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DERIVATIVES ACTIVITIES - Credit Derivatives (Details)
$ in Millions
9 Months Ended
Sep. 30, 2018
USD ($)
agency
Dec. 31, 2017
USD ($)
Credit Risk Derivatives    
Fair values, Receivable $ 11,566 $ 20,534
Fair values, Payable 11,693 21,533
Notionals, Protection purchased 793,792 777,713
Notionals, Protection sold 723,060 735,142
Fair value of derivative in liability position 37,000 29,000
Fair value of collateral already posted $ 36,000 28,000
Number of rating agencies | agency 3  
Additional collateral to be posted $ 1,400  
Collateral to be segregated 200  
Aggregate cash obligations and collateral requirements 1,600  
Purchased    
Credit Risk Derivatives    
Fair values, Receivable 3,657 3,195
Fair values, Payable 8,476 3,147
Sold    
Credit Risk Derivatives    
Fair values, Receivable 7,909 17,339
Fair values, Payable 3,217 18,386
Within 1 year    
Credit Risk Derivatives    
Fair values, Receivable 1,442 2,477
Fair values, Payable 1,680 2,914
Notionals, Protection purchased 232,670 231,878
Notionals, Protection sold 204,358 218,097
From 1 to 5 years    
Credit Risk Derivatives    
Fair values, Receivable 8,083 16,098
Fair values, Payable 7,855 16,435
Notionals, Protection purchased 472,276 498,606
Notionals, Protection sold 439,089 476,345
After 5 years    
Credit Risk Derivatives    
Fair values, Receivable 2,041 1,959
Fair values, Payable 2,158 2,184
Notionals, Protection purchased 88,846 47,229
Notionals, Protection sold 79,613 40,700
Investment grade    
Credit Risk Derivatives    
Fair values, Receivable 5,180 10,473
Fair values, Payable 5,014 10,616
Notionals, Protection purchased 616,595 588,324
Notionals, Protection sold 552,452 557,987
Non-investment grade    
Credit Risk Derivatives    
Fair values, Receivable 6,386 10,061
Fair values, Payable 6,679 10,917
Notionals, Protection purchased 177,197 189,389
Notionals, Protection sold 170,608 177,155
Credit default swaps and options    
Credit Risk Derivatives    
Fair values, Receivable 10,997 20,251
Fair values, Payable 11,168 20,554
Notionals, Protection purchased 771,239 754,114
Notionals, Protection sold 712,451 724,228
Total return swaps and other    
Credit Risk Derivatives    
Fair values, Receivable 569 283
Fair values, Payable 525 979
Notionals, Protection purchased 22,553 23,599
Notionals, Protection sold 10,609 10,914
Banks    
Credit Risk Derivatives    
Fair values, Receivable 5,366 7,471
Fair values, Payable 5,097 6,669
Notionals, Protection purchased 222,802 264,414
Notionals, Protection sold 234,338 273,711
Broker-dealers    
Credit Risk Derivatives    
Fair values, Receivable 1,826 2,325
Fair values, Payable 1,661 2,285
Notionals, Protection purchased 66,676 73,273
Notionals, Protection sold 67,833 83,229
Non-financial    
Credit Risk Derivatives    
Fair values, Receivable 65 70
Fair values, Payable 90 91
Notionals, Protection purchased 2,823 1,288
Notionals, Protection sold 4,247 1,140
Insurance and other financial institutions    
Credit Risk Derivatives    
Fair values, Receivable 4,309 10,668
Fair values, Payable 4,845 12,488
Notionals, Protection purchased 501,491 438,738
Notionals, Protection sold 416,642 377,062
Interest rate swaps    
Credit Risk Derivatives    
Cash proceeds received for assets derecognized 3,300 3,000
Fair value of derecognized assets 3,200 3,100
Fair value gross derivative assets 24 89
Trading derivatives, liability $ 31 $ 15