Quarterly report pursuant to Section 13 or 15(d)

Derivatives - Credit Derivatives (Details)

v3.10.0.1
Derivatives - Credit Derivatives (Details) - USD ($)
$ in Millions
Jun. 30, 2018
Dec. 31, 2017
Carrying Value of Credit Derivatives    
Total $ 343,800 $ 346,000
Carrying Value of Credit-related Notes    
Less than One Year 3 12
One to Three Years 0 4
Three to Five Years 9 41
Over Five Years 2,138 2,237
Total 2,150 2,294
Credit Default Swap | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 53 207
One to Three Years 480 456
Three to Five Years 1,408 545
Over Five Years 2,381 2,378
Total 4,322 3,586
Maximum Payout/Notional    
Less than One Year 43,838 100,700
One to Three Years 157,285 165,323
Three to Five Years 169,138 146,179
Over Five Years 37,336 35,999
Total 407,597 448,201
Total return swaps/options | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 309 180
One to Three Years 28 0
Three to Five Years 0 0
Over Five Years 0 3
Total 337 183
Maximum Payout/Notional    
Less than One Year 73,007 51,145
One to Three Years 2,051 3,095
Three to Five Years 39 143
Over Five Years 212 840
Total 75,309 55,223
Credit derivatives | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 362 387
One to Three Years 508 456
Three to Five Years 1,408 545
Over Five Years 2,381 2,381
Total 4,659 3,769
Maximum Payout/Notional    
Less than One Year 116,845 151,845
One to Three Years 159,336 168,418
Three to Five Years 169,177 146,322
Over Five Years 37,548 36,839
Total 482,906 503,424
Investment grade    
Carrying Value of Credit-related Notes    
Less than One Year 0 0
One to Three Years 0 0
Three to Five Years 2 7
Over Five Years 435 689
Total 437 696
Investment grade | Credit Default Swap | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 1 4
One to Three Years 42 3
Three to Five Years 427 61
Over Five Years 462 245
Total 932 313
Maximum Payout/Notional    
Less than One Year 20,037 61,388
One to Three Years 115,539 115,480
Three to Five Years 123,451 107,081
Over Five Years 22,070 21,579
Total 281,097 305,528
Investment grade | Total return swaps/options | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 71 30
One to Three Years 0 0
Three to Five Years 0 0
Over Five Years 0 0
Total 71 30
Maximum Payout/Notional    
Less than One Year 55,557 37,394
One to Three Years 1,672 2,581
Three to Five Years 0 0
Over Five Years 136 143
Total 57,365 40,118
Non-investment grade    
Carrying Value of Credit-related Notes    
Less than One Year 3 12
One to Three Years 0 4
Three to Five Years 7 34
Over Five Years 1,703 1,548
Total 1,713 1,598
Non-investment grade | Credit Default Swap | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 52 203
One to Three Years 438 453
Three to Five Years 981 484
Over Five Years 1,919 2,133
Total 3,390 3,273
Maximum Payout/Notional    
Less than One Year 23,801 39,312
One to Three Years 41,746 49,843
Three to Five Years 45,687 39,098
Over Five Years 15,266 14,420
Total 126,500 142,673
Non-investment grade | Total return swaps/options | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 238 150
One to Three Years 28 0
Three to Five Years 0 0
Over Five Years 0 3
Total 266 153
Maximum Payout/Notional    
Less than One Year 17,450 13,751
One to Three Years 379 514
Three to Five Years 39 143
Over Five Years 76 697
Total $ 17,944 $ 15,105