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DERIVATIVES ACTIVITIES - Credit Derivatives (Details)
$ in Millions
3 Months Ended
Mar. 31, 2018
USD ($)
agency
Dec. 31, 2017
USD ($)
Credit Risk Derivatives    
Fair values, Receivable $ 19,027 $ 20,534
Fair values, Payable 19,609 21,533
Notionals, Protection purchased 790,134 777,713
Notionals, Protection sold 741,700 735,142
Fair value of derivative in liability position 29,000 29,000
Fair value of collateral already posted $ 26,000 28,000
Number of rating agencies | agency 3  
Additional collateral to be posted $ 700  
Collateral to be segregated 200  
Aggregate cash obligations and collateral requirements 900  
Purchased    
Credit Risk Derivatives    
Fair values, Receivable 3,016 3,195
Fair values, Payable 16,793 3,147
Sold    
Credit Risk Derivatives    
Fair values, Receivable 16,011 17,339
Fair values, Payable 2,816 18,386
Within 1 year    
Credit Risk Derivatives    
Fair values, Receivable 2,337 2,477
Fair values, Payable 2,517 2,914
Notionals, Protection purchased 228,396 231,878
Notionals, Protection sold 212,661 218,097
From 1 to 5 years    
Credit Risk Derivatives    
Fair values, Receivable 14,152 16,098
Fair values, Payable 14,223 16,435
Notionals, Protection purchased 477,627 498,606
Notionals, Protection sold 454,001 476,345
After 5 years    
Credit Risk Derivatives    
Fair values, Receivable 2,538 1,959
Fair values, Payable 2,869 2,184
Notionals, Protection purchased 84,111 47,229
Notionals, Protection sold 75,038 40,700
Investment grade    
Credit Risk Derivatives    
Fair values, Receivable 9,496 10,473
Fair values, Payable 9,594 10,616
Notionals, Protection purchased 597,093 588,324
Notionals, Protection sold 559,526 557,987
Non-investment grade    
Credit Risk Derivatives    
Fair values, Receivable 9,531 10,061
Fair values, Payable 10,015 10,917
Notionals, Protection purchased 193,041 189,389
Notionals, Protection sold 182,174 177,155
Credit default swaps and options    
Credit Risk Derivatives    
Fair values, Receivable 18,591 20,251
Fair values, Payable 18,787 20,554
Notionals, Protection purchased 766,018 754,114
Notionals, Protection sold 729,303 724,228
Total return swaps and other    
Credit Risk Derivatives    
Fair values, Receivable 436 283
Fair values, Payable 822 979
Notionals, Protection purchased 24,116 23,599
Notionals, Protection sold 12,397 10,914
Banks    
Credit Risk Derivatives    
Fair values, Receivable 6,782 7,471
Fair values, Payable 6,120 6,669
Notionals, Protection purchased 263,672 264,414
Notionals, Protection sold 272,815 273,711
Broker-dealers    
Credit Risk Derivatives    
Fair values, Receivable 2,155 2,325
Fair values, Payable 2,060 2,285
Notionals, Protection purchased 72,862 73,273
Notionals, Protection sold 83,585 83,229
Non-financial    
Credit Risk Derivatives    
Fair values, Receivable 75 70
Fair values, Payable 75 91
Notionals, Protection purchased 1,240 1,288
Notionals, Protection sold 2,313 1,140
Insurance and other financial institutions    
Credit Risk Derivatives    
Fair values, Receivable 10,015 10,668
Fair values, Payable 11,354 12,488
Notionals, Protection purchased 452,360 438,738
Notionals, Protection sold 382,987 377,062
Interest rate swaps    
Credit Risk Derivatives    
Cash proceeds received for assets derecognized 3,400 3,000
Fair value of derecognized assets 3,400 3,100
Fair value gross derivative assets 79 89
Trading derivatives, liability $ 52 $ 15