v3.21.2
Trading Cash Instruments - Cash Instruments, Level 3 Rollforward (Detail) - USD ($)
$ in Millions
3 Months Ended 9 Months Ended
Sep. 30, 2021
Sep. 30, 2020
Sep. 30, 2021
Sep. 30, 2020
Trading Cash Instruments Assets [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value, Beginning Balance $ 1,304 $ 1,804 $ 1,237 $ 1,242
Net realized gains / (losses) 27 15 63 59
Net unrealized gains / (losses) 11 34 64 (146)
Purchases 223 244 793 685
Sales (133) (701) (455) (438)
Settlements (113) (124) (287) (264)
Transfers into level 3 358 157 306 313
Transfers out of level 3 (161) (164) (205) (186)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value, Ending Balance 1,516 1,265 1,516 1,265
Trading Cash Instruments Assets [Member] | Loans and Securities Backed by Commercial Real Estate [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value, Beginning Balance 96 430 203 191
Net realized gains / (losses) 2 2 6 15
Net unrealized gains / (losses) (4) (2) (7) (36)
Purchases 28 7 54 77
Sales (2) (228) (39) (19)
Settlements (7) (3) (13) (55)
Transfers into level 3 31 7 15 30
Transfers out of level 3 (8) (17) (83) (7)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value, Ending Balance 136 196 136 196
Trading Cash Instruments Assets [Member] | Loans and Securities Backed by Residential Real Estate [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value, Beginning Balance 130 307 131 231
Net realized gains / (losses) 2 4 6 7
Net unrealized gains / (losses) 5 5 16 17
Purchases 11 78 29 97
Sales (4) (177) (48) (79)
Settlements (25) (11) (36) (33)
Transfers into level 3 14 4 39 22
Transfers out of level 3 (11) (30) (15) (82)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value, Ending Balance 122 180 122 180
Trading Cash Instruments Assets [Member] | Corporate debt instruments [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value, Beginning Balance 891 764 797 692
Net realized gains / (losses) 24 10 48 28
Net unrealized gains / (losses) 12 25 57 (102)
Purchases 152 139 634 455
Sales (88) (89) (327) (256)
Settlements (67) (103) (195) (157)
Transfers into level 3 292 129 187 214
Transfers out of level 3 (120) (93) (105) (92)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value, Ending Balance 1,096 782 1,096 782
Trading Cash Instruments Assets [Member] | Other Cash Instruments [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value, Beginning Balance 187 303 106 128
Net realized gains / (losses) (1) (1) 3 9
Net unrealized gains / (losses) (2) 6 (2) (25)
Purchases 32 20 76 56
Sales (39) (207) (41) (84)
Settlements (14) (7) (43) (19)
Transfers into level 3 21 17 65 47
Transfers out of level 3 (22) (24) (2) (5)
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value, Ending Balance 162 107 162 107
Trading Cash Instruments Liabilities [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]        
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability Value, Beginning Balance (78) (156) (80) (273)
Net realized gains / (losses) 2   5  
Net unrealized gains / (losses) (2) (79) (1) 18
Purchases 22 13 35 50
Sales (55) (20) (86) (35)
Settlements   (3) 8 (2)
Transfers into level 3 (32) (34) (22) (28)
Transfers out of level 3 5 11 3 2
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Liability Value, Ending Balance $ (138) $ (268) $ (138) $ (268)