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DERIVATIVES ACTIVITIES - Credit Derivatives (Details)
$ in Millions
6 Months Ended
Jun. 30, 2017
USD ($)
agency
Dec. 31, 2016
USD ($)
Credit Risk Derivatives    
Fair values, Receivable $ 23,981 $ 24,821
Fair Values, Payable 25,446 25,825
Notionals, Protection purchased 871,050 902,473
Notionals, Protection sold 845,092 859,420
Fair value of derivative in liability position 32,000 26,000
Fair value of collateral already posted $ 28,000 26,000
Number of rating agencies | agency 3  
Additional collateral to be posted $ 700  
Collateral to be segregated 300  
Aggregate cash obligations and collateral requirements 1,000  
Purchased    
Credit Risk Derivatives    
Fair values, Receivable 5,882 9,077
Fair Values, Payable 19,750 17,110
Sold    
Credit Risk Derivatives    
Fair values, Receivable 18,099 15,744
Fair Values, Payable 5,696 8,715
Within 1 year    
Credit Risk Derivatives    
Fair values, Receivable 3,234 4,113
Fair Values, Payable 4,172 4,841
Notionals, Protection purchased 282,692 293,059
Notionals, Protection sold 281,166 287,262
From 1 to 5 years    
Credit Risk Derivatives    
Fair values, Receivable 18,284 17,735
Fair Values, Payable 18,452 17,986
Notionals, Protection purchased 539,944 551,155
Notionals, Protection sold 522,198 523,371
After 5 years    
Credit Risk Derivatives    
Fair values, Receivable 2,463 2,973
Fair Values, Payable 2,822 2,998
Notionals, Protection purchased 48,414 58,259
Notionals, Protection sold 41,728 48,787
Investment grade    
Credit Risk Derivatives    
Fair values, Receivable 10,740 9,605
Fair Values, Payable 10,839 9,995
Notionals, Protection purchased 654,355 675,138
Notionals, Protection sold 642,096 648,247
Non-investment grade    
Credit Risk Derivatives    
Fair values, Receivable 13,241 15,216
Fair Values, Payable 14,607 15,830
Notionals, Protection purchased 216,695 227,335
Notionals, Protection sold 202,996 211,173
Credit default swaps and options    
Credit Risk Derivatives    
Fair values, Receivable 23,582 24,502
Fair Values, Payable 23,970 24,631
Notionals, Protection purchased 844,661 883,719
Notionals, Protection sold 835,627 852,900
Total return swaps and other    
Credit Risk Derivatives    
Fair values, Receivable 399 319
Fair Values, Payable 1,476 1,194
Notionals, Protection purchased 26,389 18,754
Notionals, Protection sold 9,465 6,520
Banks    
Credit Risk Derivatives    
Fair values, Receivable 10,015 11,895
Fair Values, Payable 9,077 10,930
Notionals, Protection purchased 336,802 407,992
Notionals, Protection sold 352,533 414,720
Broker-dealers    
Credit Risk Derivatives    
Fair values, Receivable 3,030 3,536
Fair Values, Payable 3,252 3,952
Notionals, Protection purchased 91,096 115,013
Notionals, Protection sold 100,526 119,810
Non-financial    
Credit Risk Derivatives    
Fair values, Receivable 68 82
Fair Values, Payable 78 99
Notionals, Protection purchased 3,798 4,014
Notionals, Protection sold 1,561 2,061
Insurance and other financial institutions    
Credit Risk Derivatives    
Fair values, Receivable 10,868 9,308
Fair Values, Payable 13,039 10,844
Notionals, Protection purchased 439,354 375,454
Notionals, Protection sold 390,472 $ 322,829
Interest rate swaps    
Credit Risk Derivatives    
Cash proceeds received for assets derecognized 2,100  
Fair value of derecognized assets 2,300  
Fair value gross derivative assets 14  
Trading derivatives, liability $ 28