XML 114 R100.htm IDEA: XBRL DOCUMENT v3.20.2
Derivative instruments - Offsetting (Details) - USD ($)
$ in Millions
Sep. 30, 2020
Dec. 31, 2019
Derivative Asset    
Derivatives subject to netting arrangements, Gross assets recognized $ 7,234 $ 7,264
Total derivatives subject to netting arrangements, Gross amounts offset in the balance sheet 5,238 5,819
Derivatives subject to netting arrangements, Net assets recognized in the balance sheet 1,996 1,445
Total derivatives, Gross amounts not offset in the balance sheet, Financial instruments 383 251
Total derivatives, Gross amounts not offset in the balance sheet, Cash collateral received 0 0
Derivative assets subject to netting arrangements, Net amount 1,613 1,194
Total derivatives not subject to netting arrangements 2,209 1,797
Total derivatives, Gross assets recognized 9,443 9,061
Fair value after effect of master netting agreements 4,205 3,242
Total derivatives, Net amount 3,822 2,991
Reverse repurchase agreements, Gross assets recognized 72,507 112,355
Reverse repurchase agreements, Gross amounts offset in the balance sheet 54,629 93,794
Reverse repurchase agreements, Net assets recognized on the balance sheet 17,878 18,561
Reverse repurchase agreements, Gross amounts not offset in the balance sheet, Financial instruments 17,852 18,554
Reverse repurchase agreements, Gross amounts not offset in the balance sheet, Cash collateral received 0 0
Reverse repurchase agreements, Net amount 26 7
Securities borrowing, Gross assets recognized 11,769 11,621
Securities borrowing, Net assets recognized on the balance sheet 11,769 11,621
Securities borrowing, Gross amounts not offset in the balance sheet, Financial instruments 11,216 11,278
Securities borrowing, Net amount 553 343
Total, Gross assets recognized 93,719 133,037
Total, Gross amounts offset in the balance sheet 59,867 99,613
Total, Net assets recognized on the balance sheet 33,852 33,424
Total, Gross amounts not offset in the balance sheet, Financial instruments 29,451 30,083
Total, Gross amounts not offset in the balance sheet, Cash collateral received 0 0
Total, Net amount 4,401 3,341
Derivative Liability    
Derivatives subject to netting arrangements, Gross liabilities recognized 9,337 8,428
Derivatives subject to netting arrangements, Gross amounts offset in the balance sheet 6,183 5,415
Derivatives subject to netting arrangements, Net liabilities recognized in the balance sheet 3,154 3,013
Total derivatives, Gross amounts not offset in the balance sheet, Financial instruments 2,701 1,615
Total derivatives, Gross amounts not offset in the balance sheet, Cash collateral pledged 0 0
Derivative liabilities subject to netting arrangements, Net amount 453 1,398
Total derivatives not subject to netting arrangements 439 778
Total derivatives, Gross liabilities recognized 9,776 9,206
Fair value after effect of master netting agreements 3,593 3,791
Total derivatives, Net amount 892 2,176
Repurchase agreements, Gross liabilities recognized 69,494 104,451
Repurchase agreements, Gross amounts offset in the balance sheet 54,629 93,794
Repurchase agreements, Net liabilities recognized on the balance sheet 14,865 10,657
Repurchase agreements, Gross amounts not offset in the balance sheet, Financial instruments 14,863 10,657
Repurchase agreements, Gross amounts not offset in the balance sheet, Cash collateral pledged 1 0
Repurchase agreements, Net amount 1 0
Securities lending, Gross liabilities recognized 1,002 718
Securities lending, Net liabilities recognized on the balance sheet 1,002 718
Securities lending, Gross amounts not offset in the balance sheet, Financial instruments 961 694
Securities lending, Net amount 41 24
Total, Gross liabilities recognized 80,272 114,375
Total, Gross amounts offset in the balance sheet 60,812 99,209
Total, Net liabilities recognized on the balance sheet 19,460 15,166
Total, Gross amounts not offset in the balance sheet, Financial instruments 18,525 12,966
Total, Gross amounts not offset in the balance sheet, Cash collateral pledged 1 0
Total, Net amount 934 2,200
Interest rate contracts    
Derivative Asset    
Derivatives subject to netting arrangements, Gross assets recognized 3,183 2,394
Total derivatives subject to netting arrangements, Gross amounts offset in the balance sheet 2,133 1,792
Derivatives subject to netting arrangements, Net assets recognized in the balance sheet 1,050 602
Total derivatives, Gross amounts not offset in the balance sheet, Financial instruments 350 207
Total derivatives, Gross amounts not offset in the balance sheet, Cash collateral received 0 0
Derivative assets subject to netting arrangements, Net amount 700 395
Derivative Liability    
Derivatives subject to netting arrangements, Gross liabilities recognized 5,035 3,550
Derivatives subject to netting arrangements, Gross amounts offset in the balance sheet 2,551 1,986
Derivatives subject to netting arrangements, Net liabilities recognized in the balance sheet 2,484 1,564
Total derivatives, Gross amounts not offset in the balance sheet, Financial instruments 2,477 1,539
Total derivatives, Gross amounts not offset in the balance sheet, Cash collateral pledged 0 0
Derivative liabilities subject to netting arrangements, Net amount 7 25
Foreign exchange contracts    
Derivative Asset    
Derivatives subject to netting arrangements, Gross assets recognized 4,043 4,861
Total derivatives subject to netting arrangements, Gross amounts offset in the balance sheet 3,102 4,021
Derivatives subject to netting arrangements, Net assets recognized in the balance sheet 941 840
Total derivatives, Gross amounts not offset in the balance sheet, Financial instruments 33 44
Total derivatives, Gross amounts not offset in the balance sheet, Cash collateral received 0 0
Derivative assets subject to netting arrangements, Net amount 908 796
Derivative Liability    
Derivatives subject to netting arrangements, Gross liabilities recognized 4,294 4,873
Derivatives subject to netting arrangements, Gross amounts offset in the balance sheet 3,631 3,428
Derivatives subject to netting arrangements, Net liabilities recognized in the balance sheet 663 1,445
Total derivatives, Gross amounts not offset in the balance sheet, Financial instruments 224 74
Total derivatives, Gross amounts not offset in the balance sheet, Cash collateral pledged 0 0
Derivative liabilities subject to netting arrangements, Net amount 439 1,371
Equity and other contracts    
Derivative Asset    
Derivatives subject to netting arrangements, Gross assets recognized 8 9
Total derivatives subject to netting arrangements, Gross amounts offset in the balance sheet 3 6
Derivatives subject to netting arrangements, Net assets recognized in the balance sheet 5 3
Total derivatives, Gross amounts not offset in the balance sheet, Financial instruments 0 0
Total derivatives, Gross amounts not offset in the balance sheet, Cash collateral received 0 0
Derivative assets subject to netting arrangements, Net amount 5 3
Derivative Liability    
Derivatives subject to netting arrangements, Gross liabilities recognized 8 5
Derivatives subject to netting arrangements, Gross amounts offset in the balance sheet 1 1
Derivatives subject to netting arrangements, Net liabilities recognized in the balance sheet 7 4
Total derivatives, Gross amounts not offset in the balance sheet, Financial instruments 0 2
Total derivatives, Gross amounts not offset in the balance sheet, Cash collateral pledged 0 0
Derivative liabilities subject to netting arrangements, Net amount $ 7 $ 2