XML 181 R126.htm IDEA: XBRL DOCUMENT v3.3.1.900
Derivatives (Primary Risks) (Details) - USD ($)
$ in Millions
Dec. 31, 2015
Dec. 31, 2014
Derivatives, Fair Value [Line Items]    
Gross Notional Amount $ 404,844 $ 415,598
Estimated Fair Value Assets 14,406 13,452
Estimated Fair Value Liabilities 7,049 7,022
Derivatives Designated as Hedging Instruments [Member]    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 46,808 42,713
Estimated Fair Value Assets 4,358 3,993
Estimated Fair Value Liabilities 2,074 1,353
Derivatives Designated as Hedging Instruments [Member] | Fair Value Hedges [Member]    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 9,367 11,087
Estimated Fair Value Assets 2,277 2,129
Estimated Fair Value Liabilities 223 412
Derivatives Designated as Hedging Instruments [Member] | Fair Value Hedges [Member] | Interest rate swaps    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 5,528 6,044
Estimated Fair Value Assets 2,215 2,064
Estimated Fair Value Liabilities 12 21
Derivatives Designated as Hedging Instruments [Member] | Fair Value Hedges [Member] | Foreign currency swaps    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 2,154 2,708
Estimated Fair Value Assets 62 65
Estimated Fair Value Liabilities 159 100
Derivatives Designated as Hedging Instruments [Member] | Fair Value Hedges [Member] | Foreign currency forwards    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 1,685 2,335
Estimated Fair Value Assets 0 0
Estimated Fair Value Liabilities 52 291
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedges [Member]    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 25,956 21,110
Estimated Fair Value Assets 1,813 1,154
Estimated Fair Value Liabilities 1,803 930
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedges [Member] | Interest rate swaps    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 2,190 2,560
Estimated Fair Value Assets 487 528
Estimated Fair Value Liabilities 0 0
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedges [Member] | Interest rate forwards    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 105 225
Estimated Fair Value Assets 23 63
Estimated Fair Value Liabilities 0 0
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedges [Member] | Foreign currency swaps    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 23,661 18,325
Estimated Fair Value Assets 1,303 563
Estimated Fair Value Liabilities 1,803 930
Derivatives Designated as Hedging Instruments [Member] | Foreign Operations Hedges [Member]    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 11,485 10,516
Estimated Fair Value Assets 268 710
Estimated Fair Value Liabilities 48 11
Derivatives Designated as Hedging Instruments [Member] | Foreign Operations Hedges [Member] | Foreign currency forwards    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 3,916 4,097
Estimated Fair Value Assets 63 295
Estimated Fair Value Liabilities 12 11
Derivatives Designated as Hedging Instruments [Member] | Foreign Operations Hedges [Member] | Currency options    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 7,569 6,419
Estimated Fair Value Assets 205 415
Estimated Fair Value Liabilities 36 0
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member]    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 358,036 372,885
Estimated Fair Value Assets 10,048 9,459
Estimated Fair Value Liabilities 4,975 5,669
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Interest rate swaps    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 89,336 93,266
Estimated Fair Value Assets 5,111 4,570
Estimated Fair Value Liabilities 2,247 2,051
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Interest rate forwards    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 43 0
Estimated Fair Value Assets 1 0
Estimated Fair Value Liabilities 0 0
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Interest rate floors    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 23,837 55,645
Estimated Fair Value Assets 311 440
Estimated Fair Value Liabilities 48 199
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Interest rate caps    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 68,928 49,128
Estimated Fair Value Assets 105 145
Estimated Fair Value Liabilities 3 1
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Interest rate futures    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 5,808 2,707
Estimated Fair Value Assets 4 4
Estimated Fair Value Liabilities 7 9
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Interest rate options    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 30,234 48,078
Estimated Fair Value Assets 1,177 1,241
Estimated Fair Value Liabilities 30 75
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Synthetic GICs    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 4,216 4,298
Estimated Fair Value Assets 0 0
Estimated Fair Value Liabilities 0 0
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Foreign currency swaps    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 11,081 11,041
Estimated Fair Value Assets 766 447
Estimated Fair Value Liabilities 431 385
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Foreign currency forwards    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 11,724 13,206
Estimated Fair Value Assets 154 127
Estimated Fair Value Liabilities 220 791
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Currency futures    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 930 522
Estimated Fair Value Assets 0 2
Estimated Fair Value Liabilities 0 0
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Currency options    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 9,590 8,324
Estimated Fair Value Assets 466 585
Estimated Fair Value Liabilities 189 340
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Credit default swaps — purchased    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 1,870 2,830
Estimated Fair Value Assets 28 8
Estimated Fair Value Liabilities 34 34
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Credit default swaps — written    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 10,311 10,527
Estimated Fair Value Assets 78 181
Estimated Fair Value Liabilities 13 6
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Equity futures    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 7,206 6,073
Estimated Fair Value Assets 63 65
Estimated Fair Value Liabilities 18 2
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Equity index options    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 55,682 39,345
Estimated Fair Value Assets 1,542 1,426
Estimated Fair Value Liabilities 1,041 1,036
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Equity variance swaps    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 23,437 24,598
Estimated Fair Value Assets 195 196
Estimated Fair Value Liabilities 636 639
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Total rate of return swaps [Member]    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 3,803 3,297
Estimated Fair Value Assets 47 22
Estimated Fair Value Liabilities $ 58 $ 101