XML 207 R171.htm IDEA: XBRL DOCUMENT v3.10.0.1
FAIR VALUE MEASUREMENT - Level 3 Roll Forward (Details) - USD ($)
$ in Millions
12 Months Ended
Dec. 31, 2018
Dec. 31, 2017
Trading account assets and liabilities    
Fair value, Derivative assets (liabilities) measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period, asset (liability), net $ (4,979) $ (4,753)
Net realized/unrealized gains (losses) included in Principal Transactions 550 (1,221)
Net realized/unrealized gains (losses) included in Other 0 0
Transfers into Level 3 (205) (84)
Transfers out of Level 3 (3,569) 631
Purchases 108 377
Issuances (27) (176)
Sales (156) (685)
Settlements 239 932
Balance at end of period, asset (liability), net (901) (4,979)
Unrealized gains (losses) still held 232 (296)
Trading account assets and liabilities | Interest rate contracts    
Fair value, Derivative assets (liabilities) measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period, asset (liability), net (422) (663)
Net realized/unrealized gains (losses) included in Principal Transactions 414 (44)
Net realized/unrealized gains (losses) included in Other 0 0
Transfers into Level 3 (6) (28)
Transfers out of Level 3 193 610
Purchases 8 154
Issuances 17 (13)
Sales (32) (322)
Settlements 60 (116)
Balance at end of period, asset (liability), net (154) (422)
Unrealized gains (losses) still held 336 77
Trading account assets and liabilities | Foreign exchange contracts    
Fair value, Derivative assets (liabilities) measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period, asset (liability), net 130 413
Net realized/unrealized gains (losses) included in Principal Transactions (99) (438)
Net realized/unrealized gains (losses) included in Other 0 0
Transfers into Level 3 (29) 54
Transfers out of Level 3 (77) (60)
Purchases 11 33
Issuances 0 14
Sales (89) (21)
Settlements (7) 135
Balance at end of period, asset (liability), net (6) 130
Unrealized gains (losses) still held (72) (139)
Trading account assets and liabilities | Equity contracts    
Fair value, Derivative assets (liabilities) measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period, asset (liability), net (2,027) (1,557)
Net realized/unrealized gains (losses) included in Principal Transactions 479 129
Net realized/unrealized gains (losses) included in Other 0 0
Transfers into Level 3 (131) (159)
Transfers out of Level 3 (1,114) 28
Purchases 25 184
Issuances (44) (216)
Sales (17) (333)
Settlements (183) (103)
Balance at end of period, asset (liability), net (784) (2,027)
Unrealized gains (losses) still held 52 (214)
Trading account assets and liabilities | Commodity contracts    
Fair value, Derivative assets (liabilities) measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period, asset (liability), net (1,861) (1,945)
Net realized/unrealized gains (losses) included in Principal Transactions (505) (384)
Net realized/unrealized gains (losses) included in Other 0 0
Transfers into Level 3 (32) 77
Transfers out of Level 3 (2,180) 35
Purchases 62 0
Issuances 0 23
Sales (19) (3)
Settlements 157 336
Balance at end of period, asset (liability), net (18) (1,861)
Unrealized gains (losses) still held (171) 149
Trading account assets and liabilities | Credit derivatives    
Fair value, Derivative assets (liabilities) measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period, asset (liability), net (799) (1,001)
Net realized/unrealized gains (losses) included in Principal Transactions 261 (484)
Net realized/unrealized gains (losses) included in Other 0 0
Transfers into Level 3 (7) (28)
Transfers out of Level 3 (391) 18
Purchases 2 6
Issuances 0 16
Sales 1 (6)
Settlements 212 680
Balance at end of period, asset (liability), net 61 (799)
Unrealized gains (losses) still held 87 (169)
Interest-bearing deposits    
Fair value, liabilities measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period 286 293
Net realized/unrealized gains (losses) included in Principal Transactions 0 0
Net realized/unrealized gains (losses) included in locations Other 14 25
Transfers into Level 3 13 40
Transfers out of Level 3 (1) 0
Purchases 0 0
Issuance 215 2
Sales 0 0
Settlements (4) (24)
Balance at end of period 495 286
Unrealized gains (losses) still held (355) 22
Federal funds purchased and securities loaned or sold under agreements to repurchase    
Fair value, liabilities measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period 726 849
Net realized/unrealized gains (losses) included in Principal Transactions (8) 14
Net realized/unrealized gains (losses) included in locations Other 0 0
Transfers into Level 3 1 0
Transfers out of Level 3 0 0
Purchases 0 0
Issuance 243 36
Sales (31) 0
Settlements 36 (145)
Balance at end of period 983 726
Unrealized gains (losses) still held 24 10
Trading account liabilities | Securities sold, not yet purchased    
Fair value, liabilities measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period 22 1,177
Net realized/unrealized gains (losses) included in Principal Transactions (454) 385
Net realized/unrealized gains (losses) included in locations Other 0 0
Transfers into Level 3 187 22
Transfers out of Level 3 (172) (796)
Purchases (7) 0
Issuance 226 17
Sales (39) (277)
Settlements (99) (290)
Balance at end of period 586 22
Unrealized gains (losses) still held (238) 8
Trading account liabilities | Other trading liabilities    
Fair value, liabilities measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period 5 1
Net realized/unrealized gains (losses) included in Principal Transactions 5 0
Net realized/unrealized gains (losses) included in locations Other 0 0
Transfers into Level 3 0 4
Transfers out of Level 3 0 0
Purchases 0 0
Issuance 0 0
Sales 0 0
Settlements 0 0
Balance at end of period 0 5
Unrealized gains (losses) still held 0 0
Short-term borrowings    
Fair value, liabilities measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period 18 42
Net realized/unrealized gains (losses) included in Principal Transactions 53 32
Net realized/unrealized gains (losses) included in locations Other 0 0
Transfers into Level 3 72 4
Transfers out of Level 3 (46) (7)
Purchases 0 0
Issuance 86 31
Sales 0 0
Settlements (40) (20)
Balance at end of period 37 18
Unrealized gains (losses) still held 25 (3)
Long-term debt    
Fair value, liabilities measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period 13,082 9,744
Net realized/unrealized gains (losses) included in Principal Transactions (182) (1,083)
Net realized/unrealized gains (losses) included in locations Other 0 0
Transfers into Level 3 2,850 1,251
Transfers out of Level 3 (3,514) (1,836)
Purchases (36) (44)
Issuance (18) 2,712
Sales (45) 0
Settlements (3) 84
Balance at end of period 12,570 13,082
Unrealized gains (losses) still held (2,871) (1,554)
Other financial liabilities    
Fair value, liabilities measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period 8 8
Net realized/unrealized gains (losses) included in Principal Transactions 0 0
Net realized/unrealized gains (losses) included in locations Other (2) 0
Transfers into Level 3 1 5
Transfers out of Level 3 (10) 0
Purchases 0 0
Issuance 2 5
Sales 0 1
Settlements (3) (9)
Balance at end of period 0 8
Unrealized gains (losses) still held (8) (1)
Federal funds sold and securities borrowed or purchased under agreements to resell    
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period 16 1,496
Net realized/unrealized gains (losses) included in principal transactions 17 (281)
Net realized/unrealized gains (losses) included in Other 0 0
Transfers into Level 3 50 0
Transfers out of Level 3 0 (1,198)
Purchases 95 0
Issuance 0 0
Sales 16 0
Settlements (79) (1)
Balance at end of period 115 16
Unrealized gains (losses) still held 9 1
Trading non-derivative assets    
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period 3,274 6,251
Net realized/unrealized gains (losses) included in principal transactions 364 952
Net realized/unrealized gains (losses) included in Other 0 0
Transfers into Level 3 688 1,321
Transfers out of Level 3 (758) (3,737)
Purchases 3,388 5,676
Issuance (32) (23)
Sales (3,357) (7,155)
Settlements (19) (11)
Balance at end of period 3,548 3,274
Unrealized gains (losses) still held 153 196
Trading non-derivative assets | U.S. government-sponsored agency guaranteed    
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period 163 176
Net realized/unrealized gains (losses) included in principal transactions 5 23
Net realized/unrealized gains (losses) included in Other 0 0
Transfers into Level 3 92 176
Transfers out of Level 3 (107) (174)
Purchases 281 463
Issuance 0 0
Sales (278) (504)
Settlements 0 3
Balance at end of period 156 163
Unrealized gains (losses) still held 186 2
Trading non-derivative assets | Mortgage-backed securities - Residential    
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period 164 399
Net realized/unrealized gains (losses) included in principal transactions 112 86
Net realized/unrealized gains (losses) included in Other 0 0
Transfers into Level 3 124 95
Transfers out of Level 3 (133) (118)
Purchases 154 126
Issuance 0 0
Sales (153) (424)
Settlements 0 0
Balance at end of period 268 164
Unrealized gains (losses) still held 4 14
Trading non-derivative assets | Mortgage-backed securities - Commercial    
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period 57 206
Net realized/unrealized gains (losses) included in principal transactions (7) 15
Net realized/unrealized gains (losses) included in Other 0 0
Transfers into Level 3 24 69
Transfers out of Level 3 (49) (57)
Purchases 110 450
Issuance 0 0
Sales (58) (626)
Settlements 0 0
Balance at end of period 77 57
Unrealized gains (losses) still held 0 (5)
Trading non-derivative assets | Mortgage-backed securities    
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period 384 781
Net realized/unrealized gains (losses) included in principal transactions 110 124
Net realized/unrealized gains (losses) included in Other 0 0
Transfers into Level 3 240 340
Transfers out of Level 3 (289) (349)
Purchases 545 1,039
Issuance 0 0
Sales (489) (1,554)
Settlements 0 3
Balance at end of period 501 384
Unrealized gains (losses) still held 190 11
Trading non-derivative assets | U.S. Treasury and federal agency securities    
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period 0 1
Net realized/unrealized gains (losses) included in principal transactions 0 0
Net realized/unrealized gains (losses) included in Other 0 0
Transfers into Level 3 6 0
Transfers out of Level 3 (4) 0
Purchases 1 0
Issuance 0 0
Sales 0 (1)
Settlements (2) 0
Balance at end of period 1 0
Unrealized gains (losses) still held 0 0
Trading non-derivative assets | State and municipal securities    
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period 274 296
Net realized/unrealized gains (losses) included in principal transactions 22 28
Net realized/unrealized gains (losses) included in Other 0 0
Transfers into Level 3 0 24
Transfers out of Level 3 (96) (48)
Purchases 45 161
Issuance 0 (23)
Sales (45) (164)
Settlements 0 0
Balance at end of period 200 274
Unrealized gains (losses) still held 9 8
Trading non-derivative assets | Foreign government    
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period 16 40
Net realized/unrealized gains (losses) included in principal transactions (2) 1
Net realized/unrealized gains (losses) included in Other 0 0
Transfers into Level 3 5 89
Transfers out of Level 3 (13) (228)
Purchases 75 291
Issuance 0 0
Sales (50) (177)
Settlements 0 0
Balance at end of period 31 16
Unrealized gains (losses) still held (28) 0
Trading non-derivative assets | Corporate    
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period 275 324
Net realized/unrealized gains (losses) included in principal transactions (72) 344
Net realized/unrealized gains (losses) included in Other 0 0
Transfers into Level 3 138 140
Transfers out of Level 3 (122) (185)
Purchases 596 482
Issuance (40) (8)
Sales (415) (828)
Settlements 0 6
Balance at end of period 360 275
Unrealized gains (losses) still held (32) 81
Trading non-derivative assets | Equity securities    
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period 120 127
Net realized/unrealized gains (losses) included in principal transactions 2 54
Net realized/unrealized gains (losses) included in Other 0 0
Transfers into Level 3 25 210
Transfers out of Level 3 (62) (58)
Purchases 290 51
Issuance 0 (3)
Sales (222) (261)
Settlements 0 0
Balance at end of period 153 120
Unrealized gains (losses) still held (56) 0
Trading non-derivative assets | Asset-backed securities    
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period 1,590 1,868
Net realized/unrealized gains (losses) included in principal transactions 28 284
Net realized/unrealized gains (losses) included in Other 0 0
Transfers into Level 3 77 44
Transfers out of Level 3 (90) (178)
Purchases 1,238 1,457
Issuance 0 0
Sales (1,359) (1,885)
Settlements 0 0
Balance at end of period 1,484 1,590
Unrealized gains (losses) still held (21) 36
Trading non-derivative assets | Other debt securities    
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period 615 2,814
Net realized/unrealized gains (losses) included in principal transactions 276 117
Net realized/unrealized gains (losses) included in Other 0 0
Transfers into Level 3 197 474
Transfers out of Level 3 (82) (2,691)
Purchases 598 2,195
Issuance 8 11
Sales (777) (2,285)
Settlements (17) (20)
Balance at end of period 818 615
Unrealized gains (losses) still held 91 60
Investments    
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period 2,437 3,861
Net realized/unrealized gains (losses) included in principal transactions 0 0
Net realized/unrealized gains (losses) included in Other (127) (175)
Transfers into Level 3 268 186
Transfers out of Level 3 (613) (1,021)
Purchases 607 1,812
Issuance 0 0
Sales (784) (1,958)
Settlements (51) (268)
Balance at end of period 1,737 2,437
Unrealized gains (losses) still held 44 99
Investments | U.S. government-sponsored agency guaranteed    
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period 24 101
Net realized/unrealized gains (losses) included in principal transactions 0 0
Net realized/unrealized gains (losses) included in Other 10 16
Transfers into Level 3 0 1
Transfers out of Level 3 0 (94)
Purchases 0 0
Issuance 0 0
Sales (2) 0
Settlements 0 0
Balance at end of period 32 24
Unrealized gains (losses) still held 14 (2)
Investments | Mortgage-backed securities - Residential    
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period 0 50
Net realized/unrealized gains (losses) included in principal transactions 0 0
Net realized/unrealized gains (losses) included in Other 0 2
Transfers into Level 3 0 0
Transfers out of Level 3 0 (47)
Purchases 0 0
Issuance 0 0
Sales 0 (5)
Settlements 0 0
Balance at end of period 0 0
Unrealized gains (losses) still held 0 0
Investments | Mortgage-backed securities - Commercial    
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period 3 0
Net realized/unrealized gains (losses) included in principal transactions 0 0
Net realized/unrealized gains (losses) included in Other 2 0
Transfers into Level 3 1 3
Transfers out of Level 3 (1) 0
Purchases 0 12
Issuance 0 0
Sales (5) (12)
Settlements 0 0
Balance at end of period 0 3
Unrealized gains (losses) still held 0 0
Investments | Mortgage-backed securities    
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period 27 151
Net realized/unrealized gains (losses) included in principal transactions 0 0
Net realized/unrealized gains (losses) included in Other 12 18
Transfers into Level 3 1 4
Transfers out of Level 3 (1) (141)
Purchases 0 12
Issuance 0 0
Sales (7) (17)
Settlements 0 0
Balance at end of period 32 27
Unrealized gains (losses) still held 14 (2)
Investments | U.S. Treasury and federal agency securities    
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period 0 2
Net realized/unrealized gains (losses) included in principal transactions 0 0
Net realized/unrealized gains (losses) included in Other 0 0
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Purchases 0 0
Issuance 0 0
Sales 0 (2)
Settlements 0 0
Balance at end of period 0 0
Unrealized gains (losses) still held 0 0
Investments | State and municipal securities    
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period 737 1,211
Net realized/unrealized gains (losses) included in principal transactions 0 0
Net realized/unrealized gains (losses) included in Other (20) 58
Transfers into Level 3 0 70
Transfers out of Level 3 (18) (517)
Purchases 211 127
Issuance 0 0
Sales (202) (212)
Settlements 0 0
Balance at end of period 708 737
Unrealized gains (losses) still held (29) 44
Investments | Foreign government    
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period 92 186
Net realized/unrealized gains (losses) included in principal transactions 0 0
Net realized/unrealized gains (losses) included in Other (3) 0
Transfers into Level 3 3 2
Transfers out of Level 3 (4) (284)
Purchases 141 523
Issuance 0 0
Sales (161) (335)
Settlements 0 0
Balance at end of period 68 92
Unrealized gains (losses) still held 4 1
Investments | Corporate    
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period 71 311
Net realized/unrealized gains (losses) included in principal transactions 0 0
Net realized/unrealized gains (losses) included in Other (1) 9
Transfers into Level 3 61 77
Transfers out of Level 3 (66) (47)
Purchases 101 227
Issuance 0 0
Sales (10) (506)
Settlements 0 0
Balance at end of period 156 71
Unrealized gains (losses) still held 0 0
Investments | Equity securities    
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period 2 9
Net realized/unrealized gains (losses) included in principal transactions 0 0
Net realized/unrealized gains (losses) included in Other 1 (1)
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Purchases 0 0
Issuance 0 0
Sales (2) (6)
Settlements (1) 0
Balance at end of period 0 2
Unrealized gains (losses) still held 0 0
Investments | Asset-backed securities    
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period 827 660
Net realized/unrealized gains (losses) included in principal transactions 0 0
Net realized/unrealized gains (losses) included in Other (21) (89)
Transfers into Level 3 10 31
Transfers out of Level 3 (524) (32)
Purchases 63 883
Issuance 0 0
Sales (168) (626)
Settlements 0 0
Balance at end of period 187 827
Unrealized gains (losses) still held 0 12
Investments | Other debt securities    
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period 0 0
Net realized/unrealized gains (losses) included in principal transactions 0 0
Net realized/unrealized gains (losses) included in Other 0 0
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Purchases 0 21
Issuance 0 0
Sales 0 (21)
Settlements 0 0
Balance at end of period 0 0
Unrealized gains (losses) still held 0 0
Investments | Non-marketable equity securities    
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period 681 1,331
Net realized/unrealized gains (losses) included in principal transactions 0 0
Net realized/unrealized gains (losses) included in Other (95) (170)
Transfers into Level 3 193 2
Transfers out of Level 3 0 0
Purchases 91 19
Issuance 0 0
Sales (234) (233)
Settlements (50) (268)
Balance at end of period 586 681
Unrealized gains (losses) still held 55 44
Loans    
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period 550 568
Net realized/unrealized gains (losses) included in principal transactions 0 0
Net realized/unrealized gains (losses) included in Other (319) 75
Transfers into Level 3 0 80
Transfers out of Level 3 13 (16)
Purchases 140 188
Issuance 0 0
Sales (103) (337)
Settlements (4) (8)
Balance at end of period 277 550
Unrealized gains (losses) still held 236 211
Mortgage servicing rights    
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period 558 1,564
Net realized/unrealized gains (losses) included in principal transactions 0 0
Net realized/unrealized gains (losses) included in Other 54 65
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Purchases 0 0
Issuance 58 96
Sales (18) (1,057)
Settlements (68) (110)
Balance at end of period 584 558
Unrealized gains (losses) still held 59 74
Other financial assets measured on a recurring basis    
Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation    
Balance at beginning of period 16 34
Net realized/unrealized gains (losses) included in principal transactions 0 0
Net realized/unrealized gains (losses) included in Other 51 (128)
Transfers into Level 3 0 10
Transfers out of Level 3 (11) (8)
Purchases 4 1
Issuance 12 318
Sales (12) (14)
Settlements (60) (197)
Balance at end of period 0 16
Unrealized gains (losses) still held $ 63 $ (152)