Quarterly report pursuant to Section 13 or 15(d)

Derivatives - Derivative Balances (Details)

v3.19.3
Derivatives - Derivative Balances (Details) - USD ($)
$ in Millions
Sep. 30, 2019
Dec. 31, 2018
Gross Derivative Assets    
Gross Derivative Assets $ 391,400 $ 328,800
Less: Legally enforceable master netting agreements (305,600) (252,700)
Less: Cash collateral received/paid (40,700) (32,400)
Derivative assets 45,123 43,725
Gross Derivative Liabilities    
Gross Derivative Liabilities 380,500 317,800
Less: Legally enforceable master netting agreements (305,600) (252,700)
Less: Cash collateral received/paid (36,900) (27,200)
Derivative liabilities 38,025 37,891
Interest Rate Swap    
Maximum Payout/Notional    
Contract/Notional 19,994,700 15,977,900
Gross Derivative Assets    
Gross Derivative Assets 196,900 144,200
Gross Derivative Liabilities    
Gross Derivative Liabilities 194,600 140,900
Interest Rate Futures and Forwards    
Maximum Payout/Notional    
Contract/Notional 5,564,100 3,656,600
Gross Derivative Assets    
Gross Derivative Assets 1,400 4,700
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,300 5,000
Interest Rate Options | Written options    
Maximum Payout/Notional    
Contract/Notional 1,777,500 1,584,900
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 42,100 28,600
Interest Rate Options | Purchased options    
Maximum Payout/Notional    
Contract/Notional 1,841,900 1,614,000
Gross Derivative Assets    
Gross Derivative Assets 47,900 30,800
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Foreign Exchange Swaps    
Maximum Payout/Notional    
Contract/Notional 1,821,800 1,704,800
Gross Derivative Assets    
Gross Derivative Assets 36,100 40,200
Gross Derivative Liabilities    
Gross Derivative Liabilities 40,300 44,500
Foreign Exchange Spot, Futures, and Forwards    
Maximum Payout/Notional    
Contract/Notional 5,037,100 4,276,000
Gross Derivative Assets    
Gross Derivative Assets 42,400 40,200
Gross Derivative Liabilities    
Gross Derivative Liabilities 42,200 39,600
Foreign Exchange Options | Written options    
Maximum Payout/Notional    
Contract/Notional 305,500 256,700
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 4,400 5,000
Foreign Exchange Options | Purchased options    
Maximum Payout/Notional    
Contract/Notional 322,000 240,400
Gross Derivative Assets    
Gross Derivative Assets 4,800 4,600
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Equity Swaps    
Maximum Payout/Notional    
Contract/Notional 282,400 253,600
Gross Derivative Assets    
Gross Derivative Assets 5,400 7,700
Gross Derivative Liabilities    
Gross Derivative Liabilities 6,000 8,400
Equity Futures and Forwards    
Maximum Payout/Notional    
Contract/Notional 122,200 100,000
Gross Derivative Assets    
Gross Derivative Assets 300 2,100
Gross Derivative Liabilities    
Gross Derivative Liabilities 900 300
Equity Options | Written options    
Maximum Payout/Notional    
Contract/Notional 784,400 597,100
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 32,100 27,500
Equity Options | Purchased options    
Maximum Payout/Notional    
Contract/Notional 734,500 549,400
Gross Derivative Assets    
Gross Derivative Assets 39,100 36,000
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Commodity Swaps    
Maximum Payout/Notional    
Contract/Notional 41,200 43,100
Gross Derivative Assets    
Gross Derivative Assets 2,100 2,700
Gross Derivative Liabilities    
Gross Derivative Liabilities 4,000 4,500
Commodity Futures and Forwards    
Maximum Payout/Notional    
Contract/Notional 63,300 51,700
Gross Derivative Assets    
Gross Derivative Assets 3,300 3,200
Gross Derivative Liabilities    
Gross Derivative Liabilities 600 500
Commodity Options | Written options    
Maximum Payout/Notional    
Contract/Notional 36,200 27,500
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,900 2,200
Commodity Options | Purchased options    
Maximum Payout/Notional    
Contract/Notional 36,800 23,400
Gross Derivative Assets    
Gross Derivative Assets 1,800 1,700
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Credit Default Swap | Purchased credit derivatives    
Maximum Payout/Notional    
Contract/Notional 403,400 408,100
Gross Derivative Assets    
Gross Derivative Assets 3,500 5,300
Gross Derivative Liabilities    
Gross Derivative Liabilities 5,500 4,900
Credit Default Swap | Written credit derivatives    
Maximum Payout/Notional    
Contract/Notional 362,987 371,919
Gross Derivative Assets    
Gross Derivative Assets 5,300 4,400
Gross Derivative Liabilities    
Gross Derivative Liabilities 2,506 4,343
Total return swaps/options | Purchased credit derivatives    
Maximum Payout/Notional    
Contract/Notional 64,200 84,500
Gross Derivative Assets    
Gross Derivative Assets 200 400
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,700 1,000
Total return swaps/options | Written credit derivatives    
Maximum Payout/Notional    
Contract/Notional 58,282 87,277
Gross Derivative Assets    
Gross Derivative Assets 900 600
Gross Derivative Liabilities    
Gross Derivative Liabilities 397 598
Credit derivatives | Purchased credit derivatives    
Gross Derivative Liabilities    
Fair value asset (liability), with identical underlying referenced names and terms 2,300 (185)
Notional amount, with identical underlying referenced names and terms 342,900 342,800
Credit derivatives | Written credit derivatives    
Maximum Payout/Notional    
Contract/Notional 421,269 459,196
Gross Derivative Liabilities    
Gross Derivative Liabilities 2,903 4,941
Trading and Other Risk Management Derivatives    
Gross Derivative Assets    
Gross Derivative Assets 376,900 323,800
Gross Derivative Liabilities    
Gross Derivative Liabilities 378,200 313,200
Trading and Other Risk Management Derivatives | Interest Rate Swap    
Gross Derivative Assets    
Gross Derivative Assets 184,300 141,000
Gross Derivative Liabilities    
Gross Derivative Liabilities 194,300 138,900
Trading and Other Risk Management Derivatives | Interest Rate Futures and Forwards    
Gross Derivative Assets    
Gross Derivative Assets 1,400 4,700
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,300 5,000
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 42,100 28,600
Trading and Other Risk Management Derivatives | Interest Rate Options | Purchased options    
Gross Derivative Assets    
Gross Derivative Assets 47,900 30,800
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Trading and Other Risk Management Derivatives | Foreign Exchange Swaps    
Gross Derivative Assets    
Gross Derivative Assets 34,800 38,800
Gross Derivative Liabilities    
Gross Derivative Liabilities 38,500 42,200
Trading and Other Risk Management Derivatives | Foreign Exchange Spot, Futures, and Forwards    
Gross Derivative Assets    
Gross Derivative Assets 41,800 39,800
Gross Derivative Liabilities    
Gross Derivative Liabilities 42,000 39,300
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 4,400 5,000
Trading and Other Risk Management Derivatives | Foreign Exchange Options | Purchased options    
Gross Derivative Assets    
Gross Derivative Assets 4,800 4,600
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Trading and Other Risk Management Derivatives | Equity Swaps    
Gross Derivative Assets    
Gross Derivative Assets 5,400 7,700
Gross Derivative Liabilities    
Gross Derivative Liabilities 6,000 8,400
Trading and Other Risk Management Derivatives | Equity Futures and Forwards    
Gross Derivative Assets    
Gross Derivative Assets 300 2,100
Gross Derivative Liabilities    
Gross Derivative Liabilities 900 300
Trading and Other Risk Management Derivatives | Equity Options | Written options    
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 32,100 27,500
Trading and Other Risk Management Derivatives | Equity Options | Purchased options    
Gross Derivative Assets    
Gross Derivative Assets 39,100 36,000
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Trading and Other Risk Management Derivatives | Commodity Swaps    
Gross Derivative Assets    
Gross Derivative Assets 2,100 2,700
Gross Derivative Liabilities    
Gross Derivative Liabilities 4,000 4,500
Trading and Other Risk Management Derivatives | Commodity Futures and Forwards    
Gross Derivative Assets    
Gross Derivative Assets 3,300 3,200
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 1,900 2,200
Trading and Other Risk Management Derivatives | Commodity Options | Purchased options    
Gross Derivative Assets    
Gross Derivative Assets 1,800 1,700
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 3,500 5,300
Gross Derivative Liabilities    
Gross Derivative Liabilities 5,500 4,900
Trading and Other Risk Management Derivatives | Credit Default Swap | Written credit derivatives    
Gross Derivative Assets    
Gross Derivative Assets 5,300 4,400
Gross Derivative Liabilities    
Gross Derivative Liabilities 2,500 4,300
Trading and Other Risk Management Derivatives | Total return swaps/options | Purchased credit derivatives    
Gross Derivative Assets    
Gross Derivative Assets 200 400
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,700 1,000
Trading and Other Risk Management Derivatives | Total return swaps/options | Written credit derivatives    
Gross Derivative Assets    
Gross Derivative Assets 900 600
Gross Derivative Liabilities    
Gross Derivative Liabilities 400 600
Qualifying Accounting Hedges    
Gross Derivative Assets    
Gross Derivative Assets 14,500 5,000
Gross Derivative Liabilities    
Gross Derivative Liabilities 2,300 4,600
Qualifying Accounting Hedges | Interest Rate Swap    
Gross Derivative Assets    
Gross Derivative Assets 12,600 3,200
Gross Derivative Liabilities    
Gross Derivative Liabilities 300 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 1,300 1,400
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,800 2,300
Qualifying Accounting Hedges | Foreign Exchange Spot, Futures, and Forwards    
Gross Derivative Assets    
Gross Derivative Assets 600 400
Gross Derivative Liabilities    
Gross Derivative Liabilities 200 300
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