Annual report pursuant to Section 13 and 15(d)

Derivatives - Derivative Balances (Details)

v3.19.3.a.u2
Derivatives - Derivative Balances (Details) - USD ($)
$ in Millions
Dec. 31, 2019
Dec. 31, 2018
Gross Derivative Assets    
Gross Derivative Assets $ 344,800 $ 328,800
Less: Legally enforceable master netting agreements (270,400) (252,700)
Less: Cash collateral received/paid (33,900) (32,400)
Derivative assets 40,485 43,725
Gross Derivative Liabilities    
Gross Derivative Liabilities 337,100 317,800
Less: Legally enforceable master netting agreements (270,400) (252,700)
Less: Cash collateral received/paid (28,500) (27,200)
Derivative liabilities 38,229 37,891
Interest Rate Swap    
Maximum Payout/Notional    
Contract/Notional 15,074,400 15,977,900
Gross Derivative Assets    
Gross Derivative Assets 171,700 144,200
Gross Derivative Liabilities    
Gross Derivative Liabilities 168,900 140,900
Interest Rate Futures and Forwards    
Maximum Payout/Notional    
Contract/Notional 3,279,800 3,656,600
Gross Derivative Assets    
Gross Derivative Assets 1,000 4,700
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,000 5,000
Interest Rate Options | Written options    
Maximum Payout/Notional    
Contract/Notional 1,767,700 1,584,900
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 32,500 28,600
Interest Rate Options | Purchased options    
Maximum Payout/Notional    
Contract/Notional 1,673,600 1,614,000
Gross Derivative Assets    
Gross Derivative Assets 37,400 30,800
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Foreign Exchange Swaps    
Maximum Payout/Notional    
Contract/Notional 1,657,700 1,704,800
Gross Derivative Assets    
Gross Derivative Assets 31,000 40,200
Gross Derivative Liabilities    
Gross Derivative Liabilities 32,600 44,500
Foreign Exchange Spot, Futures, and Forwards    
Maximum Payout/Notional    
Contract/Notional 3,792,700 4,276,000
Gross Derivative Assets    
Gross Derivative Assets 36,000 40,200
Gross Derivative Liabilities    
Gross Derivative Liabilities 39,000 39,600
Foreign Exchange Options | Written options    
Maximum Payout/Notional    
Contract/Notional 274,300 256,700
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 3,800 5,000
Foreign Exchange Options | Purchased options    
Maximum Payout/Notional    
Contract/Notional 261,600 240,400
Gross Derivative Assets    
Gross Derivative Assets 4,000 4,600
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Equity Swaps    
Maximum Payout/Notional    
Contract/Notional 315,000 253,600
Gross Derivative Assets    
Gross Derivative Assets 6,500 7,700
Gross Derivative Liabilities    
Gross Derivative Liabilities 8,100 8,400
Equity Futures and Forwards    
Maximum Payout/Notional    
Contract/Notional 125,100 100,000
Gross Derivative Assets    
Gross Derivative Assets 300 2,100
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,100 300
Equity Options | Written options    
Maximum Payout/Notional    
Contract/Notional 731,100 597,100
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 34,600 27,500
Equity Options | Purchased options    
Maximum Payout/Notional    
Contract/Notional 668,600 549,400
Gross Derivative Assets    
Gross Derivative Assets 42,400 36,000
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Commodity Swaps    
Maximum Payout/Notional    
Contract/Notional 42,000 43,100
Gross Derivative Assets    
Gross Derivative Assets 2,100 2,700
Gross Derivative Liabilities    
Gross Derivative Liabilities 4,400 4,500
Commodity Futures and Forwards    
Maximum Payout/Notional    
Contract/Notional 61,300 51,700
Gross Derivative Assets    
Gross Derivative Assets 1,700 3,200
Gross Derivative Liabilities    
Gross Derivative Liabilities 400 500
Commodity Options | Written options    
Maximum Payout/Notional    
Contract/Notional 33,200 27,500
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,400 2,200
Commodity Options | Purchased options    
Maximum Payout/Notional    
Contract/Notional 37,900 23,400
Gross Derivative Assets    
Gross Derivative Assets 1,400 1,700
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Credit Default Swap | Purchased credit derivatives    
Maximum Payout/Notional    
Contract/Notional 321,600 408,100
Gross Derivative Assets    
Gross Derivative Assets 2,700 5,300
Gross Derivative Liabilities    
Gross Derivative Liabilities 5,600 4,900
Credit Default Swap | Written credit derivatives    
Maximum Payout/Notional    
Contract/Notional 300,218 371,919
Gross Derivative Assets    
Gross Derivative Assets 5,400 4,400
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,960 4,343
Total return swaps/options | Purchased credit derivatives    
Maximum Payout/Notional    
Contract/Notional 86,600 84,500
Gross Derivative Assets    
Gross Derivative Assets 400 400
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,300 1,000
Total return swaps/options | Written credit derivatives    
Maximum Payout/Notional    
Contract/Notional 86,154 87,277
Gross Derivative Assets    
Gross Derivative Assets 800 600
Gross Derivative Liabilities    
Gross Derivative Liabilities 379 598
Credit derivatives | Purchased credit derivatives    
Gross Derivative Liabilities    
Fair value asset (liability), with identical underlying referenced names and terms 2,800 (185)
Notional amount, with identical underlying referenced names and terms 309,700 342,800
Credit derivatives | Written credit derivatives    
Maximum Payout/Notional    
Contract/Notional 386,372 459,196
Gross Derivative Liabilities    
Gross Derivative Liabilities 2,339 4,941
Trading and Other Risk Management Derivatives    
Gross Derivative Assets    
Gross Derivative Assets 334,300 323,800
Gross Derivative Liabilities    
Gross Derivative Liabilities 335,500 313,200
Trading and Other Risk Management Derivatives | Interest Rate Swap    
Gross Derivative Assets    
Gross Derivative Assets 162,000 141,000
Gross Derivative Liabilities    
Gross Derivative Liabilities 168,500 138,900
Trading and Other Risk Management Derivatives | Interest Rate Futures and Forwards    
Gross Derivative Assets    
Gross Derivative Assets 1,000 4,700
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,000 5,000
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 32,500 28,600
Trading and Other Risk Management Derivatives | Interest Rate Options | Purchased options    
Gross Derivative Assets    
Gross Derivative Assets 37,400 30,800
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Trading and Other Risk Management Derivatives | Foreign Exchange Swaps    
Gross Derivative Assets    
Gross Derivative Assets 30,300 38,800
Gross Derivative Liabilities    
Gross Derivative Liabilities 31,700 42,200
Trading and Other Risk Management Derivatives | Foreign Exchange Spot, Futures, and Forwards    
Gross Derivative Assets    
Gross Derivative Assets 35,900 39,800
Gross Derivative Liabilities    
Gross Derivative Liabilities 38,700 39,300
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 3,800 5,000
Trading and Other Risk Management Derivatives | Foreign Exchange Options | Purchased options    
Gross Derivative Assets    
Gross Derivative Assets 4,000 4,600
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Trading and Other Risk Management Derivatives | Equity Swaps    
Gross Derivative Assets    
Gross Derivative Assets 6,500 7,700
Gross Derivative Liabilities    
Gross Derivative Liabilities 8,100 8,400
Trading and Other Risk Management Derivatives | Equity Futures and Forwards    
Gross Derivative Assets    
Gross Derivative Assets 300 2,100
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,100 300
Trading and Other Risk Management Derivatives | Equity Options | Written options    
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 34,600 27,500
Trading and Other Risk Management Derivatives | Equity Options | Purchased options    
Gross Derivative Assets    
Gross Derivative Assets 42,400 36,000
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Trading and Other Risk Management Derivatives | Commodity Swaps    
Gross Derivative Assets    
Gross Derivative Assets 2,100 2,700
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 1,700 3,200
Gross Derivative Liabilities    
Gross Derivative Liabilities 400 500
Trading and Other Risk Management Derivatives | Commodity Options | Written options    
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,400 2,200
Trading and Other Risk Management Derivatives | Commodity Options | Purchased options    
Gross Derivative Assets    
Gross Derivative Assets 1,400 1,700
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Trading and Other Risk Management Derivatives | Credit Default Swap | Purchased credit derivatives    
Gross Derivative Assets    
Gross Derivative Assets 2,700 5,300
Gross Derivative Liabilities    
Gross Derivative Liabilities 5,600 4,900
Trading and Other Risk Management Derivatives | Credit Default Swap | Written credit derivatives    
Gross Derivative Assets    
Gross Derivative Assets 5,400 4,400
Gross Derivative Liabilities    
Gross Derivative Liabilities 2,000 4,300
Trading and Other Risk Management Derivatives | Total return swaps/options | Purchased credit derivatives    
Gross Derivative Assets    
Gross Derivative Assets 400 400
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,300 1,000
Trading and Other Risk Management Derivatives | Total return swaps/options | Written credit derivatives    
Gross Derivative Assets    
Gross Derivative Assets 800 600
Gross Derivative Liabilities    
Gross Derivative Liabilities 400 600
Qualifying Accounting Hedges    
Gross Derivative Assets    
Gross Derivative Assets 10,500 5,000
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,600 4,600
Qualifying Accounting Hedges | Interest Rate Swap    
Gross Derivative Assets    
Gross Derivative Assets 9,700 3,200
Gross Derivative Liabilities    
Gross Derivative Liabilities 400 2,000
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 700 1,400
Gross Derivative Liabilities    
Gross Derivative Liabilities 900 2,300
Qualifying Accounting Hedges | Foreign Exchange Spot, Futures, and Forwards    
Gross Derivative Assets    
Gross Derivative Assets 100 400
Gross Derivative Liabilities    
Gross Derivative Liabilities 300 300
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 0 0
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 Swap | Purchased credit derivatives    
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Qualifying Accounting Hedges | Credit Default Swap | 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