DERIVATIVE ASSETS AND DERIVATIVE LIABILITIES, Derivative Asset and Liability Fair Value (Details) - USD ($) $ in Millions	Sep. 30, 2020	Sep. 30, 2019
Derivative assets
Derivative assets	$ 573	$ 465
Counterparty netting	(40)	(24)
Cash collateral netting	(95)	(103)
Total amounts offset	(135)	(127)
Net amounts presented on the Consolidated Statements of Financial Condition	438	338
Financial instruments	(349)	(297)
Net amount	89	41
Derivative liabilities
Derivative liabilities	505	434
Counterparty netting	(40)	(24)
Cash collateral netting	(72)	(97)
Total amounts offset	(112)	(121)
Net amounts presented on the Consolidated Statements of Financial Condition	393	313
Financial instruments	(333)	(280)
Net amount	60	33
Notional amount	24,309	15,537
Derivatives not designated as hedging instruments
Derivative assets
Derivative assets	573	464
Derivative liabilities
Derivative liabilities	502	433
Notional amount	22,593	13,831
Derivatives not designated as hedging instruments | Interest rate - matched book
Derivative assets
Interest rate - matched book	333	280
Derivative liabilities
Matched book	333	280
Notional amount	2,174	2,296
Derivatives not designated as hedging instruments | Interest rate - other
Derivative assets
Derivative assets	240	184
Derivative liabilities
Derivative liabilities	161	146
Notional amount	19,206	10,690
Derivatives not designated as hedging instruments | Foreign exchange
Derivative assets
Derivative assets	0	0
Derivative liabilities
Derivative liabilities	2	1
Notional amount	605	573
Derivatives not designated as hedging instruments | Other
Derivative assets
Derivative assets	0	0
Derivative liabilities
Derivative liabilities	6	6
Notional amount	608	272
Derivatives designated as hedging instruments
Derivative assets
Derivative assets	0	1
Derivative liabilities
Derivative liabilities	3	1
Notional amount	1,716	1,706
Derivatives designated as hedging instruments | Foreign exchange
Derivative assets
Derivative assets	0	0
Derivative liabilities
Derivative liabilities	3	1
Notional amount	866	856
Derivatives designated as hedging instruments | Interest rate
Derivative assets
Derivative assets	0	1
Derivative liabilities
Derivative liabilities	0	0
Notional amount	$ 850	$ 850