XML 151 R138.htm IDEA: XBRL DOCUMENT v3.8.0.1
Derivatives (Primary Risks) (Details) - USD ($)
$ in Millions
Dec. 31, 2016
Dec. 31, 2015
Derivatives, Fair Value [Line Items]    
Gross Notional Amount $ 286,643 $ 271,492
Estimated Fair Value Assets 12,139 10,489
Estimated Fair Value Liabilities 6,921 5,267
Derivatives Designated as Hedging Instruments [Member]    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 50,351 45,069
Estimated Fair Value Assets 4,652 4,106
Estimated Fair Value Liabilities 2,792 2,070
Derivatives Designated as Hedging Instruments [Member] | Fair Value Hedges [Member]    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 7,327 8,947
Estimated Fair Value Assets 2,255 2,239
Estimated Fair Value Liabilities 284 222
Derivatives Designated as Hedging Instruments [Member] | Fair Value Hedges [Member] | Interest rate swaps    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 5,021 5,108
Estimated Fair Value Assets 2,221 2,177
Estimated Fair Value Liabilities 6 11
Derivatives Designated as Hedging Instruments [Member] | Fair Value Hedges [Member] | Foreign currency swaps    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 1,221 2,154
Estimated Fair Value Assets 34 62
Estimated Fair Value Liabilities 224 159
Derivatives Designated as Hedging Instruments [Member] | Fair Value Hedges [Member] | Foreign currency forwards    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 1,085 1,685
Estimated Fair Value Assets 0 0
Estimated Fair Value Liabilities 54 52
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedges [Member]    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 32,752 24,637
Estimated Fair Value Assets 2,202 1,599
Estimated Fair Value Liabilities 2,458 1,800
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedges [Member] | Interest rate swaps    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 2,040 1,960
Estimated Fair Value Assets 325 427
Estimated Fair Value Liabilities 34 0
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedges [Member] | Interest rate forwards    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 4,032 70
Estimated Fair Value Assets 0 15
Estimated Fair Value Liabilities 370 0
Derivatives Designated as Hedging Instruments [Member] | Cash Flow Hedges [Member] | Foreign currency swaps    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 26,680 22,607
Estimated Fair Value Assets 1,877 1,157
Estimated Fair Value Liabilities 2,054 1,800
Derivatives Designated as Hedging Instruments [Member] | Foreign Operations Hedges [Member]    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 10,272 11,485
Estimated Fair Value Assets 195 268
Estimated Fair Value Liabilities 50 48
Derivatives Designated as Hedging Instruments [Member] | Foreign Operations Hedges [Member] | Foreign currency forwards    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 1,394 3,916
Estimated Fair Value Assets 47 63
Estimated Fair Value Liabilities 5 12
Derivatives Designated as Hedging Instruments [Member] | Foreign Operations Hedges [Member] | Currency options    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 8,878 7,569
Estimated Fair Value Assets 148 205
Estimated Fair Value Liabilities 45 36
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member]    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 236,292 226,423
Estimated Fair Value Assets 7,487 6,383
Estimated Fair Value Liabilities 4,129 3,197
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Interest rate swaps    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 53,349 66,202
Estimated Fair Value Assets 4,089 3,307
Estimated Fair Value Liabilities 1,641 1,609
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Interest rate forwards    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 613 43
Estimated Fair Value Assets 0 1
Estimated Fair Value Liabilities 25 0
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Interest rate floors    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 12,101 16,801
Estimated Fair Value Assets 181 278
Estimated Fair Value Liabilities 7 24
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Interest rate caps    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 78,358 55,136
Estimated Fair Value Assets 112 67
Estimated Fair Value Liabilities 2 3
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Interest rate futures    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 4,793 5,178
Estimated Fair Value Assets 3 2
Estimated Fair Value Liabilities 12 7
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Interest rate options    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 5,334 11,614
Estimated Fair Value Assets 628 705
Estimated Fair Value Liabilities 1 25
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Synthetic GICs    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 5,566 4,216
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 11,651 10,399
Estimated Fair Value Assets 1,445 687
Estimated Fair Value Liabilities 462 431
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Foreign currency forwards    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 15,422 11,539
Estimated Fair Value Assets 117 150
Estimated Fair Value Liabilities 977 219
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Currency futures    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 915 930
Estimated Fair Value Assets 0 0
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 3,615 9,590
Estimated Fair Value Assets 195 466
Estimated Fair Value Liabilities 17 189
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Credit default swaps — purchased    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 2,001 1,846
Estimated Fair Value Assets 14 28
Estimated Fair Value Liabilities 40 34
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Credit default swaps — written    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 10,732 8,185
Estimated Fair Value Assets 161 65
Estimated Fair Value Liabilities 9 12
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Equity futures    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 4,457 3,537
Estimated Fair Value Assets 30 26
Estimated Fair Value Liabilities 3 18
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Equity index options    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 16,527 11,647
Estimated Fair Value Assets 426 510
Estimated Fair Value Liabilities 523 415
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Equity variance swaps    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 8,263 8,571
Estimated Fair Value Assets 83 75
Estimated Fair Value Liabilities 240 202
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Total rate of return swaps [Member]    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 1,549 0
Estimated Fair Value Assets 2 0
Estimated Fair Value Liabilities 127 0
Derivatives Not Designated or Not Qualifying as Hedging Instruments [Member] | Equity Total Return Swaps [Member]    
Derivatives, Fair Value [Line Items]    
Gross Notional Amount 1,046 989
Estimated Fair Value Assets 1 16
Estimated Fair Value Liabilities $ 43 $ 9