XML 119 R77.htm IDEA: XBRL DOCUMENT v3.22.1
DERIVATIVES AND HEDGE ACCOUNTING (Details - Notional amounts and fair values of derivative instruments) - USD ($)
Mar. 31, 2022
Dec. 31, 2021
Derivative [Line Items]    
Gross Derivative Assets, Notional Amount $ 144,121,000,000 $ 136,508,000,000
Gross Derivative Assets, Fair Value 5,828,000,000 5,761,000,000
Gross Derivative Liabilities, Notional Amount 70,031,000,000 65,130,000,000
Gross Derivative Liabilities, Fair Value 5,169,000,000 4,454,000,000
Derivative assets, Counterparty netting (3,295,000,000) (2,779,000,000)
Derivative assets, Cash collateral (1,877,000,000) (2,139,000,000)
Total derivative assets on consolidated balance sheet 656,000,000 843,000,000
Derivative liabilities, Counterparty netting (3,295,000,000) (2,779,000,000)
Derivative liabilities, Cash collateral (1,478,000,000) (1,089,000,000)
Total derivative liabilities on consolidated balance sheet 396,000,000 586,000,000
Bifurcated embedded derivatives    
Derivative [Line Items]    
Bifurcated embedded derivatives assets, fair value 0 0
Bifurcated embedded derivative liabilities, fair value 10,300,000,000 14,500,000,000
Derivatives designated as hedging instruments | Interest rate contracts    
Derivative [Line Items]    
Gross Derivative Assets, Notional Amount 242,000,000 265,000,000
Gross Derivative Assets, Fair Value 3,000,000 5,000,000
Gross Derivative Liabilities, Notional Amount 918,000,000 895,000,000
Gross Derivative Liabilities, Fair Value 28,000,000 11,000,000
Derivatives designated as hedging instruments | Foreign exchange contracts    
Derivative [Line Items]    
Gross Derivative Assets, Notional Amount 7,522,000,000 5,431,000,000
Gross Derivative Assets, Fair Value 571,000,000 467,000,000
Gross Derivative Liabilities, Notional Amount 3,276,000,000 5,828,000,000
Gross Derivative Liabilities, Fair Value 195,000,000 197,000,000
Derivatives not designated as hedging instruments | Interest rate contracts    
Derivative [Line Items]    
Gross Derivative Assets, Notional Amount 51,215,000,000 47,499,000,000
Gross Derivative Assets, Fair Value 4,000,000,000 3,868,000,000
Gross Derivative Liabilities, Notional Amount 53,844,000,000 42,113,000,000
Gross Derivative Liabilities, Fair Value 4,376,000,000 3,622,000,000
Derivatives not designated as hedging instruments | Foreign exchange contracts    
Derivative [Line Items]    
Gross Derivative Assets, Notional Amount 11,132,000,000 7,905,000,000
Gross Derivative Assets, Fair Value 833,000,000 722,000,000
Gross Derivative Liabilities, Notional Amount 6,672,000,000 9,997,000,000
Gross Derivative Liabilities, Fair Value 470,000,000 524,000,000
Derivatives not designated as hedging instruments | Equity contracts    
Derivative [Line Items]    
Gross Derivative Assets, Notional Amount 26,873,000,000 27,423,000,000
Gross Derivative Assets, Fair Value 403,000,000 681,000,000
Gross Derivative Liabilities, Notional Amount 4,250,000,000 5,091,000,000
Gross Derivative Liabilities, Fair Value 55,000,000 53,000,000
Derivatives not designated as hedging instruments | Commodity contracts    
Derivative [Line Items]    
Gross Derivative Assets, Notional Amount 196,000,000 303,000,000
Gross Derivative Assets, Fair Value 3,000,000 4,000,000
Gross Derivative Liabilities, Notional Amount 138,000,000 219,000,000
Gross Derivative Liabilities, Fair Value 0 0
Derivatives not designated as hedging instruments | Credit contracts    
Derivative [Line Items]    
Gross Derivative Assets, Notional Amount 2,789,000,000 3,790,000,000
Gross Derivative Assets, Fair Value 1,000,000 1,000,000
Gross Derivative Liabilities, Notional Amount 933,000,000 936,000,000
Gross Derivative Liabilities, Fair Value 45,000,000 47,000,000
Derivatives not designated as hedging instruments | Credit contracts | CDS    
Derivative [Line Items]    
Gross Derivative Liabilities, Notional Amount 94,000,000 97,000,000
Gross Derivative Liabilities, Fair Value 31,000,000 30,000,000
Derivatives not designated as hedging instruments | Other contracts    
Derivative [Line Items]    
Gross Derivative Assets, Notional Amount 44,152,000,000 43,892,000,000
Gross Derivative Assets, Fair Value 14,000,000 13,000,000
Gross Derivative Liabilities, Notional Amount 0 51,000,000
Gross Derivative Liabilities, Fair Value $ 0 $ 0