XML 104 R71.htm IDEA: XBRL DOCUMENT v3.20.2
Derivative Instruments Derivatives 1 - Notional and FV Position (Details) - USD ($)
$ in Millions
Jun. 30, 2020
Dec. 31, 2019
Asset Derivatives [Abstract]    
Notional amount $ 441,661 $ 243,475
Derivative asset, estimated fair value 904 271
Netting adjustment (2,108) (1,288)
Liability Derivatives [Abstract]    
Notional amount 277,818 196,666
Derivative liability, estimated fair value (1,380) (435)
Netting adjustment 2,396 1,694
Table Footnote [Abstract]    
Cash collateral posted for derivative instruments 1,200 1,000
Cash collateral received for derivative instruments 906 635
Pay-fixed Swap    
Asset Derivatives [Abstract]    
Notional amount 98,953 41,052
Derivative asset, estimated fair value 0 0
Liability Derivatives [Abstract]    
Notional amount 28,553 29,178
Derivative liability, estimated fair value (1,747) (970)
Receive-fixed Swap    
Asset Derivatives [Abstract]    
Notional amount 131,314 73,579
Derivative asset, estimated fair value 1,143 816
Liability Derivatives [Abstract]    
Notional amount 4,851 26,382
Derivative liability, estimated fair value (3) (62)
Basis Swap    
Asset Derivatives [Abstract]    
Notional amount 250 273
Derivative asset, estimated fair value 222 149
Liability Derivatives [Abstract]    
Notional amount 0 0
Derivative liability, estimated fair value 0 0
Foreign Currency Swap    
Asset Derivatives [Abstract]    
Notional amount 215 229
Derivative asset, estimated fair value 32 39
Liability Derivatives [Abstract]    
Notional amount 217 232
Derivative liability, estimated fair value (91) (65)
Pay-fixed Swaption    
Asset Derivatives [Abstract]    
Notional amount 4,600 4,600
Derivative asset, estimated fair value 6 18
Liability Derivatives [Abstract]    
Notional amount 5,875 6,375
Derivative liability, estimated fair value (340) (219)
Receive-fixed Swaption    
Asset Derivatives [Abstract]    
Notional amount 6,625 2,875
Derivative asset, estimated fair value 648 106
Liability Derivatives [Abstract]    
Notional amount 350 4,600
Derivative liability, estimated fair value (134) (232)
Future [Member]    
Asset Derivatives [Abstract]    
Notional amount 15,982 20,507
Derivative asset, estimated fair value 0 0
Liability Derivatives [Abstract]    
Notional amount 0 0
Derivative liability, estimated fair value 0 0
Risk Management Derivatives    
Asset Derivatives [Abstract]    
Notional amount 257,939 143,115
Derivative asset, estimated fair value 2,051 1,128
Accrued interest receivable (payable) 109 226
Netting adjustment (2,108) (1,288)
Total net risk management derivatives 52 66
Liability Derivatives [Abstract]    
Notional amount 39,846 66,767
Derivative liability, estimated fair value (2,315) (1,548)
Accrued interest receivable (payable) (193) (250)
Netting adjustment 2,396 1,694
Total net risk management derivatives (112) (104)
Mortgage commitments to purchase whole loans    
Asset Derivatives [Abstract]    
Notional amount 41,032 7,115
Derivative asset, estimated fair value 175 15
Liability Derivatives [Abstract]    
Notional amount 1,141 1,787
Derivative liability, estimated fair value (1) (1)
Forward contracts to purchase mortgage-related securities    
Asset Derivatives [Abstract]    
Notional amount 106,225 55,531
Derivative asset, estimated fair value 571 137
Liability Derivatives [Abstract]    
Notional amount 13,080 9,560
Derivative liability, estimated fair value (21) (28)
Forward contracts to sell mortgage-related securities    
Asset Derivatives [Abstract]    
Notional amount 12,131 9,282
Derivative asset, estimated fair value 21 13
Liability Derivatives [Abstract]    
Notional amount 212,592 109,066
Derivative liability, estimated fair value (1,202) (277)
Mortgage commitment derivatives    
Asset Derivatives [Abstract]    
Notional amount 159,388 71,928
Derivative asset, estimated fair value 767 165
Netting adjustment 0 0
Liability Derivatives [Abstract]    
Notional amount 226,813 120,413
Derivative liability, estimated fair value (1,224) (306)
Netting adjustment 0 0
Other    
Asset Derivatives [Abstract]    
Notional amount 24,334 28,432
Derivative asset, estimated fair value 85 40
Liability Derivatives [Abstract]    
Notional amount 11,159 9,486
Derivative liability, estimated fair value $ (44) $ (25)