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
|