XML 88 R76.htm IDEA: XBRL DOCUMENT v3.24.3
Derivatives (Primary Risks Managed by Derivatives) (Details) - USD ($)
$ in Millions
Sep. 30, 2024
Dec. 31, 2023
Derivatives, Fair Value [Line Items]    
Derivative, Notional Amount $ 237,986 $ 173,029
Derivative assets 3,439 3,703
Derivative liabilities 4,002 5,080
Derivatives Designated as Hedging Instruments:    
Derivatives, Fair Value [Line Items]    
Derivative, Notional Amount 4,297 3,895
Derivative assets 316 339
Derivative liabilities 52 45
Derivatives Not Designated or Not Qualifying as Hedging Instruments:    
Derivatives, Fair Value [Line Items]    
Derivative, Notional Amount 233,689 169,134
Derivative assets 3,123 3,364
Derivative liabilities 3,950 5,035
Interest rate swaps | Derivatives Not Designated or Not Qualifying as Hedging Instruments:    
Derivatives, Fair Value [Line Items]    
Derivative, Notional Amount 58,535 31,252
Derivative assets 160 140
Derivative liabilities 194 103
Interest rate floors | Derivatives Not Designated or Not Qualifying as Hedging Instruments:    
Derivatives, Fair Value [Line Items]    
Derivative, Notional Amount 3,500 3,500
Derivative assets 4 7
Derivative liabilities 0 1
Interest rate caps | Derivatives Not Designated or Not Qualifying as Hedging Instruments:    
Derivatives, Fair Value [Line Items]    
Derivative, Notional Amount 6,800 7,050
Derivative assets 0 19
Derivative liabilities 16 1
Interest rate options | Derivatives Not Designated or Not Qualifying as Hedging Instruments:    
Derivatives, Fair Value [Line Items]    
Derivative, Notional Amount 21,400 33,680
Derivative assets 39 47
Derivative liabilities 208 167
Interest rate forwards | Derivatives Not Designated or Not Qualifying as Hedging Instruments:    
Derivatives, Fair Value [Line Items]    
Derivative, Notional Amount 16,692 17,017
Derivative assets 69 32
Derivative liabilities 1,162 1,937
Interest rate forwards | Cash flow hedges: | Derivatives Designated as Hedging Instruments:    
Derivatives, Fair Value [Line Items]    
Derivative, Notional Amount 500 0
Derivative assets 0 0
Derivative liabilities 6 0
Foreign currency swaps | Derivatives Not Designated or Not Qualifying as Hedging Instruments:    
Derivatives, Fair Value [Line Items]    
Derivative, Notional Amount 681 735
Derivative assets 85 99
Derivative liabilities 1 1
Foreign currency swaps | Cash flow hedges: | Derivatives Designated as Hedging Instruments:    
Derivatives, Fair Value [Line Items]    
Derivative, Notional Amount 3,797 3,895
Derivative assets 316 339
Derivative liabilities 46 45
Foreign currency forwards | Derivatives Not Designated or Not Qualifying as Hedging Instruments:    
Derivatives, Fair Value [Line Items]    
Derivative, Notional Amount 335 384
Derivative assets 0 0
Derivative liabilities 3 1
Credit default swaps — written | Derivatives Not Designated or Not Qualifying as Hedging Instruments:    
Derivatives, Fair Value [Line Items]    
Derivative, Notional Amount 1,095 1,405
Derivative assets 20 27
Derivative liabilities 0 0
Equity Futures | Derivatives Not Designated or Not Qualifying as Hedging Instruments:    
Derivatives, Fair Value [Line Items]    
Derivative, Notional Amount 2 0
Derivative assets 0 0
Derivative liabilities 0 0
Equity index options | Derivatives Not Designated or Not Qualifying as Hedging Instruments:    
Derivatives, Fair Value [Line Items]    
Derivative, Notional Amount 15,943 20,099
Derivative assets 855 757
Derivative liabilities 443 687
Equity total return swaps | Derivatives Not Designated or Not Qualifying as Hedging Instruments:    
Derivatives, Fair Value [Line Items]    
Derivative, Notional Amount 108,706 53,742
Derivative assets 1,891 2,236
Derivative liabilities 1,923 2,137
Hybrid options | Derivatives Not Designated or Not Qualifying as Hedging Instruments:    
Derivatives, Fair Value [Line Items]    
Derivative, Notional Amount 0 270
Derivative assets 0 0
Derivative liabilities 0 0
Interest rate futures | Derivatives Not Designated or Not Qualifying as Hedging Instruments:    
Derivatives, Fair Value [Line Items]    
Derivative, Notional Amount 0 0
Derivative assets 0 0
Derivative liabilities $ 0 $ 0