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DERIVATIVES ACTIVITIES - Credit Derivatives (Details)
$ in Millions
9 Months Ended
Sep. 30, 2017
USD ($)
agency
Dec. 31, 2016
USD ($)
Credit Risk Derivatives    
Fair values, Receivable $ 23,256 $ 24,821
Fair values, Payable 25,550 25,825
Notionals, Protection purchased 914,067 902,473
Notionals, Protection sold 872,574 859,420
Fair value of derivative in liability position 28,000 26,000
Fair value of collateral already posted $ 25,000 26,000
Number of rating agencies | agency 3  
Additional collateral to be posted $ 1,200  
Collateral to be segregated 300  
Aggregate cash obligations and collateral requirements 1,500  
Purchased    
Credit Risk Derivatives    
Fair values, Receivable 5,076 9,077
Fair values, Payable 20,616 17,110
Sold    
Credit Risk Derivatives    
Fair values, Receivable 18,180 15,744
Fair values, Payable 4,934 8,715
Within 1 year    
Credit Risk Derivatives    
Fair values, Receivable 2,520 4,113
Fair values, Payable 3,225 4,841
Notionals, Protection purchased 279,201 293,059
Notionals, Protection sold 267,863 287,262
From 1 to 5 years    
Credit Risk Derivatives    
Fair values, Receivable 17,459 17,735
Fair values, Payable 18,823 17,986
Notionals, Protection purchased 547,675 551,155
Notionals, Protection sold 522,437 523,371
After 5 years    
Credit Risk Derivatives    
Fair values, Receivable 3,277 2,973
Fair values, Payable 3,502 2,998
Notionals, Protection purchased 87,191 58,259
Notionals, Protection sold 82,274 48,787
Investment grade    
Credit Risk Derivatives    
Fair values, Receivable 13,045 9,605
Fair values, Payable 13,758 9,995
Notionals, Protection purchased 696,474 675,138
Notionals, Protection sold 665,764 648,247
Non-investment grade    
Credit Risk Derivatives    
Fair values, Receivable 10,211 15,216
Fair values, Payable 11,792 15,830
Notionals, Protection purchased 217,593 227,335
Notionals, Protection sold 206,810 211,173
Credit default swaps and options    
Credit Risk Derivatives    
Fair values, Receivable 23,013 24,502
Fair values, Payable 24,365 24,631
Notionals, Protection purchased 890,913 883,719
Notionals, Protection sold 862,753 852,900
Total return swaps and other    
Credit Risk Derivatives    
Fair values, Receivable 243 319
Fair values, Payable 1,185 1,194
Notionals, Protection purchased 23,154 18,754
Notionals, Protection sold 9,821 6,520
Banks    
Credit Risk Derivatives    
Fair values, Receivable 9,114 11,895
Fair values, Payable 8,454 10,930
Notionals, Protection purchased 320,482 407,992
Notionals, Protection sold 338,723 414,720
Broker-dealers    
Credit Risk Derivatives    
Fair values, Receivable 2,882 3,536
Fair values, Payable 2,805 3,952
Notionals, Protection purchased 89,352 115,013
Notionals, Protection sold 100,408 119,810
Non-financial    
Credit Risk Derivatives    
Fair values, Receivable 28 82
Fair values, Payable 93 99
Notionals, Protection purchased 2,154 4,014
Notionals, Protection sold 1,501 2,061
Insurance and other financial institutions    
Credit Risk Derivatives    
Fair values, Receivable 11,232 9,308
Fair values, Payable 14,198 10,844
Notionals, Protection purchased 502,079 375,454
Notionals, Protection sold 431,942 $ 322,829
Interest rate swaps    
Credit Risk Derivatives    
Cash proceeds received for assets derecognized 2,400  
Fair value of derecognized assets 2,400  
Fair value gross derivative assets 28  
Trading derivatives, liability $ 47