Annual report pursuant to Section 13 and 15(d)

Derivatives - Credit Derivatives (Details)

v3.3.1.900
Derivatives - Credit Derivatives (Details) - USD ($)
$ in Millions
Dec. 31, 2015
Dec. 31, 2014
Carrying Value of Derivatives [Abstract]    
Total $ 682,200 $ 981,800
Carrying Value of Credit-Related Notes [Abstract]    
Less than One Year 328 7
One to Three Years 175 506
Three to Five Years 561 653
Over Five Years 3,467 4,077
Total 4,531 5,243
Notional Amount of Derivatives, [Abstract]    
Less than One Year 261,448 233,784
One to Three Years 423,497 524,286
Three to Five Years 233,660 326,007
Over Five Years 45,196 50,055
Total 963,801 1,134,132
Credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 932 1,104
One to Three Years 3,752 3,068
Three to Five Years 4,597 2,795
Over Five Years 4,265 5,240
Total 13,546 12,207
Total return swaps/other | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Total 400 337
Notional Amount of Derivatives, [Abstract]    
Total 39,658 61,031
Swaps | Credit derivatives | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 756 1,016
One to Three Years 3,516 2,821
Three to Five Years 4,589 2,793
Over Five Years 4,263 5,240
Total 13,124 11,870
Notional Amount of Derivatives, [Abstract]    
Less than One Year 230,773 187,300
One to Three Years 416,508 513,494
Three to Five Years 232,289 322,739
Over Five Years 44,573 49,568
Total 924,143 1,073,101
Total return swaps/other | Credit derivatives | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 176 88
One to Three Years 236 247
Three to Five Years 8 2
Over Five Years 2 0
Total 422 337
Notional Amount of Derivatives, [Abstract]    
Less than One Year 30,675 46,484
One to Three Years 6,989 10,792
Three to Five Years 1,371 3,268
Over Five Years 623 487
Total 39,658 61,031
Investment grade    
Carrying Value of Credit-Related Notes [Abstract]    
Less than One Year 267 2
One to Three Years 57 365
Three to Five Years 444 568
Over Five Years 2,203 2,634
Total 2,971 3,569
Investment grade | Swaps | Credit derivatives | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 84 100
One to Three Years 481 714
Three to Five Years 2,203 1,455
Over Five Years 680 939
Total 3,448 3,208
Notional Amount of Derivatives, [Abstract]    
Less than One Year 149,177 132,974
One to Three Years 280,658 342,914
Three to Five Years 178,990 242,728
Over Five Years 26,352 28,982
Total 635,177 747,598
Investment grade | Total return swaps/other | Credit derivatives | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 5 24
One to Three Years 0 0
Three to Five Years 0 0
Over Five Years 0 0
Total 5 24
Notional Amount of Derivatives, [Abstract]    
Less than One Year 9,758 22,645
One to Three Years 0 0
Three to Five Years 0 0
Over Five Years 0 0
Total 9,758 22,645
Non-investment grade    
Carrying Value of Credit-Related Notes [Abstract]    
Less than One Year 61 5
One to Three Years 118 141
Three to Five Years 117 85
Over Five Years 1,264 1,443
Total 1,560 1,674
Non-investment grade | Swaps | Credit derivatives | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 672 916
One to Three Years 3,035 2,107
Three to Five Years 2,386 1,338
Over Five Years 3,583 4,301
Total 9,676 8,662
Notional Amount of Derivatives, [Abstract]    
Less than One Year 81,596 54,326
One to Three Years 135,850 170,580
Three to Five Years 53,299 80,011
Over Five Years 18,221 20,586
Total 288,966 325,503
Non-investment grade | Total return swaps/other | Credit derivatives | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 171 64
One to Three Years 236 247
Three to Five Years 8 2
Over Five Years 2 0
Total 417 313
Notional Amount of Derivatives, [Abstract]    
Less than One Year 20,917 23,839
One to Three Years 6,989 10,792
Three to Five Years 1,371 3,268
Over Five Years 623 487
Total $ 29,900 $ 38,386