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DERIVATIVE ASSETS AND DERIVATIVE LIABILITIES, Derivative Asset and Liability Fair Value (Details) - USD ($)
$ in Millions
Sep. 30, 2021
Sep. 30, 2020
Derivative assets    
Derivative assets $ 342 $ 573
Counterparty netting (46) (40)
Cash collateral netting (41) (95)
Total amounts offset (87) (135)
Net amounts presented on the Consolidated Statements of Financial Condition 255 438
Financial instruments (205) (349)
Net amount 50 89
Derivative liabilities    
Derivative liabilities 316 505
Counterparty netting (46) (40)
Cash collateral netting (42) (72)
Total amounts offset (88) (112)
Net amounts presented on the Consolidated Statements of Financial Condition 228 393
Financial instruments (193) (333)
Net amount 35 60
Notional amount 19,989 24,309
Derivatives not designated as hedging instruments    
Derivative assets    
Derivative assets 340 573
Derivative liabilities    
Derivative liabilities 316 502
Notional amount 18,200 22,593
Derivatives not designated as hedging instruments | Interest rate - matched book    
Derivative assets    
Interest rate - matched book 193 333
Derivative liabilities    
Interest rate - matched book 193 333
Notional amount 1,736 2,174
Derivatives not designated as hedging instruments | Interest rate - other    
Derivative assets    
Derivative assets 144 240
Derivative liabilities    
Derivative liabilities 122 161
Notional amount 15,087 19,206
Derivatives not designated as hedging instruments | Foreign exchange    
Derivative assets    
Derivative assets 3 0
Derivative liabilities    
Derivative liabilities 0 2
Notional amount 826 605
Derivatives not designated as hedging instruments | Other    
Derivative assets    
Derivative assets 0 0
Derivative liabilities    
Derivative liabilities 1 6
Notional amount 551 608
Derivatives designated as hedging instruments    
Derivative assets    
Derivative assets 2 0
Derivative liabilities    
Derivative liabilities 0 3
Notional amount 1,789 1,716
Derivatives designated as hedging instruments | Interest rate    
Derivative assets    
Derivative assets 0 0
Derivative liabilities    
Derivative liabilities 0 0
Notional amount 850 850
Derivatives designated as hedging instruments | Foreign exchange    
Derivative assets    
Derivative assets 2 0
Derivative liabilities    
Derivative liabilities 0 3
Notional amount $ 939 $ 866