Annual report pursuant to Section 13 and 15(d)

Derivatives - Credit Derivatives (Details)

v3.6.0.2
Derivatives - Credit Derivatives (Details) - USD ($)
$ in Millions
Dec. 31, 2016
Dec. 31, 2015
Carrying Value of Derivatives [Abstract]    
Total $ 628,300 $ 681,100
Carrying Value of Credit-Related Notes [Abstract]    
Less than One Year 70 328
One to Three Years 34 175
Three to Five Years 602 561
Over Five Years 2,741 3,467
Total 3,447 4,531
Credit Default Swap | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 781 756
One to Three Years 1,117 3,516
Three to Five Years 1,443 4,589
Over Five Years 4,122 4,263
Total 7,463 13,124
Notional Amount of Derivatives, [Abstract]    
Less than One Year 205,838 230,773
One to Three Years 210,360 416,508
Three to Five Years 157,541 232,289
Over Five Years 40,616 44,573
Total 614,355 924,143
Total return swaps/other | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 143 176
One to Three Years 10 236
Three to Five Years 2 8
Over Five Years 1 2
Total 156 422
Notional Amount of Derivatives, [Abstract]    
Less than One Year 19,430 30,675
One to Three Years 5,127 6,989
Three to Five Years 589 1,371
Over Five Years 208 623
Total 25,354 39,658
Credit derivatives | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 924 932
One to Three Years 1,127 3,752
Three to Five Years 1,445 4,597
Over Five Years 4,123 4,265
Total 7,619 13,546
Notional Amount of Derivatives, [Abstract]    
Less than One Year 225,268 261,448
One to Three Years 215,487 423,497
Three to Five Years 158,130 233,660
Over Five Years 40,824 45,196
Total 639,709 963,801
Investment grade    
Carrying Value of Credit-Related Notes [Abstract]    
Less than One Year 0 267
One to Three Years 12 57
Three to Five Years 542 444
Over Five Years 1,423 2,203
Total 1,977 2,971
Investment grade | Credit Default Swap | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 10 84
One to Three Years 64 481
Three to Five Years 535 2,203
Over Five Years 783 680
Total 1,392 3,448
Notional Amount of Derivatives, [Abstract]    
Less than One Year 121,083 149,177
One to Three Years 143,200 280,658
Three to Five Years 116,540 178,990
Over Five Years 21,905 26,352
Total 402,728 635,177
Investment grade | Total return swaps/other | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 16 5
One to Three Years 0 0
Three to Five Years 0 0
Over Five Years 0 0
Total 16 5
Notional Amount of Derivatives, [Abstract]    
Less than One Year 12,792 9,758
One to Three Years 0 0
Three to Five Years 0 0
Over Five Years 0 0
Total 12,792 9,758
Non-investment grade    
Carrying Value of Credit-Related Notes [Abstract]    
Less than One Year 70 61
One to Three Years 22 118
Three to Five Years 60 117
Over Five Years 1,318 1,264
Total 1,470 1,560
Non-investment grade | Credit Default Swap | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 771 672
One to Three Years 1,053 3,035
Three to Five Years 908 2,386
Over Five Years 3,339 3,583
Total 6,071 9,676
Notional Amount of Derivatives, [Abstract]    
Less than One Year 84,755 81,596
One to Three Years 67,160 135,850
Three to Five Years 41,001 53,299
Over Five Years 18,711 18,221
Total 211,627 288,966
Non-investment grade | Total return swaps/other | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 127 171
One to Three Years 10 236
Three to Five Years 2 8
Over Five Years 1 2
Total 140 417
Notional Amount of Derivatives, [Abstract]    
Less than One Year 6,638 20,917
One to Three Years 5,127 6,989
Three to Five Years 589 1,371
Over Five Years 208 623
Total $ 12,562 $ 29,900