XML 40 R75.htm IDEA: XBRL DOCUMENT v3.3.0.814
Derivatives (Primary Risks) (Details) - USD ($)
$ in Millions
Sep. 30, 2015
Dec. 31, 2014
Derivatives, Fair Value [Line Items]    
Gross Notional Amount $ 389,787 $ 415,598
Estimated Fair Value Assets 15,515 13,452
Estimated Fair Value Liabilities 7,354 7,022
Derivatives Designated as Hedging Instruments    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 45,963 42,713
Estimated Fair Value Assets 4,476 3,993
Estimated Fair Value Liabilities 2,054 1,353
Derivatives Designated as Hedging Instruments | Fair Value Hedges [Member]    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 11,123 11,087
Estimated Fair Value Assets 2,381 2,129
Estimated Fair Value Liabilities 287 412
Derivatives Designated as Hedging Instruments | Fair Value Hedges [Member] | Interest rate swaps    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 5,922 6,044
Estimated Fair Value Assets 2,294 2,064
Estimated Fair Value Liabilities 19 21
Derivatives Designated as Hedging Instruments | Fair Value Hedges [Member] | Foreign currency swaps    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 3,116 2,708
Estimated Fair Value Assets 87 65
Estimated Fair Value Liabilities 230 100
Derivatives Designated as Hedging Instruments | Fair Value Hedges [Member] | Foreign currency forwards    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 2,085 2,335
Estimated Fair Value Assets 0 0
Estimated Fair Value Liabilities 38 291
Derivatives Designated as Hedging Instruments | Cash Flow Hedges [Member]    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 24,205 21,110
Estimated Fair Value Assets 1,724 1,154
Estimated Fair Value Liabilities 1,748 930
Derivatives Designated as Hedging Instruments | Cash Flow Hedges [Member] | Interest rate swaps    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 2,488 2,560
Estimated Fair Value Assets 557 528
Estimated Fair Value Liabilities 0 0
Derivatives Designated as Hedging Instruments | Cash Flow Hedges [Member] | Interest rate forwards    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 105 225
Estimated Fair Value Assets 26 63
Estimated Fair Value Liabilities 0 0
Derivatives Designated as Hedging Instruments | Cash Flow Hedges [Member] | Foreign currency swaps    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 21,612 18,325
Estimated Fair Value Assets 1,141 563
Estimated Fair Value Liabilities 1,748 930
Derivatives Designated as Hedging Instruments | Foreign Operations Hedges [Member]    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 10,635 10,516
Estimated Fair Value Assets 371 710
Estimated Fair Value Liabilities 19 11
Derivatives Designated as Hedging Instruments | Foreign Operations Hedges [Member] | Foreign currency forwards    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 3,866 4,097
Estimated Fair Value Assets 78 295
Estimated Fair Value Liabilities 7 11
Derivatives Designated as Hedging Instruments | Foreign Operations Hedges [Member] | Currency options    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 6,769 6,419
Estimated Fair Value Assets 293 415
Estimated Fair Value Liabilities 12 0
Derivatives Not Designated or Not Qualifying as Hedging Instruments    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 343,824 372,885
Estimated Fair Value Assets 11,039 9,459
Estimated Fair Value Liabilities 5,300 5,669
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Interest rate swaps    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 89,232 93,266
Estimated Fair Value Assets 5,305 4,570
Estimated Fair Value Liabilities 2,518 2,051
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Interest rate floors    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 27,337 55,645
Estimated Fair Value Assets 395 440
Estimated Fair Value Liabilities 93 199
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Interest rate caps    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 54,018 49,128
Estimated Fair Value Assets 75 145
Estimated Fair Value Liabilities 2 1
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Interest rate futures    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 3,874 2,707
Estimated Fair Value Assets 3 4
Estimated Fair Value Liabilities 9 9
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Interest rate options    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 35,336 48,078
Estimated Fair Value Assets 1,623 1,241
Estimated Fair Value Liabilities 20 75
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Synthetic GICs    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 4,223 4,298
Estimated Fair Value Assets 0 0
Estimated Fair Value Liabilities 0 0
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Foreign currency swaps    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 11,062 11,041
Estimated Fair Value Assets 669 447
Estimated Fair Value Liabilities 465 385
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Foreign currency forwards    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 12,158 13,206
Estimated Fair Value Assets 220 127
Estimated Fair Value Liabilities 230 791
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Currency futures    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 2,495 522
Estimated Fair Value Assets 1 2
Estimated Fair Value Liabilities 1 0
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Currency options    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 9,443 8,324
Estimated Fair Value Assets 502 585
Estimated Fair Value Liabilities 229 340
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Credit default swaps — purchased    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 2,274 2,830
Estimated Fair Value Assets 27 8
Estimated Fair Value Liabilities 34 34
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Credit default swaps — written    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 10,458 10,527
Estimated Fair Value Assets 58 181
Estimated Fair Value Liabilities 11 6
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Equity futures    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 6,748 6,073
Estimated Fair Value Assets 23 65
Estimated Fair Value Liabilities 82 2
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Equity index options    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 46,447 39,345
Estimated Fair Value Assets 1,681 1,426
Estimated Fair Value Liabilities 920 1,036
Derivatives Not Designated or Not Qualifying as Hedging Instruments | Equity variance swaps    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 24,872 24,598
Estimated Fair Value Assets 209 196
Estimated Fair Value Liabilities 682 639
Derivatives Not Designated or Not Qualifying as Hedging Instruments | TRRs    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 3,847 3,297
Estimated Fair Value Assets 248 22
Estimated Fair Value Liabilities $ 4 $ 101