Annual report pursuant to Section 13 and 15(d)

Derivatives - Derivative Balances (Details)

v3.8.0.1
Derivatives - Derivative Balances (Details) - USD ($)
$ in Millions
Dec. 31, 2017
Dec. 31, 2016
Gross Derivative Assets    
Gross Derivative Assets $ 351,600 $ 631,100
Less: Legally enforceable master netting agreements (279,200) (545,300)
Less: Cash collateral received/paid (34,600) (43,300)
Derivative assets 37,762 42,512
Gross Derivative Liabilities    
Gross Derivative Liabilities 346,000 628,300
Less: Legally enforceable master netting agreements (279,200) (545,300)
Less: Cash collateral received/paid (32,500) (43,500)
Derivative liabilities 34,300 39,480
Interest Rate Swap    
Maximum Payout/Notional    
Contract/Notional 15,416,400 16,977,700
Gross Derivative Assets    
Gross Derivative Assets 178,000 390,900
Gross Derivative Liabilities    
Gross Derivative Liabilities 174,200 388,900
Interest Rate Futures and Forwards    
Maximum Payout/Notional    
Contract/Notional 4,332,400 5,609,500
Gross Derivative Assets    
Gross Derivative Assets 500 2,200
Gross Derivative Liabilities    
Gross Derivative Liabilities 500 2,100
Interest Rate Options | Written options    
Maximum Payout/Notional    
Contract/Notional 1,170,500 1,146,200
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 35,500 52,200
Interest Rate Options | Purchased options    
Maximum Payout/Notional    
Contract/Notional 1,184,500 1,178,700
Gross Derivative Assets    
Gross Derivative Assets 37,600 53,300
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Foreign Exchange Swaps    
Maximum Payout/Notional    
Contract/Notional 2,011,100 1,828,600
Gross Derivative Assets    
Gross Derivative Assets 37,800 58,800
Gross Derivative Liabilities    
Gross Derivative Liabilities 38,800 65,000
Foreign Exchange Spot Future and Forwards    
Maximum Payout/Notional    
Contract/Notional 3,543,300 3,410,700
Gross Derivative Assets    
Gross Derivative Assets 39,800 60,500
Gross Derivative Liabilities    
Gross Derivative Liabilities 39,900 57,400
Foreign Exchange Options | Written options    
Maximum Payout/Notional    
Contract/Notional 291,800 356,600
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 5,100 9,400
Foreign Exchange Options | Purchased options    
Maximum Payout/Notional    
Contract/Notional 271,900 342,400
Gross Derivative Assets    
Gross Derivative Assets 4,600 8,900
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Equity Swaps    
Maximum Payout/Notional    
Contract/Notional 265,600 189,700
Gross Derivative Assets    
Gross Derivative Assets 4,800 3,400
Gross Derivative Liabilities    
Gross Derivative Liabilities 4,400 4,000
Equity Futures and Forwards    
Maximum Payout/Notional    
Contract/Notional 106,900 68,700
Gross Derivative Assets    
Gross Derivative Assets 1,500 900
Gross Derivative Liabilities    
Gross Derivative Liabilities 900 900
Equity Options | Written options    
Maximum Payout/Notional    
Contract/Notional 480,800 431,500
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 23,900 21,400
Equity Options | Purchased options    
Maximum Payout/Notional    
Contract/Notional 428,200 385,500
Gross Derivative Assets    
Gross Derivative Assets 24,700 23,900
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Commodity Swaps    
Maximum Payout/Notional    
Contract/Notional 46,100 48,200
Gross Derivative Assets    
Gross Derivative Assets 1,800 2,500
Gross Derivative Liabilities    
Gross Derivative Liabilities 4,600 5,100
Commodity Futures and Forwards    
Maximum Payout/Notional    
Contract/Notional 47,100 49,100
Gross Derivative Assets    
Gross Derivative Assets 3,500 3,600
Gross Derivative Liabilities    
Gross Derivative Liabilities 600 500
Commodity Options | Written options    
Maximum Payout/Notional    
Contract/Notional 21,700 29,300
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,400 1,900
Commodity Options | Purchased options    
Maximum Payout/Notional    
Contract/Notional 22,900 28,900
Gross Derivative Assets    
Gross Derivative Assets 1,400 2,000
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Credit Default Swap | Purchased credit derivatives    
Maximum Payout/Notional    
Contract/Notional 470,900 604,000
Gross Derivative Assets    
Gross Derivative Assets 4,100 8,100
Gross Derivative Liabilities    
Gross Derivative Liabilities 11,100 10,300
Credit Default Swap | Written credit derivatives    
Maximum Payout/Notional    
Contract/Notional 448,201 614,355
Gross Derivative Assets    
Gross Derivative Assets 10,600 10,700
Gross Derivative Liabilities    
Gross Derivative Liabilities 3,586 7,463
Total return swaps/options | Purchased credit derivatives    
Maximum Payout/Notional    
Contract/Notional 54,100 21,200
Gross Derivative Assets    
Gross Derivative Assets 100 400
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,300 1,500
Total return swaps/options | Written credit derivatives    
Maximum Payout/Notional    
Contract/Notional 55,223 25,354
Gross Derivative Assets    
Gross Derivative Assets 800 1,000
Gross Derivative Liabilities    
Gross Derivative Liabilities 183 156
Credit derivatives | Purchased credit derivatives    
Gross Derivative Liabilities    
Fair value, with identical underlying referenced names and terms 6,400 2,200
Notional amount, with identical underlying referenced names and terms 435,100 548,900
Credit derivatives | Written credit derivatives    
Maximum Payout/Notional    
Contract/Notional 503,424 639,709
Gross Derivative Liabilities    
Gross Derivative Liabilities 3,769 7,619
Trading and Other Risk Management Derivatives    
Gross Derivative Assets    
Gross Derivative Assets 345,800 619,300
Gross Derivative Liabilities    
Gross Derivative Liabilities 340,800 619,300
Trading and Other Risk Management Derivatives | Interest Rate Swap    
Gross Derivative Assets    
Gross Derivative Assets 175,100 385,000
Gross Derivative Liabilities    
Gross Derivative Liabilities 172,500 386,900
Trading and Other Risk Management Derivatives | Interest Rate Futures and Forwards    
Gross Derivative Assets    
Gross Derivative Assets 500 2,200
Gross Derivative Liabilities    
Gross Derivative Liabilities 500 2,100
Trading and Other Risk Management Derivatives | Interest Rate Options | Written options    
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 35,500 52,200
Trading and Other Risk Management Derivatives | Interest Rate Options | Purchased options    
Gross Derivative Assets    
Gross Derivative Assets 37,600 53,300
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Trading and Other Risk Management Derivatives | Foreign Exchange Swaps    
Gross Derivative Assets    
Gross Derivative Assets 35,600 54,600
Gross Derivative Liabilities    
Gross Derivative Liabilities 36,100 58,800
Trading and Other Risk Management Derivatives | Foreign Exchange Spot Future and Forwards    
Gross Derivative Assets    
Gross Derivative Assets 39,100 58,800
Gross Derivative Liabilities    
Gross Derivative Liabilities 39,100 56,600
Trading and Other Risk Management Derivatives | Foreign Exchange Options | Written options    
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 5,100 9,400
Trading and Other Risk Management Derivatives | Foreign Exchange Options | Purchased options    
Gross Derivative Assets    
Gross Derivative Assets 4,600 8,900
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Trading and Other Risk Management Derivatives | Equity Swaps    
Gross Derivative Assets    
Gross Derivative Assets 4,800 3,400
Gross Derivative Liabilities    
Gross Derivative Liabilities 4,400 4,000
Trading and Other Risk Management Derivatives | Equity Futures and Forwards    
Gross Derivative Assets    
Gross Derivative Assets 1,500 900
Gross Derivative Liabilities    
Gross Derivative Liabilities 900 900
Trading and Other Risk Management Derivatives | Equity Options | Written options    
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 23,900 21,400
Trading and Other Risk Management Derivatives | Equity Options | Purchased options    
Gross Derivative Assets    
Gross Derivative Assets 24,700 23,900
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Trading and Other Risk Management Derivatives | Commodity Swaps    
Gross Derivative Assets    
Gross Derivative Assets 1,800 2,500
Gross Derivative Liabilities    
Gross Derivative Liabilities 4,600 5,100
Trading and Other Risk Management Derivatives | Commodity Futures and Forwards    
Gross Derivative Assets    
Gross Derivative Assets 3,500 3,600
Gross Derivative Liabilities    
Gross Derivative Liabilities 600 500
Trading and Other Risk Management Derivatives | Commodity Options | Written options    
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,400 1,900
Trading and Other Risk Management Derivatives | Commodity Options | Purchased options    
Gross Derivative Assets    
Gross Derivative Assets 1,400 2,000
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Trading and Other Risk Management Derivatives | Credit Default Swap | Purchased credit derivatives    
Gross Derivative Assets    
Gross Derivative Assets 4,100 8,100
Gross Derivative Liabilities    
Gross Derivative Liabilities 11,100 10,300
Trading and Other Risk Management Derivatives | Credit Default Swap | Written credit derivatives    
Gross Derivative Assets    
Gross Derivative Assets 10,600 10,700
Gross Derivative Liabilities    
Gross Derivative Liabilities 3,600 7,500
Trading and Other Risk Management Derivatives | Total return swaps/options | Purchased credit derivatives    
Gross Derivative Assets    
Gross Derivative Assets 100 400
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,300 1,500
Trading and Other Risk Management Derivatives | Total return swaps/options | Written credit derivatives    
Gross Derivative Assets    
Gross Derivative Assets 800 1,000
Gross Derivative Liabilities    
Gross Derivative Liabilities 200 200
Qualifying Accounting Hedges    
Gross Derivative Assets    
Gross Derivative Assets 5,800 11,800
Gross Derivative Liabilities    
Gross Derivative Liabilities 5,200 9,000
Qualifying Accounting Hedges | Interest Rate Swap    
Gross Derivative Assets    
Gross Derivative Assets 2,900 5,900
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,700 2,000
Qualifying Accounting Hedges | Interest Rate Futures and Forwards    
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Qualifying Accounting Hedges | Interest Rate Options | Written options    
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Qualifying Accounting Hedges | Interest Rate Options | Purchased options    
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Qualifying Accounting Hedges | Foreign Exchange Swaps    
Gross Derivative Assets    
Gross Derivative Assets 2,200 4,200
Gross Derivative Liabilities    
Gross Derivative Liabilities 2,700 6,200
Qualifying Accounting Hedges | Foreign Exchange Spot Future and Forwards    
Gross Derivative Assets    
Gross Derivative Assets 700 1,700
Gross Derivative Liabilities    
Gross Derivative Liabilities 800 800
Qualifying Accounting Hedges | Foreign Exchange Options | Written options    
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Qualifying Accounting Hedges | Foreign Exchange Options | Purchased options    
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Qualifying Accounting Hedges | Equity Swaps    
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Qualifying Accounting Hedges | Equity Futures and Forwards    
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Qualifying Accounting Hedges | Equity Options | Written options    
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Qualifying Accounting Hedges | Equity Options | Purchased options    
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Qualifying Accounting Hedges | Commodity Swaps    
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Qualifying Accounting Hedges | Commodity Futures and Forwards    
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Qualifying Accounting Hedges | Commodity Options | Written options    
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Qualifying Accounting Hedges | Commodity Options | Purchased options    
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Qualifying Accounting Hedges | Credit Default Swap | Purchased credit derivatives    
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Qualifying Accounting Hedges | Credit Default Swap | Written credit derivatives    
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Qualifying Accounting Hedges | Total return swaps/options | Purchased credit derivatives    
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Qualifying Accounting Hedges | Total return swaps/options | Written credit derivatives    
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities $ 0 $ 0