Quarterly report pursuant to Section 13 or 15(d)

Derivatives - Derivative Balances (Details)

v3.22.1
Derivatives - Derivative Balances (Details) - USD ($)
$ in Millions
Mar. 31, 2022
Dec. 31, 2021
Gross Derivative Assets    
Gross Derivative Assets $ 382,600 $ 348,400
Less: Legally enforceable master netting agreements (300,300) (282,300)
Less: Cash collateral received/paid (34,100) (30,800)
Derivative assets 48,231 35,344
Gross Derivative Liabilities    
Gross Derivative Liabilities 383,200 355,500
Less: Legally enforceable master netting agreements (300,300) (282,300)
Less: Cash collateral received/paid (38,600) (35,500)
Derivative liabilities 44,266 37,675
Interest Rate Swap    
Maximum Payout/Notional    
Contract/Notional 23,716,600 18,068,100
Gross Derivative Assets    
Gross Derivative Assets 145,700 159,400
Gross Derivative Liabilities    
Gross Derivative Liabilities 146,100 160,800
Interest Rate Futures and Forwards    
Maximum Payout/Notional    
Contract/Notional 4,547,300 2,243,200
Gross Derivative Assets    
Gross Derivative Assets 8,900 1,100
Gross Derivative Liabilities    
Gross Derivative Liabilities 8,400 1,000
Interest Rate Options | Written options    
Maximum Payout/Notional    
Contract/Notional 1,696,900 1,616,100
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 34,400 28,800
Interest Rate Options | Purchased options    
Maximum Payout/Notional    
Contract/Notional 1,658,700 1,673,600
Gross Derivative Assets    
Gross Derivative Assets 37,700 33,100
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Foreign Exchange Swaps    
Maximum Payout/Notional    
Contract/Notional 1,453,000 1,420,900
Gross Derivative Assets    
Gross Derivative Assets 33,900 28,800
Gross Derivative Liabilities    
Gross Derivative Liabilities 33,600 30,700
Foreign Exchange Spot, Futures, and Forwards    
Maximum Payout/Notional    
Contract/Notional 5,124,900 4,087,200
Gross Derivative Assets    
Gross Derivative Assets 53,700 37,400
Gross Derivative Liabilities    
Gross Derivative Liabilities 53,100 37,900
Foreign Exchange Options | Written options    
Maximum Payout/Notional    
Contract/Notional 420,400 287,200
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 6,500 4,100
Foreign Exchange Options | Purchased options    
Maximum Payout/Notional    
Contract/Notional 365,000 267,600
Gross Derivative Assets    
Gross Derivative Assets 6,300 4,100
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Equity Swaps    
Maximum Payout/Notional    
Contract/Notional 421,900 443,800
Gross Derivative Assets    
Gross Derivative Assets 13,500 12,300
Gross Derivative Liabilities    
Gross Derivative Liabilities 14,100 14,500
Equity Futures and Forwards    
Maximum Payout/Notional    
Contract/Notional 124,300 113,300
Gross Derivative Assets    
Gross Derivative Assets 5,100 500
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,500 1,700
Equity Options | Written options    
Maximum Payout/Notional    
Contract/Notional 815,700 737,700
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 58,500 58,500
Equity Options | Purchased options    
Maximum Payout/Notional    
Contract/Notional 711,000 657,000
Gross Derivative Assets    
Gross Derivative Assets 51,700 55,900
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Commodity Swaps    
Maximum Payout/Notional    
Contract/Notional 55,900 47,700
Gross Derivative Assets    
Gross Derivative Assets 6,500 3,100
Gross Derivative Liabilities    
Gross Derivative Liabilities 9,800 6,000
Commodity Futures and Forwards    
Maximum Payout/Notional    
Contract/Notional 142,700 101,500
Gross Derivative Assets    
Gross Derivative Assets 2,800 2,300
Gross Derivative Liabilities    
Gross Derivative Liabilities 2,500 1,400
Commodity Options | Written options    
Maximum Payout/Notional    
Contract/Notional 62,700 44,400
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 5,300 2,600
Commodity Options | Purchased options    
Maximum Payout/Notional    
Contract/Notional 53,700 38,300
Gross Derivative Assets    
Gross Derivative Assets 6,700 3,200
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Credit default swaps: | Purchased credit derivatives:    
Maximum Payout/Notional    
Contract/Notional 356,300 297,000
Gross Derivative Assets    
Gross Derivative Assets 3,500 1,900
Gross Derivative Liabilities    
Gross Derivative Liabilities 4,100 4,300
Credit default swaps: | Written credit derivatives:    
Maximum Payout/Notional    
Contract/Notional 338,430 279,794
Gross Derivative Assets    
Gross Derivative Assets 3,800 4,200
Gross Derivative Liabilities    
Gross Derivative Liabilities 2,907 1,639
Total return swaps/options: | Purchased credit derivatives:    
Maximum Payout/Notional    
Contract/Notional 133,700 85,300
Gross Derivative Assets    
Gross Derivative Assets 2,100 200
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,600 1,100
Total return swaps/options: | Written credit derivatives:    
Maximum Payout/Notional    
Contract/Notional 119,820 85,251
Gross Derivative Assets    
Gross Derivative Assets 700 900
Gross Derivative Liabilities    
Gross Derivative Liabilities 816 544
Credit derivatives | Purchased credit derivatives:    
Gross Derivative Liabilities    
Fair value asset (liability), with identical underlying referenced names and terms 707 2,300
Notional amount, with identical underlying referenced names and terms 317,200 258,400
Credit derivatives | Written credit derivatives:    
Maximum Payout/Notional    
Contract/Notional 458,250 365,045
Gross Derivative Liabilities    
Gross Derivative Liabilities 3,723 2,183
Trading and Other Risk Management Derivatives    
Gross Derivative Assets    
Gross Derivative Assets 369,700 339,000
Gross Derivative Liabilities    
Gross Derivative Liabilities 366,000 349,600
Trading and Other Risk Management Derivatives | Interest Rate Swap    
Gross Derivative Assets    
Gross Derivative Assets 133,400 150,500
Gross Derivative Liabilities    
Gross Derivative Liabilities 130,100 156,400
Trading and Other Risk Management Derivatives | Interest Rate Futures and Forwards    
Gross Derivative Assets    
Gross Derivative Assets 8,900 1,100
Gross Derivative Liabilities    
Gross Derivative Liabilities 8,400 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 34,400 28,800
Trading and Other Risk Management Derivatives | Interest Rate Options | Purchased options    
Gross Derivative Assets    
Gross Derivative Assets 37,700 33,100
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Trading and Other Risk Management Derivatives | Foreign Exchange Swaps    
Gross Derivative Assets    
Gross Derivative Assets 33,600 28,600
Gross Derivative Liabilities    
Gross Derivative Liabilities 33,300 30,500
Trading and Other Risk Management Derivatives | Foreign Exchange Spot, Futures, and Forwards    
Gross Derivative Assets    
Gross Derivative Assets 53,400 37,100
Gross Derivative Liabilities    
Gross Derivative Liabilities 52,800 37,700
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 6,500 4,100
Trading and Other Risk Management Derivatives | Foreign Exchange Options | Purchased options    
Gross Derivative Assets    
Gross Derivative Assets 6,300 4,100
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Trading and Other Risk Management Derivatives | Equity Swaps    
Gross Derivative Assets    
Gross Derivative Assets 13,500 12,300
Gross Derivative Liabilities    
Gross Derivative Liabilities 14,100 14,500
Trading and Other Risk Management Derivatives | Equity Futures and Forwards    
Gross Derivative Assets    
Gross Derivative Assets 5,100 500
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,500 1,700
Trading and Other Risk Management Derivatives | Equity Options | Written options    
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 58,500 58,500
Trading and Other Risk Management Derivatives | Equity Options | Purchased options    
Gross Derivative Assets    
Gross Derivative Assets 51,700 55,900
Gross Derivative Liabilities    
Gross Derivative Liabilities 0 0
Trading and Other Risk Management Derivatives | Commodity Swaps    
Gross Derivative Assets    
Gross Derivative Assets 6,500 3,100
Gross Derivative Liabilities    
Gross Derivative Liabilities 9,800 6,000
Trading and Other Risk Management Derivatives | Commodity Futures and Forwards    
Gross Derivative Assets    
Gross Derivative Assets 2,800 2,300
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,900 300
Trading and Other Risk Management Derivatives | Commodity Options | Written options    
Gross Derivative Assets    
Gross Derivative Assets 0 0
Gross Derivative Liabilities    
Gross Derivative Liabilities 5,300 2,600
Trading and Other Risk Management Derivatives | Commodity Options | Purchased options    
Gross Derivative Assets    
Gross Derivative Assets 6,700 3,200
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 3,500 1,900
Gross Derivative Liabilities    
Gross Derivative Liabilities 4,100 4,300
Trading and Other Risk Management Derivatives | Credit default swaps: | Written credit derivatives:    
Gross Derivative Assets    
Gross Derivative Assets 3,800 4,200
Gross Derivative Liabilities    
Gross Derivative Liabilities 2,900 1,600
Trading and Other Risk Management Derivatives | Total return swaps/options: | Purchased credit derivatives:    
Gross Derivative Assets    
Gross Derivative Assets 2,100 200
Gross Derivative Liabilities    
Gross Derivative Liabilities 1,600 1,100
Trading and Other Risk Management Derivatives | Total return swaps/options: | Written credit derivatives:    
Gross Derivative Assets    
Gross Derivative Assets 700 900
Gross Derivative Liabilities    
Gross Derivative Liabilities 800 500
Qualifying Accounting Hedges    
Gross Derivative Assets    
Gross Derivative Assets 12,900 9,400
Gross Derivative Liabilities    
Gross Derivative Liabilities 17,200 5,900
Qualifying Accounting Hedges | Interest Rate Swap    
Gross Derivative Assets    
Gross Derivative Assets 12,300 8,900
Gross Derivative Liabilities    
Gross Derivative Liabilities 16,000 4,400
Qualifying Accounting Hedges | Interest Rate Futures and Forwards    
Gross Derivative Assets    
Gross Derivative Assets 0 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 300 200
Gross Derivative Liabilities    
Gross Derivative Liabilities 300 200
Qualifying Accounting Hedges | Foreign Exchange Spot, Futures, and Forwards    
Gross Derivative Assets    
Gross Derivative Assets 300 300
Gross Derivative Liabilities    
Gross Derivative Liabilities 300 200
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 600 1,100
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