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Derivative Financial Instruments | 6 Months Ended
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Jun. 30, 2026
Derivative Instruments and Hedging Activities Disclosure [Abstract] |
Derivative Financial Instruments | Derivative Financial Instruments Impact of Derivatives on the Consolidated Balance Sheets The following table presents the gross notional or contractual amounts and estimated fair value of derivative instruments employed by the Company:
|  | June 30, 2026 |  | December 31, 2025
|  | Notional or Contractual Amount |  | Fair Value |  | Notional or Contractual Amount |  | Fair Value
(Dollars in millions) |  |  | Assets |  | Liabilities |  |  | Assets |  | Liabilities
Derivatives designated as hedges: |  |  |  |  |  |  |  |  |  |  |  |
Interest rate contracts: |  |  |  |  |  |  |  |  |  |  |  |
Swaps hedging commercial loans |  | $ | 83,672 |  |  | $ | — |  |  | $ | (6) |  |  | $ | 97,135 |  |  | $ | — |  |  | $ | — |
Swaps hedging long-term debt |  | 28,400 |  |  | — |  |  | (1) |  |  | 27,033 |  |  | — |  |  | — |
Swaps hedging AFS securities |  | 23,730 |  |  | — |  |  | (1) |  |  | 26,751 |  |  | — |  |  | — |
Total derivatives designated as hedges |  | 135,802 |  |  | — |  |  | (8) |  |  | 150,919 |  |  | — |  |  | — |
Derivatives not designated as hedges: |  |  |  |  |  |  |  |  |  |  |  |
Client-related and other risk management: |  |  |  |  |  |  |  |  |  |  |  |
Interest rate contracts: |  |  |  |  |  |  |  |  |  |  |  |
Swaps |  | 195,669 |  |  | 411 |  |  | (1,115) |  |  | 185,861 |  |  | 516 |  |  | (944) |
Written options |  | 10,712 |  |  | 1 |  |  | (28) |  |  | 10,577 |  |  | 2 |  |  | (18) |
Purchased options |  | 5,792 |  |  | 15 |  |  | — |  |  | 8,558 |  |  | 15 |  |  | — |
Futures and forwards |  | 2,997 |  |  | 1 |  |  | (3) |  |  | 2,636 |  |  | 2 |  |  | (14) |
Foreign exchange contracts: |  |  |  |  |  |  |  |  |  |  |  |
Swaps |  | 16,539 |  |  | 418 |  |  | (372) |  |  | 13,647 |  |  | 450 |  |  | (382) |
Futures and forwards |  | 27,887 |  |  | 374 |  |  | (332) |  |  | 27,008 |  |  | 338 |  |  | (335) |
Other |  | 2,615 |  |  | 29 |  |  | (26) |  |  | 2,820 |  |  | 35 |  |  | (33) |
Equity contracts: |  |  |  |  |  |  |  |  |  |  |  |
Written options |  | 30,311 |  |  | 18 |  |  | (2,770) |  |  | 26,600 |  |  | 12 |  |  | (2,278) |
Purchased options |  | 13,989 |  |  | 1,800 |  |  | (139) |  |  | 12,485 |  |  | 1,358 |  |  | (121) |
Other |  | 2,521 |  |  | 74 |  |  | (22) |  |  | 1,386 |  |  | 11 |  |  | (59) |
Commodity contracts |  | 10,920 |  |  | 437 |  |  | (417) |  |  | 8,340 |  |  | 322 |  |  | (302) |
Credit contracts: |  |  |  |  |  |  |  |  |  |  |  |
Credit default swaps |  | 1,181 |  |  | — |  |  | (3) |  |  | 900 |  |  | — |  |  | — |
Total return swaps |  | 1,782 |  |  | 34 |  |  | (5) |  |  | 1,835 |  |  | 31 |  |  | (7) |
Risk participation agreements |  | 9,211 |  |  | — |  |  | (2) |  |  | 8,863 |  |  | — |  |  | (2) |
Total |  | 332,126 |  |  | 3,612 |  |  | (5,234) |  |  | 311,516 |  |  | 3,092 |  |  | (4,495) |
MSRs and mortgage banking: |  |  |  |  |  |  |  |  |  |  |  |
Interest rate contracts: |  |  |  |  |  |  |  |  |  |  |  |
Swaps |  | 15,605 |  |  | — |  |  | — |  |  | 11,035 |  |  | — |  |  | — |
Written options |  | 568 |  |  | 11 |  |  | — |  |  | 1,288 |  |  | 14 |  |  | — |
Purchased options |  | 9,550 |  |  | 6 |  |  | (75) |  |  | 10,465 |  |  | 10 |  |  | (118) |
Interest rate lock commitments |  | 1,271 |  |  | 5 |  |  | (10) |  |  | 960 |  |  | 4 |  |  | (2) |
When issued securities, forward rate agreements, forward commitments, and futures |  | 7,843 |  |  | 10 |  |  | (4) |  |  | 7,807 |  |  | 2 |  |  | — |
Total |  | 34,837 |  |  | 32 |  |  | (89) |  |  | 31,555 |  |  | 30 |  |  | (120) |
Total derivatives not designated as hedges |  | 366,963 |  |  | 3,644 |  |  | (5,323) |  |  | 343,071 |  |  | 3,122 |  |  | (4,615) |
Total derivatives |  | $ | 502,765 |  |  | $ | 3,644 |  |  | $ | (5,331) |  |  | $ | 493,990 |  |  | $ | 3,122 |  |  | $ | (4,615) |
Gross amounts in the Consolidated Balance Sheets: |  |  |  |  |  |  |  |  |  |  |  |
Amounts subject to master netting arrangements and exchange traded derivatives |  |  |  | (1,963) |  |  | 1,963 |  |  |  |  | (1,585) |  |  | 1,585 |
Cash collateral (received) posted for amounts subject to master netting arrangements |  |  |  | (226) |  |  | 1,140 |  |  |  |  | (194) |  |  | 1,233 |
Net amount |  |  |  | $ | 1,455 |  |  | $ | (2,228) |  |  |  |  | $ | 1,343 |  |  | $ | (1,797) |
The following table presents the offsetting of derivative instruments, including financial instrument collateral related to legally enforceable master netting agreements and amounts held or pledged as collateral. GAAP does not permit netting of non-cash collateral balances in the Consolidated Balance Sheets. Refer to “Note 2. Securities Financing Activities“ for information about the Company's securities financing transactions subject to master netting (or similar) arrangements.
June 30, 2026 (Dollars in millions) |  | Gross Amount |  | Amount Offset |  | Net Amount in Consolidated Balance Sheets |  | Held/Pledged Financial Instruments(1) |  | Net Amount
Derivative assets: |  |  |  |  |  |  |  |  |  |
Derivatives subject to master netting arrangement or similar arrangement |  | $ | 1,896 |  |  | $ | (1,354) |  |  | $ | 542 |  |  | $ | — |  |  | $ | 542 |
Derivatives not subject to master netting arrangement or similar arrangement |  | 169 |  |  | — |  |  | 169 |  |  | — |  |  | 169 |
Exchange traded derivatives |  | 1,579 |  |  | (835) |  |  | 744 |  |  | — |  |  | 744 |
Total derivative assets |  | $ | 3,644 |  |  | $ | (2,189) |  |  | $ | 1,455 |  |  | $ | — |  |  | $ | 1,455 |
Derivative liabilities: |  |  |  |  |  |  |  |  |  |
Derivatives subject to master netting arrangement or similar arrangement |  | $ | (3,486) |  |  | $ | 2,268 |  |  | $ | (1,218) |  |  | $ | 80 |  |  | $ | (1,138) |
Derivatives not subject to master netting arrangement or similar arrangement |  | (1,009) |  |  | — |  |  | (1,009) |  |  | — |  |  | (1,009) |
Exchange traded derivatives |  | (836) |  |  | 835 |  |  | (1) |  |  | — |  |  | (1) |
Total derivative liabilities |  | $ | (5,331) |  |  | $ | 3,103 |  |  | $ | (2,228) |  |  | $ | 80 |  |  | $ | (2,148) |
December 31, 2025 (Dollars in millions) |  | Gross Amount |  | Amount Offset |  | Net Amount in Consolidated Balance Sheets |  | Held/Pledged Financial Instruments(1) |  | Net Amount
Derivative assets: |  |  |  |  |  |  |  |  |  |
Derivatives subject to master netting arrangement or similar arrangement |  | $ | 1,836 |  |  | $ | (1,157) |  |  | $ | 679 |  |  | $ | — |  |  | $ | 679 |
Derivatives not subject to master netting arrangement or similar arrangement |  | 129 |  |  | — |  |  | 129 |  |  | — |  |  | 129 |
Exchange traded derivatives |  | 1,157 |  |  | (622) |  |  | 535 |  |  | — |  |  | 535 |
Total derivative assets |  | $ | 3,122 |  |  | $ | (1,779) |  |  | $ | 1,343 |  |  | $ | — |  |  | $ | 1,343 |
Derivative liabilities: |  |  |  |  |  |  |  |  |  |
Derivatives subject to master netting arrangement or similar arrangement |  | $ | (3,171) |  |  | $ | 2,196 |  |  | $ | (975) |  |  | $ | 77 |  |  | $ | (898) |
Derivatives not subject to master netting arrangement or similar arrangement |  | (821) |  |  | — |  |  | (821) |  |  | — |  |  | (821) |
Exchange traded derivatives |  | (623) |  |  | 622 |  |  | (1) |  |  | — |  |  | (1) |
Total derivative liabilities |  | $ | (4,615) |  |  | $ | 2,818 |  |  | $ | (1,797) |  |  | $ | 77 |  |  | $ | (1,720) |
(1)The fair value of held/pledged financial instruments is limited to the carrying amount of the associated derivative asset or liability. The following table presents the carrying amount of hedged items in fair value hedging relationships:
| June 30, 2026 |  | December 31, 2025
| Carrying Amount of the Hedged Assets and Liabilities(1) |  | Cumulative basis adjustment increasing (decreasing) the carrying amount |  | Carrying Amount of the Hedged Assets and Liabilities(1) |  | Cumulative basis adjustment increasing (decreasing) the carrying amount
(Dollars in millions) |  | Items Currently Designated |  | Discontinued Hedges |  |  | Items Currently Designated |  | Discontinued Hedges
AFS securities(2) | $ | 38,106 |  |  | $ | (148) |  |  | $ | (27) |  |  | $ | 38,608 |  |  | $ | 104 |  |  | $ | 13 |
Loans and leases | 174 |  |  | — |  |  | 2 |  |  | 179 |  |  | — |  |  | 3 |
Long-term debt | 28,633 |  |  | (354) |  |  | (305) |  |  | 28,194 |  |  | 70 |  |  | (375) |
(1)Carrying value shown represents amortized cost. (2)As of June 30, 2026, closed portfolios of securities hedged under the portfolio layer method had an amortized cost of $19.4 billion, of which $14.8 billion was designated as the hedged item. As of December 31, 2025, closed portfolios of securities hedged under the portfolio layer method had an amortized cost of $27.4 billion, of which $16.4 billion was designated as the hedged item. The remaining amount of amortized cost is from securities with terminated hedges where the basis adjustment is being amortized into earnings using the effective interest method over the contractual life of the security and hedges not designated under the portfolio-layer method. Impact of Derivatives on the Consolidated Statements of Income and Comprehensive Income Derivatives Designated as Hedging Instruments under GAAP No portion of the change in fair value of derivatives designated as hedges has been excluded from effectiveness testing. The following table summarizes the impact on NII related to fair value hedges:
| Three Months Ended June 30, |  | Six Months Ended June 30,
(Dollars in millions) | 2026 |  | 2025 |  | 2026 |  | 2025 |  |
Investment securities: |  |  |  |  |  |  |  |  |
Amounts related to settlements(1) | $ | 14 |  |  | $ | 79 |  |  | $ | 29 |  |  | $ | 158 |  |  |
Recognized on derivatives | 171 |  |  | (199) |  |  | 292 |  |  | (591) |  |  |
Recognized on hedged items | (171) |  |  | 201 |  |  | (292) |  |  | 594 |  |  |
Interest income gain (loss) recognized(2) | 14 |  |  | 81 |  |  | 29 |  |  | 161 |  |  |
Loans and leases: |  |  |  |  |  |  |  |  |
Amounts related to settlements(1) | (1) |  |  | — |  |  | (1) |  |  | (1) |  |  |
Long-term debt: |  |  |  |  |  |  |  |  |
Amounts related to settlements(1) | (24) |  |  | (56) |  |  | (51) |  |  | (120) |  |  |
Recognized on derivatives | (262) |  |  | 92 |  |  | (435) |  |  | 244 |  |  |
Recognized on hedged items | 262 |  |  | (90) |  |  | 434 |  |  | (243) |  |  |
Interest expense gain (loss) recognized | (24) |  |  | (54) |  |  | (52) |  |  | (119) |  |  |
Net interest income gain (loss) recognized, total | $ | (11) |  |  | $ | 27 |  |  | $ | (24) |  |  | $ | 41 |  |  |
(1)Includes amounts related to active and terminated hedges. Prior period balances have been conformed to current period presentation. (2)Includes income recognized from securities with terminated hedges that were reclassified to HTM of $9 million and $17 million for the three and six months ended June 30, 2026, respectively, and $9 million and $18 million for the three and six months ended June 30, 2025, respectively. The income recognized was offset by the amortization of the fair value mark. Refer to “Note 3. Investment Securities” for additional information on the hedge basis adjustment. The following table summarizes amounts related to cash flow hedges, which consist of interest rate contracts:
| Three Months Ended June 30, |  | Six Months Ended June 30,
(Dollars in millions) | 2026 |  | 2025 |  | 2026 |  | 2025 |  |
Pre-tax gain (loss) recognized in OCI: |  |  |  |  |  |  |  |  |
Commercial loans | $ | (663) |  |  | $ | 267 |  |  | $ | (1,223) |  |  | $ | 736 |  |  |
Pre-tax gain (loss) reclassified from AOCI into interest income: |  |  |  |  |  |  |  |  |
Commercial loans | (54) |  |  | (92) |  |  | (91) |  |  | (185) |  |  |
The following table presents information about the Company’s cash flow and fair value hedges:
(Dollars in millions) |  | Jun 30, 2026 |  | Dec 31, 2025 |
Cash flow hedges: |  |  |  |  |
Net unrecognized after-tax gain (loss) on hedges recorded in AOCI |  | $ | (1,035) |  |  | $ | (173) |  |
Maximum length of time over which forecasted cash flows are hedged |  | 4 years |  | 5 years |
Fair value hedges: |  |  |  |  |
Net unrecognized pre-tax gain (loss) on terminated hedges(1) |  | $ | 38 |  |  | $ | (56) |  |
(1)Includes deferred gains that are recorded in AOCI as a result of the reclassification to HTM of previously hedged securities of $318 million at June 30, 2026 and $335 million at December 31, 2025. Of the after-tax net loss on active and terminated cash flow hedges in OCI as of June 30, 2026, losses of $401 million after-tax are expected to be reclassified into earnings in the next 12 months. Derivatives Not Designated as Hedging Instruments under GAAP The Company also enters into derivatives that are not designated as accounting hedges under GAAP to economically hedge certain risks and for purposes of facilitating client trades. The following table presents pre-tax gains (losses) recognized in income for derivative instruments not designated as hedges:
|  | Three Months Ended June 30, |  | Six Months Ended June 30,
(Dollars in millions) | Income Statement Location | 2026 |  | 2025 |  | 2026 |  | 2025 |  |
Client-related and other risk management: |  |  |  |  |  |  |  |  |
Interest rate contracts | Investment banking and trading income and other income | $ | 25 |  |  | $ | 10 |  |  | $ | 58 |  |  | $ | 21 |  |  |
Foreign exchange contracts | Investment banking and trading income and other income | 55 |  |  | (164) |  |  | 121 |  |  | (213) |  |  |
Equity contracts | Investment banking and trading income, other income, and personnel expense | 212 |  |  | (38) |  |  | 250 |  |  | 15 |  |  |
Credit contracts | Investment banking and trading income and other income | (26) |  |  | (26) |  |  | (11) |  |  | (12) |  |  |
Commodity contracts | Investment banking and trading income | 2 |  |  | 3 |  |  | 6 |  |  | 6 |  |  |
MSRs and mortgage banking: |  |  |  |  |  |  |  |  |
Interest rate contracts | Mortgage banking income | (26) |  |  | (18) |  |  | (15) |  |  | 19 |  |  |
Total |  | $ | 242 |  |  | $ | (233) |  |  | $ | 409 |  |  | $ | (164) |  |  |
Credit Derivative Instruments As part of the Company’s investment banking and capital markets business, the Company enters into contracts that are, in form or substance, written guarantees; specifically, risk participation agreements and TRS. The Company also seeks to economically transfer certain credit risks by entering into credit default swaps. The Company accounts for these contracts as derivatives. Truist has entered into risk participation agreements to share the credit exposure with other financial institutions on client-related interest rate derivative contracts. Under these agreements, the Company has guaranteed payment to a dealer counterparty in the event the counterparty experiences a loss on the derivative due to a failure to pay by the counterparty’s client. The Company manages its payment risk on its risk participations by monitoring the creditworthiness of the underlying clients through the normal credit review process that the Company would have performed had it entered into a derivative directly with the obligors. At June 30, 2026, the remaining terms on these risk participations ranged from less than one year to ten years. The potential future exposure represents the Company’s maximum estimated exposure to written risk participations, as measured by projecting a maximum value of the guaranteed derivative instruments based on scenario simulations and assuming 100% default by all obligors on the maximum value. The Company has also entered into TRS contracts on loans and bonds. To mitigate its credit risk, the Company typically receives initial margin from the counterparty upon entering into the TRS and variation margin if the fair value of the underlying reference assets deteriorates. Refer to “Note 12. Commitments and Contingencies” for additional information on the Company’s TRS contracts. The Company’s credit default swaps economically hedge credit risk associated with certain loans and leases. The following table presents additional information related to interest rate derivative risk participation agreements and total return swaps:
(Dollars in millions) | June 30, 2026 |  | Dec 31, 2025
Risk participation agreements: |  |  |
Maximum potential amount of exposure | $ | 377 |  |  | $ | 554 |
Total return swaps: |  |  |
Cash received for variation margin | 34 |  |  | 31 |
Cash and other collateral received for initial margin | 488 |  |  | 471 |

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- References No definition available. + Details
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Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

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- Definition The entire disclosure for derivative instruments and hedging activities including, but not limited to, risk management strategies, non-hedging derivative instruments, assets, liabilities, revenue and expenses, and methodologies and assumptions used in determining the amounts. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Topic 505 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 18 -Subparagraph (d) -Publisher FASB -URI https://asc.fasb.org/1943274/2147481112/505-10-50-18 Reference 2: http://www.xbrl.org/2003/role/disclosureRef -Topic 505 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 18 -Subparagraph (b) -Publisher FASB -URI https://asc.fasb.org/1943274/2147481112/505-10-50-18 Reference 3: http://www.xbrl.org/2003/role/disclosureRef -Topic 505 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 18 -Subparagraph (a) -Publisher FASB -URI 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