Annual report pursuant to Section 13 and 15(d)

Derivatives - Credit Derivatives (Details)

v3.10.0.1
Derivatives - Credit Derivatives (Details) - USD ($)
$ in Millions
Dec. 31, 2018
Dec. 31, 2017
Carrying Value of Credit Derivatives    
Total $ 317,800 $ 346,000
Carrying Value of Credit-related Notes    
Less than One Year 1 12
One to Three Years 1 4
Three to Five Years 5 41
Over Five Years 2,032 2,237
Total 2,039 2,294
Credit Default Swap | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 134 207
One to Three Years 680 456
Three to Five Years 1,350 545
Over Five Years 2,179 2,378
Total 4,343 3,586
Maximum Payout/Notional    
Less than One Year 78,055 100,700
One to Three Years 129,580 165,323
Three to Five Years 129,804 146,179
Over Five Years 34,480 35,999
Total 371,919 448,201
Total return swaps/options | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 577 180
One to Three Years 21 0
Three to Five Years 0 0
Over Five Years 0 3
Total 598 183
Maximum Payout/Notional    
Less than One Year 84,566 51,145
One to Three Years 2,471 3,095
Three to Five Years 98 143
Over Five Years 142 840
Total 87,277 55,223
Credit derivatives | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 711 387
One to Three Years 701 456
Three to Five Years 1,350 545
Over Five Years 2,179 2,381
Total 4,941 3,769
Maximum Payout/Notional    
Less than One Year 162,621 151,845
One to Three Years 132,051 168,418
Three to Five Years 129,902 146,322
Over Five Years 34,622 36,839
Total 459,196 503,424
Investment grade    
Carrying Value of Credit-related Notes    
Less than One Year 0 0
One to Three Years 0 0
Three to Five Years 4 7
Over Five Years 532 689
Total 536 696
Investment grade | Credit Default Swap | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 2 4
One to Three Years 44 3
Three to Five Years 436 61
Over Five Years 488 245
Total 970 313
Maximum Payout/Notional    
Less than One Year 53,758 61,388
One to Three Years 95,699 115,480
Three to Five Years 95,274 107,081
Over Five Years 20,054 21,579
Total 264,785 305,528
Investment grade | Total return swaps/options | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 105 30
One to Three Years 0 0
Three to Five Years 0 0
Over Five Years 0 0
Total 105 30
Maximum Payout/Notional    
Less than One Year 60,042 37,394
One to Three Years 822 2,581
Three to Five Years 59 0
Over Five Years 72 143
Total 60,995 40,118
Non-investment grade    
Carrying Value of Credit-related Notes    
Less than One Year 1 12
One to Three Years 1 4
Three to Five Years 1 34
Over Five Years 1,500 1,548
Total 1,503 1,598
Non-investment grade | Credit Default Swap | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 132 203
One to Three Years 636 453
Three to Five Years 914 484
Over Five Years 1,691 2,133
Total 3,373 3,273
Maximum Payout/Notional    
Less than One Year 24,297 39,312
One to Three Years 33,881 49,843
Three to Five Years 34,530 39,098
Over Five Years 14,426 14,420
Total 107,134 142,673
Non-investment grade | Total return swaps/options | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 472 150
One to Three Years 21 0
Three to Five Years 0 0
Over Five Years 0 3
Total 493 153
Maximum Payout/Notional    
Less than One Year 24,524 13,751
One to Three Years 1,649 514
Three to Five Years 39 143
Over Five Years 70 697
Total $ 26,282 $ 15,105