XML 91 R63.htm IDEA: XBRL DOCUMENT v3.8.0.1
Derivative Instruments and Hedging Activities (Credit Derivatives and Other Credit Contracts) (Details) - USD ($)
$ in Millions
Mar. 31, 2018
Dec. 31, 2017
Protection Sold    
Credit Derivatives    
Notional $ 249,199 $ 290,021
Fair value (asset)/liability (1,567) (1,944)
Protection Sold | Less than 1 (Year)    
Credit Derivatives    
Notional 81,715 88,228
Protection Sold | 1 - 3 (Years)    
Credit Derivatives    
Notional 69,988 81,673
Protection Sold | 3 - 5 (Years)    
Credit Derivatives    
Notional 58,118 94,110
Protection Sold | Over 5 (Years)    
Credit Derivatives    
Notional 39,378 26,010
Protection Sold | CDSs    
Credit Derivatives    
Notional 249,070 289,885
Fair value (asset)/liability (1,587) (1,960)
Protection Sold | CDSs | Less than 1 (Year)    
Credit Derivatives    
Notional 81,715 88,226
Protection Sold | CDSs | 1 - 3 (Years)    
Credit Derivatives    
Notional 69,986 81,673
Protection Sold | CDSs | 3 - 5 (Years)    
Credit Derivatives    
Notional 58,118 94,110
Protection Sold | CDSs | Over 5 (Years)    
Credit Derivatives    
Notional 39,251 25,876
Protection Sold | Single Name CDSs    
Credit Derivatives    
Notional 133,209 146,948
Fair value (asset)/liability (1,148) (1,277)
Protection Sold | Single Name CDSs | Investment Grade    
Credit Derivatives    
Notional 97,538 109,341
Fair value (asset)/liability (1,124) (1,167)
Protection Sold | Single Name CDSs | Non-investment Grade    
Credit Derivatives    
Notional 35,671 37,607
Fair value (asset)/liability (24) (110)
Protection Sold | Single Name CDSs | Less than 1 (Year)    
Credit Derivatives    
Notional 46,326 53,934
Protection Sold | Single Name CDSs | Less than 1 (Year) | Investment Grade    
Credit Derivatives    
Notional 33,332 39,721
Protection Sold | Single Name CDSs | Less than 1 (Year) | Non-investment Grade    
Credit Derivatives    
Notional 12,994 14,213
Protection Sold | Single Name CDSs | 1 - 3 (Years)    
Credit Derivatives    
Notional 49,798 58,884
Protection Sold | Single Name CDSs | 1 - 3 (Years) | Investment Grade    
Credit Derivatives    
Notional 35,927 42,591
Protection Sold | Single Name CDSs | 1 - 3 (Years) | Non-investment Grade    
Credit Derivatives    
Notional 13,871 16,293
Protection Sold | Single Name CDSs | 3 - 5 (Years)    
Credit Derivatives    
Notional 24,434 24,350
Protection Sold | Single Name CDSs | 3 - 5 (Years) | Investment Grade    
Credit Derivatives    
Notional 17,621 18,157
Protection Sold | Single Name CDSs | 3 - 5 (Years) | Non-investment Grade    
Credit Derivatives    
Notional 6,813 6,193
Protection Sold | Single Name CDSs | Over 5 (Years)    
Credit Derivatives    
Notional 12,651 9,780
Protection Sold | Single Name CDSs | Over 5 (Years) | Investment Grade    
Credit Derivatives    
Notional 10,658 8,872
Protection Sold | Single Name CDSs | Over 5 (Years) | Non-investment Grade    
Credit Derivatives    
Notional 1,993 908
Protection Sold | Total Index and Basket CDSs    
Credit Derivatives    
Notional 115,861 142,937
Fair value (asset)/liability (439) (683)
Protection Sold | Total Index and Basket CDSs | Investment Grade    
Credit Derivatives    
Notional 70,402 88,614
Fair value (asset)/liability (811) (1,091)
Protection Sold | Total Index and Basket CDSs | Non-investment Grade    
Credit Derivatives    
Notional 45,459 54,323
Fair value (asset)/liability 372 408
Protection Sold | Total Index and Basket CDSs | Less than 1 (Year)    
Credit Derivatives    
Notional 35,389 34,292
Protection Sold | Total Index and Basket CDSs | Less than 1 (Year) | Investment Grade    
Credit Derivatives    
Notional 29,448 29,046
Protection Sold | Total Index and Basket CDSs | Less than 1 (Year) | Non-investment Grade    
Credit Derivatives    
Notional 5,941 5,246
Protection Sold | Total Index and Basket CDSs | 1 - 3 (Years)    
Credit Derivatives    
Notional 20,188 22,789
Protection Sold | Total Index and Basket CDSs | 1 - 3 (Years) | Investment Grade    
Credit Derivatives    
Notional 14,049 15,418
Protection Sold | Total Index and Basket CDSs | 1 - 3 (Years) | Non-investment Grade    
Credit Derivatives    
Notional 6,139 7,371
Protection Sold | Total Index and Basket CDSs | 3 - 5 (Years)    
Credit Derivatives    
Notional 33,684 69,760
Protection Sold | Total Index and Basket CDSs | 3 - 5 (Years) | Investment Grade    
Credit Derivatives    
Notional 16,003 37,343
Protection Sold | Total Index and Basket CDSs | 3 - 5 (Years) | Non-investment Grade    
Credit Derivatives    
Notional 17,681 32,417
Protection Sold | Total Index and Basket CDSs | Over 5 (Years)    
Credit Derivatives    
Notional 26,600 16,096
Protection Sold | Total Index and Basket CDSs | Over 5 (Years) | Investment Grade    
Credit Derivatives    
Notional 10,902 6,807
Protection Sold | Total Index and Basket CDSs | Over 5 (Years) | Non-investment Grade    
Credit Derivatives    
Notional 15,698 9,289
Protection Sold | Index and Basket CDSs    
Credit Derivatives    
Notional 103,531 131,073
Fair value (asset)/liability (163) (341)
Protection Sold | Tranched Index and Basket    
Credit Derivatives    
Notional 12,330 11,864
Fair value (asset)/liability (276) (342)
Protection Sold | Single Name, and Non-tranched Index and Basket With Identical Underlying Reference Obligations    
Credit Derivatives    
Notional 233,572 274,473
Protection Sold | Other Credit Contracts    
Credit Derivatives    
Notional 129 136
Fair value (asset)/liability 20 16
Protection Sold | Other Credit Contracts | Less than 1 (Year)    
Credit Derivatives    
Notional 0 2
Protection Sold | Other Credit Contracts | 1 - 3 (Years)    
Credit Derivatives    
Notional 2 0
Protection Sold | Other Credit Contracts | 3 - 5 (Years)    
Credit Derivatives    
Notional 0 0
Protection Sold | Other Credit Contracts | Over 5 (Years)    
Credit Derivatives    
Notional 127 134
Protection Purchased | CDSs    
Credit Derivatives    
Notional 276,774 309,619
Fair value (asset)/liability 2,102 2,483
Protection Purchased | Single Name CDSs    
Credit Derivatives    
Notional 152,446 164,773
Fair value (asset)/liability 1,580 1,658
Protection Purchased | Index and Basket CDSs    
Credit Derivatives    
Notional 98,822 120,348
Fair value (asset)/liability 5 209
Protection Purchased | Tranched Index and Basket    
Credit Derivatives    
Notional 25,506 24,498
Fair value (asset)/liability 517 616
Protection Purchased | Single Name, and Non-tranched Index and Basket With Identical Underlying Reference Obligations    
Credit Derivatives    
Notional $ 250,376 $ 281,162