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DERIVATIVE ASSETS AND DERIVATIVE LIABILITIES, Derivative Assets and Liability Fair Value (Details) - USD ($)
$ in Millions
Jun. 30, 2020
Sep. 30, 2019
Derivative assets    
Derivative assets $ 605 $ 465
Counterparty netting (41) (24)
Cash collateral netting (112) (103)
Total amounts offset (153) (127)
Net amounts presented on the Condensed Consolidated Statements of Financial Condition 452 338
Financial instruments (373) (297)
Net amount 79 41
Notional amount 20,456 15,537
Derivative liabilities    
Derivative liabilities 535 434
Counterparty netting (41) (24)
Cash collateral netting (100) (97)
Total amounts offset (141) (121)
Net amounts presented on the Condensed Consolidated Statements of Financial Condition 394 313
Financial instruments (351) (280)
Net amount 43 33
Derivatives not designated as hedging instruments    
Derivative assets    
Derivative assets 605 464
Notional amount 18,764 13,831
Derivative liabilities    
Derivative liabilities 528 433
Derivatives not designated as hedging instruments | Interest rate - matched book    
Derivative assets    
Interest rate - matched book 351 280
Notional amount 2,182 2,296
Derivative liabilities    
Interest rate - matched book 351 280
Derivatives not designated as hedging instruments | Interest rate - other    
Derivative assets    
Derivative assets 254 184
Notional amount 15,443 10,690
Derivative liabilities    
Derivative liabilities 171 146
Derivatives not designated as hedging instruments | Foreign exchange    
Derivative assets    
Derivative assets 0 0
Notional amount 623 573
Derivative liabilities    
Derivative liabilities 5 1
Derivatives not designated as hedging instruments | Other    
Derivative assets    
Derivative assets 0 0
Notional amount 516 272
Derivative liabilities    
Derivative liabilities 1 6
Derivatives designated as hedging instruments    
Derivative assets    
Derivative assets 0 1
Notional amount 1,692 1,706
Derivative liabilities    
Derivative liabilities 7 1
Derivatives designated as hedging instruments | Interest rate    
Derivative assets    
Derivative assets 0 1
Notional amount 850 850
Derivative liabilities    
Derivative liabilities 0 0
Derivatives designated as hedging instruments | Foreign exchange    
Derivative assets    
Derivative assets 0 0
Notional amount 842 856
Derivative liabilities    
Derivative liabilities $ 7 $ 1