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v3.21.2

Derivative Financial Instruments - Gross and net amounts for OTC derivatives (Details) - USD ($) $ in Millions | Sep. 30, 2021 | Dec. 31, 2020
--- | --- | ---
Asset derivatives |  |
Asset derivatives gross amount | $ 150 | $ 218
Asset derivatives, gross liability | (2) | (12)
Derivative assets net amount on balance sheet | 148 | 206
Liability derivatives |  |
Liability derivatives gross amount | (589) | (657)
Liability derivatives, gross asset | 22 | 2
Net amount on balance sheet | (567) | (655)
OTC derivatives |  |
Asset derivatives |  |
Asset derivatives gross amount | 21 | 10
Asset derivatives, gross liability | (21) | (9)
Cash collateral received | 2 | 0
Derivative assets net amount on balance sheet | 2 | 1
Derivative assets received under securities collateral | 0 | 0
Derivative asset, fair value, amount offset against collateral | 2 | 1
Liability derivatives |  |
Liability derivatives gross amount | (9) | (19)
Liability derivatives, gross asset | 21 | 9
Derivative liability offsets under cash collateral pledged | (20) | 9
Net amount on balance sheet | (8) | (1)
Derivative liabilities received under securities collateral | 0 | 0
Derivative liability, fair value, amount offset against collateral | $ (8) | $ (1)

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