XML 100 R85.htm IDEA: XBRL DOCUMENT v2.4.0.6
Derivative Financial Instruments - Additional Information (Detail) (USD $)
In Millions, unless otherwise specified
3 Months Ended 9 Months Ended
Sep. 30, 2012
Sep. 30, 2011
Sep. 30, 2012
Sep. 30, 2011
Dec. 31, 2011
Derivative [Line Items]          
Derivative assets recorded on the consolidated balance sheet, reduced as a result of master netting agreements $ 1,000   $ 1,000   $ 2,000
Derivative liabilities recorded on the consolidated balance sheet, reduced as a result of master netting agreements 1,000   1,000   2,000
Reduction in derivative assets due to cash collateral received from derivative counterparties 541.8   541.8   220.1
Reduction in derivative liabilities due to cash collateral deposited with derivative counterparties 730.5   730.5   257.4
This amount represents additional cash collateral received from derivative counterparties not offset against derivative assets 27.6   27.6   72.3
This amount represents additional cash collateral deposited with derivative counterparties not offset against derivative liabilities 46.7   46.7   47.8
Aggregate fair value of all derivative instruments with credit-risk-related contingent features that are in a liability position 686.3   686.3   202.0
Collateral deposited with derivative counterparties for derivatives instruments with credit-risk-related contingent features that are in a liability position 655.0   655.0   80.5
Termination payments that could have been required for derivative instruments with credit-risk-related contingent features 31.3   31.3   121.5
Sterling denominated debt designated as hedges of foreign exchange risk 249.9   249.9   241.2
Maximum length of time being hedged for exposure to variability in future cash flows of forecasted foreign currency denominated transactions Twenty-three months is the maximum length of time over which the exposure to variability in future cash flows of forecasted foreign currency denominated transactions is being hedged.        
The net gain/loss recognized in earnings during the period representing the amount of hedge ineffectiveness cash flow hedges 0 0 0 0  
Net foreign exchange contract losses reclassified from AOCI 0 0 0 0  
Estimated net gain (loss) to be reclassified into earnings within the next twelve months relating to cash flow hedges (3.3)        
Ineffectiveness from net investment hedges 5.3 0 5.3 0  
Client Related and Trading
         
Derivative [Line Items]          
Percentage of derivatives outstanding related to client-related and trading activities 96.00%   96.00%   96.00%
Changes recorded in the fair value of the hedged items in a fair value hedge 0.2 0.1 0.5 0.4  
The net gain/loss recognized in earnings during the period representing the amount of hedge ineffectiveness for fair value hedges of available for sale investment securities, senior notes, or subordinated debt $ 0.1 $ 0.1 $ 0.4 $ 0.4