XML 107 R93.htm IDEA: XBRL DOCUMENT v3.3.1.900
Derivative Instruments Derivatives 1 - Notional and FV Position (Details) - USD ($)
$ in Millions
Dec. 31, 2015
Dec. 31, 2014
Asset Derivatives [Abstract]    
Notional amount $ 175,667 $ 183,204
Derivative asset, estimated fair value 894 1,485
Netting adjustment (4,024) (5,186)
Derivative Liabilities [Abstract]    
Notional amount 375,704 408,714
Derivative liability, estimated fair value (424) (614)
Netting adjustment 8,650 10,194
Table Footnote [Abstract]    
Cash collateral posted for derivative instruments 4,900 5,300
Cash collateral received for derivative instruments 314 245
Risk management derivatives [Member]    
Asset Derivatives [Abstract]    
Notional amount 113,355 128,628
Derivative asset, estimated fair value 4,020 5,667
Accrued interest receivable 758 749
Netting adjustment (4,024) (5,186)
Total net risk management derivatives - Asset 754 1,230
Derivative Liabilities [Abstract]    
Notional amount 312,573 344,264
Derivative liability, estimated fair value (7,939) (9,451)
Accrued interest payable (977) (1,013)
Netting adjustment 8,650 10,194
Total net risk management derivatives - Liability (266) (270)
Risk management derivatives [Member] | Pay-fixed Swap [Member]    
Asset Derivatives [Abstract]    
Notional amount 33,154 41,965
Derivative asset, estimated fair value 267 733
Derivative Liabilities [Abstract]    
Notional amount 123,106 123,557
Derivative liability, estimated fair value (6,920) (7,125)
Risk management derivatives [Member] | Receive-fixed Swap [Member]    
Asset Derivatives [Abstract]    
Notional amount 59,796 67,629
Derivative asset, estimated fair value 3,436 4,486
Derivative Liabilities [Abstract]    
Notional amount 143,209 157,272
Derivative liability, estimated fair value (753) (1,302)
Risk management derivatives [Member] | Basis Swap [Member]    
Asset Derivatives [Abstract]    
Notional amount 1,864 5,769
Derivative asset, estimated fair value 141 123
Derivative Liabilities [Abstract]    
Notional amount 17,100 7,100
Derivative liability, estimated fair value (15) (2)
Risk management derivatives [Member] | Foreign Currency Swap [Member]    
Asset Derivatives [Abstract]    
Notional amount 295 344
Derivative asset, estimated fair value 95 144
Derivative Liabilities [Abstract]    
Notional amount 258 273
Derivative liability, estimated fair value (52) (30)
Risk management derivatives [Member] | Pay-fixed Swaption [Member]    
Asset Derivatives [Abstract]    
Notional amount 7,050 11,100
Derivative asset, estimated fair value 45 57
Derivative Liabilities [Abstract]    
Notional amount 14,950 26,525
Derivative liability, estimated fair value (26) (175)
Risk management derivatives [Member] | Receive-fixed Swaption [Member]    
Asset Derivatives [Abstract]    
Notional amount 2,000 750
Derivative asset, estimated fair value 8 96
Derivative Liabilities [Abstract]    
Notional amount 13,950 29,525
Derivative liability, estimated fair value (171) (816)
Risk management derivatives [Member] | Other [Member]    
Asset Derivatives [Abstract]    
Notional amount 9,196 1,071
Derivative asset, estimated fair value 28 28
Derivative Liabilities [Abstract]    
Notional amount 0 12
Derivative liability, estimated fair value (2) (1)
Mortgage commitment derivatives [Member]    
Asset Derivatives [Abstract]    
Notional amount 62,312 54,576
Derivative asset, estimated fair value 140 255
Netting adjustment 0 0
Derivative Liabilities [Abstract]    
Notional amount 63,131 64,450
Derivative liability, estimated fair value (158) (344)
Netting adjustment 0 0
Mortgage commitment derivatives [Member] | Mortgage Commitments to Purchase Whole Loans [Member]    
Asset Derivatives [Abstract]    
Notional amount 4,815 6,157
Derivative asset, estimated fair value 9 28
Derivative Liabilities [Abstract]    
Notional amount 2,960 428
Derivative liability, estimated fair value (9) 0
Mortgage commitment derivatives [Member] | Forward Contracts to Purchase Mortgage-related Securities [Member]    
Asset Derivatives [Abstract]    
Notional amount 31,273 43,533
Derivative asset, estimated fair value 66 223
Derivative Liabilities [Abstract]    
Notional amount 19,418 6,112
Derivative liability, estimated fair value (57) (8)
Mortgage commitment derivatives [Member] | Forward Contracts to Sell Mortgage-related Securities [Member]    
Asset Derivatives [Abstract]    
Notional amount 26,224 4,886
Derivative asset, estimated fair value 65 4
Derivative Liabilities [Abstract]    
Notional amount 40,753 57,910
Derivative liability, estimated fair value $ (92) $ (336)