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DERIVATIVE ASSETS AND DERIVATIVE LIABILITIES, Derivative Assets and Liability Fair Value (Details) - USD ($)
$ in Millions
Mar. 31, 2020
Sep. 30, 2019
Derivative assets    
Derivative assets $ 710 $ 465
Counterparty netting (93) (24)
Cash collateral netting (170) (103)
Total amounts offset (263) (127)
Net amounts presented on the Condensed Consolidated Statements of Financial Condition 447 338
Financial instruments (372) (297)
Net amount 75 41
Notional amount 21,194 15,271
Derivative liabilities    
Derivative liabilities 645 434
Counterparty netting (93) (24)
Cash collateral netting (125) (97)
Total amounts offset (218) (121)
Net amounts presented on the Condensed Consolidated Statements of Financial Condition 427 313
Financial instruments (351) (280)
Net amount 76 33
Derivatives not designated as hedging instruments    
Derivative assets    
Derivative assets 710 464
Notional amount 19,528 13,565
Derivative liabilities    
Derivative liabilities 641 433
Derivatives not designated as hedging instruments | Interest rate - matched book    
Derivative assets    
Matched book 351 280
Notional amount 2,265 2,296
Derivative liabilities    
Derivatives With Offsetting Matched Book Positions Fair Value Liability 351 280
Derivatives not designated as hedging instruments | Other    
Derivative assets    
Derivative assets 359 184
Notional amount 16,686 10,690
Derivative liabilities    
Derivative liabilities 286 146
Derivatives not designated as hedging instruments | Foreign exchange    
Derivative assets    
Derivative assets 0 0
Notional amount 576 573
Derivative liabilities    
Derivative liabilities 3 1
Derivatives not designated as hedging instruments | Equity    
Derivative assets    
Derivative assets 0 0
Notional amount 1 6
Derivative liabilities    
Derivative liabilities 1 6
Derivatives designated as hedging instruments    
Derivative assets    
Derivative assets 0 1
Notional amount 1,666 1,706
Derivative liabilities    
Derivative liabilities 4 1
Derivatives designated as hedging instruments | Interest rate    
Derivative assets    
Derivative assets 0 1
Notional amount 850 850
Derivative liabilities    
Derivative liabilities 1 0
Derivatives designated as hedging instruments | Foreign exchange    
Derivative assets    
Derivative assets 0 0
Notional amount 816 856
Derivative liabilities    
Derivative liabilities $ 3 $ 1