Derivatives - Derivative Balances (Details) - USD ($)
$ in Millions |
Sep. 30, 2021 |
Dec. 31, 2020 |
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
$ 351,700
|
$ 434,600
|
| Less: Legally enforceable master netting agreements |
(279,700)
|
(344,900)
|
| Less: Cash collateral received/paid |
(31,200)
|
(42,500)
|
| Derivative assets |
40,829
|
47,179
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
353,000
|
434,000
|
| Less: Legally enforceable master netting agreements |
(279,700)
|
(344,900)
|
| Less: Cash collateral received/paid |
(35,200)
|
(43,600)
|
| Derivative liabilities |
38,062
|
45,526
|
| Interest Rate Swap |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
19,675,200
|
13,242,800
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
151,300
|
210,800
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
151,000
|
210,600
|
| Interest Rate Futures and Forwards |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
4,142,200
|
3,222,200
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
2,800
|
3,600
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
2,700
|
3,600
|
| Interest Rate Options | Written options |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
1,746,800
|
1,530,500
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
0
|
0
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
29,500
|
40,500
|
| Interest Rate Options | Purchased options |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
1,637,300
|
1,545,800
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
33,400
|
45,300
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
0
|
0
|
| Foreign Exchange Swaps |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
1,433,900
|
1,475,800
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
28,000
|
37,400
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
31,000
|
40,300
|
| Foreign Exchange Spot, Futures, and Forwards |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
4,628,500
|
3,710,700
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
37,600
|
53,400
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
35,200
|
55,000
|
| Foreign Exchange Options | Written options |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
338,100
|
289,600
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
0
|
0
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
3,900
|
4,800
|
| Foreign Exchange Options | Purchased options |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
310,600
|
279,300
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
3,900
|
5,000
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
0
|
0
|
| Equity Swaps |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
431,700
|
320,200
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
13,600
|
13,300
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
16,000
|
14,500
|
| Equity Futures and Forwards |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
131,000
|
106,200
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
400
|
300
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
1,600
|
1,400
|
| Equity Options | Written options |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
738,800
|
599,100
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
0
|
0
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
60,300
|
48,800
|
| Equity Options | Purchased options |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
654,400
|
541,200
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
60,600
|
52,600
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
0
|
0
|
| Commodity Swaps |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
50,200
|
36,400
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
4,500
|
1,900
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
7,700
|
4,400
|
| Commodity Futures and Forwards |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
91,700
|
63,600
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
2,600
|
2,000
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
1,700
|
1,000
|
| Commodity Options | Written options |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
41,900
|
24,600
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
0
|
0
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
4,000
|
1,400
|
| Commodity Options | Purchased options |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
34,000
|
24,700
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
4,600
|
1,500
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
0
|
0
|
| Credit default swaps: | Purchased credit derivatives: |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
375,200
|
322,700
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
1,800
|
2,300
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
5,000
|
4,400
|
| Credit default swaps: | Written credit derivatives: |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
358,341
|
301,509
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
5,000
|
4,400
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
1,526
|
1,916
|
| Total return swaps/options: | Purchased credit derivatives: |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
52,600
|
63,600
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
300
|
200
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
1,400
|
1,000
|
| Total return swaps/options: | Written credit derivatives: |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
59,320
|
68,623
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
1,300
|
600
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
464
|
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 |
326,900
|
269,800
|
| Credit derivatives | Written credit derivatives: |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
417,661
|
370,132
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
1,990
|
2,286
|
| Trading and Other Risk Management Derivatives |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
341,100
|
423,300
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
349,600
|
431,600
|
| Trading and Other Risk Management Derivatives | Interest Rate Swap |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
141,900
|
199,900
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
148,600
|
209,300
|
| Trading and Other Risk Management Derivatives | Interest Rate Futures and Forwards |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
2,800
|
3,500
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
2,700
|
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 |
29,500
|
40,500
|
| Trading and Other Risk Management Derivatives | Interest Rate Options | Purchased options |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
33,400
|
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 |
27,600
|
37,100
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
30,700
|
39,700
|
| Trading and Other Risk Management Derivatives | Foreign Exchange Spot, Futures, and Forwards |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
37,100
|
53,400
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
35,100
|
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 |
3,900
|
4,800
|
| Trading and Other Risk Management Derivatives | Foreign Exchange Options | Purchased options |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
3,900
|
5,000
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
0
|
0
|
| Trading and Other Risk Management Derivatives | Equity Swaps |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
13,600
|
13,300
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
16,000
|
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 |
1,600
|
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 |
60,300
|
48,800
|
| Trading and Other Risk Management Derivatives | Equity Options | Purchased options |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
60,600
|
52,600
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
0
|
0
|
| Trading and Other Risk Management Derivatives | Commodity Swaps |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
4,500
|
1,900
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
7,700
|
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 |
1,100
|
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 |
4,000
|
1,400
|
| Trading and Other Risk Management Derivatives | Commodity Options | Purchased options |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
4,600
|
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 |
1,800
|
2,300
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
5,000
|
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 |
300
|
200
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
1,400
|
1,000
|
| Trading and Other Risk Management Derivatives | Total return swaps/options: | Written credit derivatives: |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
1,300
|
600
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
500
|
400
|
| Qualifying Accounting Hedges |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
10,600
|
11,300
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
3,400
|
2,400
|
| Qualifying Accounting Hedges | Interest Rate Swap |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
9,400
|
10,900
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
2,400
|
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 |
300
|
600
|
| Qualifying Accounting Hedges | Foreign Exchange Spot, Futures, and Forwards |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
500
|
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 |
300
|
0
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
600
|
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
|