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Derivative instruments (Tables) | 9 Months Ended
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Sep. 30, 2025
Derivative Instruments and Hedging Activities Disclosure [Abstract] |
Schedule of Gains (Losses) Related to Hedging | The following table presents the pre-tax gains (losses) related to our fair value and cash flow hedging activities recognized in the consolidated income statement.
Income statement impact of fair value and cash flow hedges |  |
(in millions) | Location of gains (losses) | 3Q25 | 2Q25 | 3Q24 | YTD25 | YTD24
Interest rate fair value hedges of available-for-sale securities |  |  |  |  |  |
Derivative | Interest income | $ | (40) |  | $ | (249) |  | $ | (973) |  | $ | (687) |  | $ | (445) |
Hedged item | Interest income | 41 |  | 249 |  | 971 |  | 688 |  | 445 |
Interest rate fair value hedges of long-term debt |  |  |  |  |  |
Derivative | Interest expense | 98 |  | 275 |  | 643 |  | 784 |  | 435 |
Hedged item | Interest expense | (98) |  | (275) |  | (643) |  | (784) |  | (435) |
Interest rate fair value hedges of loans |  |  |  |  |  |
Derivative | Interest income | (2) |  | 2 |  | (25) |  | (11) |  | (40) |
Hedged item | Interest income | 2 |  | (2) |  | 25 |  | 11 |  | 40 |
Cash flow hedges of forecasted FX exposures |  |  |  |  |  |
(Loss) gain reclassified from OCI into income | Staff expense | (1) |  | — |  | 1 |  | (5) |  | 5 |
(Loss) reclassified from OCI into income | Investment and other revenue | (3) |  | (1) |  | — |  | (3) |  | — |
(Loss) gain recognized in the consolidated income statement due to fair value and cash flow hedging relationships |  | $ | (3) |  | $ | (1) |  | $ | (1) |  | $ | (7) |  | $ | 5 |
Impacts of Hedging Derivatives in Net Investment Hedging Relationships | The following table presents the impact of hedging derivatives used in net investment hedging relationships.
Impact of derivative instruments used in net investment hedging relationships |
(in millions) |  |  |  |
Derivatives in net investment hedging relationships | Gain or (loss) recognized in accumulated OCI on derivatives |  | Location of gain or (loss) reclassified from accumulated OCI into income | Gain or (loss) reclassified from accumulated OCI into income
3Q25 | 2Q25 | 3Q24 | YTD25 | YTD24 |  | 3Q25 | 2Q25 | 3Q24 | YTD25 | YTD24
FX contracts | $ | 168 |  | $ | (735) |  | $ | (391) |  | $ | (943) |  | $ | (106) |  |  | Investment and other revenue | $ | — |  | $ | — |  | $ | — |  | $ | 21 |  | $ | — |
Summary of Hedged Items in Fair Value Hedging Relationships | The following table presents information on the hedged items in fair value hedging relationships.
Hedged items in fair value hedging relationships | Carrying amount of hedged asset or liability |  | Hedge accounting basis adjustment increase (decrease) (a)
(in millions) | Sept. 30, 2025 | Dec. 31, 2024 |  | Sept. 30, 2025 | Dec. 31, 2024
Available-for-sale securities (b) | $ | 41,777 |  | $ | 40,751 |  |  | $ | (801) |  | $ | (1,650) |
Loans (c) | $ | 3,012 |  | $ | 3,162 |  |  | $ | 4 |  | $ | (7) |
Long-term debt | $ | 29,497 |  | $ | 27,458 |  |  | $ | (246) |  | $ | (1,042) |
(a) Includes $363 million and $474 million of basis adjustment decreases on discontinued hedges associated with available-for-sale securities at Sept. 30, 2025 and Dec. 31, 2024, respectively, and $7 million of basis adjustment increases and $5 million of basis adjustment decreases on discontinued hedges associated with long-term debt at Sept. 30, 2025 and Dec. 31, 2024, respectively. (b) At Sept. 30, 2025 and Dec. 31, 2024, the amortized cost of the available-for-sale securities included in closed portfolios subject to portfolio layer method hedging was $14.3 billion and $12.1 billion, respectively, of which the notional amount hedged was $6.8 billion and $6.2 billion, respectively. The cumulative basis adjustments for active hedging relationships associated with such hedges as of Sept. 30, 2025 and Dec. 31, 2024 were an increase of $64 million and a decrease of $92 million, respectively. (c) At Sept. 30, 2025 and Dec. 31, 2024, loans included in closed portfolios subject to portfolio layer method hedging were $3.0 billion and $3.2 billion, respectively, of which $1.4 billion and $1.4 billion, respectively, was designated as hedged.
Impact of Derivative Instruments on the Balance Sheet | The following table summarizes the notional amount and carrying values of our total derivatives portfolio.
Impact of derivative instruments on the balance sheet | Notional value |  | Asset derivatives fair value |  | Liability derivatives fair value
| Sept. 30, 2025 | Dec. 31, 2024 |  | Sept. 30, 2025 | Dec. 31, 2024 |  | Sept. 30, 2025 | Dec. 31, 2024
(in millions) |  |
Derivatives designated as hedging instruments: (a)(b) |  |  |  |  |  |  |  |
Interest rate contracts | $ | 66,113 |  | $ | 66,805 |  |  | $ | 280 |  | $ | 326 |  |  | $ | — |  | $ | — |
Foreign exchange contracts | 11,506 |  | 12,048 |  |  | 48 |  | 455 |  |  | 357 |  | 12 |
Total derivatives designated as hedging instruments |  |  |  | $ | 328 |  | $ | 781 |  |  | $ | 357 |  | $ | 12 |
Derivatives not designated as hedging instruments: (b)(c) |  |  |  |  |  |  |  |
Interest rate contracts | $ | 194,382 |  | $ | 169,523 |  |  | $ | 759 |  | $ | 835 |  |  | $ | 962 |  | $ | 1,210 |
Foreign exchange contracts | 1,245,374 |  | 919,690 |  |  | 4,171 |  | 10,559 |  |  | 4,015 |  | 10,636 |
Equity contracts | 5,737 |  | 5,321 |  |  | 13 |  | 143 |  |  | 173 |  | 34 |
Credit contracts | 329 |  | 324 |  |  | — |  | — |  |  | 13 |  | 17 |
Total derivatives not designated as hedging instruments |  |  |  | $ | 4,943 |  | $ | 11,537 |  |  | $ | 5,163 |  | $ | 11,897 |
Total derivatives fair value (d) |  |  |  | $ | 5,271 |  | $ | 12,318 |  |  | $ | 5,520 |  | $ | 11,909 |
Effect of master netting agreements (e) |  |  |  | (3,524) |  | (8,612) |  |  | (4,278) |  | (9,033) |
Fair value after effect of master netting agreements |  |  |  | $ | 1,747 |  | $ | 3,706 |  |  | $ | 1,242 |  | $ | 2,876 |
(a) The fair value of asset derivatives and liability derivatives designated as hedging instruments is recorded as other assets and other liabilities, respectively, on the consolidated balance sheet. (b) For settled-to-market derivatives at clearing organizations, cash collateral exchanged is deemed a settlement of the derivative on a daily basis. The gross fair value of derivative assets and liabilities has been reduced by these cash settlements. (c) The fair value of asset derivatives and liability derivatives not designated as hedging instruments is recorded as trading assets and trading liabilities, respectively, on the consolidated balance sheet. (d) Fair values are on a gross basis, before consideration of master netting agreements, as required by ASC 815, Derivatives and Hedging. (e) Effect of master netting agreements includes cash collateral received and paid of $635 million and $1,389 million, respectively, at Sept. 30, 2025, and $1,953 million and $2,374 million, respectively, at Dec. 31, 2024.
Revenue from Foreign Exchange and Other Trading | The following table presents our foreign exchange revenue and other trading revenue.
Foreign exchange revenue and other trading revenue
(in millions) | 3Q25 | 2Q25 | 3Q24 | YTD25 | YTD24
Foreign exchange revenue | $ | 166 |  | $ | 213 |  | $ | 175 |  | $ | 535 |  | $ | 511 |
Other trading revenue | 73 |  | 59 |  | 79 |  | 203 |  | 225 |
Fair Value of Derivative Contracts Falling under Early Termination Provisions that were in Net Liability Position | The following table shows the aggregate fair value of OTC derivative contracts in net liability positions that contained credit risk-contingent features and the value of collateral that has been posted.
| Sept. 30, 2025 |  | Dec. 31, 2024 |
(in millions) |  |
Aggregate fair value of OTC derivatives in net liability positions (a) | $ | 1,070 |  |  | $ | 2,163 |  |
Collateral posted | $ | 1,564 |  |  | $ | 1,940 |  |
(a) Before consideration of cash collateral. The following table shows the fair value of contracts falling under early termination provisions that were in net liability positions for three key ratings triggers.
Potential close-out exposures (fair value) (a) |
| Sept. 30, 2025 | Dec. 31, 2024
(in millions)
If The Bank of New York Mellon’s rating changed to: (b) |  |
A3/A- | $ | 6 |  | $ | 40 |
Baa2/BBB | $ | 73 |  | $ | 646 |
Ba1/BB+ | $ | 1,162 |  | $ | 2,710 |
(a) The amounts represent potential total close-out values if The Bank of New York Mellon’s long-term issuer rating were to immediately drop to the indicated levels, and do not reflect collateral posted. (b) Represents ratings by Moody’s/S&P.
Offsetting Assets | The following tables present derivative instruments and financial instruments and their related offsets. There were no derivative instruments or financial instruments subject to a legally enforceable netting agreement for which we are not currently netting.
Offsetting of derivative assets and financial assets at Sept. 30, 2025 |  |  |  |
| Gross assets recognized | Gross amounts offset in the balance sheet |  | Net assets recognized in the balance sheet | Gross amounts not offset in the balance sheet |
(in millions) | (a) | Financial instruments | Cash collateral received | Net amount
Derivatives subject to netting arrangements: |  |  |  |  |  |  |
Interest rate contracts | $ | 860 |  | $ | 675 |  |  | $ | 185 |  | $ | 47 |  | $ | — |  | $ | 138 |
Foreign exchange contracts | 3,864 |  | 2,836 |  |  | 1,028 |  | 66 |  | — |  | 962 |
Equity and other contracts | 13 |  | 13 |  |  | — |  | — |  | — |  | — |
Total derivatives subject to netting arrangements | 4,737 |  | 3,524 |  |  | 1,213 |  | 113 |  | — |  | 1,100 |
Total derivatives not subject to netting arrangements | 534 |  | — |  |  | 534 |  | — |  | — |  | 534 |
Total derivatives | 5,271 |  | 3,524 |  |  | 1,747 |  | 113 |  | — |  | 1,634 |
Reverse repurchase agreements | 302,553 |  | 278,763 |  | (b) | 23,790 |  | 23,750 |  | — |  | 40 |
Securities borrowing | 23,800 |  | 5,727 |  |  | 18,073 |  | 17,436 |  | — |  | 637 |
Total | $ | 331,624 |  | $ | 288,014 |  |  | $ | 43,610 |  | $ | 41,299 |  | $ | — |  | $ | 2,311 |
(a) Includes the effect of netting agreements and net cash collateral received. The offset related to the OTC derivatives was allocated to the various types of derivatives based on the net positions. (b) Offsetting of reverse repurchase agreements relates to our involvement in the Fixed Income Clearing Corporation (“FICC”), where we settle government securities transactions on a net basis for payment and delivery through the Fedwire system.
Offsetting of derivative assets and financial assets at Dec. 31, 2024 |  |  |  |
| Gross assets recognized | Gross amounts offset in the balance sheet |  | Net assets recognized in the balance sheet | Gross amounts not offset in the balance sheet |
(in millions) | (a) | Financial instruments | Cash collateral received | Net amount
Derivatives subject to netting arrangements: |  |  |  |  |  |  |
Interest rate contracts | $ | 1,032 |  | $ | 835 |  |  | $ | 197 |  | $ | 46 |  | $ | — |  | $ | 151 |
Foreign exchange contracts | 10,210 |  | 7,698 |  |  | 2,512 |  | 132 |  | — |  | 2,380 |
Equity and other contracts | 131 |  | 79 |  |  | 52 |  | — |  | — |  | 52 |
Total derivatives subject to netting arrangements | 11,373 |  | 8,612 |  |  | 2,761 |  | 178 |  | — |  | 2,583 |
Total derivatives not subject to netting arrangements | 945 |  | — |  |  | 945 |  | — |  | — |  | 945 |
Total derivatives | 12,318 |  | 8,612 |  |  | 3,706 |  | 178 |  | — |  | 3,528 |
Reverse repurchase agreements | 252,941 |  | 228,386 |  | (b) | 24,555 |  | 24,523 |  | 1 |  | 31 |
Securities borrowing | 18,144 |  | 1,553 |  |  | 16,591 |  | 15,777 |  | — |  | 814 |
Total | $ | 283,403 |  | $ | 238,551 |  |  | $ | 44,852 |  | $ | 40,478 |  | $ | 1 |  | $ | 4,373 |
(a) Includes the effect of netting agreements and net cash collateral received. The offset related to the OTC derivatives was allocated to the various types of derivatives based on the net positions. (b) Offsetting of reverse repurchase agreements relates to our involvement in the FICC, where we settle government securities transactions on a net basis for payment and delivery through the Fedwire system.
Offsetting Liabilities |
Offsetting of derivative liabilities and financial liabilities at Sept. 30, 2025 | Net liabilities recognized in the balance sheet |  |  |
| Gross liabilities recognized | Gross amounts offset in the balance sheet |  | Gross amounts not offset in the balance sheet |
(in millions) | (a) | Financial instruments | Cash collateral pledged | Net amount
Derivatives subject to netting arrangements: |  |  |  |  |  |  |
Interest rate contracts | $ | 735 |  | $ | 470 |  |  | $ | 265 |  | $ | 40 |  | $ | — |  | $ | 225 |
Foreign exchange contracts | 4,172 |  | 3,659 |  |  | 513 |  | 79 |  | — |  | 434 |
Equity and other contracts | 166 |  | 149 |  |  | 17 |  | 15 |  | — |  | 2 |
Total derivatives subject to netting arrangements | 5,073 |  | 4,278 |  |  | 795 |  | 134 |  | — |  | 661 |
Total derivatives not subject to netting arrangements | 447 |  | — |  |  | 447 |  | — |  | — |  | 447 |
Total derivatives | 5,520 |  | 4,278 |  |  | 1,242 |  | 134 |  | — |  | 1,108 |
Repurchase agreements | 291,545 |  | 278,763 |  | (b) | 12,782 |  | 12,782 |  | — |  | — |
Securities lending | 9,530 |  | 5,727 |  |  | 3,803 |  | 3,683 |  | — |  | 120 |
Total | $ | 306,595 |  | $ | 288,768 |  |  | $ | 17,827 |  | $ | 16,599 |  | $ | — |  | $ | 1,228 |
(a) Includes the effect of netting agreements and net cash collateral paid. The offset related to the OTC derivatives was allocated to the various types of derivatives based on the net positions. (b) Offsetting of repurchase agreements relates to our involvement in the FICC, where we settle government securities transactions on a net basis for payment and delivery through the Fedwire system.
Offsetting of derivative liabilities and financial liabilities at Dec. 31, 2024 | Net liabilities recognized in the balance sheet |  |  |
| Gross liabilities recognized | Gross amounts offset in the balance sheet |  | Gross amounts not offset in the balance sheet |
(in millions) | (a) | Financial instruments | Cash collateral pledged | Net amount
Derivatives subject to netting arrangements: |  |  |  |  |  |  |
Interest rate contracts | $ | 875 |  | $ | 475 |  |  | $ | 400 |  | $ | 42 |  | $ | — |  | $ | 358 |
Foreign exchange contracts | 9,938 |  | 8,533 |  |  | 1,405 |  | 208 |  | — |  | 1,197 |
Equity and other contracts | 34 |  | 25 |  |  | 9 |  | — |  | — |  | 9 |
Total derivatives subject to netting arrangements | 10,847 |  | 9,033 |  |  | 1,814 |  | 250 |  | — |  | 1,564 |
Total derivatives not subject to netting arrangements | 1,062 |  | — |  |  | 1,062 |  | — |  | — |  | 1,062 |
Total derivatives | 11,909 |  | 9,033 |  |  | 2,876 |  | 250 |  | — |  | 2,626 |
Repurchase agreements | 239,957 |  | 228,386 |  | (b) | 11,571 |  | 11,556 |  | 2 |  | 13 |
Securities lending | 4,046 |  | 1,553 |  |  | 2,493 |  | 2,277 |  | — |  | 216 |
Total | $ | 255,912 |  | $ | 238,972 |  |  | $ | 16,940 |  | $ | 14,083 |  | $ | 2 |  | $ | 2,855 |
(a) Includes the effect of netting agreements and net cash collateral paid. The offset related to the OTC derivatives was allocated to the various types of derivatives based on the net positions. (b) Offsetting of repurchase agreements relates to our involvement in the FICC, where we settle government securities transactions on a net basis for payment and delivery through the Fedwire system.
Transfer of Certain Financial Assets Accounted for as Secured Borrowings | The following table presents the contract value of repurchase agreements and securities lending transactions accounted for as secured borrowings by the type of collateral provided to counterparties.
Repurchase agreements and securities lending transactions accounted for as secured borrowings
| Sept. 30, 2025 |  | Dec. 31, 2024
| Remaining contractual maturity | Total |  | Remaining contractual maturity | Total
(in millions) | Overnight and continuous | Up to 30 days | 30-90 days | Over 90 days |  | Overnight and continuous | Up to 30 days | 30-90 days | Over 90 days
Repurchase agreements: |  |  |  |  |  |  |  |  |  |  |
U.S. Treasury | $ | 219,592 |  | $ | 105 |  | $ | 1,110 |  | $ | 1,867 |  | $ | 222,674 |  |  | $ | 187,227 |  | $ | 196 |  | $ | 739 |  | $ | 742 |  | $ | 188,904 |
Agency RMBS | 62,227 |  | 234 |  | 171 |  | 229 |  | 62,861 |  |  | 44,774 |  | 71 |  | 288 |  | 295 |  | 45,428 |
Corporate bonds | 120 |  | 146 |  | 1,397 |  | 802 |  | 2,465 |  |  | 84 |  | 81 |  | 1,341 |  | 741 |  | 2,247 |
Sovereign debt/sovereign guaranteed | 94 |  | 803 |  | — |  | — |  | 897 |  |  | 123 |  | 655 |  | 17 |  | — |  | 795 |
State and political subdivisions | 20 |  | 21 |  | 399 |  | 215 |  | 655 |  |  | 37 |  | 14 |  | 414 |  | 302 |  | 767 |
U.S. government agencies | 87 |  | 8 |  | 25 |  | 69 |  | 189 |  |  | 131 |  | — |  | 64 |  | 115 |  | 310 |
Other debt securities | 69 |  | 510 |  | 262 |  | 6 |  | 847 |  |  | 19 |  | 278 |  | 287 |  | 12 |  | 596 |
Equity securities | — |  | — |  | 661 |  | 296 |  | 957 |  |  | — |  | 4 |  | 592 |  | 314 |  | 910 |
Total | $ | 282,209 |  | $ | 1,827 |  | $ | 4,025 |  | $ | 3,484 |  | $ | 291,545 |  |  | $ | 232,395 |  | $ | 1,299 |  | $ | 3,742 |  | $ | 2,521 |  | $ | 239,957 |
Securities lending: |  |  |  |  |  |  |  |  |  |  |
Agency RMBS | $ | 63 |  | $ | — |  | $ | — |  | $ | — |  | $ | 63 |  |  | $ | 98 |  | $ | — |  | $ | — |  | $ | — |  | $ | 98 |
Other debt securities | 1,319 |  | — |  | — |  | — |  | 1,319 |  |  | 253 |  | — |  | — |  | — |  | 253 |
Equity securities | 8,148 |  | — |  | — |  | — |  | 8,148 |  |  | 3,695 |  | — |  | — |  | — |  | 3,695 |
Total | $ | 9,530 |  | $ | — |  | $ | — |  | $ | — |  | $ | 9,530 |  |  | $ | 4,046 |  | $ | — |  | $ | — |  | $ | — |  | $ | 4,046 |
Total secured borrowings | $ | 291,739 |  | $ | 1,827 |  | $ | 4,025 |  | $ | 3,484 |  | $ | 301,075 |  |  | $ | 236,441 |  | $ | 1,299 |  | $ | 3,742 |  | $ | 2,521 |  | $ | 244,003 |

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