XML 138 R116.htm IDEA: XBRL DOCUMENT v3.8.0.1
DERIVATIVES - Schedule of Derivative Instruments (Details) - USD ($)
$ in Millions
Dec. 31, 2017
Dec. 31, 2016
Derivative Assets    
Derivative assets $ 693 [1] $ 759
Less: Gross amounts offset in the Consolidated Balance Sheets [2] (72) [1] (106)
Less: Cash collateral applied [2] (4) [1] (26)
Total net derivative fair values presented in the Consolidated Balance Sheets 617 [1] 627
Derivative Liabilities    
Derivative Liabilities 533 [1] 778
Less: Gross amounts offset in the Consolidated Balance Sheets [2] (72) [1] (106)
Less: Cash collateral applied [2] (151) [1] (13)
Total net derivative fair values presented in the Consolidated Balance Sheets 310 [1] 659
Derivatives not designated as hedging instruments:    
Derivative Assets    
Derivative assets 693 [1] 707
Derivative Liabilities    
Derivative Liabilities 533 [1] 585
Interest rate swaps    
Derivative Assets    
Derivative assets 538 609
Derivative Liabilities    
Derivative Liabilities 379 645
Interest rate swaps | Derivatives designated as hedging instruments:    
Derivatives, Fair Value [Line Items]    
Notional amount [3] 13,300 13,350
Derivative Assets    
Derivative assets 0 [1] 52
Derivative Liabilities    
Derivative Liabilities 0 [1] 193
Interest rate swaps | Derivatives not designated as hedging instruments:    
Derivatives, Fair Value [Line Items]    
Notional amount [3] 80,180 54,656
Derivative Assets    
Derivative assets 538 [1] 557
Derivative Liabilities    
Derivative Liabilities 379 [1] 452
Foreign exchange contracts    
Derivative Assets    
Derivative assets 148 134
Derivative Liabilities    
Derivative Liabilities 149 126
Foreign exchange contracts | Derivatives not designated as hedging instruments:    
Derivatives, Fair Value [Line Items]    
Notional amount [3] 9,882 8,039
Derivative Assets    
Derivative assets 148 [1] 134
Derivative Liabilities    
Derivative Liabilities 149 [1] 126
Other contracts    
Derivative Assets    
Derivative assets 7 16
Derivative Liabilities    
Derivative Liabilities 5 7
Other contracts | Derivatives not designated as hedging instruments:    
Derivatives, Fair Value [Line Items]    
Notional amount [3] 1,039 1,498
Derivative Assets    
Derivative assets 7 [1] 16
Derivative Liabilities    
Derivative Liabilities $ 5 [1] $ 7
[1] Amounts reflect changes in the treatment of variation margin on certain centrally cleared derivatives.
[2] Amounts represent the impact of enforceable master netting agreements that allow the Company to net settle positive and negative positions.
[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 contracts, the notional amount is typically not exchanged. Therefore, notional amounts should not be taken as the measure of credit or market risk, as they do not measure the true economic risk of these contracts.