Quarterly report pursuant to Section 13 or 15(d)

Derivatives - Derivative Valuation Adjustments (Details)

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Derivatives - Derivative Valuation Adjustments (Details) (USD $)
 3 Months Ended 6 Months Ended
Jun. 30, 2012
Jun. 30, 2011
Jun. 30, 2012
Jun. 30, 2011
Dec. 31, 2011
Derivative Instruments and Hedging Activities Disclosure [Abstract]          
Credit Valuation Gains (Losses) For Counterparty Credit Risk Related To Derivative Assets $ (313,000,000) [1] $ (592,000,000) [1] $ 200,000,000 [1] $ (444,000,000) [1]  
Credit Valuation Gains Losses Net Of Hedges Recognized In Trading Account Profits For Counterparty Credit Risk 13,000,000 [1] (151,000,000) [1] 162,000,000 [1] (617,000,000) [1]  
Decrease in Derivative Asset Value Related to Cumulative Counterparty Credit Risk Valuation 2,900,000,000   2,900,000,000   2,800,000,000
Credit Valuation Gain (Loss) Recognized In Trading Account Profit (Loss) Related to Changes in the Entity's Credit Quality 67,000,000 [2] 205,000,000 [2] (1,293,000,000) [2] (103,000,000) [2]  
Credit Valuation Gains Losses Net Of Hedges Recognized In Trading Account Profits Losses (158,000,000) [2] 121,000,000 [2] (1,617,000,000) [2] (236,000,000) [2]  
Decrease in Derivative Liability Value Related to Cumulative Counterparty Credit Risk Valuation $ 1,400,000,000   $ 1,400,000,000   $ 2,400,000,000
[1] At June 30, 2012 and December 31, 2011, the cumulative counterparty credit risk valuation adjustment reduced the derivative assets balance by $2.9 billion and $2.8 billion.
[2] At June 30, 2012 and December 31, 2011, the Corporation’s cumulative DVA reduced the derivative liabilities balance by $1.4 billion and $2.4 billion.