XML 199 R62.htm IDEA: XBRL DOCUMENT v2.4.0.8
Fair Value Measurement - Changes in level 3 recurring measurements (Details 2) (USD $)
In Millions, unless otherwise specified
3 Months Ended 6 Months Ended
Jun. 30, 2013
Jun. 30, 2012
Jun. 30, 2013
Jun. 30, 2012
Deposits [Member]
       
Liabilities        
Beginning balance $ 2,015 $ 1,651 $ 1,983 $ 1,418
Total realized/unrealized (gains)/losses (110) 35 (105) 166
Purchases 0 0 0 0
Sales 0 0 0 0
Issuances 316 357 612 708
Settlements (44) (96) (157) (232)
Transfers into and/or out of level 3 13 (71) (143) (184)
Ending balance 2,190 1,876 2,190 1,876
Change in unrealized (gains)/losses related to financial instruments held (110) 34 (97) 155
Other borrowed funds [Member]
       
Liabilities        
Beginning balance 2,137 1,233 1,619 1,507
Total realized/unrealized (gains)/losses (243) (205) (269) (9)
Purchases 0 0 0 0
Sales 0 0 0 0
Issuances 2,389 425 4,151 809
Settlements (1,695) (333) (2,919) (1,178)
Transfers into and/or out of level 3 85 (13) 91 (22)
Ending balance 2,673 1,107 2,673 1,107
Change in unrealized (gains)/losses related to financial instruments held 33 (161) 74 (38)
Trading liabilities - Debt and equity instruments [Member]
       
Liabilities        
Beginning balance 251 273 205 211
Total realized/unrealized (gains)/losses (60) (2) (68) (17)
Purchases (374) (695) (1,859) (1,400)
Sales 454 806 2,006 1,599
Issuances 0 0 0 0
Settlements (21) (17) (34) (28)
Transfers into and/or out of level 3 (146) (5) (146) (5)
Ending balance 104 360 104 360
Change in unrealized (gains)/losses related to financial instruments held (48) (3) (78) (3)
Accounts payable and other liabilities [Member]
       
Liabilities        
Beginning balance 33 46 36 51
Total realized/unrealized (gains)/losses 0 0 1 0
Purchases 0 0 0 0
Sales 0 0 0 0
Issuances 0 0 0 0
Settlements (1) (4) (5) (9)
Transfers into and/or out of level 3 0 0 0 0
Ending balance 32 42 32 42
Change in unrealized (gains)/losses related to financial instruments held 0 0 1 0
Beneficial interests issued by consolidated VIEs [Member]
       
Liabilities        
Beginning balance 818 841 925 791
Total realized/unrealized (gains)/losses 59 2 25 47
Purchases 0 0 0 0
Sales 0 0 0 0
Issuances 30 18 51 54
Settlements (44) (116) (138) (147)
Transfers into and/or out of level 3 0 0 0 0
Ending balance 863 745 863 745
Change in unrealized (gains)/losses related to financial instruments held 54 3 26 12
Long-term debt
       
Liabilities        
Beginning balance 9,084 9,553 8,476 10,310
Total realized/unrealized (gains)/losses (430) (191) (905) (52)
Purchases 0 0 0 0
Sales 0 0 0 0
Issuances 1,878 750 3,733 1,874
Settlements (1,246) (779) (1,603) (2,166)
Transfers into and/or out of level 3 (84) (477) (499) (1,110)
Ending balance 9,202 8,856 9,202 8,856
Change in unrealized (gains)/losses related to financial instruments held (292) (133) (321) 20
Collateralized Mortgage Backed Securities
       
Assets        
Fair Value, Beginning balance 2,603 2,229 2,368 2,640
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings 270 40 327 (17)
Purchases 439 105 1,266 314
Sales (449) (184) (997) (587)
Settlements (76) (83) (172) (130)
Transfers into and/or out of level 3 0 (9) (5) (122)
Fair Value, Ending Balance 2,787 2,098 2,787 2,098
Change in unrealized gains/(losses) related to financial instruments held 200 20 188 (36)
US Government Corporations and Agencies Securities [Member]
       
Assets        
Fair Value, Beginning balance 819 79 498 86
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings 106 (9) 140 (21)
Purchases 2 0 393 5
Sales 0 0 (79) 0
Settlements (26) 0 (51) 0
Transfers into and/or out of level 3 0 0 0 0
Fair Value, Ending Balance 901 70 901 70
Change in unrealized gains/(losses) related to financial instruments held 114 (4) 153 (8)
Residential mortgage
       
Assets        
Fair Value, Beginning balance 633 699 663 796
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings 203 19 312 51
Purchases 135 87 434 179
Sales (336) (95) (740) (258)
Settlements (20) (39) (49) (75)
Transfers into and/or out of level 3 0 0 (5) (22)
Fair Value, Ending Balance 615 671 615 671
Change in unrealized gains/(losses) related to financial instruments held 135 3 177 27
Commercial mortgage
       
Assets        
Fair Value, Beginning balance 1,151 1,451 1,207 1,758
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings (39) 30 (125) (47)
Purchases 302 18 439 130
Sales (113) (89) (178) (329)
Settlements (30) (44) (72) (55)
Transfers into and/or out of level 3 0 (9) 0 (100)
Fair Value, Ending Balance 1,271 1,357 1,271 1,357
Change in unrealized gains/(losses) related to financial instruments held (49) 21 (142) (55)
Debt Instruments [Member]
       
Assets        
Fair Value, Beginning balance 20,583 28,098 23,662 30,910
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings 351 (91) 260 497
Purchases 7,301 3,638 13,579 8,413
Sales (4,660) (3,344) (10,564) (7,362)
Settlements (1,805) (1,508) (3,364) (4,802)
Transfers into and/or out of level 3 477 (208) (1,326) (1,071)
Fair Value, Ending Balance 22,247 26,585 22,247 26,585
Change in unrealized gains/(losses) related to financial instruments held 294 (87) 91 292
US States and Political Subdivisions Debt Securities
       
Assets        
Fair Value, Beginning balance 1,432 1,747 1,436 1,619
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings (23) 6 18 (1)
Purchases 52 9 53 329
Sales (37) (303) (83) (484)
Settlements (203) 0 (203) (4)
Transfers into and/or out of level 3 0 0 0 0
Fair Value, Ending Balance 1,221 1,459 1,221 1,459
Change in unrealized gains/(losses) related to financial instruments held (22) 0 17 0
Foreign Government Debt Securities
       
Assets        
Fair Value, Beginning balance 85 81 67 104
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings 9 (5) 11 3
Purchases 333 138 634 343
Sales (397) (129) (682) (360)
Settlements (4) (15) (4) (20)
Transfers into and/or out of level 3 110 0 110 0
Fair Value, Ending Balance 136 70 136 70
Change in unrealized gains/(losses) related to financial instruments held 11 0 11 4
Corporate Debt Securities
       
Assets        
Fair Value, Beginning balance 4,852 5,463 5,308 6,373
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings (41) (53) (124) 205
Purchases 2,251 1,620 5,178 3,936
Sales (955) (1,436) (3,518) (2,705)
Settlements (822) (238) (1,447) (2,205)
Transfers into and/or out of level 3 450 (122) 338 (370)
Fair Value, Ending Balance 5,735 5,234 5,735 5,234
Change in unrealized gains/(losses) related to financial instruments held 28 92 30 187
Trading Loans [Member]
       
Assets        
Fair Value, Beginning balance 10,032 11,144 10,787 12,209
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings 41 139 (131) 295
Purchases 3,782 1,312 5,408 2,213
Sales (2,265) (619) (3,750) (1,292)
Settlements (688) (985) (1,391) (1,930)
Transfers into and/or out of level 3 38 (76) 17 (580)
Fair Value, Ending Balance 10,940 10,915 10,940 10,915
Change in unrealized gains/(losses) related to financial instruments held 21 36 (229) 189
Asset Backed Securities Trading Account [Member]
       
Assets        
Fair Value, Beginning balance 1,579 7,434 3,696 7,965
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings 95 (218) 159 12
Purchases 444 454 1,040 1,278
Sales (557) (673) (1,534) (1,934)
Settlements (12) (187) (147) (513)
Transfers into and/or out of level 3 (121) (1) (1,786) 1
Fair Value, Ending Balance 1,428 6,809 1,428 6,809
Change in unrealized gains/(losses) related to financial instruments held 56 (235) 74 (52)
Total debt and equity instruments [Member]
       
Assets        
Fair Value, Beginning balance 22,703 30,339 25,639 32,967
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings 384 (160) 338 574
Purchases 7,466 3,743 13,909 8,575
Sales (4,735) (3,378) (10,732) (7,467)
Settlements (1,913) (1,558) (3,510) (4,896)
Transfers into and/or out of level 3 502 (210) (1,237) (977)
Fair Value, Ending Balance 24,407 28,776 24,407 28,776
Change in unrealized gains/(losses) related to financial instruments held 324 (118) 202 396
Equity securities
       
Assets        
Fair Value, Beginning balance 1,172 1,248 1,114 1,177
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings (10) (70) (9) (77)
Purchases 111 90 204 112
Sales (57) (30) (148) (57)
Settlements (56) 0 (65) (13)
Transfers into and/or out of level 3 (121) (2) (57) 94
Fair Value, Ending Balance 1,039 1,236 1,039 1,236
Change in unrealized gains/(losses) related to financial instruments held (8) (32) (28) (54)
Physical Commodities [Member]
       
Assets        
Fair Value, Beginning balance 0   0  
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings 0   0  
Purchases 0   0  
Sales 0   0  
Settlements 0   0  
Transfers into and/or out of level 3 16   16  
Fair Value, Ending Balance 16   16  
Change in unrealized gains/(losses) related to financial instruments held 0   0  
Other Debt and Equity Instruments [Member]
       
Assets        
Fair Value, Beginning balance 948 993 863 880
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings 43 1 87 154
Purchases 54 15 126 50
Sales (18) (4) (20) (48)
Settlements (52) (50) (81) (81)
Transfers into and/or out of level 3 130 0 130 0
Fair Value, Ending Balance 1,105 955 1,105 955
Change in unrealized gains/(losses) related to financial instruments held 38 1 139 158
Total net derivative receivables [Member]
       
Assets        
Fair Value, Beginning balance 1,774 3,557 1,893 6,238
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings (104) 2,362 818 749
Purchases 1,081 749 1,390 1,341
Sales (1,164) (699) (1,438) (1,332)
Settlements (1,928) (1,310) (3,187) (3,052)
Transfers into and/or out of level 3 (75) 27 108 742
Fair Value, Ending Balance (416) 4,686 (416) 4,686
Change in unrealized gains/(losses) related to financial instruments held 584 948 48 (2,086)
Interest rate contract
       
Assets        
Fair Value, Beginning balance 2,791 3,238 3,322 3,561
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings 125 2,027 431 3,355
Purchases 46 191 115 300
Sales (63) (30) (125) (98)
Settlements (989) (1,711) (1,847) (3,055)
Transfers into and/or out of level 3 191 (23) 205 (371)
Fair Value, Ending Balance 2,101 3,692 2,101 3,692
Change in unrealized gains/(losses) related to financial instruments held 156 845 45 828
Credit derivatives
       
Assets        
Fair Value, Beginning balance 1,317 4,808 1,873 7,732
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings (335) 168 (824) (2,186)
Purchases 3 26 50 104
Sales (1) (25) (1) (43)
Settlements (76) (530) (189) (1,160)
Transfers into and/or out of level 3 13 1 12 1
Fair Value, Ending Balance 921 4,448 921 4,448
Change in unrealized gains/(losses) related to financial instruments held (360) 249 (836) (1,880)
Foreign exchange
       
Assets        
Fair Value, Beginning balance (1,516) (1,060) (1,750) (1,263)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings 161 (632) 45 (505)
Purchases 8 26 (7) 45
Sales 0 (20) (3) (178)
Settlements 137 201 513 419
Transfers into and/or out of level 3 (8) (3) (16) (6)
Fair Value, Ending Balance (1,218) (1,488) (1,218) (1,488)
Change in unrealized gains/(losses) related to financial instruments held 71 (594) (5) (505)
Equity Contract
       
Assets        
Fair Value, Beginning balance (1,000) (2,829) (1,806) (3,105)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings (350) 885 513 165
Purchases 1,024 520 1,221 853
Sales (1,100) (695) (1,306) (1,078)
Settlements (588) 108 (810) 99
Transfers into and/or out of level 3 (277) 28 (103) 1,083
Fair Value, Ending Balance (2,291) (1,983) (2,291) (1,983)
Change in unrealized gains/(losses) related to financial instruments held 654 479 604 (405)
Commodity Contract
       
Assets        
Fair Value, Beginning balance 182 (600) 254 (687)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings 295 (86) 653 (80)
Purchases 0 (14) 11 39
Sales 0 71 (3) 65
Settlements (412) 622 (854) 645
Transfers into and/or out of level 3 6 24 10 35
Fair Value, Ending Balance 71 17 71 17
Change in unrealized gains/(losses) related to financial instruments held 63 (31) 240 (124)
Available-for-sale Securities
       
Assets        
Fair Value, Beginning balance 1,967 25,917 28,916 25,486
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings 3 (260) (15) (164)
Total realized/ unrealized gains/(losses) 0 (315) (4) (304)
Purchases 7 2,082 407 3,431
Sales 0 (742) (13) (1,260)
Settlements (25) (628) (97) (1,155)
Transfers into and/or out of level 3 0 0 (27,260) 116
Fair Value, Ending Balance 1,949 26,314 1,949 26,314
Change in unrealized gains/(losses) related to financial instruments held 0 (352) 8 (348)
Asset backed Security Available for Sale [Member]
       
Assets        
Fair Value, Beginning balance 1,130 25,448 28,024 24,958
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings 0 (339) 5 (336)
Purchases 0 1,849 400 3,170
Sales 0 (649) 0 (1,147)
Settlements (5) (617) (44) (1,069)
Transfers into and/or out of level 3 0 0 (27,260) 116
Fair Value, Ending Balance 1,125 25,692 1,125 25,692
Change in unrealized gains/(losses) related to financial instruments held 0 (354) 5 (355)
Other Available For Sale Securities [Member]
       
Assets        
Fair Value, Beginning balance 837 469 892 528
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings 0 24 (9) 32
Purchases 7 233 7 261
Sales 0 (93) (13) (113)
Settlements (20) (11) (53) (86)
Transfers into and/or out of level 3 0 0 0 0
Fair Value, Ending Balance 824 622 824 622
Change in unrealized gains/(losses) related to financial instruments held 0 2 3 7
Loans [Member]
       
Assets        
Fair Value, Beginning balance 2,064 1,766 2,282 1,647
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings 6 546 (29) 576
Purchases 103 580 328 707
Sales (7) 0 (56) 0
Settlements (323) (372) (682) (491)
Transfers into and/or out of level 3 0 0 0 81
Fair Value, Ending Balance 1,843 2,520 1,843 2,520
Change in unrealized gains/(losses) related to financial instruments held 9 536 (43) 563
Mortgage servicing rights [Member]
       
Assets        
Fair Value, Beginning balance 7,949 8,039 7,614 7,223
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings   (1,119) 1,347 (523)
Purchases 655 526 1,339 1,099
Sales (19) 0 (418) 0
Settlements (288) (328) (547) (681)
Transfers into and/or out of level 3 0 0 0 0
Fair Value, Ending Balance 9,335 7,118 9,335 7,118
Change in unrealized gains/(losses) related to financial instruments held 1,038 (1,119) 1,347 (523)
Private Equity Funds [Member]
       
Assets        
Fair Value, Beginning balance 6,831 6,739 7,181 6,751
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings 434 35 165 287
Purchases 122 348 203 459
Sales (7) (6) (103) (242)
Settlements (275) (368) (341) (507)
Transfers into and/or out of level 3 0 (46) 0 (46)
Fair Value, Ending Balance 7,105 6,702 7,105 6,702
Change in unrealized gains/(losses) related to financial instruments held 206 305 (188) 436
All other assets [Member]
       
Assets        
Fair Value, Beginning balance 3,985 4,397 4,258 4,374
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings 1 (59) (25) (223)
Purchases 83 276 135 632
Sales (292) (73) (295) (92)
Settlements (97) (93) (393) (243)
Transfers into and/or out of level 3 0 0 0 0
Fair Value, Ending Balance 3,680 4,448 3,680 4,448
Change in unrealized gains/(losses) related to financial instruments held (11) (52) (41) (218)
Fair Value, Measurements, Recurring [Member] | Total net derivative receivables [Member]
       
Assets        
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings       749
Fair Value, Measurements, Recurring [Member] | Interest rate contract
       
Assets        
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings       3,400
Fair Value, Measurements, Recurring [Member] | Credit derivatives
       
Assets        
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings       (2,200)
Fair Value, Measurements, Recurring [Member] | Mortgage servicing rights [Member]
       
Assets        
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Gain (Loss) Included in Earnings $ 1,038 $ (1,100)