Quarterly report pursuant to Section 13 or 15(d)

Derivatives - Derivative Balances (Details)

v3.20.2
Derivatives - Derivative Balances (Details) - USD ($)
$ in Millions
Sep. 30, 2020
Dec. 31, 2019
Gross Derivative Assets    
Gross Derivative Assets $ 418,100 $ 344,800
Less: Legally enforceable master netting agreements (332,500) (270,400)
Less: Cash collateral received/paid (41,300) (33,900)
Derivative assets 44,297 40,485
Gross Derivative Liabilities    
Gross Derivative Liabilities 413,100 337,100
Less: Legally enforceable master netting agreements (332,500) (270,400)
Less: Cash collateral received/paid (38,900) (28,500)
Derivative liabilities 41,728 38,229
Interest Rate Swap    
Maximum Payout/Notional    
Contract/Notional 16,869,800 15,074,400
Gross Derivative Assets    
Gross Derivative Assets 216,800 171,700
Gross Derivative Liabilities    
Gross Derivative Liabilities 215,800 168,900
Interest Rate Futures and Forwards    
Maximum Payout/Notional    
Contract/Notional 5,599,200 3,279,800
Gross Derivative Assets    
Gross Derivative Assets 2,100 1,000
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,900 1,000
Interest Rate Options | Written options    
Maximum Payout/Notional    
Contract/Notional 1,599,100 1,767,700
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 44,800 32,500
Interest Rate Options | Purchased options    
Maximum Payout/Notional    
Contract/Notional 1,573,000 1,673,600
Gross Derivative Assets    
Gross Derivative Assets 51,200 37,400
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Foreign Exchange Swaps    
Maximum Payout/Notional    
Contract/Notional 1,471,800 1,657,700
Gross Derivative Assets    
Gross Derivative Assets 31,300 31,000
Gross Derivative Liabilities    
Gross Derivative Liabilities 35,400 32,600
Foreign Exchange Spot, Futures, and Forwards    
Maximum Payout/Notional    
Contract/Notional 4,278,500 3,792,700
Gross Derivative Assets    
Gross Derivative Assets 36,100 36,000
Gross Derivative Liabilities    
Gross Derivative Liabilities 36,100 39,000
Foreign Exchange Options | Written options    
Maximum Payout/Notional    
Contract/Notional 297,600 274,300
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 4,400 3,800
Foreign Exchange Options | Purchased options    
Maximum Payout/Notional    
Contract/Notional 294,700 261,600
Gross Derivative Assets    
Gross Derivative Assets 4,600 4,000
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Equity Swaps    
Maximum Payout/Notional    
Contract/Notional 291,200 315,000
Gross Derivative Assets    
Gross Derivative Assets 12,000 6,500
Gross Derivative Liabilities    
Gross Derivative Liabilities 12,500 8,100
Equity Futures and Forwards    
Maximum Payout/Notional    
Contract/Notional 109,300 125,100
Gross Derivative Assets    
Gross Derivative Assets 700 300
Gross Derivative Liabilities    
Gross Derivative Liabilities 700 1,100
Equity Options | Written options    
Maximum Payout/Notional    
Contract/Notional 650,300 731,100
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 44,500 34,600
Equity Options | Purchased options    
Maximum Payout/Notional    
Contract/Notional 586,800 668,600
Gross Derivative Assets    
Gross Derivative Assets 46,600 42,400
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Commodity Swaps    
Maximum Payout/Notional    
Contract/Notional 36,700 42,000
Gross Derivative Assets    
Gross Derivative Assets 2,900 2,100
Gross Derivative Liabilities    
Gross Derivative Liabilities 4,100 4,400
Commodity Futures and Forwards    
Maximum Payout/Notional    
Contract/Notional 62,200 61,300
Gross Derivative Assets    
Gross Derivative Assets 2,200 1,700
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,000 400
Commodity Options | Written options    
Maximum Payout/Notional    
Contract/Notional 29,500 33,200
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 2,300 1,400
Commodity Options | Purchased options    
Maximum Payout/Notional    
Contract/Notional 29,600 37,900
Gross Derivative Assets    
Gross Derivative Assets 2,100 1,400
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Credit Default Swap | Purchased credit derivatives    
Maximum Payout/Notional    
Contract/Notional 398,700 321,600
Gross Derivative Assets    
Gross Derivative Assets 4,300 2,700
Gross Derivative Liabilities    
Gross Derivative Liabilities 4,300 5,600
Credit Default Swap | Written credit derivatives    
Maximum Payout/Notional    
Contract/Notional 386,808 300,218
Gross Derivative Assets    
Gross Derivative Assets 4,200 5,400
Gross Derivative Liabilities    
Gross Derivative Liabilities 3,640 1,960
Total return swaps/options | Purchased credit derivatives    
Maximum Payout/Notional    
Contract/Notional 92,100 86,600
Gross Derivative Assets    
Gross Derivative Assets 500 400
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,100 1,300
Total return swaps/options | Written credit derivatives    
Maximum Payout/Notional    
Contract/Notional 83,232 86,154
Gross Derivative Assets    
Gross Derivative Assets 500 800
Gross Derivative Liabilities    
Gross Derivative Liabilities 629 379
Credit derivatives | Purchased credit derivatives    
Gross Derivative Liabilities    
Fair value asset (liability), with identical underlying referenced names and terms 217 2,800
Notional amount, with identical underlying referenced names and terms 332,600 309,700
Credit derivatives | Written credit derivatives    
Maximum Payout/Notional    
Contract/Notional 470,040 386,372
Gross Derivative Liabilities    
Gross Derivative Liabilities 4,269 2,339
Trading and Other Risk Management Derivatives    
Gross Derivative Assets    
Gross Derivative Assets 404,400 334,300
Gross Derivative Liabilities    
Gross Derivative Liabilities 411,500 335,500
Trading and Other Risk Management Derivatives | Interest Rate Swap    
Gross Derivative Assets    
Gross Derivative Assets 203,800 162,000
Gross Derivative Liabilities    
Gross Derivative Liabilities 214,900 168,500
Trading and Other Risk Management Derivatives | Interest Rate Futures and Forwards    
Gross Derivative Assets    
Gross Derivative Assets 2,000 1,000
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,900 1,000
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 44,800 32,500
Trading and Other Risk Management Derivatives | Interest Rate Options | Purchased options    
Gross Derivative Assets    
Gross Derivative Assets 51,200 37,400
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Trading and Other Risk Management Derivatives | Foreign Exchange Swaps    
Gross Derivative Assets    
Gross Derivative Assets 30,900 30,300
Gross Derivative Liabilities    
Gross Derivative Liabilities 34,800 31,700
Trading and Other Risk Management Derivatives | Foreign Exchange Spot, Futures, and Forwards    
Gross Derivative Assets    
Gross Derivative Assets 35,900 35,900
Gross Derivative Liabilities    
Gross Derivative Liabilities 36,000 38,700
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 3,800
Trading and Other Risk Management Derivatives | Foreign Exchange Options | Purchased options    
Gross Derivative Assets    
Gross Derivative Assets 4,600 4,000
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Trading and Other Risk Management Derivatives | Equity Swaps    
Gross Derivative Assets    
Gross Derivative Assets 12,000 6,500
Gross Derivative Liabilities    
Gross Derivative Liabilities 12,500 8,100
Trading and Other Risk Management Derivatives | Equity Futures and Forwards    
Gross Derivative Assets    
Gross Derivative Assets 700 300
Gross Derivative Liabilities    
Gross Derivative Liabilities 700 1,100
Trading and Other Risk Management Derivatives | Equity Options | Written options    
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 44,500 34,600
Trading and Other Risk Management Derivatives | Equity Options | Purchased options    
Gross Derivative Assets    
Gross Derivative Assets 46,600 42,400
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Trading and Other Risk Management Derivatives | Commodity Swaps    
Gross Derivative Assets    
Gross Derivative Assets 2,900 2,100
Gross Derivative Liabilities    
Gross Derivative Liabilities 4,100 4,400
Trading and Other Risk Management Derivatives | Commodity Futures and Forwards    
Gross Derivative Assets    
Gross Derivative Assets 2,200 1,700
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,000 400
Trading and Other Risk Management Derivatives | Commodity Options | Written options    
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 2,300 1,400
Trading and Other Risk Management Derivatives | Commodity Options | Purchased options    
Gross Derivative Assets    
Gross Derivative Assets 2,100 1,400
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 4,300 2,700
Gross Derivative Liabilities    
Gross Derivative Liabilities 4,300 5,600
Trading and Other Risk Management Derivatives | Credit Default Swap | Written credit derivatives    
Gross Derivative Assets    
Gross Derivative Assets 4,200 5,400
Gross Derivative Liabilities    
Gross Derivative Liabilities 3,600 2,000
Trading and Other Risk Management Derivatives | Total return swaps/options | Purchased credit derivatives    
Gross Derivative Assets    
Gross Derivative Assets 500 400
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,100 1,300
Trading and Other Risk Management Derivatives | Total return swaps/options | Written credit derivatives    
Gross Derivative Assets    
Gross Derivative Assets 500 800
Gross Derivative Liabilities    
Gross Derivative Liabilities 600 400
Qualifying Accounting Hedges    
Gross Derivative Assets    
Gross Derivative Assets 13,700 10,500
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,600 1,600
Qualifying Accounting Hedges | Interest Rate Swap    
Gross Derivative Assets    
Gross Derivative Assets 13,000 9,700
Gross Derivative Liabilities    
Gross Derivative Liabilities 900 400
Qualifying Accounting Hedges | Interest Rate Futures and Forwards    
Gross Derivative Assets    
Gross Derivative Assets 100 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 400 700
Gross Derivative Liabilities    
Gross Derivative Liabilities 600 900
Qualifying Accounting Hedges | Foreign Exchange Spot, Futures, and Forwards    
Gross Derivative Assets    
Gross Derivative Assets 200 100
Gross Derivative Liabilities    
Gross Derivative Liabilities 100 300
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