Derivatives - Derivative Balances (Details) - USD ($)
$ in Millions |
Jun. 30, 2021 |
Dec. 31, 2020 |
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
$ 352,100
|
$ 434,600
|
| Less: Legally enforceable master netting agreements |
(278,300)
|
(344,900)
|
| Less: Cash collateral received/paid |
(32,300)
|
(42,500)
|
| Derivative assets |
41,498
|
47,179
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
353,200
|
434,000
|
| Less: Legally enforceable master netting agreements |
(278,300)
|
(344,900)
|
| Less: Cash collateral received/paid |
(36,000)
|
(43,600)
|
| Derivative liabilities |
38,916
|
45,526
|
| Interest Rate Swap |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
18,092,600
|
13,242,800
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
161,900
|
210,800
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
159,900
|
210,600
|
| Interest Rate Futures and Forwards |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
4,488,200
|
3,222,200
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
1,500
|
3,600
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
1,400
|
3,600
|
| Interest Rate Options | Written options |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
1,687,000
|
1,530,500
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
0
|
0
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
31,100
|
40,500
|
| Interest Rate Options | Purchased options |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
1,725,100
|
1,545,800
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
35,000
|
45,300
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
0
|
0
|
| Foreign Exchange Swaps |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
1,459,600
|
1,475,800
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
28,100
|
37,400
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
31,000
|
40,300
|
| Foreign Exchange Spot, Futures, and Forwards |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
4,548,500
|
3,710,700
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
37,300
|
53,400
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
35,100
|
55,000
|
| Foreign Exchange Options | Written options |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
331,400
|
289,600
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
0
|
0
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
3,700
|
4,800
|
| Foreign Exchange Options | Purchased options |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
312,900
|
279,300
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
3,800
|
5,000
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
0
|
0
|
| Equity Swaps |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
388,600
|
320,200
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
12,000
|
13,300
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
14,600
|
14,500
|
| Equity Futures and Forwards |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
160,000
|
106,200
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
400
|
300
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
1,900
|
1,400
|
| Equity Options | Written options |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
624,300
|
599,100
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
0
|
0
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
56,300
|
48,800
|
| Equity Options | Purchased options |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
562,500
|
541,200
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
55,800
|
52,600
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
0
|
0
|
| Commodity Swaps |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
45,200
|
36,400
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
2,900
|
1,900
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
5,800
|
4,400
|
| Commodity Futures and Forwards |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
78,900
|
63,600
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
2,300
|
2,000
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
1,400
|
1,000
|
| Commodity Options | Written options |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
36,600
|
24,600
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
0
|
0
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
2,700
|
1,400
|
| Commodity Options | Purchased options |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
30,700
|
24,700
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
3,000
|
1,500
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
0
|
0
|
| Credit default swaps: | Purchased credit derivatives: |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
356,400
|
322,700
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
1,700
|
2,300
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
5,200
|
4,400
|
| Credit default swaps: | Written credit derivatives: |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
333,408
|
301,509
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
5,000
|
4,400
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
1,527
|
1,916
|
| Total return swaps/options: | Purchased credit derivatives: |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
71,100
|
63,600
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
200
|
200
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
1,100
|
1,000
|
| Total return swaps/options: | Written credit derivatives: |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
79,036
|
68,623
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
1,200
|
600
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
498
|
370
|
| Credit derivatives | Purchased credit derivatives: |
|
|
| Gross Derivative Liabilities |
|
|
| Fair value asset (liability), with identical underlying referenced names and terms |
3,200
|
2,200
|
| Notional amount, with identical underlying referenced names and terms |
304,900
|
269,800
|
| Credit derivatives | Written credit derivatives: |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
412,444
|
370,132
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
2,025
|
2,286
|
| Trading and Other Risk Management Derivatives |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
339,400
|
423,300
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
350,600
|
431,600
|
| Trading and Other Risk Management Derivatives | Interest Rate Swap |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
150,200
|
199,900
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
157,900
|
209,300
|
| Trading and Other Risk Management Derivatives | Interest Rate Futures and Forwards |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
1,500
|
3,500
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
1,400
|
3,600
|
| 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 |
31,100
|
40,500
|
| Trading and Other Risk Management Derivatives | Interest Rate Options | Purchased options |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
35,000
|
45,300
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
0
|
0
|
| Trading and Other Risk Management Derivatives | Foreign Exchange Swaps |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
27,700
|
37,100
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
30,500
|
39,700
|
| Trading and Other Risk Management Derivatives | Foreign Exchange Spot, Futures, and Forwards |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
36,700
|
53,400
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
35,000
|
54,500
|
| 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 |
3,700
|
4,800
|
| Trading and Other Risk Management Derivatives | Foreign Exchange Options | Purchased options |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
3,800
|
5,000
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
0
|
0
|
| Trading and Other Risk Management Derivatives | Equity Swaps |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
12,000
|
13,300
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
14,600
|
14,500
|
| Trading and Other Risk Management Derivatives | Equity Futures and Forwards |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
400
|
300
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
1,900
|
1,400
|
| Trading and Other Risk Management Derivatives | Equity Options | Written options |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
0
|
0
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
56,300
|
48,800
|
| Trading and Other Risk Management Derivatives | Equity Options | Purchased options |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
55,800
|
52,600
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
0
|
0
|
| Trading and Other Risk Management Derivatives | Commodity Swaps |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
2,900
|
1,900
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
5,800
|
4,400
|
| Trading and Other Risk Management Derivatives | Commodity Futures and Forwards |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
2,300
|
2,000
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
1,400
|
1,000
|
| Trading and Other Risk Management Derivatives | Commodity Options | Written options |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
0
|
0
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
2,700
|
1,400
|
| Trading and Other Risk Management Derivatives | Commodity Options | Purchased options |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
3,000
|
1,500
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
0
|
0
|
| Trading and Other Risk Management Derivatives | Credit default swaps: | Purchased credit derivatives: |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
1,700
|
2,300
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
5,200
|
4,400
|
| Trading and Other Risk Management Derivatives | Credit default swaps: | Written credit derivatives: |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
5,000
|
4,400
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
1,500
|
1,900
|
| Trading and Other Risk Management Derivatives | Total return swaps/options: | Purchased credit derivatives: |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
200
|
200
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
1,100
|
1,000
|
| Trading and Other Risk Management Derivatives | Total return swaps/options: | Written credit derivatives: |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
1,200
|
600
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
500
|
400
|
| Qualifying Accounting Hedges |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
12,700
|
11,300
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
2,600
|
2,400
|
| Qualifying Accounting Hedges | Interest Rate Swap |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
11,700
|
10,900
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
2,000
|
1,300
|
| Qualifying Accounting Hedges | Interest Rate Futures and Forwards |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
0
|
100
|
| 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
|
300
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
500
|
600
|
| Qualifying Accounting Hedges | Foreign Exchange Spot, Futures, and Forwards |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
600
|
0
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
100
|
500
|
| 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 swaps: | Purchased credit derivatives: |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
0
|
0
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
0
|
0
|
| Qualifying Accounting Hedges | Credit default swaps: | 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
|