Quarterly report pursuant to Section 13 or 15(d)

Derivatives - Credit Derivatives (Details)

v3.5.0.2
Derivatives - Credit Derivatives (Details) - USD ($)
$ in Millions
Sep. 30, 2016
Dec. 31, 2015
Carrying Value of Derivatives [Abstract]    
Total $ 782,600 $ 681,100
Carrying Value of Credit-Related Notes [Abstract]    
Less than One Year 56 328
One to Three Years 115 175
Three to Five Years 674 561
Over Five Years 2,690 3,467
Total 3,535 4,531
Credit derivatives | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 801 932
One to Three Years 1,327 3,752
Three to Five Years 1,703 4,597
Over Five Years 4,718 4,265
Total 8,549 13,546
Notional Amount of Derivatives, [Abstract]    
Less than One Year 280,047 261,448
One to Three Years 314,041 423,497
Three to Five Years 196,623 233,660
Over Five Years 55,728 45,196
Total 846,439 963,801
Credit Default Swaps | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 483 756
One to Three Years 1,300 3,516
Three to Five Years 1,701 4,589
Over Five Years 4,715 4,263
Total 8,199 13,124
Notional Amount of Derivatives, [Abstract]    
Less than One Year 243,125 230,773
One to Three Years 308,556 416,508
Three to Five Years 196,032 232,289
Over Five Years 55,498 44,573
Total 803,211 924,143
Total return swaps/other | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 318 176
One to Three Years 27 236
Three to Five Years 2 8
Over Five Years 3 2
Total 350 422
Notional Amount of Derivatives, [Abstract]    
Less than One Year 36,922 30,675
One to Three Years 5,485 6,989
Three to Five Years 591 1,371
Over Five Years 230 623
Total 43,228 39,658
Investment grade    
Carrying Value of Credit-Related Notes [Abstract]    
Less than One Year 1 267
One to Three Years 57 57
Three to Five Years 589 444
Over Five Years 1,486 2,203
Total 2,133 2,971
Investment grade | Credit Default Swaps | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 22 84
One to Three Years 59 481
Three to Five Years 526 2,203
Over Five Years 918 680
Total 1,525 3,448
Notional Amount of Derivatives, [Abstract]    
Less than One Year 156,227 149,177
One to Three Years 210,797 280,658
Three to Five Years 142,483 178,990
Over Five Years 33,151 26,352
Total 542,658 635,177
Investment grade | Total return swaps/other | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 13 5
One to Three Years 0 0
Three to Five Years 0 0
Over Five Years 0 0
Total 13 5
Notional Amount of Derivatives, [Abstract]    
Less than One Year 12,623 9,758
One to Three Years 0 0
Three to Five Years 0 0
Over Five Years 0 0
Total 12,623 9,758
Non-investment grade    
Carrying Value of Credit-Related Notes [Abstract]    
Less than One Year 55 61
One to Three Years 58 118
Three to Five Years 85 117
Over Five Years 1,204 1,264
Total 1,402 1,560
Non-investment grade | Credit Default Swaps | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 461 672
One to Three Years 1,241 3,035
Three to Five Years 1,175 2,386
Over Five Years 3,797 3,583
Total 6,674 9,676
Notional Amount of Derivatives, [Abstract]    
Less than One Year 86,898 81,596
One to Three Years 97,759 135,850
Three to Five Years 53,549 53,299
Over Five Years 22,347 18,221
Total 260,553 288,966
Non-investment grade | Total return swaps/other | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 305 171
One to Three Years 27 236
Three to Five Years 2 8
Over Five Years 3 2
Total 337 417
Notional Amount of Derivatives, [Abstract]    
Less than One Year 24,299 20,917
One to Three Years 5,485 6,989
Three to Five Years 591 1,371
Over Five Years 230 623
Total $ 30,605 $ 29,900