XML 71 R58.htm IDEA: XBRL DOCUMENT v3.23.1
Derivative Instruments - Fair value and notional amount of derivatives (Details) - USD ($)
$ in Millions
Mar. 31, 2023
Dec. 31, 2022
Derivative offsetting    
Derivative assets subject to master netting agreements $ 210 $ 147
Derivative liabilities subject to master netting agreements $ 95 $ 73
Derivative Asset, Statement of Financial Position [Extensible Enumeration] Other assets Other assets
Derivative Liability, Statement of Financial Position [Extensible Enumeration] Other liabilities Other liabilities
Not designated as hedging instrument    
Derivative [Line Items]    
Asset derivatives - fair value $ 211 $ 149
Liability derivatives - fair value (101) (76)
Not designated as hedging instrument | Futures contracts    
Derivative [Line Items]    
Asset derivatives - fair value [1] 105 51
Liability derivatives - fair value [1] (47) (17)
Net derivatives - notional value [2] 2,516 3,138
Not designated as hedging instrument | Foreign currency forward contracts    
Derivative [Line Items]    
Asset derivatives - fair value [1] 21 39
Liability derivatives - fair value [1] (26) (35)
Net derivatives - notional value [2] 1,062 1,136
Not designated as hedging instrument | Other    
Derivative [Line Items]    
Asset derivatives - fair value [1] 85 59
Liability derivatives - fair value [1] (28) (24)
Net derivatives - notional value [2] $ 1,006 $ 3,592
[1] The fair value of asset derivatives are included in ‘other assets’ and the fair value of liability derivatives are included in ‘other liabilities.’
[2] Represents the absolute notional value of all outstanding contracts, consisting of long and short positions.