Quarterly report pursuant to Section 13 or 15(d)

Derivatives - Credit Derivatives (Details)

v3.3.0.814
Derivatives - Credit Derivatives (Details) - USD ($)
$ in Millions
Sep. 30, 2015
Dec. 31, 2014
Carrying Value of Derivatives [Abstract]    
Total $ 765,400 $ 981,800
Carrying Value of Credit-Related Notes [Abstract]    
Less than One Year 53 7
One to Three Years 118 506
Three to Five Years 266 653
Over Five Years 4,219 4,077
Total 4,656 5,243
Credit derivatives | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 794 1,104
One to Three Years 3,315 3,068
Three to Five Years 4,623 2,795
Over Five Years 5,065 5,240
Total 13,797 12,207
Notional Amount of Derivatives, [Abstract]    
Less than One Year 237,258 233,784
One to Three Years 471,940 524,286
Three to Five Years 259,310 326,007
Over Five Years 74,426 50,055
Total 1,042,934 1,134,132
Credit Default Swaps | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 473 1,016
One to Three Years 3,052 2,821
Three to Five Years 4,612 2,793
Over Five Years 5,065 5,240
Total 13,202 11,870
Notional Amount of Derivatives, [Abstract]    
Less than One Year 195,921 187,300
One to Three Years 463,859 513,494
Three to Five Years 257,989 322,739
Over Five Years 74,194 49,568
Total 991,963 1,073,101
Total return swaps/other | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 321 88
One to Three Years 263 247
Three to Five Years 11 2
Total 595 337
Notional Amount of Derivatives, [Abstract]    
Less than One Year 41,337 46,484
One to Three Years 8,081 10,792
Three to Five Years 1,321 3,268
Over Five Years 232 487
Total 50,971 61,031
Investment grade    
Carrying Value of Credit-Related Notes [Abstract]    
Less than One Year 4 2
One to Three Years 18 365
Three to Five Years 207 568
Over Five Years 2,742 2,634
Total 2,971 3,569
Investment grade | Credit Default Swaps | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 59 100
One to Three Years 526 714
Three to Five Years 2,247 1,455
Over Five Years 1,362 939
Total 4,194 3,208
Notional Amount of Derivatives, [Abstract]    
Less than One Year 131,368 132,974
One to Three Years 304,659 342,914
Three to Five Years 198,283 242,728
Over Five Years 50,319 28,982
Total 684,629 747,598
Investment grade | Total return swaps/other | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 44 24
Total 44 24
Notional Amount of Derivatives, [Abstract]    
Less than One Year $ 26,353 22,645
Three to Five Years  
Total $ 26,353 22,645
Non-investment grade    
Carrying Value of Credit-Related Notes [Abstract]    
Less than One Year 49 5
One to Three Years 100 141
Three to Five Years 59 85
Over Five Years 1,477 1,443
Total 1,685 1,674
Non-investment grade | Credit Default Swaps | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 414 916
One to Three Years 2,526 2,107
Three to Five Years 2,365 1,338
Over Five Years 3,703 4,301
Total 9,008 8,662
Notional Amount of Derivatives, [Abstract]    
Less than One Year 64,553 54,326
One to Three Years 159,200 170,580
Three to Five Years 59,706 80,011
Over Five Years 23,875 20,586
Total 307,334 325,503
Non-investment grade | Total return swaps/other | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 277 64
One to Three Years 263 247
Three to Five Years 11 2
Total 551 313
Notional Amount of Derivatives, [Abstract]    
Less than One Year 14,984 23,839
One to Three Years 8,081 10,792
Three to Five Years 1,321 3,268
Over Five Years 232 487
Total $ 24,618 $ 38,386