XML 111 R99.htm IDEA: XBRL DOCUMENT v3.23.2
Derivative Financial Instruments - Amounts Related to Fair Value Hedges (Details) - USD ($)
$ in Millions
3 Months Ended 6 Months Ended
Jun. 30, 2023
Jun. 30, 2022
Jun. 30, 2023
Jun. 30, 2022
Derivative Instruments, Notional, Fair Value Assets and Liabilities[Line Items]        
Income recognized from securities with terminated hedges $ 12 $ 17 $ 22 $ 25
Fair Value Hedges | Interest Rate Contracts | Net interest income        
Derivative Instruments, Notional, Fair Value Assets and Liabilities[Line Items]        
Net income (expense) recognized 59 74 113 153
Fair Value Hedges | Interest Rate Contracts | Investment securities | Net interest income        
Derivative Instruments, Notional, Fair Value Assets and Liabilities[Line Items]        
Amounts related to interest settlements 87 9 163 4
Recognized on derivatives 42 60 (53) 474
Recognized on hedged items (31) (42) 75 (444)
Net income (expense) recognized 98 27 185 [1] 34 [1]
Fair Value Hedges | Interest Rate Contracts | Loans and leases | Net interest income        
Derivative Instruments, Notional, Fair Value Assets and Liabilities[Line Items]        
Recognized on hedged items 0 0 (1) (1)
Net income (expense) recognized 0 0 (1) (1)
Fair Value Hedges | Interest Rate Contracts | Long-term debt | Net interest income        
Derivative Instruments, Notional, Fair Value Assets and Liabilities[Line Items]        
Amounts related to interest settlements (47) 3 (93) 19
Recognized on derivatives (291) (38) (135) (467)
Recognized on hedged items 299 82 157 568
Net income (expense) recognized $ (39) $ 47 $ (71) $ 120
[1] Includes $12 million and $22 million of income recognized for the three and six months ended June 30, 2023, respectively, and $17 million and $25 million for the three and six months ended June 30, 2022, respectively, from securities with terminated hedges that were reclassified to HTM. The income recognized was offset by the amortization of the fair value mark.