XML 169 R142.htm IDEA: XBRL DOCUMENT v3.23.3
DERIVATIVES - Derivative Mark-to-Market (MTM) Receivables/Payables (Details) - USD ($)
$ in Millions
Sep. 30, 2023
Dec. 31, 2022
Assets    
Derivative receivables $ 425,417 $ 444,987
Less: Netting agreements to assets (333,991) (346,545)
Less: Netting of cash collateral received (22,872) (23,136)
Total trading account derivatives, assets 68,554 75,306
Less: Cash collateral received (818) (1,455)
Less: Non-cash collateral received (2,933) (5,923)
Total net receivables 64,803 67,928
Liabilities    
Derivative payables 415,046 436,493
Less: Netting agreements to liabilities (333,991) (346,545)
Less: Netting of cash collateral paid (26,294) (30,032)
Total derivative liabilities 54,761 59,916
Less: Cash collateral paid (254) (2,272)
Less: Non-cash collateral paid (10,741) (13,475)
Total net payables 43,766 44,169
Trading account assets    
Liabilities    
Does not meet applicable offsetting guidance, assets 4,000 14,000
Trading account assets | Over-the-counter    
Liabilities    
Less: Netting agreements to liabilities (255,000) (276,000)
Trading account assets | Cleared    
Liabilities    
Less: Netting agreements to liabilities (56,000) (49,000)
Trading account assets | Exchange traded    
Liabilities    
Less: Netting agreements to liabilities (23,000) (22,000)
Trading accounts liabilities    
Liabilities    
Does not meet applicable offsetting guidance, liabilities 9,000 11,000
Trading accounts liabilities | Over-the-counter    
Assets    
Less: Netting agreements to assets (255,000) (276,000)
Trading accounts liabilities | Cleared    
Assets    
Less: Netting agreements to assets (56,000) (49,000)
Trading accounts liabilities | Exchange traded    
Assets    
Less: Netting agreements to assets (23,000) (22,000)
Derivative instruments designated as ASC 815 hedges    
Assets    
Derivative receivables 2,328 2,888
Liabilities    
Derivative payables 1,776 1,871
Derivative instruments designated as ASC 815 hedges | Interest rate contracts    
Assets    
Derivative receivables 773 597
Liabilities    
Derivative payables 29 102
Derivative instruments designated as ASC 815 hedges | Interest rate contracts | Over-the-counter    
Assets    
Derivative receivables 351 468
Liabilities    
Derivative payables 7 1
Derivative instruments designated as ASC 815 hedges | Interest rate contracts | Cleared    
Assets    
Derivative receivables 422 129
Liabilities    
Derivative payables 22 101
Derivative instruments designated as ASC 815 hedges | Foreign exchange contracts    
Assets    
Derivative receivables 1,555 2,291
Liabilities    
Derivative payables 1,747 1,769
Derivative instruments designated as ASC 815 hedges | Foreign exchange contracts | Over-the-counter    
Assets    
Derivative receivables 1,553 2,288
Liabilities    
Derivative payables 1,747 1,766
Derivative instruments designated as ASC 815 hedges | Foreign exchange contracts | Cleared    
Assets    
Derivative receivables 2 3
Liabilities    
Derivative payables 0 3
Derivatives instruments not designated as ASC 815 hedges    
Assets    
Derivative receivables 423,089 442,099
Liabilities    
Derivative payables 413,270 434,622
Derivatives instruments not designated as ASC 815 hedges | Interest rate contracts    
Assets    
Derivative receivables 178,345 177,607
Liabilities    
Derivative payables 173,230 172,518
Derivatives instruments not designated as ASC 815 hedges | Interest rate contracts | Over-the-counter    
Assets    
Derivative receivables 124,279 126,844
Liabilities    
Derivative payables 119,409 119,854
Derivatives instruments not designated as ASC 815 hedges | Interest rate contracts | Cleared    
Assets    
Derivative receivables 53,859 50,515
Liabilities    
Derivative payables 53,634 52,566
Derivatives instruments not designated as ASC 815 hedges | Interest rate contracts | Exchange traded    
Assets    
Derivative receivables 207 248
Liabilities    
Derivative payables 187 98
Derivatives instruments not designated as ASC 815 hedges | Foreign exchange contracts    
Assets    
Derivative receivables 172,762 185,372
Liabilities    
Derivative payables 165,204 184,226
Derivatives instruments not designated as ASC 815 hedges | Foreign exchange contracts | Over-the-counter    
Assets    
Derivative receivables 172,079 184,869
Liabilities    
Derivative payables 164,527 183,578
Derivatives instruments not designated as ASC 815 hedges | Foreign exchange contracts | Cleared    
Assets    
Derivative receivables 679 502
Liabilities    
Derivative payables 659 643
Derivatives instruments not designated as ASC 815 hedges | Foreign exchange contracts | Trading account assets | Exchange traded    
Assets    
Derivative receivables 4 1
Derivatives instruments not designated as ASC 815 hedges | Foreign exchange contracts | Trading accounts liabilities | Exchange traded    
Liabilities    
Derivative payables 18 5
Derivatives instruments not designated as ASC 815 hedges | Equity contracts    
Assets    
Derivative receivables 43,053 42,407
Liabilities    
Derivative payables 46,499 43,783
Derivatives instruments not designated as ASC 815 hedges | Equity contracts | Over-the-counter    
Assets    
Derivative receivables 19,000 19,674
Liabilities    
Derivative payables 22,006 21,871
Derivatives instruments not designated as ASC 815 hedges | Equity contracts | Cleared    
Assets    
Derivative receivables 19 1
Liabilities    
Derivative payables 120 4
Derivatives instruments not designated as ASC 815 hedges | Equity contracts | Exchange traded    
Assets    
Derivative receivables 24,034 22,732
Liabilities    
Derivative payables 24,373 21,908
Derivatives instruments not designated as ASC 815 hedges | Commodity and other contracts    
Assets    
Derivative receivables 16,287 28,324
Liabilities    
Derivative payables 17,260 26,318
Derivatives instruments not designated as ASC 815 hedges | Commodity and other contracts | Over-the-counter    
Assets    
Derivative receivables 15,460 27,285
Liabilities    
Derivative payables 16,226 24,912
Derivatives instruments not designated as ASC 815 hedges | Commodity and other contracts | Exchange traded    
Assets    
Derivative receivables 827 1,039
Liabilities    
Derivative payables 1,034 1,406
Derivatives instruments not designated as ASC 815 hedges | Credit derivatives    
Assets    
Derivative receivables 12,642 8,389
Liabilities    
Derivative payables 11,077 7,777
Derivatives instruments not designated as ASC 815 hedges | Credit derivatives | Over-the-counter    
Assets    
Derivative receivables 6,922 6,836
Liabilities    
Derivative payables 5,744 5,807
Derivatives instruments not designated as ASC 815 hedges | Credit derivatives | Cleared    
Assets    
Derivative receivables 5,720 1,553
Liabilities    
Derivative payables $ 5,333 $ 1,970