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DERIVATIVES ACTIVITIES - Credit Derivatives (Details)
$ in Millions
9 Months Ended
Sep. 30, 2015
USD ($)
counterparty
agency
Dec. 31, 2014
USD ($)
Credit Derivative    
Percentage of receivables from counterparties with collateral agreements 98.00% 98.00%
Number of top counterparties which are banks, financial institutions, and other dealers | counterparty 15  
Fair value, Receivable $ 38,334 $ 43,796
Fair Value, Payable 37,319 43,985
Notionals, Protection Purchased 1,222,547 1,116,387
Notionals, Protection Sold 1,175,657 1,063,858
Fair value of derivative in liability position 25,000 30,000
Fair value of collateral already posted $ 22,000 27,000
Number of rating agencies | agency 3  
Additional collateral to be posted $ 2,100  
Collateral to be segregated 100  
Aggregate cash obligations and collateral requirements 2,200  
Purchased    
Credit Derivative    
Fair value, Receivable 18,911 18,708
Fair Value, Payable 19,955 26,527
Sold    
Credit Derivative    
Fair value, Receivable 19,423 25,088
Fair Value, Payable 17,364 17,458
Within 1 year    
Credit Derivative    
Fair value, Receivable 2,688 4,356
Fair Value, Payable 2,124 4,278
Notionals, Protection Purchased 246,395 250,489
Notionals, Protection Sold 239,578 229,502
From 1 to 5 years    
Credit Derivative    
Fair value, Receivable 30,243 34,692
Fair Value, Payable 29,810 35,160
Notionals, Protection Purchased 842,684 790,251
Notionals, Protection Sold 808,865 772,001
After 5 years    
Credit Derivative    
Fair value, Receivable 5,403 4,748
Fair Value, Payable 5,385 4,547
Notionals, Protection Purchased 133,468 75,647
Notionals, Protection Sold 127,214 62,355
Investment Grade    
Credit Derivative    
Fair value, Receivable 15,679 17,432
Fair Value, Payable 15,297 17,182
Notionals, Protection Purchased 926,912 824,831
Notionals, Protection Sold 888,780 786,848
Non-Investment Grade    
Credit Derivative    
Fair value, Receivable 22,655 26,364
Fair Value, Payable 22,022 26,803
Notionals, Protection Purchased 295,635 291,556
Notionals, Protection Sold 286,877 277,010
Credit default swaps and options    
Credit Derivative    
Fair value, Receivable 37,842 42,930
Fair Value, Payable 36,782 42,201
Notionals, Protection Purchased 1,203,305 1,094,199
Notionals, Protection Sold 1,168,598 1,054,671
Total return swaps and other    
Credit Derivative    
Fair value, Receivable 492 866
Fair Value, Payable 537 1,784
Notionals, Protection Purchased 19,242 22,188
Notionals, Protection Sold 7,059 9,187
Bank    
Credit Derivative    
Fair value, Receivable 19,377 24,828
Fair Value, Payable 17,499 23,189
Notionals, Protection Purchased 579,175 574,764
Notionals, Protection Sold 574,608 604,700
Broker-dealer    
Credit Derivative    
Fair value, Receivable 6,382 8,093
Fair Value, Payable 6,690 9,309
Notionals, Protection Purchased 174,590 204,542
Notionals, Protection Sold 171,430 199,693
Non-financial    
Credit Derivative    
Fair value, Receivable 125 91
Fair Value, Payable 155 113
Notionals, Protection Purchased 4,311 3,697
Notionals, Protection Sold 2,213 1,595
Insurance and other financial institutions    
Credit Derivative    
Fair value, Receivable 12,450 10,784
Fair Value, Payable 12,975 11,374
Notionals, Protection Purchased 464,471 333,384
Notionals, Protection Sold 427,406 $ 257,870
Interest rate swaps    
Credit Derivative    
Amount derecognized 2,100  
Cash proceeds received for assets derecognized 2,100  
Fair value of derecognized assets 2,000  
Fair value gross derivative assets 6  
Trading derivatives, liability $ 94