FAIR VALUE MEASUREMENT - Level 3 Fair Value Rollforward (Details) - USD ($)
$ in Millions |
3 Months Ended |
6 Months Ended |
Jun. 30, 2025 |
Jun. 30, 2024 |
Jun. 30, 2025 |
Jun. 30, 2024 |
| Trading derivatives, net |
|
|
|
|
| Fair value, Derivative assets (liabilities) measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset (liability), net |
$ (2,308)
|
$ (2,944)
|
$ (1,325)
|
$ (2,218)
|
| Net realized/unrealized gains (losses) included in principal transactions |
349
|
598
|
197
|
(141)
|
| Other |
0
|
0
|
0
|
0
|
| Transfers into Level 3 |
(436)
|
214
|
(549)
|
131
|
| Transfers out of Level 3 |
259
|
321
|
542
|
561
|
| Purchases |
(419)
|
(118)
|
(1,523)
|
(492)
|
| Issuances |
7
|
8
|
10
|
14
|
| Sales |
(97)
|
(224)
|
(190)
|
(255)
|
| Settlements |
29
|
96
|
222
|
351
|
| Balance at end of period, asset (liability), net |
(2,616)
|
(2,049)
|
(2,616)
|
(2,049)
|
| Unrealized gains (losses) still held |
(24)
|
454
|
(941)
|
(124)
|
| Trading derivatives, net | Interest rate contracts |
|
|
|
|
| Fair value, Derivative assets (liabilities) measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset (liability), net |
(637)
|
(1,362)
|
(330)
|
(1,085)
|
| Net realized/unrealized gains (losses) included in principal transactions |
180
|
(198)
|
(52)
|
(683)
|
| Other |
0
|
0
|
0
|
0
|
| Transfers into Level 3 |
(58)
|
99
|
(72)
|
130
|
| Transfers out of Level 3 |
35
|
12
|
(63)
|
(17)
|
| Purchases |
(54)
|
107
|
(63)
|
80
|
| Issuances |
7
|
8
|
10
|
14
|
| Sales |
0
|
(20)
|
(9)
|
(17)
|
| Settlements |
71
|
326
|
123
|
550
|
| Balance at end of period, asset (liability), net |
(456)
|
(1,028)
|
(456)
|
(1,028)
|
| Unrealized gains (losses) still held |
145
|
(293)
|
(113)
|
(810)
|
| Trading derivatives, net | Foreign exchange contracts |
|
|
|
|
| Fair value, Derivative assets (liabilities) measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset (liability), net |
181
|
335
|
185
|
295
|
| Net realized/unrealized gains (losses) included in principal transactions |
68
|
553
|
(6)
|
507
|
| Other |
0
|
0
|
0
|
0
|
| Transfers into Level 3 |
18
|
36
|
80
|
38
|
| Transfers out of Level 3 |
(125)
|
(20)
|
(75)
|
73
|
| Purchases |
8
|
22
|
49
|
(73)
|
| Issuances |
0
|
0
|
0
|
0
|
| Sales |
(90)
|
(144)
|
(149)
|
(166)
|
| Settlements |
8
|
(231)
|
(16)
|
(123)
|
| Balance at end of period, asset (liability), net |
68
|
551
|
68
|
551
|
| Unrealized gains (losses) still held |
(67)
|
507
|
(207)
|
414
|
| Trading derivatives, net | Equity contracts |
|
|
|
|
| Fair value, Derivative assets (liabilities) measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset (liability), net |
(2,205)
|
(2,222)
|
(1,688)
|
(1,634)
|
| Net realized/unrealized gains (losses) included in principal transactions |
251
|
123
|
386
|
(226)
|
| Other |
0
|
0
|
0
|
0
|
| Transfers into Level 3 |
(128)
|
73
|
(276)
|
(71)
|
| Transfers out of Level 3 |
334
|
324
|
467
|
537
|
| Purchases |
(399)
|
(298)
|
(1,313)
|
(568)
|
| Issuances |
0
|
0
|
0
|
0
|
| Sales |
(7)
|
(54)
|
(28)
|
(55)
|
| Settlements |
(13)
|
4
|
285
|
(33)
|
| Balance at end of period, asset (liability), net |
(2,167)
|
(2,050)
|
(2,167)
|
(2,050)
|
| Unrealized gains (losses) still held |
80
|
141
|
(557)
|
35
|
| Trading derivatives, net | Commodity contracts |
|
|
|
|
| Fair value, Derivative assets (liabilities) measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset (liability), net |
325
|
342
|
404
|
279
|
| Net realized/unrealized gains (losses) included in principal transactions |
(57)
|
79
|
40
|
161
|
| Other |
0
|
0
|
0
|
0
|
| Transfers into Level 3 |
(184)
|
1
|
(207)
|
32
|
| Transfers out of Level 3 |
19
|
(6)
|
135
|
(12)
|
| Purchases |
47
|
1
|
(79)
|
11
|
| Issuances |
0
|
0
|
0
|
0
|
| Sales |
0
|
(6)
|
(4)
|
(17)
|
| Settlements |
(23)
|
(7)
|
(162)
|
(50)
|
| Balance at end of period, asset (liability), net |
127
|
404
|
127
|
404
|
| Unrealized gains (losses) still held |
(38)
|
84
|
73
|
288
|
| Trading derivatives, net | Credit derivatives |
|
|
|
|
| Fair value, Derivative assets (liabilities) measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset (liability), net |
28
|
(37)
|
104
|
(73)
|
| Net realized/unrealized gains (losses) included in principal transactions |
(93)
|
41
|
(171)
|
100
|
| Other |
0
|
0
|
0
|
0
|
| Transfers into Level 3 |
(84)
|
5
|
(74)
|
2
|
| Transfers out of Level 3 |
(4)
|
11
|
78
|
(20)
|
| Purchases |
(21)
|
50
|
(117)
|
58
|
| Issuances |
0
|
0
|
0
|
0
|
| Sales |
0
|
0
|
0
|
0
|
| Settlements |
(14)
|
4
|
(8)
|
7
|
| Balance at end of period, asset (liability), net |
(188)
|
74
|
(188)
|
74
|
| Unrealized gains (losses) still held |
(144)
|
15
|
(137)
|
(51)
|
| Other financial liabilities |
|
|
|
|
| Fair value, liabilities measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, liability |
1
|
|
|
|
| Net realized/unrealized gains (losses) included in principal transactions, liabilities |
0
|
|
|
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, liabilities |
0
|
|
|
|
| Transfers into Level 3, liabilities |
14
|
|
|
|
| Transfers out of Level 3, liabilities |
0
|
|
|
|
| Purchases, liability |
50
|
|
|
|
| Issuance, liability |
0
|
|
|
|
| Sales, liability |
0
|
|
|
|
| Settlements, liability |
0
|
|
|
|
| Balance at end of period, liability |
65
|
|
65
|
|
| Unrealized gains (losses) still held, liabilities |
0
|
|
|
|
| Deposits |
|
|
|
|
| Fair value, liabilities measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, liability |
47
|
72
|
39
|
29
|
| Net realized/unrealized gains (losses) included in principal transactions, liabilities |
0
|
0
|
0
|
0
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, liabilities |
(4)
|
1
|
(4)
|
4
|
| Transfers into Level 3, liabilities |
1
|
5
|
1
|
51
|
| Transfers out of Level 3, liabilities |
0
|
(32)
|
0
|
(33)
|
| Purchases, liability |
0
|
0
|
0
|
0
|
| Issuance, liability |
7
|
10
|
26
|
15
|
| Sales, liability |
0
|
0
|
0
|
0
|
| Settlements, liability |
(16)
|
(13)
|
(27)
|
(17)
|
| Balance at end of period, liability |
43
|
41
|
43
|
41
|
| Unrealized gains (losses) still held, liabilities |
0
|
(8)
|
0
|
(8)
|
| Securities loaned and sold under agreements to repurchase |
|
|
|
|
| Fair value, liabilities measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, liability |
798
|
326
|
390
|
390
|
| Net realized/unrealized gains (losses) included in principal transactions, liabilities |
(5)
|
0
|
(2)
|
0
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, liabilities |
0
|
0
|
0
|
0
|
| Transfers into Level 3, liabilities |
0
|
0
|
0
|
0
|
| Transfers out of Level 3, liabilities |
0
|
0
|
0
|
0
|
| Purchases, liability |
339
|
184
|
1,071
|
438
|
| Issuance, liability |
0
|
0
|
0
|
0
|
| Sales, liability |
0
|
0
|
0
|
0
|
| Settlements, liability |
(187)
|
(224)
|
(508)
|
(542)
|
| Balance at end of period, liability |
955
|
286
|
955
|
286
|
| Unrealized gains (losses) still held, liabilities |
1
|
0
|
1
|
0
|
| Securities sold, not yet purchased | Securities sold, not yet purchased |
|
|
|
|
| Fair value, liabilities measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, liability |
29
|
105
|
28
|
35
|
| Net realized/unrealized gains (losses) included in principal transactions, liabilities |
(11)
|
(2)
|
18
|
(8)
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, liabilities |
0
|
0
|
0
|
0
|
| Transfers into Level 3, liabilities |
5
|
13
|
7
|
14
|
| Transfers out of Level 3, liabilities |
(16)
|
(8)
|
(21)
|
(10)
|
| Purchases, liability |
19
|
9
|
76
|
96
|
| Issuance, liability |
0
|
0
|
0
|
0
|
| Sales, liability |
0
|
0
|
0
|
0
|
| Settlements, liability |
(11)
|
(89)
|
(35)
|
(111)
|
| Balance at end of period, liability |
37
|
32
|
37
|
32
|
| Unrealized gains (losses) still held, liabilities |
(12)
|
0
|
(26)
|
0
|
| Securities sold, not yet purchased | Other trading liabilities |
|
|
|
|
| Fair value, liabilities measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, liability |
0
|
0
|
|
0
|
| Net realized/unrealized gains (losses) included in principal transactions, liabilities |
0
|
0
|
|
0
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, liabilities |
0
|
0
|
|
0
|
| Transfers into Level 3, liabilities |
0
|
0
|
|
0
|
| Transfers out of Level 3, liabilities |
0
|
0
|
|
0
|
| Purchases, liability |
0
|
0
|
|
0
|
| Issuance, liability |
0
|
0
|
|
0
|
| Sales, liability |
0
|
0
|
|
0
|
| Settlements, liability |
0
|
0
|
|
0
|
| Balance at end of period, liability |
0
|
0
|
0
|
0
|
| Unrealized gains (losses) still held, liabilities |
0
|
0
|
|
0
|
| Other trading liabilities |
|
|
|
|
| Fair value, liabilities measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, liability |
|
|
0
|
|
| Net realized/unrealized gains (losses) included in principal transactions, liabilities |
|
|
1
|
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, liabilities |
|
|
0
|
|
| Transfers into Level 3, liabilities |
|
|
0
|
|
| Transfers out of Level 3, liabilities |
|
|
(2)
|
|
| Purchases, liability |
|
|
25
|
|
| Issuance, liability |
|
|
0
|
|
| Sales, liability |
|
|
0
|
|
| Settlements, liability |
|
|
(22)
|
|
| Balance at end of period, liability |
0
|
|
0
|
|
| Unrealized gains (losses) still held, liabilities |
|
|
0
|
|
| Short-term borrowings |
|
|
|
|
| Fair value, liabilities measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, liability |
721
|
583
|
297
|
481
|
| Net realized/unrealized gains (losses) included in principal transactions, liabilities |
37
|
12
|
46
|
(82)
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, liabilities |
0
|
0
|
0
|
0
|
| Transfers into Level 3, liabilities |
45
|
9
|
59
|
20
|
| Transfers out of Level 3, liabilities |
(24)
|
(479)
|
(59)
|
(517)
|
| Purchases, liability |
0
|
0
|
0
|
1
|
| Issuance, liability |
43
|
177
|
616
|
211
|
| Sales, liability |
0
|
0
|
0
|
0
|
| Settlements, liability |
(405)
|
(77)
|
(524)
|
(77)
|
| Balance at end of period, liability |
343
|
201
|
343
|
201
|
| Unrealized gains (losses) still held, liabilities |
(5)
|
0
|
(103)
|
(3)
|
| Long-term debt |
|
|
|
|
| Fair value, liabilities measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, liability |
21,441
|
40,364
|
21,100
|
38,380
|
| Net realized/unrealized gains (losses) included in principal transactions, liabilities |
(470)
|
832
|
(419)
|
1,427
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, liabilities |
0
|
0
|
0
|
0
|
| Transfers into Level 3, liabilities |
628
|
1,680
|
1,240
|
3,038
|
| Transfers out of Level 3, liabilities |
(1,224)
|
(20,890)
|
(2,065)
|
(21,730)
|
| Purchases, liability |
0
|
0
|
0
|
0
|
| Issuance, liability |
765
|
1,192
|
2,049
|
4,782
|
| Sales, liability |
0
|
0
|
0
|
0
|
| Settlements, liability |
(914)
|
(1,139)
|
(1,577)
|
(2,668)
|
| Balance at end of period, liability |
21,166
|
20,375
|
21,166
|
20,375
|
| Unrealized gains (losses) still held, liabilities |
(586)
|
394
|
(520)
|
819
|
| Other financial liabilities |
|
|
|
|
| Fair value, liabilities measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, liability |
|
3
|
0
|
6
|
| Net realized/unrealized gains (losses) included in principal transactions, liabilities |
|
0
|
0
|
0
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, liabilities |
|
0
|
0
|
0
|
| Transfers into Level 3, liabilities |
|
0
|
14
|
0
|
| Transfers out of Level 3, liabilities |
|
0
|
0
|
0
|
| Purchases, liability |
|
0
|
50
|
0
|
| Issuance, liability |
|
2
|
1
|
5
|
| Sales, liability |
|
0
|
0
|
0
|
| Settlements, liability |
|
(2)
|
0
|
(8)
|
| Balance at end of period, liability |
65
|
3
|
65
|
3
|
| Unrealized gains (losses) still held, liabilities |
|
0
|
0
|
0
|
| Securities borrowed and purchased under agreements to resell |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
153
|
132
|
128
|
139
|
| Net realized/unrealized gains (losses) included in principal transactions |
21
|
(3)
|
27
|
(8)
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
0
|
0
|
0
|
0
|
| Transfers into Level 3 |
0
|
0
|
0
|
0
|
| Transfers out of Level 3, assets |
0
|
0
|
(84)
|
0
|
| Purchases, assets |
18
|
21
|
168
|
66
|
| Issuance, assets |
0
|
0
|
0
|
0
|
| Sales, assets |
0
|
0
|
0
|
0
|
| Settlements, assets |
(106)
|
(24)
|
(153)
|
(71)
|
| Balance at end of period, asset |
86
|
126
|
86
|
126
|
| Unrealized gains (losses) still held, assets |
22
|
(3)
|
24
|
(6)
|
| Trading mortgage-backed securities |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
1,988
|
2,792
|
1,377
|
3,119
|
| Net realized/unrealized gains (losses) included in principal transactions |
106
|
117
|
187
|
256
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
0
|
0
|
0
|
0
|
| Transfers into Level 3 |
233
|
521
|
514
|
775
|
| Transfers out of Level 3, assets |
(370)
|
(549)
|
(520)
|
(1,263)
|
| Purchases, assets |
572
|
622
|
1,310
|
1,634
|
| Issuance, assets |
12
|
2
|
24
|
6
|
| Sales, assets |
(526)
|
(923)
|
(869)
|
(1,926)
|
| Settlements, assets |
(8)
|
(2)
|
(16)
|
(21)
|
| Balance at end of period, asset |
2,007
|
2,580
|
2,007
|
2,580
|
| Unrealized gains (losses) still held, assets |
208
|
91
|
285
|
88
|
| Trading mortgage-backed securities | Mortgage-backed securities |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
819
|
|
404
|
|
| Net realized/unrealized gains (losses) included in principal transactions |
18
|
|
38
|
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
0
|
|
0
|
|
| Transfers into Level 3 |
121
|
|
309
|
|
| Transfers out of Level 3, assets |
(253)
|
|
(310)
|
|
| Purchases, assets |
193
|
|
616
|
|
| Issuance, assets |
0
|
|
0
|
|
| Sales, assets |
(206)
|
|
(365)
|
|
| Settlements, assets |
0
|
|
0
|
|
| Balance at end of period, asset |
692
|
|
692
|
|
| Unrealized gains (losses) still held, assets |
7
|
|
25
|
|
| Trading mortgage-backed securities | U.S. government-sponsored agency guaranteed |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
614
|
|
301
|
|
| Net realized/unrealized gains (losses) included in principal transactions |
17
|
|
40
|
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
0
|
|
0
|
|
| Transfers into Level 3 |
86
|
|
242
|
|
| Transfers out of Level 3, assets |
(174)
|
|
(210)
|
|
| Purchases, assets |
134
|
|
454
|
|
| Issuance, assets |
0
|
|
0
|
|
| Sales, assets |
(132)
|
|
(282)
|
|
| Settlements, assets |
0
|
|
0
|
|
| Balance at end of period, asset |
545
|
|
545
|
|
| Unrealized gains (losses) still held, assets |
8
|
|
29
|
|
| Trading mortgage-backed securities | Residential |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
118
|
|
67
|
|
| Net realized/unrealized gains (losses) included in principal transactions |
1
|
|
2
|
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
0
|
|
0
|
|
| Transfers into Level 3 |
26
|
|
37
|
|
| Transfers out of Level 3, assets |
(49)
|
|
(61)
|
|
| Purchases, assets |
46
|
|
106
|
|
| Issuance, assets |
0
|
|
0
|
|
| Sales, assets |
(57)
|
|
(66)
|
|
| Settlements, assets |
0
|
|
0
|
|
| Balance at end of period, asset |
85
|
|
85
|
|
| Unrealized gains (losses) still held, assets |
0
|
|
(1)
|
|
| Trading mortgage-backed securities | Commercial |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
87
|
|
36
|
|
| Net realized/unrealized gains (losses) included in principal transactions |
0
|
|
(4)
|
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
0
|
|
0
|
|
| Transfers into Level 3 |
9
|
|
30
|
|
| Transfers out of Level 3, assets |
(30)
|
|
(39)
|
|
| Purchases, assets |
13
|
|
56
|
|
| Issuance, assets |
0
|
|
0
|
|
| Sales, assets |
(17)
|
|
(17)
|
|
| Settlements, assets |
0
|
|
0
|
|
| Balance at end of period, asset |
62
|
|
62
|
|
| Unrealized gains (losses) still held, assets |
(1)
|
|
(3)
|
|
| Trading mortgage-backed securities | U.S. Treasury and federal agency securities |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
0
|
|
1
|
|
| Net realized/unrealized gains (losses) included in principal transactions |
0
|
|
0
|
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
0
|
|
0
|
|
| Transfers into Level 3 |
0
|
|
0
|
|
| Transfers out of Level 3, assets |
0
|
|
(1)
|
|
| Purchases, assets |
0
|
|
0
|
|
| Issuance, assets |
0
|
|
0
|
|
| Sales, assets |
0
|
|
0
|
|
| Settlements, assets |
0
|
|
0
|
|
| Balance at end of period, asset |
0
|
|
0
|
|
| Unrealized gains (losses) still held, assets |
0
|
|
0
|
|
| Trading mortgage-backed securities | State and municipal |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
1
|
|
11
|
|
| Net realized/unrealized gains (losses) included in principal transactions |
0
|
|
1
|
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
0
|
|
0
|
|
| Transfers into Level 3 |
0
|
|
0
|
|
| Transfers out of Level 3, assets |
0
|
|
(11)
|
|
| Purchases, assets |
0
|
|
0
|
|
| Issuance, assets |
0
|
|
0
|
|
| Sales, assets |
0
|
|
0
|
|
| Settlements, assets |
0
|
|
0
|
|
| Balance at end of period, asset |
1
|
|
1
|
|
| Unrealized gains (losses) still held, assets |
0
|
|
0
|
|
| Trading mortgage-backed securities | Foreign government |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
3
|
|
15
|
|
| Net realized/unrealized gains (losses) included in principal transactions |
(4)
|
|
(3)
|
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
0
|
|
0
|
|
| Transfers into Level 3 |
0
|
|
0
|
|
| Transfers out of Level 3, assets |
(4)
|
|
(10)
|
|
| Purchases, assets |
9
|
|
9
|
|
| Issuance, assets |
0
|
|
0
|
|
| Sales, assets |
0
|
|
(7)
|
|
| Settlements, assets |
0
|
|
0
|
|
| Balance at end of period, asset |
4
|
|
4
|
|
| Unrealized gains (losses) still held, assets |
0
|
|
1
|
|
| Trading mortgage-backed securities | Corporate |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
250
|
|
269
|
|
| Net realized/unrealized gains (losses) included in principal transactions |
68
|
|
52
|
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
0
|
|
0
|
|
| Transfers into Level 3 |
53
|
|
70
|
|
| Transfers out of Level 3, assets |
(50)
|
|
(110)
|
|
| Purchases, assets |
21
|
|
114
|
|
| Issuance, assets |
0
|
|
0
|
|
| Sales, assets |
(60)
|
|
(113)
|
|
| Settlements, assets |
0
|
|
0
|
|
| Balance at end of period, asset |
282
|
|
282
|
|
| Unrealized gains (losses) still held, assets |
164
|
|
171
|
|
| Trading mortgage-backed securities | Marketable equity securities |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
227
|
|
166
|
|
| Net realized/unrealized gains (losses) included in principal transactions |
13
|
|
18
|
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
0
|
|
0
|
|
| Transfers into Level 3 |
21
|
|
43
|
|
| Transfers out of Level 3, assets |
(4)
|
|
(6)
|
|
| Purchases, assets |
52
|
|
123
|
|
| Issuance, assets |
0
|
|
0
|
|
| Sales, assets |
(58)
|
|
(93)
|
|
| Settlements, assets |
0
|
|
0
|
|
| Balance at end of period, asset |
251
|
|
251
|
|
| Unrealized gains (losses) still held, assets |
10
|
|
11
|
|
| Trading mortgage-backed securities | Asset-backed securities |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
220
|
|
178
|
|
| Net realized/unrealized gains (losses) included in principal transactions |
(10)
|
|
(19)
|
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
0
|
|
0
|
|
| Transfers into Level 3 |
29
|
|
39
|
|
| Transfers out of Level 3, assets |
(35)
|
|
(40)
|
|
| Purchases, assets |
76
|
|
173
|
|
| Issuance, assets |
0
|
|
0
|
|
| Sales, assets |
(69)
|
|
(120)
|
|
| Settlements, assets |
0
|
|
0
|
|
| Balance at end of period, asset |
211
|
|
211
|
|
| Unrealized gains (losses) still held, assets |
(3)
|
|
(6)
|
|
| Trading mortgage-backed securities | Other debt securities |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
468
|
|
333
|
|
| Net realized/unrealized gains (losses) included in principal transactions |
21
|
|
100
|
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
0
|
|
0
|
|
| Transfers into Level 3 |
9
|
|
53
|
|
| Transfers out of Level 3, assets |
(24)
|
|
(32)
|
|
| Purchases, assets |
221
|
|
275
|
|
| Issuance, assets |
12
|
|
24
|
|
| Sales, assets |
(133)
|
|
(171)
|
|
| Settlements, assets |
(8)
|
|
(16)
|
|
| Balance at end of period, asset |
566
|
|
566
|
|
| Unrealized gains (losses) still held, assets |
30
|
|
83
|
|
| Trading mortgage-backed securities | U.S. government-sponsored agency guaranteed |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
|
531
|
|
581
|
| Net realized/unrealized gains (losses) included in principal transactions |
|
0
|
|
(39)
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
|
0
|
|
0
|
| Transfers into Level 3 |
|
205
|
|
284
|
| Transfers out of Level 3, assets |
|
(131)
|
|
(285)
|
| Purchases, assets |
|
233
|
|
433
|
| Issuance, assets |
|
0
|
|
0
|
| Sales, assets |
|
(147)
|
|
(283)
|
| Settlements, assets |
|
0
|
|
0
|
| Balance at end of period, asset |
|
691
|
|
691
|
| Unrealized gains (losses) still held, assets |
|
5
|
|
(13)
|
| Trading mortgage-backed securities | Residential |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
|
170
|
|
116
|
| Net realized/unrealized gains (losses) included in principal transactions |
|
(2)
|
|
(3)
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
|
0
|
|
0
|
| Transfers into Level 3 |
|
17
|
|
53
|
| Transfers out of Level 3, assets |
|
(23)
|
|
(58)
|
| Purchases, assets |
|
23
|
|
111
|
| Issuance, assets |
|
0
|
|
0
|
| Sales, assets |
|
(94)
|
|
(128)
|
| Settlements, assets |
|
0
|
|
0
|
| Balance at end of period, asset |
|
91
|
|
91
|
| Unrealized gains (losses) still held, assets |
|
0
|
|
3
|
| Trading mortgage-backed securities | Commercial |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
|
159
|
|
202
|
| Net realized/unrealized gains (losses) included in principal transactions |
|
3
|
|
17
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
|
0
|
|
0
|
| Transfers into Level 3 |
|
26
|
|
39
|
| Transfers out of Level 3, assets |
|
(22)
|
|
(89)
|
| Purchases, assets |
|
34
|
|
131
|
| Issuance, assets |
|
0
|
|
0
|
| Sales, assets |
|
(34)
|
|
(134)
|
| Settlements, assets |
|
0
|
|
0
|
| Balance at end of period, asset |
|
166
|
|
166
|
| Unrealized gains (losses) still held, assets |
|
2
|
|
2
|
| Trading mortgage-backed securities | U.S. Treasury and federal agency securities |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
|
0
|
|
7
|
| Net realized/unrealized gains (losses) included in principal transactions |
|
0
|
|
4
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
|
0
|
|
0
|
| Transfers into Level 3 |
|
0
|
|
0
|
| Transfers out of Level 3, assets |
|
0
|
|
(1)
|
| Purchases, assets |
|
0
|
|
0
|
| Issuance, assets |
|
0
|
|
0
|
| Sales, assets |
|
0
|
|
0
|
| Settlements, assets |
|
0
|
|
(10)
|
| Balance at end of period, asset |
|
0
|
|
0
|
| Unrealized gains (losses) still held, assets |
|
0
|
|
0
|
| Trading mortgage-backed securities | State and municipal |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
|
1
|
|
3
|
| Net realized/unrealized gains (losses) included in principal transactions |
|
0
|
|
0
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
|
0
|
|
0
|
| Transfers into Level 3 |
|
0
|
|
0
|
| Transfers out of Level 3, assets |
|
0
|
|
0
|
| Purchases, assets |
|
0
|
|
0
|
| Issuance, assets |
|
0
|
|
0
|
| Sales, assets |
|
0
|
|
(2)
|
| Settlements, assets |
|
0
|
|
0
|
| Balance at end of period, asset |
|
1
|
|
1
|
| Unrealized gains (losses) still held, assets |
|
0
|
|
0
|
| Trading mortgage-backed securities | Foreign government |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
|
113
|
|
54
|
| Net realized/unrealized gains (losses) included in principal transactions |
|
0
|
|
0
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
|
0
|
|
0
|
| Transfers into Level 3 |
|
0
|
|
12
|
| Transfers out of Level 3, assets |
|
(9)
|
|
(49)
|
| Purchases, assets |
|
38
|
|
163
|
| Issuance, assets |
|
0
|
|
0
|
| Sales, assets |
|
(97)
|
|
(135)
|
| Settlements, assets |
|
0
|
|
0
|
| Balance at end of period, asset |
|
45
|
|
45
|
| Unrealized gains (losses) still held, assets |
|
1
|
|
2
|
| Trading mortgage-backed securities | Corporate |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
|
464
|
|
500
|
| Net realized/unrealized gains (losses) included in principal transactions |
|
66
|
|
139
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
|
0
|
|
0
|
| Transfers into Level 3 |
|
62
|
|
75
|
| Transfers out of Level 3, assets |
|
(180)
|
|
(388)
|
| Purchases, assets |
|
105
|
|
365
|
| Issuance, assets |
|
0
|
|
0
|
| Sales, assets |
|
(202)
|
|
(368)
|
| Settlements, assets |
|
0
|
|
(8)
|
| Balance at end of period, asset |
|
315
|
|
315
|
| Unrealized gains (losses) still held, assets |
|
65
|
|
71
|
| Trading mortgage-backed securities | Marketable equity securities |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
|
232
|
|
292
|
| Net realized/unrealized gains (losses) included in principal transactions |
|
(27)
|
|
(9)
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
|
0
|
|
0
|
| Transfers into Level 3 |
|
101
|
|
130
|
| Transfers out of Level 3, assets |
|
(26)
|
|
(49)
|
| Purchases, assets |
|
29
|
|
60
|
| Issuance, assets |
|
0
|
|
0
|
| Sales, assets |
|
(65)
|
|
(180)
|
| Settlements, assets |
|
0
|
|
0
|
| Balance at end of period, asset |
|
244
|
|
244
|
| Unrealized gains (losses) still held, assets |
|
(22)
|
|
(20)
|
| Trading mortgage-backed securities | Asset-backed securities |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
|
370
|
|
531
|
| Net realized/unrealized gains (losses) included in principal transactions |
|
(21)
|
|
(18)
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
|
0
|
|
0
|
| Transfers into Level 3 |
|
15
|
|
30
|
| Transfers out of Level 3, assets |
|
(60)
|
|
(178)
|
| Purchases, assets |
|
40
|
|
176
|
| Issuance, assets |
|
0
|
|
0
|
| Sales, assets |
|
(100)
|
|
(297)
|
| Settlements, assets |
|
0
|
|
0
|
| Balance at end of period, asset |
|
244
|
|
244
|
| Unrealized gains (losses) still held, assets |
|
(4)
|
|
(12)
|
| Trading mortgage-backed securities | Other Trading Assets |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
|
752
|
|
833
|
| Net realized/unrealized gains (losses) included in principal transactions |
|
98
|
|
165
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
|
0
|
|
0
|
| Transfers into Level 3 |
|
95
|
|
152
|
| Transfers out of Level 3, assets |
|
(98)
|
|
(166)
|
| Purchases, assets |
|
120
|
|
195
|
| Issuance, assets |
|
2
|
|
6
|
| Sales, assets |
|
(184)
|
|
(399)
|
| Settlements, assets |
|
(2)
|
|
(3)
|
| Balance at end of period, asset |
|
783
|
|
783
|
| Unrealized gains (losses) still held, assets |
|
44
|
|
55
|
| Trading mortgage-backed securities | Mortgage-backed securities |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
|
|
|
899
|
| Net realized/unrealized gains (losses) included in principal transactions |
|
|
|
(25)
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
|
|
|
0
|
| Transfers into Level 3 |
|
|
|
376
|
| Transfers out of Level 3, assets |
|
|
|
(432)
|
| Purchases, assets |
|
|
|
675
|
| Issuance, assets |
|
|
|
0
|
| Sales, assets |
|
|
|
(545)
|
| Settlements, assets |
|
|
|
0
|
| Balance at end of period, asset |
|
948
|
|
948
|
| Unrealized gains (losses) still held, assets |
|
|
|
(8)
|
| Mortgage-backed securities |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
1,101
|
1,439
|
1,076
|
1,799
|
| Net realized/unrealized gains (losses) included in principal transactions |
0
|
0
|
0
|
0
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
11
|
(16)
|
19
|
(78)
|
| Transfers into Level 3 |
172
|
13
|
194
|
49
|
| Transfers out of Level 3, assets |
(46)
|
(262)
|
(103)
|
(549)
|
| Purchases, assets |
66
|
31
|
424
|
150
|
| Issuance, assets |
0
|
0
|
0
|
0
|
| Sales, assets |
(94)
|
(72)
|
(400)
|
(238)
|
| Settlements, assets |
0
|
0
|
0
|
0
|
| Balance at end of period, asset |
1,210
|
1,133
|
1,210
|
1,133
|
| Unrealized gains (losses) still held, assets |
2
|
4
|
1
|
(9)
|
| Mortgage-backed securities | Mortgage-backed securities |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
42
|
860
|
64
|
|
| Net realized/unrealized gains (losses) included in principal transactions |
0
|
1
|
0
|
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
0
|
0
|
(1)
|
|
| Transfers into Level 3 |
0
|
248
|
0
|
|
| Transfers out of Level 3, assets |
(12)
|
(176)
|
(20)
|
|
| Purchases, assets |
0
|
290
|
0
|
|
| Issuance, assets |
0
|
0
|
0
|
|
| Sales, assets |
0
|
(275)
|
(13)
|
|
| Settlements, assets |
0
|
0
|
0
|
|
| Balance at end of period, asset |
30
|
948
|
30
|
948
|
| Unrealized gains (losses) still held, assets |
0
|
7
|
(1)
|
|
| Mortgage-backed securities | U.S. government-sponsored agency guaranteed |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
32
|
|
36
|
|
| Net realized/unrealized gains (losses) included in principal transactions |
0
|
|
0
|
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
(1)
|
|
(2)
|
|
| Transfers into Level 3 |
0
|
|
0
|
|
| Transfers out of Level 3, assets |
(12)
|
|
(15)
|
|
| Purchases, assets |
0
|
|
0
|
|
| Issuance, assets |
0
|
|
0
|
|
| Sales, assets |
0
|
|
0
|
|
| Settlements, assets |
0
|
|
0
|
|
| Balance at end of period, asset |
19
|
|
19
|
|
| Unrealized gains (losses) still held, assets |
(1)
|
|
(2)
|
|
| Mortgage-backed securities | Residential |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
10
|
|
28
|
|
| Net realized/unrealized gains (losses) included in principal transactions |
0
|
|
0
|
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
1
|
|
1
|
|
| Transfers into Level 3 |
0
|
|
0
|
|
| Transfers out of Level 3, assets |
0
|
|
(5)
|
|
| Purchases, assets |
0
|
|
0
|
|
| Issuance, assets |
0
|
|
0
|
|
| Sales, assets |
0
|
|
(13)
|
|
| Settlements, assets |
0
|
|
0
|
|
| Balance at end of period, asset |
11
|
|
11
|
|
| Unrealized gains (losses) still held, assets |
1
|
|
1
|
|
| Mortgage-backed securities | Commercial |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
0
|
|
|
|
| Net realized/unrealized gains (losses) included in principal transactions |
0
|
|
|
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
0
|
|
|
|
| Transfers into Level 3 |
0
|
|
|
|
| Transfers out of Level 3, assets |
0
|
|
|
|
| Purchases, assets |
0
|
|
|
|
| Issuance, assets |
0
|
|
|
|
| Sales, assets |
0
|
|
|
|
| Settlements, assets |
0
|
|
|
|
| Balance at end of period, asset |
0
|
|
0
|
|
| Unrealized gains (losses) still held, assets |
0
|
|
|
|
| Mortgage-backed securities | U.S. Treasury and federal agency securities |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
0
|
|
0
|
|
| Net realized/unrealized gains (losses) included in principal transactions |
0
|
|
0
|
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
0
|
|
0
|
|
| Transfers into Level 3 |
0
|
|
0
|
|
| Transfers out of Level 3, assets |
0
|
|
0
|
|
| Purchases, assets |
0
|
|
0
|
|
| Issuance, assets |
0
|
|
0
|
|
| Sales, assets |
0
|
|
0
|
|
| Settlements, assets |
0
|
|
0
|
|
| Balance at end of period, asset |
0
|
|
0
|
|
| Unrealized gains (losses) still held, assets |
0
|
|
0
|
|
| Mortgage-backed securities | State and municipal |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
435
|
|
428
|
|
| Net realized/unrealized gains (losses) included in principal transactions |
0
|
|
0
|
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
0
|
|
4
|
|
| Transfers into Level 3 |
67
|
|
89
|
|
| Transfers out of Level 3, assets |
(1)
|
|
(14)
|
|
| Purchases, assets |
7
|
|
255
|
|
| Issuance, assets |
0
|
|
0
|
|
| Sales, assets |
(5)
|
|
(259)
|
|
| Settlements, assets |
0
|
|
0
|
|
| Balance at end of period, asset |
503
|
|
503
|
|
| Unrealized gains (losses) still held, assets |
0
|
|
(2)
|
|
| Mortgage-backed securities | Foreign government |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
9
|
|
12
|
|
| Net realized/unrealized gains (losses) included in principal transactions |
0
|
|
0
|
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
(2)
|
|
(3)
|
|
| Transfers into Level 3 |
20
|
|
20
|
|
| Transfers out of Level 3, assets |
0
|
|
(2)
|
|
| Purchases, assets |
0
|
|
0
|
|
| Issuance, assets |
0
|
|
0
|
|
| Sales, assets |
0
|
|
0
|
|
| Settlements, assets |
0
|
|
0
|
|
| Balance at end of period, asset |
27
|
|
27
|
|
| Unrealized gains (losses) still held, assets |
0
|
|
0
|
|
| Mortgage-backed securities | Corporate |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
194
|
|
146
|
|
| Net realized/unrealized gains (losses) included in principal transactions |
0
|
|
0
|
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
3
|
|
12
|
|
| Transfers into Level 3 |
85
|
|
85
|
|
| Transfers out of Level 3, assets |
(33)
|
|
(65)
|
|
| Purchases, assets |
38
|
|
135
|
|
| Issuance, assets |
0
|
|
0
|
|
| Sales, assets |
(79)
|
|
(105)
|
|
| Settlements, assets |
0
|
|
0
|
|
| Balance at end of period, asset |
208
|
|
208
|
|
| Unrealized gains (losses) still held, assets |
2
|
|
4
|
|
| Mortgage-backed securities | Marketable equity securities |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
6
|
|
14
|
|
| Net realized/unrealized gains (losses) included in principal transactions |
0
|
|
0
|
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
(3)
|
|
(11)
|
|
| Transfers into Level 3 |
0
|
|
0
|
|
| Transfers out of Level 3, assets |
0
|
|
0
|
|
| Purchases, assets |
0
|
|
0
|
|
| Issuance, assets |
0
|
|
0
|
|
| Sales, assets |
0
|
|
0
|
|
| Settlements, assets |
0
|
|
0
|
|
| Balance at end of period, asset |
3
|
|
3
|
|
| Unrealized gains (losses) still held, assets |
0
|
|
0
|
|
| Mortgage-backed securities | Asset-backed securities |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
0
|
|
2
|
|
| Net realized/unrealized gains (losses) included in principal transactions |
0
|
|
0
|
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
0
|
|
0
|
|
| Transfers into Level 3 |
0
|
|
0
|
|
| Transfers out of Level 3, assets |
|
|
(2)
|
|
| Purchases, assets |
0
|
|
0
|
|
| Issuance, assets |
0
|
|
0
|
|
| Sales, assets |
0
|
|
0
|
|
| Settlements, assets |
0
|
|
0
|
|
| Balance at end of period, asset |
0
|
|
0
|
|
| Unrealized gains (losses) still held, assets |
0
|
|
0
|
|
| Mortgage-backed securities | Other debt securities |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
1
|
|
6
|
|
| Net realized/unrealized gains (losses) included in principal transactions |
0
|
|
0
|
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
0
|
|
0
|
|
| Transfers into Level 3 |
0
|
|
0
|
|
| Transfers out of Level 3, assets |
0
|
|
0
|
|
| Purchases, assets |
0
|
|
1
|
|
| Issuance, assets |
0
|
|
0
|
|
| Sales, assets |
(1)
|
|
(7)
|
|
| Settlements, assets |
0
|
|
0
|
|
| Balance at end of period, asset |
0
|
|
0
|
|
| Unrealized gains (losses) still held, assets |
0
|
|
0
|
|
| Mortgage-backed securities | Non Marketable Equity Securities [Member] |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
414
|
|
404
|
|
| Net realized/unrealized gains (losses) included in principal transactions |
0
|
|
0
|
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
13
|
|
18
|
|
| Transfers into Level 3 |
0
|
|
0
|
|
| Transfers out of Level 3, assets |
0
|
|
0
|
|
| Purchases, assets |
21
|
|
33
|
|
| Issuance, assets |
0
|
|
0
|
|
| Sales, assets |
(9)
|
|
(16)
|
|
| Settlements, assets |
0
|
|
0
|
|
| Balance at end of period, asset |
439
|
|
439
|
|
| Unrealized gains (losses) still held, assets |
0
|
|
0
|
|
| Mortgage-backed securities | U.S. government-sponsored agency guaranteed |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
|
27
|
|
75
|
| Net realized/unrealized gains (losses) included in principal transactions |
|
0
|
|
0
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
|
2
|
|
(1)
|
| Transfers into Level 3 |
|
0
|
|
0
|
| Transfers out of Level 3, assets |
|
0
|
|
0
|
| Purchases, assets |
|
0
|
|
3
|
| Issuance, assets |
|
0
|
|
0
|
| Sales, assets |
|
(1)
|
|
(49)
|
| Settlements, assets |
|
0
|
|
0
|
| Balance at end of period, asset |
|
28
|
|
28
|
| Unrealized gains (losses) still held, assets |
|
2
|
|
(1)
|
| Mortgage-backed securities | Residential |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
|
25
|
|
116
|
| Net realized/unrealized gains (losses) included in principal transactions |
|
0
|
|
0
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
|
(1)
|
|
(2)
|
| Transfers into Level 3 |
|
1
|
|
1
|
| Transfers out of Level 3, assets |
|
0
|
|
(90)
|
| Purchases, assets |
|
0
|
|
0
|
| Issuance, assets |
|
0
|
|
0
|
| Sales, assets |
|
0
|
|
0
|
| Settlements, assets |
|
0
|
|
0
|
| Balance at end of period, asset |
|
25
|
|
25
|
| Unrealized gains (losses) still held, assets |
|
(1)
|
|
(2)
|
| Mortgage-backed securities | Commercial |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
|
0
|
|
|
| Net realized/unrealized gains (losses) included in principal transactions |
|
0
|
|
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
|
0
|
|
|
| Transfers into Level 3 |
|
0
|
|
|
| Transfers out of Level 3, assets |
|
0
|
|
|
| Purchases, assets |
|
0
|
|
|
| Issuance, assets |
|
0
|
|
|
| Sales, assets |
|
0
|
|
|
| Settlements, assets |
|
0
|
|
|
| Balance at end of period, asset |
|
0
|
|
0
|
| Unrealized gains (losses) still held, assets |
|
0
|
|
|
| Mortgage-backed securities | U.S. Treasury and federal agency securities |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
|
0
|
|
0
|
| Net realized/unrealized gains (losses) included in principal transactions |
|
0
|
|
0
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
|
0
|
|
0
|
| Transfers into Level 3 |
|
0
|
|
0
|
| Transfers out of Level 3, assets |
|
0
|
|
0
|
| Purchases, assets |
|
0
|
|
0
|
| Issuance, assets |
|
0
|
|
0
|
| Sales, assets |
|
0
|
|
0
|
| Settlements, assets |
|
0
|
|
0
|
| Balance at end of period, asset |
|
0
|
|
0
|
| Unrealized gains (losses) still held, assets |
|
0
|
|
0
|
| Mortgage-backed securities | State and municipal |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
|
479
|
|
542
|
| Net realized/unrealized gains (losses) included in principal transactions |
|
0
|
|
0
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
|
(5)
|
|
(31)
|
| Transfers into Level 3 |
|
0
|
|
0
|
| Transfers out of Level 3, assets |
|
(5)
|
|
(6)
|
| Purchases, assets |
|
0
|
|
0
|
| Issuance, assets |
|
0
|
|
0
|
| Sales, assets |
|
(30)
|
|
(66)
|
| Settlements, assets |
|
0
|
|
0
|
| Balance at end of period, asset |
|
439
|
|
439
|
| Unrealized gains (losses) still held, assets |
|
(4)
|
|
(13)
|
| Mortgage-backed securities | Foreign government |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
|
24
|
|
194
|
| Net realized/unrealized gains (losses) included in principal transactions |
|
0
|
|
0
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
|
(4)
|
|
(12)
|
| Transfers into Level 3 |
|
0
|
|
6
|
| Transfers out of Level 3, assets |
|
(6)
|
|
(174)
|
| Purchases, assets |
|
0
|
|
36
|
| Issuance, assets |
|
0
|
|
0
|
| Sales, assets |
|
0
|
|
(36)
|
| Settlements, assets |
|
0
|
|
0
|
| Balance at end of period, asset |
|
14
|
|
14
|
| Unrealized gains (losses) still held, assets |
|
(3)
|
|
(3)
|
| Mortgage-backed securities | Corporate |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
|
388
|
|
362
|
| Net realized/unrealized gains (losses) included in principal transactions |
|
0
|
|
0
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
|
(7)
|
|
(7)
|
| Transfers into Level 3 |
|
12
|
|
42
|
| Transfers out of Level 3, assets |
|
(251)
|
|
(279)
|
| Purchases, assets |
|
10
|
|
51
|
| Issuance, assets |
|
0
|
|
0
|
| Sales, assets |
|
(40)
|
|
(57)
|
| Settlements, assets |
|
0
|
|
0
|
| Balance at end of period, asset |
|
112
|
|
112
|
| Unrealized gains (losses) still held, assets |
|
10
|
|
10
|
| Mortgage-backed securities | Marketable equity securities |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
|
8
|
|
27
|
| Net realized/unrealized gains (losses) included in principal transactions |
|
0
|
|
0
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
|
2
|
|
(17)
|
| Transfers into Level 3 |
|
0
|
|
0
|
| Transfers out of Level 3, assets |
|
0
|
|
0
|
| Purchases, assets |
|
0
|
|
0
|
| Issuance, assets |
|
0
|
|
0
|
| Sales, assets |
|
0
|
|
0
|
| Settlements, assets |
|
0
|
|
0
|
| Balance at end of period, asset |
|
10
|
|
10
|
| Unrealized gains (losses) still held, assets |
|
(1)
|
|
(1)
|
| Mortgage-backed securities | Asset-backed securities |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
|
0
|
|
0
|
| Net realized/unrealized gains (losses) included in principal transactions |
|
0
|
|
0
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
|
0
|
|
0
|
| Transfers into Level 3 |
|
0
|
|
0
|
| Transfers out of Level 3, assets |
|
0
|
|
0
|
| Purchases, assets |
|
0
|
|
0
|
| Issuance, assets |
|
0
|
|
0
|
| Sales, assets |
|
0
|
|
0
|
| Settlements, assets |
|
0
|
|
0
|
| Balance at end of period, asset |
|
0
|
|
0
|
| Unrealized gains (losses) still held, assets |
|
0
|
|
0
|
| Mortgage-backed securities | Non Marketable Equity Securities [Member] |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
|
488
|
|
483
|
| Net realized/unrealized gains (losses) included in principal transactions |
|
0
|
|
0
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
|
(3)
|
|
(8)
|
| Transfers into Level 3 |
|
0
|
|
0
|
| Transfers out of Level 3, assets |
|
0
|
|
0
|
| Purchases, assets |
|
21
|
|
60
|
| Issuance, assets |
|
0
|
|
0
|
| Sales, assets |
|
(1)
|
|
(30)
|
| Settlements, assets |
|
0
|
|
0
|
| Balance at end of period, asset |
|
505
|
|
505
|
| Unrealized gains (losses) still held, assets |
|
1
|
|
1
|
| Mortgage-backed securities | Mortgage-backed securities |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
|
52
|
|
191
|
| Net realized/unrealized gains (losses) included in principal transactions |
|
0
|
|
0
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
|
1
|
|
(3)
|
| Transfers into Level 3 |
|
1
|
|
1
|
| Transfers out of Level 3, assets |
|
0
|
|
(90)
|
| Purchases, assets |
|
0
|
|
3
|
| Issuance, assets |
|
0
|
|
0
|
| Sales, assets |
|
(1)
|
|
(49)
|
| Settlements, assets |
|
0
|
|
0
|
| Balance at end of period, asset |
|
53
|
|
53
|
| Unrealized gains (losses) still held, assets |
|
1
|
|
(3)
|
| Mortgage-backed securities | Other debt securities |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
|
0
|
|
0
|
| Net realized/unrealized gains (losses) included in principal transactions |
|
0
|
|
0
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
|
0
|
|
0
|
| Transfers into Level 3 |
|
0
|
|
0
|
| Transfers out of Level 3, assets |
|
0
|
|
0
|
| Purchases, assets |
|
0
|
|
0
|
| Issuance, assets |
|
0
|
|
0
|
| Sales, assets |
|
0
|
|
0
|
| Settlements, assets |
|
0
|
|
0
|
| Balance at end of period, asset |
|
0
|
|
0
|
| Unrealized gains (losses) still held, assets |
|
0
|
|
0
|
| Loans |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
318
|
1,057
|
262
|
427
|
| Net realized/unrealized gains (losses) included in principal transactions |
0
|
0
|
0
|
0
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
19
|
(23)
|
96
|
(52)
|
| Transfers into Level 3 |
2
|
0
|
2
|
663
|
| Transfers out of Level 3, assets |
(97)
|
(851)
|
(99)
|
(891)
|
| Purchases, assets |
0
|
1
|
0
|
1
|
| Issuance, assets |
3
|
128
|
7
|
232
|
| Sales, assets |
0
|
0
|
0
|
0
|
| Settlements, assets |
(65)
|
(11)
|
(88)
|
(79)
|
| Balance at end of period, asset |
180
|
301
|
180
|
301
|
| Unrealized gains (losses) still held, assets |
9
|
(1)
|
10
|
10
|
| Mortgage servicing rights |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
751
|
702
|
760
|
691
|
| Net realized/unrealized gains (losses) included in principal transactions |
0
|
0
|
0
|
0
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
12
|
5
|
(3)
|
17
|
| Transfers into Level 3 |
0
|
0
|
0
|
0
|
| Transfers out of Level 3, assets |
0
|
0
|
0
|
0
|
| Purchases, assets |
0
|
0
|
0
|
0
|
| Issuance, assets |
27
|
19
|
52
|
36
|
| Sales, assets |
0
|
0
|
0
|
0
|
| Settlements, assets |
(20)
|
(17)
|
(39)
|
(35)
|
| Balance at end of period, asset |
770
|
709
|
770
|
709
|
| Unrealized gains (losses) still held, assets |
12
|
5
|
(4)
|
(4)
|
| Other financial assets |
|
|
|
|
| Fair value, assets measured on recurring basis, level 3 fair-value category reconciliation |
|
|
|
|
| Balance at beginning of period, asset |
13
|
31
|
15
|
30
|
| Net realized/unrealized gains (losses) included in principal transactions |
0
|
0
|
0
|
0
|
| Net realized/unrealized gains (losses) included in locations other than principal transactions, assets |
0
|
(1)
|
0
|
(2)
|
| Transfers into Level 3 |
2
|
0
|
2
|
0
|
| Transfers out of Level 3, assets |
0
|
0
|
0
|
0
|
| Purchases, assets |
61
|
2
|
62
|
5
|
| Issuance, assets |
19
|
0
|
30
|
13
|
| Sales, assets |
0
|
(2)
|
0
|
(2)
|
| Settlements, assets |
(12)
|
(9)
|
(26)
|
(23)
|
| Balance at end of period, asset |
83
|
21
|
83
|
21
|
| Unrealized gains (losses) still held, assets |
$ 0
|
$ 0
|
$ 4
|
$ 4
|