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Derivative Instruments and Hedging Activities (Tables)

12 Months Ended

Dec. 31, 2025

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Derivative Assets and Liabilities at Fair Value

The following table summarizes the notional amounts and fair values of our derivative instruments as of December 31, 2025 and 2024, which are segregated by derivatives that are designated as accounting hedges and those that are not, and are further segregated by type of contract within those two categories. The total derivative assets and liabilities are adjusted on an aggregate basis to take into consideration the effects of legally enforceable master netting agreements and any associated cash collateral received or pledged. Derivative assets and liabilities associated with continuing operations are included in other assets and other liabilities, respectively, on our consolidated balance sheets, and their related gains or losses are included in operating activities as changes in other assets and other liabilities in the consolidated statements of cash flows.

Table 10.1: Derivative Assets and Liabilities at Fair Value

						December 31, 2025																		December 31, 2024
						Notional or Contractual Amount						Derivative(1)												Notional or Contractual Amount						Derivative(1)
(Dollars in millions)												Assets						Liabilities												Assets						Liabilities
Derivatives designated as accounting hedges:
Interest rate contracts:
Fair value hedges						$	60,580					$	13					$	52					$	61,250					$	3					$	13
Cash flow hedges						131,250						145						86						102,550						123						24
Total interest rate contracts						191,830						158						138						163,800						126						37
Foreign exchange contracts:
Fair value hedges						587						0						22						518						0						101
Cash flow hedges						2,737						0						35						2,549						74						0
Net investment hedges						5,526						18						82						4,858						190						0
Total foreign exchange contracts						8,850						18						139						7,925						264						101
Total derivatives designated as accounting hedges						200,680						176						277						171,725						390						138
Derivatives not designated as accounting hedges:
Customer accommodation:
Interest rate contracts						132,966						672						678						108,754						865						1,014
Commodity contracts						40,298						1,231						1,096						34,185						858						814
Foreign exchange and other contracts						6,390						57						56						6,951						80						52
Total customer accommodation						179,654						1,960						1,830						149,890						1,803						1,880
Other interest rate exposures(2)						1,909						17						11						909						14						9
Other contracts						3,467						48						11						3,254						25						5
Total derivatives not designated as accounting hedges						185,030						2,025						1,852						154,053						1,842						1,894
Total derivatives						$	385,710					$	2,201					$	2,129					$	325,778					$	2,232					$	2,032
Less: netting adjustment(3)												(408)						(501)												(1,056)						(304)
Total derivative assets/liabilities												$	1,793					$	1,628											$	1,176					$	1,728

__________

(1)Does not reflect $5 million and $1 million recognized as a net valuation allowance on derivative assets and liabilities for non-performance risk as of December 31, 2025 and 2024, respectively. This net valuation allowance is included as part of other assets and other liabilities on the consolidated balance sheets, and is offset through non-interest income in the consolidated statements of income.

(2)Other interest rate exposures include commercial mortgage-related derivatives and interest rate swaps.

(3)Represents balance sheet netting of derivative assets and liabilities, and related payables and receivables for cash collateral held or placed with the same counterparty.

Hedged Item in Fair Value Hedging Relationship

The following table summarizes the carrying value of our hedged assets and liabilities in fair value hedges and the associated cumulative basis adjustments included in those carrying values, excluding basis adjustments related to foreign currency risk, as of December 31, 2025 and 2024.

Table 10.2: Hedged Items in Fair Value Hedging Relationships

						December 31, 2025																		December 31, 2024
						Carrying Amount Assets/(Liabilities)						Cumulative Amount of Basis Adjustments Included in the Carrying Amount												Carrying Amount Assets/(Liabilities)						Cumulative Amount of Basis Adjustments Included in the Carrying Amount
(Dollars in millions)												Total Assets/(Liabilities)						Discontinued-Hedging Relationships												Total Assets/(Liabilities)						Discontinued-Hedging Relationships
Line item on our consolidated balance sheets in which the hedged item is included:
Investment securities available for sale(1)(2)						$	9,424					$	79					$	44					$	8,312					$	(38)					$	78
Interest-bearing deposits						(6,702)						17						0						(10,331)						160						0
Securitized debt obligations						(10,236)						136						0						(11,011)						276						0
Senior and subordinated notes						(34,599)						335						(115)						(30,696)						1,069						(225)

__________

(1)These amounts include the amortized cost basis of our investment securities designated in hedging relationships for which the hedged item is the last layer expected to be remaining at the end of the hedging relationship. The amortized cost basis of this portfolio was $3.7 billion and $3.4 billion as of December 31, 2025 and 2024, respectively. The amount of the designated hedged items was $2.5 billion and $2.1 billion as of December 31, 2025 and 2024, respectively. The cumulative basis adjustments associated with these hedges was $29 million and $16 million as of December 31, 2025 and 2024, respectively.

(2)Carrying value represents amortized cost basis.

Offsetting Assets

The following table presents the gross and net fair values of our derivative assets, derivative liabilities, resale and repurchase agreements and the related offsetting amounts permitted under U.S. GAAP as of December 31, 2025 and 2024. The table also includes cash and non-cash collateral received or pledged in accordance with such arrangements. The amount of collateral presented, however, is limited to the amount of the related net derivative fair values or outstanding balances; therefore, instances of over-collateralization are excluded.

Table 10.3: Offsetting of Financial Assets and Financial Liabilities

						Gross Amounts						Gross Amounts Offset in the Balance Sheet												Net Amounts as Recognized						Securities Collateral Held Under Master Netting Agreements						Net Exposure
(Dollars in millions)												Financial Instruments						Cash Collateral Received
As of December 31, 2025
Derivative assets(1)						$	2,201					$	(302)					$	(106)					$	1,793					$	0					$	1,793
As of December 31, 2024
Derivative assets(1)						2,232						(202)						(854)						1,176						(22)						1,154

						Gross Amounts						Gross Amounts Offset in the Balance Sheet												Net Amounts as Recognized						Securities Collateral Pledged Under Master Netting Agreements						Net Exposure
(Dollars in millions)												Financial Instruments						Cash Collateral Pledged
As of December 31, 2025
Derivative liabilities(1)						$	2,129					$	(302)					$	(199)					$	1,628					$	0					$	1,628
Repurchase agreements(2)						587						0						0						587						(587)						0
As of December 31, 2024
Derivative liabilities(1)						2,032						(202)						(102)						1,728						(53)						1,675
Repurchase agreements(2)						562						0						0						562						(562)						0

__________

(1)We received cash collateral from derivative counterparties totaling $144 million and $1.1 billion as of December 31, 2025 and 2024, respectively. We also received securities from derivative counterparties with a fair value of approximately $18 million as of December 31, 2024, which we have the ability to re-pledge. We posted $1.8 billion and $1.6 billion of cash collateral as of December 31, 2025 and 2024, respectively.

(2)Under our customer repurchase agreements, which mature the next business day, we pledged collateral with a fair value of $599 million and $573 million as of December 31, 2025 and 2024, respectively, primarily consisting of agency RMBS securities.

Offsetting Liabilities

The following table presents the gross and net fair values of our derivative assets, derivative liabilities, resale and repurchase agreements and the related offsetting amounts permitted under U.S. GAAP as of December 31, 2025 and 2024. The table also includes cash and non-cash collateral received or pledged in accordance with such arrangements. The amount of collateral presented, however, is limited to the amount of the related net derivative fair values or outstanding balances; therefore, instances of over-collateralization are excluded.

Table 10.3: Offsetting of Financial Assets and Financial Liabilities

						Gross Amounts						Gross Amounts Offset in the Balance Sheet												Net Amounts as Recognized						Securities Collateral Held Under Master Netting Agreements						Net Exposure
(Dollars in millions)												Financial Instruments						Cash Collateral Received
As of December 31, 2025
Derivative assets(1)						$	2,201					$	(302)					$	(106)					$	1,793					$	0					$	1,793
As of December 31, 2024
Derivative assets(1)						2,232						(202)						(854)						1,176						(22)						1,154

						Gross Amounts						Gross Amounts Offset in the Balance Sheet												Net Amounts as Recognized						Securities Collateral Pledged Under Master Netting Agreements						Net Exposure
(Dollars in millions)												Financial Instruments						Cash Collateral Pledged
As of December 31, 2025
Derivative liabilities(1)						$	2,129					$	(302)					$	(199)					$	1,628					$	0					$	1,628
Repurchase agreements(2)						587						0						0						587						(587)						0
As of December 31, 2024
Derivative liabilities(1)						2,032						(202)						(102)						1,728						(53)						1,675
Repurchase agreements(2)						562						0						0						562						(562)						0

__________

(1)We received cash collateral from derivative counterparties totaling $144 million and $1.1 billion as of December 31, 2025 and 2024, respectively. We also received securities from derivative counterparties with a fair value of approximately $18 million as of December 31, 2024, which we have the ability to re-pledge. We posted $1.8 billion and $1.6 billion of cash collateral as of December 31, 2025 and 2024, respectively.

(2)Under our customer repurchase agreements, which mature the next business day, we pledged collateral with a fair value of $599 million and $573 million as of December 31, 2025 and 2024, respectively, primarily consisting of agency RMBS securities.

Effects of Fair Value and Cash Flow Hedge Accounting

The net gains (losses) recognized in our consolidated statements of income related to derivatives in fair value and cash flow hedging relationships are presented below for the years ended December 31, 2025, 2024 and 2023.

Table 10.4: Effects of Fair Value and Cash Flow Hedge Accounting

						Year Ended December 31, 2025
						Net Interest Income																																				Non-Interest Income
(Dollars in millions)						Investment Securities						Loans, Including Loans Held for Sale						Other						Interest-bearing Deposits						Securitized Debt Obligations						Senior and Subordinated Notes						Other
Total amounts presented in our consolidated statements of income						$	3,218					$	53,021					$	2,457					$	(12,925)					$	(660)					$	(2,172)					$	1,264
Fair value hedging relationships:
Interest rate and foreign exchange contracts:
Interest recognized on derivatives						$	79					$	0					$	0					$	(102)					$	(153)					$	(547)					$	0
Gains (losses) recognized on derivatives						(153)						0						0						143						139						853						70
Gains (losses) recognized on hedged items(1)						117						0						0						(143)						(140)						(745)						(70)
Excluded component of fair value hedges(2)						0						0						0						0						0						(1)						0
Net income (expense) recognized on fair value hedges						$	43					$	0					$	0					$	(102)					$	(154)					$	(440)					$	0
Cash flow hedging relationships:(3)
Interest rate contracts:
Realized gains (losses) reclassified from AOCI into net income						$	(4)					$	(927)					$	0					$	0					$	0					$	0					$	0
Foreign exchange contracts:
Realized gains (losses) reclassified from AOCI into net income(4)						0						0						13						0						0						0						0
Net income (expense) recognized on cash flow hedges						$	(4)					$	(927)					$	13					$	0					$	0					$	0					$	0

						Year Ended December 31, 2024
						Net Interest Income																																				Non-Interest Income
(Dollars in millions)						Investment Securities						Loans, Including Loans Held for Sale						Other						Interest-bearing Deposits						Securitized Debt Obligations						Senior and Subordinated Notes						Other
Total amounts presented in our consolidated statements of income						$	2,873					$	40,894					$	2,267					$	(11,493)					$	(958)					$	(2,333)					$	1,081
Fair value hedging relationships:
Interest rate and foreign exchange contracts:
Interest recognized on derivatives						$	159					$	0					$	0					$	(323)					$	(413)					$	(961)					$	0
Gains (losses) recognized on derivatives						(42)						0						0						116						226						86						(57)
Gains (losses) recognized on hedged items(1)						(30)						0						0						(117)						(227)						59						57
Excluded component of fair value hedges(2)						0						0						0						0						0						6						0
Net income (expense) recognized on fair value hedges						$	87					$	0					$	0					$	(324)					$	(414)					$	(810)					$	0
Cash flow hedging relationships:(3)
Interest rate contracts:
Realized gains reclassified from AOCI into net income						$	0					$	(1,207)					$	0					$	0					$	0					$	0					$	0
Foreign exchange contracts:
Realized gains (losses) reclassified from AOCI into net income(4)						0						0						11						0						0						0						0
Net income (expense) recognized on cash flow hedges						$	0					$	(1,207)					$	11					$	0					$	0					$	0					$	0

						Year Ended December 31, 2023
						Net Interest Income																																				Non-Interest Income
(Dollars in millions)						Investment Securities						Loans, Including Loans Held for Sale						Other						Interest-bearing Deposits						Securitized Debt Obligations						Senior and Subordinated Notes						Other
Total amounts presented in our consolidated statements of income						$	2,550					$	37,410					$	1,978					$	(9,489)					$	(959)					$	(2,204)					$	1,120
Fair value hedging relationships:
Interest rate and foreign exchange contracts:
Interest recognized on derivatives						$	158					$	0					$	0					$	(385)					$	(414)					$	(1,036)					$	0
Gains (losses) recognized on derivatives						(149)						0						0						220						244						733						42
Gains (losses) recognized on hedged items(1)						72						0						0						(223)						(245)						(575)						(42)
Excluded component of fair value hedges(2)						0						0						0						0						0						(3)						0
Net income (expense) recognized on fair value hedges						$	81					$	0					$	0					$	(388)					$	(415)					$	(881)					$	0
Cash flow hedging relationships:(3)
Interest rate contracts:
Realized gains reclassified from AOCI into net income						$	0					$	(1,205)					$	0					$	0					$	0					$	0					$	0
Foreign exchange contracts:
Realized gains (losses) reclassified from AOCI into net income(4)						0						0						11						0						0						0						0
Net income (expense) recognized on cash flow hedges						$	0					$	(1,205)					$	11					$	0					$	0					$	0					$	0

__________

(1)Includes amortization benefit of $69 million, $76 million and $79 million for the years ended December 31, 2025, 2024 and 2023 respectively, related to basis adjustments on discontinued hedges.

(2)Changes in fair values of cross-currency swaps attributable to changes in cross-currency basis spreads are excluded from the assessment of hedge effectiveness and recorded in other comprehensive income (“OCI”). The initial value of the excluded component is recognized in earnings over the life of the swap under the amortization approach.

(3)See “Note 11—Stockholders’ Equity” for the effects of cash flow and net investment hedges on AOCI and amounts reclassified to net income, net of tax.

(4)We recognized a loss of $121 million and $66 million for the years ended December 31, 2025 and 2023, respectively, and gain of $128 million for the year ended December 31, 2024, on foreign exchange contracts reclassified from AOCI. These amounts were largely offset by the foreign currency transaction gains (losses) on our foreign currency denominated intercompany funding included in other non-interest income on our consolidated statements of income.

Gains (Losses) on Free-Standing Derivatives

The net impacts to our consolidated statements of income related to free-standing derivatives are presented below for the years ended December 31, 2025, 2024 and 2023. These gains or losses are recognized in other non-interest income on our consolidated statements of income.

Table 10.5: Gains (Losses) on Free-Standing Derivatives

												Year Ended December 31,
(Dollars in millions)																		2025						2024						2023
Gains (losses) recognized in other non-interest income:
Customer accommodation:
Interest rate contracts																		$	37					$	30					$	34
Commodity contracts																		28						18						39
Foreign exchange and other contracts																		27						21						16
Total customer accommodation																		92						69						89
Other interest rate exposures																		122						254						264
Other contracts																		(34)						(58)						(29)
Total																		$	180					$	265					$	324

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- Definition

Tabular disclosure of derivative instruments (including nonderivative instruments that are designated and qualify as hedging instruments) of (a) the location and amount of gains and losses reported in the statement of financial performance and (b) the location and fair value amounts of the instruments reported in the statement of financial position.

+ 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 4C
-Publisher FASB
-URI https://asc.fasb.org/1943274/2147480434/815-10-50-4C

+ Details

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Namespace Prefix:	us-gaap_
Data Type:	dtr-types:textBlockItemType
Balance Type:	na
Period Type:	duration