Quarterly report pursuant to Section 13 or 15(d)

Derivatives - Credit Derivatives (Details)

v3.10.0.1
Derivatives - Credit Derivatives (Details) - USD ($)
$ in Millions
Sep. 30, 2018
Dec. 31, 2017
Carrying Value of Credit Derivatives    
Total $ 324,100 $ 346,000
Carrying Value of Credit-related Notes    
Less than One Year 3 12
One to Three Years 1 4
Three to Five Years 9 41
Over Five Years 2,057 2,237
Total 2,070 2,294
Credit Default Swap | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 63 207
One to Three Years 530 456
Three to Five Years 1,342 545
Over Five Years 2,392 2,378
Total 4,327 3,586
Maximum Payout/Notional    
Less than One Year 84,204 100,700
One to Three Years 131,553 165,323
Three to Five Years 129,821 146,179
Over Five Years 52,668 35,999
Total 398,246 448,201
Total return swaps/options | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 285 180
One to Three Years 28 0
Three to Five Years 0 0
Over Five Years 0 3
Total 313 183
Maximum Payout/Notional    
Less than One Year 60,763 51,145
One to Three Years 1,470 3,095
Three to Five Years 101 143
Over Five Years 148 840
Total 62,482 55,223
Credit derivatives | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 348 387
One to Three Years 558 456
Three to Five Years 1,342 545
Over Five Years 2,392 2,381
Total 4,640 3,769
Maximum Payout/Notional    
Less than One Year 144,967 151,845
One to Three Years 133,023 168,418
Three to Five Years 129,922 146,322
Over Five Years 52,816 36,839
Total 460,728 503,424
Investment grade    
Carrying Value of Credit-related Notes    
Less than One Year 0 0
One to Three Years 0 0
Three to Five Years 5 7
Over Five Years 602 689
Total 607 696
Investment grade | Credit Default Swap | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 2 4
One to Three Years 38 3
Three to Five Years 335 61
Over Five Years 590 245
Total 965 313
Maximum Payout/Notional    
Less than One Year 61,224 61,388
One to Three Years 93,646 115,480
Three to Five Years 82,657 107,081
Over Five Years 30,883 21,579
Total 268,410 305,528
Investment grade | Total return swaps/options | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 22 30
One to Three Years 0 0
Three to Five Years 0 0
Over Five Years 0 0
Total 22 30
Maximum Payout/Notional    
Less than One Year 40,115 37,394
One to Three Years 1,263 2,581
Three to Five Years 62 0
Over Five Years 76 143
Total 41,516 40,118
Non-investment grade    
Carrying Value of Credit-related Notes    
Less than One Year 3 12
One to Three Years 1 4
Three to Five Years 4 34
Over Five Years 1,455 1,548
Total 1,463 1,598
Non-investment grade | Credit Default Swap | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 61 203
One to Three Years 492 453
Three to Five Years 1,007 484
Over Five Years 1,802 2,133
Total 3,362 3,273
Maximum Payout/Notional    
Less than One Year 22,980 39,312
One to Three Years 37,907 49,843
Three to Five Years 47,164 39,098
Over Five Years 21,785 14,420
Total 129,836 142,673
Non-investment grade | Total return swaps/options | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 263 150
One to Three Years 28 0
Three to Five Years 0 0
Over Five Years 0 3
Total 291 153
Maximum Payout/Notional    
Less than One Year 20,648 13,751
One to Three Years 207 514
Three to Five Years 39 143
Over Five Years 72 697
Total $ 20,966 $ 15,105