XML 27 R112.htm IDEA: XBRL DOCUMENT v2.4.0.6
FAIR VALUE MEASUREMENT (Details 3) (USD $)
3 Months Ended 12 Months Ended 3 Months Ended 12 Months Ended 12 Months Ended 3 Months Ended 12 Months Ended 3 Months Ended 12 Months Ended 3 Months Ended
Mar. 31, 2012
Y
Dec. 31, 2011
Interest rate contracts
Mar. 31, 2011
Federal funds sold and securities borrowed or purchased under agreements to resell
Mar. 31, 2012
Trading account assets
Mar. 31, 2011
Trading account assets
Dec. 31, 2011
Trading account assets
Dec. 31, 2009
Trading account assets
Dec. 31, 2010
Derivatives
Mar. 31, 2012
Derivatives
Credit derivatives
Mar. 31, 2011
Derivatives
Credit derivatives
Mar. 31, 2012
Investments:
Mar. 31, 2011
Investments:
Dec. 31, 2011
Loans
Dec. 31, 2010
Mortgage servicing rights
Dec. 31, 2010
Long-term debt
Mar. 31, 2011
U.S. government-sponsored agency guaranteed
Trading account assets
Mar. 31, 2011
Prime
Trading account assets
Mar. 31, 2011
Alt-A
Trading account assets
Mar. 31, 2011
State and municipal securities
Trading account assets
Mar. 31, 2012
Foreign government
Trading account assets
Mar. 31, 2012
Corporate
Trading account assets
Mar. 31, 2011
Corporate
Trading account assets
Dec. 31, 2011
Corporate
Trading account assets
Mar. 31, 2012
Equity securities
Trading account assets
Mar. 31, 2012
Asset-backed securities
Trading account assets
Mar. 31, 2011
Asset-backed securities
Trading account assets
Mar. 31, 2012
Other debt securities
Trading account assets
Mar. 31, 2011
Non-marketable equity securities
Investments:
Mar. 31, 2011
Reclassification of debt securities from held-to-maturity to trading account assets
Trading account assets
Mar. 31, 2011
Auction rate securities
Trading account assets
Mar. 31, 2012
Securities sold, not yet purchased
Trading account assets
Fair Value Asset and Liabilities Measured on Recurring Basis Unobservable Input Changes                                                              
Minimum mature period for structured reverse repos to be classified as Level 3 (in years) 5                                                            
Increase (decrease) in Level 3 asset balance during period   $ 1,500,000,000 $ 1,600,000,000 $ 1,000,000,000 $ 3,000,000,000       $ (1,500,000,000) $ 2,200,000,000   $ 2,100,000,000 $ 1,500,000,000     $ 2,800,000,000 $ 1,000,000,000 $ 1,500,000,000 $ 900,000,000     $ 300,000,000       $ 300,000,000   $ 2,500,000,000 $ 4,300,000,000    
Net transfers from Level 3 to Level 2     1,500,000,000     2,300,000,000                                 1,500,000,000                
Purchases of securities                                         1,500,000,000 1,800,000,000     2,700,000,000 1,300,000,000 900,000,000 3,200,000,000      
Net realized/unrealized gains (losses) included in principal transactions, assets                 (1,200,000,000)                                            
Loss recorded on total return swaps referencing returns on corporate loans                 600,000,000                                            
Losses on bespoke CDO and index CDO positions due to credit spreads widening                 300,000,000                                            
Gains on index positions classified as Level 2                 200,000,000                                            
Net settlements               1,900,000,000   1,400,000,000 800,000,000                                        
Net trading losses on derivatives               1,500,000,000                                              
Net terminations of structured notes                             1,300,000,000                                
Transfers from Level 1 to Level 2                                               5,000,000             1,000,000
Transfers from Level 2 to Level 1                                       111,000,000       358,000,000             66,000,000
Sales of securities                       800,000,000                 600,000,000 1,500,000,000     3,100,000,000 2,400,000,000 500,000,000     1,100,000,000  
Increase (decrease) in level 3 of mortgage servicing rights due to reduction in interest rates                           (1,100,000,000)                                  
Investment in certificates issued by trusts of the newly consolidated VIE's that were classified as Level 3             $ 11,100,000,000