Quarterly report pursuant to Section 13 or 15(d)

Derivatives - Credit Derivatives (Details)

v3.7.0.1
Derivatives - Credit Derivatives (Details) - USD ($)
$ in Millions
Jun. 30, 2017
Dec. 31, 2016
Carrying Value of Derivatives [Abstract]    
Total $ 514,600 $ 628,300
Carrying Value of Credit-Related Notes [Abstract]    
Less than One Year 17 70
One to Three Years 21 34
Three to Five Years 333 602
Over Five Years 2,182 2,741
Total 2,553 3,447
Credit Default Swap | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 322 781
One to Three Years 636 1,117
Three to Five Years 820 1,443
Over Five Years 2,969 4,122
Total 4,747 7,463
Notional Amount of Derivatives, [Abstract]    
Less than One Year 167,243 205,838
One to Three Years 162,482 210,360
Three to Five Years 154,056 157,541
Over Five Years 37,808 40,616
Total 521,589 614,355
Total return swaps/other | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 152 143
One to Three Years 1 10
Three to Five Years 0 2
Over Five Years 49 1
Total 202 156
Notional Amount of Derivatives, [Abstract]    
Less than One Year 31,903 19,430
One to Three Years 4,638 5,127
Three to Five Years 305 589
Over Five Years 915 208
Total 37,761 25,354
Credit derivatives | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 474 924
One to Three Years 637 1,127
Three to Five Years 820 1,445
Over Five Years 3,018 4,123
Total 4,949 7,619
Notional Amount of Derivatives, [Abstract]    
Less than One Year 199,146 225,268
One to Three Years 167,120 215,487
Three to Five Years 154,361 158,130
Over Five Years 38,723 40,824
Total 559,350 639,709
Investment grade    
Carrying Value of Credit-Related Notes [Abstract]    
Less than One Year 0 0
One to Three Years 1 12
Three to Five Years 321 542
Over Five Years 875 1,423
Total 1,197 1,977
Investment grade | Credit Default Swap | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 5 10
One to Three Years 31 64
Three to Five Years 255 535
Over Five Years 355 783
Total 646 1,392
Notional Amount of Derivatives, [Abstract]    
Less than One Year 97,928 121,083
One to Three Years 117,056 143,200
Three to Five Years 113,761 116,540
Over Five Years 22,466 21,905
Total 351,211 402,728
Investment grade | Total return swaps/other | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 13 16
One to Three Years 0 0
Three to Five Years 0 0
Over Five Years 0 0
Total 13 16
Notional Amount of Derivatives, [Abstract]    
Less than One Year 24,146 12,792
One to Three Years 0 0
Three to Five Years 0 0
Over Five Years 0 0
Total 24,146 12,792
Non-investment grade    
Carrying Value of Credit-Related Notes [Abstract]    
Less than One Year 17 70
One to Three Years 20 22
Three to Five Years 12 60
Over Five Years 1,307 1,318
Total 1,356 1,470
Non-investment grade | Credit Default Swap | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 317 771
One to Three Years 605 1,053
Three to Five Years 565 908
Over Five Years 2,614 3,339
Total 4,101 6,071
Notional Amount of Derivatives, [Abstract]    
Less than One Year 69,315 84,755
One to Three Years 45,426 67,160
Three to Five Years 40,295 41,001
Over Five Years 15,342 18,711
Total 170,378 211,627
Non-investment grade | Total return swaps/other | Written credit derivatives    
Carrying Value of Derivatives [Abstract]    
Less than One Year 139 127
One to Three Years 1 10
Three to Five Years 0 2
Over Five Years 49 1
Total 189 140
Notional Amount of Derivatives, [Abstract]    
Less than One Year 7,757 6,638
One to Three Years 4,638 5,127
Three to Five Years 305 589
Over Five Years 915 208
Total $ 13,615 $ 12,562