XML 89 R59.htm IDEA: XBRL DOCUMENT v3.22.2.2
Derivative Instruments - Notional and Fair Value Position (Details) - USD ($)
$ in Millions
Sep. 30, 2022
Dec. 31, 2021
Derivative [Line Items]    
Notional amount $ 409,375 $ 366,384
Asset Derivatives    
Derivative assets, gross amount offset (163) (237)
Derivative assets 498 171
Liability Derivatives    
Derivatives liabilities at fair value (923) (233)
Table Footnote [Abstract]    
Cash collateral posted for derivative instruments 4,700 966
Cash collateral received for derivative instruments 8 30
Total risk management derivatives portfolio    
Derivative [Line Items]    
Notional amount 274,397 164,742
Asset Derivatives    
Derivative assets, gross amount offset (163) (237)
Derivative assets 76 2
Liability Derivatives    
Netting adjustment 4,833 1,173
Derivatives liabilities at fair value (44) (15)
Total risk management derivatives portfolio | Designated as Hedging Instrument    
Derivative [Line Items]    
Notional amount 42,147 45,033
Asset Derivatives    
Derivative assets, gross 0 0
Liability Derivatives    
Derivative liabilities, gross 0 0
Total risk management derivatives portfolio | Not Designated as Hedging Instrument    
Derivative [Line Items]    
Notional amount 232,250 119,709
Asset Derivatives    
Derivative assets, gross 239 239
Liability Derivatives    
Derivative liabilities, gross (4,877) (1,188)
Pay-fixed Swap | Designated as Hedging Instrument    
Derivative [Line Items]    
Notional amount 6,221 4,347
Asset Derivatives    
Derivative assets, gross 0 0
Liability Derivatives    
Derivative liabilities, gross 0 0
Pay-fixed Swap | Not Designated as Hedging Instrument    
Derivative [Line Items]    
Notional amount 89,832 56,817
Asset Derivatives    
Derivative assets, gross 0 0
Liability Derivatives    
Derivative liabilities, gross 0 0
Receive-fixed Swap | Designated as Hedging Instrument    
Derivative [Line Items]    
Notional amount 35,926 40,686
Asset Derivatives    
Derivative assets, gross 0 0
Liability Derivatives    
Derivative liabilities, gross 0 0
Receive-fixed Swap | Not Designated as Hedging Instrument    
Derivative [Line Items]    
Notional amount 93,469 56,874
Asset Derivatives    
Derivative assets, gross 0 0
Liability Derivatives    
Derivative liabilities, gross (4,683) (1,131)
Basis Swap | Not Designated as Hedging Instrument    
Derivative [Line Items]    
Notional amount 41,250 250
Asset Derivatives    
Derivative assets, gross 31 152
Liability Derivatives    
Derivative liabilities, gross 0 0
Foreign Currency Swap | Not Designated as Hedging Instrument    
Derivative [Line Items]    
Notional amount 277 336
Asset Derivatives    
Derivative assets, gross 0 25
Liability Derivatives    
Derivative liabilities, gross (130) (34)
Pay-fixed Swaption | Not Designated as Hedging Instrument    
Derivative [Line Items]    
Notional amount 5,286 4,341
Asset Derivatives    
Derivative assets, gross 203 52
Liability Derivatives    
Derivative liabilities, gross (20) (2)
Receive-fixed Swaption | Not Designated as Hedging Instrument    
Derivative [Line Items]    
Notional amount 2,136 1,091
Asset Derivatives    
Derivative assets, gross 5 10
Liability Derivatives    
Derivative liabilities, gross (44) (21)
Mortgage commitment derivatives    
Derivative [Line Items]    
Notional amount 110,522 182,386
Asset Derivatives    
Derivative assets, gross amount offset 0 0
Derivative assets 420 169
Liability Derivatives    
Netting adjustment 0 0
Derivatives liabilities at fair value (814) (197)
Mortgage commitments to purchase whole loans    
Derivative [Line Items]    
Notional amount 5,774 13,192
Asset Derivatives    
Derivative assets 4 17
Liability Derivatives    
Derivatives liabilities at fair value (78) (5)
Forward contracts to purchase mortgage-related securities    
Derivative [Line Items]    
Notional amount 43,304 58,021
Asset Derivatives    
Derivative assets 5 83
Liability Derivatives    
Derivatives liabilities at fair value (732) (34)
Forward contracts to sell mortgage-related securities    
Derivative [Line Items]    
Notional amount 61,444 111,173
Asset Derivatives    
Derivative assets 411 69
Liability Derivatives    
Derivatives liabilities at fair value (4) (158)
Other    
Derivative [Line Items]    
Notional amount 24,456 19,256
Asset Derivatives    
Derivative assets 2 0
Liability Derivatives    
Derivatives liabilities at fair value $ (65) $ (21)