XML 153 R121.htm IDEA: XBRL DOCUMENT v3.19.2
DERIVATIVES - Fair Value Hedges (Details) - USD ($)
$ in Millions
3 Months Ended 6 Months Ended
Jun. 30, 2019
Jun. 30, 2018
Jun. 30, 2019
Jun. 30, 2018
Other revenue        
Gain (loss) on fair value hedges        
Gain (loss) on the hedging derivatives included in assessment of the effectiveness of fair value hedges $ (352) $ 322 $ (114) $ 499
Gain (loss) on the hedged item in designated and qualifying fair value hedges 352 (347) 114 (595)
Net gain (loss), on the hedging derivatives, excluded from assessment of the effectiveness of fair value hedges (113) 34 (98) 58
Net interest revenue        
Gain (loss) on fair value hedges        
Gain (loss) on the hedging derivatives included in assessment of the effectiveness of fair value hedges 1,853 (518) 2,816 360
Gain (loss) on the hedged item in designated and qualifying fair value hedges (1,783) 520 (2,662) (346)
Net gain (loss), on the hedging derivatives, excluded from assessment of the effectiveness of fair value hedges (4) (5) (4) (5)
Interest rate contracts | Other revenue        
Gain (loss) on fair value hedges        
Gain (loss) on the hedging derivatives included in assessment of the effectiveness of fair value hedges 0 0 0 0
Gain (loss) on the hedged item in designated and qualifying fair value hedges 0 0 0 0
Net gain (loss), on the hedging derivatives, excluded from assessment of the effectiveness of fair value hedges 0 0 0 0
Interest rate contracts | Net interest revenue        
Gain (loss) on fair value hedges        
Gain (loss) on the hedging derivatives included in assessment of the effectiveness of fair value hedges 1,853 (518) 2,816 360
Gain (loss) on the hedged item in designated and qualifying fair value hedges (1,783) 520 (2,662) (346)
Net gain (loss), on the hedging derivatives, excluded from assessment of the effectiveness of fair value hedges (4) (5) (4) (5)
Foreign exchange contracts        
Gain (loss) on fair value hedges        
Amount of cross currency basis included in AOCI 59 (37) 83 (42)
Foreign exchange contracts | Other revenue        
Gain (loss) on fair value hedges        
Gain (loss) on the hedging derivatives included in assessment of the effectiveness of fair value hedges (180) 320 (12) 499
Gain (loss) on the hedged item in designated and qualifying fair value hedges 180 (347) 12 (596)
Net gain (loss), on the hedging derivatives, excluded from assessment of the effectiveness of fair value hedges (118) 33 (121) 56
Foreign exchange contracts | Net interest revenue        
Gain (loss) on fair value hedges        
Gain (loss) on the hedging derivatives included in assessment of the effectiveness of fair value hedges 0 0 0 0
Gain (loss) on the hedged item in designated and qualifying fair value hedges 0 0 0 0
Net gain (loss), on the hedging derivatives, excluded from assessment of the effectiveness of fair value hedges 0 0 0 0
Commodity and other contracts | Other revenue        
Gain (loss) on fair value hedges        
Gain (loss) on the hedging derivatives included in assessment of the effectiveness of fair value hedges (172) 2 (102) 0
Gain (loss) on the hedged item in designated and qualifying fair value hedges 172 0 102 1
Net gain (loss), on the hedging derivatives, excluded from assessment of the effectiveness of fair value hedges 5 1 23 2
Commodity and other contracts | Net interest revenue        
Gain (loss) on fair value hedges        
Gain (loss) on the hedging derivatives included in assessment of the effectiveness of fair value hedges 0 0 0 0
Gain (loss) on the hedged item in designated and qualifying fair value hedges 0 0 0 0
Net gain (loss), on the hedging derivatives, excluded from assessment of the effectiveness of fair value hedges $ 0 $ 0 $ 0 $ 0