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DERIVATIVES ACTIVITIES - Credit Derivatives (Details)
$ in Millions
9 Months Ended
Sep. 30, 2016
USD ($)
agency
Dec. 31, 2015
USD ($)
Credit Risk Derivatives    
Fair values, Receivable $ 30,071 $ 35,717
Fair Values, Payable 31,229 34,731
Notionals, Protection purchased 1,078,946 1,005,214
Notionals, Protection sold 1,021,118 950,922
Fair value of derivative in liability position 27,000 22,000
Fair value of collateral already posted $ 24,000 19,000
Number of rating agencies | agency 3  
Additional collateral to be posted $ 1,700  
Collateral to be segregated 100  
Aggregate cash obligations and collateral requirements 1,800  
Purchased    
Credit Risk Derivatives    
Fair values, Receivable 11,567 18,799
Fair Values, Payable 20,248 17,531
Sold    
Credit Risk Derivatives    
Fair values, Receivable 18,504 16,918
Fair Values, Payable 10,981 17,200
Within 1 year    
Credit Risk Derivatives    
Fair values, Receivable 4,759 3,871
Fair Values, Payable 5,642 3,559
Notionals, Protection purchased 314,629 265,632
Notionals, Protection sold 301,906 254,225
From 1 to 5 years    
Credit Risk Derivatives    
Fair values, Receivable 21,143 27,991
Fair Values, Payable 21,382 27,488
Notionals, Protection purchased 661,648 669,834
Notionals, Protection sold 626,205 639,460
After 5 years    
Credit Risk Derivatives    
Fair values, Receivable 4,169 3,855
Fair Values, Payable 4,205 3,684
Notionals, Protection purchased 102,669 69,748
Notionals, Protection sold 93,007 57,237
Investment grade    
Credit Risk Derivatives    
Fair values, Receivable 10,860 12,694
Fair Values, Payable 10,914 13,142
Notionals, Protection purchased 809,822 764,040
Notionals, Protection sold 767,629 720,521
Non-investment grade    
Credit Risk Derivatives    
Fair values, Receivable 19,211 23,023
Fair Values, Payable 20,315 21,589
Notionals, Protection purchased 269,124 241,174
Notionals, Protection sold 253,489 230,401
Credit default swaps and options    
Credit Risk Derivatives    
Fair values, Receivable 28,457 34,849
Fair Values, Payable 28,652 34,158
Notionals, Protection purchased 1,049,969 981,999
Notionals, Protection sold 1,006,236 940,650
Total return swaps and other    
Credit Risk Derivatives    
Fair values, Receivable 1,614 868
Fair Values, Payable 2,577 573
Notionals, Protection purchased 28,977 23,215
Notionals, Protection sold 14,882 10,272
Banks    
Credit Risk Derivatives    
Fair values, Receivable 14,728 18,377
Fair Values, Payable 13,202 16,988
Notionals, Protection purchased 501,904 513,335
Notionals, Protection sold 515,590 508,459
Broker-dealers    
Credit Risk Derivatives    
Fair values, Receivable 4,240 5,895
Fair Values, Payable 4,822 6,697
Notionals, Protection purchased 132,959 155,195
Notionals, Protection sold 134,774 152,604
Non-financial    
Credit Risk Derivatives    
Fair values, Receivable 89 128
Fair Values, Payable 104 123
Notionals, Protection purchased 3,497 3,969
Notionals, Protection sold 1,279 2,087
Insurance and other financial institutions    
Credit Risk Derivatives    
Fair values, Receivable 11,014 11,317
Fair Values, Payable 13,101 10,923
Notionals, Protection purchased 440,586 332,715
Notionals, Protection sold 369,475 $ 287,772
Interest rate swaps    
Credit Risk Derivatives    
Cash proceeds received for assets derecognized 1,500  
Amount derecognized 1,500  
Fair value of derecognized assets 1,500  
Fair value gross derivative assets 13  
Trading derivatives, liability $ 6