Derivative Instruments - Credit and Liquidity Risk and Related Contingent Features (Details 3) (USD $)	Jun. 30, 2011	Dec. 31, 2010
Credit and liquidity risk, credit-related contingent features
Net derivative payables containing collateral or termination feature, Fair Value	$ 15,400,000,000
Net derivative payables posted collateral	11,200,000,000
Current credit risk of derivative receivables
Fair value related to derivative receivables	1,392,372,000,000	1,529,412,000,000
Netting adjustment offsetting receivables	(1,248,243,000,000)	(1,376,969,000,000)
Netting adjustment cash collateral received	(66,746,000,000)	(71,962,000,000)
Carrying value of derivative trading assets	77,383,000,000	80,481,000,000
Fair value related to derivative payables	1,347,276,000,000	1,485,109,000,000
Netting adjustment offsetting payables	(1,248,243,000,000)	(1,376,969,000,000)
Netting adjustment cash collateral paid	(35,365,000,000)	(38,921,000,000)
Carrying value of derivative trading liabilities	63,668,000,000	69,219,000,000
Total collateral for derivative transactions
Netting adjustment cash collateral received	66,746,000,000	71,962,000,000
Other cash and liquid security collateral held	16,500,000,000	16,500,000,000
Additional collateral and security collateral held	22,300,000,000	18,000,000,000
Total collateral held for derivative transations	105,500,000,000	106,500,000,000
Netting adjustment cash collateral paid	35,365,000,000	38,921,000,000
Other cash and liquid security collateral pledged	12,500,000,000	10,900,000,000
Additional collateral and security collateral pledged	10,000,000,000	8,500,000,000
Total collateral pledged for derivative transactions	57,900,000,000	58,300,000,000
Single-notch ratings downgrade
Credit and liquidity risk, credit-related contingent features
Additional collateral to be posted by the Firm as the impact of ratings downgrades	1,400,000,000
Additional assets required to settle trades as the impact of ratings downgrades	430,000,000
Two-notch ratings downgrade
Credit and liquidity risk, credit-related contingent features
Additional collateral to be posted by the Firm as the impact of ratings downgrades	2,800,000,000
Additional assets required to settle trades as the impact of ratings downgrades	$ 930,000,000

Represents cash collateral paid that is not subject to a legally enforceable master netting agreement, and liquid securities collateral pledged.

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Represents cash collateral received that is not subject to a legally enforceable master netting agreement, and liquid securities collateral received/accepted.

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Represents collateral held for derivative transactions.

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Credit and Liquidity Risk, Credit-related Contingency Features [Abstract]

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current credit risk of derivative receivables.

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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 offset against other derivative contracts 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 were offset against other derivative contracts under a master netting arrangement.

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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.

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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 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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Fair values as of the balance sheet date of all assets resulting from contracts that meet the criteria of being accounted for as derivative instruments, net of the effects of master netting arrangements.

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Fair value of derivative asset, presented on a gross basis even when the derivative instrument is subject to master netting arrangements and qualifies for net presentation in the statement of financial position.

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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 assets that in accordance with the entity's accounting policy was offset against an obligation to return cash collateral under a master netting arrangement.

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Fair value of derivative liability, presented on a gross basis even when the derivative instrument is subject to master netting arrangements and qualifies for net presentation in the statement of financial position.

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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 as of the balance sheet date of the fair value of derivative liabilities that in accordance with the entity's accounting policy were offset against the right to reclaim cash collateral under a master netting arrangement.

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Fair values as of the balance sheet date of all liabilities resulting from contracts that meet the criteria of being accounted for as derivative instruments, net of the effects of master netting arrangements.

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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 (loss) on that instrument.

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