XML 135 R80.htm IDEA: XBRL DOCUMENT v3.20.2
Derivatives - Derivative Gains and Losses (Details) - USD ($)
$ in Millions
3 Months Ended 9 Months Ended
Sep. 30, 2020
Sep. 30, 2019
Sep. 30, 2020
Sep. 30, 2019
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative gains (losses) $ (337) $ (1,217) $ (4,600) $ (4,912)
Accrual of periodic settlements        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative gains (losses) (540) (47) (1,045) (143)
Accrual of periodic settlements | Receive-fixed        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative gains (losses) 917 39 1,746 (32)
Accrual of periodic settlements | Pay-fixed        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative gains (losses) (1,521) (126) (2,959) (220)
Accrual of periodic settlements | Other        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative gains (losses) 64 40 168 109
Not Designated as Hedging Instrument, Economic Hedge | Derivative gains (losses) excluding accrual of periodic settlements | Interest Rate Swaps        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative gains (losses) 1,048 (1,809) (2,815) (4,565)
Not Designated as Hedging Instrument, Economic Hedge | Derivative gains (losses) excluding accrual of periodic settlements | Receive-fixed        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative gains (losses) (1,755) 2,060 13,862 7,580
Not Designated as Hedging Instrument, Economic Hedge | Derivative gains (losses) excluding accrual of periodic settlements | Pay-fixed        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative gains (losses) 2,796 (3,866) (16,677) (12,152)
Not Designated as Hedging Instrument, Economic Hedge | Derivative gains (losses) excluding accrual of periodic settlements | Basis (floating to floating)        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative gains (losses) 7 (3) 0 7
Not Designated as Hedging Instrument, Economic Hedge | Derivative gains (losses) excluding accrual of periodic settlements | Option-based        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative gains (losses) (543) 947 2,974 1,408
Not Designated as Hedging Instrument, Economic Hedge | Derivative gains (losses) excluding accrual of periodic settlements | Call swaptions | Purchased        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative gains (losses) (533) 1,398 3,733 2,981
Not Designated as Hedging Instrument, Economic Hedge | Derivative gains (losses) excluding accrual of periodic settlements | Call swaptions | Written        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative gains (losses) 52 (109) (340) (343)
Not Designated as Hedging Instrument, Economic Hedge | Derivative gains (losses) excluding accrual of periodic settlements | Put swaptions | Purchased        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative gains (losses) 43 (355) (579) (1,406)
Not Designated as Hedging Instrument, Economic Hedge | Derivative gains (losses) excluding accrual of periodic settlements | Put swaptions | Written        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative gains (losses) (15) 19 112 83
Not Designated as Hedging Instrument, Economic Hedge | Derivative gains (losses) excluding accrual of periodic settlements | Options on futures        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative gains (losses) (13) 0 (19) 0
Not Designated as Hedging Instrument, Economic Hedge | Derivative gains (losses) excluding accrual of periodic settlements | Other option-based derivatives        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative gains (losses) (77) (6) 67 93
Not Designated as Hedging Instrument, Economic Hedge | Derivative gains (losses) excluding accrual of periodic settlements | Other Derivatives        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative gains (losses) (302) (308) (3,714) (1,612)
Not Designated as Hedging Instrument, Economic Hedge | Derivative gains (losses) excluding accrual of periodic settlements | Futures        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative gains (losses) (33) (262) (2,481) (1,283)
Not Designated as Hedging Instrument, Economic Hedge | Derivative gains (losses) excluding accrual of periodic settlements | Commitments        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative gains (losses) (335) (54) (1,457) (366)
Not Designated as Hedging Instrument, Economic Hedge | Derivative gains (losses) excluding accrual of periodic settlements | Credit derivatives        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative gains (losses) 48 0 169 1
Not Designated as Hedging Instrument, Economic Hedge | Derivative gains (losses) excluding accrual of periodic settlements | Other        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative gains (losses) $ 18 $ 8 $ 55 $ 36