Quarterly report pursuant to Section 13 or 15(d)

Derivatives - Credit Derivatives (Details)

v3.8.0.1
Derivatives - Credit Derivatives (Details) - USD ($)
$ in Millions
Mar. 31, 2018
Dec. 31, 2017
Carrying Value of Credit Derivatives    
Total $ 340,900 $ 346,000
Carrying Value of Credit-related Notes    
Less than One Year 4 12
One to Three Years 3 4
Three to Five Years 18 41
Over Five Years 2,316 2,237
Total 2,341 2,294
Credit Default Swap | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 221 207
One to Three Years 372 456
Three to Five Years 550 545
Over Five Years 2,306 2,378
Total 3,449 3,586
Maximum Payout/Notional    
Less than One Year 79,198 100,700
One to Three Years 158,065 165,323
Three to Five Years 165,074 146,179
Over Five Years 55,033 35,999
Total 457,370 448,201
Total return swaps/options | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 250 180
One to Three Years 17 0
Three to Five Years 0 0
Over Five Years 0 3
Total 267 183
Maximum Payout/Notional    
Less than One Year 62,328 51,145
One to Three Years 2,364 3,095
Three to Five Years 169 143
Over Five Years 359 840
Total 65,220 55,223
Credit derivatives | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 471 387
One to Three Years 389 456
Three to Five Years 550 545
Over Five Years 2,306 2,381
Total 3,716 3,769
Maximum Payout/Notional    
Less than One Year 141,526 151,845
One to Three Years 160,429 168,418
Three to Five Years 165,243 146,322
Over Five Years 55,392 36,839
Total 522,590 503,424
Investment grade    
Carrying Value of Credit-related Notes    
Less than One Year 0 0
One to Three Years 0 0
Three to Five Years 8 7
Over Five Years 634 689
Total 642 696
Investment grade | Credit Default Swap | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 2 4
One to Three Years 1 3
Three to Five Years 30 61
Over Five Years 182 245
Total 215 313
Maximum Payout/Notional    
Less than One Year 39,988 61,388
One to Three Years 113,263 115,480
Three to Five Years 118,991 107,081
Over Five Years 34,167 21,579
Total 306,409 305,528
Investment grade | Total return swaps/options | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 41 30
One to Three Years 0 0
Three to Five Years 0 0
Over Five Years 0 0
Total 41 30
Maximum Payout/Notional    
Less than One Year 45,484 37,394
One to Three Years 2,089 2,581
Three to Five Years 0 0
Over Five Years 139 143
Total 47,712 40,118
Non-investment grade    
Carrying Value of Credit-related Notes    
Less than One Year 4 12
One to Three Years 3 4
Three to Five Years 10 34
Over Five Years 1,682 1,548
Total 1,699 1,598
Non-investment grade | Credit Default Swap | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 219 203
One to Three Years 371 453
Three to Five Years 520 484
Over Five Years 2,124 2,133
Total 3,234 3,273
Maximum Payout/Notional    
Less than One Year 39,210 39,312
One to Three Years 44,802 49,843
Three to Five Years 46,083 39,098
Over Five Years 20,866 14,420
Total 150,961 142,673
Non-investment grade | Total return swaps/options | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 209 150
One to Three Years 17 0
Three to Five Years 0 0
Over Five Years 0 3
Total 226 153
Maximum Payout/Notional    
Less than One Year 16,844 13,751
One to Three Years 275 514
Three to Five Years 169 143
Over Five Years 220 697
Total $ 17,508 $ 15,105