XML 200 R171.htm IDEA: XBRL DOCUMENT v3.22.4
DERIVATIVES - Derivative Mark-to-Market (MTM) Receivables/Payables (Details) - USD ($)
$ in Millions
Dec. 31, 2022
Dec. 31, 2021
Assets    
Derivative receivables $ 444,987 $ 386,851
Less: Netting agreements to assets (346,545) (292,628)
Less: Netting of cash collateral received (23,136) (24,447)
Net receivables included on consolidated balance sheet 75,306 69,776
Less: Cash collateral received (1,455) (907)
Less: Non-cash collateral received (5,923) (5,777)
Total net receivables 67,928 63,092
Liabilities    
Derivative payables 436,493 377,450
Less: Netting agreements to liabilities (346,545) (292,628)
Netting of cash collateral paid (30,032) (29,306)
Total derivative liabilities 59,916 55,516
Less: Cash collateral paid (2,272) (538)
Less: Non-cash collateral paid (13,475) (13,607)
Total net payables 44,169 41,371
Trading accounts assets    
Liabilities    
Does not meet applicable offsetting guidance, assets 14,000 10,000
Trading accounts liabilities    
Liabilities    
Does not meet applicable offsetting guidance, liabilities 11,000 11,000
Over-the-counter | Trading accounts assets    
Assets    
Less: Netting agreements to assets (276,000) (259,000)
Liabilities    
Less: Netting agreements to liabilities   (259,000)
Over-the-counter | Trading accounts liabilities    
Liabilities    
Less: Netting agreements to liabilities (276,000)  
Cleared | Trading accounts assets    
Assets    
Less: Netting agreements to assets (49,000) (14,000)
Liabilities    
Less: Netting agreements to liabilities   (14,000)
Cleared | Trading accounts liabilities    
Liabilities    
Less: Netting agreements to liabilities (49,000)  
Exchange traded | Trading accounts assets    
Assets    
Less: Netting agreements to assets (22,000) (20,000)
Liabilities    
Less: Netting agreements to liabilities   (20,000)
Exchange traded | Trading accounts liabilities    
Liabilities    
Less: Netting agreements to liabilities (22,000)  
Derivatives instruments designated as ASC 815 hedges    
Assets    
Derivative receivables 2,888 2,633
Liabilities    
Derivative payables 1,871 1,567
Derivatives instruments designated as ASC 815 hedges | Interest rate hedges    
Assets    
Derivative receivables 597 1,289
Liabilities    
Derivative payables 102 95
Derivatives instruments designated as ASC 815 hedges | Foreign exchange contracts    
Assets    
Derivative receivables 2,291 1,344
Liabilities    
Derivative payables 1,769 1,472
Derivatives instruments designated as ASC 815 hedges | Over-the-counter | Interest rate hedges    
Assets    
Derivative receivables 468 1,167
Liabilities    
Derivative payables 1 6
Derivatives instruments designated as ASC 815 hedges | Over-the-counter | Foreign exchange contracts    
Assets    
Derivative receivables 2,288 1,338
Liabilities    
Derivative payables 1,766 1,472
Derivatives instruments designated as ASC 815 hedges | Cleared | Interest rate hedges    
Assets    
Derivative receivables 129 122
Liabilities    
Derivative payables 101 89
Derivatives instruments designated as ASC 815 hedges | Cleared | Foreign exchange contracts    
Assets    
Derivative receivables 3 6
Liabilities    
Derivative payables 3 0
Derivatives not designated in a qualifying hedging relationship    
Assets    
Derivative receivables 442,099 384,218
Liabilities    
Derivative payables 434,622 375,883
Derivatives not designated in a qualifying hedging relationship | Interest rate hedges    
Assets    
Derivative receivables 177,607 164,199
Liabilities    
Derivative payables 172,518 149,979
Derivatives not designated in a qualifying hedging relationship | Foreign exchange contracts    
Assets    
Derivative receivables 185,372 134,205
Liabilities    
Derivative payables 184,226 133,826
Derivatives not designated in a qualifying hedging relationship | Equity contracts    
Assets    
Derivative receivables 42,407 45,252
Liabilities    
Derivative payables 43,783 49,684
Derivatives not designated in a qualifying hedging relationship | Commodity and other contract options    
Assets    
Derivative receivables 28,324 30,344
Liabilities    
Derivative payables 26,318 31,379
Derivatives not designated in a qualifying hedging relationship | Credit derivatives    
Assets    
Derivative receivables 8,389 10,218
Liabilities    
Derivative payables 7,777 11,015
Derivatives not designated in a qualifying hedging relationship | Over-the-counter | Interest rate hedges    
Assets    
Derivative receivables 126,844 152,524
Liabilities    
Derivative payables 119,854 138,114
Derivatives not designated in a qualifying hedging relationship | Over-the-counter | Foreign exchange contracts    
Assets    
Derivative receivables 184,869 133,357
Liabilities    
Derivative payables 183,578 133,548
Derivatives not designated in a qualifying hedging relationship | Over-the-counter | Equity contracts    
Assets    
Derivative receivables 19,674 23,452
Liabilities    
Derivative payables 21,871 28,352
Derivatives not designated in a qualifying hedging relationship | Over-the-counter | Commodity and other contract options    
Assets    
Derivative receivables 27,285 29,279
Liabilities    
Derivative payables 24,912 29,833
Derivatives not designated in a qualifying hedging relationship | Over-the-counter | Credit derivatives    
Assets    
Derivative receivables 6,836 6,896
Liabilities    
Derivative payables 5,807 6,959
Derivatives not designated in a qualifying hedging relationship | Cleared | Interest rate hedges    
Assets    
Derivative receivables 50,515 11,579
Liabilities    
Derivative payables 52,566 11,821
Derivatives not designated in a qualifying hedging relationship | Cleared | Foreign exchange contracts    
Assets    
Derivative receivables 502 848
Liabilities    
Derivative payables 643 278
Derivatives not designated in a qualifying hedging relationship | Cleared | Equity contracts    
Assets    
Derivative receivables 1 19
Liabilities    
Derivative payables 4 0
Derivatives not designated in a qualifying hedging relationship | Cleared | Credit derivatives    
Assets    
Derivative receivables 1,553 3,322
Liabilities    
Derivative payables 1,970 4,056
Derivatives not designated in a qualifying hedging relationship | Exchange traded | Interest rate hedges    
Assets    
Derivative receivables 248 96
Liabilities    
Derivative payables 98 44
Derivatives not designated in a qualifying hedging relationship | Exchange traded | Equity contracts    
Assets    
Derivative receivables 22,732 21,781
Liabilities    
Derivative payables 21,908 21,332
Derivatives not designated in a qualifying hedging relationship | Exchange traded | Commodity and other contract options    
Assets    
Derivative receivables 1,039 1,065
Liabilities    
Derivative payables 1,406 $ 1,546
Derivatives not designated in a qualifying hedging relationship | Exchange traded | Trading accounts assets | Foreign exchange contracts    
Assets    
Derivative receivables 1  
Derivatives not designated in a qualifying hedging relationship | Exchange traded | Trading accounts liabilities | Foreign exchange contracts    
Liabilities    
Derivative payables $ 5