Derivative Instruments (Tables)

12 Months Ended

Dec. 31, 2019

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]

The following tables summarize the gross fair values of individual derivative instruments and the impact of legal rights of offset as reported in the Consolidated Balance Sheets as of December 31, 2019 and 2018.

	Gross Amounts of Recognized Assets / Liabilities		Gross Amounts Offset in the Consolidated Balance Sheet		Net Amounts of Assets/ Liabilities Presented in the Consolidated Balance Sheet		Gross Amount of Collateral Received / Pledged not Offset in the Consolidated Balance Sheet		Net Amount
December 31, 2019:
Derivative Assets:
Interest rate swaps	$	75	$	—	$	75	$	—	$	75
Total non-VIE derivative assets	$	75	$	—	$	75	$	—	$	75
Derivative Liabilities:
Credit derivatives	$	—	$	—	$	—	$	—	$	—
Interest rate swaps	89		—		90		89		1
Total non-VIE derivative liabilities	$	90	$	—	$	90	$	89	$	1
Variable Interest Entities Derivative Assets:
Currency swaps	$	52	$	—	$	52	$	—	$	52
Total VIE derivative assets	$	52	$	—	$	52	$	—	$	52
Variable Interest Entities Derivative Liabilities:
Interest rate swaps	$	1,657	$	—	$	1,657	$	—	$	1,657
Total VIE derivative liabilities	$	1,657	$	—	$	1,657	$	—	$	1,657

	Gross Amounts of Recognized Assets / Liabilities		Gross Amounts Offset in the Consolidated Balance Sheet		Net Amounts of Assets/ Liabilities Presented in the Consolidated Balance Sheet		Gross Amount of Collateral Received / Pledged not Offset in the Consolidated Balance Sheet		Net Amount
December 31, 2018:
Derivative Assets:
Interest rate swaps	$	60	$	—	$	59	$	—	$	59
Total non-VIE derivative assets	$	60	$	—	$	59	$	—	$	59
Derivative Liabilities:
Credit derivatives	$	1	$	—	$	1	$	—	$	1
Interest rate swaps	72		—		72		67		5
Futures contracts	3		—		3		3		—
Total non-VIE derivative liabilities	$	77	$	—	$	77	$	71	$	6
Variable Interest Entities Derivative Assets:
Currency swaps	$	66	$	—	$	66	$	—	$	66
Total VIE derivative assets	$	66	$	—	$	66	$	—	$	66
Variable Interest Entities Derivative Liabilities:
Interest rate swaps	$	1,712	$	—	$	1,712	$	—	$	1,712
Total VIE derivative liabilities	$	1,712	$	—	$	1,712	$	—	$	1,712

Summary of Location and Amount of Gains and Losses of Derivative Contracts

The following tables summarize the location and amount of gains and losses of derivative contracts in the Consolidated Statements of Total Comprehensive Income (Loss) for the years ended December 31, 2019, 2018 and 2017:

	Location of Gain (Loss) Recognized in Consolidated Statements of Total Comprehensive Income (Loss)	Amount of Gain (Loss) Recognized in Consolidated Statement of Total Comprehensive Income (Loss) – Year Ended December 31,
		2019			2018			2017
Non-VIE derivatives:
Futures contracts	Net gains (losses) on derivative contracts	(45		)	7			11
Interest rate swaps	Net gains (losses) on derivative contracts	(6		)	1			49
Credit derivatives	Net gains (losses) on derivative contracts	2			(1		)	16
Total non-VIE derivatives		(50		)	7			76
Variable Interest Entities:
Interest rate swaps	Income (loss) on variable interest entities	(20		)	493			(127		)
Currency swaps	Income (loss) on variable interest entities	(12		)	11			(26		)
Total Variable Interest Entities		(32		)	505			(152		)
Total derivative contracts		$	(82	)	$	512		$	(76	)

Summary of Notional Amounts of AFS's Trading Derivative Products

As of December 31, 2019 and 2018, the notional amounts of AFS's derivatives are as follows:

	Notional - December 31,
Type of Derivative	2019		2018
Interest rate swaps—pay-fixed/receive-variable	$	1,261	$	1,122
US Treasury futures contracts—short	755		1,760
Interest rate swaps—receive-fixed/pay-variable	332		493

Variable Interest Entity, Not Primary Beneficiary, Aggregated Disclosure [Member]

Summary of Notional Amounts of AFS's Trading Derivative Products

The notional for VIE derivatives outstanding as of December 31, 2019 and 2018, are as follows:

	Notional - December 31,
Type of VIE Derivative	2019		2018
Interest rate swaps—receive-fixed/pay-variable	$	1,194	$	1,400
Interest rate swaps—pay-fixed/receive-variable	1,176		1,177
Currency swaps	329		345
Credit derivatives	9		10