Quarterly report pursuant to Section 13 or 15(d)

Derivatives - Credit Derivatives (Details)

v3.5.0.2
Derivatives - Credit Derivatives (Details) - USD ($)
$ in Millions
Jun. 30, 2016
Dec. 31, 2015
Carrying Value of Derivatives [Abstract]    
Total $ 888,500 $ 681,100
Carrying Value of Credit-Related Notes [Abstract]    
Less than One Year 89 328
One to Three Years 169 175
Three to Five Years 660 561
Over Five Years 2,688 3,467
Total 3,606 4,531
Credit derivatives | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 1,238 932
One to Three Years 2,257 3,752
Three to Five Years 2,949 4,597
Over Five Years 4,857 4,265
Total 11,301 13,546
Notional Amount of Derivatives, [Abstract]    
Less than One Year 292,600 261,448
One to Three Years 339,416 423,497
Three to Five Years 212,559 233,660
Over Five Years 40,934 45,196
Total 885,509 963,801
Credit Default Swaps | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 870 756
One to Three Years 2,226 3,516
Three to Five Years 2,946 4,589
Over Five Years 4,854 4,263
Total 10,896 13,124
Notional Amount of Derivatives, [Abstract]    
Less than One Year 257,344 230,773
One to Three Years 334,152 416,508
Three to Five Years 211,810 232,289
Over Five Years 40,697 44,573
Total 844,003 924,143
Total return swaps/other | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 368 176
One to Three Years 31 236
Three to Five Years 3 8
Over Five Years 3 2
Total 405 422
Notional Amount of Derivatives, [Abstract]    
Less than One Year 35,256 30,675
One to Three Years 5,264 6,989
Three to Five Years 749 1,371
Over Five Years 237 623
Total 41,506 39,658
Investment grade    
Carrying Value of Credit-Related Notes [Abstract]    
Less than One Year 0 267
One to Three Years 112 57
Three to Five Years 588 444
Over Five Years 1,614 2,203
Total 2,314 2,971
Investment grade | Credit Default Swaps | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 24 84
One to Three Years 139 481
Three to Five Years 1,019 2,203
Over Five Years 832 680
Total 2,014 3,448
Notional Amount of Derivatives, [Abstract]    
Less than One Year 160,451 149,177
One to Three Years 223,978 280,658
Three to Five Years 155,750 178,990
Over Five Years 22,013 26,352
Total 562,192 635,177
Investment grade | Total return swaps/other | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 8 5
One to Three Years 0 0
Three to Five Years 0 0
Over Five Years 0 0
Total 8 5
Notional Amount of Derivatives, [Abstract]    
Less than One Year 10,634 9,758
One to Three Years 0 0
Three to Five Years 0 0
Over Five Years 0 0
Total 10,634 9,758
Non-investment grade    
Carrying Value of Credit-Related Notes [Abstract]    
Less than One Year 89 61
One to Three Years 57 118
Three to Five Years 72 117
Over Five Years 1,074 1,264
Total 1,292 1,560
Non-investment grade | Credit Default Swaps | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 846 672
One to Three Years 2,087 3,035
Three to Five Years 1,927 2,386
Over Five Years 4,022 3,583
Total 8,882 9,676
Notional Amount of Derivatives, [Abstract]    
Less than One Year 96,893 81,596
One to Three Years 110,174 135,850
Three to Five Years 56,060 53,299
Over Five Years 18,684 18,221
Total 281,811 288,966
Non-investment grade | Total return swaps/other | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 360 171
One to Three Years 31 236
Three to Five Years 3 8
Over Five Years 3 2
Total 397 417
Notional Amount of Derivatives, [Abstract]    
Less than One Year 24,622 20,917
One to Three Years 5,264 6,989
Three to Five Years 749 1,371
Over Five Years 237 623
Total $ 30,872 $ 29,900