XML 162 R143.htm IDEA: XBRL DOCUMENT v3.6.0.2
Derivative instruments - Impact of Derivative Instruments on Income Statement (Details) - USD ($)
$ in Millions
12 Months Ended
Dec. 31, 2016
Dec. 31, 2015
Dec. 31, 2014
Fair value hedging | Interest rate contracts | Net interest revenue      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain or (loss) recognized in income on derivatives Year ended Dec. 31, $ (274.0) $ (85.0) $ (921.0)
Gain or (loss) recognized in hedged item Year ended Dec. 31, 270.0 83.0 886.0
Cash flow hedges      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain or (loss) recognized in accumulated OCI on derivatives (effective portion) Year ended Dec. 31, (52.0) 0.0 22.0
Gain or (loss) reclassified from accumulated OCI into income (effective portion) Year ended Dec. 31, (45.0) (11.0) 41.0
Gain or (loss) recognized in income on derivatives (ineffectiveness portion and amount excluded from effectiveness testing) Year ended Dec. 31, 0.0 0.0 0.1
Cash flow hedges | Foreign exchange contracts | Net interest revenue      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain or (loss) reclassified from accumulated OCI into income (effective portion) Year ended Dec. 31, (18.0) (1.0) (2.0)
Gain or (loss) recognized in income on derivatives (ineffectiveness portion and amount excluded from effectiveness testing) Year ended Dec. 31, 0.0 0.0 0.0
Cash flow hedges | Foreign exchange contracts | Net interest revenue | Accumulated Net Gain (Loss) from Cash Flow Hedges Including Portion Attributable to Noncontrolling Interest      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain or (loss) recognized in accumulated OCI on derivatives (effective portion) Year ended Dec. 31, (18.0) (1.0) (2.0)
Cash flow hedges | Foreign exchange contracts | Other revenue      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain or (loss) reclassified from accumulated OCI into income (effective portion) Year ended Dec. 31, 0.0 0.0 (3.0)
Gain or (loss) recognized in income on derivatives (ineffectiveness portion and amount excluded from effectiveness testing) Year ended Dec. 31, 0.0 0.0 0.1
Cash flow hedges | Foreign exchange contracts | Other revenue | Accumulated Net Gain (Loss) from Cash Flow Hedges Including Portion Attributable to Noncontrolling Interest      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain or (loss) recognized in accumulated OCI on derivatives (effective portion) Year ended Dec. 31, 0.0 0.0 (6.0)
Cash flow hedges | Foreign exchange contracts | Trading revenue      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain or (loss) reclassified from accumulated OCI into income (effective portion) Year ended Dec. 31, (16.0) 9.0 36.0
Gain or (loss) recognized in income on derivatives (ineffectiveness portion and amount excluded from effectiveness testing) Year ended Dec. 31, 0.0 0.0 0.0
Cash flow hedges | Foreign exchange contracts | Trading revenue | Accumulated Net Gain (Loss) from Cash Flow Hedges Including Portion Attributable to Noncontrolling Interest      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain or (loss) recognized in accumulated OCI on derivatives (effective portion) Year ended Dec. 31, (16.0) 9.0 36.0
Cash flow hedges | Foreign exchange contracts | Salary expense      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain or (loss) reclassified from accumulated OCI into income (effective portion) Year ended Dec. 31, (11.0) (19.0) 10.0
Gain or (loss) recognized in income on derivatives (ineffectiveness portion and amount excluded from effectiveness testing) Year ended Dec. 31, 0.0 0.0 0.0
Cash flow hedges | Foreign exchange contracts | Salary expense | Accumulated Net Gain (Loss) from Cash Flow Hedges Including Portion Attributable to Noncontrolling Interest      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain or (loss) recognized in accumulated OCI on derivatives (effective portion) Year ended Dec. 31, (18.0) (8.0) (6.0)
Net Investment Hedging | Foreign exchange contracts | Net interest revenue      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain or (loss) reclassified from accumulated OCI into income (effective portion) Year ended Dec. 31, 0.0 1.0 (1.0)
Net Investment Hedging | Foreign exchange contracts | Net interest revenue | Accumulated Net Gain (Loss) from Cash Flow Hedges Including Portion Attributable to Noncontrolling Interest      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain or (loss) recognized in accumulated OCI on derivatives (effective portion) Year ended Dec. 31, 652.0 474.0 (367.0)
Net Investment Hedging | Foreign exchange contracts | Other revenue      
Derivative Instruments, Gain (Loss) [Line Items]      
Gain or (loss) recognized in income on derivatives (ineffectiveness portion and amount excluded from effectiveness testing) Year ended Dec. 31, $ 0.0 $ 0.0 $ (0.1)