Quarterly report pursuant to Section 13 or 15(d)

Derivatives - Derivatives Designated as Cash Flow and Net Investment Hedges (Details)

v3.21.2
Derivatives - Derivatives Designated as Cash Flow and Net Investment Hedges (Details) - USD ($)
$ in Millions
3 Months Ended 9 Months Ended
Sep. 30, 2021
Sep. 30, 2020
Sep. 30, 2021
Sep. 30, 2020
Cash flow hedges        
Amounts excluded from effectiveness testing and recognized in other income $ (36) $ 10 $ (86) $ 115
Cash flow hedges        
Cash flow hedges        
Gains (Losses) Recognized in Accumulated OCI on Derivatives (512) 115 (1,330) 1,017
Gains (Losses) in Income Reclassified from Accumulated OCI 57 13 171 (36)
Interest rate risk on variable-rate assets | Cash flow hedges        
Cash flow hedges        
Gains (Losses) Recognized in Accumulated OCI on Derivatives (539) (101) (1,115) 810
Gains (Losses) in Income Reclassified from Accumulated OCI 38 5 111 (44)
Price risk on forecasted MBS purchases | Cash flow hedges        
Cash flow hedges        
Gains (Losses) Recognized in Accumulated OCI on Derivatives 29 184 (272) 184
Gains (Losses) in Income Reclassified from Accumulated OCI 5 3 20 3
Price risk on certain compensation plans | Cash flow hedges        
Cash flow hedges        
Gains (Losses) Recognized in Accumulated OCI on Derivatives (2) 32 57 23
Gains (Losses) in Income Reclassified from Accumulated OCI 14 5 40 5
Foreign exchange contracts | Net investment hedges        
Cash flow hedges        
Gains (Losses) Recognized in Accumulated OCI on Derivatives 642 (703) 1,145 265
Gains (Losses) in Income Reclassified from Accumulated OCI $ 0 $ 0 $ 0 $ 1