XML 97 R63.htm IDEA: XBRL DOCUMENT v3.20.2
Derivative Instruments Derivatives 1 - Notional and FV Position (Details) - USD ($)
$ in Millions
Sep. 30, 2020
Dec. 31, 2019
Asset Derivatives [Abstract]    
Notional amount $ 512,313 $ 243,475
Derivative asset, estimated fair value 1,038 271
Netting adjustment (2,037) (1,288)
Liability Derivatives [Abstract]    
Notional amount 340,487 196,666
Derivative liability, estimated fair value (965) (435)
Netting adjustment 2,053 1,694
Table Footnote [Abstract]    
Cash collateral posted for derivative instruments 991 1,000
Cash collateral received for derivative instruments 975 635
Pay-fixed Swap    
Asset Derivatives [Abstract]    
Notional amount 110,215 41,052
Derivative asset, estimated fair value 0 0
Liability Derivatives [Abstract]    
Notional amount 25,728 29,178
Derivative liability, estimated fair value (1,297) (970)
Receive-fixed Swap    
Asset Derivatives [Abstract]    
Notional amount 109,774 73,579
Derivative asset, estimated fair value 1,082 816
Liability Derivatives [Abstract]    
Notional amount 19,213 26,382
Derivative liability, estimated fair value (54) (62)
Basis Swap    
Asset Derivatives [Abstract]    
Notional amount 250 273
Derivative asset, estimated fair value 218 149
Liability Derivatives [Abstract]    
Notional amount 0 0
Derivative liability, estimated fair value 0 0
Foreign Currency Swap    
Asset Derivatives [Abstract]    
Notional amount 224 229
Derivative asset, estimated fair value 41 39
Liability Derivatives [Abstract]    
Notional amount 226 232
Derivative liability, estimated fair value (78) (65)
Pay-fixed Swaption    
Asset Derivatives [Abstract]    
Notional amount 5,400 4,600
Derivative asset, estimated fair value 10 18
Liability Derivatives [Abstract]    
Notional amount 5,525 6,375
Derivative liability, estimated fair value (341) (219)
Receive-fixed Swaption    
Asset Derivatives [Abstract]    
Notional amount 6,625 2,875
Derivative asset, estimated fair value 591 106
Liability Derivatives [Abstract]    
Notional amount 800 4,600
Derivative liability, estimated fair value (138) (232)
Future [Member]    
Asset Derivatives [Abstract]    
Notional amount 55,004 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 287,492 143,115
Derivative asset, estimated fair value 1,942 1,128
Accrued interest receivable (payable) 111 226
Netting adjustment (2,037) (1,288)
Total net risk management derivatives 16 66
Liability Derivatives [Abstract]    
Notional amount 51,492 66,767
Derivative liability, estimated fair value (1,908) (1,548)
Accrued interest receivable (payable) (230) (250)
Netting adjustment 2,053 1,694
Total net risk management derivatives (85) (104)
Mortgage commitments to purchase whole loans    
Asset Derivatives [Abstract]    
Notional amount 36,756 7,115
Derivative asset, estimated fair value 93 15
Liability Derivatives [Abstract]    
Notional amount 9,180 1,787
Derivative liability, estimated fair value (13) (1)
Forward contracts to purchase mortgage-related securities    
Asset Derivatives [Abstract]    
Notional amount 122,096 55,531
Derivative asset, estimated fair value 402 137
Liability Derivatives [Abstract]    
Notional amount 37,607 9,560
Derivative liability, estimated fair value (70) (28)
Forward contracts to sell mortgage-related securities    
Asset Derivatives [Abstract]    
Notional amount 45,165 9,282
Derivative asset, estimated fair value 68 13
Liability Derivatives [Abstract]    
Notional amount 232,148 109,066
Derivative liability, estimated fair value (759) (277)
Mortgage commitment derivatives    
Asset Derivatives [Abstract]    
Notional amount 204,017 71,928
Derivative asset, estimated fair value 563 165
Netting adjustment 0 0
Liability Derivatives [Abstract]    
Notional amount 278,935 120,413
Derivative liability, estimated fair value (842) (306)
Netting adjustment 0 0
Other    
Asset Derivatives [Abstract]    
Notional amount 20,804 28,432
Derivative asset, estimated fair value 459 40
Liability Derivatives [Abstract]    
Notional amount 10,060 9,486
Derivative liability, estimated fair value $ (38) $ (25)