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Derivatives and Hedging Activities (Tables) | 9 Months Ended
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Sep. 30, 2025
Derivative Instruments and Hedging Activities Disclosure [Abstract] |
Fair Value of Derivatives on a Gross Basis | The tables below present the gross fair value and the notional amounts of derivative contracts by major product type, the amounts of counterparty and cash collateral netting in the consolidated balance sheets, as well as cash and securities collateral posted and received under enforceable credit support agreements that do not meet the criteria for netting under U.S. GAAP.
| Fair Value as of
| September |  | December
| 2025 |  | 2024
$ in millions | Derivative Assets | Derivative Liabilities |  | Derivative Assets | Derivative Liabilities
Not accounted for as hedges
Exchange-traded | $ | 3,755 |  | $ | 1,923 |  |  | $ | 2,706 |  | $ | 1,068 |
OTC-cleared | 1,171 |  | 1,369 |  |  | 1,746 |  | 2,428 |
Bilateral OTC | 153,081 |  | 116,605 |  |  | 152,083 |  | 121,515 |
Total interest rates | 158,007 |  | 119,897 |  |  | 156,535 |  | 125,011 |
OTC-cleared | 3,367 |  | 3,411 |  |  | 1,787 |  | 1,893 |
Bilateral OTC | 10,670 |  | 10,989 |  |  | 9,650 |  | 8,137 |
Total credit | 14,037 |  | 14,400 |  |  | 11,437 |  | 10,030 |
Exchange-traded | 114 |  | 28 |  |  | 142 |  | 6 |
OTC-cleared | 534 |  | 592 |  |  | 1,325 |  | 993 |
Bilateral OTC | 76,073 |  | 76,021 |  |  | 112,838 |  | 113,608 |
Total currencies | 76,721 |  | 76,641 |  |  | 114,305 |  | 114,607 |
Exchange-traded | 6,127 |  | 6,253 |  |  | 5,563 |  | 5,917 |
OTC-cleared | 504 |  | 693 |  |  | 558 |  | 650 |
Bilateral OTC | 6,553 |  | 8,455 |  |  | 7,205 |  | 7,958 |
Total commodities | 13,184 |  | 15,401 |  |  | 13,326 |  | 14,525 |
Exchange-traded | 71,634 |  | 104,939 |  |  | 55,049 |  | 83,475 |
OTC-cleared | 32 |  | 50 |  |  | 189 |  | 131 |
Bilateral OTC | 39,059 |  | 64,163 |  |  | 24,941 |  | 44,900 |
Total equities | 110,725 |  | 169,152 |  |  | 80,179 |  | 128,506 |
Subtotal | 372,674 |  | 395,491 |  |  | 375,782 |  | 392,679 |
Accounted for as hedges |  |  |  |
OTC-cleared | – |  | 1 |  |  | – |  | – |
Bilateral OTC | 180 |  | 7 |  |  | 201 |  | 8 |
Total interest rates | 180 |  | 8 |  |  | 201 |  | 8 |
OTC-cleared | 3 |  | 73 |  |  | 114 |  | 3 |
Bilateral OTC | 3 |  | 216 |  |  | 255 |  | 5 |
Total currencies | 6 |  | 289 |  |  | 369 |  | 8 |
Subtotal | 186 |  | 297 |  |  | 570 |  | 16 |
Total gross fair value | $ | 372,860 |  | $ | 395,788 |  |  | $ | 376,352 |  | $ | 392,695 |
Offset in the consolidated balance sheets
Exchange-traded | $ | (73,913) |  | $ | (73,913) |  |  | $ | (57,776) |  | $ | (57,776) |
OTC-cleared | (5,492) |  | (5,492) |  |  | (4,867) |  | (4,867) |
Bilateral OTC | (194,023) |  | (194,023) |  |  | (218,269) |  | (218,269) |
Counterparty netting | (273,428) |  | (273,428) |  |  | (280,912) |  | (280,912) |
OTC-cleared | (56) |  | (495) |  |  | (412) |  | (105) |
Bilateral OTC | (47,111) |  | (42,320) |  |  | (47,689) |  | (36,698) |
Cash collateral netting | (47,167) |  | (42,815) |  |  | (48,101) |  | (36,803) |
Total amounts offset | $ | (320,595) |  | $ | (316,243) |  |  | $ | (329,013) |  | $ | (317,715) |
Included in the consolidated balance sheets |
Exchange-traded | $ | 7,717 |  | $ | 39,230 |  |  | $ | 5,684 |  | $ | 32,690 |
OTC-cleared | 63 |  | 202 |  |  | 440 |  | 1,126 |
Bilateral OTC | 44,485 |  | 40,113 |  |  | 41,215 |  | 41,164 |
Total | $ | 52,265 |  | $ | 79,545 |  |  | $ | 47,339 |  | $ | 74,980 |
Not offset in the consolidated balance sheets |
Cash collateral | $ | (714) |  | $ | (1,442) |  |  | $ | (600) |  | $ | (1,271) |
Securities collateral | (19,363) |  | (10,321) |  |  | (14,938) |  | (8,731) |
Total | $ | 32,188 |  | $ | 67,782 |  |  | $ | 31,801 |  | $ | 64,978 |
| Notional Amounts as of
| September | December
$ in millions | 2025 | 2024
Not accounted for as hedges |  |
Exchange-traded | $ | 2,102,243 |  | $ | 2,332,117 |
OTC-cleared | 18,934,073 |  | 12,571,690 |
Bilateral OTC | 10,714,678 |  | 10,569,501 |
Total interest rates | 31,750,994 |  | 25,473,308 |
Exchange-traded | 108 |  | 322 |
OTC-cleared | 1,137,889 |  | 660,181 |
Bilateral OTC | 818,187 |  | 619,068 |
Total credit | 1,956,184 |  | 1,279,571 |
Exchange-traded | 10,968 |  | 9,264 |
OTC-cleared | 567,994 |  | 429,858 |
Bilateral OTC | 7,767,359 |  | 6,031,944 |
Total currencies | 8,346,321 |  | 6,471,066 |
Exchange-traded | 373,175 |  | 324,159 |
OTC-cleared | 2,765 |  | 3,087 |
Bilateral OTC | 194,150 |  | 183,174 |
Total commodities | 570,090 |  | 510,420 |
Exchange-traded | 2,408,560 |  | 1,868,855 |
OTC-cleared | 1,223 |  | 1,475 |
Bilateral OTC | 1,609,890 |  | 1,256,905 |
Total equities | 4,019,673 |  | 3,127,235 |
Subtotal | 46,643,262 |  | 36,861,600 |
Accounted for as hedges |  |
OTC-cleared | 287,753 |  | 246,765 |
Bilateral OTC | 2,594 |  | 3,588 |
Total interest rates | 290,347 |  | 250,353 |
OTC-cleared | 5,627 |  | 5,041 |
Bilateral OTC | 16,974 |  | 10,328 |
Total currencies | 22,601 |  | 15,369 |
Subtotal | 312,948 |  | 265,722 |
Total notional amounts | $ | 46,956,210 |  | $ | 37,127,322 |
In the tables above: •Gross fair values exclude the effects of both counterparty netting and collateral, and therefore are not representative of the firm’s exposure. •Amounts presented for collateral not offset in the consolidated balance sheets consists of collateral received or posted in connection with OTC-cleared and bilateral OTC derivatives under enforceable credit support agreements that do not meet the criteria for netting under U.S. GAAP. In addition to collateral presented in the table above, the firm also posts or receives collateral in connection with its transactions with certain exchanges in accordance with the exchanges’ margin requirements. Such collateral may be calculated based on the firm’s total exposure to the respective exchange across all product types, including both derivative and non-derivative instruments. See Note 11 for further information. •Total gross fair value of derivatives included derivative assets of $8.55 billion as of both September 2025 and December 2024, a nd derivative liabilities of $11.91 billion as of September 2025 and $10.84 billion as of December 2024, which are not subject to an enforceable netting agreement or are subject to a netting agreement that the firm has not yet determined to be enforceable. Collateral in connection with such derivatives has not been netted. •Notional amounts, which represent the sum of gross long and short derivative contracts, provide an indication of the volume of the firm’s derivative activity and do not represent anticipated losses.
Credit Derivatives | The table below presents information about credit derivatives.
| Credit Spread on Underlier (basis points)
$ in millions | 0 - 250 | 251 - 500 | 501 - 1,000 | Greater than 1,000 | Total
As of September 2025 |  |  |  |
Maximum Payout/Notional Amount of Written Credit Derivatives by Tenor
Less than 1 year | $ | 208,030 |  | $ | 13,672 |  | $ | 527 |  | $ | 2,734 |  | $ | 224,963 |
1 - 5 years | 539,744 |  | 22,374 |  | 7,174 |  | 6,185 |  | 575,477 |
Greater than 5 years | 127,298 |  | 7,122 |  | 1,971 |  | 833 |  | 137,224 |
Total | $ | 875,072 |  | $ | 43,168 |  | $ | 9,672 |  | $ | 9,752 |  | $ | 937,664 |
Maximum Payout/Notional Amount of Purchased Credit Derivatives
Offsetting | $ | 725,891 |  | $ | 23,493 |  | $ | 9,046 |  | $ | 9,004 |  | $ | 767,434 |
Other | 227,590 |  | 20,310 |  | 1,882 |  | 1,304 |  | 251,086 |
Total | $ | 953,481 |  | $ | 43,803 |  | $ | 10,928 |  | $ | 10,308 |  | $ | 1,018,520 |
Fair Value of Written Credit Derivatives
Asset | $ | 8,694 |  | $ | 1,291 |  | $ | 276 |  | $ | 56 |  | $ | 10,317 |
Liability | 893 |  | 601 |  | 359 |  | 948 |  | 2,801 |
Net asset/(liability) | $ | 7,801 |  | $ | 690 |  | $ | (83) |  | $ | (892) |  | $ | 7,516 |
As of December 2024 |  |  |  |  |
Maximum Payout/Notional Amount of Written Credit Derivatives by Tenor
Less than 1 year | $ | 137,145 |  | $ | 23,875 |  | $ | 717 |  | $ | 3,041 |  | $ | 164,778 |
1 - 5 years | 378,743 |  | 15,349 |  | 4,242 |  | 6,194 |  | 404,528 |
Greater than 5 years | 29,196 |  | 2,457 |  | 471 |  | 64 |  | 32,188 |
Total | $ | 545,084 |  | $ | 41,681 |  | $ | 5,430 |  | $ | 9,299 |  | $ | 601,494 |
Maximum Payout/Notional Amount of Purchased Credit Derivatives
Offsetting | $ | 463,919 |  | $ | 20,691 |  | $ | 4,781 |  | $ | 8,264 |  | $ | 497,655 |
Other | 165,662 |  | 11,721 |  | 1,879 |  | 1,160 |  | 180,422 |
Total | $ | 629,581 |  | $ | 32,412 |  | $ | 6,660 |  | $ | 9,424 |  | $ | 678,077 |
Fair Value of Written Credit Derivatives
Asset | $ | 6,429 |  | $ | 664 |  | $ | 31 |  | $ | 59 |  | $ | 7,183 |
Liability | 985 |  | 314 |  | 307 |  | 1,138 |  | 2,744 |
Net asset/(liability) | $ | 5,444 |  | $ | 350 |  | $ | (276) |  | $ | (1,079) |  | $ | 4,439 |
In the table above: •Fair values exclude the effects of both netting of receivable balances with payable balances under enforceable netting agreements, and netting of cash received or posted under enforceable credit support agreements, and therefore are not representative of the firm’s credit exposure. •Tenor is based on the remaining contractual maturity for substantially all written credit derivatives. •The credit spread on the underlier, together with the tenor of the contract, are indicators of payment/performance risk. The firm is less likely to pay or otherwise be required to perform where the credit spread and the tenor are lower. •Offsetting purchased credit derivatives represent the notional amount of purchased credit derivatives that economically hedge written credit derivatives with identical underliers. •Other purchased credit derivatives represent the notional amount of all other purchased credit derivatives not included in offsetting. •Written and purchased credit derivatives primarily consist of credit default swaps.
Schedule of Derivative Instruments | The table below presents OTC derivative assets and liabilities by tenor and major product type.
$ in millions | Less than 1 Year | 1 - 5 Years | Greater than 5 Years | Total
As of September 2025 |  |  |  |
Assets |  |  |  |
Interest rates | $ | 3,119 |  | $ | 9,751 |  | $ | 52,354 |  | $ | 65,224 |
Credit | 730 |  | 2,972 |  | 2,501 |  | 6,203 |
Currencies | 8,959 |  | 9,397 |  | 5,143 |  | 23,499 |
Commodities | 1,743 |  | 1,619 |  | 458 |  | 3,820 |
Equities | 8,271 |  | 3,766 |  | 1,884 |  | 13,921 |
Counterparty netting in tenors | (2,410) |  | (2,574) |  | (3,238) |  | (8,222) |
Subtotal | $ | 20,412 |  | $ | 24,931 |  | $ | 59,102 |  | $ | 104,445 |
Cross-tenor counterparty netting |  |  |  | (12,730) |
Cash collateral netting |  |  |  | (47,167) |
Total OTC derivative assets |  |  |  | $ | 44,548 |
Liabilities |  |  |  |
Interest rates | $ | 3,789 |  | $ | 8,784 |  | $ | 16,193 |  | $ | 28,766 |
Credit | 2,052 |  | 2,666 |  | 1,847 |  | 6,565 |
Currencies | 10,527 |  | 6,096 |  | 7,170 |  | 23,793 |
Commodities | 3,180 |  | 1,981 |  | 751 |  | 5,912 |
Equities | 16,314 |  | 18,745 |  | 3,987 |  | 39,046 |
Counterparty netting in tenors | (2,410) |  | (2,574) |  | (3,238) |  | (8,222) |
Subtotal | $ | 33,452 |  | $ | 35,698 |  | $ | 26,710 |  | $ | 95,860 |
Cross-tenor counterparty netting |  |  |  | (12,730) |
Cash collateral netting |  |  |  | (42,815) |
Total OTC derivative liabilities |  |  | $ | 40,315 |
As of December 2024 |  |  |
Assets |  |  |  |
Interest rates | $ | 5,880 |  | $ | 9,552 |  | $ | 46,625 |  | $ | 62,057 |
Credit | 1,664 |  | 2,576 |  | 1,605 |  | 5,845 |
Currencies | 17,249 |  | 8,280 |  | 5,387 |  | 30,916 |
Commodities | 1,908 |  | 1,882 |  | 1,026 |  | 4,816 |
Equities | 5,483 |  | 2,395 |  | 1,959 |  | 9,837 |
Counterparty netting in tenors | (2,681) |  | (2,683) |  | (4,271) |  | (9,635) |
Subtotal | $ | 29,503 |  | $ | 22,002 |  | $ | 52,331 |  | $ | 103,836 |
Cross-tenor counterparty netting |  |  |  | (14,080) |
Cash collateral netting |  |  |  | (48,101) |
Total OTC derivative assets |  |  |  | $ | 41,655 |
Liabilities |  |  |  |
Interest rates | $ | 5,074 |  | $ | 10,858 |  | $ | 16,049 |  | $ | 31,981 |
Credit | 999 |  | 2,474 |  | 963 |  | 4,436 |
Currencies | 12,931 |  | 9,645 |  | 8,417 |  | 30,993 |
Commodities | 2,012 |  | 2,448 |  | 1,201 |  | 5,661 |
Equities | 11,435 |  | 15,113 |  | 3,189 |  | 29,737 |
Counterparty netting in tenors | (2,681) |  | (2,683) |  | (4,271) |  | (9,635) |
Subtotal | $ | 29,770 |  | $ | 37,855 |  | $ | 25,548 |  | $ | 93,173 |
Cross-tenor counterparty netting |  |  |  | (14,080) |
Cash collateral netting |  |  |  | (36,803) |
Total OTC derivative liabilities |  |  |  | $ | 42,290 |
In the table above: •Tenor is based on the remaining contractual maturity for substantially all OTC derivative assets and liabilities. •Counterparty netting within the same product type and tenor category is included within such product type and tenor category. •Counterparty netting across product types within the same tenor category is included in counterparty netting in tenors. Where the counterparty netting is across tenor categories, the netting is included in cross-tenor counterparty netting. The table below presents information about CVA and FVA.
| Three Months Ended September |  | Nine Months Ended September
$ in millions | 2025 | 2024 |  | 2025 | 2024
CVA, net of hedges | $ | (49) |  | $ | 40 |  |  | $ | 121 |  | $ | 67 |
FVA, net of hedges | 80 |  | 5 |  |  | 109 |  | 124 |
Total | $ | 31 |  | $ | 45 |  |  | $ | 230 |  | $ | 191 |
The table below presents information about net derivative liabilities under bilateral agreements (excluding collateral posted), the fair value of collateral posted and additional collateral or termination payments that could have been called by counterparties in the event of a one- or two-notch downgrade in the firm’s credit ratings.
| As of
| September | December
$ in millions | 2025 | 2024
Net derivative liabilities under bilateral agreements | $ | 30,999 |  | $ | 31,575 |
Collateral posted | $ | 22,521 |  | $ | 20,262 |
Additional collateral or termination payments: |  |
One-notch downgrade | $ | 186 |  | $ | 315 |
Two-notch downgrade | $ | 1,427 |  | $ | 1,200 |
Summary of Derivatives Bifurcated from their Related Borrowings | The table below presents the fair value and the notional amount of derivatives that have been bifurcated from their related borrowings.
| As of
| September | December
$ in millions | 2025 | 2024
Fair value of assets | $ | 423 |  | $ | 467 |
Fair value of liabilities | (280) |  | (175) |
Net asset/(liability) | $ | 143 |  | $ | 292 |
Notional amount | $ | 8,261 |  | $ | 8,106 |
Gain (Loss) from Interest Rate Hedges and Related Hedged Items | The table below presents the gains/(losses) from interest rate derivatives accounted for as hedges and the related hedged items.
| Three Months Ended September |  | Nine Months Ended September
$ in millions | 2025 | 2024 |  | 2025 | 2024
Investments |  |  |  |  |
Interest rate hedges | $ | 1 |  | $ | (744) |  |  | $ | (605) |  | $ | (540) |
Hedged investments | 7 |  | 744 |  |  | 638 |  | 542 |
Gains/(losses) | $ | 8 |  | $ | – |  |  | $ | 33 |  | $ | 2 |
Borrowings and deposits |  |  |  |  |
Interest rate hedges | $ | 390 |  | $ | 4,867 |  |  | $ | 3,488 |  | $ | 2,941 |
Hedged borrowings and deposits | (480) |  | (4,948) |  |  | (3,725) |  | (3,208) |
Gains/(losses) | $ | (90) |  | $ | (81) |  |  | $ | (237) |  | $ | (267) |
Summary of Carrying Amount of Hedged Items and Gains/(Losses) from Net Investment Hedging | The table below presents the carrying value of investments, deposits and unsecured borrowings that are designated in an interest rate hedging relationship and the related cumulative hedging adjustment (increase/(decrease)) from current and prior hedging relationships included in such carrying values.
$ in millions | Carrying Value | Cumulative Hedging Adjustment
As of September 2025 |  |
Assets |  |
Investments | $ | 53,197 |  | $ | 423 |
Liabilities |  |
Deposits | $ | 1,106 |  | $ | (23) |
Unsecured short-term borrowings | $ | 8,889 |  | $ | (59) |
Unsecured long-term borrowings | $ | 138,216 |  | $ | (7,206) |
As of December 2024 |  |
Assets |  |
Investments | $ | 34,755 |  | $ | (279) |
Liabilities |  |
Deposits | $ | 1,840 |  | $ | (52) |
Unsecured short-term borrowings | $ | 14,720 |  | $ | (113) |
Unsecured long-term borrowings | $ | 130,161 |  | $ | (10,757) |
In the table above: •Cumulative hedging adjustment included $(5.24) billion as of September 2025 and $(5.81) billion as of December 2024 of hedging adjustments from prior hedging relationships that were de-designated and substantially all were related to unsecured long-term borrowings. •The amortized cost of investments was $53.45 billion as of September 2025 and $35.29 billion as of December 2024. The table below presents the gains/(losses) from net investment hedging.
| Three Months Ended September |  | Nine Months Ended September
$ in millions | 2025 | 2024 |  | 2025 | 2024
Hedges: |  |  |  |  |
Foreign currency forward contracts | $ | 90 |  | $ | (314) |  |  | $ | (1,112) |  | $ | 193 |
Foreign currency-denominated debt | $ | 133 |  | $ | (1,010) |  |  | $ | (2,630) |  | $ | (41) |

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- Definition Bifurcated embedded derivatives. + References No definition available. + Details
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- Definition Tabular disclosure of credit derivatives which includes information by sellers of credit derivatives, about each credit derivative, or each group of similar credit derivatives, including (a) the nature of the credit derivative - its term, how it arose, the events or circumstances that would require the seller to perform under the credit derivative, and the current status of the payment/performance risk of the credit derivative; (b) the maximum potential amount of future payments (undiscounted) the seller could be required to make under the credit derivative; (c) the current fair value of the credit derivative; and (d) the nature of any recourse provisions under the credit derivative, and any assets held either as collateral or by third parties. A credit derivative is a derivative instrument (1) in which one or more of its underlyings are related to the credit risk of a specified entity (or a group of entities) or an index based on the credit risk of a group of entities and (2) that exposes the seller to potential loss from credit-risk-related events specified in the contract. Examples of credit derivatives within the scope of this paragraph include, but are not limited to, credit default swaps, credit spread options, and credit index products; also includes a hybrid instrument that has an embedded credit derivative (for example, but not limited to, a credit-linked note). + References Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef -Topic 815 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 4K -Subparagraph (b)(1) -Publisher FASB -URI https://asc.fasb.org/1943274/2147480434/815-10-50-4K Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef -Topic 815 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 4K -Subparagraph (f) -Publisher FASB -URI https://asc.fasb.org/1943274/2147480434/815-10-50-4K Reference 3: http://www.xbrl.org/2009/role/commonPracticeRef -Topic 815 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 4K -Subparagraph (c) -Publisher FASB -URI https://asc.fasb.org/1943274/2147480434/815-10-50-4K Reference 4: http://www.xbrl.org/2009/role/commonPracticeRef -Topic 815 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 4L -Publisher FASB -URI https://asc.fasb.org/1943274/2147480434/815-10-50-4L + Details
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- Definition Tabular disclosure of the location and amount of derivative instruments and nonderivative instruments designated as hedging instruments reported before netting adjustments, and the amount of gain (loss) on derivative instruments and nonderivative instruments designated and qualified as hedging instruments. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Topic 815 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 4CC -Publisher FASB -URI https://asc.fasb.org/1943274/2147480434/815-10-50-4CC Reference 2: http://www.xbrl.org/2003/role/disclosureRef -Topic 815 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 4C -Publisher FASB -URI https://asc.fasb.org/1943274/2147480434/815-10-50-4C Reference 3: http://www.xbrl.org/2003/role/disclosureRef -Topic 815 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 4A -Subparagraph (c) -Publisher FASB -URI https://asc.fasb.org/1943274/2147480434/815-10-50-4A Reference 4: http://www.xbrl.org/2003/role/disclosureRef -Topic 815 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 4A -Subparagraph (b) -Publisher FASB -URI https://asc.fasb.org/1943274/2147480434/815-10-50-4A Reference 5: http://www.xbrl.org/2003/role/disclosureRef -Topic 815 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 4E -Publisher FASB -URI https://asc.fasb.org/1943274/2147480434/815-10-50-4E + Details
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- Definition Tabular disclosure of pertinent information about a derivative or group of derivatives on a disaggregated basis, such as for individual instruments, or small groups of similar instruments. May include a combination of the type of instrument, risks being hedged, notional amount, hedge designation, related hedged item, inception date, maturity date, or other relevant item. + References No definition available. + Details
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- Definition Tabular disclosure of the effective portion of gains and losses on derivative instruments (and nonderivative instruments) designated and qualifying in net investment hedges recorded in accumulated other comprehensive income (loss) during the term of the hedging relationship and reclassified into earnings during the current period. + References Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef -Topic 815 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 4E -Publisher FASB -URI https://asc.fasb.org/1943274/2147480434/815-10-50-4E Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef -Topic 815 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 4A -Publisher FASB -URI https://asc.fasb.org/1943274/2147480434/815-10-50-4A Reference 3: http://www.xbrl.org/2009/role/commonPracticeRef -Topic 815 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 4CCC -Publisher FASB -URI https://asc.fasb.org/1943274/2147480434/815-10-50-4CCC + Details
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