XML 98 R64.htm IDEA: XBRL DOCUMENT v3.20.2
Derivative Instruments Derivatives 2 - FV Gains and Losses (Details) - USD ($)
$ in Millions
3 Months Ended 9 Months Ended
Sep. 30, 2020
Sep. 30, 2019
Sep. 30, 2020
Sep. 30, 2019
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative Fair Value Gain (Loss) on Derivative, Net $ (294) $ (668) $ (2,228) $ (2,216)
Net contractual interest expense on interest-rate swaps 6,656 5,348 17,780 15,371
Pay-fixed Swap        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative Fair Value Gain (Loss) on Derivative, Net 634 (1,414) (3,489) (4,913)
Receive-fixed Swap        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative Fair Value Gain (Loss) on Derivative, Net (550) 966 2,984 4,131
Basis Swap        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative Fair Value Gain (Loss) on Derivative, Net (5) 24 68 75
Foreign Currency Swap        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative Fair Value Gain (Loss) on Derivative, Net 23 (11) (11) (9)
Pay-fixed Swaption        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative Fair Value Gain (Loss) on Derivative, Net 2 (110) (159) (430)
Receive-fixed Swaption        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative Fair Value Gain (Loss) on Derivative, Net (60) 209 597 309
Future [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative Fair Value Gain (Loss) on Derivative, Net 0 42 (75) 296
Risk Management Derivatives        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative Fair Value Gain (Loss) on Derivative, Net (2) (484) (301) (1,239)
Net contractual interest expense on interest-rate swaps (46) (190) (216) (698)
Mortgage commitment derivatives        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative Fair Value Gain (Loss) on Derivative, Net (672) (177) (2,327) (946)
Other        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative Fair Value Gain (Loss) on Derivative, Net $ 380 $ (7) $ 400 $ (31)