XML 117 R70.htm IDEA: XBRL DOCUMENT v3.8.0.1
DERIVATIVES AND HEDGE ACCOUNTING (Details - Notional amounts and fair values of our derivative instruments) - USD ($)
$ in Millions
Mar. 31, 2018
Dec. 31, 2017
Derivative [Line Items]    
Gross Derivative Assets, Notional Amount $ 108,397 $ 106,687
Gross Derivative Assets, Fair Value 3,631 3,545
Gross Derivative Liabilities, Notional Amount 49,157 45,888
Gross Derivative Liabilities, Fair Value 3,702 3,748
Derivative assets, Counterparty netting (1,589) (1,464)
Derivative assets, Cash collateral (1,268) (1,159)
Total derivative assets on consolidated balance sheet 774 922
Derivative liabilities, Counterparty netting (1,589) (1,464)
Derivative liabilities, Cash collateral (980) (1,249)
Total derivative liabilities on consolidated balance sheet 1,133 1,035
Bifurcated embedded derivatives    
Derivative [Line Items]    
Gross Derivative Assets, Fair Value 0 0
Gross Derivative Liabilities, Fair Value 3,700 4,100
Derivatives designated as hedging instruments | Interest rate contracts    
Derivative [Line Items]    
Gross Derivative Assets, Notional Amount 10 0
Gross Derivative Assets, Fair Value 0 0
Gross Derivative Liabilities, Notional Amount 866 838
Gross Derivative Liabilities, Fair Value 21 15
Derivatives designated as hedging instruments | Foreign exchange contracts    
Derivative [Line Items]    
Gross Derivative Assets, Notional Amount 3,236 2,823
Gross Derivative Assets, Fair Value 122 173
Gross Derivative Liabilities, Notional Amount 4,511 4,783
Gross Derivative Liabilities, Fair Value 350 350
Derivatives designated as hedging instruments | Equity contracts    
Derivative [Line Items]    
Gross Derivative Assets, Notional Amount 0 0
Gross Derivative Assets, Fair Value 0 0
Gross Derivative Liabilities, Notional Amount 0 159
Gross Derivative Liabilities, Fair Value 0 19
Derivatives not designated as hedging instruments | Interest rate contracts    
Derivative [Line Items]    
Gross Derivative Assets, Notional Amount 42,688 37,751
Gross Derivative Assets, Fair Value 2,549 2,171
Gross Derivative Liabilities, Notional Amount 26,505 26,461
Gross Derivative Liabilities, Fair Value 2,182 2,185
Derivatives not designated as hedging instruments | Foreign exchange contracts    
Derivative [Line Items]    
Gross Derivative Assets, Notional Amount 8,471 6,305
Gross Derivative Assets, Fair Value 673 658
Gross Derivative Liabilities, Notional Amount 11,543 11,093
Gross Derivative Liabilities, Fair Value 867 895
Derivatives not designated as hedging instruments | Equity contracts    
Derivative [Line Items]    
Gross Derivative Assets, Notional Amount 15,465 19,975
Gross Derivative Assets, Fair Value 268 522
Gross Derivative Liabilities, Notional Amount 4,261 1,130
Gross Derivative Liabilities, Fair Value 13 2
Derivatives not designated as hedging instruments | Credit contracts    
Derivative [Line Items]    
Gross Derivative Assets, Notional Amount 9 4
Gross Derivative Assets, Fair Value 2 1
Gross Derivative Liabilities, Notional Amount 1,412 1,365
Gross Derivative Liabilities, Fair Value 264 277
Derivatives not designated as hedging instruments | Credit contracts | CDS    
Derivative [Line Items]    
Gross Derivative Liabilities, Notional Amount 661 685
Gross Derivative Liabilities, Fair Value 245 254
Derivatives not designated as hedging instruments | Other contracts    
Derivative [Line Items]    
Gross Derivative Assets, Notional Amount 38,518 39,829
Gross Derivative Assets, Fair Value 17 20
Gross Derivative Liabilities, Notional Amount 59 59
Gross Derivative Liabilities, Fair Value $ 5 $ 5