Collateral liquid securities posted in derivative transactions. This collateral is not permitted to be netted against derivative transactions on the balance sheet.

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Collateral liquid securities received in derivative transactions. This collateral is not permitted to be netted against derivative transactions on the balance sheet.

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Derivative Instruments.

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Fair value hedging instrument related to commodity derivatives.

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Foreign currency transaction gain or loss related to foreign currency-denominated debt designated as a net investment hedge.

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The aggregate fair value of additional assets that would be required to be posted as collateral for derivative instruments with credit-risk-related contingent features if the credit-risk-related contingent features were triggered at the end of the reporting period.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

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-Name Statement of Financial Accounting Standard (FAS)

-Number 133

-Paragraph 44D

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The aggregate fair value of assets needed to immediately settle the derivative instruments with credit-risk-related contingent features if the credit-risk-related contingent features were triggered at the end of the reporting period.

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The estimated net amount of existing gains (losses) on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

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The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.

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Cumulative effect of initial adoption of new accounting principle on beginning retained earnings, net of tax. This element can be used, generally, for the adjustment to retained earnings of a new accounting principle.

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The amount as of the balance sheet date of the fair value of derivative assets that in accordance with the entity's accounting policy was not offset against an obligation to return cash collateral under a master netting arrangement.

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The amount as of the balance sheet date of the fair value of derivative liabilities that in accordance with the entity's accounting policy was not offset against the right to reclaim cash collateral under a master netting arrangement.

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The amount of net gains and losses recognized in income during the period on derivative instruments designated and qualifying as hedging instruments in fair value hedges and related hedged items designated and qualifying in fair value hedges, on derivative instruments designated and qualifying as hedging instruments in cash flow hedges, and on derivative instruments not designated as hedging instruments.

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The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain or loss on that instrument.

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General discussion of the entity's credit risk derivative activities.

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The net gain or loss recognized in earnings during the reporting period representing the amount of the cash flow hedges' ineffectiveness.

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-Name Statement of Financial Accounting Standard (FAS)

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The amount of net gain (loss) reclassified into earnings in the period when cash flow hedge is discontinued because it is probable that the original forecasted transactions will not occur by the end of the original period or an additional two month time period.

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Net gain (loss) recognized in earnings during the reporting period representing the amount of the fair value of the hedges' ineffectiveness.

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Maximum length of time over which the entity is hedging its exposure to the variability in future cash flows for forecasted transactions, excluding those forecasted transactions related to the payment of variable interest on existing financial instruments.

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Fair value of all derivative liabilities designated as hedges of net investment in foreign operations.

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-Name Statement of Financial Accounting Standard (FAS)

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Derivative Instruments (Details Textuals) (USD $)	12 Months Ended			12 Months Ended									6 Months Ended
Derivative Instruments (Details Textuals) (USD $)	Dec. 31, 2010	Dec. 31, 2008	Dec. 31, 2009	Dec. 31, 2010 Foreign Exchange Contract [Member] Fair Value Hedging [Member] Trading activities [Member]	Dec. 31, 2009 Foreign Exchange Contract [Member] Fair Value Hedging [Member] Trading activities [Member]	Dec. 31, 2010 Net Investment Hedging [Member]	Dec. 31, 2010 Fair Value Hedging [Member]	Dec. 31, 2009 Fair Value Hedging [Member]	Dec. 31, 2010 Two-notch Downgrade [Member]	Dec. 31, 2009 Two-notch Downgrade [Member]	Dec. 31, 2010 Single-notch Downgrade [Member]	Dec. 31, 2009 Single-notch Downgrade [Member]	Jun. 30, 2010 Scenario, Adjustment [Member]
Derivative Instruments (Textuals) [Abstract]
Foreign currency-denominated debt	$ 21,000,000		$ 0
Commodity derivatives used as fair value hedging instruments	1,000,000,000		1,300,000,000
Income statement impact for fair value hedges		434,000,000
Foreign currency transaction gain or loss related to foreign currency-denominated debt designated as a net investment hedge						0
Recognization of losses related to cash flow hedges in Income	282,000,000
Maximum length of time hedged in forecasted transactions	10
Additional collateral to be posted by the Firm as the impact of ratings downgrades									3,500,000,000	2,200,000,000	1,900,000,000	1,200,000,000
Additional assets required to settle trades as the impact of ratings downgrades									1,000,000,000	270,000,000	430,000,000	260,000,000
Net derivative payables containing collateral or termination feature, Fair Value	19,800,000,000		22,600,000,000
Net derivative payables posted collateral	14,600,000,000		22,300,000,000
Collateral liquid securities received	16,500,000,000		15,500,000,000
Revenues of trading portfolio derivatives designated as fair value hedging instruments				278,000,000	(1,600,000)		685,000,000	801,000,000
Amount reclassified from AOCI to earnings because the Firm determined that it is probable that forecasted interest cash flows will not occur	(25,000,000)
Hedge ineffectivenes net gains recorded directly in income for cash flow hedges		18,000,000
Collateral liquid securities posted	10,900,000,000		11,700,000,000
Realized credit losses protected	Provide protection against the first $1 million of realized credit losses in a $10 million portfolio of exposure
Additional collateral received as security in Derivative transactions	18,000,000,000		16,900,000,000
Additional collateral delivered as security in Derivative transactions	8,400,000,000		5,800,000,000
Cumulative effect of changes in accounting principles													$ 15,000,000