Quarterly report pursuant to Section 13 or 15(d)

Derivatives - Derivative Balances (Details)

v3.24.3
Derivatives - Derivative Balances (Details) - USD ($)
$ in Millions
Sep. 30, 2024
Dec. 31, 2023
Gross Derivative Assets    
Gross Derivative Assets $ 307,300 $ 290,300
Less: Legally enforceable master netting agreements (246,700) (221,600)
Less: Cash collateral received/paid (26,400) (29,400)
Derivative assets 34,182 39,323
Gross Derivative Liabilities    
Gross Derivative Liabilities 324,000 301,200
Less: Legally enforceable master netting agreements (246,700) (221,600)
Less: Cash collateral received/paid (34,200) (36,200)
Derivative liabilities 43,131 43,432
Interest Rate Swap    
Maximum Payout/Notional    
Contract/Notional 22,719,700 15,715,200
Gross Derivative Assets    
Gross Derivative Assets 85,300 86,300
Gross Derivative Liabilities    
Gross Derivative Liabilities 84,700 85,100
Interest Rate Future and Forwards    
Maximum Payout/Notional    
Contract/Notional 3,876,700 2,803,800
Gross Derivative Assets    
Gross Derivative Assets 2,000 5,100
Gross Derivative Liabilities    
Gross Derivative Liabilities 2,200 7,000
Interest Rate Options | Written options    
Maximum Payout/Notional    
Contract/Notional 1,963,200 1,807,700
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 27,500 31,700
Interest Rate Options | Purchased options    
Maximum Payout/Notional    
Contract/Notional 1,928,700 1,714,900
Gross Derivative Assets    
Gross Derivative Assets 29,000 32,900
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Foreign Exchange Swaps    
Maximum Payout/Notional    
Contract/Notional 2,211,100 1,814,700
Gross Derivative Assets    
Gross Derivative Assets 37,400 41,300
Gross Derivative Liabilities    
Gross Derivative Liabilities 35,900 38,700
Foreign Exchange Spot, Futures, and Forwards    
Maximum Payout/Notional    
Contract/Notional 5,403,900 3,561,700
Gross Derivative Assets    
Gross Derivative Assets 46,900 43,300
Gross Derivative Liabilities    
Gross Derivative Liabilities 49,000 46,500
Foreign Exchange Options | Written options    
Maximum Payout/Notional    
Contract/Notional 613,700 462,800
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 7,200 6,800
Foreign Exchange Options | Purchased options    
Maximum Payout/Notional    
Contract/Notional 564,800 405,300
Gross Derivative Assets    
Gross Derivative Assets 6,800 6,200
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Equity Swaps    
Maximum Payout/Notional    
Contract/Notional 499,500 427,000
Gross Derivative Assets    
Gross Derivative Assets 15,400 13,300
Gross Derivative Liabilities    
Gross Derivative Liabilities 21,900 16,700
Equity Futures and Forwards    
Maximum Payout/Notional    
Contract/Notional 154,900 136,900
Gross Derivative Assets    
Gross Derivative Assets 2,500 2,100
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,600 1,600
Equity Options | Written options    
Maximum Payout/Notional    
Contract/Notional 1,016,100 854,900
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 76,000 50,100
Equity Options | Purchased options    
Maximum Payout/Notional    
Contract/Notional 929,100 716,200
Gross Derivative Assets    
Gross Derivative Assets 65,100 44,100
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Commodity Swaps    
Maximum Payout/Notional    
Contract/Notional 72,600 59,000
Gross Derivative Assets    
Gross Derivative Assets 3,200 3,100
Gross Derivative Liabilities    
Gross Derivative Liabilities 4,400 4,500
Commodity Futures and Forwards    
Maximum Payout/Notional    
Contract/Notional 205,300 187,800
Gross Derivative Assets    
Gross Derivative Assets 5,900 3,800
Gross Derivative Liabilities    
Gross Derivative Liabilities 5,100 3,500
Commodity Options | Written options    
Maximum Payout/Notional    
Contract/Notional 77,900 67,100
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 3,200 3,300
Commodity Options | Purchased options    
Maximum Payout/Notional    
Contract/Notional 79,400 70,900
Gross Derivative Assets    
Gross Derivative Assets 2,800 3,000
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Credit default swaps: | Purchased credit derivatives:    
Maximum Payout/Notional    
Contract/Notional 538,900 312,800
Gross Derivative Assets    
Gross Derivative Assets 1,500 1,700
Gross Derivative Liabilities    
Gross Derivative Liabilities 2,800 2,500
Credit default swaps: | Written credit derivatives:    
Maximum Payout/Notional    
Contract/Notional 514,817 289,078
Gross Derivative Assets    
Gross Derivative Assets 2,200 2,200
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,402 1,568
Total return swaps/options: | Purchased credit derivatives:    
Maximum Payout/Notional    
Contract/Notional 114,800 69,400
Gross Derivative Assets    
Gross Derivative Assets 400 800
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,000 1,300
Total return swaps/options: | Written credit derivatives:    
Maximum Payout/Notional    
Contract/Notional 91,374 68,605
Gross Derivative Assets    
Gross Derivative Assets 900 1,100
Gross Derivative Liabilities    
Gross Derivative Liabilities 132 338
Credit derivatives | Purchased credit derivatives:    
Gross Derivative Liabilities    
Fair value asset (liability), with identical underlying referenced names and terms 699 520
Notional amount, with identical underlying referenced names and terms 484,200 266,500
Credit derivatives | Written credit derivatives:    
Maximum Payout/Notional    
Contract/Notional 606,191 357,683
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,534 1,906
Trading and Other Risk Management Derivatives    
Gross Derivative Assets    
Gross Derivative Assets 299,900 276,100
Gross Derivative Liabilities    
Gross Derivative Liabilities 309,200 275,600
Trading and Other Risk Management Derivatives | Interest Rate Swap    
Gross Derivative Assets    
Gross Derivative Assets 78,000 78,400
Gross Derivative Liabilities    
Gross Derivative Liabilities 70,700 66,600
Trading and Other Risk Management Derivatives | Interest Rate Future and Forwards    
Gross Derivative Assets    
Gross Derivative Assets 2,000 5,100
Gross Derivative Liabilities    
Gross Derivative Liabilities 2,200 7,000
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 27,500 31,700
Trading and Other Risk Management Derivatives | Interest Rate Options | Purchased options    
Gross Derivative Assets    
Gross Derivative Assets 29,000 32,900
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Trading and Other Risk Management Derivatives | Foreign Exchange Swaps    
Gross Derivative Assets    
Gross Derivative Assets 37,400 41,100
Gross Derivative Liabilities    
Gross Derivative Liabilities 35,900 38,200
Trading and Other Risk Management Derivatives | Foreign Exchange Spot, Futures, and Forwards    
Gross Derivative Assets    
Gross Derivative Assets 46,800 37,200
Gross Derivative Liabilities    
Gross Derivative Liabilities 48,300 40,300
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 7,200 6,800
Trading and Other Risk Management Derivatives | Foreign Exchange Options | Purchased options    
Gross Derivative Assets    
Gross Derivative Assets 6,800 6,200
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Trading and Other Risk Management Derivatives | Equity Swaps    
Gross Derivative Assets    
Gross Derivative Assets 15,400 13,300
Gross Derivative Liabilities    
Gross Derivative Liabilities 21,900 16,700
Trading and Other Risk Management Derivatives | Equity Futures and Forwards    
Gross Derivative Assets    
Gross Derivative Assets 2,500 2,100
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,600 1,600
Trading and Other Risk Management Derivatives | Equity Options | Written options    
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 76,000 50,100
Trading and Other Risk Management Derivatives | Equity Options | Purchased options    
Gross Derivative Assets    
Gross Derivative Assets 65,100 44,100
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Trading and Other Risk Management Derivatives | Commodity Swaps    
Gross Derivative Assets    
Gross Derivative Assets 3,200 3,100
Gross Derivative Liabilities    
Gross Derivative Liabilities 4,400 4,500
Trading and Other Risk Management Derivatives | Commodity Futures and Forwards    
Gross Derivative Assets    
Gross Derivative Assets 5,900 3,800
Gross Derivative Liabilities    
Gross Derivative Liabilities 5,000 3,100
Trading and Other Risk Management Derivatives | Commodity Options | Written options    
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 3,200 3,300
Trading and Other Risk Management Derivatives | Commodity Options | Purchased options    
Gross Derivative Assets    
Gross Derivative Assets 2,800 3,000
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 1,500 1,700
Gross Derivative Liabilities    
Gross Derivative Liabilities 2,800 2,500
Trading and Other Risk Management Derivatives | Credit default swaps: | Written credit derivatives:    
Gross Derivative Assets    
Gross Derivative Assets 2,200 2,200
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,400 1,600
Trading and Other Risk Management Derivatives | Total return swaps/options: | Purchased credit derivatives:    
Gross Derivative Assets    
Gross Derivative Assets 400 800
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,000 1,300
Trading and Other Risk Management Derivatives | Total return swaps/options: | Written credit derivatives:    
Gross Derivative Assets    
Gross Derivative Assets 900 1,100
Gross Derivative Liabilities    
Gross Derivative Liabilities 100 300
Qualifying Accounting Hedges    
Gross Derivative Assets    
Gross Derivative Assets 7,400 14,200
Gross Derivative Liabilities    
Gross Derivative Liabilities 14,800 25,600
Qualifying Accounting Hedges | Interest Rate Swap    
Gross Derivative Assets    
Gross Derivative Assets 7,300 7,900
Gross Derivative Liabilities    
Gross Derivative Liabilities 14,000 18,500
Qualifying Accounting Hedges | Interest Rate Future 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 0 200
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 500
Qualifying Accounting Hedges | Foreign Exchange Spot, Futures, and Forwards    
Gross Derivative Assets    
Gross Derivative Assets 100 6,100
Gross Derivative Liabilities    
Gross Derivative Liabilities 700 6,200
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 100 400
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