Derivatives - Derivative Balances (Details) - USD ($)
$ in Millions |
Dec. 31, 2020 |
Dec. 31, 2019 |
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
$ 434,600
|
$ 344,800
|
| Less: Legally enforceable master netting agreements |
(344,900)
|
(270,400)
|
| Less: Cash collateral received/paid |
(42,500)
|
(33,900)
|
| Derivative assets |
47,179
|
40,485
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
434,000
|
337,100
|
| Less: Legally enforceable master netting agreements |
(344,900)
|
(270,400)
|
| Less: Cash collateral received/paid |
(43,600)
|
(28,500)
|
| Derivative liabilities |
45,526
|
38,229
|
| Interest Rate Swap |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
13,242,800
|
15,074,400
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
210,800
|
171,700
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
210,600
|
168,900
|
| Interest Rate Futures and Forwards |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
3,222,200
|
3,279,800
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
3,600
|
1,000
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
3,600
|
1,000
|
| Interest Rate Options | Written options |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
1,530,500
|
1,767,700
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
0
|
0
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
40,500
|
32,500
|
| Interest Rate Options | Purchased options |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
1,545,800
|
1,673,600
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
45,300
|
37,400
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
0
|
0
|
| Foreign Exchange Swaps |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
1,475,800
|
1,657,700
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
37,400
|
31,000
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
40,300
|
32,600
|
| Foreign Exchange Spot, Futures, and Forwards |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
3,710,700
|
3,792,700
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
53,400
|
36,000
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
55,000
|
39,000
|
| Foreign Exchange Options | Written options |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
289,600
|
274,300
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
0
|
0
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
4,800
|
3,800
|
| Foreign Exchange Options | Purchased options |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
279,300
|
261,600
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
5,000
|
4,000
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
0
|
0
|
| Equity Swaps |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
320,200
|
315,000
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
13,300
|
6,500
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
14,500
|
8,100
|
| Equity Futures and Forwards |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
106,200
|
125,100
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
300
|
300
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
1,400
|
1,100
|
| Equity Options | Written options |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
599,100
|
731,100
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
0
|
0
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
48,800
|
34,600
|
| Equity Options | Purchased options |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
541,200
|
668,600
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
52,600
|
42,400
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
0
|
0
|
| Commodity Swaps |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
36,400
|
42,000
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
1,900
|
2,100
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
4,400
|
4,400
|
| Commodity Futures and Forwards |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
63,600
|
61,300
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
2,000
|
1,700
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
1,000
|
400
|
| Commodity Options | Written options |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
24,600
|
33,200
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
0
|
0
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
1,400
|
1,400
|
| Commodity Options | Purchased options |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
24,700
|
37,900
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
1,500
|
1,400
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
0
|
0
|
| Credit default swaps: | Purchased credit derivatives: |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
322,700
|
321,600
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
2,300
|
2,700
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
4,400
|
5,600
|
| Credit default swaps: | Written credit derivatives: |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
301,509
|
300,218
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
4,400
|
5,400
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
1,916
|
1,960
|
| Total return swaps/options: | Purchased credit derivatives: |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
63,600
|
86,600
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
200
|
400
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
1,000
|
1,300
|
| Total return swaps/options: | Written credit derivatives: |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
68,623
|
86,154
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
600
|
800
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
370
|
379
|
| Credit derivatives | Purchased credit derivatives: |
|
|
| Gross Derivative Liabilities |
|
|
| Fair value asset (liability), with identical underlying referenced names and terms |
2,200
|
2,800
|
| Notional amount, with identical underlying referenced names and terms |
269,800
|
309,700
|
| Credit derivatives | Written credit derivatives: |
|
|
| Maximum Payout/Notional |
|
|
| Contract/Notional |
370,132
|
386,372
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
2,286
|
2,339
|
| Trading and Other Risk Management Derivatives |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
423,300
|
334,300
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
431,600
|
335,500
|
| Trading and Other Risk Management Derivatives | Interest Rate Swap |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
199,900
|
162,000
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
209,300
|
168,500
|
| Trading and Other Risk Management Derivatives | Interest Rate Futures and Forwards |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
3,500
|
1,000
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
3,600
|
1,000
|
| 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 |
40,500
|
32,500
|
| Trading and Other Risk Management Derivatives | Interest Rate Options | Purchased options |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
45,300
|
37,400
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
0
|
0
|
| Trading and Other Risk Management Derivatives | Foreign Exchange Swaps |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
37,100
|
30,300
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
39,700
|
31,700
|
| Trading and Other Risk Management Derivatives | Foreign Exchange Spot, Futures, and Forwards |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
53,400
|
35,900
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
54,500
|
38,700
|
| 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 |
4,800
|
3,800
|
| Trading and Other Risk Management Derivatives | Foreign Exchange Options | Purchased options |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
5,000
|
4,000
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
0
|
0
|
| Trading and Other Risk Management Derivatives | Equity Swaps |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
13,300
|
6,500
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
14,500
|
8,100
|
| Trading and Other Risk Management Derivatives | Equity Futures and Forwards |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
300
|
300
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
1,400
|
1,100
|
| Trading and Other Risk Management Derivatives | Equity Options | Written options |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
0
|
0
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
48,800
|
34,600
|
| Trading and Other Risk Management Derivatives | Equity Options | Purchased options |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
52,600
|
42,400
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
0
|
0
|
| Trading and Other Risk Management Derivatives | Commodity Swaps |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
1,900
|
2,100
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
4,400
|
4,400
|
| Trading and Other Risk Management Derivatives | Commodity Futures and Forwards |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
2,000
|
1,700
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
1,000
|
400
|
| 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
|
1,400
|
| Trading and Other Risk Management Derivatives | Commodity Options | Purchased options |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
1,500
|
1,400
|
| 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 |
2,300
|
2,700
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
4,400
|
5,600
|
| Trading and Other Risk Management Derivatives | Credit default swaps: | Written credit derivatives: |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
4,400
|
5,400
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
1,900
|
2,000
|
| Trading and Other Risk Management Derivatives | Total return swaps/options: | Purchased credit derivatives: |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
200
|
400
|
| 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 |
600
|
800
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
400
|
400
|
| Qualifying Accounting Hedges |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
11,300
|
10,500
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
2,400
|
1,600
|
| Qualifying Accounting Hedges | Interest Rate Swap |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
10,900
|
9,700
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
1,300
|
400
|
| Qualifying Accounting Hedges | Interest Rate Futures and Forwards |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
100
|
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 |
300
|
700
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
600
|
900
|
| Qualifying Accounting Hedges | Foreign Exchange Spot, Futures, and Forwards |
|
|
| Gross Derivative Assets |
|
|
| Gross Derivative Assets |
0
|
100
|
| Gross Derivative Liabilities |
|
|
| Gross Derivative Liabilities |
500
|
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 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
|