XML 89 R75.htm IDEA: XBRL DOCUMENT v3.21.2
Derivative Instruments - Asset and Liability Management Derivative Positions of Company (Detail) - Asset and Liability Management Positions [Member] - USD ($)
$ in Millions
6 Months Ended 12 Months Ended
Jun. 30, 2021
Dec. 31, 2020
Derivative [Line Items]    
Notional Value, Assets $ 65,519 $ 64,041
Fair Value, Assets 395 449
Notional Value, Liabilities 44,695 54,020
Fair Value, Liabilities 448 548
Other Derivatives [Member]    
Derivative [Line Items]    
Notional Value, Assets [1] 951 47
Fair Value, Assets [1] $ 7 $ 1
Derivative Asset Average Remaining Maturity Period [1] 10 days 1 month 9 days
Notional Value, Liabilities [1] $ 2,735 $ 1,832
Fair Value, Liabilities [1] $ 160 $ 183
Derivative Liability Average Remaining Maturity Period [1] 1 year 3 months 25 days 2 years 5 months 8 days
Other Economic Hedges [Member] | Interest Rate Contracts [Member] | Receive Fixed/Pay Floating Swaps [Member]    
Derivative [Line Items]    
Notional Value, Assets $ 8,070 $ 11,064
Derivative Asset Average Remaining Maturity Period 8 years 7 months 6 days 7 years 3 months 21 days
Notional Value, Liabilities $ 2,614 $ 907
Derivative Liability Average Remaining Maturity Period 4 years 9 months 29 days 23 years 5 months 4 days
Other Economic Hedges [Member] | Interest Rate Contracts [Member] | Pay Fixed/Receive Floating Swaps [Member]    
Derivative [Line Items]    
Notional Value, Assets $ 2,644 $ 78
Derivative Asset Average Remaining Maturity Period 3 years 1 month 2 days 13 years 8 months 4 days
Notional Value, Liabilities $ 5,027 $ 8,538
Derivative Liability Average Remaining Maturity Period 5 years 3 months 7 days 5 years 8 months 1 day
Other Economic Hedges [Member] | Interest Rate Contracts [Member] | Futures and Forwards [Member] | Purchased [Member]    
Derivative [Line Items]    
Notional Value, Assets $ 8,096 $ 16,431
Fair Value, Assets $ 33 $ 73
Derivative Asset Average Remaining Maturity Period 21 days 6 months
Notional Value, Liabilities $ 5,231 $ 1,925
Fair Value, Liabilities $ 18 $ 5
Derivative Liability Average Remaining Maturity Period 25 days 25 days
Other Economic Hedges [Member] | Interest Rate Contracts [Member] | Futures and Forwards [Member] | Written [Member]    
Derivative [Line Items]    
Notional Value, Assets $ 13,507 $ 10,440
Fair Value, Assets $ 26 $ 48
Derivative Asset Average Remaining Maturity Period 4 months 2 days 14 days
Notional Value, Liabilities $ 19,036 $ 28,976
Fair Value, Liabilities $ 59 $ 157
Derivative Liability Average Remaining Maturity Period 29 days 25 days
Other Economic Hedges [Member] | Interest Rate Contracts [Member] | Options [Member] | Purchased [Member]    
Derivative [Line Items]    
Notional Value, Assets $ 18,380 $ 11,610
Fair Value, Assets $ 223 $ 121
Derivative Asset Average Remaining Maturity Period 3 years 3 months 3 days 4 years 1 month 9 days
Other Economic Hedges [Member] | Interest Rate Contracts [Member] | Options [Member] | Written [Member]    
Derivative [Line Items]    
Notional Value, Assets $ 3,777 $ 5,073
Fair Value, Assets $ 94 $ 202
Derivative Asset Average Remaining Maturity Period 1 month 2 days 1 month 17 days
Notional Value, Liabilities $ 6,240 $ 7,770
Fair Value, Liabilities $ 207 $ 198
Derivative Liability Average Remaining Maturity Period 2 years 3 months 2 years 6 months 10 days
Other Economic Hedges [Member] | Foreign Exchange Forward Contracts [Member]    
Derivative [Line Items]    
Notional Value, Assets $ 394 $ 292
Fair Value, Assets $ 5 $ 1
Derivative Asset Average Remaining Maturity Period 18 days 14 days
Notional Value, Liabilities $ 185 $ 341
Fair Value, Liabilities $ 4 $ 2
Derivative Liability Average Remaining Maturity Period 18 days 18 days
Other Economic Hedges [Member] | Equity Contracts [Member]    
Derivative [Line Items]    
Notional Value, Assets $ 172 $ 127
Fair Value, Assets $ 3 $ 3
Derivative Asset Average Remaining Maturity Period 10 months 28 days 4 months 20 days
Notional Value, Liabilities $ 27 $ 45
Derivative Liability Average Remaining Maturity Period 10 months 24 days 5 months 15 days
Fair Value Hedges [Member] | Interest Rate Contracts [Member] | Receive Fixed/Pay Floating Swaps [Member]    
Derivative [Line Items]    
Notional Value, Assets $ 8,700 $ 8,400
Derivative Asset Average Remaining Maturity Period 3 years 3 days 1 year 9 months 3 days
Notional Value, Liabilities $ 1,500  
Derivative Liability Average Remaining Maturity Period 3 years 9 months 10 days  
Fair Value Hedges [Member] | Interest Rate Contracts [Member] | Pay Fixed/Receive Floating Swaps [Member]    
Derivative [Line Items]    
Notional Value, Liabilities $ 1,850 $ 100
Derivative Liability Average Remaining Maturity Period 9 years 2 months 12 days 9 years 7 months 17 days
Cash Flow Hedges [Member] | Interest Rate Contracts [Member] | Pay Fixed/Receive Floating Swaps [Member]    
Derivative [Line Items]    
Notional Value, Liabilities $ 250 $ 3,250
Derivative Liability Average Remaining Maturity Period 5 months 23 days 4 years 7 months 2 days
Net Investment Hedges [Member] | Foreign Exchange Forward Contracts [Member]    
Derivative [Line Items]    
Notional Value, Assets $ 828 $ 479
Fair Value, Assets $ 4  
Derivative Asset Average Remaining Maturity Period 21 days 21 days
Notional Value, Liabilities   $ 336
Fair Value, Liabilities   $ 3
Derivative Liability Average Remaining Maturity Period   21 days
[1] (a) Includes derivative liability swap agreements related to the sale of a portion of the Company’s Class B common and preferred shares of Visa Inc. The Visa swap agreements had a total notional value, fair value and weighted-average remaining maturity of $1.8 billion, $154 million and 2.01 years at June 30, 2021, respectively, compared to $1.8 billion, $182 million and 2.50 years at December 31, 2020, respectively. In addition, includes short-term underwriting purchase and sale commitments with total asset and liability notional values of $951 million at June 30, 2021, and $47 million at December 31, 2020.