Quarterly report pursuant to Section 13 or 15(d)

Derivatives - Credit Derivatives (Details)

v3.8.0.1
Derivatives - Credit Derivatives (Details) - USD ($)
$ in Millions
Sep. 30, 2017
Dec. 31, 2016
Carrying Value of Credit Derivatives    
Total $ 362,400 $ 628,300
Carrying Value of Credit-related Notes    
Less than One Year 20 70
One to Three Years 12 34
Three to Five Years 115 602
Over Five Years 2,118 2,741
Total 2,265 3,447
Credit Default Swap | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 247 781
One to Three Years 598 1,117
Three to Five Years 637 1,443
Over Five Years 2,732 4,122
Total 4,214 7,463
Maximum Payout/Notional    
Less than One Year 139,529 205,838
One to Three Years 161,489 210,360
Three to Five Years 153,969 157,541
Over Five Years 59,491 40,616
Total 514,478 614,355
Total return swaps/other | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 192 143
One to Three Years 0 10
Three to Five Years 0 2
Over Five Years 0 1
Total 192 156
Maximum Payout/Notional    
Less than One Year 49,975 19,430
One to Three Years 4,792 5,127
Three to Five Years 143 589
Over Five Years 404 208
Total 55,314 25,354
Credit derivatives | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 439 924
One to Three Years 598 1,127
Three to Five Years 637 1,445
Over Five Years 2,732 4,123
Total 4,406 7,619
Maximum Payout/Notional    
Less than One Year 189,504 225,268
One to Three Years 166,281 215,487
Three to Five Years 154,112 158,130
Over Five Years 59,895 40,824
Total 569,792 639,709
Investment grade    
Carrying Value of Credit-related Notes    
Less than One Year 0 0
One to Three Years 0 12
Three to Five Years 84 542
Over Five Years 702 1,423
Total 786 1,977
Investment grade | Credit Default Swap | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 10 10
One to Three Years 27 64
Three to Five Years 175 535
Over Five Years 389 783
Total 601 1,392
Maximum Payout/Notional    
Less than One Year 76,594 121,083
One to Three Years 117,714 143,200
Three to Five Years 109,875 116,540
Over Five Years 38,025 21,905
Total 342,208 402,728
Investment grade | Total return swaps/other | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 39 16
One to Three Years 0 0
Three to Five Years 0 0
Over Five Years 0 0
Total 39 16
Maximum Payout/Notional    
Less than One Year 36,743 12,792
One to Three Years 0 0
Three to Five Years 0 0
Over Five Years 0 0
Total 36,743 12,792
Non-investment grade    
Carrying Value of Credit-related Notes    
Less than One Year 20 70
One to Three Years 12 22
Three to Five Years 31 60
Over Five Years 1,416 1,318
Total 1,479 1,470
Non-investment grade | Credit Default Swap | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 237 771
One to Three Years 571 1,053
Three to Five Years 462 908
Over Five Years 2,343 3,339
Total 3,613 6,071
Maximum Payout/Notional    
Less than One Year 62,935 84,755
One to Three Years 43,775 67,160
Three to Five Years 44,094 41,001
Over Five Years 21,466 18,711
Total 172,270 211,627
Non-investment grade | Total return swaps/other | Written credit derivatives    
Carrying Value of Credit Derivatives    
Less than One Year 153 127
One to Three Years 0 10
Three to Five Years 0 2
Over Five Years 0 1
Total 153 140
Maximum Payout/Notional    
Less than One Year 13,232 6,638
One to Three Years 4,792 5,127
Three to Five Years 143 589
Over Five Years 404 208
Total $ 18,571 $ 12,562