Quarterly report pursuant to Section 13 or 15(d)

Derivatives - Credit Derivatives (Details)

v3.4.0.3
Derivatives - Credit Derivatives (Details) - USD ($)
$ in Millions
Mar. 31, 2016
Dec. 31, 2015
Carrying Value of Derivatives [Abstract]    
Total $ 850,700 $ 682,200
Carrying Value of Credit-Related Notes [Abstract]    
Less than One Year 417 328
One to Three Years 102 175
Three to Five Years 683 561
Over Five Years 3,144 3,467
Total 4,346 4,531
Credit derivatives | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 2,228 932
One to Three Years 2,865 3,752
Three to Five Years 3,419 4,597
Over Five Years 4,735 4,265
Total 13,247 13,546
Notional Amount of Derivatives, [Abstract]    
Less than One Year 285,884 261,448
One to Three Years 402,391 423,497
Three to Five Years 236,024 233,660
Over Five Years 61,482 45,196
Total 985,781 963,801
Credit Default Swaps | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 572 756
One to Three Years 2,790 3,516
Three to Five Years 3,394 4,589
Over Five Years 4,732 4,263
Total 11,488 13,124
Notional Amount of Derivatives, [Abstract]    
Less than One Year 239,693 230,773
One to Three Years 395,889 416,508
Three to Five Years 234,842 232,289
Over Five Years 61,228 44,573
Total 931,652 924,143
Total return swaps/other | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 1,656 176
One to Three Years 75 236
Three to Five Years 25 8
Over Five Years 3 2
Total 1,759 422
Notional Amount of Derivatives, [Abstract]    
Less than One Year 46,191 30,675
One to Three Years 6,502 6,989
Three to Five Years 1,182 1,371
Over Five Years 254 623
Total 54,129 39,658
Investment grade    
Carrying Value of Credit-Related Notes [Abstract]    
Less than One Year 324 267
One to Three Years 27 57
Three to Five Years 577 444
Over Five Years 1,975 2,203
Total 2,903 2,971
Investment grade | Credit Default Swaps | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 27 84
One to Three Years 204 481
Three to Five Years 1,012 2,203
Over Five Years 843 680
Total 2,086 3,448
Notional Amount of Derivatives, [Abstract]    
Less than One Year 153,421 149,177
One to Three Years 258,645 280,658
Three to Five Years 171,041 178,990
Over Five Years 37,517 26,352
Total 620,624 635,177
Investment grade | Total return swaps/other | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 12 5
One to Three Years 0 0
Three to Five Years 0 0
Over Five Years 0 0
Total 12 5
Notional Amount of Derivatives, [Abstract]    
Less than One Year 18,090 9,758
One to Three Years 0 0
Three to Five Years 0 0
Over Five Years 0 0
Total 18,090 9,758
Non-investment grade    
Carrying Value of Credit-Related Notes [Abstract]    
Less than One Year 93 61
One to Three Years 75 118
Three to Five Years 106 117
Over Five Years 1,169 1,264
Total 1,443 1,560
Non-investment grade | Credit Default Swaps | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 545 672
One to Three Years 2,586 3,035
Three to Five Years 2,382 2,386
Over Five Years 3,889 3,583
Total 9,402 9,676
Notional Amount of Derivatives, [Abstract]    
Less than One Year 86,272 81,596
One to Three Years 137,244 135,850
Three to Five Years 63,801 53,299
Over Five Years 23,711 18,221
Total 311,028 288,966
Non-investment grade | Total return swaps/other | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 1,644 171
One to Three Years 75 236
Three to Five Years 25 8
Over Five Years 3 2
Total 1,747 417
Notional Amount of Derivatives, [Abstract]    
Less than One Year 28,101 20,917
One to Three Years 6,502 6,989
Three to Five Years 1,182 1,371
Over Five Years 254 623
Total $ 36,039 $ 29,900