XML 91 R60.htm IDEA: XBRL DOCUMENT v3.21.1
Derivative Instruments Derivatives 1 - Notional and FV Position (Details) - USD ($)
$ in Millions
Mar. 31, 2021
Dec. 31, 2020
Asset Derivatives [Abstract]    
Notional amount $ 435,855 $ 450,981
Derivative asset, estimated fair value 2,672 1,225
Netting adjustment (655) (905)
Liability Derivatives [Abstract]    
Notional amount 267,695 288,198
Derivative liability, estimated fair value (2,106) (1,495)
Netting adjustment 1,632 995
Table Footnote [Abstract]    
Cash collateral posted for derivative instruments 1,000 658
Cash collateral received for derivative instruments 35 568
Pay-fixed Swap    
Asset Derivatives [Abstract]    
Notional amount 68,674 88,361
Derivative asset, estimated fair value 0 0
Liability Derivatives [Abstract]    
Notional amount 9,636 11,461
Derivative liability, estimated fair value (482) (595)
Pay-fixed Swap | Fair Value Hedging | Designated as Hedging Instrument    
Asset Derivatives [Abstract]    
Notional amount 2,804 0
Derivative asset, estimated fair value 0 0
Liability Derivatives [Abstract]    
Notional amount 75 0
Derivative liability, estimated fair value (7) 0
Receive-fixed Swap    
Asset Derivatives [Abstract]    
Notional amount 45,635 92,315
Derivative asset, estimated fair value 167 233
Liability Derivatives [Abstract]    
Notional amount 46,039 33,919
Derivative liability, estimated fair value (1,035) (123)
Receive-fixed Swap | Fair Value Hedging | Designated as Hedging Instrument    
Asset Derivatives [Abstract]    
Notional amount 39,754 0
Derivative asset, estimated fair value 2 0
Liability Derivatives [Abstract]    
Notional amount 0 0
Derivative liability, estimated fair value 0 0
Basis Swap    
Asset Derivatives [Abstract]    
Notional amount 250 250
Derivative asset, estimated fair value 146 192
Liability Derivatives [Abstract]    
Notional amount 0 0
Derivative liability, estimated fair value 0 0
Foreign Currency Swap    
Asset Derivatives [Abstract]    
Notional amount 238 237
Derivative asset, estimated fair value 43 57
Liability Derivatives [Abstract]    
Notional amount 241 239
Derivative liability, estimated fair value (52) (58)
Pay-fixed Swaption    
Asset Derivatives [Abstract]    
Notional amount 5,690 5,530
Derivative asset, estimated fair value 124 37
Liability Derivatives [Abstract]    
Notional amount 375 2,025
Derivative liability, estimated fair value (16) (118)
Receive-fixed Swaption    
Asset Derivatives [Abstract]    
Notional amount 1,455 3,355
Derivative asset, estimated fair value 96 346
Liability Derivatives [Abstract]    
Notional amount 1,110 700
Derivative liability, estimated fair value (42) (16)
Future [Member]    
Asset Derivatives [Abstract]    
Notional amount 1,602 64,398
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 123,544 254,446
Derivative asset, estimated fair value 576 865
Accrued interest receivable (payable) 91 97
Netting adjustment (655) (905)
Liability Derivatives [Abstract]    
Notional amount 57,401 48,344
Derivative liability, estimated fair value (1,627) (910)
Accrued interest (receivable) payable (86) (105)
Netting adjustment 1,632 995
Risk Management Derivatives | Not Designated as Hedging Instrument, Economic Hedge    
Asset Derivatives [Abstract]    
Notional amount 123,544 254,446
Total net risk management derivatives 667 962
Liability Derivatives [Abstract]    
Notional amount 57,401 48,344
Total net risk management derivatives (1,713) (1,015)
Risk Management Derivatives | Fair Value Hedging | Designated as Hedging Instrument    
Asset Derivatives [Abstract]    
Accrued interest receivable (payable) 1 0
Liability Derivatives [Abstract]    
Accrued interest (receivable) payable 0 0
Mortgage commitments to purchase whole loans    
Asset Derivatives [Abstract]    
Notional amount 9,456 35,292
Derivative asset, estimated fair value 5 145
Liability Derivatives [Abstract]    
Notional amount 22,709 51
Derivative liability, estimated fair value (237) 0
Forward contracts to purchase mortgage-related securities    
Asset Derivatives [Abstract]    
Notional amount 26,155 144,215
Derivative asset, estimated fair value 57 844
Liability Derivatives [Abstract]    
Notional amount 145,335 607
Derivative liability, estimated fair value (1,689) 0
Forward contracts to sell mortgage-related securities    
Asset Derivatives [Abstract]    
Notional amount 220,063 199
Derivative asset, estimated fair value 2,534 0
Liability Derivatives [Abstract]    
Notional amount 31,765 227,828
Derivative liability, estimated fair value (46) (1,426)
Mortgage commitment derivatives    
Asset Derivatives [Abstract]    
Notional amount 255,674 179,706
Derivative asset, estimated fair value 2,596 989
Netting adjustment 0 0
Liability Derivatives [Abstract]    
Notional amount 199,809 228,486
Derivative liability, estimated fair value (1,972) (1,426)
Netting adjustment 0 0
Other    
Asset Derivatives [Abstract]    
Notional amount 14,079 16,829
Derivative asset, estimated fair value 61 179
Liability Derivatives [Abstract]    
Notional amount 10,410 11,368
Derivative liability, estimated fair value (46) (49)
Fair Value Hedging | Designated as Hedging Instrument    
Asset Derivatives [Abstract]    
Notional amount 42,558 0
Derivative asset, estimated fair value 3 0
Liability Derivatives [Abstract]    
Notional amount 75 0
Derivative liability, estimated fair value (7) 0
Total risk management derivatives portfolio    
Asset Derivatives [Abstract]    
Notional amount 166,102 254,446
Total net risk management derivatives 15 57
Liability Derivatives [Abstract]    
Notional amount 57,476 48,344
Total net risk management derivatives $ (88) $ (20)