XML 123 R110.htm IDEA: XBRL DOCUMENT v2.4.0.6
DERIVATIVES ACTIVITIES (Details 4) (USD $)
3 Months Ended 9 Months Ended
Sep. 30, 2012
Sep. 30, 2011
Sep. 30, 2012
Sep. 30, 2011
Derivative gain (loss)        
Gains (losses) recognized in Other revenue related to derivatives not designated in a qualifying hedging relationship $ 305,000,000 $ 100,000,000 $ (957,000,000) $ 2,485,000,000
Gain (loss) on fair value hedges        
Gain (loss) on the derivatives in designated and qualifying fair value hedges 493,000,000 4,733,000,000 1,350,000,000 3,273,000,000
Gain (loss) on the hedged item in designated and qualifying fair value hedges (590,000,000) (4,820,000,000) (1,495,000,000) (3,595,000,000)
Hedge ineffectiveness recognized in earnings on designated and qualifying fair value hedges (132,000,000) (93,000,000) (203,000,000) (230,000,000)
Net gain (loss) excluded from assessment of the effectiveness of fair value hedges 35,000,000 6,000,000 58,000,000 (92,000,000)
Pretax change in accumulated other comprehensive income (loss)        
Cash flow hedges expected to be reclassified within 12 months     1,000,000,000  
Maximum length of time hedged in cash flow hedge     10 years  
Interest rate contracts
       
Derivative gain (loss)        
Gains (losses) recognized in Other revenue related to derivatives not designated in a qualifying hedging relationship (122,000,000) 1,090,000,000 (292,000,000) 1,027,000,000
Gain (loss) on fair value hedges        
Gain (loss) on the derivatives in designated and qualifying fair value hedges 297,000,000 4,143,000,000 750,000,000 3,678,000,000
Gain (loss) on the hedged item in designated and qualifying fair value hedges (418,000,000) (4,207,000,000) (953,000,000) (3,913,000,000)
Hedge ineffectiveness recognized in earnings on designated and qualifying fair value hedges (121,000,000) (110,000,000) (203,000,000) (244,000,000)
Net gain (loss) excluded from assessment of the effectiveness of fair value hedges   46,000,000   9,000,000
Foreign exchange contracts
       
Derivative gain (loss)        
Gains (losses) recognized in Other revenue related to derivatives not designated in a qualifying hedging relationship 825,000,000 (1,576,000,000) 59,000,000 1,096,000,000
Gain (loss) on fair value hedges        
Gain (loss) on the derivatives in designated and qualifying fair value hedges 196,000,000 590,000,000 600,000,000 (405,000,000)
Gain (loss) on the hedged item in designated and qualifying fair value hedges (172,000,000) (613,000,000) (542,000,000) 318,000,000
Hedge ineffectiveness recognized in earnings on designated and qualifying fair value hedges (11,000,000) 17,000,000   14,000,000
Net gain (loss) excluded from assessment of the effectiveness of fair value hedges 35,000,000 (40,000,000) 58,000,000 (101,000,000)
Credit derivatives
       
Derivative gain (loss)        
Gains (losses) recognized in Other revenue related to derivatives not designated in a qualifying hedging relationship (398,000,000) 586,000,000 (724,000,000) 362,000,000
Cash Flow Hedges
       
Pretax change in accumulated other comprehensive income (loss)        
Effective portion of hedges included in AOCI 53,000,000 (1,197,000,000) (272,000,000) (1,855,000,000)
Effective portion of cash flow hedges reclassified from AOCI to earnings (242,000,000) (345,000,000) (787,000,000) (1,149,000,000)
Cash Flow Hedges | Interest rate contracts
       
Pretax change in accumulated other comprehensive income (loss)        
Effective portion of hedges included in AOCI (59,000,000) (1,132,000,000) (324,000,000) (1,689,000,000)
Effective portion of cash flow hedges reclassified from AOCI to earnings (186,000,000) (285,000,000) (647,000,000) (951,000,000)
Cash Flow Hedges | Foreign exchange contracts
       
Pretax change in accumulated other comprehensive income (loss)        
Effective portion of hedges included in AOCI 112,000,000 (65,000,000) 52,000,000 (166,000,000)
Effective portion of cash flow hedges reclassified from AOCI to earnings (56,000,000) (60,000,000) (140,000,000) (198,000,000)
Net Investment Hedges
       
Pretax change in accumulated other comprehensive income (loss)        
Effective portion of hedges included in AOCI $ (1,580,000,000) $ 2,776,000,000 $ (2,636,000,000) $ 902,000,000