XML 143 R76.htm IDEA: XBRL DOCUMENT v3.10.0.1
DERIVATIVES AND HEDGE ACCOUNTING (Details - Notional amounts and fair values of our derivative instruments) - USD ($)
$ in Millions
Sep. 30, 2018
Dec. 31, 2017
Derivative [Line Items]    
Gross Derivative Assets, Notional Amount $ 107,237 $ 106,687
Gross Derivative Assets, Fair Value 3,788 3,545
Gross Derivative Liabilities, Notional Amount 43,460 45,888
Gross Derivative Liabilities, Fair Value 3,466 3,748
Derivative assets, Counterparty netting (1,874) (1,464)
Derivative assets, Cash collateral (964) (1,159)
Total derivative assets on consolidated balance sheet 950 922
Derivative liabilities, Counterparty netting (1,874) (1,464)
Derivative liabilities, Cash collateral (290) (1,249)
Total derivative liabilities on consolidated balance sheet 1,302 1,035
Bifurcated embedded derivatives    
Derivative [Line Items]    
Derivative assets, Counterparty netting (3,400) (4,100)
Derivatives designated as hedging instruments | Interest rate contracts    
Derivative [Line Items]    
Gross Derivative Assets, Notional Amount 75 0
Gross Derivative Assets, Fair Value 1 0
Gross Derivative Liabilities, Notional Amount 811 838
Gross Derivative Liabilities, Fair Value 23 15
Derivatives designated as hedging instruments | Foreign exchange contracts    
Derivative [Line Items]    
Gross Derivative Assets, Notional Amount 4,323 2,823
Gross Derivative Assets, Fair Value 241 173
Gross Derivative Liabilities, Notional Amount 4,173 4,783
Gross Derivative Liabilities, Fair Value 269 350
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 36,841 37,751
Gross Derivative Assets, Fair Value 2,504 2,171
Gross Derivative Liabilities, Notional Amount 27,131 26,461
Gross Derivative Liabilities, Fair Value 2,096 2,185
Derivatives not designated as hedging instruments | Foreign exchange contracts    
Derivative [Line Items]    
Gross Derivative Assets, Notional Amount 8,877 6,305
Gross Derivative Assets, Fair Value 686 658
Gross Derivative Liabilities, Notional Amount 8,282 11,093
Gross Derivative Liabilities, Fair Value 818 895
Derivatives not designated as hedging instruments | Equity contracts    
Derivative [Line Items]    
Gross Derivative Assets, Notional Amount 18,826 19,975
Gross Derivative Assets, Fair Value 340 522
Gross Derivative Liabilities, Notional Amount 1,585 1,130
Gross Derivative Liabilities, Fair Value 5 2
Derivatives not designated as hedging instruments | Commodity contracts    
Derivative [Line Items]    
Gross Derivative Assets, Notional Amount 0 0
Gross Derivative Assets, Fair Value 0 0
Gross Derivative Liabilities, Notional Amount 0 0
Gross Derivative Liabilities, Fair Value 0 0
Derivatives not designated as hedging instruments | Credit contracts    
Derivative [Line Items]    
Gross Derivative Assets, Notional Amount 3 4
Gross Derivative Assets, Fair Value 1 1
Gross Derivative Liabilities, Notional Amount 1,418 1,365
Gross Derivative Liabilities, Fair Value 252 277
Derivatives not designated as hedging instruments | Credit contracts | CDS    
Derivative [Line Items]    
Gross Derivative Liabilities, Notional Amount 616 685
Gross Derivative Liabilities, Fair Value 232 254
Derivatives not designated as hedging instruments | Other contracts    
Derivative [Line Items]    
Gross Derivative Assets, Notional Amount 38,292 39,829
Gross Derivative Assets, Fair Value 15 20
Gross Derivative Liabilities, Notional Amount 60 59
Gross Derivative Liabilities, Fair Value $ 3 $ 5