JPMorgan Chase & Co. (JPM) 10-Q 3 Aug 15 2015 Q2 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - Jun. 30, 2015 - shares	Total
Document and Entity Information [Abstract]
Entity Registrant Name	JPMORGAN CHASE & CO
Entity Central Index Key	19,617
Document Type	10-Q
Document Period End Date	Jun. 30, 2015
Amendment Flag	false
Document Fiscal Year Focus	2,015
Document Fiscal Period Focus	Q2
Current Fiscal Year End Date	--12-31
Entity Well Known Seasoned Issuer	Yes
Entity Voluntary Filers	No
Entity Current Reporting Status	Yes
Entity Filer Category	Large Accelerated Filer
Entity Common Stock Shares Outstanding	3,698,067,361

Consolidated Statements of Inco

Consolidated Statements of Income (Unaudited) - USD ($) shares in Millions, $ in Millions		3 Months Ended		6 Months Ended
		Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Revenue
Investment banking fees		$ 1,833	$ 1,751	$ 3,627	$ 3,171
Principal transactions		2,834	2,908	6,489	6,230
Lending- and deposit-related fees		1,418	1,463	2,781	2,868
Asset management, administration and commissions		4,015	4,007	7,822	7,843
Securities gains	[1]	44	12	96	42
Mortgage fees and related income		783	1,291	1,488	1,805
Card income		1,615	1,549	3,046	2,957
Other income		586	899	1,168	1,512
Noninterest revenue		13,128	13,880	26,517	26,428
Interest income		12,514	12,861	25,079	25,654
Interest expense		1,830	2,063	3,718	4,189
Net interest income		10,684	10,798	21,361	21,465
Total net revenue		23,812	24,678	47,878	47,893
Provision for credit losses		935	692	1,894	1,542
Noninterest expense
Compensation expense		7,694	7,610	15,737	15,469
Occupancy expense		923	973	1,856	1,925
Technology, communications and equipment expense		1,499	1,433	2,990	2,844
Professional and outside services		1,768	1,932	3,402	3,718
Marketing		642	650	1,233	1,214
Other expense		1,974	2,833	4,165	4,897
Total noninterest expense		14,500	15,431	29,383	30,067
Income before income tax expense		8,377	8,555	16,601	16,284
Income tax expense		2,087	2,575	4,397	5,035
Net income		6,290	5,980	12,204	11,249
Net income applicable to common stockholders		$ 5,776	$ 5,568	$ 11,228	$ 10,460
Net income per common share data
Basic earnings per share (in dollars per share)		$ 1.56	$ 1.47	$ 3.02	$ 2.76
Diluted earnings per share (in dollars per share)		$ 1.54	$ 1.46	$ 2.99	$ 2.74
Weighted-average basic shares (in shares)		3,707.8	3,780.6	3,716.6	3,783.9
Weighted-average diluted shares (in shares)		3,743.6	3,812.5	3,750.5	3,818.1
Cash dividends declared per common share (in dollars per share)		$ 0.44	$ 0.4	$ 0.84	$ 0.78
Other-than-temporary impairment losses included in securities gains
Total credit losses recognized in income		$ (1)	$ 0	$ (2)	$ (2)
[1]	(a)The Firm recognized other-than-temporary impairment (“OTTI”) losses of $1 million for the three months ended June 30, 2015, and $2 million for each of the six months ended June 30, 2015 and 2014. The Firm did not recognize OTTI losses for the three months ended June 30, 2014.

Consolidated Statements of Comp

Consolidated Statements of Comprehensive Income (Unaudited) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Statement of Comprehensive Income [Abstract]
Net income	$ 6,290	$ 5,980	$ 12,204	$ 11,249
Other comprehensive income/(loss), after–tax
Unrealized gains/(losses) on investment securities	(1,419)	1,075	(1,330)	2,069
Translation adjustments, net of hedges	3	12	(7)	10
Cash flow hedges	80	68	157	127
Defined benefit pension and OPEB plans	8	7	93	33
Total other comprehensive income, after–tax	(1,328)	1,162	(1,087)	2,239
Comprehensive income	$ 4,962	$ 7,142	$ 11,117	$ 13,488

Consolidated Balance Sheets (Un

Consolidated Balance Sheets (Unaudited) - USD ($) $ in Millions		Jun. 30, 2015	Dec. 31, 2014
Assets
Cash and due from banks		$ 24,095	$ 27,831
Deposits with banks		398,807	484,477
Federal funds sold and securities purchased under resale agreements (included $28,670 and $28,585 at fair value)		212,850	215,803
Securities borrowed (included $495 and $992 at fair value)		98,528	110,435
Trading assets		377,870	398,988
Securities (included $266,201 and $298,752 at fair value and assets pledged of $22,616 and $24,912)		317,795	348,004
Loans		791,247	757,336
Allowance for loan losses		(13,915)	(14,185)
Loans, net of allowance for loan losses		777,332	743,151
Accrued interest and accounts receivable		69,642	70,079
Premises and equipment		15,073	15,133
Goodwill		47,476	47,647
Mortgage servicing rights		7,571	7,436
Other intangible assets		1,091	1,192
Other assets		101,469	102,597
Total assets	[1]	2,449,599	2,572,773
Liabilities
Deposits (included $11,485 and $8,807 at fair value)		1,287,332	1,363,427
Federal funds purchased and securities loaned or sold under repurchase agreements (included $3,586 and $2,979 at fair value)		180,897	192,101
Commercial paper		42,238	66,344
Other borrowed funds (included $13,987 and $14,739 at fair value)		30,061	30,222
Trading liabilities		139,422	152,815
Accounts payable and other liabilities (included $23 and $26 at fair value)		191,749	206,939
Beneficial interests issued by consolidated variable interest entities		50,002	52,362
Long-term debt (included $31,316 and $30,226 at fair value)		286,693	276,836
Total liabilities	[1]	$ 2,208,394	$ 2,341,046
Commitments and contingencies
Stockholders’ equity
Preferred stock ($1 par value; authorized 200,000,000 shares; issued 2,491,750 and 2,006,250 shares)		$ 24,918	$ 20,063
Common stock ($1 par value; authorized 9,000,000,000 shares; issued 4,104,933,895 shares)		4,105	4,105
Additional paid-in capital		92,204	93,270
Retained earnings		138,294	129,977
Accumulated other comprehensive income		1,102	2,189
Shares held in RSU Trust, at cost (472,953 shares)		(21)	(21)
Treasury stock, at cost (406,866,534 and 390,144,630 shares)		(19,397)	(17,856)
Total stockholders’ equity		241,205	231,727
Total liabilities and stockholders’ equity		2,449,599	2,572,773
Assets and liabilities related to VIEs that are consolidated by the Firm
Assets
Trading assets		5,168	9,090
Loans		67,116	68,880
Other assets		2,274	1,815
Total assets		74,558	79,785
Liabilities
Beneficial interests issued by consolidated variable interest entities		50,002	52,362
All other liabilities		868	949
Total liabilities		$ 50,870	$ 53,311
[1]	The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at June 30, 2015, and December 31, 2014. The difference between total VIE assets and liabilities represents the Firm’s interests in those entities, which were eliminated in consolidation.(in millions)Jun 30, 2015 Dec 31, 2014Assets Trading assets$5,168 $9,090Loans67,116 68,880All other assets2,274 1,815Total assets$74,558 $79,785Liabilities Beneficial interests issued by consolidated variable interest entities$50,002 $52,362All other liabilities868 949Total liabilities$50,870 $53,311The assets of the consolidated VIEs are used to settle the liabilities of those entities. The holders of the beneficial interests do not have recourse to the general credit of JPMorgan Chase. At both June 30, 2015, and December 31, 2014, the Firm provided limited program-wide credit enhancement of $2.0 billion related to its Firm-administered multi-seller conduits, which are eliminated in consolidation. For further discussion, see Note 15.

Consolidated Balance Sheets (U5

Consolidated Balance Sheets (Unaudited) (Parenthetical) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Assets
Available-for-sale securities	$ 266,201	$ 298,752
Stockholders' equity
Preferred stock, par value (in dollars per share)	$ 1	$ 1
Preferred stock, shares authorized (in shares)	200,000,000	200,000,000
Preferred stock, shares issued (in shares)	2,491,750	2,006,250
Common stock, par value (in dollars per share)	$ 1	$ 1
Common stock, shares authorized (in shares)	9,000,000,000	9,000,000,000
Common stock, shares issued (in shares)	4,104,933,895	4,104,933,895
Shares held in Trust, shares (in shares)	472,953	472,953
Treasury stock, shares (in shares)	406,866,534	390,144,630
Limited program wide credit enhancement	$ 2,000	$ 2,000
Trading assets
Assets
Assets pledged	125,224	125,034
Securities
Assets
Assets pledged	22,616	24,912
Other assets
Assets
Assets pledged	1,219	1,399
Recurring
Assets
Federal funds sold and securities purchased under resale agreements	28,670	28,585
Securities borrowed	495	992
Available-for-sale securities	266,201	298,752
Loans, at fair value	2,431	2,611
Liabilities
Deposits	11,485	8,807
Federal funds purchased and securities loaned or sold under repurchase agreements	3,586	2,979
Other borrowed funds	13,987	14,739
Accounts payable and other liabilities	23	26
Beneficial interests issued by consolidated VIEs, at fair value	1,330	2,162
Long-term debt	31,316	30,226
Recurring | Other assets
Assets
Other assets at fair value	$ 8,603	$ 11,909

Consolidated Statements of Chan

Consolidated Statements of Changes in Stockholders' Equity (Unaudited) - USD ($) $ in Millions	Total	Preferred stock	Common stock	Additional paid-in capital	Retained earnings	Accumulated other comprehensive income/(loss)	Shares held in RSU Trust, at cost	Treasury stock, at cost
Beginning balance at Dec. 31, 2013		$ 11,158	$ 4,105	$ 93,828	$ 115,756	$ 1,199	$ (21)	$ (14,847)
Cumulative effect of change in accounting principle at Dec. 31, 2013					(321)
Balance at beginning of year, adjusted at Dec. 31, 2013					115,435
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Issuance of preferred stock		7,305
Shares issued and commitments to issue common stock for employee stock-based compensation awards, and related tax effects				(901)
Other				(48)
Net income	$ 11,249				11,249
Dividends declared:
Preferred stock					(495)
Common stock ($0.84 and $0.78 per share)					(3,023)
Other comprehensive income	2,239					2,239
Purchase of treasury stock								(1,761)
Reissuance from treasury stock								1,561
Ending balance at Jun. 30, 2014	226,983	18,463	4,105	92,879	123,166	3,438	(21)	(15,047)
Beginning balance at Dec. 31, 2014		20,063	4,105	93,270	129,977	2,189	(21)	(17,856)
Cumulative effect of change in accounting principle at Dec. 31, 2014					0
Balance at beginning of year, adjusted at Dec. 31, 2014					129,977
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Issuance of preferred stock		4,855
Shares issued and commitments to issue common stock for employee stock-based compensation awards, and related tax effects				(788)
Other				(278)
Net income	12,204				12,204
Dividends declared:
Preferred stock					(704)
Common stock ($0.84 and $0.78 per share)					(3,183)
Other comprehensive income	(1,087)					(1,087)
Purchase of treasury stock								(3,149)
Reissuance from treasury stock								1,608
Ending balance at Jun. 30, 2015	$ 241,205	$ 24,918	$ 4,015	$ 92,204	$ 138,294	$ 1,102	$ (21)	$ (19,397)

Consolidated Statements of Cha7

Consolidated Statements of Changes in Stockholders' Equity (Unaudited) (Parenthetical) - $ / shares	6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014
Dividends declared:
Common stock, dividends, per share (in dollars per share)	$ 0.84	$ 0.78

Consolidated Statements of Cash

Consolidated Statements of Cash Flows (Unaudited) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014
Operating activities
Net income	$ 12,204	$ 11,249
Adjustments to reconcile net income to net cash provided by operating activities:
Provision for credit losses	1,894	1,542
Depreciation and amortization	2,419	2,426
Deferred tax expense	90	2,540
Investment securities gains	(96)	(42)
Stock-based compensation	1,075	1,142
Originations and purchases of loans held-for-sale	(30,665)	(34,940)
Proceeds from sales, securitizations and paydowns of loans held-for-sale	27,797	38,853
Net change in:
Trading assets	34,114	(14,764)
Securities borrowed	11,903	(2,507)
Accrued interest and accounts receivable	154	(12,801)
Other assets	718	18,795
Trading liabilities	(16,660)	(7,140)
Accounts payable and other liabilities	(9,432)	1,733
Other operating adjustments	(3,340)	4,210
Net cash provided by operating activities	32,175	10,296
Investing activities
Net change in deposits with banks	85,670	(77,858)
Net change in federal funds sold and securities purchased under resale agreements	2,927	(1,427)
Held-to-maturity securities:
Proceeds from paydowns and maturities	3,185	1,667
Purchases	(5,678)	(6,312)
Available-for-sale securities:
Proceeds from paydowns and maturities	43,454	41,248
Proceeds from sales	22,569	14,976
Purchases	(41,391)	(54,227)
Proceeds from sales and securitizations of loans held-for-investment	10,217	9,170
Other changes in loans, net	(45,505)	(24,730)
Net cash provided by/(used in) business acquisitions or dispositions	1,263	(19)
All other investing activities, net	760	(426)
Net cash provided by/(used in) investing activities	77,471	(97,938)
Financing activities
Net change in deposits	(88,838)	33,419
Net change in federal funds purchased and securities loaned or sold under repurchase agreements	(11,195)	35,364
Net change in commercial paper and other borrowed funds	(24,161)	11,119
Net change in beneficial interests issued by consolidated variable interest entities	(1,454)	(5,665)
Proceeds from long-term borrowings	54,585	36,469
Payments of long-term borrowings	(40,190)	(36,628)
Excess tax benefits related to stock-based compensation	287	357
Proceeds from issuance of preferred stock	4,774	7,249
Treasury stock purchased	(3,149)	(1,761)
Dividends paid	(3,734)	(3,360)
All other financing activities, net	(354)	(1,127)
Net cash (used in)/provided by financing activities	(113,429)	75,436
Effect of exchange rate changes on cash and due from banks	47	(42)
Net decrease in cash and due from banks	(3,736)	(12,248)
Cash and due from banks at the beginning of the period	27,831	39,771
Cash and due from banks at the end of the period	24,095	27,523
Cash interest paid	3,302	4,007
Cash income taxes paid/(refunded), net	$ 5,833	$ (739)

Basis of Presentation

Basis of Presentation	6 Months Ended
	Jun. 30, 2015
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Basis of presentation	Basis of presentation JPMorgan Chase & Co. (“ JPMorgan Chase ” or the “Firm”), a financial holding company incorporated under Delaware law in 1968, is a leading global financial services firm and one of the largest banking institutions in the United States of America (“U.S.”), with operations worldwide. The Firm is a leader in investment banking, financial services for consumers and small businesses, commercial banking, financial transaction processing and asset management. For a discussion of the Firm’s business segments, see Note 24. The accounting and financial reporting policies of JPMorgan Chase and its subsidiaries conform to accounting principles generally accepted in the U.S. (“U.S. GAAP”). Additionally, where applicable, the policies conform to the accounting and reporting guidelines prescribed by regulatory authorities. The unaudited Consolidated Financial Statements prepared in conformity with U.S. GAAP require management to make estimates and assumptions that affect the reported amounts of assets, liabilities, revenue and expense, and the disclosures of contingent assets and liabilities. Actual results could be different from these estimates. In the opinion of management, all normal, recurring adjustments have been included for a fair statement of this interim financial information. These unaudited Consolidated Financial Statements should be read in conjunction with the audited Consolidated Financial Statements, and related notes thereto, included in JPMorgan Chase ’s Annual Report on Form 10-K for the year ended December 31, 2014, as filed with the U.S. Securities and Exchange Commission (the “2014 Annual Report”). Certain amounts reported in prior periods have been reclassified to conform with the current presentation. Investments in qualified affordable housing projects Effective January 1, 2015, the Firm adopted new accounting guidance for investments in affordable housing projects that qualify for the low-income housing tax credit, which impacted the Corporate & Investment Bank (“CIB”). As a result of the adoption of this new guidance, the Firm made an accounting policy election to amortize the initial cost of its qualifying investments in proportion to the tax credits and other benefits received, and to present the amortization as a component of income tax expense; previously such amounts were predominantly presented in other income. The guidance was required to be applied retrospectively and accordingly, certain prior period amounts have been revised to conform with the current period presentation. The cumulative effect on retained earnings was a reduction of $321 million as of January 1, 2014. The adoption of this accounting guidance resulted in an increase of $224 million and $229 million in other income and income tax expense, respectively, for the three months ended June 30, 2014, and $446 million and $456 million , respectively, for the six months ended June 30, 2014, which led to an increase of approximately 2% in the effective tax rate for the three and six months ended June 30, 2014. The impact on net income and earnings per share in the periods affected was not material. The Firm recognized $381 million and $384 million of tax credits and other tax benefits associated with these investments within Income tax expense for the three months ended June 30, 2015 and 2014, respectively, and $758 million and $763 million for the six months ended June 30, 2015 and 2014, respectively. The amount of amortization of such investments reported in income tax expense under the current period presentation was $281 million and $267 million , for the three months ended June 30, 2015 and 2014, respectively, and $555 million and $531 million for the six months ended June 30, 2015, respectively. The carrying value of investments in affordable housing projects was $7.1 billion and $7.3 billion at June 30, 2015 and December 31, 2014, respectively. These investments are reported in other assets on the Firm’s Consolidated balance sheets. The amount of commitments related to these investments was $1.7 billion and $1.8 billion at June 30, 2015, and December 31, 2014, respectively. These commitments are reported in accounts payable and other liabilities on the Firm’s Consolidated balance sheets. Offsetting assets and liabilities U.S. GAAP permits entities to present derivative receivables and derivative payables with the same counterparty and the related cash collateral receivables and payables on a net basis on the balance sheet when a legally enforceable master netting agreement exists. U.S. GAAP also permits securities sold and purchased under repurchase agreements to be presented net when specified conditions are met, including the existence of a legally enforceable master netting agreement. The Firm has elected to net such balances when the specified conditions are met. For further information on offsetting assets and liabilities, see Note 1 of JPMorgan Chase ’s 2014 Annual Report.

Business Changes and Developmen

Business Changes and Developments	6 Months Ended
	Jun. 30, 2015
Business Changes and Developments [Abstract]
Business changes and developments	Business changes and developments Private Equity sale As part of the Firm’s business simplification, the sale of a portion of the Private Equity Business (“Private Equity sale”) was completed on January 9, 2015. Trust preferred securities redemption On April 2, 2015 the Firm redeemed $1.5 billion of trust preferred capital securities. For further information on the Firm’s trust preferred securities, see Note 21 of JPMorgan Chase’s 2014 Annual Report. Preferred stock issuances During the three and six months ended June 30, 2015, the Firm issued $3.4 billion and $4.9 billion respectively, of noncumulative preferred stock. On July 29, 2015, the Firm issued $1.2 billion of noncumulative preferred stock. For further information on the Firm’s preferred stock, see Note 22 of JPMorgan Chase’s 2014 Annual Report. Increase in common stock dividend The Board of Directors increased the Firm’s quarterly common stock dividend from $0.40 per share to $0.44 per share, effective with the dividend paid on July 31, 2015, to stockholders of record at the close of business on July 6, 2015.

Fair Value Measurement

Fair Value Measurement	6 Months Ended
	Jun. 30, 2015
Fair Value Disclosures [Abstract]
Fair value measurement	Fair value measurement For a discussion of the Firm’s valuation methodologies for assets, liabilities and lending-related commitments measured at fair value and the fair value hierarchy, see Note 3 of JPMorgan Chase’s 2014 Annual Report. The following table presents the asset and liabilities reported at fair value as of June 30, 2015 , and December 31, 2014 , by major product category and fair value hierarchy. Assets and liabilities measured at fair value on a recurring basis Fair value hierarchy Derivative netting adjustments June 30, 2015 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 28,670 $ — $ — $ 28,670 Securities borrowed — 495 — — 495 Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies (a) 5 27,893 901 — 28,799 Residential – nonagency — 1,960 123 — 2,083 Commercial – nonagency — 1,173 138 — 1,311 Total mortgage-backed securities 5 31,026 1,162 — 32,193 U.S. Treasury and government agencies (a) 19,151 6,664 — 25,815 Obligations of U.S. states and municipalities — 6,764 1,247 — 8,011 Certificates of deposit, bankers’ acceptances and commercial paper — 947 — — 947 Non-U.S. government debt securities 25,313 29,106 208 — 54,627 Corporate debt securities — 24,855 943 — 25,798 Loans (b) — 24,419 9,563 — 33,982 Asset-backed securities — 2,699 1,539 — 4,238 Total debt instruments 44,469 126,480 14,662 — 185,611 Equity securities 107,828 448 310 — 108,586 Physical commodities (c) 3,714 1,185 — — 4,899 Other — 10,286 969 — 11,255 Total debt and equity instruments (d) 156,011 138,399 15,941 — 310,351 Derivative receivables: Interest rate 592 652,204 3,867 (625,340 ) 31,323 Credit — 51,926 2,651 (53,256 ) 1,321 Foreign exchange 758 171,741 2,351 (156,510 ) 18,340 Equity — 40,618 1,772 (36,332 ) 6,058 Commodity 191 29,254 487 (19,523 ) 10,409 Total derivative receivables (e) 1,541 945,743 11,128 (890,961 ) 67,451 Total trading assets 157,552 1,084,142 27,069 (890,961 ) 377,802 Available-for-sale securities: Mortgage-backed securities: U.S. government agencies (a) — 57,315 — — 57,315 Residential – nonagency — 39,560 13 — 39,573 Commercial – nonagency — 22,207 — — 22,207 Total mortgage-backed securities — 119,082 13 — 119,095 U.S. Treasury and government agencies (a) 11,544 46 — — 11,590 Obligations of U.S. states and municipalities — 31,424 — — 31,424 Certificates of deposit — 429 — — 429 Non-U.S. government debt securities 23,548 19,244 — — 42,792 Corporate debt securities — 15,822 — — 15,822 Asset-backed securities: Collateralized loan obligations — 30,600 772 — 31,372 Other — 10,866 90 — 10,956 Equity securities 2,721 — — — 2,721 Total available-for-sale securities 37,813 227,513 875 — 266,201 Loans — 136 2,295 — 2,431 Mortgage servicing rights (“MSRs”) — — 7,571 — 7,571 Other assets: Private equity investments (f) 144 164 1,987 — 2,295 All other 3,948 26 839 — 4,813 Total other assets 4,092 190 2,826 — 7,108 Total assets measured at fair value on a recurring basis $ 199,457 $ 1,341,146 (g) $ 40,636 (g) $ (890,961 ) $ 690,278 Deposits $ — $ 7,957 $ 3,528 $ — $ 11,485 Federal funds purchased and securities loaned or sold under repurchase agreements — 3,586 — — 3,586 Other borrowed funds — 12,726 1,261 — 13,987 Trading liabilities: Debt and equity instruments (d) 63,033 17,291 72 — 80,396 Derivative payables: Interest rate 509 618,340 3,008 (607,977 ) 13,880 Credit — 51,611 2,219 (52,568 ) 1,262 Foreign exchange 759 186,948 1,946 (171,197 ) 18,456 Equity — 44,358 3,620 (36,439 ) 11,539 Commodity 102 31,496 1,081 (18,790 ) 13,889 Total derivative payables (e) 1,370 932,753 11,874 (886,971 ) 59,026 Total trading liabilities 64,403 950,044 11,946 (886,971 ) 139,422 Accounts payable and other liabilities — — 23 — 23 Beneficial interests issued by consolidated VIEs — 190 1,140 — 1,330 Long-term debt — 18,727 12,589 — 31,316 Total liabilities measured at fair value on a recurring basis $ 64,403 $ 993,230 $ 30,487 $ (886,971 ) $ 201,149 Fair value hierarchy Derivative netting adjustments December 31, 2014 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 28,585 $ — $ — $ 28,585 Securities borrowed — 992 — — 992 Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies (a) 14 31,904 922 — 32,840 Residential – nonagency — 1,381 663 — 2,044 Commercial – nonagency — 927 306 — 1,233 Total mortgage-backed securities 14 34,212 1,891 — 36,117 U.S. Treasury and government agencies (a) 17,816 8,460 — — 26,276 Obligations of U.S. states and municipalities — 9,298 1,273 — 10,571 Certificates of deposit, bankers’ acceptances and commercial paper — 1,429 — — 1,429 Non-U.S. government debt securities 25,854 27,294 302 — 53,450 Corporate debt securities — 28,099 2,989 — 31,088 Loans (b) — 23,080 13,287 — 36,367 Asset-backed securities — 3,088 1,264 — 4,352 Total debt instruments 43,684 134,960 21,006 — 199,650 Equity securities 104,890 624 431 — 105,945 Physical commodities (c) 2,739 1,741 2 — 4,482 Other — 8,762 1,050 — 9,812 Total debt and equity instruments (d) 151,313 146,087 22,489 — 319,889 Derivative receivables: Interest rate 473 945,635 4,149 (916,532 ) 33,725 Credit — 73,853 2,989 (75,004 ) 1,838 Foreign exchange 758 212,153 2,276 (193,934 ) 21,253 Equity — 39,937 2,552 (34,312 ) 8,177 Commodity 247 42,807 599 (29,671 ) 13,982 Total derivative receivables (e) 1,478 1,314,385 12,565 (1,249,453 ) 78,975 Total trading assets 152,791 1,460,472 35,054 (1,249,453 ) 398,864 Available-for-sale securities: Mortgage-backed securities: U.S. government agencies (a) — 65,319 — — 65,319 Residential – nonagency — 50,865 30 — 50,895 Commercial – nonagency — 21,009 99 — 21,108 Total mortgage-backed securities — 137,193 129 — 137,322 U.S. Treasury and government agencies (a) 13,591 54 — — 13,645 Obligations of U.S. states and municipalities — 30,068 — — 30,068 Certificates of deposit — 1,103 — — 1,103 Non-U.S. government debt securities 24,074 28,669 — — 52,743 Corporate debt securities — 18,532 — — 18,532 Asset-backed securities: Collateralized loan obligations — 29,402 792 — 30,194 Other — 12,499 116 — 12,615 Equity securities 2,530 — — — 2,530 Total available-for-sale securities 40,195 257,520 1,037 — 298,752 Loans — 70 2,541 — 2,611 Mortgage servicing rights — — 7,436 — 7,436 Other assets: — Private equity investments (f) 648 2,624 2,225 — 5,497 All other 4,018 17 959 — 4,994 Total other assets 4,666 2,641 3,184 — 10,491 Total assets measured at fair value on a recurring basis $ 197,652 $ 1,750,280 $ 49,252 $ (1,249,453 ) $ 747,731 Deposits $ — $ 5,948 $ 2,859 $ — $ 8,807 Federal funds purchased and securities loaned or sold under repurchase agreements — 2,979 — — 2,979 Other borrowed funds — 13,286 1,453 — 14,739 Trading liabilities: Debt and equity instruments (d) 62,914 18,713 72 — 81,699 Derivative payables: — Interest rate 499 914,357 3,523 (900,634 ) 17,745 Credit — 73,095 2,800 (74,302 ) 1,593 Foreign exchange 746 221,066 2,802 (201,644 ) 22,970 Equity — 41,925 4,337 (34,522 ) 11,740 Commodity 141 44,318 1,164 (28,555 ) 17,068 Total derivative payables (e) 1,386 1,294,761 14,626 (1,239,657 ) 71,116 Total trading liabilities 64,300 1,313,474 14,698 (1,239,657 ) 152,815 Accounts payable and other liabilities — — 26 — 26 Beneficial interests issued by consolidated VIEs — 1,016 1,146 — 2,162 Long-term debt — 18,349 11,877 — 30,226 Total liabilities measured at fair value on a recurring basis $ 64,300 $ 1,355,052 $ 32,059 $ (1,239,657 ) $ 211,754 Note: Effective April 1, 2015, the Firm adopted new accounting guidance for investments in certain entities that calculate net asset value per share (or its equivalent). As a result of the adoption of this new guidance, certain investments that are measured at fair value using the net asset value per share (or its equivalent) as a practical expedient are not required to be classified in the fair value hierarchy. At June 30, 2015, and December 31, 2014, the fair values of these investments, which include certain hedge funds, private equity funds, real estate and other funds, were $1.6 billion and $1.5 billion , respectively, of which $337 million and $1.2 billion had been previously classified in level 2 and level 3, respectively, at December 31, 2014. Included in the balances at June 30, 2015, and December 31, 2014, were trading assets of $68 million and $124 million , respectively, and other assets of $1.5 billion and $1.4 billion , respectively. The guidance was required to be applied retrospectively, and accordingly, prior period amounts have been revised to conform with the current period presentation. (a) At June 30, 2015 , and December 31, 2014, included total U.S. government-sponsored enterprise obligations of $67.4 billion and $84.1 billion , respectively, which were predominantly mortgage-related. (b) At June 30, 2015 , and December 31, 2014, included within trading loans were $13.7 billion and $17.0 billion , respectively, of residential first-lien mortgages, and $4.6 billion and $5.8 billion , respectively, of commercial first-lien mortgages. Residential mortgage loans include conforming mortgage loans originated with the intent to sell to U.S. government agencies of $6.0 billion and $7.7 billion , respectively, and reverse mortgages of $2.8 billion and $3.4 billion , respectively. (c) Physical commodities inventories are generally accounted for at the lower of cost or market. “Market” is a term defined in U.S. GAAP as not exceeding fair value less costs to sell (“transaction costs”). Transaction costs for the Firm’s physical commodities inventories are either not applicable or immaterial to the value of the inventory. Therefore, market approximates fair value for the Firm’s physical commodities inventories. When fair value hedging has been applied (or when market is below cost), the carrying value of physical commodities approximates fair value, because under fair value hedge accounting, the cost basis is adjusted for changes in fair value. For a further discussion of the Firm’s hedge accounting relationships, see Note 5. To provide consistent fair value disclosure information, all physical commodities inventories have been included in each period presented. (d) Balances reflect the reduction of securities owned (long positions) by the amount of identical securities sold but not yet purchased (short positions). (e) As permitted under U.S. GAAP, the Firm has elected to net derivative receivables and derivative payables and the related cash collateral received and paid when a legally enforceable master netting agreement exists. For purposes of the tables above, the Firm does not reduce derivative receivables and derivative payables balances for this netting adjustment, either within or across the levels of the fair value hierarchy, as such netting is not relevant to a presentation based on the transparency of inputs to the valuation of an asset or liability. However, if the Firm were to net such balances within level 3, the reduction in the level 3 derivative receivables and payables balances would be $1.9 billion and $2.5 billion at June 30, 2015 , and December 31, 2014, respectively; this is exclusive of the netting benefit associated with cash collateral, which would further reduce the level 3 balances. (f) Private equity instruments represent investments within the Corporate line of business. The cost basis of the private equity investment portfolio totaled $4.0 billion and $6.0 billion at June 30, 2015 , and December 31, 2014, respectively. Transfers between levels for instruments carried at fair value on a recurring basis For the three and six months ended June 30, 2015 and 2014, there were no individually significant transfers between levels 1 and 2, or from level 2 into level 3. During the three and six months ended June 30, 2015, transfers from level 3 into level 2 included $1.9 billion and $2.0 billion , respectively, of corporate debt driven by a reduction of the significance in the unobservable inputs and an increase in observability for certain structured products and $1.3 billion and $1.9 billion of trading loans, respectively, driven by an increase in observability of certain collateralized financing transactions. During the three and six months ended June 30, 2014, transfers from level 3 into level 2 included $3.0 billion and $3.2 billion of equity derivative receivables, respectively, and $2.7 billion and $2.9 billion of equity derivative payables, respectively, due to increased observability of certain equity options. All transfers are assumed to occur at the beginning of the quarterly reporting period in which they occur. Level 3 valuations For further information on the Firm’s valuation process and a detailed discussion of the determination of fair value for individual financial instruments, see Note 3 of JPMorgan Chase’s 2014 Annual Report. The following table presents the Firm’s primary level 3 financial instruments, the valuation techniques used to measure the fair value of those financial instruments, the significant unobservable inputs, the range of values for those inputs and, for certain instruments, the weighted averages of such inputs. While the determination to classify an instrument within level 3 is based on the significance of the unobservable inputs to the overall fair value measurement, level 3 financial instruments typically include observable components (that is, components that are actively quoted and can be validated to external sources) in addition to the unobservable components. The level 1 and/or level 2 inputs are not included in the table. In addition, the Firm manages the risk of the observable components of level 3 financial instruments using securities and derivative positions that are classified within levels 1 or 2 of the fair value hierarchy. The range of values presented in the table is representative of the highest and lowest level input used to value the significant groups of instruments within a product/instrument classification. Where provided, the weighted averages of the input values presented in the table are calculated based on the fair value of the instruments that the input is being used to value. In the Firm’s view, the input range and the weighted average value do not reflect the degree of input uncertainty or an assessment of the reasonableness of the Firm’s estimates and assumptions. Rather, they reflect the characteristics of the various instruments held by the Firm and the relative distribution of instruments within the range of characteristics. For example, two option contracts may have similar levels of market risk exposure and valuation uncertainty, but may have significantly different implied volatility levels because the option contracts have different underlyings, tenors, or strike prices. The input range and weighted average values will therefore vary from period to period and parameter-to-parameter based on the characteristics of the instruments held by the Firm at each balance sheet date. For the Firm’s derivatives and structured notes positions classified within level 3, interest rate correlation inputs used in estimating fair value were concentrated towards the upper end of the range presented, equities correlation inputs were concentrated at the low end of the range, while the credit correlation inputs were distributed across the range presented and the foreign exchange correlation inputs were concentrated at the top end of the range presented. In addition, the interest rate volatility inputs used in estimating fair value were concentrated at the upper end of the range presented and the foreign exchange correlation inputs were concentrated at the top end of the range presented. The equity volatilities are concentrated at the lower half end of the range. The forward commodity prices used in estimating the fair value of commodity derivatives were concentrated within the lower end of the range presented. Level 3 inputs (a) June 30, 2015 (in millions, except for ratios and basis points) Product/Instrument Fair value Principal valuation technique Unobservable inputs Range of input values Weighted average Residential mortgage-backed securities and loans $ 6,287 Discounted cash flows Yield 3 % – 45% 6 % Prepayment speed 0 % – 16% 6 % Conditional default rate 0 % – 100% 13 % Loss severity 0 % – 100% 28 % Commercial mortgage-backed securities and loans (b) 4,136 Discounted cash flows Yield 1 % – 25% 4 % Conditional default rate 0 % – 94% 8 % Loss severity 40% 40 % Corporate debt securities, obligations of U.S. states and municipalities, and other (c) 3,956 Discounted cash flows Credit spread 60 bps – 270 bps 231 bps Yield 1 % – 18% 5 % 4,652 Market comparables Price $ — – $129 $ 92 Net interest rate derivatives 859 Option pricing Interest rate correlation (54 )% – 99% Interest rate spread volatility 4 % – 26% Net credit derivatives (b)(c) 432 Discounted cash flows Credit correlation 40 % – 90% Net foreign exchange derivatives 405 Option pricing Foreign exchange correlation 0 % – 60% Net equity derivatives (1,848 ) Option pricing Equity volatility 20 % – 65% Net commodity derivatives (594 ) Discounted cash flows Forward commodity price $ 50 – $90 per barrel Collateralized loan obligations 772 Discounted cash flows Credit spread 289 bps – 399 bps 305 bps Prepayment speed 20 % 20 % Conditional default rate 2 % 2 % Loss severity 40 % 40 % 146 Market comparables Price $ — – $99 $ 70 Mortgage servicing rights (“MSRs”) 7,571 Discounted cash flows Refer to Note 16 Private equity investments 1,987 Market comparables EBITDA multiple 6.7x – 9.9x 8.3x Liquidity adjustment 0 % – 17% 8 % Long-term debt, other borrowed funds, and deposits (d) 15,661 Option pricing Interest rate correlation (54 )% – 99% Interest rate spread volatility 4 % – 26% Foreign exchange correlation 0 % – 60% Equity correlation (50 )% – 80% 1,717 Discounted cash flows Credit correlation 40 % – 90% (a) The categories presented in the table have been aggregated based upon the product type, which may differ from their classification on the Consolidated balance sheets. (b) The unobservable inputs and associated input ranges for approximately $450 million of credit derivative receivables and $396 million of credit derivative payables with underlying commercial mortgage risk have been included in the inputs and ranges provided for commercial mortgage-backed securities (“MBS”) and loans. (c) The unobservable inputs and associated input ranges for approximately $617 million of credit derivative receivables and $569 million of credit derivative payables with underlying asset-backed securities (“ABS”) risk have been included in the inputs and ranges provided for corporate debt securities, obligations of U.S. states and municipalities and other. (d) Long-term debt, other borrowed funds and deposits include structured notes issued by the Firm that are predominantly financial instruments containing embedded derivatives. The estimation of the fair value of structured notes is predominantly based on the derivative features embedded within the instruments. The significant unobservable inputs are broadly consistent with those presented for derivative receivables. Changes in and ranges of unobservable inputs For a discussion of the impact on fair value of changes in unobservable inputs and the relationships between unobservable inputs as well as a description of attributes of the underlying instruments and external market factors that affect the range of inputs used in the valuation of the Firm’s positions see Note 3 of JPMorgan Chase’s 2014 Annual Report. Changes in level 3 recurring fair value measurements The following tables include a rollforward of the Consolidated balance sheets amounts (including changes in fair value) for financial instruments classified by the Firm within level 3 of the fair value hierarchy for the three and six months ended June 30, 2015 and 2014. When a determination is made to classify a financial instrument within level 3, the determination is based on the significance of the unobservable parameters to the overall fair value measurement. However, level 3 financial instruments typically include, in addition to the unobservable or level 3 components, observable components (that is, components that are actively quoted and can be validated to external sources); accordingly, the gains and losses in the table below include changes in fair value due in part to observable factors that are part of the valuation methodology. Also, the Firm risk-manages the observable components of level 3 financial instruments using securities and derivative positions that are classified within level 1 or 2 of the fair value hierarchy; as these level 1 and level 2 risk management instruments are not included below, the gains or losses in the following tables do not reflect the effect of the Firm’s risk management activities related to such level 3 instruments. Fair value measurements using significant unobservable inputs Three months ended June 30, 2015 (in millions) Fair value at April 1, 2015 Total realized/unrealized gains/(losses) Transfers into and/or out of level 3 (h) Fair value at June 30, 2015 Change in unrealized gains/(losses) related to financial instruments held at June 30, 2015 Purchases (g) Sales Settlements Assets: Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies $ 888 $ 91 $ 108 $ (148 ) $ (34 ) $ (4 ) $ 901 $ 84 Residential – nonagency 449 54 25 (116 ) (4 ) (285 ) 123 28 Commercial – nonagency 211 2 98 (49 ) (6 ) (118 ) 138 (2 ) Total mortgage-backed securities 1,548 147 231 (313 ) (44 ) (407 ) 1,162 110 Obligations of U.S. states and municipalities 1,331 3 47 (39 ) (2 ) (93 ) 1,247 3 Non-U.S. government debt securities 180 8 54 (20 ) (11 ) (3 ) 208 16 Corporate debt securities 2,759 5 288 (313 ) 57 (1,853 ) 943 10 Loans 10,763 294 1,160 (1,152 ) (350 ) (1,152 ) 9,563 264 Asset-backed securities 1,233 21 737 (371 ) (26 ) (55 ) 1,539 15 Total debt instruments 17,814 478 2,517 (2,208 ) (376 ) (3,563 ) 14,662 418 Equity securities 317 8 21 (13 ) (14 ) (9 ) 310 9 Other 1,041 80 450 (451 ) (137 ) (14 ) 969 (3 ) Total trading assets – debt and equity instruments 19,172 566 (c) 2,988 (2,672 ) (527 ) (3,586 ) 15,941 424 (c) Net derivative receivables: (a) Interest rate 650 351 133 (84 ) (98 ) (93 ) 859 309 Credit 275 17 1 (1 ) 107 33 432 22 Foreign exchange 707 118 8 (8 ) (187 ) (233 ) 405 245 Equity (2,745 ) 801 216 (383 ) 93 170 (1,848 ) 621 Commodity (735 ) 129 — — 47 (35 ) (594 ) 180 Total net derivative receivables (1,848 ) 1,416 (c) 358 (476 ) (38 ) (158 ) (746 ) 1,377 (c) Available-for-sale securities: Asset-backed securities 881 2 — — (21 ) — 862 2 Other 122 — — — (10 ) (99 ) 13 — Total available-for-sale securities 1,003 2 (d) — — (31 ) (99 ) 875 2 (d) Loans 2,222 85 (c) 297 — (309 ) — 2,295 83 (c) Mortgage servicing rights 6,641 794 (e) 583 (218 ) (229 ) — 7,571 794 (e) Other assets: Private equity investments 2,314 11 (c) 7 (27 ) (295 ) (23 ) 1,987 (14 ) (c) All other 894 12 (f) 11 (57 ) (21 ) — 839 3 (f) Fair value measurements using significant unobservable inputs Three months ended Fair value at April 1, 2015 Total realized/unrealized (gains)/losses Transfers into and/or out of level 3 (h) Fair value at Change in unrealized (gains)/losses related Purchases Sales Issuances Settlements Liabilities: (b) Deposits $ 3,340 $ (156 ) (c) $ — $ — $ 673 $ (30 ) $ (299 ) $ 3,528 $ (139 ) (c) Other borrowed funds 1,116 (4 ) (c) 45 — 1,274 (1,161 ) (9 ) 1,261 38 (c) Trading liabilities – debt and equity instruments 82 2 (c) (23 ) 21 — (5 ) (5 ) 72 2 (c) Accounts payable and other liabilities 23 — — — — — — 23 — Beneficial interests issued by consolidated VIEs 1,023 36 (c) (16 ) — 284 (187 ) — 1,140 26 (c) Long-term debt 12,003 (92 ) (c) — — 2,546 (1,774 ) (94 ) 12,589 19 (c) Fair value measurements using significant unobservable inputs Three months ended June 30, 2014 (in millions) Fair value at April 1, 2014 Total realized/unrealized gains/(losses) Transfers into and/or out of level 3 (h) Fair value at Change in unrealized gains/(losses) related to financial instruments held at June 30, 2014 Purchases (g) Sales Settlements Assets: Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies $ 1,150 $ 27 $ 12 $ (12 ) $ (33 ) $ (19 ) $ 1,125 $ 28 Residential – nonagency 715 67 181 (314 ) (12 ) (94 ) 543 21 Commercial – nonagency 465 8 260 (187 ) (34 ) (185 ) 327 — Total mortgage-backed securities 2,330 102 453 (513 ) (79 ) (298 ) 1,995 49 Obligations of U.S. states and municipalities 1,219 (35 ) — (105 ) — — 1,079 (44 ) Non-U.S. government debt securities 52 3 25 (3 ) (1 ) 52 128 3 Corporate debt securities 4,873 130 1,163 (663 ) (823 ) 113 4,793 74 Loans 12,521 372 3,129 (1,108 ) (1,172 ) (221 ) 13,521 376 Asset-backed securities 1,156 46 807 (776 ) (151 ) 134 1,216 32 Total debt instruments 22,151 618 5,577 (3,168 ) (2,226 ) (220 ) 22,732 490 Equity securities 868 19 49 (56 ) (22 ) (167 ) 691 83 Physical commodities 3 — — — — — 3 — Other 1,284 266 656 (127 ) (67 ) 329 2,341 173 Total trading assets – debt and equity instruments 24,306 903 (c) 6,282 (3,351 ) (2,315 ) (58 ) 25,767 746 (c) Net derivative receivables: (a) Interest rate 2,090 2 50 (63 ) (427 ) (119 ) 1,533 (49 ) Credit 244 (124 ) 164 (21 ) (79 ) (50 ) 134 (91 ) Foreign exchange (1,282 ) (143 ) 33 (3 ) 206 (5 ) (1,194 ) (141 ) Equity (1,060 ) (143 ) (i) 57 (i) (547 ) (i) (74 ) (i) (439 ) (i) (2,206 ) (204 ) Commodity (58 ) (18 ) — — 29 (75 ) (122 ) 16 Total net derivative receivables (66 ) (426 ) (c)(i) 304 (i) (634 ) (i) (345 ) (i) (688 ) (i) (1,855 ) (469 ) (c) Available-for-sale securities: Asset-backed securities 1,127 (9 ) 225 — (21 ) — 1,322 (9 ) Other 1,190 1 122 — (27 ) (772 ) 514 2 Total available-for-sale securities 2,317 (8 ) (d) 347 — (48 ) (772 ) 1,836 (7 ) (d) Loans 2,271 40 (c) 2,396 — (480 ) — 4,227 21 (c) Mortgage servicing rights 8,552 (149 ) (e) 181 2 (239 ) — 8,347 (149 ) (e) Other assets: Private equity investments 4,946 144 (c) 22 (470 ) (8 ) (4 ) 4,630 128 (c) All other 1,295 17 (f) 3 (102 ) (14 ) — 1,199 17 (f) Fair value measurements using significant unobservable inputs Fair value at April 1, 2014 Fair value at April 1, 2014 Total realized/unrealized (gains)/losses Transfers into and/or out of level 3 (h) Fair value at Change in unrealized (gains)/losses related Purchases Sales Issuances Settlements Liabilities: (b) Deposits $ 2,386 $ 74 (c) $ — $ — $ 519 $ (24 ) $ (117 ) $ 2,838 $ 63 (c) Other borrowed funds 1,535 (132 ) (c) — — 1,343 (1,380 ) 172 1,538 (30 ) (c) Trading liabilities – debt and equity instruments 101 (4 ) (c) (46 ) 71 — (4 ) (38 ) 80 1 (c) Accounts payable and other liabilities — 27 (f) — — — — — 27 27 (f) Beneficial interests issued by consolidated VIEs 1,160 54 (c) — — 4 (54 ) (102 ) 1,062 58 (c) Long-term debt 11,203 437 (c) — — 1,912 (1,369 ) (437 ) 11,746 410 (c) Fair value measurements using significant unobservable inputs Six months ended Fair value at January 1, 2015 Total realized/unrealized gains/(losses) Transfers into and/or out of level 3 (h) Fair value at Change in unrealized gains/(losses) related Purchases (g) Sales Settlements Assets: Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies $ 922 $ 38 $ 182 $ (165 ) $ (74 ) $ (2 ) $ 901 $ 40 Residential – nonagency 663 44 177 (463 ) (10 ) (288 ) 123 26 Commercial – nonagency 306 (9 ) 180 (200 ) (14 ) (125 ) 138 (6 ) Total mortgage-backed securities 1,891 73 539 (828 ) (98 ) (415 ) 1,162 60 Obligations of U.S. states and municipalities 1,273 13 191 (110 ) (27 ) (93 ) 1,247 12 Non-U.S. government debt securities 302 9 155 (112 ) (42 ) (104 ) 208 19 Corporate debt securities 2,989 (50 ) 821 (809 ) (35 ) (1,973 ) 943 18 Loans 13,287 9 1,896 (3,149 ) (819 ) (1,661 ) 9,563 (67 ) Asset-backed securities 1,264 (16 ) 1,296 (892 ) 6 (119 ) 1,539 (14 ) Total debt instruments 21,006 38 4,898 (5,900 ) (1,015 ) (4,365 ) 14,662 28 Equity securities 431 46 50 (123 ) (17 ) (77 ) 310 51 Other 1,052 88 1,111 (1,035 ) (216 ) (31 ) 969 14 Total trading assets – debt and equity instruments 22,489 172 (c) 6,059 (7,058 ) (1,248 ) (4,473 ) 15,941 93 (c) Net derivative receivables: (a) Interest rate 626 493 442 (158 ) (353 ) (191 ) 859 541 Credit 189 94 10 (4 ) 126 17 432 195 Foreign exchange (526 ) 945 13 (11 ) 14 (30 ) 405 551 Equity (1,785 ) 325 424 (672 ) (262 ) 122 (1,848 ) 137 Commodity (565 ) 89 — — (51 ) (67 ) (594 ) (101 ) Total net derivative receivables (2,061 ) 1,946 (c) 889 (845 ) (526 ) (149 ) (746 ) 1,323 (c) Available-for-sale securities: Asset-backed securities 908 (7 ) 49 (43 ) (45 ) — 862 (2 ) Other 129 — — — (17 ) (99 ) 13 — Total available-for-sale securities 1,037 (7 ) (d) 49 (43 ) (62 ) (99 ) 875 (2 ) (d) Loans 2,541 (120 ) (c) 417 (83 ) (460 ) — 2,295 (118 ) (c) Mortgage servicing rights 7,436 215 (e) 739 (375 ) (444 ) — 7,571 215 (e) Other assets: Private equity investments 2,475 47 (c) 7 (27 ) (366 ) (149 ) 1,987 (16 ) (c) All other 965 10 (f) 65 (143 ) (58 ) — 839 (16 ) (f) Fair value measurements using significant unobservable inputs Six months ended Fair value at January 1, 2015 Total realized/unrealized (gains)/losses Transfers into and/or out of level 3 (h) Fair value at Change in unrealized (gains)/losses related Purchases Sales Issuances Settlements Liabilities: (b) Deposits $ 2,859 $ (64 ) (c) $ — $ — $ 1,448 $ (145 ) $ (570 ) $ 3,528 $ 7 (c) Other borrowed funds 1,453 (123 ) (c) 45 — 2,322 (2,142 ) (294 ) 1,261 (122 ) (c) Trading liabilities – debt and equity instruments 72 5 (c) (131 ) 147 — (14 ) (7 ) 72 8 (c) Accounts payable and other liabilities 26 — (c) — — — (3 ) — 23 — (c) Beneficial interests issued by consolidated VIEs 1,146 (17 ) (c) (16 ) — 286 (259 ) — 1,140 — (c) Long-term debt 11,877 (197 ) (c) — (12 ) 5,383 (4,145 ) (317 ) 12,589 (37 ) (c) Fair value measurements using significant unobservable inputs Six months ended Fair value at January 1, 2014 Total realized/unrealized gains/(losses) Transfers into and/or out of level 3 (h) Fair value at Change in unrealized gains/(losses) related Purchases (g) Sales Settlements Assets: Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies $ 1,005 $ 30 $ 343 $ (174 ) $ (60 ) $ (19 ) $ 1,125 $ 32 Residential – nonagency 726 91 373 (514 ) (24 ) (109 ) 543 29 Commercial – nonagency 432 28 581 (481 ) (48 ) (185 ) 327 4 Total mortgage-backed securities 2,163 149 1,297 (1,169 ) (132 ) (313 ) 1,995 65 Obligations of U.S. states and municipalities 1,382 (13 ) — (290 ) — — 1,079 7 Non-U.S. government debt securities 143 19 435 (519 ) (2 ) 52 128 24 Corporate debt securities 5,920 368 2,360 (2,015 ) (1,664 ) (176 ) 4,793 280 Loans 13,455 691 5,287 (2,902 ) (2,718 ) (292 ) 13,521 882 Asset-backed securities 1,272 70 1,357 (1,332 ) (171 ) 20 1,216 43 Total debt instruments 24,335 1,284 10,736 (8,227 ) (4,687 ) (709 ) 22,732 1,301 Equity securities 867 100 85 (75 ) (30 ) (256 ) 691 147 Physical commodities 4 — — — (1 ) — 3 — Other 2,000 169 710 (178 ) (95 ) (265 ) 2,341 146 Total trading assets – debt and equity instruments 27,206 1,553 (c) 11,531 (8,480 ) (4,813 ) (1,230 ) 25,767 1,594 (c) Net derivative receivables: (a) Interest rate 2,379 26 98 (106 ) (765 ) (99 ) 1,533 (690 ) Credit 95 (239 ) 222 (21 ) 127 (50 ) 134 (186 ) Foreign exchange (1,200 ) (342 ) 94 (19 ) 255 18 (1,194 ) (291 ) Equity (1,063 ) (72 ) (i) 858 (i) (1,580 ) (i) 51 (i) (400 ) (i) (2,206 ) 343 Commodity 115 (172 ) 1 — (13 ) (53 ) (122 ) (156 ) Total net derivative receivables 326 (799 ) (c)(i) 1,273 (i) (1,726 ) (i) (345 ) (i) (584 ) (i) (1,855 ) (980 ) (c) Available-for-sale securities: Asset-backed securities 1,088 (11 ) 225 (2 ) (41 ) 63 1,322 (11 ) Other 1,234 (2 ) 122 — (68 ) (772 ) 514 (1 ) Total available-for-sale securities 2,322 (13 ) (d) 347 (2 ) (109 ) (709 ) 1,836 (12 ) (d) Loans 1,931 72 (c) 3,080 (142 ) (714 ) — 4,227 47 (c) Mortgage servicing rights 9,614 (971 ) (e) 376 (186 ) (486 ) — 8,347 (971 ) (e) Other assets: Private equity investments 5,817 240 (c) 103 (1,488 ) (308 ) 266 4,630 109 (c) All other 1,382 (3 ) (f) 6 (130 ) (56 ) — 1,199 (3 ) (f) Fair value measurements using significant unobservable inputs Six months ended Fair value at January 1, 2014 Total realized/unrealized (gains)/losses Transfers into and/or out of level 3 (h) Fair value at Change in unrealized (gains)/ losses related instruments held at June 30, 2014 Purchases Sales Issuances Settlements Liabilities: (b) Deposits $ 2,255 $ 111 (c) $ — $ — $ 809 $ (66 ) $ (271 ) $ 2,838 $ 98 (c) Other borrowed funds 2,074 (93 ) (c) — — 2,676 (3,487 ) 368 1,538 84 (c) Tradi

Fair Value Option

Fair Value Option	6 Months Ended
	Jun. 30, 2015
Fair Value Option [Abstract]
Fair value option	Fair value option For a discussion of the primary financial instruments for which the fair value option was previously elected, including the basis for those elections and the determination of instrument-specific credit risk, where relevant, see Note 4 of JPMorgan Chase’s 2014 Annual Report. Changes in fair value under the fair value option election The following table presents the changes in fair value included in the Consolidated statements of income for the three and six months ended June 30, 2015 and 2014, for items for which the fair value option was elected. The profit and loss information presented below only includes the financial instruments that were elected to be measured at fair value; related risk management instruments, which are required to be measured at fair value, are not included in the table. Three months ended June 30, 2015 2014 (in millions) Principal transactions All other income Total changes in fair value recorded Principal transactions All other income Total changes in fair value recorded Federal funds sold and securities purchased under resale agreements $ (99 ) $ — $ (99 ) $ 96 $ — $ 96 Securities borrowed (2 ) — (2 ) (2 ) — (2 ) Trading assets: Debt and equity instruments, excluding loans 139 1 (c) 140 245 3 (c) 248 Loans reported as trading assets: Changes in instrument-specific credit risk 59 10 (c) 69 391 3 (c) 394 Other changes in fair value (15 ) 100 (c) 85 38 400 (c) 438 Loans: Changes in instrument-specific credit risk — — — 20 — 20 Other changes in fair value — — — 24 — 24 Other assets 2 3 (d) 5 7 (1 ) (d) 6 Deposits (a) 162 — 162 (107 ) — (107 ) Federal funds purchased and securities loaned or sold under repurchase agreements 18 — 18 (18 ) — (18 ) Other borrowed funds (a) 115 — 115 (911 ) — (911 ) Trading liabilities (12 ) — (12 ) (3 ) — (3 ) Beneficial interests issued by consolidated VIEs 26 — 26 (48 ) — (48 ) Other liabilities — — — (27 ) — (27 ) Long-term debt: Changes in instrument-specific credit risk (a) 209 — 209 82 — 82 Other changes in fair value (b) 728 — 728 (773 ) — (773 ) Six months ended June 30, 2015 2014 (in millions) Principal transactions All other income Total changes in fair value recorded Principal transactions All other income Total changes in fair value recorded Federal funds sold and securities purchased under resale agreements $ (26 ) $ — $ (26 ) $ 56 $ — $ 56 Securities borrowed (4 ) — (4 ) (5 ) — (5 ) Trading assets: Debt and equity instruments, excluding loans 519 1 (c) 520 475 1 (c) 476 Loans reported as trading assets: Changes in instrument-specific credit risk 211 13 (c) 224 754 12 (c) 766 Other changes in fair value 112 380 (c) 492 102 692 (c) 794 Loans: Changes in instrument-specific credit risk 1 — 1 28 — 28 Other changes in fair value — — — 31 — 31 Other assets 62 9 (d) 71 12 (74 ) (d) (62 ) Deposits (a) 37 — 37 (211 ) — (211 ) Federal funds purchased and securities loaned or sold under repurchase agreements 9 — 9 (34 ) — (34 ) Other borrowed funds (a) 106 — 106 (1,171 ) — (1,171 ) Trading liabilities (14 ) — (14 ) (9 ) — (9 ) Beneficial interests issued by consolidated VIEs 44 — 44 (137 ) — (137 ) Other liabilities — — — (27 ) — (27 ) Long-term debt: Changes in instrument-specific credit risk (a) 325 — 325 5 — 5 Other changes in fair value (b) 350 — 350 (791 ) — (791 ) (a) Total changes in instrument-specific credit risk (DVA) related to structured notes were $215 million and $134 million for the three months ended June 30, 2015 and 2014, respectively, and $323 million and $19 million for the six months ended June 30, 2015 and 2014, respectively. These totals include such changes for structured notes classified within deposits and other borrowed funds, as well as long-term debt. (b) Structured notes are predominantly financial instruments containing embedded derivatives. Where present, the embedded derivative is the primary driver of risk. Although the risk associated with the structured notes is actively managed, the gains/(losses) reported in this table do not include the income statement impact of the risk management instruments used to manage such risk. (c) Reported in mortgage fees and related income. (d) Reported in other income. Difference between aggregate fair value and aggregate remaining contractual principal balance outstanding The following table reflects the difference between the aggregate fair value and the aggregate remaining contractual principal balance outstanding as of June 30, 2015 , and December 31, 2014 , for loans, long-term debt and long-term beneficial interests for which the fair value option has been elected. June 30, 2015 December 31, 2014 (in millions) Contractual principal outstanding Fair value Fair value over/(under) contractual principal outstanding Contractual principal outstanding Fair value Fair value over/(under) contractual principal outstanding Loans (a) Nonaccrual loans Loans reported as trading assets $ 4,096 $ 1,097 $ (2,999 ) $ 3,847 $ 905 $ (2,942 ) Loans 7 7 — 7 7 — Subtotal 4,103 1,104 (2,999 ) 3,854 912 (2,942 ) All other performing loans Loans reported as trading assets 34,729 32,885 (1,844 ) 37,608 35,462 (2,146 ) Loans 2,267 2,262 (5 ) 2,397 2,389 (8 ) Total loans $ 41,099 $ 36,251 $ (4,848 ) $ 43,859 $ 38,763 $ (5,096 ) Long-term debt Principal-protected debt $ 14,747 (c) $ 14,690 $ (57 ) $ 14,660 (c) $ 15,484 $ 824 Nonprincipal-protected debt (b) NA 16,626 NA NA 14,742 NA Total long-term debt NA $ 31,316 NA NA $ 30,226 NA Long-term beneficial interests Nonprincipal-protected debt (b) NA $ 1,330 NA NA $ 2,162 NA Total long-term beneficial interests NA $ 1,330 NA NA $ 2,162 NA (a) There were no performing loans that were ninety days or more past due as of June 30, 2015 , and December 31, 2014 , respectively. (b) Remaining contractual principal is not applicable to nonprincipal-protected notes. Unlike principal-protected structured notes, for which the Firm is obligated to return a stated amount of principal at the maturity of the note, nonprincipal-protected structured notes do not obligate the Firm to return a stated amount of principal at maturity, but to return an amount based on the performance of an underlying variable or derivative feature embedded in the note. However, investors are exposed to the credit risk of the Firm as issuer for both nonprincipal-protected and principal protected notes. (c) Where the Firm issues principal-protected zero-coupon or discount notes, the balance reflected as the remaining contractual principal is the final principal payment at maturity. At June 30, 2015 , and December 31, 2014 , the contractual amount of letters of credit for which the fair value option was elected was $4.4 billion and $4.5 billion , respectively, with a corresponding fair value of $(130) million and $(147) million , respectively. For further information regarding off-balance sheet lending-related financial instruments, see Note 29 of JPMorgan Chase’s 2014 Annual Report, and Note 21. Structured note products by balance sheet classification and risk component The table below presents the fair value of the structured notes issued by the Firm, by balance sheet classification and the primary risk to which the structured notes’ embedded derivative relates. June 30, 2015 December 31, 2014 (in millions) Long-term debt Other borrowed funds Deposits Total Long-term debt Other borrowed funds Deposits Total Risk exposure Interest rate $ 10,580 $ 99 $ 3,960 $ 14,639 $ 10,858 $ 460 $ 2,119 $ 13,437 Credit 4,353 418 — 4,771 4,023 450 — 4,473 Foreign exchange 1,454 196 12 1,662 2,150 211 17 2,378 Equity 13,416 12,300 4,745 30,461 12,348 12,412 4,415 29,175 Commodity 828 229 2,503 3,560 710 644 2,012 3,366 Total structured notes $ 30,631 $ 13,242 $ 11,220 $ 55,093 $ 30,089 $ 14,177 $ 8,563 $ 52,829

Derivative Instruments

Derivative Instruments	6 Months Ended
	Jun. 30, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivative instruments	Derivative instruments JPMorgan Chase makes markets in derivatives for customers and also uses derivatives to hedge or manage its own risk exposures. For a further discussion of the Firm’s use of and accounting policies regarding derivative instruments, see Note 6 of JPMorgan Chase’s 2014 Annual Report . The Firm’s disclosures are based on the accounting treatment and purpose of these derivatives. A limited number of the Firm’s derivatives are designated in hedge accounting relationships and are disclosed according to the type of hedge (fair value hedge, cash flow hedge, or net investment hedge). Derivatives not designated in hedge accounting relationships include certain derivatives that are used to manage certain risks associated with specified assets or liabilities (“specified risk management” positions) as well as derivatives used in the Firm’s market-making businesses or for other purposes. The following table outlines the Firm’s primary uses of derivatives and the related hedge accounting designation or disclosure category. Type of Derivative Use of Derivative Designation and disclosure Affected segment or unit 10-Q page reference Manage specifically identified risk exposures in qualifying hedge accounting relationships: ◦ Interest rate Hedge fixed rate assets and liabilities Fair value hedge Corporate 111 –112 ◦ Interest rate Hedge floating-rate assets and liabilities Cash flow hedge Corporate 112 –113 ◦ Foreign exchange Hedge foreign currency-denominated assets and liabilities Fair value hedge Corporate 111 –112 ◦ Foreign exchange Hedge forecasted revenue and expense Cash flow hedge Corporate 112 –113 ◦ Foreign exchange Hedge the value of the Firm’s investments in non-U.S. subsidiaries Net investment hedge Corporate 114 ◦ Commodity Hedge commodity inventory Fair value hedge CIB 111 –112 Manage specifically identified risk exposures not designated in qualifying hedge accounting relationships: ◦ Interest rate Manage the risk of the mortgage pipeline, warehouse loans and MSRs Specified risk management CCB 114 ◦ Credit Manage the credit risk of wholesale lending exposures Specified risk management CIB 114 ◦ Commodity Manage the risk of certain commodities-related contracts and investments Specified risk management CIB 114 ◦ Interest rate and foreign exchange Manage the risk of certain other specified assets and liabilities Specified risk management Corporate 114 Market-making derivatives and other activities: ◦ Various Market-making and related risk management Market-making and other CIB 114 ◦ Various Other derivatives Market-making and other CIB, Corporate 114 Notional amount of derivative contracts The following table summarizes the notional amount of derivative contracts outstanding as of June 30, 2015 , and December 31, 2014 . Notional amounts (b) (in billions) June 30, 2015 December 31, 2014 Interest rate contracts Swaps $ 23,790 $ 29,734 Futures and forwards 7,108 10,189 Written options 3,735 3,903 Purchased options 4,120 4,259 Total interest rate contracts 38,753 48,085 Credit derivatives (a) 3,681 4,249 Foreign exchange contracts Cross-currency swaps 3,262 3,346 Spot, futures and forwards 4,810 4,669 Written options 750 790 Purchased options 758 780 Total foreign exchange contracts 9,580 9,585 Equity contracts Swaps 237 206 Futures and forwards 59 50 Written options 414 432 Purchased options 357 375 Total equity contracts 1,067 1,063 Commodity contracts Swaps 114 126 Spot, futures and forwards 162 193 Written options 175 181 Purchased options 176 180 Total commodity contracts 627 680 Total derivative notional amounts $ 53,708 $ 63,662 (a) For more information on volumes and types of credit derivative contracts, see the Credit derivatives discussion on pages 115–116 of this Note. (b) Represents the sum of gross long and gross short third-party notional derivative contracts. While the notional amounts disclosed above give an indication of the volume of the Firm’s derivatives activity, the notional amounts significantly exceed, in the Firm’s view, the possible losses that could arise from such transactions. For most derivative transactions, the notional amount is not exchanged; it is used simply as a reference to calculate payments. Impact of derivatives on the Consolidated Balance Sheets The following table summarizes information on derivative receivables and payables (before and after netting adjustments) that are reflected on the Firm’s Consolidated balance sheets as of June 30, 2015 , and December 31, 2014 , by accounting designation (e.g., whether the derivatives were designated in qualifying hedge accounting relationships or not) and contract type. Free-standing derivative receivables and payables (a) Gross derivative receivables Gross derivative payables June 30, 2015 Not designated as hedges Designated as hedges Total derivative receivables Net derivative receivables (b) Not designated as hedges Designated as hedges Total derivative payables Net derivative payables (b) Trading assets and liabilities Interest rate $ 652,504 $ 4,159 $ 656,663 $ 31,323 $ 619,496 $ 2,361 $ 621,857 $ 13,880 Credit 54,577 — 54,577 1,321 53,830 — 53,830 1,262 Foreign exchange 174,062 788 174,850 18,340 188,047 1,606 189,653 18,456 Equity 42,390 — 42,390 6,058 47,978 — 47,978 11,539 Commodity 29,065 867 29,932 10,409 32,667 12 32,679 13,889 Total fair value of trading assets and liabilities $ 952,598 $ 5,814 $ 958,412 $ 67,451 $ 942,018 $ 3,979 $ 945,997 $ 59,026 Gross derivative receivables Gross derivative payables December 31, 2014 Not designated as hedges Designated as hedges Total derivative receivables Net derivative receivables (b) Not designated as hedges Designated Total derivative payables Net derivative payables (b) Trading assets and liabilities Interest rate $ 944,885 $ 5,372 $ 950,257 $ 33,725 $ 915,368 $ 3,011 $ 918,379 $ 17,745 Credit 76,842 — 76,842 1,838 75,895 — 75,895 1,593 Foreign exchange 211,537 3,650 215,187 21,253 223,988 626 224,614 22,970 Equity 42,489 — 42,489 8,177 46,262 — 46,262 11,740 Commodity 43,151 502 43,653 13,982 45,455 168 45,623 17,068 Total fair value of trading assets and liabilities $ 1,318,904 $ 9,524 $ 1,328,428 $ 78,975 $ 1,306,968 $ 3,805 $ 1,310,773 $ 71,116 (a) Balances exclude structured notes for which the fair value option has been elected. See Note 4 for further information. (b) As permitted under U.S. GAAP, the Firm has elected to net derivative receivables and derivative payables and the related cash collateral receivables and payables when a legally enforceable master netting agreement exists. The following table presents, as of June 30, 2015 , and December 31, 2014 , the gross and net derivative receivables by contract and settlement type. Derivative receivables have been netted on the Consolidated balance sheets against derivative payables and cash collateral payables to the same counterparty with respect to derivative contracts for which the Firm has obtained an appropriate legal opinion with respect to the master netting agreement. Where such a legal opinion has not been either sought or obtained, the receivables are not eligible under U.S. GAAP for netting on the Consolidated balance sheets, and are shown separately in the table below. June 30, 2015 December 31, 2014 (in millions) Gross derivative receivables Amounts netted on the Consolidated balance sheets Net derivative receivables Gross derivative receivables Amounts netted on the Consolidated balance sheets Net derivative receivables U.S. GAAP nettable derivative receivables Interest rate contracts: OTC $ 431,691 $ (406,111 ) $ 25,580 $ 542,107 $ (514,914 ) $ 27,193 OTC–cleared 219,247 (219,229 ) 18 401,656 (401,618 ) 38 Exchange-traded (a) — — — — — — Total interest rate contracts 650,938 (625,340 ) 25,598 943,763 (916,532 ) 27,231 Credit contracts: OTC 45,040 (44,287 ) 753 66,636 (65,720 ) 916 OTC–cleared 9,000 (8,969 ) 31 9,320 (9,284 ) 36 Total credit contracts 54,040 (53,256 ) 784 75,956 (75,004 ) 952 Foreign exchange contracts: OTC 170,584 (156,406 ) 14,178 208,803 (193,900 ) 14,903 OTC–cleared 107 (104 ) 3 36 (34 ) 2 Exchange-traded (a) — — — — — — Total foreign exchange contracts 170,691 (156,510 ) 14,181 208,839 (193,934 ) 14,905 Equity contracts: OTC 24,520 (23,514 ) 1,006 23,258 (22,826 ) 432 OTC–cleared — — — — — — Exchange-traded (a) 14,918 (12,818 ) 2,100 13,840 (11,486 ) 2,354 Total equity contracts 39,438 (36,332 ) 3,106 37,098 (34,312 ) 2,786 Commodity contracts: OTC 15,963 (7,265 ) 8,698 22,555 (14,327 ) 8,228 OTC–cleared — — — — — — Exchange-traded (a) 13,137 (12,258 ) 879 19,500 (15,344 ) 4,156 Total commodity contracts 29,100 (19,523 ) 9,577 42,055 (29,671 ) 12,384 Derivative receivables with appropriate legal opinion $ 944,207 $ (890,961 ) (b) $ 53,246 $ 1,307,711 $ (1,249,453 ) (b) $ 58,258 Derivative receivables where an appropriate legal opinion has not been either sought or obtained 14,205 14,205 20,717 20,717 Total derivative receivables recognized on the Consolidated balance sheets $ 958,412 $ 67,451 $ 1,328,428 $ 78,975 (a) Exchange-traded derivative amounts that relate to futures contracts are settled daily. (b) Included cash collateral netted of $67.2 billion and $74.0 billion at June 30, 2015 , and December 31, 2014 , respectively. The following table presents, as of June 30, 2015 , and December 31, 2014 , the gross and net derivative payables by contract and settlement type. Derivative payables have been netted on the Consolidated balance sheets against derivative receivables and cash collateral receivables from the same counterparty with respect to derivative contracts for which the Firm has obtained an appropriate legal opinion with respect to the master netting agreement. Where such a legal opinion has not been either sought or obtained, the payables are not eligible under U.S. GAAP for netting on the Consolidated balance sheets, and are shown separately in the table below. June 30, 2015 December 31, 2014 (in millions) Gross derivative payables Amounts netted on the Consolidated balance sheets Net derivative payables Gross derivative payables Amounts netted on the Consolidated balance sheets Net derivative payables U.S. GAAP nettable derivative payables Interest rate contracts: OTC $ 410,875 $ (398,412 ) $ 12,463 $ 515,904 $ (503,384 ) $ 12,520 OTC–cleared 209,740 (209,565 ) 175 398,518 (397,250 ) 1,268 Exchange-traded (a) — — — — — — Total interest rate contracts 620,615 (607,977 ) 12,638 914,422 (900,634 ) 13,788 Credit contracts: OTC 44,305 (43,547 ) 758 65,432 (64,904 ) 528 OTC–cleared 9,024 (9,021 ) 3 9,398 (9,398 ) — Total credit contracts 53,329 (52,568 ) 761 74,830 (74,302 ) 528 Foreign exchange contracts: OTC 184,282 (171,105 ) 13,177 217,998 (201,578 ) 16,420 OTC–cleared 92 (92 ) — 66 (66 ) — Exchange-traded (a) — — — — — — Total foreign exchange contracts 184,374 (171,197 ) 13,177 218,064 (201,644 ) 16,420 Equity contracts: OTC 29,022 (23,621 ) 5,401 27,908 (23,036 ) 4,872 OTC–cleared — — — — — — Exchange-traded (a) 14,292 (12,818 ) 1,474 12,864 (11,486 ) 1,378 Total equity contracts 43,314 (36,439 ) 6,875 40,772 (34,522 ) 6,250 Commodity contracts: OTC 18,424 (6,532 ) 11,892 25,129 (13,211 ) 11,918 OTC–cleared — — — — — — Exchange-traded (a) 12,512 (12,258 ) 254 18,486 (15,344 ) 3,142 Total commodity contracts 30,936 (18,790 ) 12,146 43,615 (28,555 ) 15,060 Derivative payables with appropriate legal opinions $ 932,568 $ (886,971 ) (b) $ 45,597 $ 1,291,703 $ (1,239,657 ) (b) $ 52,046 Derivative payables where an appropriate legal opinion has not been either sought or obtained 13,429 13,429 19,070 19,070 Total derivative payables recognized on the Consolidated balance sheets $ 945,997 $ 59,026 $ 1,310,773 $ 71,116 (a) Exchange-traded derivative balances that relate to futures contracts are settled daily. (b) Included cash collateral netted of $63.2 billion and $64.2 billion related to OTC and OTC-cleared derivatives at June 30, 2015 , and December 31, 2014 , respectively. In addition to the cash collateral received and transferred that is presented on a net basis with net derivative receivables and payables, the Firm receives and transfers additional collateral (financial instruments and cash). These amounts mitigate counterparty credit risk associated with the Firm’s derivative instruments but are not eligible for net presentation, because (a) the collateral is comprised of non-cash financial instruments (generally U.S. government and agency securities and other G7 government bonds), (b) the amount of collateral held or transferred exceeds the fair value exposure, at the individual counterparty level, as of the date presented, or (c) the collateral relates to derivative receivables or payables where an appropriate legal opinion has not been either sought or obtained. The following tables present information regarding certain financial instrument collateral received and transferred as of June 30, 2015 , and December 31, 2014 , that is not eligible for net presentation under U.S. GAAP. The collateral included in these tables relates only to the derivative instruments for which appropriate legal opinions have been obtained; excluded are (i) additional collateral that exceeds the fair value exposure and (ii) all collateral related to derivative instruments where an appropriate legal opinion has not been either sought or obtained. Derivative receivable collateral June 30, 2015 December 31, 2014 (in millions) Net derivative receivables Collateral not nettable on the Consolidated balance sheets Net exposure Net derivative receivables Collateral not nettable on the Consolidated balance sheets Net exposure Derivative receivables with appropriate legal opinions $ 53,246 $ (13,214 ) (a) $ 40,032 $ 58,258 $ (16,194 ) (a) $ 42,064 Derivative payable collateral (b) June 30, 2015 December 31, 2014 (in millions) Net derivative payables Collateral not nettable on the Consolidated balance sheets Net amount (c) Net derivative payables Collateral not nettable on the Consolidated balance sheets Net amount (c) Derivative payables with appropriate legal opinions $ 45,597 $ (9,093 ) (a) $ 36,504 $ 52,046 $ (10,505 ) (a) $ 41,541 (a) Represents liquid security collateral as well as cash collateral held at third party custodians. For some counterparties, the collateral amounts of financial instruments may exceed the derivative receivables and derivative payables balances. Where this is the case, the total amount reported is limited to the net derivative receivables and net derivative payables balances with that counterparty. (b) Derivative payable collateral relates only to OTC and OTC-cleared derivative instruments. Amounts exclude collateral transferred related to exchange-traded derivative instruments. (c) Net amount represents exposure of counterparties to the Firm. Liquidity risk and credit-related contingent features For a more detailed discussion of liquidity risk and credit-related contingent features related to the Firm’s derivative contracts, see Note 6 of JPMorgan Chase’s 2014 Annual Report. The following table shows the aggregate fair value of net derivative payables related to OTC and OTC-cleared derivatives that contain contingent collateral or termination features that may be triggered upon a ratings downgrade, and the associated collateral the Firm has posted in the normal course of business, at June 30, 2015 , and December 31, 2014 . OTC and OTC-cleared derivative payables containing downgrade triggers (in millions) June 30, 2015 December 31, 2014 Aggregate fair value of net derivative payables $ 29,340 $ 32,303 Collateral posted 24,006 27,585 The following table shows the impact of a single-notch and two-notch downgrade of the long-term issuer ratings of JPMorgan Chase & Co. and its subsidiaries, predominantly JPMorgan Chase Bank, National Association (“JPMorgan Chase Bank, N.A.”), at June 30, 2015 and December 31, 2014 , related to OTC and OTC-cleared derivative contracts with contingent collateral or termination features that may be triggered upon a ratings downgrade. Derivatives contracts generally require additional collateral to be posted or terminations to be triggered when the predefined threshold rating is breached. A downgrade by a single rating agency that does not result in a rating lower than a preexisting corresponding rating provided by another major rating agency will generally not result in additional collateral, except in certain instances in which additional initial margin may be required upon a ratings downgrade, or in termination payments requirements. The liquidity impact in the table is calculated based upon a downgrade below the lowest current rating of the rating agencies referred to in the derivative contract. Liquidity impact of downgrade triggers on OTC and OTC-cleared derivatives June 30, 2015 December 31, 2014 (in millions) Single-notch downgrade Two-notch downgrade Single-notch downgrade Two-notch downgrade Amount of additional collateral to be posted upon downgrade (a) $ 891 $ 3,422 $ 1,046 $ 3,331 Amount required to settle contracts with termination triggers upon downgrade (b) 264 1,005 366 1,388 (a) Includes the additional collateral to be posted for initial margin. (b) Amounts represent fair values of derivative payables, and do not reflect collateral posted. Derivatives executed in contemplation of a sale of the underlying financial asset In certain instances the Firm enters into transactions where it transfers financial assets but maintains the economic exposure to the transferred assets by entering into a derivative with the same counterparty in contemplation of the initial transfer. The Firm generally accounts for such transfers as collateralized financing transactions as described in Note 12, but in limited circumstances they may qualify to be accounted for as a sale and a derivative under U.S. GAAP. The amount of such transfers accounted for as a sale where the associated derivative was outstanding at June 30, 2015 was not material. Impact of derivatives on the Consolidated statements of income The following tables provide information related to gains and losses recorded on derivatives based on their hedge accounting designation or purpose. Fair value hedge gains and losses The following tables present derivative instruments, by contract type, used in fair value hedge accounting relationships, as well as pretax gains/(losses) recorded on such derivatives and the related hedged items for the three and six months ended June 30, 2015 and 2014 , respectively. Gains/(losses) recorded in income Income statement impact due to: Three months ended June 30, 2015 (in millions) Derivatives Hedged items Total income statement impact Hedge ineffectiveness (d) Excluded components (e) Contract type Interest rate (a) $ (1,541 ) $ 1,709 $ 168 $ (19 ) $ 187 Foreign exchange (b) (2,118 ) 2,097 (21 ) — (21 ) Commodity (c) 242 (295 ) (53 ) (5 ) (48 ) Total $ (3,417 ) $ 3,511 $ 94 $ (24 ) $ 118 Gains/(losses) recorded in income Income statement impact due to: Three months ended June 30, 2014 (in millions) Derivatives Hedged items Total income statement impact Hedge ineffectiveness (d) Excluded components (e) Contract type Interest rate (a) $ 578 $ (261 ) $ 317 $ 43 $ 274 Foreign exchange (b) (388 ) 307 (81 ) — (81 ) Commodity (c) (561 ) 652 91 13 78 Total $ (371 ) $ 698 $ 327 $ 56 $ 271 Gains/(losses) recorded in income Income statement impact due to: Six months ended June 30, 2015 (in millions) Derivatives Hedged items Total income statement impact Hedge ineffectiveness (d) Excluded components (e) Contract type Interest rate (a) $ (935 ) $ 1,461 $ 526 $ (2 ) $ 528 Foreign exchange (b) 4,357 (4,362 ) (5 ) — (5 ) Commodity (c) 564 (603 ) (39 ) (11 ) (28 ) Total $ 3,986 $ (3,504 ) $ 482 $ (13 ) $ 495 Gains/(losses) recorded in income Income statement impact due to: Six months ended June 30, 2014 (in millions) Derivatives Hedged items Total income statement impact Hedge ineffectiveness (d) Excluded components (e) Contract type Interest rate (a) $ 1,321 $ (668 ) $ 653 $ 72 $ 581 Foreign exchange (b) (786 ) 631 (155 ) — (155 ) Commodity (c) (381 ) 514 133 28 105 Total $ 154 $ 477 $ 631 $ 100 $ 531 (a) Primarily consists of hedges of the benchmark (e.g., London Interbank Offered Rate (“LIBOR”)) interest rate risk of fixed-rate long-term debt and AFS securities. Gains and losses were recorded in net interest income. (b) Primarily consists of hedges of the foreign currency risk of long-term debt and AFS securities for changes in spot foreign currency rates. Gains and losses related to the derivatives and the hedged items, due to changes in foreign currency rates, were recorded in principal transactions revenue and net interest income. (c) Consists of overall fair value hedges of physical commodities inventories that are generally carried at the lower of cost or market (market approximates fair value). Gains and losses were recorded in principal transactions revenue. (d) Hedge ineffectiveness is the amount by which the gain or loss on the designated derivative instrument does not exactly offset the gain or loss on the hedged item attributable to the hedged risk. (e) The assessment of hedge effectiveness excludes certain components of the changes in fair values of the derivatives and hedged items such as forward points on foreign exchange forward contracts and time values. Cash flow hedge gains and losses The following tables present derivative instruments, by contract type, used in cash flow hedge accounting relationships, and the pretax gains/(losses) recorded on such derivatives, for the three and six months ended June 30, 2015 and 2014 , respectively. Gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended June 30, 2015 (in millions) Derivatives – effective portion reclassified from AOCI to income Hedge ineffectiveness recorded directly in income (c) Total income statement impact Derivatives – effective portion recorded in OCI Total change in OCI for period Contract type Interest rate (a) $ 22 $ — $ 22 $ (23 ) $ (45 ) Foreign exchange (b) (29 ) — (29 ) 143 172 Total $ (7 ) $ — $ (7 ) $ 120 $ 127 Gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended June 30, 2014 (in millions) Derivatives – effective portion reclassified from AOCI to income Hedge ineffectiveness recorded directly in income (c) Total income statement impact Derivatives – effective portion recorded in OCI Total change Contract type Interest rate (a) $ (10 ) $ — $ (10 ) $ 71 $ 81 Foreign exchange (b) 39 — 39 72 33 Total $ 29 $ — $ 29 $ 143 $ 114 Gains/(losses) recorded in income and other comprehensive income/(loss) Six months ended June 30, 2015 (in millions) Derivatives – effective portion reclassified from AOCI to income Hedge ineffectiveness recorded directly in income (c) Total income statement impact Derivatives – effective portion recorded in OCI Total change in OCI for period Contract type Interest rate (a) $ (127 ) $ — $ (127 ) $ (20 ) $ 107 Foreign exchange (b) (55 ) — (55 ) 91 146 Total $ (182 ) $ — $ (182 ) $ 71 $ 253 Gains/(losses) recorded in income and other comprehensive income/(loss) Six months ended June 30, 2014 (in millions) Derivatives – effective portion reclassified from AOCI to income Hedge ineffectiveness recorded directly in income (c) Total income statement impact Derivatives – effective portion recorded in OCI Total change Contract type Interest rate (a) $ (36 ) $ — $ (36 ) $ 134 $ 170 Foreign exchange (b) 38 — 38 81 43 Total $ 2 $ — $ 2 $ 215 $ 213 (a) Primarily consists of benchmark interest rate hedges of LIBOR-indexed floating-rate assets and floating-rate liabilities. Gains and losses were recorded in net interest income, and for forecasted transactions that the Firm determined during the six months ended June 30, 2015, were probable of not occurring, in other income. (b) Primarily consists of hedges of the foreign currency risk of non-U.S. dollar-denominated revenue and expense. The income statement classification of gains and losses follows the hedged item – primarily noninterest revenue and compensation expense. (c) Hedge ineffectiveness is the amount by which the cumulative gain or loss on the designated derivative instrument exceeds the present value of the cumulative expected change in cash flows on the hedged item attributable to the hedged risk. In the first quarter of 2015, the Firm reclassified approximately $150 million of net losses from accumulated other comprehensive income (“AOCI”) to other income because the Firm determined that it was probable that the forecasted interest payment cash flows would not occur as a result of the planned reduction in wholesale non-operating deposits. The Firm did not experience any forecasted transactions that failed to occur for the three months ended June 30, 2015 and 2014, and six months ended June 30, 2014. Over the next 12 months, the Firm expects that $64 million (after-tax) of net gains recorded in AOCI at June 30, 2015 , related to cash flow hedges will be recognized in income. For terminated cash flow hedges, the maximum length of time over which forecasted transactions are remaining is approximately 9 years . For open cash flow hedges, the maximum length of time over which forecasted transactions are hedged is approximately 3 years . The Firm’s longer-dated forecasted transactions relate to core lending and borrowing activities. Net investment hedge gains and losses The following table presents hedging instruments, by contract type, that were used in net investment hedge accounting relationships, and the pretax gains/(losses) recorded on such instruments for the three and six months ended June 30, 2015 and 2014 . Gains/(losses) recorded in income and other comprehensive income/(loss) 2015 2014 Three months ended June 30, (in millions) Excluded components recorded directly in income (a) Effective portion recorded in OCI Excluded components recorded directly in income (a) Effective portion recorded in OCI Foreign exchange derivatives $ (91 ) $ (250 ) $ (122 ) $ (208 ) Gains/(losses) recorded in income and 2015 2014 Six months ended June 30, (in millions) Excluded components recorded directly in income (a) Effective portion recorded in OCI Excluded components recorded directly in income (a) Effective portion recorded in OCI Foreign exchange derivatives $ (189 ) $ 743 $ (227 ) $ (362 ) (a) Certain components of hedging derivatives are permitted to be excluded from the assessment of hedge effectiveness, such as forward points on foreign exchange forward contracts. Amounts related to excluded components are recorded in other income. The Firm measures the ineffectiveness of net investment hedge accounting relationships based on changes in spot foreign currency rates, and therefore there was no significant ineffectiveness for net investment hedge accounting relationships during the three and six months ended June 30, 2015 and 2014 . Gains and losses on derivatives used for specified risk management purposes The following table presents pretax gains/(losses) recorded on a limited number of derivatives, not designated in hedge accounting relationships, that are used to manage risks associated with certain specified assets and liabilities, including certain risks arising from the mortgage pipeline, warehouse loans, MSRs, wholesale lending exposures, AFS securities, foreign currency-denominated liabilities, and commodities-related contracts and investments. Derivatives gains/(losses) recorded in income Three months ended Six months ended (in millions) 2015 2014 2015 2014 Contract type Interest rate (a) $ (563 ) $ 589 $ 120 $ 1,107 Credit (b) (10 ) (24 ) (24 ) (41 ) Foreign exchange (c) 7 (3 ) (5 ) (3 ) Commodity (d) 23 (21 ) (13 ) 162 Total $ (543 ) $ 541 $ 78 $ 1,225 (a) Primarily represents interest rate derivatives used to hedge the interest rate risk inherent in the mortgage pipeline, warehouse loans and MSRs, as well as written commitments to originate warehouse loans. Gains and losses were recorded predominantly in mortgage fees and related income. (b) Relates to credit derivatives used to mitigate credit risk associated with lending exposures in the Firm’s wholesale businesses. These derivatives do not include credit derivatives used to mitigate counterparty credit risk arising from derivative receivables, which is included in gains and losses on derivatives related to market-making activities and other derivatives. Gains and losses were recorded in principal transactions revenue. (c) Primarily relates to hedges of the foreign exchange risk of specified foreign currency-denominated assets and liabilities. Gains and losses were recorded in principal transactions revenue. (d) Primarily relates to commodity derivatives used to mitigate energy price risk associated with energy-related contracts and investments. Gains and losses were recorded in principal transactions revenue. Gains and losses on derivatives related to market-making activities and other derivatives The Firm makes markets in derivatives in order to meet the needs of customers and uses derivatives to manage certain risks associated with net open risk positions from the Firm’s market-making activities, including the counterparty credit risk arising from derivative receivables. All derivatives not included in the hedge accounting or specified risk management categories above are included in this category. Gains and losses on these derivatives are primarily recorded in principal transactions revenue. See Note 6 for information on principal transactions revenue. Credit derivatives For a more detailed discussion of credit derivatives, see Note 6 of JPMorgan Chase’s 2014 Annual Report. The Firm does not use notional amounts of credit derivatives as the primary measure of risk management for such derivatives, because the notional amount does not take into account the probability of the occurrence of a credit event, the recovery value of the reference obligation, or related cash instruments and economic hedges, each of which reduces, in the Firm’s view, the risks associated with such derivatives. Total credit derivatives and credit-related notes Maximum payout/Notional amount June 30, 2015 (in millions) Protection sold Protection purchased with identical underlyings (b) Net protection (sold)/purchased (c) Other protection purchased (d) Credit derivatives Credit default swaps $ (1,768,492 ) $ 1,789,168 $ 20,676 $ 15,001 Other credit derivatives (a) (47,465 ) 42,505 (4,960 ) 18,151 Total credit derivatives (1,815,957 ) 1,831,673 15,716 33,152 Credit-related notes (30 ) — (30 ) 4,408 Total $ (1,815,987 ) $ 1,831,673 $ 15,686 $ 37,560 Maximum payout/Notional amount December 31, 2014 (in millions) Protection sold Protection purchased with identical underlyings (b) Net protection (sold)/purchased (c) Other protection purchased (d) Credit derivatives Credit default swaps $ (2,056,982 ) $ 2,078,096 $ 21,114 $ 18,631 Other credit derivatives (a) (43,281 ) 32,048 (11,233 ) 19,475 Total credit derivatives (2,100,263 ) 2,110,144 9,881 38,106 Credit-related notes (40 ) — (40 ) 3,704 Total $ (2,100,303 ) $ 2,110,144 $ 9,841 $ 41,810 (a) Other credit derivatives predominantly consists of credit swap options. (b) Represents the total notional amount of protection purchased where the underlying reference instrument is identical to the reference instrument on protection sold; the notional amount of protection purchased for each individual identical underlying reference instrument may be greater or lower than the notional amount of protection sold. (c) Does not take into account the fair value of the reference obligation at the time of settlement, which would generally reduce the amount the seller of protection pays to the buyer of protection in determining settlement value. (d) Represents protection purchased by the Firm on referenced instruments (single-name, portfolio or index) where the Firm has not sold any protection on the identical reference instrument. The following tables summarize the notional amounts by the ratings and maturity profile, and the total fair value, of credit derivatives and credit-related notes as of June 30, 2015 , and December 31, 2014, where JPMorgan Chase is the seller of protection. The maturity profile is based on the remaining contractual maturity of the credit derivative contracts. The ratings profile is based on the rating of the reference entity on which the credit derivative contract is based. The ratings and maturity profile of credit derivatives and credit-related notes where JPMorgan Chase is the purchaser of protection are comparable to the profile reflected below. Protection sold – credit derivatives and credit-related notes ratings (a) /maturity profile June 30, 2015 (in millions) <

Noninterest Revenue

Noninterest Revenue	6 Months Ended
	Jun. 30, 2015
Noninterest Income [Abstract]
Noninterest revenue	Noninterest revenue For a discussion of the components of and accounting policies for the Firm’s noninterest revenue, see Note 7 of JPMorgan Chase ’s 2014 Annual Report . The following table presents the components of investment banking fees. Three months ended June 30, Six months ended (in millions) 2015 2014 2015 2014 Underwriting Equity $ 452 $ 477 $ 851 $ 830 Debt 913 876 1,766 1,559 Total underwriting 1,365 1,353 2,617 2,389 Advisory 468 398 1,010 782 Total investment banking fees $ 1,833 $ 1,751 $ 3,627 $ 3,171 The following table presents all realized and unrealized gains and losses recorded in principal transactions revenue. This table excludes interest income and interest expense on trading assets and liabilities, which are an integral part of the overall performance of the Firm’s client-driven market-making activities. See Note 7 for further information on interest income and interest expense. Trading revenue is presented primarily by instrument type. The Firm’s client-driven market-making businesses generally utilize a variety of instrument types in connection with their market-making and related risk-management activities; accordingly, the trading revenue presented in the table below is not representative of the total revenue of any individual line of business. Three months ended June 30, Six months ended (in millions) 2015 2014 2015 2014 Trading revenue by instrument type Interest rate $ 420 $ 626 $ 1,306 $ 981 Credit 624 603 1,039 1,129 Foreign exchange 563 342 1,407 868 Equity 908 759 1,956 1,564 Commodity (a) 250 347 589 1,035 Total trading revenue 2,765 2,677 6,297 5,577 Private equity gains (b) 69 231 192 653 Principal transactions $ 2,834 $ 2,908 $ 6,489 $ 6,230 (a) Commodity derivatives are frequently used to manage the Firm’s risk exposure to its physical commodities inventories. For gains/(losses) related to commodity fair value hedges, see Note 5. (b) Includes revenue on private equity investments held in the Private Equity business within Corporate, as well as those held in other business segments. The following table presents the components of firmwide asset management, administration and commissions. Three months ended June 30, Six months ended (in millions) 2015 2014 2015 2014 Asset management fees Investment management fees (a) $ 2,416 $ 2,260 $ 4,690 $ 4,356 All other asset management fees (b) 99 131 198 254 Total asset management fees 2,515 2,391 4,888 4,610 Total administration fees (c) 527 564 1,034 1,091 Commission and other fees Brokerage commissions 592 567 1,186 1,199 All other commissions and fees 381 485 714 943 Total commissions and fees 973 1,052 1,900 2,142 Total asset management, administration and commissions $ 4,015 $ 4,007 $ 7,822 $ 7,843 (a) Represents fees earned from managing assets on behalf of the Firm’s clients, including investors in Firm-sponsored funds and owners of separately managed investment accounts. (b) Represents fees for services that are ancillary to investment management services, such as commissions earned on the sales or distribution of mutual funds to clients. (c) Predominantly includes fees for custody, securities lending, funds services and securities clearance. Other income Other income on the Firm’s Consolidated statements of income included the following: Three months ended Six months ended (in millions) 2015 2014 2015 2014 Operating lease income $ 504 $ 422 $ 973 $ 820

Interest income and interest ex

Interest income and interest expense	6 Months Ended
	Jun. 30, 2015
Interest Income (Expense), Net [Abstract]
Interest income and interest expense	Interest income and Interest expense For a description of JPMorgan Chase ’s accounting policies regarding interest income and interest expense, see Note 8 of JPMorgan Chase ’s 2014 Annual Report . Details of interest income and interest expense were as follows. Three months ended Six months ended (in millions) 2015 2014 2015 2014 Interest income Loans $ 8,079 $ 8,039 $ 16,026 $ 16,078 Taxable securities 1,608 1,940 3,332 3,840 Nontaxable securities (a) 423 337 821 654 Total securities 2,031 2,277 4,153 4,494 Trading assets 1,736 1,827 3,470 3,598 Federal funds sold and securities purchased under resale agreements 340 398 736 834 Securities borrowed (b) (159 ) (131 ) (279 ) (219 ) Deposits with banks 312 279 653 535 Other assets (c) 175 172 320 334 Total interest income 12,514 12,861 25,079 25,654 Interest expense Interest-bearing deposits 308 417 672 843 Short-term and other liabilities (d) 344 455 676 883 Long-term debt 1,068 1,086 2,162 2,253 Beneficial interests issued by consolidated VIEs 110 105 208 210 Total interest expense 1,830 2,063 3,718 4,189 Net interest income 10,684 10,798 21,361 21,465 Provision for credit losses 935 692 1,894 1,542 Net interest income after provision for credit losses $ 9,749 $ 10,106 $ 19,467 $ 19,923 (a) Represents securities which are tax-exempt for U.S. federal income tax purposes. (b) Negative interest income for the three and six months ended June 30, 2015 and 2014, is a result of increased client-driven demand for certain securities combined with the impact of low interest rates. This is matched book activity and the negative interest expense on the corresponding securities loaned is recognized in interest expense and reported within short-term and other liabilities. (c) Largely margin loans. (d) Includes brokerage customer payables.

Pension and other postretiremen

Pension and other postretirement employee benefit plans	6 Months Ended
	Jun. 30, 2015
Compensation and Retirement Disclosure [Abstract]
Pension and other postretirement employee benefit plans	Pension and other postretirement employee benefit plans For a discussion of JPMorgan Chase ’s pension and other postretirement employee benefit (“OPEB”) plans, see Note 9 of JPMorgan Chase ’s 2014 Annual Report. The following table presents the components of net periodic benefit costs reported in the Consolidated Statements of Income for the Firm’s U.S. and non-U.S. defined benefit pension, defined contribution and OPEB plans. Pension plans U.S. Non-U.S. OPEB plans Three months ended June 30, (in millions) 2015 2014 2015 2014 2015 2014 Components of net periodic benefit cost Benefits earned during the period $ 85 $ 70 $ 10 $ 8 $ — $ — Interest cost on benefit obligations 125 134 28 36 8 9 Expected return on plan assets (233 ) (246 ) (37 ) (45 ) (27 ) (25 ) Amortization: Net (gain)/loss 61 7 9 12 — — Prior service cost/(credit) (8 ) (12 ) (1 ) — — — Net periodic defined benefit cost 30 (47 ) 9 11 (19 ) (16 ) Other defined benefit pension plans (a) 4 4 — 1 NA NA Total defined benefit plans 34 (43 ) 9 12 (19 ) (16 ) Total defined contribution plans 115 110 86 87 NA NA Total pension and OPEB cost included in compensation expense $ 149 $ 67 $ 95 $ 99 $ (19 ) $ (16 ) Pension plans U.S. Non-U.S. OPEB plans Six months ended June 30, (in millions) 2015 2014 2015 2014 2015 2014 Components of net periodic benefit cost Benefits earned during the period $ 170 $ 140 $ 19 $ 17 $ — $ — Interest cost on benefit obligations 250 268 56 70 16 18 Expected return on plan assets (465 ) (492 ) (75 ) (89 ) (53 ) (50 ) Amortization: Net (gain)/loss 123 13 18 24 — — Prior service cost/(credit) (17 ) (22 ) (1 ) — — — Net periodic defined benefit cost 61 (93 ) 17 22 (37 ) (32 ) Other defined benefit pension plans (a) 7 7 5 3 NA NA Total defined benefit plans 68 (86 ) 22 25 (37 ) (32 ) Total defined contribution plans 204 218 169 167 NA NA Total pension and OPEB cost included in compensation expense $ 272 $ 132 $ 191 $ 192 $ (37 ) $ (32 ) (a) Includes various defined benefit pension plans which are individually immaterial. The fair values of plan assets for the U.S. defined benefit pension and OPEB plans and for the material non-U.S. defined benefit pension plans were $16.6 billion and $3.7 billion , as of June 30, 2015 , and $16.5 billion and $3.7 billion respectively, as of December 31, 2014. See Note 19 for further information on unrecognized amounts (i.e., net loss and prior service costs/(credit)) reflected in AOCI for the three months periods ended June 30, 2015 and 2014 . The Firm does not anticipate any contribution to the U.S. defined benefit pension plan in 2015 at this time. For 2015 , the cost associated with funding benefits under the Firm’s U.S. non-qualified defined benefit pension plans is expected to total $33 million . The 2015 contributions to the non-U.S. defined benefit pension and OPEB plans are expected to be $47 million and $2 million , respectively.

Employee stock-based incentives

Employee stock-based incentives	6 Months Ended
	Jun. 30, 2015
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
Employee stock-based incentives	Employee stock-based incentives For a discussion of the accounting policies and other information relating to employee stock-based incentives, see Note 10 of JPMorgan Chase ’s 2014 Annual Report . The Firm recognized the following noncash compensation expense related to its various employee stock-based incentive plans in its Consolidated Statements of Income. Three months ended June 30, Six months ended (in millions) 2015 2014 2015 2014 Cost of prior grants of restricted stock units (“RSUs”) and stock appreciation rights (“SARs”) that are amortized over their applicable vesting periods $ 295 $ 335 $ 587 $ 745 Accrual of estimated costs of stock awards to be granted in future periods including those to full-career eligible employees 215 189 488 397 Total noncash compensation expense related to employee stock-based incentive plans $ 510 $ 524 $ 1,075 $ 1,142 In the first quarter of 2015, in connection with its annual incentive grant for the 2014 performance year, the Firm granted 34 million RSUs with a weighted-average grant date fair value of $55.91 per RSU.

Noninterest Expense

Noninterest Expense	6 Months Ended
	Jun. 30, 2015
Noninterest Expense [Abstract]
Noninterest expense	Noninterest expense Within noninterest expense on the Firm’s Consolidated statements of income, other expense included the following: Three months ended June 30, Six months ended June 30, (in millions) 2015 2014 2015 2014 Firmwide legal expense $ 291 $ 669 $ 978 $ 707 Federal Deposit Insurance Corporation-related (“FDIC”) expense $ 300 $ 266 $ 618 $ 559

Securities

Securities	6 Months Ended
	Jun. 30, 2015
Investments, Debt and Equity Securities [Abstract]
Securities	Securities Securities are classified as trading, AFS or held-to-maturity (“HTM”). Securities classified as trading assets are discussed in Note 3. Predominantly all of the Firm’s AFS and HTM investment securities (the “investment securities portfolio”) are held by the Chief Investment Office (“CIO”) in connection with its asset-liability management objectives. At June 30, 2015, the average credit rating of the debt securities comprising the investment securities portfolio was AA+ (based upon external ratings where available, and where not available, based primarily upon internal ratings which correspond to ratings as defined by S&P and Moody’s). For additional information regarding the investment securities portfolio, see Note 12 of JPMorgan Chase’s 2014 Annual Report. The amortized costs and estimated fair values of the investment securities portfolio were as follows for the dates indicated. June 30, 2015 December 31, 2014 (in millions) Amortized cost Gross unrealized gains Gross unrealized losses Fair value Amortized cost Gross unrealized gains Gross unrealized losses Fair value Available-for-sale debt securities Mortgage-backed securities: U.S. government agencies (a) $ 55,634 $ 1,887 $ 206 $ 57,315 $ 63,089 $ 2,302 $ 72 $ 65,319 Residential: Prime and Alt-A 6,499 55 21 6,533 5,595 78 29 5,644 Subprime 494 11 — 505 677 14 — 691 Non-U.S. 31,777 763 5 32,535 43,550 1,010 — 44,560 Commercial 21,954 308 55 22,207 20,687 438 17 21,108 Total mortgage-backed securities 116,358 3,024 287 119,095 133,598 3,842 118 137,322 U.S. Treasury and government agencies (a) 11,600 16 26 11,590 13,603 56 14 13,645 Obligations of U.S. states and municipalities 29,986 1,609 171 31,424 27,841 2,243 16 30,068 Certificates of deposit 427 2 — 429 1,103 1 1 1,103 Non-U.S. government debt securities 41,837 999 44 42,792 51,492 1,272 21 52,743 Corporate debt securities 15,540 310 28 15,822 18,158 398 24 18,532 Asset-backed securities: Collateralized loan obligations 31,337 108 73 31,372 30,229 147 182 30,194 Other 10,831 136 11 10,956 12,442 184 11 12,615 Total available-for-sale debt securities 257,916 6,204 640 263,480 288,466 8,143 387 296,222 Available-for-sale equity securities 2,704 17 — 2,721 2,513 17 — 2,530 Total available-for-sale securities $ 260,620 $ 6,221 $ 640 $ 266,201 $ 290,979 $ 8,160 $ 387 $ 298,752 Total held-to-maturity securities (b) $ 51,594 $ 1,241 $ 138 $ 52,697 $ 49,252 $ 1,902 $ — $ 51,154 (a) Included total U.S. government-sponsored enterprise obligations with fair values of $45.5 billion and $59.3 billion at June 30, 2015, and December 31, 2014 , respectively. (b) As of June 30, 2015, consists of MBS issued by U. S. government-sponsored enterprises with an amortized cost of $33.3 billion , MBS issued by U.S. government agencies with an amortized cost of $5.9 billion and obligations of U.S. states and municipalities with an amortized cost of $12.4 billion . As of December 31, 2014, consists of MBS issued by U.S. government-sponsored enterprises with an amortized cost of $35.3 billion , MBS issued by U.S. government agencies with an amortized cost of $3.7 billion and obligations of U.S. states and municipalities with an amortized cost of $10.2 billion . Securities impairment The following tables present the fair value and gross unrealized losses for investment securities by aging category at June 30, 2015, and December 31, 2014. Securities with gross unrealized losses Less than 12 months 12 months or more June 30, 2015 (in millions) Fair value Gross unrealized losses Fair value Gross unrealized losses Total fair value Total gross unrealized losses Available-for-sale debt securities Mortgage-backed securities: U.S. government agencies $ 6,755 $ 186 $ 913 $ 20 $ 7,668 $ 206 Residential: Prime and Alt-A 2,801 16 315 5 3,116 21 Subprime — — — — — — Non-U.S. 1,287 5 — — 1,287 5 Commercial 8,607 55 — — 8,607 55 Total mortgage-backed securities 19,450 262 1,228 25 20,678 287 U.S. Treasury and government agencies 8,778 26 — — 8,778 26 Obligations of U.S. states and municipalities 7,284 162 181 9 7,465 171 Certificates of deposit — — — — — — Non-U.S. government debt securities 3,527 35 240 9 3,767 44 Corporate debt securities 1,963 23 549 5 2,512 28 Asset-backed securities: Collateralized loan obligations 8,933 13 8,132 60 17,065 73 Other 2,401 10 80 1 2,481 11 Total available-for-sale debt securities 52,336 531 10,410 109 62,746 640 Available-for-sale equity securities — — — — — — Held-to-maturity securities 7,447 138 — — 7,447 138 Total securities with gross unrealized losses $ 59,783 $ 669 $ 10,410 $ 109 $ 70,193 $ 778 Securities with gross unrealized losses Less than 12 months 12 months or more December 31, 2014 (in millions) Fair value Gross unrealized losses Fair value Gross unrealized losses Total fair value Total gross unrealized losses Available-for-sale debt securities Mortgage-backed securities: U.S. government agencies $ 1,118 $ 5 $ 4,989 $ 67 $ 6,107 $ 72 Residential: Prime and Alt-A 1,840 10 405 19 2,245 29 Subprime — — — — — — Non-U.S. — — — — — — Commercial 4,803 15 92 2 4,895 17 Total mortgage-backed securities 7,761 30 5,486 88 13,247 118 U.S. Treasury and government agencies 8,412 14 — — 8,412 14 Obligations of U.S. states and municipalities 1,405 15 130 1 1,535 16 Certificates of deposit 1,050 1 — — 1,050 1 Non-U.S. government debt securities 4,433 4 906 17 5,339 21 Corporate debt securities 2,492 22 80 2 2,572 24 Asset-backed securities: Collateralized loan obligations 13,909 76 9,012 106 22,921 182 Other 2,258 11 — — 2,258 11 Total available-for-sale debt securities 41,720 173 15,614 214 57,334 387 Available-for-sale equity securities — — — — — — Held-to-maturity securities — — — — — — Total securities with gross unrealized losses $ 41,720 $ 173 $ 15,614 $ 214 $ 57,334 $ 387 Gross unrealized losses The Firm has recognized the unrealized losses on securities it intends to sell. As of June 30, 2015, the Firm does not intend to sell any securities with a loss position in AOCI, and it is not likely that the Firm will be required to sell these securities before recovery of their amortized cost basis. Except for the securities for which credit losses have been recognized in income, the Firm believes that the securities with an unrealized loss in AOCI are not other-than-temporarily impaired as of June 30, 2015. Securities gains and losses The following table presents realized gains and losses and other-than-temporary impairment losses (“OTTI”) from AFS securities that were recognized in income. Three months ended June 30, Six months ended June 30, (in millions) 2015 2014 2015 2014 Realized gains $ 94 $ 76 $ 185 $ 224 Realized losses (49 ) (64 ) (87 ) (180 ) OTTI losses (1 ) — (2 ) (2 ) Net securities gains $ 44 $ 12 96 42 OTTI losses Credit-related losses recognized in income — — (1 ) — Securities the Firm intends to sell (1 ) — (1 ) (2 ) Total OTTI losses recognized in income $ (1 ) $ — (2 ) (2 ) Changes in the credit loss component of credit-impaired debt securities The following table presents a rollforward for the three and six months ended June 30, 2015 and 2014, of the credit loss component of OTTI losses that have been recognized in income related to AFS debt securities that the Firm does not intend to sell. Three months ended June 30, Six months ended June 30, (in millions) 2015 2014 2015 2014 Balance, beginning of period $ 4 $ 1 $ 3 $ 1 Additions: Newly credit-impaired securities — — 1 — Balance, end of period $ 4 $ 1 $ 4 $ 1 Contractual maturities and yields The following table presents the amortized cost and estimated fair value at June 30, 2015, of JPMorgan Chase ’s investment securities portfolio by contractual maturity. By remaining maturity June 30, 2015 (in millions) Due in one year or less Due after one year through five years Due after five years through 10 years Due after 10 years (c) Total Available-for-sale debt securities Mortgage-backed securities (a) Amortized cost $ 2,132 $ 11,625 $ 5,621 $ 96,980 $ 116,358 Fair value 2,144 11,864 5,821 99,266 119,095 Average yield (b) 1.47 % 1.76 % 3.21 % 3.06 % 2.91 % U.S. Treasury and government agencies Amortized cost $ 600 $ — $ 9,937 $ 1,063 $ 11,600 Fair value 602 — 9,914 1,074 11,590 Average yield (b) 1.53 % — % 0.19 % 0.41 % 0.28 % Obligations of U.S. states and municipalities Amortized cost $ 159 $ 743 $ 1,297 $ 27,787 $ 29,986 Fair value 164 761 1,360 29,139 31,424 Average yield (b) 6.33 % 3.21 % 5.62 % 6.68 % 6.54 % Certificates of deposit Amortized cost $ 375 $ 52 $ — $ — $ 427 Fair value 376 53 — — 429 Average yield (b) 5.64 % 3.28 % — % — % 5.36 % Non-U.S. government debt securities Amortized cost $ 8,631 $ 13,015 $ 17,777 $ 2,414 $ 41,837 Fair value 8,651 13,305 18,297 2,539 42,792 Average yield (b) 3.28 % 1.87 % 0.99 % 0.87 % 1.73 % Corporate debt securities Amortized cost $ 3,417 $ 8,386 $ 3,594 $ 143 $ 15,540 Fair value 3,443 8,560 3,678 141 15,822 Average yield (b) 2.29 % 2.24 % 2.63 % 4.46 % 2.36 % Asset-backed securities Amortized cost $ 513 $ 609 $ 20,737 $ 20,309 $ 42,168 Fair value 515 614 20,798 20,401 42,328 Average yield (b) 0.99 % 1.55 % 1.75 % 1.77 % 1.75 % Total available-for-sale debt securities Amortized cost $ 15,827 $ 34,430 $ 58,963 $ 148,696 $ 257,916 Fair value 15,895 35,157 59,868 152,560 263,480 Average yield (b) 2.77 % 1.95 % 1.54 % 3.51 % 2.80 % Available-for-sale equity securities Amortized cost $ — $ — $ — $ 2,704 $ 2,704 Fair value — — — 2,721 2,721 Average yield (b) — % — % — % 0.20 % 0.20 % Total available-for-sale securities Amortized cost $ 15,827 $ 34,430 $ 58,963 $ 151,400 $ 260,620 Fair value 15,895 35,157 59,868 155,281 266,201 Average yield (b) 2.77 % 1.95 % 1.54 % 3.45 % 2.78 % Total held-to-maturity securities Amortized cost $ — $ 53 $ 643 $ 50,898 $ 51,594 Fair value — 52 666 51,979 52,697 Average yield (b) — 4.35 % 4.86 % 3.96 % 3.97% (a) U.S. government-sponsored enterprises were the only issuers whose securities exceeded 10% of JPMorgan Chase ’s total stockholders’ equity at June 30, 2015. (b) Average yield is computed using the effective yield of each security owned at the end of the period, weighted based on the amortized cost of each security. The effective yield considers the contractual coupon, amortization of premiums and accretion of discounts, and the effect of related hedging derivatives. Taxable-equivalent amounts are used where applicable. The effective yield excludes unscheduled principal prepayments, and accordingly, actual maturities of securities may differ from their contractual or expected maturities as certain securities may be prepaid. (c) Includes securities with no stated maturity. Substantially all of the Firm’s residential mortgage-backed securities and collateralized mortgage obligations are due in 10 years or more, based on contractual maturity. The estimated weighted-average life, which reflects anticipated future prepayments, is approximately six years for agency residential mortgage-backed securities, three years for agency residential collateralized mortgage obligations and five years for U.S. nonagency residential collateralized mortgage obligations.

Securities Financing Activities

Securities Financing Activities	6 Months Ended
	Jun. 30, 2015
Securities Financing Transactions Disclosures [Abstract]
Securities financing activities	Securities financing activities JPMorgan Chase enters into resale agreements, repurchase agreements, securities borrowed transactions and securities loaned transactions (collectively, “securities financing agreements”) primarily to finance the Firm’s inventory positions, acquire securities to cover short positions, accommodate customers’ financing needs, and settle other securities obligations. Securities financing agreements are treated as collateralized financings on the Firm’s Consolidated balance sheets. Resale and repurchase agreements are generally carried at the amounts at which the securities will be subsequently sold or repurchased. Securities borrowed and securities loaned transactions are generally carried at the amount of cash collateral advanced or received. Where appropriate under applicable accounting guidance, resale and repurchase agreements with the same counterparty are reported on a net basis. For further discussion of the offsetting of assets and liabilities, see Note 1. Fees received and paid in connection with securities financing agreements are recorded in interest income and interest expense on the Consolidated statements of income. The Firm has elected the fair value option for certain securities financing agreements. For further information regarding the fair value option, see Note 4. The securities financing agreements for which the fair value option has been elected are reported within securities purchased under resale agreements; securities loaned or sold under repurchase agreements; and securities borrowed on the Consolidated balance sheets. Generally, for agreements carried at fair value, current-period interest accruals are recorded within interest income and interest expense, with changes in fair value reported in principal transactions revenue. However, for financial instruments containing embedded derivatives that would be separately accounted for in accordance with accounting guidance for hybrid instruments, all changes in fair value, including any interest elements, are reported in principal transactions revenue. Secured financing transactions expose the Firm to credit and liquidity risk. To manage these risks, the Firm monitors the value of the underlying securities (predominantly high-quality securities collateral, including government-issued debt and agency MBS) that it has received from or provided to its counterparties compared to the value of cash proceeds and exchanged collateral and either requests additional collateral or returns securities or collateral when appropriate. Margin levels are initially established based upon the counterparty, the type of underlying securities, and the permissible collateral, and are monitored on an ongoing basis. In resale agreements and securities borrowed transactions, the Firm is exposed to credit risk to the extent the value of the securities received is less than initial cash proceeds and any collateral amounts exchanged. In repurchase agreements and securities loaned transactions, credit risk exposure arises to the extent that the value of underlying securities exceeds the value of the initial cash proceeds and, any collateral amounts exchanged. Additionally, the Firm typically enters into master netting agreements and other similar arrangements with its counterparties, which provide for the right to liquidate the underlying securities and any collateral amounts exchanged in the event of a counterparty default. It is also the Firm’s policy to take possession, where possible, of the securities underlying resale agreements and securities borrowed transactions. The following table presents as of June 30, 2015 , and December 31, 2014 , the gross and net securities purchased under resale agreements and securities borrowed. Securities purchased under resale agreements have been presented on the Consolidated balance sheets net of securities sold under repurchase agreements where the Firm has obtained an appropriate legal opinion with respect to the master netting agreement, and where the other relevant criteria have been met. Where such a legal opinion has not been either sought or obtained, the securities purchased under resale agreements are not eligible for netting and are shown separately in the table below. Securities borrowed are presented on a gross basis on the Consolidated balance sheets. June 30, 2015 December 31, 2014 (in millions) Gross asset balance Amounts netted on the Consolidated balance sheets Net asset balance Gross asset balance Amounts netted on the Consolidated balance sheets Net asset balance Securities purchased under resale agreements Securities purchased under resale agreements with an appropriate legal opinion $ 375,619 $ (166,295 ) $ 209,324 $ 347,142 $ (142,719 ) $ 204,423 Securities purchased under resale agreements where an appropriate legal opinion has not been either sought or obtained 2,745 2,745 10,598 10,598 Total securities purchased under resale agreements $ 378,364 $ (166,295 ) $ 212,069 (a) $ 357,740 $ (142,719 ) $ 215,021 (a) Securities borrowed $ 98,528 NA $ 98,528 (b)(c) $ 110,435 NA $ 110,435 (b)(c) (a) At June 30, 2015 , and December 31, 2014 , included securities purchased under resale agreements of $28.7 billion and $28.6 billion , respectively, accounted for at fair value. (b) At June 30, 2015 , and December 31, 2014 , included securities borrowed of $495 million and $992 million , respectively, accounted for at fair value. (c) Included $19.2 billion and $27.7 billion at June 30, 2015 , and December 31, 2014 , respectively, of securities borrowed where an appropriate legal opinion has not been either sought or obtained with respect to the master netting agreement. The following table presents information as of June 30, 2015 , and December 31, 2014 , regarding the securities purchased under resale agreements and securities borrowed for which an appropriate legal opinion has been obtained with respect to the master netting agreement. The table below excludes information related to resale agreements and securities borrowed where such a legal opinion has not been either sought or obtained. June 30, 2015 December 31, 2014 Amounts not nettable on the Consolidated balance sheets (a) Amounts not nettable on the Consolidated balance sheets (a) (in millions) Net asset balance Financial instruments (b) Cash collateral Net exposure Net asset balance Financial instruments (b) Cash collateral Net exposure Securities purchased under resale agreements with an appropriate legal opinion $ 209,324 $ (204,772 ) $ (142 ) $ 4,410 $ 204,423 $ (201,375 ) $ (246 ) $ 2,802 Securities borrowed $ 79,375 $ (76,735 ) $ — $ 2,640 $ 82,748 $ (80,338 ) $ — $ 2,410 (a) For some counterparties, the sum of the financial instruments and cash collateral not nettable on the Consolidated balance sheets may exceed the net asset balance. Where this is the case the total amounts reported in these two columns are limited to the balance of the net reverse repurchase agreement or securities borrowed asset with that counterparty. As a result a net exposure amount is reported even though the Firm, on an aggregate basis for its securities purchased under resale agreements and securities borrowed, has received securities collateral with a total fair value that is greater than the funds provided to counterparties. (b) Includes financial instrument collateral received, repurchase liabilities and securities loaned liabilities with an appropriate legal opinion with respect to the master netting agreement; these amounts are not presented net on the Consolidated balance sheets because other U.S. GAAP netting criteria are not met. The following table presents as of June 30, 2015 , and December 31, 2014 , the gross and net securities sold under repurchase agreements and securities loaned. Securities sold under repurchase agreements have been presented on the Consolidated balance sheets net of securities purchased under resale agreements where the Firm has obtained an appropriate legal opinion with respect to the master netting agreement, and where the other relevant criteria have been met. Where such a legal opinion has not been either sought or obtained, the securities sold under repurchase agreements are not eligible for netting and are shown separately in the table below. Securities loaned are presented on a gross basis on the Consolidated balance sheets. June 30, 2015 December 31, 2014 (in millions) Gross liability balance Amounts netted on the Consolidated balance sheets Net liability balance Gross liability balance Amounts netted Net liability balance Securities sold under repurchase agreements Securities sold under repurchase agreements with an appropriate legal opinion $ 316,227 $ (166,295 ) $ 149,932 $ 290,529 $ (142,719 ) $ 147,810 Securities sold under repurchase agreements where an appropriate legal opinion has not been either sought or obtained (a) 15,692 15,692 21,996 21,996 Total securities sold under repurchase agreements $ 331,919 $ (166,295 ) $ 165,624 (c) $ 312,525 $ (142,719 ) $ 169,806 (c) Securities loaned (b) $ 19,368 NA $ 19,368 (d)(e) $ 25,927 NA $ 25,927 (d)(e) (a) Includes repurchase agreements that are not subject to a master netting agreement but do provide rights to collateral. (b) Included securities-for-securities lending transactions of $5.1 billion and $4.1 billion at June 30, 2015 , and December 31, 2014 , respectively, where the Firm is acting as lender. These amounts are presented within other liabilities in the Consolidated balance sheets. (c) At June 30, 2015 , and December 31, 2014 , included securities sold under repurchase agreements of $3.6 billion and $3.0 billion , respectively, accounted for at fair value. (d) There were no securities loaned accounted for at fair value as of June 30, 2015 , and December 31, 2014 . (e) Included $189 million and $271 million at June 30, 2015 , and December 31, 2014 , respectively, of securities loaned where an appropriate legal opinion has not been either sought or obtained with respect to the master netting agreement. The following table presents information as of June 30, 2015 , and December 31, 2014 , regarding the securities sold under repurchase agreements and securities loaned for which an appropriate legal opinion has been obtained with respect to the master netting agreement. The table below excludes information related to repurchase agreements and securities loaned where such a legal opinion has not been either sought or obtained. June 30, 2015 December 31, 2014 Amounts not nettable on the Consolidated balance sheets (a) Amounts not nettable on the Consolidated balance sheets (a) (in millions) Net liability balance Financial instruments (b) Cash collateral Net amount (c) Net liability balance Financial instruments (b) Cash collateral Net amount (c) Securities sold under repurchase agreements with an appropriate legal opinion $ 149,932 $ (146,975 ) $ (443 ) $ 2,514 $ 147,810 $ (145,732 ) $ (497 ) $ 1,581 Securities loaned $ 19,179 $ (19,054 ) $ — $ 125 $ 25,656 $ (25,287 ) $ — $ 369 (a) For some counterparties the sum of the financial instruments and cash collateral not nettable on the Consolidated balance sheets may exceed the net liability balance. Where this is the case the total amounts reported in these two columns are limited to the balance of the net repurchase agreement or securities loaned liability with that counterparty. (b) Includes financial instrument collateral transferred, reverse repurchase assets and securities borrowed assets with an appropriate legal opinion with respect to the master netting agreement; these amounts are not presented net on the Consolidated balance sheets because other U.S. GAAP netting criteria are not met. (c) Net amount represents exposure of counterparties to the Firm. Effective April 1, 2015, the Firm adopted new accounting guidance, which requires enhanced disclosures with respect to the types of financial assets pledged in secured financing transactions and the remaining contractual maturity of the secured financing transactions; the following tables present this information as of June 30, 2015 . Gross liability balance June 30, 2015 (in millions) Securities sold under repurchase agreements Securities loaned Mortgage-backed securities $ 21,387 $ — U.S. Treasury and government agencies 166,724 23 Obligations of U.S. states and municipalities 2,031 — Non-U.S. government debt 90,644 1,027 Corporate debt securities 26,878 92 Asset-backed securities 5,262 — Equity securities 18,993 18,226 Total $ 331,919 $ 19,368 Remaining contractual maturity of the agreements Overnight and Continuous Greater than 90 days June 30, 2015 (in millions) Up to 30 days 30 – 90 days Total Total securities sold under repurchase agreements $ 118,368 $ 127,483 $ 28,003 $ 58,065 $ 331,919 Total securities loaned 7,055 838 — 11,475 19,368 Transfers not qualifying for sale accounting At June 30, 2015 , and December 31, 2014 , the Firm held $11.5 billion and $13.8 billion , respectively, of financial assets for which the rights have been transferred to third parties; however, the transfers did not qualify as a sale in accordance with U.S. GAAP. These transfers have been recognized as collateralized financing transactions. The transferred assets are recorded in trading assets and loans, and the corresponding liabilities are recorded predominantly in other borrowed funds on the Consolidated balance sheets.

Loans

Loans	6 Months Ended
	Jun. 30, 2015
Loans and Leases Receivable Disclosure [Line Items]
Loans	Loans Loan accounting framework The accounting for a loan depends on management’s strategy for the loan, and on whether the loan was credit-impaired at the date of acquisition. The Firm accounts for loans based on the following categories: • Originated or purchased loans held-for-investment (i.e., “retained”), other than purchased credit-impaired (“PCI”) loans • Loans held-for-sale • Loans at fair value • PCI loans held-for-investment For a detailed discussion of loans, including accounting policies, see Note 14 of JPMorgan Chase ’s 2014 Annual Report . See Note 4 of this Form 10-Q for further information on the Firm’s elections of fair value accounting under the fair value option. See Note 3 of this Form 10-Q for further information on loans carried at fair value and classified as trading assets. Loan portfolio The Firm’s loan portfolio is divided into three portfolio segments, which are the same segments used by the Firm to determine the allowance for loan losses: Consumer, excluding credit card; Credit card; and Wholesale. Within each portfolio segment, the Firm monitors and assesses the credit risk in the following classes of loans, based on the risk characteristics of each loan class: Consumer, excluding credit card (a) Credit card Wholesale (c) Residential real estate – excluding PCI • Home equity – senior lien • Home equity – junior lien • Prime mortgage, including option ARMs • Subprime mortgage Other consumer loans • Auto (b) • Business banking (b) • Student and other Residential real estate – PCI • Home equity • Prime mortgage • Subprime mortgage • Option ARMs • Credit card loans • Commercial and industrial • Real estate • Financial institutions • Government agencies • Other (d) (a) Includes loans held in CCB, prime mortgage and home equity loans held in AM and prime mortgage loans held in Corporate. (b) Includes certain business banking and auto dealer risk-rated loans that apply the wholesale methodology for determining the allowance for loan losses; these loans are managed by CCB, and therefore, for consistency in presentation, are included with the other consumer loan classes. (c) Includes loans held in CIB, CB, AM and Corporate. Excludes prime mortgage and home equity loans held in AM and prime mortgage loans held in Corporate. Classes are internally defined and may not align with regulatory definitions. (d) Other primarily includes loans to SPEs and loans to private banking clients. See Note 1 of JPMorgan Chase ’s 2014 Annual Report for additional information on special-purpose entities (“SPEs”). The following tables summarize the Firm’s loan balances by portfolio segment. June 30, 2015 Consumer, excluding credit card Credit card (a) Wholesale Total (in millions) Retained $ 316,781 $ 124,705 $ 338,219 $ 779,705 (b) Held-for-sale 1,505 1,320 6,286 9,111 At fair value — — 2,431 2,431 Total $ 318,286 $ 126,025 $ 346,936 $ 791,247 December 31, 2014 Consumer, excluding credit card Credit card (a) Wholesale Total (in millions) Retained $ 294,979 $ 128,027 $ 324,502 $ 747,508 (b) Held-for-sale 395 3,021 3,801 7,217 At fair value — — 2,611 2,611 Total $ 295,374 $ 131,048 $ 330,914 $ 757,336 (a) Includes billed finance charges and fees net of an allowance for uncollectible amounts. (b) Loans (other than PCI loans and those for which the fair value option has been elected) are presented net of unearned income, unamortized discounts and premiums, and net deferred loan costs of $919 million and $1.3 billion at June 30, 2015 , and December 31, 2014 , respectively. The following tables provide information about the carrying value of retained loans purchased, sold and reclassified to held-for-sale during the periods indicated. These tables exclude loans recorded at fair value. The Firm manages its exposure to credit risk on an ongoing basis. Selling loans is one way that the Firm reduces its credit exposures. 2015 2014 Three months ended June 30, (in millions) Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Purchases $ 1,114 (a)(b) $ — $ 487 $ 1,601 $ 2,167 (a)(b) $ — $ 156 $ 2,323 Sales 1,207 1,092 3,076 5,375 1,352 — 2,323 3,675 Retained loans reclassified to held-for-sale 1,254 — 115 1,369 802 215 212 1,229 2015 2014 Six months ended June 30, Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Purchases $ 2,722 (a)(b) $ — $ 695 $ 3,417 $ 3,749 (a)(b) $ — $ 277 $ 4,026 Sales 2,943 1,269 5,525 9,737 2,243 — 4,679 6,922 Retained loans reclassified to held-for-sale 1,272 — 435 1,707 802 215 509 1,526 (a) Purchases predominantly represent the Firm’s voluntary repurchase of certain delinquent loans from loan pools as permitted by Ginnie Mae guidelines. The Firm typically elects to repurchase these delinquent loans as it continues to service them and/or manage the foreclosure process in accordance with applicable requirements of Ginnie Mae, the Federal Housing Administration (“FHA”), Rural Housing Services (“RHS”) and/or the U.S. Department of Veterans Affairs (“VA”). (b) Excluded retained loans purchased from correspondents that were originated in accordance with the Firm’s underwriting standards. Such purchases were $14.2 billion and $2.4 billion for the three months ended June 30, 2015 and 2014 , respectively, and $25.4 billion and $4.1 billion for the six months ended June 30, 2015 and 2014 , respectively. The following table provides information about gains and losses, including lower of cost or fair value adjustments, on loan sales by portfolio segment. Three months ended Six months ended (in millions) 2015 2014 2015 2014 Net gains/(losses) on sales of loans (including lower of cost or fair value adjustments) (a) Consumer, excluding credit card $ 86 $ 84 $ 177 $ 126 Credit card (7 ) — 9 — Wholesale 5 3 (1 ) 27 Total net gains/(losses) on sales of loans (including lower of cost or fair value adjustments) $ 84 $ 87 $ 185 $ 153 (a) Excludes sales related to loans accounted for at fair value.
Consumer, excluding credit card
Loans and Leases Receivable Disclosure [Line Items]
Loans	Consumer, excluding credit card loan portfolio Consumer loans, excluding credit card loans, consist primarily of residential mortgages, home equity loans and lines of credit, auto loans, business banking loans, and student and other loans, with a focus on serving the prime consumer credit market. The portfolio also includes home equity loans secured by junior liens, prime mortgage loans with an interest-only payment period, and certain payment-option loans originated by Washington Mutual that may result in negative amortization. The table below provides information about retained consumer loans, excluding credit card, by class. (in millions) June 30, December 31, Residential real estate – excluding PCI Home equity: Senior lien $ 15,541 $ 16,367 Junior lien 33,434 36,375 Mortgages: Prime, including option ARMs 132,556 104,921 Subprime 3,976 5,056 Other consumer loans Auto 56,330 54,536 Business banking 20,564 20,058 Student and other 10,574 10,970 Residential real estate – PCI Home equity 16,088 17,095 Prime mortgage 9,553 10,220 Subprime mortgage 3,449 3,673 Option ARMs 14,716 15,708 Total retained loans $ 316,781 $ 294,979 For further information on consumer credit quality indicators, see Note 14 of JPMorgan Chase ’s 2014 Annual Report . Residential real estate – excluding PCI loans The following table provides information by class for residential real estate – excluding retained PCI loans in the consumer, excluding credit card, portfolio segment. Residential real estate – excluding PCI loans Home equity Mortgages (in millions, except ratios) Senior lien Junior lien Prime, including option ARMs Subprime Total residential real estate – excluding PCI Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Loan delinquency (a) Current $ 14,950 $ 15,730 $ 32,746 $ 35,575 $ 122,597 $ 93,951 $ 3,346 $ 4,296 $ 173,639 $ 149,552 30–149 days past due 243 275 442 533 3,417 4,091 405 489 4,507 5,388 150 or more days past due 348 362 246 267 6,542 6,879 225 271 7,361 7,779 Total retained loans $ 15,541 $ 16,367 $ 33,434 $ 36,375 $ 132,556 $ 104,921 $ 3,976 $ 5,056 $ 185,507 $ 162,719 % of 30+ days past due to total retained loans (b) 3.80 % 3.89 % 2.06 % 2.20 % 0.98 % 1.42 % 15.85 % 15.03 % 1.73 % 2.27 % 90 or more days past due and government guaranteed (c) $ — $ — $ — $ — $ 6,805 $ 7,544 $ — $ — $ 6,805 $ 7,544 Nonaccrual loans 907 938 1,461 1,590 1,960 2,190 855 1,036 5,183 5,754 Current estimated LTV ratios (d)(e)(f) Greater than 125% and refreshed FICO scores: Equal to or greater than 660 $ 16 $ 21 $ 310 $ 467 $ 98 $ 120 $ 4 $ 10 $ 428 $ 618 Less than 660 7 10 81 138 67 103 25 51 180 302 101% to 125% and refreshed FICO scores: Equal to or greater than 660 100 134 2,421 3,149 455 648 43 118 3,019 4,049 Less than 660 54 69 683 923 265 340 163 298 1,165 1,630 80% to 100% and refreshed FICO scores: Equal to or greater than 660 506 633 5,551 6,481 3,188 3,863 199 432 9,444 11,409 Less than 660 188 226 1,557 1,780 802 1,026 516 770 3,063 3,802 Less than 80% and refreshed FICO scores: Equal to or greater than 660 12,571 13,048 19,555 20,030 111,229 81,805 1,418 1,586 144,773 116,469 Less than 660 2,099 2,226 3,276 3,407 5,028 4,906 1,608 1,791 12,011 12,330 U.S. government-guaranteed — — — — 11,424 12,110 — — 11,424 12,110 Total retained loans $ 15,541 $ 16,367 $ 33,434 $ 36,375 $ 132,556 $ 104,921 $ 3,976 $ 5,056 $ 185,507 $ 162,719 Geographic region California $ 2,135 $ 2,232 $ 7,455 $ 8,144 $ 37,253 $ 28,133 $ 558 $ 718 $ 47,401 $ 39,227 New York 2,699 2,805 7,125 7,685 18,428 16,550 555 677 28,807 27,717 Illinois 1,244 1,306 2,411 2,605 9,086 6,654 157 207 12,898 10,772 Texas 1,703 1,845 1,007 1,087 6,844 4,935 154 177 9,708 8,044 Florida 829 861 1,759 1,923 5,737 5,106 445 632 8,770 8,522 New Jersey 641 654 2,083 2,233 4,290 3,361 185 227 7,199 6,475 Arizona 868 927 1,462 1,595 2,445 1,805 79 112 4,854 4,439 Washington 474 506 1,111 1,216 3,164 2,410 88 109 4,837 4,241 Michigan 694 736 771 848 1,489 1,203 86 121 3,040 2,908 Ohio 1,084 1,150 704 778 864 615 89 112 2,741 2,655 All other (g) 3,170 3,345 7,546 8,261 42,956 34,149 1,580 1,964 55,252 47,719 Total retained loans $ 15,541 $ 16,367 $ 33,434 $ 36,375 $ 132,556 $ 104,921 $ 3,976 $ 5,056 $ 185,507 $ 162,719 (a) Individual delinquency classifications include mortgage loans insured by U.S. government agencies as follows: current included $2.8 billion and $2.6 billion ; 30 – 149 days past due included $2.9 billion and $3.5 billion ; and 150 or more days past due included $5.7 billion and $6.0 billion at June 30, 2015 , and December 31, 2014 , respectively. (b) At June 30, 2015 , and December 31, 2014 , Prime, including option ARMs loans excluded mortgage loans insured by U.S. government agencies of $8.7 billion and $9.5 billion , respectively. These amounts have been excluded from nonaccrual loans based upon the government guarantee. (c) These balances, which are 90 days or more past due, were excluded from nonaccrual loans as the loans are guaranteed by U.S government agencies. Typically, the principal balance of the loans is insured and interest is guaranteed at a specified reimbursement rate subject to meeting agreed-upon servicing guidelines. At June 30, 2015 , and December 31, 2014 , these balances included $4.0 billion and $4.2 billion , respectively, of loans that are no longer accruing interest based on the agreed-upon servicing guidelines. For the remaining balance, interest is being accrued at the guaranteed reimbursement rate. There were no loans not guaranteed by U.S. government agencies that are 90 or more days past due and still accruing at June 30, 2015 , and December 31, 2014 . (d) Represents the aggregate unpaid principal balance of loans divided by the estimated current property value. Current property values are estimated, at a minimum, quarterly, based on home valuation models using nationally recognized home price index valuation estimates incorporating actual data to the extent available and forecasted data where actual data is not available. These property values do not represent actual appraised loan level collateral values; as such, the resulting ratios are necessarily imprecise and should be viewed as estimates. (e) Junior lien represents combined loan-to-value (“LTV”), which considers all available lien positions, as well as unused lines, related to the property. All other products are presented without consideration of subordinate liens on the property. (f) Refreshed FICO scores represent each borrower’s most recent credit score, which is obtained by the Firm on at least a quarterly basis. (g) At June 30, 2015 , and December 31, 2014 , included mortgage loans insured by U.S. government agencies of $11.4 billion and $12.1 billion , respectively. The following table represents the Firm’s delinquency statistics for junior lien home equity loans and lines as of June 30, 2015 , and December 31, 2014 . Total loans Total 30+ day delinquency rate (in millions, except ratios) Jun 30, Dec 31, Jun 30, Dec 31, HELOCs: (a) Within the revolving period (b) $ 21,023 $ 25,252 1.61 % 1.75 % Beyond the revolving period 9,637 7,979 2.84 3.16 HELOANs 2,774 3,144 2.70 3.34 Total $ 33,434 $ 36,375 2.06 % 2.20 % (a) These HELOCs are predominantly revolving loans for a 10 -year period, after which time the HELOC converts to a loan with a 20 -year amortization period, but also include HELOCs originated by Washington Mutual that require interest-only payments beyond the revolving period. (b) The Firm manages the risk of HELOCs during their revolving period by closing or reducing the undrawn line to the extent permitted by law when borrowers are experiencing financial difficulty or when the collateral does not support the loan amount. Home equity lines of credit (“HELOCs”) beyond the revolving period and home equity loans (“HELOANs”) have higher delinquency rates than do HELOCs within the revolving period. That is primarily because the fully-amortizing payment that is generally required for those products is higher than the minimum payment options available for HELOCs within the revolving period. The higher delinquency rates associated with amortizing HELOCs and HELOANs are factored into the loss estimates produced by the Firm’s delinquency roll-rate methodology, which estimates defaults based on the current delinquency status of a portfolio. Impaired loans The table below sets forth information about the Firm’s residential real estate impaired loans, excluding PCI loans. These loans are considered to be impaired as they have been modified in a troubled debt restructuring (“TDR”). All impaired loans are evaluated for an asset-specific allowance as described in Note 15 of JPMorgan Chase ’s 2014 Annual Report . Home equity Mortgages Total residential real estate – excluding PCI (in millions) Senior lien Junior lien Prime, including option ARMs Subprime Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Impaired loans With an allowance $ 556 $ 552 $ 728 $ 722 $ 4,034 $ 4,949 $ 1,445 $ 2,239 $ 6,763 $ 8,462 Without an allowance (a) 521 549 551 582 1,059 1,196 506 639 2,637 2,966 Total impaired loans (b)(c) $ 1,077 $ 1,101 $ 1,279 $ 1,304 $ 5,093 $ 6,145 $ 1,951 $ 2,878 $ 9,400 $ 11,428 Allowance for loan losses related to impaired loans $ 79 $ 84 $ 132 $ 147 $ 96 $ 127 $ 15 $ 64 $ 322 $ 422 Unpaid principal balance of impaired loans (d) 1,410 1,451 2,516 2,603 6,579 7,813 3,013 4,200 13,518 16,067 Impaired loans on nonaccrual status (e) 609 628 609 632 1,433 1,559 752 931 3,403 3,750 (a) Represents collateral-dependent residential mortgage loans that are charged off to the fair value of the underlying collateral less cost to sell. The Firm reports, in accordance with regulatory guidance, residential real estate loans that have been discharged under Chapter 7 bankruptcy and not reaffirmed by the borrower (“Chapter 7 loans”) as collateral-dependent nonaccrual TDRs, regardless of their delinquency status. At June 30, 2015, Chapter 7 residential real estate loans included approximately 18% of senior lien home equity, 10% of junior lien home equity, 22% of prime mortgages, including option ARMs, and 14% of subprime mortgages that were 30 days or more past due. (b) At June 30, 2015 , and December 31, 2014 , $4.5 billion and $4.9 billion , respectively, of loans modified subsequent to repurchase from Government National Mortgage Association (“Ginnie Mae”) in accordance with the standards of the appropriate government agency (i.e., FHA, VA, RHS) are not included in the table above. When such loans perform subsequent to modification in accordance with Ginnie Mae guidelines, they are generally sold back into Ginnie Mae loan pools. Modified loans that do not re-perform become subject to foreclosure. (c) Predominantly all residential real estate impaired loans, excluding PCI loans, are in the U.S. (d) Represents the contractual amount of principal owed at June 30, 2015 , and December 31, 2014 . The unpaid principal balance differs from the impaired loan balances due to various factors, including charge-offs, net deferred loan fees or costs; and unamortized discounts or premiums on purchased loans. (e) As of June 30, 2015 , and December 31, 2014 , nonaccrual loans included $2.6 billion and $2.9 billion , respectively, of TDRs for which the borrowers were less than 90 days past due. For additional information about loans modified in a TDR that are on nonaccrual status refer to the Loan accounting framework in Note 14 of JPMorgan Chase ’s 2014 Annual Report . The following tables present average impaired loans and the related interest income reported by the Firm. Three months ended June 30, Average impaired loans Interest income on impaired loans (a) Interest income on impaired loans on a cash basis (a) (in millions) 2015 2014 2015 2014 2015 2014 Home equity Senior lien $ 1,085 $ 1,128 $ 13 $ 14 $ 9 $ 10 Junior lien 1,286 1,316 20 20 13 13 Mortgages Prime, including option ARMs 5,605 6,823 55 66 12 14 Subprime 2,548 3,578 35 47 11 13 Total residential real estate – excluding PCI $ 10,524 $ 12,845 $ 123 $ 147 $ 45 $ 50 Six months ended June 30, Average impaired loans Interest income on (a) Interest income on impaired (a) (in millions) 2015 2014 2015 2014 2015 2014 Home equity Senior lien $ 1,090 $ 1,135 $ 26 $ 28 $ 18 $ 19 Junior lien 1,292 1,318 40 41 26 27 Mortgages Prime, including option ARMs 5,828 6,889 114 134 24 27 Subprime 2,684 3,623 72 96 22 26 Total residential real estate – excluding PCI $ 10,894 $ 12,965 $ 252 $ 299 $ 90 $ 99 (a) Generally, interest income on loans modified in TDRs is recognized on a cash basis until such time as the borrower has made a minimum of six payments under the new terms. Loan modifications The Firm is required to provide borrower relief under the terms of certain Consent Orders and settlements entered into by the Firm related to its mortgage servicing, originations and residential mortgage-backed securities activities. This borrower relief includes reductions of principal and forbearance. Modifications of residential real estate loans, excluding PCI loans, are generally accounted for and reported as TDRs. There were no additional commitments to lend to borrowers whose residential real estate loans, excluding PCI loans, have been modified in TDRs. The following table presents new TDRs reported by the Firm. Three months ended June 30, Six months ended June 30, (in millions) 2015 2014 2015 2014 Home equity: Senior lien $ 32 $ 20 $ 58 $ 47 Junior lien 43 46 89 104 Mortgages: Prime, including option ARMs 58 52 121 119 Subprime 15 25 34 53 Total residential real estate – excluding PCI $ 148 $ 143 $ 302 $ 323 Nature and extent of modifications Making Home Affordable (“MHA”), as well as the Firm’s proprietary modification programs, generally provide various concessions to financially troubled borrowers including, but not limited to, interest rate reductions, term or payment extensions and deferral of principal and/or interest payments that would otherwise have been required under the terms of the original agreement. The following tables provide information about how residential real estate loans, excluding PCI loans, were modified under the Firm’s loss mitigation programs during the periods presented. These tables exclude Chapter 7 loans where the sole concession granted is the discharge of debt. Three months ended June 30, Home equity Mortgages Total residential real estate - excluding PCI Senior lien Junior lien Prime, including option ARMs Subprime 2015 2014 2015 2014 2015 2014 2015 2014 2015 2014 Number of loans approved for a trial modification 294 218 93 157 294 261 367 529 1,048 1,165 Number of loans permanently modified 314 226 642 699 347 386 395 493 1,698 1,804 Concession granted: (a) Interest rate reduction 75 % 64 % 75 % 88 % 76 % 65 % 71 % 68 % 74 % 75 % Term or payment extension 85 86 88 83 84 79 78 71 84 79 Principal and/or interest deferred 32 12 23 22 36 30 18 15 26 20 Principal forgiveness 4 30 4 29 23 22 30 35 14 29 Other (b) — — 1 — 8 18 10 9 4 6 Six months ended June 30, Home equity Mortgages Total residential real estate - excluding PCI Senior lien Junior lien Prime, including option ARMs Subprime 2015 2014 2015 2014 2015 2014 2015 2014 2015 2014 Number of loans approved for a trial modification 650 419 247 341 539 516 789 1,028 2,225 2,304 Number of loans permanently modified 576 521 1,150 1,657 708 917 884 1,260 3,318 4,355 Concession granted: (a) Interest rate reduction 75 % 65 % 76 % 86 % 69 % 62 % 71 % 63 % 73 % 72 % Term or payment extension 83 83 87 83 84 84 80 72 84 80 Principal and/or interest deferred 32 14 25 22 36 32 22 18 28 22 Principal forgiveness 6 30 4 28 26 27 31 38 16 31 Other (b) — — — — 8 17 11 12 5 7 (a) Represents concessions granted in permanent modifications as a percentage of the number of loans permanently modified. The sum of the percentages exceeds 100% because predominantly all of the modifications include more than one type of concession. A significant portion of trial modifications include interest rate reductions and/or term or payment extensions. (b) Represents variable interest rate to fixed interest rate modifications. Financial effects of modifications and redefaults The following tables provide information about the financial effects of the various concessions granted in modifications of residential real estate loans, excluding PCI, under the Firm’s loss mitigation programs and about redefaults of certain loans modified in TDRs for the periods presented. Because the specific types and amounts of concessions offered to borrowers frequently change between the trial modification and the permanent modification, the following tables present only the financial effects of permanent modifications. These tables also exclude Chapter 7 loans where the sole concession granted is the discharge of debt. Three months ended June 30, Home equity Mortgages Total residential real estate – excluding PCI Senior lien Junior lien Prime, including option ARMs Subprime 2015 2014 2015 2014 2015 2014 2015 2014 2015 2014 Weighted-average interest rate of loans with interest rate reductions – before TDR 5.88 % 6.58 % 4.65 % 4.94 % 5.15 % 5.17 % 6.55 % 7.28 % 5.48 % 5.82 % Weighted-average interest rate of loans with interest rate reductions – after TDR 2.89 2.93 2.23 2.04 2.50 2.54 3.16 3.47 2.65 2.72 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR 17 17 19 19 25 25 24 24 22 23 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR 31 29 33 34 38 37 36 35 35 35 Charge-offs recognized upon permanent modification $ — $ — $ 1 $ 8 $ 2 $ 2 $ 1 $ — $ 4 $ 10 Principal deferred 4 1 3 3 11 10 3 4 21 18 Principal forgiven 1 3 — 6 7 8 7 11 15 28 Balance of loans that redefaulted within one year of permanent modification (a) $ 4 $ 4 $ 1 $ 3 $ 21 $ 44 $ 16 $ 28 $ 42 $ 79 Six months ended June 30, Home equity Mortgages Total residential real estate – excluding PCI Senior lien Junior lien Prime, including option ARMs Subprime 2015 2014 2015 2014 2015 2014 2015 2014 2015 2014 Weighted-average interest rate of loans with interest rate reductions – before TDR 5.98 % 6.63 % 4.79 % 4.83 % 5.09 % 5.20 % 6.69 % 7.44 % 5.58 % 5.88 % Weighted-average interest rate of loans with interest rate reductions – after TDR 2.81 2.98 2.22 1.91 2.44 2.67 3.19 3.43 2.65 2.75 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR 17 18 19 19 25 24 24 24 23 23 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR 31 30 34 35 38 37 36 36 36 36 Charge-offs recognized upon permanent modification $ — $ 1 $ 2 $ 22 $ 3 $ 4 $ 2 $ 1 $ 7 $ 28 Principal deferred 7 2 6 6 22 23 10 11 45 42 Principal forgiven 2 6 — 17 16 25 17 32 35 80 Balance of loans that redefaulted within one year of permanent modification (a) $ 6 $ 10 $ 3 $ 6 $ 37 $ 70 $ 31 $ 43 $ 77 $ 129 (a) Represents loans permanently modified in TDRs that experienced a payment default in the periods presented, and for which the payment default occurred within one year of the modification. The dollar amounts presented represent the balance of such loans at the end of the reporting period in which such loans defaulted. For residential real estate loans modified in TDRs, payment default is deemed to occur when the loan becomes two contractual payments past due. In the event that a modified loan redefaults, it is probable that the loan will ultimately be liquidated through foreclosure or another similar type of liquidation transaction. Redefaults of loans modified within the last 12 months may not be representative of ultimate redefault levels. At June 30, 2015 , the weighted-average estimated remaining lives of residential real estate loans, excluding PCI loans, permanently modified in TDRs were 6 years for senior lien home equity, 8 years for junior lien home equity, 9 years for prime mortgages, including option ARMs, and 8 years for subprime mortgages. The estimated remaining lives of these loans reflect estimated prepayments, both voluntary and involuntary (i.e., foreclosures and other forced liquidations). Active and suspended foreclosure At June 30, 2015 , and December 31, 2014 , the Firm had non-PCI residential real estate loans, excluding those insured by U.S. government agencies, with a carrying value of $1.3 billion and $1.5 billion , respectively, that were not included in REO, but were in the process of active or suspended foreclosure. Other consumer loans The table below provides information for other consumer retained loan classes, including auto, business banking and student loans. (in millions, except ratios) Auto Business banking Student and other Total other consumer Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Loan delinquency (a) Current $ 55,793 $ 53,866 $ 20,258 $ 19,710 $ 9,825 $ 10,080 $ 85,876 $ 83,656 30–119 days past due 530 663 191 208 485 576 1,206 1,447 120 or more days past due 7 7 115 140 264 314 386 461 Total retained loans $ 56,330 $ 54,536 $ 20,564 $ 20,058 $ 10,574 $ 10,970 $ 87,468 $ 85,564 % of 30+ days past due to total retained loans 0.95 % 1.23 % 1.49 % 1.73 % 1.92 % (d) 2.15 % (d) 1.20 % (d) 1.47 % (d) 90 or more days past due and still accruing (b) $ — $ — $ — $ — $ 282 $ 367 $ 282 $ 367 Nonaccrual loans 97 115 239 279 253 270 589 664 Geographic region California $ 6,671 $ 6,294 $ 3,206 $ 3,008 $ 1,102 $ 1,143 $ 10,979 $ 10,445 New York 3,682 3,662 3,180 3,187 1,236 1,259 8,098 8,108 Illinois 3,366 3,175 1,388 1,373 706 729 5,460 5,277 Texas 5,893 5,608 2,592 2,626 852 868 9,337 9,102 Florida 2,517 2,301 899 827 528 521 3,944 3,649 New Jersey 1,972 1,945 504 451 392 378 2,868 2,774 Arizona 1,947 2,003 1,174 1,083 239 239 3,360 3,325 Washington 1,066 1,019 267 258 222 235 1,555 1,512 Michigan 1,586 1,633 1,376 1,375 442 466 3,404 3,474 Ohio 2,284 2,157 1,357 1,354 594 629 4,235 4,140 All other 25,346 24,739 4,621 4,516 4,261 4,503 34,228 33,758 Total retained loans $ 56,330 $ 54,536 $ 20,564 $ 20,058 $ 10,574 $ 10,970 $ 87,468 $ 85,564 Loans by risk ratings (c) Noncriticized $ 10,173 $ 9,822 $ 15,012 $ 14,619 NA NA $ 25,185 $ 24,441 Criticized performing 83 35 744 708 NA NA 827 743 Criticized nonaccrual — — 191 213 NA NA 191 213 (a) Individual delinquency classifications included loans insured by U.S. government agencies under the Federal Family Education Loan Program (“FFELP”) as follows: current included $4.1 billion and $4.3 billion ; 30 - 119 days past due included $303 million and $364 million ; and 120 or more days past due included $243 million and $290 million at June 30, 2015 , and December 31, 2014 , respectively. (b) These amounts represent student loans, which are insured by U.S. government agencies under the FFELP. These amounts were accruing as reimbursement of insured amounts is proceeding normally. (c) For risk-rated business banking and auto loans, the primary credit quality indicator is the risk rating of the loan, including whether the loans are considered to be criticized and/or nonaccrual. (d) June 30, 2015 , and December 31, 2014 , excluded loans 30 days or more past due and still accruing, which are insured by U.S. government agencies under the FFELP, of $546 million and $654 million , respectively. These amounts were excluded as reimbursement of insured amounts is proceeding normally. Other consumer impaired loans and loan modifications The table below sets forth information about the Firm’s other consumer impaired loans, including risk-rated business banking and auto loans that have been placed on nonaccrual status, and loans that have been modified in TDRs. (in millions) June 30, December 31, Impaired loans With an allowance $ 529 $ 557 Without an allowance (a) 31 35 Total impaired loans (b)(c) $ 560 $ 592 Allowance for loan losses related to impaired loans $ 114 $ 117 Unpaid principal balance of impaired loans (d) 682 719 Impaired loans on nonaccrual status 440 456 (a) When discounted cash flows, collateral value or market price equals or exceeds the recorded investment in the loan, the loan does not require an allowance. This typically occurs when the impaired loans have been partially charged off and/or there have been interest payments received and applied to the loan balance. (b) Predominantly all other consumer impaired loans are in the U.S. (c) Other consumer average impaired loans were $566 million and $600 million for the three months ended June 30, 2015 and 2014 , respectively, and $576 million and $599 million for the six months ended June 30, 2015 and 2014 , respectively. The related interest income on impaired loans, including those on a cash basis, was not material for the three and six months ended June 30, 2015 and 2014 . (d) Represents the contractual amount of principal owed at June 30, 2015 , and December 31, 2014 . The unpaid principal balance differs from the impaired loan balances due to various factors, including charge-offs; interest payments received and applied to the principal balance; net deferred loan fees or costs; and unamortized discounts or premiums on purchased loans. Loan modifications Certain other consumer loan modifications are considered to be TDRs as they provide various concessions to borrowers who are experiencing financial difficulty. All of these TDRs are reported as impaired loans in the table above. See Note 14 of JPMorgan Chase’s 2014 Annual Report for further information on other consumer loans modified in TDRs. The following table provides information about the Firm’s other consumer loans modified in TDRs. New TDRs were not material for the three and six months ended June 30, 2015 and 2014. (in millions) June 30, December 31, Loans modified in TDRs (a)(b) $ 407 $ 442 TDRs on nonaccrual status 287 306 (a) The impact of these modifications was not material to the Firm for the three and six months ended June 30, 2015 and 2014 . (b) Additional commitments to lend to borrowers whose loans have been modified in TDRs as of June 30, 2015 , and December 31, 2014 , were immaterial. Purchased credit-impaired loans For a detailed discussion of PCI loans, including the related accounting policies, see Note 14 of JPMorgan Chase ’s 2014 Annual Report . Residential real estate – PCI loans The table below sets forth information about the Firm’s consumer, excluding credit card, PCI loans. (in millions, except ratios) Home equity Prime mortgage Subprime mortgage Option ARMs Total PCI Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Carrying value (a) $ 16,088 $ 17,095 $ 9,553 $ 10,220 $ 3,449 $ 3,673 $ 14,716 $ 15,708 $ 43,806 $ 46,696 Related allowance for loan losses (b) 1,758 1,758 1,083 1,193 180 180 194 194 3,215 3,325 Loan delinquency (based on unpaid principal balance) Current $ 15,411 $ 16,295 $ 8,473 $ 8,912 $ 3,416 $ 3,565 $ 13,116 $ 13,814 $ 40,416 $ 42,586 30–149 days past due 326 445 395 500 451 536 707 858 1,879 2,339 150 or more days past due 759 1,000 712 837 464 551 1,515 1,824 3,450 4,212 Total loans $ 16,496 $ 17,740 $ 9,580 $ 10,249 $ 4,331 $ 4,652 $ 15,338 $ 16,496 $ 45,745 $ 49,137 % of 30+ days past due to total loans 6.58 % 8.15 % 11.56 % 13.05 % 21.13 % 23.37 % 14.49 % 16.26 % 11.65 % 13.33 % Current estimated LTV ratios (based on unpaid principal balance) (c)(d) Greater than 125% and refreshed FICO scores: Equal to or greater than 660 $ 350 $ 513 $ 24 $ 45 $ 21 $ 34 $ 54 $ 89 $ 449 $ 681 Less than 660 180 273 58 97 103 160 86 150 427 680 101% to 125% and refreshed FICO scores: Equal to or greater than 660 1,788 2,245 308 456 143 215 392 575 2,631 3,491 Less than 660 835 1,073 282 402 367 509 528 771 2,012 2,755 80% to 100% and refreshed FICO scores: Equal to or greater than 660 3,868 4,171 1,674 2,154 456 519 1,937 2,418 7,935 9,262 Less than 660 1,490 1,647 1,100 1,316 879 1,006 1,640 1,996 5,109 5,965 Lower than 80% and refreshed FICO scores: Equal to or greater than 660 5,979 5,824 3,894 3,663 785 719 6,762 6,593 17,420 16,799 Less than 660 2,006 1,994 2,240 2,116 1,577 1,490 3,939 3,904 9,762 9,504 Total unpaid principal balance $ 16,496 $ 17,740 $ 9,580 $ 10,249 $ 4,331 $ 4,652 $ 15,338 $ 16,496 $ 45,745 $ 49,137 Geographic region (based on unpaid principal balance) California $ 9,908 $ 10,671 $ 5,591 $ 5,965 $ 1,077 $ 1,138 $ 8,634 $ 9,190 $ 25,210 $ 26,964 New York 833 876 647 672 422 463 856 933 2,758 2,944 Illinois 382 405 282 301 211 229 357 397 1,232 1,332 Texas 248 273 85 92 259 281 81 85 673 731 Florida 1,581 1,696 625 689 399 432 1,298 1,440 3,903 4,257 New Jersey 329 348 263 279 150 165 505 553 1,247 1,345 Arizona 299 323 155 167 82 85 215 227 751 802 Washington 889 959 208 225 87 95 360 395 1,544 1,674 Michigan 49 53 154 166 121 130 168 182 492 531 Ohio 18 20 45 48 68 72 65 69 196 209 All other 1,960 2,116 1,525 1,645 1,455 1,562 2,799 3,025 7,739 8,348 Total unpaid principal balance $ 16,496 $ 17,740 $ 9,580 $ 10,249 $ 4,331 $ 4,652 $ 15,338 $ 16,496 $ 45,745 $ 49,137 (a) Carrying value includes the effect of fair value adjustments that were applied to the consumer PCI portfolio at the date of acquisition. (b) Management concluded as part of the Firm’s regular assessment of the PCI loan pools that it was probable that higher expected credit losses would result in a decrease in expected cash flows. As a result, an allowance for loan losses for impairment of these pools has been recognized. (c) Represents the aggregate unpaid principal balance of loans divided by the estimated current property value. Current property values are estimated, at a minimum, quarterly, based on home valuation models using nationally recognized home price index valuation estimates incorporating actual data to the extent available and forecasted data where actual data is not available. These property values do not represent actual appraised loan level collateral values; as such, the resulting ratios are necessarily imprecise and should be viewed as estimates. Current estimated combined LTV for junior lien home equity loans considers all available lien positions, as well as unused lines, related to the property. (d) Refreshed FICO scores represent each borrower’s most recent credit score, which is obtained by the Firm on at least a quarterly basis. Approximately 20% of the PCI home equity portfolio are senior lien loans; the remaining balance are junior lien HELOANs or HELOCs. The following tables set forth delinquency statistics for PCI junior lien home equity loans and lines of credit based on unpaid principal balance as of June 30, 2015 , and December 31, 2014 . Total loans Total 30+ day delinquency rate (in millions, except ratios) Jun 30, Dec 31, Jun 30, Dec 31, HELOCs: (a) Within the revolving period (b) $ 7,004 $ 8,972 4.35 % 6.42 % Beyond the revolving period (c) 5,141 4,143 5.10 6.42 HELOANs 651 736 5.68 8.83 Total $ 12,796 $ 13,851 4.72 % 6.55 % (a) In general, these HELOCs are revolving loans for a 10 -year period, after which time the HELOC converts to an interest-only loan with a balloon payment at the end of the loan’s term. (b) Substantially all undrawn HELOCs within the revolving period have been closed. (c) Includes loans modified into fixed rate amortizing loans. The table below sets forth the accretable yield activity for the Firm’s PCI consumer loans for the three and six months ended June 30, 2015 and 2014 , and represents the Firm’s estimate of gross interest income expected to be earned over the remaining life of the PCI loan portfolios. The table excludes the cost to fund the PCI portfolios, and therefore the accretable yield does not represent net interest income expected to be earned on these portfolios. Total PCI (in millions, except ratios) Three months ended June 30, Six months ended June 30, 2015 2014 2015 2014 Beginning balance $ 14,034 $ 15,782 $ 14,592 $ 16,167 Accretion into interest income (430 ) (495 ) (866 ) (1,009 ) Changes in interest rates on variable-rate loans 12 (45 ) 18 (66 ) Other changes in expected cash flows (a) 125 33 (3 ) 183 Balance at June 30 $ 13,741 $ 15,275 $ 13,741 $ 15,275 Accretable yield percentage 4.18 % 4.24 % 4.16 % 4.28 % (a) Other changes in expected cash flows may vary from period to period as the Firm continues to refine its cash flow model and periodically updates model assumptions. For the three and six months ended June 30, 2015 and 2014 , other changes in expected cash flows were driven by changes in prepayment assumptions. The factors that most significantly affect estimates of gross cash flows expected to be collected, and accordingly the accretable yield balance, include: (i) changes in the benchmark interest rate indices for variable-r
Credit card
Loans and Leases Receivable Disclosure [Line Items]
Loans	Credit card loan portfolio The table below sets forth information about the Firm’s credit card loans. (in millions, except ratios) June 30, December 31, Loan delinquency Current and less than 30 days past due and still accruing $ 123,102 $ 126,189 30–89 days past due and still accruing 812 943 90 or more days past due and still accruing 791 895 Nonaccrual loans — — Total retained credit card loans $ 124,705 $ 128,027 Loan delinquency ratios % of 30+ days past due to total retained loans 1.29 % 1.44 % % of 90+ days past due to total retained loans 0.63 0.70 Credit card loans by geographic region California $ 17,661 $ 17,940 Texas 11,065 11,088 New York 10,763 10,940 Illinois 7,314 7,497 Florida 7,265 7,398 New Jersey 5,632 5,750 Ohio 4,520 4,707 Pennsylvania 4,317 4,489 Michigan 3,418 3,552 Virginia 3,075 3,263 All other 49,675 51,403 Total retained credit card loans $ 124,705 $ 128,027 Percentage of portfolio based on carrying value with estimated refreshed FICO scores Equal to or greater than 660 85.7 % 85.7 % Less than 660 14.3 14.3 Credit card impaired loans and loan modifications For a detailed discussion of impaired credit card loans, including credit card loan modifications, see Note 14 of JPMorgan Chase ’s 2014 Annual Report . The table below sets forth information about the Firm’s impaired credit card loans. All of these loans are considered to be impaired as they have been modified in TDRs. (in millions) June 30, December 31, Impaired credit card loans with an allowance (a)(b) Credit card loans with modified payment terms (c) $ 1,480 $ 1,775 Modified credit card loans that have reverted to pre-modification payment terms (d) 205 254 Total impaired credit card loans (e) $ 1,685 $ 2,029 Allowance for loan losses related to impaired credit card loans $ 518 $ 500 (a) The carrying value and the unpaid principal balance are the same for credit card impaired loans. (b) There were no impaired loans without an allowance. (c) Represents credit card loans outstanding to borrowers enrolled in a credit card modification program as of the date presented. (d) Represents credit card loans that were modified in TDRs but that have subsequently reverted back to the loans’ pre-modification payment terms. At June 30, 2015 , and December 31, 2014 , $127 million and $159 million , respectively, of loans have reverted back to the pre-modification payment terms of the loans due to noncompliance with the terms of the modified loans. The remaining $78 million and $95 million at June 30, 2015 , and December 31, 2014 , respectively, of these loans are to borrowers who have successfully completed a short-term modification program. The Firm continues to report these loans as TDRs since the borrowers’ credit lines remain closed. (e) Predominantly all impaired credit card loans are in the U.S. The following table presents average balances of impaired credit card loans and interest income recognized on those loans. Three months ended Six months ended (in millions) 2015 2014 2015 2014 Average impaired credit card loans $ 1,769 $ 2,617 $ 1,854 $ 2,776 Interest income on impaired credit card loans 21 32 44 68 Loan modifications The Firm may modify loans to credit card borrowers who are experiencing financial difficulty. Most of these loans have been modified under programs that involve placing the customer on a fixed payment plan with a reduced interest rate, generally for 60 months. All of these credit card loan modifications are considered to be TDRs. New enrollments in these loan modification programs were $151 million and $193 million , for the three months ended June 30, 2015 and 2014 , respectively, and $329 million and $426 million for the six months ended June 30, 2015 and 2014 , respectively. For additional information about credit card loan modifications, see Note 14 of JPMorgan Chase ’s 2014 Annual Report . Financial effects of modifications and redefaults The following table provides information about the financial effects of the concessions granted on credit card loans modified in TDRs and redefaults for the periods presented. (in millions, except weighted-average data) Three months ended June 30, Six months ended 2015 2014 2015 2014 Weighted-average interest rate of loans – before TDR 15.15 % 15.05 % 15.16 % 15.04 % Weighted-average interest rate of loans – after TDR 4.27 4.33 4.28 4.36 Loans that redefaulted within one year of modification (a) $ 20 $ 29 $ 42 $ 63 (a) Represents loans modified in TDRs that experienced a payment default in the periods presented, and for which the payment default occurred within one year of the modification. The amounts presented represent the balance of such loans as of the end of the quarter in which they defaulted. For credit card loans modified in TDRs, payment default is deemed to have occurred when the loans become two payments past due. A substantial portion of these loans is expected to be charged-off in accordance with the Firm’s standard charge-off policy. Based on historical experience, the estimated weighted-average default rate for credit card loans modified was expected to be 26.45% and 27.91% as of June 30, 2015 , and December 31, 2014 , respectively.
Wholesale
Loans and Leases Receivable Disclosure [Line Items]
Loans	Wholesale loan portfolio Wholesale loans include loans made to a variety of customers, ranging from large corporate and institutional clients to high-net-worth individuals. The primary credit quality indicator for wholesale loans is the risk rating assigned each loan. For further information on these risk ratings, see Note 14 and Note 15 of JPMorgan Chase ’s 2014 Annual Report . The table below provides information by class of receivable for the retained loans in the Wholesale portfolio segment. Commercial and industrial Real estate Financial Government agencies Other (d) Total (in millions, except ratios) Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Loans by risk ratings Investment-grade $ 64,034 $ 63,069 $ 67,658 $ 61,006 $ 23,811 $ 27,111 $ 10,836 $ 8,393 $ 87,810 $ 82,087 $ 254,149 $ 241,666 Noninvestment-grade: Noncriticized 44,962 44,117 15,863 16,541 6,071 7,085 298 300 10,985 10,075 78,179 78,118 Criticized performing 3,017 2,251 1,444 1,313 375 316 8 3 174 236 5,018 4,119 Criticized nonaccrual 492 188 248 253 11 18 5 — 117 140 873 599 Total noninvestment- grade 48,471 46,556 17,555 18,107 6,457 7,419 311 303 11,276 10,451 84,070 82,836 Total retained loans $ 112,505 $ 109,625 $ 85,213 $ 79,113 $ 30,268 $ 34,530 $ 11,147 $ 8,696 $ 99,086 $ 92,538 $ 338,219 $ 324,502 % of total criticized to total retained loans 3.12 % 2.22 % 1.99 % 1.98 % 1.28 % 0.97 % 0.12 % 0.03 % 0.29 % 0.41 % 1.74 % 1.45 % % of nonaccrual loans to total retained loans 0.44 0.17 0.29 0.32 0.04 0.05 0.04 — 0.12 0.15 0.26 0.18 Loans by geographic distribution (a) Total non-U.S. $ 32,201 $ 33,739 $ 1,853 $ 2,099 $ 17,408 $ 20,944 $ 1,641 $ 1,122 $ 44,730 $ 42,961 $ 97,833 $ 100,865 Total U.S. 80,304 75,886 83,360 77,014 12,860 13,586 9,506 7,574 54,356 49,577 240,386 223,637 Total retained loans $ 112,505 $ 109,625 $ 85,213 $ 79,113 $ 30,268 $ 34,530 $ 11,147 $ 8,696 $ 99,086 $ 92,538 $ 338,219 $ 324,502 Loan delinquency (b) Current and less than 30 days past due and still accruing $ 111,835 $ 108,857 $ 84,830 $ 78,552 $ 30,222 $ 34,408 $ 11,127 $ 8,627 $ 97,763 $ 91,168 $ 335,777 $ 321,612 30–89 days past due and still accruing 174 566 120 275 29 104 15 69 1,109 1,201 1,447 2,215 90 or more days past due and still accruing (c) 4 14 15 33 6 — — — 97 29 122 76 Criticized nonaccrual 492 188 248 253 11 18 5 — 117 140 873 599 Total retained loans $ 112,505 $ 109,625 $ 85,213 $ 79,113 $ 30,268 $ 34,530 $ 11,147 $ 8,696 $ 99,086 $ 92,538 $ 338,219 $ 324,502 (a) The U.S. and non-U.S. distribution is determined based predominantly on the domicile of the borrower. (b) The credit quality of wholesale loans is assessed primarily through ongoing review and monitoring of an obligor’s ability to meet contractual obligations rather than relying on the past due status, which is generally a lagging indicator of credit quality. For a discussion of more significant risk factors, see Note 14 of JPMorgan Chase ’s 2014 Annual Report . (c) Represents loans that are considered well-collateralized and therefore still accruing interest. (d) Other primarily includes loans to SPEs and loans to private banking clients. See Note 1 of JPMorgan Chase ’s 2014 Annual Report for additional information on SPEs. The following table presents additional information on the real estate class of loans within the Wholesale portfolio segment for the periods indicated. For further information on real estate loans, see Note 14 of JPMorgan Chase ’s 2014 Annual Report . (in millions, except ratios) Multifamily Commercial lessors Commercial construction and development Other Total real estate loans Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Real estate retained loans $ 55,501 $ 51,049 $ 17,235 $ 17,438 $ 4,723 $ 4,264 $ 7,754 $ 6,362 $ 85,213 $ 79,113 Criticized exposure 617 652 992 841 17 42 66 31 1,692 1,566 % of criticized exposure to total real estate retained loans 1.11 % 1.28 % 5.76 % 4.82 % 0.36 % 0.98 % 0.85 % 0.49 % 1.99 % 1.98 % Criticized nonaccrual $ 111 $ 126 $ 95 $ 110 $ — $ — $ 42 $ 17 $ 248 $ 253 % of criticized nonaccrual to total real estate retained loans 0.20 % 0.25 % 0.55 % 0.63 % — % — % 0.54 % 0.27 % 0.29 % 0.32 % Wholesale impaired loans and loan modifications Wholesale impaired loans are comprised of loans that have been placed on nonaccrual status and/or that have been modified in a TDR. All impaired loans are evaluated for an asset-specific allowance as described in Note 15 of JPMorgan Chase ’s 2014 Annual Report . The table below sets forth information about the Firm’s wholesale impaired loans. (in millions) Commercial and industrial Real estate Financial institutions Government agencies Other Total retained loans Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Impaired loans With an allowance $ 401 $ 174 $ 154 $ 193 $ 10 $ 15 $ 5 $ — $ 59 $ 89 $ 629 $ 471 Without an allowance (a) 102 24 116 87 2 3 — — 59 52 279 166 Total impaired loans $ 503 $ 198 $ 270 $ 280 $ 12 $ 18 $ 5 $ — $ 118 $ 141 $ 908 (c) $ 637 (c) Allowance for loan losses related to impaired loans $ 85 $ 34 $ 17 $ 36 $ 2 $ 4 $ 2 $ — $ 41 $ 13 $ 147 $ 87 Unpaid principal balance of impaired loans (b) 541 266 354 345 14 22 5 — 122 202 1,036 835 (a) When the discounted cash flows, collateral value or market price equals or exceeds the recorded investment in the loan, the loan does not require an allowance. This typically occurs when the impaired loans have been partially charged-off and/or there have been interest payments received and applied to the loan balance. (b) Represents the contractual amount of principal owed at June 30, 2015 , and December 31, 2014 . The unpaid principal balance differs from the impaired loan balances due to various factors, including charge-offs; interest payments received and applied to the carrying value; net deferred loan fees or costs; and unamortized discount or premiums on purchased loans. (c) Based upon the domicile of the borrower, predominantly all wholesale impaired loans are in the U.S. The following table presents the Firm’s average impaired loans for the periods indicated. Three months ended June 30, Six months ended June 30, (in millions) 2015 2014 2015 2014 Commercial and industrial $ 355 $ 249 $ 303 $ 270 Real estate 242 306 255 330 Financial institutions 15 19 15 21 Government agencies 1 — 1 — Other 114 159 111 164 Total (a) $ 727 $ 733 $ 685 $ 785 (a) The related interest income on accruing impaired loans and interest income recognized on a cash basis were not material for the three and six months ended June 30, 2015 and 2014 . Certain loan modifications are considered to be TDRs as they provide various concessions to borrowers who are experiencing financial difficulty. All TDRs are reported as impaired loans in the tables above. TDRs were not material as of June 30, 2015 and 2014 .

Allowance for credit losses

Allowance for credit losses	6 Months Ended
	Jun. 30, 2015
Allowance for Credit Losses [Abstract]
Allowance for credit losses	Allowance for credit losses For detailed discussion of the allowance for credit losses and the related accounting policies, see Note 15 of JPMorgan Chase ’s 2014 Annual Report . Allowance for credit losses and loans and lending-related commitments by impairment methodology The table below summarizes information about the allowance for loan losses, loans by impairment methodology, the allowance for lending-related commitments and lending-related commitments by impairment methodology. 2015 2014 Six months ended June 30 (in millions) Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Allowance for loan losses Beginning balance at January 1, $ 7,050 $ 3,439 $ 3,696 $ 14,185 8,456 $ 3,795 $ 4,013 $ 16,264 Gross charge-offs 827 1,776 33 2,636 1,084 1,982 77 3,143 Gross recoveries (337 ) (187 ) (53 ) (577 ) (399 ) (209 ) (108 ) (716 ) Net charge-offs/(recoveries) 490 1,589 (20 ) 2,059 685 1,773 (31 ) 2,427 Write-offs of PCI loans (a) 110 — — 110 109 — — 109 Provision for loan losses 42 1,589 265 1,896 81 1,573 (55 ) 1,599 Other — (5 ) 8 3 — (1 ) — (1 ) Ending balance at June 30, $ 6,492 $ 3,434 $ 3,989 $ 13,915 $ 7,743 $ 3,594 $ 3,989 $ 15,326 Allowance for loan losses by impairment methodology Asset-specific (b) $ 436 $ 518 (c) $ 147 $ 1,101 $ 598 $ 583 (c) $ 138 $ 1,319 Formula-based 2,841 2,916 3,842 9,599 3,396 3,011 3,851 10,258 PCI 3,215 — — 3,215 3,749 — — 3,749 Total allowance for loan losses $ 6,492 $ 3,434 $ 3,989 $ 13,915 $ 7,743 $ 3,594 $ 3,989 $ 15,326 Loans by impairment methodology Asset-specific $ 9,960 $ 1,685 $ 908 $ 12,553 $ 13,191 $ 2,467 $ 732 $ 16,390 Formula-based 263,015 123,020 337,307 723,342 224,905 123,154 320,797 668,856 PCI 43,806 — 4 43,810 50,118 — 5 50,123 Total retained loans $ 316,781 $ 124,705 $ 338,219 $ 779,705 $ 288,214 $ 125,621 $ 321,534 $ 735,369 Impaired collateral-dependent loans Net charge-offs $ 33 $ — $ 2 $ 35 $ 81 $ — $ (5 ) $ 76 Loans measured at fair value of collateral less cost to sell 2,695 — 307 3,002 3,250 — 321 3,571 Allowance for lending-related commitments Beginning balance at January 1, $ 13 $ — $ 609 $ 622 $ 8 $ — $ 697 $ 705 Provision for lending-related commitments 2 — (4 ) (2 ) 1 — (58 ) (57 ) Other — — — — — — — — Ending balance at June 30, $ 15 $ — $ 605 $ 620 $ 9 $ — $ 639 $ 648 Allowance for lending-related commitments by impairment methodology Asset-specific $ — $ — $ 55 $ 55 $ — $ — $ 43 $ 43 Formula-based 15 — 550 565 9 — 596 605 Total allowance for lending-related commitments $ 15 $ — $ 605 $ 620 $ 9 $ — $ 639 $ 648 Lending-related commitments by impairment methodology Asset-specific $ — $ — $ 133 $ 133 $ — $ — $ 122 $ 122 Formula-based 59,817 523,717 351,915 935,449 56,410 533,688 451,153 1,041,251 Total lending-related commitments $ 59,817 $ 523,717 $ 352,048 $ 935,582 $ 56,410 $ 533,688 $ 451,275 $ 1,041,373 (a) Write-offs of PCI loans are recorded against the allowance for loan losses when actual losses for a pool exceed estimated losses that were recorded as purchase accounting adjustments at the time of acquisition. A write-off of a PCI loan is recognized when the underlying loan is removed from a pool (e.g., upon liquidation). (b) Includes risk-rated loans that have been placed on nonaccrual status and loans that have been modified in a TDR. (c) The asset-specific credit card allowance for loan losses is related to loans that have been modified in a TDR; such allowance is calculated based on the loans’ original contractual interest rates and does not consider any incremental penalty rates.

Variable Interest Entities

Variable Interest Entities	6 Months Ended
	Jun. 30, 2015
Variable Interest Entities [Abstract]
Variable interest entities	Variable interest entities For a further description of JPMorgan Chase’s accounting policies regarding consolidation of variable interest entities (“VIEs”), see Note 1 of JPMorgan Chase’s 2014 Annual Report . The following table summarizes the most significant types of Firm-sponsored VIEs by business segment. Line-of-Business Transaction Type Activity Form 10-Q page reference CCB Credit card securitization trusts Securitization of both originated and purchased credit card receivables 144 Mortgage securitization trusts Servicing and securitization of both originated and purchased residential mortgages 144 –146 CIB Mortgage and other securitization trusts Securitization of both originated and purchased residential and commercial mortgages, and student loans 144 –146 Multi-seller conduits Investor intermediation activities: Assist clients in accessing the financial markets in a cost-efficient manner and structures transactions to meet investor needs 146 Municipal bond vehicles 146 –147 Credit-related note and asset swap vehicles 147 The Firm also invests in and provides financing and other services to VIEs sponsored by third parties, as described on page 147 of this Note. Significant Firm-sponsored variable interest entities Credit card securitizations For a more detailed discussion of JPMorgan Chase’s involvement with credit card securitizations, see Note 16 of JPMorgan Chase’s 2014 Annual Report . As a result of the Firm’s continuing involvement, the Firm is considered to be the primary beneficiary of its Firm-sponsored credit card securitization trusts. This includes the Firm’s primary card securitization trust, Chase Issuance Trust. See the table on page 148 of this Note for further information on consolidated VIE assets and liabilities. Firm-sponsored mortgage and other securitization trusts The Firm securitizes (or has securitized) originated and purchased residential mortgages, commercial mortgages and other consumer loans (including student loans) primarily in its CCB and CIB businesses. Depending on the particular transaction, as well as the respective business involved, the Firm may act as the servicer of the loans and/or retain certain beneficial interest in the securitization trusts. For a detailed discussion of the Firm’s involvement with Firm-sponsored mortgage and other securitization trusts, as well as the accounting treatment relating to such trusts, see Note 16 of JPMorgan Chase’s 2014 Annual Report . The following table presents the total unpaid principal amount of assets held in Firm-sponsored private-label securitization entities, including those in which the Firm has continuing involvement, and those that are consolidated by the Firm. Continuing involvement includes servicing the loans; holding senior interests or subordinated interests; recourse or guarantee arrangements; and derivative transactions. In certain instances, the Firm’s only continuing involvement is servicing the loans. See Securitization activity on page 149 of this Note for further information regarding the Firm’s cash flows with and interests retained in nonconsolidated VIEs, and page 149 of this Note for information on the Firm’s loan sales to U.S. government agencies. Principal amount outstanding JPMorgan Chase interest in securitized assets in nonconsolidated VIEs (c)(d)(e) June 30, 2015 (a) (in billions) Total assets held by securitization VIEs Assets Assets held in nonconsolidated securitization VIEs with continuing involvement Trading assets AFS securities Total interests held by JPMorgan Securitization-related Residential mortgage: Prime/Alt-A and Option ARMs $ 91.8 $ 1.6 $ 75.5 $ 0.7 $ 1.6 $ 2.3 Subprime 26.1 0.1 24.2 — — — Commercial and other (b) 127.3 0.2 94.0 0.4 3.6 4.0 Total $ 245.2 $ 1.9 $ 193.7 $ 1.1 $ 5.2 $ 6.3 Principal amount outstanding JPMorgan Chase interest in securitized assets in nonconsolidated VIEs (c)(d)(e) December 31, 2014 (a) (in billions) Total assets held by securitization VIEs Assets held in consolidated securitization VIEs Assets held in nonconsolidated securitization VIEs with continuing involvement Trading assets AFS securities Total interests held by JPMorgan Chase Securitization-related Residential mortgage: Prime/Alt-A and Option ARMs $ 96.3 $ 2.7 $ 78.3 $ 0.5 $ 0.7 $ 1.2 Subprime 28.4 0.8 25.7 0.1 — 0.1 Commercial and other (b) 129.6 0.2 94.4 0.4 3.5 3.9 Total $ 254.3 $ 3.7 $ 198.4 $ 1.0 $ 4.2 $ 5.2 (a) Excludes U.S. government agency securitizations. See page 149 of this Note for information on the Firm’s loan sales to U.S. government agencies. (b) Consists of securities backed by commercial loans (predominantly real estate) and non-mortgage-related consumer receivables purchased from third parties. The Firm generally does not retain a residual interest in its sponsored commercial mortgage securitization transactions. (c) The table above excludes the following: retained servicing (see Note 16 for a discussion of MSRs); securities retained from loan sales to U.S. government agencies; interest rate and foreign exchange derivatives primarily used to manage interest rate and foreign exchange risks of securitization entities (See Note 5 for further information on derivatives); senior and subordinated securities of $97 million and $161 million , respectively, at June 30, 2015 , and $136 million and $34 million , respectively, at December 31, 2014 , which the Firm purchased in connection with CIB’s secondary market-making activities. (d) Includes interests held in re-securitization transactions. (e) As of June 30, 2015 , and December 31, 2014 , 74% and 77% , respectively, of the Firm’s retained securitization interests, which are carried at fair value, were risk-rated “A” or better, on an S&P-equivalent basis. The retained interests in prime residential mortgages consisted of $2.1 billion and $1.1 billion of investment-grade and $175 million and $185 million of noninvestment-grade retained interests at June 30, 2015 , and December 31, 2014 , respectively. The retained interests in commercial and other securitizations trusts consisted of $3.8 billion and $3.7 billion of investment-grade and $229 million and $194 million of noninvestment-grade retained interests at June 30, 2015 , and December 31, 2014 , respectively. Residential mortgages For a more detailed description of the Firm’s involvement with residential mortgage securitizations, see Note 16 of JPMorgan Chase’s 2014 Annual Report . At June 30, 2015 , and December 31, 2014 , the Firm did not consolidate the assets of certain Firm-sponsored residential mortgage securitization VIEs, in which the Firm had continuing involvement, primarily due to the fact that the Firm did not hold an interest in these trusts that could potentially be significant to the trusts. See the table on page 148 of this Note for more information on the consolidated residential mortgage securitizations, and the table on the previous page of this Note for further information on interests held in nonconsolidated residential mortgage securitizations. Commercial mortgages and other consumer securitizations CIB originates and securitizes commercial mortgage loans, and engages in underwriting and trading activities involving the securities issued by securitization trusts. For a more detailed description of the Firm’s involvement with commercial mortgage and other consumer securitizations, see Note 16 of JPMorgan Chase’s 2014 Annual Report . See the table on page 148 of this Note for more information on the consolidated commercial mortgage securitizations, and the table on the previous page of this Note for more information on interests held in nonconsolidated securitizations. Re-securitizations For a more detailed description of JPMorgan Chase’s participation in re-securitization transactions, see Note 16 of JPMorgan Chase’s 2014 Annual Report . During the three months ended June 30, 2015 and 2014 , the Firm transferred $6.3 billion and $8.0 billion respectively of securities to agency VIEs, and $255 million and $264 million , respectively, of securities to private-label VIEs. During the six months ended June 30, 2015 and 2014 , the Firm transferred $ 10.2 billion and $ 13.3 billion respectively of securities to agency VIEs, and $ 727 million and $ 433 million , respectively, of securities to private-label VIEs. As of June 30, 2015 , and December 31, 2014 , the Firm did not consolidate any agency re-securitizations. As of June 30, 2015 , and December 31, 2014 , the Firm consolidated $50 million and $77 million , respectively, of assets, and $3 million and $21 million , respectively, of liabilities of private-label re-securitizations. See the table on page 148 of this Note for more information on consolidated re-securitization transactions. As of June 30, 2015 , and December 31, 2014 , total assets (including the notional amount of interest-only securities) of nonconsolidated Firm-sponsored private-label re-securitization entities in which the Firm has continuing involvement were $2.5 billion and $2.9 billion , respectively. At June 30, 2015 , and December 31, 2014 , the Firm held approximately $3.3 billion and $2.4 billion , respectively, of interests in nonconsolidated agency re-securitization entities, and $31 million and $36 million , respectively, of senior and subordinated interests in nonconsolidated private-label re-securitization entities. See the table on page 149 of this Note for further information on interests held in nonconsolidated securitizations. Multi-seller conduits For a more detailed description of JPMorgan Chase’s principal involvement with Firm-administered multi-seller conduits, see Note 16 of JPMorgan Chase’s 2014 Annual Report . In the normal course of business, JPMorgan Chase makes markets in and invests in commercial paper, including commercial paper issued by the Firm-administered multi-seller conduits. The Firm held $3.6 billion and $5.7 billion of the commercial paper issued by the Firm-administered multi-seller conduits at June 30, 2015 , and December 31, 2014 , respectively, which was eliminated in consolidation. The Firm’s investments reflect the Firm’s funding needs and capacity and were not driven by market illiquidity. The Firm is not obligated under any agreement to purchase the commercial paper issued by the Firm-administered multi-seller conduits. Deal-specific liquidity facilities, program-wide liquidity and credit enhancement provided by the Firm to the multi-seller conduits have been eliminated in consolidation. Unfunded lending-related commitments made to clients of the Firm-administered multi-seller conduits were $9.9 billion at both June 30, 2015 , and December 31, 2014 , and are reported as off-balance sheet lending-related commitments. For more information on off-balance sheet lending-related commitments, see Note 21. VIEs associated with investor intermediation activities Municipal bond vehicles For a more detailed description of JPMorgan Chase’s principal involvement with municipal bond vehicles, see Note 16 of JPMorgan Chase’s 2014 Annual Report . The Firm’s exposure to nonconsolidated municipal bond VIEs at June 30, 2015 , and December 31, 2014 , including the ratings profile of the VIEs’ assets, was as follows. (in billions) Fair value of assets held by VIEs Liquidity facilities Excess/(deficit) (a) Maximum exposure Nonconsolidated municipal bond vehicles June 30, 2015 $ 11.7 $ 6.6 $ 5.1 $ 6.6 December 31, 2014 11.5 6.3 5.2 6.3 Ratings profile of VIE assets (b) Fair value of assets held by VIEs Wt. avg. expected life of assets (years) Investment-grade Noninvestment- grade (in billions, except where otherwise noted) AAA to AAA- AA+ to AA- A+ to A- BBB+ to BBB- BB+ and below June 30, 2015 $ 2.7 $ 8.6 $ 0.4 $ — $ — $ 11.7 4.9 December 31, 2014 2.7 8.4 0.4 — — 11.5 4.9 (a) Represents the excess/(deficit) of the fair values of municipal bond assets available to repay the liquidity facilities, if drawn. (b) The ratings scale is presented on an S&P-equivalent basis. Credit-related note and asset swap vehicles For a more detailed description of JPMorgan Chase’s principal involvement with credit-related note and asset swap vehicles, see Note 16 of JPMorgan Chase’s 2014 Annual Report . VIEs sponsored by third parties The Firm enters into transactions with VIEs sponsored by other parties. These include, for example, acting as a derivative counterparty, liquidity provider, investor, underwriter, placement agent, trustee or custodian. These transactions are conducted at arm’s-length, and individual credit decisions are based on the analysis of the specific VIE, taking into consideration the quality of the underlying assets. Where the Firm does not have the power to direct the activities of the VIE that most significantly impact the VIE’s economic performance, or a variable interest that could potentially be significant, the Firm records and reports these positions on its Consolidated balance sheets similarly to the way it would record and report positions in respect of any other third-party transaction. Consolidated VIE assets and liabilities The following table presents information on assets and liabilities related to VIEs consolidated by the Firm as of June 30, 2015 , and December 31, 2014 . Assets Liabilities June 30, 2015 (in billions) (a) Trading assets Loans Other (c) Total assets (d) Beneficial interests in VIE assets (e) Other (f) Total liabilities VIE program type Firm-sponsored credit card trusts $ — $ 47.9 $ 0.7 $ 48.6 $ 31.2 $ — $ 31.2 Firm-administered multi-seller conduits — 16.5 — 16.5 13.0 — 13.0 Municipal bond vehicles 2.6 — — 2.6 2.5 — 2.5 Mortgage securitization entities (b) 2.2 0.7 — 2.9 1.2 0.7 1.9 Student loan securitization entities 0.1 2.0 0.1 2.2 2.0 — 2.0 Other 0.3 — 1.5 1.8 0.1 0.2 0.3 Total $ 5.2 $ 67.1 $ 2.3 $ 74.6 $ 50.0 $ 0.9 $ 50.9 Assets Liabilities December 31, 2014 (in billions) (a) Trading assets Loans Other (c) Total assets (d) Beneficial interests in VIE assets (e) Other (f) Total liabilities VIE program type Firm-sponsored credit card trusts $ — $ 48.3 $ 0.7 $ 49.0 $ 31.2 $ — $ 31.2 Firm-administered multi-seller conduits — 17.7 0.1 17.8 12.0 — 12.0 Municipal bond vehicles 5.3 — — 5.3 4.9 — 4.9 Mortgage securitization entities (b) 3.3 0.7 — 4.0 2.1 0.8 2.9 Student loan securitization entities 0.2 2.2 — 2.4 2.1 — 2.1 Other 0.3 — 1.0 1.3 0.1 0.1 0.2 Total $ 9.1 $ 68.9 $ 1.8 $ 79.8 $ 52.4 $ 0.9 $ 53.3 (a) Excludes intercompany transactions which were eliminated in consolidation. (b) Includes residential and commercial mortgage securitizations as well as re-securitizations. (c) Includes assets classified as cash, AFS securities, and other assets within the Consolidated balance sheets. (d) The assets of the consolidated VIEs included in the program types above are used to settle the liabilities of those entities. The difference between total assets and total liabilities recognized for consolidated VIEs represents the Firm’s interest in the consolidated VIEs for each program type. (e) The interest-bearing beneficial interest liabilities issued by consolidated VIEs are classified in the line item on the Consolidated balance sheets titled, “Beneficial interests issued by consolidated variable interest entities.” The holders of these beneficial interests do not have recourse to the general credit of JPMorgan Chase . Included in beneficial interests in VIE assets are long-term beneficial interests of $34.5 billion and $35.4 billion at June 30, 2015 , and December 31, 2014 , respectively. The maturities of the long-term beneficial interests as of June 30, 2015, were as follows: $6.8 billion under one year, $23.1 billion between one and five years, and $4.6 billion over five years. (f) Includes liabilities classified as accounts payable and other liabilities in the Consolidated balance sheets. Loan securitizations The Firm securitizes (or has securitized) a variety of loans, including residential mortgage, credit card, student and commercial (primarily related to real estate) loans. For a further description of the Firm’s accounting policies regarding securitizations, see Note 16 of JPMorgan Chase’s 2014 Annual Report . Securitization activity The following table provides information related to the Firm’s securitization activities for the three months ended June 30, 2015 and 2014, related to assets held in JPMorgan Chase -sponsored securitization entities that were not consolidated by the Firm, and where sale accounting was achieved based on the accounting rules in effect at the time of the securitization. Three months ended June 30, Six months ended June 30, 2015 2014 2015 2014 (in millions) (a) Residential mortgage (d) Commercial and other (e) Residential mortgage (d) Commercial and other (e) Residential mortgage (d) Commercial and other (e) Residential mortgage (d) Commercial and other (e) Principal securitized $ 380 $ 2,676 $ 304 $ 2,612 $ 1,692 $ 6,051 $ 660 $ 4,639 All cash flows during the period: Proceeds from new securitizations (b) $ 385 $ 2,689 $ 312 $ 2,664 $ 1,702 $ 6,058 $ 663 $ 4,708 Servicing fees collected 134 1 137 1 280 2 276 2 Purchases of previously transferred financial assets (or the underlying collateral) (c) 1 — 64 — 1 — 67 — Cash flows received on interests 116 128 41 397 186 207 85 459 (a) Excludes re-securitization transactions. (b) For the three and six months ended June 30, 2015, $385 million and $1.7 billion , respectively, of proceeds from residential mortgage securitizations were received as securities classified in level 2 of the fair value hierarchy. For the three and six months ended June 30, 2015, $2.7 billion and $6.0 billion , respectively, of proceeds from commercial mortgage securitizations were received as securities classified in level 2 and $38 million of proceeds classified as level 3 of the fair value hierarchy. For the three and six months ended June 30, 2014, $312 million and $642 million of proceeds from residential mortgage securitizations were received as securities classified in level 2 and zero and $21 million of proceeds classified as level 3 of the fair value hierarchy, respectively. For the three and six months ended June 30, 2014, $2.3 billion and $4.3 billion , respectively, of proceeds from commercial mortgage securitizations were received as securities classified in level 2 and $130 million of proceeds classified as level 3 of the fair value hierarchy, and $280 million of proceeds from commercial mortgage securitization were received as cash. All loans transferred into securitization vehicles during the three and six months ended June 30, 2015 and 2014, were classified as trading assets; changes in fair value were recorded in principal transactions revenue, and there were no significant gains or losses associated with the securitization activity. (c) Includes cash paid by the Firm to reacquire assets from off–balance sheet, nonconsolidated entities – for example, loan repurchases due to representation and warranties and servicer clean-up calls. (d) Includes prime, Alt-A, subprime, and option ARMs. Excludes certain loan securitization transactions entered into with Ginnie Mae, Fannie Mae and Freddie Mac. (e) Includes commercial and student loan securitizations. Loans and excess MSRs sold to the GSEs, loans in securitization transactions pursuant to Ginnie Mae guidelines, and other third-party-sponsored securitization entities In addition to the amounts reported in the securitization activity tables above, the Firm, in the normal course of business, sells originated and purchased mortgage loans and certain originated excess MSRs on a nonrecourse basis, predominantly to Fannie Mae and Freddie Mac (the “GSEs”). These loans and excess MSRs are sold primarily for the purpose of securitization by the GSEs, who provide certain guarantee provisions (e.g., credit enhancement of the loans). The Firm also sells loans into securitization transactions pursuant to Ginnie Mae guidelines; these loans are typically insured or guaranteed by another U.S. government agency. The Firm does not consolidate the securitization vehicles underlying any of the transactions described above as it is not the primary beneficiary. For a limited number of loan sales, the Firm is obligated to share a portion of the credit risk associated with the sold loans with the purchaser. See Note 29 of JPMorgan Chase’s 2014 Annual Report for additional information about the Firm’s loan sales- and securitization-related indemnifications. See Note 16 for additional information about the impact of the Firm’s sale of certain excess MSRs. The following table summarizes the activities related to loans sold to the GSEs, loans in securitization transactions pursuant to Ginnie Mae guidelines, and other third-party-sponsored securitization entities. Three months ended June 30, Six months ended June 30, (in millions) 2015 2014 2015 2014 Carrying value of loans sold (a) $ 10,660 $ 12,603 $ 22,799 $ 26,253 Proceeds received from loan sales as cash 48 50 99 89 Proceeds from loans sales as securities (b) 10,559 12,461 22,588 26,196 Total proceeds received from loan sales (c) $ 10,607 $ 12,511 $ 22,687 $ 26,285 Gains on loan sales (d) $ 86 $ 82 $ 177 $ 119 (a) Predominantly to the GSEs and in securitization transactions pursuant to Ginnie Mae guidelines. (b) Predominantly includes securities from the GSEs and Ginnie Mae that are generally sold shortly after receipt. (c) Excludes the value of MSRs retained upon the sale of loans. Gains on loan sales include the value of MSRs. (d) The carrying value of the loans accounted for at fair value approximated the total proceeds received upon loan sale. Options to repurchase delinquent loans In addition to the Firm’s obligation to repurchase certain loans due to material breaches of representations and warranties as discussed in Note 21, the Firm also has the option to repurchase delinquent loans that it services for Ginnie Mae loan pools, as well as for other U.S. government agencies under certain arrangements. The Firm typically elects to repurchase delinquent loans from Ginnie Mae loan pools as it continues to service them and/or manage the foreclosure process in accordance with the applicable requirements, and such loans continue to be insured or guaranteed. When the Firm’s repurchase option becomes exercisable, such loans must be reported on the Consolidated balance sheets as a loan with a corresponding liability. As of June 30, 2015, and December 31, 2014, the Firm had recorded on its Consolidated balance sheets $11.7 billion and $12.4 billion , respectively, of loans that either had been repurchased or for which the Firm had an option to repurchase. Predominantly all of these amounts relate to loans that have been repurchased from Ginnie Mae loan pools. Additionally, real estate owned resulting from voluntary repurchases of loans was $385 million and $464 million as of June 30, 2015, and December 31, 2014, respectively. Substantially all of these loans and real estate owned are insured or guaranteed by U.S. government agencies. For additional information, refer to Note 13 of this Form 10-Q and Note 14 of JPMorgan Chase’s 2014 Annual Report. Loan delinquencies and liquidation losses The table below includes information about components of nonconsolidated securitized financial assets, in which the Firm has continuing involvement, and delinquencies as of June 30, 2015, and December 31, 2014, respectively; and liquidation losses for the three and six months ended June 30, 2015 and 2014, respectively. Liquidation losses Securitized assets 90 days past due Three months ended June 30, Six months ended June 30, (in millions) Jun 30, Dec 31, Jun 30, Dec 31, 2015 2014 2015 2014 Securitized loans (a) Residential mortgage: Prime / Alt-A & Option ARMs $ 75,466 $ 78,294 $ 10,036 $ 11,363 $ 454 $ 598 $ 916 $ 1,257 Subprime 24,237 25,659 6,045 6,473 371 464 725 1,203 Commercial and other 93,973 94,438 1,469 1,522 40 408 139 642 Total loans securitized (b) $ 193,676 $ 198,391 $ 17,550 $ 19,358 $ 865 $ 1,470 $ 1,780 $ 3,102 (a) Total assets held in securitization-related SPEs were $245.2 billion and $254.3 billion , respectively, at June 30, 2015, and December 31, 2014. The $193.7 billion and $198.4 billion , respectively, of loans securitized at June 30, 2015, and December 31, 2014, excluded: $49.6 billion and $52.2 billion , respectively, of securitized loans in which the Firm has no continuing involvement, and $1.9 billion and $3.7 billion , respectively, of loan securitizations consolidated on the Firm’s Consolidated balance sheets at June 30, 2015, and December 31, 2014. (b) Includes securitized loans that were previously recorded at fair value and classified as trading assets.

Goodwill and other intangible a

Goodwill and other intangible assets	6 Months Ended
	Jun. 30, 2015
Goodwill and Intangible Assets Disclosure [Abstract]
Goodwill and other intangible assets	Goodwill and other intangible assets For a discussion of the accounting policies related to goodwill and other intangible assets, see Note 17 of JPMorgan Chase ’s 2014 Annual Report . The following table presents goodwill attributed to the business segments. (in millions) June 30, December 31, Consumer & Community Banking $ 30,893 $ 30,941 Corporate & Investment Bank 6,776 6,780 Commercial Banking 2,861 2,861 Asset Management 6,946 6,964 Corporate — 101 Total goodwill $ 47,476 $ 47,647 The following table presents changes in the carrying amount of goodwill. Three months ended Six months ended (in millions) 2015 2014 2015 2014 Balance at beginning of period $ 47,453 $ 48,065 $ 47,647 $ 48,081 Changes during the period from: Business combinations 9 9 17 18 Dispositions — — (101 ) (b) — Other (a) 14 36 (87 ) 11 Balance at June 30, $ 47,476 $ 48,110 $ 47,476 $ 48,110 (a) Includes foreign currency translation adjustments and other tax-related adjustments. (b) Represents Private Equity goodwill which was disposed of as part of the Private Equity sale completed in January 2015. Impairment testing For further description of the Firm’s goodwill impairment testing process, including the primary method used to estimate the fair value of the reporting units, and the assumptions used in the goodwill impairment test, see Impairment testing on pages 271–272 of JPMorgan Chase ’s 2014 Annual Report . Goodwill was not impaired at June 30, 2015 , or December 31, 2014 , nor was goodwill written off due to impairment during the six months ended June 30, 2015 . However, the Firm’s Mortgage Banking business in CCB remains at an elevated risk of goodwill impairment due to its exposure to U.S. economic conditions, such as increases in primary mortgage interest rates, lower mortgage origination volume, or from deterioration in economic conditions, including decreases in home prices that result in increased credit losses. Declines in business performance, increases in equity capital requirements, or increases in the estimated cost of equity, could cause the estimated fair values of the Firm’s reporting units or their associated goodwill to decline in the future, which could result in a material impairment charge to earnings in a future period related to some portion of the associated goodwill. Mortgage servicing rights MSRs represent the fair value of expected future cash flows for performing servicing activities for others. The fair value considers estimated future servicing fees and ancillary revenue, offset by estimated costs to service the loans, and generally declines over time as net servicing cash flows are received, effectively amortizing the MSR asset against contractual servicing and ancillary fee income. MSRs are either purchased from third parties or recognized upon sale or securitization of mortgage loans if servicing is retained. For a further description of the MSR asset, interest rate risk management, and the valuation of MSRs, see Note 17 of JPMorgan Chase ’s 2014 Annual Report and Note 3 of this Form 10-Q . The following table summarizes MSR activity for the three and six months ended June 30, 2015 and 2014 . As of or for the three months As of or for the six months (in millions, except where otherwise noted) 2015 2014 2015 2014 Fair value at beginning of period $ 6,641 $ 8,552 $ 7,436 $ 9,614 MSR activity: Originations of MSRs 145 178 300 370 Purchase of MSRs 438 3 439 6 Disposition of MSRs (a) (218 ) 2 (375 ) (186 ) Net additions 365 183 364 190 Changes due to collection/realization of expected cash flows (b) (229 ) (239 ) (444 ) (486 ) Changes in valuation due to inputs and assumptions: Changes due to market interest rates and other (c) 816 (369 ) 339 (731 ) Changes in valuation due to other inputs and assumptions: Projected cash flows (e.g., cost to service) (17 ) — (27 ) (11 ) Discount rates — (10 ) (10 ) (459 ) (g) Prepayment model changes and other (d) (5 ) 230 (87 ) 230 Total changes in valuation due to other inputs and assumptions (22 ) 220 (124 ) (240 ) Total changes in valuation due to inputs and assumptions (b) 794 (149 ) 215 (971 ) Fair value at June 30, (e) $ 7,571 $ 8,347 $ 7,571 $ 8,347 Change in unrealized gains/(losses) included in income related to MSRs held at June 30, $ 794 $ (149 ) $ 215 $ (971 ) Contractual service fees, late fees and other ancillary fees included in income $ 644 $ 731 $ 1,311 $ 1,488 Third-party mortgage loans serviced at June 30, (in billions) $ 727 $ 791 $ 727 $ 791 Net servicer advances at June 30, (in billions) (f) $ 7.1 $ 8.8 $ 7.1 $ 8.8 (a) For the six months ended June 30, 2014 , predominantly represents excess MSRs transferred to agency-sponsored trusts in exchange for stripped mortgage-backed securities (“SMBS”). In each transaction, a portion of the SMBS was acquired by third parties at the transaction date; the Firm acquired and has retained the remaining balance of those SMBS as trading securities. Also includes sales of MSRs for the three months ended June 30, 2015 and 2014 and six months ended June 30, 2015 and 2014 . (b) Included changes related to commercial real estate of zero and $(2) million for the three months ended June 30, 2015 and 2014 , respectively, and $(2) million and $(4) million for the six months ended June 30, 2015 and 2014 , respectively. (c) Represents both the impact of changes in estimated future prepayments due to changes in market interest rates, and the difference between actual and expected prepayments. (d) Represents changes in prepayments other than those attributable to changes in market interest rates. (e) Included $9 million and $14 million related to commercial real estate at June 30, 2015 and 2014 , respectively. (f) Represents amounts the Firm pays as the servicer (e.g., scheduled principal and interest, taxes and insurance), which will generally be reimbursed within a short period of time after the advance from future cash flows from the trust or the underlying loans. The Firm’s credit risk associated with these servicer advances is minimal because reimbursement of the advances is typically senior to all cash payments to investors. In addition, the Firm maintains the right to stop payment to investors if the collateral is insufficient to cover the advance. However, certain of these servicer advances may not be recoverable if they were not made in accordance with applicable rules and agreements. (g) For the six months ended June 30, 2014, the decrease was primarily related to higher capital allocated to the Mortgage Servicing business, which, in turn, resulted in an increase in the option adjusted spread (“OAS”). The resulting OAS assumption continues to be consistent with capital and return requirements that the Firm believes a market participant would consider, taking into account factors such as the current operating risk environment and regulatory and economic capital requirements. The following table presents the components of mortgage fees and related income (including the impact of MSR risk management activities) for the three and six months ended June 30, 2015 and 2014 . Three months ended Six months ended (in millions) 2015 2014 2015 2014 CCB mortgage fees and related income Net production revenue $ 233 $ 323 $ 470 $ 612 Net mortgage servicing revenue Operating revenue: Loan servicing revenue 707 867 1,456 1,737 Changes in MSR asset fair value due to collection/realization of expected cash flows (228 ) (237 ) (442 ) (482 ) Total operating revenue 479 630 1,014 1,255 Risk management: Changes in MSR asset fair value due to market interest rates and other (a) 815 (368 ) 339 (730 ) Other changes in MSR asset fair value due to other inputs and assumptions in model (b) (22 ) 220 (124 ) (240 ) Change in derivative fair value and other (723 ) 485 (213 ) 907 Total risk management 70 337 2 (63 ) Total CCB net mortgage servicing revenue 549 967 1,016 1,192 All other 1 1 2 1 Mortgage fees and related income $ 783 $ 1,291 $ 1,488 $ 1,805 (a) Represents both the impact of changes in estimated future prepayments due to changes in market interest rates, and the difference between actual and expected prepayments. (b) Represents the aggregate impact of changes in model inputs and assumptions such as projected cash flows (e.g., cost to service), discount rates and changes in prepayments other than those attributable to changes in market interest rates (e.g., changes in prepayments due to changes in home prices). The table below outlines the key economic assumptions used to determine the fair value of the Firm’s MSRs at June 30, 2015 , and December 31, 2014 , and outlines the sensitivities of those fair values to immediate adverse changes in those assumptions, as defined below. (in millions, except rates) Jun 30, Dec 31, Weighted-average prepayment speed assumption (“CPR”) 9.01 % 9.80 % Impact on fair value of 10% adverse change $ (327 ) $ (337 ) Impact on fair value of 20% adverse change (633 ) (652 ) Weighted-average option adjusted spread 9.38 % 9.43 % Impact on fair value of 100 basis points adverse change $ (304 ) $ (300 ) Impact on fair value of 200 basis points adverse change (586 ) (578 ) CPR: Constant prepayment rate. The sensitivity analysis in the preceding table is hypothetical and should be used with caution. Changes in fair value based on variation in assumptions generally cannot be easily extrapolated, because the relationship of the change in the assumptions to the change in fair value are often highly interrelated and may not be linear. In this table, the effect that a change in a particular assumption may have on the fair value is calculated without changing any other assumption. In reality, changes in one factor may result in changes in another, which would either magnify or counteract the impact of the initial change. Other intangible assets For information regarding other intangible assets, see Note 17 of JPMorgan Chase ’s 2014 Annual Report .

Deposits

Deposits	6 Months Ended
	Jun. 30, 2015
Deposits [Abstract]
Deposits	Deposits For further discussion on deposits, see Note 19 of JPMorgan Chase’s 2014 Annual Report. At June 30, 2015, and December 31, 2014, noninterest-bearing and interest-bearing deposits were as follows. (in millions) June 30, 2015 December 31, 2014 U.S. offices Noninterest-bearing $ 432,052 $ 437,558 Interest-bearing: Demand (a) 69,477 90,319 Savings (b) 462,554 466,730 Time (included $9,364 and $7,501 at fair value) (c) 79,407 86,301 Total interest-bearing deposits 611,438 643,350 Total deposits in U.S. offices 1,043,490 1,080,908 Non-U.S. offices Noninterest-bearing 21,777 19,078 Interest-bearing: Demand 177,923 217,011 Savings 1,873 2,673 Time (included $2,121 and $1,306 at fair value) (c) 42,269 43,757 Total interest-bearing deposits 222,065 263,441 Total deposits in non-U.S. offices 243,842 282,519 Total deposits $ 1,287,332 $ 1,363,427 (a) Includes Negotiable Order of Withdrawal (“NOW”) accounts, and certain trust accounts. (b) Includes Money Market Deposit Accounts (“MMDAs”). (c) Includes structured notes classified as deposits for which the fair value option has been elected. For further discussion, see Note 4 of JPMorgan Chase’s 2014 Annual Report .

Earnings per share

Earnings per share	6 Months Ended
	Jun. 30, 2015
Earnings Per Share [Abstract]
Earnings per share	Earnings per share For a discussion of the computation of basic and diluted earnings per share (“EPS”), see Note 24 of JPMorgan Chase ’s 2014 Annual Report . The following table presents the calculation of basic and diluted EPS for the three and six months ended June 30, 2015 and 2014 . (in millions, except per share amounts) Three months ended Six months ended June 30, 2015 2014 2015 2014 Basic earnings per share Net income $ 6,290 $ 5,980 $ 12,204 $ 11,249 Less: Preferred stock dividends 380 268 704 495 Net income applicable to common equity 5,910 5,712 11,500 10,754 Less: Dividends and undistributed earnings allocated to participating securities 134 144 272 294 Net income applicable to common stockholders $ 5,776 $ 5,568 $ 11,228 $ 10,460 Total weighted-average basic shares outstanding 3,707.8 3,780.6 3,716.6 3,783.9 Net income per share $ 1.56 $ 1.47 $ 3.02 $ 2.76 Diluted earnings per share Net income applicable to common stockholders $ 5,776 $ 5,568 $ 11,228 $ 10,460 Total weighted-average basic shares outstanding 3,707.8 3,780.6 3,716.6 3,783.9 Add: Employee stock options, SARs and warrants (a) 35.8 31.9 33.9 34.2 Total weighted-average diluted shares outstanding (b) 3,743.6 3,812.5 3,750.5 3,818.1 Net income per share $ 1.54 $ 1.46 $ 2.99 $ 2.74 (a) Excluded from the computation of diluted EPS (due to the antidilutive effect) were options issued under employee benefit plans. The aggregate number of shares issuable upon the exercise of such options was not material for the three and six months ended June 30, 2015 ; and 1 million for each of the three and six months ended June 30, 2014 . (b) Participating securities were included in the calculation of diluted EPS using the two-class method, as this computation was more dilutive than the calculation using the treasury stock method.

Accumulated Other Comprehensive

Accumulated Other Comprehensive Income/(Loss)	6 Months Ended
	Jun. 30, 2015
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]
Accumulated other comprehensive income/(loss)	Accumulated other comprehensive income/(loss) AOCI includes the after-tax change in unrealized gains and losses on investment securities, foreign currency translation adjustments (including the impact of related derivatives), cash flow hedging activities, and net loss and prior service costs/(credit) related to the Firm’s defined benefit pension and OPEB plans. As of or for the three months ended Unrealized gains/(losses) on investment securities (a) Translation adjustments, net of hedges Cash flow hedges Defined benefit pension and OPEB plans Accumulated other comprehensive income/(loss) (in millions) Balance at April 1, 2015 $ 4,862 $ (157 ) $ (18 ) $ (2,257 ) $ 2,430 Net change (1,419 ) 3 80 8 (1,328 ) Balance at June 30, 2015 $ 3,443 $ (154 ) $ 62 $ (2,249 ) $ 1,102 As of or for the three months ended Unrealized gains/(losses) on investment securities (a) Translation adjustments, net of hedges Cash flow hedges Defined benefit pension and OPEB plans Accumulated other comprehensive income/(loss) (in millions) Balance at April 1, 2014 $ 3,792 $ (138 ) $ (80 ) $ (1,298 ) $ 2,276 Net change 1,075 12 68 7 1,162 Balance at June 30, 2014 $ 4,867 $ (126 ) $ (12 ) $ (1,291 ) $ 3,438 As of or for the six months ended Unrealized gains/(losses) on investment securities (a) Translation adjustments, net of hedges Cash flow hedges Defined benefit pension and OPEB plans Accumulated other comprehensive income/(loss) (in millions) Balance at January 1, 2015 $ 4,773 $ (147 ) $ (95 ) $ (2,342 ) $ 2,189 Net change (1,330 ) (7 ) 157 93 (1,087 ) Balance at June 30, 2015 $ 3,443 $ (154 ) $ 62 $ (2,249 ) $ 1,102 As of or for the six months ended Unrealized gains/(losses) on investment securities (a) Translation adjustments, net of hedges Cash flow hedges Defined benefit pension and OPEB plans Accumulated other comprehensive income/(loss) (in millions) Balance at January 1, 2014 $ 2,798 $ (136 ) $ (139 ) $ (1,324 ) $ 1,199 Net change 2,069 10 127 33 2,239 Balance at June 30, 2014 $ 4,867 $ (126 ) $ (12 ) $ (1,291 ) $ 3,438 (a) Represents the after-tax difference between the fair value and amortized cost of securities accounted for as AFS; including, as of the date of transfer during the first quarter of 2014, $9 million of net unrealized losses related to AFS securities that were transferred to HTM. Subsequent to transfer, includes any net unamortized unrealized gains and losses related to the transferred securities. The following table presents the pretax and after-tax changes in the components of other comprehensive income/(loss). 2015 2014 Three months ended June 30, (in millions) Pretax Tax effect After-tax Pretax Tax effect After-tax Unrealized gains/(losses) on investment securities: Net unrealized gains/(losses) arising during the period $ (2,343 ) $ 952 $ (1,391 ) $ 1,778 $ (695 ) $ 1,083 Reclassification adjustment for realized (gains)/losses included in net income (a) (44 ) 16 (28 ) (12 ) 4 (8 ) Net change (2,387 ) 968 (1,419 ) 1,766 (691 ) 1,075 Translation adjustments: Translation (b) 267 (117 ) 150 218 (79 ) 139 Hedges (b) (250 ) 103 (147 ) (208 ) 81 (127 ) Net change 17 (14 ) 3 10 2 12 Cash flow hedges: Net unrealized gains/(losses) arising during the period 120 (46 ) 74 143 (57 ) 86 Reclassification adjustment for realized (gains)/losses included in net income (c) 7 (1 ) 6 (29 ) 11 (18 ) Net change 127 (47 ) 80 114 (46 ) 68 Defined benefit pension and OPEB plans: Net gains/(losses) arising during the period 41 (15 ) 26 19 (8 ) 11 Reclassification adjustments included in net income (d) : Amortization of net loss 70 (26 ) 44 19 (7 ) 12 Prior service costs/(credits) (9 ) 4 (5 ) (12 ) 5 (7 ) Foreign exchange and other (33 ) (24 ) (57 ) (15 ) 6 (9 ) Net change 69 (61 ) 8 11 (4 ) 7 Total other comprehensive income/(loss) $ (2,174 ) $ 846 $ (1,328 ) $ 1,901 $ (739 ) $ 1,162 2015 2014 Six months ended June 30, (in millions) Pretax Tax effect After-tax Pretax Tax effect After-tax Unrealized gains/(losses) on investment securities: Net unrealized gains/(losses) arising during the period $ (2,118 ) $ 848 $ (1,270 ) $ 3,399 $ (1,304 ) $ 2,095 Reclassification adjustment for realized (gains)/losses included in (a) (96 ) 36 (60 ) (42 ) 16 (26 ) Net change (2,214 ) 884 (1,330 ) 3,357 (1,288 ) 2,069 Translation adjustments: Translation (b) (733 ) 261 (472 ) 372 (142 ) 230 Hedges (b) 743 (278 ) 465 (362 ) 142 (220 ) Net change 10 (17 ) (7 ) 10 — 10 Cash flow hedges: Net unrealized gains/(losses) arising during the period 71 (28 ) 43 215 (87 ) 128 Reclassification adjustment for realized (gains)/losses included in (c)(e) 182 (68 ) 114 (2 ) 1 (1 ) Net change 253 (96 ) 157 213 (86 ) 127 Defined benefit pension and OPEB plans: Net gains/(losses) arising during the period 101 (39 ) 62 88 (34 ) 54 Reclassification adjustments included in net income (d) : Amortization of net loss 141 (53 ) 88 37 (15 ) 22 Prior service costs/(credits) (18 ) 7 (11 ) (22 ) 9 (13 ) Foreign exchange and other — (46 ) (46 ) (19 ) (11 ) (30 ) Net change 224 (131 ) 93 84 (51 ) 33 Total other comprehensive income/(loss) $ (1,727 ) $ 640 $ (1,087 ) $ 3,664 $ (1,425 ) $ 2,239 (a) The pretax amount is reported in securities gains in the Consolidated statements of income. (b) Reclassifications of pretax realized gains/(losses) on translation adjustments and related hedges are reported in other income/expense in the Consolidated statements of income. The amounts were not material for the periods presented. (c) The pretax amounts are predominantly recorded in net interest income in the Consolidated statements of income. (d) The pretax amount is reported in compensation expense in the Consolidated statements of income. (e) In the first quarter of 2015, the Firm reclassified approximately $150 million of net losses from AOCI to other income because the Firm determined that it is probable that the forecasted interest payment cash flows will not occur. For additional information, see Note 5.

Regulatory capital

Regulatory capital	6 Months Ended
	Jun. 30, 2015
Banking and Thrift [Abstract]
Regulatory capital	Regulatory capital The Federal Reserve establishes capital requirements, including well-capitalized standards, for the consolidated financial holding company. The Office of the Comptroller of the Currency (“OCC”) establishes similar capital requirements and standards for the Firm’s national banks, including JPMorgan Chase Bank, N.A. and Chase Bank USA, N.A. Basel III, for large and internationally active U.S. bank holding companies and banks, including the Firm and its insured depository institution (“IDI”) subsidiaries, revised, among other things, the definition of capital and introduced a new common equity Tier 1 capital (“CET1 capital”) requirement; presents two comprehensive methodologies for calculating risk-weighted assets (“RWA”), a general (Standardized) approach, which replaced Basel I RWA effective January 1, 2015, (“Basel III Standardized”) and an advanced approach, which replaced Basel II RWA (“Basel III Advanced”); and sets out minimum capital ratios and overall capital adequacy standards. Certain of the requirements of Basel III are subject to phase-in periods that began on January 1, 2014 and continue through the end of 2018 (“Basel III Transitional”). There are three categories of risk-based capital under the Basel III Transitional rules: common equity Tier 1 capital (“CET1 capital”), as well as Tier 1 capital and Tier 2 capital. CET1 capital predominantly includes common stockholders’ equity (including capital for AOCI related to debt and equity securities classified as AFS as well as for defined benefit pension and OPEB plans), less certain deductions for goodwill, MSRs and deferred tax assets that arise from net operating loss (“NOL”) and tax credit carryforwards. Tier 1 capital is predominantly comprised of CET1 capital as well as perpetual preferred stock. Tier 2 capital includes long-term debt qualifying as Tier 2 and qualifying allowance for credit losses. Total capital is Tier 1 capital plus Tier 2 capital. The following tables present the regulatory capital, assets and risk-based capital ratios for JPMorgan Chase and its significant national bank subsidiaries under both Basel III Standardized Transitional and Basel III Advanced Transitional. JPMorgan Chase & Co. (e) Basel III Standardized Transitional Basel III Advanced Transitional (in millions, except ratios) Jun 30, Dec 31, Jun 30, Dec 31, Regulatory capital CET1 capital $ 169,769 $ 164,426 $ 169,769 $ 164,426 Tier 1 capital (a) 194,725 186,294 194,725 186,294 Total capital 228,390 221,225 218,811 210,684 Assets Risk-weighted 1,499,638 (f) 1,472,602 1,520,140 1,608,240 Adjusted average (b) 2,448,357 2,465,414 2,448,357 2,465,414 Capital ratios (c) CET1 11.3 % 11.2 % 11.2 % 10.2 % Tier 1 (a) 13.0 12.7 12.8 11.6 Total 15.2 15.0 14.4 13.1 Tier 1 leverage (d) 8.0 7.6 8.0 7.6 JPMorgan Chase Bank, N.A. (e) Basel III Standardized Transitional Basel III Advanced Transitional (in millions, except ratios) Jun 30, Dec 31, Jun 30, Dec 31, Regulatory capital CET1 capital $ 161,814 $ 156,567 $ 161,814 $ 156,567 Tier 1 capital (a) 161,966 156,891 161,966 156,891 Total capital 177,249 173,328 170,346 166,331 Assets Risk-weighted 1,274,043 (f) 1,230,358 1,275,783 1,330,175 Adjusted (b) 1,982,100 1,968,131 1,982,100 1,968,131 Capital ratios (c) CET1 12.7 % 12.7 % 12.7 % 11.8 % Tier 1 (a) 12.7 12.8 12.7 11.8 Total 13.9 14.1 13.4 12.5 Tier 1 leverage (d) 8.2 8.0 8.2 8.0 Chase Bank USA, N.A. (e) Basel III Standardized Transitional Basel III Advanced Transitional (in millions, except ratios) Jun 30, Dec 31, Jun 30, Dec 31, Regulatory capital CET1 capital $ 15,002 $ 14,556 $ 15,002 $ 14,556 Tier 1 capital (a) 15,002 14,556 15,002 14,556 Total capital 20,952 20,517 19,652 19,206 Assets Risk-weighted 101,754 (f) 103,468 156,286 157,565 Adjusted (b) 129,421 128,111 129,421 128,111 Capital ratios (c) CET1 14.7 % 14.1 % 9.6 % 9.2 % Tier 1 (a) 14.7 14.1 9.6 9.2 Total 20.6 19.8 12.6 12.2 Tier 1 leverage (d) 11.6 11.4 11.6 11.4 (a) At June 30, 2015 , trust preferred securities included in Basel III Tier 1 capital were $960 million and $150 million for JPMorgan Chase and JPMorgan Chase Bank, N.A., respectively. At June 30, 2015 , Chase Bank USA, N.A. had no trust preferred securities. (b) Adjusted average assets, for purposes of calculating the Tier 1 leverage ratio, includes total quarterly average assets adjusted for on-balance sheet assets that are subject to deduction from Tier 1 Capital predominantly comprising disallowed goodwill and other intangible assets. (c) For each risk-based capital ratio, the capital adequacy of the Firm and its national bank subsidiaries are evaluated against the Basel III approach, Standardized or Advanced, resulting in the lower ratio. (d) As the Tier 1 leverage ratio is not a risk-based measure of capital, the ratios presented in the table reflect the same calculation. (e) Asset and capital amounts for JPMorgan Chase ’s national banking subsidiaries reflect intercompany transactions; whereas the respective amounts for JPMorgan Chase reflect the elimination of intercompany transactions. (f) Effective January 1, 2015, the Basel III definition of the Standardized RWA became effective. Prior measures of Basel III Standardized RWA were calculated under Basel I rules. Note: Rating agencies allow measures of capital to be adjusted upward for deferred tax liabilities, which have resulted from both nontaxable business combinations and from tax-deductible goodwill. The Firm had deferred tax liabilities resulting from nontaxable business combinations totaling $117 million and $130 million at June 30, 2015 , and December 31, 2014 , respectively; and deferred tax liabilities resulting from tax-deductible goodwill of $2.8 billion and $2.7 billion at June 30, 2015 , and December 31, 2014 , respectively. Under the risk-based capital guidelines of the Federal Reserve, JPMorgan Chase is required to maintain minimum ratios of CET1 (beginning January 1, 2015), Tier 1 and total capital to risk-weighted assets, as well as a minimum leverage ratio (which is defined as Tier 1 capital divided by adjusted quarterly average assets). Failure to meet these minimum requirements could cause the Federal Reserve to take action. National bank subsidiaries also are subject to these capital requirements by their respective primary regulators. The following table presents the minimum ratios to which the Firm and its national bank subsidiaries are subject as of June 30, 2015 . Minimum capital ratios (a) Well-capitalized ratios (a) Capital ratios CET1 4.5 % 6.5 % Tier 1 6.0 8.0 Total 8.0 10.0 Tier 1 leverage 4.0 5.0 (b) (a) As defined by the regulations issued by the Federal Reserve, OCC and FDIC. (b) Represents requirements for bank subsidiaries pursuant to regulations issued under the FDIC Improvement Act. There is no Tier 1 leverage component in the definition of a well-capitalized bank holding company. As of June 30, 2015 , and December 31, 2014 , JPMorgan Chase and all of its banking subsidiaries were well-capitalized and met all capital requirements to which each was subject.

Off-Balance Sheet Lending-Relat

Off-Balance Sheet Lending-Related Financial Instruments, Guarantees and Other Commitments	6 Months Ended
	Jun. 30, 2015
Off-Balance Sheet Lending-Related Financial Instruments, Guarantees and Other Commitments [Abstract]
Off-balance sheet lending-related financial instruments, guarantees, and other commitments	Off–balance sheet lending-related financial instruments, guarantees, and other commitments JPMorgan Chase provides lending-related financial instruments (e.g., commitments and guarantees) to meet the financing needs of its customers. The contractual amount of these financial instruments represents the maximum possible credit risk to the Firm should the counterparty draw upon the commitment or the Firm be required to fulfill its obligation under the guarantee, and should the counterparty subsequently fail to perform according to the terms of the contract. Most of these commitments and guarantees expire without being drawn or a default occurring. As a result, the total contractual amount of these instruments is not, in the Firm’s view, representative of its actual future credit exposure or funding requirements. For further discussion of lending-related commitments and guarantees, and the Firm’s related accounting policies, see Note 29 of JPMorgan Chase ’s 2014 Annual Report . To provide for probable credit losses inherent in consumer (excluding credit card) and wholesale lending commitments, an allowance for credit losses on lending-related commitments is maintained. See Note 14 for further information regarding the allowance for credit losses on lending-related commitments. The following table summarizes the contractual amounts and carrying values of off-balance sheet lending-related financial instruments, guarantees and other commitments at June 30, 2015 , and December 31, 2014 . The amounts in the table below for credit card and home equity lending-related commitments represent the total available credit for these products. The Firm has not experienced, and does not anticipate, that all available lines of credit for these products will be utilized at the same time. The Firm can reduce or cancel credit card lines of credit by providing the borrower notice or, in some cases as permitted by law, without notice. In addition, the Firm typically closes credit card lines when the borrower is 60 days or more past due. The Firm may reduce or close home equity lines of credit when there are significant decreases in the value of the underlying property, or when there has been a demonstrable decline in the creditworthiness of the borrower. Off–balance sheet lending-related financial instruments, guarantees and other commitments Contractual amount Carrying value (j) June 30, 2015 Dec 31, Jun 30, Dec 31, By remaining maturity (in millions) Expires in 1 year or less Expires after Expires after Expires after 5 years Total Total Lending-related Consumer, excluding credit card: Home equity – senior lien $ 1,826 $ 4,364 $ 996 $ 3,899 $ 11,085 $ 11,807 $ — $ — Home equity – junior lien 2,927 5,291 1,039 3,901 13,158 14,859 — — Prime mortgage (a) 13,526 — — — 13,526 8,579 — — Auto (b) 7,647 1,365 211 32 9,255 10,462 3 2 Business banking (b) 10,923 834 89 470 12,316 11,894 12 11 Student and other 27 5 — 445 477 552 — — Total consumer, excluding credit card 36,876 11,859 2,335 8,747 59,817 58,153 15 13 Credit card 523,717 — — — 523,717 525,963 — — Total consumer (c) 560,593 11,859 2,335 8,747 583,534 584,116 15 13 Wholesale: Other unfunded commitments to extend credit (b)(d) 58,701 85,922 110,091 7,722 262,436 272,676 327 374 Standby letters of credit and other financial guarantees (b)(d)(e) 20,104 30,071 32,968 2,281 85,424 89,874 751 788 Other letters of credit (b) 3,241 867 80 — 4,188 4,331 1 1 Total wholesale (f)(g) 82,046 116,860 143,139 10,003 352,048 366,881 1,079 1,163 Total lending-related $ 642,639 $ 128,719 $ 145,474 $ 18,750 $ 935,582 $ 950,997 $ 1,094 $ 1,176 Other guarantees and commitments Securities lending indemnification agreements and guarantees (h) $ 190,441 $ — $ — $ — $ 190,441 $ 171,059 $ — $ — Derivatives qualifying as guarantees 930 293 11,459 38,794 51,476 53,589 103 80 Unsettled reverse repurchase and securities borrowing agreements 49,684 — — — 49,684 40,993 — — Loan sale and securitization-related indemnifications: Mortgage repurchase liability NA NA NA NA NA NA 231 275 Loans sold with recourse NA NA NA NA 5,173 6,063 92 102 Other guarantees and commitments (i) 797 1,635 2,259 1,293 5,984 5,720 (107 ) (121 ) (a) Includes certain commitments to purchase loans from correspondents. (b) At June 30, 2015 , and December 31, 2014 , reflects the contractual amount net of risk participations totaling $239 million and $243 million , respectively, for other unfunded commitments to extend credit; $12.5 billion and $13.0 billion , respectively, for standby letters of credit and other financial guarantees; and $376 million and $469 million , respectively, for other letters of credit. In regulatory filings with the Federal Reserve these commitments are shown gross of risk participations. (c) Predominantly all consumer lending-related commitments are in the U.S. (d) At June 30, 2015 , and December 31, 2014 , included credit enhancements and bond and commercial paper liquidity commitments to U.S. states and municipalities, hospitals and other non-profit entities of $14.0 billion and $14.8 billion , respectively, within other unfunded commitments to extend credit; and $10.8 billion and $13.3 billion , respectively, within standby letters of credit and other financial guarantees. Other unfunded commitments to extend credit also include liquidity facilities to nonconsolidated municipal bond VIEs; for further information, see Note 15. (e) At June 30, 2015 , and December 31, 2014 , included unissued standby letters of credit commitments of $44.9 billion and $45.6 billion , respectively. (f) At June 30, 2015 , and December 31, 2014 , the U.S. portion of the contractual amount of total wholesale lending-related commitments was 76% and 73% , respectively. (g) Effective January 1, 2015, the Firm no longer includes within its disclosure of wholesale lending-related commitments the unused amount of advised uncommitted lines of credit as it is within the Firm’s discretion whether or not to make a loan under these lines, and the Firm’s approval is generally required prior to funding. Prior period amounts have been revised to conform with the current period presentation. (h) At June 30, 2015 , and December 31, 2014 , collateral held by the Firm in support of securities lending indemnification agreements was $197.6 billion and $177.1 billion , respectively. Securities lending collateral comprises primarily cash and securities issued by governments that are members of the Organisation for Economic Co-operation and Development (“OECD”) and U.S. government agencies. (i) At June 30, 2015 , and December 31, 2014 , included unfunded commitments of $140 million and $147 million , respectively, to third-party private equity funds; and $1.1 billion and $961 million , at June 30, 2015 , and December 31, 2014 , respectively, to other equity investments. These commitments included $155 million and $150 million , respectively, related to investments that are generally fair valued at net asset value as discussed in Note 3. In addition, at June 30, 2015 , and December 31, 2014 , included letters of credit hedged by derivative transactions and managed on a market risk basis of $4.4 billion and $4.5 billion , respectively. (j) For lending-related products, the carrying value represents the allowance for lending-related commitments and the guarantee liability; for derivative-related products, the carrying value represents the fair value. Other unfunded commitments to extend credit Other unfunded commitments to extend credit generally comprise commitments for working capital and general corporate purposes, extensions of credit to support commercial paper facilities and bond financings in the event that those obligations cannot be remarketed to new investors, as well as committed liquidity facilities to clearing organizations. Also included in other unfunded commitments to extend credit are commitments to noninvestment-grade counterparties in connection with leveraged finance activities, which were $29.3 billion and $23.4 billion at June 30, 2015 , and December 31, 2014 , respectively. For further information, see Note 3 and Note 4. The Firm acts as a settlement and custody bank in the U.S. tri-party repurchase transaction market. In its role as settlement and custody bank, the Firm is exposed to the intra-day credit risk of its cash borrower clients, usually broker-dealers. This exposure arises under secured clearance advance facilities that the Firm extends to its clients (i.e. cash borrowers); these facilities contractually limit the Firm’s intra-day credit risk to the facility amount and must be repaid by the end of the day. As of June 30, 2015 , and December 31, 2014 , the secured clearance advance facility maximum outstanding commitment amount was $11.3 billion and $12.6 billion , respectively. Guarantees The Firm considers the following off–balance sheet lending-related arrangements to be guarantees under U.S. GAAP: standby letters of credit and financial guarantees, securities lending indemnifications, certain indemnification agreements included within third-party contractual arrangements and certain derivative contracts. For a further discussion of the off–balance sheet lending-related arrangements the Firm considers to be guarantees, and the related accounting policies, see Note 29 of JPMorgan Chase ’s 2014 Annual Report . The recorded amounts of the liabilities related to guarantees and indemnifications at June 30, 2015 , and December 31, 2014 , excluding the allowance for credit losses on lending-related commitments, are discussed below. Standby letters of credit and other financial guarantees Standby letters of credit (“SBLC”) and other financial guarantees are conditional lending commitments issued by the Firm to guarantee the performance of a customer to a third party under certain arrangements, such as commercial paper facilities, bond financings, acquisition financings, trade and similar transactions. The carrying values of standby and other letters of credit were $752 million and $789 million at June 30, 2015 , and December 31, 2014 , respectively, which were classified in accounts payable and other liabilities on the Consolidated balance sheets; these carrying values included $278 million and $235 million , respectively, for the allowance for lending-related commitments, and $474 million and $554 million , respectively, for the guarantee liability and corresponding asset. The following table summarizes the types of facilities under which standby letters of credit and other letters of credit arrangements are outstanding by the ratings profiles of the Firm’s customers, as of June 30, 2015 , and December 31, 2014 . Standby letters of credit, other financial guarantees and other letters of credit June 30, 2015 December 31, 2014 (in millions) Standby letters of credit and other financial guarantees Other letters of credit Standby letters of credit and other financial guarantees Other letters of credit Investment-grade (a) $ 61,972 $ 3,534 $ 66,856 $ 3,476 Noninvestment-grade (a) 23,452 654 23,018 855 Total contractual amount $ 85,424 $ 4,188 $ 89,874 $ 4,331 Allowance for lending-related commitments $ 277 $ 1 $ 234 $ 1 Commitments with collateral 37,595 1,275 39,726 1,509 (a) The ratings scale is based on the Firm’s internal ratings which generally correspond to ratings as defined by S&P and Moody’s. Derivatives qualifying as guarantees In addition to the contracts described above, the Firm transacts certain derivative contracts that have the characteristics of a guarantee under U.S. GAAP. For further information on these derivatives, see Note 29 of JPMorgan Chase ’s 2014 Annual Report . The total notional value of the derivatives that the Firm deems to be guarantees was $51.5 billion and $53.6 billion at June 30, 2015 , and December 31, 2014 , respectively. The notional amount generally represents the Firm’s maximum exposure to derivatives qualifying as guarantees. However, exposure to certain stable value contracts is contractually limited to a substantially lower percentage of the notional amount; the notional amount on these stable value contracts was $28.1 billion and $27.5 billion at June 30, 2015 , and December 31, 2014 , respectively, and the maximum exposure to loss was $3.0 billion and $2.9 billion at June 30, 2015 , and December 31, 2014 . The fair values of the contracts reflect the probability of whether the Firm will be required to perform under the contract. The fair value related to derivatives that the Firm deems to be guarantees were derivative payables of $129 million and $102 million and derivative receivables of $26 million and $22 million at June 30, 2015 , and December 31, 2014 , respectively. The Firm reduces exposures to these contracts by entering into offsetting transactions, or by entering into contracts that hedge the market risk related to the derivative guarantees. In addition to derivative contracts that meet the characteristics of a guarantee, the Firm is both a purchaser and seller of credit protection in the credit derivatives market. For a further discussion of credit derivatives, see Note 5. Loan sales- and securitization-related indemnifications Mortgage repurchase liability In connection with the Firm’s mortgage loan sale and securitization activities with the GSEs, as described in Note 15 of this Form 10-Q , and Note 16 of JPMorgan Chase ’s 2014 Annual Report , the Firm has made representations and warranties that the loans sold meet certain requirements. The Firm has been, and may be, required to repurchase loans and/or indemnify the GSEs (e.g., with “make-whole” payments to reimburse the GSEs for their realized losses on liquidated loans). To the extent that repurchase demands that are received relate to loans that the Firm purchased from third parties that remain viable, the Firm typically will have the right to seek a recovery of related repurchase losses from the third party. Generally, the maximum amount of future payments the Firm would be required to make for breaches of these representations and warranties would be equal to the unpaid principal balance of such loans that are deemed to have defects that were sold to purchasers (including securitization-related SPEs) plus, in certain circumstances, accrued interest on such loans and certain expense. For additional information, see Note 29 of JPMorgan Chase ’s 2014 Annual Report . The following table summarizes the change in the mortgage repurchase liability for each of the periods presented. Summary of changes in mortgage repurchase liability Three months ended June 30, Six months ended June 30, (in millions) 2015 2014 2015 2014 Repurchase liability at beginning of period $ 252 $ 564 $ 275 $ 681 Net realized gains/(losses) (a) 7 8 17 19 (Benefit)/provision for repurchase (b) (28 ) (136 ) (61 ) (264 ) Repurchase liability at end of period $ 231 $ 436 $ 231 $ 436 (a) Presented net of third-party recoveries and include principal losses and accrued interest on repurchased loans, “make-whole” settlements, settlements with claimants, and certain related expense. Make-whole settlements were $2 million and $1 million for the three months ended June 30, 2015 and 2014 , respectively, and $4 million and $3 million for the six months ended June 30, 2015 and 2014 , respectively. (b) Included a provision related to new loan sales of $1 million for each of the three months ended June 30, 2015 and 2014 , and $2 million for each of the six months ended June 30, 2015 and 2014 . Private label securitizations The liability related to repurchase demands associated with private label securitizations is separately evaluated by the Firm in establishing its litigation reserves. For additional information regarding litigation, see Note 23 of this Form 10-Q and Note 31 of JPMorgan Chase ’s 2014 Annual Report . Loans sold with recourse The Firm provides servicing for mortgages and certain commercial lending products on both a recourse and nonrecourse basis. In nonrecourse servicing, the principal credit risk to the Firm is the cost of temporary servicing advances of funds (i.e., normal servicing advances). In recourse servicing, the servicer agrees to share credit risk with the owner of the mortgage loans, such as Fannie Mae or Freddie Mac or a private investor, insurer or guarantor. Losses on recourse servicing predominantly occur when foreclosure sales proceeds of the property underlying a defaulted loan are less than the sum of the outstanding principal balance, plus accrued interest on the loan and the cost of holding and disposing of the underlying property. The Firm’s securitizations are predominantly nonrecourse, thereby effectively transferring the risk of future credit losses to the purchaser of the mortgage-backed securities issued by the trust. At June 30, 2015 , and December 31, 2014 , the unpaid principal balance of loans sold with recourse totaled $5.2 billion and $6.1 billion , respectively. The carrying value of the related liability that the Firm has recorded, which is representative of the Firm’s view of the likelihood it will have to perform under its recourse obligations, was $92 million and $102 million at June 30, 2015 , and December 31, 2014 , respectively.

Pledged assets and collateral

Pledged assets and collateral	6 Months Ended
	Jun. 30, 2015
Commitments and Contingencies Disclosure [Abstract]
Pledged assets and collateral	Pledged assets and collateral For a discussion of the Firm’s pledged assets and collateral, see Note 30 of JPMorgan Chase’s 2014 Annual Report . Pledged assets The Firm may pledge financial assets that it owns to maintain potential borrowing capacity with central banks and for other purposes, including to secure borrowings and public deposits, and to collateralize repurchase and other securities financing agreements. Certain of these pledged assets may be sold or repledged by the secured parties and are identified as financial assets owned (pledged to various parties) on the Consolidated balance sheets. At June 30, 2015 , and December 31, 2014 , the Firm had pledged assets of $383.4 billion and $324.5 billion , respectively, at Federal Reserve Banks and Federal Home Loan Banks (“FHLBs”). In addition, as of June 30, 2015 , and December 31, 2014 , the Firm had pledged $56.8 billion and $60.1 billion , respectively, of financial assets that may not be sold or repledged by the secured parties. Total assets pledged do not include assets of consolidated VIEs; these assets are used to settle the liabilities of those entities. See Note 15 for additional information on assets and liabilities of consolidated VIEs. For additional information on the Firm’s securities financing activities, see Note 12. For additional information on the Firm’s long-term debt, see Note 21 of JPMorgan Chase’s 2014 Annual Report . Collateral At June 30, 2015 , and December 31, 2014 , the Firm had accepted financial assets as collateral that it could sell or repledge, deliver or otherwise use with a fair value of $775.0 billion and $761.7 billion , respectively. This collateral was generally obtained under resale agreements, securities borrowing agreements, customer margin loans and derivative agreements. Of the collateral received, $617.7 billion and $596.8 billion , respectively, were sold or repledged, generally as collateral under repurchase agreements, securities lending agreements or to cover short sales and to collateralize deposits and derivative agreements.

Litigation

Litigation	6 Months Ended
	Jun. 30, 2015
Litigation [Abstract]
Litigation	Litigation Contingencies As of June 30, 2015 , the Firm and its subsidiaries are defendants or putative defendants in numerous legal proceedings, including private, civil litigations and regulatory/government investigations. The litigations range from individual actions involving a single plaintiff to class action lawsuits with potentially millions of class members. Investigations involve both formal and informal proceedings, by both governmental agencies and self-regulatory organizations. These legal proceedings are at varying stages of adjudication, arbitration or investigation, and involve each of the Firm’s lines of business and geographies and a wide variety of claims (including common law tort and contract claims and statutory antitrust, securities and consumer protection claims), some of which present novel legal theories. The Firm believes the estimate of the aggregate range of reasonably possible losses, in excess of reserves established, for its legal proceedings is from $0 to approximately $5.5 billion at June 30, 2015 . This estimated aggregate range of reasonably possible losses is based upon currently available information for those proceedings in which the Firm believes that an estimate of reasonably possible loss can be made. For certain cases, the Firm does not believe that such an estimate can be made. Moreover, the Firm’s estimate of the aggregate range of reasonably possible losses involves significant judgment, given the number, variety and varying stages of the proceedings (including the fact that many are in preliminary stages), the existence in many such proceedings of multiple defendants (including the Firm) whose share of liability has yet to be determined, the numerous yet-unresolved issues in many of the proceedings (including issues regarding class certification and the scope of many of the claims) and the attendant uncertainty of the various potential outcomes of such proceedings, particularly proceedings that could result from government investigations. Accordingly, the Firm’s estimate will change from time to time, and actual losses may vary. Set forth below are descriptions of the Firm’s material legal proceedings. Auto Dealer Regulatory Matter . The Firm is engaged in discussions with the U.S. Department of Justice (“DOJ”) about potential statistical disparities in markups charged to different races and ethnicities by automobile dealers on loans originated by those dealers and purchased by the Firm. CIO Litigation. The Firm has been sued in a consolidated shareholder putative class action, a consolidated putative class action brought under the Employee Retirement Income Security Act (“ERISA”) and seven shareholder derivative actions brought in Delaware state court and in New York federal and state courts relating to 2012 losses in the synthetic credit portfolio managed by the Firm’s Chief Investment Office (“CIO”). Six of the shareholder derivative actions have been dismissed. One of those dismissals has been affirmed on appeal and the plaintiff has filed a petition for en banc review. Plaintiffs in three other dismissed shareholder derivative actions have appealed those dismissals. Credit Default Swaps Investigations and Litigation . In July 2013, the European Commission (the “EC”) filed a Statement of Objections against the Firm (including various subsidiaries) and other industry members in connection with its ongoing investigation into the credit default swaps (“CDS”) marketplace. The EC asserts that between 2006 and 2009, a number of investment banks acted collectively through the International Swaps and Derivatives Association (“ISDA”) and Markit Group Limited (“Markit”) to foreclose exchanges from the potential market for exchange-traded credit derivatives. The Firm submitted a response to the Statement of Objections in January 2014, and the EC held a hearing in May 2014. DOJ also has an ongoing investigation into the CDS marketplace, which was initiated in July 2009. Separately, the Firm and other industry members are defendants in a consolidated putative class action filed in the United States District Court for the Southern District of New York on behalf of purchasers and sellers of CDS. The complaint refers to the ongoing investigations by the EC and DOJ into the CDS market, and alleges that the defendant investment banks and dealers, including the Firm, as well as Markit and/or ISDA, collectively prevented new entrants into the market for exchange-traded CDS products. Defendants moved to dismiss this action, and in September 2014, the Court granted defendants’ motion in part, dismissing claims for damages based on transactions effected before the Autumn of 2008, as well as certain other claims. Custody Assets Investigation. The U.K. Financial Conduct Authority (“FCA”) is conducting an investigation concerning compliance by JPMorgan Chase Bank, N.A., London branch and J.P. Morgan Europe Limited with the FCA’s rules regarding the provision of custody services relating to the administration of client assets. JPMorgan Chase Bank, N.A., London branch and J.P. Morgan Europe Limited are responding to and cooperating with the investigation. Foreign Exchange Investigations and Litigation . The Firm previously reported settlements with certain government authorities relating to its foreign exchange (“FX”) sales and trading activities and controls related to those activities, including settlements in May 2015 with DOJ and the Board of Governors of the Federal Reserve System (the “Federal Reserve”). Under the DOJ settlement, the Firm agreed to plead guilty to a single violation of federal antitrust law and to pay a fine of $550 million . Under the Federal Reserve settlement, the Firm agreed to the entry of a Consent Order, to pay a fine of $342 million , and to take various remedial actions. FX-related investigations and inquiries by other non-U.S. government authorities, including competition authorities, remain ongoing, and the Firm is cooperating with those matters. Since November 2013, class actions have been filed in the United States District Court for the Southern District of New York against foreign exchange dealers, including the Firm, principally for alleged violations of federal antitrust laws based on an alleged conspiracy to manipulate foreign exchange rates reported on the WM/Reuters service. In March 2014, plaintiffs filed a consolidated amended U.S. class action complaint; two other class actions were brought by non-U.S.-based plaintiffs. The Court denied defendants’ motion to dismiss the U.S. class action and granted the motion to dismiss the two non-U.S. class actions. In January 2015, the Firm settled the U.S. class action, and this settlement is subject to court approval. Since this settlement, a number of additional class actions have been filed seeking damages for persons who transacted FX futures and options on futures, consumers who purchased foreign currencies at allegedly inflated rates, and participants or beneficiaries of qualified ERISA plans. General Motors Litigation. JPMorgan Chase Bank, N.A. participated in, and was the Administrative Agent on behalf of a syndicate of lenders on, a $1.5 billion syndicated Term Loan facility (“Term Loan”) for General Motors Corporation (“GM”). In July 2009, in connection with the GM bankruptcy proceedings, the Official Committee of Unsecured Creditors of Motors Liquidation Company (“Creditors Committee”) filed a lawsuit against JPMorgan Chase Bank, N.A., in its individual capacity and as Administrative Agent for other lenders on the Term Loan, seeking to hold the underlying lien invalid based on the filing of a UCC-3 termination statement relating to the Term Loan. In March 2013, the Bankruptcy Court granted JPMorgan Chase Bank, N.A.’s motion for summary judgment and dismissed the Creditors Committee’s complaint on the grounds that JPMorgan Chase Bank, N.A. did not authorize the filing of the UCC-3 termination statement at issue. The Creditors Committee appealed the Bankruptcy Court’s dismissal of its claim to the United States Court of Appeals for the Second Circuit. In January 2015, the Court of Appeals reversed the Bankruptcy Court’s dismissal of the Creditors Committee’s claim and remanded the case to the Bankruptcy Court with instructions to enter partial summary judgment for the Creditors Committee as to the termination statement. JPMorgan Chase Bank, N.A. then filed a petition requesting that the full Court of Appeals rehear the case en banc. In April 2015, the Court of Appeals issued an order denying the petition for rehearing en banc. Continued proceedings in the Bankruptcy Court are anticipated with respect to, among other things, additional defenses asserted by JPMorgan Chase Bank, N.A. and the value of additional collateral on the Term Loan, which was not the subject of the termination statement. In addition, two purported class actions have been filed by certain Term Loan lenders in federal court in New York against JPMorgan Chase Bank, N.A. and Simpson Thacher & Bartlett LLP, seeking indemnification and asserting claims for breach of contract, gross negligence and fraudulent concealment against JPMorgan Chase Bank, N.A. and claims for malpractice, professional negligence and negligent misrepresentation against Simpson Thacher & Bartlett LLP. Interchange Litigation. A group of merchants and retail associations filed a series of class action complaints alleging that Visa and MasterCard, as well as certain banks, conspired to set the price of credit and debit card interchange fees, enacted respective rules in violation of antitrust laws, and engaged in tying/bundling and exclusive dealing. The parties have entered into an agreement to settle the cases for a cash payment of $6.1 billion to the class plaintiffs (of which the Firm’s share is approximately 20% ) and an amount equal to ten basis points of credit card interchange for a period of eight months to be measured from a date within 60 days of the end of the opt-out period. The agreement also provides for modifications to each credit card network’s rules, including those that prohibit surcharging credit card transactions. In December 2013, the Court issued a decision granting final approval of the settlement. A number of merchants have appealed, and oral argument has been scheduled for September 2015. Certain merchants that opted out of the class settlement have filed actions against Visa and MasterCard, as well as against the Firm and other banks. Defendants’ motion to dismiss the actions was denied in July 2014. Investment Management Litigation. The Firm is defending two pending cases that allege that investment portfolios managed by J.P. Morgan Investment Management (“JPMIM”) were inappropriately invested in securities backed by residential real estate collateral. Plaintiffs Assured Guaranty (U.K.) and Ambac Assurance UK Limited claim that JPMIM is liable for losses of more than $1 billion in market value of these securities. Discovery is proceeding. Lehman Brothers Bankruptcy Proceedings. In May 2010, Lehman Brothers Holdings Inc. (“LBHI”) and its Official Committee of Unsecured Creditors (the “Committee”) filed a complaint (and later an amended complaint) against JPMorgan Chase Bank, N.A. in the United States Bankruptcy Court for the Southern District of New York that asserts both federal bankruptcy law and state common law claims, and seeks, among other relief, to recover $7.9 billion in collateral that was transferred to JPMorgan Chase Bank, N.A. in the weeks preceding LBHI’s bankruptcy. The amended complaint also seeks unspecified damages on the grounds that JPMorgan Chase Bank, N.A.’s collateral requests hastened LBHI’s bankruptcy. The Court dismissed certain of the claims in the amended complaint that sought to void the allegedly constructively fraudulent and preferential transfers made to the Firm during September 2008, but did not dismiss the other claims, including claims for duress and fraud. The Firm has filed counterclaims against LBHI alleging that LBHI fraudulently induced the Firm to make large extensions of credit against inappropriate collateral in connection with the Firm’s role as the clearing bank for Lehman Brothers Inc. (“LBI”), LBHI’s broker-dealer subsidiary. These extensions of credit left the Firm with more than $25 billion in claims against the estate of LBI. The case has been transferred from the Bankruptcy Court to the District Court, and the Firm has moved for summary judgment seeking the dismissal of all of LBHI’s claims. LBHI has also moved for summary judgment on certain of its claims and seeking the dismissal of the Firm’s counterclaims. In the Bankruptcy Court proceedings, LBHI and several of its subsidiaries that had been Chapter 11 debtors have filed a separate complaint and objection to derivatives claims asserted by the Firm alleging that the amount of the derivatives claims had been overstated and challenging certain set-offs taken by JPMorgan Chase entities to recover on the claims. The Firm responded to this separate complaint and objection in February 2013. LBHI and the Committee have also filed an objection to the claims asserted by JPMorgan Chase Bank, N.A. against LBHI with respect to clearing advances made to LBI, principally on the grounds that the Firm had not conducted the sale of the securities collateral held for its claims in a commercially reasonable manner. Discovery regarding both objections is ongoing. In January 2015, LBHI filed additional objections relating to a variety of claims that the Firm had filed in the Bankruptcy Court proceedings. The bankruptcy claims and other claims of the Firm against Lehman entities have been paid in full, subject to potential adjustment depending on the outcome of the objections filed by LBHI and the Committee. LIBOR and Other Benchmark Rate Investigations and Litigation. JPMorgan Chase has received subpoenas and requests for documents and, in some cases, interviews, from federal and state agencies and entities, including DOJ, the U.S. Commodity Futures Trading Commission (“CFTC”), the U.S. Securities and Exchange Commission (“SEC”) and various state attorneys general, as well as the EC, the FCA, the Canadian Competition Bureau, the Swiss Competition Commission and other regulatory authorities and banking associations around the world relating primarily to the process by which interest rates were submitted to the British Bankers Association (“BBA”) in connection with the setting of the BBA’s London Interbank Offered Rate (“LIBOR”) for various currencies, principally in 2007 and 2008. Some of the inquiries also relate to similar processes by which information on rates is submitted to the European Banking Federation (“EBF”) in connection with the setting of the EBF’s Euro Interbank Offered Rates (“EURIBOR”) and to the Japanese Bankers’ Association for the setting of Tokyo Interbank Offered Rates (“TIBOR”), as well as processes for the setting of U.S. dollar ISDAFIX rates and other reference rates in various parts of the world during similar time periods. The Firm is responding to and continuing to cooperate with these inquiries. As previously reported, the Firm has resolved EC inquiries relating to Yen LIBOR and Swiss Franc LIBOR. In May 2014, the EC issued a Statement of Objections outlining its case against the Firm (and others) as to EURIBOR, to which the Firm has filed a response and made oral representations. Other inquiries have been discontinued without any action against JPMorgan Chase, including by the FCA and the Canadian Competition Bureau. In addition, the Firm has been named as a defendant along with other banks in a series of individual and class actions filed in various United States District Courts, in which plaintiffs make varying allegations that in various periods, starting in 2000 or later, defendants either individually or collectively manipulated the U.S. dollar LIBOR, Yen LIBOR, Swiss franc LIBOR, Euroyen TIBOR and/or EURIBOR rates by submitting rates that were artificially low or high. Plaintiffs allege that they transacted in loans, derivatives or other financial instruments whose values are affected by changes in U.S. dollar LIBOR, Yen LIBOR, Swiss franc LIBOR, Euroyen TIBOR or EURIBOR and assert a variety of claims including antitrust claims seeking treble damages. The U.S. dollar LIBOR-related putative class actions and most U.S. dollar LIBOR-related individual actions were consolidated for pre-trial purposes in the United States District Court for the Southern District of New York (“Multi-District Litigation”). In March 2013, the Court granted in part and denied in part the defendants’ motions to dismiss the claims in the three lead putative class actions, dismissing with prejudice the antitrust claims, and permitting certain claims under the Commodity Exchange Act and common law. In September 2013, class plaintiffs in two of the three lead putative class actions filed amended complaints, which defendants moved to dismiss. In June 2014, the Court granted in part and denied in part defendants’ motions to dismiss, further limiting the subset of Commodity Exchange Act and common law claims that may proceed. Plaintiffs in the third putative class action appealed the dismissal of the antitrust claims, and the United States Court of Appeals for the Second Circuit dismissed the appeal for lack of jurisdiction. In January 2015, the United States Supreme Court reversed the decision of the Court of Appeals, holding that plaintiffs have the jurisdictional right to appeal, and remanded the case to the Court of Appeals for further proceedings. Motions to dismiss are pending in numerous individual actions and three additional putative class actions. Several other individual and class actions remain stayed. The Firm is one of the defendants in a putative class action alleging manipulation of Euroyen TIBOR and Yen LIBOR which was filed in the United States District Court for the Southern District of New York on behalf of plaintiffs who purchased or sold exchange-traded Euroyen futures and options contracts. In March 2014, the Court granted in part and denied in part the defendants’ motions to dismiss, including dismissal of plaintiff’s antitrust and unjust enrichment claims. In June 2014, the plaintiff moved to amend the complaint to include new claims, plaintiffs and defendants. In March 2015, the Court denied the request to add new claims and plaintiffs, but granted the addition of new defendants. The plaintiff has moved for interlocutory appeal of the Court’s denial of the motion to amend, while discovery proceeds. The Firm is one of the defendants in a putative class action filed in the United States District Court for the Southern District of New York relating to the interest rate benchmark EURIBOR. The case is currently stayed. The Firm is also a defendant in a putative class action filed in the United States District Court for the Southern District of New York relating to the interest rate benchmark Swiss franc LIBOR. The Firm is one of the defendants in a number of putative class actions alleging that defendant banks and ICAP conspired to manipulate the U.S. dollar ISDAFIX rates. Plaintiffs primarily assert claims under the federal antitrust laws and Commodities Exchange Act. In February 2015, plaintiffs filed a consolidated amended class action complaint, which defendants have moved to dismiss. Madoff Litigation. Various subsidiaries of the Firm, including J.P. Morgan Securities plc, have been named as defendants in lawsuits filed in Bankruptcy Court in New York arising out of the liquidation proceedings of Fairfield Sentry Limited and Fairfield Sigma Limited, so-called Madoff feeder funds. These actions seek to recover payments made by the funds to defendants totaling approximately $155 million . All but two of these actions have been dismissed. In addition, a putative class action was brought by investors in certain feeder funds against JPMorgan Chase in the United States District Court for the Southern District of New York, as was a motion by separate potential class plaintiffs to add claims against the Firm and certain subsidiaries to an already pending putative class action in the same court. The allegations in these complaints largely track those previously raised by the court-appointed trustee for Bernard L. Madoff Investment Securities LLC. The District Court dismissed these complaints and the United States Court of Appeals for the Second Circuit affirmed the District Court’s decision. The United States Supreme Court denied plaintiffs’ petition for a writ of certiorari in March 2015. The Firm is a defendant in five other Madoff-related individual investor actions pending in New York state court. The allegations in all of these actions are essentially identical, and involve claims against the Firm for, among other things, aiding and abetting breach of fiduciary duty, conversion and unjust enrichment. In August 2014, the Court dismissed all claims against the Firm. Plaintiffs have filed a notice of appeal. A putative class action has been filed in the United States District Court for the District of New Jersey by investors who were net winners (i.e., Madoff customers who had taken more money out of their accounts than had been invested) in Madoff’s Ponzi scheme and were not included in the previous class action settlement. These plaintiffs allege violations of the federal securities law, federal and state racketeering statutes and multiple common law and statutory claims including breach of trust, aiding and abetting embezzlement, unjust enrichment, conversion and commercial bad faith. A similar action has been filed in the United States District Court for the Middle District of Florida, although it is not styled as a class action, and includes a claim pursuant to a Florida statute. The Firm has moved to transfer both the Florida and New Jersey actions to the United States District Court for the Southern District of New York. The Florida court denied the transfer motion in January 2015. In March 2015, the New Jersey court granted the transfer motion, and plaintiffs’ appeal of that decision is pending. The Firm has also moved to dismiss the Florida action, and that motion is pending. Three shareholder derivative actions have also been filed in New York federal and state court against the Firm, as nominal defendant, and certain of its current and former Board members, alleging breach of fiduciary duty in connection with the Firm’s relationship with Bernard Madoff and the alleged failure to maintain effective internal controls to detect fraudulent transactions. The actions seek declaratory relief and damages. In July 2014, the federal court granted defendants’ motions to dismiss two of the actions. One plaintiff chose not to appeal and the other filed a motion for reconsideration which was denied in November 2014. The latter plaintiff has filed an appeal. In the remaining state court action, a hearing on defendants’ motion to dismiss was held in October 2014, and the court reserved decision. MF Global. J.P. Morgan Securities LLC has been named as one of several defendants in a number of putative class actions filed by purchasers of MF Global’s publicly traded securities asserting violations of federal securities laws and alleging that the offering documents contained materially false and misleading statements and omissions regarding MF Global. The settlement of these actions has received final approval from the court. The Firm also has responded to inquiries from the CFTC relating to the Firm’s banking and other business relationships with MF Global, including as a depository for MF Global’s customer segregated accounts. Mortgage-Backed Securities and Repurchase Litigation and Related Regulatory Investigations. JPMorgan Chase and affiliates (together, “JPMC”), Bear Stearns and affiliates (together, “Bear Stearns”) and certain Washington Mutual affiliates (together, “Washington Mutual”) have been named as defendants in a number of cases in their various roles in offerings of mortgage-backed securities (“MBS”). These cases include class action suits on behalf of MBS purchasers, actions by individual MBS purchasers and actions by monoline insurance companies that guaranteed payments of principal and interest for particular tranches of MBS offerings. Following the settlements referred to under “Repurchase Litigation” and “Government Enforcement Investigations and Litigation” below, there are currently pending and tolled investor and monoline insurer claims involving MBS with an original principal balance of approximately $22.8 billion , of which $20.7 billion involves JPMC, Bear Stearns or Washington Mutual as issuer and $2.1 billion involves JPMC, Bear Stearns or Washington Mutual solely as underwriter. The Firm and certain of its current and former officers and Board members have also been sued in shareholder derivative actions relating to the Firm’s MBS activities, and trustees have asserted or have threatened to assert claims that loans in securitization trusts should be repurchased. Issuer Litigation – Class Actions. JPMC is defending a class action in which plaintiffs’ motion for class certification has been granted with respect to liability but denied without prejudice as to damages. In this action, the parties have reached a settlement that is subject to court approval. In April 2015, the Firm finalized a settlement to resolve a putative class action brought against Bear Stearns in the United States District Court for the District of Massachusetts. In May 2015, the United States District Court for the Southern District of New York granted final approval to the settlement in a separate class action concerning Bear Stearns. Issuer Litigation – Individual Purchaser Actions. In addition to class actions, the Firm is defending individual actions brought against JPMC, Bear Stearns and Washington Mutual as MBS issuers (and, in some cases, also as underwriters of their own MBS offerings). The Firm has settled a number of these actions. Several actions remain pending in federal and state courts across the U.S. and are in various stages of litigation. Monoline Insurer Litigation. The Firm is defending two pending actions relating to the same monoline insurer’s guarantees of principal and interest on certain classes of 11 different Bear Stearns MBS offerings. These actions are pending in state court in New York and are in various stages of litigation. Underwriter Actions . In actions against the Firm involving offerings where the Firm was solely an underwriter of other issuers’ MBS offerings, the Firm has contractual rights to indemnification from the issuers. However, those indemnity rights may prove effectively unenforceable in various situations, such as where the issuers are now defunct. Currently there is one such action pending against the Firm relating to a single offering of another issuer, and in a previously settled action certain class members have filed a notice of appeal challenging the lower court’s approval of the settlement. Repurchase Litigation. The Firm is defending a number of actions brought by trustees, securities administrators or master servicers of various MBS trusts and others on behalf of purchasers of securities issued by those trusts. These cases generally allege breaches of various representations and warranties regarding securitized loans and seek repurchase of those loans or equivalent monetary relief, as well as indemnification of attorneys’ fees and costs and other remedies. Deutsche Bank National Trust Company, acting as trustee for various MBS trusts, has filed such a suit against JPMorgan Chase Bank, N.A. and the Federal Deposit Insurance Corporation (the “FDIC”) in connection with a significant number of MBS issued by Washington Mutual; that case is described in the Washington Mutual Litigations section below. Other repurchase actions, each specific to one or more MBS transactions issued by JPMC and/or Bear Stearns, are in various stages of litigation. In addition, the Firm and a group of 21 institutional MBS investors made a binding offer to the trustees of MBS issued by JPMC and Bear Stearns providing for the payment of $4.5 billion and the implementation of certain servicing changes by JPMC, to resolve all repurchase and servicing claims that have been asserted or could have been asserted with respect to 330 MBS trusts issued between 2005 and 2008. The offer does not resolve claims relating to Washington Mutual MBS. The seven trustees (or separate and successor trustees) for this group of 330 trusts have accepted the settlement for 319 trusts in whole or in part and excluded from the settlement 16 trusts in whole or in part. The trustees’ acceptance is subject to a judicial approval proceeding initiated by the trustees and pending in New York state court. Certain investors in some of the trusts for which the settlement has been accepted have intervened in the judicial approval proceeding, challenging the trustees’ acceptance of the settlement. A final hearing date has been scheduled for January 2016. Additional actions have been filed against third-party trustees that relate to loan repurchase and servicing claims involving trusts that the Firm sponsored. Derivative Actions. Shareholder derivative actions relating to the Firm’s MBS activities have been filed against the Firm, as nominal defendant, and certain of its current and former officers and members of its Board of Directors, in New York state court and California federal court. Two of the New York actions have been dismissed and one is on appeal. A consolidated action in California federal court has been dismissed without prejudice for lack of personal jurisdiction and plaintiffs are pursuing discovery. Government Enforcement Investigations and Litigation. The Firm is responding to an ongoing investigation being conducted by the Criminal Division of the United States Attorney’s Office for the Eastern District of California relating to MBS offerings securitized and sold by the Firm and its subsidiaries. The Firm has also received subpoenas and informal requests for information from state authorities concerning the issuance and underwriting of MBS-related matters. The Firm continues to respond to these MBS-related regulatory inquiries. In addition, the Firm continues to cooperate with investigations by DOJ, including the U.S. Attorney’s Office for the District of Connecticut, the SEC Division of Enforcement and the Office of the Special Inspector General for the Troubled Asset Relief Program, all of which relate to, among other matters, communications with counterparties in connection with certain secondary market trading in residential and commercial MBS. The Firm has entered into agreements with a number of entities that purchased MBS that toll applicable limitations periods with respect to their claims, and has settled, and in the future may settle, tolled claims. There is no assurance that the Firm will not be named as a defendant in additional MBS-related litigation. Mortgage-Related Investigations and Litigation. The Attorney General of Massachusetts filed an action against the Firm, other servicers and a mortgage recording company, asserting claims for various alleged wrongdoings relating to mortgage assignments and use of the industry’s electronic mortgage registry. In January 2015, the Firm entered into a settlement resolving this action. The Firm entered into a settlement resolving a putative class action lawsuit relating to its filing of affidavits or other documents in connection with mortgage foreclosure proceedings, and the court granted final approval of the settlement in January 2015. One shareholder derivative action has been filed in New York Supreme Court against the Firm’s Board of Directors alleging that the Board failed to exercise adequate oversight as to wrongful conduct by the Firm regarding mortgage servicing. In December 2014, the court granted defendants’ motion to dismiss the complaint, and plaintiff has filed a notice of appeal. The Civil Division of the United States Attorney’s Office for the Southern District of New York is conducting an investigation concerning the Firm’s compliance with the Fair Housing Act (“FHA”) and Equal Credit Opportunity Act (“ECOA”) in connection with its mortgage lending practices. In addition, three municipalities and a school district have commenced litigation against the Firm alleging violations of an unfair competition law and of the FHA and ECOA and seeking statutory damages for the unfair competition claim, and, for the FHA and ECOA claims, damages in the form of lost tax revenue and increased munici

Business segments

Business segments	6 Months Ended
	Jun. 30, 2015
Segment Reporting [Abstract]
Business segments	Business segments The Firm is managed on a line of business basis. There are four major reportable business segments – Consumer & Community Banking, Corporate & Investment Bank, Commercial Banking and Asset Management. In addition, there is a Corporate segment. The business segments are determined based on the products and services provided, or the type of customer served, and they reflect the manner in which financial information is currently evaluated by management. Results of these lines of business are presented on a managed basis. For a further discussion concerning JPMorgan Chase ’s business segments, see Business Segment Results on page 16 , and pages 79–80, and Note 33 of JPMorgan Chase’s 2014 Annual Report. Segment results The accompanying tables provide a summary of the Firm’s segment results for the three and six months ended June 30, 2015 and 2014, on a managed basis. Total net revenue (noninterest revenue and net interest income) for each of the segments is presented on a fully taxable-equivalent (“FTE”) basis. Accordingly, revenue from investments that receive tax credits and tax-exempt securities is presented in the managed results on a basis comparable to taxable investments and securities. This non-GAAP financial measure allows management to assess the comparability of revenue arising from both taxable and tax-exempt sources. The corresponding income tax impact related to tax-exempt items is recorded within income tax expense/(benefit). On at least an annual basis, the Firm assesses the level of capital required for each line of business as well as the assumptions and methodologies used to allocate capital to its lines of business and updates equity allocations to its lines of business as refinements are implemented. Segment results and reconciliation (a) As of or for the three months ended June 30, (in millions, except ratios) Consumer & Community Banking Corporate & Investment Bank Commercial Banking Asset Management 2015 2014 2015 2014 2015 2014 2015 2014 Noninterest revenue $ 4,089 $ 4,468 $ 6,233 $ 6,519 $ 609 $ 577 $ 2,544 $ 2,380 Net interest income 6,926 7,050 2,490 2,746 1,130 1,154 631 602 Total net revenue 11,015 11,518 8,723 9,265 1,739 1,731 3,175 2,982 Provision for credit losses 702 852 50 (84 ) 182 (67 ) — 1 Noninterest expense 6,210 6,456 5,137 6,058 703 675 2,406 2,062 Income/(loss) before income tax expense/(benefit) 4,103 4,210 3,536 3,291 854 1,123 769 919 Income tax expense/(benefit) 1,570 1,714 1,195 1,160 329 446 318 350 Net income $ 2,533 $ 2,496 $ 2,341 $ 2,131 $ 525 $ 677 $ 451 $ 569 Average common equity $ 51,000 $ 51,000 $ 62,000 $ 61,000 $ 14,000 $ 14,000 $ 9,000 $ 9,000 Total assets 472,181 447,277 819,745 872,947 201,377 192,523 134,059 128,362 Return on common equity 19% 19% 14% 13% 14% 19% 19% 25% Overhead ratio 56 56 59 65 40 39 76 69 As of or for the three months ended June 30, (in millions, except ratios) Corporate Reconciling Items (b) Total 2015 2014 2015 2014 2015 2014 Noninterest revenue $ 100 $ 351 $ (447 ) $ (415 ) $ 13,128 $ 13,880 Net interest income (221 ) (510 ) (272 ) $ (244 ) 10,684 10,798 Total net revenue (121 ) (159 ) (719 ) $ (659 ) 23,812 24,678 Provision for credit losses 1 (10 ) — — 935 692 Noninterest expense 44 180 — — 14,500 15,431 Income/(loss) before income tax expense/(benefit) (166 ) (329 ) (719 ) (659 ) 8,377 8,555 Income tax expense/(benefit) (606 ) (436 ) (719 ) (659 ) 2,087 2,575 Net income $ 440 $ 107 $ — $ — $ 6,290 $ 5,980 Average common equity $ 77,738 $ 71,159 $ — $ — $ 213,738 $ 206,159 Total assets 822,237 878,886 NA NA 2,449,599 2,519,995 Return on common equity NM NM NM NM 11 % 11 % Overhead ratio NM NM NM NM 61 63 Segment results and reconciliation (a) As of or for the six months ended June 30, (in millions, except ratios) Consumer & Community Banking Corporate & Investment Bank Commercial Banking Asset Management 2015 2014 2015 2014 2015 2014 2015 2014 Noninterest revenue $ 7,825 $ 7,902 $ 13,307 $ 12,745 $ 1,245 $ 1,135 $ 4,928 $ 4,598 Net interest income 13,894 14,150 4,998 5,362 2,236 2,274 1,252 1,184 Total net revenue 21,719 22,052 18,305 18,107 3,481 3,409 6,180 5,782 Provision for credit losses 1,632 1,668 19 (35 ) 243 (62 ) 4 (8 ) Noninterest expense 12,400 12,893 10,794 11,662 1,412 1,361 4,581 4,137 Income/(loss) before income tax expense/(benefit) 7,687 7,491 7,492 6,480 1,826 2,110 1,595 1,653 Income tax expense/(benefit) 2,935 3,014 2,614 2,224 703 839 642 630 Net income $ 4,752 $ 4,477 $ 4,878 $ 4,256 $ 1,123 $ 1,271 $ 953 $ 1,023 Average common equity $ 51,000 $ 51,000 $ 62,000 $ 61,000 $ 14,000 $ 14,000 $ 9,000 $ 9,000 Total assets 472,181 447,277 819,745 872,947 201,377 192,523 134,059 128,362 Return on common equity 18% 17 % 15% 13 % 15% 18 % 21% 22 % Overhead ratio 57 58 59 64 41 40 74 72 As of or for the six months ended June 30, (in millions, except ratios) Corporate Reconciling Items (b) Total 2015 2014 2015 2014 2015 2014 Noninterest revenue $ 140 $ 875 $ (928 ) $ (827 ) $ 26,517 $ 26,428 Net interest income (474 ) (1,035 ) (545 ) (470 ) 21,361 21,465 Total net revenue (334 ) (160 ) (1,473 ) (1,297 ) 47,878 47,893 Provision for credit losses (4 ) (21 ) — — 1,894 1,542 Noninterest expense 196 14 — — 29,383 30,067 Income/(loss) before income tax expense/(benefit) (526 ) (153 ) (1,473 ) (1,297 ) 16,601 16,284 Income tax expense/(benefit) (1,024 ) (375 ) (1,473 ) (1,297 ) 4,397 5,035 Net income $ 498 $ 222 $ — $ — $ 12,204 $ 11,249 Average common equity $ 77,049 $ 68,989 $ — $ — $ 213,049 $ 203,989 Total assets 822,237 878,886 NA NA 2,449,599 2,519,995 Return on common equity NM NM NM NM 11% 11 % Overhead ratio NM NM NM NM 61 63 (a) Managed basis starts with the reported U.S. GAAP results and includes certain reclassifications that do not have any impact on net income as reported by the lines of business or by the Firm as a whole. (b) Segment managed results reflect revenue on an FTE basis with the corresponding income tax impact recorded within income tax expense/(benefit). These FTE adjustments are eliminated in reconciling items to arrive at the Firm’s reported U.S. GAAP results.

Basis of Presentation (Policies

Basis of Presentation (Policies)	6 Months Ended
	Jun. 30, 2015
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Basis of presentation policy	The accounting and financial reporting policies of JPMorgan Chase and its subsidiaries conform to accounting principles generally accepted in the U.S. (“U.S. GAAP”). Additionally, where applicable, the policies conform to the accounting and reporting guidelines prescribed by regulatory authorities.
Use of estimates in the preparation of consolidated financial statements policy	The unaudited Consolidated Financial Statements prepared in conformity with U.S. GAAP require management to make estimates and assumptions that affect the reported amounts of assets, liabilities, revenue and expense, and the disclosures of contingent assets and liabilities. Actual results could be different from these estimates. In the opinion of management, all normal, recurring adjustments have been included for a fair statement of this interim financial information.
Reclassifications policy	Certain amounts reported in prior periods have been reclassified to conform with the current presentation.
New accounting guidance	Effective January 1, 2015, the Firm adopted new accounting guidance for investments in affordable housing projects that qualify for the low-income housing tax credit, which impacted the Corporate & Investment Bank (“CIB”). As a result of the adoption of this new guidance, the Firm made an accounting policy election to amortize the initial cost of its qualifying investments in proportion to the tax credits and other benefits received, and to present the amortization as a component of income tax expense; previously such amounts were predominantly presented in other income. The guidance was required to be applied retrospectively and accordingly, certain prior period amounts have been revised to conform with the current period presentation. The cumulative effect on retained earnings was a reduction of $321 million as of January 1, 2014. The adoption of this accounting guidance resulted in an increase of $224 million and $229 million in other income and income tax expense, respectively, for the three months ended June 30, 2014, and $446 million and $456 million , respectively, for the six months ended June 30, 2014, which led to an increase of approximately 2% in the effective tax rate for the three and six months ended June 30, 2014. The impact on net income and earnings per share in the periods affected was not material. The Firm recognized $381 million and $384 million of tax credits and other tax benefits associated with these investments within Income tax expense for the three months ended June 30, 2015 and 2014, respectively, and $758 million and $763 million for the six months ended June 30, 2015 and 2014, respectively. The amount of amortization of such investments reported in income tax expense under the current period presentation was $281 million and $267 million , for the three months ended June 30, 2015 and 2014, respectively, and $555 million and $531 million for the six months ended June 30, 2015, respectively. The carrying value of investments in affordable housing projects was $7.1 billion and $7.3 billion at June 30, 2015 and December 31, 2014, respectively. These investments are reported in other assets on the Firm’s Consolidated balance sheets. The amount of commitments related to these investments was $1.7 billion and $1.8 billion at June 30, 2015, and December 31, 2014, respectively. These commitments are reported in accounts payable and other liabilities on the Firm’s Consolidated balance sheets.
Offsetting assets and liabilities policy	U.S. GAAP permits entities to present derivative receivables and derivative payables with the same counterparty and the related cash collateral receivables and payables on a net basis on the balance sheet when a legally enforceable master netting agreement exists. U.S. GAAP also permits securities sold and purchased under repurchase agreements to be presented net when specified conditions are met, including the existence of a legally enforceable master netting agreement. The Firm has elected to net such balances when the specified conditions are met.

Derivative Instruments Derivati

Derivative Instruments Derivatives executed in contemplation of a sale of the underlying financial asset (Policies)	6 Months Ended
	Jun. 30, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Transfers and Servicing of Financial Assets, Transfers of Financial Assets, Financings	In certain instances the Firm enters into transactions where it transfers financial assets but maintains the economic exposure to the transferred assets by entering into a derivative with the same counterparty in contemplation of the initial transfer. The Firm generally accounts for such transfers as collateralized financing transactions as described in Note 12, but in limited circumstances they may qualify to be accounted for as a sale and a derivative under U.S. GAAP.

Securities (Policies)

Securities (Policies)	6 Months Ended
	Jun. 30, 2015
Investments, Debt and Equity Securities [Abstract]
Marketable Securities, Available-for-sale Securities, Policy	Securities are classified as trading, AFS or held-to-maturity (“HTM”).

Variable Interest Entities (Pol

Variable Interest Entities (Policies)	6 Months Ended
	Jun. 30, 2015
Variable Interest Entities [Abstract]
Transfers and Servicing of Financial Assets, Policy	In addition to the Firm’s obligation to repurchase certain loans due to material breaches of representations and warranties as discussed in Note 21, the Firm also has the option to repurchase delinquent loans that it services for Ginnie Mae loan pools, as well as for other U.S. government agencies under certain arrangements. The Firm typically elects to repurchase delinquent loans from Ginnie Mae loan pools as it continues to service them and/or manage the foreclosure process in accordance with the applicable requirements, and such loans continue to be insured or guaranteed. When the Firm’s repurchase option becomes exercisable, such loans must be reported on the Consolidated balance sheets as a loan with a corresponding liability.

Goodwill and other intangible37

Goodwill and other intangible assets (Policies)	6 Months Ended
	Jun. 30, 2015
Goodwill and Intangible Assets Disclosure [Abstract]
Mortgage servicing rights policy	MSRs represent the fair value of expected future cash flows for performing servicing activities for others. The fair value considers estimated future servicing fees and ancillary revenue, offset by estimated costs to service the loans, and generally declines over time as net servicing cash flows are received, effectively amortizing the MSR asset against contractual servicing and ancillary fee income. MSRs are either purchased from third parties or recognized upon sale or securitization of mortgage loans if servicing is retained.

Fair Value Measurement (Tables)

Fair Value Measurement (Tables)	6 Months Ended
	Jun. 30, 2015
Fair Value Disclosures [Abstract]
Assets and liabilities measured at fair value on a recurring basis	The following table presents the asset and liabilities reported at fair value as of June 30, 2015 , and December 31, 2014 , by major product category and fair value hierarchy. Assets and liabilities measured at fair value on a recurring basis Fair value hierarchy Derivative netting adjustments June 30, 2015 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 28,670 $ — $ — $ 28,670 Securities borrowed — 495 — — 495 Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies (a) 5 27,893 901 — 28,799 Residential – nonagency — 1,960 123 — 2,083 Commercial – nonagency — 1,173 138 — 1,311 Total mortgage-backed securities 5 31,026 1,162 — 32,193 U.S. Treasury and government agencies (a) 19,151 6,664 — 25,815 Obligations of U.S. states and municipalities — 6,764 1,247 — 8,011 Certificates of deposit, bankers’ acceptances and commercial paper — 947 — — 947 Non-U.S. government debt securities 25,313 29,106 208 — 54,627 Corporate debt securities — 24,855 943 — 25,798 Loans (b) — 24,419 9,563 — 33,982 Asset-backed securities — 2,699 1,539 — 4,238 Total debt instruments 44,469 126,480 14,662 — 185,611 Equity securities 107,828 448 310 — 108,586 Physical commodities (c) 3,714 1,185 — — 4,899 Other — 10,286 969 — 11,255 Total debt and equity instruments (d) 156,011 138,399 15,941 — 310,351 Derivative receivables: Interest rate 592 652,204 3,867 (625,340 ) 31,323 Credit — 51,926 2,651 (53,256 ) 1,321 Foreign exchange 758 171,741 2,351 (156,510 ) 18,340 Equity — 40,618 1,772 (36,332 ) 6,058 Commodity 191 29,254 487 (19,523 ) 10,409 Total derivative receivables (e) 1,541 945,743 11,128 (890,961 ) 67,451 Total trading assets 157,552 1,084,142 27,069 (890,961 ) 377,802 Available-for-sale securities: Mortgage-backed securities: U.S. government agencies (a) — 57,315 — — 57,315 Residential – nonagency — 39,560 13 — 39,573 Commercial – nonagency — 22,207 — — 22,207 Total mortgage-backed securities — 119,082 13 — 119,095 U.S. Treasury and government agencies (a) 11,544 46 — — 11,590 Obligations of U.S. states and municipalities — 31,424 — — 31,424 Certificates of deposit — 429 — — 429 Non-U.S. government debt securities 23,548 19,244 — — 42,792 Corporate debt securities — 15,822 — — 15,822 Asset-backed securities: Collateralized loan obligations — 30,600 772 — 31,372 Other — 10,866 90 — 10,956 Equity securities 2,721 — — — 2,721 Total available-for-sale securities 37,813 227,513 875 — 266,201 Loans — 136 2,295 — 2,431 Mortgage servicing rights (“MSRs”) — — 7,571 — 7,571 Other assets: Private equity investments (f) 144 164 1,987 — 2,295 All other 3,948 26 839 — 4,813 Total other assets 4,092 190 2,826 — 7,108 Total assets measured at fair value on a recurring basis $ 199,457 $ 1,341,146 (g) $ 40,636 (g) $ (890,961 ) $ 690,278 Deposits $ — $ 7,957 $ 3,528 $ — $ 11,485 Federal funds purchased and securities loaned or sold under repurchase agreements — 3,586 — — 3,586 Other borrowed funds — 12,726 1,261 — 13,987 Trading liabilities: Debt and equity instruments (d) 63,033 17,291 72 — 80,396 Derivative payables: Interest rate 509 618,340 3,008 (607,977 ) 13,880 Credit — 51,611 2,219 (52,568 ) 1,262 Foreign exchange 759 186,948 1,946 (171,197 ) 18,456 Equity — 44,358 3,620 (36,439 ) 11,539 Commodity 102 31,496 1,081 (18,790 ) 13,889 Total derivative payables (e) 1,370 932,753 11,874 (886,971 ) 59,026 Total trading liabilities 64,403 950,044 11,946 (886,971 ) 139,422 Accounts payable and other liabilities — — 23 — 23 Beneficial interests issued by consolidated VIEs — 190 1,140 — 1,330 Long-term debt — 18,727 12,589 — 31,316 Total liabilities measured at fair value on a recurring basis $ 64,403 $ 993,230 $ 30,487 $ (886,971 ) $ 201,149 Fair value hierarchy Derivative netting adjustments December 31, 2014 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 28,585 $ — $ — $ 28,585 Securities borrowed — 992 — — 992 Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies (a) 14 31,904 922 — 32,840 Residential – nonagency — 1,381 663 — 2,044 Commercial – nonagency — 927 306 — 1,233 Total mortgage-backed securities 14 34,212 1,891 — 36,117 U.S. Treasury and government agencies (a) 17,816 8,460 — — 26,276 Obligations of U.S. states and municipalities — 9,298 1,273 — 10,571 Certificates of deposit, bankers’ acceptances and commercial paper — 1,429 — — 1,429 Non-U.S. government debt securities 25,854 27,294 302 — 53,450 Corporate debt securities — 28,099 2,989 — 31,088 Loans (b) — 23,080 13,287 — 36,367 Asset-backed securities — 3,088 1,264 — 4,352 Total debt instruments 43,684 134,960 21,006 — 199,650 Equity securities 104,890 624 431 — 105,945 Physical commodities (c) 2,739 1,741 2 — 4,482 Other — 8,762 1,050 — 9,812 Total debt and equity instruments (d) 151,313 146,087 22,489 — 319,889 Derivative receivables: Interest rate 473 945,635 4,149 (916,532 ) 33,725 Credit — 73,853 2,989 (75,004 ) 1,838 Foreign exchange 758 212,153 2,276 (193,934 ) 21,253 Equity — 39,937 2,552 (34,312 ) 8,177 Commodity 247 42,807 599 (29,671 ) 13,982 Total derivative receivables (e) 1,478 1,314,385 12,565 (1,249,453 ) 78,975 Total trading assets 152,791 1,460,472 35,054 (1,249,453 ) 398,864 Available-for-sale securities: Mortgage-backed securities: U.S. government agencies (a) — 65,319 — — 65,319 Residential – nonagency — 50,865 30 — 50,895 Commercial – nonagency — 21,009 99 — 21,108 Total mortgage-backed securities — 137,193 129 — 137,322 U.S. Treasury and government agencies (a) 13,591 54 — — 13,645 Obligations of U.S. states and municipalities — 30,068 — — 30,068 Certificates of deposit — 1,103 — — 1,103 Non-U.S. government debt securities 24,074 28,669 — — 52,743 Corporate debt securities — 18,532 — — 18,532 Asset-backed securities: Collateralized loan obligations — 29,402 792 — 30,194 Other — 12,499 116 — 12,615 Equity securities 2,530 — — — 2,530 Total available-for-sale securities 40,195 257,520 1,037 — 298,752 Loans — 70 2,541 — 2,611 Mortgage servicing rights — — 7,436 — 7,436 Other assets: — Private equity investments (f) 648 2,624 2,225 — 5,497 All other 4,018 17 959 — 4,994 Total other assets 4,666 2,641 3,184 — 10,491 Total assets measured at fair value on a recurring basis $ 197,652 $ 1,750,280 $ 49,252 $ (1,249,453 ) $ 747,731 Deposits $ — $ 5,948 $ 2,859 $ — $ 8,807 Federal funds purchased and securities loaned or sold under repurchase agreements — 2,979 — — 2,979 Other borrowed funds — 13,286 1,453 — 14,739 Trading liabilities: Debt and equity instruments (d) 62,914 18,713 72 — 81,699 Derivative payables: — Interest rate 499 914,357 3,523 (900,634 ) 17,745 Credit — 73,095 2,800 (74,302 ) 1,593 Foreign exchange 746 221,066 2,802 (201,644 ) 22,970 Equity — 41,925 4,337 (34,522 ) 11,740 Commodity 141 44,318 1,164 (28,555 ) 17,068 Total derivative payables (e) 1,386 1,294,761 14,626 (1,239,657 ) 71,116 Total trading liabilities 64,300 1,313,474 14,698 (1,239,657 ) 152,815 Accounts payable and other liabilities — — 26 — 26 Beneficial interests issued by consolidated VIEs — 1,016 1,146 — 2,162 Long-term debt — 18,349 11,877 — 30,226 Total liabilities measured at fair value on a recurring basis $ 64,300 $ 1,355,052 $ 32,059 $ (1,239,657 ) $ 211,754 Note: Effective April 1, 2015, the Firm adopted new accounting guidance for investments in certain entities that calculate net asset value per share (or its equivalent). As a result of the adoption of this new guidance, certain investments that are measured at fair value using the net asset value per share (or its equivalent) as a practical expedient are not required to be classified in the fair value hierarchy. At June 30, 2015, and December 31, 2014, the fair values of these investments, which include certain hedge funds, private equity funds, real estate and other funds, were $1.6 billion and $1.5 billion , respectively, of which $337 million and $1.2 billion had been previously classified in level 2 and level 3, respectively, at December 31, 2014. Included in the balances at June 30, 2015, and December 31, 2014, were trading assets of $68 million and $124 million , respectively, and other assets of $1.5 billion and $1.4 billion , respectively. The guidance was required to be applied retrospectively, and accordingly, prior period amounts have been revised to conform with the current period presentation. (a) At June 30, 2015 , and December 31, 2014, included total U.S. government-sponsored enterprise obligations of $67.4 billion and $84.1 billion , respectively, which were predominantly mortgage-related. (b) At June 30, 2015 , and December 31, 2014, included within trading loans were $13.7 billion and $17.0 billion , respectively, of residential first-lien mortgages, and $4.6 billion and $5.8 billion , respectively, of commercial first-lien mortgages. Residential mortgage loans include conforming mortgage loans originated with the intent to sell to U.S. government agencies of $6.0 billion and $7.7 billion , respectively, and reverse mortgages of $2.8 billion and $3.4 billion , respectively. (c) Physical commodities inventories are generally accounted for at the lower of cost or market. “Market” is a term defined in U.S. GAAP as not exceeding fair value less costs to sell (“transaction costs”). Transaction costs for the Firm’s physical commodities inventories are either not applicable or immaterial to the value of the inventory. Therefore, market approximates fair value for the Firm’s physical commodities inventories. When fair value hedging has been applied (or when market is below cost), the carrying value of physical commodities approximates fair value, because under fair value hedge accounting, the cost basis is adjusted for changes in fair value. For a further discussion of the Firm’s hedge accounting relationships, see Note 5. To provide consistent fair value disclosure information, all physical commodities inventories have been included in each period presented. (d) Balances reflect the reduction of securities owned (long positions) by the amount of identical securities sold but not yet purchased (short positions). (e) As permitted under U.S. GAAP, the Firm has elected to net derivative receivables and derivative payables and the related cash collateral received and paid when a legally enforceable master netting agreement exists. For purposes of the tables above, the Firm does not reduce derivative receivables and derivative payables balances for this netting adjustment, either within or across the levels of the fair value hierarchy, as such netting is not relevant to a presentation based on the transparency of inputs to the valuation of an asset or liability. However, if the Firm were to net such balances within level 3, the reduction in the level 3 derivative receivables and payables balances would be $1.9 billion and $2.5 billion at June 30, 2015 , and December 31, 2014, respectively; this is exclusive of the netting benefit associated with cash collateral, which would further reduce the level 3 balances. (f) Private equity instruments represent investments within the Corporate line of business. The cost basis of the private equity investment portfolio totaled $4.0 billion and $6.0 billion at June 30, 2015 , and December 31, 2014, respectively.
Fair value inputs, assets and liabilities, quantitative information	Level 3 inputs (a) June 30, 2015 (in millions, except for ratios and basis points) Product/Instrument Fair value Principal valuation technique Unobservable inputs Range of input values Weighted average Residential mortgage-backed securities and loans $ 6,287 Discounted cash flows Yield 3 % – 45% 6 % Prepayment speed 0 % – 16% 6 % Conditional default rate 0 % – 100% 13 % Loss severity 0 % – 100% 28 % Commercial mortgage-backed securities and loans (b) 4,136 Discounted cash flows Yield 1 % – 25% 4 % Conditional default rate 0 % – 94% 8 % Loss severity 40% 40 % Corporate debt securities, obligations of U.S. states and municipalities, and other (c) 3,956 Discounted cash flows Credit spread 60 bps – 270 bps 231 bps Yield 1 % – 18% 5 % 4,652 Market comparables Price $ — – $129 $ 92 Net interest rate derivatives 859 Option pricing Interest rate correlation (54 )% – 99% Interest rate spread volatility 4 % – 26% Net credit derivatives (b)(c) 432 Discounted cash flows Credit correlation 40 % – 90% Net foreign exchange derivatives 405 Option pricing Foreign exchange correlation 0 % – 60% Net equity derivatives (1,848 ) Option pricing Equity volatility 20 % – 65% Net commodity derivatives (594 ) Discounted cash flows Forward commodity price $ 50 – $90 per barrel Collateralized loan obligations 772 Discounted cash flows Credit spread 289 bps – 399 bps 305 bps Prepayment speed 20 % 20 % Conditional default rate 2 % 2 % Loss severity 40 % 40 % 146 Market comparables Price $ — – $99 $ 70 Mortgage servicing rights (“MSRs”) 7,571 Discounted cash flows Refer to Note 16 Private equity investments 1,987 Market comparables EBITDA multiple 6.7x – 9.9x 8.3x Liquidity adjustment 0 % – 17% 8 % Long-term debt, other borrowed funds, and deposits (d) 15,661 Option pricing Interest rate correlation (54 )% – 99% Interest rate spread volatility 4 % – 26% Foreign exchange correlation 0 % – 60% Equity correlation (50 )% – 80% 1,717 Discounted cash flows Credit correlation 40 % – 90% (a) The categories presented in the table have been aggregated based upon the product type, which may differ from their classification on the Consolidated balance sheets. (b) The unobservable inputs and associated input ranges for approximately $450 million of credit derivative receivables and $396 million of credit derivative payables with underlying commercial mortgage risk have been included in the inputs and ranges provided for commercial mortgage-backed securities (“MBS”) and loans. (c) The unobservable inputs and associated input ranges for approximately $617 million of credit derivative receivables and $569 million of credit derivative payables with underlying asset-backed securities (“ABS”) risk have been included in the inputs and ranges provided for corporate debt securities, obligations of U.S. states and municipalities and other. (d) Long-term debt, other borrowed funds and deposits include structured notes issued by the Firm that are predominantly financial instruments containing embedded derivatives. The estimation of the fair value of structured notes is predominantly based on the derivative features embedded within the instruments. The significant unobservable inputs are broadly consistent with those presented for derivative receivables.
Changes in level 3 recurring fair value measurements	The following tables include a rollforward of the Consolidated balance sheets amounts (including changes in fair value) for financial instruments classified by the Firm within level 3 of the fair value hierarchy for the three and six months ended June 30, 2015 and 2014. When a determination is made to classify a financial instrument within level 3, the determination is based on the significance of the unobservable parameters to the overall fair value measurement. However, level 3 financial instruments typically include, in addition to the unobservable or level 3 components, observable components (that is, components that are actively quoted and can be validated to external sources); accordingly, the gains and losses in the table below include changes in fair value due in part to observable factors that are part of the valuation methodology. Also, the Firm risk-manages the observable components of level 3 financial instruments using securities and derivative positions that are classified within level 1 or 2 of the fair value hierarchy; as these level 1 and level 2 risk management instruments are not included below, the gains or losses in the following tables do not reflect the effect of the Firm’s risk management activities related to such level 3 instruments. Fair value measurements using significant unobservable inputs Three months ended June 30, 2015 (in millions) Fair value at April 1, 2015 Total realized/unrealized gains/(losses) Transfers into and/or out of level 3 (h) Fair value at June 30, 2015 Change in unrealized gains/(losses) related to financial instruments held at June 30, 2015 Purchases (g) Sales Settlements Assets: Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies $ 888 $ 91 $ 108 $ (148 ) $ (34 ) $ (4 ) $ 901 $ 84 Residential – nonagency 449 54 25 (116 ) (4 ) (285 ) 123 28 Commercial – nonagency 211 2 98 (49 ) (6 ) (118 ) 138 (2 ) Total mortgage-backed securities 1,548 147 231 (313 ) (44 ) (407 ) 1,162 110 Obligations of U.S. states and municipalities 1,331 3 47 (39 ) (2 ) (93 ) 1,247 3 Non-U.S. government debt securities 180 8 54 (20 ) (11 ) (3 ) 208 16 Corporate debt securities 2,759 5 288 (313 ) 57 (1,853 ) 943 10 Loans 10,763 294 1,160 (1,152 ) (350 ) (1,152 ) 9,563 264 Asset-backed securities 1,233 21 737 (371 ) (26 ) (55 ) 1,539 15 Total debt instruments 17,814 478 2,517 (2,208 ) (376 ) (3,563 ) 14,662 418 Equity securities 317 8 21 (13 ) (14 ) (9 ) 310 9 Other 1,041 80 450 (451 ) (137 ) (14 ) 969 (3 ) Total trading assets – debt and equity instruments 19,172 566 (c) 2,988 (2,672 ) (527 ) (3,586 ) 15,941 424 (c) Net derivative receivables: (a) Interest rate 650 351 133 (84 ) (98 ) (93 ) 859 309 Credit 275 17 1 (1 ) 107 33 432 22 Foreign exchange 707 118 8 (8 ) (187 ) (233 ) 405 245 Equity (2,745 ) 801 216 (383 ) 93 170 (1,848 ) 621 Commodity (735 ) 129 — — 47 (35 ) (594 ) 180 Total net derivative receivables (1,848 ) 1,416 (c) 358 (476 ) (38 ) (158 ) (746 ) 1,377 (c) Available-for-sale securities: Asset-backed securities 881 2 — — (21 ) — 862 2 Other 122 — — — (10 ) (99 ) 13 — Total available-for-sale securities 1,003 2 (d) — — (31 ) (99 ) 875 2 (d) Loans 2,222 85 (c) 297 — (309 ) — 2,295 83 (c) Mortgage servicing rights 6,641 794 (e) 583 (218 ) (229 ) — 7,571 794 (e) Other assets: Private equity investments 2,314 11 (c) 7 (27 ) (295 ) (23 ) 1,987 (14 ) (c) All other 894 12 (f) 11 (57 ) (21 ) — 839 3 (f) Fair value measurements using significant unobservable inputs Three months ended Fair value at April 1, 2015 Total realized/unrealized (gains)/losses Transfers into and/or out of level 3 (h) Fair value at Change in unrealized (gains)/losses related Purchases Sales Issuances Settlements Liabilities: (b) Deposits $ 3,340 $ (156 ) (c) $ — $ — $ 673 $ (30 ) $ (299 ) $ 3,528 $ (139 ) (c) Other borrowed funds 1,116 (4 ) (c) 45 — 1,274 (1,161 ) (9 ) 1,261 38 (c) Trading liabilities – debt and equity instruments 82 2 (c) (23 ) 21 — (5 ) (5 ) 72 2 (c) Accounts payable and other liabilities 23 — — — — — — 23 — Beneficial interests issued by consolidated VIEs 1,023 36 (c) (16 ) — 284 (187 ) — 1,140 26 (c) Long-term debt 12,003 (92 ) (c) — — 2,546 (1,774 ) (94 ) 12,589 19 (c) Fair value measurements using significant unobservable inputs Three months ended June 30, 2014 (in millions) Fair value at April 1, 2014 Total realized/unrealized gains/(losses) Transfers into and/or out of level 3 (h) Fair value at Change in unrealized gains/(losses) related to financial instruments held at June 30, 2014 Purchases (g) Sales Settlements Assets: Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies $ 1,150 $ 27 $ 12 $ (12 ) $ (33 ) $ (19 ) $ 1,125 $ 28 Residential – nonagency 715 67 181 (314 ) (12 ) (94 ) 543 21 Commercial – nonagency 465 8 260 (187 ) (34 ) (185 ) 327 — Total mortgage-backed securities 2,330 102 453 (513 ) (79 ) (298 ) 1,995 49 Obligations of U.S. states and municipalities 1,219 (35 ) — (105 ) — — 1,079 (44 ) Non-U.S. government debt securities 52 3 25 (3 ) (1 ) 52 128 3 Corporate debt securities 4,873 130 1,163 (663 ) (823 ) 113 4,793 74 Loans 12,521 372 3,129 (1,108 ) (1,172 ) (221 ) 13,521 376 Asset-backed securities 1,156 46 807 (776 ) (151 ) 134 1,216 32 Total debt instruments 22,151 618 5,577 (3,168 ) (2,226 ) (220 ) 22,732 490 Equity securities 868 19 49 (56 ) (22 ) (167 ) 691 83 Physical commodities 3 — — — — — 3 — Other 1,284 266 656 (127 ) (67 ) 329 2,341 173 Total trading assets – debt and equity instruments 24,306 903 (c) 6,282 (3,351 ) (2,315 ) (58 ) 25,767 746 (c) Net derivative receivables: (a) Interest rate 2,090 2 50 (63 ) (427 ) (119 ) 1,533 (49 ) Credit 244 (124 ) 164 (21 ) (79 ) (50 ) 134 (91 ) Foreign exchange (1,282 ) (143 ) 33 (3 ) 206 (5 ) (1,194 ) (141 ) Equity (1,060 ) (143 ) (i) 57 (i) (547 ) (i) (74 ) (i) (439 ) (i) (2,206 ) (204 ) Commodity (58 ) (18 ) — — 29 (75 ) (122 ) 16 Total net derivative receivables (66 ) (426 ) (c)(i) 304 (i) (634 ) (i) (345 ) (i) (688 ) (i) (1,855 ) (469 ) (c) Available-for-sale securities: Asset-backed securities 1,127 (9 ) 225 — (21 ) — 1,322 (9 ) Other 1,190 1 122 — (27 ) (772 ) 514 2 Total available-for-sale securities 2,317 (8 ) (d) 347 — (48 ) (772 ) 1,836 (7 ) (d) Loans 2,271 40 (c) 2,396 — (480 ) — 4,227 21 (c) Mortgage servicing rights 8,552 (149 ) (e) 181 2 (239 ) — 8,347 (149 ) (e) Other assets: Private equity investments 4,946 144 (c) 22 (470 ) (8 ) (4 ) 4,630 128 (c) All other 1,295 17 (f) 3 (102 ) (14 ) — 1,199 17 (f) Fair value measurements using significant unobservable inputs Fair value at April 1, 2014 Fair value at April 1, 2014 Total realized/unrealized (gains)/losses Transfers into and/or out of level 3 (h) Fair value at Change in unrealized (gains)/losses related Purchases Sales Issuances Settlements Liabilities: (b) Deposits $ 2,386 $ 74 (c) $ — $ — $ 519 $ (24 ) $ (117 ) $ 2,838 $ 63 (c) Other borrowed funds 1,535 (132 ) (c) — — 1,343 (1,380 ) 172 1,538 (30 ) (c) Trading liabilities – debt and equity instruments 101 (4 ) (c) (46 ) 71 — (4 ) (38 ) 80 1 (c) Accounts payable and other liabilities — 27 (f) — — — — — 27 27 (f) Beneficial interests issued by consolidated VIEs 1,160 54 (c) — — 4 (54 ) (102 ) 1,062 58 (c) Long-term debt 11,203 437 (c) — — 1,912 (1,369 ) (437 ) 11,746 410 (c) Fair value measurements using significant unobservable inputs Six months ended Fair value at January 1, 2015 Total realized/unrealized gains/(losses) Transfers into and/or out of level 3 (h) Fair value at Change in unrealized gains/(losses) related Purchases (g) Sales Settlements Assets: Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies $ 922 $ 38 $ 182 $ (165 ) $ (74 ) $ (2 ) $ 901 $ 40 Residential – nonagency 663 44 177 (463 ) (10 ) (288 ) 123 26 Commercial – nonagency 306 (9 ) 180 (200 ) (14 ) (125 ) 138 (6 ) Total mortgage-backed securities 1,891 73 539 (828 ) (98 ) (415 ) 1,162 60 Obligations of U.S. states and municipalities 1,273 13 191 (110 ) (27 ) (93 ) 1,247 12 Non-U.S. government debt securities 302 9 155 (112 ) (42 ) (104 ) 208 19 Corporate debt securities 2,989 (50 ) 821 (809 ) (35 ) (1,973 ) 943 18 Loans 13,287 9 1,896 (3,149 ) (819 ) (1,661 ) 9,563 (67 ) Asset-backed securities 1,264 (16 ) 1,296 (892 ) 6 (119 ) 1,539 (14 ) Total debt instruments 21,006 38 4,898 (5,900 ) (1,015 ) (4,365 ) 14,662 28 Equity securities 431 46 50 (123 ) (17 ) (77 ) 310 51 Other 1,052 88 1,111 (1,035 ) (216 ) (31 ) 969 14 Total trading assets – debt and equity instruments 22,489 172 (c) 6,059 (7,058 ) (1,248 ) (4,473 ) 15,941 93 (c) Net derivative receivables: (a) Interest rate 626 493 442 (158 ) (353 ) (191 ) 859 541 Credit 189 94 10 (4 ) 126 17 432 195 Foreign exchange (526 ) 945 13 (11 ) 14 (30 ) 405 551 Equity (1,785 ) 325 424 (672 ) (262 ) 122 (1,848 ) 137 Commodity (565 ) 89 — — (51 ) (67 ) (594 ) (101 ) Total net derivative receivables (2,061 ) 1,946 (c) 889 (845 ) (526 ) (149 ) (746 ) 1,323 (c) Available-for-sale securities: Asset-backed securities 908 (7 ) 49 (43 ) (45 ) — 862 (2 ) Other 129 — — — (17 ) (99 ) 13 — Total available-for-sale securities 1,037 (7 ) (d) 49 (43 ) (62 ) (99 ) 875 (2 ) (d) Loans 2,541 (120 ) (c) 417 (83 ) (460 ) — 2,295 (118 ) (c) Mortgage servicing rights 7,436 215 (e) 739 (375 ) (444 ) — 7,571 215 (e) Other assets: Private equity investments 2,475 47 (c) 7 (27 ) (366 ) (149 ) 1,987 (16 ) (c) All other 965 10 (f) 65 (143 ) (58 ) — 839 (16 ) (f) Fair value measurements using significant unobservable inputs Six months ended Fair value at January 1, 2015 Total realized/unrealized (gains)/losses Transfers into and/or out of level 3 (h) Fair value at Change in unrealized (gains)/losses related Purchases Sales Issuances Settlements Liabilities: (b) Deposits $ 2,859 $ (64 ) (c) $ — $ — $ 1,448 $ (145 ) $ (570 ) $ 3,528 $ 7 (c) Other borrowed funds 1,453 (123 ) (c) 45 — 2,322 (2,142 ) (294 ) 1,261 (122 ) (c) Trading liabilities – debt and equity instruments 72 5 (c) (131 ) 147 — (14 ) (7 ) 72 8 (c) Accounts payable and other liabilities 26 — (c) — — — (3 ) — 23 — (c) Beneficial interests issued by consolidated VIEs 1,146 (17 ) (c) (16 ) — 286 (259 ) — 1,140 — (c) Long-term debt 11,877 (197 ) (c) — (12 ) 5,383 (4,145 ) (317 ) 12,589 (37 ) (c) Fair value measurements using significant unobservable inputs Six months ended Fair value at January 1, 2014 Total realized/unrealized gains/(losses) Transfers into and/or out of level 3 (h) Fair value at Change in unrealized gains/(losses) related Purchases (g) Sales Settlements Assets: Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies $ 1,005 $ 30 $ 343 $ (174 ) $ (60 ) $ (19 ) $ 1,125 $ 32 Residential – nonagency 726 91 373 (514 ) (24 ) (109 ) 543 29 Commercial – nonagency 432 28 581 (481 ) (48 ) (185 ) 327 4 Total mortgage-backed securities 2,163 149 1,297 (1,169 ) (132 ) (313 ) 1,995 65 Obligations of U.S. states and municipalities 1,382 (13 ) — (290 ) — — 1,079 7 Non-U.S. government debt securities 143 19 435 (519 ) (2 ) 52 128 24 Corporate debt securities 5,920 368 2,360 (2,015 ) (1,664 ) (176 ) 4,793 280 Loans 13,455 691 5,287 (2,902 ) (2,718 ) (292 ) 13,521 882 Asset-backed securities 1,272 70 1,357 (1,332 ) (171 ) 20 1,216 43 Total debt instruments 24,335 1,284 10,736 (8,227 ) (4,687 ) (709 ) 22,732 1,301 Equity securities 867 100 85 (75 ) (30 ) (256 ) 691 147 Physical commodities 4 — — — (1 ) — 3 — Other 2,000 169 710 (178 ) (95 ) (265 ) 2,341 146 Total trading assets – debt and equity instruments 27,206 1,553 (c) 11,531 (8,480 ) (4,813 ) (1,230 ) 25,767 1,594 (c) Net derivative receivables: (a) Interest rate 2,379 26 98 (106 ) (765 ) (99 ) 1,533 (690 ) Credit 95 (239 ) 222 (21 ) 127 (50 ) 134 (186 ) Foreign exchange (1,200 ) (342 ) 94 (19 ) 255 18 (1,194 ) (291 ) Equity (1,063 ) (72 ) (i) 858 (i) (1,580 ) (i) 51 (i) (400 ) (i) (2,206 ) 343 Commodity 115 (172 ) 1 — (13 ) (53 ) (122 ) (156 ) Total net derivative receivables 326 (799 ) (c)(i) 1,273 (i) (1,726 ) (i) (345 ) (i) (584 ) (i) (1,855 ) (980 ) (c) Available-for-sale securities: Asset-backed securities 1,088 (11 ) 225 (2 ) (41 ) 63 1,322 (11 ) Other 1,234 (2 ) 122 — (68 ) (772 ) 514 (1 ) Total available-for-sale securities 2,322 (13 ) (d) 347 (2 ) (109 ) (709 ) 1,836 (12 ) (d) Loans 1,931 72 (c) 3,080 (142 ) (714 ) — 4,227 47 (c) Mortgage servicing rights 9,614 (971 ) (e) 376 (186 ) (486 ) — 8,347 (971 ) (e) Other assets: Private equity investments 5,817 240 (c) 103 (1,488 ) (308 ) 266 4,630 109 (c) All other 1,382 (3 ) (f) 6 (130 ) (56 ) — 1,199 (3 ) (f) Fair value measurements using significant unobservable inputs Six months ended Fair value at January 1, 2014 Total realized/unrealized (gains)/losses Transfers into and/or out of level 3 (h) Fair value at Change in unrealized (gains)/ losses related instruments held at June 30, 2014 Purchases Sales Issuances Settlements Liabilities: (b) Deposits $ 2,255 $ 111 (c) $ — $ — $ 809 $ (66 ) $ (271 ) $ 2,838 $ 98 (c) Other borrowed funds 2,074 (93 ) (c) — — 2,676 (3,487 ) 368 1,538 84 (c) Trading liabilities – debt and equity instruments 113 (4 ) (c) (262 ) 279 — (8 ) (38 ) 80 1 (c) Accounts payable and other liabilities — 27 (f) — — — — — 27 27 (f) Beneficial interests issued by consolidated VIEs 1,240 101 (c) — — 82 (259 ) (102 ) 1,062 88 (c) Long-term debt 10,008 539 (c) — — 3,744 (2,379 ) (166 ) 11,746 585 (c) Note: Effective April 1, 2015, the Firm adopted new accounting guidance for certain investments where the Firm measures fair value using the net asset value per share (or its equivalent) as a practical expedient and excluded them from the fair value hierarchy. Accordingly, such investments are not included within these tables. The guidance was required to be applied retrospectively, and accordingly, prior period amounts have been revised to conform with the current period presentation. For further information, see page 92 . (a) All level 3 derivatives are presented on a net basis, irrespective of the underlying counterparty. (b) Level 3 liabilities as a percentage of total Firm liabilities accounted for at fair value (including liabilities measured at fair value on a nonrecurring basis) was 15% at both June 30, 2015, and December 31, 2014. (c) Predominantly reported in principal transactions revenue, except for changes in fair value for Consumer & Community Banking mortgage loans, lending-related commitments originated with the intent to sell, and mortgage loan purchase commitments, which are reported in mortgage fees and related income. (d) Realized gains/(losses) on available-for-sale (“AFS”) securities, as well as other-than-temporary impairment losses that are recorded in earnings, are reported in securities gains. Unrealized gains/(losses) are reported in OCI. Realized gains/(losses) and foreign exchange remeasurement adjustments recorded in income on AFS securities were zero and $(11) million for the three months ended June 30, 2015 and 2014 and $(7) million and $(12) million for the six months ended June 30, 2015 and 2014, respectively. Unrealized gains/(losses) recorded on AFS securities in OCI were $2 million and $3 million for the three months ended June 30, 2015 and 2014 and $161 million and $(1) million for the six months ended June 30, 2015 and 2014 respectively. (e) Changes in fair value for CCB mortgage servicing rights are reported in mortgage fees and related income. (f) Predominantly reported in other income. (g) Loan originations are included in purchases. (h) All transfers into and/or out of level 3 are assumed to occur at the beginning of the quarterly reporting period in which they occur. (i) The prior period amounts have been revised. The revision had no impact on the Firm’s Consolidated balance sheets or its results of operations.
Credit adjustments	The following table provides the credit and funding adjustments, excluding the effect of any associated hedging activities, reflected within the Consolidated balance sheets as of the dates indicated. (in millions) Jun 30, 2015 Dec 31, 2014 Derivative receivables balance (a) $ 67,451 $ 78,975 Derivative payables balance (a) 59,026 71,116 Derivatives CVA (b) (2,152 ) (2,674 ) Derivatives DVA and FVA (b)(c) (317 ) (380 ) Structured notes balance (a)(d) 56,788 53,772 Structured notes DVA and FVA (b)(e) 1,803 1,152 (a) Balances are presented net of applicable credit valuation adjustments (“CVA”) and debit valuation adjustments (“DVA”)/funding valuation adjustments (“FVA”). (b) Positive CVA and DVA/FVA represent amounts that increased receivable balances or decreased payable balances; negative CVA and DVA/FVA represent amounts that decreased receivable balances or increased payable balances. (c) At June 30, 2015, and December 31, 2014, included derivatives DVA of $771 million and $714 million , respectively. (d) Structured notes are predominantly financial instruments containing embedded derivatives that are measured at fair value based on the Firm’s election under the fair value option. At June 30, 2015 , and December 31, 2014, included $1.7 billion and $943 million , respectively, of financial instruments with no embedded derivative for which the fair value option has also been elected. For further information on these elections, see Note 4. (e) At June 30, 2015, and December 31, 2014, included structured notes DVA of $1.7 billion and $1.4 billion , respectively.
Impact of credit adjustments on earnings	The following table provides the impact of credit and funding adjustments on principal transactions revenue in the respective periods, excluding the effect of any associated hedging activities. Three months ended June 30, Six months ended June 30, (in millions) 2015 2014 2015 2014 Credit adjustments: Derivatives CVA $ 341 $ 272 $ 522 $ 253 Derivatives DVA and FVA (a) 204 (36 ) 63 (161 ) Structured notes DVA and FVA (b) 503 162 651 179 (a) Included derivatives DVA of $44 million and $(1) million for the three months ended June 30, 2015 and 2014, respectively, and $57 million and $(95) million for the six months ended June 30, 2015 and 2014, respectively. (b) Included structured notes DVA of $215 million and $134 million for the three months ended June 30, 2015 and 2014, respectively, and $323 million and $19 million for the six months ended June 30, 2015 and 2014, respectively.
Carrying value and estimated fair value of financial assets and liabilities	The following table presents the carrying values and estimated fair values at June 30, 2015 , and December 31, 2014 , of financial assets and liabilities, excluding financial instruments which are carried at fair value on a recurring basis, and information is provided on their classification within the fair value hierarchy. For additional information regarding the financial instruments within the scope of this disclosure, and the methods and significant assumptions used to estimate their fair value, see Note 3 of JPMorgan Chase’s 2014 Annual Report. June 30, 2015 December 31, 2014 Estimated fair value hierarchy Estimated fair value hierarchy (in billions) Carrying value Level 1 Level 2 Level 3 Total estimated fair value Carrying value Level 1 Level 2 Level 3 Total estimated fair value Financial assets Cash and due from banks $ 24.1 $ 24.1 $ — $ — $ 24.1 $ 27.8 $ 27.8 $ — $ — $ 27.8 Deposits with banks 398.8 395.2 3.6 — 398.8 484.5 480.4 4.1 — 484.5 Accrued interest and accounts receivable 69.6 — 69.4 0.2 69.6 70.1 — 70.0 0.1 70.1 Federal funds sold and securities purchased under resale agreements 184.2 — 184.2 — 184.2 187.2 — 187.2 — 187.2 Securities borrowed 98.0 — 98.0 — 98.0 109.4 — 109.4 — 109.4 Securities, held-to-maturity (a) 51.6 — 52.7 — 52.7 49.3 — 51.2 — 51.2 Loans, net of allowance for loan losses (b) 774.9 — 22.7 757.3 780.0 740.5 — 21.8 723.1 744.9 Other 65.2 — 56.6 13.1 69.7 64.7 — 55.7 13.3 69.0 Financial liabilities Deposits $ 1,275.8 $ — $ 1,274.7 $ 1.2 $ 1,275.9 $ 1,354.6 $ — $ 1,353.6 $ 1.2 $ 1,354.8 Federal funds purchased and securities loaned or sold under repurchase agreements 177.4 — 177.3 — 177.3 189.1 — 189.1 — 189.1 Commercial paper 42.2 — 42.2 — 42.2 66.3 — 66.3 — 66.3 Other borrowed funds 16.1 — 16.1 — 16.1 15.5 15.5 — 15.5 Accounts payable and other liabilities 163.5 — 160.9 2.4 163.3 176.7 — 173.7 2.9 176.6 Beneficial interests issued by consolidated VIEs 48.7 — 46.8 1.9 48.7 50.2 — 48.2 2.0 50.2 Long-term debt and junior subordinated deferrable interest debentures (c) 255.4 — 257.3 4.0 261.3 246.6 — 251.6 3.8 255.4 (a) Carrying value includes unamortized discount or premium. (b) Fair value is typically estimated using a discounted cash flow model that incorporates the characteristics of the underlying loans (including principal, contractual interest rate and contractual fees) and other key inputs, including expected lifetime credit losses, interest rates, prepayment rates, and primary origination or secondary market spreads. For certain loans, the fair value is measured based on the value of the underlying collateral. The difference between the estimated fair value and carrying value of a financial asset or liability is the result of the different methodologies used to determine fair value as compared with carrying value. For example, credit losses are estimated for a financial asset’s remaining life in a fair value calculation but are estimated for a loss emergence period in the allowance for loan loss calculation; future loan income (interest and fees) is incorporated in a fair value calculation but is generally not considered in the allowance for loan losses. For a further discussion of the Firm’s methodologies for estimating the fair value of loans and lending-related commitments, see Valuation hierarchy on pages 181–184 of JPMorgan Chase’s 2014 Annual Report. (c) Carrying value includes unamortized original issue discount and other valuation adjustments.
The carrying value and estimated fair value of wholesale lending- related commitments	The majority of the Firm’s lending-related commitments are not carried at fair value on a recurring basis on the Consolidated Balance Sheets, nor are they actively traded. The carrying value and estimated fair value of the Firm’s wholesale lending-related commitments were as follows for the periods indicated. June 30, 2015 December 31, 2014 Estimated fair value hierarchy Estimated fair value hierarchy (in billions) Carrying value (a) Level 1 Level 2 Level 3 Total estimated fair value Carrying value (a) Level 1 Level 2 Level 3 Total estimated fair value Wholesale lending-related commitments $ 0.6 $ — $ — $ 1.6 $ 1.6 $ 0.6 $ — $ — $ 1.6 $ 1.6 (a) Represents the allowance for wholesale lending-related commitments. Excludes the current carrying values of the guarantee liability and the offsetting asset, each of which are recognized at fair value at the inception of guarantees.

Fair Value Option (Tables)

Fair Value Option (Tables)	6 Months Ended
	Jun. 30, 2015
Fair Value Option [Abstract]
Changes in fair value under the fair value option election	The following table presents the changes in fair value included in the Consolidated statements of income for the three and six months ended June 30, 2015 and 2014, for items for which the fair value option was elected. The profit and loss information presented below only includes the financial instruments that were elected to be measured at fair value; related risk management instruments, which are required to be measured at fair value, are not included in the table. Three months ended June 30, 2015 2014 (in millions) Principal transactions All other income Total changes in fair value recorded Principal transactions All other income Total changes in fair value recorded Federal funds sold and securities purchased under resale agreements $ (99 ) $ — $ (99 ) $ 96 $ — $ 96 Securities borrowed (2 ) — (2 ) (2 ) — (2 ) Trading assets: Debt and equity instruments, excluding loans 139 1 (c) 140 245 3 (c) 248 Loans reported as trading assets: Changes in instrument-specific credit risk 59 10 (c) 69 391 3 (c) 394 Other changes in fair value (15 ) 100 (c) 85 38 400 (c) 438 Loans: Changes in instrument-specific credit risk — — — 20 — 20 Other changes in fair value — — — 24 — 24 Other assets 2 3 (d) 5 7 (1 ) (d) 6 Deposits (a) 162 — 162 (107 ) — (107 ) Federal funds purchased and securities loaned or sold under repurchase agreements 18 — 18 (18 ) — (18 ) Other borrowed funds (a) 115 — 115 (911 ) — (911 ) Trading liabilities (12 ) — (12 ) (3 ) — (3 ) Beneficial interests issued by consolidated VIEs 26 — 26 (48 ) — (48 ) Other liabilities — — — (27 ) — (27 ) Long-term debt: Changes in instrument-specific credit risk (a) 209 — 209 82 — 82 Other changes in fair value (b) 728 — 728 (773 ) — (773 ) Six months ended June 30, 2015 2014 (in millions) Principal transactions All other income Total changes in fair value recorded Principal transactions All other income Total changes in fair value recorded Federal funds sold and securities purchased under resale agreements $ (26 ) $ — $ (26 ) $ 56 $ — $ 56 Securities borrowed (4 ) — (4 ) (5 ) — (5 ) Trading assets: Debt and equity instruments, excluding loans 519 1 (c) 520 475 1 (c) 476 Loans reported as trading assets: Changes in instrument-specific credit risk 211 13 (c) 224 754 12 (c) 766 Other changes in fair value 112 380 (c) 492 102 692 (c) 794 Loans: Changes in instrument-specific credit risk 1 — 1 28 — 28 Other changes in fair value — — — 31 — 31 Other assets 62 9 (d) 71 12 (74 ) (d) (62 ) Deposits (a) 37 — 37 (211 ) — (211 ) Federal funds purchased and securities loaned or sold under repurchase agreements 9 — 9 (34 ) — (34 ) Other borrowed funds (a) 106 — 106 (1,171 ) — (1,171 ) Trading liabilities (14 ) — (14 ) (9 ) — (9 ) Beneficial interests issued by consolidated VIEs 44 — 44 (137 ) — (137 ) Other liabilities — — — (27 ) — (27 ) Long-term debt: Changes in instrument-specific credit risk (a) 325 — 325 5 — 5 Other changes in fair value (b) 350 — 350 (791 ) — (791 ) (a) Total changes in instrument-specific credit risk (DVA) related to structured notes were $215 million and $134 million for the three months ended June 30, 2015 and 2014, respectively, and $323 million and $19 million for the six months ended June 30, 2015 and 2014, respectively. These totals include such changes for structured notes classified within deposits and other borrowed funds, as well as long-term debt. (b) Structured notes are predominantly financial instruments containing embedded derivatives. Where present, the embedded derivative is the primary driver of risk. Although the risk associated with the structured notes is actively managed, the gains/(losses) reported in this table do not include the income statement impact of the risk management instruments used to manage such risk. (c) Reported in mortgage fees and related income. (d) Reported in other income.
Difference between aggregate fair value and aggregate remaining contractual principal balance outstanding	The following table reflects the difference between the aggregate fair value and the aggregate remaining contractual principal balance outstanding as of June 30, 2015 , and December 31, 2014 , for loans, long-term debt and long-term beneficial interests for which the fair value option has been elected. June 30, 2015 December 31, 2014 (in millions) Contractual principal outstanding Fair value Fair value over/(under) contractual principal outstanding Contractual principal outstanding Fair value Fair value over/(under) contractual principal outstanding Loans (a) Nonaccrual loans Loans reported as trading assets $ 4,096 $ 1,097 $ (2,999 ) $ 3,847 $ 905 $ (2,942 ) Loans 7 7 — 7 7 — Subtotal 4,103 1,104 (2,999 ) 3,854 912 (2,942 ) All other performing loans Loans reported as trading assets 34,729 32,885 (1,844 ) 37,608 35,462 (2,146 ) Loans 2,267 2,262 (5 ) 2,397 2,389 (8 ) Total loans $ 41,099 $ 36,251 $ (4,848 ) $ 43,859 $ 38,763 $ (5,096 ) Long-term debt Principal-protected debt $ 14,747 (c) $ 14,690 $ (57 ) $ 14,660 (c) $ 15,484 $ 824 Nonprincipal-protected debt (b) NA 16,626 NA NA 14,742 NA Total long-term debt NA $ 31,316 NA NA $ 30,226 NA Long-term beneficial interests Nonprincipal-protected debt (b) NA $ 1,330 NA NA $ 2,162 NA Total long-term beneficial interests NA $ 1,330 NA NA $ 2,162 NA (a) There were no performing loans that were ninety days or more past due as of June 30, 2015 , and December 31, 2014 , respectively. (b) Remaining contractual principal is not applicable to nonprincipal-protected notes. Unlike principal-protected structured notes, for which the Firm is obligated to return a stated amount of principal at the maturity of the note, nonprincipal-protected structured notes do not obligate the Firm to return a stated amount of principal at maturity, but to return an amount based on the performance of an underlying variable or derivative feature embedded in the note. However, investors are exposed to the credit risk of the Firm as issuer for both nonprincipal-protected and principal protected notes. (c) Where the Firm issues principal-protected zero-coupon or discount notes, the balance reflected as the remaining contractual principal is the final principal payment at maturity.
Fair value option, structured notes by balance sheet classification and primary embedded derivative risk	The table below presents the fair value of the structured notes issued by the Firm, by balance sheet classification and the primary risk to which the structured notes’ embedded derivative relates. June 30, 2015 December 31, 2014 (in millions) Long-term debt Other borrowed funds Deposits Total Long-term debt Other borrowed funds Deposits Total Risk exposure Interest rate $ 10,580 $ 99 $ 3,960 $ 14,639 $ 10,858 $ 460 $ 2,119 $ 13,437 Credit 4,353 418 — 4,771 4,023 450 — 4,473 Foreign exchange 1,454 196 12 1,662 2,150 211 17 2,378 Equity 13,416 12,300 4,745 30,461 12,348 12,412 4,415 29,175 Commodity 828 229 2,503 3,560 710 644 2,012 3,366 Total structured notes $ 30,631 $ 13,242 $ 11,220 $ 55,093 $ 30,089 $ 14,177 $ 8,563 $ 52,829

Derivative Instruments (Tables)

Derivative Instruments (Tables)	6 Months Ended
	Jun. 30, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Schedule of uses and disclosure of derivatives	The following table outlines the Firm’s primary uses of derivatives and the related hedge accounting designation or disclosure category. Type of Derivative Use of Derivative Designation and disclosure Affected segment or unit 10-Q page reference Manage specifically identified risk exposures in qualifying hedge accounting relationships: ◦ Interest rate Hedge fixed rate assets and liabilities Fair value hedge Corporate 111 –112 ◦ Interest rate Hedge floating-rate assets and liabilities Cash flow hedge Corporate 112 –113 ◦ Foreign exchange Hedge foreign currency-denominated assets and liabilities Fair value hedge Corporate 111 –112 ◦ Foreign exchange Hedge forecasted revenue and expense Cash flow hedge Corporate 112 –113 ◦ Foreign exchange Hedge the value of the Firm’s investments in non-U.S. subsidiaries Net investment hedge Corporate 114 ◦ Commodity Hedge commodity inventory Fair value hedge CIB 111 –112 Manage specifically identified risk exposures not designated in qualifying hedge accounting relationships: ◦ Interest rate Manage the risk of the mortgage pipeline, warehouse loans and MSRs Specified risk management CCB 114 ◦ Credit Manage the credit risk of wholesale lending exposures Specified risk management CIB 114 ◦ Commodity Manage the risk of certain commodities-related contracts and investments Specified risk management CIB 114 ◦ Interest rate and foreign exchange Manage the risk of certain other specified assets and liabilities Specified risk management Corporate 114 Market-making derivatives and other activities: ◦ Various Market-making and related risk management Market-making and other CIB 114 ◦ Various Other derivatives Market-making and other CIB, Corporate 114
Notional amount of derivative contracts	The following table summarizes the notional amount of derivative contracts outstanding as of June 30, 2015 , and December 31, 2014 . Notional amounts (b) (in billions) June 30, 2015 December 31, 2014 Interest rate contracts Swaps $ 23,790 $ 29,734 Futures and forwards 7,108 10,189 Written options 3,735 3,903 Purchased options 4,120 4,259 Total interest rate contracts 38,753 48,085 Credit derivatives (a) 3,681 4,249 Foreign exchange contracts Cross-currency swaps 3,262 3,346 Spot, futures and forwards 4,810 4,669 Written options 750 790 Purchased options 758 780 Total foreign exchange contracts 9,580 9,585 Equity contracts Swaps 237 206 Futures and forwards 59 50 Written options 414 432 Purchased options 357 375 Total equity contracts 1,067 1,063 Commodity contracts Swaps 114 126 Spot, futures and forwards 162 193 Written options 175 181 Purchased options 176 180 Total commodity contracts 627 680 Total derivative notional amounts $ 53,708 $ 63,662 (a) For more information on volumes and types of credit derivative contracts, see the Credit derivatives discussion on pages 115–116 of this Note. (b) Represents the sum of gross long and gross short third-party notional derivative contracts.
Impact of derivatives on the Consolidated Balance Sheets	The following table summarizes information on derivative receivables and payables (before and after netting adjustments) that are reflected on the Firm’s Consolidated balance sheets as of June 30, 2015 , and December 31, 2014 , by accounting designation (e.g., whether the derivatives were designated in qualifying hedge accounting relationships or not) and contract type. Free-standing derivative receivables and payables (a) Gross derivative receivables Gross derivative payables June 30, 2015 Not designated as hedges Designated as hedges Total derivative receivables Net derivative receivables (b) Not designated as hedges Designated as hedges Total derivative payables Net derivative payables (b) Trading assets and liabilities Interest rate $ 652,504 $ 4,159 $ 656,663 $ 31,323 $ 619,496 $ 2,361 $ 621,857 $ 13,880 Credit 54,577 — 54,577 1,321 53,830 — 53,830 1,262 Foreign exchange 174,062 788 174,850 18,340 188,047 1,606 189,653 18,456 Equity 42,390 — 42,390 6,058 47,978 — 47,978 11,539 Commodity 29,065 867 29,932 10,409 32,667 12 32,679 13,889 Total fair value of trading assets and liabilities $ 952,598 $ 5,814 $ 958,412 $ 67,451 $ 942,018 $ 3,979 $ 945,997 $ 59,026 Gross derivative receivables Gross derivative payables December 31, 2014 Not designated as hedges Designated as hedges Total derivative receivables Net derivative receivables (b) Not designated as hedges Designated Total derivative payables Net derivative payables (b) Trading assets and liabilities Interest rate $ 944,885 $ 5,372 $ 950,257 $ 33,725 $ 915,368 $ 3,011 $ 918,379 $ 17,745 Credit 76,842 — 76,842 1,838 75,895 — 75,895 1,593 Foreign exchange 211,537 3,650 215,187 21,253 223,988 626 224,614 22,970 Equity 42,489 — 42,489 8,177 46,262 — 46,262 11,740 Commodity 43,151 502 43,653 13,982 45,455 168 45,623 17,068 Total fair value of trading assets and liabilities $ 1,318,904 $ 9,524 $ 1,328,428 $ 78,975 $ 1,306,968 $ 3,805 $ 1,310,773 $ 71,116 (a) Balances exclude structured notes for which the fair value option has been elected. See Note 4 for further information. (b) As permitted under U.S. GAAP, the Firm has elected to net derivative receivables and derivative payables and the related cash collateral receivables and payables when a legally enforceable master netting agreement exists.
Offsetting assets	The following table presents, as of June 30, 2015 , and December 31, 2014 , the gross and net derivative receivables by contract and settlement type. Derivative receivables have been netted on the Consolidated balance sheets against derivative payables and cash collateral payables to the same counterparty with respect to derivative contracts for which the Firm has obtained an appropriate legal opinion with respect to the master netting agreement. Where such a legal opinion has not been either sought or obtained, the receivables are not eligible under U.S. GAAP for netting on the Consolidated balance sheets, and are shown separately in the table below. June 30, 2015 December 31, 2014 (in millions) Gross derivative receivables Amounts netted on the Consolidated balance sheets Net derivative receivables Gross derivative receivables Amounts netted on the Consolidated balance sheets Net derivative receivables U.S. GAAP nettable derivative receivables Interest rate contracts: OTC $ 431,691 $ (406,111 ) $ 25,580 $ 542,107 $ (514,914 ) $ 27,193 OTC–cleared 219,247 (219,229 ) 18 401,656 (401,618 ) 38 Exchange-traded (a) — — — — — — Total interest rate contracts 650,938 (625,340 ) 25,598 943,763 (916,532 ) 27,231 Credit contracts: OTC 45,040 (44,287 ) 753 66,636 (65,720 ) 916 OTC–cleared 9,000 (8,969 ) 31 9,320 (9,284 ) 36 Total credit contracts 54,040 (53,256 ) 784 75,956 (75,004 ) 952 Foreign exchange contracts: OTC 170,584 (156,406 ) 14,178 208,803 (193,900 ) 14,903 OTC–cleared 107 (104 ) 3 36 (34 ) 2 Exchange-traded (a) — — — — — — Total foreign exchange contracts 170,691 (156,510 ) 14,181 208,839 (193,934 ) 14,905 Equity contracts: OTC 24,520 (23,514 ) 1,006 23,258 (22,826 ) 432 OTC–cleared — — — — — — Exchange-traded (a) 14,918 (12,818 ) 2,100 13,840 (11,486 ) 2,354 Total equity contracts 39,438 (36,332 ) 3,106 37,098 (34,312 ) 2,786 Commodity contracts: OTC 15,963 (7,265 ) 8,698 22,555 (14,327 ) 8,228 OTC–cleared — — — — — — Exchange-traded (a) 13,137 (12,258 ) 879 19,500 (15,344 ) 4,156 Total commodity contracts 29,100 (19,523 ) 9,577 42,055 (29,671 ) 12,384 Derivative receivables with appropriate legal opinion $ 944,207 $ (890,961 ) (b) $ 53,246 $ 1,307,711 $ (1,249,453 ) (b) $ 58,258 Derivative receivables where an appropriate legal opinion has not been either sought or obtained 14,205 14,205 20,717 20,717 Total derivative receivables recognized on the Consolidated balance sheets $ 958,412 $ 67,451 $ 1,328,428 $ 78,975 (a) Exchange-traded derivative amounts that relate to futures contracts are settled daily. (b) Included cash collateral netted of $67.2 billion and $74.0 billion at June 30, 2015 , and December 31, 2014 , respectively.
Offsetting liabilities	The following table presents, as of June 30, 2015 , and December 31, 2014 , the gross and net derivative payables by contract and settlement type. Derivative payables have been netted on the Consolidated balance sheets against derivative receivables and cash collateral receivables from the same counterparty with respect to derivative contracts for which the Firm has obtained an appropriate legal opinion with respect to the master netting agreement. Where such a legal opinion has not been either sought or obtained, the payables are not eligible under U.S. GAAP for netting on the Consolidated balance sheets, and are shown separately in the table below. June 30, 2015 December 31, 2014 (in millions) Gross derivative payables Amounts netted on the Consolidated balance sheets Net derivative payables Gross derivative payables Amounts netted on the Consolidated balance sheets Net derivative payables U.S. GAAP nettable derivative payables Interest rate contracts: OTC $ 410,875 $ (398,412 ) $ 12,463 $ 515,904 $ (503,384 ) $ 12,520 OTC–cleared 209,740 (209,565 ) 175 398,518 (397,250 ) 1,268 Exchange-traded (a) — — — — — — Total interest rate contracts 620,615 (607,977 ) 12,638 914,422 (900,634 ) 13,788 Credit contracts: OTC 44,305 (43,547 ) 758 65,432 (64,904 ) 528 OTC–cleared 9,024 (9,021 ) 3 9,398 (9,398 ) — Total credit contracts 53,329 (52,568 ) 761 74,830 (74,302 ) 528 Foreign exchange contracts: OTC 184,282 (171,105 ) 13,177 217,998 (201,578 ) 16,420 OTC–cleared 92 (92 ) — 66 (66 ) — Exchange-traded (a) — — — — — — Total foreign exchange contracts 184,374 (171,197 ) 13,177 218,064 (201,644 ) 16,420 Equity contracts: OTC 29,022 (23,621 ) 5,401 27,908 (23,036 ) 4,872 OTC–cleared — — — — — — Exchange-traded (a) 14,292 (12,818 ) 1,474 12,864 (11,486 ) 1,378 Total equity contracts 43,314 (36,439 ) 6,875 40,772 (34,522 ) 6,250 Commodity contracts: OTC 18,424 (6,532 ) 11,892 25,129 (13,211 ) 11,918 OTC–cleared — — — — — — Exchange-traded (a) 12,512 (12,258 ) 254 18,486 (15,344 ) 3,142 Total commodity contracts 30,936 (18,790 ) 12,146 43,615 (28,555 ) 15,060 Derivative payables with appropriate legal opinions $ 932,568 $ (886,971 ) (b) $ 45,597 $ 1,291,703 $ (1,239,657 ) (b) $ 52,046 Derivative payables where an appropriate legal opinion has not been either sought or obtained 13,429 13,429 19,070 19,070 Total derivative payables recognized on the Consolidated balance sheets $ 945,997 $ 59,026 $ 1,310,773 $ 71,116 (a) Exchange-traded derivative balances that relate to futures contracts are settled daily. (b) Included cash collateral netted of $63.2 billion and $64.2 billion related to OTC and OTC-cleared derivatives at June 30, 2015 , and December 31, 2014 , respectively.
Current credit risk of derivative receivables and liquidity risk of derivative payables	The following table shows the aggregate fair value of net derivative payables related to OTC and OTC-cleared derivatives that contain contingent collateral or termination features that may be triggered upon a ratings downgrade, and the associated collateral the Firm has posted in the normal course of business, at June 30, 2015 , and December 31, 2014 . OTC and OTC-cleared derivative payables containing downgrade triggers (in millions) June 30, 2015 December 31, 2014 Aggregate fair value of net derivative payables $ 29,340 $ 32,303 Collateral posted 24,006 27,585 The following table shows the impact of a single-notch and two-notch downgrade of the long-term issuer ratings of JPMorgan Chase & Co. and its subsidiaries, predominantly JPMorgan Chase Bank, National Association (“JPMorgan Chase Bank, N.A.”), at June 30, 2015 and December 31, 2014 , related to OTC and OTC-cleared derivative contracts with contingent collateral or termination features that may be triggered upon a ratings downgrade. Derivatives contracts generally require additional collateral to be posted or terminations to be triggered when the predefined threshold rating is breached. A downgrade by a single rating agency that does not result in a rating lower than a preexisting corresponding rating provided by another major rating agency will generally not result in additional collateral, except in certain instances in which additional initial margin may be required upon a ratings downgrade, or in termination payments requirements. The liquidity impact in the table is calculated based upon a downgrade below the lowest current rating of the rating agencies referred to in the derivative contract. Liquidity impact of downgrade triggers on OTC and OTC-cleared derivatives June 30, 2015 December 31, 2014 (in millions) Single-notch downgrade Two-notch downgrade Single-notch downgrade Two-notch downgrade Amount of additional collateral to be posted upon downgrade (a) $ 891 $ 3,422 $ 1,046 $ 3,331 Amount required to settle contracts with termination triggers upon downgrade (b) 264 1,005 366 1,388 (a) Includes the additional collateral to be posted for initial margin. (b) Amounts represent fair values of derivative payables, and do not reflect collateral posted. The following tables present information regarding certain financial instrument collateral received and transferred as of June 30, 2015 , and December 31, 2014 , that is not eligible for net presentation under U.S. GAAP. The collateral included in these tables relates only to the derivative instruments for which appropriate legal opinions have been obtained; excluded are (i) additional collateral that exceeds the fair value exposure and (ii) all collateral related to derivative instruments where an appropriate legal opinion has not been either sought or obtained. Derivative receivable collateral June 30, 2015 December 31, 2014 (in millions) Net derivative receivables Collateral not nettable on the Consolidated balance sheets Net exposure Net derivative receivables Collateral not nettable on the Consolidated balance sheets Net exposure Derivative receivables with appropriate legal opinions $ 53,246 $ (13,214 ) (a) $ 40,032 $ 58,258 $ (16,194 ) (a) $ 42,064 Derivative payable collateral (b) June 30, 2015 December 31, 2014 (in millions) Net derivative payables Collateral not nettable on the Consolidated balance sheets Net amount (c) Net derivative payables Collateral not nettable on the Consolidated balance sheets Net amount (c) Derivative payables with appropriate legal opinions $ 45,597 $ (9,093 ) (a) $ 36,504 $ 52,046 $ (10,505 ) (a) $ 41,541 (a) Represents liquid security collateral as well as cash collateral held at third party custodians. For some counterparties, the collateral amounts of financial instruments may exceed the derivative receivables and derivative payables balances. Where this is the case, the total amount reported is limited to the net derivative receivables and net derivative payables balances with that counterparty. (b) Derivative payable collateral relates only to OTC and OTC-cleared derivative instruments. Amounts exclude collateral transferred related to exchange-traded derivative instruments. (c) Net amount represents exposure of counterparties to the Firm.
Fair value hedge gains and losses	The following tables present derivative instruments, by contract type, used in fair value hedge accounting relationships, as well as pretax gains/(losses) recorded on such derivatives and the related hedged items for the three and six months ended June 30, 2015 and 2014 , respectively. Gains/(losses) recorded in income Income statement impact due to: Three months ended June 30, 2015 (in millions) Derivatives Hedged items Total income statement impact Hedge ineffectiveness (d) Excluded components (e) Contract type Interest rate (a) $ (1,541 ) $ 1,709 $ 168 $ (19 ) $ 187 Foreign exchange (b) (2,118 ) 2,097 (21 ) — (21 ) Commodity (c) 242 (295 ) (53 ) (5 ) (48 ) Total $ (3,417 ) $ 3,511 $ 94 $ (24 ) $ 118 Gains/(losses) recorded in income Income statement impact due to: Three months ended June 30, 2014 (in millions) Derivatives Hedged items Total income statement impact Hedge ineffectiveness (d) Excluded components (e) Contract type Interest rate (a) $ 578 $ (261 ) $ 317 $ 43 $ 274 Foreign exchange (b) (388 ) 307 (81 ) — (81 ) Commodity (c) (561 ) 652 91 13 78 Total $ (371 ) $ 698 $ 327 $ 56 $ 271 Gains/(losses) recorded in income Income statement impact due to: Six months ended June 30, 2015 (in millions) Derivatives Hedged items Total income statement impact Hedge ineffectiveness (d) Excluded components (e) Contract type Interest rate (a) $ (935 ) $ 1,461 $ 526 $ (2 ) $ 528 Foreign exchange (b) 4,357 (4,362 ) (5 ) — (5 ) Commodity (c) 564 (603 ) (39 ) (11 ) (28 ) Total $ 3,986 $ (3,504 ) $ 482 $ (13 ) $ 495 Gains/(losses) recorded in income Income statement impact due to: Six months ended June 30, 2014 (in millions) Derivatives Hedged items Total income statement impact Hedge ineffectiveness (d) Excluded components (e) Contract type Interest rate (a) $ 1,321 $ (668 ) $ 653 $ 72 $ 581 Foreign exchange (b) (786 ) 631 (155 ) — (155 ) Commodity (c) (381 ) 514 133 28 105 Total $ 154 $ 477 $ 631 $ 100 $ 531 (a) Primarily consists of hedges of the benchmark (e.g., London Interbank Offered Rate (“LIBOR”)) interest rate risk of fixed-rate long-term debt and AFS securities. Gains and losses were recorded in net interest income. (b) Primarily consists of hedges of the foreign currency risk of long-term debt and AFS securities for changes in spot foreign currency rates. Gains and losses related to the derivatives and the hedged items, due to changes in foreign currency rates, were recorded in principal transactions revenue and net interest income. (c) Consists of overall fair value hedges of physical commodities inventories that are generally carried at the lower of cost or market (market approximates fair value). Gains and losses were recorded in principal transactions revenue. (d) Hedge ineffectiveness is the amount by which the gain or loss on the designated derivative instrument does not exactly offset the gain or loss on the hedged item attributable to the hedged risk. (e) The assessment of hedge effectiveness excludes certain components of the changes in fair values of the derivatives and hedged items such as forward points on foreign exchange forward contracts and time values.
Cash flow hedge gains and losses	The following tables present derivative instruments, by contract type, used in cash flow hedge accounting relationships, and the pretax gains/(losses) recorded on such derivatives, for the three and six months ended June 30, 2015 and 2014 , respectively. Gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended June 30, 2015 (in millions) Derivatives – effective portion reclassified from AOCI to income Hedge ineffectiveness recorded directly in income (c) Total income statement impact Derivatives – effective portion recorded in OCI Total change in OCI for period Contract type Interest rate (a) $ 22 $ — $ 22 $ (23 ) $ (45 ) Foreign exchange (b) (29 ) — (29 ) 143 172 Total $ (7 ) $ — $ (7 ) $ 120 $ 127 Gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended June 30, 2014 (in millions) Derivatives – effective portion reclassified from AOCI to income Hedge ineffectiveness recorded directly in income (c) Total income statement impact Derivatives – effective portion recorded in OCI Total change Contract type Interest rate (a) $ (10 ) $ — $ (10 ) $ 71 $ 81 Foreign exchange (b) 39 — 39 72 33 Total $ 29 $ — $ 29 $ 143 $ 114 Gains/(losses) recorded in income and other comprehensive income/(loss) Six months ended June 30, 2015 (in millions) Derivatives – effective portion reclassified from AOCI to income Hedge ineffectiveness recorded directly in income (c) Total income statement impact Derivatives – effective portion recorded in OCI Total change in OCI for period Contract type Interest rate (a) $ (127 ) $ — $ (127 ) $ (20 ) $ 107 Foreign exchange (b) (55 ) — (55 ) 91 146 Total $ (182 ) $ — $ (182 ) $ 71 $ 253 Gains/(losses) recorded in income and other comprehensive income/(loss) Six months ended June 30, 2014 (in millions) Derivatives – effective portion reclassified from AOCI to income Hedge ineffectiveness recorded directly in income (c) Total income statement impact Derivatives – effective portion recorded in OCI Total change Contract type Interest rate (a) $ (36 ) $ — $ (36 ) $ 134 $ 170 Foreign exchange (b) 38 — 38 81 43 Total $ 2 $ — $ 2 $ 215 $ 213 (a) Primarily consists of benchmark interest rate hedges of LIBOR-indexed floating-rate assets and floating-rate liabilities. Gains and losses were recorded in net interest income, and for forecasted transactions that the Firm determined during the six months ended June 30, 2015, were probable of not occurring, in other income. (b) Primarily consists of hedges of the foreign currency risk of non-U.S. dollar-denominated revenue and expense. The income statement classification of gains and losses follows the hedged item – primarily noninterest revenue and compensation expense. (c) Hedge ineffectiveness is the amount by which the cumulative gain or loss on the designated derivative instrument exceeds the present value of the cumulative expected change in cash flows on the hedged item attributable to the hedged risk.
Net investment hedge gains and losses	The following table presents hedging instruments, by contract type, that were used in net investment hedge accounting relationships, and the pretax gains/(losses) recorded on such instruments for the three and six months ended June 30, 2015 and 2014 . Gains/(losses) recorded in income and other comprehensive income/(loss) 2015 2014 Three months ended June 30, (in millions) Excluded components recorded directly in income (a) Effective portion recorded in OCI Excluded components recorded directly in income (a) Effective portion recorded in OCI Foreign exchange derivatives $ (91 ) $ (250 ) $ (122 ) $ (208 ) Gains/(losses) recorded in income and 2015 2014 Six months ended June 30, (in millions) Excluded components recorded directly in income (a) Effective portion recorded in OCI Excluded components recorded directly in income (a) Effective portion recorded in OCI Foreign exchange derivatives $ (189 ) $ 743 $ (227 ) $ (362 ) (a) Certain components of hedging derivatives are permitted to be excluded from the assessment of hedge effectiveness, such as forward points on foreign exchange forward contracts. Amounts related to excluded components are recorded in other income. The Firm measures the ineffectiveness of net investment hedge accounting relationships based on changes in spot foreign currency rates, and therefore there was no significant ineffectiveness for net investment hedge accounting relationships during the three and six months ended June 30, 2015 and 2014 .
Risk management derivatives gains and losses (not designated as hedging instruments)	The following table presents pretax gains/(losses) recorded on a limited number of derivatives, not designated in hedge accounting relationships, that are used to manage risks associated with certain specified assets and liabilities, including certain risks arising from the mortgage pipeline, warehouse loans, MSRs, wholesale lending exposures, AFS securities, foreign currency-denominated liabilities, and commodities-related contracts and investments. Derivatives gains/(losses) recorded in income Three months ended Six months ended (in millions) 2015 2014 2015 2014 Contract type Interest rate (a) $ (563 ) $ 589 $ 120 $ 1,107 Credit (b) (10 ) (24 ) (24 ) (41 ) Foreign exchange (c) 7 (3 ) (5 ) (3 ) Commodity (d) 23 (21 ) (13 ) 162 Total $ (543 ) $ 541 $ 78 $ 1,225 (a) Primarily represents interest rate derivatives used to hedge the interest rate risk inherent in the mortgage pipeline, warehouse loans and MSRs, as well as written commitments to originate warehouse loans. Gains and losses were recorded predominantly in mortgage fees and related income. (b) Relates to credit derivatives used to mitigate credit risk associated with lending exposures in the Firm’s wholesale businesses. These derivatives do not include credit derivatives used to mitigate counterparty credit risk arising from derivative receivables, which is included in gains and losses on derivatives related to market-making activities and other derivatives. Gains and losses were recorded in principal transactions revenue. (c) Primarily relates to hedges of the foreign exchange risk of specified foreign currency-denominated assets and liabilities. Gains and losses were recorded in principal transactions revenue. (d) Primarily relates to commodity derivatives used to mitigate energy price risk associated with energy-related contracts and investments. Gains and losses were recorded in principal transactions revenue.
Credit derivatives table	Total credit derivatives and credit-related notes Maximum payout/Notional amount June 30, 2015 (in millions) Protection sold Protection purchased with identical underlyings (b) Net protection (sold)/purchased (c) Other protection purchased (d) Credit derivatives Credit default swaps $ (1,768,492 ) $ 1,789,168 $ 20,676 $ 15,001 Other credit derivatives (a) (47,465 ) 42,505 (4,960 ) 18,151 Total credit derivatives (1,815,957 ) 1,831,673 15,716 33,152 Credit-related notes (30 ) — (30 ) 4,408 Total $ (1,815,987 ) $ 1,831,673 $ 15,686 $ 37,560 Maximum payout/Notional amount December 31, 2014 (in millions) Protection sold Protection purchased with identical underlyings (b) Net protection (sold)/purchased (c) Other protection purchased (d) Credit derivatives Credit default swaps $ (2,056,982 ) $ 2,078,096 $ 21,114 $ 18,631 Other credit derivatives (a) (43,281 ) 32,048 (11,233 ) 19,475 Total credit derivatives (2,100,263 ) 2,110,144 9,881 38,106 Credit-related notes (40 ) — (40 ) 3,704 Total $ (2,100,303 ) $ 2,110,144 $ 9,841 $ 41,810 (a) Other credit derivatives predominantly consists of credit swap options. (b) Represents the total notional amount of protection purchased where the underlying reference instrument is identical to the reference instrument on protection sold; the notional amount of protection purchased for each individual identical underlying reference instrument may be greater or lower than the notional amount of protection sold. (c) Does not take into account the fair value of the reference obligation at the time of settlement, which would generally reduce the amount the seller of protection pays to the buyer of protection in determining settlement value. (d) Represents protection purchased by the Firm on referenced instruments (single-name, portfolio or index) where the Firm has not sold any protection on the identical reference instrument.
Protection sold - credit derivatives and credit-related notes ratings/maturity profile	The following tables summarize the notional amounts by the ratings and maturity profile, and the total fair value, of credit derivatives and credit-related notes as of June 30, 2015 , and December 31, 2014, where JPMorgan Chase is the seller of protection. The maturity profile is based on the remaining contractual maturity of the credit derivative contracts. The ratings profile is based on the rating of the reference entity on which the credit derivative contract is based. The ratings and maturity profile of credit derivatives and credit-related notes where JPMorgan Chase is the purchaser of protection are comparable to the profile reflected below. Protection sold – credit derivatives and credit-related notes ratings (a) /maturity profile June 30, 2015 (in millions) <1 year 1–5 years >5 years Total notional amount Fair value of receivables (b) Fair value of payables (b) Net fair value Risk rating of reference entity Investment-grade $ (291,246 ) $ (958,426 ) $ (65,049 ) $ (1,314,721 ) $ 18,552 $ (3,734 ) $ 14,818 Noninvestment-grade (126,428 ) (345,805 ) (29,033 ) (501,266 ) 17,189 (13,739 ) 3,450 Total $ (417,674 ) $ (1,304,231 ) $ (94,082 ) $ (1,815,987 ) $ 35,741 $ (17,473 ) $ 18,268 December 31, 2014 (in millions) <1 year 1–5 years >5 years Total notional amount Fair value of receivables (b) Fair value of payables (b) Net fair value Risk rating of reference entity Investment-grade $ (323,398 ) $ (1,118,293 ) $ (79,486 ) $ (1,521,177 ) $ 25,767 $ (6,314 ) $ 19,453 Noninvestment-grade (157,281 ) (396,798 ) (25,047 ) (579,126 ) 20,677 (22,455 ) (1,778 ) Total $ (480,679 ) $ (1,515,091 ) $ (104,533 ) $ (2,100,303 ) $ 46,444 $ (28,769 ) $ 17,675 (a) The ratings scale is primarily based on external credit ratings defined by S&P and Moody’s. (b) Amounts are shown on a gross basis, before the benefit of legally enforceable master netting agreements and cash collateral received by the Firm.

Noninterest Revenue (Tables)

Noninterest Revenue (Tables)	6 Months Ended
	Jun. 30, 2015
Noninterest Income [Abstract]
Components of investment banking fees	The following table presents the components of investment banking fees. Three months ended June 30, Six months ended (in millions) 2015 2014 2015 2014 Underwriting Equity $ 452 $ 477 $ 851 $ 830 Debt 913 876 1,766 1,559 Total underwriting 1,365 1,353 2,617 2,389 Advisory 468 398 1,010 782 Total investment banking fees $ 1,833 $ 1,751 $ 3,627 $ 3,171
Principal transactions revenue	The following table presents all realized and unrealized gains and losses recorded in principal transactions revenue. This table excludes interest income and interest expense on trading assets and liabilities, which are an integral part of the overall performance of the Firm’s client-driven market-making activities. See Note 7 for further information on interest income and interest expense. Trading revenue is presented primarily by instrument type. The Firm’s client-driven market-making businesses generally utilize a variety of instrument types in connection with their market-making and related risk-management activities; accordingly, the trading revenue presented in the table below is not representative of the total revenue of any individual line of business. Three months ended June 30, Six months ended (in millions) 2015 2014 2015 2014 Trading revenue by instrument type Interest rate $ 420 $ 626 $ 1,306 $ 981 Credit 624 603 1,039 1,129 Foreign exchange 563 342 1,407 868 Equity 908 759 1,956 1,564 Commodity (a) 250 347 589 1,035 Total trading revenue 2,765 2,677 6,297 5,577 Private equity gains (b) 69 231 192 653 Principal transactions $ 2,834 $ 2,908 $ 6,489 $ 6,230 (a) Commodity derivatives are frequently used to manage the Firm’s risk exposure to its physical commodities inventories. For gains/(losses) related to commodity fair value hedges, see Note 5. (b) Includes revenue on private equity investments held in the Private Equity business within Corporate, as well as those held in other business segments.
Components of asset management, administration and commissions	The following table presents the components of firmwide asset management, administration and commissions. Three months ended June 30, Six months ended (in millions) 2015 2014 2015 2014 Asset management fees Investment management fees (a) $ 2,416 $ 2,260 $ 4,690 $ 4,356 All other asset management fees (b) 99 131 198 254 Total asset management fees 2,515 2,391 4,888 4,610 Total administration fees (c) 527 564 1,034 1,091 Commission and other fees Brokerage commissions 592 567 1,186 1,199 All other commissions and fees 381 485 714 943 Total commissions and fees 973 1,052 1,900 2,142 Total asset management, administration and commissions $ 4,015 $ 4,007 $ 7,822 $ 7,843 (a) Represents fees earned from managing assets on behalf of the Firm’s clients, including investors in Firm-sponsored funds and owners of separately managed investment accounts. (b) Represents fees for services that are ancillary to investment management services, such as commissions earned on the sales or distribution of mutual funds to clients. (c) Predominantly includes fees for custody, securities lending, funds services and securities clearance.
Schedule of amounts included in other income	Other income on the Firm’s Consolidated statements of income included the following: Three months ended Six months ended (in millions) 2015 2014 2015 2014 Operating lease income $ 504 $ 422 $ 973 $ 820

Interest income and interest 42

Interest income and interest expense (Tables)	6 Months Ended
	Jun. 30, 2015
Interest Income (Expense), Net [Abstract]
Details of interest income and interest expense	Details of interest income and interest expense were as follows. Three months ended Six months ended (in millions) 2015 2014 2015 2014 Interest income Loans $ 8,079 $ 8,039 $ 16,026 $ 16,078 Taxable securities 1,608 1,940 3,332 3,840 Nontaxable securities (a) 423 337 821 654 Total securities 2,031 2,277 4,153 4,494 Trading assets 1,736 1,827 3,470 3,598 Federal funds sold and securities purchased under resale agreements 340 398 736 834 Securities borrowed (b) (159 ) (131 ) (279 ) (219 ) Deposits with banks 312 279 653 535 Other assets (c) 175 172 320 334 Total interest income 12,514 12,861 25,079 25,654 Interest expense Interest-bearing deposits 308 417 672 843 Short-term and other liabilities (d) 344 455 676 883 Long-term debt 1,068 1,086 2,162 2,253 Beneficial interests issued by consolidated VIEs 110 105 208 210 Total interest expense 1,830 2,063 3,718 4,189 Net interest income 10,684 10,798 21,361 21,465 Provision for credit losses 935 692 1,894 1,542 Net interest income after provision for credit losses $ 9,749 $ 10,106 $ 19,467 $ 19,923 (a) Represents securities which are tax-exempt for U.S. federal income tax purposes. (b) Negative interest income for the three and six months ended June 30, 2015 and 2014, is a result of increased client-driven demand for certain securities combined with the impact of low interest rates. This is matched book activity and the negative interest expense on the corresponding securities loaned is recognized in interest expense and reported within short-term and other liabilities. (c) Largely margin loans. (d) Includes brokerage customer payables.

Pension and other postretirem43

Pension and other postretirement employee benefit plans (Tables)	6 Months Ended
	Jun. 30, 2015
Compensation and Retirement Disclosure [Abstract]
Components of net periodic benefit costs reported in the Consolidated Statements of Income	The following table presents the components of net periodic benefit costs reported in the Consolidated Statements of Income for the Firm’s U.S. and non-U.S. defined benefit pension, defined contribution and OPEB plans. Pension plans U.S. Non-U.S. OPEB plans Three months ended June 30, (in millions) 2015 2014 2015 2014 2015 2014 Components of net periodic benefit cost Benefits earned during the period $ 85 $ 70 $ 10 $ 8 $ — $ — Interest cost on benefit obligations 125 134 28 36 8 9 Expected return on plan assets (233 ) (246 ) (37 ) (45 ) (27 ) (25 ) Amortization: Net (gain)/loss 61 7 9 12 — — Prior service cost/(credit) (8 ) (12 ) (1 ) — — — Net periodic defined benefit cost 30 (47 ) 9 11 (19 ) (16 ) Other defined benefit pension plans (a) 4 4 — 1 NA NA Total defined benefit plans 34 (43 ) 9 12 (19 ) (16 ) Total defined contribution plans 115 110 86 87 NA NA Total pension and OPEB cost included in compensation expense $ 149 $ 67 $ 95 $ 99 $ (19 ) $ (16 ) Pension plans U.S. Non-U.S. OPEB plans Six months ended June 30, (in millions) 2015 2014 2015 2014 2015 2014 Components of net periodic benefit cost Benefits earned during the period $ 170 $ 140 $ 19 $ 17 $ — $ — Interest cost on benefit obligations 250 268 56 70 16 18 Expected return on plan assets (465 ) (492 ) (75 ) (89 ) (53 ) (50 ) Amortization: Net (gain)/loss 123 13 18 24 — — Prior service cost/(credit) (17 ) (22 ) (1 ) — — — Net periodic defined benefit cost 61 (93 ) 17 22 (37 ) (32 ) Other defined benefit pension plans (a) 7 7 5 3 NA NA Total defined benefit plans 68 (86 ) 22 25 (37 ) (32 ) Total defined contribution plans 204 218 169 167 NA NA Total pension and OPEB cost included in compensation expense $ 272 $ 132 $ 191 $ 192 $ (37 ) $ (32 ) (a) Includes various defined benefit pension plans which are individually immaterial.

Employee stock-based incentiv44

Employee stock-based incentives (Tables)	6 Months Ended
	Jun. 30, 2015
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
Noncash compensation expense related to employee stock-based incentive plans	The Firm recognized the following noncash compensation expense related to its various employee stock-based incentive plans in its Consolidated Statements of Income. Three months ended June 30, Six months ended (in millions) 2015 2014 2015 2014 Cost of prior grants of restricted stock units (“RSUs”) and stock appreciation rights (“SARs”) that are amortized over their applicable vesting periods $ 295 $ 335 $ 587 $ 745 Accrual of estimated costs of stock awards to be granted in future periods including those to full-career eligible employees 215 189 488 397 Total noncash compensation expense related to employee stock-based incentive plans $ 510 $ 524 $ 1,075 $ 1,142

Noninterest Expense (Tables)

Noninterest Expense (Tables)	6 Months Ended
	Jun. 30, 2015
Noninterest Expense [Abstract]
Components of noninterest expense	Within noninterest expense on the Firm’s Consolidated statements of income, other expense included the following: Three months ended June 30, Six months ended June 30, (in millions) 2015 2014 2015 2014 Firmwide legal expense $ 291 $ 669 $ 978 $ 707 Federal Deposit Insurance Corporation-related (“FDIC”) expense $ 300 $ 266 $ 618 $ 559

Securities (Tables)

Securities (Tables)	6 Months Ended
	Jun. 30, 2015
Investments, Debt and Equity Securities [Abstract]
Amortized costs and estimated fair values	The amortized costs and estimated fair values of the investment securities portfolio were as follows for the dates indicated. June 30, 2015 December 31, 2014 (in millions) Amortized cost Gross unrealized gains Gross unrealized losses Fair value Amortized cost Gross unrealized gains Gross unrealized losses Fair value Available-for-sale debt securities Mortgage-backed securities: U.S. government agencies (a) $ 55,634 $ 1,887 $ 206 $ 57,315 $ 63,089 $ 2,302 $ 72 $ 65,319 Residential: Prime and Alt-A 6,499 55 21 6,533 5,595 78 29 5,644 Subprime 494 11 — 505 677 14 — 691 Non-U.S. 31,777 763 5 32,535 43,550 1,010 — 44,560 Commercial 21,954 308 55 22,207 20,687 438 17 21,108 Total mortgage-backed securities 116,358 3,024 287 119,095 133,598 3,842 118 137,322 U.S. Treasury and government agencies (a) 11,600 16 26 11,590 13,603 56 14 13,645 Obligations of U.S. states and municipalities 29,986 1,609 171 31,424 27,841 2,243 16 30,068 Certificates of deposit 427 2 — 429 1,103 1 1 1,103 Non-U.S. government debt securities 41,837 999 44 42,792 51,492 1,272 21 52,743 Corporate debt securities 15,540 310 28 15,822 18,158 398 24 18,532 Asset-backed securities: Collateralized loan obligations 31,337 108 73 31,372 30,229 147 182 30,194 Other 10,831 136 11 10,956 12,442 184 11 12,615 Total available-for-sale debt securities 257,916 6,204 640 263,480 288,466 8,143 387 296,222 Available-for-sale equity securities 2,704 17 — 2,721 2,513 17 — 2,530 Total available-for-sale securities $ 260,620 $ 6,221 $ 640 $ 266,201 $ 290,979 $ 8,160 $ 387 $ 298,752 Total held-to-maturity securities (b) $ 51,594 $ 1,241 $ 138 $ 52,697 $ 49,252 $ 1,902 $ — $ 51,154 (a) Included total U.S. government-sponsored enterprise obligations with fair values of $45.5 billion and $59.3 billion at June 30, 2015, and December 31, 2014 , respectively. (b) As of June 30, 2015, consists of MBS issued by U. S. government-sponsored enterprises with an amortized cost of $33.3 billion , MBS issued by U.S. government agencies with an amortized cost of $5.9 billion and obligations of U.S. states and municipalities with an amortized cost of $12.4 billion . As of December 31, 2014, consists of MBS issued by U.S. government-sponsored enterprises with an amortized cost of $35.3 billion , MBS issued by U.S. government agencies with an amortized cost of $3.7 billion and obligations of U.S. states and municipalities with an amortized cost of $10.2 billion .
Securities impairment	The following tables present the fair value and gross unrealized losses for investment securities by aging category at June 30, 2015, and December 31, 2014. Securities with gross unrealized losses Less than 12 months 12 months or more June 30, 2015 (in millions) Fair value Gross unrealized losses Fair value Gross unrealized losses Total fair value Total gross unrealized losses Available-for-sale debt securities Mortgage-backed securities: U.S. government agencies $ 6,755 $ 186 $ 913 $ 20 $ 7,668 $ 206 Residential: Prime and Alt-A 2,801 16 315 5 3,116 21 Subprime — — — — — — Non-U.S. 1,287 5 — — 1,287 5 Commercial 8,607 55 — — 8,607 55 Total mortgage-backed securities 19,450 262 1,228 25 20,678 287 U.S. Treasury and government agencies 8,778 26 — — 8,778 26 Obligations of U.S. states and municipalities 7,284 162 181 9 7,465 171 Certificates of deposit — — — — — — Non-U.S. government debt securities 3,527 35 240 9 3,767 44 Corporate debt securities 1,963 23 549 5 2,512 28 Asset-backed securities: Collateralized loan obligations 8,933 13 8,132 60 17,065 73 Other 2,401 10 80 1 2,481 11 Total available-for-sale debt securities 52,336 531 10,410 109 62,746 640 Available-for-sale equity securities — — — — — — Held-to-maturity securities 7,447 138 — — 7,447 138 Total securities with gross unrealized losses $ 59,783 $ 669 $ 10,410 $ 109 $ 70,193 $ 778 Securities with gross unrealized losses Less than 12 months 12 months or more December 31, 2014 (in millions) Fair value Gross unrealized losses Fair value Gross unrealized losses Total fair value Total gross unrealized losses Available-for-sale debt securities Mortgage-backed securities: U.S. government agencies $ 1,118 $ 5 $ 4,989 $ 67 $ 6,107 $ 72 Residential: Prime and Alt-A 1,840 10 405 19 2,245 29 Subprime — — — — — — Non-U.S. — — — — — — Commercial 4,803 15 92 2 4,895 17 Total mortgage-backed securities 7,761 30 5,486 88 13,247 118 U.S. Treasury and government agencies 8,412 14 — — 8,412 14 Obligations of U.S. states and municipalities 1,405 15 130 1 1,535 16 Certificates of deposit 1,050 1 — — 1,050 1 Non-U.S. government debt securities 4,433 4 906 17 5,339 21 Corporate debt securities 2,492 22 80 2 2,572 24 Asset-backed securities: Collateralized loan obligations 13,909 76 9,012 106 22,921 182 Other 2,258 11 — — 2,258 11 Total available-for-sale debt securities 41,720 173 15,614 214 57,334 387 Available-for-sale equity securities — — — — — — Held-to-maturity securities — — — — — — Total securities with gross unrealized losses $ 41,720 $ 173 $ 15,614 $ 214 $ 57,334 $ 387
Securities gains and losses	The following table presents realized gains and losses and other-than-temporary impairment losses (“OTTI”) from AFS securities that were recognized in income. Three months ended June 30, Six months ended June 30, (in millions) 2015 2014 2015 2014 Realized gains $ 94 $ 76 $ 185 $ 224 Realized losses (49 ) (64 ) (87 ) (180 ) OTTI losses (1 ) — (2 ) (2 ) Net securities gains $ 44 $ 12 96 42 OTTI losses Credit-related losses recognized in income — — (1 ) — Securities the Firm intends to sell (1 ) — (1 ) (2 ) Total OTTI losses recognized in income $ (1 ) $ — (2 ) (2 )
Changes in the credit loss component of credit-impaired debt securities	The following table presents a rollforward for the three and six months ended June 30, 2015 and 2014, of the credit loss component of OTTI losses that have been recognized in income related to AFS debt securities that the Firm does not intend to sell. Three months ended June 30, Six months ended June 30, (in millions) 2015 2014 2015 2014 Balance, beginning of period $ 4 $ 1 $ 3 $ 1 Additions: Newly credit-impaired securities — — 1 — Balance, end of period $ 4 $ 1 $ 4 $ 1
Amortized cost and estimated fair value by contractual maturity	The following table presents the amortized cost and estimated fair value at June 30, 2015, of JPMorgan Chase ’s investment securities portfolio by contractual maturity. By remaining maturity June 30, 2015 (in millions) Due in one year or less Due after one year through five years Due after five years through 10 years Due after 10 years (c) Total Available-for-sale debt securities Mortgage-backed securities (a) Amortized cost $ 2,132 $ 11,625 $ 5,621 $ 96,980 $ 116,358 Fair value 2,144 11,864 5,821 99,266 119,095 Average yield (b) 1.47 % 1.76 % 3.21 % 3.06 % 2.91 % U.S. Treasury and government agencies Amortized cost $ 600 $ — $ 9,937 $ 1,063 $ 11,600 Fair value 602 — 9,914 1,074 11,590 Average yield (b) 1.53 % — % 0.19 % 0.41 % 0.28 % Obligations of U.S. states and municipalities Amortized cost $ 159 $ 743 $ 1,297 $ 27,787 $ 29,986 Fair value 164 761 1,360 29,139 31,424 Average yield (b) 6.33 % 3.21 % 5.62 % 6.68 % 6.54 % Certificates of deposit Amortized cost $ 375 $ 52 $ — $ — $ 427 Fair value 376 53 — — 429 Average yield (b) 5.64 % 3.28 % — % — % 5.36 % Non-U.S. government debt securities Amortized cost $ 8,631 $ 13,015 $ 17,777 $ 2,414 $ 41,837 Fair value 8,651 13,305 18,297 2,539 42,792 Average yield (b) 3.28 % 1.87 % 0.99 % 0.87 % 1.73 % Corporate debt securities Amortized cost $ 3,417 $ 8,386 $ 3,594 $ 143 $ 15,540 Fair value 3,443 8,560 3,678 141 15,822 Average yield (b) 2.29 % 2.24 % 2.63 % 4.46 % 2.36 % Asset-backed securities Amortized cost $ 513 $ 609 $ 20,737 $ 20,309 $ 42,168 Fair value 515 614 20,798 20,401 42,328 Average yield (b) 0.99 % 1.55 % 1.75 % 1.77 % 1.75 % Total available-for-sale debt securities Amortized cost $ 15,827 $ 34,430 $ 58,963 $ 148,696 $ 257,916 Fair value 15,895 35,157 59,868 152,560 263,480 Average yield (b) 2.77 % 1.95 % 1.54 % 3.51 % 2.80 % Available-for-sale equity securities Amortized cost $ — $ — $ — $ 2,704 $ 2,704 Fair value — — — 2,721 2,721 Average yield (b) — % — % — % 0.20 % 0.20 % Total available-for-sale securities Amortized cost $ 15,827 $ 34,430 $ 58,963 $ 151,400 $ 260,620 Fair value 15,895 35,157 59,868 155,281 266,201 Average yield (b) 2.77 % 1.95 % 1.54 % 3.45 % 2.78 % Total held-to-maturity securities Amortized cost $ — $ 53 $ 643 $ 50,898 $ 51,594 Fair value — 52 666 51,979 52,697 Average yield (b) — 4.35 % 4.86 % 3.96 % 3.97% (a) U.S. government-sponsored enterprises were the only issuers whose securities exceeded 10% of JPMorgan Chase ’s total stockholders’ equity at June 30, 2015. (b) Average yield is computed using the effective yield of each security owned at the end of the period, weighted based on the amortized cost of each security. The effective yield considers the contractual coupon, amortization of premiums and accretion of discounts, and the effect of related hedging derivatives. Taxable-equivalent amounts are used where applicable. The effective yield excludes unscheduled principal prepayments, and accordingly, actual maturities of securities may differ from their contractual or expected maturities as certain securities may be prepaid. (c) Includes securities with no stated maturity. Substantially all of the Firm’s residential mortgage-backed securities and collateralized mortgage obligations are due in 10 years or more, based on contractual maturity. The estimated weighted-average life, which reflects anticipated future prepayments, is approximately six years for agency residential mortgage-backed securities, three years for agency residential collateralized mortgage obligations and five years for U.S. nonagency residential collateralized mortgage obligations.

Securities Financing Activiti47

Securities Financing Activities (Tables)	6 Months Ended
	Jun. 30, 2015
Securities Financing Transactions Disclosures [Abstract]
Schedule of securities purchased under resale agreements, netting & securities borrowed	The following table presents as of June 30, 2015 , and December 31, 2014 , the gross and net securities purchased under resale agreements and securities borrowed. Securities purchased under resale agreements have been presented on the Consolidated balance sheets net of securities sold under repurchase agreements where the Firm has obtained an appropriate legal opinion with respect to the master netting agreement, and where the other relevant criteria have been met. Where such a legal opinion has not been either sought or obtained, the securities purchased under resale agreements are not eligible for netting and are shown separately in the table below. Securities borrowed are presented on a gross basis on the Consolidated balance sheets. June 30, 2015 December 31, 2014 (in millions) Gross asset balance Amounts netted on the Consolidated balance sheets Net asset balance Gross asset balance Amounts netted on the Consolidated balance sheets Net asset balance Securities purchased under resale agreements Securities purchased under resale agreements with an appropriate legal opinion $ 375,619 $ (166,295 ) $ 209,324 $ 347,142 $ (142,719 ) $ 204,423 Securities purchased under resale agreements where an appropriate legal opinion has not been either sought or obtained 2,745 2,745 10,598 10,598 Total securities purchased under resale agreements $ 378,364 $ (166,295 ) $ 212,069 (a) $ 357,740 $ (142,719 ) $ 215,021 (a) Securities borrowed $ 98,528 NA $ 98,528 (b)(c) $ 110,435 NA $ 110,435 (b)(c) (a) At June 30, 2015 , and December 31, 2014 , included securities purchased under resale agreements of $28.7 billion and $28.6 billion , respectively, accounted for at fair value. (b) At June 30, 2015 , and December 31, 2014 , included securities borrowed of $495 million and $992 million , respectively, accounted for at fair value. (c) Included $19.2 billion and $27.7 billion at June 30, 2015 , and December 31, 2014 , respectively, of securities borrowed where an appropriate legal opinion has not been either sought or obtained with respect to the master netting agreement.
Schedule of securities purchased under resale agreements & securities borrowed collateral netting	The following table presents information as of June 30, 2015 , and December 31, 2014 , regarding the securities purchased under resale agreements and securities borrowed for which an appropriate legal opinion has been obtained with respect to the master netting agreement. The table below excludes information related to resale agreements and securities borrowed where such a legal opinion has not been either sought or obtained. June 30, 2015 December 31, 2014 Amounts not nettable on the Consolidated balance sheets (a) Amounts not nettable on the Consolidated balance sheets (a) (in millions) Net asset balance Financial instruments (b) Cash collateral Net exposure Net asset balance Financial instruments (b) Cash collateral Net exposure Securities purchased under resale agreements with an appropriate legal opinion $ 209,324 $ (204,772 ) $ (142 ) $ 4,410 $ 204,423 $ (201,375 ) $ (246 ) $ 2,802 Securities borrowed $ 79,375 $ (76,735 ) $ — $ 2,640 $ 82,748 $ (80,338 ) $ — $ 2,410 (a) For some counterparties, the sum of the financial instruments and cash collateral not nettable on the Consolidated balance sheets may exceed the net asset balance. Where this is the case the total amounts reported in these two columns are limited to the balance of the net reverse repurchase agreement or securities borrowed asset with that counterparty. As a result a net exposure amount is reported even though the Firm, on an aggregate basis for its securities purchased under resale agreements and securities borrowed, has received securities collateral with a total fair value that is greater than the funds provided to counterparties. (b) Includes financial instrument collateral received, repurchase liabilities and securities loaned liabilities with an appropriate legal opinion with respect to the master netting agreement; these amounts are not presented net on the Consolidated balance sheets because other U.S. GAAP netting criteria are not met.
Schedule of securities sold under repurchase agreements, netting & securities loaned	The following table presents as of June 30, 2015 , and December 31, 2014 , the gross and net securities sold under repurchase agreements and securities loaned. Securities sold under repurchase agreements have been presented on the Consolidated balance sheets net of securities purchased under resale agreements where the Firm has obtained an appropriate legal opinion with respect to the master netting agreement, and where the other relevant criteria have been met. Where such a legal opinion has not been either sought or obtained, the securities sold under repurchase agreements are not eligible for netting and are shown separately in the table below. Securities loaned are presented on a gross basis on the Consolidated balance sheets. June 30, 2015 December 31, 2014 (in millions) Gross liability balance Amounts netted on the Consolidated balance sheets Net liability balance Gross liability balance Amounts netted Net liability balance Securities sold under repurchase agreements Securities sold under repurchase agreements with an appropriate legal opinion $ 316,227 $ (166,295 ) $ 149,932 $ 290,529 $ (142,719 ) $ 147,810 Securities sold under repurchase agreements where an appropriate legal opinion has not been either sought or obtained (a) 15,692 15,692 21,996 21,996 Total securities sold under repurchase agreements $ 331,919 $ (166,295 ) $ 165,624 (c) $ 312,525 $ (142,719 ) $ 169,806 (c) Securities loaned (b) $ 19,368 NA $ 19,368 (d)(e) $ 25,927 NA $ 25,927 (d)(e) (a) Includes repurchase agreements that are not subject to a master netting agreement but do provide rights to collateral. (b) Included securities-for-securities lending transactions of $5.1 billion and $4.1 billion at June 30, 2015 , and December 31, 2014 , respectively, where the Firm is acting as lender. These amounts are presented within other liabilities in the Consolidated balance sheets. (c) At June 30, 2015 , and December 31, 2014 , included securities sold under repurchase agreements of $3.6 billion and $3.0 billion , respectively, accounted for at fair value. (d) There were no securities loaned accounted for at fair value as of June 30, 2015 , and December 31, 2014 . (e) Included $189 million and $271 million at June 30, 2015 , and December 31, 2014 , respectively, of securities loaned where an appropriate legal opinion has not been either sought or obtained with respect to the master netting agreement.
Schedule of securities sold under repurchase agreements & securities loaned collateral netting	The following table presents information as of June 30, 2015 , and December 31, 2014 , regarding the securities sold under repurchase agreements and securities loaned for which an appropriate legal opinion has been obtained with respect to the master netting agreement. The table below excludes information related to repurchase agreements and securities loaned where such a legal opinion has not been either sought or obtained. June 30, 2015 December 31, 2014 Amounts not nettable on the Consolidated balance sheets (a) Amounts not nettable on the Consolidated balance sheets (a) (in millions) Net liability balance Financial instruments (b) Cash collateral Net amount (c) Net liability balance Financial instruments (b) Cash collateral Net amount (c) Securities sold under repurchase agreements with an appropriate legal opinion $ 149,932 $ (146,975 ) $ (443 ) $ 2,514 $ 147,810 $ (145,732 ) $ (497 ) $ 1,581 Securities loaned $ 19,179 $ (19,054 ) $ — $ 125 $ 25,656 $ (25,287 ) $ — $ 369 (a) For some counterparties the sum of the financial instruments and cash collateral not nettable on the Consolidated balance sheets may exceed the net liability balance. Where this is the case the total amounts reported in these two columns are limited to the balance of the net repurchase agreement or securities loaned liability with that counterparty. (b) Includes financial instrument collateral transferred, reverse repurchase assets and securities borrowed assets with an appropriate legal opinion with respect to the master netting agreement; these amounts are not presented net on the Consolidated balance sheets because other U.S. GAAP netting criteria are not met. (c) Net amount represents exposure of counterparties to the Firm.
Schedule of types of assets pledged in secured financing transactions	Gross liability balance June 30, 2015 (in millions) Securities sold under repurchase agreements Securities loaned Mortgage-backed securities $ 21,387 $ — U.S. Treasury and government agencies 166,724 23 Obligations of U.S. states and municipalities 2,031 — Non-U.S. government debt 90,644 1,027 Corporate debt securities 26,878 92 Asset-backed securities 5,262 — Equity securities 18,993 18,226 Total $ 331,919 $ 19,368
Schedule of remaining contractual maturity of secured financing transactions	Remaining contractual maturity of the agreements Overnight and Continuous Greater than 90 days June 30, 2015 (in millions) Up to 30 days 30 – 90 days Total Total securities sold under repurchase agreements $ 118,368 $ 127,483 $ 28,003 $ 58,065 $ 331,919 Total securities loaned 7,055 838 — 11,475 19,368

Loans (Tables)

Loans (Tables)	6 Months Ended
	Jun. 30, 2015
Loans and Leases Receivable Disclosure [Line Items]
Loan portfolio segment descriptions	Loan portfolio The Firm’s loan portfolio is divided into three portfolio segments, which are the same segments used by the Firm to determine the allowance for loan losses: Consumer, excluding credit card; Credit card; and Wholesale. Within each portfolio segment, the Firm monitors and assesses the credit risk in the following classes of loans, based on the risk characteristics of each loan class: Consumer, excluding credit card (a) Credit card Wholesale (c) Residential real estate – excluding PCI • Home equity – senior lien • Home equity – junior lien • Prime mortgage, including option ARMs • Subprime mortgage Other consumer loans • Auto (b) • Business banking (b) • Student and other Residential real estate – PCI • Home equity • Prime mortgage • Subprime mortgage • Option ARMs • Credit card loans • Commercial and industrial • Real estate • Financial institutions • Government agencies • Other (d) (a) Includes loans held in CCB, prime mortgage and home equity loans held in AM and prime mortgage loans held in Corporate. (b) Includes certain business banking and auto dealer risk-rated loans that apply the wholesale methodology for determining the allowance for loan losses; these loans are managed by CCB, and therefore, for consistency in presentation, are included with the other consumer loan classes. (c) Includes loans held in CIB, CB, AM and Corporate. Excludes prime mortgage and home equity loans held in AM and prime mortgage loans held in Corporate. Classes are internally defined and may not align with regulatory definitions. (d) Other primarily includes loans to SPEs and loans to private banking clients. See Note 1 of JPMorgan Chase ’s 2014 Annual Report for additional information on special-purpose entities (“SPEs”).
Schedule of loans by portfolio segment	The following tables summarize the Firm’s loan balances by portfolio segment. June 30, 2015 Consumer, excluding credit card Credit card (a) Wholesale Total (in millions) Retained $ 316,781 $ 124,705 $ 338,219 $ 779,705 (b) Held-for-sale 1,505 1,320 6,286 9,111 At fair value — — 2,431 2,431 Total $ 318,286 $ 126,025 $ 346,936 $ 791,247 December 31, 2014 Consumer, excluding credit card Credit card (a) Wholesale Total (in millions) Retained $ 294,979 $ 128,027 $ 324,502 $ 747,508 (b) Held-for-sale 395 3,021 3,801 7,217 At fair value — — 2,611 2,611 Total $ 295,374 $ 131,048 $ 330,914 $ 757,336 (a) Includes billed finance charges and fees net of an allowance for uncollectible amounts. (b) Loans (other than PCI loans and those for which the fair value option has been elected) are presented net of unearned income, unamortized discounts and premiums, and net deferred loan costs of $919 million and $1.3 billion at June 30, 2015 , and December 31, 2014 , respectively.
Schedule of retained loans purchased, sold and reclassified to held-for-sale	The following tables provide information about the carrying value of retained loans purchased, sold and reclassified to held-for-sale during the periods indicated. These tables exclude loans recorded at fair value. The Firm manages its exposure to credit risk on an ongoing basis. Selling loans is one way that the Firm reduces its credit exposures. 2015 2014 Three months ended June 30, (in millions) Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Purchases $ 1,114 (a)(b) $ — $ 487 $ 1,601 $ 2,167 (a)(b) $ — $ 156 $ 2,323 Sales 1,207 1,092 3,076 5,375 1,352 — 2,323 3,675 Retained loans reclassified to held-for-sale 1,254 — 115 1,369 802 215 212 1,229 2015 2014 Six months ended June 30, Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Purchases $ 2,722 (a)(b) $ — $ 695 $ 3,417 $ 3,749 (a)(b) $ — $ 277 $ 4,026 Sales 2,943 1,269 5,525 9,737 2,243 — 4,679 6,922 Retained loans reclassified to held-for-sale 1,272 — 435 1,707 802 215 509 1,526 (a) Purchases predominantly represent the Firm’s voluntary repurchase of certain delinquent loans from loan pools as permitted by Ginnie Mae guidelines. The Firm typically elects to repurchase these delinquent loans as it continues to service them and/or manage the foreclosure process in accordance with applicable requirements of Ginnie Mae, the Federal Housing Administration (“FHA”), Rural Housing Services (“RHS”) and/or the U.S. Department of Veterans Affairs (“VA”). (b) Excluded retained loans purchased from correspondents that were originated in accordance with the Firm’s underwriting standards. Such purchases were $14.2 billion and $2.4 billion for the three months ended June 30, 2015 and 2014 , respectively, and $25.4 billion and $4.1 billion for the six months ended June 30, 2015 and 2014 , respectively.
Schedule of gains/(losses) on loan sales by portfolio segment	The following table provides information about gains and losses, including lower of cost or fair value adjustments, on loan sales by portfolio segment. Three months ended Six months ended (in millions) 2015 2014 2015 2014 Net gains/(losses) on sales of loans (including lower of cost or fair value adjustments) (a) Consumer, excluding credit card $ 86 $ 84 $ 177 $ 126 Credit card (7 ) — 9 — Wholesale 5 3 (1 ) 27 Total net gains/(losses) on sales of loans (including lower of cost or fair value adjustments) $ 84 $ 87 $ 185 $ 153 (a) Excludes sales related to loans accounted for at fair value.
Consumer, excluding credit card
Loans and Leases Receivable Disclosure [Line Items]
Schedule of loans by portfolio segment	The table below provides information about retained consumer loans, excluding credit card, by class. (in millions) June 30, December 31, Residential real estate – excluding PCI Home equity: Senior lien $ 15,541 $ 16,367 Junior lien 33,434 36,375 Mortgages: Prime, including option ARMs 132,556 104,921 Subprime 3,976 5,056 Other consumer loans Auto 56,330 54,536 Business banking 20,564 20,058 Student and other 10,574 10,970 Residential real estate – PCI Home equity 16,088 17,095 Prime mortgage 9,553 10,220 Subprime mortgage 3,449 3,673 Option ARMs 14,716 15,708 Total retained loans $ 316,781 $ 294,979
Consumer, excluding credit card | Residential real estate – excluding PCI
Loans and Leases Receivable Disclosure [Line Items]
Schedule of financing receivable credit quality indicators	Residential real estate – excluding PCI loans The following table provides information by class for residential real estate – excluding retained PCI loans in the consumer, excluding credit card, portfolio segment. Residential real estate – excluding PCI loans Home equity Mortgages (in millions, except ratios) Senior lien Junior lien Prime, including option ARMs Subprime Total residential real estate – excluding PCI Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Loan delinquency (a) Current $ 14,950 $ 15,730 $ 32,746 $ 35,575 $ 122,597 $ 93,951 $ 3,346 $ 4,296 $ 173,639 $ 149,552 30–149 days past due 243 275 442 533 3,417 4,091 405 489 4,507 5,388 150 or more days past due 348 362 246 267 6,542 6,879 225 271 7,361 7,779 Total retained loans $ 15,541 $ 16,367 $ 33,434 $ 36,375 $ 132,556 $ 104,921 $ 3,976 $ 5,056 $ 185,507 $ 162,719 % of 30+ days past due to total retained loans (b) 3.80 % 3.89 % 2.06 % 2.20 % 0.98 % 1.42 % 15.85 % 15.03 % 1.73 % 2.27 % 90 or more days past due and government guaranteed (c) $ — $ — $ — $ — $ 6,805 $ 7,544 $ — $ — $ 6,805 $ 7,544 Nonaccrual loans 907 938 1,461 1,590 1,960 2,190 855 1,036 5,183 5,754 Current estimated LTV ratios (d)(e)(f) Greater than 125% and refreshed FICO scores: Equal to or greater than 660 $ 16 $ 21 $ 310 $ 467 $ 98 $ 120 $ 4 $ 10 $ 428 $ 618 Less than 660 7 10 81 138 67 103 25 51 180 302 101% to 125% and refreshed FICO scores: Equal to or greater than 660 100 134 2,421 3,149 455 648 43 118 3,019 4,049 Less than 660 54 69 683 923 265 340 163 298 1,165 1,630 80% to 100% and refreshed FICO scores: Equal to or greater than 660 506 633 5,551 6,481 3,188 3,863 199 432 9,444 11,409 Less than 660 188 226 1,557 1,780 802 1,026 516 770 3,063 3,802 Less than 80% and refreshed FICO scores: Equal to or greater than 660 12,571 13,048 19,555 20,030 111,229 81,805 1,418 1,586 144,773 116,469 Less than 660 2,099 2,226 3,276 3,407 5,028 4,906 1,608 1,791 12,011 12,330 U.S. government-guaranteed — — — — 11,424 12,110 — — 11,424 12,110 Total retained loans $ 15,541 $ 16,367 $ 33,434 $ 36,375 $ 132,556 $ 104,921 $ 3,976 $ 5,056 $ 185,507 $ 162,719 Geographic region California $ 2,135 $ 2,232 $ 7,455 $ 8,144 $ 37,253 $ 28,133 $ 558 $ 718 $ 47,401 $ 39,227 New York 2,699 2,805 7,125 7,685 18,428 16,550 555 677 28,807 27,717 Illinois 1,244 1,306 2,411 2,605 9,086 6,654 157 207 12,898 10,772 Texas 1,703 1,845 1,007 1,087 6,844 4,935 154 177 9,708 8,044 Florida 829 861 1,759 1,923 5,737 5,106 445 632 8,770 8,522 New Jersey 641 654 2,083 2,233 4,290 3,361 185 227 7,199 6,475 Arizona 868 927 1,462 1,595 2,445 1,805 79 112 4,854 4,439 Washington 474 506 1,111 1,216 3,164 2,410 88 109 4,837 4,241 Michigan 694 736 771 848 1,489 1,203 86 121 3,040 2,908 Ohio 1,084 1,150 704 778 864 615 89 112 2,741 2,655 All other (g) 3,170 3,345 7,546 8,261 42,956 34,149 1,580 1,964 55,252 47,719 Total retained loans $ 15,541 $ 16,367 $ 33,434 $ 36,375 $ 132,556 $ 104,921 $ 3,976 $ 5,056 $ 185,507 $ 162,719 (a) Individual delinquency classifications include mortgage loans insured by U.S. government agencies as follows: current included $2.8 billion and $2.6 billion ; 30 – 149 days past due included $2.9 billion and $3.5 billion ; and 150 or more days past due included $5.7 billion and $6.0 billion at June 30, 2015 , and December 31, 2014 , respectively. (b) At June 30, 2015 , and December 31, 2014 , Prime, including option ARMs loans excluded mortgage loans insured by U.S. government agencies of $8.7 billion and $9.5 billion , respectively. These amounts have been excluded from nonaccrual loans based upon the government guarantee. (c) These balances, which are 90 days or more past due, were excluded from nonaccrual loans as the loans are guaranteed by U.S government agencies. Typically, the principal balance of the loans is insured and interest is guaranteed at a specified reimbursement rate subject to meeting agreed-upon servicing guidelines. At June 30, 2015 , and December 31, 2014 , these balances included $4.0 billion and $4.2 billion , respectively, of loans that are no longer accruing interest based on the agreed-upon servicing guidelines. For the remaining balance, interest is being accrued at the guaranteed reimbursement rate. There were no loans not guaranteed by U.S. government agencies that are 90 or more days past due and still accruing at June 30, 2015 , and December 31, 2014 . (d) Represents the aggregate unpaid principal balance of loans divided by the estimated current property value. Current property values are estimated, at a minimum, quarterly, based on home valuation models using nationally recognized home price index valuation estimates incorporating actual data to the extent available and forecasted data where actual data is not available. These property values do not represent actual appraised loan level collateral values; as such, the resulting ratios are necessarily imprecise and should be viewed as estimates. (e) Junior lien represents combined loan-to-value (“LTV”), which considers all available lien positions, as well as unused lines, related to the property. All other products are presented without consideration of subordinate liens on the property. (f) Refreshed FICO scores represent each borrower’s most recent credit score, which is obtained by the Firm on at least a quarterly basis. (g) At June 30, 2015 , and December 31, 2014 , included mortgage loans insured by U.S. government agencies of $11.4 billion and $12.1 billion , respectively.
Schedule of impaired financing receivables	The table below sets forth information about the Firm’s residential real estate impaired loans, excluding PCI loans. These loans are considered to be impaired as they have been modified in a troubled debt restructuring (“TDR”). All impaired loans are evaluated for an asset-specific allowance as described in Note 15 of JPMorgan Chase ’s 2014 Annual Report . Home equity Mortgages Total residential real estate – excluding PCI (in millions) Senior lien Junior lien Prime, including option ARMs Subprime Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Impaired loans With an allowance $ 556 $ 552 $ 728 $ 722 $ 4,034 $ 4,949 $ 1,445 $ 2,239 $ 6,763 $ 8,462 Without an allowance (a) 521 549 551 582 1,059 1,196 506 639 2,637 2,966 Total impaired loans (b)(c) $ 1,077 $ 1,101 $ 1,279 $ 1,304 $ 5,093 $ 6,145 $ 1,951 $ 2,878 $ 9,400 $ 11,428 Allowance for loan losses related to impaired loans $ 79 $ 84 $ 132 $ 147 $ 96 $ 127 $ 15 $ 64 $ 322 $ 422 Unpaid principal balance of impaired loans (d) 1,410 1,451 2,516 2,603 6,579 7,813 3,013 4,200 13,518 16,067 Impaired loans on nonaccrual status (e) 609 628 609 632 1,433 1,559 752 931 3,403 3,750 (a) Represents collateral-dependent residential mortgage loans that are charged off to the fair value of the underlying collateral less cost to sell. The Firm reports, in accordance with regulatory guidance, residential real estate loans that have been discharged under Chapter 7 bankruptcy and not reaffirmed by the borrower (“Chapter 7 loans”) as collateral-dependent nonaccrual TDRs, regardless of their delinquency status. At June 30, 2015, Chapter 7 residential real estate loans included approximately 18% of senior lien home equity, 10% of junior lien home equity, 22% of prime mortgages, including option ARMs, and 14% of subprime mortgages that were 30 days or more past due. (b) At June 30, 2015 , and December 31, 2014 , $4.5 billion and $4.9 billion , respectively, of loans modified subsequent to repurchase from Government National Mortgage Association (“Ginnie Mae”) in accordance with the standards of the appropriate government agency (i.e., FHA, VA, RHS) are not included in the table above. When such loans perform subsequent to modification in accordance with Ginnie Mae guidelines, they are generally sold back into Ginnie Mae loan pools. Modified loans that do not re-perform become subject to foreclosure. (c) Predominantly all residential real estate impaired loans, excluding PCI loans, are in the U.S. (d) Represents the contractual amount of principal owed at June 30, 2015 , and December 31, 2014 . The unpaid principal balance differs from the impaired loan balances due to various factors, including charge-offs, net deferred loan fees or costs; and unamortized discounts or premiums on purchased loans. (e) As of June 30, 2015 , and December 31, 2014 , nonaccrual loans included $2.6 billion and $2.9 billion , respectively, of TDRs for which the borrowers were less than 90 days past due. For additional information about loans modified in a TDR that are on nonaccrual status refer to the Loan accounting framework in Note 14 of JPMorgan Chase ’s 2014 Annual Report .
Schedule of impaired financing receivables, average recorded investment	The following tables present average impaired loans and the related interest income reported by the Firm. Three months ended June 30, Average impaired loans Interest income on impaired loans (a) Interest income on impaired loans on a cash basis (a) (in millions) 2015 2014 2015 2014 2015 2014 Home equity Senior lien $ 1,085 $ 1,128 $ 13 $ 14 $ 9 $ 10 Junior lien 1,286 1,316 20 20 13 13 Mortgages Prime, including option ARMs 5,605 6,823 55 66 12 14 Subprime 2,548 3,578 35 47 11 13 Total residential real estate – excluding PCI $ 10,524 $ 12,845 $ 123 $ 147 $ 45 $ 50 Six months ended June 30, Average impaired loans Interest income on (a) Interest income on impaired (a) (in millions) 2015 2014 2015 2014 2015 2014 Home equity Senior lien $ 1,090 $ 1,135 $ 26 $ 28 $ 18 $ 19 Junior lien 1,292 1,318 40 41 26 27 Mortgages Prime, including option ARMs 5,828 6,889 114 134 24 27 Subprime 2,684 3,623 72 96 22 26 Total residential real estate – excluding PCI $ 10,894 $ 12,965 $ 252 $ 299 $ 90 $ 99 (a) Generally, interest income on loans modified in TDRs is recognized on a cash basis until such time as the borrower has made a minimum of six payments under the new terms.
Troubled debt restructuring on financing receivables	The following table presents new TDRs reported by the Firm. Three months ended June 30, Six months ended June 30, (in millions) 2015 2014 2015 2014 Home equity: Senior lien $ 32 $ 20 $ 58 $ 47 Junior lien 43 46 89 104 Mortgages: Prime, including option ARMs 58 52 121 119 Subprime 15 25 34 53 Total residential real estate – excluding PCI $ 148 $ 143 $ 302 $ 323
Troubled debt restructuring on financing receivables nature and extent of modifications	The following tables provide information about how residential real estate loans, excluding PCI loans, were modified under the Firm’s loss mitigation programs during the periods presented. These tables exclude Chapter 7 loans where the sole concession granted is the discharge of debt. Three months ended June 30, Home equity Mortgages Total residential real estate - excluding PCI Senior lien Junior lien Prime, including option ARMs Subprime 2015 2014 2015 2014 2015 2014 2015 2014 2015 2014 Number of loans approved for a trial modification 294 218 93 157 294 261 367 529 1,048 1,165 Number of loans permanently modified 314 226 642 699 347 386 395 493 1,698 1,804 Concession granted: (a) Interest rate reduction 75 % 64 % 75 % 88 % 76 % 65 % 71 % 68 % 74 % 75 % Term or payment extension 85 86 88 83 84 79 78 71 84 79 Principal and/or interest deferred 32 12 23 22 36 30 18 15 26 20 Principal forgiveness 4 30 4 29 23 22 30 35 14 29 Other (b) — — 1 — 8 18 10 9 4 6 Six months ended June 30, Home equity Mortgages Total residential real estate - excluding PCI Senior lien Junior lien Prime, including option ARMs Subprime 2015 2014 2015 2014 2015 2014 2015 2014 2015 2014 Number of loans approved for a trial modification 650 419 247 341 539 516 789 1,028 2,225 2,304 Number of loans permanently modified 576 521 1,150 1,657 708 917 884 1,260 3,318 4,355 Concession granted: (a) Interest rate reduction 75 % 65 % 76 % 86 % 69 % 62 % 71 % 63 % 73 % 72 % Term or payment extension 83 83 87 83 84 84 80 72 84 80 Principal and/or interest deferred 32 14 25 22 36 32 22 18 28 22 Principal forgiveness 6 30 4 28 26 27 31 38 16 31 Other (b) — — — — 8 17 11 12 5 7 (a) Represents concessions granted in permanent modifications as a percentage of the number of loans permanently modified. The sum of the percentages exceeds 100% because predominantly all of the modifications include more than one type of concession. A significant portion of trial modifications include interest rate reductions and/or term or payment extensions. (b) Represents variable interest rate to fixed interest rate modifications.
Troubled debt restructuring on financing receivables, financial effects of modifications and re-defaults	The following tables provide information about the financial effects of the various concessions granted in modifications of residential real estate loans, excluding PCI, under the Firm’s loss mitigation programs and about redefaults of certain loans modified in TDRs for the periods presented. Because the specific types and amounts of concessions offered to borrowers frequently change between the trial modification and the permanent modification, the following tables present only the financial effects of permanent modifications. These tables also exclude Chapter 7 loans where the sole concession granted is the discharge of debt. Three months ended June 30, Home equity Mortgages Total residential real estate – excluding PCI Senior lien Junior lien Prime, including option ARMs Subprime 2015 2014 2015 2014 2015 2014 2015 2014 2015 2014 Weighted-average interest rate of loans with interest rate reductions – before TDR 5.88 % 6.58 % 4.65 % 4.94 % 5.15 % 5.17 % 6.55 % 7.28 % 5.48 % 5.82 % Weighted-average interest rate of loans with interest rate reductions – after TDR 2.89 2.93 2.23 2.04 2.50 2.54 3.16 3.47 2.65 2.72 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR 17 17 19 19 25 25 24 24 22 23 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR 31 29 33 34 38 37 36 35 35 35 Charge-offs recognized upon permanent modification $ — $ — $ 1 $ 8 $ 2 $ 2 $ 1 $ — $ 4 $ 10 Principal deferred 4 1 3 3 11 10 3 4 21 18 Principal forgiven 1 3 — 6 7 8 7 11 15 28 Balance of loans that redefaulted within one year of permanent modification (a) $ 4 $ 4 $ 1 $ 3 $ 21 $ 44 $ 16 $ 28 $ 42 $ 79 Six months ended June 30, Home equity Mortgages Total residential real estate – excluding PCI Senior lien Junior lien Prime, including option ARMs Subprime 2015 2014 2015 2014 2015 2014 2015 2014 2015 2014 Weighted-average interest rate of loans with interest rate reductions – before TDR 5.98 % 6.63 % 4.79 % 4.83 % 5.09 % 5.20 % 6.69 % 7.44 % 5.58 % 5.88 % Weighted-average interest rate of loans with interest rate reductions – after TDR 2.81 2.98 2.22 1.91 2.44 2.67 3.19 3.43 2.65 2.75 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR 17 18 19 19 25 24 24 24 23 23 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR 31 30 34 35 38 37 36 36 36 36 Charge-offs recognized upon permanent modification $ — $ 1 $ 2 $ 22 $ 3 $ 4 $ 2 $ 1 $ 7 $ 28 Principal deferred 7 2 6 6 22 23 10 11 45 42 Principal forgiven 2 6 — 17 16 25 17 32 35 80 Balance of loans that redefaulted within one year of permanent modification (a) $ 6 $ 10 $ 3 $ 6 $ 37 $ 70 $ 31 $ 43 $ 77 $ 129 (a) Represents loans permanently modified in TDRs that experienced a payment default in the periods presented, and for which the payment default occurred within one year of the modification. The dollar amounts presented represent the balance of such loans at the end of the reporting period in which such loans defaulted. For residential real estate loans modified in TDRs, payment default is deemed to occur when the loan becomes two contractual payments past due. In the event that a modified loan redefaults, it is probable that the loan will ultimately be liquidated through foreclosure or another similar type of liquidation transaction. Redefaults of loans modified within the last 12 months may not be representative of ultimate redefault levels.
Consumer, excluding credit card | Home equity - junior lien
Loans and Leases Receivable Disclosure [Line Items]
Schedule of financing receivable credit quality indicators	The following table represents the Firm’s delinquency statistics for junior lien home equity loans and lines as of June 30, 2015 , and December 31, 2014 . Total loans Total 30+ day delinquency rate (in millions, except ratios) Jun 30, Dec 31, Jun 30, Dec 31, HELOCs: (a) Within the revolving period (b) $ 21,023 $ 25,252 1.61 % 1.75 % Beyond the revolving period 9,637 7,979 2.84 3.16 HELOANs 2,774 3,144 2.70 3.34 Total $ 33,434 $ 36,375 2.06 % 2.20 % (a) These HELOCs are predominantly revolving loans for a 10 -year period, after which time the HELOC converts to a loan with a 20 -year amortization period, but also include HELOCs originated by Washington Mutual that require interest-only payments beyond the revolving period. (b) The Firm manages the risk of HELOCs during their revolving period by closing or reducing the undrawn line to the extent permitted by law when borrowers are experiencing financial difficulty or when the collateral does not support the loan amount.
Consumer, excluding credit card | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Schedule of financing receivable credit quality indicators	The table below provides information for other consumer retained loan classes, including auto, business banking and student loans. (in millions, except ratios) Auto Business banking Student and other Total other consumer Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Loan delinquency (a) Current $ 55,793 $ 53,866 $ 20,258 $ 19,710 $ 9,825 $ 10,080 $ 85,876 $ 83,656 30–119 days past due 530 663 191 208 485 576 1,206 1,447 120 or more days past due 7 7 115 140 264 314 386 461 Total retained loans $ 56,330 $ 54,536 $ 20,564 $ 20,058 $ 10,574 $ 10,970 $ 87,468 $ 85,564 % of 30+ days past due to total retained loans 0.95 % 1.23 % 1.49 % 1.73 % 1.92 % (d) 2.15 % (d) 1.20 % (d) 1.47 % (d) 90 or more days past due and still accruing (b) $ — $ — $ — $ — $ 282 $ 367 $ 282 $ 367 Nonaccrual loans 97 115 239 279 253 270 589 664 Geographic region California $ 6,671 $ 6,294 $ 3,206 $ 3,008 $ 1,102 $ 1,143 $ 10,979 $ 10,445 New York 3,682 3,662 3,180 3,187 1,236 1,259 8,098 8,108 Illinois 3,366 3,175 1,388 1,373 706 729 5,460 5,277 Texas 5,893 5,608 2,592 2,626 852 868 9,337 9,102 Florida 2,517 2,301 899 827 528 521 3,944 3,649 New Jersey 1,972 1,945 504 451 392 378 2,868 2,774 Arizona 1,947 2,003 1,174 1,083 239 239 3,360 3,325 Washington 1,066 1,019 267 258 222 235 1,555 1,512 Michigan 1,586 1,633 1,376 1,375 442 466 3,404 3,474 Ohio 2,284 2,157 1,357 1,354 594 629 4,235 4,140 All other 25,346 24,739 4,621 4,516 4,261 4,503 34,228 33,758 Total retained loans $ 56,330 $ 54,536 $ 20,564 $ 20,058 $ 10,574 $ 10,970 $ 87,468 $ 85,564 Loans by risk ratings (c) Noncriticized $ 10,173 $ 9,822 $ 15,012 $ 14,619 NA NA $ 25,185 $ 24,441 Criticized performing 83 35 744 708 NA NA 827 743 Criticized nonaccrual — — 191 213 NA NA 191 213 (a) Individual delinquency classifications included loans insured by U.S. government agencies under the Federal Family Education Loan Program (“FFELP”) as follows: current included $4.1 billion and $4.3 billion ; 30 - 119 days past due included $303 million and $364 million ; and 120 or more days past due included $243 million and $290 million at June 30, 2015 , and December 31, 2014 , respectively. (b) These amounts represent student loans, which are insured by U.S. government agencies under the FFELP. These amounts were accruing as reimbursement of insured amounts is proceeding normally. (c) For risk-rated business banking and auto loans, the primary credit quality indicator is the risk rating of the loan, including whether the loans are considered to be criticized and/or nonaccrual. (d) June 30, 2015 , and December 31, 2014 , excluded loans 30 days or more past due and still accruing, which are insured by U.S. government agencies under the FFELP, of $546 million and $654 million , respectively. These amounts were excluded as reimbursement of insured amounts is proceeding normally.
Schedule of impaired financing receivables	The table below sets forth information about the Firm’s other consumer impaired loans, including risk-rated business banking and auto loans that have been placed on nonaccrual status, and loans that have been modified in TDRs. (in millions) June 30, December 31, Impaired loans With an allowance $ 529 $ 557 Without an allowance (a) 31 35 Total impaired loans (b)(c) $ 560 $ 592 Allowance for loan losses related to impaired loans $ 114 $ 117 Unpaid principal balance of impaired loans (d) 682 719 Impaired loans on nonaccrual status 440 456 (a) When discounted cash flows, collateral value or market price equals or exceeds the recorded investment in the loan, the loan does not require an allowance. This typically occurs when the impaired loans have been partially charged off and/or there have been interest payments received and applied to the loan balance. (b) Predominantly all other consumer impaired loans are in the U.S. (c) Other consumer average impaired loans were $566 million and $600 million for the three months ended June 30, 2015 and 2014 , respectively, and $576 million and $599 million for the six months ended June 30, 2015 and 2014 , respectively. The related interest income on impaired loans, including those on a cash basis, was not material for the three and six months ended June 30, 2015 and 2014 . (d) Represents the contractual amount of principal owed at June 30, 2015 , and December 31, 2014 . The unpaid principal balance differs from the impaired loan balances due to various factors, including charge-offs; interest payments received and applied to the principal balance; net deferred loan fees or costs; and unamortized discounts or premiums on purchased loans.
Troubled debt restructuring on financing receivables	The following table provides information about the Firm’s other consumer loans modified in TDRs. New TDRs were not material for the three and six months ended June 30, 2015 and 2014. (in millions) June 30, December 31, Loans modified in TDRs (a)(b) $ 407 $ 442 TDRs on nonaccrual status 287 306 (a) The impact of these modifications was not material to the Firm for the three and six months ended June 30, 2015 and 2014 . (b) Additional commitments to lend to borrowers whose loans have been modified in TDRs as of June 30, 2015 , and December 31, 2014 , were immaterial.
Consumer, excluding credit card | Purchased Credit-Impaired
Loans and Leases Receivable Disclosure [Line Items]
Schedule of financing receivable credit quality indicators	The table below sets forth information about the Firm’s consumer, excluding credit card, PCI loans. (in millions, except ratios) Home equity Prime mortgage Subprime mortgage Option ARMs Total PCI Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Carrying value (a) $ 16,088 $ 17,095 $ 9,553 $ 10,220 $ 3,449 $ 3,673 $ 14,716 $ 15,708 $ 43,806 $ 46,696 Related allowance for loan losses (b) 1,758 1,758 1,083 1,193 180 180 194 194 3,215 3,325 Loan delinquency (based on unpaid principal balance) Current $ 15,411 $ 16,295 $ 8,473 $ 8,912 $ 3,416 $ 3,565 $ 13,116 $ 13,814 $ 40,416 $ 42,586 30–149 days past due 326 445 395 500 451 536 707 858 1,879 2,339 150 or more days past due 759 1,000 712 837 464 551 1,515 1,824 3,450 4,212 Total loans $ 16,496 $ 17,740 $ 9,580 $ 10,249 $ 4,331 $ 4,652 $ 15,338 $ 16,496 $ 45,745 $ 49,137 % of 30+ days past due to total loans 6.58 % 8.15 % 11.56 % 13.05 % 21.13 % 23.37 % 14.49 % 16.26 % 11.65 % 13.33 % Current estimated LTV ratios (based on unpaid principal balance) (c)(d) Greater than 125% and refreshed FICO scores: Equal to or greater than 660 $ 350 $ 513 $ 24 $ 45 $ 21 $ 34 $ 54 $ 89 $ 449 $ 681 Less than 660 180 273 58 97 103 160 86 150 427 680 101% to 125% and refreshed FICO scores: Equal to or greater than 660 1,788 2,245 308 456 143 215 392 575 2,631 3,491 Less than 660 835 1,073 282 402 367 509 528 771 2,012 2,755 80% to 100% and refreshed FICO scores: Equal to or greater than 660 3,868 4,171 1,674 2,154 456 519 1,937 2,418 7,935 9,262 Less than 660 1,490 1,647 1,100 1,316 879 1,006 1,640 1,996 5,109 5,965 Lower than 80% and refreshed FICO scores: Equal to or greater than 660 5,979 5,824 3,894 3,663 785 719 6,762 6,593 17,420 16,799 Less than 660 2,006 1,994 2,240 2,116 1,577 1,490 3,939 3,904 9,762 9,504 Total unpaid principal balance $ 16,496 $ 17,740 $ 9,580 $ 10,249 $ 4,331 $ 4,652 $ 15,338 $ 16,496 $ 45,745 $ 49,137 Geographic region (based on unpaid principal balance) California $ 9,908 $ 10,671 $ 5,591 $ 5,965 $ 1,077 $ 1,138 $ 8,634 $ 9,190 $ 25,210 $ 26,964 New York 833 876 647 672 422 463 856 933 2,758 2,944 Illinois 382 405 282 301 211 229 357 397 1,232 1,332 Texas 248 273 85 92 259 281 81 85 673 731 Florida 1,581 1,696 625 689 399 432 1,298 1,440 3,903 4,257 New Jersey 329 348 263 279 150 165 505 553 1,247 1,345 Arizona 299 323 155 167 82 85 215 227 751 802 Washington 889 959 208 225 87 95 360 395 1,544 1,674 Michigan 49 53 154 166 121 130 168 182 492 531 Ohio 18 20 45 48 68 72 65 69 196 209 All other 1,960 2,116 1,525 1,645 1,455 1,562 2,799 3,025 7,739 8,348 Total unpaid principal balance $ 16,496 $ 17,740 $ 9,580 $ 10,249 $ 4,331 $ 4,652 $ 15,338 $ 16,496 $ 45,745 $ 49,137 (a) Carrying value includes the effect of fair value adjustments that were applied to the consumer PCI portfolio at the date of acquisition. (b) Management concluded as part of the Firm’s regular assessment of the PCI loan pools that it was probable that higher expected credit losses would result in a decrease in expected cash flows. As a result, an allowance for loan losses for impairment of these pools has been recognized. (c) Represents the aggregate unpaid principal balance of loans divided by the estimated current property value. Current property values are estimated, at a minimum, quarterly, based on home valuation models using nationally recognized home price index valuation estimates incorporating actual data to the extent available and forecasted data where actual data is not available. These property values do not represent actual appraised loan level collateral values; as such, the resulting ratios are necessarily imprecise and should be viewed as estimates. Current estimated combined LTV for junior lien home equity loans considers all available lien positions, as well as unused lines, related to the property. (d) Refreshed FICO scores represent each borrower’s most recent credit score, which is obtained by the Firm on at least a quarterly basis.
Certain loans acquired in transfer accretable yield movement roll forward	The table below sets forth the accretable yield activity for the Firm’s PCI consumer loans for the three and six months ended June 30, 2015 and 2014 , and represents the Firm’s estimate of gross interest income expected to be earned over the remaining life of the PCI loan portfolios. The table excludes the cost to fund the PCI portfolios, and therefore the accretable yield does not represent net interest income expected to be earned on these portfolios. Total PCI (in millions, except ratios) Three months ended June 30, Six months ended June 30, 2015 2014 2015 2014 Beginning balance $ 14,034 $ 15,782 $ 14,592 $ 16,167 Accretion into interest income (430 ) (495 ) (866 ) (1,009 ) Changes in interest rates on variable-rate loans 12 (45 ) 18 (66 ) Other changes in expected cash flows (a) 125 33 (3 ) 183 Balance at June 30 $ 13,741 $ 15,275 $ 13,741 $ 15,275 Accretable yield percentage 4.18 % 4.24 % 4.16 % 4.28 % (a) Other changes in expected cash flows may vary from period to period as the Firm continues to refine its cash flow model and periodically updates model assumptions. For the three and six months ended June 30, 2015 and 2014 , other changes in expected cash flows were driven by changes in prepayment assumptions.
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity Junior Lien
Loans and Leases Receivable Disclosure [Line Items]
Schedule of financing receivable credit quality indicators	The following tables set forth delinquency statistics for PCI junior lien home equity loans and lines of credit based on unpaid principal balance as of June 30, 2015 , and December 31, 2014 . Total loans Total 30+ day delinquency rate (in millions, except ratios) Jun 30, Dec 31, Jun 30, Dec 31, HELOCs: (a) Within the revolving period (b) $ 7,004 $ 8,972 4.35 % 6.42 % Beyond the revolving period (c) 5,141 4,143 5.10 6.42 HELOANs 651 736 5.68 8.83 Total $ 12,796 $ 13,851 4.72 % 6.55 % (a) In general, these HELOCs are revolving loans for a 10 -year period, after which time the HELOC converts to an interest-only loan with a balloon payment at the end of the loan’s term. (b) Substantially all undrawn HELOCs within the revolving period have been closed. (c) Includes loans modified into fixed rate amortizing loans.
Credit card
Loans and Leases Receivable Disclosure [Line Items]
Schedule of financing receivable credit quality indicators	The table below sets forth information about the Firm’s credit card loans. (in millions, except ratios) June 30, December 31, Loan delinquency Current and less than 30 days past due and still accruing $ 123,102 $ 126,189 30–89 days past due and still accruing 812 943 90 or more days past due and still accruing 791 895 Nonaccrual loans — — Total retained credit card loans $ 124,705 $ 128,027 Loan delinquency ratios % of 30+ days past due to total retained loans 1.29 % 1.44 % % of 90+ days past due to total retained loans 0.63 0.70 Credit card loans by geographic region California $ 17,661 $ 17,940 Texas 11,065 11,088 New York 10,763 10,940 Illinois 7,314 7,497 Florida 7,265 7,398 New Jersey 5,632 5,750 Ohio 4,520 4,707 Pennsylvania 4,317 4,489 Michigan 3,418 3,552 Virginia 3,075 3,263 All other 49,675 51,403 Total retained credit card loans $ 124,705 $ 128,027 Percentage of portfolio based on carrying value with estimated refreshed FICO scores Equal to or greater than 660 85.7 % 85.7 % Less than 660 14.3 14.3
Schedule of impaired financing receivables	The table below sets forth information about the Firm’s impaired credit card loans. All of these loans are considered to be impaired as they have been modified in TDRs. (in millions) June 30, December 31, Impaired credit card loans with an allowance (a)(b) Credit card loans with modified payment terms (c) $ 1,480 $ 1,775 Modified credit card loans that have reverted to pre-modification payment terms (d) 205 254 Total impaired credit card loans (e) $ 1,685 $ 2,029 Allowance for loan losses related to impaired credit card loans $ 518 $ 500 (a) The carrying value and the unpaid principal balance are the same for credit card impaired loans. (b) There were no impaired loans without an allowance. (c) Represents credit card loans outstanding to borrowers enrolled in a credit card modification program as of the date presented. (d) Represents credit card loans that were modified in TDRs but that have subsequently reverted back to the loans’ pre-modification payment terms. At June 30, 2015 , and December 31, 2014 , $127 million and $159 million , respectively, of loans have reverted back to the pre-modification payment terms of the loans due to noncompliance with the terms of the modified loans. The remaining $78 million and $95 million at June 30, 2015 , and December 31, 2014 , respectively, of these loans are to borrowers who have successfully completed a short-term modification program. The Firm continues to report these loans as TDRs since the borrowers’ credit lines remain closed. (e) Predominantly all impaired credit card loans are in the U.S.
Schedule of impaired financing receivables, average recorded investment	The following table presents average balances of impaired credit card loans and interest income recognized on those loans. Three months ended Six months ended (in millions) 2015 2014 2015 2014 Average impaired credit card loans $ 1,769 $ 2,617 $ 1,854 $ 2,776 Interest income on impaired credit card loans 21 32 44 68
Troubled debt restructuring on financing receivables, financial effects of modifications and re-defaults	The following table provides information about the financial effects of the concessions granted on credit card loans modified in TDRs and redefaults for the periods presented. (in millions, except weighted-average data) Three months ended June 30, Six months ended 2015 2014 2015 2014 Weighted-average interest rate of loans – before TDR 15.15 % 15.05 % 15.16 % 15.04 % Weighted-average interest rate of loans – after TDR 4.27 4.33 4.28 4.36 Loans that redefaulted within one year of modification (a) $ 20 $ 29 $ 42 $ 63 (a) Represents loans modified in TDRs that experienced a payment default in the periods presented, and for which the payment default occurred within one year of the modification. The amounts presented represent the balance of such loans as of the end of the quarter in which they defaulted.
Wholesale
Loans and Leases Receivable Disclosure [Line Items]
Schedule of financing receivable credit quality indicators	The table below provides information by class of receivable for the retained loans in the Wholesale portfolio segment. Commercial and industrial Real estate Financial Government agencies Other (d) Total (in millions, except ratios) Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Loans by risk ratings Investment-grade $ 64,034 $ 63,069 $ 67,658 $ 61,006 $ 23,811 $ 27,111 $ 10,836 $ 8,393 $ 87,810 $ 82,087 $ 254,149 $ 241,666 Noninvestment-grade: Noncriticized 44,962 44,117 15,863 16,541 6,071 7,085 298 300 10,985 10,075 78,179 78,118 Criticized performing 3,017 2,251 1,444 1,313 375 316 8 3 174 236 5,018 4,119 Criticized nonaccrual 492 188 248 253 11 18 5 — 117 140 873 599 Total noninvestment- grade 48,471 46,556 17,555 18,107 6,457 7,419 311 303 11,276 10,451 84,070 82,836 Total retained loans $ 112,505 $ 109,625 $ 85,213 $ 79,113 $ 30,268 $ 34,530 $ 11,147 $ 8,696 $ 99,086 $ 92,538 $ 338,219 $ 324,502 % of total criticized to total retained loans 3.12 % 2.22 % 1.99 % 1.98 % 1.28 % 0.97 % 0.12 % 0.03 % 0.29 % 0.41 % 1.74 % 1.45 % % of nonaccrual loans to total retained loans 0.44 0.17 0.29 0.32 0.04 0.05 0.04 — 0.12 0.15 0.26 0.18 Loans by geographic distribution (a) Total non-U.S. $ 32,201 $ 33,739 $ 1,853 $ 2,099 $ 17,408 $ 20,944 $ 1,641 $ 1,122 $ 44,730 $ 42,961 $ 97,833 $ 100,865 Total U.S. 80,304 75,886 83,360 77,014 12,860 13,586 9,506 7,574 54,356 49,577 240,386 223,637 Total retained loans $ 112,505 $ 109,625 $ 85,213 $ 79,113 $ 30,268 $ 34,530 $ 11,147 $ 8,696 $ 99,086 $ 92,538 $ 338,219 $ 324,502 Loan delinquency (b) Current and less than 30 days past due and still accruing $ 111,835 $ 108,857 $ 84,830 $ 78,552 $ 30,222 $ 34,408 $ 11,127 $ 8,627 $ 97,763 $ 91,168 $ 335,777 $ 321,612 30–89 days past due and still accruing 174 566 120 275 29 104 15 69 1,109 1,201 1,447 2,215 90 or more days past due and still accruing (c) 4 14 15 33 6 — — — 97 29 122 76 Criticized nonaccrual 492 188 248 253 11 18 5 — 117 140 873 599 Total retained loans $ 112,505 $ 109,625 $ 85,213 $ 79,113 $ 30,268 $ 34,530 $ 11,147 $ 8,696 $ 99,086 $ 92,538 $ 338,219 $ 324,502 (a) The U.S. and non-U.S. distribution is determined based predominantly on the domicile of the borrower. (b) The credit quality of wholesale loans is assessed primarily through ongoing review and monitoring of an obligor’s ability to meet contractual obligations rather than relying on the past due status, which is generally a lagging indicator of credit quality. For a discussion of more significant risk factors, see Note 14 of JPMorgan Chase ’s 2014 Annual Report . (c) Represents loans that are considered well-collateralized and therefore still accruing interest. (d) Other primarily includes loans to SPEs and loans to private banking clients. See Note 1 of JPMorgan Chase ’s 2014 Annual Report for additional information on SPEs.
Schedule of impaired financing receivables	Wholesale impaired loans are comprised of loans that have been placed on nonaccrual status and/or that have been modified in a TDR. All impaired loans are evaluated for an asset-specific allowance as described in Note 15 of JPMorgan Chase ’s 2014 Annual Report . The table below sets forth information about the Firm’s wholesale impaired loans. (in millions) Commercial and industrial Real estate Financial institutions Government agencies Other Total retained loans Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Impaired loans With an allowance $ 401 $ 174 $ 154 $ 193 $ 10 $ 15 $ 5 $ — $ 59 $ 89 $ 629 $ 471 Without an allowance (a) 102 24 116 87 2 3 — — 59 52 279 166 Total impaired loans $ 503 $ 198 $ 270 $ 280 $ 12 $ 18 $ 5 $ — $ 118 $ 141 $ 908 (c) $ 637 (c) Allowance for loan losses related to impaired loans $ 85 $ 34 $ 17 $ 36 $ 2 $ 4 $ 2 $ — $ 41 $ 13 $ 147 $ 87 Unpaid principal balance of impaired loans (b) 541 266 354 345 14 22 5 — 122 202 1,036 835 (a) When the discounted cash flows, collateral value or market price equals or exceeds the recorded investment in the loan, the loan does not require an allowance. This typically occurs when the impaired loans have been partially charged-off and/or there have been interest payments received and applied to the loan balance. (b) Represents the contractual amount of principal owed at June 30, 2015 , and December 31, 2014 . The unpaid principal balance differs from the impaired loan balances due to various factors, including charge-offs; interest payments received and applied to the carrying value; net deferred loan fees or costs; and unamortized discount or premiums on purchased loans. (c) Based upon the domicile of the borrower, predominantly all wholesale impaired loans are in the U.S.
Schedule of impaired financing receivables, average recorded investment	The following table presents the Firm’s average impaired loans for the periods indicated. Three months ended June 30, Six months ended June 30, (in millions) 2015 2014 2015 2014 Commercial and industrial $ 355 $ 249 $ 303 $ 270 Real estate 242 306 255 330 Financial institutions 15 19 15 21 Government agencies 1 — 1 — Other 114 159 111 164 Total (a) $ 727 $ 733 $ 685 $ 785 (a) The related interest income on accruing impaired loans and interest income recognized on a cash basis were not material for the three and six months ended June 30, 2015 and 2014 .
Wholesale | Real estate
Loans and Leases Receivable Disclosure [Line Items]
Schedule of financing receivable credit quality indicators	The following table presents additional information on the real estate class of loans within the Wholesale portfolio segment for the periods indicated. For further information on real estate loans, see Note 14 of JPMorgan Chase ’s 2014 Annual Report . (in millions, except ratios) Multifamily Commercial lessors Commercial construction and development Other Total real estate loans Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Real estate retained loans $ 55,501 $ 51,049 $ 17,235 $ 17,438 $ 4,723 $ 4,264 $ 7,754 $ 6,362 $ 85,213 $ 79,113 Criticized exposure 617 652 992 841 17 42 66 31 1,692 1,566 % of criticized exposure to total real estate retained loans 1.11 % 1.28 % 5.76 % 4.82 % 0.36 % 0.98 % 0.85 % 0.49 % 1.99 % 1.98 % Criticized nonaccrual $ 111 $ 126 $ 95 $ 110 $ — $ — $ 42 $ 17 $ 248 $ 253 % of criticized nonaccrual to total real estate retained loans 0.20 % 0.25 % 0.55 % 0.63 % — % — % 0.54 % 0.27 % 0.29 % 0.32 %

Allowance for credit losses (Ta

Allowance for credit losses (Tables)	6 Months Ended
	Jun. 30, 2015
Allowance for Credit Losses [Abstract]
Allowance for credit losses on financing receivables	The table below summarizes information about the allowance for loan losses, loans by impairment methodology, the allowance for lending-related commitments and lending-related commitments by impairment methodology. 2015 2014 Six months ended June 30 (in millions) Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Allowance for loan losses Beginning balance at January 1, $ 7,050 $ 3,439 $ 3,696 $ 14,185 8,456 $ 3,795 $ 4,013 $ 16,264 Gross charge-offs 827 1,776 33 2,636 1,084 1,982 77 3,143 Gross recoveries (337 ) (187 ) (53 ) (577 ) (399 ) (209 ) (108 ) (716 ) Net charge-offs/(recoveries) 490 1,589 (20 ) 2,059 685 1,773 (31 ) 2,427 Write-offs of PCI loans (a) 110 — — 110 109 — — 109 Provision for loan losses 42 1,589 265 1,896 81 1,573 (55 ) 1,599 Other — (5 ) 8 3 — (1 ) — (1 ) Ending balance at June 30, $ 6,492 $ 3,434 $ 3,989 $ 13,915 $ 7,743 $ 3,594 $ 3,989 $ 15,326 Allowance for loan losses by impairment methodology Asset-specific (b) $ 436 $ 518 (c) $ 147 $ 1,101 $ 598 $ 583 (c) $ 138 $ 1,319 Formula-based 2,841 2,916 3,842 9,599 3,396 3,011 3,851 10,258 PCI 3,215 — — 3,215 3,749 — — 3,749 Total allowance for loan losses $ 6,492 $ 3,434 $ 3,989 $ 13,915 $ 7,743 $ 3,594 $ 3,989 $ 15,326 Loans by impairment methodology Asset-specific $ 9,960 $ 1,685 $ 908 $ 12,553 $ 13,191 $ 2,467 $ 732 $ 16,390 Formula-based 263,015 123,020 337,307 723,342 224,905 123,154 320,797 668,856 PCI 43,806 — 4 43,810 50,118 — 5 50,123 Total retained loans $ 316,781 $ 124,705 $ 338,219 $ 779,705 $ 288,214 $ 125,621 $ 321,534 $ 735,369 Impaired collateral-dependent loans Net charge-offs $ 33 $ — $ 2 $ 35 $ 81 $ — $ (5 ) $ 76 Loans measured at fair value of collateral less cost to sell 2,695 — 307 3,002 3,250 — 321 3,571 Allowance for lending-related commitments Beginning balance at January 1, $ 13 $ — $ 609 $ 622 $ 8 $ — $ 697 $ 705 Provision for lending-related commitments 2 — (4 ) (2 ) 1 — (58 ) (57 ) Other — — — — — — — — Ending balance at June 30, $ 15 $ — $ 605 $ 620 $ 9 $ — $ 639 $ 648 Allowance for lending-related commitments by impairment methodology Asset-specific $ — $ — $ 55 $ 55 $ — $ — $ 43 $ 43 Formula-based 15 — 550 565 9 — 596 605 Total allowance for lending-related commitments $ 15 $ — $ 605 $ 620 $ 9 $ — $ 639 $ 648 Lending-related commitments by impairment methodology Asset-specific $ — $ — $ 133 $ 133 $ — $ — $ 122 $ 122 Formula-based 59,817 523,717 351,915 935,449 56,410 533,688 451,153 1,041,251 Total lending-related commitments $ 59,817 $ 523,717 $ 352,048 $ 935,582 $ 56,410 $ 533,688 $ 451,275 $ 1,041,373 (a) Write-offs of PCI loans are recorded against the allowance for loan losses when actual losses for a pool exceed estimated losses that were recorded as purchase accounting adjustments at the time of acquisition. A write-off of a PCI loan is recognized when the underlying loan is removed from a pool (e.g., upon liquidation). (b) Includes risk-rated loans that have been placed on nonaccrual status and loans that have been modified in a TDR. (c) The asset-specific credit card allowance for loan losses is related to loans that have been modified in a TDR; such allowance is calculated based on the loans’ original contractual interest rates and does not consider any incremental penalty rates.

Variable Interest Entities (Tab

Variable Interest Entities (Tables)	6 Months Ended
	Jun. 30, 2015
Variable Interest Entities [Abstract]
Schedule of significant types of variable interest entities by business segment	The following table summarizes the most significant types of Firm-sponsored VIEs by business segment. Line-of-Business Transaction Type Activity Form 10-Q page reference CCB Credit card securitization trusts Securitization of both originated and purchased credit card receivables 144 Mortgage securitization trusts Servicing and securitization of both originated and purchased residential mortgages 144 –146 CIB Mortgage and other securitization trusts Securitization of both originated and purchased residential and commercial mortgages, and student loans 144 –146 Multi-seller conduits Investor intermediation activities: Assist clients in accessing the financial markets in a cost-efficient manner and structures transactions to meet investor needs 146 Municipal bond vehicles 146 –147 Credit-related note and asset swap vehicles 147
Firm-sponsored mortgage and other consumer securitization trusts	The following table presents the total unpaid principal amount of assets held in Firm-sponsored private-label securitization entities, including those in which the Firm has continuing involvement, and those that are consolidated by the Firm. Continuing involvement includes servicing the loans; holding senior interests or subordinated interests; recourse or guarantee arrangements; and derivative transactions. In certain instances, the Firm’s only continuing involvement is servicing the loans. See Securitization activity on page 149 of this Note for further information regarding the Firm’s cash flows with and interests retained in nonconsolidated VIEs, and page 149 of this Note for information on the Firm’s loan sales to U.S. government agencies. Principal amount outstanding JPMorgan Chase interest in securitized assets in nonconsolidated VIEs (c)(d)(e) June 30, 2015 (a) (in billions) Total assets held by securitization VIEs Assets Assets held in nonconsolidated securitization VIEs with continuing involvement Trading assets AFS securities Total interests held by JPMorgan Securitization-related Residential mortgage: Prime/Alt-A and Option ARMs $ 91.8 $ 1.6 $ 75.5 $ 0.7 $ 1.6 $ 2.3 Subprime 26.1 0.1 24.2 — — — Commercial and other (b) 127.3 0.2 94.0 0.4 3.6 4.0 Total $ 245.2 $ 1.9 $ 193.7 $ 1.1 $ 5.2 $ 6.3 Principal amount outstanding JPMorgan Chase interest in securitized assets in nonconsolidated VIEs (c)(d)(e) December 31, 2014 (a) (in billions) Total assets held by securitization VIEs Assets held in consolidated securitization VIEs Assets held in nonconsolidated securitization VIEs with continuing involvement Trading assets AFS securities Total interests held by JPMorgan Chase Securitization-related Residential mortgage: Prime/Alt-A and Option ARMs $ 96.3 $ 2.7 $ 78.3 $ 0.5 $ 0.7 $ 1.2 Subprime 28.4 0.8 25.7 0.1 — 0.1 Commercial and other (b) 129.6 0.2 94.4 0.4 3.5 3.9 Total $ 254.3 $ 3.7 $ 198.4 $ 1.0 $ 4.2 $ 5.2 (a) Excludes U.S. government agency securitizations. See page 149 of this Note for information on the Firm’s loan sales to U.S. government agencies. (b) Consists of securities backed by commercial loans (predominantly real estate) and non-mortgage-related consumer receivables purchased from third parties. The Firm generally does not retain a residual interest in its sponsored commercial mortgage securitization transactions. (c) The table above excludes the following: retained servicing (see Note 16 for a discussion of MSRs); securities retained from loan sales to U.S. government agencies; interest rate and foreign exchange derivatives primarily used to manage interest rate and foreign exchange risks of securitization entities (See Note 5 for further information on derivatives); senior and subordinated securities of $97 million and $161 million , respectively, at June 30, 2015 , and $136 million and $34 million , respectively, at December 31, 2014 , which the Firm purchased in connection with CIB’s secondary market-making activities. (d) Includes interests held in re-securitization transactions. (e) As of June 30, 2015 , and December 31, 2014 , 74% and 77% , respectively, of the Firm’s retained securitization interests, which are carried at fair value, were risk-rated “A” or better, on an S&P-equivalent basis. The retained interests in prime residential mortgages consisted of $2.1 billion and $1.1 billion of investment-grade and $175 million and $185 million of noninvestment-grade retained interests at June 30, 2015 , and December 31, 2014 , respectively. The retained interests in commercial and other securitizations trusts consisted of $3.8 billion and $3.7 billion of investment-grade and $229 million and $194 million of noninvestment-grade retained interests at June 30, 2015 , and December 31, 2014 , respectively.
Firm's exposure to nonconsolidated municipal bond VIEs	The Firm’s exposure to nonconsolidated municipal bond VIEs at June 30, 2015 , and December 31, 2014 , including the ratings profile of the VIEs’ assets, was as follows. (in billions) Fair value of assets held by VIEs Liquidity facilities Excess/(deficit) (a) Maximum exposure Nonconsolidated municipal bond vehicles June 30, 2015 $ 11.7 $ 6.6 $ 5.1 $ 6.6 December 31, 2014 11.5 6.3 5.2 6.3
Ratings profile of the VIEs' assets	Ratings profile of VIE assets (b) Fair value of assets held by VIEs Wt. avg. expected life of assets (years) Investment-grade Noninvestment- grade (in billions, except where otherwise noted) AAA to AAA- AA+ to AA- A+ to A- BBB+ to BBB- BB+ and below June 30, 2015 $ 2.7 $ 8.6 $ 0.4 $ — $ — $ 11.7 4.9 December 31, 2014 2.7 8.4 0.4 — — 11.5 4.9 (a) Represents the excess/(deficit) of the fair values of municipal bond assets available to repay the liquidity facilities, if drawn. (b) The ratings scale is presented on an S&P-equivalent basis.
Information on assets and liabilities related to VIEs that are consolidated by the Firm	The following table presents information on assets and liabilities related to VIEs consolidated by the Firm as of June 30, 2015 , and December 31, 2014 . Assets Liabilities June 30, 2015 (in billions) (a) Trading assets Loans Other (c) Total assets (d) Beneficial interests in VIE assets (e) Other (f) Total liabilities VIE program type Firm-sponsored credit card trusts $ — $ 47.9 $ 0.7 $ 48.6 $ 31.2 $ — $ 31.2 Firm-administered multi-seller conduits — 16.5 — 16.5 13.0 — 13.0 Municipal bond vehicles 2.6 — — 2.6 2.5 — 2.5 Mortgage securitization entities (b) 2.2 0.7 — 2.9 1.2 0.7 1.9 Student loan securitization entities 0.1 2.0 0.1 2.2 2.0 — 2.0 Other 0.3 — 1.5 1.8 0.1 0.2 0.3 Total $ 5.2 $ 67.1 $ 2.3 $ 74.6 $ 50.0 $ 0.9 $ 50.9 Assets Liabilities December 31, 2014 (in billions) (a) Trading assets Loans Other (c) Total assets (d) Beneficial interests in VIE assets (e) Other (f) Total liabilities VIE program type Firm-sponsored credit card trusts $ — $ 48.3 $ 0.7 $ 49.0 $ 31.2 $ — $ 31.2 Firm-administered multi-seller conduits — 17.7 0.1 17.8 12.0 — 12.0 Municipal bond vehicles 5.3 — — 5.3 4.9 — 4.9 Mortgage securitization entities (b) 3.3 0.7 — 4.0 2.1 0.8 2.9 Student loan securitization entities 0.2 2.2 — 2.4 2.1 — 2.1 Other 0.3 — 1.0 1.3 0.1 0.1 0.2 Total $ 9.1 $ 68.9 $ 1.8 $ 79.8 $ 52.4 $ 0.9 $ 53.3 (a) Excludes intercompany transactions which were eliminated in consolidation. (b) Includes residential and commercial mortgage securitizations as well as re-securitizations. (c) Includes assets classified as cash, AFS securities, and other assets within the Consolidated balance sheets. (d) The assets of the consolidated VIEs included in the program types above are used to settle the liabilities of those entities. The difference between total assets and total liabilities recognized for consolidated VIEs represents the Firm’s interest in the consolidated VIEs for each program type. (e) The interest-bearing beneficial interest liabilities issued by consolidated VIEs are classified in the line item on the Consolidated balance sheets titled, “Beneficial interests issued by consolidated variable interest entities.” The holders of these beneficial interests do not have recourse to the general credit of JPMorgan Chase . Included in beneficial interests in VIE assets are long-term beneficial interests of $34.5 billion and $35.4 billion at June 30, 2015 , and December 31, 2014 , respectively. The maturities of the long-term beneficial interests as of June 30, 2015, were as follows: $6.8 billion under one year, $23.1 billion between one and five years, and $4.6 billion over five years. (f) Includes liabilities classified as accounts payable and other liabilities in the Consolidated balance sheets.
Securitization activities	The following table provides information related to the Firm’s securitization activities for the three months ended June 30, 2015 and 2014, related to assets held in JPMorgan Chase -sponsored securitization entities that were not consolidated by the Firm, and where sale accounting was achieved based on the accounting rules in effect at the time of the securitization. Three months ended June 30, Six months ended June 30, 2015 2014 2015 2014 (in millions) (a) Residential mortgage (d) Commercial and other (e) Residential mortgage (d) Commercial and other (e) Residential mortgage (d) Commercial and other (e) Residential mortgage (d) Commercial and other (e) Principal securitized $ 380 $ 2,676 $ 304 $ 2,612 $ 1,692 $ 6,051 $ 660 $ 4,639 All cash flows during the period: Proceeds from new securitizations (b) $ 385 $ 2,689 $ 312 $ 2,664 $ 1,702 $ 6,058 $ 663 $ 4,708 Servicing fees collected 134 1 137 1 280 2 276 2 Purchases of previously transferred financial assets (or the underlying collateral) (c) 1 — 64 — 1 — 67 — Cash flows received on interests 116 128 41 397 186 207 85 459 (a) Excludes re-securitization transactions. (b) For the three and six months ended June 30, 2015, $385 million and $1.7 billion , respectively, of proceeds from residential mortgage securitizations were received as securities classified in level 2 of the fair value hierarchy. For the three and six months ended June 30, 2015, $2.7 billion and $6.0 billion , respectively, of proceeds from commercial mortgage securitizations were received as securities classified in level 2 and $38 million of proceeds classified as level 3 of the fair value hierarchy. For the three and six months ended June 30, 2014, $312 million and $642 million of proceeds from residential mortgage securitizations were received as securities classified in level 2 and zero and $21 million of proceeds classified as level 3 of the fair value hierarchy, respectively. For the three and six months ended June 30, 2014, $2.3 billion and $4.3 billion , respectively, of proceeds from commercial mortgage securitizations were received as securities classified in level 2 and $130 million of proceeds classified as level 3 of the fair value hierarchy, and $280 million of proceeds from commercial mortgage securitization were received as cash. All loans transferred into securitization vehicles during the three and six months ended June 30, 2015 and 2014, were classified as trading assets; changes in fair value were recorded in principal transactions revenue, and there were no significant gains or losses associated with the securitization activity. (c) Includes cash paid by the Firm to reacquire assets from off–balance sheet, nonconsolidated entities – for example, loan repurchases due to representation and warranties and servicer clean-up calls. (d) Includes prime, Alt-A, subprime, and option ARMs. Excludes certain loan securitization transactions entered into with Ginnie Mae, Fannie Mae and Freddie Mac. (e) Includes commercial and student loan securitizations.
Summary of loan sale activities	The following table summarizes the activities related to loans sold to the GSEs, loans in securitization transactions pursuant to Ginnie Mae guidelines, and other third-party-sponsored securitization entities. Three months ended June 30, Six months ended June 30, (in millions) 2015 2014 2015 2014 Carrying value of loans sold (a) $ 10,660 $ 12,603 $ 22,799 $ 26,253 Proceeds received from loan sales as cash 48 50 99 89 Proceeds from loans sales as securities (b) 10,559 12,461 22,588 26,196 Total proceeds received from loan sales (c) $ 10,607 $ 12,511 $ 22,687 $ 26,285 Gains on loan sales (d) $ 86 $ 82 $ 177 $ 119 (a) Predominantly to the GSEs and in securitization transactions pursuant to Ginnie Mae guidelines. (b) Predominantly includes securities from the GSEs and Ginnie Mae that are generally sold shortly after receipt. (c) Excludes the value of MSRs retained upon the sale of loans. Gains on loan sales include the value of MSRs. (d) The carrying value of the loans accounted for at fair value approximated the total proceeds received upon loan sale.
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets	The table below includes information about components of nonconsolidated securitized financial assets, in which the Firm has continuing involvement, and delinquencies as of June 30, 2015, and December 31, 2014, respectively; and liquidation losses for the three and six months ended June 30, 2015 and 2014, respectively. Liquidation losses Securitized assets 90 days past due Three months ended June 30, Six months ended June 30, (in millions) Jun 30, Dec 31, Jun 30, Dec 31, 2015 2014 2015 2014 Securitized loans (a) Residential mortgage: Prime / Alt-A & Option ARMs $ 75,466 $ 78,294 $ 10,036 $ 11,363 $ 454 $ 598 $ 916 $ 1,257 Subprime 24,237 25,659 6,045 6,473 371 464 725 1,203 Commercial and other 93,973 94,438 1,469 1,522 40 408 139 642 Total loans securitized (b) $ 193,676 $ 198,391 $ 17,550 $ 19,358 $ 865 $ 1,470 $ 1,780 $ 3,102 (a) Total assets held in securitization-related SPEs were $245.2 billion and $254.3 billion , respectively, at June 30, 2015, and December 31, 2014. The $193.7 billion and $198.4 billion , respectively, of loans securitized at June 30, 2015, and December 31, 2014, excluded: $49.6 billion and $52.2 billion , respectively, of securitized loans in which the Firm has no continuing involvement, and $1.9 billion and $3.7 billion , respectively, of loan securitizations consolidated on the Firm’s Consolidated balance sheets at June 30, 2015, and December 31, 2014. (b) Includes securitized loans that were previously recorded at fair value and classified as trading assets.

Goodwill and other intangible51

Goodwill and other intangible assets (Tables)	6 Months Ended
	Jun. 30, 2015
Goodwill and Intangible Assets Disclosure [Abstract]
Tables of goodwill	The following table presents goodwill attributed to the business segments. (in millions) June 30, December 31, Consumer & Community Banking $ 30,893 $ 30,941 Corporate & Investment Bank 6,776 6,780 Commercial Banking 2,861 2,861 Asset Management 6,946 6,964 Corporate — 101 Total goodwill $ 47,476 $ 47,647 The following table presents changes in the carrying amount of goodwill. Three months ended Six months ended (in millions) 2015 2014 2015 2014 Balance at beginning of period $ 47,453 $ 48,065 $ 47,647 $ 48,081 Changes during the period from: Business combinations 9 9 17 18 Dispositions — — (101 ) (b) — Other (a) 14 36 (87 ) 11 Balance at June 30, $ 47,476 $ 48,110 $ 47,476 $ 48,110 (a) Includes foreign currency translation adjustments and other tax-related adjustments. (b) Represents Private Equity goodwill which was disposed of as part of the Private Equity sale completed in January 2015.
Mortgage servicing rights activity	The following table summarizes MSR activity for the three and six months ended June 30, 2015 and 2014 . As of or for the three months As of or for the six months (in millions, except where otherwise noted) 2015 2014 2015 2014 Fair value at beginning of period $ 6,641 $ 8,552 $ 7,436 $ 9,614 MSR activity: Originations of MSRs 145 178 300 370 Purchase of MSRs 438 3 439 6 Disposition of MSRs (a) (218 ) 2 (375 ) (186 ) Net additions 365 183 364 190 Changes due to collection/realization of expected cash flows (b) (229 ) (239 ) (444 ) (486 ) Changes in valuation due to inputs and assumptions: Changes due to market interest rates and other (c) 816 (369 ) 339 (731 ) Changes in valuation due to other inputs and assumptions: Projected cash flows (e.g., cost to service) (17 ) — (27 ) (11 ) Discount rates — (10 ) (10 ) (459 ) (g) Prepayment model changes and other (d) (5 ) 230 (87 ) 230 Total changes in valuation due to other inputs and assumptions (22 ) 220 (124 ) (240 ) Total changes in valuation due to inputs and assumptions (b) 794 (149 ) 215 (971 ) Fair value at June 30, (e) $ 7,571 $ 8,347 $ 7,571 $ 8,347 Change in unrealized gains/(losses) included in income related to MSRs held at June 30, $ 794 $ (149 ) $ 215 $ (971 ) Contractual service fees, late fees and other ancillary fees included in income $ 644 $ 731 $ 1,311 $ 1,488 Third-party mortgage loans serviced at June 30, (in billions) $ 727 $ 791 $ 727 $ 791 Net servicer advances at June 30, (in billions) (f) $ 7.1 $ 8.8 $ 7.1 $ 8.8 (a) For the six months ended June 30, 2014 , predominantly represents excess MSRs transferred to agency-sponsored trusts in exchange for stripped mortgage-backed securities (“SMBS”). In each transaction, a portion of the SMBS was acquired by third parties at the transaction date; the Firm acquired and has retained the remaining balance of those SMBS as trading securities. Also includes sales of MSRs for the three months ended June 30, 2015 and 2014 and six months ended June 30, 2015 and 2014 . (b) Included changes related to commercial real estate of zero and $(2) million for the three months ended June 30, 2015 and 2014 , respectively, and $(2) million and $(4) million for the six months ended June 30, 2015 and 2014 , respectively. (c) Represents both the impact of changes in estimated future prepayments due to changes in market interest rates, and the difference between actual and expected prepayments. (d) Represents changes in prepayments other than those attributable to changes in market interest rates. (e) Included $9 million and $14 million related to commercial real estate at June 30, 2015 and 2014 , respectively. (f) Represents amounts the Firm pays as the servicer (e.g., scheduled principal and interest, taxes and insurance), which will generally be reimbursed within a short period of time after the advance from future cash flows from the trust or the underlying loans. The Firm’s credit risk associated with these servicer advances is minimal because reimbursement of the advances is typically senior to all cash payments to investors. In addition, the Firm maintains the right to stop payment to investors if the collateral is insufficient to cover the advance. However, certain of these servicer advances may not be recoverable if they were not made in accordance with applicable rules and agreements. (g) For the six months ended June 30, 2014, the decrease was primarily related to higher capital allocated to the Mortgage Servicing business, which, in turn, resulted in an increase in the option adjusted spread (“OAS”). The resulting OAS assumption continues to be consistent with capital and return requirements that the Firm believes a market participant would consider, taking into account factors such as the current operating risk environment and regulatory and economic capital requirements.
CCB mortgage fees and related income	The following table presents the components of mortgage fees and related income (including the impact of MSR risk management activities) for the three and six months ended June 30, 2015 and 2014 . Three months ended Six months ended (in millions) 2015 2014 2015 2014 CCB mortgage fees and related income Net production revenue $ 233 $ 323 $ 470 $ 612 Net mortgage servicing revenue Operating revenue: Loan servicing revenue 707 867 1,456 1,737 Changes in MSR asset fair value due to collection/realization of expected cash flows (228 ) (237 ) (442 ) (482 ) Total operating revenue 479 630 1,014 1,255 Risk management: Changes in MSR asset fair value due to market interest rates and other (a) 815 (368 ) 339 (730 ) Other changes in MSR asset fair value due to other inputs and assumptions in model (b) (22 ) 220 (124 ) (240 ) Change in derivative fair value and other (723 ) 485 (213 ) 907 Total risk management 70 337 2 (63 ) Total CCB net mortgage servicing revenue 549 967 1,016 1,192 All other 1 1 2 1 Mortgage fees and related income $ 783 $ 1,291 $ 1,488 $ 1,805 (a) Represents both the impact of changes in estimated future prepayments due to changes in market interest rates, and the difference between actual and expected prepayments. (b) Represents the aggregate impact of changes in model inputs and assumptions such as projected cash flows (e.g., cost to service), discount rates and changes in prepayments other than those attributable to changes in market interest rates (e.g., changes in prepayments due to changes in home prices).
Key economic assumptions used to determine FV of MSRs	The table below outlines the key economic assumptions used to determine the fair value of the Firm’s MSRs at June 30, 2015 , and December 31, 2014 , and outlines the sensitivities of those fair values to immediate adverse changes in those assumptions, as defined below. (in millions, except rates) Jun 30, Dec 31, Weighted-average prepayment speed assumption (“CPR”) 9.01 % 9.80 % Impact on fair value of 10% adverse change $ (327 ) $ (337 ) Impact on fair value of 20% adverse change (633 ) (652 ) Weighted-average option adjusted spread 9.38 % 9.43 % Impact on fair value of 100 basis points adverse change $ (304 ) $ (300 ) Impact on fair value of 200 basis points adverse change (586 ) (578 ) CPR: Constant prepayment rate.

Deposits (Tables)

Deposits (Tables)	6 Months Ended
	Jun. 30, 2015
Deposits [Abstract]
Noninterest-bearing and interest-bearing deposits	At June 30, 2015, and December 31, 2014, noninterest-bearing and interest-bearing deposits were as follows. (in millions) June 30, 2015 December 31, 2014 U.S. offices Noninterest-bearing $ 432,052 $ 437,558 Interest-bearing: Demand (a) 69,477 90,319 Savings (b) 462,554 466,730 Time (included $9,364 and $7,501 at fair value) (c) 79,407 86,301 Total interest-bearing deposits 611,438 643,350 Total deposits in U.S. offices 1,043,490 1,080,908 Non-U.S. offices Noninterest-bearing 21,777 19,078 Interest-bearing: Demand 177,923 217,011 Savings 1,873 2,673 Time (included $2,121 and $1,306 at fair value) (c) 42,269 43,757 Total interest-bearing deposits 222,065 263,441 Total deposits in non-U.S. offices 243,842 282,519 Total deposits $ 1,287,332 $ 1,363,427 (a) Includes Negotiable Order of Withdrawal (“NOW”) accounts, and certain trust accounts. (b) Includes Money Market Deposit Accounts (“MMDAs”). (c) Includes structured notes classified as deposits for which the fair value option has been elected. For further discussion, see Note 4 of JPMorgan Chase’s 2014 Annual Report .

Earnings per share (Tables)

Earnings per share (Tables)	6 Months Ended
	Jun. 30, 2015
Earnings Per Share [Abstract]
Schedule of earnings per share basic and diluted	The following table presents the calculation of basic and diluted EPS for the three and six months ended June 30, 2015 and 2014 . (in millions, except per share amounts) Three months ended Six months ended June 30, 2015 2014 2015 2014 Basic earnings per share Net income $ 6,290 $ 5,980 $ 12,204 $ 11,249 Less: Preferred stock dividends 380 268 704 495 Net income applicable to common equity 5,910 5,712 11,500 10,754 Less: Dividends and undistributed earnings allocated to participating securities 134 144 272 294 Net income applicable to common stockholders $ 5,776 $ 5,568 $ 11,228 $ 10,460 Total weighted-average basic shares outstanding 3,707.8 3,780.6 3,716.6 3,783.9 Net income per share $ 1.56 $ 1.47 $ 3.02 $ 2.76 Diluted earnings per share Net income applicable to common stockholders $ 5,776 $ 5,568 $ 11,228 $ 10,460 Total weighted-average basic shares outstanding 3,707.8 3,780.6 3,716.6 3,783.9 Add: Employee stock options, SARs and warrants (a) 35.8 31.9 33.9 34.2 Total weighted-average diluted shares outstanding (b) 3,743.6 3,812.5 3,750.5 3,818.1 Net income per share $ 1.54 $ 1.46 $ 2.99 $ 2.74 (a) Excluded from the computation of diluted EPS (due to the antidilutive effect) were options issued under employee benefit plans. The aggregate number of shares issuable upon the exercise of such options was not material for the three and six months ended June 30, 2015 ; and 1 million for each of the three and six months ended June 30, 2014 . (b) Participating securities were included in the calculation of diluted EPS using the two-class method, as this computation was more dilutive than the calculation using the treasury stock method.

Accumulated Other Comprehensi54

Accumulated Other Comprehensive Income/(Loss) (Tables)	6 Months Ended
	Jun. 30, 2015
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]
Accumulated other comprehensive income/(loss)	As of or for the three months ended Unrealized gains/(losses) on investment securities (a) Translation adjustments, net of hedges Cash flow hedges Defined benefit pension and OPEB plans Accumulated other comprehensive income/(loss) (in millions) Balance at April 1, 2015 $ 4,862 $ (157 ) $ (18 ) $ (2,257 ) $ 2,430 Net change (1,419 ) 3 80 8 (1,328 ) Balance at June 30, 2015 $ 3,443 $ (154 ) $ 62 $ (2,249 ) $ 1,102 As of or for the three months ended Unrealized gains/(losses) on investment securities (a) Translation adjustments, net of hedges Cash flow hedges Defined benefit pension and OPEB plans Accumulated other comprehensive income/(loss) (in millions) Balance at April 1, 2014 $ 3,792 $ (138 ) $ (80 ) $ (1,298 ) $ 2,276 Net change 1,075 12 68 7 1,162 Balance at June 30, 2014 $ 4,867 $ (126 ) $ (12 ) $ (1,291 ) $ 3,438 As of or for the six months ended Unrealized gains/(losses) on investment securities (a) Translation adjustments, net of hedges Cash flow hedges Defined benefit pension and OPEB plans Accumulated other comprehensive income/(loss) (in millions) Balance at January 1, 2015 $ 4,773 $ (147 ) $ (95 ) $ (2,342 ) $ 2,189 Net change (1,330 ) (7 ) 157 93 (1,087 ) Balance at June 30, 2015 $ 3,443 $ (154 ) $ 62 $ (2,249 ) $ 1,102 As of or for the six months ended Unrealized gains/(losses) on investment securities (a) Translation adjustments, net of hedges Cash flow hedges Defined benefit pension and OPEB plans Accumulated other comprehensive income/(loss) (in millions) Balance at January 1, 2014 $ 2,798 $ (136 ) $ (139 ) $ (1,324 ) $ 1,199 Net change 2,069 10 127 33 2,239 Balance at June 30, 2014 $ 4,867 $ (126 ) $ (12 ) $ (1,291 ) $ 3,438 (a) Represents the after-tax difference between the fair value and amortized cost of securities accounted for as AFS; including, as of the date of transfer during the first quarter of 2014, $9 million of net unrealized losses related to AFS securities that were transferred to HTM. Subsequent to transfer, includes any net unamortized unrealized gains and losses related to the transferred securities.
Changes of the components of accumulated other comprehensive income (loss)	The following table presents the pretax and after-tax changes in the components of other comprehensive income/(loss). 2015 2014 Three months ended June 30, (in millions) Pretax Tax effect After-tax Pretax Tax effect After-tax Unrealized gains/(losses) on investment securities: Net unrealized gains/(losses) arising during the period $ (2,343 ) $ 952 $ (1,391 ) $ 1,778 $ (695 ) $ 1,083 Reclassification adjustment for realized (gains)/losses included in net income (a) (44 ) 16 (28 ) (12 ) 4 (8 ) Net change (2,387 ) 968 (1,419 ) 1,766 (691 ) 1,075 Translation adjustments: Translation (b) 267 (117 ) 150 218 (79 ) 139 Hedges (b) (250 ) 103 (147 ) (208 ) 81 (127 ) Net change 17 (14 ) 3 10 2 12 Cash flow hedges: Net unrealized gains/(losses) arising during the period 120 (46 ) 74 143 (57 ) 86 Reclassification adjustment for realized (gains)/losses included in net income (c) 7 (1 ) 6 (29 ) 11 (18 ) Net change 127 (47 ) 80 114 (46 ) 68 Defined benefit pension and OPEB plans: Net gains/(losses) arising during the period 41 (15 ) 26 19 (8 ) 11 Reclassification adjustments included in net income (d) : Amortization of net loss 70 (26 ) 44 19 (7 ) 12 Prior service costs/(credits) (9 ) 4 (5 ) (12 ) 5 (7 ) Foreign exchange and other (33 ) (24 ) (57 ) (15 ) 6 (9 ) Net change 69 (61 ) 8 11 (4 ) 7 Total other comprehensive income/(loss) $ (2,174 ) $ 846 $ (1,328 ) $ 1,901 $ (739 ) $ 1,162 2015 2014 Six months ended June 30, (in millions) Pretax Tax effect After-tax Pretax Tax effect After-tax Unrealized gains/(losses) on investment securities: Net unrealized gains/(losses) arising during the period $ (2,118 ) $ 848 $ (1,270 ) $ 3,399 $ (1,304 ) $ 2,095 Reclassification adjustment for realized (gains)/losses included in (a) (96 ) 36 (60 ) (42 ) 16 (26 ) Net change (2,214 ) 884 (1,330 ) 3,357 (1,288 ) 2,069 Translation adjustments: Translation (b) (733 ) 261 (472 ) 372 (142 ) 230 Hedges (b) 743 (278 ) 465 (362 ) 142 (220 ) Net change 10 (17 ) (7 ) 10 — 10 Cash flow hedges: Net unrealized gains/(losses) arising during the period 71 (28 ) 43 215 (87 ) 128 Reclassification adjustment for realized (gains)/losses included in (c)(e) 182 (68 ) 114 (2 ) 1 (1 ) Net change 253 (96 ) 157 213 (86 ) 127 Defined benefit pension and OPEB plans: Net gains/(losses) arising during the period 101 (39 ) 62 88 (34 ) 54 Reclassification adjustments included in net income (d) : Amortization of net loss 141 (53 ) 88 37 (15 ) 22 Prior service costs/(credits) (18 ) 7 (11 ) (22 ) 9 (13 ) Foreign exchange and other — (46 ) (46 ) (19 ) (11 ) (30 ) Net change 224 (131 ) 93 84 (51 ) 33 Total other comprehensive income/(loss) $ (1,727 ) $ 640 $ (1,087 ) $ 3,664 $ (1,425 ) $ 2,239 (a) The pretax amount is reported in securities gains in the Consolidated statements of income. (b) Reclassifications of pretax realized gains/(losses) on translation adjustments and related hedges are reported in other income/expense in the Consolidated statements of income. The amounts were not material for the periods presented. (c) The pretax amounts are predominantly recorded in net interest income in the Consolidated statements of income. (d) The pretax amount is reported in compensation expense in the Consolidated statements of income. (e) In the first quarter of 2015, the Firm reclassified approximately $150 million of net losses from AOCI to other income because the Firm determined that it is probable that the forecasted interest payment cash flows will not occur. For additional information, see Note 5.

Regulatory capital (Tables)

Regulatory capital (Tables)	6 Months Ended
	Jun. 30, 2015
Banking and Thrift [Abstract]
Reconciliation of the Firm's regulatory capital, assets and risk-based capital ratios	The following tables present the regulatory capital, assets and risk-based capital ratios for JPMorgan Chase and its significant national bank subsidiaries under both Basel III Standardized Transitional and Basel III Advanced Transitional. JPMorgan Chase & Co. (e) Basel III Standardized Transitional Basel III Advanced Transitional (in millions, except ratios) Jun 30, Dec 31, Jun 30, Dec 31, Regulatory capital CET1 capital $ 169,769 $ 164,426 $ 169,769 $ 164,426 Tier 1 capital (a) 194,725 186,294 194,725 186,294 Total capital 228,390 221,225 218,811 210,684 Assets Risk-weighted 1,499,638 (f) 1,472,602 1,520,140 1,608,240 Adjusted average (b) 2,448,357 2,465,414 2,448,357 2,465,414 Capital ratios (c) CET1 11.3 % 11.2 % 11.2 % 10.2 % Tier 1 (a) 13.0 12.7 12.8 11.6 Total 15.2 15.0 14.4 13.1 Tier 1 leverage (d) 8.0 7.6 8.0 7.6 JPMorgan Chase Bank, N.A. (e) Basel III Standardized Transitional Basel III Advanced Transitional (in millions, except ratios) Jun 30, Dec 31, Jun 30, Dec 31, Regulatory capital CET1 capital $ 161,814 $ 156,567 $ 161,814 $ 156,567 Tier 1 capital (a) 161,966 156,891 161,966 156,891 Total capital 177,249 173,328 170,346 166,331 Assets Risk-weighted 1,274,043 (f) 1,230,358 1,275,783 1,330,175 Adjusted (b) 1,982,100 1,968,131 1,982,100 1,968,131 Capital ratios (c) CET1 12.7 % 12.7 % 12.7 % 11.8 % Tier 1 (a) 12.7 12.8 12.7 11.8 Total 13.9 14.1 13.4 12.5 Tier 1 leverage (d) 8.2 8.0 8.2 8.0 Chase Bank USA, N.A. (e) Basel III Standardized Transitional Basel III Advanced Transitional (in millions, except ratios) Jun 30, Dec 31, Jun 30, Dec 31, Regulatory capital CET1 capital $ 15,002 $ 14,556 $ 15,002 $ 14,556 Tier 1 capital (a) 15,002 14,556 15,002 14,556 Total capital 20,952 20,517 19,652 19,206 Assets Risk-weighted 101,754 (f) 103,468 156,286 157,565 Adjusted (b) 129,421 128,111 129,421 128,111 Capital ratios (c) CET1 14.7 % 14.1 % 9.6 % 9.2 % Tier 1 (a) 14.7 14.1 9.6 9.2 Total 20.6 19.8 12.6 12.2 Tier 1 leverage (d) 11.6 11.4 11.6 11.4 (a) At June 30, 2015 , trust preferred securities included in Basel III Tier 1 capital were $960 million and $150 million for JPMorgan Chase and JPMorgan Chase Bank, N.A., respectively. At June 30, 2015 , Chase Bank USA, N.A. had no trust preferred securities. (b) Adjusted average assets, for purposes of calculating the Tier 1 leverage ratio, includes total quarterly average assets adjusted for on-balance sheet assets that are subject to deduction from Tier 1 Capital predominantly comprising disallowed goodwill and other intangible assets. (c) For each risk-based capital ratio, the capital adequacy of the Firm and its national bank subsidiaries are evaluated against the Basel III approach, Standardized or Advanced, resulting in the lower ratio. (d) As the Tier 1 leverage ratio is not a risk-based measure of capital, the ratios presented in the table reflect the same calculation. (e) Asset and capital amounts for JPMorgan Chase ’s national banking subsidiaries reflect intercompany transactions; whereas the respective amounts for JPMorgan Chase reflect the elimination of intercompany transactions. (f) Effective January 1, 2015, the Basel III definition of the Standardized RWA became effective. Prior measures of Basel III Standardized RWA were calculated under Basel I rules. Note: Rating agencies allow measures of capital to be adjusted upward for deferred tax liabilities, which have resulted from both nontaxable business combinations and from tax-deductible goodwill. The Firm had deferred tax liabilities resulting from nontaxable business combinations totaling $117 million and $130 million at June 30, 2015 , and December 31, 2014 , respectively; and deferred tax liabilities resulting from tax-deductible goodwill of $2.8 billion and $2.7 billion at June 30, 2015 , and December 31, 2014 , respectively. Under the risk-based capital guidelines of the Federal Reserve, JPMorgan Chase is required to maintain minimum ratios of CET1 (beginning January 1, 2015), Tier 1 and total capital to risk-weighted assets, as well as a minimum leverage ratio (which is defined as Tier 1 capital divided by adjusted quarterly average assets). Failure to meet these minimum requirements could cause the Federal Reserve to take action. National bank subsidiaries also are subject to these capital requirements by their respective primary regulators. The following table presents the minimum ratios to which the Firm and its national bank subsidiaries are subject as of June 30, 2015 . Minimum capital ratios (a) Well-capitalized ratios (a) Capital ratios CET1 4.5 % 6.5 % Tier 1 6.0 8.0 Total 8.0 10.0 Tier 1 leverage 4.0 5.0 (b) (a) As defined by the regulations issued by the Federal Reserve, OCC and FDIC. (b) Represents requirements for bank subsidiaries pursuant to regulations issued under the FDIC Improvement Act. There is no Tier 1 leverage component in the definition of a well-capitalized bank holding company.

Off-Balance Sheet Lending-Rel56

Off-Balance Sheet Lending-Related Financial Instruments, Guarantees and Other Commitments (Tables)	6 Months Ended
	Jun. 30, 2015
Off-Balance Sheet Lending-Related Financial Instruments, Guarantees and Other Commitments [Abstract]
Off-balance sheet lending related financial instruments, and guarantees and other commitments	The following table summarizes the contractual amounts and carrying values of off-balance sheet lending-related financial instruments, guarantees and other commitments at June 30, 2015 , and December 31, 2014 . The amounts in the table below for credit card and home equity lending-related commitments represent the total available credit for these products. The Firm has not experienced, and does not anticipate, that all available lines of credit for these products will be utilized at the same time. The Firm can reduce or cancel credit card lines of credit by providing the borrower notice or, in some cases as permitted by law, without notice. In addition, the Firm typically closes credit card lines when the borrower is 60 days or more past due. The Firm may reduce or close home equity lines of credit when there are significant decreases in the value of the underlying property, or when there has been a demonstrable decline in the creditworthiness of the borrower. Off–balance sheet lending-related financial instruments, guarantees and other commitments Contractual amount Carrying value (j) June 30, 2015 Dec 31, Jun 30, Dec 31, By remaining maturity (in millions) Expires in 1 year or less Expires after Expires after Expires after 5 years Total Total Lending-related Consumer, excluding credit card: Home equity – senior lien $ 1,826 $ 4,364 $ 996 $ 3,899 $ 11,085 $ 11,807 $ — $ — Home equity – junior lien 2,927 5,291 1,039 3,901 13,158 14,859 — — Prime mortgage (a) 13,526 — — — 13,526 8,579 — — Auto (b) 7,647 1,365 211 32 9,255 10,462 3 2 Business banking (b) 10,923 834 89 470 12,316 11,894 12 11 Student and other 27 5 — 445 477 552 — — Total consumer, excluding credit card 36,876 11,859 2,335 8,747 59,817 58,153 15 13 Credit card 523,717 — — — 523,717 525,963 — — Total consumer (c) 560,593 11,859 2,335 8,747 583,534 584,116 15 13 Wholesale: Other unfunded commitments to extend credit (b)(d) 58,701 85,922 110,091 7,722 262,436 272,676 327 374 Standby letters of credit and other financial guarantees (b)(d)(e) 20,104 30,071 32,968 2,281 85,424 89,874 751 788 Other letters of credit (b) 3,241 867 80 — 4,188 4,331 1 1 Total wholesale (f)(g) 82,046 116,860 143,139 10,003 352,048 366,881 1,079 1,163 Total lending-related $ 642,639 $ 128,719 $ 145,474 $ 18,750 $ 935,582 $ 950,997 $ 1,094 $ 1,176 Other guarantees and commitments Securities lending indemnification agreements and guarantees (h) $ 190,441 $ — $ — $ — $ 190,441 $ 171,059 $ — $ — Derivatives qualifying as guarantees 930 293 11,459 38,794 51,476 53,589 103 80 Unsettled reverse repurchase and securities borrowing agreements 49,684 — — — 49,684 40,993 — — Loan sale and securitization-related indemnifications: Mortgage repurchase liability NA NA NA NA NA NA 231 275 Loans sold with recourse NA NA NA NA 5,173 6,063 92 102 Other guarantees and commitments (i) 797 1,635 2,259 1,293 5,984 5,720 (107 ) (121 ) (a) Includes certain commitments to purchase loans from correspondents. (b) At June 30, 2015 , and December 31, 2014 , reflects the contractual amount net of risk participations totaling $239 million and $243 million , respectively, for other unfunded commitments to extend credit; $12.5 billion and $13.0 billion , respectively, for standby letters of credit and other financial guarantees; and $376 million and $469 million , respectively, for other letters of credit. In regulatory filings with the Federal Reserve these commitments are shown gross of risk participations. (c) Predominantly all consumer lending-related commitments are in the U.S. (d) At June 30, 2015 , and December 31, 2014 , included credit enhancements and bond and commercial paper liquidity commitments to U.S. states and municipalities, hospitals and other non-profit entities of $14.0 billion and $14.8 billion , respectively, within other unfunded commitments to extend credit; and $10.8 billion and $13.3 billion , respectively, within standby letters of credit and other financial guarantees. Other unfunded commitments to extend credit also include liquidity facilities to nonconsolidated municipal bond VIEs; for further information, see Note 15. (e) At June 30, 2015 , and December 31, 2014 , included unissued standby letters of credit commitments of $44.9 billion and $45.6 billion , respectively. (f) At June 30, 2015 , and December 31, 2014 , the U.S. portion of the contractual amount of total wholesale lending-related commitments was 76% and 73% , respectively. (g) Effective January 1, 2015, the Firm no longer includes within its disclosure of wholesale lending-related commitments the unused amount of advised uncommitted lines of credit as it is within the Firm’s discretion whether or not to make a loan under these lines, and the Firm’s approval is generally required prior to funding. Prior period amounts have been revised to conform with the current period presentation. (h) At June 30, 2015 , and December 31, 2014 , collateral held by the Firm in support of securities lending indemnification agreements was $197.6 billion and $177.1 billion , respectively. Securities lending collateral comprises primarily cash and securities issued by governments that are members of the Organisation for Economic Co-operation and Development (“OECD”) and U.S. government agencies. (i) At June 30, 2015 , and December 31, 2014 , included unfunded commitments of $140 million and $147 million , respectively, to third-party private equity funds; and $1.1 billion and $961 million , at June 30, 2015 , and December 31, 2014 , respectively, to other equity investments. These commitments included $155 million and $150 million , respectively, related to investments that are generally fair valued at net asset value as discussed in Note 3. In addition, at June 30, 2015 , and December 31, 2014 , included letters of credit hedged by derivative transactions and managed on a market risk basis of $4.4 billion and $4.5 billion , respectively. (j) For lending-related products, the carrying value represents the allowance for lending-related commitments and the guarantee liability; for derivative-related products, the carrying value represents the fair value.
Standby letters of credit, other financial guarantees and other letters of credit	The following table summarizes the types of facilities under which standby letters of credit and other letters of credit arrangements are outstanding by the ratings profiles of the Firm’s customers, as of June 30, 2015 , and December 31, 2014 . Standby letters of credit, other financial guarantees and other letters of credit June 30, 2015 December 31, 2014 (in millions) Standby letters of credit and other financial guarantees Other letters of credit Standby letters of credit and other financial guarantees Other letters of credit Investment-grade (a) $ 61,972 $ 3,534 $ 66,856 $ 3,476 Noninvestment-grade (a) 23,452 654 23,018 855 Total contractual amount $ 85,424 $ 4,188 $ 89,874 $ 4,331 Allowance for lending-related commitments $ 277 $ 1 $ 234 $ 1 Commitments with collateral 37,595 1,275 39,726 1,509 (a) The ratings scale is based on the Firm’s internal ratings which generally correspond to ratings as defined by S&P and Moody’s.
Summary of changes in mortgage repurchase liability	The following table summarizes the change in the mortgage repurchase liability for each of the periods presented. Summary of changes in mortgage repurchase liability Three months ended June 30, Six months ended June 30, (in millions) 2015 2014 2015 2014 Repurchase liability at beginning of period $ 252 $ 564 $ 275 $ 681 Net realized gains/(losses) (a) 7 8 17 19 (Benefit)/provision for repurchase (b) (28 ) (136 ) (61 ) (264 ) Repurchase liability at end of period $ 231 $ 436 $ 231 $ 436 (a) Presented net of third-party recoveries and include principal losses and accrued interest on repurchased loans, “make-whole” settlements, settlements with claimants, and certain related expense. Make-whole settlements were $2 million and $1 million for the three months ended June 30, 2015 and 2014 , respectively, and $4 million and $3 million for the six months ended June 30, 2015 and 2014 , respectively. (b) Included a provision related to new loan sales of $1 million for each of the three months ended June 30, 2015 and 2014 , and $2 million for each of the six months ended June 30, 2015 and 2014 .

Business segments (Tables)

Business segments (Tables)	6 Months Ended
	Jun. 30, 2015
Segment Reporting [Abstract]
Segment results and reconciliation	Segment results and reconciliation (a) As of or for the three months ended June 30, (in millions, except ratios) Consumer & Community Banking Corporate & Investment Bank Commercial Banking Asset Management 2015 2014 2015 2014 2015 2014 2015 2014 Noninterest revenue $ 4,089 $ 4,468 $ 6,233 $ 6,519 $ 609 $ 577 $ 2,544 $ 2,380 Net interest income 6,926 7,050 2,490 2,746 1,130 1,154 631 602 Total net revenue 11,015 11,518 8,723 9,265 1,739 1,731 3,175 2,982 Provision for credit losses 702 852 50 (84 ) 182 (67 ) — 1 Noninterest expense 6,210 6,456 5,137 6,058 703 675 2,406 2,062 Income/(loss) before income tax expense/(benefit) 4,103 4,210 3,536 3,291 854 1,123 769 919 Income tax expense/(benefit) 1,570 1,714 1,195 1,160 329 446 318 350 Net income $ 2,533 $ 2,496 $ 2,341 $ 2,131 $ 525 $ 677 $ 451 $ 569 Average common equity $ 51,000 $ 51,000 $ 62,000 $ 61,000 $ 14,000 $ 14,000 $ 9,000 $ 9,000 Total assets 472,181 447,277 819,745 872,947 201,377 192,523 134,059 128,362 Return on common equity 19% 19% 14% 13% 14% 19% 19% 25% Overhead ratio 56 56 59 65 40 39 76 69 As of or for the three months ended June 30, (in millions, except ratios) Corporate Reconciling Items (b) Total 2015 2014 2015 2014 2015 2014 Noninterest revenue $ 100 $ 351 $ (447 ) $ (415 ) $ 13,128 $ 13,880 Net interest income (221 ) (510 ) (272 ) $ (244 ) 10,684 10,798 Total net revenue (121 ) (159 ) (719 ) $ (659 ) 23,812 24,678 Provision for credit losses 1 (10 ) — — 935 692 Noninterest expense 44 180 — — 14,500 15,431 Income/(loss) before income tax expense/(benefit) (166 ) (329 ) (719 ) (659 ) 8,377 8,555 Income tax expense/(benefit) (606 ) (436 ) (719 ) (659 ) 2,087 2,575 Net income $ 440 $ 107 $ — $ — $ 6,290 $ 5,980 Average common equity $ 77,738 $ 71,159 $ — $ — $ 213,738 $ 206,159 Total assets 822,237 878,886 NA NA 2,449,599 2,519,995 Return on common equity NM NM NM NM 11 % 11 % Overhead ratio NM NM NM NM 61 63 Segment results and reconciliation (a) As of or for the six months ended June 30, (in millions, except ratios) Consumer & Community Banking Corporate & Investment Bank Commercial Banking Asset Management 2015 2014 2015 2014 2015 2014 2015 2014 Noninterest revenue $ 7,825 $ 7,902 $ 13,307 $ 12,745 $ 1,245 $ 1,135 $ 4,928 $ 4,598 Net interest income 13,894 14,150 4,998 5,362 2,236 2,274 1,252 1,184 Total net revenue 21,719 22,052 18,305 18,107 3,481 3,409 6,180 5,782 Provision for credit losses 1,632 1,668 19 (35 ) 243 (62 ) 4 (8 ) Noninterest expense 12,400 12,893 10,794 11,662 1,412 1,361 4,581 4,137 Income/(loss) before income tax expense/(benefit) 7,687 7,491 7,492 6,480 1,826 2,110 1,595 1,653 Income tax expense/(benefit) 2,935 3,014 2,614 2,224 703 839 642 630 Net income $ 4,752 $ 4,477 $ 4,878 $ 4,256 $ 1,123 $ 1,271 $ 953 $ 1,023 Average common equity $ 51,000 $ 51,000 $ 62,000 $ 61,000 $ 14,000 $ 14,000 $ 9,000 $ 9,000 Total assets 472,181 447,277 819,745 872,947 201,377 192,523 134,059 128,362 Return on common equity 18% 17 % 15% 13 % 15% 18 % 21% 22 % Overhead ratio 57 58 59 64 41 40 74 72 As of or for the six months ended June 30, (in millions, except ratios) Corporate Reconciling Items (b) Total 2015 2014 2015 2014 2015 2014 Noninterest revenue $ 140 $ 875 $ (928 ) $ (827 ) $ 26,517 $ 26,428 Net interest income (474 ) (1,035 ) (545 ) (470 ) 21,361 21,465 Total net revenue (334 ) (160 ) (1,473 ) (1,297 ) 47,878 47,893 Provision for credit losses (4 ) (21 ) — — 1,894 1,542 Noninterest expense 196 14 — — 29,383 30,067 Income/(loss) before income tax expense/(benefit) (526 ) (153 ) (1,473 ) (1,297 ) 16,601 16,284 Income tax expense/(benefit) (1,024 ) (375 ) (1,473 ) (1,297 ) 4,397 5,035 Net income $ 498 $ 222 $ — $ — $ 12,204 $ 11,249 Average common equity $ 77,049 $ 68,989 $ — $ — $ 213,049 $ 203,989 Total assets 822,237 878,886 NA NA 2,449,599 2,519,995 Return on common equity NM NM NM NM 11% 11 % Overhead ratio NM NM NM NM 61 63 (a) Managed basis starts with the reported U.S. GAAP results and includes certain reclassifications that do not have any impact on net income as reported by the lines of business or by the Firm as a whole. (b) Segment managed results reflect revenue on an FTE basis with the corresponding income tax impact recorded within income tax expense/(benefit). These FTE adjustments are eliminated in reconciling items to arrive at the Firm’s reported U.S. GAAP results.

Basis of Presentation - Adoptio

Basis of Presentation - Adoptions of New Accounting Guidance (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014	Dec. 31, 2013
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Increase in other income, adoption of accounting guidance		$ 224		$ 446
Increase in income tax expense, adoption of accounting guidance		$ 229		$ 456
Increase in the effective income tax rate		2.00%		2.00%
Income tax credits and adjustments	$ 381	$ 384	$ 758	$ 763
Amortization of investments reported in income tax expense	281	$ 267	555	$ 531
Carrying value of investments in affordable housing projects	7,100		7,100		$ 7,300
Commitments related to affordable housing investments	$ 1,700		$ 1,700		1,800
Retained earnings
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Cumulative effect of change in accounting principle					$ 0	$ (321)

Business Changes and Developm59

Business Changes and Developments Preferred Stock Issuances (Details) - USD ($) $ / shares in Units, $ in Millions	Jul. 29, 2015	Apr. 02, 2015	Jun. 30, 2015	Mar. 31, 2015	Jun. 30, 2015	Jun. 30, 2014
Class of Stock [Line Items]
Trust preferred securities redeemed		$ 1,500
Common stock, dividends, per share (in dollars per share)					$ 0.84	$ 0.78
Preferred stock
Class of Stock [Line Items]
Issuance of preferred stock			$ 3,400		$ 4,855	$ 7,305
Preferred stock | Subsequent event
Class of Stock [Line Items]
Issuance of preferred stock	$ 1,200
Common stock
Class of Stock [Line Items]
Common stock, dividends, per share (in dollars per share)			$ 0.44	$ 0.40

Fair Value Measurement - Recurr

Fair Value Measurement - Recurring Basis (Details) - USD ($) $ in Millions	Jun. 30, 2015	Mar. 31, 2015	Dec. 31, 2014	Jun. 30, 2014	Mar. 31, 2014	Dec. 31, 2013
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	$ 958,412		$ 1,328,428
Amounts netted on the Consolidated balance sheets	(890,961)		(1,249,453)
Derivative receivables balance	67,451		78,975
Trading assets	377,870		398,988
Available-for-sale securities	266,201		298,752
Mortgage servicing rights	7,571	$ 6,641	7,436	$ 8,347	$ 8,552	$ 9,614
Gross derivative payables	945,997		1,310,773
Derivative, netting adjustments	(886,971)		(1,239,657)
Derivative payables	59,026		71,116
Fair value assets and liabilities measured on recurring basis - supplemental data
Reduction in level 3 derivative receivable and derivative payable balances	1,900		2,500
Costs of the private equity investment portfolio	4,000		6,000
Alternative investments, net asset value, fair value	1,600		1,500
Interest rate contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	656,663		950,257
Amounts netted on the Consolidated balance sheets	(625,340)		(916,532)
Derivative receivables balance	31,323		33,725
Gross derivative payables	621,857		918,379
Derivative, netting adjustments	(607,977)		(900,634)
Derivative payables	13,880		17,745
Credit derivatives
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	54,577		76,842
Amounts netted on the Consolidated balance sheets	(53,256)		(75,004)
Derivative receivables balance	1,321		1,838
Gross derivative payables	53,830		75,895
Derivative, netting adjustments	(52,568)		(74,302)
Derivative payables	1,262		1,593
Foreign exchange contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	174,850		215,187
Amounts netted on the Consolidated balance sheets	(156,510)		(193,934)
Derivative receivables balance	18,340		21,253
Gross derivative payables	189,653		224,614
Derivative, netting adjustments	(171,197)		(201,644)
Derivative payables	18,456		22,970
Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	42,390		42,489
Amounts netted on the Consolidated balance sheets	(36,332)		(34,312)
Derivative receivables balance	6,058		8,177
Gross derivative payables	47,978		46,262
Derivative, netting adjustments	(36,439)		(34,522)
Derivative payables	11,539		11,740
Commodity contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	29,932		43,653
Amounts netted on the Consolidated balance sheets	(19,523)		(29,671)
Derivative receivables balance	10,409		13,982
Gross derivative payables	32,679		45,623
Derivative, netting adjustments	(18,790)		(28,555)
Derivative payables	13,889		17,068
Trading assets
Fair value assets and liabilities measured on recurring basis - supplemental data
Alternative investments, net asset value, fair value	68		124
Other assets
Fair value assets and liabilities measured on recurring basis - supplemental data
Alternative investments, net asset value, fair value	1,500		1,400
US government-sponsored and enterprises obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	45,500		59,300
Residential mortgage
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	13,700		17,000
Commercial loan
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	4,600		5,800
Residential conforming mortgage intended for sale to government agency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	6,000		7,700
Reverse mortgage
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	2,800		3,400
Fair Value Hierarchy, Previous Classification, Level 2
Fair value assets and liabilities measured on recurring basis - supplemental data
Alternative investments, net asset value, fair value	337
Fair Value Hierarchy, Previous Classification, Level 3
Fair value assets and liabilities measured on recurring basis - supplemental data
Alternative investments, net asset value, fair value	1,200
Recurring
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Federal funds sold and securities purchased under resale agreements	28,670		28,585
Securities borrowed	495		992
Trading assets	310,351		319,889
Amounts netted on the Consolidated balance sheets	(890,961)		(1,249,453)
Derivative receivables balance	67,451		78,975
Trading assets	377,802		398,864
Available-for-sale securities	266,201		298,752
Loans, at fair value	2,431		2,611
Mortgage servicing rights	7,571		7,436
Total assets measured at fair value on a recurring basis	690,278		747,731
Deposits	11,485		8,807
Federal funds purchased and securities loaned or sold under repurchase agreements	3,586		2,979
Other borrowed funds	13,987		14,739
Trading liabilities excluding derivatives	80,396		81,699
Derivative, netting adjustments	(886,971)		(1,239,657)
Derivative payables	59,026		71,116
Trading liabilities	139,422		152,815
Accounts payable and other liabilities	23		26
Beneficial interests issued by consolidated VIEs, at fair value	1,330		2,162
Long-term debt	31,316		30,226
Total liabilities measured at fair value on a recurring basis	201,149		211,754
Recurring | Interest rate contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Amounts netted on the Consolidated balance sheets	(625,340)		(916,532)
Derivative receivables balance	31,323		33,725
Derivative, netting adjustments	(607,977)		(900,634)
Derivative payables	13,880		17,745
Recurring | Credit derivatives
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Amounts netted on the Consolidated balance sheets	(53,256)		(75,004)
Derivative receivables balance	1,321		1,838
Derivative, netting adjustments	(52,568)		(74,302)
Derivative payables	1,262		1,593
Recurring | Foreign exchange contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Amounts netted on the Consolidated balance sheets	(156,510)		(193,934)
Derivative receivables balance	18,340		21,253
Derivative, netting adjustments	(171,197)		(201,644)
Derivative payables	18,456		22,970
Recurring | Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Amounts netted on the Consolidated balance sheets	(36,332)		(34,312)
Derivative receivables balance	6,058		8,177
Derivative, netting adjustments	(36,439)		(34,522)
Derivative payables	11,539		11,740
Recurring | Commodity contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Amounts netted on the Consolidated balance sheets	(19,523)		(29,671)
Derivative receivables balance	10,409		13,982
Derivative, netting adjustments	(18,790)		(28,555)
Derivative payables	13,889		17,068
Recurring | Private equity investments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	2,295		5,497
Recurring | All other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	4,813		4,994
Recurring | Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	8,603		11,909
Recurring | US government-sponsored and enterprises obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	67,400		84,100
Recurring | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	185,611		199,650
Recurring | Total mortgage-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	32,193		36,117
Available-for-sale securities	119,095		137,322
Recurring | Mortgage-backed securities, U.S. government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	28,799		32,840
Available-for-sale securities	57,315		65,319
Recurring | Mortgage-backed securities, Residential - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	2,083		2,044
Available-for-sale securities	39,573		50,895
Recurring | Mortgage-backed securities, Commercial - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,311		1,233
Available-for-sale securities	22,207		21,108
Recurring | U.S. Treasury and government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	25,815		26,276
Available-for-sale securities	11,590		13,645
Recurring | Obligations of U.S. states and municipalities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	8,011		10,571
Available-for-sale securities	31,424		30,068
Recurring | Certificates of deposit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	429		1,103
Recurring | Certificates of deposit, bankers’ acceptances and commercial paper
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	947		1,429
Recurring | Non-U.S. government debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	54,627		53,450
Available-for-sale securities	42,792		52,743
Recurring | Corporate debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	25,798		31,088
Available-for-sale securities	15,822		18,532
Recurring | Loans
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	33,982		36,367
Recurring | Asset-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	4,238		4,352
Recurring | Asset-backed securities, Collateralized loan obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	31,372		30,194
Recurring | Asset-backed securities, other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	10,956		12,615
Recurring | Equity securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	108,586		105,945
Available-for-sale securities	2,721		2,530
Recurring | Physical commodities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	4,899		4,482
Recurring | Other debt and equity instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	11,255		9,812
Recurring | Level 1
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Federal funds sold and securities purchased under resale agreements	0		0
Securities borrowed	0		0
Trading assets	156,011		151,313
Gross derivative receivables	1,541		1,478
Trading assets	157,552		152,791
Available-for-sale securities	37,813		40,195
Loans, at fair value	0		0
Mortgage servicing rights	0		0
Total assets measured at fair value on a recurring basis	199,457		197,652
Deposits	0		0
Federal funds purchased and securities loaned or sold under repurchase agreements	0		0
Other borrowed funds	0		0
Trading liabilities excluding derivatives	63,033		62,914
Gross derivative payables	1,370		1,386
Trading liabilities	64,403		64,300
Accounts payable and other liabilities	0		0
Beneficial interests issued by consolidated VIEs, at fair value	0		0
Long-term debt	0		0
Total liabilities measured at fair value on a recurring basis	64,403		64,300
Recurring | Level 1 | Interest rate contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	592		473
Gross derivative payables	509		499
Recurring | Level 1 | Credit derivatives
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	0		0
Gross derivative payables	0		0
Recurring | Level 1 | Foreign exchange contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	758		758
Gross derivative payables	759		746
Recurring | Level 1 | Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	0		0
Gross derivative payables	0		0
Recurring | Level 1 | Commodity contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	191		247
Gross derivative payables	102		141
Recurring | Level 1 | Private equity investments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	144		648
Recurring | Level 1 | All other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	3,948		4,018
Recurring | Level 1 | Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	4,092		4,666
Recurring | Level 1 | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	44,469		43,684
Recurring | Level 1 | Total mortgage-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	5		14
Available-for-sale securities	0		0
Recurring | Level 1 | Mortgage-backed securities, U.S. government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	5		14
Available-for-sale securities	0		0
Recurring | Level 1 | Mortgage-backed securities, Residential - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	0		0
Available-for-sale securities	0		0
Recurring | Level 1 | Mortgage-backed securities, Commercial - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	0		0
Available-for-sale securities	0		0
Recurring | Level 1 | U.S. Treasury and government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	19,151		17,816
Available-for-sale securities	11,544		13,591
Recurring | Level 1 | Obligations of U.S. states and municipalities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	0		0
Available-for-sale securities	0		0
Recurring | Level 1 | Certificates of deposit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	0		0
Recurring | Level 1 | Certificates of deposit, bankers’ acceptances and commercial paper
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	0		0
Recurring | Level 1 | Non-U.S. government debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	25,313		25,854
Available-for-sale securities	23,548		24,074
Recurring | Level 1 | Corporate debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	0		0
Available-for-sale securities	0		0
Recurring | Level 1 | Loans
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	0		0
Recurring | Level 1 | Asset-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	0		0
Recurring | Level 1 | Asset-backed securities, Collateralized loan obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	0		0
Recurring | Level 1 | Asset-backed securities, other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	0		0
Recurring | Level 1 | Equity securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	107,828		104,890
Available-for-sale securities	2,721		2,530
Recurring | Level 1 | Physical commodities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	3,714		2,739
Recurring | Level 1 | Other debt and equity instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	0		0
Recurring | Level 2
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Federal funds sold and securities purchased under resale agreements	28,670		28,585
Securities borrowed	495		992
Trading assets	138,399		146,087
Gross derivative receivables	945,743		1,314,385
Trading assets	1,084,142		1,460,472
Available-for-sale securities	227,513		257,520
Loans, at fair value	136		70
Mortgage servicing rights	0		0
Total assets measured at fair value on a recurring basis	1,341,146		1,750,280
Deposits	7,957		5,948
Federal funds purchased and securities loaned or sold under repurchase agreements	3,586		2,979
Other borrowed funds	12,726		13,286
Trading liabilities excluding derivatives	17,291		18,713
Gross derivative payables	932,753		1,294,761
Trading liabilities	950,044		1,313,474
Accounts payable and other liabilities	0		0
Beneficial interests issued by consolidated VIEs, at fair value	190		1,016
Long-term debt	18,727		18,349
Total liabilities measured at fair value on a recurring basis	993,230		1,355,052
Recurring | Level 2 | Interest rate contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	652,204		945,635
Gross derivative payables	618,340		914,357
Recurring | Level 2 | Credit derivatives
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	51,926		73,853
Gross derivative payables	51,611		73,095
Recurring | Level 2 | Foreign exchange contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	171,741		212,153
Gross derivative payables	186,948		221,066
Recurring | Level 2 | Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	40,618		39,937
Gross derivative payables	44,358		41,925
Recurring | Level 2 | Commodity contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	29,254		42,807
Gross derivative payables	31,496		44,318
Recurring | Level 2 | Private equity investments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	164		2,624
Recurring | Level 2 | All other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	26		17
Recurring | Level 2 | Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	190		2,641
Recurring | Level 2 | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	126,480		134,960
Recurring | Level 2 | Total mortgage-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	31,026		34,212
Available-for-sale securities	119,082		137,193
Recurring | Level 2 | Mortgage-backed securities, U.S. government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	27,893		31,904
Available-for-sale securities	57,315		65,319
Recurring | Level 2 | Mortgage-backed securities, Residential - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,960		1,381
Available-for-sale securities	39,560		50,865
Recurring | Level 2 | Mortgage-backed securities, Commercial - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,173		927
Available-for-sale securities	22,207		21,009
Recurring | Level 2 | U.S. Treasury and government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	6,664		8,460
Available-for-sale securities	46		54
Recurring | Level 2 | Obligations of U.S. states and municipalities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	6,764		9,298
Available-for-sale securities	31,424		30,068
Recurring | Level 2 | Certificates of deposit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	429		1,103
Recurring | Level 2 | Certificates of deposit, bankers’ acceptances and commercial paper
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	947		1,429
Recurring | Level 2 | Non-U.S. government debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	29,106		27,294
Available-for-sale securities	19,244		28,669
Recurring | Level 2 | Corporate debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	24,855		28,099
Available-for-sale securities	15,822		18,532
Recurring | Level 2 | Loans
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	24,419		23,080
Recurring | Level 2 | Asset-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	2,699		3,088
Recurring | Level 2 | Asset-backed securities, Collateralized loan obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	30,600		29,402
Recurring | Level 2 | Asset-backed securities, other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	10,866		12,499
Recurring | Level 2 | Equity securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	448		624
Available-for-sale securities	0		0
Recurring | Level 2 | Physical commodities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,185		1,741
Recurring | Level 2 | Other debt and equity instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	10,286		8,762
Recurring | Level 3
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Federal funds sold and securities purchased under resale agreements	0		0
Securities borrowed	0		0
Trading assets	15,941		22,489
Gross derivative receivables	11,128		12,565
Trading assets	27,069		35,054
Available-for-sale securities	875		1,037
Loans, at fair value	2,295		2,541
Mortgage servicing rights	7,571		7,436
Total assets measured at fair value on a recurring basis	40,636		49,252
Deposits	3,528		2,859
Federal funds purchased and securities loaned or sold under repurchase agreements	0		0
Other borrowed funds	1,261		1,453
Trading liabilities excluding derivatives	72		72
Gross derivative payables	11,874		14,626
Trading liabilities	11,946		14,698
Accounts payable and other liabilities	23		26
Beneficial interests issued by consolidated VIEs, at fair value	1,140		1,146
Long-term debt	12,589		11,877
Total liabilities measured at fair value on a recurring basis	30,487		32,059
Recurring | Level 3 | Interest rate contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	3,867		4,149
Gross derivative payables	3,008		3,523
Recurring | Level 3 | Credit derivatives
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	2,651		2,989
Gross derivative payables	2,219		2,800
Recurring | Level 3 | Foreign exchange contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	2,351		2,276
Gross derivative payables	1,946		2,802
Recurring | Level 3 | Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	1,772		2,552
Gross derivative payables	3,620		4,337
Recurring | Level 3 | Commodity contracts
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	487		599
Gross derivative payables	1,081		1,164
Recurring | Level 3 | Private equity investments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	1,987		2,225
Recurring | Level 3 | All other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	839		959
Recurring | Level 3 | Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	2,826		3,184
Recurring | Level 3 | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	14,662		21,006
Recurring | Level 3 | Total mortgage-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,162		1,891
Available-for-sale securities	13		129
Recurring | Level 3 | Mortgage-backed securities, U.S. government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	901		922
Available-for-sale securities	0		0
Recurring | Level 3 | Mortgage-backed securities, Residential - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	123		663
Available-for-sale securities	13		30
Recurring | Level 3 | Mortgage-backed securities, Commercial - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	138		306
Available-for-sale securities	$ 0		99
Recurring | Level 3 | U.S. Treasury and government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets			0
Available-for-sale securities	$ 0		0
Recurring | Level 3 | Obligations of U.S. states and municipalities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,247		1,273
Available-for-sale securities	0		0
Recurring | Level 3 | Certificates of deposit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	0		0
Recurring | Level 3 | Certificates of deposit, bankers’ acceptances and commercial paper
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	0		0
Recurring | Level 3 | Non-U.S. government debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	208		302
Available-for-sale securities	0		0
Recurring | Level 3 | Corporate debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	943		2,989
Available-for-sale securities	0		0
Recurring | Level 3 | Loans
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	9,563		13,287
Recurring | Level 3 | Asset-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,539		1,264
Recurring | Level 3 | Asset-backed securities, Collateralized loan obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	772		792
Recurring | Level 3 | Asset-backed securities, other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	90		116
Recurring | Level 3 | Equity securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	310		431
Available-for-sale securities	0		0
Recurring | Level 3 | Physical commodities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	0		2
Recurring | Level 3 | Other debt and equity instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	969		1,050
Recurring, excluding amounts measured at NAV | Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	$ 7,108		$ 10,491

Fair Value Measurement - Transf

Fair Value Measurement - Transfers (Details) - USD ($) $ in Billions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Derivative liability | Equity contracts
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Liabilities, level 3 to level 2 transfers		$ 2.7		$ 2.9
Corporate debt securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, level 3 to level 2 transfers	$ 1.9		$ 2
Loans
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, level 3 to level 2 transfers	$ 1.3		$ 1.9
Derivative asset | Equity contracts
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, level 3 to level 2 transfers		$ 3		$ 3.2

Fair Value Measurement - Level

Fair Value Measurement - Level 3 Inputs (Details)	Jun. 30, 2015USD ($)$ / bbl	Mar. 31, 2015USD ($)	Dec. 31, 2014USD ($)	Jun. 30, 2014USD ($)	Mar. 31, 2014USD ($)	Dec. 31, 2013USD ($)
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (746,000,000)	$ (1,848,000,000)	$ (2,061,000,000)	$ (1,855,000,000)	$ (66,000,000)	$ 326,000,000
Interest rate contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ 859,000,000	650,000,000	626,000,000	1,533,000,000	2,090,000,000	2,379,000,000
Interest rate contracts | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Interest rate correlation	(54.00%)
Interest rate spread volatility	4.00%
Interest rate contracts | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Interest rate correlation	99.00%
Interest rate spread volatility	26.00%
Credit derivatives
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ 432,000,000	275,000,000	189,000,000	134,000,000	244,000,000	95,000,000
Credit derivatives | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Credit correlation	40.00%
Credit derivatives | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Credit correlation	90.00%
Foreign exchange contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ 405,000,000	707,000,000	(526,000,000)	(1,194,000,000)	(1,282,000,000)	(1,200,000,000)
Foreign exchange contracts | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Foreign exchange correlation	0.00%
Foreign exchange contracts | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Foreign exchange correlation	60.00%
Equity
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (1,848,000,000)	(2,745,000,000)	(1,785,000,000)	(2,206,000,000)	(1,060,000,000)	(1,063,000,000)
Equity | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Equity volatility	20.00%
Equity | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Equity volatility	65.00%
Commodity contracts
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (594,000,000)	$ (735,000,000)	(565,000,000)	$ (122,000,000)	$ (58,000,000)	$ 115,000,000
Commodity contracts | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Forward commodity price | $ / bbl	50
Commodity contracts | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Forward commodity price | $ / bbl	90
Long-term debt, other borrowed funds, and deposits | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Credit correlation	40.00%
Long-term debt, other borrowed funds, and deposits | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Credit correlation	90.00%
Long-term debt, other borrowed funds, and deposits | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Interest rate correlation	(54.00%)
Interest rate spread volatility	4.00%
Foreign exchange correlation	0.00%
Equity correlation	(50.00%)
Long-term debt, other borrowed funds, and deposits | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Interest rate correlation	99.00%
Interest rate spread volatility	26.00%
Foreign exchange correlation	60.00%
Equity correlation	80.00%
Residential mortgage-backed securities and loans | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Discount rate	3.00%
Prepayment rate	0.00%
Conditional default rate	0.00%
Loss severity	0.00%
Residential mortgage-backed securities and loans | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Discount rate	45.00%
Prepayment rate	16.00%
Conditional default rate	100.00%
Loss severity	100.00%
Residential mortgage-backed securities and loans | Discounted cash flows | Weighted Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Discount rate	6.00%
Prepayment rate	6.00%
Conditional default rate	13.00%
Loss severity	28.00%
Commercial mortgage-backed securities and loans | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Discount rate	1.00%
Conditional default rate	0.00%
Commercial mortgage-backed securities and loans | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Discount rate	25.00%
Conditional default rate	94.00%
Loss severity		40.00%
Commercial mortgage-backed securities and loans | Discounted cash flows | Weighted Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Discount rate	4.00%
Conditional default rate	8.00%
Loss severity	40.00%
Corporate debt securities, obligations of U.S. states and municipalities, and other | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Discount rate	1.00%
Credit spread	0.60%
Corporate debt securities, obligations of U.S. states and municipalities, and other | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Discount rate	18.00%
Credit spread	2.70%
Corporate debt securities, obligations of U.S. states and municipalities, and other | Discounted cash flows | Weighted Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Discount rate	5.00%
Credit spread	2.31%
Corporate debt securities, obligations of U.S. states and municipalities, and other | Market comparables | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price	$ 0
Corporate debt securities, obligations of U.S. states and municipalities, and other | Market comparables | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price	129
Corporate debt securities, obligations of U.S. states and municipalities, and other | Market comparables | Weighted Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price	$ 92
Asset-backed securities, Collateralized loan obligations | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Prepayment rate	20.00%
Conditional default rate	2.00%
Loss severity	40.00%
Asset-backed securities, Collateralized loan obligations | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Credit spread	2.89%
Asset-backed securities, Collateralized loan obligations | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Credit spread	3.99%
Asset-backed securities, Collateralized loan obligations | Discounted cash flows | Weighted Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Prepayment rate	20.00%
Conditional default rate	2.00%
Loss severity	40.00%
Credit spread	3.05%
Asset-backed securities, Collateralized loan obligations | Market comparables | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price	$ 0
Asset-backed securities, Collateralized loan obligations | Market comparables | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price	99
Asset-backed securities, Collateralized loan obligations | Market comparables | Weighted Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price	$ 70
Private equity | Private equity direct investments | Market comparables | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Liquidity adjustment	0.00%
EBITDA multiple	6.7
Private equity | Private equity direct investments | Market comparables | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Liquidity adjustment	17.00%
EBITDA multiple	9.9
Private equity | Private equity direct investments | Market comparables | Weighted Average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Liquidity adjustment	8.00%
EBITDA multiple	8.3
Recurring
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Liability fair value	$ 201,149,000,000		211,754,000,000
Level 3 Analysis - Supplemental Data:
Trading Securities	310,351,000,000		319,889,000,000
Trading liabilities	139,422,000,000		152,815,000,000
Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Liability fair value	30,487,000,000		32,059,000,000
Level 3 Analysis - Supplemental Data:
Trading Securities	15,941,000,000		22,489,000,000
Trading liabilities	11,946,000,000		$ 14,698,000,000
Recurring | Level 3 | Interest rate contracts | Option pricing
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	859,000,000
Recurring | Level 3 | Credit derivatives | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	432,000,000
Recurring | Level 3 | Foreign exchange contracts | Option pricing
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	405,000,000
Recurring | Level 3 | Equity | Option pricing
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	(1,848,000,000)
Recurring | Level 3 | Commodity contracts | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	(594,000,000)
Recurring | Level 3 | Long-term debt, other borrowed funds, and deposits | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Liability fair value	1,717,000,000
Recurring | Level 3 | Long-term debt, other borrowed funds, and deposits | Option pricing
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Liability fair value	15,661,000,000
Recurring | Level 3 | Credit derivatives with underlying mortgage risk
Level 3 Analysis - Supplemental Data:
Trading liabilities	396,000,000
Recurring | Level 3 | Credit derivatives with underlying asset-backed securities risk
Level 3 Analysis - Supplemental Data:
Trading liabilities	569,000,000
Recurring | Level 3 | Residential mortgage-backed securities and loans | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	6,287,000,000
Recurring | Level 3 | Commercial mortgage-backed securities and loans | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	4,136,000,000
Recurring | Level 3 | Corporate debt securities, obligations of U.S. states and municipalities, and other | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	3,956,000,000
Recurring | Level 3 | Corporate debt securities, obligations of U.S. states and municipalities, and other | Market comparables
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	4,652,000,000
Recurring | Level 3 | Asset-backed securities, Collateralized loan obligations | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	772,000,000
Recurring | Level 3 | Asset-backed securities, Collateralized loan obligations | Market comparables
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	146,000,000
Recurring | Level 3 | Mortgage servicing rights | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	7,571,000,000
Recurring | Level 3 | Private equity | Private equity direct investments | Market comparables
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	1,987,000,000
Recurring | Level 3 | Credit derivatives with underlying mortgage risk
Level 3 Analysis - Supplemental Data:
Trading Securities	450,000,000
Recurring | Level 3 | Credit derivatives with underlying asset-backed securities risk
Level 3 Analysis - Supplemental Data:
Trading Securities	$ 617,000,000

Fair Value Measurement - Change

Fair Value Measurement - Changes in Level 3 Recurring Measurements (Details) - USD ($)	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014
Net derivative receivables:
Beginning balance	$ (1,848,000,000)	$ (66,000,000)	$ (2,061,000,000)	$ 326,000,000
Total realized/unrealized gains/(losses)	1,416,000,000	(426,000,000)	1,946,000,000	(799,000,000)
Purchases	358,000,000	304,000,000	889,000,000	1,273,000,000
Sales	(476,000,000)	(634,000,000)	(845,000,000)	(1,726,000,000)
Settlements	(38,000,000)	(345,000,000)	(526,000,000)	(345,000,000)
Transfers into and/or out of level 3	(158,000,000)	(688,000,000)	(149,000,000)	(584,000,000)
Ending balance	(746,000,000)	(1,855,000,000)	(746,000,000)	(1,855,000,000)
Change in unrealized gains/(losses) related to financial instruments held	$ 1,377,000,000	(469,000,000)	$ 1,323,000,000	(980,000,000)
Level 3 Rollforward Supplemental Data [Abstract]
Level 3 liabilities as a percentage of total firm liabilities at fair value	15.00%		15.00%		15.00%
Deposits
Liabilities
Beginning balance	$ 3,340,000,000	2,386,000,000	$ 2,859,000,000	2,255,000,000
Total realized/unrealized gains/(losses)	(156,000,000)	74,000,000	(64,000,000)	111,000,000
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	673,000,000	519,000,000	1,448,000,000	809,000,000
Settlements	(30,000,000)	(24,000,000)	(145,000,000)	(66,000,000)
Transfers into and/or out of level 3	(299,000,000)	(117,000,000)	(570,000,000)	(271,000,000)
Ending balance	3,528,000,000	2,838,000,000	3,528,000,000	2,838,000,000
Change in unrealized gains(losses) related to financials instruments held	(139,000,000)	63,000,000	7,000,000	98,000,000
Other borrowed funds
Liabilities
Beginning balance	1,116,000,000	1,535,000,000	1,453,000,000	2,074,000,000
Total realized/unrealized gains/(losses)	(4,000,000)	(132,000,000)	(123,000,000)	(93,000,000)
Purchases	45,000,000	0	45,000,000	0
Sales	0	0	0	0
Issuances	1,274,000,000	1,343,000,000	2,322,000,000	2,676,000,000
Settlements	(1,161,000,000)	(1,380,000,000)	(2,142,000,000)	(3,487,000,000)
Transfers into and/or out of level 3	(9,000,000)	172,000,000	(294,000,000)	368,000,000
Ending balance	1,261,000,000	1,538,000,000	1,261,000,000	1,538,000,000
Change in unrealized gains(losses) related to financials instruments held	38,000,000	(30,000,000)	(122,000,000)	84,000,000
Total debt and equity instruments
Liabilities
Beginning balance	82,000,000	101,000,000	72,000,000	113,000,000
Total realized/unrealized gains/(losses)	2,000,000	(4,000,000)	5,000,000	(4,000,000)
Purchases	(23,000,000)	(46,000,000)	(131,000,000)	(262,000,000)
Sales	21,000,000	71,000,000	147,000,000	279,000,000
Issuances	0	0	0	0
Settlements	(5,000,000)	(4,000,000)	(14,000,000)	(8,000,000)
Transfers into and/or out of level 3	(5,000,000)	(38,000,000)	(7,000,000)	(38,000,000)
Ending balance	72,000,000	80,000,000	72,000,000	80,000,000
Change in unrealized gains(losses) related to financials instruments held	2,000,000	1,000,000	8,000,000	1,000,000
Accounts payable and other liabilities
Liabilities
Beginning balance	23,000,000	0	26,000,000	0
Total realized/unrealized gains/(losses)	0	27,000,000	0	27,000,000
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	0	0	(3,000,000)	0
Transfers into and/or out of level 3	0	0	0	0
Ending balance	23,000,000	27,000,000	23,000,000	27,000,000
Change in unrealized gains(losses) related to financials instruments held	0	27,000,000	0	27,000,000
Beneficial interests issued by consolidated VIEs
Liabilities
Beginning balance	1,023,000,000	1,160,000,000	1,146,000,000	1,240,000,000
Total realized/unrealized gains/(losses)	36,000,000	54,000,000	(17,000,000)	101,000,000
Purchases	(16,000,000)	0	(16,000,000)	0
Sales	0	0	0	0
Issuances	284,000,000	4,000,000	286,000,000	82,000,000
Settlements	(187,000,000)	(54,000,000)	(259,000,000)	(259,000,000)
Transfers into and/or out of level 3	0	(102,000,000)	0	(102,000,000)
Ending balance	1,140,000,000	1,062,000,000	1,140,000,000	1,062,000,000
Change in unrealized gains(losses) related to financials instruments held	26,000,000	58,000,000	0	88,000,000
Long-term debt
Liabilities
Beginning balance	12,003,000,000	11,203,000,000	11,877,000,000	10,008,000,000
Total realized/unrealized gains/(losses)	(92,000,000)	437,000,000	(197,000,000)	539,000,000
Purchases	0	0	0	0
Sales	0	0	(12,000,000)	0
Issuances	2,546,000,000	1,912,000,000	5,383,000,000	3,744,000,000
Settlements	(1,774,000,000)	(1,369,000,000)	(4,145,000,000)	(2,379,000,000)
Transfers into and/or out of level 3	(94,000,000)	(437,000,000)	(317,000,000)	(166,000,000)
Ending balance	12,589,000,000	11,746,000,000	12,589,000,000	11,746,000,000
Change in unrealized gains(losses) related to financials instruments held	19,000,000	410,000,000	(37,000,000)	585,000,000
Interest rate contracts
Net derivative receivables:
Beginning balance	650,000,000	2,090,000,000	626,000,000	2,379,000,000
Total realized/unrealized gains/(losses)	351,000,000	2,000,000	493,000,000	26,000,000
Purchases	133,000,000	50,000,000	442,000,000	98,000,000
Sales	(84,000,000)	(63,000,000)	(158,000,000)	(106,000,000)
Settlements	(98,000,000)	(427,000,000)	(353,000,000)	(765,000,000)
Transfers into and/or out of level 3	(93,000,000)	(119,000,000)	(191,000,000)	(99,000,000)
Ending balance	859,000,000	1,533,000,000	859,000,000	1,533,000,000
Change in unrealized gains/(losses) related to financial instruments held	309,000,000	(49,000,000)	541,000,000	(690,000,000)
Credit derivatives
Net derivative receivables:
Beginning balance	275,000,000	244,000,000	189,000,000	95,000,000
Total realized/unrealized gains/(losses)	17,000,000	(124,000,000)	94,000,000	(239,000,000)
Purchases	1,000,000	164,000,000	10,000,000	222,000,000
Sales	(1,000,000)	(21,000,000)	(4,000,000)	(21,000,000)
Settlements	107,000,000	(79,000,000)	126,000,000	127,000,000
Transfers into and/or out of level 3	33,000,000	(50,000,000)	17,000,000	(50,000,000)
Ending balance	432,000,000	134,000,000	432,000,000	134,000,000
Change in unrealized gains/(losses) related to financial instruments held	22,000,000	(91,000,000)	195,000,000	(186,000,000)
Foreign exchange contracts
Net derivative receivables:
Beginning balance	707,000,000	(1,282,000,000)	(526,000,000)	(1,200,000,000)
Total realized/unrealized gains/(losses)	118,000,000	(143,000,000)	945,000,000	(342,000,000)
Purchases	8,000,000	33,000,000	13,000,000	94,000,000
Sales	(8,000,000)	(3,000,000)	(11,000,000)	(19,000,000)
Settlements	(187,000,000)	206,000,000	14,000,000	255,000,000
Transfers into and/or out of level 3	(233,000,000)	(5,000,000)	(30,000,000)	18,000,000
Ending balance	405,000,000	(1,194,000,000)	405,000,000	(1,194,000,000)
Change in unrealized gains/(losses) related to financial instruments held	245,000,000	(141,000,000)	551,000,000	(291,000,000)
Equity
Net derivative receivables:
Beginning balance	(2,745,000,000)	(1,060,000,000)	(1,785,000,000)	(1,063,000,000)
Total realized/unrealized gains/(losses)	801,000,000	(143,000,000)	325,000,000	(72,000,000)
Purchases	216,000,000	57,000,000	424,000,000	858,000,000
Sales	(383,000,000)	(547,000,000)	(672,000,000)	(1,580,000,000)
Settlements	93,000,000	(74,000,000)	(262,000,000)	51,000,000
Transfers into and/or out of level 3	170,000,000	(439,000,000)	122,000,000	(400,000,000)
Ending balance	(1,848,000,000)	(2,206,000,000)	(1,848,000,000)	(2,206,000,000)
Change in unrealized gains/(losses) related to financial instruments held	621,000,000	(204,000,000)	137,000,000	343,000,000
Commodity contracts
Net derivative receivables:
Beginning balance	(735,000,000)	(58,000,000)	(565,000,000)	115,000,000
Total realized/unrealized gains/(losses)	129,000,000	(18,000,000)	89,000,000	(172,000,000)
Purchases	0	0	0	1,000,000
Sales	0	0	0	0
Settlements	47,000,000	29,000,000	(51,000,000)	(13,000,000)
Transfers into and/or out of level 3	(35,000,000)	(75,000,000)	(67,000,000)	(53,000,000)
Ending balance	(594,000,000)	(122,000,000)	(594,000,000)	(122,000,000)
Change in unrealized gains/(losses) related to financial instruments held	180,000,000	16,000,000	(101,000,000)	(156,000,000)
Total debt and equity instruments
Assets
Fair Value, Beginning balance	19,172,000,000	24,306,000,000	22,489,000,000	27,206,000,000
Total realized/unrealized gains/(losses)	566,000,000	903,000,000	172,000,000	1,553,000,000
Purchases	2,988,000,000	6,282,000,000	6,059,000,000	11,531,000,000
Sales	(2,672,000,000)	(3,351,000,000)	(7,058,000,000)	(8,480,000,000)
Settlements	(527,000,000)	(2,315,000,000)	(1,248,000,000)	(4,813,000,000)
Transfers into and/or out of level 3	(3,586,000,000)	(58,000,000)	(4,473,000,000)	(1,230,000,000)
Fair Value, Ending Balance	15,941,000,000	25,767,000,000	15,941,000,000	25,767,000,000
Change in unrealized gains/(losses) related to financial instruments held	424,000,000	746,000,000	93,000,000	1,594,000,000
Mortgage-backed securities
Assets
Fair Value, Beginning balance	1,548,000,000	2,330,000,000	1,891,000,000	2,163,000,000
Total realized/unrealized gains/(losses)	147,000,000	102,000,000	73,000,000	149,000,000
Purchases	231,000,000	453,000,000	539,000,000	1,297,000,000
Sales	(313,000,000)	(513,000,000)	(828,000,000)	(1,169,000,000)
Settlements	(44,000,000)	(79,000,000)	(98,000,000)	(132,000,000)
Transfers into and/or out of level 3	(407,000,000)	(298,000,000)	(415,000,000)	(313,000,000)
Fair Value, Ending Balance	1,162,000,000	1,995,000,000	1,162,000,000	1,995,000,000
Change in unrealized gains/(losses) related to financial instruments held	110,000,000	49,000,000	60,000,000	65,000,000
Mortgage-backed securities, U.S. government agencies
Assets
Fair Value, Beginning balance	888,000,000	1,150,000,000	922,000,000	1,005,000,000
Total realized/unrealized gains/(losses)	91,000,000	27,000,000	38,000,000	30,000,000
Purchases	108,000,000	12,000,000	182,000,000	343,000,000
Sales	(148,000,000)	(12,000,000)	(165,000,000)	(174,000,000)
Settlements	(34,000,000)	(33,000,000)	(74,000,000)	(60,000,000)
Transfers into and/or out of level 3	(4,000,000)	(19,000,000)	(2,000,000)	(19,000,000)
Fair Value, Ending Balance	901,000,000	1,125,000,000	901,000,000	1,125,000,000
Change in unrealized gains/(losses) related to financial instruments held	84,000,000	28,000,000	40,000,000	32,000,000
Mortgage-backed securities, Residential - nonagency
Assets
Fair Value, Beginning balance	449,000,000	715,000,000	663,000,000	726,000,000
Total realized/unrealized gains/(losses)	54,000,000	67,000,000	44,000,000	91,000,000
Purchases	25,000,000	181,000,000	177,000,000	373,000,000
Sales	(116,000,000)	(314,000,000)	(463,000,000)	(514,000,000)
Settlements	(4,000,000)	(12,000,000)	(10,000,000)	(24,000,000)
Transfers into and/or out of level 3	(285,000,000)	(94,000,000)	(288,000,000)	(109,000,000)
Fair Value, Ending Balance	123,000,000	543,000,000	123,000,000	543,000,000
Change in unrealized gains/(losses) related to financial instruments held	28,000,000	21,000,000	26,000,000	29,000,000
Mortgage-backed securities, Commercial - nonagency
Assets
Fair Value, Beginning balance	211,000,000	465,000,000	306,000,000	432,000,000
Total realized/unrealized gains/(losses)	2,000,000	8,000,000	(9,000,000)	28,000,000
Purchases	98,000,000	260,000,000	180,000,000	581,000,000
Sales	(49,000,000)	(187,000,000)	(200,000,000)	(481,000,000)
Settlements	(6,000,000)	(34,000,000)	(14,000,000)	(48,000,000)
Transfers into and/or out of level 3	(118,000,000)	(185,000,000)	(125,000,000)	(185,000,000)
Fair Value, Ending Balance	138,000,000	327,000,000	138,000,000	327,000,000
Change in unrealized gains/(losses) related to financial instruments held	(2,000,000)	0	(6,000,000)	4,000,000
Obligations of U.S. states and municipalities
Assets
Fair Value, Beginning balance	1,331,000,000	1,219,000,000	1,273,000,000	1,382,000,000
Total realized/unrealized gains/(losses)	3,000,000	(35,000,000)	13,000,000	(13,000,000)
Purchases	47,000,000	0	191,000,000	0
Sales	(39,000,000)	(105,000,000)	(110,000,000)	(290,000,000)
Settlements	(2,000,000)	0	(27,000,000)	0
Transfers into and/or out of level 3	(93,000,000)	0	(93,000,000)	0
Fair Value, Ending Balance	1,247,000,000	1,079,000,000	1,247,000,000	1,079,000,000
Change in unrealized gains/(losses) related to financial instruments held	3,000,000	(44,000,000)	12,000,000	7,000,000
Non-U.S. government debt securities
Assets
Fair Value, Beginning balance	180,000,000	52,000,000	302,000,000	143,000,000
Total realized/unrealized gains/(losses)	8,000,000	3,000,000	9,000,000	19,000,000
Purchases	54,000,000	25,000,000	155,000,000	435,000,000
Sales	(20,000,000)	(3,000,000)	(112,000,000)	(519,000,000)
Settlements	(11,000,000)	(1,000,000)	(42,000,000)	(2,000,000)
Transfers into and/or out of level 3	(3,000,000)	52,000,000	(104,000,000)	52,000,000
Fair Value, Ending Balance	208,000,000	128,000,000	208,000,000	128,000,000
Change in unrealized gains/(losses) related to financial instruments held	16,000,000	3,000,000	19,000,000	24,000,000
Corporate debt securities
Assets
Fair Value, Beginning balance	2,759,000,000	4,873,000,000	2,989,000,000	5,920,000,000
Total realized/unrealized gains/(losses)	5,000,000	130,000,000	(50,000,000)	368,000,000
Purchases	288,000,000	1,163,000,000	821,000,000	2,360,000,000
Sales	(313,000,000)	(663,000,000)	(809,000,000)	(2,015,000,000)
Settlements	57,000,000	(823,000,000)	(35,000,000)	(1,664,000,000)
Transfers into and/or out of level 3	(1,853,000,000)	113,000,000	(1,973,000,000)	(176,000,000)
Fair Value, Ending Balance	943,000,000	4,793,000,000	943,000,000	4,793,000,000
Change in unrealized gains/(losses) related to financial instruments held	10,000,000	74,000,000	18,000,000	280,000,000
Loans
Assets
Fair Value, Beginning balance	10,763,000,000	12,521,000,000	13,287,000,000	13,455,000,000
Total realized/unrealized gains/(losses)	294,000,000	372,000,000	9,000,000	691,000,000
Purchases	1,160,000,000	3,129,000,000	1,896,000,000	5,287,000,000
Sales	(1,152,000,000)	(1,108,000,000)	(3,149,000,000)	(2,902,000,000)
Settlements	(350,000,000)	(1,172,000,000)	(819,000,000)	(2,718,000,000)
Transfers into and/or out of level 3	(1,152,000,000)	(221,000,000)	(1,661,000,000)	(292,000,000)
Fair Value, Ending Balance	9,563,000,000	13,521,000,000	9,563,000,000	13,521,000,000
Change in unrealized gains/(losses) related to financial instruments held	264,000,000	376,000,000	(67,000,000)	882,000,000
Asset-backed securities
Assets
Fair Value, Beginning balance	1,233,000,000	1,156,000,000	1,264,000,000	1,272,000,000
Total realized/unrealized gains/(losses)	21,000,000	46,000,000	(16,000,000)	70,000,000
Purchases	737,000,000	807,000,000	1,296,000,000	1,357,000,000
Sales	(371,000,000)	(776,000,000)	(892,000,000)	(1,332,000,000)
Settlements	(26,000,000)	(151,000,000)	6,000,000	(171,000,000)
Transfers into and/or out of level 3	(55,000,000)	134,000,000	(119,000,000)	20,000,000
Fair Value, Ending Balance	1,539,000,000	1,216,000,000	1,539,000,000	1,216,000,000
Change in unrealized gains/(losses) related to financial instruments held	15,000,000	32,000,000	(14,000,000)	43,000,000
Debt securities
Assets
Fair Value, Beginning balance	17,814,000,000	22,151,000,000	21,006,000,000	24,335,000,000
Total realized/unrealized gains/(losses)	478,000,000	618,000,000	38,000,000	1,284,000,000
Purchases	2,517,000,000	5,577,000,000	4,898,000,000	10,736,000,000
Sales	(2,208,000,000)	(3,168,000,000)	(5,900,000,000)	(8,227,000,000)
Settlements	(376,000,000)	(2,226,000,000)	(1,015,000,000)	(4,687,000,000)
Transfers into and/or out of level 3	(3,563,000,000)	(220,000,000)	(4,365,000,000)	(709,000,000)
Fair Value, Ending Balance	14,662,000,000	22,732,000,000	14,662,000,000	22,732,000,000
Change in unrealized gains/(losses) related to financial instruments held	418,000,000	490,000,000	28,000,000	1,301,000,000
Equity securities
Assets
Fair Value, Beginning balance	317,000,000	868,000,000	431,000,000	867,000,000
Total realized/unrealized gains/(losses)	8,000,000	19,000,000	46,000,000	100,000,000
Purchases	21,000,000	49,000,000	50,000,000	85,000,000
Sales	(13,000,000)	(56,000,000)	(123,000,000)	(75,000,000)
Settlements	(14,000,000)	(22,000,000)	(17,000,000)	(30,000,000)
Transfers into and/or out of level 3	(9,000,000)	(167,000,000)	(77,000,000)	(256,000,000)
Fair Value, Ending Balance	310,000,000	691,000,000	310,000,000	691,000,000
Change in unrealized gains/(losses) related to financial instruments held	9,000,000	83,000,000	51,000,000	147,000,000
Physical Commodities
Assets
Fair Value, Beginning balance		3,000,000		4,000,000
Total realized/unrealized gains/(losses)		0		0
Purchases		0		0
Sales		0		0
Settlements		0		(1,000,000)
Transfers into and/or out of level 3		0		0
Fair Value, Ending Balance		3,000,000		3,000,000
Change in unrealized gains/(losses) related to financial instruments held		0		0
Other debt and equity instruments
Assets
Fair Value, Beginning balance	1,041,000,000	1,284,000,000	1,052,000,000	2,000,000,000
Total realized/unrealized gains/(losses)	80,000,000	266,000,000	88,000,000	169,000,000
Purchases	450,000,000	656,000,000	1,111,000,000	710,000,000
Sales	(451,000,000)	(127,000,000)	(1,035,000,000)	(178,000,000)
Settlements	(137,000,000)	(67,000,000)	(216,000,000)	(95,000,000)
Transfers into and/or out of level 3	(14,000,000)	329,000,000	(31,000,000)	(265,000,000)
Fair Value, Ending Balance	969,000,000	2,341,000,000	969,000,000	2,341,000,000
Change in unrealized gains/(losses) related to financial instruments held	(3,000,000)	173,000,000	14,000,000	146,000,000
AFS securities
Assets
Fair Value, Beginning balance	1,003,000,000	2,317,000,000	1,037,000,000	2,322,000,000
Total realized/unrealized gains/(losses)	2,000,000	(8,000,000)	(7,000,000)	(13,000,000)
Purchases	0	347,000,000	49,000,000	347,000,000
Sales	0	0	(43,000,000)	(2,000,000)
Settlements	(31,000,000)	(48,000,000)	(62,000,000)	(109,000,000)
Transfers into and/or out of level 3	(99,000,000)	(772,000,000)	(99,000,000)	(709,000,000)
Fair Value, Ending Balance	875,000,000	1,836,000,000	875,000,000	1,836,000,000
Change in unrealized gains/(losses) related to financial instruments held	2,000,000	(7,000,000)	(2,000,000)	(12,000,000)
Level 3 Rollforward Supplemental Data [Abstract]
Realized gains/(losses) recorded in income	0	(11,000,000)	(7,000,000)	(12,000,000)
Unrealized gains/(losses) recorded in OCI	2,000,000	3,000,000	161,000,000	(1,000,000)
Asset-backed AFS securities
Assets
Fair Value, Beginning balance	881,000,000	1,127,000,000	908,000,000	1,088,000,000
Total realized/unrealized gains/(losses)	2,000,000	(9,000,000)	(7,000,000)	(11,000,000)
Purchases	0	225,000,000	49,000,000	225,000,000
Sales	0	0	(43,000,000)	(2,000,000)
Settlements	(21,000,000)	(21,000,000)	(45,000,000)	(41,000,000)
Transfers into and/or out of level 3	0	0	0	63,000,000
Fair Value, Ending Balance	862,000,000	1,322,000,000	862,000,000	1,322,000,000
Change in unrealized gains/(losses) related to financial instruments held	2,000,000	(9,000,000)	(2,000,000)	(11,000,000)
Other Available For Sale Securities
Assets
Fair Value, Beginning balance	122,000,000	1,190,000,000	129,000,000	1,234,000,000
Total realized/unrealized gains/(losses)	0	1,000,000	0	(2,000,000)
Purchases	0	122,000,000	0	122,000,000
Sales	0	0	0	0
Settlements	(10,000,000)	(27,000,000)	(17,000,000)	(68,000,000)
Transfers into and/or out of level 3	(99,000,000)	(772,000,000)	(99,000,000)	(772,000,000)
Fair Value, Ending Balance	13,000,000	514,000,000	13,000,000	514,000,000
Change in unrealized gains/(losses) related to financial instruments held	0	2,000,000	0	(1,000,000)
Loans
Assets
Fair Value, Beginning balance	2,222,000,000	2,271,000,000	2,541,000,000	1,931,000,000
Total realized/unrealized gains/(losses)	85,000,000	40,000,000	(120,000,000)	72,000,000
Purchases	297,000,000	2,396,000,000	417,000,000	3,080,000,000
Sales	0	0	(83,000,000)	(142,000,000)
Settlements	(309,000,000)	(480,000,000)	(460,000,000)	(714,000,000)
Transfers into and/or out of level 3	0	0	0	0
Fair Value, Ending Balance	2,295,000,000	4,227,000,000	2,295,000,000	4,227,000,000
Change in unrealized gains/(losses) related to financial instruments held	83,000,000	21,000,000	(118,000,000)	47,000,000
Mortgage servicing rights
Assets
Fair Value, Beginning balance	6,641,000,000	8,552,000,000	7,436,000,000	9,614,000,000
Total realized/unrealized gains/(losses)	794,000,000	(149,000,000)	215,000,000	(971,000,000)
Purchases	583,000,000	181,000,000	739,000,000	376,000,000
Sales	(218,000,000)	2,000,000	(375,000,000)	(186,000,000)
Settlements	(229,000,000)	(239,000,000)	(444,000,000)	(486,000,000)
Transfers into and/or out of level 3	0	0	0	0
Fair Value, Ending Balance	7,571,000,000	8,347,000,000	7,571,000,000	8,347,000,000
Change in unrealized gains/(losses) related to financial instruments held	794,000,000	(149,000,000)	215,000,000	(971,000,000)
Private equity
Assets
Fair Value, Beginning balance	2,314,000,000	4,946,000,000	2,475,000,000	5,817,000,000
Total realized/unrealized gains/(losses)	11,000,000	144,000,000	47,000,000	240,000,000
Purchases	7,000,000	22,000,000	7,000,000	103,000,000
Sales	(27,000,000)	(470,000,000)	(27,000,000)	(1,488,000,000)
Settlements	(295,000,000)	(8,000,000)	(366,000,000)	(308,000,000)
Transfers into and/or out of level 3	(23,000,000)	(4,000,000)	(149,000,000)	266,000,000
Fair Value, Ending Balance	1,987,000,000	4,630,000,000	1,987,000,000	4,630,000,000
Change in unrealized gains/(losses) related to financial instruments held	(14,000,000)	128,000,000	(16,000,000)	109,000,000
All other assets
Assets
Fair Value, Beginning balance	894,000,000	1,295,000,000	965,000,000	1,382,000,000
Total realized/unrealized gains/(losses)	12,000,000	17,000,000	10,000,000	(3,000,000)
Purchases	11,000,000	3,000,000	65,000,000	6,000,000
Sales	(57,000,000)	(102,000,000)	(143,000,000)	(130,000,000)
Settlements	(21,000,000)	(14,000,000)	(58,000,000)	(56,000,000)
Transfers into and/or out of level 3	0	0	0	0
Fair Value, Ending Balance	839,000,000	1,199,000,000	839,000,000	1,199,000,000
Change in unrealized gains/(losses) related to financial instruments held	$ 3,000,000	$ 17,000,000	$ (16,000,000)	$ (3,000,000)

Fair Value Measurement - Leve64

Fair Value Measurement - Level 3 Analysis (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014
Level 3 Analysis - Supplemental Data [Abstract]
Percentage of level 3 assets in total Firm assets	1.70%		1.70%
Derivatives, total realized/unrealized gains/(losses)	$ 1,416	$ (426)	$ 1,946	$ (799)
Liability
Level 3 Analysis - Supplemental Data [Abstract]
Liabilities, total realized/unrealized gains/(losses)		(456)
Trading assets, debt and equity instruments
Level 3 Analysis - Supplemental Data [Abstract]
Assets, total realized/unrealized gains/(losses)				$ 1,600
Derivative asset
Level 3 Analysis - Supplemental Data [Abstract]
Derivatives, total realized/unrealized gains/(losses)	1,400		2,000
Total assets
Level 3 Analysis - Supplemental Data [Abstract]
Assets, total realized/unrealized gains/(losses)		$ 521
Recurring
Level 3 Analysis - Supplemental Data [Abstract]
Assets fair value	690,278		690,278		$ 747,731
Recurring | Level 3
Level 3 Analysis - Supplemental Data [Abstract]
Assets fair value	40,636		40,636		$ 49,252
Increase (decrease) in level 3 assets	(5,400)		(8,600)
Recurring | Level 3 | Trading assets, debt and equity instruments
Level 3 Analysis - Supplemental Data [Abstract]
Increase (decrease) in level 3 assets	$ (3,200)		$ (6,500)

Fair Value Measurement - Credit

Fair Value Measurement - Credit Adjustments Reflected on Balance Sheet (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Credit adjustments [Abstract]
Derivative receivables balance	$ 67,451	$ 78,975
Derivative payables	59,026	71,116
Derivative CVA	(2,152)	(2,674)
Derivative Credit Risk and Funding Valuation Adjustments	(317)	(380)
Structured Notes Balance Net Of DVA and FVA	56,788	53,772
Derivatives DVA	771	714
Plain Vanilla Financial Instruments
Credit adjustments [Abstract]
Structured Notes Balance Net Of DVA	1,700	943
Structured Finance
Credit adjustments [Abstract]
Derivative Credit Risk and Funding Valuation Adjustments	1,803	1,152
Derivatives DVA	$ 1,700	$ 1,400

Fair Value Measurement - Impact

Fair Value Measurement - Impact of Credit Adjustments (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Credit Valuation Adjustment
Impact of credit adjustments on earnings [Abstract]
Derivative credit adjustments	$ 341	$ 272	$ 522	$ 253
Debit Valuation Adjustment and Funding Valuation Adjustment
Impact of credit adjustments on earnings [Abstract]
Derivative credit adjustments	204	(36)	63	(161)
Structured note credit adjustments	503	162	651	179
Debit Valuation Adjustment
Impact of credit adjustments on earnings [Abstract]
Derivative credit adjustments	44	(1)	57	(95)
Structured note credit adjustments	$ 215	$ 134	$ 323	$ 19

Fair Value Measurement - Nonrec

Fair Value Measurement - Nonrecurring Basis (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value option, changes in fair value gain (loss)	$ (114)	$ (318)	$ (183)	$ (456)
Residential mortgage | Broker Price Opinion Valuation Technique | Weighted Average
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value inputs, liquidation value discount			23.00%
Residential mortgage | Broker Price Opinion Valuation Technique | Minimum
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value inputs, liquidation value discount			8.00%
Residential mortgage | Broker Price Opinion Valuation Technique | Maximum
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value inputs, liquidation value discount			59.00%
Nonrecurring
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, fair value, nonrecurring	2,000		$ 2,000		$ 3,400
Nonrecurring | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, fair value, nonrecurring	94	597	94	597
Nonrecurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, fair value, nonrecurring	1,900	$ 2,800	1,900	$ 2,800
Nonrecurring | Level 3 | Consumer Loans Reclassified To Held-For-Sale
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, fair value, nonrecurring	1,300		1,300
Nonrecurring | Level 3 | Residential mortgage
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, fair value, nonrecurring	$ 312		$ 312

Fair Value Measurement - Carryi

Fair Value Measurement - Carrying Value and Estimated Fair Value (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014	Jun. 30, 2014	Dec. 31, 2013
Financial assets
Cash and due from banks	$ 24,095	$ 27,831	$ 27,523	$ 39,771
Deposits with banks	398,807	484,477
Federal funds sold and securities purchased under resale agreements	212,850	215,803
Securities, held-to-maturity	52,697	51,154
Financial liabilities
Commercial paper	42,238	66,344
Beneficial interests issued by consolidated VIEs	50,002	52,362
Carrying value
Financial assets
Cash and due from banks	24,100	27,800
Deposits with banks	398,800	484,500
Accrued interest and accounts receivable	69,600	70,100
Federal funds sold and securities purchased under resale agreements	184,200	187,200
Securities borrowed	98,000	109,400
Securities, held-to-maturity	51,600	49,300
Loans, net of allowance for loan losses	774,900	740,500
Other	65,200	64,700
Financial liabilities
Deposits	1,275,800	1,354,600
Federal funds purchased and securities loaned or sold under repurchase agreements	177,400	189,100
Commercial paper	42,200	66,300
Other borrowed funds	16,100	15,500
Accounts payable and other liabilities	163,500	176,700
Beneficial interests issued by consolidated VIEs	48,700	50,200
Long-term debt and junior subordinated deferrable interest debentures	255,400	246,600
Wholesale lending-related commitments	600	600
Estimate of Fair Value
Financial assets
Cash and due from banks	24,100	27,800
Deposits with banks	398,800	484,500
Accrued interest and accounts receivable	69,600	70,100
Federal funds sold and securities purchased under resale agreements	184,200	187,200
Securities borrowed	98,000	109,400
Securities, held-to-maturity	52,700	51,200
Loans, net of allowance for loan losses	780,000	744,900
Other	69,700	69,000
Financial liabilities
Deposits	1,275,900	1,354,800
Federal funds purchased and securities loaned or sold under repurchase agreements	177,300	189,100
Commercial paper	42,200	66,300
Other borrowed funds	16,100	15,500
Accounts payable and other liabilities	163,300	176,600
Beneficial interests issued by consolidated VIEs	48,700	50,200
Long-term debt and junior subordinated deferrable interest debentures	261,300	255,400
Wholesale lending-related commitments	1,600	1,600
Estimate of Fair Value | Level 1
Financial assets
Cash and due from banks	24,100	27,800
Deposits with banks	395,200	480,400
Accrued interest and accounts receivable	0	0
Federal funds sold and securities purchased under resale agreements	0	0
Securities borrowed	0	0
Securities, held-to-maturity	0	0
Loans, net of allowance for loan losses	0	0
Other	0	0
Financial liabilities
Deposits	0	0
Federal funds purchased and securities loaned or sold under repurchase agreements	0	0
Commercial paper	0	$ 0
Other borrowed funds	0
Accounts payable and other liabilities	0	$ 0
Beneficial interests issued by consolidated VIEs	0	0
Long-term debt and junior subordinated deferrable interest debentures	0	0
Wholesale lending-related commitments	0	0
Estimate of Fair Value | Level 2
Financial assets
Cash and due from banks	0	0
Deposits with banks	3,600	4,100
Accrued interest and accounts receivable	69,400	70,000
Federal funds sold and securities purchased under resale agreements	184,200	187,200
Securities borrowed	98,000	109,400
Securities, held-to-maturity	52,700	51,200
Loans, net of allowance for loan losses	22,700	21,800
Other	56,600	55,700
Financial liabilities
Deposits	1,274,700	1,353,600
Federal funds purchased and securities loaned or sold under repurchase agreements	177,300	189,100
Commercial paper	42,200	66,300
Other borrowed funds	16,100	15,500
Accounts payable and other liabilities	160,900	173,700
Beneficial interests issued by consolidated VIEs	46,800	48,200
Long-term debt and junior subordinated deferrable interest debentures	257,300	251,600
Wholesale lending-related commitments	0	0
Estimate of Fair Value | Level 3
Financial assets
Cash and due from banks	0	0
Deposits with banks	0	0
Accrued interest and accounts receivable	200	100
Federal funds sold and securities purchased under resale agreements	0	0
Securities borrowed	0	0
Securities, held-to-maturity	0	0
Loans, net of allowance for loan losses	757,300	723,100
Other	13,100	13,300
Financial liabilities
Deposits	1,200	1,200
Federal funds purchased and securities loaned or sold under repurchase agreements	0	0
Commercial paper	0	0
Other borrowed funds	0	0
Accounts payable and other liabilities	2,400	2,900
Beneficial interests issued by consolidated VIEs	1,900	2,000
Long-term debt and junior subordinated deferrable interest debentures	4,000	3,800
Wholesale lending-related commitments	$ 1,600	$ 1,600

Fair Value Option - Changes in

Fair Value Option - Changes in fair value under the fair value option (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	$ (114)	$ (318)	$ (183)	$ (456)
Debit Valuation Adjustment
Changes in fair value under the fair value option election
Structured note credit adjustments	215	134	323	19
Federal funds sold and securities purchased under resale agreements
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	(99)	96	(26)	56
Federal funds sold and securities purchased under resale agreements | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	(99)	96	(26)	56
Federal funds sold and securities purchased under resale agreements | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	0	0	0
Securities borrowed
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	(2)	(2)	(4)	(5)
Securities borrowed | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	(2)	(2)	(4)	(5)
Securities borrowed | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	0	0	0
Debt and equity instruments, excluding loans
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	140	248	520	476
Debt and equity instruments, excluding loans | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	139	245	519	475
Debt and equity instruments, excluding loans | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	1	3	1	1
Loans reported as trading assets: Changes in instrument-specific credit risk
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	69	394	224	766
Loans reported as trading assets: Changes in instrument-specific credit risk | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	59	391	211	754
Loans reported as trading assets: Changes in instrument-specific credit risk | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	10	3	13	12
Loans reported as trading assets: Other changes in fair value
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	85	438	492	794
Loans reported as trading assets: Other changes in fair value | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	(15)	38	112	102
Loans reported as trading assets: Other changes in fair value | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	100	400	380	692
Loans: Changes in instrument-specific credit risk
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	20	1	28
Loans: Changes in instrument-specific credit risk | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	20	1	28
Loans: Changes in instrument-specific credit risk | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	0	0	0
Loans: Other changes in fair value
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	24	0	31
Loans: Other changes in fair value | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	24	0	31
Loans: Other changes in fair value | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	0	0	0
Other assets
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	5	6	71	(62)
Other assets | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	2	7	62	12
Other assets | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	3	(1)	9	(74)
Deposits
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	162	(107)	37	(211)
Deposits | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	162	(107)	37	(211)
Deposits | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	0	0	0
Federal funds purchased and securities loaned or sold under repurchase agreements
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	18	(18)	9	(34)
Federal funds purchased and securities loaned or sold under repurchase agreements | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	18	(18)	9	(34)
Federal funds purchased and securities loaned or sold under repurchase agreements | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	0	0	0
Other borrowed funds
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	115	(911)	106	(1,171)
Other borrowed funds | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	115	(911)	106	(1,171)
Other borrowed funds | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	0	0	0
Trading liabilities
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	(12)	(3)	(14)	(9)
Trading liabilities | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	(12)	(3)	(14)	(9)
Trading liabilities | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	0	0	0
Beneficial interests issued by consolidated VIEs
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	26	(48)	44	(137)
Beneficial interests issued by consolidated VIEs | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	26	(48)	44	(137)
Beneficial interests issued by consolidated VIEs | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	0	0	0
Other liabilities
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	(27)	0	(27)
Other liabilities | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	(27)	0	(27)
Other liabilities | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	0	0	0
Long-term debt: Changes in instrument-specific credit risk
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	209	82	325	5
Long-term debt: Changes in instrument-specific credit risk | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	209	82	325	5
Long-term debt: Changes in instrument-specific credit risk | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	0	0	0
Long-term debt: Other changes in fair value
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	728	(773)	350	(791)
Long-term debt: Other changes in fair value | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	728	(773)	350	(791)
Long-term debt: Other changes in fair value | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	$ 0	$ 0	$ 0	$ 0

Fair Value Option - Aggregate d

Fair Value Option - Aggregate differences (Details) - USD ($)	Jun. 30, 2015	Dec. 31, 2014
Long-term beneficial interests
Performing loans - 90 days or more outstanding	$ 0	$ 0
Other guarantees and commitments
Long-term beneficial interests
Other guarantees and commitments, contractual amount	5,984,000,000	5,720,000,000
Guarantor obligations, current carrying value	(107,000,000)	(121,000,000)
Letters of credit hedged by derivative transactions | Other guarantees and commitments
Long-term beneficial interests
Other guarantees and commitments, contractual amount	4,400,000,000	4,500,000,000
Guarantor obligations, current carrying value	(130,000,000)	(147,000,000)
Carrying value
Loans
Nonaccrual loans	4,103,000,000	3,854,000,000
Total loans	41,099,000,000	43,859,000,000
Carrying value | Trading assets
Loans
Nonaccrual loans	4,096,000,000	3,847,000,000
All other performing loans	34,729,000,000	37,608,000,000
Carrying value | Loans
Loans
Nonaccrual loans	7,000,000	7,000,000
All other performing loans	2,267,000,000	2,397,000,000
Carrying value | Principal-protected debt
Long-term debt
Long-term debt	14,747,000,000	14,660,000,000
Estimate of Fair Value
Loans
Nonaccrual loans	1,104,000,000	912,000,000
Total loans	36,251,000,000	38,763,000,000
Long-term debt
Long-term debt	31,316,000,000	30,226,000,000
Long-term beneficial interests
Total long-term beneficial interests	1,330,000,000	2,162,000,000
Estimate of Fair Value | Trading assets
Loans
Nonaccrual loans	1,097,000,000	905,000,000
All other performing loans	32,885,000,000	35,462,000,000
Estimate of Fair Value | Loans
Loans
Nonaccrual loans	7,000,000	7,000,000
All other performing loans	2,262,000,000	2,389,000,000
Estimate of Fair Value | Principal-protected debt
Long-term debt
Long-term debt	14,690,000,000	15,484,000,000
Estimate of Fair Value | Nonprincipal-protected debt
Long-term debt
Long-term debt	16,626,000,000	14,742,000,000
Long-term beneficial interests
Total long-term beneficial interests	1,330,000,000	2,162,000,000
Change During Period
Loans
Nonaccrual loans	(2,999,000,000)	(2,942,000,000)
Total loans	(4,848,000,000)	(5,096,000,000)
Change During Period | Trading assets
Loans
Nonaccrual loans	(2,999,000,000)	(2,942,000,000)
All other performing loans	(1,844,000,000)	(2,146,000,000)
Change During Period | Loans
Loans
Nonaccrual loans	0	0
All other performing loans	(5,000,000)	(8,000,000)
Change During Period | Principal-protected debt
Long-term debt
Long-term debt	$ (57,000,000)	$ 824,000,000

Fair Value Option - Structured

Fair Value Option - Structured note products by balance sheet classification and risk component (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	$ 55,093	$ 52,829
Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	14,639	13,437
Credit
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	4,771	4,473
Foreign exchange
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	1,662	2,378
Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	30,461	29,175
Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	3,560	3,366
Long-term debt
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	30,631	30,089
Long-term debt | Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	10,580	10,858
Long-term debt | Credit
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	4,353	4,023
Long-term debt | Foreign exchange
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	1,454	2,150
Long-term debt | Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	13,416	12,348
Long-term debt | Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	828	710
Other borrowed funds
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	13,242	14,177
Other borrowed funds | Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	99	460
Other borrowed funds | Credit
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	418	450
Other borrowed funds | Foreign exchange
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	196	211
Other borrowed funds | Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	12,300	12,412
Other borrowed funds | Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	229	644
Deposits
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	11,220	8,563
Deposits | Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	3,960	2,119
Deposits | Credit
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	0	0
Deposits | Foreign exchange
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	12	17
Deposits | Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	4,745	4,415
Deposits | Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	$ 2,503	$ 2,012

Derivative Instruments - Notion

Derivative Instruments - Notional Amount of Derivative Contracts (Details) - USD ($) $ in Billions	Jun. 30, 2015	Dec. 31, 2014
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	$ 53,708	$ 63,662
Interest rate contracts
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	38,753	48,085
Interest rate contracts | Swaps
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	23,790	29,734
Interest rate contracts | Futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	7,108	10,189
Interest rate contracts | Written options
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	3,735	3,903
Interest rate contracts | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	4,120	4,259
Credit derivatives
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	3,681	4,249
Foreign exchange contracts
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	9,580	9,585
Foreign exchange contracts | Cross-currency swaps
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	3,262	3,346
Foreign exchange contracts | Spot, futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	4,810	4,669
Foreign exchange contracts | Written options
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	750	790
Foreign exchange contracts | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	758	780
Equity contracts
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	1,067	1,063
Equity contracts | Swaps
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	237	206
Equity contracts | Futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	59	50
Equity contracts | Written options
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	414	432
Equity contracts | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	357	375
Commodity contracts
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	627	680
Commodity contracts | Swaps
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	114	126
Commodity contracts | Spot, futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	162	193
Commodity contracts | Written options
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	175	181
Commodity contracts | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Total derivative notional amounts	$ 176	$ 180

Derivative Instruments - Impact

Derivative Instruments - Impact on Balance Sheet (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Derivatives, Fair Value [Line Items]
Gross derivative receivables	$ 958,412	$ 1,328,428
Derivative receivables balance	67,451	78,975
Gross derivative payables	945,997	1,310,773
Net derivative payables	59,026	71,116
Interest rate contracts
Derivatives, Fair Value [Line Items]
Gross derivative receivables	656,663	950,257
Derivative receivables balance	31,323	33,725
Gross derivative payables	621,857	918,379
Net derivative payables	13,880	17,745
Credit derivatives
Derivatives, Fair Value [Line Items]
Gross derivative receivables	54,577	76,842
Derivative receivables balance	1,321	1,838
Gross derivative payables	53,830	75,895
Net derivative payables	1,262	1,593
Foreign exchange contracts
Derivatives, Fair Value [Line Items]
Gross derivative receivables	174,850	215,187
Derivative receivables balance	18,340	21,253
Gross derivative payables	189,653	224,614
Net derivative payables	18,456	22,970
Equity contracts
Derivatives, Fair Value [Line Items]
Gross derivative receivables	42,390	42,489
Derivative receivables balance	6,058	8,177
Gross derivative payables	47,978	46,262
Net derivative payables	11,539	11,740
Commodity contracts
Derivatives, Fair Value [Line Items]
Gross derivative receivables	29,932	43,653
Derivative receivables balance	10,409	13,982
Gross derivative payables	32,679	45,623
Net derivative payables	13,889	17,068
Not designated as hedges
Derivatives, Fair Value [Line Items]
Gross derivative receivables	952,598	1,318,904
Gross derivative payables	942,018	1,306,968
Not designated as hedges | Interest rate contracts
Derivatives, Fair Value [Line Items]
Gross derivative receivables	652,504	944,885
Gross derivative payables	619,496	915,368
Not designated as hedges | Credit derivatives
Derivatives, Fair Value [Line Items]
Gross derivative receivables	54,577	76,842
Gross derivative payables	53,830	75,895
Not designated as hedges | Foreign exchange contracts
Derivatives, Fair Value [Line Items]
Gross derivative receivables	174,062	211,537
Gross derivative payables	188,047	223,988
Not designated as hedges | Equity contracts
Derivatives, Fair Value [Line Items]
Gross derivative receivables	42,390	42,489
Gross derivative payables	47,978	46,262
Not designated as hedges | Commodity contracts
Derivatives, Fair Value [Line Items]
Gross derivative receivables	29,065	43,151
Gross derivative payables	32,667	45,455
Designated as hedges
Derivatives, Fair Value [Line Items]
Gross derivative receivables	5,814	9,524
Gross derivative payables	3,979	3,805
Designated as hedges | Interest rate contracts
Derivatives, Fair Value [Line Items]
Gross derivative receivables	4,159	5,372
Gross derivative payables	2,361	3,011
Designated as hedges | Credit derivatives
Derivatives, Fair Value [Line Items]
Gross derivative receivables	0	0
Gross derivative payables	0	0
Designated as hedges | Foreign exchange contracts
Derivatives, Fair Value [Line Items]
Gross derivative receivables	788	3,650
Gross derivative payables	1,606	626
Designated as hedges | Equity contracts
Derivatives, Fair Value [Line Items]
Gross derivative receivables	0	0
Gross derivative payables	0	0
Designated as hedges | Commodity contracts
Derivatives, Fair Value [Line Items]
Gross derivative receivables	867	502
Gross derivative payables	$ 12	$ 168

Derivative Instruments - Deriva

Derivative Instruments - Derivatives Netting (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	$ 944,207	$ 1,307,711
Amounts netted on the Consolidated balance sheets	(890,961)	(1,249,453)
Derivative receivables with appropriate legal opinion, Net derivative receivables	53,246	58,258
Derivative receivables where an appropriate legal opinion has not been either sought or obtained	14,205	20,717
Total derivative receivables recognized on the Consolidated Balance Sheets, Gross derivative receivables	958,412	1,328,428
Total derivative receivables recognized on the Consolidated Balance Sheets, Net derivative receivables	67,451	78,975
Net cash collateral payables	67,200	74,000
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	932,568	1,291,703
Amounts netted on the Consolidated balance sheets	(886,971)	(1,239,657)
Derivative payables with appropriate legal opinions, Net derivative payables	45,597	52,046
Derivative payables where an appropriate legal opinion has not been either sought or obtained	13,429	19,070
Total derivative payables recognized on the Consolidated Balance Sheets, Gross derivative payables	945,997	1,310,773
Total derivative payables recognized on the Consolidated Balance Sheets, Net derivative payables	59,026	71,116
Netted cash collateral receivables	63,200	64,200
Interest rate contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	650,938	943,763
Amounts netted on the Consolidated balance sheets	(625,340)	(916,532)
Derivative receivables with appropriate legal opinion, Net derivative receivables	25,598	27,231
Total derivative receivables recognized on the Consolidated Balance Sheets, Gross derivative receivables	656,663	950,257
Total derivative receivables recognized on the Consolidated Balance Sheets, Net derivative receivables	31,323	33,725
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	620,615	914,422
Amounts netted on the Consolidated balance sheets	(607,977)	(900,634)
Derivative payables with appropriate legal opinions, Net derivative payables	12,638	13,788
Total derivative payables recognized on the Consolidated Balance Sheets, Gross derivative payables	621,857	918,379
Total derivative payables recognized on the Consolidated Balance Sheets, Net derivative payables	13,880	17,745
Interest rate contracts | OTC
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	431,691	542,107
Amounts netted on the Consolidated balance sheets	(406,111)	(514,914)
Derivative receivables with appropriate legal opinion, Net derivative receivables	25,580	27,193
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	410,875	515,904
Amounts netted on the Consolidated balance sheets	(398,412)	(503,384)
Derivative payables with appropriate legal opinions, Net derivative payables	12,463	12,520
Interest rate contracts | OTC-cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	219,247	401,656
Amounts netted on the Consolidated balance sheets	(219,229)	(401,618)
Derivative receivables with appropriate legal opinion, Net derivative receivables	18	38
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	209,740	398,518
Amounts netted on the Consolidated balance sheets	(209,565)	(397,250)
Derivative payables with appropriate legal opinions, Net derivative payables	175	1,268
Interest rate contracts | Exchange traded
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	0	0
Amounts netted on the Consolidated balance sheets	0	0
Derivative receivables with appropriate legal opinion, Net derivative receivables	0	0
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	0	0
Amounts netted on the Consolidated balance sheets	0	0
Derivative payables with appropriate legal opinions, Net derivative payables	0	0
Credit derivatives
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	54,040	75,956
Amounts netted on the Consolidated balance sheets	(53,256)	(75,004)
Derivative receivables with appropriate legal opinion, Net derivative receivables	784	952
Total derivative receivables recognized on the Consolidated Balance Sheets, Gross derivative receivables	54,577	76,842
Total derivative receivables recognized on the Consolidated Balance Sheets, Net derivative receivables	1,321	1,838
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	53,329	74,830
Amounts netted on the Consolidated balance sheets	(52,568)	(74,302)
Derivative payables with appropriate legal opinions, Net derivative payables	761	528
Total derivative payables recognized on the Consolidated Balance Sheets, Gross derivative payables	53,830	75,895
Total derivative payables recognized on the Consolidated Balance Sheets, Net derivative payables	1,262	1,593
Credit derivatives | OTC
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	45,040	66,636
Amounts netted on the Consolidated balance sheets	(44,287)	(65,720)
Derivative receivables with appropriate legal opinion, Net derivative receivables	753	916
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	44,305	65,432
Amounts netted on the Consolidated balance sheets	(43,547)	(64,904)
Derivative payables with appropriate legal opinions, Net derivative payables	758	528
Credit derivatives | OTC-cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	9,000	9,320
Amounts netted on the Consolidated balance sheets	(8,969)	(9,284)
Derivative receivables with appropriate legal opinion, Net derivative receivables	31	36
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	9,024	9,398
Amounts netted on the Consolidated balance sheets	(9,021)	(9,398)
Derivative payables with appropriate legal opinions, Net derivative payables	3	0
Foreign exchange contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	170,691	208,839
Amounts netted on the Consolidated balance sheets	(156,510)	(193,934)
Derivative receivables with appropriate legal opinion, Net derivative receivables	14,181	14,905
Total derivative receivables recognized on the Consolidated Balance Sheets, Gross derivative receivables	174,850	215,187
Total derivative receivables recognized on the Consolidated Balance Sheets, Net derivative receivables	18,340	21,253
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	184,374	218,064
Amounts netted on the Consolidated balance sheets	(171,197)	(201,644)
Derivative payables with appropriate legal opinions, Net derivative payables	13,177	16,420
Total derivative payables recognized on the Consolidated Balance Sheets, Gross derivative payables	189,653	224,614
Total derivative payables recognized on the Consolidated Balance Sheets, Net derivative payables	18,456	22,970
Foreign exchange contracts | OTC
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	170,584	208,803
Amounts netted on the Consolidated balance sheets	(156,406)	(193,900)
Derivative receivables with appropriate legal opinion, Net derivative receivables	14,178	14,903
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	184,282	217,998
Amounts netted on the Consolidated balance sheets	(171,105)	(201,578)
Derivative payables with appropriate legal opinions, Net derivative payables	13,177	16,420
Foreign exchange contracts | OTC-cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	107	36
Amounts netted on the Consolidated balance sheets	(104)	(34)
Derivative receivables with appropriate legal opinion, Net derivative receivables	3	2
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	92	66
Amounts netted on the Consolidated balance sheets	(92)	(66)
Derivative payables with appropriate legal opinions, Net derivative payables	0	0
Foreign exchange contracts | Exchange traded
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	0	0
Amounts netted on the Consolidated balance sheets	0	0
Derivative receivables with appropriate legal opinion, Net derivative receivables	0	0
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	0	0
Amounts netted on the Consolidated balance sheets	0	0
Derivative payables with appropriate legal opinions, Net derivative payables	0	0
Equity contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	39,438	37,098
Amounts netted on the Consolidated balance sheets	(36,332)	(34,312)
Derivative receivables with appropriate legal opinion, Net derivative receivables	3,106	2,786
Total derivative receivables recognized on the Consolidated Balance Sheets, Gross derivative receivables	42,390	42,489
Total derivative receivables recognized on the Consolidated Balance Sheets, Net derivative receivables	6,058	8,177
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	43,314	40,772
Amounts netted on the Consolidated balance sheets	(36,439)	(34,522)
Derivative payables with appropriate legal opinions, Net derivative payables	6,875	6,250
Total derivative payables recognized on the Consolidated Balance Sheets, Gross derivative payables	47,978	46,262
Total derivative payables recognized on the Consolidated Balance Sheets, Net derivative payables	11,539	11,740
Equity contracts | OTC
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	24,520	23,258
Amounts netted on the Consolidated balance sheets	(23,514)	(22,826)
Derivative receivables with appropriate legal opinion, Net derivative receivables	1,006	432
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	29,022	27,908
Amounts netted on the Consolidated balance sheets	(23,621)	(23,036)
Derivative payables with appropriate legal opinions, Net derivative payables	5,401	4,872
Equity contracts | OTC-cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	0	0
Amounts netted on the Consolidated balance sheets	0	0
Derivative receivables with appropriate legal opinion, Net derivative receivables	0	0
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	0	0
Amounts netted on the Consolidated balance sheets	0	0
Derivative payables with appropriate legal opinions, Net derivative payables	0	0
Equity contracts | Exchange traded
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	14,918	13,840
Amounts netted on the Consolidated balance sheets	(12,818)	(11,486)
Derivative receivables with appropriate legal opinion, Net derivative receivables	2,100	2,354
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	14,292	12,864
Amounts netted on the Consolidated balance sheets	(12,818)	(11,486)
Derivative payables with appropriate legal opinions, Net derivative payables	1,474	1,378
Commodity contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	29,100	42,055
Amounts netted on the Consolidated balance sheets	(19,523)	(29,671)
Derivative receivables with appropriate legal opinion, Net derivative receivables	9,577	12,384
Total derivative receivables recognized on the Consolidated Balance Sheets, Gross derivative receivables	29,932	43,653
Total derivative receivables recognized on the Consolidated Balance Sheets, Net derivative receivables	10,409	13,982
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	30,936	43,615
Amounts netted on the Consolidated balance sheets	(18,790)	(28,555)
Derivative payables with appropriate legal opinions, Net derivative payables	12,146	15,060
Total derivative payables recognized on the Consolidated Balance Sheets, Gross derivative payables	32,679	45,623
Total derivative payables recognized on the Consolidated Balance Sheets, Net derivative payables	13,889	17,068
Commodity contracts | OTC
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	15,963	22,555
Amounts netted on the Consolidated balance sheets	(7,265)	(14,327)
Derivative receivables with appropriate legal opinion, Net derivative receivables	8,698	8,228
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	18,424	25,129
Amounts netted on the Consolidated balance sheets	(6,532)	(13,211)
Derivative payables with appropriate legal opinions, Net derivative payables	11,892	11,918
Commodity contracts | OTC-cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	0	0
Amounts netted on the Consolidated balance sheets	0	0
Derivative receivables with appropriate legal opinion, Net derivative receivables	0	0
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	0	0
Amounts netted on the Consolidated balance sheets	0	0
Derivative payables with appropriate legal opinions, Net derivative payables	0	0
Commodity contracts | Exchange traded
Gross and Net Derivative Receivables by Contract and Settlement Type:
Derivative receivables with appropriate legal opinion, Gross derivative receivables	13,137	19,500
Amounts netted on the Consolidated balance sheets	(12,258)	(15,344)
Derivative receivables with appropriate legal opinion, Net derivative receivables	879	4,156
Gross and Net Derivative Payables by Contract and Settlement Type:
Derivative payables with appropriate legal opinions, Gross derivative payables	12,512	18,486
Amounts netted on the Consolidated balance sheets	(12,258)	(15,344)
Derivative payables with appropriate legal opinions, Net derivative payables	$ 254	$ 3,142

Derivative Instruments - Deri75

Derivative Instruments - Derivatives Collateral (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Derivative receivable collateral:
Net derivative receivables	$ 53,246	$ 58,258
Collateral not nettable on the Consolidated balance sheets	(13,214)	(16,194)
Net exposure	40,032	42,064
Derivative payable collateral:
Net derivative payables	45,597	52,046
Collateral not nettable on the Consolidated balance sheets	(9,093)	(10,505)
Net amount	$ 36,504	$ 41,541

Derivative Instruments - Liquid

Derivative Instruments - Liquidity Risk and Credit-Related Contingent Features (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Aggregate fair value of net derivative payables	$ 29,340	$ 32,303
Collateral posted	24,006	27,585
Single-notch downgrade
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Amount of additional collateral to be posted upon downgrade	891	1,046
Amount required to settle contracts with termination triggers upon downgrade	264	366
Two-notch downgrade
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Amount of additional collateral to be posted upon downgrade	3,422	3,331
Amount required to settle contracts with termination triggers upon downgrade	$ 1,005	$ 1,388

Derivative Instruments - Impa77

Derivative Instruments - Impact on Statements of Income, Fair Value Hedges (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Gains/(losses) recorded in income
Derivatives	$ (3,417)	$ (371)	$ 3,986	$ 154
Hedged items	3,511	698	(3,504)	477
Total income statement impact	94	327	482	631
Income statement impact due to:
Hedge ineffectiveness	(24)	56	(13)	100
Excluded components	118	271	495	531
Interest rate contracts
Gains/(losses) recorded in income
Derivatives	(1,541)	578	(935)	1,321
Hedged items	1,709	(261)	1,461	(668)
Total income statement impact	168	317	526	653
Income statement impact due to:
Hedge ineffectiveness	(19)	43	(2)	72
Excluded components	187	274	528	581
Foreign exchange contracts
Gains/(losses) recorded in income
Derivatives	(2,118)	(388)	4,357	(786)
Hedged items	2,097	307	(4,362)	631
Total income statement impact	(21)	(81)	(5)	(155)
Income statement impact due to:
Hedge ineffectiveness	0	0	0	0
Excluded components	(21)	(81)	(5)	(155)
Commodity contracts
Gains/(losses) recorded in income
Derivatives	242	(561)	564	(381)
Hedged items	(295)	652	(603)	514
Total income statement impact	(53)	91	(39)	133
Income statement impact due to:
Hedge ineffectiveness	(5)	13	(11)	28
Excluded components	$ (48)	$ 78	$ (28)	$ 105

Derivative Instruments - Impa78

Derivative Instruments - Impact on Statements of Income, Cash Flow Hedges (Details) - USD ($) $ in Millions	3 Months Ended			6 Months Ended
	Jun. 30, 2015	Mar. 31, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Gains/(losses) recorded in income and other comprehensive income/(loss)
Net losses reclassified from AOCI to other income		$ 150
Recognition of gain (loss) related to cash flow hedges in Income				$ 64
Cash Flow Hedges Status, Terminated [Member]
Gains/(losses) recorded in income and other comprehensive income/(loss)
Maximum length of time hedged in forecasted transactions				9 years
Cash Flow Hedges Status, Open [Member]
Gains/(losses) recorded in income and other comprehensive income/(loss)
Maximum length of time hedged in forecasted transactions				3 years
Cash Flow Hedging
Gains/(losses) recorded in income and other comprehensive income/(loss)
Derivatives - effective portion reclassified from AOCI to income	$ (7)		$ 29	$ (182)	$ 2
Hedge ineffectiveness recorded directly in income	0		0	0	0
Total income statement impact	(7)		29	(182)	2
Effective portion recorded in OCI	120		143	71	215
Total change in OCI for period	127		114	253	213
Cash Flow Hedging | Interest rate contracts
Gains/(losses) recorded in income and other comprehensive income/(loss)
Derivatives - effective portion reclassified from AOCI to income	22		(10)	(127)	(36)
Hedge ineffectiveness recorded directly in income	0		0	0	0
Total income statement impact	22		(10)	(127)	(36)
Effective portion recorded in OCI	(23)		71	(20)	134
Total change in OCI for period	(45)		81	107	170
Cash Flow Hedging | Foreign exchange contracts
Gains/(losses) recorded in income and other comprehensive income/(loss)
Derivatives - effective portion reclassified from AOCI to income	(29)		39	(55)	38
Hedge ineffectiveness recorded directly in income	0		0	0	0
Total income statement impact	(29)		39	(55)	38
Effective portion recorded in OCI	143		72	91	81
Total change in OCI for period	$ 172		$ 33	$ 146	$ 43

Derivative Instruments - Impa79

Derivative Instruments - Impact on Statements of Income, Net Investment Hedges (Details) - Net Investment Hedging - Foreign exchange contracts - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Net investment hedge gains and losses [Abstract]
Excluded components recorded directly in income	$ (91)	$ (122)	$ (189)	$ (227)
Effective portion recorded in OCI	$ (250)	$ (208)	$ 743	$ (362)

Derivative Instruments - Impa80

Derivative Instruments - Impact on Statements of Income, Risk Management Derivatives (Details) - Risk Management Activities - Not designated as hedges - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Total income statement impact	$ (543)	$ 541	$ 78	$ 1,225
Interest rate contracts
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Total income statement impact	(563)	589	120	1,107
Credit derivatives
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Total income statement impact	(10)	(24)	(24)	(41)
Foreign exchange contracts
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Total income statement impact	7	(3)	(5)	(3)
Commodity contracts
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Total income statement impact	$ 23	$ (21)	$ (13)	$ 162

Derivative Instruments - Credit

Derivative Instruments - Credit Derivatives (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Total credit derivatives and credit-related notes
Protection sold	$ (1,815,987)	$ (2,100,303)
Protection purchased with identical underlyings	1,831,673	2,110,144
Net protection (sold)/purchased	15,686	9,841
Other protection purchased	37,560	41,810
Total credit derivatives
Total credit derivatives and credit-related notes
Protection sold	(1,815,957)	(2,100,263)
Protection purchased with identical underlyings	1,831,673	2,110,144
Net protection (sold)/purchased	15,716	9,881
Other protection purchased	33,152	38,106
Credit default swaps
Total credit derivatives and credit-related notes
Protection sold	(1,768,492)	(2,056,982)
Protection purchased with identical underlyings	1,789,168	2,078,096
Net protection (sold)/purchased	20,676	21,114
Other protection purchased	15,001	18,631
Other credit derivatives
Total credit derivatives and credit-related notes
Protection sold	(47,465)	(43,281)
Protection purchased with identical underlyings	42,505	32,048
Net protection (sold)/purchased	(4,960)	(11,233)
Other protection purchased	18,151	19,475
Credit-related notes
Total credit derivatives and credit-related notes
Protection sold	(30)	(40)
Protection purchased with identical underlyings	0	0
Net protection (sold)/purchased	(30)	(40)
Other protection purchased	$ 4,408	$ 3,704

Derivative Instruments - Cred82

Derivative Instruments - Credit Derivatives, Protection Sold, Notional and Fair Value (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Protection sold credit derivatives and credit related notes ratings/maturity profile
Protection sold credit derivatives and credit related notes ratings/maturity profile - less than one year	$ (417,674)	$ (480,679)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - from one to five years	(1,304,231)	(1,515,091)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - more than five years	(94,082)	(104,533)
Total notional amount	(1,815,987)	(2,100,303)
Net fair value	18,268	17,675
Investment-grade
Protection sold credit derivatives and credit related notes ratings/maturity profile
Protection sold credit derivatives and credit related notes ratings/maturity profile - less than one year	(291,246)	(323,398)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - from one to five years	(958,426)	(1,118,293)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - more than five years	(65,049)	(79,486)
Total notional amount	(1,314,721)	(1,521,177)
Net fair value	14,818	19,453
Noninvestment-grade
Protection sold credit derivatives and credit related notes ratings/maturity profile
Protection sold credit derivatives and credit related notes ratings/maturity profile - less than one year	(126,428)	(157,281)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - from one to five years	(345,805)	(396,798)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - more than five years	(29,033)	(25,047)
Total notional amount	(501,266)	(579,126)
Net fair value	3,450	(1,778)
Trading assets
Protection sold credit derivatives and credit related notes ratings/maturity profile
Fair value of receivables	35,741	46,444
Trading assets | Investment-grade
Protection sold credit derivatives and credit related notes ratings/maturity profile
Fair value of receivables	18,552	25,767
Trading assets | Noninvestment-grade
Protection sold credit derivatives and credit related notes ratings/maturity profile
Fair value of receivables	17,189	20,677
Trading liabilities
Protection sold credit derivatives and credit related notes ratings/maturity profile
Fair value of payables	(17,473)	(28,769)
Trading liabilities | Investment-grade
Protection sold credit derivatives and credit related notes ratings/maturity profile
Fair value of payables	(3,734)	(6,314)
Trading liabilities | Noninvestment-grade
Protection sold credit derivatives and credit related notes ratings/maturity profile
Fair value of payables	$ (13,739)	$ (22,455)

Noninterest Revenue (Details)

Noninterest Revenue (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Components of investment banking fees [Abstract]
Underwriting	$ 1,365	$ 1,353	$ 2,617	$ 2,389
Advisory	468	398	1,010	782
Total investment banking fees	1,833	1,751	3,627	3,171
Principal transactions revenue
Trading revenue	2,765	2,677	6,297	5,577
Private equity gains	69	231	192	653
Principal transactions	2,834	2,908	6,489	6,230
Asset management:
Investment management fees	2,416	2,260	4,690	4,356
All other asset management fees	99	131	198	254
Asset Management Fees	2,515	2,391	4,888	4,610
Total administration fees	527	564	1,034	1,091
Commission and other fees:
Brokerage commissions	592	567	1,186	1,199
All other commissions and fees	381	485	714	943
Total commissions and fees	973	1,052	1,900	2,142
Total asset management, administration and commissions	4,015	4,007	7,822	7,843
Operating lease income	504	422	973	820
Interest rate
Principal transactions revenue
Trading revenue	420	626	1,306	981
Credit
Principal transactions revenue
Trading revenue	624	603	1,039	1,129
Foreign exchange
Principal transactions revenue
Trading revenue	563	342	1,407	868
Equity
Principal transactions revenue
Trading revenue	908	759	1,956	1,564
Commodity
Principal transactions revenue
Trading revenue	250	347	589	1,035
Equity securities
Components of investment banking fees [Abstract]
Underwriting	452	477	851	830
Debt securities
Components of investment banking fees [Abstract]
Underwriting	$ 913	$ 876	$ 1,766	$ 1,559

Interest income and interest 84

Interest income and interest expense (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Interest income
Loans	$ 8,079	$ 8,039	$ 16,026	$ 16,078
Taxable securities	1,608	1,940	3,332	3,840
Non-taxable securities	423	337	821	654
Total securities	2,031	2,277	4,153	4,494
Trading assets	1,736	1,827	3,470	3,598
Federal funds sold and securities purchased under resale agreements	340	398	736	834
Securities borrowed	(159)	(131)	(279)	(219)
Deposits with banks	312	279	653	535
Other assets	175	172	320	334
Total interest income	12,514	12,861	25,079	25,654
Interest expense
Interest-bearing deposits	308	417	672	843
Short-term and other liabilities	344	455	676	883
Long-term debt	1,068	1,086	2,162	2,253
Beneficial interests issued by consolidated VIEs	110	105	208	210
Total interest expense	1,830	2,063	3,718	4,189
Net interest income	10,684	10,798	21,361	21,465
Provision for credit losses	935	692	1,894	1,542
Net interest income after provision for credit losses	$ 9,749	$ 10,106	$ 19,467	$ 19,923

Pension and other postretirem85

Pension and other postretirement employee benefit plans - Net Periodic Benefit Costs (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Pension plans, U.S.
Amortization:
Total defined contribution plans	$ 115	$ 110	$ 204	$ 218
Pension plans, Non-U.S.
Amortization:
Total defined contribution plans	86	87	169	167
Pension plans, U.S.
Components of net periodic benefit cost
Benefits earned during the period	85	70	170	140
Interest cost on benefit obligations	125	134	250	268
Expected return on plan assets	(233)	(246)	(465)	(492)
Amortization:
Net (gain)/loss	61	7	123	13
Prior service cost/(credit)	(8)	(12)	(17)	(22)
Net periodic defined benefit cost	30	(47)	61	(93)
Other defined benefit pension plans	4	4	7	7
Total defined benefit plans	34	(43)	68	(86)
Total pension and OPEB cost included in compensation expense	149	67	272	132
Pension plans, Non-U.S.
Components of net periodic benefit cost
Benefits earned during the period	10	8	19	17
Interest cost on benefit obligations	28	36	56	70
Expected return on plan assets	(37)	(45)	(75)	(89)
Amortization:
Net (gain)/loss	9	12	18	24
Prior service cost/(credit)	(1)	0	(1)	0
Net periodic defined benefit cost	9	11	17	22
Other defined benefit pension plans	0	1	5	3
Total defined benefit plans	9	12	22	25
Total pension and OPEB cost included in compensation expense	95	99	191	192
OPEB plans
Components of net periodic benefit cost
Benefits earned during the period	0	0	0	0
Interest cost on benefit obligations	8	9	16	18
Expected return on plan assets	(27)	(25)	(53)	(50)
Amortization:
Net (gain)/loss	0	0	0	0
Prior service cost/(credit)	0	0	0	0
Net periodic defined benefit cost	(19)	(16)	(37)	(32)
Total defined benefit plans	(19)	(16)	(37)	(32)
Total pension and OPEB cost included in compensation expense	$ (19)	$ (16)	$ (37)	$ (32)

Pension and other postretirem86

Pension and other postretirement employee benefit plans (Details) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2015	Dec. 31, 2014
U S Defined Benefit Pension And OPEB Plans
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	$ 16,600	$ 16,500
U.S. non-qualified defined benefit pension plans
Defined Benefit Plan Disclosure [Line Items]
Defined benefit pension plan, non-U.S., expected contribution	33
Pension plans, Non-U.S.
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	3,700	$ 3,700
Defined benefit pension plan, non-U.S., expected contribution	47
OPEB plans
Defined Benefit Plan Disclosure [Line Items]
Defined benefit pension plan, non-U.S., expected contribution	$ 2

Employee stock-based incentiv87

Employee stock-based incentives - Compensation Expense (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
Cost of prior grants of restricted stock units (“RSUs”) and stock appreciation rights (“SARs”) that are amortized over their applicable vesting periods	$ 295	$ 335	$ 587	$ 745
Accrual of estimated costs of stock awards to be granted in future periods including those to full-career eligible employees	215	189	488	397
Total noncash compensation expense related to employee stock-based incentive plans	$ 510	$ 524	$ 1,075	$ 1,142

Employee stock-based incentiv88

Employee stock-based incentives - RSUs (Details) - 3 months ended Mar. 31, 2015 - Restricted Stock Units (RSUs) - $ / shares shares in Millions	Total
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Grants in period (in shares)	34
Grants in period, weighted average grant date fair value (in dollars per share)	$ 55.91

Noninterest Expense (Details)

Noninterest Expense (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Non interest Expense [Line Items]
FDIC related expense	$ 300	$ 266	$ 618	$ 559
Threatened or Pending Litigation
Non interest Expense [Line Items]
Loss contingency, loss in period	$ 291	$ 669	$ 978	$ 707

Securities - Amortized Costs, F

Securities - Amortized Costs, Fair Value (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Available-for-sale Debt Securities:
Amortized cost	$ 257,916	$ 288,466
Gross unrealized gains	6,204	8,143
Gross unrealized losses	640	387
Fair value	263,480	296,222
Available-for-sale Equity Securities:
Amortized cost	2,704	2,513
Gross unrealized gains	17	17
Gross unrealized losses	0	0
Fair value	2,721	2,530
Available-for-sale Securities:
Amortized cost	260,620	290,979
Gross unrealized gains	6,221	8,160
Gross unrealized losses	640	387
Fair value	266,201	298,752
Held-to-maturity Securities:
Amortized cost	51,594	49,252
Gross unrealized gains	1,241	1,902
Gross unrealized losses	138	0
Fair value	52,697	51,154
Mortgage-backed securities
Available-for-sale Debt Securities:
Amortized cost	116,358	133,598
Gross unrealized gains	3,024	3,842
Gross unrealized losses	287	118
Fair value	119,095	137,322
Mortgage-backed securities, U.S. government agencies
Available-for-sale Debt Securities:
Amortized cost	55,634	63,089
Gross unrealized gains	1,887	2,302
Gross unrealized losses	206	72
Fair value	57,315	65,319
Mortgage-backed securities, Commercial
Available-for-sale Debt Securities:
Amortized cost	21,954	20,687
Gross unrealized gains	308	438
Gross unrealized losses	55	17
Fair value	22,207	21,108
U.S. Treasury and government agencies
Available-for-sale Debt Securities:
Amortized cost	11,600	13,603
Gross unrealized gains	16	56
Gross unrealized losses	26	14
Fair value	11,590	13,645
Obligations of U.S. states and municipalities
Available-for-sale Debt Securities:
Amortized cost	29,986	27,841
Gross unrealized gains	1,609	2,243
Gross unrealized losses	171	16
Fair value	31,424	30,068
Held-to-maturity Securities:
Amortized cost	12,400	10,200
Certificates of deposit
Available-for-sale Debt Securities:
Amortized cost	427	1,103
Gross unrealized gains	2	1
Gross unrealized losses	0	1
Fair value	429	1,103
Non-U.S. government debt securities
Available-for-sale Debt Securities:
Amortized cost	41,837	51,492
Gross unrealized gains	999	1,272
Gross unrealized losses	44	21
Fair value	42,792	52,743
Corporate debt securities
Available-for-sale Debt Securities:
Amortized cost	15,540	18,158
Gross unrealized gains	310	398
Gross unrealized losses	28	24
Fair value	15,822	18,532
Asset-backed securities, Collateralized loan obligations
Available-for-sale Debt Securities:
Amortized cost	31,337	30,229
Gross unrealized gains	108	147
Gross unrealized losses	73	182
Fair value	31,372	30,194
Asset-backed securities, Other
Available-for-sale Debt Securities:
Amortized cost	10,831	12,442
Gross unrealized gains	136	184
Gross unrealized losses	11	11
Fair value	10,956	12,615
US government-sponsored and enterprises obligations
Available-for-sale Securities:
Fair value	45,500	59,300
Held-to-maturity Securities:
Amortized cost	33,300	35,300
US Government Corporations and Agencies
Held-to-maturity Securities:
Amortized cost	5,900	3,700
Residential mortgage-backed securities | Residential mortgage-backed securities, Prime and Alt-A
Available-for-sale Debt Securities:
Amortized cost	6,499	5,595
Gross unrealized gains	55	78
Gross unrealized losses	21	29
Fair value	6,533	5,644
Residential mortgage-backed securities | Residential mortgage-backed securities, Subprime
Available-for-sale Debt Securities:
Amortized cost	494	677
Gross unrealized gains	11	14
Gross unrealized losses	0	0
Fair value	505	691
Residential mortgage-backed securities | Residential mortgage-backed securities, Non-U.S.
Available-for-sale Debt Securities:
Amortized cost	31,777	43,550
Gross unrealized gains	763	1,010
Gross unrealized losses	5	0
Fair value	$ 32,535	$ 44,560

Securities - Continuous Unreali

Securities - Continuous Unrealized Loss Position (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Held-to-maturity Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	$ 7,447	$ 0
Less than 12 months, Gross unrealized losses	138	0
12 months or more, Fair value	0	0
12 months or more, Gross unrealized losses	0	0
Total fair value	7,447	0
Total gross unrealized losses	138	0
Investment Securities, Continuous Unrealized Loss Position:
Less than 12 months, Fair value	59,783	41,720
Less than 12 months, Gross unrealized losses	669	173
12 months or more, Fair value	10,410	15,614
12 months or more, Gross unrealized losses	109	214
Total fair value	70,193	57,334
Total gross unrealized losses	778	387
Debt securities
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	52,336	41,720
Less than 12 months, Gross unrealized losses	531	173
12 months or more, Fair Value	10,410	15,614
12 months or more, Gross unrealized losses	109	214
Total fair value	62,746	57,334
Total gross unrealized losses	640	387
Mortgage-backed securities
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	19,450	7,761
Less than 12 months, Gross unrealized losses	262	30
12 months or more, Fair Value	1,228	5,486
12 months or more, Gross unrealized losses	25	88
Total fair value	20,678	13,247
Total gross unrealized losses	287	118
Mortgage-backed securities, U.S. government agencies
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	6,755	1,118
Less than 12 months, Gross unrealized losses	186	5
12 months or more, Fair Value	913	4,989
12 months or more, Gross unrealized losses	20	67
Total fair value	7,668	6,107
Total gross unrealized losses	206	72
Mortgage-backed securities, Commercial
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	8,607	4,803
Less than 12 months, Gross unrealized losses	55	15
12 months or more, Fair Value	0	92
12 months or more, Gross unrealized losses	0	2
Total fair value	8,607	4,895
Total gross unrealized losses	55	17
U.S. Treasury and government agencies
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	8,778	8,412
Less than 12 months, Gross unrealized losses	26	14
12 months or more, Fair Value	0	0
12 months or more, Gross unrealized losses	0	0
Total fair value	8,778	8,412
Total gross unrealized losses	26	14
Obligations of U.S. states and municipalities
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	7,284	1,405
Less than 12 months, Gross unrealized losses	162	15
12 months or more, Fair Value	181	130
12 months or more, Gross unrealized losses	9	1
Total fair value	7,465	1,535
Total gross unrealized losses	171	16
Certificates of deposit
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	0	1,050
Less than 12 months, Gross unrealized losses	0	1
12 months or more, Fair Value	0	0
12 months or more, Gross unrealized losses	0	0
Total fair value	0	1,050
Total gross unrealized losses	0	1
Non-U.S. government debt securities
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	3,527	4,433
Less than 12 months, Gross unrealized losses	35	4
12 months or more, Fair Value	240	906
12 months or more, Gross unrealized losses	9	17
Total fair value	3,767	5,339
Total gross unrealized losses	44	21
Corporate debt securities
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	1,963	2,492
Less than 12 months, Gross unrealized losses	23	22
12 months or more, Fair Value	549	80
12 months or more, Gross unrealized losses	5	2
Total fair value	2,512	2,572
Total gross unrealized losses	28	24
Asset-backed securities, Collateralized loan obligations
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	8,933	13,909
Less than 12 months, Gross unrealized losses	13	76
12 months or more, Fair Value	8,132	9,012
12 months or more, Gross unrealized losses	60	106
Total fair value	17,065	22,921
Total gross unrealized losses	73	182
Asset-backed securities, Other
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	2,401	2,258
Less than 12 months, Gross unrealized losses	10	11
12 months or more, Fair Value	80	0
12 months or more, Gross unrealized losses	1	0
Total fair value	2,481	2,258
Total gross unrealized losses	11	11
Equity securities
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	0	0
Less than 12 months, Gross unrealized losses	0	0
12 months or more, Fair Value	0	0
12 months or more, Gross unrealized losses	0	0
Total fair value	0	0
Total gross unrealized losses	0	0
Residential mortgage-backed securities | Residential mortgage-backed securities, Prime and Alt-A
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	2,801	1,840
Less than 12 months, Gross unrealized losses	16	10
12 months or more, Fair Value	315	405
12 months or more, Gross unrealized losses	5	19
Total fair value	3,116	2,245
Total gross unrealized losses	21	29
Residential mortgage-backed securities | Residential mortgage-backed securities, Subprime
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	0	0
Less than 12 months, Gross unrealized losses	0	0
12 months or more, Fair Value	0	0
12 months or more, Gross unrealized losses	0	0
Total fair value	0	0
Total gross unrealized losses	0	0
Residential mortgage-backed securities | Residential mortgage-backed securities, Non-U.S.
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	1,287	0
Less than 12 months, Gross unrealized losses	5	0
12 months or more, Fair Value	0	0
12 months or more, Gross unrealized losses	0	0
Total fair value	1,287	0
Total gross unrealized losses	$ 5	$ 0

Securities - Realized Gain (Los

Securities - Realized Gain (Loss) (Details) - USD ($) $ in Millions		3 Months Ended		6 Months Ended
		Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Securities gains and losses
Realized gains		$ 94	$ 76	$ 185	$ 224
Realized losses		(49)	(64)	(87)	(180)
Total credit losses recognized in income		(1)	0	(2)	(2)
Net securities gains	[1]	44	12	96	42
Credit related
Securities gains and losses
Total credit losses recognized in income		0	0	(1)	0
Intent to sell
Securities gains and losses
Total credit losses recognized in income		$ (1)	$ 0	$ (1)	$ (2)
[1]	(a)The Firm recognized other-than-temporary impairment (“OTTI”) losses of $1 million for the three months ended June 30, 2015, and $2 million for each of the six months ended June 30, 2015 and 2014. The Firm did not recognize OTTI losses for the three months ended June 30, 2014.

Securities - Changes in Credit

Securities - Changes in Credit Loss (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Changes in the credit loss component of credit-impaired debt securities, securities with no intent to sell [Abstract]
Balance, beginning of period	$ 4	$ 1	$ 3	$ 1
Additions:
Newly credit-impaired securities	0	0	1	0
Balance, end of period	$ 4	$ 1	$ 4	$ 1

Securities - Amortized Cost, Fa

Securities - Amortized Cost, Fair Value, by Contract Maturity (Details) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2015	Dec. 31, 2014
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:
Due in 1 year or less, amortized cost	$ 15,827
Due after 1 year through 5 years, amortized cost	34,430
Due after 5 years through 10 years, amortized cost	58,963
Due after 10 years, amortized cost	148,696
Amortized cost	257,916	$ 288,466
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:
Due in 1 year or less, fair value	15,895
Due after 1 year through 5 years, fair value	35,157
Due after 5 years through 10 years, fair value	59,868
Due after 10 years, fair value	152,560
Available-for-sale, debt maturities, fair value, total	$ 263,480	296,222
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:
Due in 1 year or less, average yield	2.77%
Due after 1 year through 5 years, average yield	1.95%
Due after 5 years through 10 years, average yield	1.54%
Due after 10 years, average yield	3.51%
Available-for-sale, debt maturities, average yield, total	2.80%
Available-for-sale Securities, Equity Maturities, Single Maturity Date, Amortized Cost Basis:
Due in 1 year or less, amortized cost	$ 0
Due after 1 year through 5 years, amortized cost	0
Due after 5 years through 10 years, amortized cost	0
Due after 10 years, amortized cost	2,704
Equity maturities, amortized cost, total	2,704
Available-for-sale Securities, Equity Maturities, Single Maturity Date, Fair Value:
Due in 1 year or less, fair value	0
Due after 1 year through 5 years, fair value	0
Due after 5 years through 10 years, fair value	0
Due after 10 years, fair value	2,721
Available-for-sale securities, equity maturities, fair value, total	$ 2,721
Available For Sale Securities, Equity Maturities, Single Maturity Date, Average Yield:
Due in 1 year or less, average yield	0.00%
Due after 1 year through 5 years, average yield	0.00%
Due after 5 years through 10 years, average yield	0.00%
Due after 10 years, average yield	0.20%
Available-for-sale securities, equity maturities, average yield, total	0.20%
Available-for-sale Securities, Maturities, Single Maturity Date, Amortized Cost Basis:
Due in 1 year or less, amortized cost	$ 15,827
Due after 1 year through 5 years, amortized cost	34,430
Due after 5 years through 10 years, amortized cost	58,963
Due after 10 years, amortized cost	151,400
Amortized cost	260,620	290,979
Available-for-sale Securities, Maturities, Single Maturity Date, Fair Value:
Due in 1 year or less, fair value	15,895
Due after 1 year through 5 years, fair value	35,157
Due after 5 years through 10 years, fair value	59,868
Due after 10 years, fair value	155,281
Fair value	$ 266,201	298,752
Available For Sale Securities, Maturities, Single Maturity Date, Average Yield:
Due in 1 year or less, average yield	2.77%
Due after 1 year through 5 years, average yield	1.95%
Due after 5 years through 10 years, average yield	1.54%
Due after 10 years, average yield	3.45%
Available-for-sale securities, maturities, average yield, total	2.78%
Held-to-maturity Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:
Due in 1 year or less, amortized cost	$ 0
Due after 1 year through 5 years, amortized cost	53
Due after 5 years through 10 years, amortized cost	643
Due after 10 years, amortized cost	50,898
Amortized cost	51,594	49,252
Held-to-maturity Securities, Debt Maturities, Single Maturity Date, Fair Value:
Due in 1 year or less, fair value	0
Due after 1 year through 5 years, fair value	52
Due after 5 years through 10 years, fair value	666
Due after 10 years, fair value	51,979
Held-to-maturity Securities, Fair Value	$ 52,697	51,154
Held-to-maturity Securities, Debt Maturities, Single Maturity Date, Average Yield [Abstract]
Due in 1 year or less, average yield	0.00%
Due after 1 year through 5 years, average yield	4.35%
Due after 5 years through 10 years, average yield	4.86%
Due after 10 years, average yield	3.96%
Held-to-maturity securities, maturities, average yield, total	3.97%
Supplemental information
US government agencies and US government sponsored enterprises residential mortgage-backed securities estimated duration	6 years
US government agencies and US government sponsored enterprises residential collateralized mortgage obligations estimated duration	3 years
U.S. nonagency residential collateralized mortgage obligations estimated duration	5 years
Minimum
Supplemental information
Due period of mortgage-backed securities and collateralized mortgage obligations	10 years
Mortgage-backed securities
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:
Due in 1 year or less, amortized cost	$ 2,132
Due after 1 year through 5 years, amortized cost	11,625
Due after 5 years through 10 years, amortized cost	5,621
Due after 10 years, amortized cost	96,980
Amortized cost	116,358	133,598
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:
Due in 1 year or less, fair value	2,144
Due after 1 year through 5 years, fair value	11,864
Due after 5 years through 10 years, fair value	5,821
Due after 10 years, fair value	99,266
Available-for-sale, debt maturities, fair value, total	$ 119,095	137,322
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:
Due in 1 year or less, average yield	1.47%
Due after 1 year through 5 years, average yield	1.76%
Due after 5 years through 10 years, average yield	3.21%
Due after 10 years, average yield	3.06%
Available-for-sale, debt maturities, average yield, total	2.91%
U.S. Treasury and government agencies
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:
Due in 1 year or less, amortized cost	$ 600
Due after 1 year through 5 years, amortized cost	0
Due after 5 years through 10 years, amortized cost	9,937
Due after 10 years, amortized cost	1,063
Amortized cost	11,600	13,603
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:
Due in 1 year or less, fair value	602
Due after 1 year through 5 years, fair value	0
Due after 5 years through 10 years, fair value	9,914
Due after 10 years, fair value	1,074
Available-for-sale, debt maturities, fair value, total	$ 11,590	13,645
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:
Due in 1 year or less, average yield	1.53%
Due after 1 year through 5 years, average yield	0.00%
Due after 5 years through 10 years, average yield	0.19%
Due after 10 years, average yield	0.41%
Available-for-sale, debt maturities, average yield, total	0.28%
Obligations of U.S. states and municipalities
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:
Due in 1 year or less, amortized cost	$ 159
Due after 1 year through 5 years, amortized cost	743
Due after 5 years through 10 years, amortized cost	1,297
Due after 10 years, amortized cost	27,787
Amortized cost	29,986	27,841
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:
Due in 1 year or less, fair value	164
Due after 1 year through 5 years, fair value	761
Due after 5 years through 10 years, fair value	1,360
Due after 10 years, fair value	29,139
Available-for-sale, debt maturities, fair value, total	$ 31,424	30,068
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:
Due in 1 year or less, average yield	6.33%
Due after 1 year through 5 years, average yield	3.21%
Due after 5 years through 10 years, average yield	5.62%
Due after 10 years, average yield	6.68%
Available-for-sale, debt maturities, average yield, total	6.54%
Held-to-maturity Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:
Amortized cost	$ 12,400	10,200
Certificates of deposit
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:
Due in 1 year or less, amortized cost	375
Due after 1 year through 5 years, amortized cost	52
Due after 5 years through 10 years, amortized cost	0
Due after 10 years, amortized cost	0
Amortized cost	427	1,103
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:
Due in 1 year or less, fair value	376
Due after 1 year through 5 years, fair value	53
Due after 5 years through 10 years, fair value	0
Due after 10 years, fair value	0
Available-for-sale, debt maturities, fair value, total	$ 429	1,103
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:
Due in 1 year or less, average yield	5.64%
Due after 1 year through 5 years, average yield	3.28%
Due after 5 years through 10 years, average yield	0.00%
Due after 10 years, average yield	0.00%
Available-for-sale, debt maturities, average yield, total	5.36%
Non-U.S. government debt securities
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:
Due in 1 year or less, amortized cost	$ 8,631
Due after 1 year through 5 years, amortized cost	13,015
Due after 5 years through 10 years, amortized cost	17,777
Due after 10 years, amortized cost	2,414
Amortized cost	41,837	51,492
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:
Due in 1 year or less, fair value	8,651
Due after 1 year through 5 years, fair value	13,305
Due after 5 years through 10 years, fair value	18,297
Due after 10 years, fair value	2,539
Available-for-sale, debt maturities, fair value, total	$ 42,792	52,743
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:
Due in 1 year or less, average yield	3.28%
Due after 1 year through 5 years, average yield	1.87%
Due after 5 years through 10 years, average yield	0.99%
Due after 10 years, average yield	0.87%
Available-for-sale, debt maturities, average yield, total	1.73%
Corporate debt securities
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:
Due in 1 year or less, amortized cost	$ 3,417
Due after 1 year through 5 years, amortized cost	8,386
Due after 5 years through 10 years, amortized cost	3,594
Due after 10 years, amortized cost	143
Amortized cost	15,540	18,158
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:
Due in 1 year or less, fair value	3,443
Due after 1 year through 5 years, fair value	8,560
Due after 5 years through 10 years, fair value	3,678
Due after 10 years, fair value	141
Available-for-sale, debt maturities, fair value, total	$ 15,822	$ 18,532
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:
Due in 1 year or less, average yield	2.29%
Due after 1 year through 5 years, average yield	2.24%
Due after 5 years through 10 years, average yield	2.63%
Due after 10 years, average yield	4.46%
Available-for-sale, debt maturities, average yield, total	2.36%
Asset-backed securities
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:
Due in 1 year or less, amortized cost	$ 513
Due after 1 year through 5 years, amortized cost	609
Due after 5 years through 10 years, amortized cost	20,737
Due after 10 years, amortized cost	20,309
Amortized cost	42,168
Available-for-sale Securities, Debt Maturities, Single Maturity Date, Fair Value:
Due in 1 year or less, fair value	515
Due after 1 year through 5 years, fair value	614
Due after 5 years through 10 years, fair value	20,798
Due after 10 years, fair value	20,401
Available-for-sale, debt maturities, fair value, total	$ 42,328
Available For Sale Securities, Debt Maturities, Single Maturity Date, Average Yield:
Due in 1 year or less, average yield	0.99%
Due after 1 year through 5 years, average yield	1.55%
Due after 5 years through 10 years, average yield	1.75%
Due after 10 years, average yield	1.77%
Available-for-sale, debt maturities, average yield, total	1.75%

Securities Financing Activiti95

Securities Financing Activities - Schedule of securities purchased under resale agreements, netting & securities borrowed (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Securities purchased under resale agreements:
Securities purchased under resale agreements with an appropriate legal opinion	$ 375,619	$ 347,142
Amounts netted on the Consolidated balance sheets	(166,295)	(142,719)
Securities purchased under resale agreements with an appropriate legal opinion, Net asset balance	209,324	204,423
Securities purchased under resale agreements where an appropriate legal opinion has not been either sought or obtained	2,745	10,598
Total securities purchased under resale agreements, gross asset balance	378,364	357,740
Total securities purchased under resale agreements, net asset balance	212,069	215,021
Securities borrowed	98,528	110,435
Securities borrowed where an appropriate legal opinion has not been either sought or obtained	19,200	27,700
Securities Financing Transaction, Fair Value
Securities purchased under resale agreements:
Total securities purchased under resale agreements, net asset balance	28,700	28,600
Securities borrowed, fair value	$ 495	$ 992

Securities Financing Activiti96

Securities Financing Activities - Schedule of securities purchased under resale agreements & securities borrowed collateral netting (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Securities purchased under resale agreements with an appropriate legal opinion:
Net asset balance	$ 209,324	$ 204,423
Amounts not nettable on the Consolidated Balance Sheets, Financial instruments	(204,772)	(201,375)
Amounts not nettable on the Consolidated Balance Sheets, Cash collateral	(142)	(246)
Net exposure	4,410	2,802
Securities borrowed:
Net asset balance	79,375	82,748
Amounts not nettable on the Consolidated Balance Sheets, Financial instruments	(76,735)	(80,338)
Amounts not nettable on the Consolidated Balance Sheets, Cash collateral	0	0
Net exposure	$ 2,640	$ 2,410

Securities Financing Activiti97

Securities Financing Activities - Schedule of securities sold under repurchase agreements, netting & securities loaned (Details) - USD ($)	Jun. 30, 2015	Dec. 31, 2014
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements with an appropriate legal opinion	$ 316,227,000,000	$ 290,529,000,000
Amounts netted on the Consolidated balance sheets	(166,295,000,000)	(142,719,000,000)
Securities sold under repurchase agreements with an appropriate legal opinion, Net liability balance	149,932,000,000	147,810,000,000
Securities sold under repurchase agreements where an appropriate legal opinion has not been either sought or obtained(a)	15,692,000,000	21,996,000,000
Total securities sold under repurchase agreements, gross liability balance	331,919,000,000	312,525,000,000
Total securities sold under repurchase agreements, net liability balance	165,624,000,000	169,806,000,000
Securities loaned including not subject to master netting arrangement	19,368,000,000	25,927,000,000
Securities loaned where an appropriate legal opinion has not been either sought or obtained	189,000,000	271,000,000
Securities-For-Securities Borrow Versus Pledge Transactions
Securities Financing Transaction [Line Items]
Securities loaned	5,100,000,000	4,100,000,000
Securities Financing Transaction, Fair Value
Securities Financing Transaction [Line Items]
Total securities sold under repurchase agreements, net liability balance	3,600,000,000	3,000,000,000
Securities loaned	$ 0	$ 0

Securities Financing Activiti98

Securities Financing Activities - Schedule of securities sold under repurchase agreements & securities loaned collateral netting (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Securities sold under repurchase agreements with an appropriate legal opinion:
Net liability balance	$ 149,932	$ 147,810
Amounts not nettable on the Consolidated balance sheets, Financial Instruments	(146,975)	(145,732)
Amounts not nettable on the Consolidated balance sheets, Cash collateral	(443)	(497)
Net amount	2,514	1,581
Securities loaned:
Net liability	19,179	25,656
Amounts not nettable on the Consolidated balance sheets, Financial Instruments	(19,054)	(25,287)
Amounts not nettable on the Consolidated balance sheets, Cash collateral	0	0
Net amount	$ 125	$ 369

Securities Financing Activiti99

Securities Financing Activities Securities Financing Activities - Schedule of secured financing transactions by assets pledged & remaining maturity (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements, gross	$ 331,919	$ 312,525
Securities loaned, gross	19,368	$ 25,927
Remaining maturity, Overnight and Continuous
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements, gross	118,368
Securities loaned, gross	7,055
Remaining maturity, Up to 30 days
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements, gross	127,483
Securities loaned, gross	838
Remaining maturity, 30 - 90 days
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements, gross	28,003
Securities loaned, gross	0
Remaining maturity, Greater than 90 days
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements, gross	58,065
Securities loaned, gross	11,475
Mortgage-backed securities
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements, gross	21,387
Securities loaned, gross	0
U.S. Treasury and government agencies
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements, gross	166,724
Securities loaned, gross	23
Obligations of U.S. states and municipalities
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements, gross	2,031
Securities loaned, gross	0
Non-U.S. government debt
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements, gross	90,644
Securities loaned, gross	1,027
Corporate debt securities
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements, gross	26,878
Securities loaned, gross	92
Asset-backed securities
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements, gross	5,262
Securities loaned, gross	0
Equity securities
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements, gross	18,993
Securities loaned, gross	$ 18,226

Securities Financing Activit100

Securities Financing Activities Securities Financing Activities - Schedule of transfers not qualifying for sale accounting (Details) - USD ($) $ in Billions	Jun. 30, 2015	Dec. 31, 2014
Securities Financing Transactions Disclosures [Abstract]
Transfers not qualifying for sale accounting	$ 11.5	$ 13.8

Loans - By Portfolio Segment (D

Loans - By Portfolio Segment (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014	Jun. 30, 2014
Loan balances by portfolio segment:
Total retained loans	$ 779,705	$ 747,508	$ 735,369
Held-for-sale	9,111	7,217
At fair value	2,431	2,611
Loans	791,247	757,336
Loans and leases receivable deferred costs	919	1,300
Consumer, excluding credit card
Loan balances by portfolio segment:
Total retained loans	316,781	294,979	288,214
Held-for-sale	1,505	395
At fair value	0	0
Loans	318,286	295,374
Credit card
Loan balances by portfolio segment:
Total retained loans	124,705	128,027	125,621
Held-for-sale	1,320	3,021
At fair value	0	0
Loans	126,025	131,048
Wholesale
Loan balances by portfolio segment:
Total retained loans	338,219	324,502	$ 321,534
Held-for-sale	6,286	3,801
At fair value	2,431	2,611
Loans	$ 346,936	$ 330,914

Loans - Purchased, Sold and Rec

Loans - Purchased, Sold and Reclassified to Held-for-Sale (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Loans and Leases Receivable Disclosure [Line Items]
Purchases	$ 1,601	$ 2,323	$ 3,417	$ 4,026
Sales	5,375	3,675	9,737	6,922
Retained loans reclassified to held-for-sale	1,369	1,229	1,707	1,526
Consumer, excluding credit card
Loans and Leases Receivable Disclosure [Line Items]
Purchases	1,114	2,167	2,722	3,749
Sales	1,207	1,352	2,943	2,243
Retained loans reclassified to held-for-sale	1,254	802	1,272	802
Excluded retained loans purchased from correspondents that were originated in accordance with the Firm's underwriting standards	14,200	2,400	25,400	4,100
Credit card
Loans and Leases Receivable Disclosure [Line Items]
Purchases	0	0	0	0
Sales	1,092	0	1,269	0
Retained loans reclassified to held-for-sale	0	215	0	215
Wholesale
Loans and Leases Receivable Disclosure [Line Items]
Purchases	487	156	695	277
Sales	3,076	2,323	5,525	4,679
Retained loans reclassified to held-for-sale	$ 115	$ 212	$ 435	$ 509

Loans - Net Gains and Losses on

Loans - Net Gains and Losses on Sale (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Loans and Leases Receivable Disclosure [Line Items]
Total net gains/(losses) on sales of loans (including lower of cost or fair value adjustments)	$ 84	$ 87	$ 185	$ 153
Consumer, excluding credit card
Loans and Leases Receivable Disclosure [Line Items]
Total net gains/(losses) on sales of loans (including lower of cost or fair value adjustments)	86	84	177	126
Credit card
Loans and Leases Receivable Disclosure [Line Items]
Total net gains/(losses) on sales of loans (including lower of cost or fair value adjustments)	(7)	0	9	0
Wholesale
Loans and Leases Receivable Disclosure [Line Items]
Total net gains/(losses) on sales of loans (including lower of cost or fair value adjustments)	$ 5	$ 3	$ (1)	$ 27

Loans - Consumer, Excluding Cre

Loans - Consumer, Excluding Credit Card Loans (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014	Jun. 30, 2014
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 779,705	$ 747,508	$ 735,369
Consumer, excluding credit card
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	316,781	294,979	$ 288,214
Consumer, excluding credit card | Home equity - senior lien
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	15,541	16,367
Consumer, excluding credit card | Home equity - junior lien
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	33,434	36,375
Consumer, excluding credit card | Mortgages - prime, including option ARMS
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	132,556	104,921
Consumer, excluding credit card | Mortgages - subprime
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,976	5,056
Consumer, excluding credit card | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	56,330	54,536
Consumer, excluding credit card | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	20,564	20,058
Consumer, excluding credit card | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	10,574	10,970
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	16,088	17,095
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	9,553	10,220
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,449	3,673
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 14,716	$ 15,708

Loans - Consumer, Excluding 105

Loans - Consumer, Excluding Credit Card Loans, Residential Real Estate, Excluding PCI Loans (Details) - USD ($)	6 Months Ended
	Jun. 30, 2015	Dec. 31, 2014	Jun. 30, 2014
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 779,705,000,000	$ 747,508,000,000	$ 735,369,000,000
Consumer, excluding credit card
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	316,781,000,000	294,979,000,000	$ 288,214,000,000
Consumer, excluding credit card | Home equity - senior lien
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 15,541,000,000	$ 16,367,000,000
% of 30 days past due to total retained loans	3.80%	3.89%
Consumer, excluding credit card | Home equity - senior lien | California
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 2,135,000,000	$ 2,232,000,000
Consumer, excluding credit card | Home equity - senior lien | New York
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,699,000,000	2,805,000,000
Consumer, excluding credit card | Home equity - senior lien | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,244,000,000	1,306,000,000
Consumer, excluding credit card | Home equity - senior lien | Texas
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,703,000,000	1,845,000,000
Consumer, excluding credit card | Home equity - senior lien | Florida
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	829,000,000	861,000,000
Consumer, excluding credit card | Home equity - senior lien | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	641,000,000	654,000,000
Consumer, excluding credit card | Home equity - senior lien | Arizona
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	868,000,000	927,000,000
Consumer, excluding credit card | Home equity - senior lien | Washington
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	474,000,000	506,000,000
Consumer, excluding credit card | Home equity - senior lien | Michigan
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	694,000,000	736,000,000
Consumer, excluding credit card | Home equity - senior lien | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,084,000,000	1,150,000,000
Consumer, excluding credit card | Home equity - senior lien | All other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,170,000,000	3,345,000,000
Consumer, excluding credit card | Home equity - senior lien | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	14,950,000,000	15,730,000,000
Consumer, excluding credit card | Home equity - senior lien | Days Past Due, 30 to 149
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	243,000,000	275,000,000
Consumer, excluding credit card | Home equity - senior lien | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	348,000,000	362,000,000
Consumer, excluding credit card | Home equity - senior lien | Nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	907,000,000	938,000,000
Consumer, excluding credit card | Home equity - senior lien | U.S. government-guaranteed
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	0	0
Consumer, excluding credit card | Home equity - senior lien | U.S. government-guaranteed | Days Past Due, 90 or More
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	0	0
Consumer, excluding credit card | Home equity - senior lien | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	16,000,000	21,000,000
Consumer, excluding credit card | Home equity - senior lien | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	7,000,000	10,000,000
Consumer, excluding credit card | Home equity - senior lien | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	100,000,000	134,000,000
Consumer, excluding credit card | Home equity - senior lien | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	54,000,000	69,000,000
Consumer, excluding credit card | Home equity - senior lien | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	506,000,000	633,000,000
Consumer, excluding credit card | Home equity - senior lien | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	188,000,000	226,000,000
Consumer, excluding credit card | Home equity - senior lien | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	12,571,000,000	13,048,000,000
Consumer, excluding credit card | Home equity - senior lien | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,099,000,000	2,226,000,000
Consumer, excluding credit card | Home equity - junior lien
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 33,434,000,000	$ 36,375,000,000
% of 30 days past due to total retained loans	2.06%	2.20%
Consumer, excluding credit card | Home equity - junior lien | California
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 7,455,000,000	$ 8,144,000,000
Consumer, excluding credit card | Home equity - junior lien | New York
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	7,125,000,000	7,685,000,000
Consumer, excluding credit card | Home equity - junior lien | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,411,000,000	2,605,000,000
Consumer, excluding credit card | Home equity - junior lien | Texas
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,007,000,000	1,087,000,000
Consumer, excluding credit card | Home equity - junior lien | Florida
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,759,000,000	1,923,000,000
Consumer, excluding credit card | Home equity - junior lien | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,083,000,000	2,233,000,000
Consumer, excluding credit card | Home equity - junior lien | Arizona
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,462,000,000	1,595,000,000
Consumer, excluding credit card | Home equity - junior lien | Washington
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,111,000,000	1,216,000,000
Consumer, excluding credit card | Home equity - junior lien | Michigan
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	771,000,000	848,000,000
Consumer, excluding credit card | Home equity - junior lien | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	704,000,000	778,000,000
Consumer, excluding credit card | Home equity - junior lien | All other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	7,546,000,000	8,261,000,000
Consumer, excluding credit card | Home equity - junior lien | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	32,746,000,000	35,575,000,000
Consumer, excluding credit card | Home equity - junior lien | Days Past Due, 30 to 149
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	442,000,000	533,000,000
Consumer, excluding credit card | Home equity - junior lien | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	246,000,000	267,000,000
Consumer, excluding credit card | Home equity - junior lien | Nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,461,000,000	1,590,000,000
Consumer, excluding credit card | Home equity - junior lien | U.S. government-guaranteed
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	0	0
Consumer, excluding credit card | Home equity - junior lien | U.S. government-guaranteed | Days Past Due, 90 or More
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 0	0
Consumer, excluding credit card | Home equity - junior lien | Minimum | U.S. government-guaranteed | Days Past Due, 30 to 149
Loans and Leases Receivable Disclosure [Line Items]
Period past due, credit analysis factors, charge off criteria	30 days
Consumer, excluding credit card | Home equity - junior lien | Minimum | U.S. government-guaranteed | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Period past due, credit analysis factors, charge off criteria	150 days
Consumer, excluding credit card | Home equity - junior lien | Maximum | U.S. government-guaranteed | Days Past Due, 30 to 149
Loans and Leases Receivable Disclosure [Line Items]
Period past due, credit analysis factors, charge off criteria	149 days
Consumer, excluding credit card | Home equity - junior lien | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 310,000,000	467,000,000
Consumer, excluding credit card | Home equity - junior lien | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	81,000,000	138,000,000
Consumer, excluding credit card | Home equity - junior lien | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,421,000,000	3,149,000,000
Consumer, excluding credit card | Home equity - junior lien | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	683,000,000	923,000,000
Consumer, excluding credit card | Home equity - junior lien | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	5,551,000,000	6,481,000,000
Consumer, excluding credit card | Home equity - junior lien | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,557,000,000	1,780,000,000
Consumer, excluding credit card | Home equity - junior lien | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	19,555,000,000	20,030,000,000
Consumer, excluding credit card | Home equity - junior lien | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,276,000,000	3,407,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 132,556,000,000	$ 104,921,000,000
% of 30 days past due to total retained loans	0.98%	1.42%
Consumer, excluding credit card | Mortgages - prime, including option ARMS | California
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 37,253,000,000	$ 28,133,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | New York
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	18,428,000,000	16,550,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	9,086,000,000	6,654,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Texas
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	6,844,000,000	4,935,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Florida
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	5,737,000,000	5,106,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,290,000,000	3,361,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Arizona
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,445,000,000	1,805,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Washington
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,164,000,000	2,410,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Michigan
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,489,000,000	1,203,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	864,000,000	615,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | All other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	42,956,000,000	34,149,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	122,597,000,000	93,951,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Days Past Due, 30 to 149
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,417,000,000	4,091,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	6,542,000,000	6,879,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,960,000,000	2,190,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | U.S. government-guaranteed
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	11,424,000,000	12,110,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | U.S. government-guaranteed | Days Past Due, 90 or More
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	6,805,000,000	7,544,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | U.S. government-guaranteed | Days Past Due, 30 or More
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	8,700,000,000	9,500,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	98,000,000	120,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	67,000,000	103,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	455,000,000	648,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	265,000,000	340,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,188,000,000	3,863,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	802,000,000	1,026,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	111,229,000,000	81,805,000,000
Consumer, excluding credit card | Mortgages - prime, including option ARMS | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	5,028,000,000	4,906,000,000
Consumer, excluding credit card | Mortgages - subprime
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 3,976,000,000	$ 5,056,000,000
% of 30 days past due to total retained loans	15.85%	15.03%
Consumer, excluding credit card | Mortgages - subprime | California
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 558,000,000	$ 718,000,000
Consumer, excluding credit card | Mortgages - subprime | New York
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	555,000,000	677,000,000
Consumer, excluding credit card | Mortgages - subprime | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	157,000,000	207,000,000
Consumer, excluding credit card | Mortgages - subprime | Texas
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	154,000,000	177,000,000
Consumer, excluding credit card | Mortgages - subprime | Florida
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	445,000,000	632,000,000
Consumer, excluding credit card | Mortgages - subprime | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	185,000,000	227,000,000
Consumer, excluding credit card | Mortgages - subprime | Arizona
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	79,000,000	112,000,000
Consumer, excluding credit card | Mortgages - subprime | Washington
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	88,000,000	109,000,000
Consumer, excluding credit card | Mortgages - subprime | Michigan
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	86,000,000	121,000,000
Consumer, excluding credit card | Mortgages - subprime | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	89,000,000	112,000,000
Consumer, excluding credit card | Mortgages - subprime | All other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,580,000,000	1,964,000,000
Consumer, excluding credit card | Mortgages - subprime | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,346,000,000	4,296,000,000
Consumer, excluding credit card | Mortgages - subprime | Days Past Due, 30 to 149
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	405,000,000	489,000,000
Consumer, excluding credit card | Mortgages - subprime | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	225,000,000	271,000,000
Consumer, excluding credit card | Mortgages - subprime | Nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	855,000,000	1,036,000,000
Consumer, excluding credit card | Mortgages - subprime | U.S. government-guaranteed
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	0	0
Consumer, excluding credit card | Mortgages - subprime | U.S. government-guaranteed | Days Past Due, 90 or More
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	0	0
Consumer, excluding credit card | Mortgages - subprime | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,000,000	10,000,000
Consumer, excluding credit card | Mortgages - subprime | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	25,000,000	51,000,000
Consumer, excluding credit card | Mortgages - subprime | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	43,000,000	118,000,000
Consumer, excluding credit card | Mortgages - subprime | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	163,000,000	298,000,000
Consumer, excluding credit card | Mortgages - subprime | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	199,000,000	432,000,000
Consumer, excluding credit card | Mortgages - subprime | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	516,000,000	770,000,000
Consumer, excluding credit card | Mortgages - subprime | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,418,000,000	1,586,000,000
Consumer, excluding credit card | Mortgages - subprime | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,608,000,000	1,791,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 185,507,000,000	$ 162,719,000,000
% of 30 days past due to total retained loans	1.73%	2.27%
Consumer, excluding credit card | Residential real estate – excluding PCI | California
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 47,401,000,000	$ 39,227,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | New York
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	28,807,000,000	27,717,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	12,898,000,000	10,772,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | Texas
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	9,708,000,000	8,044,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | Florida
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	8,770,000,000	8,522,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	7,199,000,000	6,475,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | Arizona
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,854,000,000	4,439,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | Washington
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,837,000,000	4,241,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | Michigan
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,040,000,000	2,908,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,741,000,000	2,655,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | All other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	55,252,000,000	47,719,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	173,639,000,000	149,552,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | Days Past Due, 30 to 149
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,507,000,000	5,388,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	7,361,000,000	7,779,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | 90 or more days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	0	0
Consumer, excluding credit card | Residential real estate – excluding PCI | Nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	5,183,000,000	5,754,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | U.S. government-guaranteed
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	11,424,000,000	12,110,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | U.S. government-guaranteed | Days Past Due, 90 or More
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	6,805,000,000	7,544,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | U.S. government-guaranteed | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,800,000,000	2,600,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | U.S. government-guaranteed | Days Past Due, 30 to 149
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,900,000,000	3,500,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | U.S. government-guaranteed | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 5,700,000,000	6,000,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | U.S. government-guaranteed | 90 or more days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Period past due, credit analysis factors, charge off criteria	90 days
Consumer, excluding credit card | Residential real estate – excluding PCI | U.S. government-guaranteed | Nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 4,000,000,000	4,200,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	428,000,000	618,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	180,000,000	302,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,019,000,000	4,049,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,165,000,000	1,630,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	9,444,000,000	11,409,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,063,000,000	3,802,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Equal to or Greater than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	144,773,000,000	116,469,000,000
Consumer, excluding credit card | Residential real estate – excluding PCI | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Less than 660
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 12,011,000,000	$ 12,330,000,000

Loans - Consumer, Excluding 106

Loans - Consumer, Excluding Credit Card Loans, Delinquency Statistics Junior Lien Home Equity Loans (Details) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2015	Dec. 31, 2014	Jun. 30, 2014
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 779,705	$ 747,508	$ 735,369
Consumer, excluding credit card
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	316,781	294,979	$ 288,214
Consumer, excluding credit card | Home equity - junior lien
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 33,434	$ 36,375
% of 30 days past due to total retained loans	2.06%	2.20%
Consumer, excluding credit card | Home equity junior lien, excluding lines of credit
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 2,774	$ 3,144
% of 30 days past due to total retained loans	2.70%	3.34%
Consumer, excluding credit card | HELOC, Within the revolving period | Home equity line of credit
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 21,023	$ 25,252
% of 30 days past due to total retained loans	1.61%	1.75%
Home equity line of credit, open-ended revolving period	10 years
Home equity line of credit, amortization period	20 years
Consumer, excluding credit card | HELOCs, Beyond the revolving period | Home equity line of credit
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 9,637	$ 7,979
% of 30 days past due to total retained loans	2.84%	3.16%

Loans - Consumer, Excluding 107

Loans - Consumer, Excluding Credit Card Loans, Impaired Loans (Details) - Consumer, excluding credit card $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015USD ($)	Jun. 30, 2014USD ($)	Jun. 30, 2015USD ($)payment	Jun. 30, 2014USD ($)	Dec. 31, 2014USD ($)
Home equity - senior lien
Impaired loans:
With an allowance	$ 556		$ 556		$ 552
Without an allowance	521		521		549
Total impaired loans	1,077		1,077		1,101
Allowance for loan losses related to impaired loans	79		79		84
Unpaid principal balance of impaired loans	1,410		1,410		1,451
Average impaired loans	1,085	$ 1,128	1,090	$ 1,135
Interest income on impaired loans	13	14	26	28
Interest income on impaired loans on a cash basis	9	10	$ 18	19
Home equity - senior lien | Permanent Modification | Regulatory Guidance Regarding Chapter 7 Loans
Impaired loans:
Rate of default for modified loans, estimated weighted average			18.00%
Home equity - senior lien | Nonaccrual
Impaired loans:
Total impaired loans	609		$ 609		628
Home equity - junior lien
Impaired loans:
With an allowance	728		728		722
Without an allowance	551		551		582
Total impaired loans	1,279		1,279		1,304
Allowance for loan losses related to impaired loans	132		132		147
Unpaid principal balance of impaired loans	2,516		2,516		2,603
Average impaired loans	1,286	1,316	1,292	1,318
Interest income on impaired loans	20	20	40	41
Interest income on impaired loans on a cash basis	13	13	$ 26	27
Home equity - junior lien | Permanent Modification | Regulatory Guidance Regarding Chapter 7 Loans
Impaired loans:
Rate of default for modified loans, estimated weighted average			10.00%
Home equity - junior lien | Nonaccrual
Impaired loans:
Total impaired loans	609		$ 609		632
Mortgages - prime, including option ARMS
Impaired loans:
With an allowance	4,034		4,034		4,949
Without an allowance	1,059		1,059		1,196
Total impaired loans	5,093		5,093		6,145
Allowance for loan losses related to impaired loans	96		96		127
Unpaid principal balance of impaired loans	6,579		6,579		7,813
Average impaired loans	5,605	6,823	5,828	6,889
Interest income on impaired loans	55	66	114	134
Interest income on impaired loans on a cash basis	12	14	$ 24	27
Mortgages - prime, including option ARMS | Permanent Modification | Regulatory Guidance Regarding Chapter 7 Loans
Impaired loans:
Rate of default for modified loans, estimated weighted average			22.00%
Mortgages - prime, including option ARMS | Nonaccrual
Impaired loans:
Total impaired loans	1,433		$ 1,433		1,559
Mortgages - subprime
Impaired loans:
With an allowance	1,445		1,445		2,239
Without an allowance	506		506		639
Total impaired loans	1,951		1,951		2,878
Allowance for loan losses related to impaired loans	15		15		64
Unpaid principal balance of impaired loans	3,013		3,013		4,200
Average impaired loans	2,548	3,578	2,684	3,623
Interest income on impaired loans	35	47	72	96
Interest income on impaired loans on a cash basis	11	13	$ 22	26
Mortgages - subprime | Permanent Modification | Regulatory Guidance Regarding Chapter 7 Loans
Impaired loans:
Rate of default for modified loans, estimated weighted average			14.00%
Mortgages - subprime | Nonaccrual
Impaired loans:
Total impaired loans	752		$ 752		931
Residential real estate – excluding PCI
Impaired loans:
With an allowance	6,763		6,763		8,462
Without an allowance	2,637		2,637		2,966
Total impaired loans	9,400		9,400		11,428
Allowance for loan losses related to impaired loans	322		322		422
Unpaid principal balance of impaired loans	13,518		13,518		16,067
Loans modified subsequent to repurchase from Ginnie Mae	4,500		4,500		4,900
Average impaired loans	10,524	12,845	10,894	12,965
Interest income on impaired loans	123	147	252	299
Interest income on impaired loans on a cash basis	45	$ 50	$ 90	$ 99
Number of payments under modified terms to recognize interest on cash basis | payment			6
Residential real estate – excluding PCI | Nonaccrual
Impaired loans:
Total impaired loans	3,403		$ 3,403		3,750
Residential real estate – excluding PCI | Current, and Less Than 90 Days Past Due
Impaired loans:
Period past due, credit analysis factors, charge off criteria			90 days
TDRs not having yet made six payments	$ 2,600		$ 2,600		$ 2,900
Residential real estate – excluding PCI | Minimum | Days Past Due, 30 or More | Regulatory Guidance Regarding Chapter 7 Loans
Impaired loans:
Period past due, credit analysis factors, charge off criteria			30 days

Loans - Consumer, Excluding 108

Loans - Consumer, Excluding Credit Card Loans, Loan Modifications, New TDRs (Details) - Consumer, excluding credit card - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Residential real estate – excluding PCI
Financing Receivable, Impaired [Line Items]
New TDRs	$ 148	$ 143	$ 302	$ 323
Home equity - senior lien
Financing Receivable, Impaired [Line Items]
New TDRs	32	20	58	47
Home equity - junior lien
Financing Receivable, Impaired [Line Items]
New TDRs	43	46	89	104
Mortgages - prime, including option ARMS
Financing Receivable, Impaired [Line Items]
New TDRs	58	52	121	119
Mortgages - subprime
Financing Receivable, Impaired [Line Items]
New TDRs	$ 15	$ 25	$ 34	$ 53

Loans - Consumer, Excluding 109

Loans - Consumer, Excluding Credit Card Loans, Loan Modifications, Nature and Extent of Modifications (Details) - Consumer, excluding credit card - loans	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Residential real estate – excluding PCI
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	74.00%	75.00%	73.00%	72.00%
Concession granted - Term of payment extension	84.00%	79.00%	84.00%	80.00%
Concession granted - Principal and/or interest deferred	26.00%	20.00%	28.00%	22.00%
Concession granted - principal forgiveness	14.00%	29.00%	16.00%	31.00%
Concession granted - other	4.00%	6.00%	5.00%	7.00%
Percentage, sum of items by type, may exceed			100.00%
Home equity - senior lien
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	75.00%	64.00%	75.00%	65.00%
Concession granted - Term of payment extension	85.00%	86.00%	83.00%	83.00%
Concession granted - Principal and/or interest deferred	32.00%	12.00%	32.00%	14.00%
Concession granted - principal forgiveness	4.00%	30.00%	6.00%	30.00%
Concession granted - other	0.00%	0.00%	0.00%	0.00%
Home equity - junior lien
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	75.00%	88.00%	76.00%	86.00%
Concession granted - Term of payment extension	88.00%	83.00%	87.00%	83.00%
Concession granted - Principal and/or interest deferred	23.00%	22.00%	25.00%	22.00%
Concession granted - principal forgiveness	4.00%	29.00%	4.00%	28.00%
Concession granted - other	1.00%	0.00%	0.00%	0.00%
Mortgages - prime, including option ARMS
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	76.00%	65.00%	69.00%	62.00%
Concession granted - Term of payment extension	84.00%	79.00%	84.00%	84.00%
Concession granted - Principal and/or interest deferred	36.00%	30.00%	36.00%	32.00%
Concession granted - principal forgiveness	23.00%	22.00%	26.00%	27.00%
Concession granted - other	8.00%	18.00%	8.00%	17.00%
Mortgages - subprime
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	71.00%	68.00%	71.00%	63.00%
Concession granted - Term of payment extension	78.00%	71.00%	80.00%	72.00%
Concession granted - Principal and/or interest deferred	18.00%	15.00%	22.00%	18.00%
Concession granted - principal forgiveness	30.00%	35.00%	31.00%	38.00%
Concession granted - other	10.00%	9.00%	11.00%	12.00%
Trial Modification | Residential real estate – excluding PCI
Financing Receivable, Impaired [Line Items]
Number of contract modifications	1,048	1,165	2,225	2,304
Trial Modification | Home equity - senior lien
Financing Receivable, Impaired [Line Items]
Number of contract modifications	294	218	650	419
Trial Modification | Home equity - junior lien
Financing Receivable, Impaired [Line Items]
Number of contract modifications	93	157	247	341
Trial Modification | Mortgages - prime, including option ARMS
Financing Receivable, Impaired [Line Items]
Number of contract modifications	294	261	539	516
Trial Modification | Mortgages - subprime
Financing Receivable, Impaired [Line Items]
Number of contract modifications	367	529	789	1,028
Permanent Modification | Residential real estate – excluding PCI
Financing Receivable, Impaired [Line Items]
Number of contract modifications	1,698	1,804	3,318	4,355
Permanent Modification | Home equity - senior lien
Financing Receivable, Impaired [Line Items]
Number of contract modifications	314	226	576	521
Permanent Modification | Home equity - junior lien
Financing Receivable, Impaired [Line Items]
Number of contract modifications	642	699	1,150	1,657
Permanent Modification | Mortgages - prime, including option ARMS
Financing Receivable, Impaired [Line Items]
Number of contract modifications	347	386	708	917
Permanent Modification | Mortgages - subprime
Financing Receivable, Impaired [Line Items]
Number of contract modifications	395	493	884	1,260

Loans - Consumer, Excluding 110

Loans - Consumer, Excluding Credit Card Loans, Financial Effects of Modifications and Redefaults (Details) - Consumer, excluding credit card $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015USD ($)	Jun. 30, 2014USD ($)	Jun. 30, 2015USD ($)loan_payment	Jun. 30, 2014USD ($)
Residential mortgage
Financing Receivable, Impaired [Line Items]
Number of payments past due for deemed payment | loan_payment			2
Permanent Modification | Home equity - senior lien
Financing Receivable, Impaired [Line Items]
Weighted-average interest rate of loans with interest rate reductions – before TDR	5.88%	6.58%	5.98%	6.63%
Weighted-average interest rate of loans with interest rate reductions – after TDR	2.89%	2.93%	2.81%	2.98%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	17 years	17 years	17 years	18 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	31 years	29 years	31 years	30 years
Charge-offs recognized upon permanent modification	$ 0	$ 0	$ 0	$ 1
Principal deferred	4	1	7	2
Principal forgiven	1	3	2	6
Balance of loans that redefaulted within one year of permanent modification(a)	$ 4	$ 4	$ 6	$ 10
Modifications, weighted-average remaining life			6 years
Permanent Modification | Home equity - junior lien
Financing Receivable, Impaired [Line Items]
Weighted-average interest rate of loans with interest rate reductions – before TDR	4.65%	4.94%	4.79%	4.83%
Weighted-average interest rate of loans with interest rate reductions – after TDR	2.23%	2.04%	2.22%	1.91%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	19 years	19 years	19 years	19 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	33 years	34 years	34 years	35 years
Charge-offs recognized upon permanent modification	$ 1	$ 8	$ 2	$ 22
Principal deferred	3	3	6	6
Principal forgiven	0	6	0	17
Balance of loans that redefaulted within one year of permanent modification(a)	$ 1	$ 3	$ 3	$ 6
Modifications, weighted-average remaining life			8 years
Permanent Modification | Mortgages - prime, including option ARMS
Financing Receivable, Impaired [Line Items]
Weighted-average interest rate of loans with interest rate reductions – before TDR	5.15%	5.17%	5.09%	5.20%
Weighted-average interest rate of loans with interest rate reductions – after TDR	2.50%	2.54%	2.44%	2.67%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	25 years	25 years	25 years	24 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	38 years	37 years	38 years	37 years
Charge-offs recognized upon permanent modification	$ 2	$ 2	$ 3	$ 4
Principal deferred	11	10	22	23
Principal forgiven	7	8	16	25
Balance of loans that redefaulted within one year of permanent modification(a)	$ 21	$ 44	$ 37	$ 70
Modifications, weighted-average remaining life			9 years
Permanent Modification | Mortgages - subprime
Financing Receivable, Impaired [Line Items]
Weighted-average interest rate of loans with interest rate reductions – before TDR	6.55%	7.28%	6.69%	7.44%
Weighted-average interest rate of loans with interest rate reductions – after TDR	3.16%	3.47%	3.19%	3.43%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	24 years	24 years	24 years	24 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	36 years	35 years	36 years	36 years
Charge-offs recognized upon permanent modification	$ 1	$ 0	$ 2	$ 1
Principal deferred	3	4	10	11
Principal forgiven	7	11	17	32
Balance of loans that redefaulted within one year of permanent modification(a)	$ 16	$ 28	$ 31	$ 43
Modifications, weighted-average remaining life			8 years
Permanent Modification | Residential real estate – excluding PCI
Financing Receivable, Impaired [Line Items]
Weighted-average interest rate of loans with interest rate reductions – before TDR	5.48%	5.82%	5.58%	5.88%
Weighted-average interest rate of loans with interest rate reductions – after TDR	2.65%	2.72%	2.65%	2.75%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	22 years	23 years	23 years	23 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	35 years	35 years	36 years	36 years
Charge-offs recognized upon permanent modification	$ 4	$ 10	$ 7	$ 28
Principal deferred	21	18	45	42
Principal forgiven	15	28	35	80
Balance of loans that redefaulted within one year of permanent modification(a)	$ 42	$ 79	$ 77	$ 129
Maximum | Residential real estate – excluding PCI
Financing Receivable, Impaired [Line Items]
Number of months before a payment redefault under modified loans			12 months
Maximum | Business banking
Financing Receivable, Impaired [Line Items]
Number of years before payment default under a modified loan			1 year

Loans - Consumer, Excluding 111

Loans - Consumer, Excluding Credit Card Loans, Other Consumer Loans (Details) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2015	Dec. 31, 2014	Jun. 30, 2014
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 779,705	$ 747,508	$ 735,369
Consumer, excluding credit card
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	316,781	294,979	$ 288,214
Consumer, excluding credit card | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 56,330	$ 54,536
% of 30 days past due to total retained loans	0.95%	1.23%
Consumer, excluding credit card | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 20,564	$ 20,058
% of 30 days past due to total retained loans	1.49%	1.73%
Consumer, excluding credit card | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 10,574	$ 10,970
% of 30 days past due to total retained loans	1.92%	2.15%
Consumer, excluding credit card | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 87,468	$ 85,564
% of 30 days past due to total retained loans	1.20%	1.47%
Consumer, excluding credit card | California | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 6,671	$ 6,294
Consumer, excluding credit card | California | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,206	3,008
Consumer, excluding credit card | California | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,102	1,143
Consumer, excluding credit card | California | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	10,979	10,445
Consumer, excluding credit card | New York | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,682	3,662
Consumer, excluding credit card | New York | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,180	3,187
Consumer, excluding credit card | New York | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,236	1,259
Consumer, excluding credit card | New York | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	8,098	8,108
Consumer, excluding credit card | Illinois | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,366	3,175
Consumer, excluding credit card | Illinois | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,388	1,373
Consumer, excluding credit card | Illinois | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	706	729
Consumer, excluding credit card | Illinois | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	5,460	5,277
Consumer, excluding credit card | Texas | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	5,893	5,608
Consumer, excluding credit card | Texas | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,592	2,626
Consumer, excluding credit card | Texas | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	852	868
Consumer, excluding credit card | Texas | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	9,337	9,102
Consumer, excluding credit card | Florida | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,517	2,301
Consumer, excluding credit card | Florida | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	899	827
Consumer, excluding credit card | Florida | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	528	521
Consumer, excluding credit card | Florida | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,944	3,649
Consumer, excluding credit card | New Jersey | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,972	1,945
Consumer, excluding credit card | New Jersey | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	504	451
Consumer, excluding credit card | New Jersey | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	392	378
Consumer, excluding credit card | New Jersey | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,868	2,774
Consumer, excluding credit card | Arizona | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,947	2,003
Consumer, excluding credit card | Arizona | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,174	1,083
Consumer, excluding credit card | Arizona | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	239	239
Consumer, excluding credit card | Arizona | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,360	3,325
Consumer, excluding credit card | Washington | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,066	1,019
Consumer, excluding credit card | Washington | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	267	258
Consumer, excluding credit card | Washington | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	222	235
Consumer, excluding credit card | Washington | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,555	1,512
Consumer, excluding credit card | Michigan | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,586	1,633
Consumer, excluding credit card | Michigan | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,376	1,375
Consumer, excluding credit card | Michigan | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	442	466
Consumer, excluding credit card | Michigan | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,404	3,474
Consumer, excluding credit card | Ohio | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	2,284	2,157
Consumer, excluding credit card | Ohio | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,357	1,354
Consumer, excluding credit card | Ohio | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	594	629
Consumer, excluding credit card | Ohio | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,235	4,140
Consumer, excluding credit card | All other | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	25,346	24,739
Consumer, excluding credit card | All other | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,621	4,516
Consumer, excluding credit card | All other | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,261	4,503
Consumer, excluding credit card | All other | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	34,228	33,758
Consumer, excluding credit card | In Process of Active or Suspended Foreclosure
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,300	1,500
Consumer, excluding credit card | Current and less than 30 days past due and still accruing | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	55,793	53,866
Consumer, excluding credit card | Current and less than 30 days past due and still accruing | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	20,258	19,710
Consumer, excluding credit card | Current and less than 30 days past due and still accruing | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	9,825	10,080
Consumer, excluding credit card | Current and less than 30 days past due and still accruing | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	85,876	83,656
Consumer, excluding credit card | Days Past Due, 30 to 119 | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	530	663
Consumer, excluding credit card | Days Past Due, 30 to 119 | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	191	208
Consumer, excluding credit card | Days Past Due, 30 to 119 | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	485	576
Consumer, excluding credit card | Days Past Due, 30 to 119 | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,206	1,447
Consumer, excluding credit card | Days Past Due, 120 or More | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	7	7
Consumer, excluding credit card | Days Past Due, 120 or More | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	115	140
Consumer, excluding credit card | Days Past Due, 120 or More | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	264	314
Consumer, excluding credit card | Days Past Due, 120 or More | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	386	461
Consumer, excluding credit card | 90 or more days past due and still accruing | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	0	0
Consumer, excluding credit card | 90 or more days past due and still accruing | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	0	0
Consumer, excluding credit card | 90 or more days past due and still accruing | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	282	367
Consumer, excluding credit card | 90 or more days past due and still accruing | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	282	367
Consumer, excluding credit card | Nonaccrual | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	97	115
Consumer, excluding credit card | Nonaccrual | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	239	279
Consumer, excluding credit card | Nonaccrual | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	253	270
Consumer, excluding credit card | Nonaccrual | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	589	664
Consumer, excluding credit card | Noncriticized | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	10,173	9,822
Consumer, excluding credit card | Noncriticized | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	15,012	14,619
Consumer, excluding credit card | Noncriticized | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	25,185	24,441
Consumer, excluding credit card | Criticized performing | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	83	35
Consumer, excluding credit card | Criticized performing | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	744	708
Consumer, excluding credit card | Criticized performing | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	827	743
Consumer, excluding credit card | Criticized nonaccrual | Auto
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	0	0
Consumer, excluding credit card | Criticized nonaccrual | Business banking
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	191	213
Consumer, excluding credit card | Criticized nonaccrual | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	191	213
Consumer, excluding credit card | Student and Other Loans Insured or Guaranteed by U.S. Government Agencies | Current and less than 30 days past due and still accruing | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,100	4,300
Consumer, excluding credit card | Student and Other Loans Insured or Guaranteed by U.S. Government Agencies | Days Past Due, 30 to 119 | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	303	364
Consumer, excluding credit card | Student and Other Loans Insured or Guaranteed by U.S. Government Agencies | Days Past Due, 120 or More | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	243	290
Consumer, excluding credit card | Student and Other Loans Insured or Guaranteed by U.S. Government Agencies | Days Past Due, 30 or More, and Still Accruing | Student and other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 546	$ 654
Consumer, excluding credit card | Student and Other Loans Insured or Guaranteed by U.S. Government Agencies | Minimum | Days Past Due, 30 to 119 | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Loans, charge-off criteria, period past due	30 days
Consumer, excluding credit card | Student and Other Loans Insured or Guaranteed by U.S. Government Agencies | Minimum | Days Past Due, 120 or More | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Loans, charge-off criteria, period past due	120 days
Consumer, excluding credit card | Student and Other Loans Insured or Guaranteed by U.S. Government Agencies | Minimum | Days Past Due, 30 or More, and Still Accruing | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Loans, charge-off criteria, period past due	30 days
Consumer, excluding credit card | Student and Other Loans Insured or Guaranteed by U.S. Government Agencies | Maximum | Days Past Due, 30 to 119 | Other Consumer
Loans and Leases Receivable Disclosure [Line Items]
Loans, charge-off criteria, period past due	119 days

Loans - Consumer, Excluding 112

Loans - Consumer, Excluding Credit Card Loans, Other Consumer Impaired Loans and Loan Modifications (Details) - Consumer, excluding credit card - Other Consumer - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014
Financing Receivable, Impaired [Line Items]
With an allowance	$ 529		$ 529		$ 557
Without an allowance	31		31		35
Total impaired loans	560		560		592
Allowance for loan losses related to impaired loans	114		114		117
Unpaid principal balance of impaired loans	682		682		719
Average impaired loans	566	$ 600	576	$ 599
Troubled debt restructuring	407		407		442
Nonaccrual
Financing Receivable, Impaired [Line Items]
Total impaired loans	440		440		456
Troubled debt restructuring	$ 287		$ 287		$ 306

Loans - Consumer, Excluding 113

Loans - Consumer, Excluding Credit Card Loans, PCI Loans (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014	Jun. 30, 2014
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 779,705	$ 747,508	$ 735,369
Consumer, excluding credit card
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	316,781	294,979	$ 288,214
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	16,088	17,095
Related allowance for loan losses	1,758	1,758
Total loans	$ 16,496	$ 17,740
% of 30 days past due to total loans	6.58%	8.15%
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | California
Loans and Leases Receivable Disclosure [Line Items]
Total loans	$ 9,908	$ 10,671
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | New York
Loans and Leases Receivable Disclosure [Line Items]
Total loans	833	876
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Total loans	382	405
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Texas
Loans and Leases Receivable Disclosure [Line Items]
Total loans	248	273
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Florida
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,581	1,696
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Total loans	329	348
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Arizona
Loans and Leases Receivable Disclosure [Line Items]
Total loans	299	323
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Washington
Loans and Leases Receivable Disclosure [Line Items]
Total loans	889	959
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Michigan
Loans and Leases Receivable Disclosure [Line Items]
Total loans	49	53
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Total loans	18	20
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | All other
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,960	2,116
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total loans	15,411	16,295
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Days Past Due, 30 to 149
Loans and Leases Receivable Disclosure [Line Items]
Total loans	326	445
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Total loans	759	1,000
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Greater than 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	350	513
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Between 101% and 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,788	2,245
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Between 80% and 100%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	3,868	4,171
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Less than 80%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	5,979	5,824
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Greater than 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	180	273
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Between 101% and 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	835	1,073
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Between 80% and 100%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,490	1,647
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Less than 80%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	2,006	1,994
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	9,553	10,220
Related allowance for loan losses	1,083	1,193
Total loans	$ 9,580	$ 10,249
% of 30 days past due to total loans	11.56%	13.05%
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | California
Loans and Leases Receivable Disclosure [Line Items]
Total loans	$ 5,591	$ 5,965
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | New York
Loans and Leases Receivable Disclosure [Line Items]
Total loans	647	672
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Total loans	282	301
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Texas
Loans and Leases Receivable Disclosure [Line Items]
Total loans	85	92
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Florida
Loans and Leases Receivable Disclosure [Line Items]
Total loans	625	689
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Total loans	263	279
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Arizona
Loans and Leases Receivable Disclosure [Line Items]
Total loans	155	167
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Washington
Loans and Leases Receivable Disclosure [Line Items]
Total loans	208	225
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Michigan
Loans and Leases Receivable Disclosure [Line Items]
Total loans	154	166
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Total loans	45	48
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | All other
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,525	1,645
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total loans	8,473	8,912
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Days Past Due, 30 to 149
Loans and Leases Receivable Disclosure [Line Items]
Total loans	395	500
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Total loans	712	837
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Greater than 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	24	45
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Between 101% and 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	308	456
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Between 80% and 100%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,674	2,154
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Less than 80%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	3,894	3,663
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Greater than 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	58	97
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Between 101% and 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	282	402
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Between 80% and 100%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,100	1,316
Consumer, excluding credit card | Purchased Credit-Impaired, Prime Mortgage | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Less than 80%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	2,240	2,116
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,449	3,673
Related allowance for loan losses	180	180
Total loans	$ 4,331	$ 4,652
% of 30 days past due to total loans	21.13%	23.37%
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | California
Loans and Leases Receivable Disclosure [Line Items]
Total loans	$ 1,077	$ 1,138
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | New York
Loans and Leases Receivable Disclosure [Line Items]
Total loans	422	463
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Total loans	211	229
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Texas
Loans and Leases Receivable Disclosure [Line Items]
Total loans	259	281
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Florida
Loans and Leases Receivable Disclosure [Line Items]
Total loans	399	432
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Total loans	150	165
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Arizona
Loans and Leases Receivable Disclosure [Line Items]
Total loans	82	85
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Washington
Loans and Leases Receivable Disclosure [Line Items]
Total loans	87	95
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Michigan
Loans and Leases Receivable Disclosure [Line Items]
Total loans	121	130
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Total loans	68	72
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | All other
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,455	1,562
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total loans	3,416	3,565
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Days Past Due, 30 to 149
Loans and Leases Receivable Disclosure [Line Items]
Total loans	451	536
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Total loans	464	551
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Greater than 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	21	34
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Between 101% and 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	143	215
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Between 80% and 100%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	456	519
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Less than 80%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	785	719
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Greater than 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	103	160
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Between 101% and 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	367	509
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Between 80% and 100%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	879	1,006
Consumer, excluding credit card | Purchased Credit-Impaired, Subprime Mortgage | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Less than 80%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,577	1,490
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	14,716	15,708
Related allowance for loan losses	194	194
Total loans	$ 15,338	$ 16,496
% of 30 days past due to total loans	14.49%	16.26%
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | California
Loans and Leases Receivable Disclosure [Line Items]
Total loans	$ 8,634	$ 9,190
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | New York
Loans and Leases Receivable Disclosure [Line Items]
Total loans	856	933
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Total loans	357	397
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Texas
Loans and Leases Receivable Disclosure [Line Items]
Total loans	81	85
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Florida
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,298	1,440
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Total loans	505	553
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Arizona
Loans and Leases Receivable Disclosure [Line Items]
Total loans	215	227
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Washington
Loans and Leases Receivable Disclosure [Line Items]
Total loans	360	395
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Michigan
Loans and Leases Receivable Disclosure [Line Items]
Total loans	168	182
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Total loans	65	69
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | All other
Loans and Leases Receivable Disclosure [Line Items]
Total loans	2,799	3,025
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total loans	13,116	13,814
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Days Past Due, 30 to 149
Loans and Leases Receivable Disclosure [Line Items]
Total loans	707	858
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,515	1,824
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Greater than 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	54	89
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Between 101% and 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	392	575
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Between 80% and 100%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,937	2,418
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Less than 80%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	6,762	6,593
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Greater than 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	86	150
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Between 101% and 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	528	771
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Between 80% and 100%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,640	1,996
Consumer, excluding credit card | Purchased Credit-Impaired, Option ARMs | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Less than 80%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	3,939	3,904
Consumer, excluding credit card | Purchased Credit-Impaired
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	43,806	46,696
Related allowance for loan losses	3,215	3,325
Total loans	$ 45,745	$ 49,137
% of 30 days past due to total loans	11.65%	13.33%
Consumer, excluding credit card | Purchased Credit-Impaired | California
Loans and Leases Receivable Disclosure [Line Items]
Total loans	$ 25,210	$ 26,964
Consumer, excluding credit card | Purchased Credit-Impaired | New York
Loans and Leases Receivable Disclosure [Line Items]
Total loans	2,758	2,944
Consumer, excluding credit card | Purchased Credit-Impaired | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,232	1,332
Consumer, excluding credit card | Purchased Credit-Impaired | Texas
Loans and Leases Receivable Disclosure [Line Items]
Total loans	673	731
Consumer, excluding credit card | Purchased Credit-Impaired | Florida
Loans and Leases Receivable Disclosure [Line Items]
Total loans	3,903	4,257
Consumer, excluding credit card | Purchased Credit-Impaired | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,247	1,345
Consumer, excluding credit card | Purchased Credit-Impaired | Arizona
Loans and Leases Receivable Disclosure [Line Items]
Total loans	751	802
Consumer, excluding credit card | Purchased Credit-Impaired | Washington
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,544	1,674
Consumer, excluding credit card | Purchased Credit-Impaired | Michigan
Loans and Leases Receivable Disclosure [Line Items]
Total loans	492	531
Consumer, excluding credit card | Purchased Credit-Impaired | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Total loans	196	209
Consumer, excluding credit card | Purchased Credit-Impaired | All other
Loans and Leases Receivable Disclosure [Line Items]
Total loans	7,739	8,348
Consumer, excluding credit card | Purchased Credit-Impaired | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total loans	40,416	42,586
Consumer, excluding credit card | Purchased Credit-Impaired | Days Past Due, 30 to 149
Loans and Leases Receivable Disclosure [Line Items]
Total loans	1,879	2,339
Consumer, excluding credit card | Purchased Credit-Impaired | 150 days past due
Loans and Leases Receivable Disclosure [Line Items]
Total loans	3,450	4,212
Consumer, excluding credit card | Purchased Credit-Impaired | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Greater than 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	449	681
Consumer, excluding credit card | Purchased Credit-Impaired | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Between 101% and 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	2,631	3,491
Consumer, excluding credit card | Purchased Credit-Impaired | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Between 80% and 100%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	7,935	9,262
Consumer, excluding credit card | Purchased Credit-Impaired | Refreshed FICO Scores Equal to or Greater than 660 | Current Estimated LTV Ratio Less than 80%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	17,420	16,799
Consumer, excluding credit card | Purchased Credit-Impaired | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Greater than 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	427	680
Consumer, excluding credit card | Purchased Credit-Impaired | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Between 101% and 125%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	2,012	2,755
Consumer, excluding credit card | Purchased Credit-Impaired | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Between 80% and 100%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	5,109	5,965
Consumer, excluding credit card | Purchased Credit-Impaired | Refreshed FICO Scores Less than 660 | Current Estimated LTV Ratio Less than 80%
Loans and Leases Receivable Disclosure [Line Items]
Total loans	$ 9,762	$ 9,504

Loans - Consumer, Excluding 114

Loans - Consumer, Excluding Credit Card Loans, PCI Delinquency Statistics (Details) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2015	Dec. 31, 2014	Jun. 30, 2014
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 779,705	$ 747,508	$ 735,369
Consumer, excluding credit card
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 316,781	294,979	$ 288,214
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity Senior Lien
Loans and Leases Receivable Disclosure [Line Items]
Percentage of senior liens to total financing receivables	20.00%
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity Junior Lien, Excluding Lines of Credit
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 651	$ 736
Total 30 plus day delinquency rate	5.68%	8.83%
Consumer, excluding credit card | Purchased Credit-Impaired, Home Equity Junior Lien
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 12,796	$ 13,851
Total 30 plus day delinquency rate	4.72%	6.55%
Consumer, excluding credit card | HELOC, Within the revolving period | Purchased Credit-Impaired, Home Equity Junior Lien, Lines of Credit
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 7,004	$ 8,972
Total 30 plus day delinquency rate	4.35%	6.42%
Home equity line of credit, open-ended revolving period	10 years
Consumer, excluding credit card | HELOCs, Beyond the revolving period | Purchased Credit-Impaired, Home Equity Junior Lien, Lines of Credit
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 5,141	$ 4,143
Total 30 plus day delinquency rate	5.10%	6.42%

Loans - Consumer, Excluding 115

Loans - Consumer, Excluding Credit Card Loans, PCI Accretable Yield Activity (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Total retained loans	$ 779,705	$ 735,369	$ 779,705	$ 735,369	$ 747,508
Consumer, excluding credit card
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Total retained loans	316,781	288,214	316,781	288,214	294,979
Consumer, excluding credit card | Purchased Credit-Impaired
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Beginning balance	14,034	15,782	14,592	16,167
Accretion into interest income	(430)	(495)	(866)	(1,009)
Changes in interest rates on variable-rate loans	12	(45)	18	(66)
Other changes in expected cash flows	125	33	(3)	183
Ending balance	$ 13,741	$ 15,275	$ 13,741	$ 15,275
Accretable yield percentage	4.18%	4.24%	4.16%	4.28%
Total retained loans	$ 43,806		$ 43,806		46,696
In Process of Active or Suspended Foreclosure | Consumer, excluding credit card
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Total retained loans	1,300		1,300		1,500
In Process of Active or Suspended Foreclosure | Consumer, excluding credit card | Purchased Credit-Impaired
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Total retained loans	$ 2,700		$ 2,700		$ 3,200

Loans - Credit Card Loan Portfo

Loans - Credit Card Loan Portfolio (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014	Jun. 30, 2014
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 779,705	$ 747,508	$ 735,369
Credit card
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	124,705	128,027	$ 125,621
Credit card | Consumer Credit Card Financing Receivable
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 124,705	$ 128,027
% of 30 days past due to total retained loans	1.29%	1.44%
% of 90 days past due to total retained loans	0.63%	0.70%
Percentage of Loans with FICO Scores of 660 Or Greater to Total Retained Loans	85.70%	85.70%
Percentage of Loans with FICO Scores Less than 660 to Total Retained Loans	14.30%	14.30%
Credit card | Consumer Credit Card Financing Receivable | California
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 17,661	$ 17,940
Credit card | Consumer Credit Card Financing Receivable | Texas
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	11,065	11,088
Credit card | Consumer Credit Card Financing Receivable | New York
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	10,763	10,940
Credit card | Consumer Credit Card Financing Receivable | Illinois
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	7,314	7,497
Credit card | Consumer Credit Card Financing Receivable | Florida
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	7,265	7,398
Credit card | Consumer Credit Card Financing Receivable | New Jersey
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	5,632	5,750
Credit card | Consumer Credit Card Financing Receivable | Ohio
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,520	4,707
Credit card | Consumer Credit Card Financing Receivable | Pennsylvania
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4,317	4,489
Credit card | Consumer Credit Card Financing Receivable | Michigan
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,418	3,552
Credit card | Consumer Credit Card Financing Receivable | Virginia
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,075	3,263
Credit card | Consumer Credit Card Financing Receivable | All other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	49,675	51,403
Credit card | Consumer Credit Card Financing Receivable | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	123,102	126,189
Credit card | Consumer Credit Card Financing Receivable | 30–89 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	812	943
Credit card | Consumer Credit Card Financing Receivable | 90 or more days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	791	895
Credit card | Consumer Credit Card Financing Receivable | Nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 0	$ 0

Loans - Credit Card Portfolio -

Loans - Credit Card Portfolio - Impaired Loans (Details) - Credit card - Consumer Credit Card Financing Receivable - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014
Financing Receivable, Impaired [Line Items]
Loans with modified payment terms	$ 1,480		$ 1,480		$ 1,775
Modified credit card loans that have reverted to pre-modification payment terms	205		205		254
Total impaired loans	1,685		1,685		2,029
Allowance for loan losses related to impaired loans	518		518		500
Average impaired loans	1,769	$ 2,617	1,854	$ 2,776
Interest income on impaired loans	21	$ 32	44	$ 68
Noncompliance with Modified Terms
Financing Receivable, Impaired [Line Items]
Modified credit card loans that have reverted to pre-modification payment terms	127		127		159
Completion of Short Term Modification
Financing Receivable, Impaired [Line Items]
Modified credit card loans that have reverted to pre-modification payment terms	$ 78		$ 78		$ 95

Loans - Credit Card Portfoli118

Loans - Credit Card Portfolio - Loan Modifications (Details) - Credit card - Consumer Credit Card Financing Receivable $ in Millions	3 Months Ended		6 Months Ended		12 Months Ended
	Jun. 30, 2015USD ($)	Jun. 30, 2014USD ($)	Jun. 30, 2015USD ($)payment	Jun. 30, 2014USD ($)	Dec. 31, 2014
Financing Receivable, Impaired [Line Items]
Fixed payment plan period			60 months
Weighted-average interest rate of loans – before TDR	15.15%	15.05%	15.16%	15.04%
Weighted-average interest rate of loans – after TDR	4.27%	4.33%	4.28%	4.36%
Modifications, subsequent default, recorded investment	$ 20	$ 29	$ 42	$ 63
Number of years before payment default under a modified loan			1 year
Number of payments past due for deemed payment | payment			2
Rate of default for modified loans, estimated weighted average			26.45%		27.91%
Total new enrollments
Financing Receivable, Impaired [Line Items]
New TDRs	$ 151	$ 193	$ 329	$ 426

Loans - Wholesale Loan Portfoli

Loans - Wholesale Loan Portfolio - By Class of Receivable (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014	Jun. 30, 2014
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 779,705	$ 747,508	$ 735,369
Wholesale
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 338,219	$ 324,502	$ 321,534
% of total criticized to total retained loans	1.74%	1.45%
% of nonaccrual loans to total retained loans	0.26%	0.18%
Wholesale | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 335,777	$ 321,612
Wholesale | 30–89 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,447	2,215
Wholesale | 90 or more days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	122	76
Wholesale | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	873	599
Wholesale | Total non-U.S.
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	97,833	100,865
Wholesale | Total U.S.
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	240,386	223,637
Wholesale | Investment grade
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	254,149	241,666
Wholesale | Total noninvestment grade
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	84,070	82,836
Wholesale | Noncriticized
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	78,179	78,118
Wholesale | Criticized performing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	5,018	4,119
Wholesale | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	873	599
Wholesale | Commercial and industrial
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 112,505	$ 109,625
% of total criticized to total retained loans	3.12%	2.22%
% of nonaccrual loans to total retained loans	0.44%	0.17%
Wholesale | Commercial and industrial | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 111,835	$ 108,857
Wholesale | Commercial and industrial | 30–89 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	174	566
Wholesale | Commercial and industrial | 90 or more days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	4	14
Wholesale | Commercial and industrial | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	492	188
Wholesale | Commercial and industrial | Total non-U.S.
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	32,201	33,739
Wholesale | Commercial and industrial | Total U.S.
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	80,304	75,886
Wholesale | Commercial and industrial | Investment grade
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	64,034	63,069
Wholesale | Commercial and industrial | Total noninvestment grade
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	48,471	46,556
Wholesale | Commercial and industrial | Noncriticized
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	44,962	44,117
Wholesale | Commercial and industrial | Criticized performing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	3,017	2,251
Wholesale | Commercial and industrial | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	492	188
Wholesale | Real estate
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 85,213	$ 79,113
% of total criticized to total retained loans	1.99%	1.98%
% of nonaccrual loans to total retained loans	0.29%	0.32%
Wholesale | Real estate | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 84,830	$ 78,552
Wholesale | Real estate | 30–89 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	120	275
Wholesale | Real estate | 90 or more days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	15	33
Wholesale | Real estate | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	248	253
Wholesale | Real estate | Total non-U.S.
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,853	2,099
Wholesale | Real estate | Total U.S.
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	83,360	77,014
Wholesale | Real estate | Investment grade
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	67,658	61,006
Wholesale | Real estate | Total noninvestment grade
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	17,555	18,107
Wholesale | Real estate | Noncriticized
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	15,863	16,541
Wholesale | Real estate | Criticized performing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,444	1,313
Wholesale | Real estate | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	248	253
Wholesale | Financial institutions
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 30,268	$ 34,530
% of total criticized to total retained loans	1.28%	0.97%
% of nonaccrual loans to total retained loans	0.04%	0.05%
Wholesale | Financial institutions | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 30,222	$ 34,408
Wholesale | Financial institutions | 30–89 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	29	104
Wholesale | Financial institutions | 90 or more days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	6	0
Wholesale | Financial institutions | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	11	18
Wholesale | Financial institutions | Total non-U.S.
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	17,408	20,944
Wholesale | Financial institutions | Total U.S.
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	12,860	13,586
Wholesale | Financial institutions | Investment grade
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	23,811	27,111
Wholesale | Financial institutions | Total noninvestment grade
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	6,457	7,419
Wholesale | Financial institutions | Noncriticized
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	6,071	7,085
Wholesale | Financial institutions | Criticized performing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	375	316
Wholesale | Financial institutions | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	11	18
Wholesale | Government agencies
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 11,147	$ 8,696
% of total criticized to total retained loans	0.12%	0.03%
% of nonaccrual loans to total retained loans	0.04%	0.00%
Wholesale | Government agencies | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 11,127	$ 8,627
Wholesale | Government agencies | 30–89 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	15	69
Wholesale | Government agencies | 90 or more days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	0	0
Wholesale | Government agencies | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	5	0
Wholesale | Government agencies | Total non-U.S.
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,641	1,122
Wholesale | Government agencies | Total U.S.
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	9,506	7,574
Wholesale | Government agencies | Investment grade
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	10,836	8,393
Wholesale | Government agencies | Total noninvestment grade
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	311	303
Wholesale | Government agencies | Noncriticized
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	298	300
Wholesale | Government agencies | Criticized performing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	8	3
Wholesale | Government agencies | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	5	0
Wholesale | Other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 99,086	$ 92,538
% of total criticized to total retained loans	0.29%	0.41%
% of nonaccrual loans to total retained loans	0.12%	0.15%
Wholesale | Other | Current and less than 30 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 97,763	$ 91,168
Wholesale | Other | 30–89 days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,109	1,201
Wholesale | Other | 90 or more days past due and still accruing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	97	29
Wholesale | Other | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	117	140
Wholesale | Other | Total non-U.S.
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	44,730	42,961
Wholesale | Other | Total U.S.
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	54,356	49,577
Wholesale | Other | Investment grade
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	87,810	82,087
Wholesale | Other | Total noninvestment grade
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	11,276	10,451
Wholesale | Other | Noncriticized
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	10,985	10,075
Wholesale | Other | Criticized performing
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	174	236
Wholesale | Other | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 117	$ 140

Loans - Wholesale Loan Portf120

Loans - Wholesale Loan Portfolio - Real Estate Class of Loans (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014	Jun. 30, 2014
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 779,705	$ 747,508	$ 735,369
Wholesale
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 338,219	$ 324,502	$ 321,534
% of total criticized to total retained loans	1.74%	1.45%
% of nonaccrual loans to total retained loans	0.26%	0.18%
Wholesale | Real Estate Multifamily
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 55,501	$ 51,049
% of total criticized to total retained loans	1.11%	1.28%
% of nonaccrual loans to total retained loans	0.20%	0.25%
Wholesale | Real Estate Commercial lessors
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 17,235	$ 17,438
% of total criticized to total retained loans	5.76%	4.82%
% of nonaccrual loans to total retained loans	0.55%	0.63%
Wholesale | Real Estate Commercial construction and development
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 4,723	$ 4,264
% of total criticized to total retained loans	0.36%	0.98%
% of nonaccrual loans to total retained loans	0.00%	0.00%
Wholesale | Real Estate Other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 7,754	$ 6,362
% of total criticized to total retained loans	0.85%	0.49%
% of nonaccrual loans to total retained loans	0.54%	0.27%
Wholesale | Real estate
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 85,213	$ 79,113
% of total criticized to total retained loans	1.99%	1.98%
% of nonaccrual loans to total retained loans	0.29%	0.32%
Wholesale | Criticized | Real Estate Multifamily
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 617	$ 652
Wholesale | Criticized | Real Estate Commercial lessors
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	992	841
Wholesale | Criticized | Real Estate Commercial construction and development
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	17	42
Wholesale | Criticized | Real Estate Other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	66	31
Wholesale | Criticized | Real estate
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	1,692	1,566
Wholesale | Criticized nonaccrual
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	873	599
Wholesale | Criticized nonaccrual | Real Estate Multifamily
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	111	126
Wholesale | Criticized nonaccrual | Real Estate Commercial lessors
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	95	110
Wholesale | Criticized nonaccrual | Real Estate Commercial construction and development
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	0	0
Wholesale | Criticized nonaccrual | Real Estate Other
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	42	17
Wholesale | Criticized nonaccrual | Real estate
Loans and Leases Receivable Disclosure [Line Items]
Total retained loans	$ 248	$ 253

Loans - Wholesale Loan Portf121

Loans - Wholesale Loan Portfolio - Impaired Loans (Details) - Wholesale - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014
Commercial and industrial
Impaired loans:
With an allowance	$ 401		$ 401		$ 174
Without an allowance	102		102		24
Total impaired loans	503		503		198
Allowance for loan losses related to impaired loans	85		85		34
Unpaid principal balance of impaired loans	541		541		266
Average impaired loans	355	$ 249	303	$ 270
Real estate
Impaired loans:
With an allowance	154		154		193
Without an allowance	116		116		87
Total impaired loans	270		270		280
Allowance for loan losses related to impaired loans	17		17		36
Unpaid principal balance of impaired loans	354		354		345
Average impaired loans	242	306	255	330
Financial institutions
Impaired loans:
With an allowance	10		10		15
Without an allowance	2		2		3
Total impaired loans	12		12		18
Allowance for loan losses related to impaired loans	2		2		4
Unpaid principal balance of impaired loans	14		14		22
Average impaired loans	15	19	15	21
Government agencies
Impaired loans:
With an allowance	5		5		0
Without an allowance	0		0		0
Total impaired loans	5		5		0
Allowance for loan losses related to impaired loans	2		2		0
Unpaid principal balance of impaired loans	5		5		0
Average impaired loans	1	0	1	0
Other
Impaired loans:
With an allowance	59		59		89
Without an allowance	59		59		52
Total impaired loans	118		118		141
Allowance for loan losses related to impaired loans	41		41		13
Unpaid principal balance of impaired loans	122		122		202
Average impaired loans	114	159	111	164
Commercial loan
Impaired loans:
With an allowance	629		629		471
Without an allowance	279		279		166
Total impaired loans	908		908		637
Allowance for loan losses related to impaired loans	147		147		87
Unpaid principal balance of impaired loans	1,036		1,036		$ 835
Average impaired loans	$ 727	$ 733	$ 685	$ 785

Allowance for credit losses (De

Allowance for credit losses (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014
Allowance for Loan and Lease Losses [Roll Forward]
Provision for credit losses	$ 935	$ 692	$ 1,894	$ 1,542
Loans by Impairment Methodology [Abstract]
Asset-specific	12,553	16,390
Formula-based	723,342	668,856
PCI	43,810	50,123
Retained loans	779,705	735,369			$ 747,508
Lending-related commitments by impairment methodology
Asset-specific	133	122
Formula-based	935,449	1,041,251
Total lending-related commitments	935,582	1,041,373			950,997
Impaired collateral-dependent loans
Allowance for Loan and Lease Losses [Roll Forward]
Net charge-offs/(recoveries)			35	76
Impaired Collateral Dependent Loans [Abstract]
Loans measured at fair value of collateral less cost to sell	3,002	3,571
Allowance for loan losses
Allowance for Loan and Lease Losses [Roll Forward]
Allowance for credit losses, beginning balance			14,185	16,264
Gross charge-offs			2,636	3,143
Gross (recoveries)			(577)	(716)
Net charge-offs/(recoveries)			2,059	2,427
Provision for credit losses			1,896	1,599
Other			3	(1)
Allowance for credit losses, ending balance	13,915	15,326	13,915	15,326
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Asset-specific	1,101	1,319
Formula-based	9,599	10,258
PCI	3,215	3,749
Total allowance for loan losses	13,915	15,326	14,185	16,264	14,185
Allowance for loan losses | Purchased Credit-Impaired
Allowance for Loan and Lease Losses [Roll Forward]
Gross charge-offs			110	109
Allowance for lending-related commitments
Allowance for Loan and Lease Losses [Roll Forward]
Allowance for credit losses, beginning balance			622	705
Provision for credit losses			(2)	(57)
Other			0	0
Allowance for credit losses, ending balance	620	648	620	648
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Allowance for lending-related commitments by impairment methodology, asset-specific	55	43
Allowance for lending-related commitments by impairment methodology, formula-based	565	605
Total allowance for loan losses	620	648	622	705	622
Consumer, excluding credit card
Loans by Impairment Methodology [Abstract]
Asset-specific	9,960	13,191
Formula-based	263,015	224,905
PCI	43,806	50,118
Retained loans	316,781	288,214			294,979
Lending-related commitments by impairment methodology
Asset-specific	0	0
Formula-based	59,817	56,410
Total lending-related commitments	59,817	56,410
Consumer, excluding credit card | Purchased Credit-Impaired
Loans by Impairment Methodology [Abstract]
Retained loans	43,806				46,696
Consumer, excluding credit card | Impaired collateral-dependent loans
Allowance for Loan and Lease Losses [Roll Forward]
Net charge-offs/(recoveries)			33	81
Impaired Collateral Dependent Loans [Abstract]
Loans measured at fair value of collateral less cost to sell	2,695	3,250
Consumer, excluding credit card | Allowance for loan losses
Allowance for Loan and Lease Losses [Roll Forward]
Allowance for credit losses, beginning balance			7,050	8,456
Gross charge-offs			827	1,084
Gross (recoveries)			(337)	(399)
Net charge-offs/(recoveries)			490	685
Provision for credit losses			42	81
Other			0	0
Allowance for credit losses, ending balance	6,492	7,743	6,492	7,743
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Asset-specific	436	598
Formula-based	2,841	3,396
PCI	3,215	3,749
Total allowance for loan losses	6,492	7,743	7,050	8,456	7,050
Consumer, excluding credit card | Allowance for loan losses | Purchased Credit-Impaired
Allowance for Loan and Lease Losses [Roll Forward]
Gross charge-offs			110	109
Consumer, excluding credit card | Allowance for lending-related commitments
Allowance for Loan and Lease Losses [Roll Forward]
Allowance for credit losses, beginning balance			13	8
Provision for credit losses			2	1
Other			0	0
Allowance for credit losses, ending balance	15	9	15	9
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Allowance for lending-related commitments by impairment methodology, asset-specific	0	0
Allowance for lending-related commitments by impairment methodology, formula-based	15	9
Total allowance for loan losses	15	9	13	8	13
Credit card
Loans by Impairment Methodology [Abstract]
Asset-specific	1,685	2,467
Formula-based	123,020	123,154
PCI	0	0
Retained loans	124,705	125,621			128,027
Lending-related commitments by impairment methodology
Asset-specific	0	0
Formula-based	523,717	533,688
Total lending-related commitments	523,717	533,688
Credit card | Impaired collateral-dependent loans
Allowance for Loan and Lease Losses [Roll Forward]
Net charge-offs/(recoveries)			0	0
Impaired Collateral Dependent Loans [Abstract]
Loans measured at fair value of collateral less cost to sell	0	0
Credit card | Allowance for loan losses
Allowance for Loan and Lease Losses [Roll Forward]
Allowance for credit losses, beginning balance			3,439	3,795
Gross charge-offs			1,776	1,982
Gross (recoveries)			(187)	(209)
Net charge-offs/(recoveries)			1,589	1,773
Provision for credit losses			1,589	1,573
Other			(5)	(1)
Allowance for credit losses, ending balance	3,434	3,594	3,434	3,594
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Asset-specific	518	583
Formula-based	2,916	3,011
PCI	0	0
Total allowance for loan losses	3,434	3,594	3,439	3,795	3,439
Credit card | Allowance for loan losses | Purchased Credit-Impaired
Allowance for Loan and Lease Losses [Roll Forward]
Gross charge-offs			0	0
Credit card | Allowance for lending-related commitments
Allowance for Loan and Lease Losses [Roll Forward]
Allowance for credit losses, beginning balance			0	0
Provision for credit losses			0	0
Other			0	0
Allowance for credit losses, ending balance	0	0	0	0
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Allowance for lending-related commitments by impairment methodology, asset-specific	0	0
Allowance for lending-related commitments by impairment methodology, formula-based	0	0
Total allowance for loan losses	0	0	0	0	0
Wholesale
Loans by Impairment Methodology [Abstract]
Asset-specific	908	732
Formula-based	337,307	320,797
PCI	4	5
Retained loans	338,219	321,534			324,502
Lending-related commitments by impairment methodology
Asset-specific	133	122
Formula-based	351,915	451,153
Total lending-related commitments	352,048	451,275
Wholesale | Impaired collateral-dependent loans
Allowance for Loan and Lease Losses [Roll Forward]
Net charge-offs/(recoveries)			2	(5)
Impaired Collateral Dependent Loans [Abstract]
Loans measured at fair value of collateral less cost to sell	307	321
Wholesale | Allowance for loan losses
Allowance for Loan and Lease Losses [Roll Forward]
Allowance for credit losses, beginning balance			3,696	4,013
Gross charge-offs			33	77
Gross (recoveries)			(53)	(108)
Net charge-offs/(recoveries)			(20)	(31)
Provision for credit losses			265	(55)
Other			8	0
Allowance for credit losses, ending balance	3,989	3,989	3,989	3,989
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Asset-specific	147	138
Formula-based	3,842	3,851
PCI	0	0
Total allowance for loan losses	3,989	3,989	3,696	4,013	3,696
Wholesale | Allowance for loan losses | Purchased Credit-Impaired
Allowance for Loan and Lease Losses [Roll Forward]
Gross charge-offs			0	0
Wholesale | Allowance for lending-related commitments
Allowance for Loan and Lease Losses [Roll Forward]
Allowance for credit losses, beginning balance			609	697
Provision for credit losses			(4)	(58)
Other			0	0
Allowance for credit losses, ending balance	605	639	605	639
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Allowance for lending-related commitments by impairment methodology, asset-specific	55	43
Allowance for lending-related commitments by impairment methodology, formula-based	550	596
Total allowance for loan losses	$ 605	$ 639	$ 609	$ 697	$ 609

Variable Interest Entities - Fi

Variable Interest Entities - Firm Sponsored Variable Interest Entities (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
Firm-sponsored mortgage and other consumer securitization trusts
Total assets held by securitization VIEs	$ 245,200	$ 254,300
Percentage of the Firm's retained securitization interests risk-rated 'A' or better, at fair value	74.00%	77.00%
Corporate & Investment Bank
Firm-sponsored mortgage and other consumer securitization trusts
Senior securities purchased, excluded from interests continued to be held by transferor, fair value	$ 97	$ 136
Subordinated securities purchased, excluded from interests continued to be held by transferor, fair value	161	34
Mortgages - prime, including option ARMS
Firm-sponsored mortgage and other consumer securitization trusts
Total assets held by securitization VIEs	91,800	96,300
Mortgages - prime, including option ARMS | Investment-grade
Firm-sponsored mortgage and other consumer securitization trusts
Retained interest, fair value	2,100	1,100
Mortgages - prime, including option ARMS | Noninvestment-grade
Firm-sponsored mortgage and other consumer securitization trusts
Retained interest, fair value	175	185
Mortgages - subprime
Firm-sponsored mortgage and other consumer securitization trusts
Total assets held by securitization VIEs	26,100	28,400
Mortgage-backed securities, Commercial
Firm-sponsored mortgage and other consumer securitization trusts
Total assets held by securitization VIEs	127,300	129,600
Mortgage-backed securities, Commercial | Investment-grade
Firm-sponsored mortgage and other consumer securitization trusts
Retained interest, fair value	3,800	3,700
Mortgage-backed securities, Commercial | Noninvestment-grade
Firm-sponsored mortgage and other consumer securitization trusts
Retained interest, fair value	229	194
Variable Interest Entity, Primary Beneficiary
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in consolidated securitization VIEs	1,900	3,700
Variable Interest Entity, Primary Beneficiary | Mortgages - prime, including option ARMS
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in consolidated securitization VIEs	1,600	2,700
Variable Interest Entity, Primary Beneficiary | Mortgages - subprime
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in consolidated securitization VIEs	100	800
Variable Interest Entity, Primary Beneficiary | Mortgage-backed securities, Commercial
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in consolidated securitization VIEs	200	200
Variable Interest Entity, Not Primary Beneficiary
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in nonconsolidated securitization VIEs with continuing involvement	193,676	198,391
Interest in sponsored credit card securitization trusts	6,300	5,200
Variable Interest Entity, Not Primary Beneficiary | Trading assets
Firm-sponsored mortgage and other consumer securitization trusts
Interest in sponsored credit card securitization trusts	1,100	1,000
Variable Interest Entity, Not Primary Beneficiary | AFS securities
Firm-sponsored mortgage and other consumer securitization trusts
Interest in sponsored credit card securitization trusts	5,200	4,200
Variable Interest Entity, Not Primary Beneficiary | Mortgages - prime, including option ARMS
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in nonconsolidated securitization VIEs with continuing involvement	75,466	78,294
Interest in sponsored credit card securitization trusts	2,300	1,200
Variable Interest Entity, Not Primary Beneficiary | Mortgages - prime, including option ARMS | Trading assets
Firm-sponsored mortgage and other consumer securitization trusts
Interest in sponsored credit card securitization trusts	700	500
Variable Interest Entity, Not Primary Beneficiary | Mortgages - prime, including option ARMS | AFS securities
Firm-sponsored mortgage and other consumer securitization trusts
Interest in sponsored credit card securitization trusts	1,600	700
Variable Interest Entity, Not Primary Beneficiary | Mortgages - subprime
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in nonconsolidated securitization VIEs with continuing involvement	24,237	25,659
Interest in sponsored credit card securitization trusts	0	100
Variable Interest Entity, Not Primary Beneficiary | Mortgages - subprime | Trading assets
Firm-sponsored mortgage and other consumer securitization trusts
Interest in sponsored credit card securitization trusts	0	100
Variable Interest Entity, Not Primary Beneficiary | Mortgages - subprime | AFS securities
Firm-sponsored mortgage and other consumer securitization trusts
Interest in sponsored credit card securitization trusts	0	0
Variable Interest Entity, Not Primary Beneficiary | Mortgage-backed securities, Commercial
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in nonconsolidated securitization VIEs with continuing involvement	93,973	94,438
Interest in sponsored credit card securitization trusts	4,000	3,900
Variable Interest Entity, Not Primary Beneficiary | Mortgage-backed securities, Commercial | Trading assets
Firm-sponsored mortgage and other consumer securitization trusts
Interest in sponsored credit card securitization trusts	400	400
Variable Interest Entity, Not Primary Beneficiary | Mortgage-backed securities, Commercial | AFS securities
Firm-sponsored mortgage and other consumer securitization trusts
Interest in sponsored credit card securitization trusts	$ 3,600	$ 3,500

Variable Interest Entities - Re

Variable Interest Entities - Resecuritizations, Multi-seller Conduits (Details) - USD ($) $ in Millions	3 Months Ended			6 Months Ended
	Jun. 30, 2015		Jun. 30, 2014	Jun. 30, 2015		Jun. 30, 2014	Dec. 31, 2014
Variable Interest Entity [Line Items]
Securities transferred to agency resecuritization VIEs	$ 6,300		$ 8,000	$ 10,200		$ 13,300
Securities transferred to private-label re-securitization VIEs	255		264	727		433
Assets	2,449,599	[1]	2,519,995	2,449,599	[1]	2,519,995	$ 2,572,773	[1]
Off-balance sheet lending-related financial commitments, contractual amount	935,582		1,041,373	935,582		1,041,373	950,997
Not Primary Beneficiary, Nonconsolidated Private-Label Re-securitizations
Variable Interest Entity [Line Items]
Assets	2,500			2,500			2,900
Mortgage Securitization Entities | Re securitizations
Variable Interest Entity [Line Items]
Senior and subordinated interest in nonconsolidated agency re-securitization entities	3,300			3,300			2,400
Mortgage Securitization Entities | Private label Resecuritizations
Variable Interest Entity [Line Items]
Senior and subordinated interest in nonconsolidated agency re-securitization entities	31			31			36
Mortgage Securitization Entities | Private label Resecuritizations | Residential mortgage-backed securities
Variable Interest Entity [Line Items]
VIE, consolidated, carrying amount assets	50			50			77
VIE, consolidated, carrying amount liabilities	3			3			21
Firm-administered multi-seller conduits
Variable Interest Entity [Line Items]
Commercial paper issued by consolidated Variable Interest Entities eliminated in Consolidation	3,600			3,600			5,700
Firm-administered multi-seller conduits | Mortgage-backed securities, Commercial
Variable Interest Entity [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	9,900			9,900			$ 9,900
Fair Value, Inputs, Level 3 [Member] | Residential mortgage-backed securities
Variable Interest Entity [Line Items]
Cash Flows Between Transferor and Transferee, Proceeds from New Transfers			0			21
Fair Value, Inputs, Level 3 [Member] | Mortgage-backed securities, Commercial
Variable Interest Entity [Line Items]
Cash Flows Between Transferor and Transferee, Proceeds from New Transfers	$ 38		$ 130	$ 38		$ 130
[1]	The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at June 30, 2015, and December 31, 2014. The difference between total VIE assets and liabilities represents the Firm’s interests in those entities, which were eliminated in consolidation.(in millions)Jun 30, 2015 Dec 31, 2014Assets Trading assets$5,168 $9,090Loans67,116 68,880All other assets2,274 1,815Total assets$74,558 $79,785Liabilities Beneficial interests issued by consolidated variable interest entities$50,002 $52,362All other liabilities868 949Total liabilities$50,870 $53,311The assets of the consolidated VIEs are used to settle the liabilities of those entities. The holders of the beneficial interests do not have recourse to the general credit of JPMorgan Chase. At both June 30, 2015, and December 31, 2014, the Firm provided limited program-wide credit enhancement of $2.0 billion related to its Firm-administered multi-seller conduits, which are eliminated in consolidation. For further discussion, see Note 15.

Variable Interest Entities - Mu

Variable Interest Entities - Municipal Bond Vehicle VIEs (Details) - USD ($) $ in Millions	6 Months Ended		12 Months Ended
	Jun. 30, 2015		Dec. 31, 2014		Jun. 30, 2014
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Assets	$ 2,449,599	[1]	$ 2,572,773	[1]	$ 2,519,995
Nonconsolidated municipal bond vehicles | Municipal bond vehicles
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Assets	11,700		11,500
Liquidity facilities provided by Firm serving as liquidity provider	6,600		6,300
Excess/ (deficit)	$ 5,100		$ 5,200
Weighted average expected life of assets (years)	4 years 10 months 24 days		4 years 10 months 24 days
Nonconsolidated municipal bond vehicles | Municipal bond vehicles | Investment Grade AAA to AAA-
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Assets	$ 2,700		$ 2,700
Nonconsolidated municipal bond vehicles | Municipal bond vehicles | Investment Grade AAplus to AA-
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Assets	8,600		8,400
Nonconsolidated municipal bond vehicles | Municipal bond vehicles | Investment Grade Aplus to A-
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Assets	400		400
Nonconsolidated municipal bond vehicles | Municipal bond vehicles | Investment Grade BBBplus to BBB-
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Assets	0		0
Nonconsolidated municipal bond vehicles | Municipal bond vehicles | Non Investment Grade BBplus and below
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Assets	0		0
Variable Interest Entity, Not Primary Beneficiary | Municipal bond vehicles
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Maximum exposure	$ 6,600		$ 6,300
[1]	The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at June 30, 2015, and December 31, 2014. The difference between total VIE assets and liabilities represents the Firm’s interests in those entities, which were eliminated in consolidation.(in millions)Jun 30, 2015 Dec 31, 2014Assets Trading assets$5,168 $9,090Loans67,116 68,880All other assets2,274 1,815Total assets$74,558 $79,785Liabilities Beneficial interests issued by consolidated variable interest entities$50,002 $52,362All other liabilities868 949Total liabilities$50,870 $53,311The assets of the consolidated VIEs are used to settle the liabilities of those entities. The holders of the beneficial interests do not have recourse to the general credit of JPMorgan Chase. At both June 30, 2015, and December 31, 2014, the Firm provided limited program-wide credit enhancement of $2.0 billion related to its Firm-administered multi-seller conduits, which are eliminated in consolidation. For further discussion, see Note 15.

Variable Interest Entities - Co

Variable Interest Entities - Consolidated VIE Assets and Liabilities (Details) - USD ($) $ in Millions		Jun. 30, 2015		Dec. 31, 2014		Jun. 30, 2014
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Trading assets		$ 377,870		$ 398,988
Loans		791,247		757,336
Other assets, at fair value		101,469		102,597
Total assets		2,449,599	[1]	2,572,773	[1]	$ 2,519,995
Beneficial interests issued by consolidated VIEs		50,002		52,362
Total liabilities	[1]	2,208,394		2,341,046
Variable Interest Entity, Primary Beneficiary
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Loans		67,100		68,900
Other assets, at fair value		2,300		1,800
Total assets		74,600		79,800
Beneficial interests issued by consolidated VIEs		50,000		52,400
All other liabilities		900		900
Total liabilities		50,900		53,300
Variable Interest Entity, Primary Beneficiary | Long-term beneficial interests
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Beneficial interests issued by consolidated VIEs		34,500		35,400
Variable Interest Entity, Primary Beneficiary | Long-term beneficial interests maturities under 1 year
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Beneficial interests issued by consolidated VIEs		6,800
Variable Interest Entity, Primary Beneficiary | Long-term beneficial interests maturities between 1 and 5 years
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Beneficial interests issued by consolidated VIEs		23,100
Variable Interest Entity, Primary Beneficiary | Long-term beneficial interests maturities over 5 years
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Beneficial interests issued by consolidated VIEs		4,600
Variable Interest Entity, Primary Beneficiary | Debt and equity securities
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Trading assets		5,200		9,100
Variable Interest Entity, Primary Beneficiary | Firm-sponsored credit card trusts
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Loans		47,900		48,300
Other assets, at fair value		700		700
Total assets		48,600		49,000
Beneficial interests issued by consolidated VIEs		31,200		31,200
All other liabilities		0		0
Total liabilities		31,200		31,200
Variable Interest Entity, Primary Beneficiary | Firm-sponsored credit card trusts | Debt and equity securities
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Trading assets		0		0
Variable Interest Entity, Primary Beneficiary | Firm-administered multi-seller conduits
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Loans		16,500		17,700
Other assets, at fair value		0		100
Total assets		16,500		17,800
Beneficial interests issued by consolidated VIEs		13,000		12,000
All other liabilities		0		0
Total liabilities		13,000		12,000
Variable Interest Entity, Primary Beneficiary | Firm-administered multi-seller conduits | Debt and equity securities
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Trading assets		0		0
Variable Interest Entity, Primary Beneficiary | Municipal bond vehicles
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Loans		0		0
Other assets, at fair value		0		0
Total assets		2,600		5,300
Beneficial interests issued by consolidated VIEs		2,500		4,900
All other liabilities		0		0
Total liabilities		2,500		4,900
Variable Interest Entity, Primary Beneficiary | Municipal bond vehicles | Debt and equity securities
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Trading assets		2,600		5,300
Variable Interest Entity, Primary Beneficiary | Mortgage securitization entities
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Loans		700		700
Other assets, at fair value		0		0
Total assets		2,900		4,000
Beneficial interests issued by consolidated VIEs		1,200		2,100
All other liabilities		700		800
Total liabilities		1,900		2,900
Variable Interest Entity, Primary Beneficiary | Mortgage securitization entities | Debt and equity securities
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Trading assets		2,200		3,300
Variable Interest Entity, Primary Beneficiary | Student loan securitization entities
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Loans		2,000		2,200
Other assets, at fair value		100		0
Total assets		2,200		2,400
Beneficial interests issued by consolidated VIEs		2,000		2,100
All other liabilities		0		0
Total liabilities		2,000		2,100
Variable Interest Entity, Primary Beneficiary | Student loan securitization entities | Debt and equity securities
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Trading assets		100		200
Variable Interest Entity, Primary Beneficiary | Other
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Loans		0		0
Other assets, at fair value		1,500		1,000
Total assets		1,800		1,300
Beneficial interests issued by consolidated VIEs		100		100
All other liabilities		200		100
Total liabilities		300		200
Variable Interest Entity, Primary Beneficiary | Other | Debt and equity securities
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Trading assets		$ 300		$ 300
[1]	The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at June 30, 2015, and December 31, 2014. The difference between total VIE assets and liabilities represents the Firm’s interests in those entities, which were eliminated in consolidation.(in millions)Jun 30, 2015 Dec 31, 2014Assets Trading assets$5,168 $9,090Loans67,116 68,880All other assets2,274 1,815Total assets$74,558 $79,785Liabilities Beneficial interests issued by consolidated variable interest entities$50,002 $52,362All other liabilities868 949Total liabilities$50,870 $53,311The assets of the consolidated VIEs are used to settle the liabilities of those entities. The holders of the beneficial interests do not have recourse to the general credit of JPMorgan Chase. At both June 30, 2015, and December 31, 2014, the Firm provided limited program-wide credit enhancement of $2.0 billion related to its Firm-administered multi-seller conduits, which are eliminated in consolidation. For further discussion, see Note 15.

Variable Interest Entities - Se

Variable Interest Entities - Securitization Activity (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Residential mortgage-backed securities | Level 2
All cash flows during the period:
Proceeds from new securitizations	$ 385	$ 312	$ 1,700	$ 642
Residential mortgage-backed securities | Level 3
All cash flows during the period:
Proceeds from new securitizations		0		21
Mortgage-backed securities, Commercial | Cash
All cash flows during the period:
Proceeds from new securitizations		280		280
Mortgage-backed securities, Commercial | Level 2
All cash flows during the period:
Proceeds from new securitizations	2,700	2,300	6,000	4,300
Mortgage-backed securities, Commercial | Level 3
All cash flows during the period:
Proceeds from new securitizations	38	130	38	130
Variable Interest Entity (VIE) or Potential VIE, Information Unavailability | Residential mortgage-backed securities
Securitization activity [Abstract]
Principal securitized	380	304	1,692	660
All cash flows during the period:
Proceeds from new securitizations	385	312	1,702	663
Servicing fees collected	134	137	280	276
Purchases of previously transferred financial assets (or the underlying collateral)	1	64	1	67
Cash flows received on interests	116	41	186	85
Variable Interest Entity (VIE) or Potential VIE, Information Unavailability | Mortgage-backed securities, Commercial
Securitization activity [Abstract]
Principal securitized	2,676	2,612	6,051	4,639
All cash flows during the period:
Proceeds from new securitizations	2,689	2,664	6,058	4,708
Servicing fees collected	1	1	2	2
Purchases of previously transferred financial assets (or the underlying collateral)	0	0	0	0
Cash flows received on interests	$ 128	$ 397	$ 207	$ 459

Variable Interest Entities - Lo

Variable Interest Entities - Loans Sold to Third-Party Sponsored Securitization Entities (Details) - Variable Interest Entity, Not Primary Beneficiary - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014
Summary of loan sale activities [Abstract]
Carrying value of loans sold	$ 10,660	$ 12,603	$ 22,799	$ 26,253
Proceeds received from loan sales as cash	48	50	99	89
Proceeds received from loan sales as securities	10,559	12,461	22,588	26,196
Total proceeds received from loan sales	10,607	12,511	22,687	26,285
Gains on loan sales	86	$ 82	177	$ 119
Loans repurchased	11,700		11,700		$ 12,400
Real estate acquired through foreclosure	$ 385		$ 385		$ 464

Variable Interest Entities -129

Variable Interest Entities - Loan Delinquencies and Net Charge-offs (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Total assets held by securitization VIEs	$ 245,200		$ 245,200		$ 254,300
Mortgages - prime, including option ARMS
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Total assets held by securitization VIEs	91,800		91,800		96,300
Mortgages - subprime
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Total assets held by securitization VIEs	26,100		26,100		28,400
Mortgage-backed securities, Commercial
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Total assets held by securitization VIEs	127,300		127,300		129,600
Securitized loans
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
90 days past due	17,550		17,550		19,358
Liquidation Losses	865	$ 1,470	1,780	$ 3,102
Securitized loans in which the firm has no continuing involvement	49,600		49,600		52,200
Securitized loans | Mortgages - prime, including option ARMS
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
90 days past due	10,036		10,036		11,363
Liquidation Losses	454	598	916	1,257
Securitized loans | Mortgages - subprime
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
90 days past due	6,045		6,045		6,473
Liquidation Losses	371	464	725	1,203
Securitized loans | Mortgage-backed securities, Commercial
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
90 days past due	1,469		1,469		1,522
Liquidation Losses	40	$ 408	139	$ 642
Variable Interest Entity, Not Primary Beneficiary
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Securitized assets	193,676		193,676		198,391
Variable Interest Entity, Not Primary Beneficiary | Mortgages - prime, including option ARMS
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Securitized assets	75,466		75,466		78,294
Variable Interest Entity, Not Primary Beneficiary | Mortgages - subprime
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Securitized assets	24,237		24,237		25,659
Variable Interest Entity, Not Primary Beneficiary | Mortgage-backed securities, Commercial
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Securitized assets	93,973		93,973		94,438
Variable Interest Entity, Primary Beneficiary
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Assets held in consolidated securitization VIEs	1,900		1,900		3,700
Variable Interest Entity, Primary Beneficiary | Mortgages - prime, including option ARMS
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Assets held in consolidated securitization VIEs	1,600		1,600		2,700
Variable Interest Entity, Primary Beneficiary | Mortgages - subprime
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Assets held in consolidated securitization VIEs	100		100		800
Variable Interest Entity, Primary Beneficiary | Mortgage-backed securities, Commercial
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Assets held in consolidated securitization VIEs	$ 200		$ 200		$ 200

Goodwill and other intangibl130

Goodwill and other intangible assets - by Business Segment (Details) - USD ($) $ in Millions	Jun. 30, 2015	Mar. 31, 2015	Dec. 31, 2014	Jun. 30, 2014	Mar. 31, 2014	Dec. 31, 2013
Goodwill [Line Items]
Goodwill	$ 47,476	$ 47,453	$ 47,647	$ 48,110	$ 48,065	$ 48,081
Consumer & Community Banking
Goodwill [Line Items]
Goodwill	30,893		30,941
Corporate & Investment Bank
Goodwill [Line Items]
Goodwill	6,776		6,780
Commercial Banking
Goodwill [Line Items]
Goodwill	2,861		2,861
Asset Management
Goodwill [Line Items]
Goodwill	6,946		6,964
Corporate
Goodwill [Line Items]
Goodwill	$ 0		$ 101

Goodwill and other intangibl131

Goodwill and other intangible assets - Changes During Period (Details) - USD ($)	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Changes in the carrying amount of goodwill [Abstract]
Balance at beginning of period	$ 47,453,000,000	$ 48,065,000,000	$ 47,647,000,000	$ 48,081,000,000
Changes during the period from:
Business combinations	9,000,000	9,000,000	17,000,000	18,000,000
Dispositions	0	0	(101,000,000)	0
Other	14,000,000	36,000,000	(87,000,000)	11,000,000
Balance at end of period	$ 47,476,000,000	$ 48,110,000,000	47,476,000,000	$ 48,110,000,000
Goodwill impairment			$ 0

Goodwill and other intangibl132

Goodwill and other intangible assets - Mortgage Servicing Rights (Details) - USD ($)	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Mortgage servicing rights activity [Abstract]
Fair value at the beginning of the period	$ 6,641,000,000	$ 8,552,000,000	$ 7,436,000,000	$ 9,614,000,000
MSR activity:
Originations of MSRs	145,000,000	178,000,000	300,000,000	370,000,000
Purchase of MSRs	438,000,000	3,000,000	439,000,000	6,000,000
Disposition of MSRs	(218,000,000)	2,000,000	(375,000,000)	(186,000,000)
Net additions	365,000,000	183,000,000	364,000,000	190,000,000
Changes due to collection/realization of expected cash flows	(229,000,000)	(239,000,000)	(444,000,000)	(486,000,000)
Changes in valuation due to inputs and assumptions:
Changes due to market interest rates and other	816,000,000	(369,000,000)	339,000,000	(731,000,000)
Changes in valuation due to other inputs and assumptions:
Projected cash flows (e.g., cost to service)	(17,000,000)	0	(27,000,000)	(11,000,000)
Discount rates	0	(10,000,000)	(10,000,000)	(459,000,000)
Prepayment model changes and other	(5,000,000)	230,000,000	(87,000,000)	230,000,000
Total changes in valuation due to other inputs and assumptions	(22,000,000)	220,000,000	(124,000,000)	(240,000,000)
Total changes in valuation due to inputs and assumptions	794,000,000	(149,000,000)	215,000,000	(971,000,000)
Fair value at June 30	7,571,000,000	8,347,000,000	7,571,000,000	8,347,000,000
Change in unrealized gains/(losses) included in income related to MSRs held at June 30	794,000,000	(149,000,000)	215,000,000	(971,000,000)
Contractual service fees, late fees and other ancillary fees included in income	644,000,000	731,000,000	1,311,000,000	1,488,000,000
Third-party mortgage loans serviced at June 30	727,000,000,000	791,000,000,000	727,000,000,000	791,000,000,000
Net servicer advances at June 30	7,100,000,000	8,800,000,000	7,100,000,000	8,800,000,000
MSR activity supplemental information
Commercial real estate, fair value period increase (decrease)	0	(2,000,000)	(2,000,000)	(4,000,000)
Commercial real estate, fair value	$ 9,000,000	$ 14,000,000	$ 9,000,000	$ 14,000,000

Goodwill and other intangibl133

Goodwill and other intangible assets - Mortgage Fees and Related Income (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Risk management:
All other	$ 1	$ 1	$ 2	$ 1
Mortgage fees and related income	783	1,291	1,488	1,805
Consumer & Community Banking
CCB mortgage fees and related income
Net production revenue	233	323	470	612
Operating revenue:
Loan servicing revenue	707	867	1,456	1,737
Changes in MSR asset fair value due to collection/realization of expected cash flows	(228)	(237)	(442)	(482)
Total operating revenue	479	630	1,014	1,255
Risk management:
Changes in MSR asset fair value due to market interest rates and other	815	(368)	339	(730)
Other changes in MSR asset fair value due to inputs or assumptions in model	(22)	220	(124)	(240)
Change in derivative fair value and other	(723)	485	(213)	907
Total risk management	70	337	2	(63)
Total CCB net mortgage servicing revenue	$ 549	$ 967	$ 1,016	$ 1,192

Goodwill and other intangibl134

Goodwill and other intangible assets - Key Economic Assumptions (Details) - USD ($) $ in Millions	6 Months Ended	12 Months Ended
	Jun. 30, 2015	Dec. 31, 2014
Goodwill and Intangible Assets Disclosure [Abstract]
Weighted-average prepayment speed assumption (“CPR”)	9.01%	9.80%
Impact on fair value of 10% adverse change	$ (327)	$ (337)
Impact on fair value of 20% adverse change	$ (633)	$ (652)
Weighted-average option adjusted spread	9.38%	9.43%
Impact on fair value of 100 basis points adverse change	$ (304)	$ (300)
Impact on fair value of 200 basis points adverse change	$ (586)	$ (578)

Deposits - Noninterest and Inte

Deposits - Noninterest and Interest-bearing (Details) - USD ($) $ in Millions	Jun. 30, 2015	Dec. 31, 2014
U.S. offices
Noninterest-bearing	$ 432,052	$ 437,558
Interest-bearing:
Demand	69,477	90,319
Savings	462,554	466,730
Time (included $9,364 and $7,501 at fair value)	79,407	86,301
Total interest-bearing deposits	611,438	643,350
Total deposits in U.S. offices	1,043,490	1,080,908
Non-U.S. offices
Noninterest-bearing	21,777	19,078
Interest-bearing
Demand	177,923	217,011
Savings	1,873	2,673
Time (included $2,121 and $1,306 at fair value)	42,269	43,757
Total interest-bearing deposits	222,065	263,441
Total deposits in non-U.S. offices	243,842	282,519
Total deposits	1,287,332	1,363,427
Estimate of Fair Value
Interest-bearing:
Time (included $9,364 and $7,501 at fair value)	9,364	7,501
Interest-bearing
Time (included $2,121 and $1,306 at fair value)	$ 2,121	$ 1,306

Earnings per share (Details)

Earnings per share (Details) - USD ($) $ / shares in Units, shares in Millions, $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Earnings Per Share, Basic, Two Class Method [Abstract]
Net income	$ 6,290	$ 5,980	$ 12,204	$ 11,249
Less: Preferred stock dividends	380	268	704	495
Net income applicable to common equity	5,910	5,712	11,500	10,754
Less: Dividends and undistributed earnings allocated to participating securities	134	144	272	294
Net income applicable to common stockholders	$ 5,776	$ 5,568	$ 11,228	$ 10,460
Weighted-average basic shares (in shares)	3,707.8	3,780.6	3,716.6	3,783.9
Basic earnings per share (in dollars per share)	$ 1.56	$ 1.47	$ 3.02	$ 2.76
Earnings Per Share, Diluted, Two Class Method [Abstract]
Net income applicable to common stockholders	$ 5,776	$ 5,568	$ 11,228	$ 10,460
Weighted-average basic shares (in shares)	3,707.8	3,780.6	3,716.6	3,783.9
Add: Employee stock options, SARs and warrants (in shares)	35.8	31.9	33.9	34.2
Total weighted-average diluted shares (in shares)	3,743.6	3,812.5	3,750.5	3,818.1
Diluted earnings per share (in dollars per share)	$ 1.54	$ 1.46	$ 2.99	$ 2.74
Earnings Per Share, Diluted, Other Disclosures [Abstract]
Antidilutive securities excluded from computation of earnings per share (in shares)		1		1

Accumulated Other Comprehens137

Accumulated Other Comprehensive Income/(Loss) - Rollforward (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014	Mar. 31, 2014
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning Balance			$ 2,189
Net change, unrealized gains/(losses) on AFS securities	$ (1,419)	$ 1,075	(1,330)	$ 2,069
Net change, translation adjustments, net of hedges	3	12	(7)	10
Net change, cash flow hedges	80	68	157	127
Net change, defined benefit pension and OPEB plans	8	7	93	33
Net change, accumulated other comprehensive income/(loss)	(1,328)	1,162	(1,087)	2,239
Ending Balance	1,102		1,102
Accumulated other comprehensive income (loss) - supplemental information
Net pre-tax unrealized gains (losses) in AOCI on securities on the date of transfer					$ (9)
Unrealized gains/(losses) on investment securities
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning Balance	4,862	3,792	4,773	2,798
Net change, unrealized gains/(losses) on AFS securities	(1,419)	1,075	(1,330)	2,069
Ending Balance	3,443	4,867	3,443	4,867
Translation adjustments, net of hedges
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning Balance	(157)	(138)	(147)	(136)
Net change, translation adjustments, net of hedges	3	12	(7)	10
Ending Balance	(154)	(126)	(154)	(126)
Cash flow hedges
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning Balance	(18)	(80)	(95)	(139)
Net change, cash flow hedges	80	68	157	127
Ending Balance	62	(12)	62	(12)
Defined benefit pension and OPEB plans
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning Balance	(2,257)	(1,298)	(2,342)	(1,324)
Net change, defined benefit pension and OPEB plans	8	7	93	33
Ending Balance	(2,249)	(1,291)	(2,249)	(1,291)
Accumulated other comprehensive income/(loss)
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning Balance	2,430	2,276	2,189	1,199
Net change, accumulated other comprehensive income/(loss)	(1,328)	1,162	(1,087)	2,239
Ending Balance	$ 1,102	$ 3,438	$ 1,102	$ 3,438

Accumulated Other Comprehens138

Accumulated Other Comprehensive Income/(Loss) (Details) - USD ($) $ in Millions	3 Months Ended			6 Months Ended
	Jun. 30, 2015	Mar. 31, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Unrealized gains/(losses) on AFS securities:
Net change, unrealized gains/(losses) on AFS securities	$ (1,419)		$ 1,075	$ (1,330)	$ 2,069
Translation adjustments:
Net change after tax	3		12	(7)	10
Other Comprehensive Income (Loss), Derivatives Qualifying as Hedges, Net of Tax [Abstract]
Net change	80		68	157	127
Defined benefit pension and OPEB plans:
Net change, defined benefit pension and OPEB plans	8		7	93	33
Total other comprehensive income, after–tax	(1,328)		1,162	(1,087)	2,239
Net losses reclassified from AOCI to other income		$ 150
Unrealized gains/(losses) on investment securities
Unrealized gains/(losses) on AFS securities:
Net unrealized gains/(losses) arising during the period before tax	(2,343)		1,778	(2,118)	3,399
Net unrealized gains/(losses) arising during the period tax effect	952		(695)	848	(1,304)
Net unrealized gains/(losses) arising during the period after tax	(1,391)		1,083	(1,270)	2,095
Reclassification adjustment for realized (gains)/losses included in net income before tax	(44)		(12)	(96)	(42)
Reclassification adjustment for realized (gains)/losses included in net income tax effect	16		4	36	16
Reclassification adjustment for realized (gains)/losses included in net income after tax	(28)		(8)	(60)	(26)
Net change before tax	(2,387)		1,766	(2,214)	3,357
Net change tax effect	968		(691)	884	(1,288)
Net change, unrealized gains/(losses) on AFS securities	(1,419)		1,075	(1,330)	2,069
Translation adjustments, net of hedges
Translation adjustments:
Translation before tax	267		218	(733)	372
Translation tax effect	(117)		(79)	261	(142)
Translation after tax	150		139	(472)	230
Hedges before tax	(250)		(208)	743	(362)
Hedges tax effect	103		81	(278)	142
Hedges after tax	(147)		(127)	465	(220)
Net change before tax	17		10	10	10
Net change tax effect	(14)		2	(17)	0
Net change after tax	3		12	(7)	10
Cash flow hedges
Other Comprehensive Income (Loss), Derivatives Qualifying as Hedges, Net of Tax [Abstract]
Net unrealized gains/(losses) arising during the period before tax	120		143	71	215
Net unrealized gains/(losses) arising during the period tax effect	(46)		(57)	(28)	(87)
Net unrealized gains/(losses) arising during the period after tax	74		86	43	128
Reclassification adjustment for realized (gains)/losses included in net income before tax	7		(29)	182	(2)
Reclassification adjustment for realized (gains)/losses included in net income tax effect	(1)		11	(68)	1
Reclassification adjustment for realized (gains)/losses included in net income after tax	6		(18)	114	(1)
Net change before tax	127		114	253	213
Net change tax effect	(47)		(46)	(96)	(86)
Net change	80		68	157	127
Defined benefit pension and OPEB plans
Defined benefit pension and OPEB plans:
Net gains/(losses) arising during the period before tax	41		19	101	88
Net gains/(losses) arising during the period tax effect	(15)		(8)	(39)	(34)
Net gains/(losses) arising during the period after tax	26		11	62	54
Reclassification adjustments included in net income, amortization of net loss before tax	70		19	141	37
Reclassification adjustments included in net income, amortization of net loss tax effect	(26)		(7)	(53)	(15)
Reclassification adjustments included in net income, amortization of net loss after tax	44		12	88	22
Reclassification adjustments included in net income, prior service costs/(credits) before tax	(9)		(12)	(18)	(22)
Reclassification adjustments included in net income, prior service costs/(credits) tax effect	4		5	7	9
Reclassification adjustments included in net income, prior service costs/(credits) after tax	(5)		(7)	(11)	(13)
Foreign exchange and other before tax	(33)		(15)	0	(19)
Foreign exchange and other tax effect	(24)		6	(46)	(11)
Foreign exchange and other after tax	(57)		(9)	(46)	(30)
Net change before tax	(69)		(11)	(224)	(84)
Net change tax effect	(61)		(4)	(131)	(51)
Net change, defined benefit pension and OPEB plans	8		7	93	33
Accumulated other comprehensive income/(loss)
Defined benefit pension and OPEB plans:
Total other comprehensive income/(loss) before tax	(2,174)		1,901	(1,727)	3,664
Total other comprehensive income/(loss) tax effect	846		(739)	640	(1,425)
Total other comprehensive income, after–tax	$ (1,328)		$ 1,162	$ (1,087)	$ 2,239

Regulatory capital (Details)

Regulatory capital (Details) - USD ($)	Jun. 30, 2015	Dec. 31, 2014
Basel III
Capital ratios
CET1 - Minimum capital ratios	4.50%
CET1 - Well-capitalized ratios	6.50%
Tier 1 capital - Minimum capital ratio	6.00%
Tier 1 capital - Well capitalized ratio	8.00%
Total capital - Minumum capital ratio	8.00%
Total capital - Well-capitalized ratio	10.00%
Tier 1 leverage - Minimum capital ratio	4.00%
Tier 1 leverage - Well-capitalized ratio	5.00%
Adjustments to Capital for Deferred Tax Liabilities [Abstract]
Adjustments to capital for deferred tax liabilities resulting from nontaxable business combinations	$ 117,000,000	$ 130,000,000
Adjustments to capital for deferred tax liabilities resulting from tax-deductible goodwill	2,800,000,000	2,700,000,000
JPMorgan Chase & Co. | Basel III
Regulatory capital, assets and risk based ratios - supplemental information [Abstract]
Trust preferred securities included in Basel III Tier I capital	960,000,000
JPMorgan Chase & Co. | Basel III Standardized Transitional
Regulatory capital
CET1 capital	169,769,000,000	164,426,000,000
Tier 1 capital	194,725,000,000	186,294,000,000
Total capital	228,390,000,000	221,225,000,000
Assets
Risk-weighted assets	1,499,638,000,000	1,472,602,000,000
Adjusted average assets	$ 2,448,357,000,000	$ 2,465,414,000,000
Capital ratios
CET1	11.30%	11.20%
Tier 1 capital	13.00%	12.70%
Total capital	15.20%	15.00%
Tier 1 leverage	8.00%	7.60%
JPMorgan Chase & Co. | Basel III Advanced Transitional
Regulatory capital
CET1 capital	$ 169,769,000,000	$ 164,426,000,000
Tier 1 capital	194,725,000,000	186,294,000,000
Total capital	218,811,000,000	210,684,000,000
Assets
Risk-weighted assets	1,520,140,000,000	1,608,240,000,000
Adjusted average assets	$ 2,448,357,000,000	$ 2,465,414,000,000
Capital ratios
CET1	11.20%	10.20%
Tier 1 capital	12.80%	11.60%
Total capital	14.40%	13.10%
Tier 1 leverage	8.00%	7.60%
JPMorgan Chase Bank, N.A. | Basel III
Regulatory capital, assets and risk based ratios - supplemental information [Abstract]
Trust preferred securities included in Basel III Tier I capital	$ 150,000,000
JPMorgan Chase Bank, N.A. | Basel III Standardized Transitional
Regulatory capital
CET1 capital	161,814,000,000	$ 156,567,000,000
Tier 1 capital	161,966,000,000	156,891,000,000
Total capital	177,249,000,000	173,328,000,000
Assets
Risk-weighted assets	1,274,043,000,000	1,230,358,000,000
Adjusted average assets	$ 1,982,100,000,000	$ 1,968,131,000,000
Capital ratios
CET1	12.70%	12.70%
Tier 1 capital	12.70%	12.80%
Total capital	13.90%	14.10%
Tier 1 leverage	8.20%	8.00%
JPMorgan Chase Bank, N.A. | Basel III Advanced Transitional
Regulatory capital
CET1 capital	$ 161,814,000,000	$ 156,567,000,000
Tier 1 capital	161,966,000,000	156,891,000,000
Total capital	170,346,000,000	166,331,000,000
Assets
Risk-weighted assets	1,275,783,000,000	1,330,175,000,000
Adjusted average assets	$ 1,982,100,000,000	$ 1,968,131,000,000
Capital ratios
CET1	12.70%	11.80%
Tier 1 capital	12.70%	11.80%
Total capital	13.40%	12.50%
Tier 1 leverage	8.20%	8.00%
Chase Bank USA, N.A. | Basel III
Regulatory capital, assets and risk based ratios - supplemental information [Abstract]
Trust preferred securities included in Basel III Tier I capital	$ 0
Chase Bank USA, N.A. | Basel III Standardized Transitional
Regulatory capital
CET1 capital	15,002,000,000	$ 14,556,000,000
Tier 1 capital	15,002,000,000	14,556,000,000
Total capital	20,952,000,000	20,517,000,000
Assets
Risk-weighted assets	101,754,000,000	103,468,000,000
Adjusted average assets	$ 129,421,000,000	$ 128,111,000,000
Capital ratios
CET1	14.70%	14.10%
Tier 1 capital	14.70%	14.10%
Total capital	20.60%	19.80%
Tier 1 leverage	11.60%	11.40%
Chase Bank USA, N.A. | Basel III Advanced Transitional
Regulatory capital
CET1 capital	$ 15,002,000,000	$ 14,556,000,000
Tier 1 capital	15,002,000,000	14,556,000,000
Total capital	19,652,000,000	19,206,000,000
Assets
Risk-weighted assets	156,286,000,000	157,565,000,000
Adjusted average assets	$ 129,421,000,000	$ 128,111,000,000
Capital ratios
CET1	9.60%	9.20%
Tier 1 capital	9.60%	9.20%
Total capital	12.60%	12.20%
Tier 1 leverage	11.60%	11.40%

Off-Balance Sheet Lending-Re140

Off-Balance Sheet Lending-Related Financial Instruments, Guarantees and Other Commitments (Details) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2015	Mar. 31, 2015	Dec. 31, 2014	Jun. 30, 2014	Mar. 31, 2014	Dec. 31, 2013
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	$ 935,582		$ 950,997	$ 1,041,373
Off-balance sheet lending-related financial commitments, carrying value	1,094		1,176
Allowance for lending-related commitments	231	$ 252	275	436	$ 564	$ 681
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Standby letters of credit, unissued commitments	44,900		45,600
Unfunded commitments investments private equity funds third party	140		147
Unfunded commitments investments other equity investments	1,100		961
Investments entities that calculate net asset value per share, unfunded commitments	155		150
Commitments to extend credit leveraged and acquisition finance activities	29,300		23,400
Maximum
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Secured clearance advance facility outstanding commitment	11,300		12,600
Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	642,639
Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	128,719
Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	145,474
Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	18,750
Wholesale
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	$ 352,048			$ 451,275
Lending-Related Commitments | Days Past Due, 60 or More | Credit Card
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Line of credit close criteria, period past due	60 days
Consumer Loan
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	$ 583,534		584,116
Off-balance sheet lending-related financial commitments, carrying value	15		13
Consumer Loan | Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	560,593
Consumer Loan | Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	11,859
Consumer Loan | Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	2,335
Consumer Loan | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	8,747
Consumer loan excluding credit card
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	59,817		58,153
Off-balance sheet lending-related financial commitments, carrying value	15		13
Consumer loan excluding credit card | Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	36,876
Consumer loan excluding credit card | Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	11,859
Consumer loan excluding credit card | Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	2,335
Consumer loan excluding credit card | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	8,747
Home equity - senior lien
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	11,085		11,807
Off-balance sheet lending-related financial commitments, carrying value	0		0
Home equity - senior lien | Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	1,826
Home equity - senior lien | Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	4,364
Home equity - senior lien | Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	996
Home equity - senior lien | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	3,899
Home equity - junior lien
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	13,158		14,859
Off-balance sheet lending-related financial commitments, carrying value	0		0
Home equity - junior lien | Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	2,927
Home equity - junior lien | Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	5,291
Home equity - junior lien | Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	1,039
Home equity - junior lien | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	3,901
Prime mortgage
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	13,526		8,579
Off-balance sheet lending-related financial commitments, carrying value	0		0
Prime mortgage | Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	13,526
Prime mortgage | Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	0
Prime mortgage | Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	0
Prime mortgage | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	0
Auto
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	9,255		10,462
Off-balance sheet lending-related financial commitments, carrying value	3		2
Auto | Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	7,647
Auto | Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	1,365
Auto | Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	211
Auto | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	32
Business banking
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	12,316		11,894
Off-balance sheet lending-related financial commitments, carrying value	12		11
Business banking | Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	10,923
Business banking | Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	834
Business banking | Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	89
Business banking | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	470
Student and other
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	477		552
Off-balance sheet lending-related financial commitments, carrying value	0		0
Student and other | Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	27
Student and other | Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	5
Student and other | Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	0
Student and other | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	445
Credit Card
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	523,717		525,963
Off-balance sheet lending-related financial commitments, carrying value	0		0
Credit Card | Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	523,717
Credit Card | Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	0
Credit Card | Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	0
Credit Card | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	0
Commercial loan
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	352,048		366,881
Off-balance sheet lending-related financial commitments, carrying value	1,079		$ 1,163
Commercial loan | Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	82,046
Commercial loan | Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	116,860
Commercial loan | Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	143,139
Commercial loan | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	$ 10,003
Commercial loan | Wholesale | Total U.S.
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Off balance sheet lending related financial commitments, percent	76.00%		73.00%
Other unfunded commitments to extend credit
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	$ 262,436		$ 272,676
Off-balance sheet lending-related financial commitments, carrying value	327		374
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Off balance sheet lending related commitments wholesale contractual amount net of risk participations other unfunded commitments to extend credit	239		243
Credit enhancements and bond and commercial paper liquidity commitments to US states and municipalities hospitals and other not for profit entities	14,000		14,800
Other unfunded commitments to extend credit | Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	58,701
Other unfunded commitments to extend credit | Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	85,922
Other unfunded commitments to extend credit | Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	110,091
Other unfunded commitments to extend credit | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	7,722
Standby letters of credit and other financial guarantees
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	85,424		89,874
Off-balance sheet lending-related financial commitments, carrying value	751		788
Allowance for lending-related commitments	277		234
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Off balance sheet Lending related commitments Wholesale Contractual amount Net of Risk Participations Standby letters of credit and other financial guarantees	12,500		13,000
Credit enhancements and bond and commercial paper liquidity commitments to US states and municipalities hospitals and other not for profit entities	10,800		13,300
Standby letters of credit and other financial guarantees | Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	20,104
Standby letters of credit and other financial guarantees | Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	30,071
Standby letters of credit and other financial guarantees | Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	32,968
Standby letters of credit and other financial guarantees | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	2,281
Other letters of credit
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	4,188		4,331
Off-balance sheet lending-related financial commitments, carrying value	1		1
Allowance for lending-related commitments	1		1
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Off balance sheet Lending related commitments Wholesale Contractual amount Net of Risk Participations Other letters of credit	376		469
Other letters of credit | Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	3,241
Other letters of credit | Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	867
Other letters of credit | Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	80
Other letters of credit | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, contractual amount	0
Securities lending indemnification agreements and guarantees
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	190,441		171,059
Guarantor obligations, current carrying value	0		0
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Indemnification agreement securities lending guarantees collateral held in support of	197,600		177,100
Securities lending indemnification agreements and guarantees | Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	190,441
Securities lending indemnification agreements and guarantees | Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	0
Securities lending indemnification agreements and guarantees | Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	0
Securities lending indemnification agreements and guarantees | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	0
Derivatives qualifying as guarantees
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	51,476		53,589
Guarantor obligations, current carrying value	103		80
Derivatives qualifying as guarantees | Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	930
Derivatives qualifying as guarantees | Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	293
Derivatives qualifying as guarantees | Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	11,459
Derivatives qualifying as guarantees | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	38,794
Unsettled reverse repurchase and securities borrowing agreements
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	49,684		40,993
Guarantor obligations, current carrying value	0		0
Unsettled reverse repurchase and securities borrowing agreements | Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	49,684
Unsettled reverse repurchase and securities borrowing agreements | Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	0
Unsettled reverse repurchase and securities borrowing agreements | Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	0
Unsettled reverse repurchase and securities borrowing agreements | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	0
Mortgage repurchase liability | Warranty Reserves
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Allowance for lending-related commitments	231		275
Loans sold with recourse
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Indemnification agreements loan sale and securitization loans sold with recourse contractual amount	5,173		6,063
Indemnification agreements, loan sale and securitization, loans sold with recourse: carrying value	92		102
Other guarantees and commitments
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	5,984		5,720
Guarantor obligations, current carrying value	(107)		(121)
Other guarantees and commitments | Expires in one year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	797
Other guarantees and commitments | Expires after one year through three years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	1,635
Other guarantees and commitments | Expires after three years through five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	2,259
Other guarantees and commitments | Expires after five years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	1,293
Letters of credit hedged by derivative transactions
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, contractual amount	$ 4,400		$ 4,500

Off-Balance Sheet Lending-Re141

Off-Balance Sheet Lending-Related Financial Instruments, Guarantees and Other Commitments - Standby Letters of Credit and Other Financial Guarantees (Details) - USD ($) $ in Millions	Jun. 30, 2015	Mar. 31, 2015	Dec. 31, 2014	Jun. 30, 2014	Mar. 31, 2014	Dec. 31, 2013
Standby letters of credit and other financial guarantees and other letters of credit [Abstract]
Total lending-related commitments	$ 935,582		$ 950,997	$ 1,041,373
Allowance for lending-related commitments	231	$ 252	275	$ 436	$ 564	$ 681
Derivatives qualifying as guarantees
Derivative, notional amount	53,708,000		63,662,000
Standby and Other Letters of Credit
Standby letters of credit and other financial guarantees and other letters of credit [Abstract]
Standby and other letters of credit, carrying value	752		789
Standby and other letters of credit, allowance	278		235
Guarantor obligations, current carrying value	474		554
Standby letters of credit and other financial guarantees
Standby letters of credit and other financial guarantees and other letters of credit [Abstract]
Standby letters of credit and other financial guarantees, investment grade	61,972		66,856
Standby letters of credit and other financial guarantees, non-investment grade	23,452		23,018
Total lending-related commitments	85,424		89,874
Allowance for lending-related commitments	277		234
Standby letters of credit and other financial guarantees, collateral held	37,595		39,726
Other letters of credit
Standby letters of credit and other financial guarantees and other letters of credit [Abstract]
Standby letters of credit and other financial guarantees, investment grade	3,534		3,476
Standby letters of credit and other financial guarantees, non-investment grade	654		855
Total lending-related commitments	4,188		4,331
Allowance for lending-related commitments	1		1
Other letters of credit, collateral held	1,275		1,509
Derivatives qualifying as guarantees
Standby letters of credit and other financial guarantees and other letters of credit [Abstract]
Guarantor obligations, current carrying value	103		80
Derivatives qualifying as guarantees
Other guarantees and commitments, contractual amount	51,476		53,589
Derivative, notional amount	28,100		27,500
Derivatives maximum exposure to loss	3,000		2,900
Derivative qualifying as guarantees payables	129		102
Derivative qualifying as guarantees receivables	$ 26		$ 22

Off-Balance Sheet Lending-Re142

Off-Balance Sheet Lending-Related Financial Instruments, Guarantees and Other Commitments - Loan Sales- and Securitization-Related Indemnifications (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014
Summary of changes in mortgage repurchase liability
Repurchase liability at beginning of period	$ 252	$ 564	$ 275	$ 681
Net realized gains/(losses)	7	8	17	19
Provision for repurchase losses	(28)	(136)	(61)	(264)
Repurchase liability at end of period	231	436	231	436
Loans sold with recourse
Loans sold with recourse
Indemnification agreements loan sale and securitization loans sold with recourse contractual amount	5,173		5,173		$ 6,063
Indemnification agreements, loan sale and securitization, loans sold with recourse: carrying value	92		92		$ 102
Warranty Reserves | Mortgage repurchase liability
Summary of changes in mortgage repurchase liability
Repurchase liability at beginning of period			275
Repurchase liability at end of period	231		231
Repurchase Make-Whole Settlements | Warranty Reserves | Mortgage repurchase liability
Summary of changes in mortgage repurchase liability
Net realized gains/(losses)	(2)	(1)	(4)	(3)
Reserves for New Mortgage Loans Sold During the Period | Warranty Reserves | Mortgage repurchase liability
Summary of changes in mortgage repurchase liability
Valuation allowances and reserves provision	$ 1	$ 1	$ 2	$ 2

Pledged assets and collateral (

Pledged assets and collateral (Details) - USD ($) $ in Billions	Jun. 30, 2015	Dec. 31, 2014
Pledged assets and Collateral
Financial instruments pledged by the Firm that may not be sold or repledged by the secured parties	$ 56.8	$ 60.1
Assets accepted by the Firm as collateral that it could sell or repedge, deliver or otherwise use at fair value	775	761.7
Assets accepted by the Firm as collateral that the Firm has sold or repledged	617.7	596.8
Assets pledged to Federal Reserve Banks and Federal Home Loan Banks
Pledged assets and Collateral
Pledged assets	$ 383.4	$ 324.5

Litigation (Details)

Litigation (Details)

1 Months Ended

3 Months Ended

6 Months Ended

Jul. 31, 2015USD ($)plantiffs

May. 31, 2015USD ($)

Jul. 31, 2014actionsplantiffs

May. 31, 2010USD ($)

Jun. 30, 2015USD ($)actionsentitiesclaimstrustinvestors

Jun. 30, 2014USD ($)

Jun. 30, 2015USD ($)offeringsactionsentitiesclaimstrustinvestorsdefendantmunicipalities

Jun. 30, 2014USD ($)

Mar. 31, 2014actions

Sep. 30, 2013actions

Mar. 31, 2013actions

Mar. 31, 2012employees

CIO Investigations and Litigation

Loss Contingencies [Line Items]

Number of legal proceedings | actions

7

7

Madoff Litigation and Investigations | New York federal and state court

Loss Contingencies [Line Items]

Number of legal proceedings | actions

2

3

3

General Motors Litigation

Loss Contingencies [Line Items]

Number of legal proceedings | actions

2

2

Syndicated term loan facility for General Motors Corporation

$ 1,500,000,000

$ 1,500,000,000

Interchange Litigation

Loss Contingencies [Line Items]

Settlement amount agreed to pay by defendant group

$ 6,100,000,000

Settlement amount consideration percentage

20.00%

Loss contingency, settlement agreement, consideration, basis points of interchange

0.10%

Settlement agreement consideration period class plaintiffs to receive basis points of interchange

8 months

Period from end of the opt-out period

60 days

Investment Management Litigation | Assured Guaranty (U.K.) and Ambac Assurance UK Limited

Loss Contingencies [Line Items]

Number of legal proceedings | actions

2

2

Investment Management Litigation | Assured Guaranty (U.K.) and Ambac Assurance UK Limited | Minimum

Loss Contingencies [Line Items]

Damages sought value (more than $1billion)

$ 1,000,000,000

Lehman Brothers Bankruptcy Proceedings

Loss Contingencies [Line Items]

Damages sought value (more than $1billion)

$ 7,900,000,000

Lehman Brothers Bankruptcy Proceedings | Minimum

Loss Contingencies [Line Items]

Damages sought, counterclaims value (more than)

$ 25,000,000,000

LIBOR and Other Benchmark Rate Investigations and Litigation

Loss Contingencies [Line Items]

Number of legal proceedings | actions

3

3

2

3

Madoff Litigation, related to Fairfield

Loss Contingencies [Line Items]

Number of legal proceedings | actions

2

2

Damages sought recoveries value

$ 155,000,000

Breach of Fiduciary Duty Litigation | Madoff Litigation and Investigations | New York State Court

Loss Contingencies [Line Items]

Number of legal proceedings | actions

5

5

MF Global

Loss Contingencies [Line Items]

Number of defendants out of a group of defendants | defendant

1

Mortgage Backed Securities Litigation and Regulatory Investigations

Loss Contingencies [Line Items]

Amount of original principal balance of MBS involved claims by investors or monoline insurers against JPMC, Bear Stearns or Washington Mutual as issuer or as underwriter

$ 22,800,000,000

$ 22,800,000,000

Amount of original principal balance of MBS involved claims by investors or monoline insurers against JPMC, Bear Stearns or Washington Mutual as issuer

20,700,000,000

20,700,000,000

Amount of original principal balance of MBS involved claims by investors or monoline insurers against JPMC, Bear Stearns or Washington Mutual as underwriter

$ 2,100,000,000

$ 2,100,000,000

Mortgage Backed Securities Litigation and Regulatory Investigations | New York State Court

Loss Contingencies [Line Items]

Claims dismissed | actions

2

Mortgage Backed Securities Litigation Related to MBS Offerings Sponsored By EMC | Monoline Insurer

Loss Contingencies [Line Items]

Number of legal proceedings | actions

2

2

Number of offerings by entity related to filed suit | offerings

11

Mortgage Backed Securities Litigation Related to MBS Offerings Sponsored By EMC | Underwriter actions

Loss Contingencies [Line Items]

Number of legal proceedings | actions

1

1

Mortgage Backed Securities Litigation Related to MBS Offerings Sponsored By Washington Mutual

Loss Contingencies [Line Items]

Number of institutional MBS investors directing or threatening litigation | investors

21

21

Mortgage Backed Securities Litigation Related to MBS Offerings Issued By JPMC and Bear Stearns

Loss Contingencies [Line Items]

Loss contingency, settlement agreement, consideration

$ 4,500,000,000

Number of MBS for which repurchase and servicing claims have been or could have been assumed | trust

330

Number of trustees for the MBS trusts | trust

7

7

Number of MBS trusts for which Offer is Accepted In Part or In Whole | trust

319

319

Number of MBS trusts excluded from the settlement in part of in whole | trust

16

16

Mortgage-Related Investigations and Litigation

Loss Contingencies [Line Items]

Number of legal proceedings | actions

1

1

Number of municipalities pursuing investigations into the impact if any of alleged violations of the FHA and ECOA on their respective communities | municipalities

3

Mortgage-Related Investigations and Litigation | Shareholder Derivative Action | New York State Supreme Court

Loss Contingencies [Line Items]

Number of legal proceedings | actions

1

1

Municipal Derivatives Investigations and Litigation | Minimum

Loss Contingencies [Line Items]

Warrants the firm was chosen to underwrite based upon alleged payments made to certain third parties (more than)

$ 3,000,000,000

Parmalat

Loss Contingencies [Line Items]

Number of former employees intended to be charged with conspiracy | employees

4

Parmalat | Civil Action

Loss Contingencies [Line Items]

Number of legal proceedings | actions

5

5

Parmalat | Claw-back Actions

Loss Contingencies [Line Items]

Number of legal proceedings | actions

2

2

Parmalat | Claims Relating to Derivatives Transactions

Loss Contingencies [Line Items]

Number of legal proceedings | claims

2

2

Petters Bankruptcy and Related Matters

Loss Contingencies [Line Items]

Damages sought recoveries value

$ 450,000,000

Number of entities whose trustee in bankruptcy brought actions against JPMorgan Chase | entities

3

3

Number of credit facilities entered into with Polaroid | entities

2

2

Washington Mutual Litigations, not specifically in connection with disputed assets | Plaintiff, Deutsche Bank National Trust Company | Minimum

Loss Contingencies [Line Items]

Damages sought value (more than $1billion)

$ 6,000,000,000

Washington Mutual Litigations, not specifically in connection with disputed assets | Plaintiff, Deutsche Bank National Trust Company | Maximum

Loss Contingencies [Line Items]

Damages sought value (more than $1billion)

10,000,000,000

Threatened or Pending Litigation

Loss Contingencies [Line Items]

Loss contingency, loss in period

$ 291,000,000

$ 669,000,000

978,000,000

$ 707,000,000

Threatened or Pending Litigation | Minimum

Loss Contingencies [Line Items]

Loss contingency range of possible loss

0

0

Threatened or Pending Litigation | Maximum

Loss Contingencies [Line Items]

Loss contingency range of possible loss

$ 5,500,000,000

$ 5,500,000,000

Litigation Dismissed | CIO Investigations and Litigation

Loss Contingencies [Line Items]

Number of legal proceedings | actions

6

6

Dismissal affirmed on appeal | CIO Investigations and Litigation

Loss Contingencies [Line Items]

Claims dismissed | claims

1

Appealed dismissals | CIO Investigations and Litigation

Loss Contingencies [Line Items]

Number of legal proceedings | actions

3

3

Not Appealed | Madoff Litigation and Investigations | New York federal and state court

Loss Contingencies [Line Items]

Number of plaintiffs | plantiffs

1

U.S. Department of Justice | Foreign Exchange Investigations and Litigation

Loss Contingencies [Line Items]

Loss contingency, settlement agreement, consideration

$ 550,000,000

Federal Reserve | Foreign Exchange Investigations and Litigation

Loss Contingencies [Line Items]

Loss contingency, settlement agreement, consideration

$ 342,000,000

Total international | Foreign Exchange Investigations and Litigation

Loss Contingencies [Line Items]

Number of legal proceedings | actions

2

Subsequent event | Attorneys General | Sworn Documents, Debt Sales and Collection Litigation Practices [Member]

Loss Contingencies [Line Items]

Number of plaintiffs | plantiffs

47

Loss contingency, settlement agreement, consideration

$ 96,000,000

Investigative Costs, Amount

11,000,000

Subsequent event | Consumer Financial Protection Bureau | Sworn Documents, Debt Sales and Collection Litigation Practices [Member]

Loss Contingencies [Line Items]

Loss contingency, settlement agreement, consideration

30,000,000

Subsequent event | The Office of the Comptroller of the Currency | Sworn Documents, Debt Sales and Collection Litigation Practices [Member]

Loss Contingencies [Line Items]

Loss contingency, settlement agreement, consideration

$ 30,000,000

Business segments (Details)

Business segments (Details) $ in Millions	3 Months Ended			6 Months Ended
	Jun. 30, 2015USD ($)		Jun. 30, 2014USD ($)	Jun. 30, 2015USD ($)segment		Jun. 30, 2014USD ($)	Dec. 31, 2014USD ($)	[1]
Segment Reporting Information [Line Items]
Number of reportable segments | segment				4
Noninterest revenue	$ 13,128		$ 13,880	$ 26,517		$ 26,428
Net interest income	10,684		10,798	21,361		21,465
Total net revenue	23,812		24,678	47,878		47,893
Provision for credit losses	935		692	1,894		1,542
Noninterest expense	14,500		15,431	29,383		30,067
Income before income tax expense	8,377		8,555	16,601		16,284
Income tax expense/(benefit)	2,087		2,575	4,397		5,035
Net income	6,290		5,980	12,204		11,249
Average common equity	213,738		206,159	213,049		203,989
Assets	$ 2,449,599	[1]	$ 2,519,995	$ 2,449,599	[1]	$ 2,519,995	$ 2,572,773
Return on average common equity	11.00%		11.00%	11.00%		11.00%
Overhead ratio	61.00%		63.00%	61.00%		63.00%
Operating Segments | Consumer & Community Banking
Segment Reporting Information [Line Items]
Noninterest revenue	$ 4,089		$ 4,468	$ 7,825		$ 7,902
Net interest income	6,926		7,050	13,894		14,150
Total net revenue	11,015		11,518	21,719		22,052
Provision for credit losses	702		852	1,632		1,668
Noninterest expense	6,210		6,456	12,400		12,893
Income before income tax expense	4,103		4,210	7,687		7,491
Income tax expense/(benefit)	1,570		1,714	2,935		3,014
Net income	2,533		2,496	4,752		4,477
Average common equity	51,000		51,000	51,000		51,000
Assets	$ 472,181		$ 447,277	$ 472,181		$ 447,277
Return on average common equity	19.00%		19.00%	18.00%		17.00%
Overhead ratio	56.00%		56.00%	57.00%		58.00%
Operating Segments | Corporate & Investment Bank
Segment Reporting Information [Line Items]
Noninterest revenue	$ 6,233		$ 6,519	$ 13,307		$ 12,745
Net interest income	2,490		2,746	4,998		5,362
Total net revenue	8,723		9,265	18,305		18,107
Provision for credit losses	50		(84)	19		(35)
Noninterest expense	5,137		6,058	10,794		11,662
Income before income tax expense	3,536		3,291	7,492		6,480
Income tax expense/(benefit)	1,195		1,160	2,614		2,224
Net income	2,341		2,131	4,878		4,256
Average common equity	62,000		61,000	62,000		61,000
Assets	$ 819,745		$ 872,947	$ 819,745		$ 872,947
Return on average common equity	14.00%		13.00%	15.00%		13.00%
Overhead ratio	59.00%		65.00%	59.00%		64.00%
Operating Segments | Commercial Banking
Segment Reporting Information [Line Items]
Noninterest revenue	$ 609		$ 577	$ 1,245		$ 1,135
Net interest income	1,130		1,154	2,236		2,274
Total net revenue	1,739		1,731	3,481		3,409
Provision for credit losses	182		(67)	243		(62)
Noninterest expense	703		675	1,412		1,361
Income before income tax expense	854		1,123	1,826		2,110
Income tax expense/(benefit)	329		446	703		839
Net income	525		677	1,123		1,271
Average common equity	14,000		14,000	14,000		14,000
Assets	$ 201,377		$ 192,523	$ 201,377		$ 192,523
Return on average common equity	14.00%		19.00%	15.00%		18.00%
Overhead ratio	40.00%		39.00%	41.00%		40.00%
Operating Segments | Asset Management
Segment Reporting Information [Line Items]
Noninterest revenue	$ 2,544		$ 2,380	$ 4,928		$ 4,598
Net interest income	631		602	1,252		1,184
Total net revenue	3,175		2,982	6,180		5,782
Provision for credit losses	0		1	4		(8)
Noninterest expense	2,406		2,062	4,581		4,137
Income before income tax expense	769		919	1,595		1,653
Income tax expense/(benefit)	318		350	642		630
Net income	451		569	953		1,023
Average common equity	9,000		9,000	9,000		9,000
Assets	$ 134,059		$ 128,362	$ 134,059		$ 128,362
Return on average common equity	19.00%		25.00%	21.00%		22.00%
Overhead ratio	76.00%		69.00%	74.00%		72.00%
Operating Segments | Corporate
Segment Reporting Information [Line Items]
Noninterest revenue	$ 100		$ 351	$ 140		$ 875
Net interest income	(221)		(510)	(474)		(1,035)
Total net revenue	(121)		(159)	(334)		(160)
Provision for credit losses	1		(10)	(4)		(21)
Noninterest expense	44		180	196		14
Income before income tax expense	(166)		(329)	(526)		(153)
Income tax expense/(benefit)	(606)		(436)	(1,024)		(375)
Net income	440		107	498		222
Average common equity	77,738		71,159	77,049		68,989
Assets	822,237		878,886	822,237		878,886
Reconciling Items
Segment Reporting Information [Line Items]
Noninterest revenue	(447)		(415)	(928)		(827)
Net interest income	(272)		(244)	(545)		(470)
Total net revenue	(719)		(659)	(1,473)		(1,297)
Provision for credit losses	0		0	0		0
Noninterest expense	0		0	0		0
Income before income tax expense	(719)		(659)	(1,473)		(1,297)
Income tax expense/(benefit)	(719)		(659)	(1,473)		(1,297)
Net income	0		0	0		0
Average common equity	$ 0		$ 0	$ 0		$ 0
[1]	The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at June 30, 2015, and December 31, 2014. The difference between total VIE assets and liabilities represents the Firm’s interests in those entities, which were eliminated in consolidation.(in millions)Jun 30, 2015 Dec 31, 2014Assets Trading assets$5,168 $9,090Loans67,116 68,880All other assets2,274 1,815Total assets$74,558 $79,785Liabilities Beneficial interests issued by consolidated variable interest entities$50,002 $52,362All other liabilities868 949Total liabilities$50,870 $53,311The assets of the consolidated VIEs are used to settle the liabilities of those entities. The holders of the beneficial interests do not have recourse to the general credit of JPMorgan Chase. At both June 30, 2015, and December 31, 2014, the Firm provided limited program-wide credit enhancement of $2.0 billion related to its Firm-administered multi-seller conduits, which are eliminated in consolidation. For further discussion, see Note 15.