XML 138 R95.htm IDEA: XBRL DOCUMENT v2.4.0.8
DERIVATIVES - Schedule of Derivative Instruments (Details) (USD $)
Sep. 30, 2014
Dec. 31, 2013
Derivative Assets    
Derivative Assets $ 706,000,000 $ 778,000,000
Less: Gross amounts offset in the Consolidated Balance Sheets (159,000,000) [1] (128,000,000) [1]
Total net derivative fair values presented in the Consolidated Balance Sheets 547,000,000 [2] 650,000,000 [2]
Derivative Liabilities    
Derivative Liabilities 797,000,000 1,067,000,000
Less: Gross amounts offset in the Consolidated Balance Sheets (159,000,000) [1] (128,000,000) [1]
Total net derivative fair values presented in the Consolidated Balance Sheets 638,000,000 [2] 939,000,000 [2]
Derivatives not designated as hedging instruments:
   
Derivative Assets    
Derivative Assets 684,000,000 755,000,000
Derivative Liabilities    
Derivative Liabilities 594,000,000 655,000,000
Interest rate swaps | Derivatives designated as hedging instruments:
   
Derivatives, Fair Value [Line Items]    
Notional Amount 5,000,000,000 [3] 5,500,000,000 [3]
Derivative Assets    
Derivative Assets 22,000,000 23,000,000
Derivative Liabilities    
Derivative Liabilities 203,000,000 412,000,000
Interest rate swaps | Derivatives not designated as hedging instruments:
   
Derivatives, Fair Value [Line Items]    
Notional Amount 28,940,000,000 [3] 29,355,000,000 [3]
Derivative Assets    
Derivative Assets 541,000,000 654,000,000
Derivative Liabilities    
Derivative Liabilities 452,000,000 558,000,000
Foreign exchange contracts | Derivatives not designated as hedging instruments:
   
Derivatives, Fair Value [Line Items]    
Notional Amount 8,278,000,000 [3] 7,771,000,000 [3]
Derivative Assets    
Derivative Assets 137,000,000 94,000,000
Derivative Liabilities    
Derivative Liabilities 132,000,000 87,000,000
Other contracts | Derivatives not designated as hedging instruments:
   
Derivatives, Fair Value [Line Items]    
Notional Amount 686,000,000 [3] 569,000,000 [3]
Derivative Assets    
Derivative Assets 6,000,000 7,000,000
Derivative Liabilities    
Derivative Liabilities $ 10,000,000 $ 10,000,000
[1] Amounts represent the impact of legally enforceable master netting agreements that allow the Company to settle positive and negative positions.
[2] The Company also offsets assets and liabilities associated with repurchase agreements on the Consolidated Balance Sheets. See Note 2 "Securities" to the Company's unaudited interim Consolidated Financial Statements included in Part I, Item 1 — Financial Information for further information.
[3] The notional or contractual amount of interest rate derivatives and foreign exchange contracts is the amount upon which interest and other payments under the contract are based. For interest rate derivatives, the notional amount is typically not exchanged. Therefore, notional amounts should not be taken as the measure of credit or market risk, as they tend to greatly overstate the true economic risk of these contracts.