XML 122 R75.htm IDEA: XBRL DOCUMENT v3.19.1
DERIVATIVES AND HEDGE ACCOUNTING (Details - Notional amounts and fair values of our derivative instruments) - USD ($)
$ in Millions
Mar. 31, 2019
Dec. 31, 2018
Derivative [Line Items]    
Gross Derivative Assets, Notional Amount $ 122,354 $ 117,207
Gross Derivative Assets, Fair Value 4,273 4,468
Gross Derivative Liabilities, Notional Amount 42,146 40,028
Gross Derivative Liabilities, Fair Value 3,066 3,138
Derivative assets, Counterparty netting (1,647) (1,713)
Derivative assets, Cash collateral (1,734) (1,840)
Total derivative assets on consolidated balance sheet 892 915
Derivative liabilities, Counterparty netting (1,647) (1,713)
Derivative liabilities, Cash collateral (188) (187)
Total derivative liabilities on consolidated balance sheet 1,231 1,238
Bifurcated embedded derivatives    
Derivative [Line Items]    
Derivative assets, Counterparty netting (4,900) (4,100)
Derivatives designated as hedging instruments | Interest rate contracts    
Derivative [Line Items]    
Gross Derivative Assets, Notional Amount 0 10
Gross Derivative Assets, Fair Value 0 0
Gross Derivative Liabilities, Notional Amount 830 866
Gross Derivative Liabilities, Fair Value 14 19
Derivatives designated as hedging instruments | Foreign exchange contracts    
Derivative [Line Items]    
Gross Derivative Assets, Notional Amount 5,749 6,357
Gross Derivative Assets, Fair Value 371 363
Gross Derivative Liabilities, Notional Amount 2,954 2,536
Gross Derivative Liabilities, Fair Value 150 147
Derivatives designated as hedging instruments | Equity contracts    
Derivative [Line Items]    
Gross Derivative Assets, Notional Amount 0 0
Gross Derivative Assets, Fair Value 0 0
Gross Derivative Liabilities, Notional Amount 0 0
Gross Derivative Liabilities, Fair Value 0 0
Derivatives not designated as hedging instruments | Interest rate contracts    
Derivative [Line Items]    
Gross Derivative Assets, Notional Amount 50,037 42,821
Gross Derivative Assets, Fair Value 2,664 2,890
Gross Derivative Liabilities, Notional Amount 28,818 27,329
Gross Derivative Liabilities, Fair Value 1,906 2,004
Derivatives not designated as hedging instruments | Foreign exchange contracts    
Derivative [Line Items]    
Gross Derivative Assets, Notional Amount 13,113 11,134
Gross Derivative Assets, Fair Value 736 801
Gross Derivative Liabilities, Notional Amount 4,108 5,434
Gross Derivative Liabilities, Fair Value 700 711
Derivatives not designated as hedging instruments | Equity contracts    
Derivative [Line Items]    
Gross Derivative Assets, Notional Amount 14,356 17,807
Gross Derivative Assets, Fair Value 488 398
Gross Derivative Liabilities, Notional Amount 3,938 2,399
Gross Derivative Liabilities, Fair Value 51 15
Derivatives not designated as hedging instruments | Commodity contracts    
Derivative [Line Items]    
Gross Derivative Assets, Notional Amount 0 0
Gross Derivative Assets, Fair Value 0 0
Gross Derivative Liabilities, Notional Amount 0 0
Gross Derivative Liabilities, Fair Value 0 0
Derivatives not designated as hedging instruments | Credit contracts    
Derivative [Line Items]    
Gross Derivative Assets, Notional Amount 3 8
Gross Derivative Assets, Fair Value 1 1
Gross Derivative Liabilities, Notional Amount 1,441 1,406
Gross Derivative Liabilities, Fair Value 240 236
Derivatives not designated as hedging instruments | Credit contracts | CDS    
Derivative [Line Items]    
Gross Derivative Liabilities, Notional Amount 580 592
Gross Derivative Liabilities, Fair Value 217 224
Derivatives not designated as hedging instruments | Other contracts    
Derivative [Line Items]    
Gross Derivative Assets, Notional Amount 39,096 39,070
Gross Derivative Assets, Fair Value 13 15
Gross Derivative Liabilities, Notional Amount 57 58
Gross Derivative Liabilities, Fair Value $ 5 $ 6