XML 192 R140.htm IDEA: XBRL DOCUMENT v2.4.0.6
Derivatives and hedging activities (Details) (CHF)
In Billions, unless otherwise specified
12 Months Ended
Dec. 31, 2011
Dec. 31, 2010
Fair value of derivative instruments    
Notional amount 49,996.7 46,277.8
Cash flow hedges    
Maximum Length of Time Hedged in Cash Flow Hedge (in months) 20 months  
Trading | Not designated for hedge accounting
   
Fair value of derivative instruments    
Notional amount 49,908.1 46,188.4
Positive replacement value (PRV) 925.2 678.9
Negative replacement value (NRV) 933.8 689.4
Trading | Not designated for hedge accounting | Interest rate derivatives
   
Fair value of derivative instruments    
Notional amount 42,366.9 38,732.8
Positive replacement value (PRV) 728.8 480.9
Negative replacement value (NRV) 720.8 474.6
Trading | Not designated for hedge accounting | Interest rate derivatives | Forwards and forward rate agreements
   
Fair value of derivative instruments    
Notional amount 7,210.5 8,073.9
Positive replacement value (PRV) 4.5 6.3
Negative replacement value (NRV) 4.2 5.9
Trading | Not designated for hedge accounting | Interest rate derivatives | Swaps
   
Fair value of derivative instruments    
Notional amount 28,754.5 24,103.8
Positive replacement value (PRV) 658.0 429.2
Negative replacement value (NRV) 650.0 422.3
Trading | Not designated for hedge accounting | Interest rate derivatives | Options bought and sold (OTC)
   
Fair value of derivative instruments    
Notional amount 2,902.5 2,420.3
Positive replacement value (PRV) 65.9 44.9
Negative replacement value (NRV) 66.3 46.1
Trading | Not designated for hedge accounting | Interest rate derivatives | Futures
   
Fair value of derivative instruments    
Notional amount 2,537.1 2,769.2
Positive replacement value (PRV) 0 0
Negative replacement value (NRV) 0 0
Trading | Not designated for hedge accounting | Interest rate derivatives | Options bought and sold (exchange traded)
   
Fair value of derivative instruments    
Notional amount 962.3 1,365.6
Positive replacement value (PRV) 0.4 0.5
Negative replacement value (NRV) 0.3 0.3
Trading | Not designated for hedge accounting | Foreign exchange derivatives
   
Fair value of derivative instruments    
Notional amount 4,224.0 3,937.4
Positive replacement value (PRV) 76.1 84.7
Negative replacement value (NRV) 94.7 98.9
Trading | Not designated for hedge accounting | Foreign exchange derivatives | Forwards
   
Fair value of derivative instruments    
Notional amount 2,133.0 2,062.4
Positive replacement value (PRV) 29.7 35.2
Negative replacement value (NRV) 30.7 37.9
Trading | Not designated for hedge accounting | Foreign exchange derivatives | Swaps
   
Fair value of derivative instruments    
Notional amount 1,230.0 1,059.0
Positive replacement value (PRV) 34.1 35.0
Negative replacement value (NRV) 51.3 45.8
Trading | Not designated for hedge accounting | Foreign exchange derivatives | Options bought and sold (OTC)
   
Fair value of derivative instruments    
Notional amount 831.7 796.9
Positive replacement value (PRV) 12.3 14.4
Negative replacement value (NRV) 12.7 15.1
Trading | Not designated for hedge accounting | Foreign exchange derivatives | Futures
   
Fair value of derivative instruments    
Notional amount 25.6 13.5
Positive replacement value (PRV) 0 0
Negative replacement value (NRV) 0 0
Trading | Not designated for hedge accounting | Foreign exchange derivatives | Options bought and sold (exchange traded)
   
Fair value of derivative instruments    
Notional amount 3.7 5.6
Positive replacement value (PRV) 0 0.1
Negative replacement value (NRV) 0 0.1
Trading | Not designated for hedge accounting | Precious metals products
   
Fair value of derivative instruments    
Notional amount 51.1 41.8
Positive replacement value (PRV) 2.3 2.4
Negative replacement value (NRV) 2.4 2.2
Trading | Not designated for hedge accounting | Precious metals products | Forwards
   
Fair value of derivative instruments    
Notional amount 16.3 15.9
Positive replacement value (PRV) 1.4 1.7
Negative replacement value (NRV) 1.4 1.4
Trading | Not designated for hedge accounting | Precious metals products | Options bought and sold (OTC)
   
Fair value of derivative instruments    
Notional amount 34.7 25.4
Positive replacement value (PRV) 0.9 0.7
Negative replacement value (NRV) 1.0 0.8
Trading | Not designated for hedge accounting | Precious metals products | Futures
   
Fair value of derivative instruments    
Notional amount 0.1 0.5
Positive replacement value (PRV) 0 0
Negative replacement value (NRV) 0 0
Trading | Not designated for hedge accounting | Equity/Index-related products:
   
Fair value of derivative instruments    
Notional amount 880.8 955.5
Positive replacement value (PRV) 39.4 37.3
Negative replacement value (NRV) 41.8 41.8
Trading | Not designated for hedge accounting | Equity/Index-related products: | Forwards
   
Fair value of derivative instruments    
Notional amount 4.1 6.2
Positive replacement value (PRV) 0.9 1.1
Negative replacement value (NRV) 0 0.1
Trading | Not designated for hedge accounting | Equity/Index-related products: | Swaps
   
Fair value of derivative instruments    
Notional amount 211.4 213.7
Positive replacement value (PRV) 5.8 4.2
Negative replacement value (NRV) 5.7 7.5
Trading | Not designated for hedge accounting | Equity/Index-related products: | Options bought and sold (OTC)
   
Fair value of derivative instruments    
Notional amount 241.5 268.2
Positive replacement value (PRV) 14.5 15.0
Negative replacement value (NRV) 14.9 16.2
Trading | Not designated for hedge accounting | Equity/Index-related products: | Futures
   
Fair value of derivative instruments    
Notional amount 57.8 77.9
Positive replacement value (PRV) 0 0
Negative replacement value (NRV) 0 0
Trading | Not designated for hedge accounting | Equity/Index-related products: | Options bought and sold (exchange traded)
   
Fair value of derivative instruments    
Notional amount 366.0 389.5
Positive replacement value (PRV) 18.2 17.0
Negative replacement value (NRV) 21.2 18.0
Trading | Not designated for hedge accounting | Credit derivatives
   
Fair value of derivative instruments    
Notional amount 2,042.7 1,989.5
Positive replacement value (PRV) 63.3 49.5
Negative replacement value (NRV) 60.0 46.6
Trading | Not designated for hedge accounting | Other products.
   
Fair value of derivative instruments    
Notional amount 342.6 531.4
Positive replacement value (PRV) 15.3 24.1
Negative replacement value (NRV) 14.1 25.3
Trading | Not designated for hedge accounting | Other products. | Forwards
   
Fair value of derivative instruments    
Notional amount 8.7 32.0
Positive replacement value (PRV) 0.9 2.0
Negative replacement value (NRV) 0.8 1.9
Trading | Not designated for hedge accounting | Other products. | Swaps
   
Fair value of derivative instruments    
Notional amount 63.6 100.9
Positive replacement value (PRV) 8.3 14.1
Negative replacement value (NRV) 7.8 15.7
Trading | Not designated for hedge accounting | Other products. | Options bought and sold (OTC)
   
Fair value of derivative instruments    
Notional amount 29.9 50.1
Positive replacement value (PRV) 2.2 3.2
Negative replacement value (NRV) 1.7 2.9
Trading | Not designated for hedge accounting | Other products. | Futures
   
Fair value of derivative instruments    
Notional amount 177.1 219.8
Positive replacement value (PRV) 0 0
Negative replacement value (NRV) 0 0
Trading | Not designated for hedge accounting | Other products. | Options bought and sold (exchange traded)
   
Fair value of derivative instruments    
Notional amount 63.3 128.6
Positive replacement value (PRV) 3.9 4.8
Negative replacement value (NRV) 3.8 4.8
Hedging | Designated for hedge accounting
   
Fair value of derivative instruments    
Notional amount 88.6 89.4
Positive replacement value (PRV) 3.9 2.9
Negative replacement value (NRV) 2.3 1.8
Hedging | Designated for hedge accounting | Interest rate derivatives
   
Fair value of derivative instruments    
Notional amount 71.2 70.0
Positive replacement value (PRV) 3.8 2.5
Negative replacement value (NRV) 2.3 1.7
Hedging | Designated for hedge accounting | Interest rate derivatives | Forwards and forward rate agreements
   
Fair value of derivative instruments    
Notional amount 0 0
Positive replacement value (PRV) 0 0
Negative replacement value (NRV) 0 0
Hedging | Designated for hedge accounting | Interest rate derivatives | Swaps
   
Fair value of derivative instruments    
Notional amount 71.2 70.0
Positive replacement value (PRV) 3.8 2.5
Negative replacement value (NRV) 2.3 1.7
Hedging | Designated for hedge accounting | Interest rate derivatives | Options bought and sold (OTC)
   
Fair value of derivative instruments    
Notional amount 0 0
Positive replacement value (PRV) 0 0
Negative replacement value (NRV) 0 0
Hedging | Designated for hedge accounting | Interest rate derivatives | Futures
   
Fair value of derivative instruments    
Notional amount 0 0
Positive replacement value (PRV) 0 0
Negative replacement value (NRV) 0 0
Hedging | Designated for hedge accounting | Interest rate derivatives | Options bought and sold (exchange traded)
   
Fair value of derivative instruments    
Notional amount 0 0
Positive replacement value (PRV) 0 0
Negative replacement value (NRV) 0 0
Hedging | Designated for hedge accounting | Foreign exchange derivatives
   
Fair value of derivative instruments    
Notional amount 17.4 19.4
Positive replacement value (PRV) 0.1 0.4
Negative replacement value (NRV) 0 0.1
Hedging | Designated for hedge accounting | Foreign exchange derivatives | Forwards
   
Fair value of derivative instruments    
Notional amount 17.4 19.4
Positive replacement value (PRV) 0.1 0.4
Negative replacement value (NRV) 0 0.1
Hedging | Designated for hedge accounting | Foreign exchange derivatives | Swaps
   
Fair value of derivative instruments    
Notional amount 0 0
Positive replacement value (PRV) 0 0
Negative replacement value (NRV) 0 0
Hedging | Designated for hedge accounting | Foreign exchange derivatives | Options bought and sold (OTC)
   
Fair value of derivative instruments    
Notional amount 0 0
Positive replacement value (PRV) 0 0
Negative replacement value (NRV) 0 0
Hedging | Designated for hedge accounting | Foreign exchange derivatives | Futures
   
Fair value of derivative instruments    
Notional amount 0 0
Positive replacement value (PRV) 0 0
Negative replacement value (NRV) 0 0
Hedging | Designated for hedge accounting | Foreign exchange derivatives | Options bought and sold (exchange traded)
   
Fair value of derivative instruments    
Notional amount 0 0
Positive replacement value (PRV) 0 0
Negative replacement value (NRV) 0 0
Hedging | Designated for hedge accounting | Precious metals products
   
Fair value of derivative instruments    
Notional amount 0 0
Positive replacement value (PRV) 0 0
Negative replacement value (NRV) 0 0
Hedging | Designated for hedge accounting | Precious metals products | Forwards
   
Fair value of derivative instruments    
Notional amount 0 0
Positive replacement value (PRV) 0 0
Negative replacement value (NRV) 0 0
Hedging | Designated for hedge accounting | Precious metals products | Options bought and sold (OTC)
   
Fair value of derivative instruments    
Notional amount 0 0
Positive replacement value (PRV) 0 0
Negative replacement value (NRV) 0 0
Hedging | Designated for hedge accounting | Precious metals products | Futures
   
Fair value of derivative instruments    
Notional amount 0 0
Positive replacement value (PRV) 0 0
Negative replacement value (NRV) 0 0
Hedging | Designated for hedge accounting | Equity/Index-related products:
   
Fair value of derivative instruments    
Notional amount 0 0
Positive replacement value (PRV) 0 0
Negative replacement value (NRV) 0 0
Hedging | Designated for hedge accounting | Equity/Index-related products: | Forwards
   
Fair value of derivative instruments    
Notional amount 0 0
Positive replacement value (PRV) 0 0
Negative replacement value (NRV) 0 0
Hedging | Designated for hedge accounting | Equity/Index-related products: | Swaps
   
Fair value of derivative instruments    
Notional amount 0 0
Positive replacement value (PRV) 0 0
Negative replacement value (NRV) 0 0
Hedging | Designated for hedge accounting | Equity/Index-related products: | Options bought and sold (OTC)
   
Fair value of derivative instruments    
Notional amount 0 0
Positive replacement value (PRV) 0 0
Negative replacement value (NRV) 0 0
Hedging | Designated for hedge accounting | Equity/Index-related products: | Futures
   
Fair value of derivative instruments    
Notional amount 0 0
Positive replacement value (PRV) 0 0
Negative replacement value (NRV) 0 0
Hedging | Designated for hedge accounting | Equity/Index-related products: | Options bought and sold (exchange traded)
   
Fair value of derivative instruments    
Notional amount 0 0
Positive replacement value (PRV) 0 0
Negative replacement value (NRV) 0 0
Hedging | Designated for hedge accounting | Credit derivatives
   
Fair value of derivative instruments    
Notional amount 0 0
Positive replacement value (PRV) 0 0
Negative replacement value (NRV) 0 0
Hedging | Designated for hedge accounting | Other products.
   
Fair value of derivative instruments    
Notional amount 0 0
Positive replacement value (PRV) 0 0
Negative replacement value (NRV) 0 0
Hedging | Designated for hedge accounting | Other products. | Forwards
   
Fair value of derivative instruments    
Notional amount 0 0
Positive replacement value (PRV) 0 0
Negative replacement value (NRV) 0 0
Hedging | Designated for hedge accounting | Other products. | Swaps
   
Fair value of derivative instruments    
Notional amount 0 0
Positive replacement value (PRV) 0 0
Negative replacement value (NRV) 0 0
Hedging | Designated for hedge accounting | Other products. | Options bought and sold (OTC)
   
Fair value of derivative instruments    
Notional amount 0 0
Positive replacement value (PRV) 0 0
Negative replacement value (NRV) 0 0
Hedging | Designated for hedge accounting | Other products. | Futures
   
Fair value of derivative instruments    
Notional amount 0 0
Positive replacement value (PRV) 0 0
Negative replacement value (NRV) 0 0
Hedging | Designated for hedge accounting | Other products. | Options bought and sold (exchange traded)
   
Fair value of derivative instruments    
Notional amount 0 0
Positive replacement value (PRV) 0 0
Negative replacement value (NRV) 0 0