XML 162 R141.htm IDEA: XBRL DOCUMENT v3.23.1
DERIVATIVES - Fair Value Hedges (Details) - USD ($)
$ in Millions
3 Months Ended
Mar. 31, 2023
Mar. 31, 2022
Gain (loss) on fair value hedges    
Gain (loss) under mark-to-market approach $ 45 $ 50
Gain (loss) under amortization approach 4 (1)
Other revenue    
Gain (loss) on fair value hedges    
Gain (loss) on the hedging derivatives included in assessment of the effectiveness of fair value hedges 40 447
Gain (loss) on the hedged item in designated and qualifying fair value hedges (40) (448)
Net gain (loss) on the hedging derivatives excluded from assessment of the effectiveness of fair value hedges 71 80
Net interest income    
Gain (loss) on fair value hedges    
Gain (loss) on the hedging derivatives included in assessment of the effectiveness of fair value hedges (1) (4,666)
Gain (loss) on the hedged item in designated and qualifying fair value hedges (7) 4,597
Net gain (loss) on the hedging derivatives excluded from assessment of the effectiveness of fair value hedges 0 (6)
Interest rate contracts (gross) | 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
Gain (loss) on the hedged item in designated and qualifying fair value hedges 0 0
Net gain (loss) on the hedging derivatives excluded from assessment of the effectiveness of fair value hedges 0 0
Interest rate contracts (gross) | Net interest income    
Gain (loss) on fair value hedges    
Gain (loss) on the hedging derivatives included in assessment of the effectiveness of fair value hedges (1) (4,666)
Gain (loss) on the hedged item in designated and qualifying fair value hedges (7) 4,597
Net gain (loss) on the hedging derivatives excluded from assessment of the effectiveness of fair value hedges 0 (6)
Foreign exchange contracts (gross)    
Gain (loss) on fair value hedges    
Gain (loss) of cross currency basis included in AOCI (26) 64
Foreign exchange contracts (gross) | Other revenue    
Gain (loss) on fair value hedges    
Gain (loss) on the hedging derivatives included in assessment of the effectiveness of fair value hedges 548 (425)
Gain (loss) on the hedged item in designated and qualifying fair value hedges (548) 424
Net gain (loss) on the hedging derivatives excluded from assessment of the effectiveness of fair value hedges 22 31
Foreign exchange contracts (gross) | Net interest income    
Gain (loss) on fair value hedges    
Gain (loss) on the hedging derivatives included in assessment of the effectiveness of fair value hedges 0 0
Gain (loss) on the hedged item in designated and qualifying fair value hedges 0 0
Net gain (loss) on the hedging derivatives excluded from assessment of the effectiveness of fair value hedges 0 0
Commodity hedges | Other revenue    
Gain (loss) on fair value hedges    
Gain (loss) on the hedging derivatives included in assessment of the effectiveness of fair value hedges (508) 872
Gain (loss) on the hedged item in designated and qualifying fair value hedges 508 (872)
Net gain (loss) on the hedging derivatives excluded from assessment of the effectiveness of fair value hedges 49 49
Commodity hedges | Net interest income    
Gain (loss) on fair value hedges    
Gain (loss) on the hedging derivatives included in assessment of the effectiveness of fair value hedges 0 0
Gain (loss) on the hedged item in designated and qualifying fair value hedges 0 0
Net gain (loss) on the hedging derivatives excluded from assessment of the effectiveness of fair value hedges $ 0 $ 0