Annual report pursuant to Section 13 and 15(d)

Derivatives - Credit Derivatives (Details)

v3.8.0.1
Derivatives - Credit Derivatives (Details) - USD ($)
$ in Millions
Dec. 31, 2017
Dec. 31, 2016
Carrying Value of Credit Derivatives    
Total $ 346,000 $ 628,300
Carrying Value of Credit-related Notes    
Less than One Year 12 70
One to Three Years 4 34
Three to Five Years 41 602
Over Five Years 2,237 2,741
Total 2,294 3,447
Credit Default Swap | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 207 781
One to Three Years 456 1,117
Three to Five Years 545 1,443
Over Five Years 2,378 4,122
Total 3,586 7,463
Maximum Payout/Notional    
Less than One Year 100,700 205,838
One to Three Years 165,323 210,360
Three to Five Years 146,179 157,541
Over Five Years 35,999 40,616
Total 448,201 614,355
Total return swaps/options | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 180 143
One to Three Years 0 10
Three to Five Years 0 2
Over Five Years 3 1
Total 183 156
Maximum Payout/Notional    
Less than One Year 51,145 19,430
One to Three Years 3,095 5,127
Three to Five Years 143 589
Over Five Years 840 208
Total 55,223 25,354
Credit derivatives | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 387 924
One to Three Years 456 1,127
Three to Five Years 545 1,445
Over Five Years 2,381 4,123
Total 3,769 7,619
Maximum Payout/Notional    
Less than One Year 151,845 225,268
One to Three Years 168,418 215,487
Three to Five Years 146,322 158,130
Over Five Years 36,839 40,824
Total 503,424 639,709
Investment grade    
Carrying Value of Credit-related Notes    
Less than One Year 0 0
One to Three Years 0 12
Three to Five Years 7 542
Over Five Years 689 1,423
Total 696 1,977
Investment grade | Credit Default Swap | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 4 10
One to Three Years 3 64
Three to Five Years 61 535
Over Five Years 245 783
Total 313 1,392
Maximum Payout/Notional    
Less than One Year 61,388 121,083
One to Three Years 115,480 143,200
Three to Five Years 107,081 116,540
Over Five Years 21,579 21,905
Total 305,528 402,728
Investment grade | Total return swaps/options | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 30 16
One to Three Years 0 0
Three to Five Years 0 0
Over Five Years 0 0
Total 30 16
Maximum Payout/Notional    
Less than One Year 37,394 12,792
One to Three Years 2,581 0
Three to Five Years 0 0
Over Five Years 143 0
Total 40,118 12,792
Non-investment grade    
Carrying Value of Credit-related Notes    
Less than One Year 12 70
One to Three Years 4 22
Three to Five Years 34 60
Over Five Years 1,548 1,318
Total 1,598 1,470
Non-investment grade | Credit Default Swap | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 203 771
One to Three Years 453 1,053
Three to Five Years 484 908
Over Five Years 2,133 3,339
Total 3,273 6,071
Maximum Payout/Notional    
Less than One Year 39,312 84,755
One to Three Years 49,843 67,160
Three to Five Years 39,098 41,001
Over Five Years 14,420 18,711
Total 142,673 211,627
Non-investment grade | Total return swaps/options | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 150 127
One to Three Years 0 10
Three to Five Years 0 2
Over Five Years 3 1
Total 153 140
Maximum Payout/Notional    
Less than One Year 13,751 6,638
One to Three Years 514 5,127
Three to Five Years 143 589
Over Five Years 697 208
Total $ 15,105 $ 12,562