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DERIVATIVE ASSETS AND DERIVATIVE LIABILITIES, Derivative Assets and Liability Fair Value (Details) - USD ($)
$ in Millions
Dec. 31, 2020
Sep. 30, 2020
Derivative assets    
Derivative assets $ 496 $ 573
Counterparty netting (41) (40)
Cash collateral netting (87) (95)
Total amounts offset (128) (135)
Derivative assets 368 438
Financial instruments (289) (349)
Net amount 79 89
Notional amount 21,974 24,309
Derivative liabilities    
Derivative liabilities 448 505
Counterparty netting (41) (40)
Cash collateral netting (97) (72)
Total amounts offset (138) (112)
Net amounts presented on the Condensed Consolidated Statements of Financial Condition 310 393
Financial instruments (273) (333)
Net amount 37 60
Derivatives not designated as hedging instruments    
Derivative assets    
Derivative assets 496 573
Notional amount 20,229 22,593
Derivative liabilities    
Derivative liabilities 441 502
Derivatives not designated as hedging instruments | Interest rate - matched book    
Derivative assets    
Interest rate - matched book 273 333
Notional amount 1,985 2,174
Derivative liabilities    
Interest rate - matched book 273 333
Derivatives not designated as hedging instruments | Interest rate - other    
Derivative assets    
Derivative assets 223 240
Notional amount 17,017 19,206
Derivative liabilities    
Derivative liabilities 161 161
Derivatives not designated as hedging instruments | Foreign exchange    
Derivative assets    
Derivative assets 0 0
Notional amount 645 605
Derivative liabilities    
Derivative liabilities 4 2
Derivatives not designated as hedging instruments | Other    
Derivative assets    
Derivative assets 0 0
Notional amount 582 608
Derivative liabilities    
Derivative liabilities 3 6
Derivatives designated as hedging instruments    
Derivative assets    
Derivative assets 0 0
Notional amount 1,745 1,716
Derivative liabilities    
Derivative liabilities 7 3
Derivatives designated as hedging instruments | Interest rate    
Derivative assets    
Derivative assets 0 0
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 895 866
Derivative liabilities    
Derivative liabilities $ 7 $ 3