6,399		6,154
Goodwill	6,744	[1]	6,739	[1]
Intangible assets (net of accumulated amortization of  $779 and  $605 at June 30, 2011 and December 31, 2010, respectively) (includes  $133 and  $157 at fair value at June 30, 2011 and December 31, 2010, respectively)	4,474		4,667
Other assets ( $371 and  $118 at June 30, 2011 and December 31, 2010, respectively, related to consolidated variable interest entities, generally not available to the Company)	13,032		13,290
Total assets	830,747	[2]	807,698	[2]
Liabilities and Equity
Deposits (includes  $2,830 and  $3,027 at fair value at June 30, 2011 and December 31, 2010, respectively)	65,525		63,812
Commercial paper and other short-term borrowings (includes  $1,710 and  $1,799 at fair value at June 30, 2011 and December 31, 2010, respectively)	3,566		3,256
Financial instruments sold, not yet purchased, at fair value:
U.S. government and agency securities	27,520		27,948
Other sovereign government obligations	22,479		22,250
Corporate and other debt	9,166		10,918
Corporate equities	27,618		19,838
Derivative and other contracts	41,113		47,802
Total financial instruments sold, not yet purchased, at fair value	127,896		128,756
Obligation to return securities received as collateral, at fair value	20,741		21,163
Securities sold under agreements to repurchase (includes  $358 and  $849 at fair value at June 30, 2011 and December 31, 2010, respectively )	133,707		147,598
Securities loaned	35,375		29,094
Other secured financings (includes  $16,632 and  $8,490 at fair value at June 30, 2011 and December 31, 2010, respectively) ( $3,157 and  $2,656 at June 30, 2011 and December 31, 2010, respectively, related to consolidated variable interest entities and are non-recourse to the Company)	22,476	[3]	10,453	[3]
Payables:
Customers	133,372		123,249
Brokers, dealers and clearing organizations	5,178		3,363
Interest and dividends	3,066		2,572
Other liabilities and accrued expenses ( $132 and  $117 at June 30, 2011 and December 31, 2010, respectively, related to consolidated variable interest entities and are non-recourse to the Company)	15,596		16,518
Long-term borrowings (includes  $43,434 and  $42,709 at fair value at June 30, 2011 and December 31, 2010, respectively)	196,106		192,457
Liabilities	762,604		742,291
Morgan Stanley shareholders' equity:
Preferred stock	1,508		9,597
Common stock,  $0.01 par value; Shares authorized: 3,500,000,000 at June 30, 2011 and December 31, 2010; Shares issued: 1,989,377,171 at June 30, 2011 and 1,603,913,074 at December 31, 2010; Shares outstanding: 1,929,032,583 at June 30, 2011 and 1,512,022,095 and December 31, 2010	20		16
Paid-in capital	22,346		13,521
Retained earnings	38,637		38,603
Employee stock trust	3,385		3,465
Accumulated other comprehensive loss	(320)		(467)
Common stock held in treasury, at cost,  $0.01 par value; 60,344,588 shares at June 30, 2011 and 91,890,979 shares at December 31, 2010	(2,484)		(4,059)
Common stock issued to employee trust	(3,385)		(3,465)
Total Morgan Stanley shareholders' equity	59,707		57,211
Noncontrolling interests	8,436		8,196
Total equity	68,143		65,407
Total liabilities and equity	$ 830,747		$ 807,698
[1]	The amount of the Company's goodwill before accumulated impairments of  $700 million at June 30, 2011 and December 31, 2010, was  $7,444 million and  $7,439 million, respectively.
[2]	Corporate assets have been fully allocated to the Company's business segments.
[3]	Amounts include  $16,632 million at fair value at June 30, 2011 and  $8,490 million at fair value at December 31, 2010.

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Condensed Consolidated Statements Of Financial Condition (Parenthetical) (USD  $) In Millions, except Share data	Jun. 30, 2011	Dec. 31, 2010
Cash and due from banks	$ 9,066		$ 7,341
Financial instruments owned, at fair value, pledged to various parties	122,209		129,969
Corporate and other debt	89,159		88,154
Corporate equities	66,053		68,416
Investments	9,020		9,752
Loans, allowances	36		82
Premises, equipment and software costs, accumulated depreciation	4,524		4,476
Premises, equipment and software costs	6,399		6,154
Intangible assets, accumulated amortization	779		605
Intangible assets, fair value	133		157
Deposits, fair value	2,830		3,027
Other assets	13,032		13,290
Commercial paper and other short-term borrowings, fair value	1,710		1,799
Securities sold under agreement to repurchase, fair value	358		849
Other secured financings, fair value	16,632		8,490
Other secured financings	22,476	[1]	10,453	[1]
Other liabilities and accrued expenses	15,596		16,518
Long-term borrowings, fair value	43,434		42,709
Common stock, par value	$ 0.01		$ 0.01
Common stock, shares authorized	3,500,000,000		3,500,000,000
Common stock, shares issued	1,989,377,171		1,603,913,074
Common stock, shares outstanding	1,929,032,583		1,512,022,095
Common stock held in treasury, shares	60,344,588		91,890,979
Consolidated VIEs [Member]
Cash and due from banks	254		297
Corporate and other debt	4,005		3,816
Corporate equities	100		625
Investments	2,012		1,873
Premises, equipment and software costs	310		321
Other assets	371		118
Other secured financings	3,157		2,656
Other liabilities and accrued expenses	$ 132		$ 117
[1]	Amounts include  $16,632 million at fair value at June 30, 2011 and  $8,490 million at fair value at December 31, 2010.

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Condensed Consolidated Statements Of Income (USD  $) In Millions, except Share data	3 Months Ended	6 Months Ended
Jun. 30, 2011	Jun. 30, 2010	Jun. 30, 2011	Jun. 30, 2010
Revenues:
Investment banking	$ 1,695		$ 1,080		$ 2,909		$ 2,140
Principal transactions:
Trading	3,485		3,353		6,462		7,111
Investments	402		(52)		731		317
Commissions	1,291		1,308		2,740		2,568
Asset management, distribution and administration fees	2,206		1,974		4,315		3,937
Other	275		159		(169)		453
Total non-interest revenues	9,354		7,822		16,988		16,526
Interest income	1,957	[1]	1,747	[1]	3,811	[1]	3,483	[1]
Interest expense	2,029	[1]	1,606	[1]	3,882	[1]	2,974	[1]
Net interest	(72)		141		(71)		509
Net revenues	9,282	[2]	7,963	[2]	16,917	[2]	17,035	[2]
Non-interest expenses:
Compensation and benefits	4,675		3,886		9,008		8,302
Occupancy and equipment	401		401		803		791
Brokerage, clearing and exchange fees	416		371		821		719
Information processing and communications	448		416		893		811
Marketing and business development	154		153		301		287
Professional services	494		496		922		891
Other	750		537		1,353		1,016
Total non-interest expenses	7,338		6,260		14,101		12,817
Income from continuing operations before income taxes	1,944		1,703		2,816		4,218
Provision for income taxes	542		240		286		676
Income from continuing operations	1,402		1,463		2,530		3,542
Discontinued operations:
Gain from discontinued operations	5	[3],[4]	866	[3],[4]	6	[3],[4]	767	[3],[4]
Provision for income taxes	1	[4]	345	[4]			314	[4]
Net gain from discontinued operations	4	[4]	521	[4]	6	[4]	453	[4],[5]
Net income	1,406		1,984		2,536		3,995
Net income applicable to noncontrolling interests	213		24		375		259
Net income applicable to Morgan Stanley	1,193		1,960		2,161		3,736
Earnings (loss) applicable to Morgan Stanley common shareholders	(558)		1,578		188		2,990
Amounts applicable to Morgan Stanley:
Income from continuing operations	1,189		1,439		2,155		3,283
Net gain from discontinued operations	4		521		6		453
Net income applicable to Morgan Stanley	$ 1,193		$ 1,960		$ 2,161		$ 3,736
Earnings (loss) per basic common share:
Income (loss) from continuing operations	$ (0.38)		$ 0.84		$ 0.12		$ 1.96
Net gain from discontinued operations			$ 0.36		$ 0.01		$ 0.31
Earnings (loss) per basic common share	$ (0.38)		$ 1.2		$ 0.13		$ 2.27
Earnings (loss) per diluted common share:
Income (loss) from continuing operations	$ (0.38)		$ 0.8		$ 0.12		$ 1.82
Net gain from discontinued operations			$ 0.29		$ 0.01		$ 0.26
Earnings (loss) per diluted common share	$ (0.38)		$ 1.09		$ 0.13		$ 2.08
Average common shares outstanding:
Basic	1,464,295,984		1,317,686,493		1,460,155,981		1,316,147,257
Diluted	1,464,295,984		1,748,208,948		1,477,572,132		1,687,528,753
[1]	Interest income and expense are recorded within the condensed consolidated statements of income depending on the nature of the instrument and related market conventions. When interest is included as a component of the instrument's fair value, interest is included within Principal transactions—Trading revenues or Principal transactions—Investments revenues. Otherwise, it is included within Interest income or Interest expense.
[2]	In certain management fee arrangements, the Company is entitled to receive performance-based fees (also referred to as incentive fees) when the return on assets under management exceeds certain benchmark returns or other performance targets. In such arrangements, performance fee revenue is accrued (or reversed) quarterly based on measuring account fund performance to date versus the performance benchmark stated in the investment management agreement. The amount of performance-based fee revenue at risk of reversing if fund performance falls below stated investment management agreement benchmarks was approximately  $262 million at June 30, 2011 and approximately  $208 million at December 31, 2010 (see Note 2 to the consolidated financial statements for the year ended December 31, 2010 included in the Form 10-K).
[3]	Amounts included eliminations of intersegment activity.
[4]	See Note 1 for discussion of discontinued operations.
[5]	Amounts for the three months ended June 30, 2010 included a gain of  $514 million related to the Company's sale of Retail Asset Management within the Asset Management business segment. Amounts for the six months ended June 30, 2010 included a loss of  $951 million related to the planned disposition of Revel included within the Institutional Securities business segment and a gain of  $775 million related to the legal settlement with DFS.

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Condensed Consolidated Statements Of Comprehensive Income (USD  $) In Millions	3 Months Ended	6 Months Ended
Jun. 30, 2011	Jun. 30, 2010	Jun. 30, 2011	Jun. 30, 2010
Condensed Consolidated Statements Of Comprehensive Income
Net income	$ 1,406		$ 1,984		$ 2,536		$ 3,995
Other comprehensive income, net of tax:
Foreign currency translation adjustments	94	[1]	35	[1]	131	[1]	37	[1]
Amortization of cash flow hedges	3	[2]	2	[2]	4	[2]	5	[2]
Net unrealized gain on Securities available for sale	50	[3]	107	[3]	14	[3]	87	[3]
Pension, postretirement and other related adjustments	2	[4]	105	[4]	7	[4]	109	[4]
Comprehensive income	1,555		2,233		2,692		4,233
Net income applicable to noncontrolling interests	213		24		375		259
Other comprehensive income applicable to noncontrolling interests	43		44		9		32
Comprehensive income applicable to Morgan Stanley	$ 1,299		$ 2,165		$ 2,308		$ 3,942
[1]	Amounts are net of provision for (benefit from) income taxes of  $(68) million and  $(19) million for the quarters ended June 30, 2011 and 2010, respectively, and  $(136) million and  $70 million for the six months ended June 30, 2011 and 2010, respectively.
[2]	Amounts are net of provision for income taxes of  $2 million for the quarter ended June 30, 2010, and  $2 million and  $3 million for the six months ended June 30, 2011 and 2010, respectively.
[3]	Amounts are net of provision for income taxes of  $34 million and  $90 million for the quarters ended June 30, 2011 and 2010, respectively, and  $10 million and  $76 million for the six months ended June 30, 2011 and 2010, respectively.
[4]	Amounts are net of provision for income taxes of  $4 million and  $66 million for the quarters ended June 30, 2011 and 2010, respectively, and  $68 million for the six months ended June 30, 2010.

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Condensed Consolidated Statements Of Comprehensive Income (Parenthetical) (USD  $) In Millions	3 Months Ended	6 Months Ended
Jun. 30, 2011	Jun. 30, 2010	Jun. 30, 2011	Jun. 30, 2010
Condensed Consolidated Statements Of Comprehensive Income
Foreign currency translation adjustments, (benefit from) provision for income taxes	$ (68)	$ (19)	$ (136)	$ 70
Amortization of cash flow hedges, provision for income taxes		2	2	3
Net unrealized gain on securities available for sale, provision for (benefit from) income taxes	34	90	10	76
Pension and other postretirement adjustments, provision for (benefit from) income taxes	$ 4	$ 66		$ 68

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Consolidated Statements Of Cash Flows (USD  $) In Millions	6 Months Ended
Jun. 30, 2011	Jun. 30, 2010
CASH FLOWS FROM OPERATING ACTIVITIES
Net income	$ 2,536	$ 3,995
Adjustments to reconcile net income (loss) to net cash provided by (used for) operating activities:
Gain (loss) on equity method investees	725	(78)
Compensation payable in common stock and options	728	671
Depreciation and amortization	759	1,191
Gain on business dispositions		(514)
Gain on sale of securities available for sale	(94)
Loss on repurchase of long-term debt	31
Insurance reimbursement		(88)
Loss on assets held for sale		951
Impairment charges and other-than-temporary impairment charges	3	27
Changes in assets and liabilities:
Cash deposited with clearing organizations or segregated under federal and other regulations or requirements	(6,324)	1,782
Financial instruments owned, net of financial instruments sold, not yet purchased	22,984	7,242
Securities borrowed	6,638	(11,358)
Securities loaned	6,281	278
Receivables, loans and other assets	(6,271)	343
Payables and other liabilities	13,458	872
Federal funds sold and securities purchased under agreements to resell	(32,737)	(1,654)
Securities sold under agreements to repurchase	(13,891)	25,733
Net cash provided by (used for) operating activities	(5,174)	29,393
Net proceeds from (payments for):
Premises, equipment and software costs	(725)	(436)
Business acquisitions, net of cash acquired		(1,028)
Business dispositions, net of cash disposed		800
Japanese securities joint venture with MUFG		283
Purchases of securities available for sale	(8,632)	(19,233)
Sales and redemptions of securities available for sale	14,245
Net cash provided by (used for) investing activities	4,888	(19,614)
Net proceeds from (payments for):
Commercial paper and other short-term borrowings	310	1,457
Dividends related to noncontrolling interests	(153)	(14)
Derivatives financing activities	146	(64)
Other secured financings	3,176	(367)
Deposits	1,713	(847)
Net proceeds from:
Excess tax benefits associated with stock-based awards	29	3
Public offerings and other issuances of common stock		2
Issuance of long-term borrowings	22,596	13,757
Payments for:
Long-term borrowings	(24,192)	(17,570)
Repurchases of common stock for employee tax withholding	(283)	(275)
Cash dividends	(594)	(582)
Net cash provided by (used for) financing activities	2,748	(4,500)
Effect of exchange rate changes on cash and cash equivalents	416	(923)
Effect of cash and cash equivalents related to variable interest entities	254
Net increase in cash and cash equivalents	3,132	4,356
Cash and cash equivalents, at beginning of period	47,615	31,991
Cash and cash equivalents, at end of period	50,747	36,347
Cash and cash equivalents include:
Cash and due from banks	9,066	8,770
Interest bearing deposits with banks	41,681	27,577
Cash and cash equivalents, at end of period	$ 50,747	$ 36,347

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Consolidated Statements Of Cash Flows (Parenthetical) (USD  $) In Millions	6 Months Ended
Jun. 30, 2011	Jun. 30, 2010
Consolidated Statements Of Cash Flows
Cash payments for interest	$ 3,144	$ 3,302
Cash paid for income taxes	$ 530	$ 236

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Condensed Consolidated Statements Of Changes In Total Equity (USD  $) In Millions	Preferred Stock [Member]	Common Stock [Member]	Paid-In Capital [Member]	Retained Earnings [Member]	Employee Stock Trust [Member]	Accumulated Other Comprehensive Income (Loss) [Member]	Common Stock Held In Treasury At Cost [Member]	Common Stock Issued To Employee Trust [Member]	Non-controlling Interests [Member]	Total
BEGINNING BALANCE at Dec. 31, 2009	$ 9,597	$ 15	$ 8,619	$ 35,056	$ 4,064	$ (560)	$ (6,039)	$ (4,064)	$ 6,092	$ 52,780
Net income				3,736					259	3,995
Dividends				(582)						(582)
Shares issued under employee plans and related tax effects			(1,687)		(398)		2,210	398		523
Repurchases of common stock							(275)			(275)
Net change in cash flow hedges						5				5	[1]
Pension, postretirement and other related adjustments						109				109	[2]
Foreign currency translation adjustments						5			32	37	[3]
Gain on Japanese securities joint venture with MUFG			717							717
Change in net unrealized gains on securities available for sale						87				87	[4]
Increase in noncontrolling interests related to Japanese securities joint venture with MUFG									1,130	1,130
Increase in noncontrolling interests related to the consolidation of certain real estate partnerships sponsored by the Company									468	468
Decrease in noncontrolling interests related to dividends of noncontrolling interests									(14)	(14)
Other increases in noncontrolling interests									179	179
ENDING BALANCE at Jun. 30, 2010	9,597	15	7,649	38,210	3,666	(354)	(4,104)	(3,666)	8,146	59,159
BEGINNING BALANCE at Dec. 31, 2010	9,597	16	13,521	38,603	3,465	(467)	(4,059)	(3,465)	8,196	65,407
Net income				2,161					375	2,536
Dividends				(401)						(401)
Shares issued under employee plans and related tax effects			(1,072)		(80)		1,858	80		786
Repurchases of common stock							(283)			(283)
Net change in cash flow hedges						4				4	[1]
Pension, postretirement and other related adjustments						7				7	[2]
Foreign currency translation adjustments						122			9	131	[3]
Change in net unrealized gains on securities available for sale						14				14	[4]
Other increase in equity method investments			86							86
MUFG stock conversion	(8,089)	4	9,811	(1,726)						(1,726)
Decrease in noncontrolling interests related to dividends of noncontrolling interests									(153)	(153)
Other increases in noncontrolling interests									9	9
ENDING BALANCE at Jun. 30, 2011	$ 1,508	$ 20	$ 22,346	$ 38,637	$ 3,385	$ (320)	$ (2,484)	$ (3,385)	$ 8,436	$ 68,143
[1]	Amounts are net of provision for income taxes of  $2 million for the quarter ended June 30, 2010, and  $2 million and  $3 million for the six months ended June 30, 2011 and 2010, respectively.
[2]	Amounts are net of provision for income taxes of  $4 million and  $66 million for the quarters ended June 30, 2011 and 2010, respectively, and  $68 million for the six months ended June 30, 2010.
[3]	Amounts are net of provision for (benefit from) income taxes of  $(68) million and  $(19) million for the quarters ended June 30, 2011 and 2010, respectively, and  $(136) million and  $70 million for the six months ended June 30, 2011 and 2010, respectively.
[4]	Amounts are net of provision for income taxes of  $34 million and  $90 million for the quarters ended June 30, 2011 and 2010, respectively, and  $10 million and  $76 million for the six months ended June 30, 2011 and 2010, respectively.

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Introduction And Basis Of Presentation	6 Months Ended
Jun. 30, 2011
Introduction And Basis Of Presentation
Introduction And Basis Of Presentation	1. Introduction and Basis of Presentation. The Company.    Morgan Stanley, a financial holding company, is a global financial services firm that maintains significant market positions in each of its business segments—Institutional Securities, Global Wealth Management Group and Asset Management. Unless the context otherwise requires, the terms "Morgan Stanley" and the "Company" mean Morgan Stanley and its consolidated subsidiaries. A summary of the activities of each of the Company's business segments is as follows: Institutional Securities provides capital raising; financial advisory services, including advice on mergers and acquisitions, restructurings, real estate and project finance; corporate lending; sales, trading, financing and market-making activities in equity and fixed income securities and related products, including foreign exchange and commodities; and investment activities. Global Wealth Management Group, which includes the Company's 51% interest in Morgan Stanley Smith Barney Holdings LLC ("MSSB"), provides brokerage and investment advisory services to individual investors and small-to-medium sized businesses and institutions covering various investment alternatives; financial and wealth planning services; annuity and other insurance products; credit and other lending products; cash management services; retirement services; and trust and fiduciary services and engages in fixed income principal trading, which primarily facilitates clients' trading or investments in such securities. Asset Management provides a broad array of investment strategies that span the risk/return spectrum across geographies, asset classes and public and private markets to a diverse group of clients across the institutional and intermediary channels as well as high net worth clients (see "Discontinued Operations—Retail Asset Management Business" herein). Discontinued Operations. Retail Asset Management Business.    On June 1, 2010, the Company completed the sale of substantially all of its retail asset management business ("Retail Asset Management"), including Van Kampen Investments, Inc., to Invesco Ltd. ("Invesco"). The Company received  $800 million in cash and approximately 30.9 million shares of Invesco stock upon the sale. The results of Retail Asset Management are reported as discontinued operations within the Asset Management business segment for all periods presented through the date of sale. The Company recorded the 30.9 million shares as securities available for sale. In the fourth quarter of 2010, the Company sold its investment in Invesco. Revel Entertainment Group, LLC.    On March 31, 2010, the Board of Directors authorized a plan of disposal by sale for Revel Entertainment Group, LLC ("Revel"), a development stage enterprise and subsidiary of the Company that was primarily associated with a development property in Atlantic City, New Jersey. On February 17, 2011, the Company completed the sale of Revel to a group of investors led by Revel's chief executive officer. The Company did not retain any stake or ongoing involvement. The sale price approximated the carrying value of Revel and, accordingly, the Company did not recognize any pre-tax gain or loss on the sale. Total assets of Revel included in the Company's condensed consolidated statement of financial condition at December 31, 2010 approximated  $28 million. The results of Revel are reported as discontinued operations within the Institutional Securities business segment for all periods presented through the date of sale. The three and six months ended June 30, 2010 included losses of approximately  $19 million and  $951 million, respectively, in connection with such planned disposition. See Note 17 for additional information about an income tax benefit related to Revel. CityMortgage Bank.    In the third quarter of 2010, the Company completed the disposal of CityMortgage Bank ("CMB"), a Moscow-based mortgage bank. The results of CMB are reported as discontinued operations for all periods presented through the date of disposal within the Institutional Securities business segment.   Other.    In the third quarter of 2010, the Company completed a disposal of a real estate property within the Asset Management business segment. The results of operations are reported as discontinued operations for all periods presented through the date of disposal. Discover.    On June 30, 2007, the Company completed the spin-off of its business segment Discover Financial Services ("DFS") to its shareholders. On February 11, 2010, DFS paid the Company  $775 million in complete satisfaction of its obligations to the Company regarding the sharing of proceeds from a lawsuit against Visa and MasterCard. The payment was recorded as a gain in discontinued operations for the six months ended June 30, 2010. Prior period amounts have been recast for discontinued operations. See Note 20 for additional information on discontinued operations. Basis of Financial Information.    The condensed consolidated financial statements are prepared in accordance with accounting principles generally accepted in the United States of America ("U.S."), which require the Company to make estimates and assumptions regarding the valuations of certain financial instruments, the valuation of goodwill, compensation, deferred tax assets, the outcome of litigation and tax matters, and other matters that affect the condensed consolidated financial statements and related disclosures. The Company believes that the estimates utilized in the preparation of the condensed consolidated financial statements are prudent and reasonable. Actual results could differ materially from these estimates. At June 30, 2011, the Company recorded approximately  $5.6 billion in Financial instruments owned—Corporate and other debt,  $3.4 billion of physical commodities within Financial instruments owned—Physical commodities, and  $9.0 billion of financing obligations within Other secured financing in the condensed consolidated statements of financial condition in connection with certain physical commodities swap transactions. Prior to June 30, 2011, the Company accounted for these types of transfers of assets as sales and purchases instead of financings. There was no impact on the Company's results of operations in any period presented as a result of this change. The Company did not restate the balances in connection with such transactions at December 31, 2010 as amounts did not materially affect the Company's condensed consolidated statement of financial condition. Material intercompany balances and transactions have been eliminated. The condensed consolidated financial statements should be read in conjunction with the Company's consolidated financial statements and notes thereto included in the Company's Annual Report on Form 10-K for the year ended December 31, 2010 (the "Form 10-K"). The condensed consolidated financial statements reflect all adjustments that are, in the opinion of management, necessary for the fair presentation of the results for the interim period. The results of operations for interim periods are not necessarily indicative of results for the entire year. Consolidation.    The condensed consolidated financial statements include the accounts of the Company, its wholly owned subsidiaries and other entities in which the Company has a controlling financial interest, including certain variable interest entities ("VIE") (see Note 6). For consolidated subsidiaries that are less than wholly owned, the third-party holdings of equity interests are referred to as noncontrolling interests. The portion of net income attributable to noncontrolling interests for such subsidiaries is presented as Net income (loss) applicable to noncontrolling interests in the condensed consolidated statements of income, and the portion of the shareholders' equity of such subsidiaries is presented as Noncontrolling interests in the condensed consolidated statements of financial condition and condensed consolidated statements of changes in total equity.   For entities where (1) the total equity investment at risk is sufficient to enable the entity to finance its activities without additional support and (2) the equity holders bear the economic residual risks and returns of the entity and have the power to direct the activities of the entity that most significantly affect its economic performance, the Company consolidates those entities it controls either through a majority voting interest or otherwise. For entities that do not meet these criteria, commonly known as VIEs, the Company consolidates those entities where the Company has the power to make the decisions that most significantly affect the economic performance of the VIE and has the obligation to absorb losses or the right to receive benefits that could potentially be significant to the VIE, except for certain VIEs that are money market funds, investment companies or are entities qualifying for accounting purposes as investment companies. Generally, the Company consolidates those entities when it absorbs a majority of the expected losses or a majority of the expected residual returns, or both, of the entities. For investments in entities in which the Company does not have a controlling financial interest but has significant influence over operating and financial decisions, the Company generally applies the equity method of accounting with net gains and losses recorded within Other revenues. Where the Company has elected to measure certain eligible investments at fair value in accordance with the fair value option, net gains and losses are recorded within Principal transactions—Investments (see Note 3). Equity and partnership interests held by entities qualifying for accounting purposes as investment companies are carried at fair value. The Company's significant regulated U.S. and international subsidiaries include Morgan Stanley & Co. LLC ("MS&Co."), Morgan Stanley Smith Barney LLC, Morgan Stanley & Co. International plc ("MSIP"), Morgan Stanley MUFG Securities, Co., Ltd. ("MSMS"), Morgan Stanley Bank, N.A., Morgan Stanley Private Bank, National Association and Morgan Stanley Investment Advisors Inc. Income Statement Presentation.    The Company, through its subsidiaries and affiliates, provides a wide variety of products and services to a large and diversified group of clients and customers, including corporations, governments, financial institutions and individuals. In connection with the delivery of the various products and services to clients, the Company manages its revenues and related expenses in the aggregate. As such, when assessing the performance of its businesses, primarily in its Institutional Securities business segment, the Company considers its principal trading, investment banking, commissions and interest income, along with the associated interest expense, as one integrated activity.

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Significant Accounting Policies	6 Months Ended
Jun. 30, 2011
Significant Accounting Policies
Significant Accounting Policies	2. Significant Accounting Policies. For a detailed discussion about the Company's significant accounting policies, see Note 2 to the consolidated financial statements for the year ended December 31, 2010 included in the Form 10-K. During the six months ended June 30, 2011, other than the following, no other updates were made to the Company's significant accounting policies. Financial Instruments and Fair Value. Fair value for many cash instruments and OTC derivative contracts is derived using pricing models. Pricing models take into account the contract terms (including maturity) as well as multiple inputs, including, where applicable, commodity prices, equity prices, interest rate yield curves, credit curves, correlation, creditworthinness of the counterparty, creditworthiness of the Company, option volatility and currency rates. Where appropriate, valuation adjustments are made to account for various factors such as liquidity risk (bid-ask adjustments), credit quality, model uncertainty and concentration risk. Adjustments for liquidity risk adjust model derived mid-market levels of Level 2 and Level 3 financial instruments for the bid-mid or mid-ask spread required to properly reflect the exit price of a risk position. Bid-mid and mid-ask spreads are marked to levels observed in trade activity, broker quotes or other external third-party data. Where these spreads are unobservable for the particular position in question, spreads are derived from observable levels of similar positions. The Company applies credit-related valuation adjustments to its short-term and long-term borrowings (primarily structured notes) for which the fair value option was elected and to OTC derivatives. The Company considers the impact of changes in its own credit spreads based upon observations of the Company's secondary bond market spreads when measuring the fair value for short-term and long-term borrowings. For OTC derivatives, the impact of changes in both the Company's and the counterparty's credit standing is considered when measuring fair value. In determining the expected exposure, the Company simulates the distribution of the future exposure to a counterparty, then applies market-based default probabilities to the future exposure, leveraging external third-party credit default swap ("CDS") spread data. Where CDS spread data are unavailable for a specific counterparty, bond market spreads, CDS spread data based on the counterparty's credit rating or CDS spread data that reference a comparable counterparty may be utilized. The Company also considers collateral held and legally enforceable master netting agreements that mitigate the Company's exposure to each counterparty. Adjustments for model uncertainty are taken for positions whose underlying models are reliant on significant inputs that are neither directly nor indirectly observable, hence requiring reliance on established theoretical concepts in their derivation. These adjustments are derived by making assessments of the possible degree of variability using statistical approaches and market-based information where possible. The Company generally subjects all valuations and models to a review process initially and on a periodic basis thereafter. The Company may apply a concentration adjustment to certain of its OTC derivatives portfolios to reflect the additional cost of closing out a particularly large risk position. Where possible, these adjustments are based on observable market information but in many instances significant judgment is required to estimate the costs of closing out concentrated risk positions due to the lack of liquidity in the marketplace. Allowance for Loan Losses. The Company places loans on nonaccrual status if principal or interest is past due for a period of 90 days or more or payment of principal or interest is in doubt unless the obligation is well secured and in the process of collection. Payments received on nonaccrual loans held for investment are applied to principal if there is doubt regarding the ultimate collectability of principal (cost recovery method). If collection of the principal of nonaccrual loans held for investment is not in doubt, interest income is recognized on a cash basis. If neither principal nor interest collection is in doubt, loans are on accrual status and interest income is recognized using the effective interest method. Condensed Consolidated Statements of Cash Flows. For purposes of the condensed consolidated statements of cash flows, cash and cash equivalents consist of Cash and due from banks and Interest bearing deposits with banks, which are highly liquid investments with original maturities of three months or less and readily convertible to known amounts of cash, and are held for investment purposes. At June 30, 2011, Mitsubishi UFJ Financial Group, Inc. ("MUFG") and the Company converted MUFG's outstanding Series B Non-Cumulative Non-Voting Perpetual Convertible Preferred Stock ("Series B Preferred Stock") in the Company with a face value of  $7.8 billion (carrying value  $8.1 billion) into the Company's common stock. As a result of the adjustment to the conversion ratio, pursuant to the transaction agreement, the Company incurred a one-time, non-cash negative adjustment of approximately  $1.7 billion in its calculation of basic and diluted earnings per share during the quarter and six months ended June 30, 2011 (see Note 13). In addition, in the six months ended June 30, 2010, the Company's significant non-cash activities include assets acquired of approximately  $0.4 billion and assumed liabilities of approximately  $0.1 billion in connection with a business acquisition and approximately  $0.6 billion of equity securities received in connection with the sale of Retail Asset Management.   Accounting Developments. Goodwill Impairment Test. In December 2010, the Financial Accounting Standards Board (the "FASB") issued accounting guidance that modifies Step 1 of the goodwill impairment test for reporting units with zero or negative carrying amounts. For those reporting units, an entity is required to perform Step 2 of the goodwill impairment test if it is more likely than not that a goodwill impairment exists. In determining whether it is more likely than not that a goodwill impairment exists, an entity shall consider whether there are any adverse qualitative factors indicating that an impairment may exist. The qualitative factors are consistent with the existing guidance. This guidance became effective for the Company on January 1, 2011. The adoption of this accounting guidance did not have a material impact on the Company's condensed consolidated financial statements.

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Fair Value Disclosures	6 Months Ended
Jun. 30, 2011
Fair Value Disclosures
Fair Value Disclosures	3. Fair Value Disclosures. Fair Value Measurements. A description of the valuation techniques applied to the Company's major categories of assets and liabilities measured at fair value on a recurring basis follows. Financial Instruments Owned and Financial Instruments Sold, Not Yet Purchased. U.S. Government and Agency Securities.     •   U.S. Treasury Securities.    U.S. Treasury securities are valued using quoted market prices. Valuation adjustments are not applied. Accordingly, U.S. Treasury securities are generally categorized in Level 1 of the fair value hierarchy.     •   U.S. Agency Securities.    U.S. agency securities are composed of three main categories consisting of agency-issued debt, agency mortgage pass-through pool securities and collateralized mortgage obligations. Non-callable agency-issued debt securities are generally valued using quoted market prices. Callable agency-issued debt securities are valued by benchmarking model-derived prices to quoted market prices and trade data for identical or comparable securities. The fair value of agency mortgage pass-through pool securities is model-driven based on spreads of the comparable To-be-announced ("TBA") security. Collateralized mortgage obligations are valued using indices, quoted market prices and trade data for identical or comparable securities. Actively traded non-callable agency-issued debt securities are generally categorized in Level 1 of the fair value hierarchy. Callable agency-issued debt securities, agency mortgage pass-through pool securities and collateralized mortgage obligations are generally categorized in Level 2 of the fair value hierarchy. Other Sovereign Government Obligations.     •   Foreign sovereign government obligations are valued using quoted prices in active markets when available. To the extent quoted prices are not available, fair value is determined based on a valuation model that has as inputs interest rate yield curves, cross-currency basis index spreads, and country credit spreads for structures similar to the bond in terms of issuer, maturity and seniority. These bonds are generally categorized in Level 1 or Level 2 of the fair value hierarchy. Corporate and Other Debt.     •   State and Municipal Securities.    The fair value of state and municipal securities is determined using recently executed transactions, market price quotations and pricing models that factor in, where applicable, interest rates, bond or credit default swap spreads and volatility. These bonds are generally categorized in Level 2 of the fair value hierarchy.     •   Residential Mortgage-Backed Securities ("RMBS"), Commercial Mortgage-Backed Securities ("CMBS") and other Asset-Backed Securities ("ABS").    RMBS, CMBS and other ABS may be valued based on price or spread data obtained from observed transactions or independent external parties such as vendors or brokers. When position-specific external price data are not observable, the fair value determination may require benchmarking to similar instruments and/or analyzing expected credit losses, default and recovery rates. In evaluating the fair value of each security, the Company considers security collateral-specific attributes, including payment priority, credit enhancement levels, type of collateral, delinquency rates and loss severity. In addition, for RMBS borrowers, Fair Isaac Corporation ("FICO") scores and the level of documentation for the loan are also considered. Market standard models, such as Intex, Trepp or others, may be deployed to model the specific collateral composition and cash flow structure of each transaction. Key inputs to these models are market spreads, forecasted credit losses, default and prepayment rates for each asset category. Valuation levels of RMBS and CMBS indices are also used as an additional data point for benchmarking purposes or to price outright index positions. RMBS, CMBS and other ABS are generally categorized in Level 2 of the fair value hierarchy. If external prices or significant spread inputs are unobservable or if the comparability assessment involves significant subjectivity related to property type differences, cash flows, performance and other inputs, then RMBS, CMBS and other ABS are categorized in Level 3 of the fair value hierarchy.     •   Corporate Bonds.    The fair value of corporate bonds is determined using recently executed transactions, market price quotations (where observable), bond spreads or credit default swap spreads obtained from independent external parties such as vendors and brokers adjusted for any basis difference between cash and derivative instruments. The spread data used are for the same maturity as the bond. If the spread data do not reference the issuer, then data that reference a comparable issuer are used. When observable price quotations are not available, fair value is determined based on cash flow models with yield curves, bond or single name credit default swap spreads and recovery rates as significant inputs. Corporate bonds are generally categorized in Level 2 of the fair value hierarchy; in instances where prices, spreads or any of the other aforementioned key inputs are unobservable, they are categorized in Level 3 of the fair value hierarchy.     •   Collateralized Debt Obligations ("CDO").    The Company holds cash CDOs that typically reference a tranche of an underlying synthetic portfolio of single name credit default swaps. The collateral is usually ABS or other corporate bonds. Credit correlation, a primary input used to determine the fair value of a cash CDO, is usually unobservable and derived using a benchmarking technique. The other model inputs such as credit spreads, including collateral spreads, and interest rates are typically observable. CDOs are categorized in Level 2 of the fair value hierarchy when the credit correlation input is insignificant. In instances where the credit correlation input is deemed to be significant, these instruments are categorized in Level 3 of the fair value hierarchy.     •   Corporate Loans and Lending Commitments.    The fair value of corporate loans is determined using recently executed transactions, market price quotations (where observable), implied yields from comparable debt, and market observable credit default swap spread levels obtained from independent external parties such as vendors and brokers adjusted for any basis difference between cash and derivative instruments, along with proprietary valuation models and default recovery analysis where such transactions and quotations are unobservable. The fair value of contingent corporate lending commitments is determined by using executed transactions on comparable loans and the anticipated market price based on pricing indications from syndicate banks and customers. The valuation of loans and lending commitments also takes into account fee income that is considered an attribute of the contract. Corporate loans and lending commitments are categorized in Level 2 of the fair value hierarchy except in instances where prices or significant spread inputs are unobservable, in which case they are categorized in Level 3 of the fair value hierarchy.     •   Mortgage Loans.    Mortgage loans are valued using observable prices based on transactional data or third party pricing for identical or comparable instruments, when available. Where observable prices are not available, the Company estimates fair value based on benchmarking to prices and rates observed in the primary market for similar loan or borrower types or based on the present value of expected future cash flows using its best estimates of the key assumptions, including forecasted credit losses, prepayment rates, forward yield curves and discount rates commensurate with the risks involved or a methodology that utilizes the capital structure and credit spreads of recent comparable securitization transactions. Mortgage loans valued based on observable market data for identical or comparable instruments are categorized in Level 2 of the fair value hierarchy. Where observable prices are not available, due to the subjectivity involved in the comparability assessment related to mortgage loan vintage, geographical concentration, prepayment speed and projected loss assumptions, mortgage loans are categorized in Level 3 of the fair value hierarchy.     •   Auction Rate Securities ("ARS").    The Company primarily holds investments in Student Loan Auction Rate Securities ("SLARS") and Municipal Auction Rate Securities ("MARS") with interest rates that are reset through periodic auctions. SLARS are ABS backed by pools of student loans. MARS are municipal bonds often wrapped by municipal bond insurance. ARS were historically traded and valued as floating rate notes, priced at par due to the auction mechanism. Beginning in fiscal 2008, uncertainties in the credit markets have resulted in auctions failing for certain types of ARS. Once the auctions failed, ARS could no longer be valued using observations of auction market prices. Accordingly, the fair value of ARS is determined using independent external market data where available and an internally developed methodology to discount for the lack of liquidity and non-performance risk. Inputs that impact the valuation of SLARS are independent external market data, the underlying collateral types, level of seniority in the capital structure, amount of leverage in each structure, credit rating and liquidity considerations. Inputs that impact the valuation of MARS are independent external market data when available, the maximum rate, quality of underlying issuers/insurers and evidence of issuer calls. ARS are generally categorized in Level 2 of the fair value hierarchy as the valuation technique relies on observable external data. Corporate Equities.     •   Exchange-Traded Equity Securities.    Exchange-traded equity securities are generally valued based on quoted prices from the exchange. To the extent these securities are actively traded, valuation adjustments are not applied, and they are categorized in Level 1 of the fair value hierarchy; otherwise, they are categorized in Level 2 or Level 3 of the fair value hierarchy. Derivative and Other Contracts.     •   Listed Derivative Contracts.    Listed derivatives that are actively traded are valued based on quoted prices from the exchange and are categorized in Level 1 of the fair value hierarchy. Listed derivatives that are not actively traded are valued using the same approaches as those applied to OTC derivatives; they are generally categorized in Level 2 of the fair value hierarchy.     •   OTC Derivative Contracts.    OTC derivative contracts include forward, swap and option contracts related to interest rates, foreign currencies, credit standing of reference entities, equity prices or commodity prices. Depending on the product and the terms of the transaction, the fair value of OTC derivative products can be either observed or modeled using a series of techniques and model inputs from comparable benchmarks, including closed-form analytic formulas, such as the Black-Scholes option-pricing model, and simulation models or a combination thereof. Many pricing models do not entail material subjectivity because the methodologies employed do not necessitate significant judgment, and the pricing inputs are observed from actively quoted markets, as is the case for generic interest rate swaps, certain option contracts and certain credit default swaps. In the case of more established derivative products, the pricing models used by the Company are widely accepted by the financial services industry. A substantial majority of OTC derivative products valued by the Company using pricing models fall into this category and are categorized in Level 2 of the fair value hierarchy. Other derivative products, including complex products that have become illiquid, require more judgment in the implementation of the valuation technique applied due to the complexity of the valuation assumptions and the reduced observability of inputs. This includes derivative interests in certain mortgage-related CDO securities, certain types of ABS credit default swaps, basket credit default swaps and CDO-squared positions (a CDO-squared position is a special purpose vehicle that issues interests, or tranches, that are backed by tranches issued by other CDOs) where direct trading activity or quotes are unobservable. These instruments involve significant unobservable inputs and are categorized in Level 3 of the fair value hierarchy. Derivative interests in complex mortgage-related CDOs and ABS credit default swaps, for which observability of external price data is extremely limited, are valued based on an evaluation of the market and model input parameters sourced from similar positions as indicated by primary and secondary market activity. Each position is evaluated independently taking into consideration the underlying collateral performance and pricing, behavior of the tranche under various cumulative loss and prepayment scenarios, deal structures (e.g., non-amortizing reference obligations, call features, etc.) and liquidity. While these factors may be supported by historical and actual external observations, the determination of their value as it relates to specific positions nevertheless requires significant judgment. For basket credit default swaps and CDO-squared positions, the correlation input between reference credits is unobservable for each specific swap or position and is benchmarked to standardized proxy baskets for which correlation data are available. The other model inputs such as credit spread, interest rates and recovery rates are observable. In instances where the correlation input is deemed to be significant, these instruments are categorized in Level 3 of the fair value hierarchy; otherwise, these instruments are categorized in Level 2 of the fair value hierarchy. The Company trades various derivative structures with commodity underlyings. Depending on the type of structure, the model inputs generally include interest rate yield curves, commodity underlier price curves, implied volatility of the underlying commodities and, in some cases, the implied correlation between these inputs. The fair value of these products is determined using executed trades and broker and consensus data to provide values for the aforementioned inputs. Where these inputs are unobservable, relationships to observable commodities and data points, based on historic and/or implied observations, are employed as a technique to estimate the model input values. Commodity derivatives are generally categorized in Level 2 of the fair value hierarchy; in instances where significant inputs are unobservable, they are categorized in Level 3 of the fair value hierarchy. For further information on derivative instruments and hedging activities, see Note 10. Investments.     •   The Company's investments include investments in private equity funds, real estate funds and hedge funds (which include investments made in connection with certain employee deferred compensation plans) as well as direct investments in equity securities. Direct investments are presented in the fair value hierarchy table as Principal investments and Other. Initially, the transaction price is generally considered by the Company as the exit price and is the Company's best estimate of fair value.   After initial recognition, in determining the fair value of internally and externally managed funds, the Company generally considers the net asset value of the fund provided by the fund manager to be the best estimate of fair value. For non-exchange-traded investments either held directly or held within internally managed funds, fair value after initial recognition is based on an assessment of each underlying investment, considering rounds of financing and third-party transactions, discounted cash flow analyses and market-based information, including comparable company transactions, trading multiples and changes in market outlook, among other factors. Exchange-traded direct equity investments are generally valued based on quoted prices from the exchange. Exchange-traded direct equity investments that are actively traded are categorized in Level 1 of the fair value hierarchy. Non-exchange-traded direct equity investments and investments in private equity and real estate funds are generally categorized in Level 3 of the fair value hierarchy. Investments in hedge funds that are redeemable at the measurement date or in the near future are categorized in Level 2 of the fair value hierarchy; otherwise, they are categorized in Level 3 of the fair value hierarchy. Physical Commodities.     •   The Company trades various physical commodities, including crude oil and refined products, natural gas, base and precious metals and agricultural products. Fair value for physical commodities is determined using observable inputs, including broker quotations and published indices. Physical commodities are generally categorized in Level 2 of the fair value hierarchy; in instances where significant inputs are unobservable, they are categorized in Level 3 of the fair value hierarchy. Securities Available for Sale.     •   Securities available for sale are composed of U.S. government and agency securities, including U.S. Treasury securities, agency-issued debt, agency mortgage pass-through securities and collateralized mortgage obligations. Actively traded U.S. Treasury securities and non-callable agency-issued debt securities are generally categorized in Level 1 of the fair value hierarchy. Callable agency-issued debt securities, agency mortgage pass-through securities and collateralized mortgage obligations are generally categorized in Level 2 of the fair value hierarchy. For further information on securities available for sale, see Note 4. Deposits.     •   Time Deposits.    The fair value of certificates of deposit is determined using third-party quotations. These deposits are generally categorized in Level 2 of the fair value hierarchy. Commercial Paper and Other Short-term Borrowings/Long-term Borrowings.     •   Structured Notes.    The Company issues structured notes that have coupon or repayment terms linked to the performance of debt or equity securities, indices, currencies or commodities. Fair value of structured notes is determined using valuation models for the derivative and debt portions of the notes. These models incorporate observable inputs referencing identical or comparable securities, including prices that the notes are linked to, interest rate yield curves, option volatility and currency, commodity or equity rates. Independent, external and traded prices for the notes are also considered. The impact of the Company's own credit spreads is also included based on the Company's observed secondary bond market spreads. Most structured notes are categorized in Level 2 of the fair value hierarchy.   Securities Sold under Agreements to Repurchase.     •   In 2010, the fair value option was elected for certain securities sold under agreements to repurchase. The fair value of a repurchase agreement is computed using a standard cash flow discounting methodology. The inputs to the valuation include contractual cash flows and collateral funding spreads, which are estimated using various benchmarks, interest rate yield curves and option volatilities. In instances where the unobservable inputs are deemed significant, repurchase agreements are categorized in Level 3 of the fair value hierarchy; otherwise, they are categorized in Level 2 of the fair value hierarchy. The following fair value hierarchy tables present information about the Company's assets and liabilities measured at fair value on a recurring basis at June 30, 2011 and December 31, 2010.   Assets and Liabilities Measured at Fair Value on a Recurring Basis at June 30, 2011                                                 Quoted Prices in Active Markets for Identical Assets (Level 1)     Significant Observable Inputs (Level 2)     Significant Unobservable Inputs (Level 3)     Counterparty and Cash Collateral Netting     Balance at June 30, 2011       (dollars in millions)   Assets                                         Financial instruments owned:                                         U.S. government and agency securities:                                         U.S. Treasury securities    $ 13,062       $ 21       $ —         $ —         $ 13,083    U.S. agency securities     2,499        20,092        2        —          22,593                                              Total U.S. government and agency securities     15,561        20,113        2        —          35,676    Other sovereign government obligations     30,743        8,297        132        —          39,172    Corporate and other debt:                                         State and municipal securities     —          3,166        —          —          3,166    Residential mortgage-backed securities     —          3,025        509        —          3,534    Commercial mortgage-backed securities     —          2,586        136        —          2,722    Asset-backed securities     —          1,639        298        —          1,937    Corporate bonds     —          36,972        1,179        —          38,151    Collateralized debt obligations     —          1,932        1,650        —          3,582    Loans and lending commitments     —          17,055        10,420        —          27,475    Other debt     —          8,429        163        —          8,592                                              Total corporate and other debt     —          74,804        14,355        —          89,159    Corporate equities(1)     62,535        3,057        461        —          66,053    Derivative and other contracts:                                         Interest rate contracts     1,660        578,414        4,919        —          584,993    Credit contracts     —          96,664        15,622        —          112,286    Foreign exchange contracts     —          55,956        517        —          56,473    Equity contracts     1,900        38,839        1,240        —          41,979    Commodity contracts     5,638        42,934        1,297        —          49,869    Other     —          233        312        —          545    Netting(2)     (8,020 )      (720,762 )      (11,253 )      (59,943 )      (799,978 )                                            Total derivative and other contracts     1,178        92,278        12,654        (59,943 )      46,167    Investments:                                         Private equity funds     —          —          2,160        —          2,160    Real estate funds     —          7        1,290        —          1,297    Hedge funds     —          436        827        —          1,263    Principal investments     213        228        3,120        —          3,561    Other     188        26        525        —          739                                              Total investments     401        697        7,922        —          9,020    Physical commodities     —          8,878        673        —          9,551                                              Total financial instruments owned     110,418        208,124        36,199        (59,943 )      294,798    Securities available for sale:                                         U.S. government and agency securities     9,378        14,928        —          —          24,306    Securities received as collateral     15,778        84        —          —          15,862    Intangible assets(3)     —          —          133        —          133    Liabilities                                         Deposits    $ —         $ 2,830       $ —         $ —         $ 2,830    Commercial paper and other short-term borrowings     —          1,687        23        —          1,710    Financial instruments sold, not yet purchased:                                         U.S. government and agency securities:                                         U.S. Treasury securities     25,315        —          —          —          25,315    U.S. agency securities     2,191        14        —          —          2,205                                              Total U.S. government and agency securities     27,506        14        —          —          27,520    Other sovereign government obligations     19,903        2,576        —          —          22,479    Corporate and other debt:                                         State and municipal securities     —          4        —          —          4    Residential mortgage-backed securities     —          —          41        —          41    Commercial mortgage-backed securities     —          18        —          —          18    Corporate bonds     —          7,962        35        —          7,997    Unfunded lending commitments     —          669        240        —          909    Other debt     —          19        178        —          197                                              Total corporate and other debt     —          8,672        494        —          9,166    Corporate equities(1)     26,563        1,054        1        —          27,618    Derivative and other contracts:                                         Interest rate contracts     1,560        551,231        4,602        —          557,393    Credit contracts     —          93,508        8,230        —          101,738    Foreign exchange contracts     —          57,275        473        —          57,748    Equity contracts     1,758        43,459        2,901        —          48,118    Commodity contracts     6,196        43,852        981        —          51,029    Other     —          612        709        —          1,321    Netting(2)     (8,020 )      (720,762 )      (11,253 )      (36,199 )      (776,234 )                                            Total derivative and other contracts     1,494        69,175        6,643        (36,199 )      41,113                                              Total financial instruments sold, not yet purchased     75,466        81,491        7,138        (36,199 )      127,896    Obligation to return securities received as collateral     20,657        84        —          —          20,741    Securities sold under agreements to repurchase     —          —          358        —          358    Other secured financings     —          15,890        742        —          16,632    Long-term borrowings     12        42,171        1,251        —          43,434    (1) The Company holds or sells short for trading purposes equity securities issued by entities in diverse industries and of varying size. (2) For positions with the same counterparty that cross over the levels of the fair value hierarchy, both counterparty netting and cash collateral netting are included in the column titled "Counterparty and Cash Collateral Netting." For contracts with the same counterparty, counterparty netting among positions classified within the same level is included within that level. For further information on derivative instruments and hedging activities, see Note 10. (3) Amount represents mortgage servicing rights ("MSR") accounted for at fair value. See Note 6 for further information on MSRs. Transfers Between Level 1 and Level 2 During the Quarter Ended June 30, 2011. Financial instruments owned—Derivative and other contracts and Financial instruments sold, not yet purchased—Derivative and other contracts.    During the quarter ended June 30, 2011, the Company reclassified approximately  $0.9 billion of derivative assets and approximately  $1.3 billion of derivative liabilities from Level 2 to Level 1 as these listed derivatives became actively traded and were valued based on quoted prices from the exchange. Transfers Between Level 1 and Level 2 During the Six Months Ended June 30, 2011. Financial instruments owned—Derivative and other contracts and Financial instruments sold, not yet purchased—Derivative and other contracts.    During the six months ended June 30, 2011, the Company reclassified approximately  $1.1 billion of derivative assets and approximately  $0.9 billion of derivative liabilities from Level 2 to Level 1 as these listed derivatives became actively traded and were valued based on quoted prices from the exchange.   Assets and Liabilities Measured at Fair Value on a Recurring Basis at December 31, 2010                                                 Quoted Prices in Active Markets for Identical Assets (Level 1)     Significant Observable Inputs (Level 2)     Significant Unobservable Inputs (Level 3)     Counterparty and Cash Collateral Netting     Balance at December 31, 2010       (dollars in millions)   Assets                                         Financial instruments owned:                                         U.S. government and agency securities:                                         U.S. Treasury securities    $ 19,226       $ —         $ —         $ —         $ 19,226    U.S. agency securities     3,827        25,380        13        —          29,220                                              Total U.S. government and agency securities     23,053        25,380        13        —          48,446    Other sovereign government obligations     25,334        8,501        73        —          33,908    Corporate and other debt:                                         State and municipal securities     —          3,229        110        —          3,339    Residential mortgage-backed securities     —          3,690        319        —          4,009    Commercial mortgage-backed securities     —          2,692        188        —          2,880    Asset-backed securities     —          2,322        13        —          2,335    Corporate bonds     —          39,569        1,368        —          40,937    Collateralized debt obligations     —          2,305        1,659        —          3,964    Loans and lending commitments     —          15,308        11,666        —          26,974    Other debt     —          3,523        193        —          3,716                                              Total corporate and other debt     —          72,638        15,516        —          88,154    Corporate equities(1)     65,009        2,923        484        —          68,416    Derivative and other contracts:                                         Interest rate contracts     3,985        616,016        966        —          620,967    Credit contracts     —          95,818        14,316        —          110,134    Foreign exchange contracts     1        61,556        431        —          61,988    Equity contracts     2,176        36,612        1,058        —          39,846    Commodity contracts     5,464        57,528        1,160        —          64,152    Other     —          108        135        —          243    Netting(2)     (8,551 )      (761,939 )      (7,168 )      (68,380 )      (846,038 )                                            Total derivative and other contracts     3,075        105,699        10,898        (68,380 )      51,292    Investments:                                         Private equity funds     —          —          1,986        —          1,986    Real estate funds     —          8        1,176        —          1,184    Hedge funds     —          736        901        —          1,637    Principal investments     286        486        3,131        —          3,903    Other(3)     403        79        560        —          1,042                                              Total investments     689        1,309        7,754        —          9,752    Physical commodities     —          6,778        —          —          6,778                                              Total financial instruments owned     117,160        223,228        34,738        (68,380 )      306,746    Securities available for sale:                                         U.S. government and agency securities     20,792        8,857        —          —          29,649    Securities received as collateral     15,646        890        1        —          16,537    Intangible assets(4)     —          —          157        —          157                Liabilities                                         Deposits    $ —         $ 3,011       $ 16       $ —         $ 3,027    Commercial paper and other short-term borrowings     —          1,797        2        —          1,799    Financial instruments sold, not yet purchased:                                         U.S. government and agency securities:                                         U.S. Treasury securities     25,225        —          —          —          25,225    U.S. agency securities     2,656        67        —          —          2,723                                              Total U.S. government and agency securities     27,881        67        —          —          27,948    Other sovereign government obligations     19,708        2,542        —          —          22,250    Corporate and other debt:                                         State and municipal securities     —          11        —          —          11    Asset-backed securities     —          12        —          —          12    Corporate bonds     —          9,100        44        —          9,144    Collateralized debt obligations     —          2        —          —          2    Unfunded lending commitments     —          464        263        —          727    Other debt     —          828        194        —          1,022                                              Total corporate and other debt     —          10,417        501        —          10,918    Corporate equities(1)     19,696        127        15        —          19,838    Derivative and other contracts:                                         Interest rate contracts     3,883        591,378        542        —          595,803    Credit contracts     —          87,904        7,722        —          95,626    Foreign exchange contracts     2        64,301        385        —          64,688    Equity contracts     2,098        42,242        1,820        —          46,160    Commodity contracts     5,871        58,885        972        —          65,728    Other     —          520        1,048        —          1,568    Netting(2)     (8,551 )      (761,939 )      (7,168 )      (44,113 )      (821,771 )                                            Total derivative and other contracts     3,303        83,291        5,321        (44,113 )      47,802                                              Total financial instruments sold, not yet purchased     70,588        96,444        5,837        (44,113 )      128,756    Obligation to return securities received as collateral     20,272        890        1        —          21,163    Securities sold under agreements to repurchase     —          498        351        —          849    Other secured financings     —          7,474        1,016        —          8,490    Long-term borrowings     —          41,393        1,316        —          42,709    (1) The Company holds or sells short for trading purposes equity securities issued by entities in diverse industries and of varying size. (2) For positions with the same counterparty that cross over the levels of the fair value hierarchy, both counterparty netting and cash collateral netting are included in the column titled "Counterparty and Cash Collateral Netting." For contracts with the same counterparty, counterparty netting among positions classified within the same level is included within that level. For further information on derivative instruments and hedging activities, see Note 10. (3) In June 2010, the Company voluntarily contributed  $25 million to certain other investments in funds that it manages in connection with upcoming rule changes regarding net asset value disclosures for money market funds. Based on current liquidity and fund performance, the Company does not expect to provide additional voluntary support to non-consolidated funds that it manages. (4) Amount represents MSRs accounted for at fair value. See Note 6 for further information on MSRs. Transfers Between Level 1 and Level 2 during the Quarter Ended June 30, 2010. Financial instruments owned—Derivative and other contracts and Financial instruments sold, not yet purchased—Derivative and other contracts.    During the quarter ended June 30, 2010, the Company reclassified approximately  $1.5 billion of derivative assets and approximately  $1.5 billion of derivative liabilities from Level 2 to Level 1 as these listed derivatives became actively traded and were valued based on quoted prices from the exchange. Financial instruments owned—Corporate equities.    During the quarter ended June 30, 2010, the Company reclassified approximately  $0.5 billion of certain Corporate equities from Level 2 to Level 1 as transactions in these securities occurred with sufficient frequency and volume to constitute an active market. During the quarter ended June 30, 2010, the Company reclassified approximately  $1.0 billion of certain Corporate equities from Level 1 to Level 2 as transactions in these securities did not occur with sufficient frequency and volume to constitute an active market. Transfers Between Level 1 and Level 2 During the Six Months Ended June 30, 2010. Financial instruments owned—Derivative and other contracts and Financial instruments sold, not yet purchased—Derivative and other contracts.    During the six months ended June 30, 2010, the Company reclassified approximately  $1.8 billion of derivative assets and approximately  $1.9 billion of derivative liabilities from Level 2 to Level 1 as these listed derivatives became actively traded and were valued based on quoted prices from the exchange.   Financial instruments owned—Corporate equities.    During the six months ended June 30, 2010, the Company reclassified approximately  $1.1 billion of certain Corporate equities from Level 2 to Level 1 as transactions in these securities occurred with sufficient frequency and volume to constitute an active market. Level 3 Assets and Liabilities Measured at Fair Value on a Recurring Basis. The following tables present additional information about Level 3 assets and liabilities measured at fair value on a recurring basis for the quarter and six months ended June 30, 2011 and for the quarter and six months ended June 30, 2010, respectively. Level 3 instruments may be hedged with instruments classified in Level 1 and Level 2. As a result, the realized and unrealized gains (losses) for assets and liabilities within the Level 3 category presented in the tables below do not reflect the related realized and unrealized gains (losses) on hedging instruments that have been classified by the Company within the Level 1 and/or Level 2 categories. Additionally, both observable and unobservable inputs may be used to determine the fair value of positions that the Company has classified within the Level 3 category. As a result, the unrealized gains (losses) during the period for assets and liabilities within the Level 3 category presented in the tables below may include changes in fair value during the period that were attributable to both observable (e.g., changes in market interest rates) and unobservable (e.g., changes in unobservable long-dated volatilities) inputs. For assets and liabilities that were transferred into Level 3 during the period, gains (losses) are presented as if the assets or liabilities had been transferred into Level 3 at the beginning of the period; similarly, for assets and liabilities that were transferred out of Level 3 during the period, gains (losses) are presented as if the assets or liabilities had been transferred out at the beginning of the period.   Changes in Level 3 Assets and Liabilities Measured at Fair Value on a Recurring Basis for the Three Months Ended June 30, 2011                                                                                 Beginning Balance at March 31, 2011     Total Realized and Unrealized Gains (Losses)(1)     Purchases     Sales     Issuances     Settlements     Net Transfers     Ending Balance at June 30, 2011     Unrealized Gains (Losses) for Level 3 Assets/ Liabilities Outstanding at June 30, 2011(2)       (dollars in millions)   Assets                                                                         Financial instruments owned:                                                                         U.S. agency securities    $ 57       $ 1       $ 29       $ (72 )     $ —         $ —         $ (13 )     $ 2       $ —      Other sovereign government obligations     126        9        —          (4 )      —          —          1        132        9    Corporate and other debt:                                                                         State and municipal securities     4        —          21        (25 )      —          —          —          —          —      Residential mortgage-backed securities     361        (10 )      101        (54 )      —          —          111        509        —      Commercial mortgage-backed securities     132        (21 )      81        (10 )      —          —          (46 )      136        (1 )  Asset-backed securities     —          259        4        —          —          —          35        298        259    Corporate bonds     1,366        (93 )      216        (353 )      —          —          43        1,179        (57 )  Collateralized debt obligations     1,593        17        357        (352 )      —          (19 )      54        1,650        14    Loans and lending commitments     11,218        (168 )      1,898        (676 )      —          (1,285 )      (567 )      10,420        (236 )  Other debt     165        5        6        (13 )      —          —          —          163        1                                                                              Total corporate and other debt     14,839        (11 )      2,684        (1,483 )      —          (1,304 )      (370 )      14,355        (20 )  Corporate equities     502        11        127        (144 )      —          —          (35 )      461        24    Net derivative and other contracts(3):                                                                         Interest rate contracts     (58 )      472        22        —          (45 )      (62 )      (12 )      317        376    Credit contracts     6,079        1,002        1,089        —          (109 )      (737 )      68        7,392        958    Foreign exchange contracts     46        (34 )      2        —          —          30        —          44        (39 )  Equity contracts     (645 )      58        77        (7 )      (1,163 )      52        (33 )      (1,661 )      60    Commodity contracts     330        (129 )      330        —          (146 )      (99 )      30        316        (139 )  Other     (508 )      (74 )      2        —          (112 )      296        (1 )      (397 )      (81 )                                                                            Total net derivative and other contracts     5,244        1,295        1,522        (7 )      (1,575 )      (520 )      52        6,011        1,135    Investments:                                                                         Private equity funds     2,006        153        91        (90 )      —          —          —          2,160        129    Real estate funds     1,251        81        17        (59 )      —          —          —          1,290        148    Hedge funds     871        (17 )      20        (120 )      —          —          73        827        (17 )  Principal investments     3,057        182        75        (108 )      —          —          (86 )      3,120        (15 )  Other     398        2        2        (3 )      —          —          126        525        (2 )                                                                            Total investments     7,583        401        205        (380 )      —          —          113        7,922        243    Physical commodities     —          (48 )      721        —          —          —          —          673        (48 )  Intangible assets     144        (11 )      1        —          —          (1 )      —          133        (11 )                      Liabilities                                                                         Commercial paper and other short-term borrowings    $ 4       $ 7       $ —         $ —         $ 29       $ (3 )     $ —         $ 23       $ 7    Financial instruments sold, not yet purchased:                                                                         Corporate and other debt:                                                                         Residential mortgage-backed securities     —          (13 )      (13 )      41        —          —          —          41        (13 )  Corporate bonds     150        49        (324 )      336        —          —          (78 )      35        60    Collateralized debt obligations     2        —          (1 )      —          —          —          (1 )      —          —      Unfunded lending commitments     171        (69 )      —          —          —          —          —          240        (69 )  Other debt     180        13        —          13        —          —          (2 )      178        13                                                                              Total corporate and other debt     503        (20 )      (338 )      390        —          —          (81 )      494        (9 )  Corporate equities     9        13        (8 )      12        —          —          1        1        3    Securities sold under agreements to repurchase     352        (5 )      —          —          1        —          —          358        (5 )  Other secured financings     605        (9 )      —          —          145        (17 )      —          742        (9 )  Long-term borrowings     1,374        38        —          —          215        (175 )      (125 )      1,251        20    (1) Total realized and unrealized gains (losses) are primarily included in Principal transactions-Trading in the condensed consolidated statements of income except for  $401 million related to Financial instruments owned-Investments, which is included in Principal transactions-Investments. (2) Amounts represent unrealized gains (losses) for the quarter ended June 30, 2011 related to assets and liabilities still outstanding at June 30, 2011. (3) Net derivative and other contracts represent Financial instruments owned-Derivative and other contracts net of Financial instruments sold, not yet purchased-Derivative and other contracts. For further information on Derivative instruments and hedging activities, see Note 10.   Financial instruments owned—Corporate and other debt.    During the quarter ended June 30, 2011, the Company reclassified approximately  $1.2 billion of certain Corporate and other debt, primarily corporate loans, from Level 3 to Level 2. The Company reclassified the corporate loans as external prices and/or spread inputs for these instruments became observable. The Company also reclassified approximately  $0.8 billion of certain Corporate and other debt from Level 2 to Level 3. The reclassifications were primarily related to corporate loans and were generally due to a reduction in market price quotations for these or comparable instruments, or a lack of available broker quotes, such that unobservable inputs had to be utilized for the fair value measurement of these instruments.   Changes in Level 3 Assets and Liabilities Measured at Fair Value on a Recurring Basis for the Six Months Ended June 30, 2011                                                                                 Beginning Balance at December 31, 2010     Total Realized and Unrealized Gains (Losses)(1)     Purchases     Sales     Issuances     Settlements     Net Transfers     Ending Balance at June 30, 2011     Unrealized Gains (Losses) for Level 3 Assets/ Liabilities Outstanding at June 30, 2011(2)       (dollars in millions)   Assets                                                                         Financial instruments owned:                                                                         U.S. agency securities    $ 13       $ —         $ 34       $ (40 )     $ —         $ —         $ (5 )     $ 2       $ —      Other sovereign government obligations     73        8        56        —          —          —          (5 )      132        8    Corporate and other debt:                                                                         State and municipal securities     110        (1 )      —          (96 )      —          —          (13 )      —          —      Residential mortgage-backed securities     319        (62 )      279        (193 )      —          (1 )      167        509        (71 )  Commercial mortgage-backed securities     188        (19 )      96        (30 )      —          —          (99 )      136        (18 )  Asset-backed securities     13        259        13        (17 )      —          —          30        298        258    Corporate bonds     1,368        (26 )      273        (409 )      —          34        (61 )      1,179        42    Collateralized debt obligations     1,659        273        641        (862 )      —          (55 )      (6 )      1,650        70    Loans and lending commitments     11,666        213        2,321        (537 )      —          (2,038 )      (1,205 )      10,420        212    Other debt     193        —          5        (33 )      —          —          (2 )      163        (9 )                                                                            Total corporate and other debt     15,516        637        3,628        (2,177 )      —          (2,060 )      (1,189 )      14,355        484    Corporate equities     484        (207 )      219        (176 )      —          —          141        461        1    Net derivative and other contracts(3):                                                                         Interest rate contracts     424        702        19        —          (704 )      (192 )      68        317        600    Credit contracts     6,594        388        1,148        —          (197 )      (614 )      73        7,392        772    Foreign exchange contracts     46        (159 )      1        —          —          159        (3 )      44        (130 )  Equity contracts     (762 )      105        119        —          (1,236 )      98        15        (1,661 )      96    Commodity contracts     188        165        455        —          (321 )      (281 )      110        316        153    Other     (913 )      117        2        —          (116 )      428        85        (397 )      110                                                                              Total net derivative and other contracts     5,577        1,318        1,744        —          (2,574 )      (402 )      348        6,011        1,601    Investments:                                                                         Private equity funds     1,986        260        88        (245 )      —          —          71        2,160        209    Real estate funds     1,176        145        31        (62 )      —          —          —          1,290        255    Hedge funds     901        (25 )      15        (172 )      —          —          108        827        (25 )  Principal investments     3,131        242        (26 )      (195 )      —          —          (32 )      3,120        (105 )  Other     560        51        (4 )      (11 )      —          —          (71 )      525        41                                                                              Total investments     7,754        673        104        (685 )      —          —          76        7,922        375    Physical commodities     —          (48 )      721        —          —          —          —          673        (48 )  Securities received as collateral     1        —          —          (1 )      —          —          —          —          —      Intangible assets     157        (26 )      5        (1 )      (1 )      (1 )      —          133        (26 )                      Liabilities                                                                         Deposits    $ 16       $ 2       $ —         $ —         $ —         $ (14 )     $ —         $ —         $ —      Commercial paper and other short-term borrowings     2        7        —          —          29        (1 )      —          23        7    Financial instruments sold, not yet purchased:                                                                         Corporate and other debt:                                                                         Residential mortgage-backed securities     —          (13 )      (12 )      40        —          —          —          41        (13 )  Commercial mortgage-backed securities     —          1        —          1        —          —          —          —          —      Corporate bonds     44        40        (367 )      426        —          —          (28 )      35        30    Unfunded lending commitments     263        23        —          —          —          —          —          240        23    Other debt     194        4        (10 )      14        —          —          (16 )      178        4                                                                              Total corporate and other debt     501        55        (389 )      481        —          —          (44 )      494        44    Corporate equities     15        5        (19 )      6        —          —          4        1        3    Obligation to return securities received as collateral     1        —          (1 )      —          —          —          —          —          —      Securities sold under agreements to repurchase     351        (6 )      1        —          —          —          —          358        (8 )  Other secured financings     1,016        (12 )      —          —          142        (122 )      (306 )      742        (12 )  Long-term borrowings     1,316        (28 )      —          —          388        (342 )      (139 )      1,251        (22 )  (1) Total realized and unrealized gains (losses) are primarily included in Principal transactions-Trading in the condensed consolidated statements of income except for  $673 million related to Financial instruments owned-Investments, which is included in Principal transactions-Investments. (2) Amounts represent unrealized gains (losses) for the six months ended June 30, 2011 related to assets and liabilities still outstanding at June 30, 2011. (3) Net derivative and other contracts represent Financial instruments owned-Derivative and other contracts net of Financial instruments sold, not yet purchased-Derivative and other contracts. For further information on Derivative instruments and hedging activities, see Note 10. Financial instruments owned—Corporate and other debt.    During the six months ended June 30, 2011, the Company reclassified approximately  $1.8 billion of certain Corporate and other debt, primarily corporate loans, from Level 3 to Level 2. The Company reclassified these corporate loans as external prices and/or spread inputs for these instruments became observable. The Company also reclassified approximately  $0.6 billion of certain Corporate and other debt from Level 2 to Level 3. The reclassifications were primarily related to corporate loans and were generally due to a reduction in market price quotations for these or comparable instruments, or a lack of available broker quotes, such that unobservable inputs had to be utilized for the fair value measurement of these instruments.   Changes in Level 3 Assets and Liabilities Measured at Fair Value on a Recurring Basis for the Three Months Ended June 30, 2010                                                         Beginning Balance at March 31, 2010     Total Realized and Unrealized Gains (Losses)(1)     Purchases, Sales, Other Settlements and Issuances, net     Net Transfers     Ending Balance at June 30, 2010     Unrealized Gains (Losses) for Level 3 Assets/ Liabilities Outstanding at June 30, 2010(2)       (dollars in millions)   Assets                                                 Financial instruments owned:                                                 U.S. agency securities    $ 1       $ —         $ (5 )     $ 5       $ 1       $ —      Other sovereign government obligations     80        (1 )      70        (76 )      73        —      Corporate and other debt:                                                 State and municipal securities     398        19        (180 )      (16 )      221        1    Residential mortgage-backed securities     625        (37 )      (97 )      (15 )      476        (42 )  Commercial mortgage-backed securities     779        23        133        (322 )      613        13    Asset-backed securities     149        8        (75 )      19        101        6    Corporate bonds     1,145        86        154        (41 )      1,344        79    Collateralized debt obligations     1,512        (25 )      40        (14 )      1,513        42    Loans and lending commitments     13,503        (40 )      152        (868 )      12,747        (64 )  Other debt     1,921        (61 )      (28 )      (22 )      1,810        (68 )                                                    Total corporate and other debt     20,032        (27 )      99        (1,279 )      18,825        (33 )  Corporate equities     536        (33 )      (183 )      26        346        (1 )  Net derivative and other contracts(3):                                                 Interest rate contracts     384        310        (132 )      (46 )      516        311    Credit contracts     7,952        315        265        (431 )      8,101        499    Foreign exchange rate contracts     206        (1 )      (134 )      —          71        (2 )  Equity contracts     (701 )      (137 )      (191 )      31        (998 )      (129 )  Commodity contracts     90        (152 )      53        23        14        (126 )  Other     (579 )      (402 )      (40 )      (18 )      (1,039 )      (352 )                                                    Total net derivative and other contracts     7,352        (67 )      (179 )      (441 )      6,665        201    Investments:                                                 Private equity funds     1,634        82        123        —          1,839        21    Real estate funds     1,751        4        (115 )      3        1,643        109    Hedge funds     1,027        (29 )      5        (93 )      910        (29 )  Principal investments     2,700        (132 )      7        —          2,575        (83 )  Other     434        64        (60 )      6        444        3                                                      Total investments     7,546        (11 )      (40 )      (84 )      7,411        21    Intangible assets     175        (15 )      (21 )      —          139        (27 )                Liabilities                                                 Deposits    $ 15       $ 1       $ —         $ —         $ 14       $ —      Commercial paper and other short-term borrowings     300        —          (293 )      —          7        —      Financial instruments sold, not yet purchased:                                                 Corporate and other debt:                                                 Residential mortgage-backed securities     —          (6 )      (4 )      —          2        (5 )  Asset-backed securities     4        —          (4 )      —          —          —      Corporate bonds     17        14        80        (3 )      80        19    Unfunded lending commitments     213        (110 )      12        —          335        (110 )  Other debt     317        15        (81 )      —          221        13                                                      Total corporate and other debt     551        (87 )      3        (3 )      638        (83 )  Corporate equities     13        1        (4 )      (3 )      5        —      Other secured financings     1,811        69        5        163        1,910        69    Long-term borrowings     6,728        92        20        (147 )      6,509        92    (1) Total realized and unrealized gains (losses) are primarily included in Principal transactions-Trading in the condensed consolidated statements of income except for  $(11) million related to Financial instruments owned-Investments, which is included in Principal transactions-Investments. (2) Amounts represent unrealized gains (losses) for the quarter ended June 30, 2010 related to assets and liabilities still outstanding at June 30, 2010. (3) Net derivative and other contracts represent Financial instruments owned-Derivative and other contracts net of Financial instruments sold, not yet purchased-Derivative and other contracts. For further information on Derivative instruments and hedging activities, see Note 10. Financial instruments owned—Corporate and other debt.    During the quarter ended June 30, 2010, the Company reclassified approximately  $1.9 billion of certain Corporate and other debt, primarily corporate loans, from Level 3 to Level 2. The Company reclassified the corporate loans as external prices and/or spread inputs for these instruments became observable. The Company also reclassified approximately  $0.6 billion of certain Corporate and other debt from Level 2 to Level 3. The Company reclassified corporate loans as external prices and/or spread inputs became unobservable.   Changes in Level 3 Assets and Liabilities Measured at Fair Value on a Recurring Basis for the Six Months Ended June 30, 2010                                                         Beginning Balance at December 31, 2009     Total Realized and Unrealized Gains (Losses)(1)     Purchases, Sales, Other Settlements and Issuances, net     Net Transfers     Ending Balance at June 30, 2010     Unrealized Gains (Losses) for Level 3 Assets/ Liabilities Outstanding at June 30, 2010(2)       (dollars in millions)   Assets                                                 Financial instruments owned:                                                 U.S. agency securities    $ 36       $ —         $ (35 )     $ —         $ 1       $ —      Other sovereign government obligations     3        (1 )      63        8        73        (1 )  Corporate and other debt:                                                 State and municipal securities     713        (56 )      (436 )      —          221        (58 )  Residential mortgage-backed securities     818        12        (392 )      38        476        (6 )  Commercial mortgage-backed securities     1,573        128        (774 )      (314 )      613        28    Asset-backed securities     591        3        (491 )      (2 )      101        9    Corporate bonds     1,038        (44 )      256        94        1,344        (53 )  Collateralized debt obligations     1,553        122        (171 )      9        1,513        60    Loans and lending commitments     12,506        76        629        (464 )      12,747        126    Other debt     1,662        185        (14 )      (23 )      1,810        160                                                      Total corporate and other debt     20,454        426        (1,393 )      (662 )      18,825        266    Corporate equities     536        67        (161 )      (96 )      346        21    Net derivative and other contracts(3):                                                 Interest rate contracts     387        300        (146 )      (25 )      516        302    Credit contracts     8,824        (163 )      383        (943 )      8,101        340    Foreign exchange rate contracts     254        (102 )      (123 )      42        71        (308 )  Equity contracts     (689 )      (208 )      (184 )      83        (998 )      (161 )  Commodity contracts     7        (68 )      14        61        14        66    Other     (437 )      (575 )      (12 )      (15 )      (1,039 )      (511 )                                                    Total net derivative and other contracts     8,346        (816 )      (68 )      (797 )      6,665        (272 )  Investments:                                                 Private equity funds     1,628        139        72        —          1,839        116    Real estate funds     1,087        186        350        20        1,643        289    Hedge funds     1,678        (218 )      (270 )      (280 )      910        (220 )  Principal investments     2,642        (105 )      38        —          2,575        (87 )  Other     578        47        (180 )      (1 )      444        (3 )                                                    Total investments     7,613        49        10        (261 )      7,411        95    Securities received as collateral     23        —          (23 )      —          —          —      Intangible assets     137        24        (22 )      —          139        4                  Liabilities                                                 Deposits    $ 24       $ 2       $ —         $ (8 )     $ 14       $ 2    Commercial paper and other short-term borrowings     —          —          7        —          7        —      Financial instruments sold, not yet purchased:                                                 Corporate and other debt:                                                 Residential mortgage-backed securities     —          (1 )      1        —          2        (1 )  Commercial mortgage-backed securities     —          1        1        —          —          —      Asset-backed securities     4        —          (4 )      —          —          —      Corporate bonds     29        (1 )      22        28        80        8    Collateralized debt obligations     3        —          (3 )      —          —          —      Unfunded lending commitments     252        (140 )      (57 )      —          335        (138 )  Other debt     431        20        (175 )      (15 )      221        20                                                      Total corporate and other debt     719        (121 )      (215 )      13        638        (111 )  Corporate equities     4        (1 )      (7 )      7        5        1    Obligation to return securities received as collateral     23        —          (23 )      —          —          —      Other secured financings     1,532        (67 )      222        89        1,910        (80 )  Long-term borrowings     6,865        99        (26 )      (231 )      6,509        99    (1) Total realized and unrealized gains (losses) are primarily included in Principal transactions-Trading in the condensed consolidated statements of income except for  $49 million related to Financial instruments owned-Investments, which is included in Principal transactions-Investments. (2) Amounts represent unrealized gains (losses) for the six months ended June 30, 2010 related to assets and liabilities still outstanding at June 30, 2010. (3) Net derivative and other contracts represent Financial instruments owned-Derivative and other contracts net of Financial instruments sold, not yet purchased-Derivative and other contracts. For further information on derivative instruments and hedging activities, see Note 10. Financial instruments owned—Corporate and other debt.    During the six months ended June 30, 2010, the Company reclassified approximately  $1.4 billion of certain Corporate and other debt, primarily corporate loans, from Level 3 to Level 2. The Company reclassified the corporate loans as external prices and/or spread inputs for these instruments became observable. The Company also reclassified approximately  $0.8 billion of certain Corporate and other debt from Level 2 to Level 3. The Company reclassified corporate loans as external prices and/or spread inputs became unobservable. Fair Value of Investments that Calculate Net Asset Value. The Company's Investments measured at fair value were  $9,020 million and  $9,752 million at June 30, 2011 and December 31, 2010, respectively. The following table presents information solely about the Company's investments in private equity funds, real estate funds and hedge funds measured at fair value based on net asset value at June 30, 2011 and December 31, 2010, respectively.                                          At June 30, 2011      At December 31, 2010        Fair Value      Unfunded Commitment      Fair Value      Unfunded Commitment        (dollars in millions)   Private equity funds     $ 2,119        $ 1,019        $ 1,947        $ 1,047    Real estate funds      1,262         538         1,154         500    Hedge funds(1):                                     Long-short equity hedge funds      571         5         1,046         4    Fixed income/credit-related hedge funds      123         —           305         —      Event-driven hedge funds      183         —           143         —      Multi-strategy hedge funds      385         —           140         —                                            Total     $ 4,643        $ 1,562        $ 4,735        $ 1,551                                          (1) Fixed income/credit-related hedge funds, event-driven hedge funds, and multi-strategy hedge funds are redeemable at least on a six-month period basis primarily with a notice period of 90 days or less. At June 30, 2011, approximately 40% of the fair value amount of long-short equity hedge funds is redeemable at least quarterly, 32% is redeemable every six months and 28% of these funds have a redemption frequency of greater than six months. At December 31, 2010, approximately 49% of the fair value amount of long-short equity hedge funds is redeemable at least quarterly, 24% is redeemable every six months and 27% of these funds have a redemption frequency of greater than six months. The notice period for long-short equity hedge funds is primarily greater than 90 days. Private Equity Funds.    Amount includes several private equity funds that pursue multiple strategies including leveraged buyouts, venture capital, infrastructure growth capital, distressed investments, and mezzanine capital. In addition, the funds may be structured with a focus on specific domestic or foreign geographic regions. These investments are generally not redeemable with the funds. Instead, the nature of the investments in this category is that distributions are received through the liquidation of the underlying assets of the fund. At June 30, 2011, it is estimated that 7% of the fair value of the funds will be liquidated in the next five years, another 32% of the fair value of the funds will be liquidated between five to 10 years and the remaining 61% of the fair value of the funds have a remaining life of greater than 10 years. Real Estate Funds.    Amount includes several real estate funds that invest in real estate assets such as commercial office buildings, retail properties, multi-family residential properties, developments or hotels. In addition, the funds may be structured with a focus on specific geographic domestic or foreign regions. These investments are generally not redeemable with the funds. Distributions from each fund will be received as the underlying investments of the funds are liquidated. At June 30, 2011, it is estimated that 18% of the fair value of the funds will be liquidated within the next five years, another 35% of the fair value of the funds will be liquidated between five to 10 years and the remaining 47% of the fair value of the funds have a remaining life of greater than 10 years. Hedge Funds.    Investments in hedge funds may be subject to initial period lock-up restrictions or gates. A hedge fund lock-up provision is a provision that provides that, during a certain initial period, an investor may not make a withdrawal from the fund. The purpose of a gate is to restrict the level of redemptions that an investor in a particular hedge fund can demand on any redemption date.     •   Long-short Equity Hedge Funds.    Amount includes investments in hedge funds that invest, long or short, in equities. Equity value and growth hedge funds purchase stocks perceived to be undervalued and sell stocks perceived to be overvalued. Investments representing approximately 12% of the fair value of the investments in this category cannot be redeemed currently because the investments include certain initial period lock-up restrictions. The remaining restriction period for these investments subject to lock-up restrictions ranged from one to three years at June 30, 2011. Investments representing approximately 26% of the fair value of the investments in long-short equity hedge funds cannot be redeemed currently because an exit restriction has been imposed by the hedge fund manager. The restriction period for these investments subject to an exit restriction was primarily two years or less at June 30, 2011.     •   Fixed Income/Credit-Related Hedge Funds.    Amount includes investments in hedge funds that employ long-short, distressed or relative value strategies in order to benefit from investments in undervalued or overvalued securities that are primarily debt or credit related. At June 30, 2011, investments representing approximately 36% of the fair value of the investments in fixed income/credit-related hedge funds cannot be redeemed currently because the investments include certain initial period lock-up restrictions. The remaining restriction period for these investments subject to lock-up restrictions was one year or less at June 30, 2011.     •   Event-Driven Hedge Funds.    Amount includes investments in hedge funds that invest in event-driven situations such as mergers, hostile takeovers, reorganizations, or leveraged buyouts. This may involve the simultaneous purchase of stock in companies being acquired and the sale of stock in its acquirer, hoping to profit from the spread between the current market price and the ultimate purchase price of the target company. At June 30, 2011, investments representing approximately 34% of the value of the investments in this category cannot be redeemed currently because the investments include certain initial period lock-up restrictions. The remaining restriction period for these investments was primarily one year or less at June 30, 2011.     •   Multi-strategy Hedge Funds.    Amount includes investments in hedge funds that pursue multiple strategies to realize short- and long-term gains. Management of the hedge funds has the ability to overweight or underweight different strategies to best capitalize on current investment opportunities. At June 30, 2011, investments representing approximately 76% of the fair value of the investments in this category cannot be redeemed currently because the investments include certain initial period lock-up restrictions. The remaining restriction period for these investments subject to lock-up restrictions was primarily three years or less at June 30, 2011. Investments representing approximately 9% of the fair value of investments in multi-strategy hedge funds cannot be redeemed currently because of an exit restriction that has been imposed by the hedge fund manager. The restriction period for these investments subject to an exit restriction was indefinite at June 30, 2011.   Fair Value Option. The Company elected the fair value option for certain eligible instruments that are risk managed on a fair value basis to mitigate income statement volatility caused by measurement basis differences between the elected instruments and their associated risk management transactions or to eliminate complexities of applying certain accounting models. The following tables present net gains (losses) due to changes in fair value for items measured at fair value pursuant to the fair value option election for the quarters and six months ended June 30, 2011 and 2010, respectively.                                  Principal Transactions- Trading     Interest Expense     Gains (Losses) Included in Net Revenues        (dollars in millions)   Three Months Ended June 30, 2011                          Deposits     $ 18       $ (30 )     $ (12 )  Commercial paper and other short-term borrowings      49        —          49    Securities sold under agreements to repurchase      2        —          2    Long-term borrowings      (42 )      (270 )      (312 )          Six Months Ended June 30, 2011                          Deposits     $ 31       $ (60 )     $ (29 )  Commercial paper and other short-term borrowings      44        —          44    Securities sold under agreements to repurchase      —          —          —      Long-term borrowings      (1,308 )      (560 )      (1,868 )          Three Months Ended June 30, 2010                          Deposits     $ 10       $ (45 )     $ (35 )  Commercial paper and other short-term borrowings      55        —          55    Long-term borrowings      2,409        (285 )      2,124            Six Months Ended June 30, 2010                          Deposits     $ (15 )     $ (93 )     $ (108 )  Commercial paper and other short-term borrowings      68        —          68    Long-term borrowings      2,527        (484 )      2,043    In addition to the amounts in the above table, as discussed in Note 2 to the consolidated financial statements for the year ended December 31, 2010 included in the Form 10-K, all of the instruments within Financial instruments owned or Financial instruments sold, not yet purchased are measured at fair value, either through the election of the fair value option, or as required by other accounting guidance. The changes in overall fair value of the short-term and long-term borrowings (primarily structured notes) are attributable to changes in foreign currency exchange rates, interest rates, movements in the reference price or index for structured notes and (as presented in the table below) an adjustment to reflect the change in credit quality of the Company.   The following tables present information on the Company's short-term and long-term borrowings (primarily structured notes), loans and unfunded lending commitments for which the fair value option was elected. Gains (Losses) due to Changes in Instrument Specific Credit Risk                                          Three Months Ended June 30,     Six Months Ended June 30,            2011             2010             2011             2010            (dollars in millions)   Short-term and long-term borrowings(1)     $ 244       $ 750       $ 55       $ 803    Loans(2)      (146 )      (348 )      (108 )      (1 )  Unfunded lending commitments(3)      (223 )      (94 )      (213 )      (164 )  (1) The change in the fair value of short-term and long-term borrowings (primarily structured notes) includes an adjustment to reflect the change in credit quality of the Company based upon observations of the Company's secondary bond market spreads. (2) Instrument-specific credit gains were determined by excluding the non-credit components of gains and losses, such as those due to changes in interest rates. (3) Gains (losses) were generally determined based on the differential between estimated expected client yields and contractual yields at each respective period end. Amount by Which Contractual Principal Amount Exceeds Fair Value                          At June 30, 2011      At December 31, 2010        (dollars in billions)   Short-term and long-term borrowings(1)     $ 0.9        $ 0.6    Loans(2)      24.5         24.3    Loans 90 or more days past due and/or on non-accrual status(2)(3)      21.4         21.2    (1) These amounts do not include structured notes where the repayment of the initial principal amount fluctuates based on changes in the reference price or index. (2) The majority of this difference between principal and fair value amounts emanates from the Company's distressed debt trading business, which purchases distressed debt at amounts well below par. (3) The aggregate fair value of loans that were in non-accrual status, which includes all loans 90 or more days past due, was  $2.3 billion and  $2.2 billion at June 30, 2011 and December 31, 2010, respectively. The aggregate fair value of loans that were 90 or more days past due was  $1.8 billion and  $2.0 billion at June 30, 2011 and December 31, 2010, respectively. The tables above exclude non-recourse debt from consolidated VIEs, liabilities related to failed sales, pledged commodities and other liabilities that have specified assets attributable to them. Assets and Liabilities Measured at Fair Value on a Non-recurring Basis Certain assets were measured at fair value on a non-recurring basis and are not included in the tables above. These assets may include loans, equity method investments, premises and equipment, intangible assets and real estate investments.   The following tables present, by caption on the condensed consolidated statements of financial condition, the fair value hierarchy for those assets measured at fair value on a non-recurring basis for which the Company recognized a non-recurring fair value adjustment for the quarters and six months ended June 30, 2011 and 2010, respectively. Three and Six Months Ended June 30, 2011.                                                                 Fair Value Measurements Using:                     Carrying Value At June 30, 2011(1)      Quoted Prices in Active Markets for Identical Assets (Level 1)      Significant Observable Inputs (Level 2)      Significant Unobservable Inputs (Level 3)      Total Gains (Losses) for the Three Months Ended June 30, 2011(2)     Total Gains (Losses) for the Six Months Ended June 30, 2011(2)        (dollars in millions)   Loans(3)     $ 183        $ —          $ 92        $ 91        $ 3       $ 18    Other investments(4)      84         —           —           84         (20 )      (28 )  Intangible assets(5)      —           —           —           —           —          (3 )                                                         Total     $ 267        $ —          $ 92        $ 175        $ (17 )     $ (13 )                                                         (1) Carrying values relate only to those assets that had fair value adjustments during the quarter ended June 30, 2011. These amounts do not include assets that had fair value adjustments during the six months ended June 30, 2011, unless the assets also had a fair value adjustment during the quarter ended June 30, 2011. (2) Losses are recorded within Other expenses in the condensed consolidated statement of income except for fair value adjustments related to Loans and losses related to Other investments, which are included in Other revenues. (3) Non-recurring change in fair value for loans held for investment was calculated based upon the fair value of the underlying collateral. The fair value of the collateral was determined using internal expected recovery models. The non-recurring change in fair value for mortgage loans held for sale is based upon a valuation model incorporating market observable inputs. (4) Losses recorded were determined primarily using discounted cash flow models. (5) Losses primarily related to investment management contracts and were determined primarily using discounted cash flow models. There were no liabilities measured at fair value on a non-recurring basis during the quarter and six months ended June 30, 2011. Three and Six Months Ended June 30, 2010.                                                                 Fair Value Measurements Using:                     Carrying Value At June 30, 2010(1)      Quoted Prices in Active Markets for Identical Assets (Level 1)      Significant Observable Inputs (Level 2)      Significant Unobservable Inputs (Level 3)      Total Losses for the Three Months Ended June 30, 2010(2)     Total Losses for the Six Months Ended June 30, 2010(2)        (dollars in millions)   Loans(3)     $ 622        $ —          $ —          $ 622        $ (25 )     $ (28 )  Other investments(4)      —           —           —           —           —          (5 )  Intangible assets(5)      3         —           —           3         (17 )      (27 )                                                         Total     $ 625        $ —          $ —          $ 625        $ (42 )     $ (60 )                                                         (1) Carrying values relate only to those assets that had fair value adjustments during the quarter ended June 30, 2010. These amounts do not include assets that had fair value adjustments during the six months ended June 30, 2010, unless the assets also had a fair value adjustment during the quarter ended June 30, 2010. (2) Losses are recorded within Other expenses in the condensed consolidated statement of income except for fair value adjustments related to Loans and losses related to Other investments, which are included in Other revenues. (3) Non-recurring change in fair value for loans held for investment were calculated based upon the fair value of the underlying collateral. The fair value of the collateral was determined using internal expected recovery models. (4) Losses recorded were determined primarily using discounted cash flow models. (5) Losses primarily related to investment management contracts and were determined using discounted cash flow models. In addition to the losses included in the table above, the Company incurred a loss of approximately  $951 million in connection with the planned disposition of Revel, which was included in discontinued operations. The loss primarily related to premises and equipment and was included in discontinued operations (see Note 1). The fair value of Revel, net of estimated costs to sell, included in Premises, equipment and software costs was approximately  $240 million at June 30, 2010 and was classified in Level 3. Fair value was determined using discounted cash flow models. There were no liabilities measured at fair value on a non-recurring basis during the quarter and six months ended June 30, 2010. Financial Instruments Not Measured at Fair Value. Some of the Company's financial instruments are not measured at fair value on a recurring basis but nevertheless are recorded at amounts that approximate fair value due to their liquid or short-term nature. Such financial assets and financial liabilities include: Cash and due from banks, Interest bearing deposits with banks, Cash deposited with clearing organizations or segregated under federal and other regulations or requirements, Federal funds sold and Securities purchased under agreements to resell, Securities borrowed, certain Securities sold under agreements to repurchase, Securities loaned, Receivables—Customers, Receivables—Brokers, dealers and clearing organizations, Payables—Customers, Payables—Brokers, dealers and clearing organizations, certain Commercial paper and other short-term borrowings, certain Deposits and certain Other secured financings. The Company's long-term borrowings are recorded at amortized amounts unless elected under the fair value option or designated as a hedged item in a fair value hedge. For long-term borrowings not measured at fair value, the fair value of the Company's long-term borrowings was estimated using either quoted market prices or discounted cash flow analyses based on the Company's current borrowing rates for similar types of borrowing arrangements. At June 30, 2011, the carrying value of the Company's long-term borrowings not measured at fair value was approximately  $1.0 billion higher than fair value. At December 31, 2010, the carrying value of the Company's long-term borrowings not measured at fair value was approximately  $1.8 billion higher than fair value.

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Securities Available For Sale	6 Months Ended
Jun. 30, 2011
Securities Available For Sale
Securities Available For Sale	4. Securities Available for Sale. The following table presents information about the Company's available for sale ("AFS") securities:       At June 30, 2011       Amortized Cost     Gross Unrealized Gains     Gross Unrealized Losses     Other-than- Temporary Impairment     Fair Value       (dollars in millions)   Debt securities available for sale:           U.S. government and agency securities:           U.S. Treasury securities    $ 9,233       $ 148       $ 3       $ —         $ 9,378    U.S. agency securities     14,986        6        64        —          14,928                                            Total U.S. government and agency securities    $ 24,219       $ 154       $ 67       $ —         $ 24,306                                                At December 31, 2010       Amortized Cost     Gross Unrealized Gains     Gross Unrealized Losses     Other-than- Temporary Impairment     Fair Value       (dollars in millions)   Debt securities available for sale:           U.S. government and agency securities:           U.S. Treasury securities    $ 18,812       $ 199       $ 34       $ —         $ 18,977    U.S. agency securities     10,774        16        118        —          10,672                                            Total U.S. government and agency securities    $ 29,586       $ 215       $ 152       $ —         $ 29,649                                            The table below presents the fair value of investments in debt securities available for sale that have been in an unrealized loss position:       Less than 12 Months     12 Months or Longer     Total   At June 30, 2011   Fair Value     Gross Unrealized Losses     Fair Value     Gross Unrealized Losses     Fair Value     Gross Unrealized Losses       (dollars in millions)   Debt securities available for sale:             U.S. government and agency securities:             U.S. Treasury securities    $ 619       $ 3       $ —         $ —         $ 619       $ 3    U.S. agency securities     11,023        64        —          —          11,023        64                                                    Total U.S. government and agency securities    $ 11,642       $ 67       $ —         $ —         $ 11,642       $ 67                                                        Less than 12 Months     12 Months or Longer     Total   At December 31, 2010   Fair Value     Gross Unrealized Losses     Fair Value     Gross Unrealized Losses     Fair Value     Gross Unrealized Losses       (dollars in millions)   Debt securities available for sale:             U.S. government and agency securities:             U.S. Treasury securities    $ 1,960       $ 34       $ —         $ —         $ 1,960       $ 34    U.S. agency securities     7,736        118        —          —          7,736        118                                                    Total U.S. government and agency securities    $ 9,696       $ 152       $ —         $ —         $ 9,696       $ 152                                                    Gross unrealized losses are recorded in Accumulated other comprehensive income. The Company does not intend to sell these securities or expect to be required to sell these securities prior to recovery of the amortized cost basis. In addition, the Company does not expect these securities to experience a credit loss given the explicit and implicit guarantee provided by the U.S. government. The Company believes that the debt securities with an unrealized loss in Accumulated other comprehensive income were not other-than-temporarily impaired at June 30, 2011 and December 31, 2010.   The following table presents the amortized cost and fair value of debt securities available for sale by contractual maturity dates at June 30, 2011.       Amortized Cost     Fair Value     Annualized Average Yield       (dollars in millions)         U.S. government and agency securities:       U.S. Treasury securities:       Due within 1 year    $ 304       $ 304        0.4 %  After 1 year but through 5 years     8,830        8,975        1.4 %  After 5 years     99        99        1.7 %                    Total    $ 9,233       $ 9,378                        U.S. agency securities:       After 5 years     14,986        14,928        1.3 %                    Total U.S. government and agency securities:    $ 24,219       $ 24,306        1.4 %                    The following table presents information pertaining to sales of debt securities available for sale:        Three Months Ended June 30, 2011      Six Months Ended June 30, 2011        (dollars in millions)   Gross realized gains     $ 84        $ 96                      Gross realized losses     $ 2        $ 2                      Proceeds of sales of debt securities available for sale     $ 7,021        $ 13,142                      Gross realized gains and losses are recognized in Other revenues in the condensed consolidated statements of income. There were no sales of AFS securities during the three and six months ended June 30, 2010.

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Collateralized Transactions	6 Months Ended
Jun. 30, 2011
Collateralized Transactions
Collateralized Transactions	5. Collateralized Transactions. The Company enters into reverse repurchase agreements, repurchase agreements, securities borrowed and securities loaned transactions to, among other things, acquire securities to cover short positions and settle other securities obligations, to accommodate customers' needs and to finance the Company's inventory positions. The Company's policy is generally to take possession of Securities received as collateral, Securities purchased under agreements to resell and Securities borrowed. The Company manages credit exposure arising from reverse repurchase agreements, repurchase agreements, securities borrowed and securities loaned transactions by, in appropriate circumstances, entering into master netting agreements and collateral arrangements with counterparties that provide the Company, in the event of a customer default, the right to liquidate collateral and the right to offset a counterparty's rights and obligations. The Company also monitors the fair value of the underlying securities as compared with the related receivable or payable, including accrued interest, and, as necessary, requests additional collateral to ensure such transactions are adequately collateralized. Where deemed appropriate, the Company's agreements with third parties specify its rights to request additional collateral. The Company also engages in securities financing transactions for customers through margin lending. Under these agreements and transactions, the Company either receives or provides collateral, including U.S. government and agency securities, other sovereign government obligations, corporate and other debt, and corporate equities. Customer receivables generated from margin lending activity are collateralized by customer-owned securities held by the Company. The Company monitors required margin levels and established credit limits daily and, pursuant to such guidelines, requires customers to deposit additional collateral, or reduce positions, when necessary. Margin loans are extended on a demand basis and are not committed facilities. Factors considered in the review of margin loans are the amount of the loan, the intended purpose, the degree of leverage being employed in the account, and overall evaluation of the portfolio to ensure proper diversification or, in the case of concentrated positions, appropriate liquidity of the underlying collateral or potential hedging strategies to reduce risk. Additionally, transactions relating to concentrated or restricted positions require a review of any legal impediments to liquidation of the underlying collateral. Underlying collateral for margin loans is reviewed with respect to the liquidity of the proposed collateral positions, valuation of securities, historic trading range, volatility analysis and an evaluation of industry concentrations. For these transactions, adherence to the Company's collateral policies significantly limits the Company's credit exposure in the event of customer default. The Company may request additional margin collateral from customers, if appropriate, and, if necessary, may sell securities that have not been paid for or purchase securities sold but not delivered from customers. At June 30, 2011 and December 31, 2010, there were approximately  $20.7 billion and  $18.0 billion, respectively, of customer margin loans outstanding. Other secured financings include the liabilities related to transfers of financial assets that are accounted for as financings rather than sales, consolidated VIEs where the Company is deemed to be the primary beneficiary, and certain equity-linked notes and other secured borrowings. These liabilities are generally payable from the cash flows of the related assets accounted for as Financial instruments owned (see Note 6). The Company pledges its financial instruments owned to collateralize repurchase agreements and other securities financings. Pledged financial instruments that can be sold or repledged by the secured party are identified as Financial instruments owned (pledged to various parties) in the condensed consolidated statements of financial condition. The carrying value and classification of financial instruments owned by the Company that have been loaned or pledged to counterparties where those counterparties do not have the right to sell or repledge the collateral were as follows:        At June 30, 2011      At December 31, 2010        (dollars in millions)   Financial instruments owned:       U.S. government and agency securities     $ 7,222        $ 11,513    Other sovereign government obligations      6,547         8,741    Corporate and other debt      14,257         12,333    Corporate equities      23,546         21,919                      Total     $ 51,572        $ 54,506                      The Company receives collateral in the form of securities in connection with reverse repurchase agreements, securities borrowed and derivative transactions, and customer margin loans. In many cases, the Company is permitted to sell or repledge these securities held as collateral and use the securities to secure repurchase agreements, to enter into securities lending and derivative transactions or for delivery to counterparties to cover short positions. The Company additionally receives securities as collateral in connection with certain securities-for-securities transactions in which the Company is the lender. In instances where the Company is permitted to sell or repledge these securities, the Company reports the fair value of the collateral received and the related obligation to return the collateral in the condensed consolidated statements of financial condition. At June 30, 2011 and December 31, 2010, the fair value of financial instruments received as collateral where the Company is permitted to sell or repledge the securities was  $585 billion and  $537 billion, respectively, and the fair value of the portion that had been sold or repledged was  $416 billion and  $390 billion, respectively.   At June 30, 2011 and December 31, 2010, cash and securities deposited with clearing organizations or segregated under federal and other regulations or requirements were as follows:        At June 30, 2011      At December 31, 2010        (dollars in millions)   Cash deposited with clearing organizations or segregated under federal and other regulations or requirements     $ 25,504        $ 19,180    Securities(1)      12,175         18,935                      Total     $ 37,679        $ 38,115                      (1) Securities deposited with clearing organizations or segregated under federal and other regulations or requirements are sourced from Federal funds sold and securities purchased under agreements to resell and Financial instruments owned in the condensed consolidated statements of financial condition.

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Variable Interest Entities And Securitization Activities	6 Months Ended
Jun. 30, 2011
Variable Interest Entities And Securitization Activities
Variable Interest Entities And Securitization Activities	6. Variable Interest Entities and Securitization Activities. The Company is involved with various SPEs in the normal course of business. In most cases, these entities are deemed to be VIEs. The Company applies accounting guidance for consolidation of VIEs to certain entities in which equity investors do not have the characteristics of a controlling financial interest or do not have sufficient equity at risk for the entity to finance its activities without additional subordinated financial support from other parties. Excluding entities subject to the Deferral (as defined in Note 2 to the consolidated financial statements included in the Form 10-K), the primary beneficiary of a VIE is the party that both (1) has the power to direct the activities of a VIE that most significantly affect the VIE's economic performance and (2) has an obligation to absorb losses or the right to receive benefits that in either case could potentially be significant to the VIE. The Company consolidates entities of which it is the primary beneficiary. The Company's variable interests in VIEs include debt and equity interests, commitments, guarantees, derivative instruments and certain fees. The Company's involvement with VIEs arises primarily from:     •   Interests purchased in connection with market-making and retained interests held as a result of securitization activities, including re-securitization transactions.     •   Guarantees issued and residual interests retained in connection with municipal bond securitizations.     •   Servicing residential and commercial mortgage loans held by VIEs.     •   Loans and investments made to VIEs that hold debt, equity, real estate or other assets.     •   Derivatives entered into with VIEs.     •   Structuring of credit-linked notes ("CLN") or other asset-repackaged notes designed to meet the investment objectives of clients.     •   Other structured transactions designed to provide tax-efficient yields to the Company or its clients. The Company determines whether it is the primary beneficiary of a VIE upon its initial involvement with the VIE and reassesses whether it is the primary beneficiary on an ongoing basis as long as it has any continuing involvement with the VIE. This determination is based upon an analysis of the design of the VIE, including the VIE's structure and activities, the power to make significant economic decisions held by the Company and by other parties, and the variable interests owned by the Company and other parties.   The power to make the most significant economic decisions may take a number of different forms in different types of VIEs. The Company considers servicing or collateral management decisions as representing the power to make the most significant economic decisions in transactions such as securitizations or CDOs. As a result, the Company does not consolidate securitizations or CDOs for which it does not act as the servicer or collateral manager unless it holds certain other rights to replace the servicer or collateral manager or to require the liquidation of the entity. If the Company serves as servicer or collateral manager, or has certain other rights described in the previous sentence, the Company analyzes the interests in the VIE that it holds and consolidates only those VIEs for which it holds a potentially significant interest, generally based on the fair value of interests held by the Company relative to the fair value of the assets of the VIE. The structure of securitization vehicles and CDOs are driven by several parties, including loan seller(s) in securitization transactions, the collateral manager in a CDO, one or more rating agencies, a financial guarantor in some transactions and the underwriter(s) of the transactions, who serve to reflect specific investor demand. In addition, subordinate investors, such as the "B-piece" buyer in commercial mortgage backed securitizations or equity investors in CDOs, can influence whether specific loans are excluded from a CMBS transaction or investment criteria in a CDO. For many transactions, such as re-securitization transactions, CLNs and other asset-repackaged notes, there are no significant economic decisions made on an ongoing basis. In these cases, the Company focuses its analysis on decisions made prior to the initial closing of the transaction and at the termination of the transaction. Based upon factors, which include an analysis of the nature of the assets, including whether the assets were issued in a transaction sponsored by the Company and the extent of the information available to the Company and to investors, the number, nature and involvement of investors, other rights held by the Company and investors, the standardization of the legal documentation and the level of the continuing involvement by the Company, including the amount and type of interests owned by the Company and by other investors, the Company concluded in most of these transactions that decisions made prior to the initial closing were shared between the Company and the initial investors. The Company focused its control decision on any right held by the Company or investors related to the termination of the VIE. Most re-securitization transactions, CLNs and other asset-repackaged notes have no such termination rights. Except for consolidated VIEs included in other structured financings in the tables below, the Company accounts for the assets held by the entities primarily in Financial instruments owned and the liabilities of the entities as Other secured financings in the condensed consolidated statements of financial condition. For consolidated VIEs included in other structured financings, the Company accounts for the assets held by the entities primarily in Premises, equipment and software costs, and Other assets in the condensed consolidated statements of financial condition. Except for consolidated VIEs included in other structured financings, the assets and liabilities are measured at fair value, with changes in fair value reflected in earnings. The assets owned by many consolidated VIEs cannot be removed unilaterally by the Company and are not generally available to the Company. The related liabilities issued by many consolidated VIEs are non-recourse to the Company. In certain other consolidated VIEs, the Company has the unilateral right to remove assets or provides additional recourse through derivatives such as total return swaps, guarantees or other forms of involvement.   The following tables present information at June 30, 2011 and December 31, 2010 about VIEs that the Company consolidates. Consolidated VIE assets and liabilities are presented after intercompany eliminations and include assets financed on a non-recourse basis.        At June 30, 2011        Mortgage and Asset-backed Securitizations      Collateralized Debt Obligations      Managed Real Estate Partnerships      Other Structured Financings      Other        (dollars in millions)   VIE assets     $ 3,071        $ 133        $ 2,184        $ 851        $ 2,643    VIE liabilities     $ 2,185        $ 99        $ 111        $ 2,571        $ 880           At December 31, 2010        Mortgage and Asset-Backed Securitizations      Collateralized Debt Obligations      Managed Real Estate Partnerships      Other Structured Financings      Other        (dollars in millions)   VIE assets     $ 3,362        $ 129        $ 2,032        $ 643        $ 2,584    VIE liabilities     $ 2,544        $ 68        $ 108        $ 2,571        $ 1,219    In general, the Company's exposure to loss in consolidated VIEs is limited to losses that would be absorbed on the VIE's assets recognized in its financial statements, net of losses absorbed by third-party holders of the VIE's liabilities. At June 30, 2011 and December 31, 2010, managed real estate partnerships reflected noncontrolling interests in the Company's condensed consolidated financial statements of  $1,627 million and  $1,508 million, respectively. The Company also had additional maximum exposure to losses of approximately  $471 million and  $884 million at June 30, 2011 and December 31, 2010, respectively. This additional exposure related primarily to certain derivatives (e.g., instead of purchasing senior securities, the Company has sold credit protection to synthetic CDOs through credit derivatives that are typically related to the most senior tranche of the CDO) and commitments, guarantees and other forms of involvement.   The following tables present information about certain non-consolidated VIEs in which the Company had variable interests at June 30, 2011 and December 31, 2010. The tables include all VIEs in which the Company has determined that its maximum exposure to loss is greater than specific thresholds or meets certain other criteria. Most of the VIEs included in the tables below are sponsored by unrelated parties; the Company's involvement generally is the result of the Company's secondary market-making activities.       At June 30, 2011       Mortgage and Asset-Backed Securitizations     Collateralized Debt Obligations     Municipal Tender Option Bonds     Other Structured Financings     Other       (dollars in millions)   VIE assets that the Company does not consolidate (unpaid principal balance)(1)    $ 199,668       $ 26,919       $ 6,901       $ 2,015       $ 5,345    Maximum exposure to loss:           Debt and equity interests(2)    $ 6,833       $ 1,788       $ —         $ 1,016       $ 1,178    Derivative and other contracts     75        847        4,491        —          1,424    Commitments, guarantees and other     —          308        —          797        363                                            Total maximum exposure to loss    $ 6,908       $ 2,943       $ 4,491       $ 1,813       $ 2,965                                            Carrying value of exposure to loss—Assets:           Debt and equity interests(2)    $ 6,833       $ 1,788       $ —         $ 709       $ 1,178    Derivative and other contracts     94        659        —          —          401                                            Total carrying value of exposure to loss—Assets    $ 6,927       $ 2,447       $ —         $ 709       $ 1,579                                            Carrying value of exposure to loss—Liabilities:           Derivative and other contracts    $ 19       $ 119       $ —         $ —         $ 49    Commitments, guarantees and other     —          —          —          16        337                                            Total carrying value of exposure to loss—Liabilities    $ 19       $ 119       $ —         $ 16       $ 386                                            (1) Mortgage and asset-backed securitizations include VIE assets as follows:  $25.3 billion of residential mortgages;  $132.9 billion of commercial mortgages;  $25.0 billion of U.S. agency collateralized mortgage obligations; and  $16.5 billion of other consumer or commercial loans. (2) Mortgage and asset-backed securitizations include VIE debt and equity interests as follows:  $1.5 billion of residential mortgages;  $1.8 billion of commercial mortgages;  $2.3 billion of U.S. agency collateralized mortgage obligations; and  $1.2 billion of other consumer or commercial loans.       At December 31, 2010       Mortgage and Asset-Backed Securitizations     Collateralized Debt Obligations     Municipal Tender Option Bonds     Other Structured Financings     Other       (dollars in millions)   VIE assets that the Company does not consolidate (unpaid principal balance)(1)    $ 172,711       $ 38,332       $ 7,431       $ 2,037       $ 11,262    Maximum exposure to loss:           Debt and equity interests(2)    $ 8,129       $ 1,330       $ 78       $ 1,062       $ 2,678    Derivative and other contracts     113        942        4,709        —          2,079    Commitments, guarantees and other     —          —          —          791        446                                            Total maximum exposure to loss    $ 8,242       $ 2,272       $ 4,787       $ 1,853       $ 5,203                                            Carrying value of exposure to loss—Assets:           Debt and equity interests(2)    $ 8,129       $ 1,330       $ 78       $ 779       $ 2,678    Derivative and other contracts     113        753        —          —          551                                            Total carrying value of exposure to loss—Assets    $ 8,242       $ 2,083       $ 78       $ 779       $ 3,229                                            Carrying value of exposure to loss—Liabilities:           Derivative and other contracts    $ 15       $ 123       $ —         $ —         $ 23    Commitments, guarantees and other     —          —          —          44        261                                            Total carrying value of exposure to loss—Liabilities    $ 15       $ 123       $ —         $ 44       $ 284                                            (1) Mortgage and asset-backed securitizations include VIE assets as follows:  $34.9 billion of residential mortgages;  $94.0 billion of commercial mortgages;  $28.8 billion of U.S. agency collateralized mortgage obligations; and  $15.0 billion of other consumer or commercial loans. (2) Mortgage and asset-backed securitizations include VIE debt and equity interests as follows:  $1.9 billion of residential mortgages;  $2.1 billion of commercial mortgages;  $3.0 billion of U.S. agency collateralized mortgage obligations; and  $1.1 billion of other consumer or commercial loans. The Company's maximum exposure to loss often differs from the carrying value of the VIE's assets. The maximum exposure to loss is dependent on the nature of the Company's variable interest in the VIEs and is limited to the notional amounts of certain liquidity facilities, other credit support, total return swaps, written put options, and the fair value of certain other derivatives and investments the Company has made in the VIEs. Liabilities issued by VIEs generally are non-recourse to the Company. Where notional amounts are utilized in quantifying maximum exposure related to derivatives, such amounts do not reflect fair value writedowns already recorded by the Company. The Company's maximum exposure to loss does not include the offsetting benefit of any financial instruments that the Company may utilize to hedge these risks associated with the Company's variable interests. In addition, the Company's maximum exposure to loss is not reduced by the amount of collateral held as part of a transaction with the VIE or any party to the VIE directly against a specific exposure to loss. Securitization transactions generally involve VIEs. Primarily as a result of its secondary market-making activities, the Company owned additional securities issued by securitization SPEs for which the maximum exposure to loss is less than specific thresholds. These additional securities totaled  $5.0 billion at June 30, 2011. These securities were either retained in connection with transfers of assets by the Company or acquired in connection with secondary market-making activities. Securities issued by securitization SPEs consist of  $1.8 billion of securities backed primarily by residential mortgage loans,  $1.0 billion of securities backed by U.S. agency collateralized mortgage obligations,  $0.9 billion of securities backed by commercial mortgage loans,  $0.8 billion of securities backed by collateralized debt obligations or collateralized loan obligations and  $0.5 billion backed by other consumer loans, such as credit card receivables, automobile loans and student loans. The Company's primary risk exposure is to the securities issued by the SPE owned by the Company, with the risk highest on the most subordinate class of beneficial interests. These securities generally are included in Financial instruments owned—Corporate and other debt and are measured at fair value. The Company does not provide additional support in these transactions through contractual facilities, such as liquidity facilities, guarantees or similar derivatives. The Company's maximum exposure to loss generally equals the fair value of the securities owned. The Company's transactions with VIEs primarily includes securitizations, municipal tender option bond trusts, credit protection purchased through CLNs, other structured financings, collateralized loan and debt obligations, equity-linked notes, managed real estate partnerships and asset management investment funds. The Company's continuing involvement in VIEs that it does not consolidate can include ownership of retained interests in Company-sponsored transactions, interests purchased in the secondary market (both for Company-sponsored transactions and transactions sponsored by third parties), derivatives with securitization SPEs (primarily interest rate derivatives in commercial mortgage and residential mortgage securitizations and credit derivatives in which the Company has purchased protection in synthetic CDOs), and as servicer in residential mortgage securitizations in the U.S. and Europe and commercial mortgage securitizations in Europe. Such activities are further described in Note 7 to the consolidated financial statements for the year ended December 31, 2010 included in the Form 10-K. Transfers of Assets with Continuing Involvement. The following tables present information at June 30, 2011 regarding transactions with SPEs in which the Company, acting as principal, transferred financial assets with continuing involvement and received sales treatment.        At June 30, 2011        Residential Mortgage Loans      Commercial Mortgage Loans      U.S. Agency Collateralized Mortgage Obligations      Credit- Linked Notes and Other        (dollars in millions)   SPE assets (unpaid principal balance)(1)     $ 44,788        $ 86,427        $ 33,188        $ 17,913    Retained interests (fair value):             Investment grade     $ 37        $ 89        $ 1,710        $ 3    Non-investment grade      233         59         —           1,474                                        Total retained interests (fair value)     $ 270        $ 148        $ 1,710        $ 1,477                                        Interests purchased in the secondary market (fair value):             Investment grade     $ 75        $ 286        $ 133        $ 425    Non-investment grade      266         144         —           24                                        Total interests purchased in the secondary market (fair value)     $ 341        $ 430        $ 133        $ 449                                        Derivative assets (fair value)     $ 40        $ 1,123        $ —          $ 166    Derivative liabilities (fair value)     $ 38        $ —          $ —          $ 274    (1) Amounts include assets transferred by unrelated transferors.        At June 30, 2011        Level 1      Level 2      Level 3      Total        (dollars in millions)   Retained interests (fair value):             Investment grade     $ —          $ 1,832        $ 7        $ 1,839    Non-investment grade      —           120         1,646         1,766                                        Total retained interests (fair value)     $ —          $ 1,952        $ 1,653        $ 3,605                                        Interests purchased in the secondary market (fair value):             Investment grade     $ —          $ 911        $ 8        $ 919    Non-investment grade      —           255         179         434                                        Total interests purchased in the secondary market (fair value)     $ —          $ 1,166        $ 187        $ 1,353                                        Derivative assets (fair value)     $ —          $ 815        $ 514        $ 1,329    Derivative liabilities (fair value)     $ —          $ 274        $ 38        $ 312    The following tables present information at December 31, 2010 regarding transactions with SPEs in which the Company, acting as principal, transferred assets with continuing involvement and received sales treatment.        At December 31, 2010        Residential Mortgage Loans      Commercial Mortgage Loans      U.S. Agency Collateralized Mortgage Obligations      Credit- Linked Notes and Other        (dollars in millions)   SPE assets (unpaid principal balance)(1)     $ 48,947        $ 85,974        $ 29,748        $ 11,462    Retained interests (fair value):             Investment grade     $ 46        $ 64        $ 2,636        $ 8    Non-investment grade      206         81         —           2,327                                        Total retained interests (fair value)     $ 252        $ 145        $ 2,636        $ 2,335                                        Interests purchased in the secondary market (fair value):             Investment grade     $ 118        $ 643        $ 155        $ 21    Non-investment grade      205         55         —           11                                        Total interests purchased in the secondary market (fair value)     $ 323        $ 698        $ 155        $ 32                                        Derivative assets (fair value)     $ 75        $ 955        $ —          $ 78    Derivative liabilities (fair value)     $ 29        $ 80        $ —          $ 314    (1) Amounts include assets transferred by unrelated transferors.        At December 31, 2010        Level 1      Level 2      Level 3      Total        (dollars in millions)   Retained interests (fair value):             Investment grade     $ —          $ 2,732        $ 22        $ 2,754    Non-investment grade      —           241         2,373         2,614                                        Total retained interests (fair value)     $ —          $ 2,973        $ 2,395        $ 5,368                                        Interests purchased in the secondary market (fair value):             Investment grade     $ —          $ 929        $ 8        $ 937    Non-investment grade      —           255         16         271                                        Total interests purchased in the secondary market (fair value)     $ —          $ 1,184        $ 24        $ 1,208                                        Derivative assets (fair value)     $ —          $ 887        $ 221        $ 1,108    Derivative liabilities (fair value)     $ —          $ 360        $ 63        $ 423    Transferred assets are carried at fair value prior to securitization, and any changes in fair value are recognized in the condensed consolidated statements of income. The Company may act as underwriter of the beneficial interests issued by securitization vehicles. Investment banking underwriting net revenues are recognized in connection with these transactions. The Company may retain interests in the securitized financial assets as one or more tranches of the securitization. These retained interests are included in the condensed consolidated statements of financial condition at fair value. Any changes in the fair value of such retained interests are recognized in the condensed consolidated statements of income. Net gains on sales of assets in securitization transactions at the time of the sale were not material in the six months ended June 30, 2011 and 2010. During the six months ended June 30, 2011 and 2010, the Company received proceeds from new securitization transactions of  $15.0 billion and  $10.0 billion, respectively. During the six months ended June 30, 2011 and 2010, the Company received proceeds from cash flows from retained interests in securitization transactions of  $3.9 billion and  $2.8 billion, respectively. The Company has provided, or otherwise agreed to be responsible for, representations and warranties regarding certain assets transferred in securitization transactions sponsored by the Company (see Note 11). Failed Sales. In order to be treated as a sale of assets for accounting purposes, a transaction must meet all of the criteria stipulated in the accounting guidance for the transfer of financial assets. If the transfer fails to meet these criteria, that transfer of financial assets is treated as a failed sale. In such case, the Company continues to recognize the assets in Financial instruments owned, and the Company recognizes the associated liabilities in Other secured financings in the condensed consolidated statements of financial condition. The assets transferred to many unconsolidated VIEs in transactions accounted for as failed sales cannot be removed unilaterally by the Company and are not generally available to the Company. The related liabilities issued by many unconsolidated VIEs are non-recourse to the Company. In certain other failed sale transactions, the Company has the unilateral right to remove assets or provide additional recourse through derivatives such as total return swaps, guarantees or other forms of involvement.   The following table presents information about the carrying value of assets and liabilities resulting from transfers of financial assets treated by the Company as secured financings:        At June 30, 2011      At December 31, 2010        Carrying Value of      Carrying Value of        Assets      Liabilities        Assets        Liabilities        (dollars in millions)   Commercial mortgage loans     $ 115        $ 115        $ 128        $ 124    Credit-linked notes      451         405         784         781    Equity-linked transactions      1,661         1,621         1,618         1,583    Other      113         113         62         61    Mortgage Servicing Activities. Mortgage Servicing Rights.    The Company may retain servicing rights to certain mortgage loans that are sold. These transactions create an asset referred to as MSRs, which totaled approximately  $133 million and  $157 million at June 30, 2011 and December 31, 2010, respectively, and are included within Intangible assets and carried at fair value in the condensed consolidated statements of financial condition. SPE Mortgage Servicing Activities.    The Company services residential mortgage loans in the U.S. and Europe and commercial mortgage loans in Europe owned by SPEs, including SPEs sponsored by the Company and SPEs not sponsored by the Company. The Company generally holds retained interests in Company-sponsored SPEs. In some cases, as part of its market-making activities, the Company may own some beneficial interests issued by both Company-sponsored and non-Company sponsored SPEs. The Company provides no credit support as part of its servicing activities. The Company is required to make servicing advances to the extent that it believes that such advances will be reimbursed. Reimbursement of servicing advances is a senior obligation of the SPE, senior to the most senior beneficial interests outstanding. Outstanding advances are included in Other assets and are recorded at cost. Advances at June 30, 2011 and December 31, 2010 totaled approximately  $1.4 billion and  $1.5 billion, respectively, net of allowance of  $6 million and  $10 million at June 30, 2011 and December 31, 2010, respectively. The following tables present information about the Company's mortgage servicing activities for SPEs to which the Company transferred loans at June 30, 2011 and December 31, 2010:        At June 30, 2011        Residential Mortgage Unconsolidated SPEs     Residential Mortgage Consolidated SPEs     Commercial Mortgage Unconsolidated SPEs      Commercial Mortgage Consolidated SPEs        (dollars in millions)   Assets serviced (unpaid principal balance)     $ 9,902       $ 2,221       $ 6,893        $ 1,993    Amounts past due 90 days or greater (unpaid principal balance)(1)     $ 3,375       $ 408       $ —          $ —      Percentage of amounts past due 90 days or greater(1)      34.1 %      18.4 %      —           —      Credit losses     $ 206       $ 13       $ —          $ —      (1) Amount includes loans that are at least 90 days contractually delinquent, loans for which the borrower has filed for bankruptcy, loans in foreclosure and real estate owned.        At December 31, 2010        Residential Mortgage Unconsolidated SPEs     Residential Mortgage Consolidated SPEs     Commercial Mortgage Unconsolidated SPEs      Commercial Mortgage Consolidated SPEs        (dollars in millions)   Assets serviced (unpaid principal balance)     $ 10,616       $ 2,357       $ 7,108        $ 2,097    Amounts past due 90 days or greater (unpaid principal balance)(1)     $ 3,861       $ 446       $ —          $ —      Percentage of amounts past due 90 days or greater(1)      36.4 %      18.9 %      —           —      Credit losses     $ 1,098       $ 35       $ —          $ —      (1) Amount includes loans that are at least 90 days contractually delinquent, loans for which the borrower has filed for bankruptcy, loans in foreclosure and real estate owned. The Company also serviced residential and commercial mortgage loans for SPEs sponsored by unrelated parties with unpaid principal balances totaling  $12 billion and  $13 billion at June 30, 2011 and December 31, 2010, respectively.

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Financing Receivables	6 Months Ended
Jun. 30, 2011
Financing Receivables
Financing Receivables	7. Financing Receivables. Loans held for investment. The Company's loans held for investment are recorded at amortized cost and classified as Loans in the condensed consolidated statements of financial condition. The Company's loans held for investment at June 30, 2011 and December 31, 2010 included the following:        At June 30, 2011      At December 31, 2010        (dollars in millions)   Commercial and industrial     $ 4,183        $ 4,054    Consumer loans      4,395         3,974    Residential real estate loans      3,320         1,915    Wholesale real estate loans      468         468                      Total loans held for investment(1)     $ 12,366        $ 10,411                      (1) Amounts are net of allowances of  $36 million and  $82 million at June 30, 2011 and December 31, 2010, respectively. The above table does not include loans held for sale of  $110 million and  $165 million at June 30, 2011 and December 31, 2010. The Company's Credit Risk Management Department evaluates new obligors before credit transactions are initially approved, and at least annually thereafter for consumer and industrial loans. For corporate and commercial loans, credit evaluations typically involve the evaluation of financial statements, assessment of leverage, liquidity, capital strength, asset composition and quality, market capitalization and access to capital markets, cash flow projections and debt service requirements, and the adequacy of collateral, if applicable. The Company's Credit Risk Management Department will also evaluate strategy, market position, industry dynamics, obligor's management and other factors that could affect the obligor's risk profile. For residential real estate and consumer loans, the initial credit evaluation includes, but is not limited to review of the obligor's income, net worth, liquidity, collateral, loan-to-value ratio, and credit bureau information. Subsequent credit monitoring for residential real estate loans is performed at the portfolio level and for consumer loans collateral, values are monitored on an ongoing basis. At June 30, 2011, the Company collectively evaluated for impairment gross commercial and industrial loans, consumer loans, residential real estate loans and wholesale real estate loans of  $3,993 million,  $4,325 million,  $3,321 million and  $335 million, respectively. The Company individually evaluated for impairment gross commercial and industrial loans, consumer and wholesale real estate loans of  $212 million,  $71 million and  $145 million, respectively. Commercial and industrial loans of approximately  $70 million and wholesale real estate loans of approximately  $72 million were impaired at June 30, 2011. Approximately 99% of the Company's loan portfolio was current at June 30, 2011. At December 31, 2010, the Company collectively evaluated for impairment gross commercial and industrial loans, consumer loans, residential real estate loans and wholesale real estate loans of  $3,791 million,  $3,890 million,  $1,915 million and  $90 million, respectively. The Company individually evaluated for impairment gross commercial and industrial loans, consumer and wholesale real estate loans of  $307 million,  $85 million and  $415 million, respectively. Commercial and industrial loans of approximately  $170 million and wholesale real estate loans of approximately  $108 million were impaired at December 31, 2010. Approximately 99% of the Company's loan portfolio was current at December 31, 2010. The Company assigned an internal grade of "doubtful" to certain commercial asset-backed and wholesale real estate loans totaling  $145 million and  $500 million at June 30, 2011 and December 31, 2010, respectively. Doubtful loans can be classified as current if the borrower is making payments in accordance with the loan agreement. The Company assigned an internal grade of "pass" to the majority of the remaining loans. For a description of the Company's loan portfolio and credit quality indicators utilized in its credit monitoring process, see Note 8 to the consolidated financial statements for the year ended December 31, 2010 included in the Form 10-K. Employee Loans. Employee loans are granted primarily in conjunction with a program established in the Global Wealth Management Group business segment to retain and recruit certain employees. These loans are recorded in Receivables—Fees, interest and other in the condensed consolidated statements of financial condition. These loans are full recourse, require periodic payments and have repayment terms ranging from four to 12 years. The Company establishes a reserve for loan amounts it does not consider recoverable from terminated employees, which is recorded in Compensation and benefits expense. At June 30, 2011, the Company had  $5,502 million of employee loans, net of an allowance of approximately  $112 million. At December 31, 2010, the Company had  $5,831 million of employee loans, net of an allowance of approximately  $111 million. Collateralized Transactions. In certain instances, the Company enters into reverse repurchase agreements and securities borrowed transactions to acquire securities to cover short positions, to settle other securities obligations and to accommodate customers' needs. The Company also engages in securities financing transactions for customers through margin lending (see Note 5).   Servicing Advances. As part of its servicing activities, the Company is required to make servicing advances to the extent that it believes that such advances will be reimbursed (see Note 6).

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Goodwill And Net Intangible Assets	6 Months Ended
Jun. 30, 2011
Goodwill And Net Intangible Assets
Goodwill And Net Intangible Assets	8. Goodwill and Net Intangible Assets. The Company tests goodwill for impairment on an annual basis and on an interim basis when certain events or circumstances exist. The Company tests for impairment at the reporting unit level, which is generally at the level of or one level below its business segments. Goodwill impairment is determined by comparing the estimated fair value of a reporting unit with its respective book value. If the estimated fair value exceeds the book value, goodwill at the reporting unit level is not deemed to be impaired. If the estimated fair value is below book value, however, further analysis is required to determine the amount of the impairment. Additionally, if the book value of a reporting unit is zero or a negative value and it is determined that it is more likely than not the goodwill is impaired, further analysis is required. The estimated fair values of the reporting units are generally determined utilizing methodologies that incorporate price-to-book, price-to-earnings and assets under management multiples of certain comparable companies. The Company also utilizes a discounted cash flow methodology for certain reporting units. Due to the volatility in the equity markets, the economic outlook and the Company's common shares trading below book value during the quarters ended December 31, 2010 and June 30, 2011, the Company performed additional impairment testing at December 31, 2010 and June 30, 2011, which did not result in any goodwill impairment. Adverse market or economic events could result in impairment charges in future periods. Goodwill. Changes in the carrying amount of the Company's goodwill, net of accumulated impairment losses for the six months ended June 30, 2011, were as follows:                                          Institutional Securities      Global Wealth Management Group      Asset Management      Total        (dollars in millions)   Goodwill at December 31, 2010(1)     $ 383        $ 5,616        $ 740        $ 6,739    Foreign currency translation adjustments and other      5         —           —           5                                          Goodwill at June 30, 2011(1)     $ 388        $ 5,616        $ 740        $ 6,744                                          (1) The amount of the Company's goodwill before accumulated impairments of  $700 million at June 30, 2011 and December 31, 2010, was  $7,444 million and  $7,439 million, respectively.   Net Intangible Assets. Changes in the carrying amount of the Company's intangible assets for the six months ended June 30, 2011 were as follows:                                          Institutional Securities     Global Wealth Management Group     Asset Management     Total        (dollars in millions)   Amortizable net intangible assets at December 31, 2010     $ 262       $ 3,963       $ 5       $ 4,230    Mortgage servicing rights (see Note 6)      151        6        —          157    Indefinite-lived intangible assets      —          280        —          280                                       Net intangible assets at December 31, 2010     $ 413       $ 4,249       $ 5       $ 4,667                                       Amortizable net intangible assets at December 31, 2010     $ 262       $ 3,963       $ 5       $ 4,230    Foreign currency translation adjustments and other      9        —          —          9    Amortization expense      (12 )      (162 )      —          (174 )  Impairment losses      —          —          (3 )      (3 )  Intangible assets disposed of during the period      (1 )      —          —          (1 )                                     Amortizable net intangible assets at June 30, 2011      258        3,801        2        4,061    Mortgage servicing rights (see Note 6)      122        11        —          133    Indefinite-lived intangible assets      —          280        —          280                                       Net intangible assets at June 30, 2011     $ 380       $ 4,092       $ 2       $ 4,474

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Long-Term Borrowings And Other Secured Financings	6 Months Ended
Jun. 30, 2011
Long-Term Borrowings And Other Secured Financings
Long-Term Borrowings And Other Secured Financings	9. Long-Term Borrowings and Other Secured Financings. The Company's long-term borrowings included the following components:        At June 30, 2011      At December 31, 2010        (dollars in millions)   Senior debt     $ 187,350        $ 183,514    Subordinated debt      3,930         4,126    Junior subordinated debentures      4,826         4,817                      Total     $ 196,106        $ 192,457                      During the six months ended June 30, 2011, the Company issued notes with a principal amount of approximately  $23 billion. During the six months ended June 30, 2011, approximately  $24 billion of notes were repaid. The weighted average maturity of the Company's long-term borrowings, based upon stated maturity dates, was approximately 5.1 years and 5.2 years at June 30, 2011 and December 31, 2010, respectively. FDIC's Temporary Liquidity Guarantee Program. At June 30, 2011 and December 31, 2010, the Company had long-term debt outstanding of  $18.3 billion and  $21.3 billion, respectively, under the Temporary Liquidity Guarantee Program ("TLGP"). The issuance of debt under the TLGP expired on December 31, 2010, but the existing long-term debt outstanding is guaranteed until June 30, 2012. These borrowings are senior unsecured debt obligations of the Company and guaranteed by the Federal Deposit Insurance Corporation ("FDIC") under the TLGP. The FDIC has concluded that the guarantee is backed by the full faith and credit of the U.S. government. Other Secured Financings. Other secured financings include the liabilities related to transfers of financial assets that are accounted for as financings rather than sales, consolidated VIEs where the Company is deemed to be the primary beneficiary, pledged commodities, certain equity-linked notes and other secured borrowings. See Note 6 for further information on other secured financings related to variable interest entities and securitization activities. The Company's other secured financings consisted of the following:        At June 30, 2011      At December 31, 2010        (dollars in millions)   Secured financings with original maturities greater than one year     $ 19,730        $ 7,398    Secured financings with original maturities one year or less      492         506    Failed sales(1)      2,254         2,549                      Total(2)     $ 22,476        $ 10,453                      (1) For more information on failed sales, see Note 6. (2) Amounts include  $16,632 million at fair value at June 30, 2011 and  $8,490 million at fair value at December 31, 2010.

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Derivative Instruments And Hedging Activities	6 Months Ended
Jun. 30, 2011
Derivative Instruments And Hedging Activities
Derivative Instruments And Hedging Activities	10. Derivative Instruments and Hedging Activities. The Company trades, makes markets and takes proprietary positions globally in listed futures, OTC swaps, forwards, options and other derivatives referencing, among other things, interest rates, currencies, investment grade and non-investment grade corporate credits, loans, bonds, U.S. and other sovereign securities, emerging market bonds and loans, credit indices, asset-backed security indices, property indices, mortgage-related and other asset-backed securities, and real estate loan products. The Company uses these instruments for trading, foreign currency exposure management and asset and liability management. The Company manages its trading positions by employing a variety of risk mitigation strategies. These strategies include diversification of risk exposures and hedging. Hedging activities consist of the purchase or sale of positions in related securities and financial instruments, including a variety of derivative products (e.g., futures, forwards, swaps and options). The Company manages the market risk associated with its trading activities on a Company-wide basis, on a worldwide trading division level and on an individual product basis. The Company's derivative products consist of the following:                                          At June 30, 2011      At December 31, 2010        Assets      Liabilities      Assets      Liabilities        (dollars in millions)   Exchange traded derivative products     $ 3,657        $ 4,789        $ 6,099        $ 8,553    OTC derivative products      42,510         36,324         45,193         39,249                                          Total     $ 46,167        $ 41,113        $ 51,292        $ 47,802                                            The Company incurs credit risk as a dealer in OTC derivatives. Credit risk with respect to derivative instruments arises from the failure of a counterparty to perform according to the terms of the contract. The Company's exposure to credit risk at any point in time is represented by the fair value of the derivative contracts reported as assets. The fair value of a derivative represents the amount at which the derivative could be exchanged in an orderly transaction between market participants and is further described in Notes 2 and 3. In connection with its derivative activities, the Company generally enters into master netting agreements and collateral arrangements with counterparties. These agreements provide the Company with the ability to offset a counterparty's rights and obligations, request additional collateral when necessary or liquidate the collateral in the event of counterparty default. The tables below present a summary by counterparty credit rating and remaining contract maturity of the fair value of OTC derivatives in a gain position at June 30, 2011 and December 31, 2010, respectively. Fair value is presented in the final column, net of collateral received (principally cash and U.S. government and agency securities): OTC Derivative Products—Financial Instruments Owned at June 30, 2011(1)                                                                 Years to Maturity     Cross-Maturity and Cash Collateral Netting(3)     Net Exposure Post-Cash Collateral     Net  Exposure Post-Collateral   Credit Rating(2)   Less than 1     1 - 3     3 - 5     Over 5             (dollars in millions)   AAA    $ 618       $ 1,652       $ 1,050       $ 8,745       $ (5,854 )     $ 6,211       $ 5,968    AA     5,791        5,286        4,841        17,979        (24,792 )      9,105        7,152    A     5,113        6,163        5,942        25,338        (31,535 )      11,021        9,561    BBB     3,102        3,340        2,303        6,716        (8,272 )      7,189        5,906    Non-investment grade     2,877        3,050        2,592        5,451        (4,986 )      8,984        6,840                                                              Total    $ 17,501       $ 19,491       $ 16,728       $ 64,229       $ (75,439 )     $ 42,510       $ 35,427                                                              (1) Fair values shown represent the Company's net exposure to counterparties related to the Company's OTC derivative products. The table does not include listed derivatives and the effect of any related hedges utilized by the Company. The table also excludes fair values corresponding to other credit exposures, such as those arising from the Company's lending activities. (2) Obligor credit ratings are determined by the Company's Credit Risk Management Department. (3) Amounts represent the netting of receivable balances with payable balances for the same counterparty across maturity categories. Receivable and payable balances with the same counterparty in the same maturity category are netted within such maturity category, where appropriate. Cash collateral received is netted on a counterparty basis, provided legal right of offset exists. OTC Derivative Products—Financial Instruments Owned at December 31, 2010(1)                                                                 Years to Maturity     Cross-Maturity and Cash Collateral Netting(3)     Net Exposure Post-Cash Collateral     Net Exposure Post-Collateral   Credit Rating(2)   Less than 1     1 - 3     3 - 5     Over 5             (dollars in millions)   AAA    $ 802       $ 2,005       $ 1,242       $ 8,823       $ (5,906 )     $ 6,966       $ 6,683    AA     6,601        6,760        5,589        17,844        (27,801 )      8,993        7,877    A     8,655        8,710        6,507        26,492        (36,397 )      13,967        12,383    BBB     2,982        4,109        2,124        7,347        (9,034 )      7,528        6,001    Non-investment grade     2,628        3,231        1,779        4,456        (4,355 )      7,739        5,348                                                              Total    $ 21,668       $ 24,815       $ 17,241       $ 64,962       $ (83,493 )     $ 45,193       $ 38,292                                                              (1) Fair values shown represent the Company's net exposure to counterparties related to the Company's OTC derivative products. The table does not include listed derivatives and the effect of any related hedges utilized by the Company. The table also excludes fair values corresponding to other credit exposures, such as those arising from the Company's lending activities. (2) Obligor credit ratings are determined by the Company's Credit Risk Management Department. (3) Amounts represent the netting of receivable balances with payable balances for the same counterparty across maturity categories. Receivable and payable balances with the same counterparty in the same maturity category are netted within such maturity category, where appropriate. Cash collateral received is netted on a counterparty basis, provided legal right of offset exists. Hedge Accounting. The Company applies hedge accounting using various derivative financial instruments to hedge interest rate and foreign exchange risk arising from assets and liabilities not held at fair value as part of asset and liability management and foreign currency exposure management. The Company's hedges are designated and qualify for accounting purposes as one of the following types of hedges: hedges of exposure to changes in fair value of assets and liabilities being hedged (fair value hedges) and hedges of net investments in foreign operations whose functional currency is different from the reporting currency of the parent company (net investment hedges). For all hedges where hedge accounting is being applied, effectiveness testing and other procedures to ensure the ongoing validity of the hedges are performed at least monthly. Fair Value Hedges—Interest Rate Risk.    The Company's designated fair value hedges consisted primarily of interest rate swaps designated as fair value hedges of changes in the benchmark interest rate of fixed rate senior long-term borrowings. The Company uses regression analysis to perform an ongoing prospective and retrospective assessment of the effectiveness of these hedging relationships (i.e., the Company applies the "long-haul" method of hedge accounting). A hedging relationship is deemed effective if the fair values of the hedging instrument (derivative) and the hedged item (debt liability) change inversely within a range of 80% to 125%. The Company considers the impact of valuation adjustments related to the Company's own credit spreads and counterparty credit spreads to determine whether they would cause the hedging relationship to be ineffective. For qualifying fair value hedges of benchmark interest rates, the changes in the fair value of the derivative and the changes in the fair value of the hedged liability provide offset of one another and, together with any resulting ineffectiveness, are recorded in Interest expense. When a derivative is de-designated as a hedge, any basis adjustment remaining on the hedged liability is amortized to Interest expense over the remaining life of the liability using the effective interest method. Net Investment Hedges.    The Company may utilize forward foreign exchange contracts to manage the currency exposure relating to its net investments in non-U.S. dollar functional currency operations. No hedge ineffectiveness is recognized in earnings since the notional amounts of the hedging instruments equal the portion of the investments being hedged and the currencies being exchanged are the functional currencies of the parent and investee. The gain or loss from revaluing hedges of net investments in foreign operations at the spot rate is deferred and reported within Accumulated other comprehensive income (loss) in Total Equity, net of tax effects. The forward points on the hedging instruments are recorded in Interest income.   The following tables summarize the fair value of derivative instruments designated as accounting hedges and the fair value of derivative instruments not designated as accounting hedges by type of derivative contract on a gross basis. Fair values of derivative contracts in an asset position are included in Financial instruments owned—Derivative and other contracts. Fair values of derivative contracts in a liability position are reflected in Financial instruments sold, not yet purchased—Derivative and other contracts.                                          Assets at June 30, 2011      Liabilities at June 30, 2011        Fair Value     Notional      Fair Value     Notional        (dollars in millions)   Derivatives designated as accounting hedges:                                   Interest rate contracts     $ 5,428       $ 75,854        $ 102       $ 6,557    Foreign exchange contracts      45        4,384         308        15,380                                        Total derivatives designated as accounting hedges      5,473        80,238         410        21,937                                        Derivatives not designated as accounting hedges(1):                                   Interest rate contracts      579,565        22,275,274         557,291        22,708,028    Credit contracts      112,286        2,978,200         101,738        2,764,644    Foreign exchange contracts      56,428        1,859,885         57,440        1,876,327    Equity contracts      41,979        681,867         48,118        698,855    Commodity contracts      49,869        438,036         51,029        420,623    Other      545        15,609         1,321        29,134                                        Total derivatives not designated as accounting hedges      840,672        28,248,871         816,937        28,497,611                                        Total derivatives     $ 846,145       $ 28,329,109        $ 817,347       $ 28,519,548    Cash collateral netting      (53,779 )      —           (30,035 )      —      Counterparty netting      (746,199 )      —           (746,199 )      —                                          Total derivatives     $ 46,167       $ 28,329,109        $ 41,113       $ 28,519,548                                        (1) Notional amounts include net notionals related to long and short futures contracts of  $88 billion and  $71 billion, respectively. The variation margin on these futures contracts (excluded from the table above) of  $293 million and  $23 million is included in Receivables—Brokers, dealers and clearing organizations and Payables-Brokers, dealers and clearing organizations, respectively, on the condensed consolidated statements of financial condition.                                          Assets at December 31, 2010      Liabilities at December 31, 2010        Fair Value     Notional      Fair Value     Notional        (dollars in millions)   Derivatives designated as accounting hedges:                                   Interest rate contracts     $ 5,250       $ 68,212        $ 177       $ 7,989    Foreign exchange contracts      64        5,119         420        14,408                                        Total derivatives designated as accounting hedges      5,314        73,331         597        22,397                                        Derivatives not designated as accounting hedges(1):                                   Interest rate contracts      615,717        16,305,214         595,626        16,267,730    Credit contracts      110,134        2,398,676         95,626        2,239,211    Foreign exchange contracts      61,924        1,418,488         64,268        1,431,651    Equity contracts      39,846        571,767         46,160        568,399    Commodity contracts      64,152        420,534         65,728        414,535    Other      243        6,635         1,568        16,910                                        Total derivatives not designated as accounting hedges      892,016        21,121,314         868,976        20,938,436                                        Total derivatives     $ 897,330       $ 21,194,645        $ 869,573       $ 20,960,833    Cash collateral netting      (61,856 )      —           (37,589 )      —      Counterparty netting      (784,182 )      —           (784,182 )      —                                          Total derivatives     $ 51,292       $ 21,194,645        $ 47,802       $ 20,960,833                                        (1) Notional amounts include net notionals related to long and short futures contracts of  $71 billion and  $76 billion, respectively. The variation margin on these futures contracts (excluded from the table above) of  $387 million and  $1 million is included in Receivables—Brokers, dealers and clearing organizations and Payables-Brokers, dealers and clearing organizations, respectively, on the condensed consolidated statements of financial condition. The following tables summarize the gains or losses reported on derivative instruments designated and qualifying as accounting hedges for the quarters and six months ended June 30, 2011 and 2010, respectively. Derivatives Designated as Fair Value Hedges. The following table presents gains (losses) reported on derivative instruments and the related hedge item as well as the hedge ineffectiveness included in Interest expense in the condensed consolidated statements of income from interest rate contracts:                                          Three Months Ended June 30,     Six Months Ended June 30,   Product Type    2011     2010     2011      2010        (dollars in millions)   Gain recognized on derivatives     $ 1,165       $ 1,732       $ 70        $ 2,453    Gain (loss) recognized on borrowings      (1,013 )      (1,579 )      245         (2,145 )                                      Total     $ 152       $ 153       $ 315        $ 308                                          Derivatives Designated as Net Investment Hedges.                                          Gains (Losses) Recognized in OCI (effective portion)        Three Months Ended June 30,      Six Months Ended June  30,   Product Type        2011             2010              2011             2010            (dollars in millions)   Foreign exchange contracts(1)     $ (157 )     $ 152        $ (283 )     $ 372                                        Total     $ (157 )     $ 152        $ (283 )     $ 372                                        (1) Losses of  $62 million and  $109 million were recognized in income related to amounts excluded from hedge effectiveness testing during the quarter and six months ended June 30, 2011, respectively. Losses of  $33 million and  $69 million were recognized in income related to amounts excluded from hedge effectiveness testing during the quarter and six months ended June 30, 2010, respectively. The table below summarizes gains (losses) on derivative instruments not designated as accounting hedges for the quarters and six months ended June 30, 2011 and 2010, respectively:                                          Gains (Losses) Recognized in Income(1)(2)            Three Months Ended     June 30,     Six Months Ended June 30,   Product Type        2011             2010             2011             2010            (dollars in millions)   Interest rate contracts     $ 4,410       $ 381       $ 5,281       $ 997    Credit contracts      1,551        1,240        753        574    Foreign exchange contracts      (3,329 )      283        (3,584 )      193    Equity contracts      38        3,307        (942 )      2,829    Commodity contracts      721        630        449        1,181    Other contracts      (14 )      (466 )      222        (521 )                                     Total derivative instruments     $ 3,377       $ 5,375       $ 2,179       $ 5,253                                       (1) Gains (losses) on derivative contracts not designated as hedges are primarily included in Principal transactions-Trading. (2) Gains (losses) associated with derivative contracts that have physically settled are excluded from the table above. Gains (losses) on these contracts are reflected with the associated cash instruments, which are also included in Principal transactions-Trading. The Company also has certain embedded derivatives that have been bifurcated from the related structured borrowings. Such derivatives are classified in Long-term borrowings and had a net fair value of  $98 million and  $109 million at June 30, 2011 and December 31, 2010, respectively, and a notional of  $4,085 million and  $4,256 million at June 30, 2011 and December 31, 2010, respectively. The Company recognized gains of  $21 million and  $2 million related to changes in the fair value of its bifurcated embedded derivatives for the quarter and six months ended June 30, 2011, respectively. The Company recognized gains of  $27 million and  $40 million related to changes in the fair value of its bifurcated embedded derivatives for the quarter and six months ended June 30, 2010, respectively. At June 30, 2011 and December 31, 2010, the amount of payables associated with cash collateral received that was netted against derivative assets was  $53.8 billion and  $61.9 billion, respectively, and the amount of receivables in respect of cash collateral paid that was netted against derivative liabilities was  $30.0 billion and  $37.6 billion, respectively. Cash collateral receivables and payables of  $413 million and  $114 million, respectively, at June 30, 2011 and  $435 million and  $37 million, respectively, at December 31, 2010, were not offset against certain contracts that did not meet the definition of a derivative.   Credit-Risk-Related Contingencies. In connection with certain OTC trading agreements, the Company may be required to provide additional collateral or immediately settle any outstanding liability balances with certain counterparties in the event of a credit ratings downgrade. At June 30, 2011 and December 31, 2010, the aggregate fair value of derivative contracts that contain credit-risk-related contingent features that are in a net liability position totaled  $29,003 million and  $32,567 million, respectively, for which the Company has posted collateral of  $22,813 million and  $26,904 million, respectively, in the normal course of business. At June 30, 2011 and December 31, 2010, the amount of additional collateral or termination payments that could be called by counterparties under the terms of such agreements in the event of a one-notch downgrade of the Company's long-term credit rating was approximately  $600 million and  $873 million, respectively. Additional collateral or termination payments of approximately  $1,393 million and  $1,537 million could be called by counterparties in the event of a two-notch downgrade at June 30, 2011 and December 31, 2010, respectively. Of these amounts,  $1,419 million and  $1,766 million at June 30, 2011 and December 31, 2010, respectively, related to bilateral arrangements between the Company and other parties where upon the downgrade of one party, the downgraded party must deliver incremental collateral to the other party. These bilateral downgrade arrangements are a risk management tool used extensively by the Company as credit exposures are reduced if counterparties are downgraded. Credit Derivatives and Other Credit Contracts. The Company enters into credit derivatives, principally through credit default swaps, under which it receives or provides protection against the risk of default on a set of debt obligations issued by a specified reference entity or entities. A majority of the Company's counterparties are banks, broker-dealers, insurance and other financial institutions, and monoline insurers. The tables below summarize the notional and fair value of protection sold and protection purchased through credit default swaps at June 30, 2011 and December 31, 2010:                                          At June 30, 2011        Maximum Potential Payout/Notional        Protection Sold      Protection Purchased        Notional      Fair Value (Asset)/Liability      Notional      Fair Value (Asset)/Liability        (dollars in millions)   Single name credit default swaps     $ 1,436,109        $ 9,117        $ 1,418,219        $ (13,149 )  Index and basket credit default swaps      1,079,299         9,178         871,907         (6,263 )  Tranched index and basket credit default swaps      345,218         5,071         592,092         (14,502 )                                        Total     $ 2,860,626        $ 23,366        $ 2,882,218        $ (33,914 )                                                                                 At December 31, 2010        Maximum Potential Payout/Notional        Protection Sold      Protection Purchased        Notional      Fair Value (Asset)/Liability      Notional      Fair Value (Asset)/Liability        (dollars in millions)   Single name credit default swaps     $ 1,329,150        $ 10,681        $ 1,316,610        $ (18,481 )  Index and basket credit default swaps      683,593         10,380         500,781         (6,764 )  Tranched index and basket credit default swaps      281,508         4,171         526,245         (14,496 )                                        Total     $ 2,294,251        $ 25,232        $ 2,343,636        $ (39,741 )                                          The table below summarizes the credit ratings and maturities of protection sold through credit default swaps and other credit contracts at June 30, 2011:                                                         Protection Sold       Maximum Potential Payout/Notional     Fair Value (Asset)/ Liability(1)(2)       Years to Maturity     Credit Ratings of the Reference Obligation   Less than 1     1-3     3-5     Over 5     Total         (dollars in millions)   Single name credit default swaps:                                                 AAA    $ 1,075       $ 5,545       $ 14,478       $ 14,145       $ 35,243       $ 39    AA     11,311        34,590        32,304        33,033        111,238        2,320    A     52,328        146,630        71,601        47,812        318,371        (2,147 )  BBB     107,487        257,970        126,778        95,095        587,330        (3,552 )  Non-investment grade     85,074        157,045        77,972        63,836        383,927        12,457                                                      Total     257,275        601,780        323,133        253,921        1,436,109        9,117                                                                    Index and basket credit default swaps(3):                                                 AAA     14,551        75,588        31,969        26,337        148,445        (1,331 )  AA     1,376        16,966        13,369        14,794        46,505        54    A     2,716        19,436        55,561        16,670        94,383        241    BBB     10,028        164,816        295,689        49,603        520,136        (2,329 )  Non-investment grade     132,446        202,300        120,248        160,054        615,048        17,614                                                      Total     161,117        479,106        516,836        267,458        1,424,517        14,249                                                      Total credit default swaps sold    $ 418,392       $ 1,080,886       $ 839,969       $ 521,379       $ 2,860,626       $ 23,366                                                      Other credit contracts(4)(5)    $ 808       $ 1,534       $ 684       $ 3,157       $ 6,183       $ (136 )                                                    Total credit derivatives and other credit contracts    $ 419,200       $ 1,082,420       $ 840,653       $ 524,536       $ 2,866,809       $ 23,230                                                      (1) Fair value amounts are shown on a gross basis prior to cash collateral or counterparty netting. (2) Fair value amounts of certain credit default swaps where the Company sold protection have an asset carrying value because credit spreads of the underlying reference entity or entities tightened during the terms of the contracts. (3) Credit ratings are calculated internally. (4) Other credit contracts include CLNs, CDOs and credit default swaps that are considered hybrid instruments. (5) Fair value amount shown represents the fair value of the hybrid instruments.   The table below summarizes the credit ratings and maturities of protection sold through credit default swaps and other credit contracts at December 31, 2010:                                                         Protection Sold       Maximum Potential Payout/Notional     Fair Value (Asset)/ Liability(1)(2)       Years to Maturity     Credit Ratings of the Reference Obligation   Less than 1     1-3     3-5     Over 5     Total         (dollars in millions)   Single name credit default swaps:                                                 AAA    $ 2,747       $ 7,232       $ 13,927       $ 22,648       $ 46,554       $ 3,193    AA     13,364        44,700        35,030        33,538        126,632        4,260    A     47,756        131,464        79,900        50,227        309,347        (940 )  BBB     74,961        191,046        115,460        76,544        458,011        (2,816 )  Non-investment grade     70,691        173,778        84,605        59,532        388,606        6,984                                                      Total     209,519        548,220        328,922        242,489        1,329,150        10,681                                                      Index and basket credit default swaps(3):                                                 AAA     17,437        67,165        26,172        26,966        137,740        (1,569 )  AA     974        3,012        695        18,236        22,917        305    A     447        9,432        44,104        4,902        58,885        2,291    BBB     24,311        80,314        176,252        69,218        350,095        (278 )  Non-investment grade     53,771        139,875        95,796        106,022        395,464        13,802                                                      Total     96,940        299,798        343,019        225,344        965,101        14,551                                                      Total credit default swaps sold    $ 306,459       $ 848,018       $ 671,941       $ 467,833       $ 2,294,251       $ 25,232                                                      Other credit contracts(4)(5)    $ 61       $ 1,416       $ 822       $ 3,856       $ 6,155       $ (1,198 )                                                    Total credit derivatives and other credit contracts    $ 306,520       $ 849,434       $ 672,763       $ 471,689       $ 2,300,406       $ 24,034                                                      (1) Fair value amounts are shown on a gross basis prior to cash collateral or counterparty netting. (2) Fair value amounts of certain credit default swaps where the Company sold protection have an asset carrying value because credit spreads of the underlying reference entity or entities tightened during the terms of the contracts. (3) Credit ratings are calculated internally. (4) Other credit contracts include CLNs, CDOs and credit default swaps that are considered hybrid instruments. (5) Fair value amount shown represents the fair value of the hybrid instruments. Single Name Credit Default Swaps.    A credit default swap protects the buyer against the loss of principal on a bond or loan in case of a default by the issuer. The protection buyer pays a periodic premium (generally quarterly) over the life of the contract and is protected for the period. The Company in turn will have to perform under a credit default swap if a credit event as defined under the contract occurs. Typical credit events include bankruptcy, dissolution or insolvency of the referenced entity, failure to pay and restructuring of the obligations of the referenced entity. In order to provide an indication of the current payment status or performance risk of the credit default swaps, the external credit ratings of the underlying reference entity of the credit default swaps are disclosed. Index and Basket Credit Default Swaps.    Index and basket credit default swaps are credit default swaps that reference multiple names through underlying baskets or portfolios of single name credit default swaps. Generally, in the event of a default on one of the underlying names, the Company will have to pay a pro rata portion of the total notional amount of the credit default index or basket contract. In order to provide an indication of the current payment status or performance risk of these credit default swaps, the weighted average external credit ratings of the underlying reference entities comprising the basket or index were calculated and disclosed.   The Company also enters into index and basket credit default swaps where the credit protection provided is based upon the application of tranching techniques. In tranched transactions, the credit risk of an index or basket is separated into various portions of the capital structure, with different levels of subordination. The most junior tranches cover initial defaults, and once losses exceed the notional of the tranche, they are passed on to the next most senior tranche in the capital structure. When external credit ratings are not available, credit ratings were determined based upon an internal methodology. Credit Protection Sold through CLNs and CDOs.    The Company has invested in CLNs and CDOs, which are hybrid instruments containing embedded derivatives, in which credit protection has been sold to the issuer of the note. If there is a credit event of a reference entity underlying the instrument, the principal balance of the note may not be repaid in full to the Company. Purchased Credit Protection with Identical Underlying Reference Obligations.    For single name credit default swaps and non-tranched index and basket credit default swaps, the Company has purchased protection with a notional amount of approximately  $2.3 trillion and  $1.8 trillion at June 30, 2011 and December 31, 2010, compared with a notional amount of approximately  $2.5 trillion and  $2.0 trillion, at June 30, 2011 and December 31, 2010, respectively, of credit protection sold with identical underlying reference obligations. In order to identify purchased protection with the same underlying reference obligations, the notional amount for individual reference obligations within non-tranched indices and baskets was determined on a pro rata basis and matched off against single name and non-tranched index and basket credit default swaps where credit protection was sold with identical underlying reference obligations. The purchase of credit protection does not represent the sole manner in which the Company risk manages its exposure to credit derivatives. The Company manages its exposure to these derivative contracts through a variety of risk mitigation strategies, which include managing the credit and correlation risk across single name, non-tranched indices and baskets, tranched indices and baskets, and cash positions. Aggregate market risk limits have been established for credit derivatives, and market risk measures are routinely monitored against these limits. The Company may also recover amounts on the underlying reference obligation delivered to the Company under credit default swaps where credit protection was sold.

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Commitments, Guarantees And Contingencies	6 Months Ended
Jun. 30, 2011
Commitments, Guarantees And Contingencies
Commitments, Guarantees And Contingencies	11. Commitments, Guarantees and Contingencies. Commitments. The Company's commitments associated with outstanding letters of credit and other financial guarantees obtained to satisfy collateral requirements, investment activities, corporate lending and financing arrangements, mortgage lending and margin lending at June 30, 2011 are summarized below by period of expiration. Since commitments associated with these instruments may expire unused, the amounts shown do not necessarily reflect the actual future cash funding requirements:        Years to Maturity      Total at June 30, 2011        Less than 1      1-3      3-5      Over 5           (dollars in millions)   Letters of credit and other financial guarantees obtained to satisfy collateral requirements     $ 1,220        $ 2        $ 11        $ —          $ 1,233    Investment activities      1,255         359         87         262         1,963    Primary lending commitments—investment grade(1)      14,074         20,494         18,138         508         53,214    Primary lending commitments—non-investment grade      3,023         4,545         7,824         3,121         18,513    Secondary lending commitments(2)      53         250         56         130         489    Commitments for secured lending transactions      278         322         231         —           831    Forward starting reverse repurchase agreements(3)      69,474         —           —           —           69,474    Commercial and residential mortgage-related commitments      583         14         103         588         1,288    Underwriting commitments      76         —           —           —           76    Other commitments      235         212         2         —           449                                                 Total     $ 90,271        $ 26,198        $ 26,452        $ 4,609        $ 147,530                                                 (1) This amount includes commitments to asset-backed commercial paper conduits of  $275 million at June 30, 2011, of which  $138 million have maturities of less than one year and  $137 million of which have maturities of one to three years. (2) These commitments are recorded at fair value within Financial instruments owned and Financial instruments sold, not yet purchased in the condensed consolidated statements of financial condition (see Note 3). (3) The Company enters into forward starting securities purchased under agreements to resell (agreements that have a trade date at or prior to June 30, 2011 and settle subsequent to period-end) that are primarily secured by collateral from U.S. government agency securities and other sovereign government obligations. These agreements primarily settle within three business days and at June 30, 2011,  $67.5 billion settled within three business days. For further description of these commitments, refer to Note 13 to the consolidated financial statements for the year ended December 31, 2010 included in the Form 10-K. The Company sponsors several non-consolidated investment funds for third-party investors where the Company typically acts as general partner of, and investment advisor to, these funds and typically commits to invest a minority of the capital of such funds, with subscribing third-party investors contributing the majority. The Company's employees, including its senior officers, as well as the Company's directors, may participate on the same terms and conditions as other investors in certain of these funds that the Company forms primarily for client investment, except that the Company may waive or lower applicable fees and charges for its employees. The Company has contractual capital commitments, guarantees, lending facilities and counterparty arrangements with respect to these investment funds.   Guarantees. The table below summarizes certain information regarding the Company's obligations under guarantee arrangements at June 30, 2011:       Maximum Potential Payout/Notional     Carrying Amount (Asset)/ Liability     Collateral/ Recourse       Years to Maturity     Total       Type of Guarantee   Less than 1     1-3     3-5     Over 5             (dollars in millions)   Credit derivative contracts(1)    $ 418,392       $ 1,080,886       $ 839,969       $ 521,379       $ 2,860,626       $ 23,366       $ —      Other credit contracts     808        1,534        684        3,157        6,183        (136 )      —      Non-credit derivative contracts(1)     1,286,082        941,485        371,512        330,187        2,929,266        76,136        —      Standby letters of credit and other financial guarantees issued(2)(3)     7,247        1,588        567        5,648        15,050        (58 )      12,081    Market value guarantees     —          —          159        669        828        16        91    Liquidity facilities     4,570        504        758        71        5,903        —          6,806    Whole loan sales representations and warranties     —          —          —          24,674        24,674        49        —      Securitization representations and warranties     —          —          —          87,948        87,948        25        —      General partner guarantees     208        1        56        283        548        72        —      (1) Carrying amount of derivative contracts are shown on a gross basis prior to cash collateral or counterparty netting. For further information on derivative contracts, see Note 10. (2) Approximately  $2.3 billion of standby letters of credit are also reflected in the "Commitments" table in primary and secondary lending commitments. Standby letters of credit are recorded at fair value within Financial instruments owned or Financial instruments sold, not yet purchased in the condensed consolidated statements of financial condition. (3) Amounts include guarantees issued by consolidated real estate funds sponsored by the Company of approximately  $362 million. These guarantees relate to obligations of the fund's investee entities, including guarantees related to capital expenditures and principal and interest debt payments. Accrued losses under these guarantees of approximately  $82 million are reflected as a reduction of the carrying value of the related fund investments, which are reflected in Financial instruments owned—Investments on the condensed consolidated statement of financial condition. For further description of these guarantees, refer to Note 13 to the consolidated financial statements for the year ended December 31, 2010 included in the Form 10-K. The Company has obligations under certain guarantee arrangements, including contracts and indemnification agreements that contingently require a guarantor to make payments to the guaranteed party based on changes in an underlying measure (such as an interest or foreign exchange rate, security or commodity price, an index or the occurrence or non-occurrence of a specified event) related to an asset, liability or equity security of a guaranteed party. Also included as guarantees are contracts that contingently require the guarantor to make payments to the guaranteed party based on another entity's failure to perform under an agreement, as well as indirect guarantees of the indebtedness of others.   Other Guarantees and Indemnities. In the normal course of business, the Company provides guarantees and indemnifications in a variety of commercial transactions. These provisions generally are standard contractual terms. Certain of these guarantees and indemnifications are described below.     •   Trust Preferred Securities.    The Company has established Morgan Stanley Capital Trusts for the limited purpose of issuing trust preferred securities to third parties and lending the proceeds to the Company in exchange for junior subordinated debentures. The Company has directly guaranteed the repayment of the trust preferred securities to the holders thereof to the extent that the Company has made payments to a Morgan Stanley Capital Trust on the junior subordinated debentures. In the event that the Company does not make payments to a Morgan Stanley Capital Trust, holders of such series of trust preferred securities would not be able to rely upon the guarantee for payment of those amounts. The Company has not recorded any liability in the condensed consolidated financial statements for these guarantees and believes that the occurrence of any events (i.e., non-performance on the part of the paying agent) that would trigger payments under these contracts is remote. See Note 15 to the consolidated financial statements for the year ended December 31, 2010 included in the Form 10-K for details on the Company's junior subordinated debentures.     •   Indemnities.    The Company provides standard indemnities to counterparties for certain contingent exposures and taxes, including U.S. and foreign withholding taxes, on interest and other payments made on derivatives, securities and stock lending transactions, certain annuity products and other financial arrangements. These indemnity payments could be required based on a change in the tax laws or change in interpretation of applicable tax rulings or a change in factual circumstances. Certain contracts contain provisions that enable the Company to terminate the agreement upon the occurrence of such events. The maximum potential amount of future payments that the Company could be required to make under these indemnifications cannot be estimated.     •   Exchange/Clearinghouse Member Guarantees.    The Company is a member of various U.S. and non-U.S. exchanges and clearinghouses that trade and clear securities and/or derivative contracts. Associated with its membership, the Company may be required to pay a proportionate share of the financial obligations of another member who may default on its obligations to the exchange or the clearinghouse. While the rules governing different exchange or clearinghouse memberships vary, in general the Company's guarantee obligations would arise only if the exchange or clearinghouse had previously exhausted its resources. The maximum potential payout under these membership agreements cannot be estimated. The Company has not recorded any contingent liability in the condensed consolidated financial statements for these agreements and believes that any potential requirement to make payments under these agreements is remote.     •   Merger and Acquisition Guarantees.    The Company may, from time to time, in its role as investment banking advisor be required to provide guarantees in connection with certain European merger and acquisition transactions. If required by the regulating authorities, the Company provides a guarantee that the acquirer in the merger and acquisition transaction has or will have sufficient funds to complete the transaction and would then be required to make the acquisition payments in the event the acquirer's funds are insufficient at the completion date of the transaction. These arrangements generally cover the time frame from the transaction offer date to its closing date and, therefore, are generally short term in nature. The maximum potential amount of future payments that the Company could be required to make cannot be estimated. The Company believes the likelihood of any payment by the Company under these arrangements is remote given the level of the Company's due diligence associated with its role as investment banking advisor.     •   Guarantees on Morgan Stanley Stable Value Program.    On September 30, 2009, the Company entered into an agreement with the investment manager for the Stable Value Program ("SVP"), a fund within the Company's 401(k) plan, and certain other third parties. Under the agreement, the Company contributed  $20 million to the SVP on October 15, 2009 and recorded the contribution in Compensation and benefits expense. Additionally, the Company may have a future obligation to make a payment of  $40 million to the SVP following the third anniversary of the agreement, after which the SVP would be wound down over a period of time. The future obligation is contingent upon whether the market-to-book value ratio of the portion of the SVP that is subject to certain book-value stabilizing contracts has fallen below a specific threshold and the Company and the other parties to the agreement all decline to make payments to restore the SVP to such threshold as of the third anniversary of the agreement. The Company has not recorded a liability for this guarantee in the condensed consolidated financial statements. In the ordinary course of business, the Company guarantees the debt and/or certain trading obligations (including obligations associated with derivatives, foreign exchange contracts and the settlement of physical commodities) of certain subsidiaries. These guarantees generally are entity or product specific and are required by investors or trading counterparties. The activities of the subsidiaries covered by these guarantees (including any related debt or trading obligations) are included in the Company's condensed consolidated financial statements. Contingencies. Legal.    In the normal course of business, the Company has been named, from time to time, as a defendant in various legal actions, including arbitrations, class actions and other litigation, arising in connection with its activities as a global diversified financial services institution. Certain of the actual or threatened legal actions include claims for substantial compensatory and/or punitive damages or claims for indeterminate amounts of damages. In some cases, the entities that would otherwise be the primary defendants in such cases are bankrupt or are in financial distress. These actions have included, but are not limited to, residential mortgage and credit crisis related matters and a Foreign Corrupt Practices Act related matter in China. Recently, the level of litigation activity focused on residential mortgage and credit crisis related matters has increased materially in the financial services industry. As a result, the Company expects that it may become the subject of increased claims for damages and other relief regarding residential mortgages and related securities in the future and, while the Company has identified below any individual proceedings where the Company believes a material loss to be reasonably possible and reasonably estimable, there can be no assurance that material losses will not be incurred from claims that have not yet been notified to the Company or are not yet determined to be probable or possible and reasonably estimable losses. The Company is also involved, from time to time, in other reviews, investigations and proceedings (both formal and informal) by governmental and self-regulatory agencies regarding the Company's business, including, among other matters, accounting and operational matters, certain of which may result in adverse judgments, settlements, fines, penalties, injunctions or other relief. The Company contests liability and/or the amount of damages as appropriate in each pending matter. Where available information indicates that it is probable a liability had been incurred at the date of the condensed consolidated financial statements and the Company can reasonably estimate the amount of that loss, the Company accrues the estimated loss by a charge to income. In many proceedings, however, it is inherently difficult to determine whether any loss is probable or even possible or to estimate the amount of any loss. In addition, even where loss is possible or an exposure to loss exists in excess of the liability already accrued with respect to a previously recognized loss contingency, it is not always possible to reasonably estimate the size of the possible loss or range of loss.   For certain legal proceedings, the Company cannot reasonably estimate such losses, particularly for proceedings that are in their early stages of development or where plaintiffs seek substantial or indeterminate damages. Numerous issues may need to be resolved, including through potentially lengthy discovery and determination of important factual matters, determination of issues related to class certification and the calculation of damages, and by addressing novel or unsettled legal questions relevant to the proceedings in question, before a loss or additional loss or range of loss or additional loss can be reasonably estimated for any proceeding. For certain other legal proceedings, the Company can estimate reasonably possible losses, additional losses, ranges of loss or ranges of additional loss in excess of amounts accrued, but does not believe, based on current knowledge and after consultation with counsel, that such losses will have a material adverse effect on the Company's condensed consolidated financial statements as a whole, other than the matters referred to in the next three paragraphs. On September 25, 2009, the Company was named as a defendant in a lawsuit styled Citibank, N.A. v. Morgan Stanley & Co. International, PLC, which is pending in the United States District Court for the Southern District of New York ("SDNY"). The lawsuit relates to a credit default swap referencing the Capmark VI CDO ("Capmark"), which was structured by Citibank, N.A. ("Citi N.A."). At issue is whether, as part of the swap agreement, Citi N.A. was obligated to obtain the Company's prior written consent before it exercised a right to liquidate Capmark upon the occurrence of certain contractually-defined credit events. Citi N.A. is seeking approximately  $245 million in compensatory damages plus interest and costs. On May 12, 2010, the court granted Citi N.A.'s motion for judgment on the pleadings on its claim for breach of contract. On October 8, 2010, the court issued an order denying Citi N.A.'s motion for judgment on the pleadings as to the Company's counterclaim for reformation and granting Citi N.A.'s motion for judgment on the pleadings as to the Company's counterclaim for estoppel. On May 25, 2011, the court denied the Company's motion for summary judgment and granted Citi N.A.'s cross motion for summary judgment. On June 27, 2011, the court entered a judgment in favor of Citi N.A. for  $269 million plus post-judgment interest and the Company filed a notice of appeal to the United States Court of Appeals for the Second Circuit. Based on currently available information, the Company believes it could incur a loss of up to approximately  $269 million plus post-judgment interest. On August 25, 2008, the Company and two ratings agencies were named as defendants in a purported class action related to securities issued by a structured investment vehicle called Cheyne Finance (the "Cheyne SIV"). The case is styled Abu Dhabi Commercial Bank, et al. v. Morgan Stanley & Co. Inc., et al. and is pending in the SDNY. The complaint alleges, among other things, that the ratings assigned to the securities issued by the Cheyne SIV were false and misleading because the ratings did not accurately reflect the risks associated with the subprime residential mortgage backed securities held by the Cheyne SIV. On September 2, 2009, the court dismissed all of the claims against the Company except for plaintiffs' claims for common law fraud. On June 15, 2010, the court denied plaintiffs' motion for class certification. On July 20, 2010, the court granted plaintiffs leave to replead their aiding and abetting common law fraud claims against the Company, and those claims were added in an amended complaint filed on August 5, 2010. Since the filing of the initial complaint, various additional plaintiffs have been added to the case. The deadline for new plaintiffs to join the case expired on March 11, 2011. There are currently 15 plaintiffs asserting individual claims related to approximately  $983 million of securities issued by the Cheyne SIV. Plaintiffs have not provided information quantifying the amount of compensatory damages they are seeking and are also seeking unspecified punitive damages. Based on currently available information, the Company believes that the defendants could incur a loss up to the amount of plaintiffs' claimed compensatory damages, once specified, related to their alleged purchase of approximately  $983 million of securities issued by the Cheyne SIV plus pre- and post-judgment interest, fees and costs. On July 15, 2010, China Development Industrial Bank ("CDIB") filed a complaint against the Company, which is styled China Development Industrial Bank v. Morgan Stanley & Co. Incorporated et al. and is pending in the Supreme Court of the State of New York, New York County. The complaint relates to a  $275 million credit default swap referencing the super senior portion of the STACK 2006-1 CDO. The complaint asserts claims for common law fraud, fraudulent inducement and fraudulent concealment and alleges that the Company misrepresented the risks of the STACK 2006-1 CDO to CDIB, and that the Company knew that the assets backing the CDO were of poor quality when it entered into the credit default swap with CDIB. The complaint seeks compensatory damages related to the approximately  $228 million that CDIB alleges it has already lost under the credit default swap, rescission of CDIB's obligation to pay an additional  $12 million, punitive damages, equitable relief, fees and costs. On February 28, 2011, the court presiding over this action denied the Company's motion to dismiss the complaint. On March 21, 2011, the Company appealed the order denying its motion to dismiss the complaint. On July 7, 2011, the appellate court affirmed the lower court's decision denying the motion to dismiss. Based on currently available information, the Company believes it could incur a loss of up to approximately  $240 million plus pre- and post-judgment interest, fees and costs. On December 6, 2010, MBIA Insurance Corporation ("MBIA") filed a complaint against the Company related to MBIA's contract to insure approximately  $223 million of residential mortgage backed securities related to a second lien residential mortgage backed securitization sponsored by the Company in June 2007. The complaint is styled MBIA Insurance Corporation v. Morgan Stanley, et al. and is pending in New York Supreme Court, Westchester County. The complaint asserts claims for fraud, breach of contract and unjust enrichment and alleges, among other things, that the Company misled MBIA regarding the quality of the loans contained in the securitization, that loans contained in the securitization breached various representations and warranties and that the loans have been serviced inadequately. The complaint seeks, among other relief, compensatory and punitive damages, an order requiring the Company to comply with the loan breach remedy procedures in the transaction documents and/or to indemnify MBIA for losses resulting from the Company's alleged breach of the transaction documents, as well as costs, interests and fees. On May 26, 2011, the court presiding over this case partially denied the Company's motion to dismiss the complaint. On June 28, 2011, the Company filed a notice appealing that decision to the Appellate Division of the New York Supreme Court, First Department. Based on currently available information, the Company believes it could incur a loss of up to approximately  $223 million plus pre- and post-judgment interest, fees and costs.

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Regulatory Requirements	6 Months Ended
Jun. 30, 2011
Regulatory Requirements
Regulatory Requirements	12. Regulatory Requirements. Morgan Stanley.    The Company is a financial holding company under the Bank Holding Company Act of 1956 and is subject to the regulation and oversight of the Board of Governors of the Federal Reserve System (the "Federal Reserve"). The Federal Reserve establishes capital requirements for the Company, including well-capitalized standards, and evaluates the Company's compliance with such capital requirements. The Office of the Comptroller of the Currency establishes similar capital requirements and standards for the Company's national bank subsidiaries. The Company calculates its capital ratios and Risk Weighted Assets ("RWA") in accordance with the capital adequacy standards for financial holding companies adopted by the Federal Reserve. These standards are based upon a framework described in the "International Convergence of Capital Measurement and Capital Standards," July 1988, as amended, also referred to as Basel I. In December 2007, the U.S. banking regulators published final regulation incorporating the Basel II Accord, which requires internationally active banking organizations, as well as certain of their U.S. bank subsidiaries, to implement Basel II standards over the next several years. The timeline set out in December 2007 for the implementation of Basel II in the U.S. may be impacted by the developments concerning Basel III described below. Starting July 2010, the Company has been reporting on a parallel basis under the current regulatory capital regime (Basel I) and Basel II. During the parallel run period, the Company continues to be subject to Basel I but simultaneously calculates its risks under Basel II. The Company reports the capital ratios under both of these standards to the regulators. There will be at least four quarters of parallel reporting before the Company enters the three-year transitional period to implement Basel II standards. In addition, under provisions of the Dodd-Frank Wall Street Reform and Consumer Protection Act (the "Dodd-Frank Act"), the generally applicable capital standards, which are currently based on Basel I standards, but may themselves change over time, will serve as a permanent floor to minimum capital requirements calculated under the Basel II standard the Company is currently required to implement, as well as future capital standards. In December 2009, the Basel Committee of Banking Supervision (the "Basel Committee") released proposals on risk-based capital, leverage and liquidity standards, known as Basel III. The proposal described new standards to raise the quality of capital and strengthen counterparty credit risk capital requirements; introduced a leverage ratio as a supplemental measure to the risk-based ratio and introduced a countercyclical buffer. The Basel III proposals complement an earlier proposal for revisions to the Market Risk Framework that increases capital requirements for securitizations within the Company's trading book. The Basel Committee published final rules in December 2010, which were ratified at the G-20 Leaders Summit in November 2010. The U.S. regulators will require implementation of Basel III subject to an extended phase-in period. The Basel Committee is also working with the Financial Stability Board to develop additional requirements for systemically important financial institutions, which could include capital surcharges. At June 30, 2011, the Company was in compliance with Basel I capital requirements with ratios of Tier 1 capital to RWAs of 16.7% and total capital to RWAs of 18.3% (6% and 10% being well-capitalized for regulatory purposes, respectively). In addition, financial holding companies are subject to a Tier 1 leverage ratio as defined by the Federal Reserve. The Company calculated its Tier 1 leverage ratio as Tier 1 capital divided by adjusted average total assets (which reflects adjustments for disallowed goodwill, certain intangible assets, deferred tax assets and financial and non-financial equity investments). The adjusted average total assets are derived using weekly balances for the calendar quarter. The following table summarizes the capital measures for the Company:        June 30, 2011     December 31, 2010        Balance        Ratio         Balance          Ratio          (dollars in millions)   Tier 1 capital     $ 51,007         16.7 %     $ 52,880         16.1 %  Total capital      55,758         18.3 %      54,477         16.5 %  RWAs      304,759         —          329,560         —      Adjusted average assets      848,329         —          802,283         —      Tier 1 leverage      —           6.0 %      —           6.6 %  Tier 1 capital ratio increased in the six month period due to a decrease of RWAs. Tier 1 leverage decreased in the six month period due to an increase of adjusted average assets and a decrease in Tier 1 capital. The Company's Significant U.S. Bank Operating Subsidiaries.    The Company's domestic bank operating subsidiaries are subject to various regulatory capital requirements as administered by U.S. federal banking agencies. Failure to meet minimum capital requirements can initiate certain mandatory, and possibly additional, discretionary actions by regulators that, if undertaken, could have a direct material effect on the Company's U.S. bank operating subsidiaries' financial statements. Under capital adequacy guidelines and the regulatory framework for prompt corrective action, the Company's U.S. bank operating subsidiaries must meet specific capital guidelines that involve quantitative measures of the Company's U.S. bank operating subsidiaries' assets, liabilities and certain off-balance sheet items as calculated under regulatory accounting practices. At June 30, 2011, the Company's U.S. bank operating subsidiaries met all capital adequacy requirements to which they are subject and exceeded all regulatory mandated and targeted minimum regulatory capital requirements to be well-capitalized. There are no conditions or events that management believes have changed the Company's U.S. bank operating subsidiaries' category.   The table below sets forth the Company's significant U.S. bank operating subsidiaries' capital.        June 30, 2011     December 31, 2010          Amount          Ratio         Amount          Ratio          (dollars in millions)   Total capital (to RWAs):            Morgan Stanley Bank, N.A.     $ 9,968         17.7 %     $ 9,568         18.6 %  Morgan Stanley Private Bank, National Association     $ 1,069         40.8 %     $ 909         37.4 %  Tier I capital (to RWAs):            Morgan Stanley Bank, N.A.     $ 8,462         15.1 %     $ 8,065         15.7 %  Morgan Stanley Private Bank, National Association     $ 1,067         40.8 %     $ 909         37.4 %  Leverage ratio:            Morgan Stanley Bank, N.A.     $ 8,462         12.3 %     $ 8,069         12.1 %  Morgan Stanley Private Bank, National Association     $ 1,067         14.2 %     $ 909         12.4 %  Under regulatory capital requirements adopted by the U.S. federal banking agencies, U.S. depository institutions, in order to be considered well-capitalized, must maintain a ratio of total capital to RWAs of 10%, a capital ratio of Tier 1 capital to RWAs of 6%, and a ratio of Tier 1 capital to average book assets (leverage ratio) of 5%. Each U.S. depository institution subsidiary of the Company must be well-capitalized in order for the Company to continue to qualify as a financial holding company and to continue to engage in the broadest range of financial activities permitted to financial holding companies. At June 30, 2011 and December 31, 2010, the Company's three U.S. depository institutions maintained capital at levels in excess of the universally mandated well-capitalized levels. These subsidiary depository institutions maintain capital at levels sufficiently in excess of the "well-capitalized" requirements to address any additional capital needs and requirements identified by the federal banking regulators. MS&Co. and Other Broker-Dealers.    MS&Co. is a registered broker-dealer and registered futures commission merchant and, accordingly, is subject to the minimum net capital requirements of the U.S. Securities and Exchange Commission ("SEC"), the Financial Industry Regulatory Authority, Inc. and the U.S. Commodity Futures Trading Commission. MS&Co. has consistently operated with capital in excess of its regulatory capital requirements. MS&Co.'s net capital totaled  $6,474 million and  $7,463 million at June 30, 2011 and December 31, 2010, respectively, which exceeded the amount required by  $5,309 million and  $6,355 million, respectively. MS&Co. is required to hold tentative net capital in excess of  $1 billion and net capital in excess of  $500 million in accordance with the market and credit risk standards of Appendix E of SEC Rule 15c3-1. MS&Co. is also required to notify the SEC in the event that its tentative net capital is less than  $5 billion. At June 30, 2011, MS&Co. had tentative net capital in excess of the minimum and the notification requirements. Morgan Stanley Smith Barney LLC is a registered broker-dealer and registered futures commission merchant and, accordingly, is subject to the minimum net capital requirements of the SEC, the Financial Industry Regulatory Authority, Inc. and the U.S. Commodity Futures Trading Commission. Morgan Stanley Smith Barney LLC has consistently operated with capital in excess of its regulatory capital requirements. Morgan Stanley Smith Barney LLC clears certain customer activity directly and introduces other business to MS&Co. and Citigroup, Inc. MSIP, a London-based broker-dealer subsidiary, is subject to the capital requirements of the Financial Services Authority, and MSMS, a Tokyo-based broker-dealer subsidiary, is subject to the capital requirements of the Financial Services Agency. MSIP and MSMS have consistently operated in excess of their respective regulatory capital requirements. Other Regulated Subsidiaries.    Certain other U.S. and non-U.S. subsidiaries are subject to various securities, commodities and banking regulations, and capital adequacy requirements promulgated by the regulatory and exchange authorities of the countries in which they operate. These subsidiaries have consistently operated in excess of their local capital adequacy requirements. Morgan Stanley Derivative Products Inc. ("MSDP"), a derivative products subsidiary rated Aa3 by Moody's and AAA by Standard & Poor's Ratings Services, a Division of the McGraw-Hill Companies Inc. ("S&P"), maintains certain operating restrictions that have been reviewed by Moody's and S&P. On December 17, 2010, MSDP was downgraded from an Aa2 rating to an Aa3 rating by Moody's but maintained its AAA rating by S&P. While MSDP has made substantial effort to address Moody's comments, MSDP's counterparty rating remains on review for possible downgrade while Moody's continues to evaluate MSDP's capital adequacy. The recent downgrade did not significantly impact the Company's results of operations or financial condition. MSDP is operated such that creditors of the Company should not expect to have any claims on the assets of MSDP, unless and until the obligations to its own creditors are satisfied in full. Creditors of MSDP should not expect to have any claims on the assets of the Company or any of its affiliates, other than the respective assets of MSDP.

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Total Equity	6 Months Ended
Jun. 30, 2011
Total Equity
Total Equity	13. Total Equity. Common Equity Offerings.    During the quarters and six months ended June 30, 2011 and 2010, the Company did not purchase any of its common stock as part of its share repurchase program. At June 30, 2011, the Company had approximately  $1.6 billion remaining under its current share repurchase authorization. Share repurchases by the Company are subject to regulatory approval. MUFG Stock Conversion. As previously disclosed, on April 21, 2011, MUFG and the Company announced that they had entered into an agreement to convert MUFG's outstanding Series B Preferred Stock in the Company into the Company's common stock. On June 30, 2011 the Company and MUFG completed the conversion, whereby MUFG exchanged the Series B Preferred Stock with a face value of  $7.8 billion (carrying value  $8.1 billion) and a 10% dividend for 385,464,097 shares of the Company's common stock, including approximately 75 million shares resulting from the adjustment to the conversion ratio pursuant to the transaction agreement. As a result of the adjustment to the conversion ratio, the Company incurred a one-time, non-cash negative adjustment of approximately  $1.7 billion in its calculation of basic and diluted earnings per share during the quarter and six months ended June 30, 2011. As a result of the conversion, MUFG did not receive the previously declared dividend that would otherwise have been payable on July 15, 2011 in respect of the Series B Preferred Stock. Noncontrolling Interest. Changes in the Company's Ownership Interest in Subsidiaries. The following table presents the effect on the Company's shareholders' equity from changes in ownership of subsidiaries resulting from transactions with noncontrolling interests.        Six Months Ended June 30,            2011              2010            (dollars in millions)   Net income applicable to Morgan Stanley     $ 2,161        $ 3,736    Transfers from the noncontrolling interests:       Increase in paid-in capital in connection with the MUFG transaction      —           717                      Net transfers from noncontrolling interests      —           717                      Change from net income applicable to Morgan Stanley and transfers from noncontrolling interests     $ 2,161        $ 4,453                        In connection with the transaction between the Company and MUFG to form a joint venture in Japan, the Company recorded an after-tax gain of  $717 million from the sale of a noncontrolling interest in its Japanese institutional securities business. This gain was recorded in Paid-in capital in the Company's condensed consolidated statements of financial condition at June 30, 2010 and changes in total equity for the six months ended June 30, 2010. See "Other Matters—Japanese Securities Joint Venture" in Part I, Item 2 herein for further information.

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Earnings Per Common Share	6 Months Ended
Jun. 30, 2011
Earnings Per Common Share
Earnings Per Common Share	14. Earnings per Common Share. Basic earnings per common share ("EPS") is computed by dividing income available to Morgan Stanley common shareholders by the weighted average number of common shares outstanding for the period. Common shares outstanding include common stock and vested restricted stock units ("RSUs") where recipients have satisfied either the explicit vesting terms or retirement eligibility requirements. Diluted EPS reflects the assumed conversion of all dilutive securities. The Company calculates EPS using the two-class method and determines whether instruments granted in share-based payment transactions are participating securities (see Note 2 to the consolidated financial statements for the year ended December 31, 2010 in the Form 10-K). The following table presents the calculation of basic and diluted EPS (in millions, except for per share data):        Three Months Ended June 30,     Six Months Ended June 30,            2011             2010             2011             2010       Basic EPS:          Income from continuing operations     $ 1,402       $ 1,463       $ 2,530       $ 3,542    Net gain from discontinued operations      4        521        6        453                                     Net income      1,406        1,984        2,536        3,995    Net income applicable to noncontrolling interests      213        24        375        259                                     Net income applicable to Morgan Stanley      1,193        1,960        2,161        3,736    Less: Preferred dividends (Series A Preferred Stock)      (11 )      (11 )      (22 )      (22 )  Less: Preferred dividends (Series B Preferred Stock)      —          (196 )      (196 )      (392 )  Less: MUFG stock conversion      (1,726 )        (1,726 )    Less: Preferred dividends (Series C Preferred Stock)      (13 )      (13 )      (26 )      (26 )  Less: Allocation of earnings to participating RSUs(1):          From continuing operations      (1 )      (38 )      (3 )      (91 )  From discontinued operations      —          (16 )      —          (14 )  Less: Allocation of undistributed earnings to Equity Units(2):          From continuing operations      —          (67 )      —          (165 )  From discontinued operations      —          (41 )      —          (36 )                                   Earnings (loss) applicable to Morgan Stanley common shareholders     $ (558 )     $ 1,578       $ 188       $ 2,990                                     Weighted average common shares outstanding      1,464        1,318        1,460        1,316                                     Earnings (loss) per basic common share:          Income (loss) from continuing operations     $ (0.38 )     $ 0.84       $ 0.12       $ 1.96    Net gain from discontinued operations      —          0.36        0.01        0.31                                     Earnings (loss) per basic common share     $ (0.38 )     $ 1.20       $ 0.13       $ 2.27                                          Three Months Ended June 30,      Six Months Ended June 30,            2011             2010              2011              2010       Diluted EPS:            Earnings (loss) applicable to Morgan Stanley common shareholders     $ (558 )     $ 1,578        $ 188        $ 2,990    Impact on income of assumed conversions:            Assumed conversion of Equity Units(2)            From continuing operations      —          91         —           91    From discontinued operations      —          41         —           41    Preferred stock dividends (Series B Preferred Stock)      —          196         —           392                                       Earnings (loss) applicable to common shareholders plus assumed conversions      (558 )      1,906         188         3,514                                       Weighted average common shares outstanding      1,464        1,318         1,460         1,316    Effect of dilutive securities:            Stock options and RSUs(1)      —          4         17         4    Series B Preferred Stock      —          310         —           310    Equity Units(2)      —          116         —           58                                       Weighted average common shares outstanding and common stock equivalents      1,464        1,748         1,477         1,688                                       Earnings (loss) per diluted common share:            Income (loss) from continuing operations     $ (0.38 )     $ 0.80        $ 0.12        $ 1.82    Net income from discontinued operations      —          0.29         0.01         0.26                                       Earnings (loss) per diluted common share     $ (0.38 )     $ 1.09        $ 0.13        $ 2.08                                       (1) RSUs that are considered participating securities participate in all of the earnings of the Company in the computation of basic EPS, and therefore, such RSUs are not included as incremental shares in the diluted calculation. (2) See Note 15 to the consolidated financial statements for the year ended December 31, 2010 included in the Form 10-K for further information on Equity Units. The following securities were considered antidilutive and, therefore, were excluded from the computation of diluted EPS:        Three Months Ended June 30,      Six Months Ended June 30,   Number of Antidilutive Securities Outstanding at End of Period:        2011              2010              2011              2010            (shares in millions)   RSUs and Performance-based units      36         45         25         45    Stock options      59         70         59         70                                        Total      95         115         84         115

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Interest Income And Interest Expense	6 Months Ended
Jun. 30, 2011
Interest Income And Interest Expense
Interest Income And Interest Expense	15. Interest Income and Interest Expense. Details of Interest income and Interest expense were as follows:        Three Months Ended June 30,     Six Months Ended June 30,            2011             2010             2011             2010            (dollars in millions)   Interest income(1):          Financial instruments owned(2)     $ 926       $ 1,059       $ 1,845       $ 2,190    Securities available for sale      96        55        191        65    Loans      83        70        159        140    Interest bearing deposits with banks      43        42        77        83    Federal funds sold and securities purchased under agreements to resell and Securities borrowed      330        175        605        325    Other      479        346        934        680                                     Total Interest income     $ 1,957       $ 1,747       $ 3,811       $ 3,483                                     Interest expense(1):          Deposits     $ 60       $ 78       $ 126       $ 160    Commercial paper and other short-term borrowings      11        3        18        6    Long-term debt      1,292        1,154        2,604        2,233    Securities sold under agreements to repurchase and Securities loaned      682        423        1,155        708    Other      (16 )      (52 )      (21 )      (133 )                                   Total Interest expense     $ 2,029       $ 1,606       $ 3,882       $ 2,974                                     Net interest     $ (72 )     $ 141       $ (71 )     $ 509                                     (1) Interest income and expense are recorded within the condensed consolidated statements of income depending on the nature of the instrument and related market conventions. When interest is included as a component of the instrument's fair value, interest is included within Principal transactions—Trading revenues or Principal transactions—Investments revenues. Otherwise, it is included within Interest income or Interest expense. (2) Interest expense on Financial instruments sold, not yet purchased is reported as a reduction to Interest income.

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Employee Benefit Plans	6 Months Ended
Jun. 30, 2011
Employee Benefit Plans
Employee Benefit Plans	16. Employee Benefit Plans. The Company sponsors various pension plans for the majority of its U.S. and non-U.S. employees. The Company provides certain other postretirement benefits, primarily health care and life insurance, to eligible U.S. employees. The Company also provides certain postemployment benefits to certain former employees or inactive employees prior to retirement. Effective January 1, 2011, the Morgan Stanley Employees Retirement Plan (the "Pension Plan") for U.S. participants ceased accruals of benefits under the Pension Plan. Any benefits earned by participants under the Pension Plan at December 31, 2010 were preserved and will be payable in the future based on the Pension Plan's provisions.   The components of the Company's net periodic benefit expense for its pension and postretirement plans were as follows:        Three Months Ended June 30,     Six Months Ended June 30,          2011         2010         2011         2010          (dollars in millions)   Service cost, benefits earned during the period     $ 8       $ 26       $ 16       $ 52    Interest cost on projected benefit obligation      41        41        83        82    Expected return on plan assets      (33 )      (32 )      (66 )      (64 )  Net amortization of prior service costs      (4 )      (2 )      (8 )      (4 )  Net amortization of actuarial loss      5        7        10        14    Curtailment gain      —          (51 )      —          (51 )                                   Net periodic benefit expense     $ 17       $ (11 )     $ 35       $ 29

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Income Taxes	6 Months Ended
Jun. 30, 2011
Income Taxes
Income Taxes	17. Income Taxes. The Company is under continuous examination by the Internal Revenue Service (the "IRS") and other tax authorities in certain countries, such as Japan and the United Kingdom (the "U.K."), and states in which the Company has significant business operations, such as New York. The Company is currently in the early stages of an IRS audit for tax years2006 – 2008. During 2012, the Company expects to reach a conclusion with the IRS on issues covering tax years 1999 – 2005. During 2011, the Company expects to commence an audit with New York State and New York City covering tax years 2007 – 2009. Also during 2011, the Company expects to reach a conclusion with the U.K. tax authorities on substantially all issues through tax year 2008, including those in appeals. During 2012, the Company expects to reach a conclusion with the Japanese tax authorities on substantially all issues covering tax years 2007 – 2008. The Company periodically evaluates the likelihood of assessments in each taxing jurisdiction resulting from current and subsequent years' examinations. The Company believes that the resolution of tax matters will not have a material effect on the condensed consolidated statements of financial condition of the Company, although a resolution could have a material impact on the Company's condensed consolidated statements of income for a particular future period and on the Company's effective income tax rate for any period in which such resolution occurs. The Company has established a liability for unrecognized tax benefits that the Company believes is adequate in relation to the potential for additional assessments. Once established, the Company adjusts unrecognized tax benefits only when more information is available or when an event occurs necessitating a change. It is reasonably possible that significant changes in the gross balance of unrecognized tax benefits may occur within the next 12 months. At this time, however, it is not possible to reasonably estimate the expected change to the total amount of unrecognized tax benefits and impact on the effective tax rate over the next 12 months. The Company's effective tax rate from continuing operations for the six months ended June 30, 2011 included a  $447 million net tax benefit from the remeasurement of a deferred tax asset and the reversal of a related valuation allowance. The deferred tax asset and valuation allowance were recognized in income from discontinued operations during 2010 in connection with the recognition of a  $1.2 billion loss due to writedowns and related costs following the Company's commitment to a plan to dispose of Revel. The Company recorded the valuation allowance because the Company did not believe it was more likely than not that it would have sufficient future net capital gain to realize the benefit of the expected capital loss to be recognized upon the disposal of Revel. During the quarter ended March 31, 2011, the disposal of Revel was restructured as a tax-free like kind exchange and the disposal was completed. The restructured transaction changed the character of the future taxable loss to ordinary. The Company reversed the valuation allowance because the Company believes it is more likely than not that it will have sufficient future ordinary taxable income to recognize the recorded deferred tax asset. In accordance with the applicable accounting literature, this reversal of a previously established valuation allowance due to a change in circumstances was recognized in income from continuing operations during the quarter ended March 31, 2011.

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Segment And Geographic Information	6 Months Ended
Jun. 30, 2011
Segment And Geographic Information
Segment And Geographic Information	18. Segment and Geographic Information. Segment Information. The Company structures its segments primarily based upon the nature of the financial products and services provided to customers and the Company's management organization. The Company provides a wide range of financial products and services to its customers in each of its business segments: Institutional Securities, Global Wealth Management Group and Asset Management. For further discussion of the Company's business segments, see Note 1. Revenues and expenses directly associated with each respective segment are included in determining its operating results. Other revenues and expenses that are not directly attributable to a particular segment are allocated based upon the Company's allocation methodologies, generally based on each segment's respective net revenues, non-interest expenses or other relevant measures. As a result of treating certain intersegment transactions as transactions with external parties, the Company includes an Intersegment Eliminations category to reconcile the business segment results to the Company's consolidated results. Intersegment eliminations also reflect the effect of fees paid by the Institutional Securities business segment to the Global Wealth Management Group business segment related to the bank deposit program. Selected financial information for the Company's segments is presented below:   Three Months Ended June 30, 2011    Institutional Securities     Global Wealth Management Group      Asset Management     Intersegment Eliminations     Total        (dollars in millions)   Total non-interest revenues     $ 5,599       $ 3,128        $ 655       $ (28 )     $ 9,354    Net interest      (410 )      348         (10 )      —          (72 )                                            Net revenues(1)     $ 5,189       $ 3,476        $ 645       $ (28 )     $ 9,282                                              Income from continuing operations before income taxes     $ 1,457       $ 322        $ 165       $ —         $ 1,944    Provision for income taxes      350        138         54        —          542                                              Income from continuing operations      1,107        184         111        —          1,402                                              Discontinued operations(2):             Gain from discontinued operations      1        —           4        —          5    Provision from income taxes      —          —           1        —          1                                              Net gain on discontinued operations      1        —           3        —          4                                              Net income      1,108        184         114        —          1,406    Net income applicable to noncontrolling interests      117        4         92        —          213                                              Net income applicable to Morgan Stanley     $ 991       $ 180        $ 22       $ —         $ 1,193                                                Three Months Ended June 30, 2010   Institutional Securities     Global Wealth Management Group     Asset Management     Intersegment Eliminations     Total       (dollars in millions)   Total non-interest revenues    $ 4,640       $ 2,786       $ 432       $ (36 )     $ 7,822    Net interest     (125 )      288        (22 )      —          141                                            Net revenues(1)    $ 4,515       $ 3,074       $ 410       $ (36 )     $ 7,963                                            Income (loss) from continuing operations before income taxes    $ 1,595       $ 207       $ (86 )     $ (13 )     $ 1,703    Provision for (benefit from) income taxes     220        61        (39 )      (2 )      240                                            Income (loss) from continuing operations     1,375        146        (47 )      (11 )      1,463                                            Discontinued operations(2):           Gain (loss) from discontinued operations     (50 )      —          901        15        866    Provision for (benefit from) income taxes     (23 )      —          360        8        345                                            Net gain (loss) on discontinued operations     (27 )      —          541        7        521                                            Net income (loss)     1,348        146        494        (4 )      1,984    Net income (loss) applicable to noncontrolling interests     (9 )      36        (3 )      —          24                                            Net income (loss) applicable to Morgan Stanley    $ 1,357       $ 110       $ 497       $ (4 )     $ 1,960                                              Six Months Ended June 30, 2011   Institutional Securities     Global Wealth Management Group     Asset Management     Intersegment Eliminations     Total       (dollars in millions)   Total non-interest revenues    $ 9,524       $ 6,223       $ 1,289       $ (48 )     $ 16,988    Net interest     (743 )      690        (18 )      —          (71 )                                          Net revenues(1)    $ 8,781       $ 6,913       $ 1,271       $ (48 )     $ 16,917                                            Income from continuing operations before income taxes    $ 1,854       $ 670       $ 292       $ —         $ 2,816    Provision for (benefit from) income taxes     (28 )      229        85        —          286                                            Income from continuing operations     1,882        441        207        —          2,530                                            Discontinued operations(2):           Gain (loss) from discontinued operations     (4 )      —          9        1        6    Provision for (benefit from) income taxes     (2 )      —          1        1        —                                              Net gain (loss) on discontinued operations     (2 )      —          8        —          6                                            Net income     1,880        441        215        —          2,536    Net income applicable to noncontrolling interests     178        78        119        —          375                                            Net income applicable to Morgan Stanley    $ 1,702       $ 363       $ 96       $ —         $ 2,161                                              Six Months Ended June 30, 2010   Institutional Securities     Global Wealth Management Group     Asset Management     Discover     Intersegment Eliminations     Total       (dollars in millions)   Total non-interest revenues    $ 9,867       $ 5,700       $ 1,104       $ —         $ (145 )     $ 16,526    Net interest     (14 )      479        (41 )      —          85        509                                                    Net revenues(1)    $ 9,853       $ 6,179       $ 1,063       $ —         $ (60 )     $ 17,035                                                    Income (loss) from continuing operations before income taxes    $ 3,660       $ 485       $ 88       $ —         $ (15 )     $ 4,218    Provision for (benefit from) income taxes     550        125        4        —          (3 )      676                                                    Income (loss) from continuing operations     3,110        360        84        —          (12 )      3,542                                                    Discontinued operations(2):             Gain (loss) from discontinued operations     (985 )      —          965        775        12        767    Provision for (benefit from) income taxes     (22 )      —          330        —          6        314                                                    Net gain (loss) from discontinued operations(3)     (963 )      —          635        775        6        453                                                    Net income (loss)     2,147        360        719        775        (6 )      3,995    Net income (loss) applicable to noncontrolling interests     (5 )      151        113        —          —          259                                                    Net income (loss) applicable to Morgan Stanley    $ 2,152       $ 209       $ 606       $ 775       $ (6 )     $ 3,736                                                    (1) In certain management fee arrangements, the Company is entitled to receive performance-based fees (also referred to as incentive fees) when the return on assets under management exceeds certain benchmark returns or other performance targets. In such arrangements, performance fee revenue is accrued (or reversed) quarterly based on measuring account fund performance to date versus the performance benchmark stated in the investment management agreement. The amount of performance-based fee revenue at risk of reversing if fund performance falls below stated investment management agreement benchmarks was approximately  $262 million at June 30, 2011 and approximately  $208 million at December 31, 2010 (see Note 2 to the consolidated financial statements for the year ended December 31, 2010 included in the Form 10-K). (2) See Note 1 for discussion of discontinued operations. (3) Amounts for the three months ended June 30, 2010 included a gain of  $514 million related to the Company's sale of Retail Asset Management within the Asset Management business segment. Amounts for the six months ended June 30, 2010 included a loss of  $951 million related to the planned disposition of Revel included within the Institutional Securities business segment and a gain of  $775 million related to the legal settlement with DFS.   Net Interest    Institutional Securities     Global Wealth Management Group      Asset Management     Intersegment Eliminations     Total        (dollars in millions)   Three Months Ended June 30, 2011             Interest income     $ 1,573       $ 466        $ 3       $ (85 )     $ 1,957    Interest expense      1,983        118         13        (85 )      2,029                                              Net interest     $ (410 )      348         (10 )      —          (72 )                                            Three Months Ended June 30, 2010             Interest income     $ 1,359       $ 387        $ 3       $ (2 )     $ 1,747    Interest expense      1,484        99         25        (2 )      1,606                                              Net interest     $ (125 )     $ 288        $ (22 )     $ —           $141                                              Six Months Ended June 30, 2011             Interest income     $ 3,053       $ 920          $7       $ (169 )     $ 3,811    Interest expense      3,796        230         25        (169 )      3,882                                              Net interest     $ (743 )     $ 690        $ (18 )     $ —         $ (71 )                                            Six Months Ended June 30, 2010             Interest income     $ 2,755       $ 726        $ 9       $ (7 )     $ 3,483    Interest expense      2,769        247         50        (92 )      2,974                                              Net interest     $ (14 )     $ 479        $ (41 )     $ 85       $ 509                                                Total Assets(1)    Institutional Securities      Global Wealth Management Group      Asset Management      Total        (dollars in millions)   At June 30, 2011     $ 719,637        $ 103,665        $ 7,445        $ 830,747                                        At December 31, 2010     $ 698,453        $ 101,058        $ 8,187        $ 807,698                                        (1) Corporate assets have been fully allocated to the Company's business segments. Geographic Information. The Company operates in both U.S. and non-U.S. markets. The Company's non-U.S. business activities are principally conducted through European and Asian locations. The net revenues disclosed in the following table reflect the regional view of the Company's consolidated net revenues on a managed basis, based on the following methodology:     •   Institutional Securities: advisory and equity underwriting—client location, debt underwriting—revenue recording location, sales and trading—trading desk location.     •   Global Wealth Management Group: global representative coverage location.     •   Asset Management: client location, except for Merchant Banking and Real Estate Investing businesses, which are based on asset location.        Three Months Ended June 30,      Six Months Ended June 30,   Net revenues        2011              2010              2011              2010            (dollars in millions)   Americas     $ 6,629        $ 5,673        $ 12,119        $ 11,873    Europe, Middle East, and Africa      1,572         1,720         3,276         3,726    Asia      1,081         570         1,522         1,436                                        Net revenues     $ 9,282        $ 7,963        $ 16,917        $ 17,035

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Equity Method Investments	6 Months Ended
Jun. 30, 2011
Equity Method Investments
Equity Method Investments	19. Equity Method Investments. The Company records investments accounted for under the equity method of accounting (see Note 1) in Other investments in the condensed consolidated statements of financial condition. See Note 24 to the consolidated financial statements for the year ended December 31, 2010 included in the Form 10-K for further information. Huaxin Securities Joint Venture. In June 2011, the Company and Huaxin Securities Co., Ltd. ("Huaxin Securities") (also known as China Fortune Securities Co., Ltd.) jointly announced the operational commencement of their securities joint venture in China. The establishment of the joint venture was approved by China Securities Regulatory Commission ("CSRC") on December 31, 2010 and was subject to receipt of a business license from the State Administration for Industry & Commerce of the People's Republic of China, which was obtained in May 2011. Final CSRC approval for the commencement of business operations was obtained in June 2011. In the quarter ended June 30, 2011, the Company recorded initial costs of  $130 million related to the formation of this new Chinese securities joint venture in Other expenses in the condensed consolidated statement of income. The joint venture, Morgan Stanley Huaxin Securities Company Limited, is registered and principally located in Shanghai. Huaxin Securities holds a two-thirds interest in the joint venture while the Company owns a one-third interest. The establishment of the joint venture allows the Company to further build on its established onshore businesses in China. The joint venture's business includes underwriting and sponsorship of shares in the domestic China market (including A shares and foreign investment shares), as well as underwriting, sponsorship and principal trading of bonds (including government and corporate bonds). Japanese Securities Joint Venture. On May 1, 2010, the Company and MUFG formed a joint venture in Japan of their respective investment banking and securities businesses. MUFG and the Company have integrated their respective Japanese securities companies by forming two joint venture companies. MUFG contributed the investment banking, wholesale and retail securities businesses conducted in Japan by Mitsubishi UFJ Securities Co., Ltd. into MUMSS. The Company contributed the investment banking operations conducted in Japan by its subsidiary, Morgan Stanley MUFG Securities, Co., Ltd. ("MSMS"), formerly known as Morgan Stanley Japan Securities Co., Ltd., into MUMSS (MSMS, together with MUMSS, the "Joint Venture"). The Company owns a 40% economic interest in the Joint Venture and MUFG owns a 60% economic interest in the Joint Venture. The Company holds a 40% voting interest and MUFG holds a 60% voting interest in MUMSS, while the Company holds a 51% voting interest and MUFG holds a 49% voting interest in MSMS. The Company continues to consolidate MSMS in its condensed consolidated financial statements and, commencing on May 1, 2010, accounted for its interest in MUMSS as an equity method investment within the Institutional Securities business segment.   During the three and six months ended June 30, 2011, the Company recorded losses of  $17 million and  $672 million, respectively, arising from the Company's 40% stake in MUMSS, recorded within Other revenues in the condensed consolidated statements of income. In order to enhance the risk management at MUMSS, during the six months ended June 30, 2011, the Company entered into a transaction with MUMSS whereby the risk associated with the fixed income trading positions that previously caused the majority of the aforementioned MUMSS losses were transferred to MSMS. In return for entering into the transaction, the Company received total consideration of  $659 million, which represented the estimated fair value of the transaction. MUFG is responsible for ensuring that MUMSS remains adequately capitalized, and the Company is not obligated to contribute additional capital to MUMSS. Because of the losses incurred by MUMSS, MUFG contributed approximately  $370 million of capital to MUMSS on April 22, 2011. The MUFG capital injection improved the capital base and restored the capital adequacy ratio of MUMSS. As a result of the capital injection, during the quarter ended June 30, 2011, the Company recorded an increase of approximately  $148 million in the carrying amount of the equity method investment in MUMSS, reflecting the Company's 40% share of the increase in the net asset value of MUMSS, and an increase in the Company's Paid-in capital of approximately  $86 million (after-tax). During the quarter ended June 30, 2011, the Company performed an impairment review of its equity method investment in MUMSS in view of the deterioration in the financial performance of MUMSS and the earthquake in Japan on March 11, 2011. The Company recorded no other-than-temporary impairment loss at June 30, 2011. Adverse market or economic events, as well as further deterioration of post-earthquake economic performance could result in impairment charges of this investment in future periods. FrontPoint. On March 1, 2011, the Company and the principals of FrontPoint Partners LLC ("FrontPoint") completed a transaction, whereby FrontPoint senior management and portfolio managers own a majority equity stake in FrontPoint, and the Company retains a minority stake. FrontPoint has replaced the Company's affiliates as the investment advisor and general partner of the FrontPoint funds. Beginning March 1, 2011, the Company accounts for its interest in FrontPoint as an equity method investment within the Asset Management business segment. The Company recorded a loss of approximately  $20 million related to the writedown of the minority stake investment in FrontPoint for the quarter ended June 30, 2011. The loss was included in Other revenues in the condensed consolidated statement of income.

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Discontinued Operations	6 Months Ended
Jun. 30, 2011
Discontinued Operations
Discontinued Operations	20. Discontinued Operations. See Note 1 for a discussion of the Company's discontinued operations. The table below provides information regarding amounts included in discontinued operations:          Three Months Ended June 30,      Six Months Ended June 30,          2011      2010      2011      2010          (dollars in millions)   Pre-tax gain (loss) on discontinued operations(1):               Revel(2)       $ —          $ (25 )      $ (10 )      $ (963 )  Retail Asset Management        4         916         9         982    DFS(3)        —           —           —           775    CMB        —           (18 )       6         (16 )  Other        1         (7 )       1         (11 )                                              $ 5        $ 866        $ 6        $ 767                                          (1) Amounts included eliminations of intersegment activity. (2) Amount included a loss of approximately  $951 million in the six months ended June 30, 2010 in connection with the planned disposition of Revel. (3) Amount relates to the legal settlement with DFS. Net revenues included in discontinued operations for the quarter ended June 30, 2011 was  $5 million related to Retail Asset Management. Net revenues included in discontinued operations for the six months ended June 30, 2011 included  $6 million related to CMB and  $5 million related to Retail Asset Management. Net revenues included in discontinued operations for the quarter ended June 30, 2010 included  $1,019 million related to Retail Asset Management and a net loss of  $2 million related to CMB. Net revenues included in discontinued operations for the six months ended June 30, 2010 included  $1,204 million related to Retail Asset Management and  $4 million related to CMB.

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Subsequent Events	6 Months Ended
Jun. 30, 2011
Subsequent Events
Subsequent Events	21. Subsequent Events. Common Dividend. On July 19, 2011, the Company announced that its Board of Directors declared a quarterly dividend per common share of  $0.05. The dividend is payable on August 15, 2011 to common shareholders of record on July 29, 2011. Long-Term Borrowings. Subsequent to June 30, 2011 and through July 31, 2011, the Company's long-term borrowings (net of repayments) increased by approximately  $1.5 billion. U.K. Bank Levy. In July 2011, the U.K. Government enacted legislation imposing a bank levy on relevant liabilities and equities on the consolidated balance sheets of "U.K. Banking Groups," as defined under the bank levy legislations at December 31, 2011. The Company continues to evaluate the impact of this legislation and expects to incur a charge of approximately  $125 million for the full year. Due to the charge being determined on relevant liabilities and equities at December 31, 2011, the final charge may differ from this estimate. The levy is not deductible for U.K. Corporation Tax purposes. The Company will start to accrue this charge in the third quarter of 2011.

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Significant Accounting Policies (Policy)	6 Months Ended
Jun. 30, 2011
Significant Accounting Policies
Financial Instruments And Fair Value	Financial Instruments and Fair Value. Fair value for many cash instruments and OTC derivative contracts is derived using pricing models. Pricing models take into account the contract terms (including maturity) as well as multiple inputs, including, where applicable, commodity prices, equity prices, interest rate yield curves, credit curves, correlation, creditworthinness of the counterparty, creditworthiness of the Company, option volatility and currency rates. Where appropriate, valuation adjustments are made to account for various factors such as liquidity risk (bid-ask adjustments), credit quality, model uncertainty and concentration risk. Adjustments for liquidity risk adjust model derived mid-market levels of Level 2 and Level 3 financial instruments for the bid-mid or mid-ask spread required to properly reflect the exit price of a risk position. Bid-mid and mid-ask spreads are marked to levels observed in trade activity, broker quotes or other external third-party data. Where these spreads are unobservable for the particular position in question, spreads are derived from observable levels of similar positions. The Company applies credit-related valuation adjustments to its short-term and long-term borrowings (primarily structured notes) for which the fair value option was elected and to OTC derivatives. The Company considers the impact of changes in its own credit spreads based upon observations of the Company's secondary bond market spreads when measuring the fair value for short-term and long-term borrowings. For OTC derivatives, the impact of changes in both the Company's and the counterparty's credit standing is considered when measuring fair value. In determining the expected exposure, the Company simulates the distribution of the future exposure to a counterparty, then applies market-based default probabilities to the future exposure, leveraging external third-party credit default swap ("CDS") spread data. Where CDS spread data are unavailable for a specific counterparty, bond market spreads, CDS spread data based on the counterparty's credit rating or CDS spread data that reference a comparable counterparty may be utilized. The Company also considers collateral held and legally enforceable master netting agreements that mitigate the Company's exposure to each counterparty. Adjustments for model uncertainty are taken for positions whose underlying models are reliant on significant inputs that are neither directly nor indirectly observable, hence requiring reliance on established theoretical concepts in their derivation. These adjustments are derived by making assessments of the possible degree of variability using statistical approaches and market-based information where possible. The Company generally subjects all valuations and models to a review process initially and on a periodic basis thereafter. The Company may apply a concentration adjustment to certain of its OTC derivatives portfolios to reflect the additional cost of closing out a particularly large risk position. Where possible, these adjustments are based on observable market information but in many instances significant judgment is required to estimate the costs of closing out concentrated risk positions due to the lack of liquidity in the marketplace.
Allowance For Loan Losses	Allowance for Loan Losses. The Company places loans on nonaccrual status if principal or interest is past due for a period of 90 days or more or payment of principal or interest is in doubt unless the obligation is well secured and in the process of collection. Payments received on nonaccrual loans held for investment are applied to principal if there is doubt regarding the ultimate collectability of principal (cost recovery method). If collection of the principal of nonaccrual loans held for investment is not in doubt, interest income is recognized on a cash basis. If neither principal nor interest collection is in doubt, loans are on accrual status and interest income is recognized using the effective interest method.
Condensed Consolidated Statements Of Cash Flows	Condensed Consolidated Statements of Cash Flows. For purposes of the condensed consolidated statements of cash flows, cash and cash equivalents consist of Cash and due from banks and Interest bearing deposits with banks, which are highly liquid investments with original maturities of three months or less and readily convertible to known amounts of cash, and are held for investment purposes. At June 30, 2011, Mitsubishi UFJ Financial Group, Inc. ("MUFG") and the Company converted MUFG's outstanding Series B Non-Cumulative Non-Voting Perpetual Convertible Preferred Stock ("Series B Preferred Stock") in the Company with a face value of  $7.8 billion (carrying value  $8.1 billion) into the Company's common stock. As a result of the adjustment to the conversion ratio, pursuant to the transaction agreement, the Company incurred a one-time, non-cash negative adjustment of approximately  $1.7 billion in its calculation of basic and diluted earnings per share during the quarter and six months ended June 30, 2011 (see Note 13). In addition, in the six months ended June 30, 2010, the Company's significant non-cash activities include assets acquired of approximately  $0.4 billion and assumed liabilities of approximately  $0.1 billion in connection with a business acquisition and approximately  $0.6 billion of equity securities received in connection with the sale of Retail Asset Management.

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Fair Value Disclosures (Tables)	6 Months Ended
Jun. 30, 2011
Fair Value Disclosures
Assets And Liabilities Measured At Fair Value On A Recurring Basis	Quoted Prices in Active Markets for Identical Assets (Level 1)     Significant Observable Inputs (Level 2)     Significant Unobservable Inputs (Level 3)     Counterparty and Cash Collateral Netting     Balance at June 30, 2011       (dollars in millions)   Assets           Financial instruments owned:           U.S. government and agency securities:           U.S. Treasury securities    $ 13,062       $ 21       $ —         $ —         $ 13,083    U.S. agency securities     2,499        20,092        2        —          22,593                                            Total U.S. government and agency securities     15,561        20,113        2        —          35,676    Other sovereign government obligations     30,743        8,297        132        —          39,172    Corporate and other debt:           State and municipal securities     —          3,166        —          —          3,166    Residential mortgage-backed securities     —          3,025        509        —          3,534    Commercial mortgage-backed securities     —          2,586        136        —          2,722    Asset-backed securities     —          1,639        298        —          1,937    Corporate bonds     —          36,972        1,179        —          38,151    Collateralized debt obligations     —          1,932        1,650        —          3,582    Loans and lending commitments     —          17,055        10,420        —          27,475    Other debt     —          8,429        163        —          8,592                                            Total corporate and other debt     —          74,804        14,355        —          89,159    Corporate equities(1)     62,535        3,057        461        —          66,053    Derivative and other contracts:           Interest rate contracts     1,660        578,414        4,919        —          584,993    Credit contracts     —          96,664        15,622        —          112,286    Foreign exchange contracts     —          55,956        517        —          56,473    Equity contracts     1,900        38,839        1,240        —          41,979    Commodity contracts     5,638        42,934        1,297        —          49,869    Other     —          233        312        —          545    Netting(2)     (8,020 )      (720,762 )      (11,253 )      (59,943 )      (799,978 )                                          Total derivative and other contracts     1,178        92,278        12,654        (59,943 )      46,167    Investments:           Private equity funds     —          —          2,160        —          2,160    Real estate funds     —          7        1,290        —          1,297    Hedge funds     —          436        827        —          1,263    Principal investments     213        228        3,120        —          3,561    Other     188        26        525        —          739                                            Total investments     401        697        7,922        —          9,020    Physical commodities     —          8,878        673        —          9,551                                            Total financial instruments owned     110,418        208,124        36,199        (59,943 )      294,798    Securities available for sale:           U.S. government and agency securities     9,378        14,928        —          —          24,306    Securities received as collateral     15,778        84        —          —          15,862    Intangible assets(3)     —          —          133        —          133    Liabilities           Deposits    $ —         $ 2,830       $ —         $ —         $ 2,830    Commercial paper and other short-term borrowings     —          1,687        23        —          1,710    Financial instruments sold, not yet purchased:           U.S. government and agency securities:           U.S. Treasury securities     25,315        —          —          —          25,315    U.S. agency securities     2,191        14        —          —          2,205                                            Total U.S. government and agency securities     27,506        14        —          —          27,520    Other sovereign government obligations     19,903        2,576        —          —          22,479    Corporate and other debt:           State and municipal securities     —          4        —          —          4    Residential mortgage-backed securities     —          —          41        —          41    Commercial mortgage-backed securities     —          18        —          —          18    Corporate bonds     —          7,962        35        —          7,997    Unfunded lending commitments     —          669        240        —          909    Other debt     —          19        178        —          197                                            Total corporate and other debt     —          8,672        494        —          9,166    Corporate equities(1)     26,563        1,054        1        —          27,618    Derivative and other contracts:           Interest rate contracts     1,560        551,231        4,602        —          557,393    Credit contracts     —          93,508        8,230        —          101,738    Foreign exchange contracts     —          57,275        473        —          57,748    Equity contracts     1,758        43,459        2,901        —          48,118    Commodity contracts     6,196        43,852        981        —          51,029    Other     —          612        709        —          1,321    Netting(2)     (8,020 )      (720,762 )      (11,253 )      (36,199 )      (776,234 )                                          Total derivative and other contracts     1,494        69,175        6,643        (36,199 )      41,113                                            Total financial instruments sold, not yet purchased     75,466        81,491        7,138        (36,199 )      127,896    Obligation to return securities received as collateral     20,657        84        —          —          20,741    Securities sold under agreements to repurchase     —          —          358        —          358    Other secured financings     —          15,890        742        —          16,632    Long-term borrowings     12        42,171        1,251        —          43,434    (1) The Company holds or sells short for trading purposes equity securities issued by entities in diverse industries and of varying size. (2) For positions with the same counterparty that cross over the levels of the fair value hierarchy, both counterparty netting and cash collateral netting are included in the column titled "Counterparty and Cash Collateral Netting." For contracts with the same counterparty, counterparty netting among positions classified within the same level is included within that level. For further information on derivative instruments and hedging activities, see Note 10. (3) Amount represents mortgage servicing rights ("MSR") accounted for at fair value. See Note 6 for further information on MSRs.     Quoted Prices in Active Markets for Identical Assets (Level 1)     Significant Observable Inputs (Level 2)     Significant Unobservable Inputs (Level 3)     Counterparty and Cash Collateral Netting     Balance at December 31, 2010       (dollars in millions)   Assets           Financial instruments owned:           U.S. government and agency securities:           U.S. Treasury securities    $ 19,226       $ —         $ —         $ —         $ 19,226    U.S. agency securities     3,827        25,380        13        —          29,220                                            Total U.S. government and agency securities     23,053        25,380        13        —          48,446    Other sovereign government obligations     25,334        8,501        73        —          33,908    Corporate and other debt:           State and municipal securities     —          3,229        110        —          3,339    Residential mortgage-backed securities     —          3,690        319        —          4,009    Commercial mortgage-backed securities     —          2,692        188        —          2,880    Asset-backed securities     —          2,322        13        —          2,335    Corporate bonds     —          39,569        1,368        —          40,937    Collateralized debt obligations     —          2,305        1,659        —          3,964    Loans and lending commitments     —          15,308        11,666        —          26,974    Other debt     —          3,523        193        —          3,716                                            Total corporate and other debt     —          72,638        15,516        —          88,154    Corporate equities(1)     65,009        2,923        484        —          68,416    Derivative and other contracts:           Interest rate contracts     3,985        616,016        966        —          620,967    Credit contracts     —          95,818        14,316        —          110,134    Foreign exchange contracts     1        61,556        431        —          61,988    Equity contracts     2,176        36,612        1,058        —          39,846    Commodity contracts     5,464        57,528        1,160        —          64,152    Other     —          108        135        —          243    Netting(2)     (8,551 )      (761,939 )      (7,168 )      (68,380 )      (846,038 )                                          Total derivative and other contracts     3,075        105,699        10,898        (68,380 )      51,292    Investments:           Private equity funds     —          —          1,986        —          1,986    Real estate funds     —          8        1,176        —          1,184    Hedge funds     —          736        901        —          1,637    Principal investments     286        486        3,131        —          3,903    Other(3)     403        79        560        —          1,042                                            Total investments     689        1,309        7,754        —          9,752    Physical commodities     —          6,778        —          —          6,778                                            Total financial instruments owned     117,160        223,228        34,738        (68,380 )      306,746    Securities available for sale:           U.S. government and agency securities     20,792        8,857        —          —          29,649    Securities received as collateral     15,646        890        1        —          16,537    Intangible assets(4)     —          —          157        —          157    Liabilities           Deposits    $ —         $ 3,011       $ 16       $ —         $ 3,027    Commercial paper and other short-term borrowings     —          1,797        2        —          1,799    Financial instruments sold, not yet purchased:           U.S. government and agency securities:           U.S. Treasury securities     25,225        —          —          —          25,225    U.S. agency securities     2,656        67        —          —          2,723                                            Total U.S. government and agency securities     27,881        67        —          —          27,948    Other sovereign government obligations     19,708        2,542        —          —          22,250    Corporate and other debt:           State and municipal securities     —          11        —          —          11    Asset-backed securities     —          12        —          —          12    Corporate bonds     —          9,100        44        —          9,144    Collateralized debt obligations     —          2        —          —          2    Unfunded lending commitments     —          464        263        —          727    Other debt     —          828        194        —          1,022                                            Total corporate and other debt     —          10,417        501        —          10,918    Corporate equities(1)     19,696        127        15        —          19,838    Derivative and other contracts:           Interest rate contracts     3,883        591,378        542        —          595,803    Credit contracts     —          87,904        7,722        —          95,626    Foreign exchange contracts     2        64,301        385        —          64,688    Equity contracts     2,098        42,242        1,820        —          46,160    Commodity contracts     5,871        58,885        972        —          65,728    Other     —          520        1,048        —          1,568    Netting(2)     (8,551 )      (761,939 )      (7,168 )      (44,113 )      (821,771 )                                          Total derivative and other contracts     3,303        83,291        5,321        (44,113 )      47,802                                            Total financial instruments sold, not yet purchased     70,588        96,444        5,837        (44,113 )      128,756    Obligation to return securities received as collateral     20,272        890        1        —          21,163    Securities sold under agreements to repurchase     —          498        351        —          849    Other secured financings     —          7,474        1,016        —          8,490    Long-term borrowings     —          41,393        1,316        —          42,709    (1) The Company holds or sells short for trading purposes equity securities issued by entities in diverse industries and of varying size. (2) For positions with the same counterparty that cross over the levels of the fair value hierarchy, both counterparty netting and cash collateral netting are included in the column titled "Counterparty and Cash Collateral Netting." For contracts with the same counterparty, counterparty netting among positions classified within the same level is included within that level. For further information on derivative instruments and hedging activities, see Note 10. (3) In June 2010, the Company voluntarily contributed  $25 million to certain other investments in funds that it manages in connection with upcoming rule changes regarding net asset value disclosures for money market funds. Based on current liquidity and fund performance, the Company does not expect to provide additional voluntary support to non-consolidated funds that it manages. (4) Amount represents MSRs accounted for at fair value. See Note 6 for further information on MSRs.
Changes In Level 3 Assets And Liabilities Measured At Fair Value On A Recurring Basis	Beginning Balance at March 31, 2011     Total Realized and Unrealized Gains (Losses)(1)     Purchases     Sales     Issuances     Settlements     Net Transfers     Ending Balance at June 30, 2011     Unrealized Gains (Losses) for Level 3 Assets/ Liabilities Outstanding at June 30, 2011(2)       (dollars in millions)   Assets                   Financial instruments owned:                   U.S. agency securities    $ 57       $ 1       $ 29       $ (72 )     $ —         $ —         $ (13 )     $ 2       $ —      Other sovereign government obligations     126        9        —          (4 )      —          —          1        132        9    Corporate and other debt:                   State and municipal securities     4        —          21        (25 )      —          —          —          —          —      Residential mortgage-backed securities     361        (10 )      101        (54 )      —          —          111        509        —      Commercial mortgage-backed securities     132        (21 )      81        (10 )      —          —          (46 )      136        (1 )  Asset-backed securities     —          259        4        —          —          —          35        298        259    Corporate bonds     1,366        (93 )      216        (353 )      —          —          43        1,179        (57 )  Collateralized debt obligations     1,593        17        357        (352 )      —          (19 )      54        1,650        14    Loans and lending commitments     11,218        (168 )      1,898        (676 )      —          (1,285 )      (567 )      10,420        (236 )  Other debt     165        5        6        (13 )      —          —          —          163        1                                                                            Total corporate and other debt     14,839        (11 )      2,684        (1,483 )      —          (1,304 )      (370 )      14,355        (20 )  Corporate equities     502        11        127        (144 )      —          —          (35 )      461        24    Net derivative and other contracts(3):                   Interest rate contracts     (58 )      472        22        —          (45 )      (62 )      (12 )      317        376    Credit contracts     6,079        1,002        1,089        —          (109 )      (737 )      68        7,392        958    Foreign exchange contracts     46        (34 )      2        —          —          30        —          44        (39 )  Equity contracts     (645 )      58        77        (7 )      (1,163 )      52        (33 )      (1,661 )      60    Commodity contracts     330        (129 )      330        —          (146 )      (99 )      30        316        (139 )  Other     (508 )      (74 )      2        —          (112 )      296        (1 )      (397 )      (81 )                                                                          Total net derivative and other contracts     5,244        1,295        1,522        (7 )      (1,575 )      (520 )      52        6,011        1,135    Investments:                   Private equity funds     2,006        153        91        (90 )      —          —          —          2,160        129    Real estate funds     1,251        81        17        (59 )      —          —          —          1,290        148    Hedge funds     871        (17 )      20        (120 )      —          —          73        827        (17 )  Principal investments     3,057        182        75        (108 )      —          —          (86 )      3,120        (15 )  Other     398        2        2        (3 )      —          —          126        525        (2 )                                                                          Total investments     7,583        401        205        (380 )      —          —          113        7,922        243    Physical commodities     —          (48 )      721        —          —          —          —          673        (48 )  Intangible assets     144        (11 )      1        —          —          (1 )      —          133        (11 )  Liabilities                   Commercial paper and other short-term borrowings    $ 4       $ 7       $ —         $ —         $ 29       $ (3 )     $ —         $ 23       $ 7    Financial instruments sold, not yet purchased:                   Corporate and other debt:                   Residential mortgage-backed securities     —          (13 )      (13 )      41        —          —          —          41        (13 )  Corporate bonds     150        49        (324 )      336        —          —          (78 )      35        60    Collateralized debt obligations     2        —          (1 )      —          —          —          (1 )      —          —      Unfunded lending commitments     171        (69 )      —          —          —          —          —          240        (69 )  Other debt     180        13        —          13        —          —          (2 )      178        13                                                                            Total corporate and other debt     503        (20 )      (338 )      390        —          —          (81 )      494        (9 )  Corporate equities     9        13        (8 )      12        —          —          1        1        3    Securities sold under agreements to repurchase     352        (5 )      —          —          1        —          —          358        (5 )  Other secured financings     605        (9 )      —          —          145        (17 )      —          742        (9 )  Long-term borrowings     1,374        38        —          —          215        (175 )      (125 )      1,251        20    (1) Total realized and unrealized gains (losses) are primarily included in Principal transactions—Trading in the condensed consolidated statements of income except for  $401 million related to Financial instruments owned—Investments, which is included in Principal transactions—Investments. (2) Amounts represent unrealized gains (losses) for the quarter ended June 30, 2011 related to assets and liabilities still outstanding at June 30, 2011. (3) Net derivative and other contracts represent Financial instruments owned—Derivative and other contracts net of Financial instruments sold, not yet purchased—Derivative and other contracts. For further information on Derivative instruments and hedging activities, see Note 10.   Beginning Balance at December 31, 2010     Total Realized and Unrealized Gains (Losses)(1)     Purchases     Sales     Issuances     Settlements     Net Transfers     Ending Balance at June 30, 2011     Unrealized Gains (Losses) for Level 3 Assets/ Liabilities Outstanding at June 30, 2011(2)       (dollars in millions)   Assets                   Financial instruments owned:                   U.S. agency securities    $ 13       $ —         $ 34       $ (40 )     $ —         $ —         $ (5 )     $ 2       $ —      Other sovereign government obligations     73        8        56        —          —          —          (5 )      132        8    Corporate and other debt:                   State and municipal securities     110        (1 )      —          (96 )      —          —          (13 )      —          —      Residential mortgage-backed securities     319        (62 )      279        (193 )      —          (1 )      167        509        (71 )  Commercial mortgage-backed securities     188        (19 )      96        (30 )      —          —          (99 )      136        (18 )  Asset-backed securities     13        259        13        (17 )      —          —          30        298        258    Corporate bonds     1,368        (26 )      273        (409 )      —          34        (61 )      1,179        42    Collateralized debt obligations     1,659        273        641        (862 )      —          (55 )      (6 )      1,650        70    Loans and lending commitments     11,666        213        2,321        (537 )      —          (2,038 )      (1,205 )      10,420        212    Other debt     193        —          5        (33 )      —          —          (2 )      163        (9 )                                                                          Total corporate and other debt     15,516        637        3,628        (2,177 )      —          (2,060 )      (1,189 )      14,355        484    Corporate equities     484        (207 )      219        (176 )      —          —          141        461        1    Net derivative and other contracts(3):                   Interest rate contracts     424        702        19        —          (704 )      (192 )      68        317        600    Credit contracts     6,594        388        1,148        —          (197 )      (614 )      73        7,392        772    Foreign exchange contracts     46        (159 )      1        —          —          159        (3 )      44        (130 )  Equity contracts     (762 )      105        119        —          (1,236 )      98        15        (1,661 )      96    Commodity contracts     188        165        455        —          (321 )      (281 )      110        316        153    Other     (913 )      117        2        —          (116 )      428        85        (397 )      110                                                                            Total net derivative and other contracts     5,577        1,318        1,744        —          (2,574 )      (402 )      348        6,011        1,601    Investments:                   Private equity funds     1,986        260        88        (245 )      —          —          71        2,160        209    Real estate funds     1,176        145        31        (62 )      —          —          —          1,290        255    Hedge funds     901        (25 )      15        (172 )      —          —          108        827        (25 )  Principal investments     3,131        242        (26 )      (195 )      —          —          (32 )      3,120        (105 )  Other     560        51        (4 )      (11 )      —          —          (71 )      525        41                                                                            Total investments     7,754        673        104        (685 )      —          —          76        7,922        375    Physical commodities     —          (48 )      721        —          —          —          —          673        (48 )  Securities received as collateral     1        —          —          (1 )      —          —          —          —          —      Intangible assets     157        (26 )      5        (1 )      (1 )      (1 )      —          133        (26 )  Liabilities                   Deposits    $ 16       $ 2       $ —         $ —         $ —         $ (14 )     $ —         $ —         $ —      Commercial paper and other short-term borrowings     2        7        —          —          29        (1 )      —          23        7    Financial instruments sold, not yet purchased:                   Corporate and other debt:                   Residential mortgage-backed securities     —          (13 )      (12 )      40        —          —          —          41        (13 )  Commercial mortgage-backed securities     —          1        —          1        —          —          —          —          —      Corporate bonds     44        40        (367 )      426        —          —          (28 )      35        30    Unfunded lending commitments     263        23        —          —          —          —          —          240        23    Other debt     194        4        (10 )      14        —          —          (16 )      178        4                                                                            Total corporate and other debt     501        55        (389 )      481        —          —          (44 )      494        44    Corporate equities     15        5        (19 )      6        —          —          4        1        3    Obligation to return securities received as collateral     1        —          (1 )      —          —          —          —          —          —      Securities sold under agreements to repurchase     351        (6 )      1        —          —          —          —          358        (8 )  Other secured financings     1,016        (12 )      —          —          142        (122 )      (306 )      742        (12 )  Long-term borrowings     1,316        (28 )      —          —          388        (342 )      (139 )      1,251        (22 )  (1) Total realized and unrealized gains (losses) are primarily included in Principal transactions—Trading in the condensed consolidated statements of income except for  $673 million related to Financial instruments owned—Investments, which is included in Principal transactions—Investments. (2) Amounts represent unrealized gains (losses) for the six months ended June 30, 2011 related to assets and liabilities still outstanding at June 30, 2011. (3) Net derivative and other contracts represent Financial instruments owned—Derivative and other contracts net of Financial instruments sold, not yet purchased—Derivative and other contracts. For further information on Derivative instruments and hedging activities, see Note 10.     Beginning Balance at March 31, 2010     Total Realized and Unrealized Gains (Losses)(1)     Purchases, Sales, Other Settlements and Issuances, net     Net Transfers     Ending Balance at June 30, 2010     Unrealized Gains (Losses) for Level 3 Assets/ Liabilities Outstanding at June 30, 2010(2)       (dollars in millions)   Assets             Financial instruments owned:             U.S. agency securities    $ 1       $ —         $ (5 )     $ 5       $ 1       $ —      Other sovereign government obligations     80        (1 )      70        (76 )      73        —      Corporate and other debt:             State and municipal securities     398        19        (180 )      (16 )      221        1    Residential mortgage-backed securities     625        (37 )      (97 )      (15 )      476        (42 )  Commercial mortgage-backed securities     779        23        133        (322 )      613        13    Asset-backed securities     149        8        (75 )      19        101        6    Corporate bonds     1,145        86        154        (41 )      1,344        79    Collateralized debt obligations     1,512        (25 )      40        (14 )      1,513        42    Loans and lending commitments     13,503        (40 )      152        (868 )      12,747        (64 )  Other debt     1,921        (61 )      (28 )      (22 )      1,810        (68 )                                                  Total corporate and other debt     20,032        (27 )      99        (1,279 )      18,825        (33 )  Corporate equities     536        (33 )      (183 )      26        346        (1 )  Net derivative and other contracts(3):             Interest rate contracts     384        310        (132 )      (46 )      516        311    Credit contracts     7,952        315        265        (431 )      8,101        499    Foreign exchange rate contracts     206        (1 )      (134 )      —          71        (2 )  Equity contracts     (701 )      (137 )      (191 )      31        (998 )      (129 )  Commodity contracts     90        (152 )      53        23        14        (126 )  Other     (579 )      (402 )      (40 )      (18 )      (1,039 )      (352 )                                                  Total net derivative and other contracts     7,352        (67 )      (179 )      (441 )      6,665        201    Investments:             Private equity funds     1,634        82        123        —          1,839        21    Real estate funds     1,751        4        (115 )      3        1,643        109    Hedge funds     1,027        (29 )      5        (93 )      910        (29 )  Principal investments     2,700        (132 )      7        —          2,575        (83 )  Other     434        64        (60 )      6        444        3                                                    Total investments     7,546        (11 )      (40 )      (84 )      7,411        21    Intangible assets     175        (15 )      (21 )      —          139        (27 )  Liabilities             Deposits    $ 15       $ 1       $ —         $ —         $ 14       $ —      Commercial paper and other short-term borrowings     300        —          (293 )      —          7        —      Financial instruments sold, not yet purchased:             Corporate and other debt:             Residential mortgage-backed securities     —          (6 )      (4 )      —          2        (5 )  Asset-backed securities     4        —          (4 )      —          —          —      Corporate bonds     17        14        80        (3 )      80        19    Unfunded lending commitments     213        (110 )      12        —          335        (110 )  Other debt     317        15        (81 )      —          221        13                                                    Total corporate and other debt     551        (87 )      3        (3 )      638        (83 )  Corporate equities     13        1        (4 )      (3 )      5        —      Other secured financings     1,811        69        5        163        1,910        69    Long-term borrowings     6,728        92        20        (147 )      6,509        92    (1) Total realized and unrealized gains (losses) are primarily included in Principal transactions—Trading in the condensed consolidated statements of income except for  $(11) million related to Financial instruments owned—Investments, which is included in Principal transactions—Investments. (2) Amounts represent unrealized gains (losses) for the quarter ended June 30, 2010 related to assets and liabilities still outstanding at June 30, 2010. (3) Net derivative and other contracts represent Financial instruments owned—Derivative and other contracts net of Financial instruments sold, not yet purchased—Derivative and other contracts. For further information on Derivative instruments and hedging activities, see Note 10.   Beginning Balance at December 31, 2009     Total Realized and Unrealized Gains (Losses)(1)     Purchases, Sales, Other Settlements and Issuances, net     Net Transfers     Ending Balance at June 30, 2010     Unrealized Gains (Losses) for Level 3 Assets/ Liabilities Outstanding at June 30, 2010(2)       (dollars in millions)   Assets             Financial instruments owned:             U.S. agency securities    $ 36       $ —         $ (35 )     $ —         $ 1       $ —      Other sovereign government obligations     3        (1 )      63        8        73        (1 )  Corporate and other debt:             State and municipal securities     713        (56 )      (436 )      —          221        (58 )  Residential mortgage-backed securities     818        12        (392 )      38        476        (6 )  Commercial mortgage-backed securities     1,573        128        (774 )      (314 )      613        28    Asset-backed securities     591        3        (491 )      (2 )      101        9    Corporate bonds     1,038        (44 )      256        94        1,344        (53 )  Collateralized debt obligations     1,553        122        (171 )      9        1,513        60    Loans and lending commitments     12,506        76        629        (464 )      12,747        126    Other debt     1,662        185        (14 )      (23 )      1,810        160                                                    Total corporate and other debt     20,454        426        (1,393 )      (662 )      18,825        266    Corporate equities     536        67        (161 )      (96 )      346        21    Net derivative and other contracts(3):             Interest rate contracts     387        300        (146 )      (25 )      516        302    Credit contracts     8,824        (163 )      383        (943 )      8,101        340    Foreign exchange rate contracts     254        (102 )      (123 )      42        71        (308 )  Equity contracts     (689 )      (208 )      (184 )      83        (998 )      (161 )  Commodity contracts     7        (68 )      14        61        14        66    Other     (437 )      (575 )      (12 )      (15 )      (1,039 )      (511 )                                                  Total net derivative and other contracts     8,346        (816 )      (68 )      (797 )      6,665        (272 )  Investments:             Private equity funds     1,628        139        72        —          1,839        116    Real estate funds     1,087        186        350        20        1,643        289    Hedge funds     1,678        (218 )      (270 )      (280 )      910        (220 )  Principal investments     2,642        (105 )      38        —          2,575        (87 )  Other     578        47        (180 )      (1 )      444        (3 )                                                  Total investments     7,613        49        10        (261 )      7,411        95    Securities received as collateral     23        —          (23 )      —          —          —      Intangible assets     137        24        (22 )      —          139        4    Liabilities             Deposits    $ 24       $ 2       $ —         $ (8 )     $ 14       $ 2    Commercial paper and other short-term borrowings     —          —          7        —          7        —      Financial instruments sold, not yet purchased:             Corporate and other debt:             Residential mortgage-backed securities     —          (1 )      1        —          2        (1 )  Commercial mortgage-backed securities     —          1        1        —          —          —      Asset-backed securities     4        —          (4 )      —          —          —      Corporate bonds     29        (1 )      22        28        80        8    Collateralized debt obligations     3        —          (3 )      —          —          —      Unfunded lending commitments     252        (140 )      (57 )      —          335        (138 )  Other debt     431        20        (175 )      (15 )      221        20                                                    Total corporate and other debt     719        (121 )      (215 )      13        638        (111 )  Corporate equities     4        (1 )      (7 )      7        5        1    Obligation to return securities received as collateral     23        —          (23 )      —          —          —      Other secured financings     1,532        (67 )      222        89        1,910        (80 )  Long-term borrowings     6,865        99        (26 )      (231 )      6,509        99    (1) Total realized and unrealized gains (losses) are primarily included in Principal transactions—Trading in the condensed consolidated statements of income except for  $49 million related to Financial instruments owned—Investments, which is included in Principal transactions—Investments. (2) Amounts represent unrealized gains (losses) for the six months ended June 30, 2010 related to assets and liabilities still outstanding at June 30, 2010. (3) Net derivative and other contracts represent Financial instruments owned—Derivative and other contracts net of Financial instruments sold, not yet purchased—Derivative and other contracts. For further information on derivative instruments and hedging activities, see Note 10.
Fair Value Of Investments That Calculate Net Asset Value	At June 30, 2011      At December 31, 2010        Fair Value      Unfunded Commitment      Fair Value      Unfunded Commitment        (dollars in millions)   Private equity funds     $ 2,119        $ 1,019        $ 1,947        $ 1,047    Real estate funds      1,262         538         1,154         500    Hedge funds(1):                                     Long-short equity hedge funds      571         5         1,046         4    Fixed income/credit-related hedge funds      123         —           305         —      Event-driven hedge funds      183         —           143         —      Multi-strategy hedge funds      385         —           140         —                                            Total     $ 4,643        $ 1,562        $ 4,735        $ 1,551                                          (1) Fixed income/credit-related hedge funds, event-driven hedge funds, and multi-strategy hedge funds are redeemable at least on a six-month period basis primarily with a notice period of 90 days or less. At June 30, 2011, approximately 40% of the fair value amount of long-short equity hedge funds is redeemable at least quarterly, 32% is redeemable every six months and 28% of these funds have a redemption frequency of greater than six months. At December 31, 2010, approximately 49% of the fair value amount of long-short equity hedge funds is redeemable at least quarterly, 24% is redeemable every six months and 27% of these funds have a redemption frequency of greater than six months. The notice period for long-short equity hedge funds is primarily greater than 90 days.
Net Gains (Losses) Due To Changes In Fair Value For Items Measured At Fair Value Pursuant To The Fair Value Option Election	Principal Transactions- Trading     Interest Expense     Gains (Losses) Included in Net Revenues        (dollars in millions)   Three Months Ended June 30, 2011                          Deposits     $ 18       $ (30 )     $ (12 )  Commercial paper and other short-term borrowings      49        —          49    Securities sold under agreements to repurchase      2        —          2    Long-term borrowings      (42 )      (270 )      (312 )          Six Months Ended June 30, 2011                          Deposits     $ 31       $ (60 )     $ (29 )  Commercial paper and other short-term borrowings      44        —          44    Securities sold under agreements to repurchase      —          —          —      Long-term borrowings      (1,308 )      (560 )      (1,868 )          Three Months Ended June 30, 2010                          Deposits     $ 10       $ (45 )     $ (35 )  Commercial paper and other short-term borrowings      55        —          55    Long-term borrowings      2,409        (285 )      2,124            Six Months Ended June 30, 2010                          Deposits     $ (15 )     $ (93 )     $ (108 )  Commercial paper and other short-term borrowings      68        —          68    Long-term borrowings      2,527        (484 )      2,043
Gains (Losses) Due To Changes In Instrument Specific Credit Risk	Three Months Ended June 30,     Six Months Ended June 30,            2011             2010             2011             2010            (dollars in millions)   Short-term and long-term borrowings(1)     $ 244       $ 750       $ 55       $ 803    Loans(2)      (146 )      (348 )      (108 )      (1 )  Unfunded lending commitments(3)      (223 )      (94 )      (213 )      (164 )  (1) The change in the fair value of short-term and long-term borrowings (primarily structured notes) includes an adjustment to reflect the change in credit quality of the Company based upon observations of the Company's secondary bond market spreads. (2) Instrument-specific credit gains were determined by excluding the non-credit components of gains and losses, such as those due to changes in interest rates. (3) Gains (losses) were generally determined based on the differential between estimated expected client yields and contractual yields at each respective period end.
Amount By Which Contractual Principal Amount Exceeds Fair Value	At June 30, 2011      At December 31, 2010        (dollars in billions)   Short-term and long-term borrowings(1)     $ 0.9        $ 0.6    Loans(2)      24.5         24.3    Loans 90 or more days past due and/or on non-accrual status(2)(3)      21.4         21.2    (1) These amounts do not include structured notes where the repayment of the initial principal amount fluctuates based on changes in the reference price or index. (2) The majority of this difference between principal and fair value amounts emanates from the Company's distressed debt trading business, which purchases distressed debt at amounts well below par. (3) The aggregate fair value of loans that were in non-accrual status, which includes all loans 90 or more days past due, was  $2.3 billion and  $2.2 billion at June 30, 2011 and December 31, 2010, respectively. The aggregate fair value of loans that were 90 or more days past due was  $1.8 billion and  $2.0 billion at June 30, 2011 and December 31, 2010, respectively.
Assets Measured At Fair Value On A Non-Recurring Basis	Fair Value Measurements Using:                     Carrying Value At June 30, 2011(1)      Quoted Prices in Active Markets for Identical Assets (Level 1)      Significant Observable Inputs (Level 2)      Significant Unobservable Inputs (Level 3)      Total Gains (Losses) for the Three Months Ended June 30, 2011(2)     Total Gains (Losses) for the Six Months Ended June 30, 2011(2)        (dollars in millions)   Loans(3)     $ 183        $ —          $ 92        $ 91        $ 3       $ 18    Other investments(4)      84         —           —           84         (20 )      (28 )  Intangible assets(5)      —           —           —           —           —          (3 )                                                       Total     $ 267        $ —          $ 92        $ 175        $ (17 )     $ (13 )                                                       (1) Carrying values relate only to those assets that had fair value adjustments during the quarter ended June 30, 2011. These amounts do not include assets that had fair value adjustments during the six months ended June 30, 2011, unless the assets also had a fair value adjustment during the quarter ended June 30, 2011. (2) Losses are recorded within Other expenses in the condensed consolidated statement of income except for fair value adjustments related to Loans and losses related to Other investments, which are included in Other revenues. (3) Non-recurring change in fair value for loans held for investment was calculated based upon the fair value of the underlying collateral. The fair value of the collateral was determined using internal expected recovery models. The non-recurring change in fair value for mortgage loans held for sale is based upon a valuation model incorporating market observable inputs. (4) Losses recorded were determined primarily using discounted cash flow models. (5) Losses primarily related to investment management contracts and were determined primarily using discounted cash flow models.             Fair Value Measurements Using:                     Carrying Value At June 30, 2010(1)      Quoted Prices in Active Markets for Identical Assets (Level 1)      Significant Observable Inputs (Level 2)      Significant Unobservable Inputs (Level 3)      Total Losses for the Three Months Ended June 30, 2010(2)     Total Losses for the Six Months Ended June 30, 2010(2)        (dollars in millions)   Loans(3)     $ 622        $ —          $ —          $ 622        $ (25 )     $ (28 )  Other investments(4)      —           —           —           —           —          (5 )  Intangible assets(5)      3         —           —           3         (17 )      (27 )                                                       Total     $ 625        $ —          $ —          $ 625        $ (42 )     $ (60 )                                                       (1) Carrying values relate only to those assets that had fair value adjustments during the quarter ended June 30, 2010. These amounts do not include assets that had fair value adjustments during the six months ended June 30, 2010, unless the assets also had a fair value adjustment during the quarter ended June 30, 2010. (2) Losses are recorded within Other expenses in the condensed consolidated statement of income except for fair value adjustments related to Loans and losses related to Other investments, which are included in Other revenues. (3) Non-recurring change in fair value for loans held for investment were calculated based upon the fair value of the underlying collateral. The fair value of the collateral was determined using internal expected recovery models. (4) Losses recorded were determined primarily using discounted cash flow models. (5) Losses primarily related to investment management contracts and were determined using discounted cash flow models.

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Securities Available For Sale (Tables)	6 Months Ended
Jun. 30, 2011
Securities Available For Sale
Schedule Of Available For Sale Securities	At June 30, 2011       Amortized Cost     Gross Unrealized Gains     Gross Unrealized Losses     Other-than- Temporary Impairment     Fair Value       (dollars in millions)   Debt securities available for sale:           U.S. government and agency securities:           U.S. Treasury securities    $ 9,233       $ 148       $ 3       $ —         $ 9,378    U.S. agency securities     14,986        6        64        —          14,928                                            Total U.S. government and agency securities    $ 24,219       $ 154       $ 67       $ —         $ 24,306                                                At December 31, 2010       Amortized Cost     Gross Unrealized Gains     Gross Unrealized Losses     Other-than- Temporary Impairment     Fair Value       (dollars in millions)   Debt securities available for sale:           U.S. government and agency securities:           U.S. Treasury securities    $ 18,812       $ 199       $ 34       $ —         $ 18,977    U.S. agency securities     10,774        16        118        —          10,672                                            Total U.S. government and agency securities    $ 29,586       $ 215       $ 152       $ —         $ 29,649
Schedule Of Available For Sale Securities In An Unrealized Loss Position	Less than 12 Months     12 Months or Longer     Total   At June 30, 2011   Fair Value     Gross Unrealized Losses     Fair Value     Gross Unrealized Losses     Fair Value     Gross Unrealized Losses       (dollars in millions)   Debt securities available for sale:             U.S. government and agency securities:             U.S. Treasury securities    $ 619       $ 3       $ —         $ —         $ 619       $ 3    U.S. agency securities     11,023        64        —          —          11,023        64                                                    Total U.S. government and agency securities    $ 11,642       $ 67       $ —         $ —         $ 11,642       $ 67                                                        Less than 12 Months     12 Months or Longer     Total   At December 31, 2010   Fair Value     Gross Unrealized Losses     Fair Value     Gross Unrealized Losses     Fair Value     Gross Unrealized Losses       (dollars in millions)   Debt securities available for sale:             U.S. government and agency securities:             U.S. Treasury securities    $ 1,960       $ 34       $ —         $ —         $ 1,960       $ 34    U.S. agency securities     7,736        118        —          —          7,736        118                                                    Total U.S. government and agency securities    $ 9,696       $ 152       $ —         $ —         $ 9,696       $ 152
Schedule Of Amortized Cost And Fair Value Of Available For Sale Debt Securities By Contractual Date	Amortized Cost     Fair Value     Annualized Average Yield       (dollars in millions)         U.S. government and agency securities:       U.S. Treasury securities:       Due within 1 year    $ 304       $ 304        0.4 %  After 1 year but through 5 years     8,830        8,975        1.4 %  After 5 years     99        99        1.7 %                    Total    $ 9,233       $ 9,378                        U.S. agency securities:       After 5 years     14,986        14,928        1.3 %                    Total U.S. government and agency securities:    $ 24,219       $ 24,306        1.4 %
Schedule Of Proceeds Of Sale Of Securities Available For Sale	Three Months Ended June 30, 2011      Six Months Ended June 30, 2011        (dollars in millions)   Gross realized gains     $ 84        $ 96                      Gross realized losses     $ 2        $ 2                      Proceeds of sales of debt securities available for sale     $ 7,021        $ 13,142

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Collateralized Transactions (Tables)	6 Months Ended
Jun. 30, 2011
Collateralized Transactions
Financial Instruments Owned That Have Been Loaned Or Pledged To Counterparties	At June 30, 2011      At December 31, 2010        (dollars in millions)   Financial instruments owned:       U.S. government and agency securities     $ 7,222        $ 11,513    Other sovereign government obligations      6,547         8,741    Corporate and other debt      14,257         12,333    Corporate equities      23,546         21,919                      Total     $ 51,572        $ 54,506
Cash And Securities Deposited With Clearing Organizations Or Segregated Under Federal And Other Regulations Or Requirements	At June 30, 2011      At December 31, 2010        (dollars in millions)   Cash deposited with clearing organizations or segregated under federal and other regulations or requirements     $ 25,504        $ 19,180    Securities(1)      12,175         18,935                      Total     $ 37,679        $ 38,115                      (1) Securities deposited with clearing organizations or segregated under federal and other regulations or requirements are sourced from Federal funds sold and securities purchased under agreements to resell and Financial instruments owned in the condensed consolidated statements of financial condition.

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Variable Interest Entities And Securitization Activities (Tables)	6 Months Ended
Jun. 30, 2011
Variable Interest Entities And Securitization Activities
Consolidated VIEs	At June 30, 2011        Mortgage and Asset-backed Securitizations      Collateralized Debt Obligations      Managed Real Estate Partnerships      Other Structured Financings      Other        (dollars in millions)   VIE assets     $ 3,071        $ 133        $ 2,184        $ 851        $ 2,643    VIE liabilities     $ 2,185        $ 99        $ 111        $ 2,571        $ 880           At December 31, 2010        Mortgage and Asset-Backed Securitizations      Collateralized Debt Obligations      Managed Real Estate Partnerships      Other Structured Financings      Other        (dollars in millions)   VIE assets     $ 3,362        $ 129        $ 2,032        $ 643        $ 2,584    VIE liabilities     $ 2,544        $ 68        $ 108        $ 2,571        $ 1,219
Non-Consolidated VIEs	At June 30, 2011       Mortgage and Asset-Backed Securitizations     Collateralized Debt Obligations     Municipal Tender Option Bonds     Other Structured Financings     Other       (dollars in millions)   VIE assets that the Company does not consolidate (unpaid principal balance)(1)    $ 199,668       $ 26,919       $ 6,901       $ 2,015       $ 5,345    Maximum exposure to loss:           Debt and equity interests(2)    $ 6,833       $ 1,788       $ —         $ 1,016       $ 1,178    Derivative and other contracts     75        847        4,491        —          1,424    Commitments, guarantees and other     —          308        —          797        363                                            Total maximum exposure to loss    $ 6,908       $ 2,943       $ 4,491       $ 1,813       $ 2,965                                            Carrying value of exposure to loss—Assets:           Debt and equity interests(2)    $ 6,833       $ 1,788       $ —         $ 709       $ 1,178    Derivative and other contracts     94        659        —          —          401                                            Total carrying value of exposure to loss—Assets    $ 6,927       $ 2,447       $ —         $ 709       $ 1,579                                            Carrying value of exposure to loss—Liabilities:           Derivative and other contracts    $ 19       $ 119       $ —         $ —         $ 49    Commitments, guarantees and other     —          —          —          16        337                                            Total carrying value of exposure to loss—Liabilities    $ 19       $ 119       $ —         $ 16       $ 386                                            (1) Mortgage and asset-backed securitizations include VIE assets as follows:  $25.3 billion of residential mortgages;  $132.9 billion of commercial mortgages;  $25.0 billion of U.S. agency collateralized mortgage obligations; and  $16.5 billion of other consumer or commercial loans. (2) Mortgage and asset-backed securitizations include VIE debt and equity interests as follows:  $1.5 billion of residential mortgages;  $1.8 billion of commercial mortgages;  $2.3 billion of U.S. agency collateralized mortgage obligations; and  $1.2 billion of other consumer or commercial loans.       At December 31, 2010       Mortgage and Asset-Backed Securitizations     Collateralized Debt Obligations     Municipal Tender Option Bonds     Other Structured Financings     Other       (dollars in millions)   VIE assets that the Company does not consolidate (unpaid principal balance)(1)    $ 172,711       $ 38,332       $ 7,431       $ 2,037       $ 11,262    Maximum exposure to loss:           Debt and equity interests(2)    $ 8,129       $ 1,330       $ 78       $ 1,062       $ 2,678    Derivative and other contracts     113        942        4,709        —          2,079    Commitments, guarantees and other     —          —          —          791        446                                            Total maximum exposure to loss    $ 8,242       $ 2,272       $ 4,787       $ 1,853       $ 5,203                                            Carrying value of exposure to loss—Assets:           Debt and equity interests(2)    $ 8,129       $ 1,330       $ 78       $ 779       $ 2,678    Derivative and other contracts     113        753        —          —          551                                            Total carrying value of exposure to loss—Assets    $ 8,242       $ 2,083       $ 78       $ 779       $ 3,229                                            Carrying value of exposure to loss—Liabilities:           Derivative and other contracts    $ 15       $ 123       $ —         $ —         $ 23    Commitments, guarantees and other     —          —          —          44        261                                            Total carrying value of exposure to loss—Liabilities    $ 15       $ 123       $ —         $ 44       $ 284                                            (1) Mortgage and asset-backed securitizations include VIE assets as follows:  $34.9 billion of residential mortgages;  $94.0 billion of commercial mortgages;  $28.8 billion of U.S. agency collateralized mortgage obligations; and  $15.0 billion of other consumer or commercial loans. (2) Mortgage and asset-backed securitizations include VIE debt and equity interests as follows:  $1.9 billion of residential mortgages;  $2.1 billion of commercial mortgages;  $3.0 billion of U.S. agency collateralized mortgage obligations; and  $1.1 billion of other consumer or commercial loans.
Information Regarding SPEs	At June 30, 2011        Residential Mortgage Loans      Commercial Mortgage Loans      U.S. Agency Collateralized Mortgage Obligations      Credit- Linked Notes  and Other        (dollars in millions)   SPE assets (unpaid principal balance)(1)     $ 44,788        $ 86,427        $ 33,188        $ 17,913    Retained interests (fair value):             Investment grade     $ 37        $ 89        $ 1,710        $ 3    Non-investment grade      233         59         —           1,474                                        Total retained interests (fair value)     $ 270        $ 148        $ 1,710        $ 1,477                                        Interests purchased in the secondary market (fair value):             Investment grade     $ 75        $ 286        $ 133        $ 425    Non-investment grade      266         144         —           24                                        Total interests purchased in the secondary market (fair value)     $ 341        $ 430        $ 133        $ 449                                        Derivative assets (fair value)     $ 40        $ 1,123        $ —          $ 166    Derivative liabilities (fair value)     $ 38        $ —          $ —          $ 274    (1) Amounts include assets transferred by unrelated transferors.      At December 31, 2010        Residential Mortgage Loans      Commercial Mortgage Loans      U.S. Agency Collateralized Mortgage Obligations      Credit- Linked Notes  and Other        (dollars in millions)   SPE assets (unpaid principal balance)(1)     $ 48,947        $ 85,974        $ 29,748        $ 11,462    Retained interests (fair value):             Investment grade     $ 46        $ 64        $ 2,636        $ 8    Non-investment grade      206         81         —           2,327                                        Total retained interests (fair value)     $ 252        $ 145        $ 2,636        $ 2,335                                        Interests purchased in the secondary market (fair value):             Investment grade     $ 118        $ 643        $ 155        $ 21    Non-investment grade      205         55         —           11                                        Total interests purchased in the secondary market (fair value)     $ 323        $ 698        $ 155        $ 32                                        Derivative assets (fair value)     $ 75        $ 955        $ —          $ 78    Derivative liabilities (fair value)     $ 29        $ 80        $ —          $ 314    (1) Amounts include assets transferred by unrelated transferors.
Fair Value Of Assets And Liabilities	At June 30, 2011        Level 1      Level 2      Level 3      Total        (dollars in millions)   Retained interests (fair value):             Investment grade     $ —          $ 1,832        $ 7        $ 1,839    Non-investment grade      —           120         1,646         1,766                                        Total retained interests (fair value)     $ —          $ 1,952        $ 1,653        $ 3,605                                        Interests purchased in the secondary market (fair value):             Investment grade     $ —          $ 911        $ 8        $ 919    Non-investment grade      —           255         179         434                                        Total interests purchased in the secondary market (fair value)     $ —          $ 1,166        $ 187        $ 1,353                                        Derivative assets (fair value)     $ —          $ 815        $ 514        $ 1,329    Derivative liabilities (fair value)     $ —          $ 274        $ 38        $ 312      At December 31, 2010        Level 1      Level 2      Level 3      Total        (dollars in millions)   Retained interests (fair value):             Investment grade     $ —          $ 2,732        $ 22        $ 2,754    Non-investment grade      —           241         2,373         2,614                                        Total retained interests (fair value)     $ —          $ 2,973        $ 2,395        $ 5,368                                        Interests purchased in the secondary market (fair value):             Investment grade     $ —          $ 929        $ 8        $ 937    Non-investment grade      —           255         16         271                                        Total interests purchased in the secondary market (fair value)     $ —          $ 1,184        $ 24        $ 1,208                                        Derivative assets (fair value)     $ —          $ 887        $ 221        $ 1,108    Derivative liabilities (fair value)     $ —          $ 360        $ 63        $ 423
Transfers Of Assets Treated As Secured Financings	At June 30, 2011      At December 31, 2010        Carrying Value of      Carrying Value of        Assets      Liabilities        Assets        Liabilities        (dollars in millions)   Commercial mortgage loans     $ 115        $ 115        $ 128        $ 124    Credit-linked notes      451         405         784         781    Equity-linked transactions      1,661         1,621         1,618         1,583    Other      113         113         62         61
Mortgage Servicing Activities For SPEs	At June 30, 2011        Residential Mortgage Unconsolidated SPEs     Residential Mortgage Consolidated SPEs     Commercial Mortgage Unconsolidated SPEs      Commercial Mortgage Consolidated SPEs        (dollars in millions)   Assets serviced (unpaid principal balance)     $ 9,902       $ 2,221       $ 6,893        $ 1,993    Amounts past due 90 days or greater (unpaid principal balance)(1)     $ 3,375       $ 408       $ —          $ —      Percentage of amounts past due 90 days or greater(1)      34.1 %      18.4 %      —           —      Credit losses     $ 206       $ 13       $ —          $ —      (1) Amount includes loans that are at least 90 days contractually delinquent, loans for which the borrower has filed for bankruptcy, loans in foreclosure and real estate owned.        At December 31, 2010        Residential Mortgage Unconsolidated SPEs     Residential Mortgage Consolidated SPEs     Commercial Mortgage Unconsolidated SPEs      Commercial Mortgage Consolidated SPEs        (dollars in millions)   Assets serviced (unpaid principal balance)     $ 10,616       $ 2,357       $ 7,108        $ 2,097    Amounts past due 90 days or greater (unpaid principal balance)(1)     $ 3,861       $ 446       $ —          $ —      Percentage of amounts past due 90 days or greater(1)      36.4 %      18.9 %      —           —      Credit losses     $ 1,098       $ 35       $ —          $ —      (1) Amount includes loans that are at least 90 days contractually delinquent, loans for which the borrower has filed for bankruptcy, loans in foreclosure and real estate owned.

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Financing Receivables (Tables)	6 Months Ended
Jun. 30, 2011
Financing Receivables
Summary Of Financing Receivables	At June 30, 2011      At December 31, 2010        (dollars in millions)   Commercial and industrial     $ 4,183        $ 4,054    Consumer loans      4,395         3,974    Residential real estate loans      3,320         1,915    Wholesale real estate loans      468         468                      Total loans held for investment(1)     $ 12,366        $ 10,411                      (1) Amounts are net of allowances of  $36 million and  $82 million at June 30, 2011 and December 31, 2010, respectively.

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Goodwill And Net Intangible Assets (Tables)	6 Months Ended
Jun. 30, 2011
Goodwill And Net Intangible Assets
Changes In Carrying Amount Of Goodwill	Institutional Securities      Global Wealth Management Group      Asset Management      Total        (dollars in millions)   Goodwill at December 31, 2010(1)     $ 383        $ 5,616        $ 740        $ 6,739    Foreign currency translation adjustments and other      5         —           —           5                                          Goodwill at June 30, 2011(1)     $ 388        $ 5,616        $ 740        $ 6,744                                          (1) The amount of the Company's goodwill before accumulated impairments of  $700 million at June 30, 2011 and December 31, 2010, was  $7,444 million and  $7,439 million, respectively.
Changes In Carrying Amount Of Intangible Assets	Institutional Securities     Global Wealth Management Group     Asset Management     Total        (dollars in millions)   Amortizable net intangible assets at December 31, 2010     $ 262       $ 3,963       $ 5       $ 4,230    Mortgage servicing rights (see Note 6)      151        6        —          157    Indefinite-lived intangible assets      —          280        —          280                                       Net intangible assets at December 31, 2010     $ 413       $ 4,249       $ 5       $ 4,667                                       Amortizable net intangible assets at December 31, 2010     $ 262       $ 3,963       $ 5       $ 4,230    Foreign currency translation adjustments and other      9        —          —          9    Amortization expense      (12 )      (162 )      —          (174 )  Impairment losses      —          —          (3 )      (3 )  Intangible assets disposed of during the period      (1 )      —          —          (1 )                                     Amortizable net intangible assets at June 30, 2011      258        3,801        2        4,061    Mortgage servicing rights (see Note 6)      122        11        —          133    Indefinite-lived intangible assets      —          280        —          280                                       Net intangible assets at June 30, 2011     $ 380       $ 4,092       $ 2       $ 4,474

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Long-Term Borrowings And Other Secured Financings (Tables)	6 Months Ended
Jun. 30, 2011
Long-Term Borrowings And Other Secured Financings
Components Of Long-Term Borrowings	At June 30, 2011      At December 31, 2010        (dollars in millions)   Senior debt     $ 187,350        $ 183,514    Subordinated debt      3,930         4,126    Junior subordinated debentures      4,826         4,817                      Total     $ 196,106        $ 192,457
Other Secured Financings	At June 30, 2011      At December 31, 2010        (dollars in millions)   Secured financings with original maturities greater than one year     $ 19,730        $ 7,398    Secured financings with original maturities one year or less      492         506    Failed sales(1)      2,254         2,549                      Total(2)     $ 22,476        $ 10,453                      (1) For more information on failed sales, see Note 6. (2) Amounts include  $16,632 million at fair value at June 30, 2011 and  $8,490 million at fair value at December 31, 2010.

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Derivative Instruments And Hedging Activities (Tables)	6 Months Ended
Jun. 30, 2011
Derivative Instruments And Hedging Activities
Derivatives On A Net Of Counterparty And Cash Collateral Basis	At June 30, 2011      At December 31, 2010        Assets      Liabilities      Assets      Liabilities        (dollars in millions)   Exchange traded derivative products     $ 3,657        $ 4,789        $ 6,099        $ 8,553    OTC derivative products      42,510         36,324         45,193         39,249                                          Total     $ 46,167        $ 41,113        $ 51,292        $ 47,802
Summary By Counterparty Credit Rating And Remaining Contract Maturity Of The Fair Value Of OTC Derivatives In A Gain Position	Years to Maturity     Cross-Maturity and Cash Collateral Netting(3)     Net Exposure Post-Cash Collateral     Net  Exposure Post-Collateral   Credit Rating(2)   Less than 1     1 - 3     3 - 5     Over 5             (dollars in millions)   AAA    $ 618       $ 1,652       $ 1,050       $ 8,745       $ (5,854 )     $ 6,211       $ 5,968    AA     5,791        5,286        4,841        17,979        (24,792 )      9,105        7,152    A     5,113        6,163        5,942        25,338        (31,535 )      11,021        9,561    BBB     3,102        3,340        2,303        6,716        (8,272 )      7,189        5,906    Non-investment grade     2,877        3,050        2,592        5,451        (4,986 )      8,984        6,840                                                            Total    $ 17,501       $ 19,491       $ 16,728       $ 64,229       $ (75,439 )     $ 42,510       $ 35,427                                                            (1) Fair values shown represent the Company's net exposure to counterparties related to the Company's OTC derivative products. The table does not include listed derivatives and the effect of any related hedges utilized by the Company. The table also excludes fair values corresponding to other credit exposures, such as those arising from the Company's lending activities. (2) Obligor credit ratings are determined by the Company's Credit Risk Management Department. (3) Amounts represent the netting of receivable balances with payable balances for the same counterparty across maturity categories. Receivable and payable balances with the same counterparty in the same maturity category are netted within such maturity category, where appropriate. Cash collateral received is netted on a counterparty basis, provided legal right of offset exists.       Years to Maturity     Cross-Maturity and Cash Collateral Netting(3)     Net Exposure Post-Cash Collateral     Net Exposure Post-Collateral   Credit Rating(2)   Less than 1     1 - 3     3 - 5     Over 5             (dollars in millions)   AAA    $ 802       $ 2,005       $ 1,242       $ 8,823       $ (5,906 )     $ 6,966       $ 6,683    AA     6,601        6,760        5,589        17,844        (27,801 )      8,993        7,877    A     8,655        8,710        6,507        26,492        (36,397 )      13,967        12,383    BBB     2,982        4,109        2,124        7,347        (9,034 )      7,528        6,001    Non-investment grade     2,628        3,231        1,779        4,456        (4,355 )      7,739        5,348                                                            Total    $ 21,668       $ 24,815       $ 17,241       $ 64,962       $ (83,493 )     $ 45,193       $ 38,292                                                            (1) Fair values shown represent the Company's net exposure to counterparties related to the Company's OTC derivative products. The table does not include listed derivatives and the effect of any related hedges utilized by the Company. The table also excludes fair values corresponding to other credit exposures, such as those arising from the Company's lending activities. (2) Obligor credit ratings are determined by the Company's Credit Risk Management Department. (3) Amounts represent the netting of receivable balances with payable balances for the same counterparty across maturity categories. Receivable and payable balances with the same counterparty in the same maturity category are netted within such maturity category, where appropriate. Cash collateral received is netted on a counterparty basis, provided legal right of offset exists.
Fair Value Of Derivative Instruments Designated And Not Designated As Accounting Hedges By Type Of Derivative Contract On A Gross Basis	Assets at June 30, 2011      Liabilities at June 30, 2011        Fair Value     Notional      Fair Value     Notional        (dollars in millions)   Derivatives designated as accounting hedges:                                   Interest rate contracts     $ 5,428       $ 75,854        $ 102       $ 6,557    Foreign exchange contracts      45        4,384         308        15,380                                        Total derivatives designated as accounting hedges      5,473        80,238         410        21,937                                        Derivatives not designated as accounting hedges(1):                                   Interest rate contracts      579,565        22,275,274         557,291        22,708,028    Credit contracts      112,286        2,978,200         101,738        2,764,644    Foreign exchange contracts      56,428        1,859,885         57,440        1,876,327    Equity contracts      41,979        681,867         48,118        698,855    Commodity contracts      49,869        438,036         51,029        420,623    Other      545        15,609         1,321        29,134                                        Total derivatives not designated as accounting hedges      840,672        28,248,871         816,937        28,497,611                                        Total derivatives     $ 846,145       $ 28,329,109        $ 817,347       $ 28,519,548    Cash collateral netting      (53,779 )      —           (30,035 )      —      Counterparty netting      (746,199 )      —           (746,199 )      —                                          Total derivatives     $ 46,167       $ 28,329,109        $ 41,113       $ 28,519,548                                        (1) Notional amounts include net notionals related to long and short futures contracts of  $88 billion and  $71 billion, respectively. The variation margin on these futures contracts (excluded from the table above) of  $293 million and  $23 million is included in Receivables—Brokers, dealers and clearing organizations and Payables-Brokers, dealers and clearing organizations, respectively, on the condensed consolidated statements of financial condition.                                          Assets at December 31, 2010      Liabilities at December 31, 2010        Fair Value     Notional      Fair Value     Notional        (dollars in millions)   Derivatives designated as accounting hedges:                                   Interest rate contracts     $ 5,250       $ 68,212        $ 177       $ 7,989    Foreign exchange contracts      64        5,119         420        14,408                                        Total derivatives designated as accounting hedges      5,314        73,331         597        22,397                                        Derivatives not designated as accounting hedges(1):                                   Interest rate contracts      615,717        16,305,214         595,626        16,267,730    Credit contracts      110,134        2,398,676         95,626        2,239,211    Foreign exchange contracts      61,924        1,418,488         64,268        1,431,651    Equity contracts      39,846        571,767         46,160        568,399    Commodity contracts      64,152        420,534         65,728        414,535    Other      243        6,635         1,568        16,910                                        Total derivatives not designated as accounting hedges      892,016        21,121,314         868,976        20,938,436                                        Total derivatives     $ 897,330       $ 21,194,645        $ 869,573       $ 20,960,833    Cash collateral netting      (61,856 )      —           (37,589 )      —      Counterparty netting      (784,182 )      —           (784,182 )      —                                          Total derivatives     $ 51,292       $ 21,194,645        $ 47,802       $ 20,960,833                                        (1) Notional amounts include net notionals related to long and short futures contracts of  $71 billion and  $76 billion, respectively. The variation margin on these futures contracts (excluded from the table above) of  $387 million and  $1 million is included in Receivables—Brokers, dealers and clearing organizations and Payables-Brokers, dealers and clearing organizations, respectively, on the condensed consolidated statements of financial condition.
Summary Of Gains Or Losses Reported On Derivative Instruments Designated And Not Designated As Accounting Hedges	Three Months Ended June 30,     Six Months Ended June 30,   Product Type    2011     2010     2011      2010        (dollars in millions)   Gain recognized on derivatives     $ 1,165       $ 1,732       $ 70        $ 2,453    Gain (loss) recognized on borrowings      (1,013 )      (1,579 )      245         (2,145 )                                    Total     $ 152       $ 153       $ 315        $ 308                                                 Gains (Losses) Recognized in OCI (effective portion)        Three Months Ended June 30,      Six Months Ended June  30,   Product Type        2011             2010              2011             2010            (dollars in millions)   Foreign exchange contracts(1)     $ (157 )     $ 152        $ (283 )     $ 372                                      Total     $ (157 )     $ 152        $ (283 )     $ 372                                      (1) Losses of  $62 million and  $109 million were recognized in income related to amounts excluded from hedge effectiveness testing during the quarter and six months ended June 30, 2011, respectively. Losses of  $33 million and  $69 million were recognized in income related to amounts excluded from hedge effectiveness testing during the quarter and six months ended June 30, 2010, respectively.        Gains (Losses) Recognized in Income(1)(2)            Three Months Ended     June 30,     Six Months Ended June 30,   Product Type        2011             2010             2011             2010            (dollars in millions)   Interest rate contracts     $ 4,410       $ 381       $ 5,281       $ 997    Credit contracts      1,551        1,240        753        574    Foreign exchange contracts      (3,329 )      283        (3,584 )      193    Equity contracts      38        3,307        (942 )      2,829    Commodity contracts      721        630        449        1,181    Other contracts      (14 )      (466 )      222        (521 )                                   Total derivative instruments     $ 3,377       $ 5,375       $ 2,179       $ 5,253                                     (1) Gains (losses) on derivative contracts not designated as hedges are primarily included in Principal transactions—Trading. (2) Gains (losses) associated with derivative contracts that have physically settled are excluded from the table above. Gains (losses) on these contracts are reflected with the associated cash instruments, which are also included in Principal transactions—Trading.
Protection Sold And Purchased Through Credit Default Swaps And Credit-Linked Notes	At June 30, 2011        Maximum Potential Payout/Notional        Protection Sold      Protection Purchased        Notional      Fair Value (Asset)/Liability      Notional      Fair Value (Asset)/Liability        (dollars in millions)   Single name credit default swaps     $ 1,436,109        $ 9,117        $ 1,418,219        $ (13,149 )  Index and basket credit default swaps      1,079,299         9,178         871,907         (6,263 )  Tranched index and basket credit default swaps      345,218         5,071         592,092         (14,502 )                                      Total     $ 2,860,626        $ 23,366        $ 2,882,218        $ (33,914 )                                             At December 31, 2010        Maximum Potential Payout/Notional        Protection Sold      Protection Purchased        Notional      Fair Value (Asset)/Liability      Notional      Fair Value (Asset)/Liability        (dollars in millions)   Single name credit default swaps     $ 1,329,150        $ 10,681        $ 1,316,610        $ (18,481 )  Index and basket credit default swaps      683,593         10,380         500,781         (6,764 )  Tranched index and basket credit default swaps      281,508         4,171         526,245         (14,496 )                                      Total     $ 2,294,251        $ 25,232        $ 2,343,636        $ (39,741 )                                              Protection Sold       Maximum Potential Payout/Notional     Fair Value (Asset)/ Liability(1)(2)       Years to Maturity     Credit Ratings of the Reference Obligation   Less than 1     1-3     3-5     Over 5     Total         (dollars in millions)   Single name credit default swaps:             AAA    $ 1,075       $ 5,545       $ 14,478       $ 14,145       $ 35,243       $ 39    AA     11,311        34,590        32,304        33,033        111,238        2,320    A     52,328        146,630        71,601        47,812        318,371        (2,147 )  BBB     107,487        257,970        126,778        95,095        587,330        (3,552 )  Non-investment grade     85,074        157,045        77,972        63,836        383,927        12,457                                                    Total     257,275        601,780        323,133        253,921        1,436,109        9,117                                                    Index and basket credit default swaps(3):             AAA     14,551        75,588        31,969        26,337        148,445        (1,331 )  AA     1,376        16,966        13,369        14,794        46,505        54    A     2,716        19,436        55,561        16,670        94,383        241    BBB     10,028        164,816        295,689        49,603        520,136        (2,329 )  Non-investment grade     132,446        202,300        120,248        160,054        615,048        17,614                                                    Total     161,117        479,106        516,836        267,458        1,424,517        14,249                                                    Total credit default swaps sold    $ 418,392       $ 1,080,886       $ 839,969       $ 521,379       $ 2,860,626       $ 23,366                                                    Other credit contracts(4)(5)    $ 808       $ 1,534       $ 684       $ 3,157       $ 6,183       $ (136 )                                                  Total credit derivatives and other credit contracts    $ 419,200       $ 1,082,420       $ 840,653       $ 524,536       $ 2,866,809       $ 23,230                                                    (1) Fair value amounts are shown on a gross basis prior to cash collateral or counterparty netting. (2) Fair value amounts of certain credit default swaps where the Company sold protection have an asset carrying value because credit spreads of the underlying reference entity or entities tightened during the terms of the contracts. (3) Credit ratings are calculated internally. (4) Other credit contracts include CLNs, CDOs and credit default swaps that are considered hybrid instruments. (5) Fair value amount shown represents the fair value of the hybrid instruments.         Protection Sold       Maximum Potential Payout/Notional     Fair Value (Asset)/ Liability(1)(2)       Years to Maturity     Credit Ratings of the Reference Obligation   Less than 1     1-3     3-5     Over 5     Total         (dollars in millions)   Single name credit default swaps:             AAA    $ 2,747       $ 7,232       $ 13,927       $ 22,648       $ 46,554       $ 3,193    AA     13,364        44,700        35,030        33,538        126,632        4,260    A     47,756        131,464        79,900        50,227        309,347        (940 )  BBB     74,961        191,046        115,460        76,544        458,011        (2,816 )  Non-investment grade     70,691        173,778        84,605        59,532        388,606        6,984                                                    Total     209,519        548,220        328,922        242,489        1,329,150        10,681                                                    Index and basket credit default swaps(3):             AAA     17,437        67,165        26,172        26,966        137,740        (1,569 )  AA     974        3,012        695        18,236        22,917        305    A     447        9,432        44,104        4,902        58,885        2,291    BBB     24,311        80,314        176,252        69,218        350,095        (278 )  Non-investment grade     53,771        139,875        95,796        106,022        395,464        13,802                                                    Total     96,940        299,798        343,019        225,344        965,101        14,551                                                    Total credit default swaps sold    $ 306,459       $ 848,018       $ 671,941       $ 467,833       $ 2,294,251       $ 25,232                                                    Other credit contracts(4)(5)    $ 61       $ 1,416       $ 822       $ 3,856       $ 6,155       $ (1,198 )                                                  Total credit derivatives and other credit contracts    $ 306,520       $ 849,434       $ 672,763       $ 471,689       $ 2,300,406       $ 24,034                                                    (1) Fair value amounts are shown on a gross basis prior to cash collateral or counterparty netting. (2) Fair value amounts of certain credit default swaps where the Company sold protection have an asset carrying value because credit spreads of the underlying reference entity or entities tightened during the terms of the contracts. (3) Credit ratings are calculated internally. (4) Other credit contracts include CLNs, CDOs and credit default swaps that are considered hybrid instruments. (5) Fair value amount shown represents the fair value of the hybrid instruments.

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Commitments, Guarantees And Contingencies (Tables)	6 Months Ended
Jun. 30, 2011
Commitments, Guarantees And Contingencies
Commitments By Period Of Expiration	Years to Maturity      Total at June 30, 2011        Less than 1      1-3      3-5      Over 5           (dollars in millions)   Letters of credit and other financial guarantees obtained to satisfy collateral requirements     $ 1,220        $ 2        $ 11        $ —          $ 1,233    Investment activities      1,255         359         87         262         1,963    Primary lending commitments—investment grade(1)      14,074         20,494         18,138         508         53,214    Primary lending commitments—non-investment grade      3,023         4,545         7,824         3,121         18,513    Secondary lending commitments(2)      53         250         56         130         489    Commitments for secured lending transactions      278         322         231         —           831    Forward starting reverse repurchase agreements(3)      69,474         —           —           —           69,474    Commercial and residential mortgage-related commitments      583         14         103         588         1,288    Underwriting commitments      76         —           —           —           76    Other commitments      235         212         2         —           449                                                 Total     $ 90,271        $ 26,198        $ 26,452        $ 4,609        $ 147,530                                                 (1) This amount includes commitments to asset-backed commercial paper conduits of  $275 million at June 30, 2011, of which  $138 million have maturities of less than one year and  $137 million of which have maturities of one to three years. (2) These commitments are recorded at fair value within Financial instruments owned and Financial instruments sold, not yet purchased in the condensed consolidated statements of financial condition (see Note 3). (3) The Company enters into forward starting securities purchased under agreements to resell (agreements that have a trade date at or prior to June 30, 2011 and settle subsequent to period-end) that are primarily secured by collateral from U.S. government agency securities and other sovereign government obligations. These agreements primarily settle within three business days and at June 30, 2011,  $67.5 billion settled within three business days.
Obligations Under Guarantee Arrangements	Maximum Potential Payout/Notional     Carrying Amount (Asset)/ Liability     Collateral/ Recourse       Years to Maturity     Total       Type of Guarantee   Less than 1     1-3     3-5     Over 5             (dollars in millions)   Credit derivative contracts(1)    $ 418,392       $ 1,080,886       $ 839,969       $ 521,379       $ 2,860,626       $ 23,366       $ —      Other credit contracts     808        1,534        684        3,157        6,183        (136 )      —      Non-credit derivative contracts(1)     1,286,082        941,485        371,512        330,187        2,929,266        76,136        —      Standby letters of credit and other financial guarantees issued(2)(3)     7,247        1,588        567        5,648        15,050        (58 )      12,081    Market value guarantees     —          —          159        669        828        16        91    Liquidity facilities     4,570        504        758        71        5,903        —          6,806    Whole loan sales representations and warranties     —          —          —          24,674        24,674        49        —      Securitization representations and warranties     —          —          —          87,948        87,948        25        —      General partner guarantees     208        1        56        283        548        72        —      (1) Carrying amount of derivative contracts are shown on a gross basis prior to cash collateral or counterparty netting. For further information on derivative contracts, see Note 10. (2) Approximately  $2.3 billion of standby letters of credit are also reflected in the "Commitments" table in primary and secondary lending commitments. Standby letters of credit are recorded at fair value within Financial instruments owned or Financial instruments sold, not yet purchased in the condensed consolidated statements of financial condition. (3) Amounts include guarantees issued by consolidated real estate funds sponsored by the Company of approximately  $362 million. These guarantees relate to obligations of the fund's investee entities, including guarantees related to capital expenditures and principal and interest debt payments. Accrued losses under these guarantees of approximately  $82 million are reflected as a reduction of the carrying value of the related fund investments, which are reflected in Financial instruments owned—Investments on the condensed consolidated statement of financial condition.

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Regulatory Requirements (Tables)	6 Months Ended
Jun. 30, 2011
Regulatory Requirements
Capital Measures	June 30, 2011     December 31, 2010        Balance        Ratio         Balance          Ratio          (dollars in millions)   Tier 1 capital     $ 51,007         16.7 %     $ 52,880         16.1 %  Total capital      55,758         18.3 %      54,477         16.5 %  RWAs      304,759         —          329,560         —      Adjusted average assets      848,329         —          802,283         —      Tier 1 leverage      —           6.0 %      —           6.6 %
Significant U.S. Bank Operating Subsidiaries' Capital	June 30, 2011     December 31, 2010          Amount          Ratio         Amount          Ratio          (dollars in millions)   Total capital (to RWAs):            Morgan Stanley Bank, N.A.     $ 9,968         17.7 %     $ 9,568         18.6 %  Morgan Stanley Private Bank, National Association     $ 1,069         40.8 %     $ 909         37.4 %  Tier I capital (to RWAs):            Morgan Stanley Bank, N.A.     $ 8,462         15.1 %     $ 8,065         15.7 %  Morgan Stanley Private Bank, National Association     $ 1,067         40.8 %     $ 909         37.4 %  Leverage ratio:            Morgan Stanley Bank, N.A.     $ 8,462         12.3 %     $ 8,069         12.1 %  Morgan Stanley Private Bank, National Association     $ 1,067         14.2 %     $ 909         12.4 %

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Total Equity (Tables)	6 Months Ended
Jun. 30, 2011
Total Equity
Changes In Ownership Of Subsidiaries	Six Months Ended June 30,            2011              2010            (dollars in millions)   Net income applicable to Morgan Stanley     $ 2,161        $ 3,736    Transfers from the noncontrolling interests:       Increase in paid-in capital in connection with the MUFG transaction      —           717                      Net transfers from noncontrolling interests      —           717                      Change from net income applicable to Morgan Stanley and transfers from noncontrolling interests     $ 2,161        $ 4,453

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Earnings Per Common Share (Tables)	6 Months Ended
Jun. 30, 2011
Earnings Per Common Share
Calculation Of Basic And Diluted EPS	Three Months Ended June 30,     Six Months Ended June 30,            2011             2010             2011             2010       Basic EPS:          Income from continuing operations     $ 1,402       $ 1,463       $ 2,530       $ 3,542    Net gain from discontinued operations      4        521        6        453                                     Net income      1,406        1,984        2,536        3,995    Net income applicable to noncontrolling interests      213        24        375        259                                     Net income applicable to Morgan Stanley      1,193        1,960        2,161        3,736    Less: Preferred dividends (Series A Preferred Stock)      (11 )      (11 )      (22 )      (22 )  Less: Preferred dividends (Series B Preferred Stock)      —          (196 )      (196 )      (392 )  Less: MUFG stock conversion      (1,726 )        (1,726 )    Less: Preferred dividends (Series C Preferred Stock)      (13 )      (13 )      (26 )      (26 )  Less: Allocation of earnings to participating RSUs(1):          From continuing operations      (1 )      (38 )      (3 )      (91 )  From discontinued operations      —          (16 )      —          (14 )  Less: Allocation of undistributed earnings to Equity Units(2):          From continuing operations      —          (67 )      —          (165 )  From discontinued operations      —          (41 )      —          (36 )                                   Earnings (loss) applicable to Morgan Stanley common shareholders     $ (558 )     $ 1,578       $ 188       $ 2,990                                     Weighted average common shares outstanding      1,464        1,318        1,460        1,316                                     Earnings (loss) per basic common share:          Income (loss) from continuing operations     $ (0.38 )     $ 0.84       $ 0.12       $ 1.96    Net gain from discontinued operations      —          0.36        0.01        0.31                                     Earnings (loss) per basic common share     $ (0.38 )     $ 1.20       $ 0.13       $ 2.27                                          Three Months Ended June 30,      Six Months Ended June 30,            2011             2010              2011              2010       Diluted EPS:            Earnings (loss) applicable to Morgan Stanley common shareholders     $ (558 )     $ 1,578        $ 188        $ 2,990    Impact on income of assumed conversions:            Assumed conversion of Equity Units(2)            From continuing operations      —          91         —           91    From discontinued operations      —          41         —           41    Preferred stock dividends (Series B Preferred Stock)      —          196         —           392                                       Earnings (loss) applicable to common shareholders plus assumed conversions      (558 )      1,906         188         3,514                                       Weighted average common shares outstanding      1,464        1,318         1,460         1,316    Effect of dilutive securities:            Stock options and RSUs(1)      —          4         17         4    Series B Preferred Stock      —          310         —           310    Equity Units(2)      —          116         —           58                                       Weighted average common shares outstanding and common stock equivalents      1,464        1,748         1,477         1,688                                       Earnings (loss) per diluted common share:            Income (loss) from continuing operations     $ (0.38 )     $ 0.80        $ 0.12        $ 1.82    Net income from discontinued operations      —          0.29         0.01         0.26                                       Earnings (loss) per diluted common share     $ (0.38 )     $ 1.09        $ 0.13        $ 2.08                                       (1) RSUs that are considered participating securities participate in all of the earnings of the Company in the computation of basic EPS, and therefore, such RSUs are not included as incremental shares in the diluted calculation. (2) See Note 15 to the consolidated financial statements for the year ended December 31, 2010 included in the Form 10-K for further information on Equity Units.
Antidilutive Securities Excluded From The Computation Of Diluted EPS	Three Months Ended June 30,      Six Months Ended June 30,   Number of Antidilutive Securities Outstanding at End of Period:        2011              2010              2011              2010            (shares in millions)   RSUs and Performance-based units      36         45         25         45    Stock options      59         70         59         70                                        Total      95         115         84         115

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Interest Income And Interest Expense (Tables)	6 Months Ended
Jun. 30, 2011
Interest Income And Interest Expense
Schedule Of Details Of Interest Income And Interest Expense	Three Months Ended June 30,     Six Months Ended June 30,            2011             2010             2011             2010            (dollars in millions)   Interest income(1):          Financial instruments owned(2)     $ 926       $ 1,059       $ 1,845       $ 2,190    Securities available for sale      96        55        191        65    Loans      83        70        159        140    Interest bearing deposits with banks      43        42        77        83    Federal funds sold and securities purchased under agreements to resell and Securities borrowed      330        175        605        325    Other      479        346        934        680                                     Total Interest income     $ 1,957       $ 1,747       $ 3,811       $ 3,483                                     Interest expense(1):          Deposits     $ 60       $ 78       $ 126       $ 160    Commercial paper and other short-term borrowings      11        3        18        6    Long-term debt      1,292        1,154        2,604        2,233    Securities sold under agreements to repurchase and Securities loaned      682        423        1,155        708    Other      (16 )      (52 )      (21 )      (133 )                                   Total Interest expense     $ 2,029       $ 1,606       $ 3,882       $ 2,974                                     Net interest     $ (72 )     $ 141       $ (71 )     $ 509                                     (1) Interest income and expense are recorded within the condensed consolidated statements of income depending on the nature of the instrument and related market conventions. When interest is included as a component of the instrument's fair value, interest is included within Principal transactions—Trading revenues or Principal transactions—Investments revenues. Otherwise, it is included within Interest income or Interest expense. (2) Interest expense on Financial instruments sold, not yet purchased is reported as a reduction to Interest income.

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Employee Benefit Plans (Tables)	6 Months Ended
Jun. 30, 2011
Employee Benefit Plans
Components Of Net Periodic Benefit Expense	Three Months Ended June 30,     Six Months Ended June 30,          2011         2010         2011         2010          (dollars in millions)   Service cost, benefits earned during the period     $ 8       $ 26       $ 16       $ 52    Interest cost on projected benefit obligation      41        41        83        82    Expected return on plan assets      (33 )      (32 )      (66 )      (64 )  Net amortization of prior service costs      (4 )      (2 )      (8 )      (4 )  Net amortization of actuarial loss      5        7        10        14    Curtailment gain      —          (51 )      —          (51 )                                   Net periodic benefit expense     $ 17       $ (11 )     $ 35       $ 29

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Segment And Geographic Information (Tables)	6 Months Ended
Jun. 30, 2011
Segment And Geographic Information
Selected Financial Information By Segments	Three Months Ended June 30, 2011    Institutional Securities     Global Wealth Management Group      Asset Management     Intersegment Eliminations     Total        (dollars in millions)   Total non-interest revenues     $ 5,599       $ 3,128        $ 655       $ (28 )     $ 9,354    Net interest      (410 )      348         (10 )      —          (72 )                                            Net revenues(1)     $ 5,189       $ 3,476        $ 645       $ (28 )     $ 9,282                                              Income from continuing operations before income taxes     $ 1,457       $ 322        $ 165       $ —         $ 1,944    Provision for income taxes      350        138         54        —          542                                              Income from continuing operations      1,107        184         111        —          1,402                                              Discontinued operations(2):             Gain from discontinued operations      1        —           4        —          5    Provision from income taxes      —          —           1        —          1                                              Net gain on discontinued operations      1        —           3        —          4                                              Net income      1,108        184         114        —          1,406    Net income applicable to noncontrolling interests      117        4         92        —          213                                              Net income applicable to Morgan Stanley     $ 991       $ 180        $ 22       $ —         $ 1,193                                                Three Months Ended June 30, 2010   Institutional Securities     Global Wealth Management Group     Asset Management     Intersegment Eliminations     Total       (dollars in millions)   Total non-interest revenues    $ 4,640       $ 2,786       $ 432       $ (36 )     $ 7,822    Net interest     (125 )      288        (22 )      —          141                                            Net revenues(1)    $ 4,515       $ 3,074       $ 410       $ (36 )     $ 7,963                                            Income (loss) from continuing operations before income taxes    $ 1,595       $ 207       $ (86 )     $ (13 )     $ 1,703    Provision for (benefit from) income taxes     220        61        (39 )      (2 )      240                                            Income (loss) from continuing operations     1,375        146        (47 )      (11 )      1,463                                            Discontinued operations(2):           Gain (loss) from discontinued operations     (50 )      —          901        15        866    Provision for (benefit from) income taxes     (23 )      —          360        8        345                                            Net gain (loss) on discontinued operations     (27 )      —          541        7        521                                            Net income (loss)     1,348        146        494        (4 )      1,984    Net income (loss) applicable to noncontrolling interests     (9 )      36        (3 )      —          24                                            Net income (loss) applicable to Morgan Stanley    $ 1,357       $ 110       $ 497       $ (4 )     $ 1,960                                              Six Months Ended June 30, 2011   Institutional Securities     Global Wealth Management Group     Asset Management     Intersegment Eliminations     Total       (dollars in millions)   Total non-interest revenues    $ 9,524       $ 6,223       $ 1,289       $ (48 )     $ 16,988    Net interest     (743 )      690        (18 )      —          (71 )                                          Net revenues(1)    $ 8,781       $ 6,913       $ 1,271       $ (48 )     $ 16,917                                            Income from continuing operations before income taxes    $ 1,854       $ 670       $ 292       $ —         $ 2,816    Provision for (benefit from) income taxes     (28 )      229        85        —          286                                            Income from continuing operations     1,882        441        207        —          2,530                                            Discontinued operations(2):           Gain (loss) from discontinued operations     (4 )      —          9        1        6    Provision for (benefit from) income taxes     (2 )      —          1        1        —                                              Net gain (loss) on discontinued operations     (2 )      —          8        —          6                                            Net income     1,880        441        215        —          2,536    Net income applicable to noncontrolling interests     178        78        119        —          375                                            Net income applicable to Morgan Stanley    $ 1,702       $ 363       $ 96       $ —         $ 2,161                                              Six Months Ended June 30, 2010   Institutional Securities     Global Wealth Management Group     Asset Management     Discover     Intersegment Eliminations     Total       (dollars in millions)   Total non-interest revenues    $ 9,867       $ 5,700       $ 1,104       $ —         $ (145 )     $ 16,526    Net interest     (14 )      479        (41 )      —          85        509                                                    Net revenues(1)    $ 9,853       $ 6,179       $ 1,063       $ —         $ (60 )     $ 17,035                                                    Income (loss) from continuing operations before income taxes    $ 3,660       $ 485       $ 88       $ —         $ (15 )     $ 4,218    Provision for (benefit from) income taxes     550        125        4        —          (3 )      676                                                    Income (loss) from continuing operations     3,110        360        84        —          (12 )      3,542                                                    Discontinued operations(2):             Gain (loss) from discontinued operations     (985 )      —          965        775        12        767    Provision for (benefit from) income taxes     (22 )      —          330        —          6        314                                                    Net gain (loss) from discontinued operations(3)     (963 )      —          635        775        6        453                                                    Net income (loss)     2,147        360        719        775        (6 )      3,995    Net income (loss) applicable to noncontrolling interests     (5 )      151        113        —          —          259                                                    Net income (loss) applicable to Morgan Stanley    $ 2,152       $ 209       $ 606       $ 775       $ (6 )     $ 3,736                                                    (1) In certain management fee arrangements, the Company is entitled to receive performance-based fees (also referred to as incentive fees) when the return on assets under management exceeds certain benchmark returns or other performance targets. In such arrangements, performance fee revenue is accrued (or reversed) quarterly based on measuring account fund performance to date versus the performance benchmark stated in the investment management agreement. The amount of performance-based fee revenue at risk of reversing if fund performance falls below stated investment management agreement benchmarks was approximately  $262 million at June 30, 2011 and approximately  $208 million at December 31, 2010 (see Note 2 to the consolidated financial statements for the year ended December 31, 2010 included in the Form 10-K). (2) See Note 1 for discussion of discontinued operations. (3) Amounts for the three months ended June 30, 2010 included a gain of  $514 million related to the Company's sale of Retail Asset Management within the Asset Management business segment. Amounts for the six months ended June 30, 2010 included a loss of  $951 million related to the planned disposition of Revel included within the Institutional Securities business segment and a gain of  $775 million related to the legal settlement with DFS.
Net Interest By Segments	Net Interest    Institutional Securities     Global Wealth Management Group      Asset Management     Intersegment Eliminations     Total        (dollars in millions)   Three Months Ended June 30, 2011             Interest income     $ 1,573       $ 466        $ 3       $ (85 )     $ 1,957    Interest expense      1,983        118         13        (85 )      2,029                                              Net interest     $ (410 )      348         (10 )      —          (72 )                                            Three Months Ended June 30, 2010             Interest income     $ 1,359       $ 387        $ 3       $ (2 )     $ 1,747    Interest expense      1,484        99         25        (2 )      1,606                                              Net interest     $ (125 )     $ 288        $ (22 )     $ —           $141                                              Six Months Ended June 30, 2011             Interest income     $ 3,053       $ 920          $7       $ (169 )     $ 3,811    Interest expense      3,796        230         25        (169 )      3,882                                              Net interest     $ (743 )     $ 690        $ (18 )     $ —         $ (71 )                                            Six Months Ended June 30, 2010             Interest income     $ 2,755       $ 726        $ 9       $ (7 )     $ 3,483    Interest expense      2,769        247         50        (92 )      2,974                                              Net interest     $ (14 )     $ 479        $ (41 )     $ 85       $ 509
Assets By Segments	Total Assets(1)    Institutional Securities      Global Wealth Management Group      Asset Management      Total        (dollars in millions)   At June 30, 2011     $ 719,637        $ 103,665        $ 7,445        $ 830,747                                        At December 31, 2010     $ 698,453        $ 101,058        $ 8,187        $ 807,698                                        (1) Corporate assets have been fully allocated to the Company's business segments.
Net Revenues By Geographic Area	Three Months Ended June 30,      Six Months Ended June 30,   Net revenues        2011              2010              2011              2010            (dollars in millions)   Americas     $ 6,629        $ 5,673        $ 12,119        $ 11,873    Europe, Middle East, and Africa      1,572         1,720         3,276         3,726    Asia      1,081         570         1,522         1,436                                        Net revenues     $ 9,282        $ 7,963        $ 16,917        $ 17,035

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Discontinued Operations (Tables)	6 Months Ended
Jun. 30, 2011
Discontinued Operations
Information Regarding Amounts Included In Discontinued Operations	Three Months Ended June 30,      Six Months Ended June 30,          2011      2010      2011      2010          (dollars in millions)   Pre-tax gain (loss) on discontinued operations(1):               Revel(2)       $ —          $ (25 )      $ (10 )      $ (963 )  Retail Asset Management        4         916         9         982    DFS(3)        —           —           —           775    CMB        —           (18 )       6         (16 )  Other        1         (7 )       1         (11 )                                              $ 5        $ 866        $ 6        $ 767                                          (1) Amounts included eliminations of intersegment activity. (2) Amount included a loss of approximately  $951 million in the six months ended June 30, 2010 in connection with the planned disposition of Revel. (3) Amount relates to the legal settlement with DFS.

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Introduction And Basis Of Presentation (Details) (USD  $) Share data in Millions, unless otherwise specified	0 Months Ended	1 Months Ended	3 Months Ended	6 Months Ended		6 Months Ended
Feb. 11, 2010	Jun. 30, 2010	Jun. 30, 2010	Jun. 30, 2010	Jun. 30, 2011	Jun. 30, 2011 Morgan Stanley Smith Barney Holdings LLC [Member]	Jun. 30, 2010 Revel Entertainment Group, LLC [Member]	Dec. 31, 2010 Revel Entertainment Group, LLC [Member]
Percentage of interest in Morgan Stanley Smith Barney Holdings LLC						51.00%
Cash received from the sale of retail asset management business		$ 800,000,000
Shares received from sale of Retail Asset Management Business		30.9
Assets of discontinued operations								28,000,000
Loss on the write-down of Revel Entertainment Group			19,000,000	951,000,000			951,000,000
Proceeds from lawsuit against Visa and Mastercard	775,000,000
Financial instruments owned, corporate and other debt					5,600,000,000
Financial instruments owned, physical commodities					3,400,000,000
Financing obligations, other secured financings					$ 9,000,000,000

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Significant Accounting Policies (Details) (USD  $) In Billions	6 Months Ended	0 Months Ended	6 Months Ended
Jun. 30, 2011	Jun. 30, 2010	Apr. 21, 2011 MUFG Stock Conversion [Member]	Jun. 30, 2011 MUFG Stock Conversion [Member]
Financial instruments owned, corporate and other debt	$ 5.6
Financial instruments owned, physical commodities	3.4
Financing obligations, other secured financings	9
Value of stock converted			7.8	7.8
Stock Issued During Period Value Conversion Of Convertible Securities Carrying Value				8.1
Non-cash activities, negative adjustment	1.7			1.7
Non-cash activities, assets acquired		0.4
Non-cash activities, liabilities assumed		0.1
Non-cash activities, securities issued		$ 0.6

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Fair Value Disclosures (Narrative) (Details) (USD  $)	3 Months Ended	6 Months Ended					3 Months Ended	6 Months Ended	3 Months Ended	6 Months Ended	3 Months Ended	6 Months Ended	3 Months Ended	6 Months Ended			6 Months Ended
Jun. 30, 2010	Jun. 30, 2010	Jun. 30, 2011	Dec. 31, 2010	Jun. 30, 2011 Private Equity Funds [Member]	Jun. 30, 2011 Real Estate Funds [Member]	Jun. 30, 2011 Hedge Funds [Member] Long-Short Equity Hedge Funds [Member]	Jun. 30, 2011 Hedge Funds [Member] Fixed Income/Credit-Related Hedge Funds [Member]	Jun. 30, 2011 Hedge Funds [Member] Event-Driven Hedge Funds [Member]	Jun. 30, 2011 Hedge Funds [Member] Multi-Strategy Hedge Funds [Member]	Jun. 30, 2011 Fair Value, Measurements, Recurring [Member] Assets [Member]	Dec. 31, 2010 Fair Value, Measurements, Recurring [Member] Assets [Member]	Jun. 30, 2011 Fair Value, Measurements, Recurring [Member] Assets [Member] Financial Instruments Owned [Member] Derivatives And Other Contracts [Member]	Jun. 30, 2011 Fair Value, Measurements, Recurring [Member] Assets [Member] Financial Instruments Owned [Member] Derivatives And Other Contracts [Member]	Jun. 30, 2010 Fair Value, Measurements, Recurring [Member] Assets [Member] Financial Instruments Owned [Member] Derivatives And Other Contracts [Member]	Jun. 30, 2011 Fair Value, Measurements, Recurring [Member] Liabilities [Member] Financial Instruments Sold, Not Yet Purchased [Member] Derivatives And Other Contracts [Member]	Jun. 30, 2010 Fair Value, Measurements, Recurring [Member] Liabilities [Member] Financial Instruments Sold, Not Yet Purchased [Member] Derivatives And Other Contracts [Member]	Jun. 30, 2011 Fair Value, Measurements, Recurring [Member] Liabilities [Member] Financial Instruments Sold, Not Yet Purchased [Member] Derivatives And Other Contracts [Member]	Jun. 30, 2010 Fair Value, Measurements, Recurring [Member] Liabilities [Member] Financial Instruments Sold, Not Yet Purchased [Member] Derivatives And Other Contracts [Member]	Jun. 30, 2011 Fair Value, Measurements, Recurring [Member] Financial Instruments Owned [Member] Corporate And Other Debt [Member]	Jun. 30, 2010 Fair Value, Measurements, Recurring [Member] Financial Instruments Owned [Member] Corporate And Other Debt [Member]	Jun. 30, 2011 Fair Value, Measurements, Recurring [Member] Financial Instruments Owned [Member] Corporate And Other Debt [Member]	Jun. 30, 2010 Fair Value, Measurements, Recurring [Member] Financial Instruments Owned [Member] Corporate And Other Debt [Member]	Jun. 30, 2010 Fair Value, Measurements, Recurring [Member] Financial Instruments Owned [Member] Corporate Equities [Member]	Jun. 30, 2010 Fair Value, Measurements, Recurring [Member] Financial Instruments Owned [Member] Corporate Equities [Member]	Jun. 30, 2011 Revel Entertainment Group, LLC [Member] Fair Value, Assets And Liabilities Measured On Nonrecurring Basis [Member]	Jun. 30, 2010 Revel Entertainment Group, LLC [Member] Fair Value, Assets And Liabilities Measured On Nonrecurring Basis [Member]	Jun. 30, 2010 Revel Entertainment Group, LLC [Member]	Dec. 31, 2010 Revel Entertainment Group, LLC [Member]
Reclassification from level 3 to level 2																				$ 1,200,000,000	$ 1,900,000,000	$ 1,800,000,000	$ 1,400,000,000
Reclassification from level 2 to level 3																				800,000,000	600,000,000	600,000,000	800,000,000
Fair value amount of funds that will be liquidated in the next five years, percentage					7.00%	18.00%
Fair value amount of funds that will be liquidated between five to ten years, percentage					32.00%	35.00%
Fair value amount of funds that have a remaining life of greater than ten years, percentage					61.00%	47.00%
Investments that cannot be redeemed due to certain initial period lock-up restrictions, percentage							12.00%	36.00%	34.00%	76.00%
Investments that cannot be redeemed due to exit restriction imposed by the hedge fund manager, percentage							26.00%			9.00%
Amount of carrying value of long-term borrowings exceeding fair value			1,000,000,000	1,800,000,000
Loss on the write-down of Revel Entertainment Group	19,000,000	951,000,000																										951,000,000
Fair value of discontinued operations																											240,000,000		28,000,000
Amount of assets (liabilities) reclassified from level 2 to level 1													900,000,000	1,100,000,000	1,800,000,000	1,300,000,000	1,500,000,000	900,000,000	1,900,000,000					500,000,000	1,100,000,000
Amount of assets (liabilities) reclassified from level 1 to level 2																								1,000,000,000
Investments			9,020,000,000	9,752,000,000							9,020,000,000	9,752,000,000
Fair value of liabilities																										$ 0	$ 0

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Fair Value Disclosures (Assets And Liabilities Measured At Fair Value On A Recurring Basis) (Details) (USD  $) In Millions	1 Months Ended
Jun. 30, 2010	Jun. 30, 2011	Dec. 31, 2010
Total U.S. government and agency securities		$ 35,676		$ 48,446
Other sovereign government obligations		39,172		33,908
Corporate and other debt		89,159		88,154
Corporate equities		66,053		68,416
Derivative and other contracts		46,167		51,292
Investments		9,020		9,752
Physical commodities		9,551		6,778
Total financial instruments owned, at fair value		294,798		306,746
Intangible assets		133		157
Deposits		2,830		3,027
Commercial paper and other short-term borrowings		1,710		1,799
Total U.S. government and agency securities		27,520		27,948
Other sovereign government obligations		22,479		22,250
Total corporate and other debt		9,166		10,918
Corporate equities		27,618		19,838
Derivative and other contracts		41,113		47,802
Total financial instruments sold, not yet purchased, at fair value		127,896		128,756
Obligation to return securities received as collateral		20,741		21,163
Other secured financings		22,476	[1]	10,453	[1]
Long-term borrowings		43,434		42,709
Voluntary contribution to non-consolidated money market funds	25
Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] | Fair Value, Measurements, Recurring [Member]
Total U.S. government and agency securities		15,561		23,053
Other sovereign government obligations		30,743		25,334
Corporate equities		62,535	[2]	65,009	[2]
Derivative and other contracts		1,178		3,075
Investments		401		689
Total financial instruments owned, at fair value		110,418		117,160
U.S. government and agency securities		9,378		20,792
Securities received as collateral		15,778		15,646
Total U.S. government and agency securities		27,506		27,881
Other sovereign government obligations		19,903		19,708
Corporate equities		26,563	[2]	19,696	[2]
Derivative and other contracts		1,494		3,303
Total financial instruments sold, not yet purchased, at fair value		75,466		70,588
Obligation to return securities received as collateral		20,657		20,272
Long-term borrowings		12
Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] | Fair Value, Measurements, Recurring [Member] | U.S. Treasury Securities [Member]
Total U.S. government and agency securities		13,062		19,226
Total U.S. government and agency securities		25,315		25,225
Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] | Fair Value, Measurements, Recurring [Member] | U.S. Agency Securities [Member]
Total U.S. government and agency securities		2,499		3,827
Total U.S. government and agency securities		2,191		2,656
Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] | Fair Value, Measurements, Recurring [Member] | Interest Rate Contracts [Member]
Derivative and other contracts		1,660		3,985
Derivative and other contracts		1,560		3,883
Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] | Fair Value, Measurements, Recurring [Member] | Foreign Exchange Contracts [Member]
Derivative and other contracts				1
Derivative and other contracts				2
Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] | Fair Value, Measurements, Recurring [Member] | Equity Contracts [Member]
Derivative and other contracts		1,900		2,176
Derivative and other contracts		1,758		2,098
Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] | Fair Value, Measurements, Recurring [Member] | Commodity Contracts [Member]
Derivative and other contracts		5,638		5,464
Derivative and other contracts		6,196		5,871
Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] | Fair Value, Measurements, Recurring [Member] | Netting [Member]
Derivative and other contracts		(8,020)	[3]	(8,551)	[3]
Derivative and other contracts		(8,020)	[3]	(8,551)	[3]
Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] | Fair Value, Measurements, Recurring [Member] | Principal Investments [Member]
Investments		213		286
Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] | Fair Value, Measurements, Recurring [Member] | Other Investments [Member]
Investments		188		403	[4]
Significant Observable Inputs (Level 2) [Member] | Fair Value, Measurements, Recurring [Member]
Total U.S. government and agency securities		20,113		25,380
Other sovereign government obligations		8,297		8,501
Corporate and other debt		74,804		72,638
Corporate equities		3,057	[2]	2,923	[2]
Derivative and other contracts		92,278		105,699
Investments		697		1,309
Physical commodities		8,878		6,778
Total financial instruments owned, at fair value		208,124		223,228
U.S. government and agency securities		14,928		8,857
Securities received as collateral		84		890
Deposits		2,830		3,011
Commercial paper and other short-term borrowings		1,687		1,797
Total U.S. government and agency securities		14		67
Other sovereign government obligations		2,576		2,542
Total corporate and other debt		8,672		10,417
Corporate equities		1,054	[2]	127	[2]
Derivative and other contracts		69,175		83,291
Total financial instruments sold, not yet purchased, at fair value		81,491		96,444
Obligation to return securities received as collateral		84		890
Securities sold under agreements to repurchase				498
Other secured financings		15,890		7,474
Long-term borrowings		42,171		41,393
Significant Observable Inputs (Level 2) [Member] | Fair Value, Measurements, Recurring [Member] | U.S. Treasury Securities [Member]
Total U.S. government and agency securities		21
Significant Observable Inputs (Level 2) [Member] | Fair Value, Measurements, Recurring [Member] | U.S. Agency Securities [Member]
Total U.S. government and agency securities		20,092		25,380
Total U.S. government and agency securities		14		67
Significant Observable Inputs (Level 2) [Member] | Fair Value, Measurements, Recurring [Member] | State And Municipal Securities [Member]
Corporate and other debt		3,166		3,229
Total corporate and other debt		4		11
Significant Observable Inputs (Level 2) [Member] | Fair Value, Measurements, Recurring [Member] | Residential Mortgage-Backed Securities [Member]
Corporate and other debt		3,025		3,690
Significant Observable Inputs (Level 2) [Member] | Fair Value, Measurements, Recurring [Member] | Commercial Mortgage-Backed Securities [Member]
Corporate and other debt		2,586		2,692
Total corporate and other debt		18
Significant Observable Inputs (Level 2) [Member] | Fair Value, Measurements, Recurring [Member] | Asset-Backed Securities [Member]
Corporate and other debt		1,639		2,322
Total corporate and other debt				12
Significant Observable Inputs (Level 2) [Member] | Fair Value, Measurements, Recurring [Member] | Corporate Bonds [Member]
Corporate and other debt		36,972		39,569
Total corporate and other debt		7,962		9,100
Significant Observable Inputs (Level 2) [Member] | Fair Value, Measurements, Recurring [Member] | Collateralized Debt Obligations [Member]
Corporate and other debt		1,932		2,305
Total corporate and other debt				2
Significant Observable Inputs (Level 2) [Member] | Fair Value, Measurements, Recurring [Member] | Loans And Lending Commitments [Member]
Corporate and other debt		17,055		15,308
Significant Observable Inputs (Level 2) [Member] | Fair Value, Measurements, Recurring [Member] | Unfunded Lending Commitments [Member]
Total corporate and other debt		669		464
Significant Observable Inputs (Level 2) [Member] | Fair Value, Measurements, Recurring [Member] | Other Debt [Member]
Corporate and other debt		8,429		3,523
Total corporate and other debt		19		828
Significant Observable Inputs (Level 2) [Member] | Fair Value, Measurements, Recurring [Member] | Interest Rate Contracts [Member]
Derivative and other contracts		578,414		616,016
Derivative and other contracts		551,231		591,378
Significant Observable Inputs (Level 2) [Member] | Fair Value, Measurements, Recurring [Member] | Credit Contracts [Member]
Derivative and other contracts		96,664		95,818
Derivative and other contracts		93,508		87,904
Significant Observable Inputs (Level 2) [Member] | Fair Value, Measurements, Recurring [Member] | Foreign Exchange Contracts [Member]
Derivative and other contracts		55,956		61,556
Derivative and other contracts		57,275		64,301
Significant Observable Inputs (Level 2) [Member] | Fair Value, Measurements, Recurring [Member] | Equity Contracts [Member]
Derivative and other contracts		38,839		36,612
Derivative and other contracts		43,459		42,242
Significant Observable Inputs (Level 2) [Member] | Fair Value, Measurements, Recurring [Member] | Commodity Contracts [Member]
Derivative and other contracts		42,934		57,528
Derivative and other contracts		43,852		58,885
Significant Observable Inputs (Level 2) [Member] | Fair Value, Measurements, Recurring [Member] | Other Contracts [Member]
Derivative and other contracts		233		108
Derivative and other contracts		612		520
Significant Observable Inputs (Level 2) [Member] | Fair Value, Measurements, Recurring [Member] | Netting [Member]
Derivative and other contracts		(720,762)	[3]	(761,939)	[3]
Derivative and other contracts		(720,762)	[3]	(761,939)	[3]
Significant Observable Inputs (Level 2) [Member] | Fair Value, Measurements, Recurring [Member] | Real Estate [Member]
Investments		7		8
Significant Observable Inputs (Level 2) [Member] | Fair Value, Measurements, Recurring [Member] | Hedge Funds [Member]
Investments		436		736
Significant Observable Inputs (Level 2) [Member] | Fair Value, Measurements, Recurring [Member] | Principal Investments [Member]
Investments		228		486
Significant Observable Inputs (Level 2) [Member] | Fair Value, Measurements, Recurring [Member] | Other Investments [Member]
Investments		26		79	[4]
Significant Unobservable Inputs (Level 3) [Member] | Fair Value, Measurements, Recurring [Member]
Total U.S. government and agency securities		2		13
Other sovereign government obligations		132		73
Corporate and other debt		14,355		15,516
Corporate equities		461	[2]	484	[2]
Derivative and other contracts		12,654		10,898
Investments		7,922		7,754
Physical commodities		673
Total financial instruments owned, at fair value		36,199		34,738
Securities received as collateral				1
Intangible assets		133	[5]	157	[5]
Deposits				16
Commercial paper and other short-term borrowings		23		2
Total corporate and other debt		494		501
Corporate equities		1	[2]	15	[2]
Derivative and other contracts		6,643		5,321
Total financial instruments sold, not yet purchased, at fair value		7,138		5,837
Obligation to return securities received as collateral				1
Securities sold under agreements to repurchase		358		351
Other secured financings		742		1,016
Long-term borrowings		1,251		1,316
Significant Unobservable Inputs (Level 3) [Member] | Fair Value, Measurements, Recurring [Member] | U.S. Agency Securities [Member]
Total U.S. government and agency securities		2		13
Significant Unobservable Inputs (Level 3) [Member] | Fair Value, Measurements, Recurring [Member] | State And Municipal Securities [Member]
Corporate and other debt				110
Significant Unobservable Inputs (Level 3) [Member] | Fair Value, Measurements, Recurring [Member] | Residential Mortgage-Backed Securities [Member]
Corporate and other debt		509		319
Total corporate and other debt		41
Significant Unobservable Inputs (Level 3) [Member] | Fair Value, Measurements, Recurring [Member] | Commercial Mortgage-Backed Securities [Member]
Corporate and other debt		136		188
Significant Unobservable Inputs (Level 3) [Member] | Fair Value, Measurements, Recurring [Member] | Asset-Backed Securities [Member]
Corporate and other debt		298		13
Significant Unobservable Inputs (Level 3) [Member] | Fair Value, Measurements, Recurring [Member] | Corporate Bonds [Member]
Corporate and other debt		1,179		1,368
Total corporate and other debt		35		44
Significant Unobservable Inputs (Level 3) [Member] | Fair Value, Measurements, Recurring [Member] | Collateralized Debt Obligations [Member]
Corporate and other debt		1,650		1,659
Significant Unobservable Inputs (Level 3) [Member] | Fair Value, Measurements, Recurring [Member] | Loans And Lending Commitments [Member]
Corporate and other debt		10,420		11,666
Significant Unobservable Inputs (Level 3) [Member] | Fair Value, Measurements, Recurring [Member] | Unfunded Lending Commitments [Member]
Total corporate and other debt		240		263
Significant Unobservable Inputs (Level 3) [Member] | Fair Value, Measurements, Recurring [Member] | Other Debt [Member]
Corporate and other debt		163		193
Total corporate and other debt		178		194
Significant Unobservable Inputs (Level 3) [Member] | Fair Value, Measurements, Recurring [Member] | Interest Rate Contracts [Member]
Derivative and other contracts		4,919		966
Derivative and other contracts		4,602		542
Significant Unobservable Inputs (Level 3) [Member] | Fair Value, Measurements, Recurring [Member] | Credit Contracts [Member]
Derivative and other contracts		15,622		14,316
Derivative and other contracts		8,230		7,722
Significant Unobservable Inputs (Level 3) [Member] | Fair Value, Measurements, Recurring [Member] | Foreign Exchange Contracts [Member]
Derivative and other contracts		517		431
Derivative and other contracts		473		385
Significant Unobservable Inputs (Level 3) [Member] | Fair Value, Measurements, Recurring [Member] | Equity Contracts [Member]
Derivative and other contracts		1,240		1,058
Derivative and other contracts		2,901		1,820
Significant Unobservable Inputs (Level 3) [Member] | Fair Value, Measurements, Recurring [Member] | Commodity Contracts [Member]
Derivative and other contracts		1,297		1,160
Derivative and other contracts		981		972
Significant Unobservable Inputs (Level 3) [Member] | Fair Value, Measurements, Recurring [Member] | Other Contracts [Member]
Derivative and other contracts		312		135
Derivative and other contracts		709		1,048
Significant Unobservable Inputs (Level 3) [Member] | Fair Value, Measurements, Recurring [Member] | Netting [Member]
Derivative and other contracts		(11,253)	[3]	(7,168)	[3]
Derivative and other contracts		(11,253)	[3]	(7,168)	[3]
Significant Unobservable Inputs (Level 3) [Member] | Fair Value, Measurements, Recurring [Member] | Private Equity Funds [Member]
Investments		2,160		1,986
Significant Unobservable Inputs (Level 3) [Member] | Fair Value, Measurements, Recurring [Member] | Real Estate [Member]
Investments		1,290		1,176
Significant Unobservable Inputs (Level 3) [Member] | Fair Value, Measurements, Recurring [Member] | Hedge Funds [Member]
Investments		827		901
Significant Unobservable Inputs (Level 3) [Member] | Fair Value, Measurements, Recurring [Member] | Principal Investments [Member]
Investments		3,120		3,131
Significant Unobservable Inputs (Level 3) [Member] | Fair Value, Measurements, Recurring [Member] | Other Investments [Member]
Investments		525		560	[4]
Cross-Maturity And Cash Collateral Netting [Member] | Fair Value, Measurements, Recurring [Member]
Derivative and other contracts		(59,943)		(68,380)
Total financial instruments owned, at fair value		(59,943)		(68,380)
Derivative and other contracts		(36,199)		(44,113)
Total financial instruments sold, not yet purchased, at fair value		(36,199)		(44,113)
Cross-Maturity And Cash Collateral Netting [Member] | Fair Value, Measurements, Recurring [Member] | Netting [Member]
Derivative and other contracts		(59,943)	[3]	(68,380)	[3]
Derivative and other contracts		(36,199)	[3]	(44,113)	[3]
Balance [Member] | Fair Value, Measurements, Recurring [Member]
Total U.S. government and agency securities		35,676		48,446
Other sovereign government obligations		39,172		33,908
Corporate and other debt		89,159		88,154
Corporate equities		66,053	[2]	68,416	[2]
Derivative and other contracts		46,167		51,292
Investments		9,020		9,752
Physical commodities		9,551		6,778
Total financial instruments owned, at fair value		294,798		306,746
U.S. government and agency securities		24,306		29,649
Securities received as collateral		15,862		16,537
Intangible assets		133	[5]	157	[5]
Deposits		2,830		3,027
Commercial paper and other short-term borrowings		1,710		1,799
Total U.S. government and agency securities		27,520		27,948
Other sovereign government obligations		22,479		22,250
Total corporate and other debt		9,166		10,918
Corporate equities		27,618	[2]	19,838	[2]
Derivative and other contracts		41,113		47,802
Total financial instruments sold, not yet purchased, at fair value		127,896		128,756
Obligation to return securities received as collateral		20,741		21,163
Securities sold under agreements to repurchase		358		849
Other secured financings		16,632		8,490
Long-term borrowings		43,434		42,709
Balance [Member] | Fair Value, Measurements, Recurring [Member] | U.S. Treasury Securities [Member]
Total U.S. government and agency securities		13,083		19,226
Total U.S. government and agency securities		25,315		25,225
Balance [Member] | Fair Value, Measurements, Recurring [Member] | U.S. Agency Securities [Member]
Total U.S. government and agency securities		22,593		29,220
Total U.S. government and agency securities		2,205		2,723
Balance [Member] | Fair Value, Measurements, Recurring [Member] | State And Municipal Securities [Member]
Corporate and other debt		3,166		3,339
Total corporate and other debt		4		11
Balance [Member] | Fair Value, Measurements, Recurring [Member] | Residential Mortgage-Backed Securities [Member]
Corporate and other debt		3,534		4,009
Total corporate and other debt		41
Balance [Member] | Fair Value, Measurements, Recurring [Member] | Commercial Mortgage-Backed Securities [Member]
Corporate and other debt		2,722		2,880
Total corporate and other debt		18
Balance [Member] | Fair Value, Measurements, Recurring [Member] | Asset-Backed Securities [Member]
Corporate and other debt		1,937		2,335
Total corporate and other debt				12
Balance [Member] | Fair Value, Measurements, Recurring [Member] | Corporate Bonds [Member]
Corporate and other debt		38,151		40,937
Total corporate and other debt		7,997		9,144
Balance [Member] | Fair Value, Measurements, Recurring [Member] | Collateralized Debt Obligations [Member]
Corporate and other debt		3,582		3,964
Total corporate and other debt				2
Balance [Member] | Fair Value, Measurements, Recurring [Member] | Loans And Lending Commitments [Member]
Corporate and other debt		27,475		26,974
Balance [Member] | Fair Value, Measurements, Recurring [Member] | Unfunded Lending Commitments [Member]
Total corporate and other debt		909		727
Balance [Member] | Fair Value, Measurements, Recurring [Member] | Other Debt [Member]
Corporate and other debt		8,592		3,716
Total corporate and other debt		197		1,022
Balance [Member] | Fair Value, Measurements, Recurring [Member] | Interest Rate Contracts [Member]
Derivative and other contracts		584,993		620,967
Derivative and other contracts		557,393		595,803
Balance [Member] | Fair Value, Measurements, Recurring [Member] | Credit Contracts [Member]
Derivative and other contracts		112,286		110,134
Derivative and other contracts		101,738		95,626
Balance [Member] | Fair Value, Measurements, Recurring [Member] | Foreign Exchange Contracts [Member]
Derivative and other contracts		56,473		61,988
Derivative and other contracts		57,748		64,688
Balance [Member] | Fair Value, Measurements, Recurring [Member] | Equity Contracts [Member]
Derivative and other contracts		41,979		39,846
Derivative and other contracts		48,118		46,160
Balance [Member] | Fair Value, Measurements, Recurring [Member] | Commodity Contracts [Member]
Derivative and other contracts		49,869		64,152
Derivative and other contracts		51,029		65,728
Balance [Member] | Fair Value, Measurements, Recurring [Member] | Other Contracts [Member]
Derivative and other contracts		545		243
Derivative and other contracts		1,321		1,568
Balance [Member] | Fair Value, Measurements, Recurring [Member] | Netting [Member]
Derivative and other contracts		(799,978)	[3]	(846,038)	[3]
Derivative and other contracts		(776,234)	[3]	(821,771)	[3]
Balance [Member] | Fair Value, Measurements, Recurring [Member] | Private Equity Funds [Member]
Investments		2,160		1,986
Balance [Member] | Fair Value, Measurements, Recurring [Member] | Real Estate [Member]
Investments		1,297		1,184
Balance [Member] | Fair Value, Measurements, Recurring [Member] | Hedge Funds [Member]
Investments		1,263		1,637
Balance [Member] | Fair Value, Measurements, Recurring [Member] | Principal Investments [Member]
Investments		3,561		3,903
Balance [Member] | Fair Value, Measurements, Recurring [Member] | Other Investments [Member]
Investments		739		1,042	[4]
Balance [Member]
Other secured financings		$ 16,632		$ 8,490
[1]	Amounts include  $16,632 million at fair value at June 30, 2011 and  $8,490 million at fair value at December 31, 2010.
[2]	The Company holds or sells short for trading purposes equity securities issued by entities in diverse industries and of varying size.
[3]	For positions with the same counterparty that cross over the levels of the fair value hierarchy, both counterparty netting and cash collateral netting are included in the column titled "Counterparty and Cash Collateral Netting." For contracts with the same counterparty, counterparty netting among positions classified within the same level is included within that level. For further information on derivative instruments and hedging activities, see Note 10.
[4]	In June 2010, the Company voluntarily contributed  $25 million to certain other investments in funds that it manages in connection with upcoming rule changes regarding net asset value disclosures for money market funds. Based on current liquidity and fund performance, the Company does not expect to provide additional voluntary support to non-consolidated funds that it manages.
[5]	Amount represents mortgage servicing rights ("MSR") accounted for at fair value. See Note 6 for further information on MSRs.

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Fair Value Disclosures (Changes In Level 3 Assets And Liabilities Measured At Fair Value On A Recurring Basis) (Details) (Fair Value, Measurements, Recurring [Member], USD  $) In Millions	3 Months Ended	6 Months Ended
Jun. 30, 2011	Jun. 30, 2010	Jun. 30, 2011	Jun. 30, 2010
U.S. Agency Securities [Member] | Financial Instruments Owned [Member]
Beginning balance	$ 57		$ 1		$ 13		$ 36
Total Realized and Unrealized Gains (Losses)	1	[1]
Purchases	29				34
Sales	(72)				(40)
Purchases, Sales, Other Settlements and Issuances, net			(5)				(35)
Net Transfers	(13)		5		(5)
Ending balance	2		1		2		1
Financial Instruments Owned [Member] | State And Municipal Securities [Member] | Corporate And Other Debt [Member]
Beginning balance	4		398		110		713
Total Realized and Unrealized Gains (Losses)			19	[2]	(1)	[3]	(56)	[4]
Purchases	21
Sales	(25)				(96)
Purchases, Sales, Other Settlements and Issuances, net			(180)				(436)
Net Transfers			(16)		(13)
Ending balance			221				221
Unrealized Gains (Losses) for Level 3 Assets Outstanding			1	[5]			(58)	[6]
Financial Instruments Owned [Member] | Residential Mortgage-Backed Securities [Member] | Corporate And Other Debt [Member]
Beginning balance	361		625		319		818
Total Realized and Unrealized Gains (Losses)	(10)	[1]	(37)	[2]	(62)	[3]	12	[4]
Purchases	101				279
Sales	(54)				(193)
Settlements					(1)
Purchases, Sales, Other Settlements and Issuances, net			(97)				(392)
Net Transfers	111		(15)		167		38
Ending balance	509		476		509		476
Unrealized Gains (Losses) for Level 3 Assets Outstanding			(42)	[5]	(71)	[7]	(6)	[6]
Financial Instruments Owned [Member] | Commercial Mortgage-Backed Securities [Member] | Corporate And Other Debt [Member]
Beginning balance	132		779		188		1,573
Total Realized and Unrealized Gains (Losses)	(21)	[1]	23	[2]	(19)	[3]	128	[4]
Purchases	81				96
Sales	(10)				(30)
Purchases, Sales, Other Settlements and Issuances, net			133				(774)
Net Transfers	(46)		(322)		(99)		(314)
Ending balance	136		613		136		613
Unrealized Gains (Losses) for Level 3 Assets Outstanding	(1)	[8]	13	[5]	(18)	[7]	28	[6]
Financial Instruments Owned [Member] | Asset-Backed Securities [Member] | Corporate And Other Debt [Member]
Beginning balance			149		13		591
Total Realized and Unrealized Gains (Losses)	259	[1]	8	[2]	259	[3]	3	[4]
Purchases	4				13
Sales					(17)
Purchases, Sales, Other Settlements and Issuances, net			(75)				(491)
Net Transfers	35		19		30		(2)
Ending balance	298		101		298		101
Unrealized Gains (Losses) for Level 3 Assets Outstanding	259	[8]	6	[5]	258	[7]	9	[6]
Financial Instruments Owned [Member] | Corporate Bonds [Member] | Corporate And Other Debt [Member]
Beginning balance	1,366		1,145		1,368		1,038
Total Realized and Unrealized Gains (Losses)	(93)	[1]	86	[2]	(26)	[3]	(44)	[4]
Purchases	216				273
Sales	(353)				(409)
Settlements					34
Purchases, Sales, Other Settlements and Issuances, net			154				256
Net Transfers	43		(41)		(61)		94
Ending balance	1,179		1,344		1,179		1,344
Unrealized Gains (Losses) for Level 3 Assets Outstanding	(57)	[8]	79	[5]	42	[7]	(53)	[6]
Financial Instruments Owned [Member] | Collateralized Debt Obligations [Member] | Corporate And Other Debt [Member]
Beginning balance	1,593		1,512		1,659		1,553
Total Realized and Unrealized Gains (Losses)	17	[1]	(25)	[2]	273	[3]	122	[4]
Purchases	357				641
Sales	(352)				(862)
Settlements	(19)				(55)
Purchases, Sales, Other Settlements and Issuances, net			40				(171)
Net Transfers	54		(14)		(6)		9
Ending balance	1,650		1,513		1,650		1,513
Unrealized Gains (Losses) for Level 3 Assets Outstanding	14	[8]	42	[5]	70	[7]	60	[6]
Financial Instruments Owned [Member] | Loans And Lending Commitments [Member] | Corporate And Other Debt [Member]
Beginning balance	11,218		13,503		11,666		12,506
Total Realized and Unrealized Gains (Losses)	(168)	[1]	(40)	[2]	213	[3]	76	[4]
Purchases	1,898				2,321
Sales	(676)				(537)
Settlements	(1,285)				(2,038)
Purchases, Sales, Other Settlements and Issuances, net			152				629
Net Transfers	(567)		(868)		(1,205)		(464)
Ending balance	10,420		12,747		10,420		12,747
Unrealized Gains (Losses) for Level 3 Assets Outstanding	(236)	[8]	(64)	[5]	212	[7]	126	[6]
Financial Instruments Owned [Member] | Other Debt [Member] | Corporate And Other Debt [Member]
Beginning balance	165		1,921		193		1,662
Total Realized and Unrealized Gains (Losses)	5	[1]	(61)	[2]			185	[4]
Purchases	6				5
Sales	(13)				(33)
Purchases, Sales, Other Settlements and Issuances, net			(28)				(14)
Net Transfers			(22)		(2)		(23)
Ending balance	163		1,810		163		1,810
Unrealized Gains (Losses) for Level 3 Assets Outstanding	1	[8]	(68)	[5]	(9)	[7]	160	[6]
Financial Instruments Owned [Member] | Interest Rate Contracts [Member] | Derivatives And Other Contracts [Member]
Beginning balance	(58)	[9]	384	[9]	424	[9]	387	[9]
Total Realized and Unrealized Gains (Losses)	472	[1],[9]	310	[2],[9]	702	[3],[9]	300	[4],[9]
Purchases	22	[9]			19	[9]
Issuances	(45)	[9]			(704)	[9]
Settlements	(62)	[9]			(192)	[9]
Purchases, Sales, Other Settlements and Issuances, net			(132)	[9]			(146)	[9]
Net Transfers	(12)	[9]	(46)	[9]	68	[9]	(25)	[9]
Ending balance	317	[9]	516	[9]	317	[9]	516	[9]
Unrealized Gains (Losses) for Level 3 Assets Outstanding	376	[8],[9]	311	[5],[9]	600	[7],[9]	302	[6],[9]
Financial Instruments Owned [Member] | Credit Contracts [Member] | Derivatives And Other Contracts [Member]
Beginning balance	6,079	[9]	7,952	[9]	6,594	[9]	8,824	[9]
Total Realized and Unrealized Gains (Losses)	1,002	[1],[9]	315	[2],[9]	388	[3],[9]	(163)	[4],[9]
Purchases	1,089	[9]			1,148	[9]
Issuances	(109)	[9]			(197)	[9]
Settlements	(737)	[9]			(614)	[9]
Purchases, Sales, Other Settlements and Issuances, net			265	[9]			383	[9]
Net Transfers	68	[9]	(431)	[9]	73	[9]	(943)	[9]
Ending balance	7,392	[9]	8,101	[9]	7,392	[9]	8,101	[9]
Unrealized Gains (Losses) for Level 3 Assets Outstanding	958	[8],[9]	499	[5],[9]	772	[7],[9]	340	[6],[9]
Financial Instruments Owned [Member] | Foreign Exchange Contracts [Member] | Derivatives And Other Contracts [Member]
Beginning balance	46	[9]	206	[9]	46	[9]	254	[9]
Total Realized and Unrealized Gains (Losses)	(34)	[1],[9]	(1)	[2],[9]	(159)	[3],[9]	(102)	[4],[9]
Purchases	2	[9]			1	[9]
Settlements	30	[9]			159	[9]
Purchases, Sales, Other Settlements and Issuances, net			(134)	[9]			(123)	[9]
Net Transfers					(3)	[9]	42	[9]
Ending balance	44	[9]	71	[9]	44	[9]	71	[9]
Unrealized Gains (Losses) for Level 3 Assets Outstanding	(39)	[8],[9]	(2)	[5],[9]	(130)	[7],[9]	(308)	[6],[9]
Financial Instruments Owned [Member] | Equity Contracts [Member] | Derivatives And Other Contracts [Member]
Beginning balance	(645)	[9]	(701)	[9]	(762)	[9]	(689)	[9]
Total Realized and Unrealized Gains (Losses)	58	[1],[9]	(137)	[2],[9]	105	[3],[9]	(208)	[4],[9]
Purchases	77	[9]			119	[9]
Sales	(7)	[9]
Issuances	(1,163)	[9]			(1,236)	[9]
Settlements	52	[9]			98	[9]
Purchases, Sales, Other Settlements and Issuances, net			(191)	[9]			(184)	[9]
Net Transfers	(33)	[9]	31	[9]	15	[9]	83	[9]
Ending balance	(1,661)	[9]	(998)	[9]	(1,661)	[9]	(998)	[9]
Unrealized Gains (Losses) for Level 3 Assets Outstanding	60	[8],[9]	(129)	[5],[9]	96	[7],[9]	(161)	[6],[9]
Financial Instruments Owned [Member] | Commodity Contracts [Member] | Derivatives And Other Contracts [Member]
Beginning balance	330	[9]	90	[9]	188	[9]	7	[9]
Total Realized and Unrealized Gains (Losses)	(129)	[1],[9]	(152)	[2],[9]	165	[3],[9]	(68)	[4],[9]
Purchases	330	[9]			455	[9]
Issuances	(146)	[9]			(321)	[9]
Settlements	(99)	[9]			(281)	[9]
Purchases, Sales, Other Settlements and Issuances, net			53	[9]			14	[9]
Net Transfers	30	[9]	23	[9]	110	[9]	61	[9]
Ending balance	316	[9]	14	[9]	316	[9]	14	[9]
Unrealized Gains (Losses) for Level 3 Assets Outstanding	(139)	[8],[9]	(126)	[5],[9]	153	[7],[9]	66	[6],[9]
Financial Instruments Owned [Member] | Other Contracts [Member] | Derivatives And Other Contracts [Member]
Beginning balance	(508)	[9]	(579)	[9]	(913)	[9]	(437)	[9]
Total Realized and Unrealized Gains (Losses)	(74)	[1],[9]	(402)	[2],[9]	117	[3],[9]	(575)	[4],[9]
Purchases	2	[9]			2	[9]
Issuances	(112)	[9]			(116)	[9]
Settlements	296	[9]			428	[9]
Purchases, Sales, Other Settlements and Issuances, net			(40)	[9]			(12)	[9]
Net Transfers	(1)	[9]	(18)	[9]	85	[9]	(15)	[9]
Ending balance	(397)	[9]	(1,039)	[9]	(397)	[9]	(1,039)	[9]
Unrealized Gains (Losses) for Level 3 Assets Outstanding	(81)	[8],[9]	(352)	[5],[9]	110	[7],[9]	(511)	[6],[9]
Financial Instruments Owned [Member] | Private Equity Funds [Member] | Investments [Member]
Beginning balance	2,006		1,634		1,986		1,628
Total Realized and Unrealized Gains (Losses)	153	[1]	82	[2]	260	[3]	139	[4]
Purchases	91				88
Sales	(90)				(245)
Purchases, Sales, Other Settlements and Issuances, net			123				72
Net Transfers					71
Ending balance	2,160		1,839		2,160		1,839
Unrealized Gains (Losses) for Level 3 Assets Outstanding	129	[8]	21	[5]	209	[7]	116	[6]
Financial Instruments Owned [Member] | Real Estate [Member] | Investments [Member]
Beginning balance	1,251		1,751		1,176		1,087
Total Realized and Unrealized Gains (Losses)	81	[1]	4	[2]	145	[3]	186	[4]
Purchases	17				31
Sales	(59)				(62)
Purchases, Sales, Other Settlements and Issuances, net			(115)				350
Net Transfers			3				20
Ending balance	1,290		1,643		1,290		1,643
Unrealized Gains (Losses) for Level 3 Assets Outstanding	148	[8]	109	[5]	255	[7]	289	[6]
Financial Instruments Owned [Member] | Hedge Funds [Member] | Investments [Member]
Beginning balance	871		1,027		901		1,678
Total Realized and Unrealized Gains (Losses)	(17)	[1]	(29)	[2]	(25)	[3]	(218)	[4]
Purchases	20				15
Sales	(120)				(172)
Purchases, Sales, Other Settlements and Issuances, net			5				(270)
Net Transfers	73		(93)		108		(280)
Ending balance	827		910		827		910
Unrealized Gains (Losses) for Level 3 Assets Outstanding	(17)	[8]	(29)	[5]	(25)	[7]	(220)	[6]
Financial Instruments Owned [Member] | Principal Investments [Member] | Investments [Member]
Beginning balance	3,057		2,700		3,131		2,642
Total Realized and Unrealized Gains (Losses)	182	[1]	(132)	[2]	242	[3]	(105)	[4]
Purchases	75				(26)
Sales	(108)				(195)
Purchases, Sales, Other Settlements and Issuances, net			7				38
Net Transfers	(86)				(32)
Ending balance	3,120		2,575		3,120		2,575
Unrealized Gains (Losses) for Level 3 Assets Outstanding	(15)	[8]	(83)	[5]	(105)	[7]	(87)	[6]
Financial Instruments Owned [Member] | Other Investments [Member] | Investments [Member]
Beginning balance	398		434		560		578
Total Realized and Unrealized Gains (Losses)	2	[1]	64	[2]	51	[3]	47	[4]
Purchases	2				(4)
Sales	(3)				(11)
Purchases, Sales, Other Settlements and Issuances, net			(60)				(180)
Net Transfers	126		6		(71)		(1)
Ending balance	525		444		525		444
Unrealized Gains (Losses) for Level 3 Assets Outstanding	(2)	[8]	3	[5]	41	[7]	(3)	[6]
Financial Instruments Owned [Member] | Other Sovereign Government Obligations [Member]
Beginning balance	126		80		73		3
Total Realized and Unrealized Gains (Losses)	9	[1]	(1)	[2]	8	[3]	(1)	[4]
Purchases					56
Sales	(4)
Purchases, Sales, Other Settlements and Issuances, net			70				63
Net Transfers	1		(76)		(5)		8
Ending balance	132		73		132		73
Unrealized Gains (Losses) for Level 3 Assets Outstanding	9	[8]			8	[7]	(1)	[6]
Financial Instruments Owned [Member] | Corporate And Other Debt [Member]
Beginning balance	14,839		20,032		15,516		20,454
Total Realized and Unrealized Gains (Losses)	(11)	[1]	(27)	[2]	637	[3]	426	[4]
Purchases	2,684				3,628
Sales	(1,483)				(2,177)
Settlements	(1,304)				(2,060)
Purchases, Sales, Other Settlements and Issuances, net			99				(1,393)
Net Transfers	(370)		(1,279)		(1,189)		(662)
Ending balance	14,355		18,825		14,355		18,825
Unrealized Gains (Losses) for Level 3 Assets Outstanding	(20)	[8]	(33)	[5]	484	[7]	266	[6]
Financial Instruments Owned [Member] | Corporate Equities [Member]
Beginning balance	502		536		484		536
Total Realized and Unrealized Gains (Losses)	11	[1]	(33)	[2]	(207)	[3]	67	[4]
Purchases	127				219
Sales	(144)				(176)
Purchases, Sales, Other Settlements and Issuances, net			(183)				(161)
Net Transfers	(35)		26		141		(96)
Ending balance	461		346		461		346
Unrealized Gains (Losses) for Level 3 Assets Outstanding	24	[8]	(1)	[5]	1	[7]	21	[6]
Financial Instruments Owned [Member] | Derivatives And Other Contracts [Member]
Beginning balance	5,244	[9]	7,352	[9]	5,577	[9]	8,346	[9]
Total Realized and Unrealized Gains (Losses)	1,295	[1],[9]	(67)	[2],[9]	1,318	[3],[9]	(816)	[4],[9]
Purchases	1,522	[9]			1,744	[9]
Sales	(7)	[9]
Issuances	(1,575)	[9]			(2,574)	[9]
Settlements	(520)	[9]			(402)	[9]
Purchases, Sales, Other Settlements and Issuances, net			(179)	[9]			(68)	[9]
Net Transfers	52	[9]	(441)	[9]	348	[9]	(797)	[9]
Ending balance	6,011	[9]	6,665	[9]	6,011	[9]	6,665	[9]
Unrealized Gains (Losses) for Level 3 Assets Outstanding	1,135	[8],[9]	201	[5],[9]	1,601	[7],[9]	(272)	[6],[9]
Financial Instruments Owned [Member] | Investments [Member]
Beginning balance	7,583		7,546		7,754		7,613
Total Realized and Unrealized Gains (Losses)	401	[1]	(11)	[2]	673	[3]	49	[4]
Purchases	205				104
Sales	(380)				(685)
Purchases, Sales, Other Settlements and Issuances, net			(40)				10
Net Transfers	113		(84)		76		(261)
Ending balance	7,922		7,411		7,922		7,411
Unrealized Gains (Losses) for Level 3 Assets Outstanding	243	[8]	21	[5]	375	[7]	95	[6]
Financial Instruments Owned [Member] | Physical Commodities [Member]
Total Realized and Unrealized Gains (Losses)	(48)	[1]			(48)	[3]
Purchases	721				721
Ending balance	673				673
Unrealized Gains (Losses) for Level 3 Assets Outstanding	(48)	[8]			(48)	[7]
Financial Instruments Owned [Member] | Securities Received as Collateral [Member]
Beginning balance					1		23
Sales					(1)
Purchases, Sales, Other Settlements and Issuances, net							(23)
Financial Instruments Owned [Member] | Intangible Assets [Member]
Beginning balance	144		175		157		137
Total Realized and Unrealized Gains (Losses)	(11)	[1]	(15)	[2]	(26)	[3]	24	[4]
Purchases	1				5
Sales					(1)
Issuances					(1)
Settlements	(1)				(1)
Purchases, Sales, Other Settlements and Issuances, net			(21)				(22)
Ending balance	133		139		133		139
Unrealized Gains (Losses) for Level 3 Assets Outstanding	(11)	[8]	(27)	[5]	(26)	[7]	4	[6]
Financial Instruments Owned [Member] | Deposits [Member]
Beginning balance			15
Total Realized and Unrealized Gains (Losses)			1	[2]
Ending balance			14				14
Financial Instruments Owned [Member] | Commercial Paper And Other Short-Term Borrowings [Member]
Beginning balance			300
Purchases, Sales, Other Settlements and Issuances, net			(293)
Ending balance			7				7
Financial Instruments Sold, Not Yet Purchased [Member] | Residential Mortgage-Backed Securities [Member] | Corporate And Other Debt [Member]
Total Realized and Unrealized Gains (Losses)	(13)	[1]	(6)	[2]	(13)	[3]	(1)	[4]
Purchases	(13)				(12)
Sales	41				40
Purchases, Sales, Other Settlements and Issuances, net			(4)				1
Ending balance	41		2		41		2
Unrealized Gains (Losses) for Level 3 Liabilities Outstanding	(13)	[8]	(5)	[5]	(13)	[7]	(1)	[6]
Financial Instruments Sold, Not Yet Purchased [Member] | Commercial Mortgage-Backed Securities [Member] | Corporate And Other Debt [Member]
Total Realized and Unrealized Gains (Losses)					1	[3]	1	[4]
Sales					1
Purchases, Sales, Other Settlements and Issuances, net							1
Financial Instruments Sold, Not Yet Purchased [Member] | Asset-Backed Securities [Member] | Corporate And Other Debt [Member]
Beginning balance			4				4
Purchases, Sales, Other Settlements and Issuances, net			(4)				(4)
Financial Instruments Sold, Not Yet Purchased [Member] | Corporate Bonds [Member] | Corporate And Other Debt [Member]
Beginning balance	150		17		44		29
Total Realized and Unrealized Gains (Losses)	49	[1]	14	[2]	40	[3]	(1)	[4]
Purchases	(324)				(367)
Sales	336				426
Purchases, Sales, Other Settlements and Issuances, net			80				22
Net Transfers	(78)		(3)		(28)		28
Ending balance	35		80		35		80
Unrealized Gains (Losses) for Level 3 Liabilities Outstanding	60	[8]	19	[5]	30	[7]	8	[6]
Financial Instruments Sold, Not Yet Purchased [Member] | Collateralized Debt Obligations [Member] | Corporate And Other Debt [Member]
Beginning balance	2						3
Purchases	(1)
Purchases, Sales, Other Settlements and Issuances, net							(3)
Net Transfers	(1)
Financial Instruments Sold, Not Yet Purchased [Member] | Unfunded Lending Commitments [Member] | Corporate And Other Debt [Member]
Beginning balance	171		213		263		252
Total Realized and Unrealized Gains (Losses)	(69)	[1]	(110)	[2]	23	[3]	(140)	[4]
Purchases, Sales, Other Settlements and Issuances, net			12				(57)
Ending balance	240		335		240		335
Unrealized Gains (Losses) for Level 3 Liabilities Outstanding	(69)	[8]	(110)	[5]	23	[7]	(138)	[6]
Financial Instruments Sold, Not Yet Purchased [Member] | Other Debt [Member] | Corporate And Other Debt [Member]
Beginning balance	180		317		194		431
Total Realized and Unrealized Gains (Losses)	13	[1]	15	[2]	4	[3]	20	[4]
Purchases					(10)
Sales	13				14
Purchases, Sales, Other Settlements and Issuances, net			(81)				(175)
Net Transfers	(2)				(16)		(15)
Ending balance	178		221		178		221
Unrealized Gains (Losses) for Level 3 Liabilities Outstanding	13	[8]	13	[5]	4	[7]	20	[6]
Financial Instruments Sold, Not Yet Purchased [Member] | Corporate And Other Debt [Member]
Beginning balance	503		551		501		719
Total Realized and Unrealized Gains (Losses)	(20)	[1]	(87)	[2]	55	[3]	(121)	[4]
Purchases	(338)				(389)
Sales	390				481
Purchases, Sales, Other Settlements and Issuances, net			3				(215)
Net Transfers	(81)		(3)		(44)		13
Ending balance	494		638		494		638
Unrealized Gains (Losses) for Level 3 Liabilities Outstanding	(9)	[8]	(83)	[5]	44	[7]	(111)	[6]
Financial Instruments Sold, Not Yet Purchased [Member] | Corporate Equities [Member]
Beginning balance	9		13		15		4
Total Realized and Unrealized Gains (Losses)	13	[1]	1	[2]	5	[3]	(1)	[4]
Purchases	(8)				(19)
Sales	12				6
Purchases, Sales, Other Settlements and Issuances, net			(4)				(7)
Net Transfers	1		(3)		4		7
Ending balance	1		5		1		5
Unrealized Gains (Losses) for Level 3 Liabilities Outstanding	3	[8]			3	[7]	1	[6]
Financial Instruments Sold, Not Yet Purchased [Member] | Obligation to Return Securities Received as Collateral [Member]
Beginning balance					1		23
Purchases					(1)
Purchases, Sales, Other Settlements and Issuances, net							(23)
Financial Instruments Sold, Not Yet Purchased [Member] | Securities Sold Under Agreements To Repurchase [Member]
Beginning balance	352				351
Total Realized and Unrealized Gains (Losses)	(5)	[1]			(6)	[3]
Purchases					1
Issuances	1
Ending balance	358				358
Unrealized Gains (Losses) for Level 3 Liabilities Outstanding	(5)	[8]			(8)	[7]
Financial Instruments Sold, Not Yet Purchased [Member] | Other Secured Financings [Member]
Beginning balance	605		1,811		1,016		1,532
Total Realized and Unrealized Gains (Losses)	(9)	[1]	69	[2]	(12)	[3]	(67)	[4]
Issuances	145				142
Settlements	(17)				(122)
Purchases, Sales, Other Settlements and Issuances, net			5				222
Net Transfers			163		(306)		89
Ending balance	742		1,910		742		1,910
Unrealized Gains (Losses) for Level 3 Liabilities Outstanding	(9)	[8]	69	[5]	(12)	[7]	(80)	[6]
Financial Instruments Sold, Not Yet Purchased [Member] | Long-Term Borrowings [Member]
Beginning balance	1,374		6,728		1,316		6,865
Total Realized and Unrealized Gains (Losses)	38	[1]	92	[2]	(28)	[3]	99	[4]
Issuances	215				388
Settlements	(175)				(342)
Purchases, Sales, Other Settlements and Issuances, net			20				(26)
Net Transfers	(125)		(147)		(139)		(231)
Ending balance	1,251		6,509		1,251		6,509
Unrealized Gains (Losses) for Level 3 Liabilities Outstanding	20	[8]	92	[5]	(22)	[7]	99	[6]
Deposits [Member]
Beginning balance					16		24
Total Realized and Unrealized Gains (Losses)					2	[3]	2	[4]
Settlements					(14)
Net Transfers							(8)
Ending balance			14				14
Unrealized Gains (Losses) for Level 3 Liabilities Outstanding							2	[6]
Commercial Paper And Other Short-Term Borrowings [Member]
Beginning balance	4				2
Total Realized and Unrealized Gains (Losses)	7	[1]			7	[3]
Issuances	29				29
Settlements	(3)				(1)
Purchases, Sales, Other Settlements and Issuances, net							7
Ending balance	23		7		23		7
Unrealized Gains (Losses) for Level 3 Liabilities Outstanding	$ 7	[8]			$ 7	[7]
[1]	Total realized and unrealized gains (losses) are primarily included in Principal transactions-Trading in the condensed consolidated statements of income except for  $401 million related to Financial instruments owned-Investments, which is included in Principal transactions-Investments.
[2]	Total realized and unrealized gains (losses) are primarily included in Principal transactions-Trading in the condensed consolidated statements of income except for  $(11) million related to Financial instruments owned-Investments, which is included in Principal transactions-Investments.
[3]	Total realized and unrealized gains (losses) are primarily included in Principal transactions-Trading in the condensed consolidated statements of income except for  $673 million related to Financial instruments owned-Investments, which is included in Principal transactions-Investments.
[4]	Total realized and unrealized gains (losses) are primarily included in Principal transactions-Trading in the condensed consolidated statements of income except for  $49 million related to Financial instruments owned-Investments, which is included in Principal transactions-Investments.
[5]	Amounts represent unrealized gains (losses) for the quarter ended June 30, 2010 related to assets and liabilities still outstanding at June 30, 2010.
[6]	Amounts represent unrealized gains (losses) for the six months ended June 30, 2010 related to assets and liabilities still outstanding at June 30, 2010.
[7]	Amounts represent unrealized gains (losses) for the six months ended June 30, 2011 related to assets and liabilities still outstanding at June 30, 2011.
[8]	Amounts represent unrealized gains (losses) for the quarter ended June 30, 2011 related to assets and liabilities still outstanding at June 30, 2011.
[9]	Net derivative and other contracts represent Financial instruments owned-Derivative and other contracts net of Financial instruments sold, not yet purchased-Derivative and other contracts. For further information on Derivative instruments and hedging activities, see Note 10.

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Fair Value Disclosures (Fair Value Of Investments That Calculate Net Asset Value) (Details) (USD  $) In Millions, unless otherwise specified	Jun. 30, 2011	Dec. 31, 2010
Investments calculated using net asset value, fair value	$ 4,643		$ 4,735
Percentage of long-short equity hedge funds redeemable quarterly	40.00%		49.00%
Percentage of long-short equity hedge funds redeemable every six months	32.00%		24.00%
Percentage of long-short equity hedge funds with a redemption frequency greater than six months	28.00%		27.00%
Private Equity Funds [Member] | Unfunded Lending Commitments [Member]
Investments calculated using net asset value, fair value	1,019		1,047
Real Estate Funds [Member] | Unfunded Lending Commitments [Member]
Investments calculated using net asset value, fair value	538		500
Hedge Funds [Member] | Long-Short Equity Hedge Funds [Member] | Unfunded Lending Commitments [Member]
Investments calculated using net asset value, fair value	5	[1]	4	[1]
Unfunded Lending Commitments [Member]
Investments calculated using net asset value, fair value	1,562		1,551
Private Equity Funds [Member]
Investments calculated using net asset value, fair value	2,119		1,947
Real Estate Funds [Member]
Investments calculated using net asset value, fair value	1,262		1,154
Hedge Funds [Member] | Long-Short Equity Hedge Funds [Member]
Investments calculated using net asset value, fair value	571	[1]	1,046	[1]
Hedge Funds [Member] | Fixed Income/Credit-Related Hedge Funds [Member]
Investments calculated using net asset value, fair value	123	[1]	305	[1]
Hedge Funds [Member] | Event-Driven Hedge Funds [Member]
Investments calculated using net asset value, fair value	183	[1]	143	[1]
Hedge Funds [Member] | Multi-Strategy Hedge Funds [Member]
Investments calculated using net asset value, fair value	$ 385	[1]	$ 140	[1]
Fixed Income/Credit-Related Hedge Funds [Member]
Hedge fund redemption notice period, days	90		90
[1]	Fixed income/credit-related hedge funds, event-driven hedge funds, and multi-strategy hedge funds are redeemable at least on a six-month period basis primarily with a notice period of 90 days or less. At June 30, 2011, approximately 40% of the fair value amount of long-short equity hedge funds is redeemable at least quarterly, 32% is redeemable every six months and 28% of these funds have a redemption frequency of greater than six months. At December 31, 2010, approximately 49% of the fair value amount of long-short equity hedge funds is redeemable at least quarterly, 24% is redeemable every six months and 27% of these funds have a redemption frequency of greater than six months. The notice period for long-short equity hedge funds is primarily greater than 90 days.

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Fair Value Disclosures (Net Gains (Losses) Due To Changes In Fair Value For Items Measured At Fair Value Pursuant To The Fair Value Option Election) (Details) (USD  $) In Millions	3 Months Ended	6 Months Ended
Jun. 30, 2011	Jun. 30, 2010	Jun. 30, 2011	Jun. 30, 2010
Principal Transactions-Trading [Member] | Deposits [Member]
Net gains (losses) due to changes in fair value	$ 18	$ 10	$ 31	$ (15)
Principal Transactions-Trading [Member] | Commercial Paper And Other Short-Term Borrowings [Member]
Net gains (losses) due to changes in fair value	49	55	44	68
Principal Transactions-Trading [Member] | Securities Sold Under Agreements To Repurchase [Member]
Net gains (losses) due to changes in fair value	2
Principal Transactions-Trading [Member] | Long-Term Borrowings [Member]
Net gains (losses) due to changes in fair value	(42)	2,409	(1,308)	2,527
Interest Expense On Borrowings [Member] | Deposits [Member]
Net gains (losses) due to changes in fair value	(30)	(45)	(60)	(93)
Interest Expense On Borrowings [Member] | Long-Term Borrowings [Member]
Net gains (losses) due to changes in fair value	(270)	(285)	(560)	(484)
Deposits [Member]
Net gains (losses) due to changes in fair value	(12)	(35)	(29)	(108)
Commercial Paper And Other Short-Term Borrowings [Member]
Net gains (losses) due to changes in fair value	49	55	44	68
Securities Sold Under Agreements To Repurchase [Member]
Net gains (losses) due to changes in fair value	2
Long-Term Borrowings [Member]
Net gains (losses) due to changes in fair value	$ (312)	$ 2,124	$ (1,868)	$ 2,043

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Fair Value Disclosures (Gains (Losses) Due To Changes In Instrument Specific Credit Risk) (Details) (USD  $) In Millions	3 Months Ended	6 Months Ended
Jun. 30, 2011	Jun. 30, 2010	Jun. 30, 2011	Jun. 30, 2010
Short-Term And Long-Term Borrowings [Member]
(Losses) Gains Due to Changes in Instrument Specific Credit Spreads	$ 244	[1]	$ 750	[1]	$ 55	[1]	$ 803	[1]
Loans And Lending Commitments [Member]
(Losses) Gains Due to Changes in Instrument Specific Credit Spreads	(146)	[2]	(348)	[2]	(108)	[2]	(1)	[2]
Unfunded Lending Commitments [Member]
(Losses) Gains Due to Changes in Instrument Specific Credit Spreads	$ (223)	[3]	$ (94)	[3]	$ (213)	[3]	$ (164)	[3]
[1]	The change in the fair value of short-term and long-term borrowings (primarily structured notes) includes an adjustment to reflect the change in credit quality of the Company based upon observations of the Company's secondary bond market spreads.
[2]	Instrument-specific credit gains were determined by excluding the non-credit components of gains and losses, such as those due to changes in interest rates.
[3]	Gains (losses) were generally determined based on the differential between estimated expected client yields and contractual yields at each respective period end.

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Fair Value Disclosures (Amount By Which Contractual Principal Amount Exceeds Fair Value) (Details) (USD  $) In Billions	Jun. 30, 2011	Dec. 31, 2010
Fair Value Disclosures
Short-term and long-term debt borrowings	$ 0.9	[1]	$ 0.6	[1]
Loans	24.5	[2]	24.3	[2]
Loans 90 or more days past due and/or on non-accrual status	21.4	[2],[3]	21.2	[2],[3]
Aggregate fair value of loans in non-accrual status including all loans 90 or more days past due	2.3		2.2
Aggregate fair value of loans that were 90 or more days past due	$ 1.8		$ 2
[1]	These amounts do not include structured notes where the repayment of the initial principal amount fluctuates based on changes in the reference price or index.
[2]	The majority of this difference between principal and fair value amounts emanates from the Company's distressed debt trading business, which purchases distressed debt at amounts well below par.
[3]	The aggregate fair value of loans that were in non-accrual status, which includes all loans 90 or more days past due, was  $2.3 billion and  $2.2 billion at June 30, 2011 and December 31, 2010, respectively. The aggregate fair value of loans that were 90 or more days past due was  $1.8 billion and  $2.0 billion at June 30, 2011 and December 31, 2010, respectively.

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Fair Value Disclosures (Assets Measured At Fair Value On A Non-Recurring Basis) (Details) (USD  $) In Millions	6 Months Ended		3 Months Ended	6 Months Ended
Jun. 30, 2011	Jun. 30, 2010	Dec. 31, 2010	Jun. 30, 2011 Fair Value, Assets And Liabilities Measured On Nonrecurring Basis [Member]	Jun. 30, 2010 Fair Value, Assets And Liabilities Measured On Nonrecurring Basis [Member]	Jun. 30, 2011 Fair Value, Assets And Liabilities Measured On Nonrecurring Basis [Member]	Jun. 30, 2010 Fair Value, Assets And Liabilities Measured On Nonrecurring Basis [Member]	Jun. 30, 2011 Significant Observable Inputs (Level 2) [Member] Fair Value, Assets And Liabilities Measured On Nonrecurring Basis [Member]	Jun. 30, 2011 Significant Unobservable Inputs (Level 3) [Member] Fair Value, Assets And Liabilities Measured On Nonrecurring Basis [Member]	Jun. 30, 2010 Significant Unobservable Inputs (Level 3) [Member] Fair Value, Assets And Liabilities Measured On Nonrecurring Basis [Member]
Loans, total (losses)				$ 3	[1],[2]	$ (25)	[1],[3]	$ 18	[1],[2]	$ (28)	[1],[3]
Loans				183	[2],[4]	622	[3],[5]	183	[2],[4]	622	[3],[5]	92	[2]	91	[2]	622	[3]
Other investments, total (losses)				(20)	[1],[6]			(28)	[1],[6]	(5)	[1],[6]
Other investments				84	[4],[6]			84	[4],[6]					84	[6]
Impairment Losses						(17)	[1],[7]	(3)	[1],[7]	(27)	[1],[7]
Intangible assets	133		157			3	[5],[7]			3	[5],[7]					3	[7]
Total (losses)	(3)	(27)		(17)	[1]	(42)	[1]	(13)	[1]	(60)	[1]
Total				$ 267	[4]	$ 625	[5]	$ 267	[4]	$ 625	[5]	$ 92		$ 175		$ 625
[1]	Losses are recorded within Other expenses in the condensed consolidated statement of income except for fair value adjustments related to Loans and losses related to Other investments, which are included in Other revenues.
[2]	Non-recurring change in fair value for loans held for investment was calculated based upon the fair value of the underlying collateral. The fair value of the collateral was determined using internal expected recovery models. The non-recurring change in fair value for mortgage loans held for sale is based upon a valuation model incorporating market observable inputs.
[3]	Non-recurring change in fair value for loans held for investment were calculated based upon the fair value of the underlying collateral. The fair value of the collateral was determined using internal expected recovery models.
[4]	Carrying values relate only to those assets that had fair value adjustments during the quarter ended June 30, 2011. These amounts do not include assets that had fair value adjustments during the six months ended June 30, 2011, unless the assets also had a fair value adjustment during the quarter ended June 30, 2011.
[5]	Carrying values relate only to those assets that had fair value adjustments during the quarter ended June 30, 2010. These amounts do not include assets that had fair value adjustments during the six months ended June 30, 2010, unless the assets also had a fair value adjustment during the quarter ended June 30, 2010.
[6]	Losses recorded were determined primarily using discounted cash flow models.
[7]	Losses primarily related to investment management contracts and were determined primarily using discounted cash flow models.

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Securities Available For Sale (Schedule Of Available For Sale Securities) (Details) (USD  $) In Millions	6 Months Ended	12 Months Ended
Jun. 30, 2011	Dec. 31, 2010
Securities available for sale, at fair value	$ 24,306	$ 29,649
U.S. Treasury Securities [Member]
Amortized Cost	9,233	18,812
Gross Unrealized Gains	148	199
Gross Unrealized Losses	3	34
Other-than-Temporary Impairment
Securities available for sale, at fair value	9,378	18,977
U.S. Agency Securities [Member]
Amortized Cost	14,986	10,774
Gross Unrealized Gains	6	16
Gross Unrealized Losses	64	118
Other-than-Temporary Impairment
Securities available for sale, at fair value	14,928	10,672
U.S. Government And Agency Securities [Member]
Amortized Cost	24,219	29,586
Gross Unrealized Gains	154	215
Gross Unrealized Losses	67	152
Other-than-Temporary Impairment
Securities available for sale, at fair value	$ 24,306	$ 29,649

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Securities Available For Sale (Schedule Of Available For Sale Securities In An Unrealized Loss Position) (Details) (USD  $) In Millions	Jun. 30, 2011	Dec. 31, 2010
U.S. Treasury Securities [Member]
Fair Value, Less than 12 Months	$ 619	$ 1,960
Gross Unrealized Losses, Less than 12 Months	3	34
Fair Value, 12 Months or Longer
Gross Unrealized Losses, 12 Months or Longer
Fair Value, Total	619	1,960
Gross Unrealized Losses, Total	3	34
U.S. Agency Securities [Member]
Fair Value, Less than 12 Months	11,023	7,736
Gross Unrealized Losses, Less than 12 Months	64	118
Fair Value, 12 Months or Longer
Gross Unrealized Losses, 12 Months or Longer
Fair Value, Total	11,023	7,736
Gross Unrealized Losses, Total	64	118
U.S. Government And Agency Securities [Member]
Fair Value, Less than 12 Months	11,642	9,696
Gross Unrealized Losses, Less than 12 Months	67	152
Fair Value, 12 Months or Longer
Gross Unrealized Losses, 12 Months or Longer
Fair Value, Total	11,642	9,696
Gross Unrealized Losses, Total	$ 67	$ 152

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Securities Available For Sale (Schedule Of Amortized Cost And Fair Value Of Available For Sale Debt Securities By Contractual Date) (Details) (USD  $) In Millions, unless otherwise specified	6 Months Ended
Jun. 30, 2011
U.S. Government And Agency Securities [Member]
Amortized Cost, Total	$ 24,219
Fair Value, Total	24,306
Annualized Average Yield, Total	1.40%
U.S. Treasury Securities [Member]
Amortized Cost, Due within 1 year	304
Fair Value, Due within 1 year	304
Annualized Average Yield, Due within 1 year	0.40%
Amortized Cost, After 1 year but through 5 years	8,830
Fair Value, After 1 year but through 5 years	8,975
Annualized Average Yield, After 1 year but through 5 years	1.40%
Amortized Cost, After 5 years	99
Fair value, After 5 years	99
Annualized Average Yield, After 5 years	1.70%
Amortized Cost, Total	9,233
Fair Value, Total	9,378
U.S. Agency Securities [Member]
Amortized Cost, After 5 years	14,986
Fair value, After 5 years	$ 14,928
Annualized Average Yield, After 5 years	1.30%

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Securities Available For Sale (Schedule Of Proceeds Of Sale Of Securities Available For Sale) (Details) (USD  $) In Millions	3 Months Ended	6 Months Ended
Jun. 30, 2011	Jun. 30, 2011
Securities Available For Sale
Gross realized gains	$ 84	$ 96
Gross realized losses	2	2
Proceeds of sales of debt securities available for sale	$ 7,021	$ 13,142

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Collateralized Transactions (Narrative) (Details) (USD  $) In Billions	Jun. 30, 2011	Dec. 31, 2010
Collateralized Transactions
Customer margin loans outstanding	$ 20.7	$ 18
Fair value of financial instruments received as collateral where the Company is permitted to sell or repledge the securities	585	537
Fair value of financial instruments received as collateral where the Company has sold or repledged	$ 416	$ 390

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Collateralized Transactions (Financial Instruments Owned That Have Been Loaned Or Pledged To Counterparties) (Details) (USD  $) In Millions	Jun. 30, 2011	Dec. 31, 2010
Financial instruments owned	$ 51,572	$ 54,506
U.S. Government And Agency Securities [Member]
Financial instruments owned	7,222	11,513
Other Sovereign Government Obligations [Member]
Financial instruments owned	6,547	8,741
Corporate And Other Debt [Member]
Financial instruments owned	14,257	12,333
Corporate Equities [Member]
Financial instruments owned	$ 23,546	$ 21,919

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Collateralized Transactions (Cash And Securities Deposited With Clearing Organizations Or Segregated Under Federal And Other Regulations Or Requirements) (Details) (USD  $) In Millions	Jun. 30, 2011	Dec. 31, 2010
Collateralized Transactions
Cash deposited with clearing organizations or segregated under federal and other regulations or requirements	$ 25,504		$ 19,180
Securities	12,175	[1]	18,935	[1]
Total	$ 37,679		$ 38,115
[1]	Securities deposited with clearing organizations or segregated under federal and other regulations or requirements are sourced from Federal funds sold and securities purchased under agreements to resell and Financial instruments owned in the condensed consolidated statements of financial condition.

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Variable Interest Entities And Securitization Activities (Narrative) (Details) (USD  $)	6 Months Ended	12 Months Ended
Jun. 30, 2011	Jun. 30, 2010	Dec. 31, 2010
Additional maximum exposure to loss	$ 471,000,000		$ 884,000,000
Securities issued by SPEs	5,000,000,000
Proceeds from new securitization transactions	15,000,000,000	10,000,000,000
Proceeds from cash flows from retained interests in securitization transactions	3,900,000,000	2,800,000,000
Intangible assets, fair value	133,000,000		157,000,000
Servicing advances, net of reserves	1,400,000,000		1,500,000,000
Servicing advances, reserves	6,000,000		10,000,000
Residential and commercial mortgage loans for SPEs sponsored by unrelated parties with unpaid principal balances	12,000,000,000		13,000,000,000
Managed Real Estate Partnerships [Member]
Noncontrolling interest	1,627,000,000		1,508,000,000
Residential Mortgage-Backed Securities [Member]
Securities issued by SPEs	1,800,000,000
U.S. Agency Collateralized Mortgage Obligations [Member]
Securities issued by SPEs	1,000,000,000
Commercial Mortgage-Backed Securities [Member]
Securities issued by SPEs	900,000,000
Collateralized Debt Obligations [Member]
Securities issued by SPEs	800,000,000
Consumer Loans [Member]
Securities issued by SPEs	$ 500,000,000

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Variable Interest Entities And Securitization Activities (Consolidated VIEs) (Details) (Consolidated VIEs [Member], USD  $) In Millions	Jun. 30, 2011	Dec. 31, 2010
Mortgage And Asset-Backed Securities [Member]
VIE assets that the Company consolidates	$ 3,071	$ 3,362
VIE liabilities	2,185	2,544
Collateralized Debt Obligations [Member]
VIE assets that the Company consolidates	133	129
VIE liabilities	99	68
Managed Real Estate Partnerships [Member]
VIE assets that the Company consolidates	2,184	2,032
VIE liabilities	111	108
Other Structured Financings [Member]
VIE assets that the Company consolidates	851	643
VIE liabilities	2,571	2,571
Other [Member]
VIE assets that the Company consolidates	2,643	2,584
VIE liabilities	$ 880	$ 1,219

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Variable Interest Entities And Securitization Activities (Non-Consolidated VIEs) (Details) (USD  $) In Millions	Jun. 30, 2011	Dec. 31, 2010
Non-Consolidated VIEs [Member] | Mortgage And Asset-Backed Securities [Member]
Carrying value of exposure to loss - Assets	$ 199,668	[1]	$ 172,711	[2]
Maximum exposure to loss	6,908		8,242
Carrying value of exposure to loss - Liabilities	19		15
Non-Consolidated VIEs [Member] | Mortgage And Asset-Backed Securities [Member] | Debt And Equity Interests [Member]
Maximum exposure to loss	6,833	[3]	8,129	[4]
Non-Consolidated VIEs [Member] | Mortgage And Asset-Backed Securities [Member] | Debt And Equity Interests [Member] | Carrying Value Of Exposure To Loss [Member]
Carrying value of exposure to loss - Assets	6,833	[3]	8,129	[4]
Non-Consolidated VIEs [Member] | Mortgage And Asset-Backed Securities [Member] | Derivatives And Other Contracts [Member]
Maximum exposure to loss	75		113
Carrying value of exposure to loss - Liabilities	19		15
Non-Consolidated VIEs [Member] | Mortgage And Asset-Backed Securities [Member] | Derivatives And Other Contracts [Member] | Carrying Value Of Exposure To Loss [Member]
Carrying value of exposure to loss - Assets	94		113
Non-Consolidated VIEs [Member] | Mortgage And Asset-Backed Securities [Member] | Commitments, Guarantees And Other [Member]
Maximum exposure to loss
Carrying value of exposure to loss - Liabilities
Non-Consolidated VIEs [Member] | Mortgage And Asset-Backed Securities [Member] | Carrying Value Of Exposure To Loss [Member]
Carrying value of exposure to loss - Assets	6,927		8,242
Non-Consolidated VIEs [Member] | Collateralized Debt Obligations [Member]
Carrying value of exposure to loss - Assets	26,919	[1]	38,332	[2]
Maximum exposure to loss	2,943		2,272
Carrying value of exposure to loss - Liabilities	119		123
Non-Consolidated VIEs [Member] | Collateralized Debt Obligations [Member] | Debt And Equity Interests [Member]
Maximum exposure to loss	1,788	[3]	1,330	[4]
Non-Consolidated VIEs [Member] | Collateralized Debt Obligations [Member] | Debt And Equity Interests [Member] | Carrying Value Of Exposure To Loss [Member]
Carrying value of exposure to loss - Assets	1,788	[3]	1,330	[4]
Non-Consolidated VIEs [Member] | Collateralized Debt Obligations [Member] | Derivatives And Other Contracts [Member]
Maximum exposure to loss	847		942
Carrying value of exposure to loss - Liabilities	119		123
Non-Consolidated VIEs [Member] | Collateralized Debt Obligations [Member] | Derivatives And Other Contracts [Member] | Carrying Value Of Exposure To Loss [Member]
Carrying value of exposure to loss - Assets	659		753
Non-Consolidated VIEs [Member] | Collateralized Debt Obligations [Member] | Commitments, Guarantees And Other [Member]
Maximum exposure to loss	308
Carrying value of exposure to loss - Liabilities
Non-Consolidated VIEs [Member] | Collateralized Debt Obligations [Member] | Carrying Value Of Exposure To Loss [Member]
Carrying value of exposure to loss - Assets	2,447		2,083
Non-Consolidated VIEs [Member] | Municipal Tender Option Bonds [Member]
Carrying value of exposure to loss - Assets	6,901	[1]	7,431	[2]
Maximum exposure to loss	4,491		4,787
Carrying value of exposure to loss - Liabilities
Non-Consolidated VIEs [Member] | Municipal Tender Option Bonds [Member] | Debt And Equity Interests [Member]
Maximum exposure to loss			78	[4]
Non-Consolidated VIEs [Member] | Municipal Tender Option Bonds [Member] | Debt And Equity Interests [Member] | Carrying Value Of Exposure To Loss [Member]
Carrying value of exposure to loss - Assets			78	[4]
Non-Consolidated VIEs [Member] | Municipal Tender Option Bonds [Member] | Derivatives And Other Contracts [Member]
Maximum exposure to loss	4,491		4,709
Carrying value of exposure to loss - Liabilities
Non-Consolidated VIEs [Member] | Municipal Tender Option Bonds [Member] | Derivatives And Other Contracts [Member] | Carrying Value Of Exposure To Loss [Member]
Carrying value of exposure to loss - Assets
Non-Consolidated VIEs [Member] | Municipal Tender Option Bonds [Member] | Commitments, Guarantees And Other [Member]
Maximum exposure to loss
Carrying value of exposure to loss - Liabilities
Non-Consolidated VIEs [Member] | Municipal Tender Option Bonds [Member] | Carrying Value Of Exposure To Loss [Member]
Carrying value of exposure to loss - Assets			78
Non-Consolidated VIEs [Member] | Other Structured Financings [Member]
Carrying value of exposure to loss - Assets	2,015	[1]	2,037	[2]
Maximum exposure to loss	1,813		1,853
Carrying value of exposure to loss - Liabilities	16		44
Non-Consolidated VIEs [Member] | Other Structured Financings [Member] | Debt And Equity Interests [Member]
Maximum exposure to loss	1,016	[3]	1,062	[4]
Non-Consolidated VIEs [Member] | Other Structured Financings [Member] | Debt And Equity Interests [Member] | Carrying Value Of Exposure To Loss [Member]
Carrying value of exposure to loss - Assets	709	[3]	779	[4]
Non-Consolidated VIEs [Member] | Other Structured Financings [Member] | Derivatives And Other Contracts [Member]
Maximum exposure to loss
Carrying value of exposure to loss - Liabilities
Non-Consolidated VIEs [Member] | Other Structured Financings [Member] | Derivatives And Other Contracts [Member] | Carrying Value Of Exposure To Loss [Member]
Carrying value of exposure to loss - Assets
Non-Consolidated VIEs [Member] | Other Structured Financings [Member] | Commitments, Guarantees And Other [Member]
Maximum exposure to loss	797		791
Carrying value of exposure to loss - Liabilities	16		44
Non-Consolidated VIEs [Member] | Other Structured Financings [Member] | Carrying Value Of Exposure To Loss [Member]
Carrying value of exposure to loss - Assets	709		779
Non-Consolidated VIEs [Member] | Other [Member]
Carrying value of exposure to loss - Assets	5,345	[1]	11,262	[2]
Maximum exposure to loss	2,965		5,203
Carrying value of exposure to loss - Liabilities	386		284
Non-Consolidated VIEs [Member] | Other [Member] | Debt And Equity Interests [Member]
Maximum exposure to loss	1,178	[3]	2,678	[4]
Non-Consolidated VIEs [Member] | Other [Member] | Debt And Equity Interests [Member] | Carrying Value Of Exposure To Loss [Member]
Carrying value of exposure to loss - Assets	1,178	[3]	2,678	[4]
Non-Consolidated VIEs [Member] | Other [Member] | Derivatives And Other Contracts [Member]
Maximum exposure to loss	1,424		2,079
Carrying value of exposure to loss - Liabilities	49		23
Non-Consolidated VIEs [Member] | Other [Member] | Derivatives And Other Contracts [Member] | Carrying Value Of Exposure To Loss [Member]
Carrying value of exposure to loss - Assets	401		551
Non-Consolidated VIEs [Member] | Other [Member] | Commitments, Guarantees And Other [Member]
Maximum exposure to loss	363		446
Carrying value of exposure to loss - Liabilities	337		261
Non-Consolidated VIEs [Member] | Other [Member] | Carrying Value Of Exposure To Loss [Member]
Carrying value of exposure to loss - Assets	1,579		3,229
Mortgage And Asset-Backed Securities [Member] | U.S. Agency Collateralized Mortgage Obligations [Member] | Variable Interest Entity Assets [Member]
Carrying value of exposure to loss - Assets	25,000		28,800
Mortgage And Asset-Backed Securities [Member] | U.S. Agency Collateralized Mortgage Obligations [Member] | Debt And Equity Interests [Member]
Carrying value of exposure to loss - Assets	2,300		3,000
Mortgage And Asset-Backed Securities [Member] | Consumer Loans [Member] | Variable Interest Entity Assets [Member]
Carrying value of exposure to loss - Assets			15,000
Mortgage And Asset-Backed Securities [Member] | Consumer Loans [Member] | Debt And Equity Interests [Member]
Carrying value of exposure to loss - Assets	1,200		1,100
Mortgage And Asset-Backed Securities [Member] | Variable Interest Entity Assets [Member] | Residential Mortgage Loans [Member]
Carrying value of exposure to loss - Assets	25,300		34,900
Mortgage And Asset-Backed Securities [Member] | Variable Interest Entity Assets [Member] | Commercial Mortgage Loans [Member]
Carrying value of exposure to loss - Assets	132,900		94,000
Mortgage And Asset-Backed Securities [Member] | Variable Interest Entity Assets [Member] | Other Consumer And Commercial Loans [Member]
Carrying value of exposure to loss - Assets	16,500
Mortgage And Asset-Backed Securities [Member] | Debt And Equity Interests [Member] | Residential Mortgage Loans [Member]
Carrying value of exposure to loss - Assets	1,500		1,900
Mortgage And Asset-Backed Securities [Member] | Debt And Equity Interests [Member] | Commercial Mortgage Loans [Member]
Carrying value of exposure to loss - Assets	$ 1,800		$ 2,100
[1]	Mortgage and asset-backed securitizations include VIE assets as follows:  $25.3 billion of residential mortgages;  $132.9 billion of commercial mortgages;  $25.0 billion of U.S. agency collateralized mortgage obligations; and  $16.5 billion of other consumer or commercial loans.
[2]	Mortgage and asset-backed securitizations include VIE assets as follows:  $34.9 billion of residential mortgages;  $94.0 billion of commercial mortgages;  $28.8 billion of U.S. agency collateralized mortgage obligations; and  $15.0 billion of other consumer or commercial loans.
[3]	Mortgage and asset-backed securitizations include VIE debt and equity interests as follows:  $1.5 billion of residential mortgages;  $1.8 billion of commercial mortgages;  $2.3 billion of U.S. agency collateralized mortgage obligations; and  $1.2 billion of other consumer or commercial loans.
[4]	Mortgage and asset-backed securitizations include VIE debt and equity interests as follows:  $1.9 billion of residential mortgages;  $2.1 billion of commercial mortgages;  $3.0 billion of U.S. agency collateralized mortgage obligations; and  $1.1 billion of other consumer or commercial loans.

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Variable Interest Entities And Securitization Activities (Information Regarding SPEs) (Details) (USD  $) In Millions	Jun. 30, 2011	Dec. 31, 2010
Interests purchased in the secondary market (fair value)	$ 4,643		$ 4,735
Special Purpose Entities [Member] | U.S. Agency Collateralized Mortgage Obligations [Member]
SPE assets (unpaid principal balance)	33,188	[1]	29,748	[1]
Retained interests (fair value)	1,710		2,636
Interests purchased in the secondary market (fair value)	133		155
Special Purpose Entities [Member] | U.S. Agency Collateralized Mortgage Obligations [Member] | Investment Grade [Member]
Retained interests (fair value)	1,710		2,636
Interests purchased in the secondary market (fair value)	133		155
Special Purpose Entities [Member] | Credit-Linked Notes And Other [Member]
SPE assets (unpaid principal balance)	17,913	[1]	11,462	[1]
Retained interests (fair value)	1,477		2,335
Interests purchased in the secondary market (fair value)	449		32
Derivative assets (fair value)	166		78
Derivative liabilities (fair value)	274		314
Special Purpose Entities [Member] | Credit-Linked Notes And Other [Member] | Investment Grade [Member]
Retained interests (fair value)	3		8
Interests purchased in the secondary market (fair value)	425		21
Special Purpose Entities [Member] | Credit-Linked Notes And Other [Member] | Non-Investment Grade [Member]
Retained interests (fair value)	1,474		2,327
Interests purchased in the secondary market (fair value)	24		11
Special Purpose Entities [Member] | Investment Grade [Member] | Residential Mortgage Loans [Member]
Retained interests (fair value)	37		46
Interests purchased in the secondary market (fair value)	75		118
Special Purpose Entities [Member] | Investment Grade [Member] | Commercial Mortgage Loans [Member]
Retained interests (fair value)	89		64
Interests purchased in the secondary market (fair value)	286		643
Special Purpose Entities [Member] | Non-Investment Grade [Member] | Residential Mortgage Loans [Member]
Retained interests (fair value)	233		206
Interests purchased in the secondary market (fair value)	266		205
Special Purpose Entities [Member] | Non-Investment Grade [Member] | Commercial Mortgage Loans [Member]
Retained interests (fair value)	59		81
Interests purchased in the secondary market (fair value)	144		55
Special Purpose Entities [Member] | Residential Mortgage Loans [Member]
SPE assets (unpaid principal balance)	44,788	[1]	48,947	[1]
Retained interests (fair value)	270		252
Interests purchased in the secondary market (fair value)	341		323
Derivative assets (fair value)	40		75
Derivative liabilities (fair value)	38		29
Special Purpose Entities [Member] | Commercial Mortgage Loans [Member]
SPE assets (unpaid principal balance)	86,427	[1]	85,974	[1]
Retained interests (fair value)	148		145
Interests purchased in the secondary market (fair value)	430		698
Derivative assets (fair value)	1,123		955
Derivative liabilities (fair value)			$ 80
[1]	Amounts include assets transferred by unrelated transferors.

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Variable Interest Entities And Securitization Activities (Fair Value Of Assets And Liabilities) (Details) (USD  $) In Millions	Jun. 30, 2011	Dec. 31, 2010
Interests purchased in the secondary market (fair value)	$ 4,643	$ 4,735
Special Purpose Entities [Member] | Quoted Prices In Active Markets For Identical Assets (Level 1) [Member]
Retained interests (fair value)
Interests purchased in the secondary market (fair value)
Derivative assets (fair value)
Derivative liabilities (fair value)
Special Purpose Entities [Member] | Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] | Investment Grade [Member]
Retained interests (fair value)
Interests purchased in the secondary market (fair value)
Special Purpose Entities [Member] | Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] | Non-Investment Grade [Member]
Retained interests (fair value)
Interests purchased in the secondary market (fair value)
Special Purpose Entities [Member] | Significant Observable Inputs (Level 2) [Member]
Retained interests (fair value)	1,952	2,973
Interests purchased in the secondary market (fair value)	1,166	1,184
Derivative assets (fair value)	815	887
Derivative liabilities (fair value)	274	360
Special Purpose Entities [Member] | Significant Observable Inputs (Level 2) [Member] | Investment Grade [Member]
Retained interests (fair value)	1,832	2,732
Interests purchased in the secondary market (fair value)	911	929
Special Purpose Entities [Member] | Significant Observable Inputs (Level 2) [Member] | Non-Investment Grade [Member]
Retained interests (fair value)	120	241
Interests purchased in the secondary market (fair value)	255	255
Special Purpose Entities [Member] | Significant Unobservable Inputs (Level 3) [Member]
Retained interests (fair value)	1,653	2,395
Interests purchased in the secondary market (fair value)	187	24
Derivative assets (fair value)	514	221
Derivative liabilities (fair value)	38	63
Special Purpose Entities [Member] | Significant Unobservable Inputs (Level 3) [Member] | Investment Grade [Member]
Retained interests (fair value)	7	22
Interests purchased in the secondary market (fair value)	8	8
Special Purpose Entities [Member] | Significant Unobservable Inputs (Level 3) [Member] | Non-Investment Grade [Member]
Retained interests (fair value)	1,646	2,373
Interests purchased in the secondary market (fair value)	179	16
Special Purpose Entities [Member] | Balance [Member]
Retained interests (fair value)	3,605	5,368
Interests purchased in the secondary market (fair value)	1,353	1,208
Derivative assets (fair value)	1,329	1,108
Derivative liabilities (fair value)	312	423
Special Purpose Entities [Member] | Balance [Member] | Investment Grade [Member]
Retained interests (fair value)	1,839	2,754
Interests purchased in the secondary market (fair value)	919	937
Special Purpose Entities [Member] | Balance [Member] | Non-Investment Grade [Member]
Retained interests (fair value)	1,766	2,614
Interests purchased in the secondary market (fair value)	$ 434	$ 271

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Variable Interest Entities And Securitization Activities (Transfers Of Assets Treated As Secured Financings) (Details) (USD  $) In Millions	Jun. 30, 2011	Dec. 31, 2010
Commercial Mortgage Loans [Member]
Assets
Carrying value	$ 115	$ 128
Liabilities
Carrying value	115	124
Credit-Linked Notes [Member]
Assets
Carrying value	451	784
Liabilities
Carrying value	405	781
Equity-Linked Transactions [Member]
Assets
Carrying value	1,661	1,618
Liabilities
Carrying value	1,621	1,583
Other Debt [Member]
Assets
Carrying value	113	62
Liabilities
Carrying value	$ 113	$ 61

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Variable Interest Entities And Securitization Activities (Mortgage Servicing Activities For SPEs) (Details) (USD  $) In Millions, unless otherwise specified	Jun. 30, 2011	Dec. 31, 2010
Assets serviced (unpaid principal balance)	$ 12,000		$ 13,000
Amounts past due 90 days or greater (unpaid principal balance)	1,800		2,000
Unconsolidated Special Purpose Entities [Member] | Residential Mortgage Loans [Member]
Assets serviced (unpaid principal balance)	9,902		10,616
Amounts past due 90 days or greater (unpaid principal balance)	3,375	[1]	3,861	[1]
Percentage of amounts past due 90 days or greater	34.10%	[1]	36.40%	[1]
Credit losses	206		1,098
Unconsolidated Special Purpose Entities [Member] | Commercial Mortgage Loans [Member]
Assets serviced (unpaid principal balance)	6,893		7,108
Amounts past due 90 days or greater (unpaid principal balance)		[1]		[1]
Percentage of amounts past due 90 days or greater		[1]		[1]
Credit losses
Consolidated Special Purpose Entities [Member] | Residential Mortgage Loans [Member]
Assets serviced (unpaid principal balance)	2,221		2,357
Amounts past due 90 days or greater (unpaid principal balance)	408	[1]	446	[1]
Percentage of amounts past due 90 days or greater	18.40%	[1]	18.90%	[1]
Credit losses	13		35
Consolidated Special Purpose Entities [Member] | Commercial Mortgage Loans [Member]
Assets serviced (unpaid principal balance)	1,993		2,097
Amounts past due 90 days or greater (unpaid principal balance)		[1]		[1]
Percentage of amounts past due 90 days or greater		[1]		[1]
Credit losses
[1]	Amount includes loans that are at least 90 days contractually delinquent, loans for which the borrower has filed for bankruptcy, loans in foreclosure and real estate owned.

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Financing Receivables (Narrative) (Details) (USD  $) In Millions, unless otherwise specified	6 Months Ended	12 Months Ended
Jun. 30, 2011	Dec. 31, 2010
Loans held for sale	$ 110	$ 165
Percent of loans which are current	99.00%	99.00%
Amount of commercial asset-backed and wholesale real estate loans internally graded doubtful	145	500
Loans outstanding to certain employees, repayment terms, minimum (in years)	4
Loans outstanding to certain employees, repayment terms, maximum (in years)	12
Loans outstanding to employees	5,502	5,831
Loans outstanding to employees, allowance	112	111
Commercial And Industrial [Member]
Amount of gross loans collectively evaluated for impairment	3,993	3,791
Amount of gross loans individually evaluated for impairment	212	307
Gross loans, impairment	70	170
Consumer Loans [Member]
Amount of gross loans collectively evaluated for impairment	4,325	3,890
Amount of gross loans individually evaluated for impairment	71	85
Residential Real Estate [Member]
Amount of gross loans collectively evaluated for impairment	3,321	1,915
Wholesale Real Estate [Member]
Amount of gross loans collectively evaluated for impairment	335	90
Amount of gross loans individually evaluated for impairment	145	415
Gross loans, impairment	$ 72	$ 108

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Financing Receivables (Summary Of Financing Receivables) (Details) (USD  $) In Millions	Jun. 30, 2011	Dec. 31, 2010
Loans	$ 12,366	[1]	$ 10,411	[1]
Allowance	36		82
Commercial And Industrial [Member]
Loans	4,183		4,054
Consumer Loans [Member]
Loans	4,395		3,974
Residential Real Estate [Member]
Loans	3,320		1,915
Wholesale Real Estate [Member]
Loans	$ 468		$ 468
[1]	Amounts are net of allowances of  $36 million and  $82 million at June 30, 2011 and December 31, 2010, respectively.

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Goodwill And Net Intangible Assets (Changes In Carrying Amount Of Goodwill) (Details) (USD  $) In Millions	6 Months Ended
Jun. 30, 2011	Dec. 31, 2010
Beginning Balance	$ 6,739	[1]
Foreign currency translation adjustments and other	5
Ending Balance	6,744	[1]
Goodwill, accumulated impairments	700		700
Goodwill before accumulated impairments	7,444		7,439
Institutional Securities [Member]
Beginning Balance	383	[1]
Foreign currency translation adjustments and other	5
Ending Balance	388	[1]
Global Wealth Management Group [Member]
Beginning Balance	5,616	[1]
Foreign currency translation adjustments and other
Ending Balance	5,616	[1]
Asset Management [Member]
Beginning Balance	740	[1]
Foreign currency translation adjustments and other
Ending Balance	$ 740	[1]
[1]	The amount of the Company's goodwill before accumulated impairments of  $700 million at June 30, 2011 and December 31, 2010, was  $7,444 million and  $7,439 million, respectively.

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Goodwill And Net Intangible Assets (Changes In Carrying Amount Of Intangible Assets) (Details) (USD  $) In Millions	6 Months Ended
Jun. 30, 2011	Dec. 31, 2010
Amortizable net intangible assets	$ 4,230
Foreign currency translation adjustments and other	9
Amortization expense	(174)
Impairment losses	(3)
Intangible assets disposed of during the period	(1)
Amortizable net intangible assets, ending balance	4,061
Mortgage servicing rights (see Note 6)	133	157
Indefinite-lived intangible assets	280	280
Net intangible assets	4,474	4,667
Institutional Securities [Member]
Amortizable net intangible assets	262
Foreign currency translation adjustments and other	9
Amortization expense	(12)
Impairment losses
Intangible assets disposed of during the period	(1)
Amortizable net intangible assets, ending balance	258
Mortgage servicing rights (see Note 6)	122	151
Indefinite-lived intangible assets
Net intangible assets	380	413
Global Wealth Management Group [Member]
Amortizable net intangible assets	3,963
Foreign currency translation adjustments and other
Amortization expense	(162)
Impairment losses
Intangible assets disposed of during the period
Amortizable net intangible assets, ending balance	3,801
Mortgage servicing rights (see Note 6)	11	6
Indefinite-lived intangible assets	280	280
Net intangible assets	4,092	4,249
Asset Management [Member]
Amortizable net intangible assets	5
Foreign currency translation adjustments and other
Amortization expense
Impairment losses	(3)
Intangible assets disposed of during the period
Amortizable net intangible assets, ending balance	2
Mortgage servicing rights (see Note 6)
Indefinite-lived intangible assets
Net intangible assets	$ 2	$ 5

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Long-Term Borrowings And Other Secured Financings (Narrative) (Details) (USD  $)	6 Months Ended	12 Months Ended
Jun. 30, 2011 years	Dec. 31, 2010 years
Notes issued, principal amount	$ 23,000,000,000
Notes were repaid	24,000,000,000
Weighted average maturity of long-term borrowings (in years)	5.1	5.2
Long-term debt outstanding	196,106,000,000	192,457,000,000
Temporary Liquidity Guarantee Program [Member]
Long-term debt outstanding	$ 18,300,000,000	$ 21,300,000,000

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Long-Term Borrowings And Other Secured Financings (Components Of Long-Term Borrowings) (Details) (USD  $) In Millions	Jun. 30, 2011	Dec. 31, 2010
Long-Term Borrowings And Other Secured Financings
Senior debt	$ 187,350	$ 183,514
Subordinated notes	3,930	4,126
Junior subordinated debentures	4,826	4,817
Total	$ 196,106	$ 192,457

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Long-Term Borrowings And Other Secured Financings (Other Secured Financings) (Details) (USD  $) In Millions	Jun. 30, 2011	Dec. 31, 2010
Other secured financings	$ 22,476	[1]	$ 10,453	[1]
Balance [Member]
Other secured financings	16,632		8,490
Original Maturities Greater Than One Year [Member]
Other secured financings	19,730		7,398
Original Maturities One Year or Less [Member]
Other secured financings	492		506
Failed Sales [Member]
Other secured financings	$ 2,254	[2]	$ 2,549	[2]
[1]	Amounts include  $16,632 million at fair value at June 30, 2011 and  $8,490 million at fair value at December 31, 2010.
[2]	For more information on failed sales, see Note 6.

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Derivative Instruments And Hedging Activities (Narrative) (Details) (USD  $)	3 Months Ended	6 Months Ended
Jun. 30, 2011	Jun. 30, 2010	Jun. 30, 2011	Jun. 30, 2010	Dec. 31, 2010
Embedded derivatives that have been bifurcated from the related structured borrowings, fair value	$ 98,000,000		$ 98,000,000		$ 109,000,000
Embedded derivatives that have been bifurcated from the related structured borrowings, notional amount	4,085,000,000		4,085,000,000		4,256,000,000
Recognized gains (losses) related to changes in the fair value of bifurcated embedded derivatives	21,000,000	27,000,000	2,000,000	40,000,000
Amount of payables associated with cash collateral received that was netted against derivative assets	53,779,000,000		53,779,000,000		61,856,000,000
Amount of receivables in respect of cash collateral paid that was netted against derivative liabilities	30,035,000,000		30,035,000,000		37,589,000,000
Cash collateral receivables, not offset against certain contracts that did not meet the definition of a derivative	413,000,000		413,000,000		435,000,000
Cash collateral payables, not offset against certain contracts that did not meet the definition of a derivative	114,000,000		114,000,000		37,000,000
Aggregate fair value of derivative contracts that contain credit-risk-related contingent features that are in a net liability position	29,003,000,000		29,003,000,000		32,567,000,000
Aggregate fair value of derivative contracts that contain credit-risk-related contingent features that are in a net liability position, posted collateral	22,813,000,000		22,813,000,000		26,904,000,000
Amount of additional collateral or termination payments that could be called by counterparties under the terms of such agreements in the event of a downgrade of the Company's long-term credit rating, related to bilateral arrangements between the Company and other parties	1,419,000,000		1,419,000,000		1,766,000,000
Purchased protection, notional amount	2,300,000,000,000		2,300,000,000,000		1,800,000,000,000
Notional amount of credit protection sold with identical underlying reference obligations	2,500,000,000,000		2,500,000,000,000		2,000,000,000,000
Purchase credit protection to economically hedge loans and lending commitments	2,860,626,000,000		2,860,626,000,000		2,294,251,000,000
Purchase credit protection to economically hedge loans and lending commitments, positive fair value	23,366,000,000		23,366,000,000		25,232,000,000
Sold credit protection to economically hedge loans and lending commitments	2,882,218,000,000		2,882,218,000,000		2,343,636,000,000
Sold credit protection to economically hedge loans and lending commitments, negative fair value	(33,914,000,000)		(33,914,000,000)		(39,741,000,000)
Credit Downgrade [Member]
Amount of additional collateral or termination payments that could be called by counterparties under the terms of such agreements in the event of a downgrade of the Company's long-term credit rating	600,000,000		600,000,000		873,000,000
Additional Credit Downgrade [Member]
Amount of additional collateral or termination payments that could be called by counterparties under the terms of such agreements in the event of a downgrade of the Company's long-term credit rating	$ 1,393,000,000		$ 1,393,000,000		$ 1,537,000,000
Fair Value Hedges [Member]
Hedging relationship is deemed effective if the fair values of the hedging instrument (derivative) and the hedged item (debt liability) change inversely within a range, lower limit	80.00%		80.00%
Hedging relationship is deemed effective if the fair values of the hedging instrument (derivative) and the hedged item (debt liability) change inversely within a range, upper limit	125.00%		125.00%

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Derivative Instruments And Hedging Activities (Derivatives On A Net Of Counterparty And Cash Collateral Basis) (Details) (USD  $) In Millions	Jun. 30, 2011	Dec. 31, 2010
Derivative asset, fair value	$ 46,167	$ 51,292
Derivative liability, fair value	41,113	47,802
Exchange Traded Derivative Products [Member]
Derivative asset, fair value	3,657	6,099
Derivative liability, fair value	4,789	8,553
OTC Derivative Products [Member]
Derivative asset, fair value	42,510	45,193
Derivative liability, fair value	$ 36,324	$ 39,249

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Derivative Instruments And Hedging Activities (Summary By Counterparty Credit Rating And Remaining Contract Maturity Of The Fair Value Of OTC Derivatives In A Gain Position) (Details) (USD  $) In Millions	Jun. 30, 2011	Dec. 31, 2010
Fair value of OTC derivatives in a gain position	$ 35,427	[1],[2]	$ 38,292	[1],[2]
Years To Maturity - Less Than 1 [Member]
Fair value of OTC derivatives in a gain position	17,501	[1],[2]	21,668	[1],[2]
Years To Maturity - Less Than 1 [Member] | Credit Rating - AAA [Member]
Fair value of OTC derivatives in a gain position	618	[1],[2]	802	[1],[2]
Years To Maturity - Less Than 1 [Member] | Credit Rating - AA [Member]
Fair value of OTC derivatives in a gain position	5,791	[1],[2]	6,601	[1],[2]
Years To Maturity - Less Than 1 [Member] | Credit Rating - A [Member]
Fair value of OTC derivatives in a gain position	5,113	[1],[2]	8,655	[1],[2]
Years To Maturity - Less Than 1 [Member] | Credit Rating - BBB [Member]
Fair value of OTC derivatives in a gain position	3,102	[1],[2]	2,982	[1],[2]
Years To Maturity - Less Than 1 [Member] | Credit Rating - Non-Investment Grade [Member]
Fair value of OTC derivatives in a gain position	2,877	[1],[2]	2,628	[1],[2]
Years To Maturity - 1-3 [Member]
Fair value of OTC derivatives in a gain position	19,491	[1],[2]	24,815	[1],[2]
Years To Maturity - 1-3 [Member] | Credit Rating - AAA [Member]
Fair value of OTC derivatives in a gain position	1,652	[1],[2]	2,005	[1],[2]
Years To Maturity - 1-3 [Member] | Credit Rating - AA [Member]
Fair value of OTC derivatives in a gain position	5,286	[1],[2]	6,760	[1],[2]
Years To Maturity - 1-3 [Member] | Credit Rating - A [Member]
Fair value of OTC derivatives in a gain position	6,163	[1],[2]	8,710	[1],[2]
Years To Maturity - 1-3 [Member] | Credit Rating - BBB [Member]
Fair value of OTC derivatives in a gain position	3,340	[1],[2]	4,109	[1],[2]
Years To Maturity - 1-3 [Member] | Credit Rating - Non-Investment Grade [Member]
Fair value of OTC derivatives in a gain position	3,050	[1],[2]	3,231	[1],[2]
Years To Maturity - 3-5 [Member]
Fair value of OTC derivatives in a gain position	16,728	[1],[2]	17,241	[1],[2]
Years To Maturity - 3-5 [Member] | Credit Rating - AAA [Member]
Fair value of OTC derivatives in a gain position	1,050	[1],[2]	1,242	[1],[2]
Years To Maturity - 3-5 [Member] | Credit Rating - AA [Member]
Fair value of OTC derivatives in a gain position	4,841	[1],[2]	5,589	[1],[2]
Years To Maturity - 3-5 [Member] | Credit Rating - A [Member]
Fair value of OTC derivatives in a gain position	5,942	[1],[2]	6,507	[1],[2]
Years To Maturity - 3-5 [Member] | Credit Rating - BBB [Member]
Fair value of OTC derivatives in a gain position	2,303	[1],[2]	2,124	[1],[2]
Years To Maturity - 3-5 [Member] | Credit Rating - Non-Investment Grade [Member]
Fair value of OTC derivatives in a gain position	2,592	[1],[2]	1,779	[1],[2]
Years To Maturity - Over 5 [Member]
Fair value of OTC derivatives in a gain position	64,229	[1],[2]	64,962	[1],[2]
Years To Maturity - Over 5 [Member] | Credit Rating - AAA [Member]
Fair value of OTC derivatives in a gain position	8,745	[1],[2]	8,823	[1],[2]
Years To Maturity - Over 5 [Member] | Credit Rating - AA [Member]
Fair value of OTC derivatives in a gain position	17,979	[1],[2]	17,844	[1],[2]
Years To Maturity - Over 5 [Member] | Credit Rating - A [Member]
Fair value of OTC derivatives in a gain position	25,338	[1],[2]	26,492	[1],[2]
Years To Maturity - Over 5 [Member] | Credit Rating - BBB [Member]
Fair value of OTC derivatives in a gain position	6,716	[1],[2]	7,347	[1],[2]
Years To Maturity - Over 5 [Member] | Credit Rating - Non-Investment Grade [Member]
Fair value of OTC derivatives in a gain position	5,451	[1],[2]	4,456	[1],[2]
Cross-Maturity And Cash Collateral Netting [Member]
Fair value of OTC derivatives in a gain position	(75,439)	[1],[2],[3]	(83,493)	[1],[2],[3]
Cross-Maturity And Cash Collateral Netting [Member] | Credit Rating - AAA [Member]
Fair value of OTC derivatives in a gain position	(5,854)	[1],[2],[3]	(5,906)	[1],[2],[3]
Cross-Maturity And Cash Collateral Netting [Member] | Credit Rating - AA [Member]
Fair value of OTC derivatives in a gain position	(24,792)	[1],[2],[3]	(27,801)	[1],[2],[3]
Cross-Maturity And Cash Collateral Netting [Member] | Credit Rating - A [Member]
Fair value of OTC derivatives in a gain position	(31,535)	[1],[2],[3]	(36,397)	[1],[2],[3]
Cross-Maturity And Cash Collateral Netting [Member] | Credit Rating - BBB [Member]
Fair value of OTC derivatives in a gain position	(8,272)	[1],[2],[3]	(9,034)	[1],[2],[3]
Cross-Maturity And Cash Collateral Netting [Member] | Credit Rating - Non-Investment Grade [Member]
Fair value of OTC derivatives in a gain position	(4,986)	[1],[2],[3]	(4,355)	[1],[2],[3]
Net Exposure Post-Cash Collateral [Member]
Fair value of OTC derivatives in a gain position	42,510	[1],[2]	45,193	[1],[2]
Net Exposure Post-Cash Collateral [Member] | Credit Rating - AAA [Member]
Fair value of OTC derivatives in a gain position	6,211	[1],[2]	6,966	[1],[2]
Net Exposure Post-Cash Collateral [Member] | Credit Rating - AA [Member]
Fair value of OTC derivatives in a gain position	9,105	[1],[2]	8,993	[1],[2]
Net Exposure Post-Cash Collateral [Member] | Credit Rating - A [Member]
Fair value of OTC derivatives in a gain position	11,021	[1],[2]	13,967	[1],[2]
Net Exposure Post-Cash Collateral [Member] | Credit Rating - BBB [Member]
Fair value of OTC derivatives in a gain position	7,189	[1],[2]	7,528	[1],[2]
Net Exposure Post-Cash Collateral [Member] | Credit Rating - Non-Investment Grade [Member]
Fair value of OTC derivatives in a gain position	8,984	[1],[2]	7,739	[1],[2]
Credit Rating - AAA [Member]
Fair value of OTC derivatives in a gain position	5,968	[1],[2]	6,683	[1],[2]
Credit Rating - AA [Member]
Fair value of OTC derivatives in a gain position	7,152	[1],[2]	7,877	[1],[2]
Credit Rating - A [Member]
Fair value of OTC derivatives in a gain position	9,561	[1],[2]	12,383	[1],[2]
Credit Rating - BBB [Member]
Fair value of OTC derivatives in a gain position	5,906	[1],[2]	6,001	[1],[2]
Credit Rating - Non-Investment Grade [Member]
Fair value of OTC derivatives in a gain position	$ 6,840	[1],[2]	$ 5,348	[1],[2]
[1]	Fair values shown represent the Company's net exposure to counterparties related to the Company's OTC derivative products. The table does not include listed derivatives and the effect of any related hedges utilized by the Company. The table also excludes fair values corresponding to other credit exposures, such as those arising from the Company's lending activities.
[2]	Obligor credit ratings are determined by the Company's Credit Risk Management Department.
[3]	Amounts represent the netting of receivable balances with payable balances for the same counterparty across maturity categories. Receivable and payable balances with the same counterparty in the same maturity category are netted within such maturity category, where appropriate. Cash collateral received is netted on a counterparty basis, provided legal right of offset exists.

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Derivative Instruments And Hedging Activities (Fair Value Of Derivative Instruments Designated And Not Designated As Accounting Hedges By Type Of Derivative Contract On A Gross Basis) (Details) (USD  $)	Jun. 30, 2011	Dec. 31, 2010
Derivative Assets, Fair Value
Total assets derivatives, fair value	$ 846,145,000,000		$ 897,330,000,000
Cash assets collateral netting, fair value	(53,779,000,000)		(61,856,000,000)
Counterparty assets netting, fair value	(746,199,000,000)		(784,182,000,000)
Total assets derivatives, fair value	46,167,000,000		51,292,000,000
Derivative Assets, Notional
Total assets derivatives, notional	28,329,109,000,000		21,194,645,000,000
Total assets derivatives, notional	28,329,109,000,000		21,194,645,000,000
Derivative Liabilities, Fair Value
Total liabilities derivatives, fair value	817,347,000,000		869,573,000,000
Cash liabilities collateral netting, fair value	(30,035,000,000)		(37,589,000,000)
Counterparty liabilities netting, fair value	(746,199,000,000)		(784,182,000,000)
Total liabilities derivatives, fair value	41,113,000,000		47,802,000,000
Derivative Liabilities, Notional
Total liabilities derivatives, notional	28,519,548,000,000		20,960,833,000,000
Total liabilities derivatives, notional	28,519,548,000,000		20,960,833,000,000
Designated As Hedging Instrument [Member]
Derivative Assets, Fair Value
Total assets derivatives, fair value	5,473,000,000		5,314,000,000
Derivative Assets, Notional
Derivative assets designated as accounting hedges, notional	80,238,000,000		73,331,000,000
Derivative Liabilities, Fair Value
Total liabilities derivatives, fair value	410,000,000		597,000,000
Derivative Liabilities, Notional
Derivative liabilities designated as accounting hedges, notional	21,937,000,000		22,397,000,000
Designated As Hedging Instrument [Member] | Interest Rate Contracts [Member]
Derivative Assets, Fair Value
Total assets derivatives, fair value	5,428,000,000		5,250,000,000
Derivative Assets, Notional
Derivative assets designated as accounting hedges, notional	75,854,000,000		68,212,000,000
Derivative Liabilities, Fair Value
Total liabilities derivatives, fair value	102,000,000		177,000,000
Derivative Liabilities, Notional
Derivative liabilities designated as accounting hedges, notional	6,557,000,000		7,989,000,000
Designated As Hedging Instrument [Member] | Foreign Exchange Contracts [Member]
Derivative Assets, Fair Value
Total assets derivatives, fair value	45,000,000		64,000,000
Derivative Assets, Notional
Derivative assets designated as accounting hedges, notional	4,384,000,000		5,119,000,000
Derivative Liabilities, Fair Value
Total liabilities derivatives, fair value	308,000,000		420,000,000
Derivative Liabilities, Notional
Derivative liabilities designated as accounting hedges, notional	15,380,000,000		14,408,000,000
Not Designated As Accounting Hedges [Member]
Derivative Assets, Fair Value
Total assets derivatives, fair value	840,672,000,000	[1]	892,016,000,000	[2]
Derivative Assets, Notional
Derivative assets not designated as accounting hedges, notional	28,248,871,000,000	[1]	21,121,314,000,000	[2]
Derivative Liabilities, Fair Value
Total liabilities derivatives, fair value	816,937,000,000	[1]	868,976,000,000	[2]
Derivative Liabilities, Notional
Derivative liabilities not designated as accounting hedges, notional	28,497,611,000,000	[1]	20,938,436,000,000	[2]
Not Designated As Accounting Hedges [Member] | Interest Rate Contracts [Member]
Derivative Assets, Fair Value
Total assets derivatives, fair value	579,565,000,000	[1]	615,717,000,000	[2]
Derivative Assets, Notional
Derivative assets not designated as accounting hedges, notional	22,275,274,000,000	[1]	16,305,214,000,000	[2]
Derivative Liabilities, Fair Value
Total liabilities derivatives, fair value	557,291,000,000	[1]	595,626,000,000	[2]
Derivative Liabilities, Notional
Derivative liabilities not designated as accounting hedges, notional	22,708,028,000,000	[1]	16,267,730,000,000	[2]
Not Designated As Accounting Hedges [Member] | Foreign Exchange Contracts [Member]
Derivative Assets, Fair Value
Total assets derivatives, fair value	56,428,000,000	[1]	61,924,000,000	[2]
Derivative Assets, Notional
Derivative assets not designated as accounting hedges, notional	1,859,885,000,000	[1]	1,418,488,000,000	[2]
Derivative Liabilities, Fair Value
Total liabilities derivatives, fair value	57,440,000,000	[1]	64,268,000,000	[2]
Derivative Liabilities, Notional
Derivative liabilities not designated as accounting hedges, notional	1,876,327,000,000	[1]	1,431,651,000,000	[2]
Not Designated As Accounting Hedges [Member] | Credit Risk Contracts [Member]
Derivative Assets, Fair Value
Total assets derivatives, fair value	112,286,000,000	[1]	110,134,000,000	[2]
Derivative Assets, Notional
Derivative assets not designated as accounting hedges, notional	2,978,200,000,000	[1]	2,398,676,000,000	[2]
Derivative Liabilities, Fair Value
Total liabilities derivatives, fair value	101,738,000,000	[1]	95,626,000,000	[2]
Derivative Liabilities, Notional
Derivative liabilities not designated as accounting hedges, notional	2,764,644,000,000	[1]	2,239,211,000,000	[2]
Not Designated As Accounting Hedges [Member] | Equity Contracts [Member]
Derivative Assets, Fair Value
Total assets derivatives, fair value	41,979,000,000	[1]	39,846,000,000	[2]
Derivative Assets, Notional
Derivative assets not designated as accounting hedges, notional	681,867,000,000	[1]	571,767,000,000	[2]
Derivative Liabilities, Fair Value
Total liabilities derivatives, fair value	48,118,000,000	[1]	46,160,000,000	[2]
Derivative Liabilities, Notional
Derivative liabilities not designated as accounting hedges, notional	698,855,000,000	[1]	568,399,000,000	[2]
Not Designated As Accounting Hedges [Member] | Commodity Contracts [Member]
Derivative Assets, Fair Value
Total assets derivatives, fair value	49,869,000,000	[1]	64,152,000,000	[2]
Derivative Assets, Notional
Derivative assets not designated as accounting hedges, notional	438,036,000,000	[1]	420,534,000,000	[2]
Derivative Liabilities, Fair Value
Total liabilities derivatives, fair value	51,029,000,000	[1]	65,728,000,000	[2]
Derivative Liabilities, Notional
Derivative liabilities not designated as accounting hedges, notional	420,623,000,000	[1]	414,535,000,000	[2]
Not Designated As Accounting Hedges [Member] | Other Contracts [Member]
Derivative Assets, Fair Value
Total assets derivatives, fair value	545,000,000	[1]	243,000,000	[2]
Derivative Assets, Notional
Derivative assets not designated as accounting hedges, notional	15,609,000,000	[1]	6,635,000,000	[2]
Derivative Liabilities, Fair Value
Total liabilities derivatives, fair value	1,321,000,000	[1]	1,568,000,000	[2]
Derivative Liabilities, Notional
Derivative liabilities not designated as accounting hedges, notional	29,134,000,000	[1]	16,910,000,000	[2]
Long Futures Contracts [Member]
Derivative Liabilities, Notional
Net notionals related to futures contracts	88,000,000,000		71,000,000,000
Short Futures Contracts [Member]
Derivative Liabilities, Notional
Net notionals related to futures contracts	71,000,000,000		76,000,000,000
Receivables From Brokers Dealers And Clearing Organizations [Member]
Derivative Liabilities, Notional
Variation margin on futures contracts	293,000,000		387,000,000
Payables To Brokers Dealers And Clearing Organizations [Member]
Derivative Liabilities, Notional
Variation margin on futures contracts	$ 23,000,000		$ 1,000,000
[1]	Notional amounts include net notionals related to long and short futures contracts of  $88 billion and  $71 billion, respectively. The variation margin on these futures contracts (excluded from the table above) of  $293 million and  $23 million is included in Receivables—Brokers, dealers and clearing organizations and Payables-Brokers, dealers and clearing organizations, respectively, on the condensed consolidated statements of financial condition.
[2]	Notional amounts include net notionals related to long and short futures contracts of  $71 billion and  $76 billion, respectively. The variation margin on these futures contracts (excluded from the table above) of  $387 million and  $1 million is included in Receivables—Brokers, dealers and clearing organizations and Payables-Brokers, dealers and clearing organizations, respectively, on the condensed consolidated statements of financial condition.

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Derivative Instruments And Hedging Activities (Summary Of Gains Or Losses Reported On Derivative Instruments Designated And Not Designated As Accounting Hedges) (Details) (USD  $) In Millions	3 Months Ended	6 Months Ended
Jun. 30, 2011	Jun. 30, 2010	Jun. 30, 2011	Jun. 30, 2010
Net Investment Hedges [Member]
Gain (Losses) Recognized in OCI (effective portion)	$ (157)		$ 152		$ (283)		$ 372
Net Investment Hedges [Member] | Foreign Exchange Contracts [Member]
Gain (Losses) Recognized in OCI (effective portion)	(157)	[1]	152	[1]	(283)	[1]	372	[1]
Gain (loss) recognized in income related to amounts excluded from hedge effectiveness testing	62		33		109		69
Not Designated As Accounting Hedges [Member]
Gains (Losses) Recognized in Income	3,377	[2],[3]	5,375	[2],[3]	2,179	[2],[3]	5,253	[2],[3]
Not Designated As Accounting Hedges [Member] | Interest Rate Contracts [Member]
Gains (Losses) Recognized in Income	4,410	[2],[3]	381	[2],[3]	5,281	[2],[3]	997	[2],[3]
Not Designated As Accounting Hedges [Member] | Foreign Exchange Contracts [Member]
Gains (Losses) Recognized in Income	(3,329)	[2],[3]	283	[2],[3]	(3,584)	[2],[3]	193	[2],[3]
Not Designated As Accounting Hedges [Member] | Credit Risk Contracts [Member]
Gains (Losses) Recognized in Income	1,551	[2],[3]	1,240	[2],[3]	753	[2],[3]	574	[2],[3]
Not Designated As Accounting Hedges [Member] | Equity Contracts [Member]
Gains (Losses) Recognized in Income	38	[2],[3]	3,307	[2],[3]	(942)	[2],[3]	2,829	[2],[3]
Not Designated As Accounting Hedges [Member] | Commodity Contracts [Member]
Gains (Losses) Recognized in Income	721	[2],[3]	630	[2],[3]	449	[2],[3]	1,181	[2],[3]
Not Designated As Accounting Hedges [Member] | Other Contracts [Member]
Gains (Losses) Recognized in Income	(14)	[2],[3]	(466)	[2],[3]	222	[2],[3]	(521)	[2],[3]
Interest Expense On Borrowings [Member] | Interest Rate Contracts [Member]
Gain (loss) recognized on derivatives	1,165		1,732		70		2,453
Gain (loss) recognized on borrowings	(1,013)		(1,579)		245		(2,145)
Total	$ 152		$ 153		$ 315		$ 308
[1]	Losses of  $62 million and  $109 million were recognized in income related to amounts excluded from hedge effectiveness testing during the quarter and six months ended June 30, 2011, respectively. Losses of  $33 million and  $69 million were recognized in income related to amounts excluded from hedge effectiveness testing during the quarter and six months ended June 30, 2010, respectively.
[2]	Gains (losses) associated with derivative contracts that have physically settled are excluded from the table above. Gains (losses) on these contracts are reflected with the associated cash instruments, which are also included in Principal transactions-Trading.
[3]	Gains (losses) on derivative contracts not designated as hedges are primarily included in Principal transactions-Trading.

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Derivative Instruments And Hedging Activities (Protection Sold Through Credit Default Swaps And Credit-Linked Notes) (Details) (USD  $) In Millions	Jun. 30, 2011	Dec. 31, 2010
Protection Sold - Maximum Potential Payout/Notional	$ 2,866,809		$ 2,300,406
Fair Value (Asset)/ Liability	23,230	[1],[2]	24,034	[1],[2]
Protection Sold-Maximum Potential Payout/Notional	2,860,626		2,294,251
Protection Sold-Maximum Potential Payout/Fair Value	23,366		25,232
Protection Purchase-Maximum Potential Payout/Notional	2,882,218		2,343,636
Protection Purchase-Maximum Potential Payout/Fair Value	(33,914)		(39,741)
Years To Maturity - Less Than 1 [Member]
Protection Sold - Maximum Potential Payout/Notional	419,200		306,520
Years To Maturity - Less Than 1 [Member] | Credit Default Swaps [Member]
Protection Sold - Maximum Potential Payout/Notional	418,392		306,459
Years To Maturity - Less Than 1 [Member] | Credit Rating - AAA [Member] | Single Name [Member]
Protection Sold - Maximum Potential Payout/Notional	1,075		2,747
Years To Maturity - Less Than 1 [Member] | Credit Rating - AAA [Member] | Indices And Basket [Member]
Protection Sold - Maximum Potential Payout/Notional	14,551	[3]	17,437	[3]
Years To Maturity - Less Than 1 [Member] | Credit Rating - AA [Member] | Single Name [Member]
Protection Sold - Maximum Potential Payout/Notional	11,311		13,364
Years To Maturity - Less Than 1 [Member] | Credit Rating - AA [Member] | Indices And Basket [Member]
Protection Sold - Maximum Potential Payout/Notional	1,376	[3]	974	[3]
Years To Maturity - Less Than 1 [Member] | Credit Rating - A [Member] | Single Name [Member]
Protection Sold - Maximum Potential Payout/Notional	52,328		47,756
Years To Maturity - Less Than 1 [Member] | Credit Rating - A [Member] | Indices And Basket [Member]
Protection Sold - Maximum Potential Payout/Notional	2,716	[3]	447	[3]
Years To Maturity - Less Than 1 [Member] | Credit Rating - BBB [Member] | Single Name [Member]
Protection Sold - Maximum Potential Payout/Notional	107,487		74,961
Years To Maturity - Less Than 1 [Member] | Credit Rating - BBB [Member] | Indices And Basket [Member]
Protection Sold - Maximum Potential Payout/Notional	10,028	[3]	24,311	[3]
Years To Maturity - Less Than 1 [Member] | Credit Rating - Non-Investment Grade [Member] | Single Name [Member]
Protection Sold - Maximum Potential Payout/Notional	85,074		70,691
Years To Maturity - Less Than 1 [Member] | Credit Rating - Non-Investment Grade [Member] | Indices And Basket [Member]
Protection Sold - Maximum Potential Payout/Notional	132,446	[3]	53,771	[3]
Years To Maturity - Less Than 1 [Member] | Single Name [Member]
Protection Sold - Maximum Potential Payout/Notional	257,275		209,519
Years To Maturity - Less Than 1 [Member] | Indices And Basket [Member]
Protection Sold - Maximum Potential Payout/Notional	161,117	[3]	96,940	[3]
Years To Maturity - Less Than 1 [Member] | Other Contracts [Member]
Protection Sold - Maximum Potential Payout/Notional	808	[4],[5]	61	[4],[5]
Years To Maturity - 1-3 [Member]
Protection Sold - Maximum Potential Payout/Notional	1,082,420		849,434
Years To Maturity - 1-3 [Member] | Credit Default Swaps [Member]
Protection Sold - Maximum Potential Payout/Notional	1,080,886		848,018
Years To Maturity - 1-3 [Member] | Credit Rating - AAA [Member] | Single Name [Member]
Protection Sold - Maximum Potential Payout/Notional	5,545		7,232
Years To Maturity - 1-3 [Member] | Credit Rating - AAA [Member] | Indices And Basket [Member]
Protection Sold - Maximum Potential Payout/Notional	75,588	[3]	67,165	[3]
Years To Maturity - 1-3 [Member] | Credit Rating - AA [Member] | Single Name [Member]
Protection Sold - Maximum Potential Payout/Notional	34,590		44,700
Years To Maturity - 1-3 [Member] | Credit Rating - AA [Member] | Indices And Basket [Member]
Protection Sold - Maximum Potential Payout/Notional	16,966	[3]	3,012	[3]
Years To Maturity - 1-3 [Member] | Credit Rating - A [Member] | Single Name [Member]
Protection Sold - Maximum Potential Payout/Notional	146,630		131,464
Years To Maturity - 1-3 [Member] | Credit Rating - A [Member] | Indices And Basket [Member]
Protection Sold - Maximum Potential Payout/Notional	19,436	[3]	9,432	[3]
Years To Maturity - 1-3 [Member] | Credit Rating - BBB [Member] | Single Name [Member]
Protection Sold - Maximum Potential Payout/Notional	257,970		191,046
Years To Maturity - 1-3 [Member] | Credit Rating - BBB [Member] | Indices And Basket [Member]
Protection Sold - Maximum Potential Payout/Notional	164,816	[3]	80,314	[3]
Years To Maturity - 1-3 [Member] | Credit Rating - Non-Investment Grade [Member] | Single Name [Member]
Protection Sold - Maximum Potential Payout/Notional	157,045		173,778
Years To Maturity - 1-3 [Member] | Credit Rating - Non-Investment Grade [Member] | Indices And Basket [Member]
Protection Sold - Maximum Potential Payout/Notional	202,300	[3]	139,875	[3]
Years To Maturity - 1-3 [Member] | Single Name [Member]
Protection Sold - Maximum Potential Payout/Notional	601,780		548,220
Years To Maturity - 1-3 [Member] | Indices And Basket [Member]
Protection Sold - Maximum Potential Payout/Notional	479,106	[3]	299,798	[3]
Years To Maturity - 1-3 [Member] | Other Contracts [Member]
Protection Sold - Maximum Potential Payout/Notional	1,534	[4],[5]	1,416	[4],[5]
Years To Maturity - 3-5 [Member]
Protection Sold - Maximum Potential Payout/Notional	840,653		672,763
Years To Maturity - 3-5 [Member] | Credit Default Swaps [Member]
Protection Sold - Maximum Potential Payout/Notional	839,969		671,941
Years To Maturity - 3-5 [Member] | Credit Rating - AAA [Member] | Single Name [Member]
Protection Sold - Maximum Potential Payout/Notional	14,478		13,927
Years To Maturity - 3-5 [Member] | Credit Rating - AAA [Member] | Indices And Basket [Member]
Protection Sold - Maximum Potential Payout/Notional	31,969	[3]	26,172	[3]
Years To Maturity - 3-5 [Member] | Credit Rating - AA [Member] | Single Name [Member]
Protection Sold - Maximum Potential Payout/Notional	32,304		35,030
Years To Maturity - 3-5 [Member] | Credit Rating - AA [Member] | Indices And Basket [Member]
Protection Sold - Maximum Potential Payout/Notional	13,369	[3]	695	[3]
Years To Maturity - 3-5 [Member] | Credit Rating - A [Member] | Single Name [Member]
Protection Sold - Maximum Potential Payout/Notional	71,601		79,900
Years To Maturity - 3-5 [Member] | Credit Rating - A [Member] | Indices And Basket [Member]
Protection Sold - Maximum Potential Payout/Notional	55,561	[3]	44,104	[3]
Years To Maturity - 3-5 [Member] | Credit Rating - BBB [Member] | Single Name [Member]
Protection Sold - Maximum Potential Payout/Notional	126,778		115,460
Years To Maturity - 3-5 [Member] | Credit Rating - BBB [Member] | Indices And Basket [Member]
Protection Sold - Maximum Potential Payout/Notional	295,689	[3]	176,252	[3]
Years To Maturity - 3-5 [Member] | Credit Rating - Non-Investment Grade [Member] | Single Name [Member]
Protection Sold - Maximum Potential Payout/Notional	77,972		84,605
Years To Maturity - 3-5 [Member] | Credit Rating - Non-Investment Grade [Member] | Indices And Basket [Member]
Protection Sold - Maximum Potential Payout/Notional	120,248	[3]	95,796	[3]
Years To Maturity - 3-5 [Member] | Single Name [Member]
Protection Sold - Maximum Potential Payout/Notional	323,133		328,922
Years To Maturity - 3-5 [Member] | Indices And Basket [Member]
Protection Sold - Maximum Potential Payout/Notional	516,836	[3]	343,019	[3]
Years To Maturity - 3-5 [Member] | Other Contracts [Member]
Protection Sold - Maximum Potential Payout/Notional	684	[4],[5]	822	[4],[5]
Years To Maturity - Over 5 [Member]
Protection Sold - Maximum Potential Payout/Notional	524,536		471,689
Years To Maturity - Over 5 [Member] | Credit Default Swaps [Member]
Protection Sold - Maximum Potential Payout/Notional	521,379		467,833
Years To Maturity - Over 5 [Member] | Credit Rating - AAA [Member] | Single Name [Member]
Protection Sold - Maximum Potential Payout/Notional	14,145		22,648
Years To Maturity - Over 5 [Member] | Credit Rating - AAA [Member] | Indices And Basket [Member]
Protection Sold - Maximum Potential Payout/Notional	26,337	[3]	26,966	[3]
Years To Maturity - Over 5 [Member] | Credit Rating - AA [Member] | Single Name [Member]
Protection Sold - Maximum Potential Payout/Notional	33,033		33,538
Years To Maturity - Over 5 [Member] | Credit Rating - AA [Member] | Indices And Basket [Member]
Protection Sold - Maximum Potential Payout/Notional	14,794	[3]	18,236	[3]
Years To Maturity - Over 5 [Member] | Credit Rating - A [Member] | Single Name [Member]
Protection Sold - Maximum Potential Payout/Notional	47,812		50,227
Years To Maturity - Over 5 [Member] | Credit Rating - A [Member] | Indices And Basket [Member]
Protection Sold - Maximum Potential Payout/Notional	16,670	[3]	4,902	[3]
Years To Maturity - Over 5 [Member] | Credit Rating - BBB [Member] | Single Name [Member]
Protection Sold - Maximum Potential Payout/Notional	95,095		76,544
Years To Maturity - Over 5 [Member] | Credit Rating - BBB [Member] | Indices And Basket [Member]
Protection Sold - Maximum Potential Payout/Notional	49,603	[3]	69,218	[3]
Years To Maturity - Over 5 [Member] | Credit Rating - Non-Investment Grade [Member] | Single Name [Member]
Protection Sold - Maximum Potential Payout/Notional	63,836		59,532
Years To Maturity - Over 5 [Member] | Credit Rating - Non-Investment Grade [Member] | Indices And Basket [Member]
Protection Sold - Maximum Potential Payout/Notional	160,054	[3]	106,022	[3]
Years To Maturity - Over 5 [Member] | Single Name [Member]
Protection Sold - Maximum Potential Payout/Notional	253,921		242,489
Years To Maturity - Over 5 [Member] | Indices And Basket [Member]
Protection Sold - Maximum Potential Payout/Notional	267,458	[3]	225,344	[3]
Years To Maturity - Over 5 [Member] | Other Contracts [Member]
Protection Sold - Maximum Potential Payout/Notional	3,157	[4],[5]	3,856	[4],[5]
Credit Default Swaps [Member]
Protection Sold - Maximum Potential Payout/Notional	2,860,626		2,294,251
Fair Value (Asset)/ Liability	23,366	[1],[2]	25,232	[1],[2]
Other Contracts [Member]
Protection Sold - Maximum Potential Payout/Notional	6,183	[4],[5]	6,155	[4],[5]
Fair Value (Asset)/ Liability	(136)	[1],[2],[4],[5]	(1,198)	[1],[2],[4],[5]
Credit Rating - AAA [Member] | Single Name [Member]
Protection Sold - Maximum Potential Payout/Notional	35,243		46,554
Fair Value (Asset)/ Liability	39	[1],[2]	3,193	[1],[2]
Credit Rating - AA [Member] | Single Name [Member]
Protection Sold - Maximum Potential Payout/Notional	111,238		126,632
Fair Value (Asset)/ Liability	2,320	[1],[2]	4,260	[1],[2]
Credit Rating - A [Member] | Single Name [Member]
Protection Sold - Maximum Potential Payout/Notional	318,371		309,347
Fair Value (Asset)/ Liability	(2,147)	[1],[2]	(940)	[1],[2]
Credit Rating - BBB [Member] | Single Name [Member]
Protection Sold - Maximum Potential Payout/Notional	587,330		458,011
Fair Value (Asset)/ Liability	(3,552)	[1],[2]	(2,816)	[1],[2]
Credit Rating - Non-Investment Grade [Member] | Single Name [Member]
Protection Sold - Maximum Potential Payout/Notional	383,927		388,606
Fair Value (Asset)/ Liability	12,457	[1],[2]	6,984	[1],[2]
Single Name [Member]
Protection Sold - Maximum Potential Payout/Notional	1,436,109		1,329,150
Fair Value (Asset)/ Liability	9,117	[1],[2]	10,681	[1],[2]
Protection Sold-Maximum Potential Payout/Notional	1,436,109		1,329,150
Protection Sold-Maximum Potential Payout/Fair Value	9,117		10,681
Protection Purchase-Maximum Potential Payout/Notional	1,418,219		1,316,610
Protection Purchase-Maximum Potential Payout/Fair Value	(13,149)		(18,481)
Credit Rating - AAA [Member] | Indices And Basket [Member]
Protection Sold - Maximum Potential Payout/Notional	148,445	[3]	137,740	[3]
Fair Value (Asset)/ Liability	(1,331)	[1],[2],[3]	(1,569)	[1],[2],[3]
Credit Rating - AA [Member] | Indices And Basket [Member]
Protection Sold - Maximum Potential Payout/Notional	46,505	[3]	22,917	[3]
Fair Value (Asset)/ Liability	54	[1],[2],[3]	305	[1],[2],[3]
Credit Rating - A [Member] | Indices And Basket [Member]
Protection Sold - Maximum Potential Payout/Notional	94,383	[3]	58,885	[3]
Fair Value (Asset)/ Liability	241	[1],[2],[3]	2,291	[1],[2],[3]
Credit Rating - BBB [Member] | Indices And Basket [Member]
Protection Sold - Maximum Potential Payout/Notional	520,136	[3]	350,095	[3]
Fair Value (Asset)/ Liability	(2,329)	[1],[2],[3]	(278)	[1],[2],[3]
Credit Rating - Non-Investment Grade [Member] | Indices And Basket [Member]
Protection Sold - Maximum Potential Payout/Notional	615,048	[3]	395,464	[3]
Fair Value (Asset)/ Liability	17,614	[1],[2],[3]	13,802	[1],[2],[3]
Indices And Basket [Member]
Protection Sold - Maximum Potential Payout/Notional	1,424,517	[3]	965,101	[3]
Fair Value (Asset)/ Liability	14,249	[1],[2],[3]	14,551	[1],[2],[3]
Protection Sold-Maximum Potential Payout/Notional	1,079,299		683,593
Protection Sold-Maximum Potential Payout/Fair Value	9,178		10,380
Protection Purchase-Maximum Potential Payout/Notional	871,907		500,781
Protection Purchase-Maximum Potential Payout/Fair Value	(6,263)		(6,764)
Tranched Indices And Baskets [Member]
Protection Sold-Maximum Potential Payout/Notional	345,218		281,508
Protection Sold-Maximum Potential Payout/Fair Value	5,071		4,171
Protection Purchase-Maximum Potential Payout/Notional	592,092		526,245
Protection Purchase-Maximum Potential Payout/Fair Value	$ (14,502)		$ (14,496)
[1]	Fair value amounts are shown on a gross basis prior to cash collateral or counterparty netting.
[2]	Fair value amounts of certain credit default swaps where the Company sold protection have an asset carrying value because credit spreads of the underlying reference entity or entities tightened during the terms of the contracts.
[3]	Credit ratings are calculated internally.
[4]	Fair value amount shown represents the fair value of the hybrid instruments.
[5]	Other credit contracts include CLNs, CDOs and credit default swaps that are considered hybrid instruments.

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Commitments, Guarantees And Contingencies (Narrative) (Details) (USD  $) In Millions	Jun. 30, 2011	Oct. 15, 2009	Jun. 30, 2011 Citibank N.A. [Member]	Jun. 30, 2011 Abu Dhabi Commercial Bank, et al. [Member]	Jun. 30, 2011 China Development Industrial Bank [Member]	Jun. 30, 2011 Receivable From China Development Industrial Bank [Member]	Jun. 30, 2011 MBIA Insurance Corp [Member]
Contributed to Stable Value Program		$ 20
Future obligation to make a payment to Stable Value Program	40
Estimate of possible loss			269	983		12
Value of securities issued				983
Damages sought			245		228
Credit default swap asset					275
Estimate of possible loss, maximum					240		223
Residential mortgage backed securities insured by contract							$ 223

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Commitments, Guarantees And Contingencies (Commitments By Period Of Expiration) (Details) (USD  $) In Millions	Jun. 30, 2011
Commitments	$ 147,530
Investment Grade [Member] | Years To Maturity - Less Than 1 [Member] | Asset-Backed Securities [Member] | Commercial Paper [Member]
Commitments	138
Investment Grade [Member] | Years To Maturity - 1-3 [Member] | Asset-Backed Securities [Member] | Commercial Paper [Member]
Commitments	137
Investment Grade [Member] | Asset-Backed Securities [Member] | Commercial Paper [Member]
Commitments	275
U.S. Agency Securities [Member] | Settled Within Three Days [Member] | Forward Starting Reverse Repurchase Agreements [Member]
Commitments	67,500
Investment Grade [Member] | Years To Maturity - Less Than 1 [Member]
Commitments	14,074	[1]
Non-Investment Grade [Member] | Years To Maturity - Less Than 1 [Member]
Commitments	3,023
Years To Maturity - Less Than 1 [Member]
Commitments	90,271
Years To Maturity - Less Than 1 [Member] | Letters Of Credit And Other Financial Guarantees Obtained To Satisfy Collateral Requirements [Member]
Commitments	1,220
Years To Maturity - Less Than 1 [Member] | Investments [Member]
Commitments	1,255
Years To Maturity - Less Than 1 [Member] | Secondary Lending Commitments [Member]
Commitments	53	[2]
Years To Maturity - Less Than 1 [Member] | Commitments For Secured Lending Transactions [Member]
Commitments	278
Years To Maturity - Less Than 1 [Member] | Forward Starting Reverse Repurchase Agreements [Member]
Commitments	69,474	[3]
Years To Maturity - Less Than 1 [Member] | Commercial And Residential Mortgage-Related Commitments [Member]
Commitments	583
Years To Maturity - Less Than 1 [Member] | Underwriting Commitments [Member]
Commitments	76
Years To Maturity - Less Than 1 [Member] | Other Commitments [Member]
Commitments	235
Investment Grade [Member] | Years To Maturity - 1-3 [Member]
Commitments	20,494	[1]
Non-Investment Grade [Member] | Years To Maturity - 1-3 [Member]
Commitments	4,545
Years To Maturity - 1-3 [Member]
Commitments	26,198
Years To Maturity - 1-3 [Member] | Letters Of Credit And Other Financial Guarantees Obtained To Satisfy Collateral Requirements [Member]
Commitments	2
Years To Maturity - 1-3 [Member] | Investments [Member]
Commitments	359
Years To Maturity - 1-3 [Member] | Secondary Lending Commitments [Member]
Commitments	250	[2]
Years To Maturity - 1-3 [Member] | Commitments For Secured Lending Transactions [Member]
Commitments	322
Years To Maturity - 1-3 [Member] | Commercial And Residential Mortgage-Related Commitments [Member]
Commitments	14
Years To Maturity - 1-3 [Member] | Other Commitments [Member]
Commitments	212
Investment Grade [Member] | Years To Maturity - 3-5 [Member]
Commitments	18,138	[1]
Non-Investment Grade [Member] | Years To Maturity - 3-5 [Member]
Commitments	7,824
Years To Maturity - 3-5 [Member]
Commitments	26,452
Years To Maturity - 3-5 [Member] | Letters Of Credit And Other Financial Guarantees Obtained To Satisfy Collateral Requirements [Member]
Commitments	11
Years To Maturity - 3-5 [Member] | Investments [Member]
Commitments	87
Years To Maturity - 3-5 [Member] | Secondary Lending Commitments [Member]
Commitments	56	[2]
Years To Maturity - 3-5 [Member] | Commitments For Secured Lending Transactions [Member]
Commitments	231
Years To Maturity - 3-5 [Member] | Commercial And Residential Mortgage-Related Commitments [Member]
Commitments	103
Years To Maturity - 3-5 [Member] | Other Commitments [Member]
Commitments	2
Investment Grade [Member] | Years To Maturity - Over 5 [Member]
Commitments	508	[1]
Non-Investment Grade [Member] | Years To Maturity - Over 5 [Member]
Commitments	3,121
Years To Maturity - Over 5 [Member]
Commitments	4,609
Years To Maturity - Over 5 [Member] | Investments [Member]
Commitments	262
Years To Maturity - Over 5 [Member] | Secondary Lending Commitments [Member]
Commitments	130	[2]
Years To Maturity - Over 5 [Member] | Commercial And Residential Mortgage-Related Commitments [Member]
Commitments	588
Letters Of Credit And Other Financial Guarantees Obtained To Satisfy Collateral Requirements [Member]
Commitments	1,233
Investments [Member]
Commitments	1,963
Investment Grade [Member]
Commitments	53,214	[1]
Non-Investment Grade [Member]
Commitments	18,513
Secondary Lending Commitments [Member]
Commitments	489	[2]
Commitments For Secured Lending Transactions [Member]
Commitments	831
Forward Starting Reverse Repurchase Agreements [Member]
Commitments	69,474	[3]
Commercial And Residential Mortgage-Related Commitments [Member]
Commitments	1,288
Underwriting Commitments [Member]
Commitments	76
Other Commitments [Member]
Commitments	$ 449
[1]	This amount includes commitments to asset-backed commercial paper conduits of  $275 million at June 30, 2011, of which  $138 million have maturities of less than one year and  $137 million of which have maturities of one to three years.
[2]	These commitments are recorded at fair value within Financial instruments owned and Financial instruments sold, not yet purchased in the condensed consolidated statements of financial condition (see Note 3).
[3]	The Company enters into forward starting securities purchased under agreements to resell (agreements that have a trade date at or prior to June 30, 2011 and settle subsequent to period-end) that are primarily secured by collateral from U.S. government agency securities and other sovereign government obligations. These agreements primarily settle within three business days and at June 30, 2011,  $67.5 billion settled within three business days.

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Commitments, Guarantees And Contingencies (Obligations Under Guarantee Arrangements) (Details) (USD  $) In Millions	Jun. 30, 2011
Commitments [Member] | Standby Letters Of Credit And Other Financial Guarantees Issued [Member]
Maximum Potential Payout/Notional	$ 2,300
Real Estate Funds [Member]
Maximum Potential Payout/Notional	362
Accrued losses under these guarantees	82
Years To Maturity - Less Than 1 [Member] | Credit Risk Contracts [Member]
Maximum Potential Payout/Notional	418,392	[1]
Years To Maturity - Less Than 1 [Member] | Other Contracts [Member]
Maximum Potential Payout/Notional	808
Years To Maturity - Less Than 1 [Member] | Non-Credit Derivative Contracts [Member]
Maximum Potential Payout/Notional	1,286,082	[1]
Years To Maturity - Less Than 1 [Member] | Standby Letters Of Credit And Other Financial Guarantees Issued [Member]
Maximum Potential Payout/Notional	7,247	[2],[3]
Years To Maturity - Less Than 1 [Member] | Liquidity Facilities [Member]
Maximum Potential Payout/Notional	4,570
Years To Maturity - Less Than 1 [Member] | General Partner Guarantees [Member]
Maximum Potential Payout/Notional	208
Years To Maturity - 1-3 [Member] | Credit Risk Contracts [Member]
Maximum Potential Payout/Notional	1,080,886	[1]
Years To Maturity - 1-3 [Member] | Other Contracts [Member]
Maximum Potential Payout/Notional	1,534
Years To Maturity - 1-3 [Member] | Non-Credit Derivative Contracts [Member]
Maximum Potential Payout/Notional	941,485	[1]
Years To Maturity - 1-3 [Member] | Standby Letters Of Credit And Other Financial Guarantees Issued [Member]
Maximum Potential Payout/Notional	1,588	[2],[3]
Years To Maturity - 1-3 [Member] | Liquidity Facilities [Member]
Maximum Potential Payout/Notional	504
Years To Maturity - 1-3 [Member] | General Partner Guarantees [Member]
Maximum Potential Payout/Notional	1
Years To Maturity - 3-5 [Member] | Credit Risk Contracts [Member]
Maximum Potential Payout/Notional	839,969	[1]
Years To Maturity - 3-5 [Member] | Other Contracts [Member]
Maximum Potential Payout/Notional	684
Years To Maturity - 3-5 [Member] | Non-Credit Derivative Contracts [Member]
Maximum Potential Payout/Notional	371,512	[1]
Years To Maturity - 3-5 [Member] | Standby Letters Of Credit And Other Financial Guarantees Issued [Member]
Maximum Potential Payout/Notional	567	[2],[3]
Years To Maturity - 3-5 [Member] | Market Value Guarantees [Member]
Maximum Potential Payout/Notional	159
Years To Maturity - 3-5 [Member] | Liquidity Facilities [Member]
Maximum Potential Payout/Notional	758
Years To Maturity - 3-5 [Member] | General Partner Guarantees [Member]
Maximum Potential Payout/Notional	56
Years To Maturity - Over 5 [Member] | Credit Risk Contracts [Member]
Maximum Potential Payout/Notional	521,379	[1]
Years To Maturity - Over 5 [Member] | Other Contracts [Member]
Maximum Potential Payout/Notional	3,157
Years To Maturity - Over 5 [Member] | Non-Credit Derivative Contracts [Member]
Maximum Potential Payout/Notional	330,187	[1]
Years To Maturity - Over 5 [Member] | Standby Letters Of Credit And Other Financial Guarantees Issued [Member]
Maximum Potential Payout/Notional	5,648	[2],[3]
Years To Maturity - Over 5 [Member] | Market Value Guarantees [Member]
Maximum Potential Payout/Notional	669
Years To Maturity - Over 5 [Member] | Liquidity Facilities [Member]
Maximum Potential Payout/Notional	71
Years To Maturity - Over 5 [Member] | Whole Loan Sales Representations And Warranties [Member]
Maximum Potential Payout/Notional	24,674
Years To Maturity - Over 5 [Member] | Securitizations Representations And Guarantees [Member]
Maximum Potential Payout/Notional	87,948
Years To Maturity - Over 5 [Member] | General Partner Guarantees [Member]
Maximum Potential Payout/Notional	283
Credit Risk Contracts [Member]
Maximum Potential Payout/Notional	2,860,626	[1]
Carrying Amount (Asset)/Liability	23,366	[1]
Other Contracts [Member]
Maximum Potential Payout/Notional	6,183
Carrying Amount (Asset)/Liability	(136)
Non-Credit Derivative Contracts [Member]
Maximum Potential Payout/Notional	2,929,266	[1]
Carrying Amount (Asset)/Liability	76,136	[1]
Standby Letters Of Credit And Other Financial Guarantees Issued [Member]
Maximum Potential Payout/Notional	15,050	[2],[3]
Carrying Amount (Asset)/Liability	(58)	[2],[3]
Collateral/Recourse	12,081	[2],[3]
Market Value Guarantees [Member]
Maximum Potential Payout/Notional	828
Carrying Amount (Asset)/Liability	16
Collateral/Recourse	91
Liquidity Facilities [Member]
Maximum Potential Payout/Notional	5,903
Collateral/Recourse	6,806
Whole Loan Sales Representations And Warranties [Member]
Maximum Potential Payout/Notional	24,674
Carrying Amount (Asset)/Liability	49
Securitizations Representations And Guarantees [Member]
Maximum Potential Payout/Notional	87,948
Carrying Amount (Asset)/Liability	25
General Partner Guarantees [Member]
Maximum Potential Payout/Notional	548
Carrying Amount (Asset)/Liability	$ 72
[1]	Carrying amount of derivative contracts are shown on a gross basis prior to cash collateral or counterparty netting. For further information on derivative contracts, see Note 10.
[2]	Amounts include guarantees issued by consolidated real estate funds sponsored by the Company of approximately  $362 million. These guarantees relate to obligations of the fund's investee entities, including guarantees related to capital expenditures and principal and interest debt payments. Accrued losses under these guarantees of approximately  $82 million are reflected as a reduction of the carrying value of the related fund investments, which are reflected in Financial instruments owned—Investments on the condensed consolidated statement of financial condition.
[3]	Approximately  $2.3 billion of standby letters of credit are also reflected in the "Commitments" table in primary and secondary lending commitments. Standby letters of credit are recorded at fair value within Financial instruments owned or Financial instruments sold, not yet purchased in the condensed consolidated statements of financial condition.

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Regulatory Requirements (Narrative) (Details) (USD  $)	Jun. 30, 2011	Dec. 31, 2010
Tier 1 capital, ratio	16.70%	16.10%
Total capital to RWAs	18.30%	16.50%
Tier 1 capital to RWAs, being well-capitalized for regulatory purposes	6.00%
Total capital to RWAs, being well-capitalized for regulatory purposes	10.00%
Tier 1 leverage ratio, being well-capitalized for regulatory purposes	5.00%
Net capital	$ 55,758,000,000	$ 54,477,000,000
Net capital, minimum amount required to hold	304,759,000,000	329,560,000,000
MS&Co. [Member]
Net capital	6,474,000,000	7,463,000,000
Amount of capital that exceeds the minimum required	5,309,000,000	6,355,000,000
Net capital, minimum amount required to hold	1,000,000,000
Net capital, minimum amount required to hold in accordance with the market and credit risk standards	500,000,000
Amount by which if net capital falls below, the company is required to notify the SEC	$ 5,000,000,000

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Regulatory Requirements (Capital Measures) (Details) (USD  $) In Millions, unless otherwise specified	Jun. 30, 2011	Dec. 31, 2010
Balance
Tier 1 capital	$ 51,007	$ 52,880
Total capital	55,758	54,477
RWAs	304,759	329,560
Adjusted average assets	848,329	802,283
Tier 1 leverage
Ratio
Tier 1 capital, ratio	16.70%	16.10%
Total capital	18.30%	16.50%
RWAs
Adjusted average assets
Tier 1 leverage	6.00%	6.60%

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Regulatory Requirements (Significant U.S. Bank Operating Subsidiaries' Capital) (Details) (USD  $) In Millions, unless otherwise specified	Jun. 30, 2011	Dec. 31, 2010
Total capital, amount	$ 55,758	$ 54,477
Tier 1 capital, amount	51,007	52,880
Tier 1 leverage, amount
Total capital, ratio	18.30%	16.50%
Tier 1 capital, ratio	16.70%	16.10%
Tier 1 leverage, ratio	6.00%	6.60%
Morgan Stanley Bank, National Association [Member]
Total capital, amount	9,968	9,568
Tier 1 capital, amount	8,462	8,065
Tier 1 leverage, amount	8,462	8,069
Total capital, ratio	17.70%	18.60%
Tier 1 capital, ratio	15.10%	15.70%
Tier 1 leverage, ratio	12.30%	12.10%
Morgan Stanley Trust Private Bank, National Association [Member]
Total capital, amount	1,069	909
Tier 1 capital, amount	1,067	909
Tier 1 leverage, amount	$ 1,067	$ 909
Total capital, ratio	40.80%	37.40%
Tier 1 capital, ratio	40.80%	37.40%
Tier 1 leverage, ratio	14.20%	12.40%

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Total Equity (Narrative) (Details) (USD  $)	6 Months Ended		0 Months Ended	6 Months Ended
Jun. 30, 2011	Jun. 30, 2010	Dec. 31, 2010	Apr. 21, 2011 MUFG Stock Conversion [Member]	Jun. 30, 2011 MUFG Stock Conversion [Member]	Jun. 30, 2011 Mitsubishi UFJ Morgan Stanley Securities Co., Ltd [Member]	Jun. 30, 2010 Mitsubishi UFJ Morgan Stanley Securities Co., Ltd [Member]
Remaining amount under its current share repurchase authorization	$ 1,600,000,000
Face value of stock converted				7,800,000,000	7,800,000,000
Carrying value of stock converted					8,100,000,000
Common stock dividend rate				10.00%
Common stock, shares outstanding	1,929,032,583		1,512,022,095	385,464,097
Preferred stock, stock dividends				75,000,000
Value of stock converted adjustments	1,700,000,000				1,700,000,000
Increase in paid-in capital		717,000,000					717,000,000
Gain on sale of equity method investments						$ 717,000,000

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Total Equity (Changes In Ownership Of Subsidiaries) (Details) (USD  $) In Millions	3 Months Ended	6 Months Ended
Jun. 30, 2011	Jun. 30, 2010	Jun. 30, 2011	Jun. 30, 2010
Net income applicable to Morgan Stanley	$ 1,193	$ 1,960	$ 2,161	$ 3,736
Transfers from noncontrolling interests				717
Change from net income applicable to Morgan Stanley and transfers from noncontrolling interests			2,161	4,453
Mitsubishi UFJ Morgan Stanley Securities Co., Ltd [Member]
Transfers from noncontrolling interests				$ 717

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Earnings Per Common Share (Calculation Of Basic And Diluted EPS) (Details) (USD  $) In Millions, except Share data	3 Months Ended	6 Months Ended
Jun. 30, 2011	Jun. 30, 2010	Jun. 30, 2011	Jun. 30, 2010
Basic EPS:
Income from continuing operations	$ 1,402		$ 1,463		$ 2,530		$ 3,542
Net gain from discontinued operations	4	[1]	521	[1]	6	[1]	453	[1],[2]
Net income	1,406		1,984		2,536		3,995
Net income applicable to noncontrolling interests	213		24		375		259
Net income applicable to Morgan Stanley	1,193		1,960		2,161		3,736
Less: MUFG stock conversion	(1,726)				(1,726)
Less: Allocation of earnings to participating RSUs:
From continuing operations	(1)	[3]	(38)	[3]	(3)	[3]	(91)	[3]
From discontinued operations			(16)	[3]			(14)	[3]
Less: Allocation of undistributed earnings to Equity Units:
From continuing operations			(67)	[4]			(165)	[4]
From discontinued operations			(41)	[4]			(36)	[4]
Earnings (loss) applicable to Morgan Stanley common shareholders	(558)		1,578		188		2,990
Weighted average common shares outstanding	1,464,295,984		1,317,686,493		1,460,155,981		1,316,147,257
Earnings (loss) per basic common share:
Income (loss) from continuing operations	$ (0.38)		$ 0.84		$ 0.12		$ 1.96
Net gain from discontinued operations			$ 0.36		$ 0.01		$ 0.31
Earnings (loss) per basic common share	$ (0.38)		$ 1.2		$ 0.13		$ 2.27
Diluted EPS:
Earnings (loss) applicable to Morgan Stanley common shareholders	(558)		1,578		188		2,990
Assumed conversion of Equity Units
From continuing operations			91	[4]			91	[4]
From discontinued operations			41	[4]			41	[4]
Preferred stock dividends (Series B Preferred Stock)			196				392
Earnings (loss) applicable to common shareholders plus assumed conversions	(558)		1,906		188		3,514
Weighted average common shares outstanding	1,464,295,984		1,748,208,948		1,477,572,132		1,687,528,753
Effect of dilutive securities:
Stock options and RSUs(1)			4,000,000	[3]	17,000,000	[3]	4,000,000	[3]
Series B Preferred Stock			310,000,000				310,000,000
Equity Units (2)			116,000,000	[4]			58,000,000	[4]
Weighted average common shares outstanding and common stock equivalents	1,464,295,984		1,748,208,948		1,477,572,132		1,687,528,753
Earnings (loss) per diluted common share:
Income (loss) from continuing operations	$ (0.38)		$ 0.8		$ 0.12		$ 1.82
Net income from discontinued operations			$ 0.29		$ 0.01		$ 0.26
Earnings (loss) per diluted common share	$ (0.38)		$ 1.09		$ 0.13		$ 2.08
Series A Preferred Stock [Member]
Basic EPS:
Less: Preferred dividends	(11)		(11)		(22)		(22)
Series B Preferred Stock [Member]
Basic EPS:
Less: Preferred dividends			(196)		(196)		(392)
Series C Preferred Stock [Member]
Basic EPS:
Less: Preferred dividends	$ (13)		$ (13)		$ (26)		$ (26)
[1]	See Note 1 for discussion of discontinued operations.
[2]	Amounts for the three months ended June 30, 2010 included a gain of  $514 million related to the Company's sale of Retail Asset Management within the Asset Management business segment. Amounts for the six months ended June 30, 2010 included a loss of  $951 million related to the planned disposition of Revel included within the Institutional Securities business segment and a gain of  $775 million related to the legal settlement with DFS.
[3]	RSUs that are considered participating securities participate in all of the earnings of the Company in the computation of basic EPS, and therefore, such RSUs are not included as incremental shares in the diluted calculation.
[4]	See Note 15 to the consolidated financial statements for the year ended December 31, 2010 included in the Form 10-K for further information on Equity Units.

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Earnings Per Common Share (Antidilutive Securities Excluded From The Computation Of Diluted EPS) (Details) In Millions	3 Months Ended	6 Months Ended
Jun. 30, 2011	Jun. 30, 2010	Jun. 30, 2011	Jun. 30, 2010
Antidilutive securities outstanding	95	115	84	115
Restricted Stock Units And Performance based Stock Units [Member]
Antidilutive securities outstanding	36	45	25	45
Stock Options [Member]
Antidilutive securities outstanding	59	70	59	70

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Interest Income And Interest Expense (Details) (USD  $) In Millions	3 Months Ended	6 Months Ended
Jun. 30, 2011	Jun. 30, 2010	Jun. 30, 2011	Jun. 30, 2010
Interest income:
Financial instruments owned	$ 926	[1],[2]	$ 1,059	[1],[2]	$ 1,845	[1],[2]	$ 2,190	[1],[2]
Securities available for sale	96	[2]	55	[2]	191	[2]	65	[2]
Loans	83	[2]	70	[2]	159	[2]	140	[2]
Interest bearing deposits with banks	43	[2]	42	[2]	77	[2]	83	[2]
Federal funds sold and securities purchased under agreements to resell and securities borrowed	330	[2]	175	[2]	605	[2]	325	[2]
Other	479	[2]	346	[2]	934	[2]	680	[2]
Total Interest income	1,957	[2]	1,747	[2]	3,811	[2]	3,483	[2]
Interest expense:
Deposits	60	[2]	78	[2]	126	[2]	160	[2]
Commercial paper and other short-term borrowings	11	[2]	3	[2]	18	[2]	6	[2]
Long-term debt	1,292	[2]	1,154	[2]	2,604	[2]	2,233	[2]
Securities sold under agreements to repurchase and securities loaned	682	[2]	423	[2]	1,155	[2]	708	[2]
Other	(16)	[2]	(52)	[2]	(21)	[2]	(133)	[2]
Total Interest expense	2,029	[2]	1,606	[2]	3,882	[2]	2,974	[2]
Net interest	$ (72)		$ 141		$ (71)		$ 509
[1]	Interest expense on Financial instruments sold, not yet purchased is reported as a reduction to Interest income.
[2]	Interest income and expense are recorded within the condensed consolidated statements of income depending on the nature of the instrument and related market conventions. When interest is included as a component of the instrument's fair value, interest is included within Principal transactions—Trading revenues or Principal transactions—Investments revenues. Otherwise, it is included within Interest income or Interest expense.

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Employee Benefit Plans (Components Of Net Periodic Benefit Expense) (Details) (Pension And Postretirement [Member], USD  $) In Millions	3 Months Ended	6 Months Ended
Jun. 30, 2011	Jun. 30, 2010	Jun. 30, 2011	Jun. 30, 2010
Pension And Postretirement [Member]
Service cost, benefits earned during the period	$ 8	$ 26	$ 16	$ 52
Interest cost on projected benefit obligation	41	41	83	82
Expected return on plan assets	(33)	(32)	(66)	(64)
Net amortization of prior service costs	(4)	(2)	(8)	(4)
Net amortization of actuarial loss	5	7	10	14
Curtailment gain		(51)		(51)
Net periodic benefit expense	$ 17	$ (11)	$ 35	$ 29

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Income Taxes (Details) (USD  $)	6 Months Ended	12 Months Ended	6 Months Ended	12 Months Ended
Jun. 30, 2011	Jun. 30, 2011 IRS [Member]	Dec. 31, 2012 IRS [Member]	Jun. 30, 2011 New York State And New York City [Member]	Jun. 30, 2011 U.K. [Member]	Jun. 30, 2011 Japan [Member]	Dec. 31, 2010 Revel [Member]
Tax years open for audit		2006 – 2008	1999 – 2005	2007 – 2009	2008	2007 – 2008
Tax benefit resulting from change in valuation allowance	$ 447,000,000
Loss due to writedowns and related costs							$ 1,200,000,000

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Segment And Geographic Information (Selected Financial Information By Segments) (Details) (USD  $) In Millions	3 Months Ended	6 Months Ended
Jun. 30, 2011	Jun. 30, 2010	Jun. 30, 2011	Jun. 30, 2010	Dec. 31, 2010
Total non-interest revenues	$ 9,354		$ 7,822		$ 16,988		$ 16,526
Net interest	(72)		141		(71)		509
Net revenues	9,282	[1]	7,963	[1]	16,917	[1]	17,035	[1]
Income (loss) from continuing operations before income taxes	1,944		1,703		2,816		4,218
Provision for (benefit from) income taxes	542		240		286		676
Income (loss) from continuing operations	1,402		1,463		2,530		3,542
Discontinued operations:
Gain (loss) from discontinued operations	5	[2],[3]	866	[2],[3]	6	[2],[3]	767	[2],[3]
Provision for (benefit from) income taxes	1	[3]	345	[3]			314	[3]
Net gain (loss) on discontinued operations	4	[3]	521	[3]	6	[3]	453	[3],[4]
Net income	1,406		1,984		2,536		3,995
Net income (loss) applicable to noncontrolling interests	213		24		375		259
Net income applicable to Morgan Stanley	1,193		1,960		2,161		3,736
Value of performance based fee revenue at risk	262				262				208
Institutional Securities [Member]
Total non-interest revenues	5,599		4,640		9,524		9,867
Net interest	(410)		(125)		(743)		(14)
Net revenues	5,189	[1]	4,515	[1]	8,781	[1]	9,853	[1]
Income (loss) from continuing operations before income taxes	1,457		1,595		1,854		3,660
Provision for (benefit from) income taxes	350		220		(28)		550
Income (loss) from continuing operations	1,107		1,375		1,882		3,110
Discontinued operations:
Gain (loss) from discontinued operations	1	[3]	(50)	[3]	(4)	[3]	(985)	[3]
Provision for (benefit from) income taxes			(23)	[3]	(2)	[3]	(22)	[3]
Net gain (loss) on discontinued operations	1	[3]	(27)	[3]	(2)	[3]	(963)	[3],[4]
Net income	1,108		1,348		1,880		2,147
Net income (loss) applicable to noncontrolling interests	117		(9)		178		(5)
Net income applicable to Morgan Stanley	991		1,357		1,702		2,152
Institutional Securities [Member] | Revel [Member]
Discontinued operations:
Loss on planned disposition							951
Global Wealth Management Group [Member]
Total non-interest revenues	3,128		2,786		6,223		5,700
Net interest	348		288		690		479
Net revenues	3,476	[1]	3,074	[1]	6,913	[1]	6,179	[1]
Income (loss) from continuing operations before income taxes	322		207		670		485
Provision for (benefit from) income taxes	138		61		229		125
Income (loss) from continuing operations	184		146		441		360
Discontinued operations:
Net income	184		146		441		360
Net income (loss) applicable to noncontrolling interests	4		36		78		151
Net income applicable to Morgan Stanley	180		110		363		209
Asset Management [Member]
Total non-interest revenues	655		432		1,289		1,104
Net interest	(10)		(22)		(18)		(41)
Net revenues	645	[1]	410	[1]	1,271	[1]	1,063	[1]
Income (loss) from continuing operations before income taxes	165		(86)		292		88
Provision for (benefit from) income taxes	54		(39)		85		4
Income (loss) from continuing operations	111		(47)		207		84
Discontinued operations:
Gain (loss) from discontinued operations	4	[3]	901	[3]	9	[3]	965	[3]
Provision for (benefit from) income taxes	1	[3]	360	[3]	1	[3]	330	[3]
Net gain (loss) on discontinued operations	3	[3]	541	[3]	8	[3]	635	[3],[4]
Net income	114		494		215		719
Net income (loss) applicable to noncontrolling interests	92		(3)		119		113
Net income applicable to Morgan Stanley	22		497		96		606
Discover [Member]
Discontinued operations:
Gain (loss) from discontinued operations							775	[3]
Net gain (loss) on discontinued operations							775	[3],[4]
Net income							775
Net income applicable to Morgan Stanley							775
Intersegment Eliminations [Member]
Total non-interest revenues	(28)		(36)		(48)		(145)
Net interest							85
Net revenues	(28)	[1]	(36)	[1]	(48)	[1]	(60)	[1]
Income (loss) from continuing operations before income taxes			(13)				(15)
Provision for (benefit from) income taxes			(2)				(3)
Income (loss) from continuing operations			(11)				(12)
Discontinued operations:
Gain (loss) from discontinued operations			15	[3]	1	[3]	12	[3]
Provision for (benefit from) income taxes			8	[3]	1	[3]	6	[3]
Net gain (loss) on discontinued operations			7	[3]			6	[3],[4]
Net income			(4)				(6)
Net income applicable to Morgan Stanley			(4)				(6)
DFS [Member]
Discontinued operations:
Net gain (loss) on discontinued operations							775
Retail Asset Management [Member]
Discontinued operations:
Net gain (loss) on discontinued operations			$ 514
[1]	In certain management fee arrangements, the Company is entitled to receive performance-based fees (also referred to as incentive fees) when the return on assets under management exceeds certain benchmark returns or other performance targets. In such arrangements, performance fee revenue is accrued (or reversed) quarterly based on measuring account fund performance to date versus the performance benchmark stated in the investment management agreement. The amount of performance-based fee revenue at risk of reversing if fund performance falls below stated investment management agreement benchmarks was approximately  $262 million at June 30, 2011 and approximately  $208 million at December 31, 2010 (see Note 2 to the consolidated financial statements for the year ended December 31, 2010 included in the Form 10-K).
[2]	Amounts included eliminations of intersegment activity.
[3]	See Note 1 for discussion of discontinued operations.
[4]	Amounts for the three months ended June 30, 2010 included a gain of  $514 million related to the Company's sale of Retail Asset Management within the Asset Management business segment. Amounts for the six months ended June 30, 2010 included a loss of  $951 million related to the planned disposition of Revel included within the Institutional Securities business segment and a gain of  $775 million related to the legal settlement with DFS.

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Segment And Geographic Information (Net Interest By Segments) (Details) (USD  $) In Millions	3 Months Ended	6 Months Ended
Jun. 30, 2011	Jun. 30, 2010	Jun. 30, 2011	Jun. 30, 2010
Interest income	$ 1,957	[1]	$ 1,747	[1]	$ 3,811	[1]	$ 3,483	[1]
Interest expense	2,029	[1]	1,606	[1]	3,882	[1]	2,974	[1]
Net interest	(72)		141		(71)		509
Institutional Securities [Member]
Interest income	1,573		1,359		3,053		2,755
Interest expense	1,983		1,484		3,796		2,769
Net interest	(410)		(125)		(743)		(14)
Global Wealth Management Group [Member]
Interest income	466		387		920		726
Interest expense	118		99		230		247
Net interest	348		288		690		479
Asset Management [Member]
Interest income	3		3		7		9
Interest expense	13		25		25		50
Net interest	(10)		(22)		(18)		(41)
Intersegment Eliminations [Member]
Interest income	(85)		(2)		(169)		(7)
Interest expense	(85)		(2)		(169)		(92)
Net interest							$ 85
[1]	Interest income and expense are recorded within the condensed consolidated statements of income depending on the nature of the instrument and related market conventions. When interest is included as a component of the instrument's fair value, interest is included within Principal transactions—Trading revenues or Principal transactions—Investments revenues. Otherwise, it is included within Interest income or Interest expense.

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Segment And Geographic Information (Assets By Segments) (Details) (USD  $) In Millions	Jun. 30, 2011	Dec. 31, 2010
Total assets	$ 830,747	[1]	$ 807,698	[1]
Institutional Securities [Member]
Total assets	719,637	[1]	698,453	[1]
Global Wealth Management Group [Member]
Total assets	103,665	[1]	101,058	[1]
Asset Management [Member]
Total assets	$ 7,445	[1]	$ 8,187	[1]
[1]	Corporate assets have been fully allocated to the Company's business segments.

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Segment And Geographic Information (Net Revenues By Geographic Area) (Details) (USD  $) In Millions	3 Months Ended	6 Months Ended
Jun. 30, 2011	Jun. 30, 2010	Jun. 30, 2011	Jun. 30, 2010
Net Revenues	$ 9,282	[1]	$ 7,963	[1]	$ 16,917	[1]	$ 17,035	[1]
Americas [Member]
Net Revenues	6,629		5,673		12,119		11,873
Europe, Middle East, And Africa [Member]
Net Revenues	1,572		1,720		3,276		3,726
Asia [Member]
Net Revenues	$ 1,081		$ 570		$ 1,522		$ 1,436
[1]	In certain management fee arrangements, the Company is entitled to receive performance-based fees (also referred to as incentive fees) when the return on assets under management exceeds certain benchmark returns or other performance targets. In such arrangements, performance fee revenue is accrued (or reversed) quarterly based on measuring account fund performance to date versus the performance benchmark stated in the investment management agreement. The amount of performance-based fee revenue at risk of reversing if fund performance falls below stated investment management agreement benchmarks was approximately  $262 million at June 30, 2011 and approximately  $208 million at December 31, 2010 (see Note 2 to the consolidated financial statements for the year ended December 31, 2010 included in the Form 10-K).

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Equity Method Investments (Details) (USD  $) In Millions, unless otherwise specified	0 Months Ended	6 Months Ended	3 Months Ended	6 Months Ended	3 Months Ended	6 Months Ended
Apr. 22, 2011	Jun. 30, 2011	Jun. 30, 2010	Jun. 30, 2011 Morgan Stanley And Huaxin Securities Joint Venture [Member]	Jun. 30, 2011 Mitsubishi UFJ Morgan Stanley Securities Co., Ltd [Member]	Jun. 30, 2011 Mitsubishi UFJ Morgan Stanley Securities Co., Ltd [Member]	Jun. 30, 2011 MSMS [Member]	Jun. 30, 2011 FrontPoint [Member]	Jun. 30, 2011 MUMSS [Member]
Costs incurred related to formation of joint venture				$ 130
Joint venture interest		Huaxin Securities holds a two-thirds interest in the joint venture while the Company owns a one-third interest
Percent ownership					40.00%	40.00%
Economic interest owned by MUFG						60.00%
Voting interest in joint venture						40.00%	51.00%
Voting interest held by MUFG						60.00%	49.00%
Gain (loss) on equity method investees		725	(78)		(17)	(672)
Total consideration received		659
Cash contribution by MUFG	370
Increase in carrying amount of the equity method investment									148
Increase in net asset value									40.00%
Increase in paid in capital									86
Loss on write-down of minority interest in equity method investment								$ 20

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Discontinued Operations (Details) (USD  $) In Millions	3 Months Ended	6 Months Ended
Jun. 30, 2011	Jun. 30, 2010	Jun. 30, 2011	Jun. 30, 2010
Gain (loss) from discontinued operations	$ 5	[1],[2]	$ 866	[1],[2]	$ 6	[1],[2]	$ 767	[1],[2]
Revel [Member]
Gain (loss) from discontinued operations			(25)	[1],[3]	(10)	[1],[3]	(963)	[1],[3]
Loss on planned disposition							951
Retail Asset Management [Member]
Gain (loss) from discontinued operations	4	[1]	916	[1]	9	[1]	982	[1]
Net revenues	5		1,019		5		1,204
DFS [Member]
Gain (loss) from discontinued operations							775	[1],[4]
CMB [Member]
Gain (loss) from discontinued operations			(18)	[1]	6	[1]	(16)	[1]
Loss on planned disposition					2
Net revenues					6		4
Other Entity [Member]
Gain (loss) from discontinued operations	$ 1	[1]	$ (7)	[1]	$ 1	[1]	$ (11)	[1]
[1]	Amounts included eliminations of intersegment activity.
[2]	See Note 1 for discussion of discontinued operations.
[3]	Amount included a loss of approximately  $951 million in the six months ended June 30, 2010 in connection with the planned disposition of Revel.
[4]	Amount relates to the legal settlement with DFS.

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Subsequent Events (Details) (USD  $)	6 Months Ended	12 Months Ended	0 Months Ended
Dec. 31, 2011	Dec. 31, 2011	Jul. 31, 2011 Issuance Of Debt [Member]	Jul. 19, 2011 Dividend Declared [Member]
Quarterly dividend per common share				$ 0.05
Increase (decrease) in long-term borrowings (net of repayments)			$ 1,500,000,000
Dividend is payable to common shareholders, date	Aug 15, 2011
Dividends payable, date of record	Jun 29, 2011
Impact of foreign legislation, expected bank levy expense		$ 125,000,000

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