Derivatives - Derivative Balances (Details) - USD ($)
$ in Millions |
Mar. 31, 2022 |
Dec. 31, 2021 |
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
$ 382,600
|
$ 348,400
|
| Less: Legally enforceable master netting agreements |
(300,300)
|
(282,300)
|
| Less: Cash collateral received/paid |
(34,100)
|
(30,800)
|
| Derivative assets |
48,231
|
35,344
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
383,200
|
355,500
|
| Less: Legally enforceable master netting agreements |
(300,300)
|
(282,300)
|
| Less: Cash collateral received/paid |
(38,600)
|
(35,500)
|
| Derivative liabilities |
44,266
|
37,675
|
| Interest Rate Swap |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
23,716,600
|
18,068,100
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
145,700
|
159,400
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
146,100
|
160,800
|
| Interest Rate Futures and Forwards |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
4,547,300
|
2,243,200
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
8,900
|
1,100
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
8,400
|
1,000
|
| Interest Rate Options | Written options |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
1,696,900
|
1,616,100
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
0
|
0
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
34,400
|
28,800
|
| Interest Rate Options | Purchased options |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
1,658,700
|
1,673,600
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
37,700
|
33,100
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
0
|
0
|
| Foreign Exchange Swaps |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
1,453,000
|
1,420,900
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
33,900
|
28,800
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
33,600
|
30,700
|
| Foreign Exchange Spot, Futures, and Forwards |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
5,124,900
|
4,087,200
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
53,700
|
37,400
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
53,100
|
37,900
|
| Foreign Exchange Options | Written options |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
420,400
|
287,200
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
0
|
0
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
6,500
|
4,100
|
| Foreign Exchange Options | Purchased options |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
365,000
|
267,600
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
6,300
|
4,100
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
0
|
0
|
| Equity Swaps |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
421,900
|
443,800
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
13,500
|
12,300
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
14,100
|
14,500
|
| Equity Futures and Forwards |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
124,300
|
113,300
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
5,100
|
500
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
1,500
|
1,700
|
| Equity Options | Written options |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
815,700
|
737,700
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
0
|
0
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
58,500
|
58,500
|
| Equity Options | Purchased options |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
711,000
|
657,000
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
51,700
|
55,900
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
0
|
0
|
| Commodity Swaps |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
55,900
|
47,700
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
6,500
|
3,100
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
9,800
|
6,000
|
| Commodity Futures and Forwards |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
142,700
|
101,500
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
2,800
|
2,300
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
2,500
|
1,400
|
| Commodity Options | Written options |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
62,700
|
44,400
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
0
|
0
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
5,300
|
2,600
|
| Commodity Options | Purchased options |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
53,700
|
38,300
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
6,700
|
3,200
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
0
|
0
|
| Credit default swaps: | Purchased credit derivatives: |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
356,300
|
297,000
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
3,500
|
1,900
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
4,100
|
4,300
|
| Credit default swaps: | Written credit derivatives: |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
338,430
|
279,794
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
3,800
|
4,200
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
2,907
|
1,639
|
| Total return swaps/options: | Purchased credit derivatives: |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
133,700
|
85,300
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
2,100
|
200
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
1,600
|
1,100
|
| Total return swaps/options: | Written credit derivatives: |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
119,820
|
85,251
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
700
|
900
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
816
|
544
|
| Credit derivatives | Purchased credit derivatives: |
|
|
| Gross Derivative Liabilities |
|
|
| Fair value asset (liability), with identical underlying referenced names and terms |
707
|
2,300
|
| Notional amount, with identical underlying referenced names and terms |
317,200
|
258,400
|
| Credit derivatives | Written credit derivatives: |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
458,250
|
365,045
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
3,723
|
2,183
|
| Trading and Other Risk Management Derivatives |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
369,700
|
339,000
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
366,000
|
349,600
|
| Trading and Other Risk Management Derivatives | Interest Rate Swap |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
133,400
|
150,500
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
130,100
|
156,400
|
| Trading and Other Risk Management Derivatives | Interest Rate Futures and Forwards |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
8,900
|
1,100
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
8,400
|
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 |
34,400
|
28,800
|
| Trading and Other Risk Management Derivatives | Interest Rate Options | Purchased options |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
37,700
|
33,100
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
0
|
0
|
| Trading and Other Risk Management Derivatives | Foreign Exchange Swaps |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
33,600
|
28,600
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
33,300
|
30,500
|
| Trading and Other Risk Management Derivatives | Foreign Exchange Spot, Futures, and Forwards |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
53,400
|
37,100
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
52,800
|
37,700
|
| 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 |
6,500
|
4,100
|
| Trading and Other Risk Management Derivatives | Foreign Exchange Options | Purchased options |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
6,300
|
4,100
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
0
|
0
|
| Trading and Other Risk Management Derivatives | Equity Swaps |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
13,500
|
12,300
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
14,100
|
14,500
|
| Trading and Other Risk Management Derivatives | Equity Futures and Forwards |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
5,100
|
500
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
1,500
|
1,700
|
| Trading and Other Risk Management Derivatives | Equity Options | Written options |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
0
|
0
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
58,500
|
58,500
|
| Trading and Other Risk Management Derivatives | Equity Options | Purchased options |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
51,700
|
55,900
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
0
|
0
|
| Trading and Other Risk Management Derivatives | Commodity Swaps |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
6,500
|
3,100
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
9,800
|
6,000
|
| Trading and Other Risk Management Derivatives | Commodity Futures and Forwards |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
2,800
|
2,300
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
1,900
|
300
|
| Trading and Other Risk Management Derivatives | Commodity Options | Written options |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
0
|
0
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
5,300
|
2,600
|
| Trading and Other Risk Management Derivatives | Commodity Options | Purchased options |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
6,700
|
3,200
|
| 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 |
3,500
|
1,900
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
4,100
|
4,300
|
| Trading and Other Risk Management Derivatives | Credit default swaps: | Written credit derivatives: |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
3,800
|
4,200
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
2,900
|
1,600
|
| Trading and Other Risk Management Derivatives | Total return swaps/options: | Purchased credit derivatives: |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
2,100
|
200
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
1,600
|
1,100
|
| Trading and Other Risk Management Derivatives | Total return swaps/options: | Written credit derivatives: |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
700
|
900
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
800
|
500
|
| Qualifying Accounting Hedges |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
12,900
|
9,400
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
17,200
|
5,900
|
| Qualifying Accounting Hedges | Interest Rate Swap |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
12,300
|
8,900
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
16,000
|
4,400
|
| 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 |
300
|
200
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
300
|
200
|
| Qualifying Accounting Hedges | Foreign Exchange Spot, Futures, and Forwards |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
300
|
300
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
300
|
200
|
| 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 |
600
|
1,100
|
| 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
|