XML 152 R67.htm IDEA: XBRL DOCUMENT v3.20.1
Trading Cash Instruments - Cash Instruments, Level 3 Rollforward (Detail) - USD ($)
$ in Millions
3 Months Ended
Mar. 31, 2020
Mar. 31, 2019
Trading Cash Instruments Assets [Member]    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value, Beginning Balance $ 1,242 $ 1,689
Net realized gains / (losses) 34 25
Net unrealized gains / (losses) (159) (11)
Purchases 353 111
Sales (268) (289)
Settlements (153) (83)
Transfers into level 3 342 341
Transfers out of level 3 (157) (193)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value, Ending Balance 1,234 1,590
Trading Cash Instruments Assets [Member] | Loans and Securities Backed by Commercial Real Estate [Member]    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value, Beginning Balance 191 332
Net realized gains / (losses) 9 7
Net unrealized gains / (losses) (22) (6)
Purchases 14 12
Sales (6) (29)
Settlements (50) (21)
Transfers into level 3 7 89
Transfers out of level 3 (13) (13)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value, Ending Balance 130 371
Trading Cash Instruments Assets [Member] | Loans and Securities Backed by Residential Real Estate [Member]    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value, Beginning Balance 231 348
Net realized gains / (losses) 1 3
Net unrealized gains / (losses) 7 7
Purchases 80 18
Sales (23) (110)
Settlements (13) (11)
Transfers into level 3 61 22
Transfers out of level 3 (93) (14)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value, Ending Balance 251 263
Trading Cash Instruments Assets [Member] | Corporate debt instruments [Member]    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value, Beginning Balance 692 912
Net realized gains / (losses) 22 13
Net unrealized gains / (losses) (132) (11)
Purchases 238 60
Sales (214) (135)
Settlements (80) (45)
Transfers into level 3 242 151
Transfers out of level 3 (49) (156)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value, Ending Balance 719 789
Trading Cash Instruments Assets [Member] | Other Cash Instruments [Member]    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value, Beginning Balance 128 97
Net realized gains / (losses) 2 2
Net unrealized gains / (losses) (12) (1)
Purchases 21 21
Sales (25) (15)
Settlements (10) (6)
Transfers into level 3 32 79
Transfers out of level 3 (2) (10)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value, Ending Balance 134 167
Trading Cash Instruments Liabilities [Member]    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability Value, Beginning Balance (273) (49)
Net realized gains / (losses)   0
Net unrealized gains / (losses) 91 (63)
Purchases 26 18
Sales (32) (52)
Settlements (2) 8
Transfers into level 3 (13) (24)
Transfers out of level 3 9 3
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability Value, Ending Balance $ (194) $ (159)