JPMorgan Chase & Co. (JPM) 10-Q 2 Nov 15 2015 Q3 Quarterly report Financial data

Document and Entity Information

Document and Entity Information	9 Months Ended
	Sep. 30, 2015shares
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	Sep. 30, 2015
Amendment Flag	false
Document Fiscal Year Focus	2,015
Document Fiscal Period Focus	Q3
Current Fiscal Year End Date	--12-31
Entity Filer Category	Large Accelerated Filer
Entity Common Stock Shares Outstanding	3,681,129,777

Consolidated Statements of Inco

Consolidated Statements of Income (Unaudited) - USD ($) shares in Millions, $ in Millions		3 Months Ended		9 Months Ended
		Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Revenue
Investment banking fees		$ 1,604	$ 1,538	$ 5,231	$ 4,709
Principal transactions		2,367	2,966	8,856	9,196
Lending- and deposit-related fees		1,463	1,479	4,244	4,347
Asset management, administration and commissions		3,845	3,978	11,667	11,821
Securities gains	[1]	33	6	129	48
Mortgage fees and related income		469	903	1,957	2,708
Card income		1,447	1,537	4,493	4,494
Other income		628	955	1,796	2,467
Noninterest revenue		11,856	13,362	38,373	39,790
Interest income		12,739	12,926	37,818	38,580
Interest expense		1,815	1,819	5,533	6,008
Net interest income		10,924	11,107	32,285	32,572
Total net revenue		22,780	24,469	70,658	72,362
Provision for credit losses		682	757	2,576	2,299
Noninterest expense
Compensation expense		7,320	7,831	23,057	23,300
Occupancy expense		965	978	2,821	2,903
Technology, communications and equipment expense		1,546	1,465	4,536	4,309
Professional and outside services		1,776	1,907	5,178	5,625
Marketing		704	610	1,937	1,824
Other expense		3,057	3,007	7,222	7,904
Total noninterest expense		15,368	15,798	44,751	45,865
Income before income tax expense/(benefit)		6,730	7,914	23,331	24,198
Income tax expense/(benefit)		(74)	2,349	4,323	7,384
Net income		6,804	5,565	19,008	16,814
Net income applicable to common stockholders		$ 6,270	$ 5,128	$ 17,498	$ 15,588
Net income per common share data
Basic earnings per share (in dollars per share)		$ 1.70	$ 1.37	$ 4.72	$ 4.13
Diluted earnings per share (in dollars per share)		$ 1.68	$ 1.35	$ 4.68	$ 4.09
Weighted-average basic shares (in shares)		3,694.4	3,755.4	3,709.2	3,774.4
Weighted-average diluted shares (in shares)		3,725.6	3,788.7	3,742.2	3,808.3
Cash dividends declared per common share (in dollars per share)		$ 0.44	$ 0.40	$ 1.28	$ 1.18
Other-than-temporary impairment losses included in securities gains
Total credit losses recognized in income		$ (12)	$ (2)	$ (14)	$ (2)
[1]	The Firm recognized other-than-temporary impairment (“OTTI”) losses of $12 million and $2 million for the three months ended September 30, 2015 and 2014, respectively, and $14 million and $2 million for the nine months ended September 30, 2015 and 2014, respectively.

Consolidated Statements of Comp

Consolidated Statements of Comprehensive Income (Unaudited) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Statement of Comprehensive Income [Abstract]
Net income	$ 6,804	$ 5,565	$ 19,008	$ 16,814
Other comprehensive income/(loss), after–tax
Unrealized gains/(losses) on investment securities	(291)	(141)	(1,621)	1,928
Translation adjustments, net of hedges	(5)	3	(12)	13
Cash flow hedges	(106)	(58)	51	69
Defined benefit pension and OPEB plans	51	24	144	57
Total other comprehensive income, after–tax	(351)	(172)	(1,438)	2,067
Comprehensive income	$ 6,453	$ 5,393	$ 17,570	$ 18,881

Consolidated Balance Sheets (Un

Consolidated Balance Sheets (Unaudited) - USD ($) $ in Millions		Sep. 30, 2015	Dec. 31, 2014
Assets
Cash and due from banks		$ 21,258	$ 27,831
Deposits with banks		376,196	484,477
Federal funds sold and securities purchased under resale agreements (included $27,433 and $28,585 at fair value)		218,467	215,803
Securities borrowed (included $405 and $992 at fair value)		105,668	110,435
Trading assets (included assets pledged of $110,160 and $125,034)		361,708	398,988
Securities (included $256,491 and $298,752 at fair value and assets pledged of $23,432 and $24,912)		306,660	348,004
Loans (included $3,135 and $2,611 at fair value)		809,457	757,336
Allowance for loan losses		(13,466)	(14,185)
Loans, net of allowance for loan losses		795,991	743,151
Accrued interest and accounts receivable		57,926	70,079
Premises and equipment		14,709	15,133
Goodwill		47,405	47,647
Mortgage servicing rights		6,716	7,436
Other intangible assets		1,036	1,192
Other assets (included $7,700 and $11,909 at fair value and assets pledged of $1,176 and $1,399)		103,381	102,597
Total assets	[1]	2,417,121	2,572,773
Liabilities
Deposits (included $11,062 and $8,807 at fair value)		1,273,106	1,363,427
Federal funds purchased and securities loaned or sold under repurchase agreements (included $3,565 and $2,979 at fair value)		180,319	192,101
Commercial paper		19,656	66,344
Other borrowed funds (included $9,665 and $14,739 at fair value)		27,174	30,222
Trading liabilities		141,474	152,815
Accounts payable and other liabilities (included $5,850 and $4,155 at fair value)		187,986	206,939
Beneficial interests issued by consolidated variable interest entities		48,733	52,362
Long-term debt (included $31,160 and $30,226 at fair value)		292,945	276,836
Total liabilities	[1]	$ 2,171,393	$ 2,341,046
Commitments and contingencies
Stockholders’ equity
Preferred stock ($1 par value; authorized 200,000,000 shares; issued 2,606,750 and 2,006,250 shares)		$ 26,068	$ 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		92,316	93,270
Retained earnings		143,050	129,977
Accumulated other comprehensive income		751	2,189
Shares held in RSU Trust, at cost (472,953 shares)		(21)	(21)
Treasury stock, at cost (423,804,118 and 390,144,630 shares)		(20,541)	(17,856)
Total stockholders’ equity		245,728	231,727
Total liabilities and stockholders’ equity		2,417,121	2,572,773
VIEs consolidated by the Firm
Assets
Trading assets (included assets pledged of $110,160 and $125,034)		4,237	9,090
Loans (included $3,135 and $2,611 at fair value)		69,119	68,880
Other assets (included $7,700 and $11,909 at fair value and assets pledged of $1,176 and $1,399)		2,109	1,815
Total assets		75,465	79,785
Liabilities
Beneficial interests issued by consolidated variable interest entities		48,733	52,362
All other liabilities		821	949
Total liabilities		$ 49,554	$ 53,311
[1]	The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at September 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)Sep 30, 2015 Dec 31, 2014Assets Trading assets$4,237 $9,090Loans69,119 68,880All other assets2,109 1,815Total assets$75,465 $79,785Liabilities Beneficial interests issued by consolidated variable interest entities$48,733 $52,362All other liabilities821 949Total liabilities$49,554 $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 September 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	Sep. 30, 2015	Dec. 31, 2014
Assets
Available-for-sale securities	$ 256,491	$ 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)	2,606,750	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)	423,804,118	390,144,630
Limited program wide credit enhancement	$ 2,000	$ 2,000
Loans reported as trading assets
Assets
Assets pledged	110,160	125,034
Securities
Assets
Assets pledged	23,432	24,912
Other assets
Assets
Assets pledged	1,176	1,399
Recurring
Assets
Federal funds sold and securities purchased under resale agreements	27,433	28,585
Securities borrowed	405	992
Available-for-sale securities	256,491	298,752
Loans	3,135	2,611
Liabilities
Deposits	11,062	8,807
Federal funds purchased and securities loaned or sold under repurchase agreements	3,565	2,979
Other borrowed funds	9,665	14,739
Accounts payable and other liabilities	5,850	4,155
Beneficial interests issued by consolidated VIEs	1,199	2,162
Long-term debt	31,160	30,226
Recurring | Other assets
Assets
Other assets at fair value	$ 7,700	$ 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	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		8,905
Shares issued and commitments to issue common stock for employee stock-based compensation awards, and related tax effects				(719)
Other				(49)
Net income	$ 16,814				16,814
Dividends declared:
Preferred stock					(799)
Common stock ($1.28 and $1.18 per share)					(4,554)
Other comprehensive income	2,067					2,067
Purchase of treasury stock								(3,250)
Reissuance from treasury stock								1,667
Ending balance at Sep. 30, 2014	230,939	20,063	4,105	93,060	126,896	3,266	(21)	(16,430)
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		6,005
Shares issued and commitments to issue common stock for employee stock-based compensation awards, and related tax effects				(635)
Other				(319)
Net income	19,008				19,008
Dividends declared:
Preferred stock					(1,097)
Common stock ($1.28 and $1.18 per share)					(4,838)
Other comprehensive income	(1,438)					(1,438)
Purchase of treasury stock								(4,397)
Reissuance from treasury stock								1,712
Ending balance at Sep. 30, 2015	$ 245,728	$ 26,068	$ 4,105	$ 92,316	$ 143,050	$ 751	$ (21)	$ (20,541)

Consolidated Statements of Cha7

Consolidated Statements of Changes in Stockholders' Equity (Unaudited) (Parenthetical) - $ / shares	9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014
Dividends declared:
Common stock, dividends, per share (in dollars per share)	$ 1.28	$ 1.18

Consolidated Statements of Cash

Consolidated Statements of Cash Flows (Unaudited) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014
Operating activities
Net income	$ 19,008	$ 16,814
Adjustments to reconcile net income to net cash provided by operating activities:
Provision for credit losses	2,576	2,299
Depreciation and amortization	3,667	3,573
Deferred tax expense/(benefit)	(530)	1,894
Investment securities gains	(129)	(48)
Stock-based compensation	1,539	1,681
Originations and purchases of loans held-for-sale	(36,188)	(48,334)
Proceeds from sales, securitizations and paydowns of loans held-for-sale	39,332	53,250
Net change in:
Trading assets	44,473	(30,542)
Securities borrowed	4,828	(7,416)
Accrued interest and accounts receivable	11,416	(7,793)
Other assets	(6,229)	9,842
Trading liabilities	(6,625)	2,624
Accounts payable and other liabilities	(13,420)	9,341
Other operating adjustments	(6,419)	662
Net cash provided by operating activities	57,299	7,847
Investing activities
Net change in deposits with banks	108,281	(98,261)
Net change in federal funds sold and securities purchased under resale agreements	(2,626)	32,272
Held-to-maturity securities:
Proceeds from paydowns and maturities	4,790	2,947
Purchases	(5,930)	(8,634)
Available-for-sale securities:
Proceeds from paydowns and maturities	58,281	67,261
Proceeds from sales	29,303	21,054
Purchases	(54,034)	(96,776)
Proceeds from sales and securitizations of loans held-for-investment	14,634	14,592
Other changes in loans, net	(75,891)	(30,070)
Net cash provided by/(used in) business acquisitions or dispositions	1,255	24
All other investing activities, net	1,659	(39)
Net cash provided by/(used in) investing activities	79,722	(95,630)
Financing activities
Net change in deposits	(96,466)	52,046
Net change in federal funds purchased and securities loaned or sold under repurchase agreements	(11,789)	17,564
Net change in commercial paper and other borrowed funds	(47,615)	4,367
Net change in beneficial interests issued by consolidated variable interest entities	(1,374)	(4,515)
Proceeds from long-term borrowings	70,243	54,263
Payments of long-term borrowings	(51,382)	(49,493)
Excess tax benefits related to stock-based compensation	310	387
Proceeds from issuance of preferred stock	5,893	8,848
Treasury stock purchased	(4,397)	(3,250)
Dividends paid	(5,678)	(5,078)
All other financing activities, net	(1,258)	(1,078)
Net cash (used in)/provided by financing activities	(143,513)	74,061
Effect of exchange rate changes on cash and due from banks	(81)	(677)
Net decrease in cash and due from banks	(6,573)	(14,399)
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	21,258	25,372
Cash interest paid	5,624	6,008
Cash income taxes paid, net	$ 6,871	$ 453

Basis of presentation

Basis of presentation	9 Months Ended
	Sep. 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 $223 million and $230 million in other income and income tax expense, respectively, for the three months ended September 30, 2014, and $669 million and $686 million , respectively, for the nine months ended September 30, 2014, which led to an increase of approximately 2% in the effective tax rate for both the three and nine months ended September 30, 2014. The impact on net income and earnings per share in the periods affected was not material. The Firm recognized $398 million and $394 million of tax credits and other tax benefits associated with these investments within Income tax expense for the three months ended September 30, 2015 and 2014, respectively, and $1.2 billion for both the nine months ended September 30, 2015 and 2014. The amount of amortization of such investments reported in income tax expense under the current period presentation was $274 million and $268 million , for the three months ended September 30, 2015 and 2014, respectively, and $829 million and $799 million for the nine months ended September 30, 2015 and 2014, respectively. The carrying value of investments in affordable housing projects was $7.3 billion at both September 30, 2015 and December 31, 2014. These investments are reported in other assets on the Firm’s Consolidated balance sheets. The amount of commitments related to these investments was $1.9 billion and $1.8 billion at September 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	9 Months Ended
	Sep. 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. Income tax expense The Firm’s effective tax rate was (1.1)% and 18.5% in the three and nine months ended September 30, 2015 , respectively, and 29.7% and 30.5% in the respective 2014 periods. The effective tax rate in the 2015 periods includes the recognition of tax benefits of $2.2 billion and $2.7 billion , respectively, which reduced the Firm’s effective tax rate by 32.0% and 11.7% , respectively. The recognition of tax benefits in 2015 resulted from the resolution of various tax audits by a number of taxing authorities, most notably the Internal Revenue Service, New York State, and the State of California (which reduced the Firm’s gross unrecognized tax benefits), as well as the release of U.S. deferred taxes associated with the restructuring of certain non-U.S. entities. Based upon the resolution of such audits, the gross balance of the Firm’s unrecognized tax benefits has decreased by approximately $2 billion for the nine months ended September 30, 2015 . For further information, see Note 26 of JPMorgan Chase ’s 2014 Annual Report . 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 nine months ended September 30, 2015 , the Firm issued $1.2 billion and $6.0 billion respectively, 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	9 Months Ended
	Sep. 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 September 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 September 30, 2015 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 27,433 $ — $ — $ 27,433 Securities borrowed — 405 — — 405 Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies (a) 5 35,038 786 — 35,829 Residential – nonagency — 1,505 119 — 1,624 Commercial – nonagency — 1,047 29 — 1,076 Total mortgage-backed securities 5 37,590 934 — 38,529 U.S. Treasury and government agencies (a) 22,451 7,308 — — 29,759 Obligations of U.S. states and municipalities — 6,543 572 — 7,115 Certificates of deposit, bankers’ acceptances and commercial paper — 525 — — 525 Non-U.S. government debt securities 28,349 28,394 86 — 56,829 Corporate debt securities — 25,411 837 — 26,248 Loans (b) — 25,809 8,014 — 33,823 Asset-backed securities — 2,549 1,806 — 4,355 Total debt instruments 50,805 134,129 12,249 — 197,183 Equity securities 79,946 390 335 — 80,671 Physical commodities (c) 2,845 1,140 — — 3,985 Other — 10,625 495 — 11,120 Total debt and equity instruments (d) 133,596 146,284 13,079 — 292,959 Derivative receivables: Interest rate 657 735,468 2,826 (709,835 ) 29,116 Credit — 51,967 2,442 (52,685 ) 1,724 Foreign exchange 777 183,986 1,786 (165,433 ) 21,116 Equity — 45,246 1,481 (39,237 ) 7,490 Commodity 218 27,899 343 (19,238 ) 9,222 Total derivative receivables (e) 1,652 1,044,566 8,878 (986,428 ) 68,668 Total trading assets 135,248 1,190,850 21,957 (986,428 ) 361,627 Available-for-sale securities: Mortgage-backed securities: U.S. government agencies (a) — 54,578 — — 54,578 Residential – nonagency — 36,600 5 — 36,605 Commercial – nonagency — 22,893 — — 22,893 Total mortgage-backed securities — 114,071 5 — 114,076 U.S. Treasury and government agencies (a) 11,305 42 — — 11,347 Obligations of U.S. states and municipalities — 32,709 — — 32,709 Certificates of deposit — 418 — — 418 Non-U.S. government debt securities 23,628 15,492 — — 39,120 Corporate debt securities — 14,781 — — 14,781 Asset-backed securities: Collateralized loan obligations — 30,549 755 — 31,304 Other — 10,056 75 — 10,131 Equity securities 2,605 — — — 2,605 Total available-for-sale securities 37,538 218,118 835 — 256,491 Loans — 260 2,875 — 3,135 Mortgage servicing rights (“MSRs”) — — 6,716 — 6,716 Other assets: Private equity investments (f) 148 64 1,700 — 1,912 All other 3,616 29 819 — 4,464 Total other assets 3,764 93 2,519 — 6,376 Total assets measured at fair value on a recurring basis $ 176,550 $ 1,437,159 $ 34,902 $ (986,428 ) $ 662,183 Deposits $ — $ 7,685 $ 3,377 $ — $ 11,062 Federal funds purchased and securities loaned or sold under repurchase agreements — 3,565 — — 3,565 Other borrowed funds — 8,897 768 — 9,665 Trading liabilities: Debt and equity instruments (d) 64,715 19,552 67 — 84,334 Derivative payables: Interest rate 629 699,215 1,995 (691,114 ) 10,725 Credit — 51,181 1,930 (51,465 ) 1,646 Foreign exchange 876 199,256 2,321 (180,409 ) 22,044 Equity — 44,544 3,005 (38,543 ) 9,006 Commodity 132 30,865 1,563 (18,841 ) 13,719 Total derivative payables (e) 1,637 1,025,061 10,814 (980,372 ) 57,140 Total trading liabilities 66,352 1,044,613 10,881 (980,372 ) 141,474 Accounts payable and other liabilities 5,829 — 21 — 5,850 Beneficial interests issued by consolidated variable interest entities ("VIEs") — 181 1,018 — 1,199 Long-term debt — 20,304 10,856 — 31,160 Total liabilities measured at fair value on a recurring basis $ 72,181 $ 1,085,245 $ 26,921 $ (980,372 ) $ 203,975 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 (g) 4,129 — 26 — 4,155 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 $ 68,429 $ 1,355,052 $ 32,059 $ (1,239,657 ) $ 215,883 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 September 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 $1.4 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 September 30, 2015, and December 31, 2014, were trading assets of $81 million and $124 million , respectively, and other assets of $1.3 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 September 30, 2015 , and December 31, 2014, included total U.S. government-sponsored enterprise obligations of $67.5 billion and $84.1 billion , respectively, which were predominantly mortgage-related. (b) At September 30, 2015 , and December 31, 2014, included within trading loans were $13.1 billion and $17.0 billion , respectively, of residential first-lien mortgages, and $5.2 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 $2.7 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 $1.8 billion and $2.5 billion at September 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 $3.6 billion and $6.0 billion at September 30, 2015 , and December 31, 2014, respectively. (g) Certain prior period amounts (including the corresponding fair value parenthetical disclosure for accounts payable and other liabilities on the Consolidated balance sheets) were revised to conform with the current period presentation. Transfers between levels for instruments carried at fair value on a recurring basis For the three and nine months ended September 30, 2015 and the three months ended September 30, 2014, there were no individually significant transfers between levels 1 and 2, or from level 2 into level 3. During the three months ended September 30, 2015, transfers from level 3 into level 2 included $2.4 billion of long-term debt driven by an increase in observability on certain structured notes with embedded interest rate and FX derivatives and a reduction of the significance in the unobservable inputs for certain structured notes with embedded equity derivatives; further, $1.1 billion of interest rate derivative receivables was transferred from level 3 to level 2 as a result of an increase in observability. In addition, during the nine months ended September 30, 2015 transfers from level 3 into level 2 included $2.3 billion of trading loans driven by an increase in observability of certain collateralized financing transactions; $2.2 billion of corporate debt driven by a reduction of the significance in the unobservable inputs and an increase in observability for certain structured products. During the nine months ended September 30, 2014, transfers from level 3 into level 2 included $3.4 billion and $3.1 billion of equity derivative receivables and payables, respectively, due to increased observability of certain equity option valuation inputs; and $1.1 billion of corporate debt, $1.1 billion of long-term debt and $1.0 billion of trading loans based on increased liquidity and price transparency. Transfers from level 2 into level 3 included $1.1 billion of other borrowed funds based on a decrease in observability of valuation inputs and price transparency. 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 at September 30, 2015, 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. 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) September 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 $ 5,653 Discounted cash flows Yield 4 % – 26% 6 % Prepayment speed 0 % – 20% 7 % Conditional default rate 0 % – 11% 2 % Loss severity 0 % – 100% 37 % Commercial mortgage-backed securities and loans (b) 3,970 Discounted cash flows Yield 0 % – 25% 3 % Conditional default rate 0 % – 91% 21 % Loss severity 0 % 40% 29 % Corporate debt securities, obligations of U.S. states and municipalities, and other (c) 3,556 Discounted cash flows Credit spread 60 bps – 270 bps 254bps Yield 1 % – 22% 5 % 3,513 Market comparables Price $ — – $139 $ 94 Net interest rate derivatives 831 Option pricing Interest rate correlation (49 )% – 99% Interest rate spread volatility 4 % – 30% Net credit derivatives (b)(c) 512 Discounted cash flows Credit correlation 35 % – 90% Net foreign exchange derivatives (535 ) Option pricing Foreign exchange correlation 0 % – 60% Net equity derivatives (1,524 ) Option pricing Equity volatility 20 % – 65% Net commodity derivatives (1,220 ) Discounted cash flows Forward commodity price $ 33 – $54 per barrel Collateralized loan obligations 755 Discounted cash flows Credit spread 350 bps – 525 bps 390 bps Prepayment speed 20 % 20 % Conditional default rate 2 % 2 % Loss severity 40 % 40 % 160 Market comparables Price $ — – $100 $ 76 Mortgage servicing rights (“MSRs”) 6,716 Discounted cash flows Refer to Note 16 Private equity investments 1,700 Market comparables EBITDA multiple 6.4x – 9.9x 8.7x Liquidity adjustment 0 % – 15% 6 % Long-term debt, other borrowed funds, and deposits (d) 14,495 Option pricing Interest rate correlation (49 )% – 99% Interest rate spread volatility 4 % – 30% Foreign exchange correlation 0 % – 60% Equity correlation (50 )% – 80% 506 Discounted cash flows Credit correlation 35 % – 90% Beneficial interests issued by consolidated VIEs (e) 1,018 Discounted Cash Flows Yield 4 % – 28% 4 % Prepayment Speed 1 % – 12% 8 % Conditional default rate 2 % – 15% 2 % Loss severity 40 % – 100% 48 % (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 $394 million of credit derivative receivables and $355 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 $491 million of credit derivative receivables and $453 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. (e) The parameters are related to residential mortgage-backed securities. 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 nine months ended September 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 September 30, 2015 (in millions) Fair value at July 1, 2015 Total realized/unrealized gains/(losses) Transfers into and/or out of level 3 (h) Fair value at September 30, 2015 Change in unrealized gains/(losses) related to financial instruments held at September 30, 2015 Purchases (g) Sales Settlements Assets: Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies $ 901 $ (81 ) $ 68 $ (21 ) $ (28 ) $ (53 ) $ 786 $ (79 ) Residential – nonagency 123 64 25 (95 ) (9 ) 11 119 8 Commercial – nonagency 138 (3 ) 5 (15 ) (8 ) (88 ) 29 (4 ) Total mortgage-backed securities 1,162 (20 ) 98 (131 ) (45 ) (130 ) 934 (75 ) Obligations of U.S. states and municipalities 1,247 (7 ) 90 (23 ) — (735 ) 572 (8 ) Non-U.S. government debt securities 208 11 18 (7 ) (1 ) (143 ) 86 18 Corporate debt securities 943 (21 ) 123 (100 ) (84 ) (24 ) 837 (6 ) Loans 9,563 (73 ) 945 (672 ) (1,494 ) (255 ) 8,014 (104 ) Asset-backed securities 1,539 (15 ) 485 (207 ) (10 ) 14 1,806 (14 ) Total debt instruments 14,662 (125 ) 1,759 (1,140 ) (1,634 ) (1,273 ) 12,249 (189 ) Equity securities 310 9 26 (15 ) (2 ) 7 335 9 Other 969 (23 ) 460 (263 ) (89 ) (559 ) 495 (15 ) Total trading assets – debt and equity instruments 15,941 (139 ) (c) 2,245 (1,418 ) (1,725 ) (1,825 ) 13,079 (195 ) (c) Net derivative receivables: (a) Interest rate 859 244 9 (6 ) (147 ) (128 ) 831 77 Credit 432 7 6 (1 ) 48 20 512 13 Foreign exchange 405 (254 ) 1 (135 ) (154 ) (398 ) (535 ) (222 ) Equity (1,848 ) 348 196 (187 ) 172 (205 ) (1,524 ) 277 Commodity (594 ) (553 ) — (2 ) (100 ) 29 (1,220 ) (231 ) Total net derivative receivables (746 ) (208 ) (c) 212 (331 ) (181 ) (682 ) (1,936 ) (86 ) (c) Available-for-sale securities: Asset-backed securities 862 (27 ) — — (5 ) — 830 (26 ) Other 13 — — — (8 ) — 5 — Total available-for-sale securities 875 (27 ) (d) — — (13 ) — 835 (26 ) (d) Loans 2,295 9 (c) 869 — (298 ) — 2,875 9 (c) Mortgage servicing rights 7,571 (765 ) (e) 143 — (233 ) — 6,716 (765 ) (e) Other assets: Private equity investments 1,987 (32 ) (c) 70 (267 ) (58 ) — 1,700 (32 ) (c) All other 839 80 (f) — — (100 ) — 819 82 (f) Fair value measurements using significant unobservable inputs Three months ended Fair value at July 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 $ 3,528 $ 42 (c) $ — $ — $ 327 $ (280 ) $ (240 ) $ 3,377 $ 54 (c) Other borrowed funds 1,261 (402 ) (c) — 28 575 (431 ) (263 ) 768 (317 ) (c) Trading liabilities – debt and equity instruments 72 8 (c) (10 ) 2 — (6 ) 1 67 7 (c) Accounts payable and other liabilities 23 — — — — (2 ) — 21 — Beneficial interests issued by consolidated VIEs 1,140 (35 ) (c) (59 ) — — (28 ) — 1,018 (36 ) (c) Long-term debt 12,589 (420 ) (c) (11 ) — 2,057 (1,048 ) (2,311 ) 10,856 (392 ) (c) Fair value measurements using significant unobservable inputs Three months ended September 30, 2014 (in millions) Fair value at July 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 September 30, 2014 Purchases (g) Sales Settlements Assets: Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies $ 1,125 $ (18 ) $ 2 $ (12 ) $ (31 ) $ (8 ) $ 1,058 $ (18 ) Residential – nonagency 543 (13 ) 224 (120 ) (5 ) (38 ) 591 (22 ) Commercial – nonagency 327 (2 ) 251 (323 ) (6 ) 16 263 (6 ) Total mortgage-backed securities 1,995 (33 ) 477 (455 ) (42 ) (30 ) 1,912 (46 ) Obligations of U.S. states and municipalities 1,079 158 1 (49 ) — — 1,189 156 Non-U.S. government debt securities 128 7 88 (20 ) (1 ) (67 ) 135 6 Corporate debt securities 4,793 (88 ) 1,280 (776 ) (72 ) (75 ) 5,062 168 Loans 13,521 (179 ) 4,563 (1,476 ) (1,349 ) 251 15,331 (184 ) Asset-backed securities 1,216 (21 ) 564 (477 ) (88 ) 26 1,220 (27 ) Total debt instruments 22,732 (156 ) 6,973 (3,253 ) (1,552 ) 105 24,849 73 Equity securities 691 22 140 (12 ) (42 ) 35 834 19 Physical commodities 3 (1 ) — — — — 2 — Other 2,341 (53 ) 480 (66 ) (17 ) — 2,685 (53 ) Total trading assets – debt and equity instruments 25,767 (188 ) (c) 7,593 (3,331 ) (1,611 ) 140 28,370 39 (c) Net derivative receivables: (a) Interest rate 1,533 (46 ) 31 (61 ) (232 ) (15 ) 1,210 (133 ) Credit 134 89 23 (4 ) 19 (2 ) 259 112 Foreign exchange (1,194 ) 176 43 (3 ) 51 (4 ) (931 ) 194 Equity (2,206 ) (201 ) 699 (791 ) (4 ) 82 (2,421 ) (164 ) Commodity (122 ) 178 — — (80 ) 10 (14 ) 448 Total net derivative receivables (1,855 ) 196 (c) 796 (859 ) (246 ) 71 (1,897 ) 457 (c) Available-for-sale securities: Asset-backed securities 1,322 (25 ) 50 — (39 ) — 1,308 (24 ) Other 514 (18 ) — — (133 ) — 363 (2 ) Total available-for-sale securities 1,836 (43 ) (d) 50 — (172 ) — 1,671 (26 ) (d) Loans 4,227 (240 ) (c) 233 (89 ) (589 ) — 3,542 (241 ) (c) Mortgage servicing rights 8,347 (57 ) (e) 151 11 (216 ) — 8,236 (57 ) (e) Other assets: Private equity investments 4,630 147 (c) 4 (458 ) 18 — 4,341 346 (c) All other 1,199 12 (f) 2 — (38 ) — 1,175 12 (f) Fair value measurements using significant unobservable inputs Three months ended Fair value at July 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 $ 2,838 $ (52 ) (c) $ — $ — $ 452 $ (44 ) $ (359 ) $ 2,835 $ (52 ) (c) Other borrowed funds 1,538 (45 ) (c) — — 1,575 (1,494 ) 418 1,992 (41 ) (c) Trading liabilities – debt and equity instruments 80 (12 ) (c) (36 ) 22 — 9 (9 ) 54 (12 ) (c) Accounts payable and other liabilities 45 — (f) — — — (5 ) — 40 — (f) Beneficial interests issued by consolidated VIEs 1,062 (42 ) (c) — — 653 (24 ) — 1,649 (44 ) (c) Long-term debt 11,746 (382 ) (c) — — 2,175 (1,583 ) 4 11,960 (266 ) (c) Fair value measurements using significant unobservable inputs Nine 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 $ (43 ) $ 250 $ (186 ) $ (102 ) $ (55 ) $ 786 $ (41 ) Residential – nonagency 663 108 202 (558 ) (19 ) (277 ) 119 7 Commercial – nonagency 306 (12 ) 185 (215 ) (22 ) (213 ) 29 (5 ) Total mortgage-backed securities 1,891 53 637 (959 ) (143 ) (545 ) 934 (39 ) Obligations of U.S. states and municipalities 1,273 6 281 (133 ) (27 ) (828 ) 572 (7 ) Non-U.S. government debt securities 302 20 173 (119 ) (43 ) (247 ) 86 16 Corporate debt securities 2,989 (71 ) 944 (909 ) (119 ) (1,997 ) 837 (2 ) Loans 13,287 (64 ) 2,841 (3,821 ) (2,313 ) (1,916 ) 8,014 (254 ) Asset-backed securities 1,264 (31 ) 1,781 (1,099 ) (4 ) (105 ) 1,806 (19 ) Total debt instruments 21,006 (87 ) 6,657 (7,040 ) (2,649 ) (5,638 ) 12,249 (305 ) Equity securities 431 55 76 (138 ) (19 ) (70 ) 335 58 Other 1,052 65 1,571 (1,298 ) (305 ) (590 ) 495 (25 ) Total trading assets – debt and equity instruments 22,489 33 (c) 8,304 (8,476 ) (2,973 ) (6,298 ) 13,079 (272 ) (c) Net derivative receivables: (a) Interest rate 626 737 451 (164 ) (500 ) (319 ) 831 310 Credit 189 101 16 (5 ) 174 37 512 237 Foreign exchange (526 ) 691 14 (146 ) (140 ) (428 ) (535 ) 222 Equity (1,785 ) 673 620 (859 ) (90 ) (83 ) (1,524 ) 414 Commodity (565 ) (464 ) — (2 ) (151 ) (38 ) (1,220 ) (154 ) Total net derivative receivables (2,061 ) 1,738 (c) 1,101 (1,176 ) (707 ) (831 ) (1,936 ) 1,029 (c) Available-for-sale securities: Asset-backed securities 908 (34 ) 49 (43 ) (50 ) — 830 (28 ) Other 129 — — — (25 ) (99 ) 5 — Total available-for-sale securities 1,037 (34 ) (d) 49 (43 ) (75 ) (99 ) 835 (28 ) (d) Loans 2,541 (111 ) (c) 1,286 (83 ) (758 ) — 2,875 (108 ) (c) Mortgage servicing rights 7,436 (550 ) (e) 882 (375 ) (677 ) — 6,716 (550 ) (e) Other assets: Private equity investments 2,225 (i) 15 (c) 77 (294 ) (174 ) (149 ) 1,700 — (c) All other 959 (i) 90 (f) 65 (143 ) (152 ) — 819 66 (f) Fair value measurements using significant unobservable inputs Nine 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 $ (22 ) (c) $ — $ — $ 1,775 $ (425 ) $ (810 ) $ 3,377 $ 49 (c) Other borrowed funds 1,453 (525 ) (c) 45 28 2,897 (2,573 ) (557 ) 768 (424 ) (c) Trading liabilities – debt and equity instruments 72 13 (c) (141 ) 149 — (20 ) (6 ) 67 7 (c) Accounts payable and other liabilities 26 — (c) — — — (5 ) — 21 — (c) Beneficial interests issued by consolidated VIEs 1,146 (52 ) (c) (75 ) — 286 (287 ) — 1,018 (49 ) (c) Long-term debt 11,877 (617 ) (c) (11 ) (12 ) 7,440 (5,193 ) (2,628 ) 10,856 (583 ) (c) Fair value measurements using significant unobservable inputs Nine 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 $ 12 $ 345 $ (186 ) $ (91 ) $ (27 ) $ 1,058 $ 16 Residential – nonagency 726 78 597 (634 ) (29 ) (147 ) 591 5 Commercial – nonagency 432 26 832 (804 ) (54 ) (169 ) 263 (5 ) Total mortgage-backed securities 2,163 116 1,774 (1,624 ) (174 ) (343 ) 1,912 16 Obligations of U.S. states and municipalities 1,382 145 1 (339 ) — — 1,189 14 Non-U.S. government debt securities 143 26 523 (539 ) (3 ) (15 ) 135 9 Corporate debt securities 5,920 280 3,640 (2,791 ) (1,736 ) (251 ) 5,062 458 Loans 13,455 512 9,850 (4,378 ) (4,067 ) (41 ) 15,331 297 Asset-backed securities 1,272 49 1,921 (1,809 ) (259 ) 46 1,220 (19 ) Total debt instruments 24,335 1,128 17,709 (11,480 ) (6,239 ) (604 ) 24,849 775 Equity securities 867 122 225 (87 ) (72 ) (221 ) 834 92 Physical commodities 4 (1 ) — — (1 ) — 2 (1 ) Other 2,000 116 1,190 (244 ) (112 ) (265 ) 2,685 122 Total trading assets – debt and equity instruments 27,206 1,365 (c) 19,124 (11,811 ) (6,424 ) (1,090 ) 28,370 988 (c) Net derivative receivables: (a) In

Fair value option

Fair value option	9 Months Ended
	Sep. 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 nine months ended September 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 September 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 $ 63 $ — $ 63 $ (114 ) $ — $ (114 ) Securities borrowed (1 ) — (1 ) (3 ) — (3 ) Trading assets: Debt and equity instruments, excluding loans (144 ) — (144 ) 20 1 (c) 21 Loans reported as trading assets: Changes in instrument-specific credit risk 12 5 (c) 17 140 10 (c) 150 Other changes in fair value 94 277 (c) 371 98 249 (c) 347 Loans: Changes in instrument-specific credit risk 31 — 31 3 — 3 Other changes in fair value 2 — 2 (2 ) — (2 ) Other assets 54 — 54 6 21 (d) 27 Deposits (a) (112 ) — (112 ) 117 — 117 Federal funds purchased and securities loaned or sold under repurchase agreements (14 ) — (14 ) 15 — 15 Other borrowed funds (a) 2,015 — 2,015 (56 ) — (56 ) Trading liabilities (6 ) — (6 ) (2 ) — (2 ) Beneficial interests issued by consolidated VIEs 29 — 29 (54 ) — (54 ) Other liabilities — — — — — — Long-term debt: Changes in instrument-specific credit risk (a) 299 — 299 162 — 162 Other changes in fair value (b) 1,116 — 1,116 170 — 170 Nine months ended September 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 $ 37 $ — $ 37 $ (58 ) $ — $ (58 ) Securities borrowed (5 ) — (5 ) (8 ) — (8 ) Trading assets: Debt and equity instruments, excluding loans 375 1 (c) 376 495 2 (c) 497 Loans reported as trading assets: Changes in instrument-specific credit risk 223 18 (c) 241 894 22 (c) 916 Other changes in fair value 206 657 (c) 863 200 941 (c) 1,141 Loans: Changes in instrument-specific credit risk 32 — 32 31 — 31 Other changes in fair value 2 — 2 29 — 29 Other assets 116 9 (d) 125 18 (121 ) (d) (103 ) Deposits (a) (75 ) — (75 ) (94 ) — (94 ) Federal funds purchased and securities loaned or sold under repurchase agreements (5 ) — (5 ) (19 ) — (19 ) Other borrowed funds (a) 2,121 — 2,121 (1,227 ) — (1,227 ) Trading liabilities (20 ) — (20 ) (11 ) — (11 ) Beneficial interests issued by consolidated VIEs 73 — 73 (191 ) — (191 ) Other liabilities — — — (27 ) — (27 ) Long-term debt: Changes in instrument-specific credit risk (a) 624 — 624 167 — 167 Other changes in fair value (b) 1,466 — 1,466 (621 ) — (621 ) (a) Total changes in instrument-specific credit risk (DVA) related to structured notes were $169 million and $190 million for the three months ended September 30, 2015 and 2014, respectively, and $492 million and $209 million for the nine months ended September 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 September 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. September 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 $ 4,048 $ 1,067 $ (2,981 ) $ 3,847 $ 905 $ (2,942 ) Loans 7 7 — 7 7 — Subtotal 4,055 1,074 (2,981 ) 3,854 912 (2,942 ) All other performing loans Loans reported as trading assets 34,765 32,756 (2,009 ) 37,608 35,462 (2,146 ) Loans 2,988 2,967 (21 ) 2,397 2,389 (8 ) Total loans $ 41,808 $ 36,797 $ (5,011 ) $ 43,859 $ 38,763 $ (5,096 ) Long-term debt Principal-protected debt $ 16,753 (c) $ 15,520 $ (1,233 ) $ 14,660 (c) $ 15,484 $ 824 Nonprincipal-protected debt (b) NA 15,640 NA NA 14,742 NA Total long-term debt NA $ 31,160 NA NA $ 30,226 NA Long-term beneficial interests Nonprincipal-protected debt (b) NA $ 1,199 NA NA $ 2,162 NA Total long-term beneficial interests NA $ 1,199 NA NA $ 2,162 NA (a) There were no performing loans that were ninety days or more past due as of September 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 reflects the contractual principal payment at maturity or, if applicable, the contractual principal payment at the Firm’s next call date. At September 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 $(101) 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 of this Form 10-Q. 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. September 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 $ 11,506 $ 50 $ 3,762 $ 15,318 $ 10,858 $ 460 $ 2,119 $ 13,437 Credit 3,256 95 — 3,351 4,023 450 — 4,473 Foreign exchange 1,853 150 11 2,014 2,150 211 17 2,378 Equity 13,086 8,523 5,074 26,683 12,348 12,412 4,415 29,175 Commodity 833 81 1,955 2,869 710 644 2,012 3,366 Total structured notes $ 30,534 $ 8,899 $ 10,802 $ 50,235 $ 30,089 $ 14,177 $ 8,563 $ 52,829

Derivative instruments

Derivative instruments	9 Months Ended
	Sep. 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 113 – 114 ◦ Interest rate Hedge floating-rate assets and liabilities Cash flow hedge Corporate 114 – 115 ◦ Foreign exchange Hedge foreign currency-denominated assets and liabilities Fair value hedge Corporate 113 – 114 ◦ Foreign exchange Hedge forecasted revenue and expense Cash flow hedge Corporate 114 – 115 ◦ Foreign exchange Hedge the value of the Firm’s investments in non-U.S. subsidiaries Net investment hedge Corporate 116 ◦ Commodity Hedge commodity inventory Fair value hedge CIB 113 – 114 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 116 ◦ Credit Manage the credit risk of wholesale lending exposures Specified risk management CIB 116 ◦ Commodity Manage the risk of certain commodities-related contracts and investments Specified risk management CIB 116 ◦ Interest rate and foreign exchange Manage the risk of certain other specified assets and liabilities Specified risk management Corporate 116 Market-making derivatives and other activities: ◦ Various Market-making and related risk management Market-making and other CIB 116 ◦ Various Other derivatives Market-making and other CIB, Corporate 116 Notional amount of derivative contracts The following table summarizes the notional amount of derivative contracts outstanding as of September 30, 2015 , and December 31, 2014 . Notional amounts (b) (in billions) September 30, 2015 December 31, 2014 Interest rate contracts Swaps $ 24,058 $ 29,734 Futures and forwards 5,377 10,189 Written options 3,689 3,903 Purchased options 4,170 4,259 Total interest rate contracts 37,294 48,085 Credit derivatives (a) 3,503 4,249 Foreign exchange contracts Cross-currency swaps 3,052 3,346 Spot, futures and forwards 4,976 4,669 Written options 759 790 Purchased options 740 780 Total foreign exchange contracts 9,527 9,585 Equity contracts Swaps 227 206 Futures and forwards 45 50 Written options 457 432 Purchased options 388 375 Total equity contracts 1,117 1,063 Commodity contracts Swaps 103 126 Spot, futures and forwards 132 193 Written options 172 181 Purchased options 170 180 Total commodity contracts 577 680 Total derivative notional amounts $ 52,018 $ 63,662 (a) For more information on volumes and types of credit derivative contracts, see the Credit derivatives discussion on pages 117–118 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 September 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 September 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 $ 733,909 $ 5,042 $ 738,951 $ 29,116 $ 699,048 $ 2,791 $ 701,839 $ 10,725 Credit 54,409 — 54,409 1,724 53,111 — 53,111 1,646 Foreign exchange 185,015 1,534 186,549 21,116 201,298 1,155 202,453 22,044 Equity 46,727 — 46,727 7,490 47,549 — 47,549 9,006 Commodity 27,452 1,008 28,460 9,222 32,542 18 32,560 13,719 Total fair value of trading assets and liabilities $ 1,047,512 $ 7,584 $ 1,055,096 $ 68,668 $ 1,033,548 $ 3,964 $ 1,037,512 $ 57,140 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 September 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. September 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 $ 455,022 $ (432,456 ) $ 22,566 $ 542,107 $ (514,914 ) $ 27,193 OTC–cleared 277,403 (277,379 ) 24 401,656 (401,618 ) 38 Exchange-traded (a) — — — — — — Total interest rate contracts 732,425 (709,835 ) 22,590 943,763 (916,532 ) 27,231 Credit contracts: OTC 44,739 (44,680 ) 59 66,636 (65,720 ) 916 OTC–cleared 8,020 (8,005 ) 15 9,320 (9,284 ) 36 Total credit contracts 52,759 (52,685 ) 74 75,956 (75,004 ) 952 Foreign exchange contracts: OTC 181,104 (165,157 ) 15,947 208,803 (193,900 ) 14,903 OTC–cleared 276 (276 ) — 36 (34 ) 2 Exchange-traded (a) — — — — — — Total foreign exchange contracts 181,380 (165,433 ) 15,947 208,839 (193,934 ) 14,905 Equity contracts: OTC 26,509 (25,732 ) 777 23,258 (22,826 ) 432 OTC–cleared — — — — — — Exchange-traded (a) 17,579 (13,505 ) 4,074 13,840 (11,486 ) 2,354 Total equity contracts 44,088 (39,237 ) 4,851 37,098 (34,312 ) 2,786 Commodity contracts: OTC 14,610 (6,644 ) 7,966 22,555 (14,327 ) 8,228 OTC–cleared — — — — — — Exchange-traded (a) 12,844 (12,594 ) 250 19,500 (15,344 ) 4,156 Total commodity contracts 27,454 (19,238 ) 8,216 42,055 (29,671 ) 12,384 Derivative receivables with appropriate legal opinion $ 1,038,106 $ (986,428 ) (b) $ 51,678 $ 1,307,711 $ (1,249,453 ) (b) $ 58,258 Derivative receivables where an appropriate legal opinion has not been either sought or obtained 16,990 16,990 20,717 20,717 Total derivative receivables recognized on the Consolidated balance sheets $ 1,055,096 $ 68,668 $ 1,328,428 $ 78,975 (a) Exchange-traded derivative amounts that relate to futures contracts are settled daily. (b) Included cash collateral netted of $74.3 billion and $74.0 billion at September 30, 2015 , and December 31, 2014 , respectively. The following table presents, as of September 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. September 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 $ 431,744 $ (422,367 ) $ 9,377 $ 515,904 $ (503,384 ) $ 12,520 OTC–cleared 268,798 (268,747 ) 51 398,518 (397,250 ) 1,268 Exchange-traded (a) — — — — — — Total interest rate contracts 700,542 (691,114 ) 9,428 914,422 (900,634 ) 13,788 Credit contracts: OTC 45,435 (44,220 ) 1,215 65,432 (64,904 ) 528 OTC–cleared 7,245 (7,245 ) — 9,398 (9,398 ) — Total credit contracts 52,680 (51,465 ) 1,215 74,830 (74,302 ) 528 Foreign exchange contracts: OTC 196,762 (180,048 ) 16,714 217,998 (201,578 ) 16,420 OTC–cleared 362 (361 ) 1 66 (66 ) — Exchange-traded (a) — — — — — — Total foreign exchange contracts 197,124 (180,409 ) 16,715 218,064 (201,644 ) 16,420 Equity contracts: OTC 28,605 (25,038 ) 3,567 27,908 (23,036 ) 4,872 OTC–cleared — — — — — — Exchange-traded (a) 15,065 (13,505 ) 1,560 12,864 (11,486 ) 1,378 Total equity contracts 43,670 (38,543 ) 5,127 40,772 (34,522 ) 6,250 Commodity contracts: OTC 17,490 (6,247 ) 11,243 25,129 (13,211 ) 11,918 OTC–cleared — — — — — — Exchange-traded (a) 12,655 (12,594 ) 61 18,486 (15,344 ) 3,142 Total commodity contracts 30,145 (18,841 ) 11,304 43,615 (28,555 ) 15,060 Derivative payables with appropriate legal opinions $ 1,024,161 $ (980,372 ) (b) $ 43,789 $ 1,291,703 $ (1,239,657 ) (b) $ 52,046 Derivative payables where an appropriate legal opinion has not been either sought or obtained 13,351 13,351 19,070 19,070 Total derivative payables recognized on the Consolidated balance sheets $ 1,037,512 $ 57,140 $ 1,310,773 $ 71,116 (a) Exchange-traded derivative balances that relate to futures contracts are settled daily. (b) Included cash collateral netted of $68.2 billion and $64.2 billion related to OTC and OTC-cleared derivatives at September 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 consists 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 September 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 receivables collateral September 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 $ 51,678 $ (15,706 ) (a) $ 35,972 $ 58,258 $ (16,194 ) (a) $ 42,064 Derivative payables collateral (b) September 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 $ 43,789 $ (8,424 ) (a) $ 35,365 $ 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 payables 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 September 30, 2015 , and December 31, 2014 . OTC and OTC-cleared derivative payables containing downgrade triggers (in millions) September 30, 2015 December 31, 2014 Aggregate fair value of net derivative payables $ 24,822 $ 32,303 Collateral posted 22,858 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 September 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 September 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) $ 895 $ 3,164 $ 1,046 $ 3,331 Amount required to settle contracts with termination triggers upon downgrade (b) 287 1,141 366 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 September 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 nine months ended September 30, 2015 and 2014 , respectively. Gains/(losses) recorded in income Income statement impact due to: Three months ended September 30, 2015 (in millions) Derivatives Hedged items Total income statement impact Hedge ineffectiveness (d) Excluded components (e) Contract type Interest rate (a) $ 1,298 $ (1,071 ) $ 227 $ 8 $ 219 Foreign exchange (b) 1,012 (998 ) 14 — 14 Commodity (c) 303 (271 ) 32 (3 ) 35 Total $ 2,613 $ (2,340 ) $ 273 $ 5 $ 268 Gains/(losses) recorded in income Income statement impact due to: Three months ended September 30, 2014 (in millions) Derivatives Hedged items Total income statement impact Hedge ineffectiveness (d) Excluded components (e) Contract type Interest rate (a) $ (286 ) $ 651 $ 365 $ 27 $ 338 Foreign exchange (b) 6,008 (6,052 ) (44 ) — (44 ) Commodity (c) 284 (236 ) 48 10 38 Total $ 6,006 $ (5,637 ) $ 369 $ 37 $ 332 Gains/(losses) recorded in income Income statement impact due to: Nine months ended September 30, 2015 (in millions) Derivatives Hedged items Total income statement impact Hedge ineffectiveness (d) Excluded components (e) Contract type Interest rate (a) $ 363 $ 390 $ 753 $ 6 $ 747 Foreign exchange (b) 5,369 (5,360 ) 9 — 9 Commodity (c) 867 (874 ) (7 ) (14 ) 7 Total $ 6,599 $ (5,844 ) $ 755 $ (8 ) $ 763 Gains/(losses) recorded in income Income statement impact due to: Nine months ended September 30, 2014 (in millions) Derivatives Hedged items Total income statement impact Hedge ineffectiveness (d) Excluded components (e) Contract type Interest rate (a) $ 1,035 $ (17 ) $ 1,018 $ 99 $ 919 Foreign exchange (b) 5,222 (5,421 ) (199 ) — (199 ) Commodity (c) (97 ) 278 181 38 143 Total $ 6,160 $ (5,160 ) $ 1,000 $ 137 $ 863 (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 nine months ended September 30, 2015 and 2014 , respectively. Gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended September 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) $ 14 $ — $ 14 $ (70 ) $ (84 ) Foreign exchange (b) (19 ) — (19 ) (105 ) (86 ) Total $ (5 ) $ — $ (5 ) $ (175 ) $ (170 ) Gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended September 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) $ (12 ) $ — $ (12 ) $ 26 $ 38 Foreign exchange (b) 43 — 43 (92 ) (135 ) Total $ 31 $ — $ 31 $ (66 ) $ (97 ) Gains/(losses) recorded in income and other comprehensive income/(loss) Nine months ended September 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) $ (113 ) $ — $ (113 ) $ (90 ) $ 23 Foreign exchange (b) (74 ) — (74 ) (14 ) 60 Total $ (187 ) $ — $ (187 ) $ (104 ) $ 83 Gains/(losses) recorded in income and other comprehensive income/(loss) Nine months ended September 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) $ (48 ) $ — $ (48 ) $ 160 $ 208 Foreign exchange (b) 81 — 81 (11 ) (92 ) Total $ 33 $ — $ 33 $ 149 $ 116 (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 nine months ended September 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 September 30, 2015 and 2014, and nine months ended September 30, 2014. Over the next 12 months, the Firm expects that $11 million (after-tax) of net gains recorded in AOCI at September 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 8 years . For open cash flow hedges, the maximum length of time over which forecasted transactions are hedged is approximately 2 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 nine months ended September 30, 2015 and 2014 . Gains/(losses) recorded in income and other comprehensive income/(loss) 2015 2014 Three months ended September 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 $ (103 ) $ 908 $ (114 ) $ 1,185 Gains/(losses) recorded in income and 2015 2014 Nine months ended September 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 $ (292 ) $ 1,651 $ (341 ) $ 823 (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 nine months ended September 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 Nine months ended (in millions) 2015 2014 2015 2014 Contract type Interest rate (a) $ 665 $ 321 $ 785 $ 1,428 Credit (b) 76 1 52 (40 ) Foreign exchange (c) 26 (2 ) 21 (5 ) Commodity (d) — 16 (13 ) 178 Total $ 767 $ 336 $ 845 $ 1,561 (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 September 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 $ (1,683,730 ) $ 1,699,718 $ 15,988 $ 14,572 Other credit derivatives (a) (44,493 ) 41,960 (2,533 ) 18,217 Total credit derivatives (1,728,223 ) 1,741,678 13,455 32,789 Credit-related notes (22 ) — (22 ) 4,357 Total $ (1,728,245 ) $ 1,741,678 $ 13,433 $ 37,146 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 September 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 J

Noninterest revenue

Noninterest revenue	9 Months Ended
	Sep. 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 September 30, Nine months ended (in millions) 2015 2014 2015 2014 Underwriting Equity $ 257 $ 414 $ 1,108 $ 1,244 Debt 855 710 2,621 2,269 Total underwriting 1,112 1,124 3,729 3,513 Advisory 492 414 1,502 1,196 Total investment banking fees $ 1,604 $ 1,538 $ 5,231 $ 4,709 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 September 30, Nine months ended (in millions) 2015 2014 2015 2014 Trading revenue by instrument type Interest rate $ 530 $ 655 $ 1,836 $ 1,636 Credit 438 556 1,477 1,685 Foreign exchange 607 381 2,014 1,249 Equity 637 638 2,593 2,202 Commodity (a) 156 411 745 1,446 Total trading revenue 2,368 2,641 8,665 8,218 Private equity gains (b) (1 ) 325 191 978 Principal transactions $ 2,367 $ 2,966 $ 8,856 $ 9,196 (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 September 30, Nine months ended (in millions) 2015 2014 2015 2014 Asset management fees Investment management fees (a) $ 2,327 $ 2,311 $ 7,017 $ 6,667 All other asset management fees (b) 92 120 290 374 Total asset management fees 2,419 2,431 7,307 7,041 Total administration fees (c) 486 536 1,520 1,627 Commission and other fees Brokerage commissions 575 567 1,761 1,766 All other commissions and fees 365 444 1,079 1,387 Total commissions and fees 940 1,011 2,840 3,153 Total asset management, administration and commissions $ 3,845 $ 3,978 $ 11,667 $ 11,821 (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 Nine months ended (in millions) 2015 2014 2015 2014 Operating lease income $ 536 $ 433 $ 1,509 $ 1,252

Interest income and interest ex

Interest income and interest expense	9 Months Ended
	Sep. 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 Nine months ended (in millions) 2015 2014 2015 2014 Interest income Loans $ 8,433 $ 8,060 $ 24,459 $ 24,138 Taxable securities 1,553 1,903 4,885 5,743 Nontaxable securities (a) 439 387 1,260 1,041 Total securities 1,992 2,290 6,145 6,784 Trading assets 1,538 1,855 5,008 5,453 Federal funds sold and securities purchased under resale agreements 431 400 1,167 1,234 Securities borrowed (b) (118 ) (150 ) (397 ) (369 ) Deposits with banks 291 300 944 835 Other assets (c) 172 171 492 505 Total interest income 12,739 12,926 37,818 38,580 Interest expense Interest-bearing deposits 293 399 965 1,242 Short-term and other liabilities (d) 315 238 991 1,121 Long-term debt 1,092 1,084 3,254 3,337 Beneficial interests issued by consolidated VIEs 115 98 323 308 Total interest expense 1,815 1,819 5,533 6,008 Net interest income 10,924 11,107 32,285 32,572 Provision for credit losses 682 757 2,576 2,299 Net interest income after provision for credit losses $ 10,242 $ 10,350 $ 29,709 $ 30,273 (a) Represents securities which are tax-exempt for U.S. federal income tax purposes. (b) Negative interest income for the three and nine months ended September 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	9 Months Ended
	Sep. 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 September 30, (in millions) 2015 2014 2015 2014 2015 2014 Components of net periodic benefit cost Benefits earned during the period $ 85 $ 70 $ 9 $ 8 $ — $ — Interest cost on benefit obligations 125 133 28 34 8 9 Expected return on plan assets (232 ) (247 ) (38 ) (42 ) (27 ) (25 ) Amortization: Net (gain)/loss 62 6 9 12 — — Prior service cost/(credit) (9 ) (9 ) — (1 ) — — Net periodic defined benefit cost 31 (47 ) 8 11 (19 ) (16 ) Other defined benefit pension plans (a) 3 3 2 2 NA NA Total defined benefit plans 34 (44 ) 10 13 (19 ) (16 ) Total defined contribution plans 119 115 85 87 NA NA Total pension and OPEB cost included in compensation expense $ 153 $ 71 $ 95 $ 100 $ (19 ) $ (16 ) Pension plans U.S. Non-U.S. OPEB plans Nine months ended September 30, (in millions) 2015 2014 2015 2014 2015 2014 Components of net periodic benefit cost Benefits earned during the period $ 255 $ 210 $ 28 $ 25 $ — $ — Interest cost on benefit obligations 375 401 84 104 24 27 Expected return on plan assets (697 ) (739 ) (113 ) (131 ) (80 ) (75 ) Amortization: Net (gain)/loss 185 19 27 36 — — Prior service cost/(credit) (26 ) (31 ) (1 ) (1 ) — — Net periodic defined benefit cost 92 (140 ) 25 33 (56 ) (48 ) Other defined benefit pension plans (a) 10 10 7 5 NA NA Total defined benefit plans 102 (130 ) 32 38 (56 ) (48 ) Total defined contribution plans 323 333 254 254 NA NA Total pension and OPEB cost included in compensation expense $ 425 $ 203 $ 286 $ 292 $ (56 ) $ (48 ) (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 $15.9 billion and $3.5 billion , as of September 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 September 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	9 Months Ended
	Sep. 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 September 30, Nine 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 $ 269 $ 326 $ 856 $ 1,071 Accrual of estimated costs of stock awards to be granted in future periods including those to full-career eligible employees 195 213 683 610 Total noncash compensation expense related to employee stock-based incentive plans $ 464 $ 539 $ 1,539 $ 1,681 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	9 Months Ended
	Sep. 30, 2015
Noninterest Expense [Abstract]
Noninterest expense	For details on Noninterest expense, see Consolidated statements of income on page 86 . Included within other expense is the following: Three months ended September 30, Nine months ended September 30, (in millions) 2015 2014 2015 2014 Firmwide legal expense $ 1,347 $ 1,062 $ 2,325 $ 1,769 Federal Deposit Insurance Corporation-related (“FDIC”) expense 298 250 916 809

Securities

Securities	9 Months Ended
	Sep. 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 the Firm's asset-liability management objectives. At September 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. September 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) $ 52,800 $ 1,811 $ 33 $ 54,578 $ 63,089 $ 2,302 $ 72 $ 65,319 Residential: Prime and Alt-A 6,811 66 19 6,858 5,595 78 29 5,644 Subprime 301 8 — 309 677 14 — 691 Non-U.S. 28,841 606 9 29,438 43,550 1,010 — 44,560 Commercial 22,763 287 157 22,893 20,687 438 17 21,108 Total mortgage-backed securities 111,516 2,778 218 114,076 133,598 3,842 118 137,322 U.S. Treasury and government agencies (a) 11,482 1 136 11,347 13,603 56 14 13,645 Obligations of U.S. states and municipalities 30,923 1,872 86 32,709 27,841 2,243 16 30,068 Certificates of deposit 415 3 — 418 1,103 1 1 1,103 Non-U.S. government debt securities 38,197 960 37 39,120 51,492 1,272 21 52,743 Corporate debt securities 14,747 185 151 14,781 18,158 398 24 18,532 Asset-backed securities: Collateralized loan obligations 31,381 69 146 31,304 30,229 147 182 30,194 Other 10,114 94 77 10,131 12,442 184 11 12,615 Total available-for-sale debt securities 248,775 5,962 851 253,886 288,466 8,143 387 296,222 Available-for-sale equity securities 2,587 18 — 2,605 2,513 17 — 2,530 Total available-for-sale securities $ 251,362 $ 5,980 $ 851 $ 256,491 $ 290,979 $ 8,160 $ 387 $ 298,752 Total held-to-maturity securities (b) $ 50,169 $ 1,724 $ 48 $ 51,845 $ 49,252 $ 1,902 $ — $ 51,154 (a) Included total U.S. government-sponsored enterprise obligations with fair values of $41.6 billion and $59.3 billion at September 30, 2015, and December 31, 2014 , respectively. (b) As of September 30, 2015, consists of MBS issued by U. S. government-sponsored enterprises with an amortized cost of $31.9 billion , MBS issued by U.S. government agencies with an amortized cost of $5.6 billion and obligations of U.S. states and municipalities with an amortized cost of $12.7 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 September 30, 2015, and December 31, 2014. Securities with gross unrealized losses Less than 12 months 12 months or more September 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 $ 4,797 $ 19 $ 717 $ 14 $ 5,514 $ 33 Residential: Prime and Alt-A 2,294 14 251 5 2,545 19 Subprime — — — — — — Non-U.S. 1,477 9 — — 1,477 9 Commercial 10,256 155 269 2 10,525 157 Total mortgage-backed securities 18,824 197 1,237 21 20,061 218 U.S. Treasury and government agencies 11,205 136 — — 11,205 136 Obligations of U.S. states and municipalities 4,681 79 218 7 4,899 86 Certificates of deposit — — — — — — Non-U.S. government debt securities 2,941 30 205 7 3,146 37 Corporate debt securities 4,107 142 634 9 4,741 151 Asset-backed securities: Collateralized loan obligations 11,843 44 10,414 102 22,257 146 Other 4,800 77 — — 4,800 77 Total available-for-sale debt securities 58,401 705 12,708 146 71,109 851 Available-for-sale equity securities — — — — — — Held-to-maturity securities 4,824 48 — — 4,824 48 Total securities with gross unrealized losses $ 63,225 $ 753 $ 12,708 $ 146 $ 75,933 $ 899 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 September 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 September 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 September 30, Nine months ended September 30, (in millions) 2015 2014 2015 2014 Realized gains $ 65 $ 41 $ 250 $ 265 Realized losses (20 ) (33 ) (107 ) (215 ) OTTI losses (12 ) (2 ) (14 ) (2 ) Net securities gains $ 33 $ 6 $ 129 $ 48 OTTI losses Credit-related losses recognized in income $ — $ — $ (1 ) $ — Securities the Firm intends to sell (12 ) (2 ) (13 ) (2 ) Total OTTI losses recognized in income $ (12 ) $ (2 ) $ (14 ) $ (2 ) Changes in the credit loss component of credit-impaired debt securities The following table presents a rollforward for the three and nine months ended September 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 September 30, Nine months ended September 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 September 30, 2015, of JPMorgan Chase ’s investment securities portfolio by contractual maturity. By remaining maturity September 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 $ 2,333 $ 10,991 $ 6,054 $ 92,138 $ 111,516 Fair value 2,344 11,184 6,263 94,285 114,076 Average yield (b) 1.40 % 1.76 % 3.23 % 2.95 % 2.81 % U.S. Treasury and government agencies Amortized cost $ 100 $ — $ 10,228 $ 1,154 $ 11,482 Fair value 100 — 10,121 1,126 11,347 Average yield (b) 0.13 % — % 0.22 % 0.43 % 0.24 % Obligations of U.S. states and municipalities Amortized cost $ 139 $ 765 $ 1,440 $ 28,579 $ 30,923 Fair value 142 788 1,513 30,266 32,709 Average yield (b) 6.55 % 3.39 % 5.43 % 6.68 % 6.54 % Certificates of deposit Amortized cost $ 364 $ 51 $ — $ — $ 415 Fair value 365 53 — — 418 Average yield (b) 5.69 % 3.28 % — % — % 5.39 % Non-U.S. government debt securities Amortized cost $ 7,243 $ 11,485 $ 17,299 $ 2,170 $ 38,197 Fair value 7,479 11,750 17,607 2,284 39,120 Average yield (b) 3.28 % 1.75 % 1.05 % 0.72 % 1.64 % Corporate debt securities Amortized cost $ 3,486 $ 8,243 $ 2,875 $ 143 $ 14,747 Fair value 3,510 8,287 2,846 138 14,781 Average yield (b) 2.18 % 2.29 % 2.77 % 4.46 % 2.38 % Asset-backed securities Amortized cost $ 513 $ 473 $ 20,162 $ 20,347 $ 41,495 Fair value 514 476 20,139 20,306 41,435 Average yield (b) 0.95 % 1.19 % 1.76 % 1.79 % 1.76 % Total available-for-sale debt securities Amortized cost $ 14,178 $ 32,008 $ 58,058 $ 144,531 $ 248,775 Fair value 14,454 32,538 58,489 148,405 253,886 Average yield (b) 2.69 % 1.93 % 1.57 % 3.47 % 2.78 % Available-for-sale equity securities Amortized cost $ — $ — $ — $ 2,587 $ 2,587 Fair value — — — 2,605 2,605 Average yield (b) — % — % — % 0.02 % 0.02 % Total available-for-sale securities Amortized cost $ 14,178 $ 32,008 $ 58,058 $ 147,118 $ 251,362 Fair value 14,454 32,538 58,489 151,010 256,491 Average yield (b) 2.69 % 1.93 % 1.57 % 3.41 % 2.75 % Total held-to-maturity securities Amortized cost $ 52 $ — $ 901 $ 49,216 $ 50,169 Fair value 52 — 942 50,851 51,845 Average yield (b) 4.41% — % 4.98 % 3.97 % 3.99% (a) U.S. government-sponsored enterprises were the only issuers whose securities exceeded 10% of JPMorgan Chase ’s total stockholders’ equity at September 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 ten 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, two years for agency residential collateralized mortgage obligations and three years for U.S. nonagency residential collateralized mortgage obligations.

Securities financing activities

Securities financing activities	9 Months Ended
	Sep. 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 September 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. September 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 $ 375,841 $ (161,197 ) $ 214,644 $ 347,142 $ (142,719 ) $ 204,423 Securities purchased under resale agreements where an appropriate legal opinion has not been either sought or obtained 2,710 2,710 10,598 10,598 Total securities purchased under resale agreements $ 378,551 $ (161,197 ) $ 217,354 (a) $ 357,740 $ (142,719 ) $ 215,021 (a) Securities borrowed $ 105,668 NA $ 105,668 (b)(c) $ 110,435 NA $ 110,435 (b)(c) (a) At September 30, 2015 , and December 31, 2014 , included securities purchased under resale agreements of $27.4 billion and $28.6 billion , respectively, accounted for at fair value. (b) At September 30, 2015 , and December 31, 2014 , included securities borrowed of $405 million and $992 million , respectively, accounted for at fair value. (c) Included $21.5 billion and $27.7 billion at September 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 September 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. September 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 $ 214,644 $ (211,255 ) $ (518 ) $ 2,871 $ 204,423 $ (201,375 ) $ (246 ) $ 2,802 Securities borrowed $ 84,157 $ (81,413 ) $ — $ 2,744 $ 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 September 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. September 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 $ 311,565 $ (161,197 ) $ 150,368 $ 290,529 $ (142,719 ) $ 147,810 Securities sold under repurchase agreements where an appropriate legal opinion has not been either sought or obtained (a) 14,070 14,070 21,996 21,996 Total securities sold under repurchase agreements $ 325,635 $ (161,197 ) $ 164,438 (c) $ 312,525 $ (142,719 ) $ 169,806 (c) Securities loaned (b) $ 20,738 NA $ 20,738 (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 $5.8 billion and $4.1 billion at September 30, 2015 , and December 31, 2014 , respectively, accounted for at fair value, where the Firm is acting as lender. These amounts are presented within other liabilities in the Consolidated balance sheets. (c) At September 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 September 30, 2015 , and December 31, 2014 . (e) Included $41 million and $271 million at September 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 September 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. September 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 $ 150,368 $ (146,749 ) $ (442 ) $ 3,177 $ 147,810 $ (145,732 ) $ (497 ) $ 1,581 Securities loaned $ 20,697 $ (20,553 ) $ — $ 144 $ 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 September 30, 2015 . Gross liability balance September 30, 2015 (in millions) Securities sold under repurchase agreements Securities loaned Mortgage-backed securities $ 22,060 $ — U.S. Treasury and government agencies 166,522 223 Obligations of U.S. states and municipalities 1,718 — Non-U.S. government debt 89,573 621 Corporate debt securities 19,580 110 Asset-backed securities 5,238 — Equity securities 20,944 19,784 Total $ 325,635 $ 20,738 Remaining contractual maturity of the agreements Overnight and continuous Greater than 90 days September 30, 2015 (in millions) Up to 30 days 30 – 90 days Total Total securities sold under repurchase agreements $ 117,879 $ 124,711 $ 27,052 $ 55,993 $ 325,635 Total securities loaned 9,463 649 319 10,307 20,738 Transfers not qualifying for sale accounting At September 30, 2015 , and December 31, 2014 , the Firm held $11.2 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	9 Months Ended
	Sep. 30, 2015
Accounts, Notes, Loans and Financing Receivable [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. September 30, 2015 Consumer, excluding credit card Credit card (a) Wholesale Total (in millions) Retained $ 331,732 $ 125,634 $ 346,927 $ 804,293 (b) Held-for-sale 237 1,345 447 2,029 At fair value — — 3,135 3,135 Total $ 331,969 $ 126,979 $ 350,509 $ 809,457 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 $628 million and $1.3 billion at September 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 September 30, (in millions) Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Purchases $ 1,196 (a)(b) $ — $ 1,199 $ 2,395 $ 1,945 (a)(b) $ — $ 312 $ 2,257 Sales 1,130 — 1,856 2,986 1,573 272 1,814 3,659 Retained loans reclassified to held-for-sale — 79 20 99 232 186 50 468 2015 2014 Nine months ended September 30, (in millions) Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Purchases $ 3,918 (a)(b) $ — $ 1,894 $ 5,812 $ 5,694 (a)(b) $ — $ 589 $ 6,283 Sales 4,073 1,269 7,381 12,723 3,816 272 6,493 10,581 Retained loans reclassified to held-for-sale 1,272 79 455 1,806 1,034 401 559 1,994 (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 $14.4 billion and $4.1 billion for the three months ended September 30, 2015 and 2014 , respectively, and $39.8 billion and $8.2 billion for the nine months ended September 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 Nine 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 $ 62 $ 97 $ 239 $ 223 Credit card 13 (9 ) 22 (9 ) Wholesale 33 26 32 53 Total net gains/(losses) on sales of loans (including lower of cost or fair value adjustments) $ 108 $ 114 $ 293 $ 267 (a) Excludes sales related to loans accounted for at fair value.
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [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) September 30, December 31, Residential real estate – excluding PCI Home equity: Senior lien $ 15,156 $ 16,367 Junior lien 31,974 36,375 Mortgages: Prime, including option ARMs 150,114 104,921 Subprime 3,853 5,056 Other consumer loans Auto 57,174 54,536 Business banking 20,871 20,058 Student and other 10,354 10,970 Residential real estate – PCI Home equity 15,490 17,095 Prime mortgage 9,196 10,220 Subprime mortgage 3,329 3,673 Option ARMs 14,221 15,708 Total retained loans $ 331,732 $ 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 Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Loan delinquency (a) Current $ 14,571 $ 15,730 $ 31,289 $ 35,575 $ 140,579 $ 93,951 $ 3,244 $ 4,296 $ 189,683 $ 149,552 30–149 days past due 248 275 447 533 3,513 4,091 396 489 4,604 5,388 150 or more days past due 337 362 238 267 6,022 6,879 213 271 6,810 7,779 Total retained loans $ 15,156 $ 16,367 $ 31,974 $ 36,375 $ 150,114 $ 104,921 $ 3,853 $ 5,056 $ 201,097 $ 162,719 % of 30+ days past due to total retained loans (b) 3.86 % 3.89 % 2.14 % 2.20 % 0.83 % 1.42 % 15.81 % 15.03 % 1.55 % 2.27 % 90 or more days past due and government guaranteed (c) $ — $ — $ — $ — $ 6,405 $ 7,544 $ — $ — $ 6,405 $ 7,544 Nonaccrual loans 883 938 1,373 1,590 1,863 2,190 812 1,036 4,931 5,754 Current estimated LTV ratios (d)(e)(f) Greater than 125% and refreshed FICO scores: Equal to or greater than 660 $ 15 $ 21 $ 252 $ 467 $ 62 $ 120 $ 3 $ 10 $ 332 $ 618 Less than 660 7 10 69 138 62 103 20 51 158 302 101% to 125% and refreshed FICO scores: Equal to or greater than 660 87 134 2,124 3,149 434 648 36 118 2,681 4,049 Less than 660 50 69 607 923 267 340 139 298 1,063 1,630 80% to 100% and refreshed FICO scores: Equal to or greater than 660 450 633 5,014 6,481 3,497 3,863 178 432 9,139 11,409 Less than 660 172 226 1,422 1,780 852 1,026 468 770 2,914 3,802 Less than 80% and refreshed FICO scores: Equal to or greater than 660 12,331 13,048 19,242 20,030 128,678 81,805 1,406 1,586 161,657 116,469 Less than 660 2,044 2,226 3,244 3,407 5,214 4,906 1,603 1,791 12,105 12,330 U.S. government-guaranteed — — — — 11,048 12,110 — — 11,048 12,110 Total retained loans $ 15,156 $ 16,367 $ 31,974 $ 36,375 $ 150,114 $ 104,921 $ 3,853 $ 5,056 $ 201,097 $ 162,719 Geographic region California $ 2,090 $ 2,232 $ 7,123 $ 8,144 $ 42,588 $ 28,133 $ 541 $ 718 $ 52,342 $ 39,227 New York 2,591 2,805 6,819 7,685 19,695 16,550 539 677 29,644 27,717 Illinois 1,219 1,306 2,321 2,605 10,588 6,654 151 207 14,279 10,772 Texas 1,624 1,845 977 1,087 8,143 4,935 148 177 10,892 8,044 Florida 828 861 1,688 1,923 6,388 5,106 432 632 9,336 8,522 New Jersey 652 654 2,009 2,233 4,930 3,361 178 227 7,769 6,475 Washington 455 506 1,056 1,216 3,662 2,410 84 109 5,257 4,241 Arizona 843 927 1,396 1,595 2,800 1,805 77 112 5,116 4,439 Michigan 683 736 734 848 1,718 1,203 84 121 3,219 2,908 Ohio 1,053 1,150 670 778 1,061 615 85 112 2,869 2,655 All other (g) 3,118 3,345 7,181 8,261 48,541 34,149 1,534 1,964 60,374 47,719 Total retained loans $ 15,156 $ 16,367 $ 31,974 $ 36,375 $ 150,114 $ 104,921 $ 3,853 $ 5,056 $ 201,097 $ 162,719 (a) Individual delinquency classifications include mortgage loans insured by U.S. government agencies as follows: current included $2.7 billion and $2.6 billion ; 30 – 149 days past due included $3.0 billion and $3.5 billion ; and 150 or more days past due included $5.3 billion and $6.0 billion at September 30, 2015 , and December 31, 2014 , respectively. (b) At September 30, 2015 , and December 31, 2014 , Prime, including option ARMs loans excluded mortgage loans insured by U.S. government agencies of $8.3 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 September 30, 2015 , and December 31, 2014 , these balances included $3.8 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 September 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 September 30, 2015 , and December 31, 2014 , included mortgage loans insured by U.S. government agencies of $11.0 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 September 30, 2015 , and December 31, 2014 . Total loans Total 30+ day delinquency rate (in millions, except ratios) Sep 30, Dec 31, Sep 30, Dec 31, HELOCs: (a) Within the revolving period (b) $ 18,883 $ 25,252 1.57 % 1.75 % Beyond the revolving period 10,509 7,979 3.03 3.16 HELOANs 2,582 3,144 2.75 3.34 Total $ 31,974 $ 36,375 2.14 % 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 allow 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 Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Impaired loans With an allowance $ 561 $ 552 $ 726 $ 722 $ 3,954 $ 4,949 $ 1,437 $ 2,239 $ 6,678 $ 8,462 Without an allowance (a) 502 549 583 582 1,019 1,196 491 639 2,595 2,966 Total impaired loans (b)(c) $ 1,063 $ 1,101 $ 1,309 $ 1,304 $ 4,973 $ 6,145 $ 1,928 $ 2,878 $ 9,273 $ 11,428 Allowance for loan losses related to impaired loans $ 53 $ 84 $ 86 $ 147 $ 93 $ 127 $ 15 $ 64 $ 247 $ 422 Unpaid principal balance of impaired loans (d) 1,395 1,451 2,611 2,603 6,429 7,813 2,968 4,200 13,403 16,067 Impaired loans on nonaccrual status (e) 596 628 641 632 1,373 1,559 718 931 3,328 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 September 30, 2015 , Chapter 7 residential real estate loans included approximately 18% of senior lien home equity, 10% of junior lien home equity, 19% of prime mortgages, including option ARMs, and 14% of subprime mortgages that were 30 days or more past due. (b) At September 30, 2015 , and December 31, 2014 , $4.2 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 September 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 September 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 September 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 $ 1,072 $ 1,115 $ 13 $ 14 $ 8 $ 9 Junior lien 1,279 1,310 19 20 12 13 Mortgages Prime, including option ARMs 5,038 6,657 52 65 12 14 Subprime 1,942 3,411 30 45 10 13 Total residential real estate – excluding PCI $ 9,331 $ 12,493 $ 114 $ 144 $ 42 $ 49 Nine months ended September 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 $ 1,084 $ 1,128 $ 39 $ 42 $ 26 $ 28 Junior lien 1,287 1,316 59 61 38 40 Mortgages Prime, including option ARMs 5,562 6,811 166 199 36 41 Subprime 2,434 3,551 102 141 32 39 Total residential real estate – excluding PCI $ 10,367 $ 12,806 $ 366 $ 443 $ 132 $ 148 (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 September 30, Nine months ended September 30, (in millions) 2015 2014 2015 2014 Home equity: Senior lien $ 29 $ 27 $ 87 $ 74 Junior lien 110 53 199 157 Mortgages: Prime, including option ARMs 49 89 170 208 Subprime 13 29 47 82 Total residential real estate – excluding PCI $ 201 $ 198 $ 503 $ 521 Nature and extent of modifications The U.S. Treasury's Making Home Affordable (“MHA”) programs, 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 September 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 333 232 1,502 164 283 274 381 502 2,499 1,172 Number of loans permanently modified 273 333 680 581 414 1,267 391 1,420 1,758 3,601 Concession granted: (a) Interest rate reduction 77 % 43 % 68 % 84 % 76 % 23 % 70 % 26 % 72 % 36 % Term or payment extension 90 53 87 84 77 18 82 29 84 36 Principal and/or interest deferred 34 10 21 22 28 7 17 6 24 9 Principal forgiveness 3 50 5 20 25 73 34 72 15 62 Other (b) — — — — 10 4 15 7 6 4 Nine months ended September 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 983 651 1,749 505 822 790 1,170 1,530 4,724 3,476 Number of loans permanently modified 849 854 1,830 2,238 1,122 2,184 1,275 2,680 5,076 7,956 Concession granted: (a) Interest rate reduction 75 % 56 % 73 % 85 % 72 % 40 % 70 % 43 % 73 % 56 % Term or payment extension 85 71 87 83 82 46 80 49 84 60 Principal and/or interest deferred 32 12 24 22 33 17 21 11 26 16 Principal forgiveness 5 38 4 26 25 54 32 57 16 45 Other (b) — — — — 9 9 12 9 5 6 (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 September 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 5.55 % 6.05 % 4.96 % 4.81 % 5.07 % 4.16 % 6.82 % 6.97 % 5.57 % 5.14 % Weighted-average interest rate of loans with interest rate reductions – after TDR 2.61 3.13 2.15 2.07 2.61 2.77 3.11 3.45 2.65 2.87 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR 17 18 17 19 25 25 24 22 22 22 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR 33 31 34 35 36 37 37 35 36 35 Charge-offs recognized upon permanent modification $ 1 $ 1 $ — $ 2 $ 4 $ 1 $ — $ 1 $ 5 $ 5 Principal deferred 3 1 4 2 9 8 4 4 20 15 Principal forgiven — 6 — 3 10 51 9 49 19 109 Balance of loans that redefaulted within one year of permanent modification (a) $ 4 $ 5 $ 1 $ 3 $ 23 $ 35 $ 15 $ 32 $ 43 $ 75 Nine months ended September 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 5.82 % 6.45 % 4.85 % 4.83 % 5.08 % 4.81 % 6.73 % 7.29 % 5.57 % 5.63 % Weighted-average interest rate of loans with interest rate reductions – after TDR 2.74 3.03 2.20 1.95 2.50 2.70 3.17 3.44 2.65 2.79 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR 17 18 18 19 25 25 24 24 22 23 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR 32 30 34 35 37 37 36 36 36 36 Charge-offs recognized upon permanent modification $ 1 $ 2 $ 2 $ 24 $ 7 $ 5 $ 2 $ 2 $ 12 $ 33 Principal deferred 10 3 10 8 31 31 14 15 65 57 Principal forgiven 2 12 — 20 26 76 26 81 54 189 Balance of loans that redefaulted within one year of permanent modification (a) $ 10 $ 14 $ 4 $ 8 $ 58 $ 97 $ 44 $ 72 $ 116 $ 191 (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 September 30, 2015 , the weighted-average estimated remaining lives of residential real estate loans, excluding PCI loans, permanently modified in TDRs were 10 years for senior lien home equity, 9 years for junior lien home equity, 10 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 September 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 $1.2 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 Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Loan delinquency (a) Current $ 56,566 $ 53,866 $ 20,583 $ 19,710 $ 9,636 $ 10,080 $ 86,785 $ 83,656 30–119 days past due 600 663 185 208 469 576 1,254 1,447 120 or more days past due 8 7 103 140 249 314 360 461 Total retained loans $ 57,174 $ 54,536 $ 20,871 $ 20,058 $ 10,354 $ 10,970 $ 88,399 $ 85,564 % of 30+ days past due to total retained loans 1.06 % 1.23 % 1.38 % 1.73 % 2.04 % (d) 2.15 % (d) 1.25 % (d) 1.47 % (d) 90 or more days past due and still accruing (b) $ — $ — $ — $ — $ 289 $ 367 $ 289 $ 367 Nonaccrual loans 110 115 236 279 253 270 599 664 Geographic region California $ 6,836 $ 6,294 $ 3,368 $ 3,008 $ 1,093 $ 1,143 $ 11,297 $ 10,445 New York 3,730 3,662 3,251 3,187 1,230 1,259 8,211 8,108 Illinois 3,424 3,175 1,401 1,373 697 729 5,522 5,277 Texas 6,042 5,608 2,604 2,626 845 868 9,491 9,102 Florida 2,607 2,301 930 827 525 521 4,062 3,649 New Jersey 1,972 1,945 504 451 384 378 2,860 2,774 Washington 1,098 1,019 269 258 215 235 1,582 1,512 Arizona 1,923 2,003 1,185 1,083 236 239 3,344 3,325 Michigan 1,533 1,633 1,366 1,375 430 466 3,329 3,474 Ohio 2,284 2,157 1,366 1,354 578 629 4,228 4,140 All other 25,725 24,739 4,627 4,516 4,121 4,503 34,473 33,758 Total retained loans $ 57,174 $ 54,536 $ 20,871 $ 20,058 $ 10,354 $ 10,970 $ 88,399 $ 85,564 Loans by risk ratings (c) Noncriticized $ 10,079 $ 9,822 $ 15,224 $ 14,619 NA NA $ 25,303 $ 24,441 Criticized performing 85 35 802 708 NA NA 887 743 Criticized nonaccrual — — 183 213 NA NA 183 213 (a) Individual delinquency classifications included loans insured by U.S. government agencies under the Federal Family Education Loan Program (“FFELP”) as follows: current included $4.0 billion and $4.3 billion ; 30 - 119 days past due included $279 million and $364 million ; and 120 or more days past due included $228 million and $290 million at September 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) September 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 $507 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) September 30, December 31, Impaired loans With an allowance $ 512 $ 557 Without an allowance (a) 32 35 Total impaired loans (b)(c) $ 544 $ 592 Allowance for loan losses related to impaired loans $ 112 $ 117 Unpaid principal balance of impaired loans (d) 657 719 Impaired loans on nonaccrual status 430 456 (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 $543 million and $603 million for the three months ended September 30, 2015 and 2014 , respectively, and $565 million and $701 million for the nine months ended September 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 nine months ended September 30, 2015 and 2014 . (d) Represents the contractual amount of principal owed at September 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 nine months ended September 30, 2015 and 2014. (in millions) September 30, December 31, Loans modified in TDRs (a)(b) $ 398 $ 442 TDRs on nonaccrual status 284 306 (a) The impact of these modifications was not material to the Firm for the three and nine months ended September 30, 2015 and 2014 . (b) Additional commitments to lend to borrowers whose loans have been modified in TDRs as of September 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 Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Carrying value (a) $ 15,490 $ 17,095 $ 9,196 $ 10,220 $ 3,329 $ 3,673 $ 14,221 $ 15,708 $ 42,236 $ 46,696 Related allowance for loan losses (b) 1,708 1,758 1,031 1,193 — 180 49 194 2,788 3,325 Loan delinquency (based on unpaid principal balance) Current $ 14,840 $ 16,295 $ 8,159 $ 8,912 $ 3,305 $ 3,565 $ 12,733 $ 13,814 $ 39,037 $ 42,586 30–149 days past due 317 445 423 500 465 536 705 858 1,910 2,339 150 or more days past due 710 1,000 638 837 381 551 1,328 1,824 3,057 4,212 Total loans $ 15,867 $ 17,740 $ 9,220 $ 10,249 $ 4,151 $ 4,652 $ 14,766 $ 16,496 $ 44,004 $ 49,137 % of 30+ days past due to total loans 6.47 % 8.15 % 11.51 % 13.05 % 20.38 % 23.37 % 13.77 % 16.26 % 11.29 % 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 $ 298 $ 513 $ 19 $ 45 $ 22 $ 34 $ 48 $ 89 $ 387 $ 681 Less than 660 159 273 50 97 88 160 70 150 367 680 101% to 125% and refreshed FICO scores: Equal to or greater than 660 1,676 2,245 269 456 127 215 338 575 2,410 3,491 Less than 660 774 1,073 259 402 318 509 499 771 1,850 2,755 80% to 100% and refreshed FICO scores: Equal to or greater than 660 3,668 4,171 1,579 2,154 405 519 1,815 2,418 7,467 9,262 Less than 660 1,443 1,647 973 1,316 788 1,006 1,491 1,996 4,695 5,965 Lower than 80% and refreshed FICO scores: Equal to or greater than 660 5,878 5,824 3,859 3,663 827 719 6,674 6,593 17,238 16,799 Less than 660 1,971 1,994 2,212 2,116 1,576 1,490 3,831 3,904 9,590 9,504 Total unpaid principal balance $ 15,867 $ 17,740 $ 9,220 $ 10,249 $ 4,151 $ 4,652 $ 14,766 $ 16,496 $ 44,004 $ 49,137 Geographic region (based on unpaid principal balance) California $ 9,521 $ 10,671 $ 5,349 $ 5,965 $ 1,036 $ 1,138 $ 8,328 $ 9,190 $ 24,234 $ 26,964 New York 809 876 594 672 405 463 834 933 2,642 2,944 Illinois 371 405 272 301 201 229 343 397 1,187 1,332 Texas 235 273 97 92 248 281 77 85 657 731 Florida 1,533 1,696 611 689 381 432 1,231 1,440 3,756 4,257 New Jersey 319 348 243 279 142 165 483 553 1,187 1,345 Washington 850 959 199 225 84 95 348 395 1,481 1,674 Arizona 289 323 150 167 79 85 210 227 728 802 Michigan 46 53 148 166 116 130 159 182 469 531 Ohio 18 20 46 48 64 72 62 69 190 209 All other 1,876 2,116 1,511 1,645 1,395 1,562 2,691 3,025 7,473 8,348 Total unpaid principal balance $ 15,867 $ 17,740 $ 9,220 $ 10,249 $ 4,151 $ 4,652 $ 14,766 $ 16,496 $ 44,004 $ 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 the unpaid principal balance as of September 30, 2015 , and December 31, 2014 . Total loans Total 30+ day delinquency rate (in millions, except ratios) Sep 30, Dec 31, Sep 30, Dec 31, HELOCs: (a) Within the revolving period (b) $ 5,888 $ 8,972 4.26 % 6.42 % Beyond the revolving period (c) 5,770 4,143 4.75 6.42 HELOANs 611 736 5.56 8.83 Total $ 12,269 $ 13,851 4.56 % 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 nine months ended September 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 September 30, Nine months ended September 30, 2015 2014 2015 2014 Beginning balance $ 13,741 $ 15,275 $ 14,592 $ 16,167 Accretion into interest income (424 ) (471 ) (1,290 ) (1,480 ) Changes in interest rates on variable-rate loans 3 (75 ) 21 (141 ) Other changes in expected cash flows (a) 511 242 508 425 Reclassification from nonaccretable difference (b) 90 — 90 $ — Balance at September 30 $ 13,921 $ 14,971 $ 13,921 $ 14,971 Accretable yield percentage 4.22 % 4.10 % 4.18 % 4.22 % (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 nine months ended September 30, 201
Credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	Credit card loan portfolio The table below sets forth information about the Firm’s credit card loans. (in millions, except ratios) September 30, December 31, Loan delinquency Current and less than 30 days past due and still accruing $ 123,901 $ 126,189 30–89 days past due and still accruing 908 943 90 or more days past due and still accruing 825 895 Nonaccrual loans — — Total retained credit card loans $ 125,634 $ 128,027 Loan delinquency ratios % of 30+ days past due to total retained loans 1.38 % 1.44 % % of 90+ days past due to total retained loans 0.66 0.70 Credit card loans by geographic region California $ 17,830 $ 17,940 Texas 11,270 11,088 New York 10,965 10,940 Illinois 7,389 7,497 Florida 7,375 7,398 New Jersey 5,668 5,750 Ohio 4,504 4,707 Pennsylvania 4,324 4,489 Michigan 3,448 3,552 Virginia 3,068 3,263 All other 49,793 51,403 Total retained credit card loans $ 125,634 $ 128,027 Percentage of portfolio based on carrying value with estimated refreshed FICO scores Equal to or greater than 660 85.1 % 85.7 % Less than 660 14.9 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) September 30, December 31, Impaired credit card loans with an allowance (a)(b) Credit card loans with modified payment terms (c) $ 1,370 $ 1,775 Modified credit card loans that have reverted to pre-modification payment terms (d) 193 254 Total impaired credit card loans (e) $ 1,563 $ 2,029 Allowance for loan losses related to impaired credit card loans $ 485 $ 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 September 30, 2015 , and December 31, 2014 , $122 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 $71 million and $95 million at September 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 Nine months ended (in millions) 2015 2014 2015 2014 Average impaired credit card loans $ 1,620 $ 2,342 $ 1,775 $ 2,630 Interest income on impaired credit card loans 20 29 64 97 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 $154 million and $196 million , for the three months ended September 30, 2015 and 2014 , respectively , and $483 million and $622 million for the nine months ended September 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 Nine months ended 2015 2014 2015 2014 Weighted-average interest rate of loans – before TDR 15.09 % 14.96 % 15.13 % 15.01 % Weighted-average interest rate of loans – after TDR 4.35 4.40 4.30 4.37 Loans that redefaulted within one year of modification (a) $ 23 $ 29 $ 65 $ 92 (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 26.04% and 27.91% as of September 30, 2015 , and December 31, 2014 , respectively.
Wholesale
Accounts, Notes, Loans and Financing Receivable [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) Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Loans by risk ratings Investment-grade $ 64,719 $ 63,069 $ 71,068 $ 61,006 $ 22,805 $ 27,111 $ 10,843 $ 8,393 $ 91,754 $ 82,087 $ 261,189 $ 241,666 Noninvestment-grade: Noncriticized 45,012 44,117 16,795 16,541 6,048 7,085 256 300 11,402 10,075 79,513 78,118 Criticized performing 3,304 2,251 1,361 1,313 296 316 7 3 171 236 5,139 4,119 Criticized nonaccrual 672 188 257 253 11 18 — — 146 140 1,086 599 Total noninvestment- grade 48,988 46,556 18,413 18,107 6,355 7,419 263 303 11,719 10,451 85,738 82,836 Total retained loans $ 113,707 $ 109,625 $ 89,481 $ 79,113 $ 29,160 $ 34,530 $ 11,106 $ 8,696 $ 103,473 $ 92,538 $ 346,927 $ 324,502 % of total criticized to total retained loans 3.50 % 2.22 % 1.81 % 1.98 % 1.05 % 0.97 % 0.06 % 0.03 % 0.31 % 0.41 % 1.79 % 1.45 % % of nonaccrual loans to total retained loans 0.59 0.17 0.29 0.32 0.04 0.05 — — 0.14 0.15 0.31 0.18 Loans by geographic distribution (a) Total non-U.S. $ 30,734 $ 33,739 $ 2,671 $ 2,099 $ 18,019 $ 20,944 $ 1,666 $ 1,122 $ 43,454 $ 42,961 $ 96,544 $ 100,865 Total U.S. 82,973 75,886 86,810 77,014 11,141 13,586 9,440 7,574 60,019 49,577 250,383 223,637 Total retained loans $ 113,707 $ 109,625 $ 89,481 $ 79,113 $ 29,160 $ 34,530 $ 11,106 $ 8,696 $ 103,473 $ 92,538 $ 346,927 $ 324,502 Loan delinquency (b) Current and less than 30 days past due and still accruing $ 112,916 $ 108,857 $ 89,041 $ 78,552 $ 29,092 $ 34,408 $ 11,038 $ 8,627 $ 102,018 $ 91,168 $ 344,105 $ 321,612 30–89 days past due and still accruing 118 566 167 275 47 104 68 69 1,212 1,201 1,612 2,215 90 or more days past due and still accruing (c) 1 14 16 33 10 — — — 97 29 124 76 Criticized nonaccrual 672 188 257 253 11 18 — — 146 140 1,086 599 Total retained loans $ 113,707 $ 109,625 $ 89,481 $ 79,113 $ 29,160 $ 34,530 $ 11,106 $ 8,696 $ 103,473 $ 92,538 $ 346,927 $ 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 Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Real estate retained loans $ 58,139 $ 51,049 $ 19,045 $ 17,438 $ 4,832 $ 4,264 $ 7,465 $ 6,362 $ 89,481 $ 79,113 Criticized exposure 515 652 978 841 40 42 85 31 1,618 1,566 % of criticized exposure to total real estate retained loans 0.89 % 1.28 % 5.14 % 4.82 % 0.83 % 0.98 % 1.14 % 0.49 % 1.81 % 1.98 % Criticized nonaccrual $ 114 $ 126 $ 100 $ 110 $ — $ — $ 43 $ 17 $ 257 $ 253 % of criticized nonaccrual to total real estate retained loans 0.20 % 0.25 % 0.53 % 0.63 % — % — % 0.58 % 0.27 % 0.29 % 0.32 % Wholesale impaired loans and loan modifications Wholesale impaired loans consist 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 Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Impaired loans With an allowance $ 578 $ 174 $ 167 $ 193 $ 10 $ 15 $ — $ — $ 86 $ 89 $ 841 $ 471 Without an allowance (a) 94 24 124 87 1 3 — — 61 52 280 166 Total impaired loans $ 672 $ 198 $ 291 $ 280 $ 11 $ 18 $ — $ — $ 147 $ 141 $ 1,121 (c) $ 637 (c) Allowance for loan losses related to impaired loans $ 216 $ 34 $ 20 $ 36 $ 2 $ 4 $ — $ — $ 43 $ 13 $ 281 $ 87 Unpaid principal balance of impaired loans (b) 721 266 356 345 14 22 — — 151 202 1,242 835 (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 September 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 September 30, Nine months ended September 30, (in millions) 2015 2014 2015 2014 Commercial and industrial $ 559 $ 245 $ 388 $ 262 Real estate 261 287 257 316 Financial institutions 12 17 14 19 Government agencies — — 1 — Other 122 162 114 163 Total (a) $ 954 $ 711 $ 774 $ 760 (a) The related interest income on accruing impaired loans and interest income recognized on a cash basis were not material for the three and nine months ended September 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 September 30, 2015 and 2014 .

Allowance for credit losses

Allowance for credit losses	9 Months Ended
	Sep. 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 Nine months ended September 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 1,269 2,626 46 3,941 1,613 2,882 106 4,601 Gross recoveries (577 ) (278 ) (64 ) (919 ) (629 ) (311 ) (120 ) (1,060 ) Net charge-offs/(recoveries) 692 2,348 (18 ) 3,022 984 2,571 (14 ) 3,541 Write-offs of PCI loans (a) 162 — — 162 196 — — 196 Provision for loan losses (346 ) 2,348 461 2,463 180 2,371 (183 ) 2,368 Other (1 ) (5 ) 8 2 2 (5 ) (3 ) (6 ) Ending balance at September 30, $ 5,849 $ 3,434 $ 4,183 $ 13,466 $ 7,458 $ 3,590 $ 3,841 $ 14,889 Allowance for loan losses by impairment methodology Asset-specific (b) $ 359 $ 485 (c) $ 281 $ 1,125 $ 618 $ 500 (c) $ 124 $ 1,242 Formula-based 2,702 2,949 3,902 9,553 3,178 3,090 3,717 9,985 PCI 2,788 — — 2,788 3,662 — — 3,662 Total allowance for loan losses $ 5,849 $ 3,434 $ 4,183 $ 13,466 $ 7,458 $ 3,590 $ 3,841 $ 14,889 Loans by impairment methodology Asset-specific $ 9,817 $ 1,563 $ 1,121 $ 12,501 $ 12,779 $ 2,227 $ 664 $ 15,670 Formula-based 279,679 124,071 345,802 749,552 227,113 124,337 319,692 671,142 PCI 42,236 — 4 42,240 48,487 — 5 48,492 Total retained loans $ 331,732 $ 125,634 $ 346,927 $ 804,293 $ 288,379 $ 126,564 $ 320,361 $ 735,304 Impaired collateral-dependent loans Net charge-offs $ 84 $ — $ 2 $ 86 $ 105 $ — $ 8 $ 113 Loans measured at fair value of collateral less cost to sell 2,653 — 325 2,978 3,138 — 315 3,453 Allowance for lending-related commitments Beginning balance at January 1, $ 13 $ — $ 609 $ 622 $ 8 $ — $ 697 $ 705 Provision for lending-related commitments 1 — 112 113 1 — (70 ) (69 ) Other — — — — — — 1 1 Ending balance at September 30, $ 14 $ — $ 721 $ 735 $ 9 $ — $ 628 $ 637 Allowance for lending-related commitments by impairment methodology Asset-specific $ — $ — $ 69 $ 69 $ — $ — $ 68 $ 68 Formula-based 14 — 652 666 9 — 560 569 Total allowance for lending-related commitments $ 14 $ — $ 721 $ 735 $ 9 $ — $ 628 $ 637 Lending-related commitments by impairment methodology Asset-specific $ — $ — $ 176 $ 176 $ — $ — $ 134 $ 134 Formula-based 60,005 526,433 354,172 940,610 54,912 531,301 470,857 1,057,070 Total lending-related commitments $ 60,005 $ 526,433 $ 354,348 $ 940,786 $ 54,912 $ 531,301 $ 470,991 $ 1,057,204 (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	9 Months Ended
	Sep. 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 146 Mortgage securitization trusts Servicing and securitization of both originated and purchased residential mortgages 146 – 148 CIB Mortgage and other securitization trusts Securitization of both originated and purchased residential and commercial mortgages, and student loans 146 – 148 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 148 Municipal bond vehicles 148 – 149 Credit-related note and asset swap vehicles 149 The Firm also invests in and provides financing and other services to VIEs sponsored by third parties, as described on page 149 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 150 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 151 of this Note for further information regarding the Firm’s cash flows with and interests retained in nonconsolidated VIEs, and page 151 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) September 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 $ 88.7 $ 1.5 $ 73.8 $ 0.5 $ 1.7 $ 2.2 Subprime 25.2 0.1 23.3 0.1 — 0.1 Commercial and other (b) 125.6 0.2 87.3 0.5 3.6 4.1 Total $ 239.5 $ 1.8 $ 184.4 $ 1.1 $ 5.3 $ 6.4 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 151 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 $132 million and $64 million , respectively, at September 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 September 30, 2015 , and December 31, 2014 , 76% 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 $115 million and $185 million of noninvestment-grade retained interests at September 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 $239 million and $194 million of noninvestment-grade retained interests at September 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 September 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 150 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 150 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 September 30, 2015 and 2014 , the Firm transferred $6.6 billion and $7.5 billion respectively of securities to agency VIEs, and $50 million and $237 million , respectively, of securities to private-label VIEs. During the nine months ended September 30, 2015 and 2014 , the Firm transferred $ 16.8 billion and $ 20.8 billion respectively of securities to agency VIEs, and $ 777 million and $ 670 million , respectively, of securities to private-label VIEs. As of September 30, 2015 , and December 31, 2014 , the Firm did not consolidate any agency re-securitizations. As of September 30, 2015 , and December 31, 2014 , the Firm consolidated $48 million and $77 million , respectively, of assets, and $9 million and $21 million , respectively, of liabilities of private-label re-securitizations. See the table on page 150 of this Note for more information on consolidated re-securitization transactions. As of September 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 $2.2 billion and $2.9 billion , respectively. At September 30, 2015 , and December 31, 2014 , the Firm held approximately $1.8 billion and $2.4 billion , respectively, of interests in nonconsolidated agency re-securitization entities, and $2 million and $36 million , respectively, of senior and subordinated interests in nonconsolidated private-label re-securitization entities. See the table on page 151 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 $6.1 billion and $5.7 billion of the commercial paper issued by the Firm -administered multi-seller conduits at September 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 $6.9 billion and $9.9 billion at September 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 September 30, 2015 , and December 31, 2014 , including the ratings profile of the VIEs’ assets, was as follows. (in billions) (a) Fair value of assets held by VIEs Liquidity facilities Excess/(deficit) (b) Maximum exposure Nonconsolidated municipal bond vehicles September 30, 2015 $ 11.6 $ 6.5 $ 5.1 $ 6.5 December 31, 2014 11.5 6.3 5.2 6.3 Ratings profile of VIE assets (c) Fair value of assets held by VIEs Wt. avg. expected life of assets (years) Investment-grade Noninvestment- grade (in billions, except where otherwise noted) (a) AAA to AAA- AA+ to AA- A+ to A- BBB+ to BBB- BB+ and below September 30, 2015 2.7 8.2 0.7 — — 11.6 4.7 December 31, 2014 2.7 8.4 0.4 — — 11.5 4.9 (a) Includes municipal bond VIEs sponsored by third parties, but where the Firm provides the liquidity facility and serves as the remarketing agent. (b) Represents the excess/(deficit) of the fair values of municipal bond assets available to repay the liquidity facilities, if drawn. (c) 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 September 30, 2015 , and December 31, 2014 . Assets Liabilities September 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 $ — $ 46.7 $ 0.7 $ 47.4 $ 30.1 $ — $ 30.1 Firm-administered multi-seller conduits — 19.0 — 19.0 13.0 — 13.0 Municipal bond vehicles 2.7 — — 2.7 2.6 — 2.6 Mortgage securitization entities (b) 1.2 1.4 — 2.6 0.9 0.7 1.6 Student loan securitization entities 0.1 2.0 0.1 2.2 1.9 — 1.9 Other 0.2 — 1.3 1.5 0.2 0.1 0.3 Total $ 4.2 $ 69.1 $ 2.1 $ 75.4 $ 48.7 $ 0.8 $ 49.5 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 $33.2 billion and $35.4 billion at September 30, 2015 , and December 31, 2014 , respectively. The maturities of the long-term beneficial interests as of September 30, 2015, were as follows: $5.0 billion under one year, $23.8 billion between one and five years, and $4.4 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 and nine months ended September 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 September 30, Nine months ended September 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 $ 971 $ 2,982 $ 484 $ 3,101 $ 2,663 $ 9,033 $ 1,144 $ 7,740 All cash flows during the period: Proceeds from new securitizations (b) $ 972 $ 2,995 $ 484 $ 3,141 $ 2,674 $ 9,053 $ 1,147 $ 7,849 Servicing fees collected 129 — 142 1 409 2 418 3 Purchases of previously transferred financial assets (or the underlying collateral) (c) 1 — 52 — 2 — 119 — Cash flows received on interests 122 172 43 56 308 379 128 515 (a) Excludes re-securitization transactions. (b) For the three and nine months ended September 30, 2015, $913 million and $2.6 billion , respectively, of proceeds from residential mortgage securitizations were received as securities classified in level 2 and $59 million of proceeds classified as level 3 of the fair value hierarchy. For the three and nine months ended September 30, 2015, $3.0 billion and $9.0 billion , respectively, of proceeds from commercial mortgage securitizations were received as securities classified in level 2 and $5 million and $43 million , respectively, of proceeds classified as level 3 of the fair value hierarchy. For the three and nine months ended September 30, 2014, $484 million and $1.1 billion 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 nine months ended September 30, 2014, $3.1 billion and $7.4 billion , respectively, of proceeds from commercial mortgage securitizations were received as securities classified in level 2 and zero and $130 million of proceeds classified as level 3 of the fair value hierarchy, and zero and $280 million of proceeds from commercial mortgage securitization were received as cash. All loans transferred into securitization vehicles during the three and nine months ended September 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 September 30, Nine months ended September 30, (in millions) 2015 2014 2015 2014 Carrying value of loans sold (a) $ 11,394 $ 12,396 $ 34,193 $ 38,919 Proceeds received from loan sales as cash 139 77 238 166 Proceeds from loans sales as securities (b) 11,170 12,250 33,758 38,446 Total proceeds received from loan sales (c) $ 11,309 $ 12,327 $ 33,996 $ 38,612 Gains on loan sales (d) $ 61 $ 86 $ 238 $ 205 (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 September 30, 2015, and December 31, 2014, the Firm had recorded on its Consolidated balance sheets $11.3 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 $327 million and $464 million as of September 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 September 30, 2015, and December 31, 2014, respectively; and liquidation losses for the three and nine months ended September 30, 2015 and 2014, respectively. Liquidation losses Securitized assets 90 days past due Three months ended September 30, Nine months ended September 30, (in millions) Sep 30, Dec 31, Sep 30, Dec 31, 2015 2014 2015 2014 Securitized loans (a) Residential mortgage: Prime / Alt-A & Option ARMs $ 73,779 $ 78,294 $ 9,481 $ 11,363 $ 486 $ 465 $ 1,402 $ 1,722 Subprime 23,300 25,659 5,730 6,473 380 353 1,105 1,556 Commercial and other 87,369 94,438 1,580 1,522 211 471 350 1,113 Total loans securitized (b) $ 184,448 $ 198,391 $ 16,791 $ 19,358 $ 1,077 $ 1,289 $ 2,857 $ 4,391 (a) Total assets held in securitization-related SPEs were $239.5 billion and $254.3 billion , respectively, at September 30, 2015, and December 31, 2014. The $184.4 billion and $198.4 billion , respectively, of loans securitized at September 30, 2015, and December 31, 2014, excluded: $53.3 billion and $52.2 billion , respectively, of securitized loans in which the Firm has no continuing involvement, and $1.8 billion and $3.7 billion , respectively, of loan securitizations consolidated on the Firm’s Consolidated balance sheets at September 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	9 Months Ended
	Sep. 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) September 30, December 31, Consumer & Community Banking $ 30,851 $ 30,941 Corporate & Investment Bank 6,771 6,780 Commercial Banking 2,861 2,861 Asset Management 6,922 6,964 Corporate — 101 Total goodwill $ 47,405 $ 47,647 The following table presents changes in the carrying amount of goodwill. Three months ended Nine months ended (in millions) 2015 2014 2015 2014 Balance at beginning of period $ 47,476 $ 48,110 $ 47,647 $ 48,081 Changes during the period from: Business combinations 8 6 25 24 Dispositions — (1 ) (101 ) (b) (1 ) Other (a) (79 ) (145 ) (166 ) (134 ) Balance at September 30, $ 47,405 $ 47,970 $ 47,405 $ 47,970 (a) Includes foreign currency translation adjustments and other tax-related adjustments, and, during the three and nine months ended September 30, 2014 , goodwill impairment associated with the Firm’s Private Equity business of $68 million . (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 September 30, 2015 , or December 31, 2014 , nor was goodwill written off due to impairment during the nine months ended September 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 nine months ended September 30, 2015 and 2014 . As of or for the three months As of or for the nine months (in millions, except where otherwise noted) 2015 2014 2015 2014 Fair value at beginning of period $ 7,571 $ 8,347 $ 7,436 $ 9,614 MSR activity: Originations of MSRs 147 148 447 518 Purchase of MSRs (4 ) 3 435 9 Disposition of MSRs (a) — 11 (375 ) (175 ) Net additions 143 162 507 352 Changes due to collection/realization of expected cash flows (b) (233 ) (216 ) (677 ) (702 ) Changes in valuation due to inputs and assumptions: Changes due to market interest rates and other (c) (677 ) (101 ) (338 ) (832 ) Changes in valuation due to other inputs and assumptions: Projected cash flows (e.g., cost to service) (76 ) 44 (103 ) 33 Discount rates — — (10 ) (459 ) (g) Prepayment model changes and other (d) (12 ) — (99 ) 230 Total changes in valuation due to other inputs and assumptions (88 ) 44 (212 ) (196 ) Total changes in valuation due to inputs and assumptions (b) (765 ) (57 ) (550 ) (1,028 ) Fair value at September 30, (e) $ 6,716 $ 8,236 $ 6,716 $ 8,236 Change in unrealized gains/(losses) included in income related to MSRs held at September 30, $ (765 ) $ (57 ) $ (550 ) $ (1,028 ) Contractual service fees, late fees and other ancillary fees included in income $ 634 $ 701 $ 1,945 $ 2,189 Third-party mortgage loans serviced at September 30, (in billions) $ 706 $ 771 $ 706 $ 771 Net servicer advances at September 30, (in billions) (f) $ 6.6 $ 8.6 $ 6.6 $ 8.6 (a) For the nine months ended September 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 September 30, 2014 and nine months ended September 30, 2015 and 2014 . (b) Included changes related to commercial real estate of $(1) million and $(1) million for the three months ended September 30, 2015 and 2014 , respectively, and $(3) million and $(5) million for the nine months ended September 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 $7 million and $13 million related to commercial real estate at September 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 nine months ended September 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 nine months ended September 30, 2015 and 2014 . Three months ended Nine months ended (in millions) 2015 2014 2015 2014 CCB mortgage fees and related income Net production revenue $ 176 $ 253 $ 646 $ 865 Net mortgage servicing revenue: Operating revenue: Loan servicing revenue 648 787 2,104 2,524 Changes in MSR asset fair value due to collection/realization of expected cash flows (232 ) (214 ) (674 ) (696 ) Total operating revenue 416 573 1,430 1,828 Risk management: Changes in MSR asset fair value due to market interest rates and other (a) (677 ) (101 ) (338 ) (831 ) Other changes in MSR asset fair value due to other inputs and assumptions in model (b) (88 ) 44 (212 ) (196 ) Change in derivative fair value and other 642 133 429 1,040 Total risk management (123 ) 76 (121 ) 13 Total net mortgage servicing revenue 293 649 1,309 1,841 Total CCB mortgage fees and related income 469 902 1,955 2,706 All other — 1 2 2 Mortgage fees and related income $ 469 $ 903 $ 1,957 $ 2,708 (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 September 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) Sep 30, Dec 31, Weighted-average prepayment speed assumption (“CPR”) 10.19 % 9.80 % Impact on fair value of 10% adverse change $ (297 ) $ (337 ) Impact on fair value of 20% adverse change (571 ) (652 ) Weighted-average option adjusted spread 9.09 % 9.43 % Impact on fair value of 100 basis points adverse change $ (265 ) $ (300 ) Impact on fair value of 200 basis points adverse change (510 ) (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	9 Months Ended
	Sep. 30, 2015
Deposits [Abstract]
Deposits	Deposits For further discussion on deposits, see Note 19 of JPMorgan Chase’s 2014 Annual Report. At September 30, 2015, and December 31, 2014, noninterest-bearing and interest-bearing deposits were as follows. (in millions) September 30, 2015 December 31, 2014 U.S. offices Noninterest-bearing $ 404,984 $ 437,558 Interest-bearing: Demand (a) 77,092 90,319 Savings (b) 469,990 466,730 Time (included $9,497 and $7,501 at fair value) (c) 76,932 86,301 Total interest-bearing deposits 624,014 643,350 Total deposits in U.S. offices 1,028,998 1,080,908 Non-U.S. offices Noninterest-bearing 20,174 19,078 Interest-bearing: Demand 171,290 217,011 Savings 1,742 2,673 Time (included $1,565 and $1,306 at fair value) (c) 50,902 43,757 Total interest-bearing deposits 223,934 263,441 Total deposits in non-U.S. offices 244,108 282,519 Total deposits $ 1,273,106 $ 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	9 Months Ended
	Sep. 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 nine months ended September 30, 2015 and 2014 . (in millions, except per share amounts) Three months ended Nine months ended 2015 2014 2015 2014 Basic earnings per share Net income $ 6,804 $ 5,565 $ 19,008 $ 16,814 Less: Preferred stock dividends 393 304 1,097 799 Net income applicable to common equity 6,411 5,261 17,911 16,015 Less: Dividends and undistributed earnings allocated to participating securities 141 133 413 427 Net income applicable to common stockholders $ 6,270 $ 5,128 $ 17,498 $ 15,588 Total weighted-average basic shares outstanding 3,694.4 3,755.4 3,709.2 3,774.4 Net income per share $ 1.70 $ 1.37 $ 4.72 $ 4.13 Diluted earnings per share Net income applicable to common stockholders $ 6,270 $ 5,128 $ 17,498 $ 15,588 Total weighted-average basic shares outstanding 3,694.4 3,755.4 3,709.2 3,774.4 Add: Employee stock options, SARs and warrants (a) 31.2 33.3 33.0 33.9 Total weighted-average diluted shares outstanding (b) 3,725.6 3,788.7 3,742.2 3,808.3 Net income per share $ 1.68 $ 1.35 $ 4.68 $ 4.09 (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 nine months ended September 30, 2015 ; and 1 million for each of the three and nine months ended September 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)	9 Months Ended
	Sep. 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 July 1, 2015 $ 3,443 $ (154 ) $ 62 $ (2,249 ) $ 1,102 Net change (291 ) (5 ) (106 ) 51 (351 ) Balance at September 30, 2015 $ 3,152 $ (159 ) $ (44 ) $ (2,198 ) $ 751 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 July 1, 2014 $ 4,867 $ (126 ) $ (12 ) $ (1,291 ) $ 3,438 Net change (141 ) 3 (58 ) 24 (172 ) Balance at September 30, 2014 $ 4,726 $ (123 ) $ (70 ) $ (1,267 ) $ 3,266 As of or for the nine 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 (1,621 ) (12 ) 51 144 (1,438 ) Balance at September 30, 2015 $ 3,152 $ (159 ) $ (44 ) $ (2,198 ) $ 751 As of or for the nine 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 1,928 13 69 57 2,067 Balance at September 30, 2014 $ 4,726 $ (123 ) $ (70 ) $ (1,267 ) $ 3,266 (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 September 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 $ (430 ) $ 160 $ (270 ) $ (283 ) $ 146 $ (137 ) Reclassification adjustment for realized (gains)/losses included in net income (a) (33 ) 12 (21 ) (6 ) 2 (4 ) Net change (463 ) 172 (291 ) (289 ) 148 (141 ) Translation adjustments: Translation (b) (912 ) 340 (572 ) (1,133 ) 416 (717 ) Hedges (b) 908 (341 ) 567 1,185 (465 ) 720 Net change (4 ) (1 ) (5 ) 52 (49 ) 3 Cash flow hedges: Net unrealized gains/(losses) arising during the period (175 ) 66 (109 ) (66 ) 27 (39 ) Reclassification adjustment for realized (gains)/losses included in net income (c) 5 (2 ) 3 (31 ) 12 (19 ) Net change (170 ) 64 (106 ) (97 ) 39 (58 ) Defined benefit pension and OPEB plans: Net gains/(losses) arising during the period — — — (1 ) — (1 ) Reclassification adjustments included in net income (d) : Amortization of net loss 71 (27 ) 44 18 (8 ) 10 Prior service costs/(credits) (9 ) 3 (6 ) (10 ) 4 (6 ) Foreign exchange and other 20 (7 ) 13 34 (13 ) 21 Net change 82 (31 ) 51 41 (17 ) 24 Total other comprehensive income/(loss) $ (555 ) $ 204 $ (351 ) $ (293 ) $ 121 $ (172 ) 2015 2014 Nine months ended September 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 $ (2,548 ) $ 1,008 $ (1,540 ) $ 3,116 $ (1,158 ) $ 1,958 Reclassification adjustment for realized (gains)/losses included in (a) (129 ) 48 (81 ) (48 ) 18 (30 ) Net change (2,677 ) 1,056 (1,621 ) 3,068 (1,140 ) 1,928 Translation adjustments: Translation (b) (1,645 ) 601 (1,044 ) (761 ) 274 (487 ) Hedges (b) 1,651 (619 ) 1,032 823 (323 ) 500 Net change 6 (18 ) (12 ) 62 (49 ) 13 Cash flow hedges: Net unrealized gains/(losses) arising during the period (104 ) 38 (66 ) 149 (60 ) 89 Reclassification adjustment for realized (gains)/losses included in (c)(e) 187 (70 ) 117 (33 ) 13 (20 ) Net change 83 (32 ) 51 116 (47 ) 69 Defined benefit pension and OPEB plans: Net gains/(losses) arising during the period 101 (39 ) 62 87 (34 ) 53 Reclassification adjustments included in net income (d) : Amortization of net loss 212 (80 ) 132 55 (23 ) 32 Prior service costs/(credits) (27 ) 10 (17 ) (32 ) 13 (19 ) Foreign exchange and other 20 (53 ) (33 ) 15 (24 ) (9 ) Net change 306 (162 ) 144 125 (68 ) 57 Total other comprehensive income/(loss) $ (2,282 ) $ 844 $ (1,438 ) $ 3,371 $ (1,304 ) $ 2,067 (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	9 Months Ended
	Sep. 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. Under the Basel Committee's most recent capital framework (“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: 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 predominantly consists 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. Beginning July 21, 2015, the Volcker Rule provisions regarding the prohibitions against proprietary trading and holding ownership interests in or sponsoring “covered funds” became effective. The deduction from Basel III Tier 1 capital associated with the permissible holdings of covered funds acquired after December 31, 2013 was not material as of September 30, 2015 . 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) Sep 30, Dec 31, Sep 30, Dec 31, Regulatory capital CET1 capital $ 173,577 $ 164,426 $ 173,577 $ 164,426 Tier 1 capital (a) 199,222 186,294 199,222 186,294 Total capital 234,462 221,225 223,962 210,684 Assets Risk-weighted 1,503,370 (f) 1,472,602 1,502,685 1,608,240 Adjusted average (b) 2,375,809 2,465,414 2,375,809 2,465,414 Capital ratios (c) CET1 11.5 % 11.2 % 11.6 % 10.2 % Tier 1 (a) 13.3 12.7 13.3 11.6 Total 15.6 15.0 14.9 13.1 Tier 1 leverage (d) 8.4 7.6 8.4 7.6 JPMorgan Chase Bank, N.A. (e) Basel III Standardized Transitional Basel III Advanced Transitional (in millions, except ratios) Sep 30, Dec 31, Sep 30, Dec 31, Regulatory capital CET1 capital $ 166,636 $ 156,567 $ 166,636 $ 156,567 Tier 1 capital (a) 166,900 156,891 166,900 156,891 Total capital 181,404 173,328 174,626 166,331 Assets Risk-weighted 1,287,699 (f) 1,230,358 1,260,657 1,330,175 Adjusted (b) 1,920,310 1,968,131 1,920,310 1,968,131 Capital ratios (c) CET1 12.9 % 12.7 % 13.2 % 11.8 % Tier 1 (a) 13.0 12.8 13.2 11.8 Total 14.1 14.1 13.9 12.5 Tier 1 leverage (d) 8.7 8.0 8.7 8.0 Chase Bank USA, N.A. (e) Basel III Standardized Transitional Basel III Advanced Transitional (in millions, except ratios) Sep 30, Dec 31, Sep 30, Dec 31, Regulatory capital CET1 capital $ 15,256 $ 14,556 $ 15,256 $ 14,556 Tier 1 capital (a) 15,256 14,556 15,256 14,556 Total capital 21,201 20,517 19,906 19,206 Assets Risk-weighted 101,533 (f) 103,468 149,813 157,565 Adjusted (b) 133,525 128,111 133,525 128,111 Capital ratios (c) CET1 15.0 % 14.1 % 10.2 % 9.2 % Tier 1 (a) 15.0 14.1 10.2 9.2 Total 20.9 19.8 13.3 12.2 Tier 1 leverage (d) 11.4 11.4 11.4 11.4 (a) At September 30, 2015 , trust preferred securities included in Basel III Tier 1 capital were $999 million and $420 million for JPMorgan Chase and JPMorgan Chase Bank, N.A., respectively. At September 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 and 2.5 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 $111 million and $130 million at September 30, 2015 , and December 31, 2014 , respectively; and deferred tax liabilities resulting from tax-deductible goodwill of $3.0 billion and $2.7 billion at September 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 September 30, 2015 . Minimum capital ratios (a) Well-capitalized ratios (b) Capital ratios CET1 4.5 % 6.5 % Tier 1 6.0 8.0 Total 8.0 10.0 (c) Tier 1 leverage 4.0 5.0 (a) As defined by the regulations issued by the Federal Reserve, OCC and FDIC and to which the Firm and its national bank subsidiaries are subject. (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. (c) Represents requirements for bank holding companies pursuant to regulations issued by the Federal Reserve. As of September 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	9 Months Ended
	Sep. 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 wholesale and certain consumer lending-related 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 September 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) September 30, 2015 Dec 31, Sep 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 $ 1,632 $ 4,082 $ 835 $ 4,312 $ 10,861 $ 11,807 $ — $ — Home equity – junior lien 2,604 4,782 793 4,208 12,387 14,859 — — Prime mortgage (a) 13,959 — — — 13,959 8,579 — — Auto 8,380 1,416 165 25 9,986 10,462 2 2 Business banking 10,998 781 90 489 12,358 11,894 12 11 Student and other 8 4 — 442 454 552 — — Total consumer, excluding credit card 37,581 11,065 1,883 9,476 60,005 58,153 14 13 Credit card 526,433 — — — 526,433 525,963 — — Total consumer (b) 564,014 11,065 1,883 9,476 586,438 584,116 14 13 Wholesale: Other unfunded commitments to extend credit (c)(d) 70,201 77,449 110,713 6,710 265,073 272,676 386 374 Standby letters of credit and other financial guarantees (c)(d)(e) 23,666 26,670 33,421 1,511 85,268 89,874 774 788 Other letters of credit (c) 3,362 586 59 — 4,007 4,331 1 1 Total wholesale (f)(g) 97,229 104,705 144,193 8,221 354,348 366,881 1,161 1,163 Total lending-related $ 661,243 $ 115,770 $ 146,076 $ 17,697 $ 940,786 $ 950,997 $ 1,175 $ 1,176 Other guarantees and commitments Securities lending indemnification agreements and guarantees (h) $ 184,227 $ — $ — $ — $ 184,227 $ 171,059 $ — $ — Derivatives qualifying as guarantees 1,421 441 11,337 38,990 52,189 53,589 258 80 Unsettled reverse repurchase and securities borrowing agreements 56,525 — — — 56,525 40,993 — — Loan sale and securitization-related indemnifications: Mortgage repurchase liability NA NA NA NA NA NA 184 275 Loans sold with recourse NA NA NA NA 4,685 6,063 89 102 Other guarantees and commitments (i) 1,429 1,556 2,206 1,619 6,810 5,720 (101 ) (121 ) (a) Includes certain commitments to purchase loans from correspondents. (b) Predominantly all consumer lending-related commitments are in the U.S. (c) At September 30, 2015 , and December 31, 2014 , reflects the contractual amount net of risk participations totaling $321 million and $243 million , respectively, for other unfunded commitments to extend credit; $11.7 billion and $13.0 billion , respectively, for standby letters of credit and other financial guarantees; and $409 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. (d) At September 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 $13.0 billion and $14.8 billion , respectively, within other unfunded commitments to extend credit; and $10.0 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 September 30, 2015 , and December 31, 2014 , included commitments that could be utilized for standby letters of credit commitments of $45.1 billion and $45.6 billion , respectively. (f) At September 30, 2015 , and December 31, 2014 , the U.S. portion of the contractual amount of total wholesale lending-related commitments was 77% 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 September 30, 2015 , and December 31, 2014 , collateral held by the Firm in support of securities lending indemnification agreements was $190.3 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 September 30, 2015 , and December 31, 2014 , included unfunded commitments of $57 million and $147 million , respectively, to third-party private equity funds; and $1.4 billion and $961 million , at September 30, 2015 , and December 31, 2014 , respectively, to other equity investments. These commitments included $53 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 September 30, 2015 , and December 31, 2014 , included letters of credit hedged by derivative transactions and managed on a market risk basis of $4.6 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 $30.3 billion and $23.4 billion at September 30, 2015 , and December 31, 2014 , respectively. 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 September 30, 2015 , and December 31, 2014 , the secured clearance advance facility maximum outstanding commitment amount was $10.9 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 September 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 $775 million and $789 million at September 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 $335 million and $235 million , respectively, for the allowance for lending-related commitments, and $440 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 September 30, 2015 , and December 31, 2014 . Standby letters of credit, other financial guarantees and other letters of credit September 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) $ 60,841 $ 3,362 $ 66,856 $ 3,476 Noninvestment-grade (a) 24,427 645 23,018 855 Total contractual amount $ 85,268 $ 4,007 $ 89,874 $ 4,331 Allowance for lending-related commitments $ 334 $ 1 $ 234 $ 1 Commitments with collateral 36,148 1,126 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 $52.2 billion and $53.6 billion at September 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 $28.2 billion and $27.5 billion at September 30, 2015 , and December 31, 2014 , respectively, and the maximum exposure to loss was $3.0 billion and $2.9 billion at September 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 $279 million and $102 million and derivative receivables of $21 million and $22 million at September 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 September 30, Nine months ended September 30, (in millions) 2015 2014 2015 2014 Repurchase liability at beginning of period $ 231 $ 436 $ 275 $ 681 Net realized gains/(losses) (a) 1 17 18 36 (Benefit)/provision for repurchase (b) (48 ) (62 ) (109 ) (326 ) Repurchase liability at end of period $ 184 $ 391 $ 184 $ 391 (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 $5 million for the three months ended September 30, 2015 and 2014 , respectively, and $6 million and $8 million for the nine months ended September 30, 2015 and 2014 , respectively. (b) Included a provision related to new loan sales of $1 million for each of the three months ended September 30, 2015 and 2014 , and $3 million for each of the nine months ended September 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 September 30, 2015 , and December 31, 2014 , the unpaid principal balance of loans sold with recourse totaled $4.7 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 $89 million and $102 million at September 30, 2015 , and December 31, 2014 , respectively.

Pledged assets and collateral

Pledged assets and collateral	9 Months Ended
	Sep. 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 September 30, 2015 , and December 31, 2014 , the Firm had pledged assets of $364.7 billion and $324.5 billion , respectively, at Federal Reserve Banks and Federal Home Loan Banks (“FHLBs”). In addition, as of September 30, 2015 , and December 31, 2014 , the Firm had pledged $51.8 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 September 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 $781.8 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, $636.7 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	9 Months Ended
	Sep. 30, 2015
Litigation [Abstract]
Litigation	Litigation Contingencies As of September 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 $5.0 billion at September 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 matters, 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 U.S. Department of Justice (“DOJ”) is investigating potential statistical disparities in markups charged to borrowers of 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 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, and plaintiffs in four of those actions have appealed the dismissals. One appeal initially was affirmed, but that opinion was subsequently withdrawn and the appeal remains pending. 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 defendants have entered separate agreements to settle 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 in this action had alleged 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. These settlements are subject to Court approval. 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 entered into a settlement agreement in the U.S. class action. Following this settlement, a number of additional class actions were filed seeking damages for persons who transacted FX futures and options on futures (the “exchanged-based actions”), consumers who purchased foreign currencies at allegedly inflated rates, and participants or beneficiaries of qualified ERISA plans. In July 2015, the plaintiffs in the U.S. class action filed an amended complaint, adding new claims as well as new parties. The Court also consolidated the exchange-based actions into the U.S. class action. The Firm has entered into a revised settlement agreement to resolve the consolidated U.S. class action, and that agreement is subject to Court approval. In September 2015, two class actions were filed in Canada against the Firm as well as a number of other FX dealers, principally for alleged violations of the Canadian Competition Act based on an alleged conspiracy to fix the prices of currency purchased in the FX market. The first action was filed in the province of Ontario, and seeks to represent all persons in Canada who transacted any FX instrument. The second action seeks to represent only those persons in Quebec who engaged in FX transactions. 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. 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. In October 2015, the lenders who brought these class actions voluntarily dismissed them without prejudice. 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 appealed, and oral argument was held in September 2015. Certain merchants and trade associations have also filed a motion with the District Court seeking to set aside the approval of the class settlement on the basis of alleged improper communications between one of MasterCard’s former outside counsel and one of plaintiffs’ outside counsel. That motion remains pending. 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 those 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 (after deducting $700 million of returned 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. In September 2015, the District Court, to which the case had been transferred from the Bankruptcy Court, granted summary judgment in favor of JPMorgan Chase Bank, N.A. on most of the remaining claims in the action, including the claims for duress and fraud. The District Court denied the plaintiffs’ motion for summary judgment on certain of their claims and for dismissal of the Firm’s counterclaims. The remaining claims challenge the propriety of the Firm’s post-petition payment, from collateral posted by LBHI, of approximately $1.9 billion of derivatives, repo and securities lending claims. 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. Defendants also moved to dismiss certain individual actions in the Multi-District Litigation. In August 2015, the Court granted in part and denied in part defendants’ motions, dismissing various claims, but allowing certain Commodity Exchange Act and common law claims to proceed. Motions to dismiss are pending in 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. Discovery is proceeding in this action. The Firm is also named as one of the defendants in a second putative class action filed on behalf of plaintiffs who transacted in financial instruments allegedly affected by Yen LIBOR or Euroyen TIBOR. 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. Plaintiff filed an amended complaint in August 2015, which defendants have moved to dismiss. 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. Defendants have filed a motion to dismiss this action. 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. Plaintiffs subsequently served a motion in the Court of Appeals seeking to have the Court reconsider its prior decision in light of another recent appellate decision. That motion remains pending. 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’ appeal of that decision is pending. 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, and that decision was subsequently affirmed. The Florida court granted the Firm’s motion to dismiss the case in September 2015 and plaintiffs subsequently filed a notice of appeal. The Firm moved to dismiss the case pending in New York. 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. All three actions have been dismissed and two are on appeal. 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 $13.2 billion , of which $11.5 billion involves JPMC, Bear Stearns or Washington Mutual as issuer and $1.7 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 has reached agreements to settle all pending putative class actions on behalf of purchasers of MBS, although certain of these settlements are subject to court approval. 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, plaintiffs filed a notice of appeal to contest the District Court’s reduction in the requested award of attorneys’ fees. 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. In October 2015, JPMC reached agreements to resolve repurchase and servicing claims of four trusts among the 16 that were previously excluded from the settlement. These agreements are subject to a judicial approval proceeding. Additional actions have been filed against third-party trustees that relate to loan repurchase and servicing claims involving trusts sponsored by JPMC, Bear Stearns and Washington Mutual. 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 DOJ’s Criminal Division and two United States Attorney’s Offices 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 United States 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. 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 appealed. 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 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 Fair Housing Act and ECOA and seeking statutory damages for the unfair competition claim, and, for the Fair Housing Act and ECOA claims, damages in the form of lost tax revenue and increased municipal costs associated with foreclosed properties. One of the municipal actions and the school district action we

Business segments

Business segments	9 Months Ended
	Sep. 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 17 , 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 nine months ended September 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 September 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 $ 3,729 $ 4,214 $ 5,748 $ 6,129 $ 522 $ 571 $ 2,261 $ 2,422 Net interest income 7,150 7,153 2,420 2,976 1,122 1,132 633 624 Total net revenue 10,879 11,367 8,168 9,105 1,644 1,703 2,894 3,046 Provision for credit losses 389 902 232 (67 ) 82 (79 ) (17 ) 9 Noninterest expense 6,237 6,305 6,131 6,035 719 668 2,109 2,081 Income before income tax expense 4,253 4,160 1,805 3,137 843 1,114 802 956 Income tax expense 1,623 1,631 341 1,457 325 443 327 366 Net income $ 2,630 $ 2,529 $ 1,464 $ 1,680 $ 518 $ 671 $ 475 $ 590 Average common equity $ 51,000 $ 51,000 $ 62,000 $ 61,000 $ 14,000 $ 14,000 $ 9,000 $ 9,000 Total assets 484,253 448,033 801,133 873,971 201,157 191,563 131,412 130,296 Return on common equity 20% 19% 8% 10% 14% 18% 20% 25% Overhead ratio 57 55 75 66 44 39 73 68 As of or for the three months ended September 30, (in millions, except ratios) Corporate Reconciling Items (b) Total 2015 2014 2015 2014 2015 2014 Noninterest revenue $ 73 $ 450 $ (477 ) $ (424 ) $ 11,856 $ 13,362 Net interest income (123 ) (525 ) (278 ) $ (253 ) 10,924 11,107 Total net revenue (50 ) (75 ) (755 ) $ (677 ) 22,780 24,469 Provision for credit losses (4 ) (8 ) — — 682 757 Noninterest expense 172 709 — — 15,368 15,798 Income/(loss) before income tax expense/(benefit) (218 ) (776 ) (755 ) (677 ) 6,730 7,914 Income tax expense/(benefit) (1,935 ) (871 ) (755 ) (677 ) (74 ) 2,349 Net income $ 1,717 $ 95 $ — $ — $ 6,804 $ 5,565 Average common equity $ 81,023 $ 74,621 $ — $ — $ 217,023 $ 209,621 Total assets 799,166 882,792 NA NA 2,417,121 2,526,655 Return on common equity NM NM NM NM 12 % 10 % Overhead ratio NM NM NM NM 67 65 Segment results and reconciliation (a) As of or for the nine months ended September 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 $ 11,554 $ 12,116 $ 19,055 $ 18,874 $ 1,767 $ 1,706 $ 7,189 $ 7,020 Net interest income 21,044 21,303 7,418 8,338 3,358 3,406 1,885 1,808 Total net revenue 32,598 33,419 26,473 27,212 5,125 5,112 9,074 8,828 Provision for credit losses 2,021 2,570 251 (102 ) 325 (141 ) (13 ) 1 Noninterest expense 18,637 19,198 16,925 17,697 2,131 2,029 6,690 6,218 Income/(loss) before income tax expense/(benefit) 11,940 11,651 9,297 9,617 2,669 3,224 2,397 2,609 Income tax expense/(benefit) 4,558 4,645 2,955 3,681 1,028 1,282 969 996 Net income $ 7,382 $ 7,006 $ 6,342 $ 5,936 $ 1,641 $ 1,942 $ 1,428 $ 1,613 Average common equity $ 51,000 $ 51,000 $ 62,000 $ 61,000 $ 14,000 $ 14,000 $ 9,000 $ 9,000 Total assets 484,253 448,033 801,133 873,971 201,157 191,563 131,412 130,296 Return on common equity 18% 18 % 13% 12 % 15% 18 % 20% 23 % Overhead ratio 57 57 64 65 42 40 74 70 As of or for the nine months ended September 30, (in millions, except ratios) Corporate Reconciling Items (b) Total 2015 2014 2015 2014 2015 2014 Noninterest revenue $ 213 $ 1,325 $ (1,405 ) $ (1,251 ) $ 38,373 $ 39,790 Net interest income (597 ) (1,560 ) (823 ) (723 ) 32,285 32,572 Total net revenue (384 ) (235 ) (2,228 ) (1,974 ) 70,658 72,362 Provision for credit losses (8 ) (29 ) — — 2,576 2,299 Noninterest expense 368 723 — — 44,751 45,865 Income/(loss) before income tax expense/(benefit) (744 ) (929 ) (2,228 ) (1,974 ) 23,331 24,198 Income tax expense/(benefit) (2,959 ) (1,246 ) (2,228 ) (1,974 ) 4,323 7,384 Net income $ 2,215 $ 317 $ — $ — $ 19,008 $ 16,814 Average common equity $ 78,389 $ 70,888 $ — $ — $ 214,389 $ 205,888 Total assets 799,166 882,792 NA NA 2,417,121 2,526,655 Return on common equity NM NM NM NM 11% 10 % Overhead ratio NM NM NM NM 63 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)	9 Months Ended
	Sep. 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 $223 million and $230 million in other income and income tax expense, respectively, for the three months ended September 30, 2014, and $669 million and $686 million , respectively, for the nine months ended September 30, 2014, which led to an increase of approximately 2% in the effective tax rate for both the three and nine months ended September 30, 2014. The impact on net income and earnings per share in the periods affected was not material. The Firm recognized $398 million and $394 million of tax credits and other tax benefits associated with these investments within Income tax expense for the three months ended September 30, 2015 and 2014, respectively, and $1.2 billion for both the nine months ended September 30, 2015 and 2014. The amount of amortization of such investments reported in income tax expense under the current period presentation was $274 million and $268 million , for the three months ended September 30, 2015 and 2014, respectively, and $829 million and $799 million for the nine months ended September 30, 2015 and 2014, respectively. The carrying value of investments in affordable housing projects was $7.3 billion at both September 30, 2015 and December 31, 2014. These investments are reported in other assets on the Firm’s Consolidated balance sheets. The amount of commitments related to these investments was $1.9 billion and $1.8 billion at September 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. For further information on offsetting assets and liabilities, see Note 1 of JPMorgan Chase ’s 2014 Annual Report.
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 September 30, 2015 was not material.
Securities policy	Securities are classified as trading, AFS or held-to-maturity (“HTM”). Securities classified as trading assets are discussed in Note 3.
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. As of September 30, 2015, and December 31, 2014, the Firm had recorded on its Consolidated balance sheets $11.3 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 $327 million and $464 million as of September 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.

Fair value measurement (Tables)

Fair value measurement (Tables)	9 Months Ended
	Sep. 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 September 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 September 30, 2015 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 27,433 $ — $ — $ 27,433 Securities borrowed — 405 — — 405 Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies (a) 5 35,038 786 — 35,829 Residential – nonagency — 1,505 119 — 1,624 Commercial – nonagency — 1,047 29 — 1,076 Total mortgage-backed securities 5 37,590 934 — 38,529 U.S. Treasury and government agencies (a) 22,451 7,308 — — 29,759 Obligations of U.S. states and municipalities — 6,543 572 — 7,115 Certificates of deposit, bankers’ acceptances and commercial paper — 525 — — 525 Non-U.S. government debt securities 28,349 28,394 86 — 56,829 Corporate debt securities — 25,411 837 — 26,248 Loans (b) — 25,809 8,014 — 33,823 Asset-backed securities — 2,549 1,806 — 4,355 Total debt instruments 50,805 134,129 12,249 — 197,183 Equity securities 79,946 390 335 — 80,671 Physical commodities (c) 2,845 1,140 — — 3,985 Other — 10,625 495 — 11,120 Total debt and equity instruments (d) 133,596 146,284 13,079 — 292,959 Derivative receivables: Interest rate 657 735,468 2,826 (709,835 ) 29,116 Credit — 51,967 2,442 (52,685 ) 1,724 Foreign exchange 777 183,986 1,786 (165,433 ) 21,116 Equity — 45,246 1,481 (39,237 ) 7,490 Commodity 218 27,899 343 (19,238 ) 9,222 Total derivative receivables (e) 1,652 1,044,566 8,878 (986,428 ) 68,668 Total trading assets 135,248 1,190,850 21,957 (986,428 ) 361,627 Available-for-sale securities: Mortgage-backed securities: U.S. government agencies (a) — 54,578 — — 54,578 Residential – nonagency — 36,600 5 — 36,605 Commercial – nonagency — 22,893 — — 22,893 Total mortgage-backed securities — 114,071 5 — 114,076 U.S. Treasury and government agencies (a) 11,305 42 — — 11,347 Obligations of U.S. states and municipalities — 32,709 — — 32,709 Certificates of deposit — 418 — — 418 Non-U.S. government debt securities 23,628 15,492 — — 39,120 Corporate debt securities — 14,781 — — 14,781 Asset-backed securities: Collateralized loan obligations — 30,549 755 — 31,304 Other — 10,056 75 — 10,131 Equity securities 2,605 — — — 2,605 Total available-for-sale securities 37,538 218,118 835 — 256,491 Loans — 260 2,875 — 3,135 Mortgage servicing rights (“MSRs”) — — 6,716 — 6,716 Other assets: Private equity investments (f) 148 64 1,700 — 1,912 All other 3,616 29 819 — 4,464 Total other assets 3,764 93 2,519 — 6,376 Total assets measured at fair value on a recurring basis $ 176,550 $ 1,437,159 $ 34,902 $ (986,428 ) $ 662,183 Deposits $ — $ 7,685 $ 3,377 $ — $ 11,062 Federal funds purchased and securities loaned or sold under repurchase agreements — 3,565 — — 3,565 Other borrowed funds — 8,897 768 — 9,665 Trading liabilities: Debt and equity instruments (d) 64,715 19,552 67 — 84,334 Derivative payables: Interest rate 629 699,215 1,995 (691,114 ) 10,725 Credit — 51,181 1,930 (51,465 ) 1,646 Foreign exchange 876 199,256 2,321 (180,409 ) 22,044 Equity — 44,544 3,005 (38,543 ) 9,006 Commodity 132 30,865 1,563 (18,841 ) 13,719 Total derivative payables (e) 1,637 1,025,061 10,814 (980,372 ) 57,140 Total trading liabilities 66,352 1,044,613 10,881 (980,372 ) 141,474 Accounts payable and other liabilities 5,829 — 21 — 5,850 Beneficial interests issued by consolidated variable interest entities ("VIEs") — 181 1,018 — 1,199 Long-term debt — 20,304 10,856 — 31,160 Total liabilities measured at fair value on a recurring basis $ 72,181 $ 1,085,245 $ 26,921 $ (980,372 ) $ 203,975 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 (g) 4,129 — 26 — 4,155 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 $ 68,429 $ 1,355,052 $ 32,059 $ (1,239,657 ) $ 215,883 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 September 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 $1.4 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 September 30, 2015, and December 31, 2014, were trading assets of $81 million and $124 million , respectively, and other assets of $1.3 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 September 30, 2015 , and December 31, 2014, included total U.S. government-sponsored enterprise obligations of $67.5 billion and $84.1 billion , respectively, which were predominantly mortgage-related. (b) At September 30, 2015 , and December 31, 2014, included within trading loans were $13.1 billion and $17.0 billion , respectively, of residential first-lien mortgages, and $5.2 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 $2.7 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 $1.8 billion and $2.5 billion at September 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 $3.6 billion and $6.0 billion at September 30, 2015 , and December 31, 2014, respectively. (g) Certain prior period amounts (including the corresponding fair value parenthetical disclosure for accounts payable and other liabilities on the Consolidated balance sheets) were revised to conform with the current period presentation.
Fair value inputs, assets and liabilities, quantitative information	Level 3 inputs (a) September 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 $ 5,653 Discounted cash flows Yield 4 % – 26% 6 % Prepayment speed 0 % – 20% 7 % Conditional default rate 0 % – 11% 2 % Loss severity 0 % – 100% 37 % Commercial mortgage-backed securities and loans (b) 3,970 Discounted cash flows Yield 0 % – 25% 3 % Conditional default rate 0 % – 91% 21 % Loss severity 0 % 40% 29 % Corporate debt securities, obligations of U.S. states and municipalities, and other (c) 3,556 Discounted cash flows Credit spread 60 bps – 270 bps 254bps Yield 1 % – 22% 5 % 3,513 Market comparables Price $ — – $139 $ 94 Net interest rate derivatives 831 Option pricing Interest rate correlation (49 )% – 99% Interest rate spread volatility 4 % – 30% Net credit derivatives (b)(c) 512 Discounted cash flows Credit correlation 35 % – 90% Net foreign exchange derivatives (535 ) Option pricing Foreign exchange correlation 0 % – 60% Net equity derivatives (1,524 ) Option pricing Equity volatility 20 % – 65% Net commodity derivatives (1,220 ) Discounted cash flows Forward commodity price $ 33 – $54 per barrel Collateralized loan obligations 755 Discounted cash flows Credit spread 350 bps – 525 bps 390 bps Prepayment speed 20 % 20 % Conditional default rate 2 % 2 % Loss severity 40 % 40 % 160 Market comparables Price $ — – $100 $ 76 Mortgage servicing rights (“MSRs”) 6,716 Discounted cash flows Refer to Note 16 Private equity investments 1,700 Market comparables EBITDA multiple 6.4x – 9.9x 8.7x Liquidity adjustment 0 % – 15% 6 % Long-term debt, other borrowed funds, and deposits (d) 14,495 Option pricing Interest rate correlation (49 )% – 99% Interest rate spread volatility 4 % – 30% Foreign exchange correlation 0 % – 60% Equity correlation (50 )% – 80% 506 Discounted cash flows Credit correlation 35 % – 90% Beneficial interests issued by consolidated VIEs (e) 1,018 Discounted Cash Flows Yield 4 % – 28% 4 % Prepayment Speed 1 % – 12% 8 % Conditional default rate 2 % – 15% 2 % Loss severity 40 % – 100% 48 % (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 $394 million of credit derivative receivables and $355 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 $491 million of credit derivative receivables and $453 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. (e) The parameters are related to residential mortgage-backed securities.
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 nine months ended September 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 September 30, 2015 (in millions) Fair value at July 1, 2015 Total realized/unrealized gains/(losses) Transfers into and/or out of level 3 (h) Fair value at September 30, 2015 Change in unrealized gains/(losses) related to financial instruments held at September 30, 2015 Purchases (g) Sales Settlements Assets: Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies $ 901 $ (81 ) $ 68 $ (21 ) $ (28 ) $ (53 ) $ 786 $ (79 ) Residential – nonagency 123 64 25 (95 ) (9 ) 11 119 8 Commercial – nonagency 138 (3 ) 5 (15 ) (8 ) (88 ) 29 (4 ) Total mortgage-backed securities 1,162 (20 ) 98 (131 ) (45 ) (130 ) 934 (75 ) Obligations of U.S. states and municipalities 1,247 (7 ) 90 (23 ) — (735 ) 572 (8 ) Non-U.S. government debt securities 208 11 18 (7 ) (1 ) (143 ) 86 18 Corporate debt securities 943 (21 ) 123 (100 ) (84 ) (24 ) 837 (6 ) Loans 9,563 (73 ) 945 (672 ) (1,494 ) (255 ) 8,014 (104 ) Asset-backed securities 1,539 (15 ) 485 (207 ) (10 ) 14 1,806 (14 ) Total debt instruments 14,662 (125 ) 1,759 (1,140 ) (1,634 ) (1,273 ) 12,249 (189 ) Equity securities 310 9 26 (15 ) (2 ) 7 335 9 Other 969 (23 ) 460 (263 ) (89 ) (559 ) 495 (15 ) Total trading assets – debt and equity instruments 15,941 (139 ) (c) 2,245 (1,418 ) (1,725 ) (1,825 ) 13,079 (195 ) (c) Net derivative receivables: (a) Interest rate 859 244 9 (6 ) (147 ) (128 ) 831 77 Credit 432 7 6 (1 ) 48 20 512 13 Foreign exchange 405 (254 ) 1 (135 ) (154 ) (398 ) (535 ) (222 ) Equity (1,848 ) 348 196 (187 ) 172 (205 ) (1,524 ) 277 Commodity (594 ) (553 ) — (2 ) (100 ) 29 (1,220 ) (231 ) Total net derivative receivables (746 ) (208 ) (c) 212 (331 ) (181 ) (682 ) (1,936 ) (86 ) (c) Available-for-sale securities: Asset-backed securities 862 (27 ) — — (5 ) — 830 (26 ) Other 13 — — — (8 ) — 5 — Total available-for-sale securities 875 (27 ) (d) — — (13 ) — 835 (26 ) (d) Loans 2,295 9 (c) 869 — (298 ) — 2,875 9 (c) Mortgage servicing rights 7,571 (765 ) (e) 143 — (233 ) — 6,716 (765 ) (e) Other assets: Private equity investments 1,987 (32 ) (c) 70 (267 ) (58 ) — 1,700 (32 ) (c) All other 839 80 (f) — — (100 ) — 819 82 (f) Fair value measurements using significant unobservable inputs Three months ended Fair value at July 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 $ 3,528 $ 42 (c) $ — $ — $ 327 $ (280 ) $ (240 ) $ 3,377 $ 54 (c) Other borrowed funds 1,261 (402 ) (c) — 28 575 (431 ) (263 ) 768 (317 ) (c) Trading liabilities – debt and equity instruments 72 8 (c) (10 ) 2 — (6 ) 1 67 7 (c) Accounts payable and other liabilities 23 — — — — (2 ) — 21 — Beneficial interests issued by consolidated VIEs 1,140 (35 ) (c) (59 ) — — (28 ) — 1,018 (36 ) (c) Long-term debt 12,589 (420 ) (c) (11 ) — 2,057 (1,048 ) (2,311 ) 10,856 (392 ) (c) Fair value measurements using significant unobservable inputs Three months ended September 30, 2014 (in millions) Fair value at July 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 September 30, 2014 Purchases (g) Sales Settlements Assets: Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies $ 1,125 $ (18 ) $ 2 $ (12 ) $ (31 ) $ (8 ) $ 1,058 $ (18 ) Residential – nonagency 543 (13 ) 224 (120 ) (5 ) (38 ) 591 (22 ) Commercial – nonagency 327 (2 ) 251 (323 ) (6 ) 16 263 (6 ) Total mortgage-backed securities 1,995 (33 ) 477 (455 ) (42 ) (30 ) 1,912 (46 ) Obligations of U.S. states and municipalities 1,079 158 1 (49 ) — — 1,189 156 Non-U.S. government debt securities 128 7 88 (20 ) (1 ) (67 ) 135 6 Corporate debt securities 4,793 (88 ) 1,280 (776 ) (72 ) (75 ) 5,062 168 Loans 13,521 (179 ) 4,563 (1,476 ) (1,349 ) 251 15,331 (184 ) Asset-backed securities 1,216 (21 ) 564 (477 ) (88 ) 26 1,220 (27 ) Total debt instruments 22,732 (156 ) 6,973 (3,253 ) (1,552 ) 105 24,849 73 Equity securities 691 22 140 (12 ) (42 ) 35 834 19 Physical commodities 3 (1 ) — — — — 2 — Other 2,341 (53 ) 480 (66 ) (17 ) — 2,685 (53 ) Total trading assets – debt and equity instruments 25,767 (188 ) (c) 7,593 (3,331 ) (1,611 ) 140 28,370 39 (c) Net derivative receivables: (a) Interest rate 1,533 (46 ) 31 (61 ) (232 ) (15 ) 1,210 (133 ) Credit 134 89 23 (4 ) 19 (2 ) 259 112 Foreign exchange (1,194 ) 176 43 (3 ) 51 (4 ) (931 ) 194 Equity (2,206 ) (201 ) 699 (791 ) (4 ) 82 (2,421 ) (164 ) Commodity (122 ) 178 — — (80 ) 10 (14 ) 448 Total net derivative receivables (1,855 ) 196 (c) 796 (859 ) (246 ) 71 (1,897 ) 457 (c) Available-for-sale securities: Asset-backed securities 1,322 (25 ) 50 — (39 ) — 1,308 (24 ) Other 514 (18 ) — — (133 ) — 363 (2 ) Total available-for-sale securities 1,836 (43 ) (d) 50 — (172 ) — 1,671 (26 ) (d) Loans 4,227 (240 ) (c) 233 (89 ) (589 ) — 3,542 (241 ) (c) Mortgage servicing rights 8,347 (57 ) (e) 151 11 (216 ) — 8,236 (57 ) (e) Other assets: Private equity investments 4,630 147 (c) 4 (458 ) 18 — 4,341 346 (c) All other 1,199 12 (f) 2 — (38 ) — 1,175 12 (f) Fair value measurements using significant unobservable inputs Three months ended Fair value at July 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 $ 2,838 $ (52 ) (c) $ — $ — $ 452 $ (44 ) $ (359 ) $ 2,835 $ (52 ) (c) Other borrowed funds 1,538 (45 ) (c) — — 1,575 (1,494 ) 418 1,992 (41 ) (c) Trading liabilities – debt and equity instruments 80 (12 ) (c) (36 ) 22 — 9 (9 ) 54 (12 ) (c) Accounts payable and other liabilities 45 — (f) — — — (5 ) — 40 — (f) Beneficial interests issued by consolidated VIEs 1,062 (42 ) (c) — — 653 (24 ) — 1,649 (44 ) (c) Long-term debt 11,746 (382 ) (c) — — 2,175 (1,583 ) 4 11,960 (266 ) (c) Fair value measurements using significant unobservable inputs Nine 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 $ (43 ) $ 250 $ (186 ) $ (102 ) $ (55 ) $ 786 $ (41 ) Residential – nonagency 663 108 202 (558 ) (19 ) (277 ) 119 7 Commercial – nonagency 306 (12 ) 185 (215 ) (22 ) (213 ) 29 (5 ) Total mortgage-backed securities 1,891 53 637 (959 ) (143 ) (545 ) 934 (39 ) Obligations of U.S. states and municipalities 1,273 6 281 (133 ) (27 ) (828 ) 572 (7 ) Non-U.S. government debt securities 302 20 173 (119 ) (43 ) (247 ) 86 16 Corporate debt securities 2,989 (71 ) 944 (909 ) (119 ) (1,997 ) 837 (2 ) Loans 13,287 (64 ) 2,841 (3,821 ) (2,313 ) (1,916 ) 8,014 (254 ) Asset-backed securities 1,264 (31 ) 1,781 (1,099 ) (4 ) (105 ) 1,806 (19 ) Total debt instruments 21,006 (87 ) 6,657 (7,040 ) (2,649 ) (5,638 ) 12,249 (305 ) Equity securities 431 55 76 (138 ) (19 ) (70 ) 335 58 Other 1,052 65 1,571 (1,298 ) (305 ) (590 ) 495 (25 ) Total trading assets – debt and equity instruments 22,489 33 (c) 8,304 (8,476 ) (2,973 ) (6,298 ) 13,079 (272 ) (c) Net derivative receivables: (a) Interest rate 626 737 451 (164 ) (500 ) (319 ) 831 310 Credit 189 101 16 (5 ) 174 37 512 237 Foreign exchange (526 ) 691 14 (146 ) (140 ) (428 ) (535 ) 222 Equity (1,785 ) 673 620 (859 ) (90 ) (83 ) (1,524 ) 414 Commodity (565 ) (464 ) — (2 ) (151 ) (38 ) (1,220 ) (154 ) Total net derivative receivables (2,061 ) 1,738 (c) 1,101 (1,176 ) (707 ) (831 ) (1,936 ) 1,029 (c) Available-for-sale securities: Asset-backed securities 908 (34 ) 49 (43 ) (50 ) — 830 (28 ) Other 129 — — — (25 ) (99 ) 5 — Total available-for-sale securities 1,037 (34 ) (d) 49 (43 ) (75 ) (99 ) 835 (28 ) (d) Loans 2,541 (111 ) (c) 1,286 (83 ) (758 ) — 2,875 (108 ) (c) Mortgage servicing rights 7,436 (550 ) (e) 882 (375 ) (677 ) — 6,716 (550 ) (e) Other assets: Private equity investments 2,225 (i) 15 (c) 77 (294 ) (174 ) (149 ) 1,700 — (c) All other 959 (i) 90 (f) 65 (143 ) (152 ) — 819 66 (f) Fair value measurements using significant unobservable inputs Nine 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 $ (22 ) (c) $ — $ — $ 1,775 $ (425 ) $ (810 ) $ 3,377 $ 49 (c) Other borrowed funds 1,453 (525 ) (c) 45 28 2,897 (2,573 ) (557 ) 768 (424 ) (c) Trading liabilities – debt and equity instruments 72 13 (c) (141 ) 149 — (20 ) (6 ) 67 7 (c) Accounts payable and other liabilities 26 — (c) — — — (5 ) — 21 — (c) Beneficial interests issued by consolidated VIEs 1,146 (52 ) (c) (75 ) — 286 (287 ) — 1,018 (49 ) (c) Long-term debt 11,877 (617 ) (c) (11 ) (12 ) 7,440 (5,193 ) (2,628 ) 10,856 (583 ) (c) Fair value measurements using significant unobservable inputs Nine 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 $ 12 $ 345 $ (186 ) $ (91 ) $ (27 ) $ 1,058 $ 16 Residential – nonagency 726 78 597 (634 ) (29 ) (147 ) 591 5 Commercial – nonagency 432 26 832 (804 ) (54 ) (169 ) 263 (5 ) Total mortgage-backed securities 2,163 116 1,774 (1,624 ) (174 ) (343 ) 1,912 16 Obligations of U.S. states and municipalities 1,382 145 1 (339 ) — — 1,189 14 Non-U.S. government debt securities 143 26 523 (539 ) (3 ) (15 ) 135 9 Corporate debt securities 5,920 280 3,640 (2,791 ) (1,736 ) (251 ) 5,062 458 Loans 13,455 512 9,850 (4,378 ) (4,067 ) (41 ) 15,331 297 Asset-backed securities 1,272 49 1,921 (1,809 ) (259 ) 46 1,220 (19 ) Total debt instruments 24,335 1,128 17,709 (11,480 ) (6,239 ) (604 ) 24,849 775 Equity securities 867 122 225 (87 ) (72 ) (221 ) 834 92 Physical commodities 4 (1 ) — — (1 ) — 2 (1 ) Other 2,000 116 1,190 (244 ) (112 ) (265 ) 2,685 122 Total trading assets – debt and equity instruments 27,206 1,365 (c) 19,124 (11,811 ) (6,424 ) (1,090 ) 28,370 988 (c) Net derivative receivables: (a) Interest rate 2,379 (20 ) 129 (167 ) (997 ) (114 ) 1,210 (643 ) Credit 95 (150 ) 245 (25 ) 146 (52 ) 259 (74 ) Foreign exchange (1,200 ) (166 ) 137 (22 ) 306 14 (931 ) (389 ) Equity (1,063 ) (273 ) 1,557 (2,371 ) 47 (318 ) (2,421 ) 239 Commodity 115 6 1 — (93 ) (43 ) (14 ) (126 ) Total net derivative receivables 326 (603 ) (c) 2,069 (2,585 ) (591 ) (513 ) (1,897 ) (993 ) (c) Available-for-sale securities: Asset-backed securities 1,088 (36 ) 275 (2 ) (80 ) 63 1,308 (36 ) Other 1,234 (20 ) 122 — (201 ) (772 ) 363 (3 ) Total available-for-sale securities 2,322 (56 ) (d) 397 (2 ) (281 ) (709 ) 1,671 (39 ) (d) Loans 1,931 (168 ) (c) 3,313 (231 ) (1,303 ) — 3,542 (208 ) (c) Mortgage servicing rights 9,614 (1,028 ) (e) 527 (175 ) (702 ) — 8,236 (1,028 ) (e) Other assets: Private equity investments 5,817 387 (c) 107 (1,946 ) (290 ) 266 4,341 249 (c) All other 1,382 9 (f) 8 (130 ) (94 ) — 1,175 10 (f) Fair value measurements using significant unobservable inputs Nine 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 September 30, 2014 Purchases Sales Issuances Settlements Liabilities: (b) Deposits $ 2,255 $ 59 (c) $ — $ — $ 1,261 $ (110 ) $ (630 ) $ 2,835 $ 61 (c) Other borrowed funds 2,074 (138 ) (c) — — 4,251 (4,981 ) 786 1,992 51 (c) Trading liabilities – debt and equity instruments 113 (16 ) (c) (298 ) 301 — 1 (47 ) 54 (6 ) (c) Accounts payable and other liabilities 25 27 (f) — — — (12 ) — 40 — (f) Beneficial interests issued by consolidated VIEs 1,240 59 (c) — — 735 (283 ) (102 ) 1,649 45 (c) Long-term debt 10,008 157 (c) — — 5,919 (3,962 ) (162 ) 11,960 231 (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 94 . (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 13% at September 30, 2015 and 15% at 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 hedge accounting adjustments recorded in income on AFS securities were zero and $(30) million for the three months ended September 30, 2015 and 2014 and $(7) million and $(43) million for the nine months ended September 30, 2015 and 2014, respectively. Unrealized gains/(losses) recorded on AFS securities in OCI were $(27) million and $(12) million for the three months ended September 30, 2015 and 2014 and $(27) million and $(13) million for the nine months ended September 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) Sep 30, 2015 Dec 31, 2014 Derivative receivables balance (a) $ 68,668 $ 78,975 Derivative payables balance (a) 57,140 71,116 Derivatives CVA (b) (2,279 ) (2,674 ) Derivatives DVA and FVA (b)(c) (437 ) (380 ) Structured notes balance (a)(d) 51,887 53,772 Structured notes DVA and FVA (b)(e) 2,355 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 September 30, 2015, and December 31, 2014, included derivatives DVA of $822 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 September 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 September 30, 2015, and December 31, 2014, included structured notes DVA of $1.9 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 September 30, Nine months ended September 30, (in millions) 2015 2014 2015 2014 Credit adjustments: Derivatives CVA $ (127 ) $ (57 ) $ 395 $ 196 Derivatives DVA and FVA (a) (121 ) 144 (58 ) (17 ) Structured notes DVA and FVA (b) 552 161 1,203 340 (a) Included derivatives DVA of $51 million and $68 million for the three months ended September 30, 2015 and 2014, respectively, and $108 million and $(27) million for the nine months ended September 30, 2015 and 2014, respectively. (b) Included structured notes DVA of $169 million and $190 million for the three months ended September 30, 2015 and 2014, respectively, and $492 million and $209 million for the nine months ended September 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 September 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. September 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 $ 21.3 $ 21.3 $ — $ — $ 21.3 $ 27.8 $ 27.8 $ — $ — $ 27.8 Deposits with banks 376.2 372.0 4.2 — 376.2 484.5 480.4 4.1 — 484.5 Accrued interest and accounts receivable 57.9 — 57.7 0.2 57.9 70.1 — 70.0 0.1 70.1 Federal funds sold and securities purchased under resale agreements 191.1 — 191.1 — 191.1 187.2 — 187.2 — 187.2 Securities borrowed 105.3 — 105.3 — 105.3 109.4 — 109.4 — 109.4 Securities, held-to-maturity (a) 50.2 — 51.8 — 51.8 49.3 — 51.2 — 51.2 Loans, net of allowance for loan losses (b) 792.9 — 20.7 776.9 797.6 740.5 — 21.8 723.1 744.9 Other 66.7 0.1 57.7 13.5 71.3 64.7 — 55.7 13.3 69.0 Financial liabilities Deposits $ 1,262.0 $ — $ 1,261.0 $ 1.2 $ 1,262.2 $ 1,354.6 $ — $ 1,353.6 $ 1.2 $ 1,354.8 Federal funds purchased and securities loaned or sold under repurchase agreements 176.7 — 176.7 — 176.7 189.1 — 189.1 — 189.1 Commercial paper 19.7 — 19.7 — 19.7 66.3 — 66.3 — 66.3 Other borrowed funds 17.5 — 17.5 — 17.5 15.5 15.5 — 15.5 Accounts payable and other liabilities (c) 152.2 — 149.5 2.5 152.0 172.6 — 169.6 2.9 172.5 Beneficial interests issued by consolidated VIEs 47.5 — 45.7 1.8 47.5 50.2 — 48.2 2.0 50.2 Long-term debt and junior subordinated deferrable interest debentures (d) 261.7 — 263.8 4.0 267.8 246.6 — 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) Certain prior period amounts have been revised to conform with the current presentation. (d) 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. September 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 $ 0.7 $ — $ — $ 2.6 $ 2.6 $ 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)	9 Months Ended
	Sep. 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 nine months ended September 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 September 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 $ 63 $ — $ 63 $ (114 ) $ — $ (114 ) Securities borrowed (1 ) — (1 ) (3 ) — (3 ) Trading assets: Debt and equity instruments, excluding loans (144 ) — (144 ) 20 1 (c) 21 Loans reported as trading assets: Changes in instrument-specific credit risk 12 5 (c) 17 140 10 (c) 150 Other changes in fair value 94 277 (c) 371 98 249 (c) 347 Loans: Changes in instrument-specific credit risk 31 — 31 3 — 3 Other changes in fair value 2 — 2 (2 ) — (2 ) Other assets 54 — 54 6 21 (d) 27 Deposits (a) (112 ) — (112 ) 117 — 117 Federal funds purchased and securities loaned or sold under repurchase agreements (14 ) — (14 ) 15 — 15 Other borrowed funds (a) 2,015 — 2,015 (56 ) — (56 ) Trading liabilities (6 ) — (6 ) (2 ) — (2 ) Beneficial interests issued by consolidated VIEs 29 — 29 (54 ) — (54 ) Other liabilities — — — — — — Long-term debt: Changes in instrument-specific credit risk (a) 299 — 299 162 — 162 Other changes in fair value (b) 1,116 — 1,116 170 — 170 Nine months ended September 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 $ 37 $ — $ 37 $ (58 ) $ — $ (58 ) Securities borrowed (5 ) — (5 ) (8 ) — (8 ) Trading assets: Debt and equity instruments, excluding loans 375 1 (c) 376 495 2 (c) 497 Loans reported as trading assets: Changes in instrument-specific credit risk 223 18 (c) 241 894 22 (c) 916 Other changes in fair value 206 657 (c) 863 200 941 (c) 1,141 Loans: Changes in instrument-specific credit risk 32 — 32 31 — 31 Other changes in fair value 2 — 2 29 — 29 Other assets 116 9 (d) 125 18 (121 ) (d) (103 ) Deposits (a) (75 ) — (75 ) (94 ) — (94 ) Federal funds purchased and securities loaned or sold under repurchase agreements (5 ) — (5 ) (19 ) — (19 ) Other borrowed funds (a) 2,121 — 2,121 (1,227 ) — (1,227 ) Trading liabilities (20 ) — (20 ) (11 ) — (11 ) Beneficial interests issued by consolidated VIEs 73 — 73 (191 ) — (191 ) Other liabilities — — — (27 ) — (27 ) Long-term debt: Changes in instrument-specific credit risk (a) 624 — 624 167 — 167 Other changes in fair value (b) 1,466 — 1,466 (621 ) — (621 ) (a) Total changes in instrument-specific credit risk (DVA) related to structured notes were $169 million and $190 million for the three months ended September 30, 2015 and 2014, respectively, and $492 million and $209 million for the nine months ended September 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 September 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. September 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 $ 4,048 $ 1,067 $ (2,981 ) $ 3,847 $ 905 $ (2,942 ) Loans 7 7 — 7 7 — Subtotal 4,055 1,074 (2,981 ) 3,854 912 (2,942 ) All other performing loans Loans reported as trading assets 34,765 32,756 (2,009 ) 37,608 35,462 (2,146 ) Loans 2,988 2,967 (21 ) 2,397 2,389 (8 ) Total loans $ 41,808 $ 36,797 $ (5,011 ) $ 43,859 $ 38,763 $ (5,096 ) Long-term debt Principal-protected debt $ 16,753 (c) $ 15,520 $ (1,233 ) $ 14,660 (c) $ 15,484 $ 824 Nonprincipal-protected debt (b) NA 15,640 NA NA 14,742 NA Total long-term debt NA $ 31,160 NA NA $ 30,226 NA Long-term beneficial interests Nonprincipal-protected debt (b) NA $ 1,199 NA NA $ 2,162 NA Total long-term beneficial interests NA $ 1,199 NA NA $ 2,162 NA (a) There were no performing loans that were ninety days or more past due as of September 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 reflects the contractual principal payment at maturity or, if applicable, the contractual principal payment at the Firm’s next call date.
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. September 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 $ 11,506 $ 50 $ 3,762 $ 15,318 $ 10,858 $ 460 $ 2,119 $ 13,437 Credit 3,256 95 — 3,351 4,023 450 — 4,473 Foreign exchange 1,853 150 11 2,014 2,150 211 17 2,378 Equity 13,086 8,523 5,074 26,683 12,348 12,412 4,415 29,175 Commodity 833 81 1,955 2,869 710 644 2,012 3,366 Total structured notes $ 30,534 $ 8,899 $ 10,802 $ 50,235 $ 30,089 $ 14,177 $ 8,563 $ 52,829

Derivative instruments (Tables)

Derivative instruments (Tables)	9 Months Ended
	Sep. 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 113 – 114 ◦ Interest rate Hedge floating-rate assets and liabilities Cash flow hedge Corporate 114 – 115 ◦ Foreign exchange Hedge foreign currency-denominated assets and liabilities Fair value hedge Corporate 113 – 114 ◦ Foreign exchange Hedge forecasted revenue and expense Cash flow hedge Corporate 114 – 115 ◦ Foreign exchange Hedge the value of the Firm’s investments in non-U.S. subsidiaries Net investment hedge Corporate 116 ◦ Commodity Hedge commodity inventory Fair value hedge CIB 113 – 114 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 116 ◦ Credit Manage the credit risk of wholesale lending exposures Specified risk management CIB 116 ◦ Commodity Manage the risk of certain commodities-related contracts and investments Specified risk management CIB 116 ◦ Interest rate and foreign exchange Manage the risk of certain other specified assets and liabilities Specified risk management Corporate 116 Market-making derivatives and other activities: ◦ Various Market-making and related risk management Market-making and other CIB 116 ◦ Various Other derivatives Market-making and other CIB, Corporate 116
Notional amount of derivative contracts	The following table summarizes the notional amount of derivative contracts outstanding as of September 30, 2015 , and December 31, 2014 . Notional amounts (b) (in billions) September 30, 2015 December 31, 2014 Interest rate contracts Swaps $ 24,058 $ 29,734 Futures and forwards 5,377 10,189 Written options 3,689 3,903 Purchased options 4,170 4,259 Total interest rate contracts 37,294 48,085 Credit derivatives (a) 3,503 4,249 Foreign exchange contracts Cross-currency swaps 3,052 3,346 Spot, futures and forwards 4,976 4,669 Written options 759 790 Purchased options 740 780 Total foreign exchange contracts 9,527 9,585 Equity contracts Swaps 227 206 Futures and forwards 45 50 Written options 457 432 Purchased options 388 375 Total equity contracts 1,117 1,063 Commodity contracts Swaps 103 126 Spot, futures and forwards 132 193 Written options 172 181 Purchased options 170 180 Total commodity contracts 577 680 Total derivative notional amounts $ 52,018 $ 63,662 (a) For more information on volumes and types of credit derivative contracts, see the Credit derivatives discussion on pages 117–118 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 September 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 September 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 $ 733,909 $ 5,042 $ 738,951 $ 29,116 $ 699,048 $ 2,791 $ 701,839 $ 10,725 Credit 54,409 — 54,409 1,724 53,111 — 53,111 1,646 Foreign exchange 185,015 1,534 186,549 21,116 201,298 1,155 202,453 22,044 Equity 46,727 — 46,727 7,490 47,549 — 47,549 9,006 Commodity 27,452 1,008 28,460 9,222 32,542 18 32,560 13,719 Total fair value of trading assets and liabilities $ 1,047,512 $ 7,584 $ 1,055,096 $ 68,668 $ 1,033,548 $ 3,964 $ 1,037,512 $ 57,140 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 September 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. September 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 $ 455,022 $ (432,456 ) $ 22,566 $ 542,107 $ (514,914 ) $ 27,193 OTC–cleared 277,403 (277,379 ) 24 401,656 (401,618 ) 38 Exchange-traded (a) — — — — — — Total interest rate contracts 732,425 (709,835 ) 22,590 943,763 (916,532 ) 27,231 Credit contracts: OTC 44,739 (44,680 ) 59 66,636 (65,720 ) 916 OTC–cleared 8,020 (8,005 ) 15 9,320 (9,284 ) 36 Total credit contracts 52,759 (52,685 ) 74 75,956 (75,004 ) 952 Foreign exchange contracts: OTC 181,104 (165,157 ) 15,947 208,803 (193,900 ) 14,903 OTC–cleared 276 (276 ) — 36 (34 ) 2 Exchange-traded (a) — — — — — — Total foreign exchange contracts 181,380 (165,433 ) 15,947 208,839 (193,934 ) 14,905 Equity contracts: OTC 26,509 (25,732 ) 777 23,258 (22,826 ) 432 OTC–cleared — — — — — — Exchange-traded (a) 17,579 (13,505 ) 4,074 13,840 (11,486 ) 2,354 Total equity contracts 44,088 (39,237 ) 4,851 37,098 (34,312 ) 2,786 Commodity contracts: OTC 14,610 (6,644 ) 7,966 22,555 (14,327 ) 8,228 OTC–cleared — — — — — — Exchange-traded (a) 12,844 (12,594 ) 250 19,500 (15,344 ) 4,156 Total commodity contracts 27,454 (19,238 ) 8,216 42,055 (29,671 ) 12,384 Derivative receivables with appropriate legal opinion $ 1,038,106 $ (986,428 ) (b) $ 51,678 $ 1,307,711 $ (1,249,453 ) (b) $ 58,258 Derivative receivables where an appropriate legal opinion has not been either sought or obtained 16,990 16,990 20,717 20,717 Total derivative receivables recognized on the Consolidated balance sheets $ 1,055,096 $ 68,668 $ 1,328,428 $ 78,975 (a) Exchange-traded derivative amounts that relate to futures contracts are settled daily. (b) Included cash collateral netted of $74.3 billion and $74.0 billion at September 30, 2015 , and December 31, 2014 , respectively.
Offsetting liabilities	The following table presents, as of September 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. September 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 $ 431,744 $ (422,367 ) $ 9,377 $ 515,904 $ (503,384 ) $ 12,520 OTC–cleared 268,798 (268,747 ) 51 398,518 (397,250 ) 1,268 Exchange-traded (a) — — — — — — Total interest rate contracts 700,542 (691,114 ) 9,428 914,422 (900,634 ) 13,788 Credit contracts: OTC 45,435 (44,220 ) 1,215 65,432 (64,904 ) 528 OTC–cleared 7,245 (7,245 ) — 9,398 (9,398 ) — Total credit contracts 52,680 (51,465 ) 1,215 74,830 (74,302 ) 528 Foreign exchange contracts: OTC 196,762 (180,048 ) 16,714 217,998 (201,578 ) 16,420 OTC–cleared 362 (361 ) 1 66 (66 ) — Exchange-traded (a) — — — — — — Total foreign exchange contracts 197,124 (180,409 ) 16,715 218,064 (201,644 ) 16,420 Equity contracts: OTC 28,605 (25,038 ) 3,567 27,908 (23,036 ) 4,872 OTC–cleared — — — — — — Exchange-traded (a) 15,065 (13,505 ) 1,560 12,864 (11,486 ) 1,378 Total equity contracts 43,670 (38,543 ) 5,127 40,772 (34,522 ) 6,250 Commodity contracts: OTC 17,490 (6,247 ) 11,243 25,129 (13,211 ) 11,918 OTC–cleared — — — — — — Exchange-traded (a) 12,655 (12,594 ) 61 18,486 (15,344 ) 3,142 Total commodity contracts 30,145 (18,841 ) 11,304 43,615 (28,555 ) 15,060 Derivative payables with appropriate legal opinions $ 1,024,161 $ (980,372 ) (b) $ 43,789 $ 1,291,703 $ (1,239,657 ) (b) $ 52,046 Derivative payables where an appropriate legal opinion has not been either sought or obtained 13,351 13,351 19,070 19,070 Total derivative payables recognized on the Consolidated balance sheets $ 1,037,512 $ 57,140 $ 1,310,773 $ 71,116 (a) Exchange-traded derivative balances that relate to futures contracts are settled daily. (b) Included cash collateral netted of $68.2 billion and $64.2 billion related to OTC and OTC-cleared derivatives at September 30, 2015 , and December 31, 2014 , respectively.
Current credit risk of derivative receivables and liquidity risk of derivative payables	The following tables present information regarding certain financial instrument collateral received and transferred as of September 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 receivables collateral September 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 $ 51,678 $ (15,706 ) (a) $ 35,972 $ 58,258 $ (16,194 ) (a) $ 42,064 Derivative payables collateral (b) September 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 $ 43,789 $ (8,424 ) (a) $ 35,365 $ 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 payables 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. 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 September 30, 2015 , and December 31, 2014 . OTC and OTC-cleared derivative payables containing downgrade triggers (in millions) September 30, 2015 December 31, 2014 Aggregate fair value of net derivative payables $ 24,822 $ 32,303 Collateral posted 22,858 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 September 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 September 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) $ 895 $ 3,164 $ 1,046 $ 3,331 Amount required to settle contracts with termination triggers upon downgrade (b) 287 1,141 366 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.
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 nine months ended September 30, 2015 and 2014 , respectively. Gains/(losses) recorded in income Income statement impact due to: Three months ended September 30, 2015 (in millions) Derivatives Hedged items Total income statement impact Hedge ineffectiveness (d) Excluded components (e) Contract type Interest rate (a) $ 1,298 $ (1,071 ) $ 227 $ 8 $ 219 Foreign exchange (b) 1,012 (998 ) 14 — 14 Commodity (c) 303 (271 ) 32 (3 ) 35 Total $ 2,613 $ (2,340 ) $ 273 $ 5 $ 268 Gains/(losses) recorded in income Income statement impact due to: Three months ended September 30, 2014 (in millions) Derivatives Hedged items Total income statement impact Hedge ineffectiveness (d) Excluded components (e) Contract type Interest rate (a) $ (286 ) $ 651 $ 365 $ 27 $ 338 Foreign exchange (b) 6,008 (6,052 ) (44 ) — (44 ) Commodity (c) 284 (236 ) 48 10 38 Total $ 6,006 $ (5,637 ) $ 369 $ 37 $ 332 Gains/(losses) recorded in income Income statement impact due to: Nine months ended September 30, 2015 (in millions) Derivatives Hedged items Total income statement impact Hedge ineffectiveness (d) Excluded components (e) Contract type Interest rate (a) $ 363 $ 390 $ 753 $ 6 $ 747 Foreign exchange (b) 5,369 (5,360 ) 9 — 9 Commodity (c) 867 (874 ) (7 ) (14 ) 7 Total $ 6,599 $ (5,844 ) $ 755 $ (8 ) $ 763 Gains/(losses) recorded in income Income statement impact due to: Nine months ended September 30, 2014 (in millions) Derivatives Hedged items Total income statement impact Hedge ineffectiveness (d) Excluded components (e) Contract type Interest rate (a) $ 1,035 $ (17 ) $ 1,018 $ 99 $ 919 Foreign exchange (b) 5,222 (5,421 ) (199 ) — (199 ) Commodity (c) (97 ) 278 181 38 143 Total $ 6,160 $ (5,160 ) $ 1,000 $ 137 $ 863 (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 nine months ended September 30, 2015 and 2014 , respectively. Gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended September 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) $ 14 $ — $ 14 $ (70 ) $ (84 ) Foreign exchange (b) (19 ) — (19 ) (105 ) (86 ) Total $ (5 ) $ — $ (5 ) $ (175 ) $ (170 ) Gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended September 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) $ (12 ) $ — $ (12 ) $ 26 $ 38 Foreign exchange (b) 43 — 43 (92 ) (135 ) Total $ 31 $ — $ 31 $ (66 ) $ (97 ) Gains/(losses) recorded in income and other comprehensive income/(loss) Nine months ended September 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) $ (113 ) $ — $ (113 ) $ (90 ) $ 23 Foreign exchange (b) (74 ) — (74 ) (14 ) 60 Total $ (187 ) $ — $ (187 ) $ (104 ) $ 83 Gains/(losses) recorded in income and other comprehensive income/(loss) Nine months ended September 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) $ (48 ) $ — $ (48 ) $ 160 $ 208 Foreign exchange (b) 81 — 81 (11 ) (92 ) Total $ 33 $ — $ 33 $ 149 $ 116 (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 nine months ended September 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 nine months ended September 30, 2015 and 2014 . Gains/(losses) recorded in income and other comprehensive income/(loss) 2015 2014 Three months ended September 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 $ (103 ) $ 908 $ (114 ) $ 1,185 Gains/(losses) recorded in income and 2015 2014 Nine months ended September 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 $ (292 ) $ 1,651 $ (341 ) $ 823 (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 nine months ended September 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 Nine months ended (in millions) 2015 2014 2015 2014 Contract type Interest rate (a) $ 665 $ 321 $ 785 $ 1,428 Credit (b) 76 1 52 (40 ) Foreign exchange (c) 26 (2 ) 21 (5 ) Commodity (d) — 16 (13 ) 178 Total $ 767 $ 336 $ 845 $ 1,561 (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 September 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 $ (1,683,730 ) $ 1,699,718 $ 15,988 $ 14,572 Other credit derivatives (a) (44,493 ) 41,960 (2,533 ) 18,217 Total credit derivatives (1,728,223 ) 1,741,678 13,455 32,789 Credit-related notes (22 ) — (22 ) 4,357 Total $ (1,728,245 ) $ 1,741,678 $ 13,433 $ 37,146 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 September 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 September 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 $ (278,173 ) $ (881,329 ) $ (101,523 ) $ (1,261,025 ) $ 15,057 $ (6,870 ) $ 8,187 Noninvestment-grade (119,287 ) (307,953 ) (39,980 ) (467,220 ) 13,259 (17,838 ) (4,579 ) Total $ (397,460 ) $ (1,189,282 ) $ (141,503 ) $ (1,728,245 ) $ 28,316 $ (24,708 ) $ 3,608 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 Investors Service ("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)	9 Months Ended
	Sep. 30, 2015
Noninterest Income [Abstract]
Components of investment banking fees	The following table presents the components of investment banking fees. Three months ended September 30, Nine months ended (in millions) 2015 2014 2015 2014 Underwriting Equity $ 257 $ 414 $ 1,108 $ 1,244 Debt 855 710 2,621 2,269 Total underwriting 1,112 1,124 3,729 3,513 Advisory 492 414 1,502 1,196 Total investment banking fees $ 1,604 $ 1,538 $ 5,231 $ 4,709
Principal transactions revenue	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 September 30, Nine months ended (in millions) 2015 2014 2015 2014 Trading revenue by instrument type Interest rate $ 530 $ 655 $ 1,836 $ 1,636 Credit 438 556 1,477 1,685 Foreign exchange 607 381 2,014 1,249 Equity 637 638 2,593 2,202 Commodity (a) 156 411 745 1,446 Total trading revenue 2,368 2,641 8,665 8,218 Private equity gains (b) (1 ) 325 191 978 Principal transactions $ 2,367 $ 2,966 $ 8,856 $ 9,196 (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 September 30, Nine months ended (in millions) 2015 2014 2015 2014 Asset management fees Investment management fees (a) $ 2,327 $ 2,311 $ 7,017 $ 6,667 All other asset management fees (b) 92 120 290 374 Total asset management fees 2,419 2,431 7,307 7,041 Total administration fees (c) 486 536 1,520 1,627 Commission and other fees Brokerage commissions 575 567 1,761 1,766 All other commissions and fees 365 444 1,079 1,387 Total commissions and fees 940 1,011 2,840 3,153 Total asset management, administration and commissions $ 3,845 $ 3,978 $ 11,667 $ 11,821 (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 Nine months ended (in millions) 2015 2014 2015 2014 Operating lease income $ 536 $ 433 $ 1,509 $ 1,252

Interest income and interest 38

Interest income and interest expense (Tables)	9 Months Ended
	Sep. 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 Nine months ended (in millions) 2015 2014 2015 2014 Interest income Loans $ 8,433 $ 8,060 $ 24,459 $ 24,138 Taxable securities 1,553 1,903 4,885 5,743 Nontaxable securities (a) 439 387 1,260 1,041 Total securities 1,992 2,290 6,145 6,784 Trading assets 1,538 1,855 5,008 5,453 Federal funds sold and securities purchased under resale agreements 431 400 1,167 1,234 Securities borrowed (b) (118 ) (150 ) (397 ) (369 ) Deposits with banks 291 300 944 835 Other assets (c) 172 171 492 505 Total interest income 12,739 12,926 37,818 38,580 Interest expense Interest-bearing deposits 293 399 965 1,242 Short-term and other liabilities (d) 315 238 991 1,121 Long-term debt 1,092 1,084 3,254 3,337 Beneficial interests issued by consolidated VIEs 115 98 323 308 Total interest expense 1,815 1,819 5,533 6,008 Net interest income 10,924 11,107 32,285 32,572 Provision for credit losses 682 757 2,576 2,299 Net interest income after provision for credit losses $ 10,242 $ 10,350 $ 29,709 $ 30,273 (a) Represents securities which are tax-exempt for U.S. federal income tax purposes. (b) Negative interest income for the three and nine months ended September 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 postretirem39

Pension and other postretirement employee benefit plans (Tables)	9 Months Ended
	Sep. 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 September 30, (in millions) 2015 2014 2015 2014 2015 2014 Components of net periodic benefit cost Benefits earned during the period $ 85 $ 70 $ 9 $ 8 $ — $ — Interest cost on benefit obligations 125 133 28 34 8 9 Expected return on plan assets (232 ) (247 ) (38 ) (42 ) (27 ) (25 ) Amortization: Net (gain)/loss 62 6 9 12 — — Prior service cost/(credit) (9 ) (9 ) — (1 ) — — Net periodic defined benefit cost 31 (47 ) 8 11 (19 ) (16 ) Other defined benefit pension plans (a) 3 3 2 2 NA NA Total defined benefit plans 34 (44 ) 10 13 (19 ) (16 ) Total defined contribution plans 119 115 85 87 NA NA Total pension and OPEB cost included in compensation expense $ 153 $ 71 $ 95 $ 100 $ (19 ) $ (16 ) Pension plans U.S. Non-U.S. OPEB plans Nine months ended September 30, (in millions) 2015 2014 2015 2014 2015 2014 Components of net periodic benefit cost Benefits earned during the period $ 255 $ 210 $ 28 $ 25 $ — $ — Interest cost on benefit obligations 375 401 84 104 24 27 Expected return on plan assets (697 ) (739 ) (113 ) (131 ) (80 ) (75 ) Amortization: Net (gain)/loss 185 19 27 36 — — Prior service cost/(credit) (26 ) (31 ) (1 ) (1 ) — — Net periodic defined benefit cost 92 (140 ) 25 33 (56 ) (48 ) Other defined benefit pension plans (a) 10 10 7 5 NA NA Total defined benefit plans 102 (130 ) 32 38 (56 ) (48 ) Total defined contribution plans 323 333 254 254 NA NA Total pension and OPEB cost included in compensation expense $ 425 $ 203 $ 286 $ 292 $ (56 ) $ (48 ) (a) Includes various defined benefit pension plans which are individually immaterial.

Employee stock-based incentiv40

Employee stock-based incentives (Tables)	9 Months Ended
	Sep. 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 September 30, Nine 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 $ 269 $ 326 $ 856 $ 1,071 Accrual of estimated costs of stock awards to be granted in future periods including those to full-career eligible employees 195 213 683 610 Total noncash compensation expense related to employee stock-based incentive plans $ 464 $ 539 $ 1,539 $ 1,681

Noninterest expense (Tables)

Noninterest expense (Tables)	9 Months Ended
	Sep. 30, 2015
Noninterest Expense [Abstract]
Components of noninterest expense	For details on Noninterest expense, see Consolidated statements of income on page 86 . Included within other expense is the following: Three months ended September 30, Nine months ended September 30, (in millions) 2015 2014 2015 2014 Firmwide legal expense $ 1,347 $ 1,062 $ 2,325 $ 1,769 Federal Deposit Insurance Corporation-related (“FDIC”) expense 298 250 916 809

Securities (Tables)

Securities (Tables)	9 Months Ended
	Sep. 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. September 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) $ 52,800 $ 1,811 $ 33 $ 54,578 $ 63,089 $ 2,302 $ 72 $ 65,319 Residential: Prime and Alt-A 6,811 66 19 6,858 5,595 78 29 5,644 Subprime 301 8 — 309 677 14 — 691 Non-U.S. 28,841 606 9 29,438 43,550 1,010 — 44,560 Commercial 22,763 287 157 22,893 20,687 438 17 21,108 Total mortgage-backed securities 111,516 2,778 218 114,076 133,598 3,842 118 137,322 U.S. Treasury and government agencies (a) 11,482 1 136 11,347 13,603 56 14 13,645 Obligations of U.S. states and municipalities 30,923 1,872 86 32,709 27,841 2,243 16 30,068 Certificates of deposit 415 3 — 418 1,103 1 1 1,103 Non-U.S. government debt securities 38,197 960 37 39,120 51,492 1,272 21 52,743 Corporate debt securities 14,747 185 151 14,781 18,158 398 24 18,532 Asset-backed securities: Collateralized loan obligations 31,381 69 146 31,304 30,229 147 182 30,194 Other 10,114 94 77 10,131 12,442 184 11 12,615 Total available-for-sale debt securities 248,775 5,962 851 253,886 288,466 8,143 387 296,222 Available-for-sale equity securities 2,587 18 — 2,605 2,513 17 — 2,530 Total available-for-sale securities $ 251,362 $ 5,980 $ 851 $ 256,491 $ 290,979 $ 8,160 $ 387 $ 298,752 Total held-to-maturity securities (b) $ 50,169 $ 1,724 $ 48 $ 51,845 $ 49,252 $ 1,902 $ — $ 51,154 (a) Included total U.S. government-sponsored enterprise obligations with fair values of $41.6 billion and $59.3 billion at September 30, 2015, and December 31, 2014 , respectively. (b) As of September 30, 2015, consists of MBS issued by U. S. government-sponsored enterprises with an amortized cost of $31.9 billion , MBS issued by U.S. government agencies with an amortized cost of $5.6 billion and obligations of U.S. states and municipalities with an amortized cost of $12.7 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 September 30, 2015, and December 31, 2014. Securities with gross unrealized losses Less than 12 months 12 months or more September 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 $ 4,797 $ 19 $ 717 $ 14 $ 5,514 $ 33 Residential: Prime and Alt-A 2,294 14 251 5 2,545 19 Subprime — — — — — — Non-U.S. 1,477 9 — — 1,477 9 Commercial 10,256 155 269 2 10,525 157 Total mortgage-backed securities 18,824 197 1,237 21 20,061 218 U.S. Treasury and government agencies 11,205 136 — — 11,205 136 Obligations of U.S. states and municipalities 4,681 79 218 7 4,899 86 Certificates of deposit — — — — — — Non-U.S. government debt securities 2,941 30 205 7 3,146 37 Corporate debt securities 4,107 142 634 9 4,741 151 Asset-backed securities: Collateralized loan obligations 11,843 44 10,414 102 22,257 146 Other 4,800 77 — — 4,800 77 Total available-for-sale debt securities 58,401 705 12,708 146 71,109 851 Available-for-sale equity securities — — — — — — Held-to-maturity securities 4,824 48 — — 4,824 48 Total securities with gross unrealized losses $ 63,225 $ 753 $ 12,708 $ 146 $ 75,933 $ 899 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 September 30, Nine months ended September 30, (in millions) 2015 2014 2015 2014 Realized gains $ 65 $ 41 $ 250 $ 265 Realized losses (20 ) (33 ) (107 ) (215 ) OTTI losses (12 ) (2 ) (14 ) (2 ) Net securities gains $ 33 $ 6 $ 129 $ 48 OTTI losses Credit-related losses recognized in income $ — $ — $ (1 ) $ — Securities the Firm intends to sell (12 ) (2 ) (13 ) (2 ) Total OTTI losses recognized in income $ (12 ) $ (2 ) $ (14 ) $ (2 )
Changes in the credit loss component of credit-impaired debt securities	The following table presents a rollforward for the three and nine months ended September 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 September 30, Nine months ended September 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 September 30, 2015, of JPMorgan Chase ’s investment securities portfolio by contractual maturity. By remaining maturity September 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 $ 2,333 $ 10,991 $ 6,054 $ 92,138 $ 111,516 Fair value 2,344 11,184 6,263 94,285 114,076 Average yield (b) 1.40 % 1.76 % 3.23 % 2.95 % 2.81 % U.S. Treasury and government agencies Amortized cost $ 100 $ — $ 10,228 $ 1,154 $ 11,482 Fair value 100 — 10,121 1,126 11,347 Average yield (b) 0.13 % — % 0.22 % 0.43 % 0.24 % Obligations of U.S. states and municipalities Amortized cost $ 139 $ 765 $ 1,440 $ 28,579 $ 30,923 Fair value 142 788 1,513 30,266 32,709 Average yield (b) 6.55 % 3.39 % 5.43 % 6.68 % 6.54 % Certificates of deposit Amortized cost $ 364 $ 51 $ — $ — $ 415 Fair value 365 53 — — 418 Average yield (b) 5.69 % 3.28 % — % — % 5.39 % Non-U.S. government debt securities Amortized cost $ 7,243 $ 11,485 $ 17,299 $ 2,170 $ 38,197 Fair value 7,479 11,750 17,607 2,284 39,120 Average yield (b) 3.28 % 1.75 % 1.05 % 0.72 % 1.64 % Corporate debt securities Amortized cost $ 3,486 $ 8,243 $ 2,875 $ 143 $ 14,747 Fair value 3,510 8,287 2,846 138 14,781 Average yield (b) 2.18 % 2.29 % 2.77 % 4.46 % 2.38 % Asset-backed securities Amortized cost $ 513 $ 473 $ 20,162 $ 20,347 $ 41,495 Fair value 514 476 20,139 20,306 41,435 Average yield (b) 0.95 % 1.19 % 1.76 % 1.79 % 1.76 % Total available-for-sale debt securities Amortized cost $ 14,178 $ 32,008 $ 58,058 $ 144,531 $ 248,775 Fair value 14,454 32,538 58,489 148,405 253,886 Average yield (b) 2.69 % 1.93 % 1.57 % 3.47 % 2.78 % Available-for-sale equity securities Amortized cost $ — $ — $ — $ 2,587 $ 2,587 Fair value — — — 2,605 2,605 Average yield (b) — % — % — % 0.02 % 0.02 % Total available-for-sale securities Amortized cost $ 14,178 $ 32,008 $ 58,058 $ 147,118 $ 251,362 Fair value 14,454 32,538 58,489 151,010 256,491 Average yield (b) 2.69 % 1.93 % 1.57 % 3.41 % 2.75 % Total held-to-maturity securities Amortized cost $ 52 $ — $ 901 $ 49,216 $ 50,169 Fair value 52 — 942 50,851 51,845 Average yield (b) 4.41% — % 4.98 % 3.97 % 3.99% (a) U.S. government-sponsored enterprises were the only issuers whose securities exceeded 10% of JPMorgan Chase ’s total stockholders’ equity at September 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 ten 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, two years for agency residential collateralized mortgage obligations and three years for U.S. nonagency residential collateralized mortgage obligations.

Securities financing activiti43

Securities financing activities (Tables)	9 Months Ended
	Sep. 30, 2015
Securities Financing Transactions Disclosures [Abstract]
Schedule of securities purchased under resale agreements, netting & securities borrowed	The following table presents as of September 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. September 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 $ 375,841 $ (161,197 ) $ 214,644 $ 347,142 $ (142,719 ) $ 204,423 Securities purchased under resale agreements where an appropriate legal opinion has not been either sought or obtained 2,710 2,710 10,598 10,598 Total securities purchased under resale agreements $ 378,551 $ (161,197 ) $ 217,354 (a) $ 357,740 $ (142,719 ) $ 215,021 (a) Securities borrowed $ 105,668 NA $ 105,668 (b)(c) $ 110,435 NA $ 110,435 (b)(c) (a) At September 30, 2015 , and December 31, 2014 , included securities purchased under resale agreements of $27.4 billion and $28.6 billion , respectively, accounted for at fair value. (b) At September 30, 2015 , and December 31, 2014 , included securities borrowed of $405 million and $992 million , respectively, accounted for at fair value. (c) Included $21.5 billion and $27.7 billion at September 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 September 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. September 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 $ 214,644 $ (211,255 ) $ (518 ) $ 2,871 $ 204,423 $ (201,375 ) $ (246 ) $ 2,802 Securities borrowed $ 84,157 $ (81,413 ) $ — $ 2,744 $ 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 September 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. September 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 $ 311,565 $ (161,197 ) $ 150,368 $ 290,529 $ (142,719 ) $ 147,810 Securities sold under repurchase agreements where an appropriate legal opinion has not been either sought or obtained (a) 14,070 14,070 21,996 21,996 Total securities sold under repurchase agreements $ 325,635 $ (161,197 ) $ 164,438 (c) $ 312,525 $ (142,719 ) $ 169,806 (c) Securities loaned (b) $ 20,738 NA $ 20,738 (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 $5.8 billion and $4.1 billion at September 30, 2015 , and December 31, 2014 , respectively, accounted for at fair value, where the Firm is acting as lender. These amounts are presented within other liabilities in the Consolidated balance sheets. (c) At September 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 September 30, 2015 , and December 31, 2014 . (e) Included $41 million and $271 million at September 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 September 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. September 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 $ 150,368 $ (146,749 ) $ (442 ) $ 3,177 $ 147,810 $ (145,732 ) $ (497 ) $ 1,581 Securities loaned $ 20,697 $ (20,553 ) $ — $ 144 $ 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	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 September 30, 2015 . Gross liability balance September 30, 2015 (in millions) Securities sold under repurchase agreements Securities loaned Mortgage-backed securities $ 22,060 $ — U.S. Treasury and government agencies 166,522 223 Obligations of U.S. states and municipalities 1,718 — Non-U.S. government debt 89,573 621 Corporate debt securities 19,580 110 Asset-backed securities 5,238 — Equity securities 20,944 19,784 Total $ 325,635 $ 20,738 Remaining contractual maturity of the agreements Overnight and continuous Greater than 90 days September 30, 2015 (in millions) Up to 30 days 30 – 90 days Total Total securities sold under repurchase agreements $ 117,879 $ 124,711 $ 27,052 $ 55,993 $ 325,635 Total securities loaned 9,463 649 319 10,307 20,738

Loans (Tables)

Loans (Tables)	9 Months Ended
	Sep. 30, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loan portfolio segment descriptions	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. September 30, 2015 Consumer, excluding credit card Credit card (a) Wholesale Total (in millions) Retained $ 331,732 $ 125,634 $ 346,927 $ 804,293 (b) Held-for-sale 237 1,345 447 2,029 At fair value — — 3,135 3,135 Total $ 331,969 $ 126,979 $ 350,509 $ 809,457 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 $628 million and $1.3 billion at September 30, 2015 , and December 31, 2014 , respectively.
Schedule of retained loans purchased, sold and reclassified to held-for-sale	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 September 30, (in millions) Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Purchases $ 1,196 (a)(b) $ — $ 1,199 $ 2,395 $ 1,945 (a)(b) $ — $ 312 $ 2,257 Sales 1,130 — 1,856 2,986 1,573 272 1,814 3,659 Retained loans reclassified to held-for-sale — 79 20 99 232 186 50 468 2015 2014 Nine months ended September 30, (in millions) Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Purchases $ 3,918 (a)(b) $ — $ 1,894 $ 5,812 $ 5,694 (a)(b) $ — $ 589 $ 6,283 Sales 4,073 1,269 7,381 12,723 3,816 272 6,493 10,581 Retained loans reclassified to held-for-sale 1,272 79 455 1,806 1,034 401 559 1,994 (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 $14.4 billion and $4.1 billion for the three months ended September 30, 2015 and 2014 , respectively, and $39.8 billion and $8.2 billion for the nine months ended September 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 Nine 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 $ 62 $ 97 $ 239 $ 223 Credit card 13 (9 ) 22 (9 ) Wholesale 33 26 32 53 Total net gains/(losses) on sales of loans (including lower of cost or fair value adjustments) $ 108 $ 114 $ 293 $ 267 (a) Excludes sales related to loans accounted for at fair value.
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Schedule of loans by portfolio segment	The table below provides information about retained consumer loans, excluding credit card, by class. (in millions) September 30, December 31, Residential real estate – excluding PCI Home equity: Senior lien $ 15,156 $ 16,367 Junior lien 31,974 36,375 Mortgages: Prime, including option ARMs 150,114 104,921 Subprime 3,853 5,056 Other consumer loans Auto 57,174 54,536 Business banking 20,871 20,058 Student and other 10,354 10,970 Residential real estate – PCI Home equity 15,490 17,095 Prime mortgage 9,196 10,220 Subprime mortgage 3,329 3,673 Option ARMs 14,221 15,708 Total retained loans $ 331,732 $ 294,979
Consumer, excluding credit card | Residential real estate – PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
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 nine months ended September 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 September 30, Nine months ended September 30, 2015 2014 2015 2014 Beginning balance $ 13,741 $ 15,275 $ 14,592 $ 16,167 Accretion into interest income (424 ) (471 ) (1,290 ) (1,480 ) Changes in interest rates on variable-rate loans 3 (75 ) 21 (141 ) Other changes in expected cash flows (a) 511 242 508 425 Reclassification from nonaccretable difference (b) 90 — 90 $ — Balance at September 30 $ 13,921 $ 14,971 $ 13,921 $ 14,971 Accretable yield percentage 4.22 % 4.10 % 4.18 % 4.22 % (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 nine months ended September 30, 2015 and 2014 , other changes in expected cash flows were driven by changes in prepayment assumptions. (b) Reclassifications from nonaccretable difference in the three and nine months ended September 30, 2015 were driven by continued improvement in home prices and delinquencies, as well as increased granularity in the impairment estimates.
Consumer, excluding credit card | Residential real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Schedule of financing receivable credit quality indicators	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 Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Loan delinquency (a) Current $ 14,571 $ 15,730 $ 31,289 $ 35,575 $ 140,579 $ 93,951 $ 3,244 $ 4,296 $ 189,683 $ 149,552 30–149 days past due 248 275 447 533 3,513 4,091 396 489 4,604 5,388 150 or more days past due 337 362 238 267 6,022 6,879 213 271 6,810 7,779 Total retained loans $ 15,156 $ 16,367 $ 31,974 $ 36,375 $ 150,114 $ 104,921 $ 3,853 $ 5,056 $ 201,097 $ 162,719 % of 30+ days past due to total retained loans (b) 3.86 % 3.89 % 2.14 % 2.20 % 0.83 % 1.42 % 15.81 % 15.03 % 1.55 % 2.27 % 90 or more days past due and government guaranteed (c) $ — $ — $ — $ — $ 6,405 $ 7,544 $ — $ — $ 6,405 $ 7,544 Nonaccrual loans 883 938 1,373 1,590 1,863 2,190 812 1,036 4,931 5,754 Current estimated LTV ratios (d)(e)(f) Greater than 125% and refreshed FICO scores: Equal to or greater than 660 $ 15 $ 21 $ 252 $ 467 $ 62 $ 120 $ 3 $ 10 $ 332 $ 618 Less than 660 7 10 69 138 62 103 20 51 158 302 101% to 125% and refreshed FICO scores: Equal to or greater than 660 87 134 2,124 3,149 434 648 36 118 2,681 4,049 Less than 660 50 69 607 923 267 340 139 298 1,063 1,630 80% to 100% and refreshed FICO scores: Equal to or greater than 660 450 633 5,014 6,481 3,497 3,863 178 432 9,139 11,409 Less than 660 172 226 1,422 1,780 852 1,026 468 770 2,914 3,802 Less than 80% and refreshed FICO scores: Equal to or greater than 660 12,331 13,048 19,242 20,030 128,678 81,805 1,406 1,586 161,657 116,469 Less than 660 2,044 2,226 3,244 3,407 5,214 4,906 1,603 1,791 12,105 12,330 U.S. government-guaranteed — — — — 11,048 12,110 — — 11,048 12,110 Total retained loans $ 15,156 $ 16,367 $ 31,974 $ 36,375 $ 150,114 $ 104,921 $ 3,853 $ 5,056 $ 201,097 $ 162,719 Geographic region California $ 2,090 $ 2,232 $ 7,123 $ 8,144 $ 42,588 $ 28,133 $ 541 $ 718 $ 52,342 $ 39,227 New York 2,591 2,805 6,819 7,685 19,695 16,550 539 677 29,644 27,717 Illinois 1,219 1,306 2,321 2,605 10,588 6,654 151 207 14,279 10,772 Texas 1,624 1,845 977 1,087 8,143 4,935 148 177 10,892 8,044 Florida 828 861 1,688 1,923 6,388 5,106 432 632 9,336 8,522 New Jersey 652 654 2,009 2,233 4,930 3,361 178 227 7,769 6,475 Washington 455 506 1,056 1,216 3,662 2,410 84 109 5,257 4,241 Arizona 843 927 1,396 1,595 2,800 1,805 77 112 5,116 4,439 Michigan 683 736 734 848 1,718 1,203 84 121 3,219 2,908 Ohio 1,053 1,150 670 778 1,061 615 85 112 2,869 2,655 All other (g) 3,118 3,345 7,181 8,261 48,541 34,149 1,534 1,964 60,374 47,719 Total retained loans $ 15,156 $ 16,367 $ 31,974 $ 36,375 $ 150,114 $ 104,921 $ 3,853 $ 5,056 $ 201,097 $ 162,719 (a) Individual delinquency classifications include mortgage loans insured by U.S. government agencies as follows: current included $2.7 billion and $2.6 billion ; 30 – 149 days past due included $3.0 billion and $3.5 billion ; and 150 or more days past due included $5.3 billion and $6.0 billion at September 30, 2015 , and December 31, 2014 , respectively. (b) At September 30, 2015 , and December 31, 2014 , Prime, including option ARMs loans excluded mortgage loans insured by U.S. government agencies of $8.3 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 September 30, 2015 , and December 31, 2014 , these balances included $3.8 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 September 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 September 30, 2015 , and December 31, 2014 , included mortgage loans insured by U.S. government agencies of $11.0 billion and $12.1 billion , respectively.
Consumer, excluding credit card | Residential real estate | Residential real estate – PCI
Accounts, Notes, Loans and Financing Receivable [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 Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Carrying value (a) $ 15,490 $ 17,095 $ 9,196 $ 10,220 $ 3,329 $ 3,673 $ 14,221 $ 15,708 $ 42,236 $ 46,696 Related allowance for loan losses (b) 1,708 1,758 1,031 1,193 — 180 49 194 2,788 3,325 Loan delinquency (based on unpaid principal balance) Current $ 14,840 $ 16,295 $ 8,159 $ 8,912 $ 3,305 $ 3,565 $ 12,733 $ 13,814 $ 39,037 $ 42,586 30–149 days past due 317 445 423 500 465 536 705 858 1,910 2,339 150 or more days past due 710 1,000 638 837 381 551 1,328 1,824 3,057 4,212 Total loans $ 15,867 $ 17,740 $ 9,220 $ 10,249 $ 4,151 $ 4,652 $ 14,766 $ 16,496 $ 44,004 $ 49,137 % of 30+ days past due to total loans 6.47 % 8.15 % 11.51 % 13.05 % 20.38 % 23.37 % 13.77 % 16.26 % 11.29 % 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 $ 298 $ 513 $ 19 $ 45 $ 22 $ 34 $ 48 $ 89 $ 387 $ 681 Less than 660 159 273 50 97 88 160 70 150 367 680 101% to 125% and refreshed FICO scores: Equal to or greater than 660 1,676 2,245 269 456 127 215 338 575 2,410 3,491 Less than 660 774 1,073 259 402 318 509 499 771 1,850 2,755 80% to 100% and refreshed FICO scores: Equal to or greater than 660 3,668 4,171 1,579 2,154 405 519 1,815 2,418 7,467 9,262 Less than 660 1,443 1,647 973 1,316 788 1,006 1,491 1,996 4,695 5,965 Lower than 80% and refreshed FICO scores: Equal to or greater than 660 5,878 5,824 3,859 3,663 827 719 6,674 6,593 17,238 16,799 Less than 660 1,971 1,994 2,212 2,116 1,576 1,490 3,831 3,904 9,590 9,504 Total unpaid principal balance $ 15,867 $ 17,740 $ 9,220 $ 10,249 $ 4,151 $ 4,652 $ 14,766 $ 16,496 $ 44,004 $ 49,137 Geographic region (based on unpaid principal balance) California $ 9,521 $ 10,671 $ 5,349 $ 5,965 $ 1,036 $ 1,138 $ 8,328 $ 9,190 $ 24,234 $ 26,964 New York 809 876 594 672 405 463 834 933 2,642 2,944 Illinois 371 405 272 301 201 229 343 397 1,187 1,332 Texas 235 273 97 92 248 281 77 85 657 731 Florida 1,533 1,696 611 689 381 432 1,231 1,440 3,756 4,257 New Jersey 319 348 243 279 142 165 483 553 1,187 1,345 Washington 850 959 199 225 84 95 348 395 1,481 1,674 Arizona 289 323 150 167 79 85 210 227 728 802 Michigan 46 53 148 166 116 130 159 182 469 531 Ohio 18 20 46 48 64 72 62 69 190 209 All other 1,876 2,116 1,511 1,645 1,395 1,562 2,691 3,025 7,473 8,348 Total unpaid principal balance $ 15,867 $ 17,740 $ 9,220 $ 10,249 $ 4,151 $ 4,652 $ 14,766 $ 16,496 $ 44,004 $ 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.
Consumer, excluding credit card | Home equity | Residential real estate – PCI | Junior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Schedule of financing receivable credit quality indicators	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 the unpaid principal balance as of September 30, 2015 , and December 31, 2014 . Total loans Total 30+ day delinquency rate (in millions, except ratios) Sep 30, Dec 31, Sep 30, Dec 31, HELOCs: (a) Within the revolving period (b) $ 5,888 $ 8,972 4.26 % 6.42 % Beyond the revolving period (c) 5,770 4,143 4.75 6.42 HELOANs 611 736 5.56 8.83 Total $ 12,269 $ 13,851 4.56 % 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.
Consumer, excluding credit card | Mortgages
Accounts, Notes, Loans and Financing Receivable [Line Items]
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 Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Impaired loans With an allowance $ 561 $ 552 $ 726 $ 722 $ 3,954 $ 4,949 $ 1,437 $ 2,239 $ 6,678 $ 8,462 Without an allowance (a) 502 549 583 582 1,019 1,196 491 639 2,595 2,966 Total impaired loans (b)(c) $ 1,063 $ 1,101 $ 1,309 $ 1,304 $ 4,973 $ 6,145 $ 1,928 $ 2,878 $ 9,273 $ 11,428 Allowance for loan losses related to impaired loans $ 53 $ 84 $ 86 $ 147 $ 93 $ 127 $ 15 $ 64 $ 247 $ 422 Unpaid principal balance of impaired loans (d) 1,395 1,451 2,611 2,603 6,429 7,813 2,968 4,200 13,403 16,067 Impaired loans on nonaccrual status (e) 596 628 641 632 1,373 1,559 718 931 3,328 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 September 30, 2015 , Chapter 7 residential real estate loans included approximately 18% of senior lien home equity, 10% of junior lien home equity, 19% of prime mortgages, including option ARMs, and 14% of subprime mortgages that were 30 days or more past due. (b) At September 30, 2015 , and December 31, 2014 , $4.2 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 September 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 September 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 September 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 $ 1,072 $ 1,115 $ 13 $ 14 $ 8 $ 9 Junior lien 1,279 1,310 19 20 12 13 Mortgages Prime, including option ARMs 5,038 6,657 52 65 12 14 Subprime 1,942 3,411 30 45 10 13 Total residential real estate – excluding PCI $ 9,331 $ 12,493 $ 114 $ 144 $ 42 $ 49 Nine months ended September 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 $ 1,084 $ 1,128 $ 39 $ 42 $ 26 $ 28 Junior lien 1,287 1,316 59 61 38 40 Mortgages Prime, including option ARMs 5,562 6,811 166 199 36 41 Subprime 2,434 3,551 102 141 32 39 Total residential real estate – excluding PCI $ 10,367 $ 12,806 $ 366 $ 443 $ 132 $ 148 (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 September 30, Nine months ended September 30, (in millions) 2015 2014 2015 2014 Home equity: Senior lien $ 29 $ 27 $ 87 $ 74 Junior lien 110 53 199 157 Mortgages: Prime, including option ARMs 49 89 170 208 Subprime 13 29 47 82 Total residential real estate – excluding PCI $ 201 $ 198 $ 503 $ 521
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 September 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 333 232 1,502 164 283 274 381 502 2,499 1,172 Number of loans permanently modified 273 333 680 581 414 1,267 391 1,420 1,758 3,601 Concession granted: (a) Interest rate reduction 77 % 43 % 68 % 84 % 76 % 23 % 70 % 26 % 72 % 36 % Term or payment extension 90 53 87 84 77 18 82 29 84 36 Principal and/or interest deferred 34 10 21 22 28 7 17 6 24 9 Principal forgiveness 3 50 5 20 25 73 34 72 15 62 Other (b) — — — — 10 4 15 7 6 4 Nine months ended September 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 983 651 1,749 505 822 790 1,170 1,530 4,724 3,476 Number of loans permanently modified 849 854 1,830 2,238 1,122 2,184 1,275 2,680 5,076 7,956 Concession granted: (a) Interest rate reduction 75 % 56 % 73 % 85 % 72 % 40 % 70 % 43 % 73 % 56 % Term or payment extension 85 71 87 83 82 46 80 49 84 60 Principal and/or interest deferred 32 12 24 22 33 17 21 11 26 16 Principal forgiveness 5 38 4 26 25 54 32 57 16 45 Other (b) — — — — 9 9 12 9 5 6 (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 September 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 5.55 % 6.05 % 4.96 % 4.81 % 5.07 % 4.16 % 6.82 % 6.97 % 5.57 % 5.14 % Weighted-average interest rate of loans with interest rate reductions – after TDR 2.61 3.13 2.15 2.07 2.61 2.77 3.11 3.45 2.65 2.87 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR 17 18 17 19 25 25 24 22 22 22 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR 33 31 34 35 36 37 37 35 36 35 Charge-offs recognized upon permanent modification $ 1 $ 1 $ — $ 2 $ 4 $ 1 $ — $ 1 $ 5 $ 5 Principal deferred 3 1 4 2 9 8 4 4 20 15 Principal forgiven — 6 — 3 10 51 9 49 19 109 Balance of loans that redefaulted within one year of permanent modification (a) $ 4 $ 5 $ 1 $ 3 $ 23 $ 35 $ 15 $ 32 $ 43 $ 75 Nine months ended September 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 5.82 % 6.45 % 4.85 % 4.83 % 5.08 % 4.81 % 6.73 % 7.29 % 5.57 % 5.63 % Weighted-average interest rate of loans with interest rate reductions – after TDR 2.74 3.03 2.20 1.95 2.50 2.70 3.17 3.44 2.65 2.79 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR 17 18 18 19 25 25 24 24 22 23 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR 32 30 34 35 37 37 36 36 36 36 Charge-offs recognized upon permanent modification $ 1 $ 2 $ 2 $ 24 $ 7 $ 5 $ 2 $ 2 $ 12 $ 33 Principal deferred 10 3 10 8 31 31 14 15 65 57 Principal forgiven 2 12 — 20 26 76 26 81 54 189 Balance of loans that redefaulted within one year of permanent modification (a) $ 10 $ 14 $ 4 $ 8 $ 58 $ 97 $ 44 $ 72 $ 116 $ 191 (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 | Other Consumer
Accounts, Notes, Loans and Financing Receivable [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 Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Loan delinquency (a) Current $ 56,566 $ 53,866 $ 20,583 $ 19,710 $ 9,636 $ 10,080 $ 86,785 $ 83,656 30–119 days past due 600 663 185 208 469 576 1,254 1,447 120 or more days past due 8 7 103 140 249 314 360 461 Total retained loans $ 57,174 $ 54,536 $ 20,871 $ 20,058 $ 10,354 $ 10,970 $ 88,399 $ 85,564 % of 30+ days past due to total retained loans 1.06 % 1.23 % 1.38 % 1.73 % 2.04 % (d) 2.15 % (d) 1.25 % (d) 1.47 % (d) 90 or more days past due and still accruing (b) $ — $ — $ — $ — $ 289 $ 367 $ 289 $ 367 Nonaccrual loans 110 115 236 279 253 270 599 664 Geographic region California $ 6,836 $ 6,294 $ 3,368 $ 3,008 $ 1,093 $ 1,143 $ 11,297 $ 10,445 New York 3,730 3,662 3,251 3,187 1,230 1,259 8,211 8,108 Illinois 3,424 3,175 1,401 1,373 697 729 5,522 5,277 Texas 6,042 5,608 2,604 2,626 845 868 9,491 9,102 Florida 2,607 2,301 930 827 525 521 4,062 3,649 New Jersey 1,972 1,945 504 451 384 378 2,860 2,774 Washington 1,098 1,019 269 258 215 235 1,582 1,512 Arizona 1,923 2,003 1,185 1,083 236 239 3,344 3,325 Michigan 1,533 1,633 1,366 1,375 430 466 3,329 3,474 Ohio 2,284 2,157 1,366 1,354 578 629 4,228 4,140 All other 25,725 24,739 4,627 4,516 4,121 4,503 34,473 33,758 Total retained loans $ 57,174 $ 54,536 $ 20,871 $ 20,058 $ 10,354 $ 10,970 $ 88,399 $ 85,564 Loans by risk ratings (c) Noncriticized $ 10,079 $ 9,822 $ 15,224 $ 14,619 NA NA $ 25,303 $ 24,441 Criticized performing 85 35 802 708 NA NA 887 743 Criticized nonaccrual — — 183 213 NA NA 183 213 (a) Individual delinquency classifications included loans insured by U.S. government agencies under the Federal Family Education Loan Program (“FFELP”) as follows: current included $4.0 billion and $4.3 billion ; 30 - 119 days past due included $279 million and $364 million ; and 120 or more days past due included $228 million and $290 million at September 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) September 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 $507 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) September 30, December 31, Impaired loans With an allowance $ 512 $ 557 Without an allowance (a) 32 35 Total impaired loans (b)(c) $ 544 $ 592 Allowance for loan losses related to impaired loans $ 112 $ 117 Unpaid principal balance of impaired loans (d) 657 719 Impaired loans on nonaccrual status 430 456 (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 $543 million and $603 million for the three months ended September 30, 2015 and 2014 , respectively, and $565 million and $701 million for the nine months ended September 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 nine months ended September 30, 2015 and 2014 . (d) Represents the contractual amount of principal owed at September 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 nine months ended September 30, 2015 and 2014. (in millions) September 30, December 31, Loans modified in TDRs (a)(b) $ 398 $ 442 TDRs on nonaccrual status 284 306 (a) The impact of these modifications was not material to the Firm for the three and nine months ended September 30, 2015 and 2014 . (b) Additional commitments to lend to borrowers whose loans have been modified in TDRs as of September 30, 2015 , and December 31, 2014 , were immaterial.
Consumer, excluding credit card | Home equity
Accounts, Notes, Loans and Financing Receivable [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 September 30, 2015 , and December 31, 2014 . Total loans Total 30+ day delinquency rate (in millions, except ratios) Sep 30, Dec 31, Sep 30, Dec 31, HELOCs: (a) Within the revolving period (b) $ 18,883 $ 25,252 1.57 % 1.75 % Beyond the revolving period 10,509 7,979 3.03 3.16 HELOANs 2,582 3,144 2.75 3.34 Total $ 31,974 $ 36,375 2.14 % 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 allow 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.
Credit card
Accounts, Notes, Loans and Financing Receivable [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) September 30, December 31, Loan delinquency Current and less than 30 days past due and still accruing $ 123,901 $ 126,189 30–89 days past due and still accruing 908 943 90 or more days past due and still accruing 825 895 Nonaccrual loans — — Total retained credit card loans $ 125,634 $ 128,027 Loan delinquency ratios % of 30+ days past due to total retained loans 1.38 % 1.44 % % of 90+ days past due to total retained loans 0.66 0.70 Credit card loans by geographic region California $ 17,830 $ 17,940 Texas 11,270 11,088 New York 10,965 10,940 Illinois 7,389 7,497 Florida 7,375 7,398 New Jersey 5,668 5,750 Ohio 4,504 4,707 Pennsylvania 4,324 4,489 Michigan 3,448 3,552 Virginia 3,068 3,263 All other 49,793 51,403 Total retained credit card loans $ 125,634 $ 128,027 Percentage of portfolio based on carrying value with estimated refreshed FICO scores Equal to or greater than 660 85.1 % 85.7 % Less than 660 14.9 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) September 30, December 31, Impaired credit card loans with an allowance (a)(b) Credit card loans with modified payment terms (c) $ 1,370 $ 1,775 Modified credit card loans that have reverted to pre-modification payment terms (d) 193 254 Total impaired credit card loans (e) $ 1,563 $ 2,029 Allowance for loan losses related to impaired credit card loans $ 485 $ 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 September 30, 2015 , and December 31, 2014 , $122 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 $71 million and $95 million at September 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 Nine months ended (in millions) 2015 2014 2015 2014 Average impaired credit card loans $ 1,620 $ 2,342 $ 1,775 $ 2,630 Interest income on impaired credit card loans 20 29 64 97
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 Nine months ended 2015 2014 2015 2014 Weighted-average interest rate of loans – before TDR 15.09 % 14.96 % 15.13 % 15.01 % Weighted-average interest rate of loans – after TDR 4.35 4.40 4.30 4.37 Loans that redefaulted within one year of modification (a) $ 23 $ 29 $ 65 $ 92 (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
Accounts, Notes, Loans and Financing Receivable [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) Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Loans by risk ratings Investment-grade $ 64,719 $ 63,069 $ 71,068 $ 61,006 $ 22,805 $ 27,111 $ 10,843 $ 8,393 $ 91,754 $ 82,087 $ 261,189 $ 241,666 Noninvestment-grade: Noncriticized 45,012 44,117 16,795 16,541 6,048 7,085 256 300 11,402 10,075 79,513 78,118 Criticized performing 3,304 2,251 1,361 1,313 296 316 7 3 171 236 5,139 4,119 Criticized nonaccrual 672 188 257 253 11 18 — — 146 140 1,086 599 Total noninvestment- grade 48,988 46,556 18,413 18,107 6,355 7,419 263 303 11,719 10,451 85,738 82,836 Total retained loans $ 113,707 $ 109,625 $ 89,481 $ 79,113 $ 29,160 $ 34,530 $ 11,106 $ 8,696 $ 103,473 $ 92,538 $ 346,927 $ 324,502 % of total criticized to total retained loans 3.50 % 2.22 % 1.81 % 1.98 % 1.05 % 0.97 % 0.06 % 0.03 % 0.31 % 0.41 % 1.79 % 1.45 % % of nonaccrual loans to total retained loans 0.59 0.17 0.29 0.32 0.04 0.05 — — 0.14 0.15 0.31 0.18 Loans by geographic distribution (a) Total non-U.S. $ 30,734 $ 33,739 $ 2,671 $ 2,099 $ 18,019 $ 20,944 $ 1,666 $ 1,122 $ 43,454 $ 42,961 $ 96,544 $ 100,865 Total U.S. 82,973 75,886 86,810 77,014 11,141 13,586 9,440 7,574 60,019 49,577 250,383 223,637 Total retained loans $ 113,707 $ 109,625 $ 89,481 $ 79,113 $ 29,160 $ 34,530 $ 11,106 $ 8,696 $ 103,473 $ 92,538 $ 346,927 $ 324,502 Loan delinquency (b) Current and less than 30 days past due and still accruing $ 112,916 $ 108,857 $ 89,041 $ 78,552 $ 29,092 $ 34,408 $ 11,038 $ 8,627 $ 102,018 $ 91,168 $ 344,105 $ 321,612 30–89 days past due and still accruing 118 566 167 275 47 104 68 69 1,212 1,201 1,612 2,215 90 or more days past due and still accruing (c) 1 14 16 33 10 — — — 97 29 124 76 Criticized nonaccrual 672 188 257 253 11 18 — — 146 140 1,086 599 Total retained loans $ 113,707 $ 109,625 $ 89,481 $ 79,113 $ 29,160 $ 34,530 $ 11,106 $ 8,696 $ 103,473 $ 92,538 $ 346,927 $ 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	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 Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Impaired loans With an allowance $ 578 $ 174 $ 167 $ 193 $ 10 $ 15 $ — $ — $ 86 $ 89 $ 841 $ 471 Without an allowance (a) 94 24 124 87 1 3 — — 61 52 280 166 Total impaired loans $ 672 $ 198 $ 291 $ 280 $ 11 $ 18 $ — $ — $ 147 $ 141 $ 1,121 (c) $ 637 (c) Allowance for loan losses related to impaired loans $ 216 $ 34 $ 20 $ 36 $ 2 $ 4 $ — $ — $ 43 $ 13 $ 281 $ 87 Unpaid principal balance of impaired loans (b) 721 266 356 345 14 22 — — 151 202 1,242 835 (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 September 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 September 30, Nine months ended September 30, (in millions) 2015 2014 2015 2014 Commercial and industrial $ 559 $ 245 $ 388 $ 262 Real estate 261 287 257 316 Financial institutions 12 17 14 19 Government agencies — — 1 — Other 122 162 114 163 Total (a) $ 954 $ 711 $ 774 $ 760 (a) The related interest income on accruing impaired loans and interest income recognized on a cash basis were not material for the three and nine months ended September 30, 2015 and 2014 .
Wholesale | Real estate
Accounts, Notes, Loans and Financing Receivable [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 Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Real estate retained loans $ 58,139 $ 51,049 $ 19,045 $ 17,438 $ 4,832 $ 4,264 $ 7,465 $ 6,362 $ 89,481 $ 79,113 Criticized exposure 515 652 978 841 40 42 85 31 1,618 1,566 % of criticized exposure to total real estate retained loans 0.89 % 1.28 % 5.14 % 4.82 % 0.83 % 0.98 % 1.14 % 0.49 % 1.81 % 1.98 % Criticized nonaccrual $ 114 $ 126 $ 100 $ 110 $ — $ — $ 43 $ 17 $ 257 $ 253 % of criticized nonaccrual to total real estate retained loans 0.20 % 0.25 % 0.53 % 0.63 % — % — % 0.58 % 0.27 % 0.29 % 0.32 %

Allowance for credit losses (Ta

Allowance for credit losses (Tables)	9 Months Ended
	Sep. 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 Nine months ended September 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 1,269 2,626 46 3,941 1,613 2,882 106 4,601 Gross recoveries (577 ) (278 ) (64 ) (919 ) (629 ) (311 ) (120 ) (1,060 ) Net charge-offs/(recoveries) 692 2,348 (18 ) 3,022 984 2,571 (14 ) 3,541 Write-offs of PCI loans (a) 162 — — 162 196 — — 196 Provision for loan losses (346 ) 2,348 461 2,463 180 2,371 (183 ) 2,368 Other (1 ) (5 ) 8 2 2 (5 ) (3 ) (6 ) Ending balance at September 30, $ 5,849 $ 3,434 $ 4,183 $ 13,466 $ 7,458 $ 3,590 $ 3,841 $ 14,889 Allowance for loan losses by impairment methodology Asset-specific (b) $ 359 $ 485 (c) $ 281 $ 1,125 $ 618 $ 500 (c) $ 124 $ 1,242 Formula-based 2,702 2,949 3,902 9,553 3,178 3,090 3,717 9,985 PCI 2,788 — — 2,788 3,662 — — 3,662 Total allowance for loan losses $ 5,849 $ 3,434 $ 4,183 $ 13,466 $ 7,458 $ 3,590 $ 3,841 $ 14,889 Loans by impairment methodology Asset-specific $ 9,817 $ 1,563 $ 1,121 $ 12,501 $ 12,779 $ 2,227 $ 664 $ 15,670 Formula-based 279,679 124,071 345,802 749,552 227,113 124,337 319,692 671,142 PCI 42,236 — 4 42,240 48,487 — 5 48,492 Total retained loans $ 331,732 $ 125,634 $ 346,927 $ 804,293 $ 288,379 $ 126,564 $ 320,361 $ 735,304 Impaired collateral-dependent loans Net charge-offs $ 84 $ — $ 2 $ 86 $ 105 $ — $ 8 $ 113 Loans measured at fair value of collateral less cost to sell 2,653 — 325 2,978 3,138 — 315 3,453 Allowance for lending-related commitments Beginning balance at January 1, $ 13 $ — $ 609 $ 622 $ 8 $ — $ 697 $ 705 Provision for lending-related commitments 1 — 112 113 1 — (70 ) (69 ) Other — — — — — — 1 1 Ending balance at September 30, $ 14 $ — $ 721 $ 735 $ 9 $ — $ 628 $ 637 Allowance for lending-related commitments by impairment methodology Asset-specific $ — $ — $ 69 $ 69 $ — $ — $ 68 $ 68 Formula-based 14 — 652 666 9 — 560 569 Total allowance for lending-related commitments $ 14 $ — $ 721 $ 735 $ 9 $ — $ 628 $ 637 Lending-related commitments by impairment methodology Asset-specific $ — $ — $ 176 $ 176 $ — $ — $ 134 $ 134 Formula-based 60,005 526,433 354,172 940,610 54,912 531,301 470,857 1,057,070 Total lending-related commitments $ 60,005 $ 526,433 $ 354,348 $ 940,786 $ 54,912 $ 531,301 $ 470,991 $ 1,057,204 (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)	9 Months Ended
	Sep. 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 146 Mortgage securitization trusts Servicing and securitization of both originated and purchased residential mortgages 146 – 148 CIB Mortgage and other securitization trusts Securitization of both originated and purchased residential and commercial mortgages, and student loans 146 – 148 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 148 Municipal bond vehicles 148 – 149 Credit-related note and asset swap vehicles 149
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 151 of this Note for further information regarding the Firm’s cash flows with and interests retained in nonconsolidated VIEs, and page 151 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) September 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 $ 88.7 $ 1.5 $ 73.8 $ 0.5 $ 1.7 $ 2.2 Subprime 25.2 0.1 23.3 0.1 — 0.1 Commercial and other (b) 125.6 0.2 87.3 0.5 3.6 4.1 Total $ 239.5 $ 1.8 $ 184.4 $ 1.1 $ 5.3 $ 6.4 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 151 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 $132 million and $64 million , respectively, at September 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 September 30, 2015 , and December 31, 2014 , 76% 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 $115 million and $185 million of noninvestment-grade retained interests at September 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 $239 million and $194 million of noninvestment-grade retained interests at September 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 September 30, 2015 , and December 31, 2014 , including the ratings profile of the VIEs’ assets, was as follows. (in billions) (a) Fair value of assets held by VIEs Liquidity facilities Excess/(deficit) (b) Maximum exposure Nonconsolidated municipal bond vehicles September 30, 2015 $ 11.6 $ 6.5 $ 5.1 $ 6.5 December 31, 2014 11.5 6.3 5.2 6.3
Ratings profile of the VIEs' assets	Ratings profile of VIE assets (c) Fair value of assets held by VIEs Wt. avg. expected life of assets (years) Investment-grade Noninvestment- grade (in billions, except where otherwise noted) (a) AAA to AAA- AA+ to AA- A+ to A- BBB+ to BBB- BB+ and below September 30, 2015 2.7 8.2 0.7 — — 11.6 4.7 December 31, 2014 2.7 8.4 0.4 — — 11.5 4.9 (a) Includes municipal bond VIEs sponsored by third parties, but where the Firm provides the liquidity facility and serves as the remarketing agent. (b) Represents the excess/(deficit) of the fair values of municipal bond assets available to repay the liquidity facilities, if drawn. (c) 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 September 30, 2015 , and December 31, 2014 . Assets Liabilities September 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 $ — $ 46.7 $ 0.7 $ 47.4 $ 30.1 $ — $ 30.1 Firm-administered multi-seller conduits — 19.0 — 19.0 13.0 — 13.0 Municipal bond vehicles 2.7 — — 2.7 2.6 — 2.6 Mortgage securitization entities (b) 1.2 1.4 — 2.6 0.9 0.7 1.6 Student loan securitization entities 0.1 2.0 0.1 2.2 1.9 — 1.9 Other 0.2 — 1.3 1.5 0.2 0.1 0.3 Total $ 4.2 $ 69.1 $ 2.1 $ 75.4 $ 48.7 $ 0.8 $ 49.5 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 $33.2 billion and $35.4 billion at September 30, 2015 , and December 31, 2014 , respectively. The maturities of the long-term beneficial interests as of September 30, 2015, were as follows: $5.0 billion under one year, $23.8 billion between one and five years, and $4.4 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 and nine months ended September 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 September 30, Nine months ended September 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 $ 971 $ 2,982 $ 484 $ 3,101 $ 2,663 $ 9,033 $ 1,144 $ 7,740 All cash flows during the period: Proceeds from new securitizations (b) $ 972 $ 2,995 $ 484 $ 3,141 $ 2,674 $ 9,053 $ 1,147 $ 7,849 Servicing fees collected 129 — 142 1 409 2 418 3 Purchases of previously transferred financial assets (or the underlying collateral) (c) 1 — 52 — 2 — 119 — Cash flows received on interests 122 172 43 56 308 379 128 515 (a) Excludes re-securitization transactions. (b) For the three and nine months ended September 30, 2015, $913 million and $2.6 billion , respectively, of proceeds from residential mortgage securitizations were received as securities classified in level 2 and $59 million of proceeds classified as level 3 of the fair value hierarchy. For the three and nine months ended September 30, 2015, $3.0 billion and $9.0 billion , respectively, of proceeds from commercial mortgage securitizations were received as securities classified in level 2 and $5 million and $43 million , respectively, of proceeds classified as level 3 of the fair value hierarchy. For the three and nine months ended September 30, 2014, $484 million and $1.1 billion 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 nine months ended September 30, 2014, $3.1 billion and $7.4 billion , respectively, of proceeds from commercial mortgage securitizations were received as securities classified in level 2 and zero and $130 million of proceeds classified as level 3 of the fair value hierarchy, and zero and $280 million of proceeds from commercial mortgage securitization were received as cash. All loans transferred into securitization vehicles during the three and nine months ended September 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 September 30, Nine months ended September 30, (in millions) 2015 2014 2015 2014 Carrying value of loans sold (a) $ 11,394 $ 12,396 $ 34,193 $ 38,919 Proceeds received from loan sales as cash 139 77 238 166 Proceeds from loans sales as securities (b) 11,170 12,250 33,758 38,446 Total proceeds received from loan sales (c) $ 11,309 $ 12,327 $ 33,996 $ 38,612 Gains on loan sales (d) $ 61 $ 86 $ 238 $ 205 (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 September 30, 2015, and December 31, 2014, respectively; and liquidation losses for the three and nine months ended September 30, 2015 and 2014, respectively. Liquidation losses Securitized assets 90 days past due Three months ended September 30, Nine months ended September 30, (in millions) Sep 30, Dec 31, Sep 30, Dec 31, 2015 2014 2015 2014 Securitized loans (a) Residential mortgage: Prime / Alt-A & Option ARMs $ 73,779 $ 78,294 $ 9,481 $ 11,363 $ 486 $ 465 $ 1,402 $ 1,722 Subprime 23,300 25,659 5,730 6,473 380 353 1,105 1,556 Commercial and other 87,369 94,438 1,580 1,522 211 471 350 1,113 Total loans securitized (b) $ 184,448 $ 198,391 $ 16,791 $ 19,358 $ 1,077 $ 1,289 $ 2,857 $ 4,391 (a) Total assets held in securitization-related SPEs were $239.5 billion and $254.3 billion , respectively, at September 30, 2015, and December 31, 2014. The $184.4 billion and $198.4 billion , respectively, of loans securitized at September 30, 2015, and December 31, 2014, excluded: $53.3 billion and $52.2 billion , respectively, of securitized loans in which the Firm has no continuing involvement, and $1.8 billion and $3.7 billion , respectively, of loan securitizations consolidated on the Firm’s Consolidated balance sheets at September 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 intangible47

Goodwill and other intangible assets (Tables)	9 Months Ended
	Sep. 30, 2015
Goodwill and Intangible Assets Disclosure [Abstract]
Tables of goodwill	The following table presents goodwill attributed to the business segments. (in millions) September 30, December 31, Consumer & Community Banking $ 30,851 $ 30,941 Corporate & Investment Bank 6,771 6,780 Commercial Banking 2,861 2,861 Asset Management 6,922 6,964 Corporate — 101 Total goodwill $ 47,405 $ 47,647 The following table presents changes in the carrying amount of goodwill. Three months ended Nine months ended (in millions) 2015 2014 2015 2014 Balance at beginning of period $ 47,476 $ 48,110 $ 47,647 $ 48,081 Changes during the period from: Business combinations 8 6 25 24 Dispositions — (1 ) (101 ) (b) (1 ) Other (a) (79 ) (145 ) (166 ) (134 ) Balance at September 30, $ 47,405 $ 47,970 $ 47,405 $ 47,970 (a) Includes foreign currency translation adjustments and other tax-related adjustments, and, during the three and nine months ended September 30, 2014 , goodwill impairment associated with the Firm’s Private Equity business of $68 million . (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 nine months ended September 30, 2015 and 2014 . As of or for the three months As of or for the nine months (in millions, except where otherwise noted) 2015 2014 2015 2014 Fair value at beginning of period $ 7,571 $ 8,347 $ 7,436 $ 9,614 MSR activity: Originations of MSRs 147 148 447 518 Purchase of MSRs (4 ) 3 435 9 Disposition of MSRs (a) — 11 (375 ) (175 ) Net additions 143 162 507 352 Changes due to collection/realization of expected cash flows (b) (233 ) (216 ) (677 ) (702 ) Changes in valuation due to inputs and assumptions: Changes due to market interest rates and other (c) (677 ) (101 ) (338 ) (832 ) Changes in valuation due to other inputs and assumptions: Projected cash flows (e.g., cost to service) (76 ) 44 (103 ) 33 Discount rates — — (10 ) (459 ) (g) Prepayment model changes and other (d) (12 ) — (99 ) 230 Total changes in valuation due to other inputs and assumptions (88 ) 44 (212 ) (196 ) Total changes in valuation due to inputs and assumptions (b) (765 ) (57 ) (550 ) (1,028 ) Fair value at September 30, (e) $ 6,716 $ 8,236 $ 6,716 $ 8,236 Change in unrealized gains/(losses) included in income related to MSRs held at September 30, $ (765 ) $ (57 ) $ (550 ) $ (1,028 ) Contractual service fees, late fees and other ancillary fees included in income $ 634 $ 701 $ 1,945 $ 2,189 Third-party mortgage loans serviced at September 30, (in billions) $ 706 $ 771 $ 706 $ 771 Net servicer advances at September 30, (in billions) (f) $ 6.6 $ 8.6 $ 6.6 $ 8.6 (a) For the nine months ended September 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 September 30, 2014 and nine months ended September 30, 2015 and 2014 . (b) Included changes related to commercial real estate of $(1) million and $(1) million for the three months ended September 30, 2015 and 2014 , respectively, and $(3) million and $(5) million for the nine months ended September 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 $7 million and $13 million related to commercial real estate at September 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 nine months ended September 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 nine months ended September 30, 2015 and 2014 . Three months ended Nine months ended (in millions) 2015 2014 2015 2014 CCB mortgage fees and related income Net production revenue $ 176 $ 253 $ 646 $ 865 Net mortgage servicing revenue: Operating revenue: Loan servicing revenue 648 787 2,104 2,524 Changes in MSR asset fair value due to collection/realization of expected cash flows (232 ) (214 ) (674 ) (696 ) Total operating revenue 416 573 1,430 1,828 Risk management: Changes in MSR asset fair value due to market interest rates and other (a) (677 ) (101 ) (338 ) (831 ) Other changes in MSR asset fair value due to other inputs and assumptions in model (b) (88 ) 44 (212 ) (196 ) Change in derivative fair value and other 642 133 429 1,040 Total risk management (123 ) 76 (121 ) 13 Total net mortgage servicing revenue 293 649 1,309 1,841 Total CCB mortgage fees and related income 469 902 1,955 2,706 All other — 1 2 2 Mortgage fees and related income $ 469 $ 903 $ 1,957 $ 2,708 (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 September 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) Sep 30, Dec 31, Weighted-average prepayment speed assumption (“CPR”) 10.19 % 9.80 % Impact on fair value of 10% adverse change $ (297 ) $ (337 ) Impact on fair value of 20% adverse change (571 ) (652 ) Weighted-average option adjusted spread 9.09 % 9.43 % Impact on fair value of 100 basis points adverse change $ (265 ) $ (300 ) Impact on fair value of 200 basis points adverse change (510 ) (578 ) CPR: Constant prepayment rate.

Deposits (Tables)

Deposits (Tables)	9 Months Ended
	Sep. 30, 2015
Deposits [Abstract]
Noninterest-bearing and interest-bearing deposits	At September 30, 2015, and December 31, 2014, noninterest-bearing and interest-bearing deposits were as follows. (in millions) September 30, 2015 December 31, 2014 U.S. offices Noninterest-bearing $ 404,984 $ 437,558 Interest-bearing: Demand (a) 77,092 90,319 Savings (b) 469,990 466,730 Time (included $9,497 and $7,501 at fair value) (c) 76,932 86,301 Total interest-bearing deposits 624,014 643,350 Total deposits in U.S. offices 1,028,998 1,080,908 Non-U.S. offices Noninterest-bearing 20,174 19,078 Interest-bearing: Demand 171,290 217,011 Savings 1,742 2,673 Time (included $1,565 and $1,306 at fair value) (c) 50,902 43,757 Total interest-bearing deposits 223,934 263,441 Total deposits in non-U.S. offices 244,108 282,519 Total deposits $ 1,273,106 $ 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)	9 Months Ended
	Sep. 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 nine months ended September 30, 2015 and 2014 . (in millions, except per share amounts) Three months ended Nine months ended 2015 2014 2015 2014 Basic earnings per share Net income $ 6,804 $ 5,565 $ 19,008 $ 16,814 Less: Preferred stock dividends 393 304 1,097 799 Net income applicable to common equity 6,411 5,261 17,911 16,015 Less: Dividends and undistributed earnings allocated to participating securities 141 133 413 427 Net income applicable to common stockholders $ 6,270 $ 5,128 $ 17,498 $ 15,588 Total weighted-average basic shares outstanding 3,694.4 3,755.4 3,709.2 3,774.4 Net income per share $ 1.70 $ 1.37 $ 4.72 $ 4.13 Diluted earnings per share Net income applicable to common stockholders $ 6,270 $ 5,128 $ 17,498 $ 15,588 Total weighted-average basic shares outstanding 3,694.4 3,755.4 3,709.2 3,774.4 Add: Employee stock options, SARs and warrants (a) 31.2 33.3 33.0 33.9 Total weighted-average diluted shares outstanding (b) 3,725.6 3,788.7 3,742.2 3,808.3 Net income per share $ 1.68 $ 1.35 $ 4.68 $ 4.09 (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 nine months ended September 30, 2015 ; and 1 million for each of the three and nine months ended September 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 comprehensi50

Accumulated other comprehensive income/(loss) (Tables)	9 Months Ended
	Sep. 30, 2015
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]
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 July 1, 2015 $ 3,443 $ (154 ) $ 62 $ (2,249 ) $ 1,102 Net change (291 ) (5 ) (106 ) 51 (351 ) Balance at September 30, 2015 $ 3,152 $ (159 ) $ (44 ) $ (2,198 ) $ 751 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 July 1, 2014 $ 4,867 $ (126 ) $ (12 ) $ (1,291 ) $ 3,438 Net change (141 ) 3 (58 ) 24 (172 ) Balance at September 30, 2014 $ 4,726 $ (123 ) $ (70 ) $ (1,267 ) $ 3,266 As of or for the nine 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 (1,621 ) (12 ) 51 144 (1,438 ) Balance at September 30, 2015 $ 3,152 $ (159 ) $ (44 ) $ (2,198 ) $ 751 As of or for the nine 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 1,928 13 69 57 2,067 Balance at September 30, 2014 $ 4,726 $ (123 ) $ (70 ) $ (1,267 ) $ 3,266 (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 September 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 $ (430 ) $ 160 $ (270 ) $ (283 ) $ 146 $ (137 ) Reclassification adjustment for realized (gains)/losses included in net income (a) (33 ) 12 (21 ) (6 ) 2 (4 ) Net change (463 ) 172 (291 ) (289 ) 148 (141 ) Translation adjustments: Translation (b) (912 ) 340 (572 ) (1,133 ) 416 (717 ) Hedges (b) 908 (341 ) 567 1,185 (465 ) 720 Net change (4 ) (1 ) (5 ) 52 (49 ) 3 Cash flow hedges: Net unrealized gains/(losses) arising during the period (175 ) 66 (109 ) (66 ) 27 (39 ) Reclassification adjustment for realized (gains)/losses included in net income (c) 5 (2 ) 3 (31 ) 12 (19 ) Net change (170 ) 64 (106 ) (97 ) 39 (58 ) Defined benefit pension and OPEB plans: Net gains/(losses) arising during the period — — — (1 ) — (1 ) Reclassification adjustments included in net income (d) : Amortization of net loss 71 (27 ) 44 18 (8 ) 10 Prior service costs/(credits) (9 ) 3 (6 ) (10 ) 4 (6 ) Foreign exchange and other 20 (7 ) 13 34 (13 ) 21 Net change 82 (31 ) 51 41 (17 ) 24 Total other comprehensive income/(loss) $ (555 ) $ 204 $ (351 ) $ (293 ) $ 121 $ (172 ) 2015 2014 Nine months ended September 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 $ (2,548 ) $ 1,008 $ (1,540 ) $ 3,116 $ (1,158 ) $ 1,958 Reclassification adjustment for realized (gains)/losses included in (a) (129 ) 48 (81 ) (48 ) 18 (30 ) Net change (2,677 ) 1,056 (1,621 ) 3,068 (1,140 ) 1,928 Translation adjustments: Translation (b) (1,645 ) 601 (1,044 ) (761 ) 274 (487 ) Hedges (b) 1,651 (619 ) 1,032 823 (323 ) 500 Net change 6 (18 ) (12 ) 62 (49 ) 13 Cash flow hedges: Net unrealized gains/(losses) arising during the period (104 ) 38 (66 ) 149 (60 ) 89 Reclassification adjustment for realized (gains)/losses included in (c)(e) 187 (70 ) 117 (33 ) 13 (20 ) Net change 83 (32 ) 51 116 (47 ) 69 Defined benefit pension and OPEB plans: Net gains/(losses) arising during the period 101 (39 ) 62 87 (34 ) 53 Reclassification adjustments included in net income (d) : Amortization of net loss 212 (80 ) 132 55 (23 ) 32 Prior service costs/(credits) (27 ) 10 (17 ) (32 ) 13 (19 ) Foreign exchange and other 20 (53 ) (33 ) 15 (24 ) (9 ) Net change 306 (162 ) 144 125 (68 ) 57 Total other comprehensive income/(loss) $ (2,282 ) $ 844 $ (1,438 ) $ 3,371 $ (1,304 ) $ 2,067 (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)	9 Months Ended
	Sep. 30, 2015
Banking and Thrift [Abstract]
Reconciliation of the Firm's regulatory capital, assets and risk-based capital ratios	The following table presents the minimum ratios to which the Firm and its national bank subsidiaries are subject as of September 30, 2015 . Minimum capital ratios (a) Well-capitalized ratios (b) Capital ratios CET1 4.5 % 6.5 % Tier 1 6.0 8.0 Total 8.0 10.0 (c) Tier 1 leverage 4.0 5.0 (a) As defined by the regulations issued by the Federal Reserve, OCC and FDIC and to which the Firm and its national bank subsidiaries are subject. (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. (c) Represents requirements for bank holding companies pursuant to regulations issued by the Federal Reserve. 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) Sep 30, Dec 31, Sep 30, Dec 31, Regulatory capital CET1 capital $ 173,577 $ 164,426 $ 173,577 $ 164,426 Tier 1 capital (a) 199,222 186,294 199,222 186,294 Total capital 234,462 221,225 223,962 210,684 Assets Risk-weighted 1,503,370 (f) 1,472,602 1,502,685 1,608,240 Adjusted average (b) 2,375,809 2,465,414 2,375,809 2,465,414 Capital ratios (c) CET1 11.5 % 11.2 % 11.6 % 10.2 % Tier 1 (a) 13.3 12.7 13.3 11.6 Total 15.6 15.0 14.9 13.1 Tier 1 leverage (d) 8.4 7.6 8.4 7.6 JPMorgan Chase Bank, N.A. (e) Basel III Standardized Transitional Basel III Advanced Transitional (in millions, except ratios) Sep 30, Dec 31, Sep 30, Dec 31, Regulatory capital CET1 capital $ 166,636 $ 156,567 $ 166,636 $ 156,567 Tier 1 capital (a) 166,900 156,891 166,900 156,891 Total capital 181,404 173,328 174,626 166,331 Assets Risk-weighted 1,287,699 (f) 1,230,358 1,260,657 1,330,175 Adjusted (b) 1,920,310 1,968,131 1,920,310 1,968,131 Capital ratios (c) CET1 12.9 % 12.7 % 13.2 % 11.8 % Tier 1 (a) 13.0 12.8 13.2 11.8 Total 14.1 14.1 13.9 12.5 Tier 1 leverage (d) 8.7 8.0 8.7 8.0 Chase Bank USA, N.A. (e) Basel III Standardized Transitional Basel III Advanced Transitional (in millions, except ratios) Sep 30, Dec 31, Sep 30, Dec 31, Regulatory capital CET1 capital $ 15,256 $ 14,556 $ 15,256 $ 14,556 Tier 1 capital (a) 15,256 14,556 15,256 14,556 Total capital 21,201 20,517 19,906 19,206 Assets Risk-weighted 101,533 (f) 103,468 149,813 157,565 Adjusted (b) 133,525 128,111 133,525 128,111 Capital ratios (c) CET1 15.0 % 14.1 % 10.2 % 9.2 % Tier 1 (a) 15.0 14.1 10.2 9.2 Total 20.9 19.8 13.3 12.2 Tier 1 leverage (d) 11.4 11.4 11.4 11.4 (a) At September 30, 2015 , trust preferred securities included in Basel III Tier 1 capital were $999 million and $420 million for JPMorgan Chase and JPMorgan Chase Bank, N.A., respectively. At September 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 and 2.5 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 $111 million and $130 million at September 30, 2015 , and December 31, 2014 , respectively; and deferred tax liabilities resulting from tax-deductible goodwill of $3.0 billion and $2.7 billion at September 30, 2015 , and December 31, 2014 , respectively.

Off-balance sheet lending-rel52

Off-balance sheet lending-related financial instruments, guarantees and other commitments (Tables)	9 Months Ended
	Sep. 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 September 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) September 30, 2015 Dec 31, Sep 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 $ 1,632 $ 4,082 $ 835 $ 4,312 $ 10,861 $ 11,807 $ — $ — Home equity – junior lien 2,604 4,782 793 4,208 12,387 14,859 — — Prime mortgage (a) 13,959 — — — 13,959 8,579 — — Auto 8,380 1,416 165 25 9,986 10,462 2 2 Business banking 10,998 781 90 489 12,358 11,894 12 11 Student and other 8 4 — 442 454 552 — — Total consumer, excluding credit card 37,581 11,065 1,883 9,476 60,005 58,153 14 13 Credit card 526,433 — — — 526,433 525,963 — — Total consumer (b) 564,014 11,065 1,883 9,476 586,438 584,116 14 13 Wholesale: Other unfunded commitments to extend credit (c)(d) 70,201 77,449 110,713 6,710 265,073 272,676 386 374 Standby letters of credit and other financial guarantees (c)(d)(e) 23,666 26,670 33,421 1,511 85,268 89,874 774 788 Other letters of credit (c) 3,362 586 59 — 4,007 4,331 1 1 Total wholesale (f)(g) 97,229 104,705 144,193 8,221 354,348 366,881 1,161 1,163 Total lending-related $ 661,243 $ 115,770 $ 146,076 $ 17,697 $ 940,786 $ 950,997 $ 1,175 $ 1,176 Other guarantees and commitments Securities lending indemnification agreements and guarantees (h) $ 184,227 $ — $ — $ — $ 184,227 $ 171,059 $ — $ — Derivatives qualifying as guarantees 1,421 441 11,337 38,990 52,189 53,589 258 80 Unsettled reverse repurchase and securities borrowing agreements 56,525 — — — 56,525 40,993 — — Loan sale and securitization-related indemnifications: Mortgage repurchase liability NA NA NA NA NA NA 184 275 Loans sold with recourse NA NA NA NA 4,685 6,063 89 102 Other guarantees and commitments (i) 1,429 1,556 2,206 1,619 6,810 5,720 (101 ) (121 ) (a) Includes certain commitments to purchase loans from correspondents. (b) Predominantly all consumer lending-related commitments are in the U.S. (c) At September 30, 2015 , and December 31, 2014 , reflects the contractual amount net of risk participations totaling $321 million and $243 million , respectively, for other unfunded commitments to extend credit; $11.7 billion and $13.0 billion , respectively, for standby letters of credit and other financial guarantees; and $409 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. (d) At September 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 $13.0 billion and $14.8 billion , respectively, within other unfunded commitments to extend credit; and $10.0 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 September 30, 2015 , and December 31, 2014 , included commitments that could be utilized for standby letters of credit commitments of $45.1 billion and $45.6 billion , respectively. (f) At September 30, 2015 , and December 31, 2014 , the U.S. portion of the contractual amount of total wholesale lending-related commitments was 77% 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 September 30, 2015 , and December 31, 2014 , collateral held by the Firm in support of securities lending indemnification agreements was $190.3 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 September 30, 2015 , and December 31, 2014 , included unfunded commitments of $57 million and $147 million , respectively, to third-party private equity funds; and $1.4 billion and $961 million , at September 30, 2015 , and December 31, 2014 , respectively, to other equity investments. These commitments included $53 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 September 30, 2015 , and December 31, 2014 , included letters of credit hedged by derivative transactions and managed on a market risk basis of $4.6 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 September 30, 2015 , and December 31, 2014 . Standby letters of credit, other financial guarantees and other letters of credit September 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) $ 60,841 $ 3,362 $ 66,856 $ 3,476 Noninvestment-grade (a) 24,427 645 23,018 855 Total contractual amount $ 85,268 $ 4,007 $ 89,874 $ 4,331 Allowance for lending-related commitments $ 334 $ 1 $ 234 $ 1 Commitments with collateral 36,148 1,126 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 September 30, Nine months ended September 30, (in millions) 2015 2014 2015 2014 Repurchase liability at beginning of period $ 231 $ 436 $ 275 $ 681 Net realized gains/(losses) (a) 1 17 18 36 (Benefit)/provision for repurchase (b) (48 ) (62 ) (109 ) (326 ) Repurchase liability at end of period $ 184 $ 391 $ 184 $ 391 (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 $5 million for the three months ended September 30, 2015 and 2014 , respectively, and $6 million and $8 million for the nine months ended September 30, 2015 and 2014 , respectively. (b) Included a provision related to new loan sales of $1 million for each of the three months ended September 30, 2015 and 2014 , and $3 million for each of the nine months ended September 30, 2015 and 2014

Business segments (Tables)

Business segments (Tables)	9 Months Ended
	Sep. 30, 2015
Segment Reporting [Abstract]
Segment results and reconciliation	Segment results and reconciliation (a) As of or for the three months ended September 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 $ 3,729 $ 4,214 $ 5,748 $ 6,129 $ 522 $ 571 $ 2,261 $ 2,422 Net interest income 7,150 7,153 2,420 2,976 1,122 1,132 633 624 Total net revenue 10,879 11,367 8,168 9,105 1,644 1,703 2,894 3,046 Provision for credit losses 389 902 232 (67 ) 82 (79 ) (17 ) 9 Noninterest expense 6,237 6,305 6,131 6,035 719 668 2,109 2,081 Income before income tax expense 4,253 4,160 1,805 3,137 843 1,114 802 956 Income tax expense 1,623 1,631 341 1,457 325 443 327 366 Net income $ 2,630 $ 2,529 $ 1,464 $ 1,680 $ 518 $ 671 $ 475 $ 590 Average common equity $ 51,000 $ 51,000 $ 62,000 $ 61,000 $ 14,000 $ 14,000 $ 9,000 $ 9,000 Total assets 484,253 448,033 801,133 873,971 201,157 191,563 131,412 130,296 Return on common equity 20% 19% 8% 10% 14% 18% 20% 25% Overhead ratio 57 55 75 66 44 39 73 68 As of or for the three months ended September 30, (in millions, except ratios) Corporate Reconciling Items (b) Total 2015 2014 2015 2014 2015 2014 Noninterest revenue $ 73 $ 450 $ (477 ) $ (424 ) $ 11,856 $ 13,362 Net interest income (123 ) (525 ) (278 ) $ (253 ) 10,924 11,107 Total net revenue (50 ) (75 ) (755 ) $ (677 ) 22,780 24,469 Provision for credit losses (4 ) (8 ) — — 682 757 Noninterest expense 172 709 — — 15,368 15,798 Income/(loss) before income tax expense/(benefit) (218 ) (776 ) (755 ) (677 ) 6,730 7,914 Income tax expense/(benefit) (1,935 ) (871 ) (755 ) (677 ) (74 ) 2,349 Net income $ 1,717 $ 95 $ — $ — $ 6,804 $ 5,565 Average common equity $ 81,023 $ 74,621 $ — $ — $ 217,023 $ 209,621 Total assets 799,166 882,792 NA NA 2,417,121 2,526,655 Return on common equity NM NM NM NM 12 % 10 % Overhead ratio NM NM NM NM 67 65 Segment results and reconciliation (a) As of or for the nine months ended September 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 $ 11,554 $ 12,116 $ 19,055 $ 18,874 $ 1,767 $ 1,706 $ 7,189 $ 7,020 Net interest income 21,044 21,303 7,418 8,338 3,358 3,406 1,885 1,808 Total net revenue 32,598 33,419 26,473 27,212 5,125 5,112 9,074 8,828 Provision for credit losses 2,021 2,570 251 (102 ) 325 (141 ) (13 ) 1 Noninterest expense 18,637 19,198 16,925 17,697 2,131 2,029 6,690 6,218 Income/(loss) before income tax expense/(benefit) 11,940 11,651 9,297 9,617 2,669 3,224 2,397 2,609 Income tax expense/(benefit) 4,558 4,645 2,955 3,681 1,028 1,282 969 996 Net income $ 7,382 $ 7,006 $ 6,342 $ 5,936 $ 1,641 $ 1,942 $ 1,428 $ 1,613 Average common equity $ 51,000 $ 51,000 $ 62,000 $ 61,000 $ 14,000 $ 14,000 $ 9,000 $ 9,000 Total assets 484,253 448,033 801,133 873,971 201,157 191,563 131,412 130,296 Return on common equity 18% 18 % 13% 12 % 15% 18 % 20% 23 % Overhead ratio 57 57 64 65 42 40 74 70 As of or for the nine months ended September 30, (in millions, except ratios) Corporate Reconciling Items (b) Total 2015 2014 2015 2014 2015 2014 Noninterest revenue $ 213 $ 1,325 $ (1,405 ) $ (1,251 ) $ 38,373 $ 39,790 Net interest income (597 ) (1,560 ) (823 ) (723 ) 32,285 32,572 Total net revenue (384 ) (235 ) (2,228 ) (1,974 ) 70,658 72,362 Provision for credit losses (8 ) (29 ) — — 2,576 2,299 Noninterest expense 368 723 — — 44,751 45,865 Income/(loss) before income tax expense/(benefit) (744 ) (929 ) (2,228 ) (1,974 ) 23,331 24,198 Income tax expense/(benefit) (2,959 ) (1,246 ) (2,228 ) (1,974 ) 4,323 7,384 Net income $ 2,215 $ 317 $ — $ — $ 19,008 $ 16,814 Average common equity $ 78,389 $ 70,888 $ — $ — $ 214,389 $ 205,888 Total assets 799,166 882,792 NA NA 2,417,121 2,526,655 Return on common equity NM NM NM NM 11% 10 % Overhead ratio NM NM NM NM 63 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 (Details)

Basis of presentation (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 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		$ 223		$ 669
Increase in income tax expense, adoption of accounting guidance		$ 230		$ 686
Increase in the effective income tax rate		2.00%		2.00%
Tax credits and other tax benefits	$ 398	$ 394	$ 1,200	$ 1,200
Amortization of affordable housing investments	274	$ 268	829	$ 799
Carrying value of investments in affordable housing	7,300		7,300		$ 7,300
Commitments related to affordable housing investments	$ 1,900		$ 1,900		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 developm55

Business changes and developments (Details) - USD ($) $ / shares in Units, $ in Millions	Apr. 02, 2015	Sep. 30, 2015	Jun. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Class of Stock [Line Items]
Effective tax rate		(1.10%)		29.70%	18.50%	30.50%
Noncash tax benefit due to resolution of tax audits		$ 2,200			$ 2,700
Reduced effective tax rate due to resolution of tax audits		(32.00%)			(11.70%)
Decrease in unrecognized tax benefits					$ 2,000
Trust preferred securities redeemed	$ 1,500
Common stock, dividends, per share (in dollars per share)					$ 1.28	$ 1.18
Common stock
Class of Stock [Line Items]
Common stock, dividends, per share (in dollars per share)		$ 0.44	$ 0.40
Preferred stock
Class of Stock [Line Items]
Issuance of preferred stock		$ 1,200			$ 6,005	$ 8,905

Fair value measurement - Recurr

Fair value measurement - Recurring Basis (Details) - USD ($) $ in Millions	Sep. 30, 2015	Jun. 30, 2015	Dec. 31, 2014	Sep. 30, 2014	Jun. 30, 2014	Dec. 31, 2013
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	$ 1,055,096		$ 1,328,428
Derivative netting adjustments	(986,428)		(1,249,453)
Derivative receivables, net	68,668		78,975
Trading assets	361,708		398,988
Available-for-sale securities	256,491		298,752
Mortgage servicing rights	6,716	$ 7,571	7,436	$ 8,236	$ 8,347	$ 9,614
Derivative payables, gross	1,037,512		1,310,773
Derivative netting adjustments	(980,372)		(1,239,657)
Derivative payables, net	57,140		71,116
Fair value assets and liabilities measured on recurring basis - supplemental data
Alternative investments, net asset value, fair value	1,400		1,500
Reduction in level 3 derivative receivable and derivative payable balances	1,800		2,500
Costs of the private equity investment portfolio	3,600		6,000
Interest rate
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	738,951		950,257
Derivative netting adjustments	(709,835)		(916,532)
Derivative receivables, net	29,116		33,725
Derivative payables, gross	701,839		918,379
Derivative netting adjustments	(691,114)		(900,634)
Derivative payables, net	10,725		17,745
Credit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	54,409		76,842
Derivative netting adjustments	(52,685)		(75,004)
Derivative receivables, net	1,724		1,838
Derivative payables, gross	53,111		75,895
Derivative netting adjustments	(51,465)		(74,302)
Derivative payables, net	1,646		1,593
Foreign exchange
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	186,549		215,187
Derivative netting adjustments	(165,433)		(193,934)
Derivative receivables, net	21,116		21,253
Derivative payables, gross	202,453		224,614
Derivative netting adjustments	(180,409)		(201,644)
Derivative payables, net	22,044		22,970
Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	46,727		42,489
Derivative netting adjustments	(39,237)		(34,312)
Derivative receivables, net	7,490		8,177
Derivative payables, gross	47,549		46,262
Derivative netting adjustments	(38,543)		(34,522)
Derivative payables, net	9,006		11,740
Commodity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	28,460		43,653
Derivative netting adjustments	(19,238)		(29,671)
Derivative receivables, net	9,222		13,982
Derivative payables, gross	32,560		45,623
Derivative netting adjustments	(18,841)		(28,555)
Derivative payables, net	13,719		17,068
Other assets
Fair value assets and liabilities measured on recurring basis - supplemental data
Alternative investments, net asset value, fair value	1,300		1,400
Loans reported as trading assets
Fair value assets and liabilities measured on recurring basis - supplemental data
Alternative investments, net asset value, fair value	81		124
U.S. government-sponsored enterprise obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	41,600		59,300
Residential real estate
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	13,100		17,000
Commercial mortgage
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	5,200		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	2,700		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	27,433		28,585
Securities borrowed	405		992
Trading assets	292,959		319,889
Derivative netting adjustments	(986,428)		(1,249,453)
Derivative receivables, net	68,668		78,975
Trading assets	361,627		398,864
Available-for-sale securities	256,491		298,752
Loans	3,135		2,611
Mortgage servicing rights	6,716		7,436
Total assets measured at fair value on a recurring basis	662,183		747,731
Deposits	11,062		8,807
Federal funds purchased and securities loaned or sold under repurchase agreements	3,565		2,979
Other borrowed funds	9,665		14,739
Trading liabilities, Debt and equity instruments	84,334		81,699
Derivative netting adjustments	(980,372)		(1,239,657)
Derivative payables, net	57,140		71,116
Trading liabilities	141,474		152,815
Accounts payable and other liabilities	5,850		4,155
Beneficial interests issued by consolidated VIEs	1,199		2,162
Long-term debt	31,160		30,226
Total liabilities measured at fair value on a recurring basis	203,975		215,883
Recurring | Interest rate
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Derivative netting adjustments	(709,835)		(916,532)
Derivative receivables, net	29,116		33,725
Derivative netting adjustments	(691,114)		(900,634)
Derivative payables, net	10,725		17,745
Recurring | Credit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Derivative netting adjustments	(52,685)		(75,004)
Derivative receivables, net	1,724		1,838
Derivative netting adjustments	(51,465)		(74,302)
Derivative payables, net	1,646		1,593
Recurring | Foreign exchange
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Derivative netting adjustments	(165,433)		(193,934)
Derivative receivables, net	21,116		21,253
Derivative netting adjustments	(180,409)		(201,644)
Derivative payables, net	22,044		22,970
Recurring | Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Derivative netting adjustments	(39,237)		(34,312)
Derivative receivables, net	7,490		8,177
Derivative netting adjustments	(38,543)		(34,522)
Derivative payables, net	9,006		11,740
Recurring | Commodity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Derivative netting adjustments	(19,238)		(29,671)
Derivative receivables, net	9,222		13,982
Derivative netting adjustments	(18,841)		(28,555)
Derivative payables, net	13,719		17,068
Recurring | Private equity investments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	1,912		5,497
Recurring | All other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	4,464		4,994
Recurring | Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	7,700		11,909
Recurring | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	197,183		199,650
Recurring | Total mortgage-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	38,529		36,117
Available-for-sale securities	114,076		137,322
Recurring | Mortgage-backed securities, U.S. government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	35,829		32,840
Available-for-sale securities	54,578		65,319
Recurring | Mortgage-backed securities, Residential - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,624		2,044
Available-for-sale securities	36,605		50,895
Recurring | Mortgage-backed securities, Commercial - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,076		1,233
Available-for-sale securities	22,893		21,108
Recurring | U.S. Treasury and government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	29,759		26,276
Available-for-sale securities	11,347		13,645
Recurring | Obligations of U.S. states and municipalities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	7,115		10,571
Available-for-sale securities	32,709		30,068
Recurring | Certificates of deposit, bankers’ acceptances and commercial paper
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	525		1,429
Recurring | Certificates of deposit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	418		1,103
Recurring | Non-U.S. government debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	56,829		53,450
Available-for-sale securities	39,120		52,743
Recurring | Corporate debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	26,248		31,088
Available-for-sale securities	14,781		18,532
Recurring | Loans
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	33,823		36,367
Recurring | Asset-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	4,355		4,352
Recurring | Collateralized loan obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	31,304		30,194
Recurring | Asset-backed securities, Other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	10,131		12,615
Recurring | Equity securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	80,671		105,945
Available-for-sale securities	2,605		2,530
Recurring | Physical commodities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	3,985		4,482
Recurring | Other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	11,120		9,812
Recurring | U.S. government-sponsored enterprise obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	67,500		84,100
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	133,596		151,313
Gross derivative receivables	1,652		1,478
Trading assets	135,248		152,791
Available-for-sale securities	37,538		40,195
Loans	0		0
Mortgage servicing rights	0		0
Total assets measured at fair value on a recurring basis	176,550		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, Debt and equity instruments	64,715		62,914
Derivative payables, gross	1,637		1,386
Trading liabilities	66,352		64,300
Accounts payable and other liabilities	5,829		4,129
Beneficial interests issued by consolidated VIEs	0		0
Long-term debt	0		0
Total liabilities measured at fair value on a recurring basis	72,181		68,429
Recurring | Level 1 | Interest rate
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	657		473
Derivative payables, gross	629		499
Recurring | Level 1 | Credit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	0		0
Derivative payables, gross	0		0
Recurring | Level 1 | Foreign exchange
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	777		758
Derivative payables, gross	876		746
Recurring | Level 1 | Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	0		0
Derivative payables, gross	0		0
Recurring | Level 1 | Commodity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	218		247
Derivative payables, gross	132		141
Recurring | Level 1 | Private equity investments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	148		648
Recurring | Level 1 | All other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	3,616		4,018
Recurring | Level 1 | Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	3,764		4,666
Recurring | Level 1 | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	50,805		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	22,451		17,816
Available-for-sale securities	11,305		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, bankers’ acceptances and commercial paper
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	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 | Non-U.S. government debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	28,349		25,854
Available-for-sale securities	23,628		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 | 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	79,946		104,890
Available-for-sale securities	2,605		2,530
Recurring | Level 1 | Physical commodities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	2,845		2,739
Recurring | Level 1 | Other
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	27,433		28,585
Securities borrowed	405		992
Trading assets	146,284		146,087
Gross derivative receivables	1,044,566		1,314,385
Trading assets	1,190,850		1,460,472
Available-for-sale securities	218,118		257,520
Loans	260		70
Mortgage servicing rights	0		0
Total assets measured at fair value on a recurring basis	1,437,159		1,750,280
Deposits	7,685		5,948
Federal funds purchased and securities loaned or sold under repurchase agreements	3,565		2,979
Other borrowed funds	8,897		13,286
Trading liabilities, Debt and equity instruments	19,552		18,713
Derivative payables, gross	1,025,061		1,294,761
Trading liabilities	1,044,613		1,313,474
Accounts payable and other liabilities	0		0
Beneficial interests issued by consolidated VIEs	181		1,016
Long-term debt	20,304		18,349
Total liabilities measured at fair value on a recurring basis	1,085,245		1,355,052
Recurring | Level 2 | Interest rate
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	735,468		945,635
Derivative payables, gross	699,215		914,357
Recurring | Level 2 | Credit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	51,967		73,853
Derivative payables, gross	51,181		73,095
Recurring | Level 2 | Foreign exchange
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	183,986		212,153
Derivative payables, gross	199,256		221,066
Recurring | Level 2 | Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	45,246		39,937
Derivative payables, gross	44,544		41,925
Recurring | Level 2 | Commodity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	27,899		42,807
Derivative payables, gross	30,865		44,318
Recurring | Level 2 | Private equity investments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	64		2,624
Recurring | Level 2 | All other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	29		17
Recurring | Level 2 | Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	93		2,641
Recurring | Level 2 | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	134,129		134,960
Recurring | Level 2 | Total mortgage-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	37,590		34,212
Available-for-sale securities	114,071		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	35,038		31,904
Available-for-sale securities	54,578		65,319
Recurring | Level 2 | Mortgage-backed securities, Residential - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,505		1,381
Available-for-sale securities	36,600		50,865
Recurring | Level 2 | Mortgage-backed securities, Commercial - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,047		927
Available-for-sale securities	22,893		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	7,308		8,460
Available-for-sale securities	42		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	6,543		9,298
Available-for-sale securities	32,709		30,068
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	525		1,429
Recurring | Level 2 | Certificates of deposit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	418		1,103
Recurring | Level 2 | Non-U.S. government debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	28,394		27,294
Available-for-sale securities	15,492		28,669
Recurring | Level 2 | Corporate debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	25,411		28,099
Available-for-sale securities	14,781		18,532
Recurring | Level 2 | Loans
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	25,809		23,080
Recurring | Level 2 | Asset-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	2,549		3,088
Recurring | Level 2 | Collateralized loan obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	30,549		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	10,056		12,499
Recurring | Level 2 | Equity securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	390		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	1,140		1,741
Recurring | Level 2 | Other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	10,625		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	13,079		22,489
Gross derivative receivables	8,878		12,565
Trading assets	21,957		35,054
Available-for-sale securities	835		1,037
Loans	2,875		2,541
Mortgage servicing rights	6,716		7,436
Total assets measured at fair value on a recurring basis	34,902		49,252
Deposits	3,377		2,859
Federal funds purchased and securities loaned or sold under repurchase agreements	0		0
Other borrowed funds	768		1,453
Trading liabilities, Debt and equity instruments	67		72
Derivative payables, gross	10,814		14,626
Trading liabilities	10,881		14,698
Accounts payable and other liabilities	21		26
Beneficial interests issued by consolidated VIEs	1,018		1,146
Long-term debt	10,856		11,877
Total liabilities measured at fair value on a recurring basis	26,921		32,059
Recurring | Level 3 | Interest rate
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	2,826		4,149
Derivative payables, gross	1,995		3,523
Recurring | Level 3 | Credit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	2,442		2,989
Derivative payables, gross	1,930		2,800
Recurring | Level 3 | Foreign exchange
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	1,786		2,276
Derivative payables, gross	2,321		2,802
Recurring | Level 3 | Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	1,481		2,552
Derivative payables, gross	3,005		4,337
Recurring | Level 3 | Commodity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	343		599
Derivative payables, gross	1,563		1,164
Recurring | Level 3 | Private equity investments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	1,700		2,225
Recurring | Level 3 | All other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	819		959
Recurring | Level 3 | Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	2,519		3,184
Recurring | Level 3 | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	12,249		21,006
Recurring | Level 3 | Total mortgage-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	934		1,891
Available-for-sale securities	5		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	786		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	119		663
Available-for-sale securities	5		30
Recurring | Level 3 | Mortgage-backed securities, Commercial - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	29		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		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	572		1,273
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 | Certificates of deposit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	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	86		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	837		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	8,014		13,287
Recurring | Level 3 | Asset-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,806		1,264
Recurring | Level 3 | Collateralized loan obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	755		792
Recurring | Level 3 | Asset-backed securities, Other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	75		116
Recurring | Level 3 | Equity securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	335		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
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	495		1,050
Recurring, Excluding Amounts Measured at NAV [Member] | Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	$ 6,376		$ 10,491

Fair value measurement - Transf

Fair value measurement - Transfers (Details) - Recurring - USD ($) $ in Billions	3 Months Ended	9 Months Ended
	Sep. 30, 2015	Sep. 30, 2015	Sep. 30, 2014
Long-term debt
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Transfers from level 3 into level 2 of long-term debt	$ 2.4		$ 1.1
Derivative payables | Equity
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Transfers from level 3 into level 2 of long-term debt			3.1
Other borrowed funds
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Transfers from level 2 into level 3			1.1
Derivative receivables | Interest rate
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Transfers from level 3 into level 2	$ 1.1
Derivative receivables | Equity
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Transfers from level 3 into level 2			3.4
Trading loans
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Transfers from level 3 into level 2		$ 2.3	1
Corporate debt
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Transfers from level 3 into level 2		$ 2.2	$ 1.1

Fair value measurement - Level

Fair value measurement - Level 3 Inputs (Details)	Sep. 30, 2015USD ($)$ / bbl	Mar. 31, 2015	Jun. 30, 2015USD ($)	Dec. 31, 2014USD ($)	Sep. 30, 2014USD ($)	Jun. 30, 2014USD ($)	Dec. 31, 2013USD ($)
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (1,936,000,000)		$ (746,000,000)	$ (2,061,000,000)	$ (1,897,000,000)	$ (1,855,000,000)	$ 326,000,000
Recurring
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Liability fair value	203,975,000,000			215,883,000,000
Beneficial interests issued by consolidated VIEs	1,199,000,000			2,162,000,000
Level 3 Analysis - Supplemental Data:
Trading Securities	292,959,000,000			319,889,000,000
Trading liabilities	141,474,000,000			152,815,000,000
Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Liability fair value	26,921,000,000			32,059,000,000
Beneficial interests issued by consolidated VIEs	1,018,000,000			1,146,000,000
Level 3 Analysis - Supplemental Data:
Trading Securities	13,079,000,000			22,489,000,000
Trading liabilities	$ 10,881,000,000			14,698,000,000
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	35.00%
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 | Discounted cash flows | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Liability fair value	$ 506,000,000
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	(49.00%)
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	30.00%
Foreign exchange correlation	60.00%
Equity correlation	80.00%
Long-term debt, other borrowed funds, and deposits | Option pricing | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Liability fair value	$ 14,495,000,000
Beneficial interests issued by consolidated VIEs | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Yield	4.00%
Prepayment speed	1.00%
Conditional default rate	2.00%
Loss severity	40.00%
Beneficial interests issued by consolidated VIEs | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Yield	28.00%
Prepayment speed	12.00%
Conditional default rate	15.00%
Loss severity	100.00%
Beneficial interests issued by consolidated VIEs | Discounted cash flows | Weighted average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Yield	4.00%
Prepayment speed	8.00%
Conditional default rate	2.00%
Loss severity	48.00%
Credit derivatives with underlying mortgage risk | Recurring | Level 3
Level 3 Analysis - Supplemental Data:
Trading liabilities	$ 355,000,000
Credit derivatives with underlying asset-backed securities risk | Recurring | Level 3
Level 3 Analysis - Supplemental Data:
Trading liabilities	453,000,000
Interest rate
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ 831,000,000		859,000,000	626,000,000	1,210,000,000	1,533,000,000	2,379,000,000
Interest rate | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Interest rate correlation	(49.00%)
Interest rate spread volatility	4.00%
Interest rate | 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	30.00%
Interest rate | Option pricing | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ 831,000,000
Credit
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ 512,000,000		432,000,000	189,000,000	259,000,000	134,000,000	95,000,000
Credit | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Credit correlation	35.00%
Credit | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Credit correlation	90.00%
Credit | Discounted cash flows | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ 512,000,000
Foreign exchange
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (535,000,000)		405,000,000	(526,000,000)	(931,000,000)	(1,194,000,000)	(1,200,000,000)
Foreign exchange | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Foreign exchange correlation	0.00%
Foreign exchange | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Foreign exchange correlation	60.00%
Foreign exchange | Option pricing | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (535,000,000)
Equity
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (1,524,000,000)		(1,848,000,000)	(1,785,000,000)	(2,421,000,000)	(2,206,000,000)	(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%
Equity | Option pricing | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (1,524,000,000)
Commodity
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (1,220,000,000)		$ (594,000,000)	$ (565,000,000)	$ (14,000,000)	$ (122,000,000)	$ 115,000,000
Commodity | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Forward commodity price | $ / bbl	33
Commodity | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Forward commodity price | $ / bbl	54
Commodity | Discounted cash flows | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (1,220,000,000)
Residential mortgage-backed securities and loans | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Yield	4.00%
Prepayment speed	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]
Yield	26.00%
Prepayment speed	20.00%
Conditional default rate	11.00%
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]
Yield	6.00%
Prepayment speed	7.00%
Conditional default rate	2.00%
Loss severity	37.00%
Residential mortgage-backed securities and loans | Discounted cash flows | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	$ 5,653,000,000
Commercial mortgage-backed securities and loans | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Yield	0.00%
Conditional default rate	0.00%
Loss severity		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]
Yield	25.00%
Conditional default rate	91.00%
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]
Yield	3.00%
Conditional default rate	21.00%
Loss severity	29.00%
Commercial mortgage-backed securities and loans | Discounted cash flows | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	$ 3,970,000,000
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]
Yield	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]
Yield	22.00%
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]
Yield	5.00%
Credit spread	2.54%
Corporate debt securities, obligations of U.S. states and municipalities, and other | Discounted cash flows | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	$ 3,556,000,000
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	139
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	94
Corporate debt securities, obligations of U.S. states and municipalities, and other | Market comparables | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	$ 3,513,000,000
Collateralized loan obligations | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Prepayment speed	20.00%
Conditional default rate	2.00%
Loss severity	40.00%
Credit spread	3.50%
Collateralized loan obligations | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Prepayment speed	20.00%
Conditional default rate	2.00%
Loss severity	40.00%
Credit spread	5.25%
Collateralized loan obligations | Discounted cash flows | Weighted average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Prepayment speed	20.00%
Conditional default rate	2.00%
Loss severity	40.00%
Credit spread	3.90%
Collateralized loan obligations | Discounted cash flows | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	$ 755,000,000
Collateralized loan obligations | Market comparables | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price	0
Collateralized loan obligations | Market comparables | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price	100
Collateralized loan obligations | Market comparables | Weighted average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price	76
Collateralized loan obligations | Market comparables | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	160,000,000
Mortgage servicing rights (MSRs) | Discounted cash flows | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	$ 6,716,000,000
Private equity investments | Market comparables | Private equity investments | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
EBITDA multiple	6.4
Liquidity adjustment	0.00%
Private equity investments | Market comparables | Private equity investments | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
EBITDA multiple	9.9
Liquidity adjustment	15.00%
Private equity investments | Market comparables | Private equity investments | Weighted average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
EBITDA multiple	8.7
Liquidity adjustment	6.00%
Private equity investments | Market comparables | Recurring | Level 3 | Private equity investments
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	$ 1,700,000,000
Credit derivatives with underlying mortgage risk | Recurring | Level 3
Level 3 Analysis - Supplemental Data:
Trading Securities	394,000,000
Credit derivatives with underlying asset-backed securities risk | Recurring | Level 3
Level 3 Analysis - Supplemental Data:
Trading Securities	$ 491,000,000

Fair value measurement - Change

Fair value measurement - Changes in Level 3 Recurring Measurements (Details) - USD ($)	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014	Dec. 31, 2014
Net derivative receivables:
Beginning balance	$ (746,000,000)	$ (1,855,000,000)	$ (2,061,000,000)	$ 326,000,000
Total realized/unrealized gains/(losses)	(208,000,000)	196,000,000		(603,000,000)
Purchases	212,000,000	796,000,000	1,101,000,000	2,069,000,000
Sales	(331,000,000)	(859,000,000)	(1,176,000,000)	(2,585,000,000)
Settlements	(181,000,000)	(246,000,000)	(707,000,000)	(591,000,000)
Transfers into and/or out of level 3	(682,000,000)	71,000,000	(831,000,000)	(513,000,000)
Ending balance	(1,936,000,000)	(1,897,000,000)	(1,936,000,000)	(1,897,000,000)
Change in unrealized gains/(losses) related to financial instruments held	$ (86,000,000)	457,000,000	$ 1,029,000,000	(993,000,000)
Level 3 Rollforward Supplemental Data [Abstract]
Level 3 liabilities as a percentage of total firm liabilities at fair value	13.00%		13.00%		15.00%
Deposits
Liabilities
Beginning balance	$ 3,528,000,000	2,838,000,000	$ 2,859,000,000	2,255,000,000
Total realized/unrealized (gains)/losses	42,000,000	(52,000,000)	(22,000,000)	59,000,000
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	327,000,000	452,000,000	1,775,000,000	1,261,000,000
Settlements	(280,000,000)	(44,000,000)	(425,000,000)	(110,000,000)
Transfers into and/or out of level 3	(240,000,000)	(359,000,000)	(810,000,000)	(630,000,000)
Ending balance	3,377,000,000	2,835,000,000	3,377,000,000	2,835,000,000
Change in unrealized gains(losses) related to financials instruments held	54,000,000	(52,000,000)	49,000,000	61,000,000
Other borrowed funds
Liabilities
Beginning balance	1,261,000,000	1,538,000,000	1,453,000,000	2,074,000,000
Total realized/unrealized (gains)/losses	(402,000,000)	(45,000,000)	(525,000,000)	(138,000,000)
Purchases	0	0	45,000,000	0
Sales	28,000,000	0	28,000,000	0
Issuances	575,000,000	1,575,000,000	2,897,000,000	4,251,000,000
Settlements	(431,000,000)	(1,494,000,000)	(2,573,000,000)	(4,981,000,000)
Transfers into and/or out of level 3	(263,000,000)	418,000,000	(557,000,000)	786,000,000
Ending balance	768,000,000	1,992,000,000	768,000,000	1,992,000,000
Change in unrealized gains(losses) related to financials instruments held	(317,000,000)	(41,000,000)	(424,000,000)	51,000,000
Total trading assets – debt and equity instruments
Liabilities
Beginning balance	72,000,000	80,000,000	72,000,000	113,000,000
Total realized/unrealized (gains)/losses	8,000,000	(12,000,000)	13,000,000	(16,000,000)
Purchases	(10,000,000)	(36,000,000)	(141,000,000)	(298,000,000)
Sales	2,000,000	22,000,000	149,000,000	301,000,000
Issuances	0	0	0	0
Settlements	(6,000,000)	9,000,000	(20,000,000)	1,000,000
Transfers into and/or out of level 3	1,000,000	(9,000,000)	(6,000,000)	(47,000,000)
Ending balance	67,000,000	54,000,000	67,000,000	54,000,000
Change in unrealized gains(losses) related to financials instruments held	7,000,000	(12,000,000)	7,000,000	(6,000,000)
Accounts payable and other liabilities
Liabilities
Beginning balance	23,000,000	45,000,000	26,000,000	25,000,000
Total realized/unrealized (gains)/losses	0	0	0	27,000,000
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	(2,000,000)	(5,000,000)	(5,000,000)	(12,000,000)
Transfers into and/or out of level 3	0	0	0	0
Ending balance	21,000,000	40,000,000	21,000,000	40,000,000
Change in unrealized gains(losses) related to financials instruments held	0	0	0	0
Beneficial interests issued by consolidated VIEs
Liabilities
Beginning balance	1,140,000,000	1,062,000,000	1,146,000,000	1,240,000,000
Total realized/unrealized (gains)/losses	(35,000,000)	(42,000,000)	(52,000,000)	59,000,000
Purchases	(59,000,000)	0	(75,000,000)	0
Sales	0	0	0	0
Issuances	0	653,000,000	286,000,000	735,000,000
Settlements	(28,000,000)	(24,000,000)	(287,000,000)	(283,000,000)
Transfers into and/or out of level 3	0	0	0	(102,000,000)
Ending balance	1,018,000,000	1,649,000,000	1,018,000,000	1,649,000,000
Change in unrealized gains(losses) related to financials instruments held	(36,000,000)	(44,000,000)	(49,000,000)	45,000,000
Long-term debt
Liabilities
Beginning balance	12,589,000,000	11,746,000,000	11,877,000,000	10,008,000,000
Total realized/unrealized (gains)/losses	(420,000,000)	(382,000,000)	(617,000,000)	157,000,000
Purchases	(11,000,000)	0	(11,000,000)	0
Sales	0	0	(12,000,000)	0
Issuances	2,057,000,000	2,175,000,000	7,440,000,000	5,919,000,000
Settlements	(1,048,000,000)	(1,583,000,000)	(5,193,000,000)	(3,962,000,000)
Transfers into and/or out of level 3	(2,311,000,000)	4,000,000	(2,628,000,000)	(162,000,000)
Ending balance	10,856,000,000	11,960,000,000	10,856,000,000	11,960,000,000
Change in unrealized gains(losses) related to financials instruments held	(392,000,000)	(266,000,000)	(583,000,000)	231,000,000
Interest rate
Net derivative receivables:
Beginning balance	859,000,000	1,533,000,000	626,000,000	2,379,000,000
Total realized/unrealized gains/(losses)	244,000,000	(46,000,000)	737,000,000	(20,000,000)
Purchases	9,000,000	31,000,000	451,000,000	129,000,000
Sales	(6,000,000)	(61,000,000)	(164,000,000)	(167,000,000)
Settlements	(147,000,000)	(232,000,000)	(500,000,000)	(997,000,000)
Transfers into and/or out of level 3	(128,000,000)	(15,000,000)	(319,000,000)	(114,000,000)
Ending balance	831,000,000	1,210,000,000	831,000,000	1,210,000,000
Change in unrealized gains/(losses) related to financial instruments held	77,000,000	(133,000,000)	310,000,000	(643,000,000)
Credit
Net derivative receivables:
Beginning balance	432,000,000	134,000,000	189,000,000	95,000,000
Total realized/unrealized gains/(losses)	7,000,000	89,000,000	101,000,000	(150,000,000)
Purchases	6,000,000	23,000,000	16,000,000	245,000,000
Sales	(1,000,000)	(4,000,000)	(5,000,000)	(25,000,000)
Settlements	48,000,000	19,000,000	174,000,000	146,000,000
Transfers into and/or out of level 3	20,000,000	(2,000,000)	37,000,000	(52,000,000)
Ending balance	512,000,000	259,000,000	512,000,000	259,000,000
Change in unrealized gains/(losses) related to financial instruments held	13,000,000	112,000,000	237,000,000	(74,000,000)
Foreign exchange
Net derivative receivables:
Beginning balance	405,000,000	(1,194,000,000)	(526,000,000)	(1,200,000,000)
Total realized/unrealized gains/(losses)	(254,000,000)	176,000,000	691,000,000	(166,000,000)
Purchases	1,000,000	43,000,000	14,000,000	137,000,000
Sales	(135,000,000)	(3,000,000)	(146,000,000)	(22,000,000)
Settlements	(154,000,000)	51,000,000	(140,000,000)	306,000,000
Transfers into and/or out of level 3	(398,000,000)	(4,000,000)	(428,000,000)	14,000,000
Ending balance	(535,000,000)	(931,000,000)	(535,000,000)	(931,000,000)
Change in unrealized gains/(losses) related to financial instruments held	(222,000,000)	194,000,000	222,000,000	(389,000,000)
Equity
Net derivative receivables:
Beginning balance	(1,848,000,000)	(2,206,000,000)	(1,785,000,000)	(1,063,000,000)
Total realized/unrealized gains/(losses)	348,000,000	(201,000,000)	673,000,000	(273,000,000)
Purchases	196,000,000	699,000,000	620,000,000	1,557,000,000
Sales	(187,000,000)	(791,000,000)	(859,000,000)	(2,371,000,000)
Settlements	172,000,000	(4,000,000)	(90,000,000)	47,000,000
Transfers into and/or out of level 3	(205,000,000)	82,000,000	(83,000,000)	(318,000,000)
Ending balance	(1,524,000,000)	(2,421,000,000)	(1,524,000,000)	(2,421,000,000)
Change in unrealized gains/(losses) related to financial instruments held	277,000,000	(164,000,000)	414,000,000	239,000,000
Commodity
Net derivative receivables:
Beginning balance	(594,000,000)	(122,000,000)	(565,000,000)	115,000,000
Total realized/unrealized gains/(losses)	(553,000,000)	178,000,000	(464,000,000)	6,000,000
Purchases	0	0	0	1,000,000
Sales	(2,000,000)	0	(2,000,000)	0
Settlements	(100,000,000)	(80,000,000)	(151,000,000)	(93,000,000)
Transfers into and/or out of level 3	29,000,000	10,000,000	(38,000,000)	(43,000,000)
Ending balance	(1,220,000,000)	(14,000,000)	(1,220,000,000)	(14,000,000)
Change in unrealized gains/(losses) related to financial instruments held	(231,000,000)	448,000,000	(154,000,000)	(126,000,000)
Total mortgage-backed securities
Assets
Fair value, beginning balance	1,162,000,000	1,995,000,000	1,891,000,000	2,163,000,000
Total realized/unrealized gains/(losses)	(20,000,000)	(33,000,000)	53,000,000	116,000,000
Purchases	98,000,000	477,000,000	637,000,000	1,774,000,000
Sales	(131,000,000)	(455,000,000)	(959,000,000)	(1,624,000,000)
Settlements	(45,000,000)	(42,000,000)	(143,000,000)	(174,000,000)
Transfers into and/or out of level 3	(130,000,000)	(30,000,000)	(545,000,000)	(343,000,000)
Fair value, ending balance	934,000,000	1,912,000,000	934,000,000	1,912,000,000
Change in unrealized gains/(losses) related to financial instruments held	(75,000,000)	(46,000,000)	(39,000,000)	16,000,000
Mortgage-backed securities, U.S. government agencies
Assets
Fair value, beginning balance	901,000,000	1,125,000,000	922,000,000	1,005,000,000
Total realized/unrealized gains/(losses)	(81,000,000)	(18,000,000)	(43,000,000)	12,000,000
Purchases	68,000,000	2,000,000	250,000,000	345,000,000
Sales	(21,000,000)	(12,000,000)	(186,000,000)	(186,000,000)
Settlements	(28,000,000)	(31,000,000)	(102,000,000)	(91,000,000)
Transfers into and/or out of level 3	(53,000,000)	(8,000,000)	(55,000,000)	(27,000,000)
Fair value, ending balance	786,000,000	1,058,000,000	786,000,000	1,058,000,000
Change in unrealized gains/(losses) related to financial instruments held	(79,000,000)	(18,000,000)	(41,000,000)	16,000,000
Mortgage-backed securities, Residential - nonagency
Assets
Fair value, beginning balance	123,000,000	543,000,000	663,000,000	726,000,000
Total realized/unrealized gains/(losses)	64,000,000	(13,000,000)	108,000,000	78,000,000
Purchases	25,000,000	224,000,000	202,000,000	597,000,000
Sales	(95,000,000)	(120,000,000)	(558,000,000)	(634,000,000)
Settlements	(9,000,000)	(5,000,000)	(19,000,000)	(29,000,000)
Transfers into and/or out of level 3	11,000,000	(38,000,000)	(277,000,000)	(147,000,000)
Fair value, ending balance	119,000,000	591,000,000	119,000,000	591,000,000
Change in unrealized gains/(losses) related to financial instruments held	8,000,000	(22,000,000)	7,000,000	5,000,000
Mortgage-backed securities, Commercial - nonagency
Assets
Fair value, beginning balance	138,000,000	327,000,000	306,000,000	432,000,000
Total realized/unrealized gains/(losses)	(3,000,000)	(2,000,000)	(12,000,000)	26,000,000
Purchases	5,000,000	251,000,000	185,000,000	832,000,000
Sales	(15,000,000)	(323,000,000)	(215,000,000)	(804,000,000)
Settlements	(8,000,000)	(6,000,000)	(22,000,000)	(54,000,000)
Transfers into and/or out of level 3	(88,000,000)	16,000,000	(213,000,000)	(169,000,000)
Fair value, ending balance	29,000,000	263,000,000	29,000,000	263,000,000
Change in unrealized gains/(losses) related to financial instruments held	(4,000,000)	(6,000,000)	(5,000,000)	(5,000,000)
Total trading assets – debt and equity instruments
Assets
Fair value, beginning balance	15,941,000,000	25,767,000,000	22,489,000,000	27,206,000,000
Total realized/unrealized gains/(losses)	(139,000,000)	(188,000,000)	33,000,000	1,365,000,000
Purchases	2,245,000,000	7,593,000,000	8,304,000,000	19,124,000,000
Sales	(1,418,000,000)	(3,331,000,000)	(8,476,000,000)	(11,811,000,000)
Settlements	(1,725,000,000)	(1,611,000,000)	(2,973,000,000)	(6,424,000,000)
Transfers into and/or out of level 3	(1,825,000,000)	140,000,000	(6,298,000,000)	(1,090,000,000)
Fair value, ending balance	13,079,000,000	28,370,000,000	13,079,000,000	28,370,000,000
Change in unrealized gains/(losses) related to financial instruments held	(195,000,000)	39,000,000	(272,000,000)	988,000,000
Total available-for-sale securities
Assets
Fair value, beginning balance	875,000,000	1,836,000,000	1,037,000,000	2,322,000,000
Total realized/unrealized gains/(losses)	(27,000,000)	(43,000,000)	(34,000,000)	(56,000,000)
Purchases	0	50,000,000	49,000,000	397,000,000
Sales	0	0	(43,000,000)	(2,000,000)
Settlements	(13,000,000)	(172,000,000)	(75,000,000)	(281,000,000)
Transfers into and/or out of level 3	0	0	(99,000,000)	(709,000,000)
Fair value, ending balance	835,000,000	1,671,000,000	835,000,000	1,671,000,000
Change in unrealized gains/(losses) related to financial instruments held	(26,000,000)	(26,000,000)	(28,000,000)	(39,000,000)
Level 3 Rollforward Supplemental Data [Abstract]
Realized gains/(losses) recorded in income	0	(30,000,000)	(7,000,000)	(43,000,000)
Unrealized gains/(losses) recorded in OCI	(27,000,000)	(12,000,000)	(27,000,000)	(13,000,000)
Available-for-sale securities, Asset-backed securities
Assets
Fair value, beginning balance	862,000,000	1,322,000,000	908,000,000	1,088,000,000
Total realized/unrealized gains/(losses)	(27,000,000)	(25,000,000)	(34,000,000)	(36,000,000)
Purchases	0	50,000,000	49,000,000	275,000,000
Sales	0	0	(43,000,000)	(2,000,000)
Settlements	(5,000,000)	(39,000,000)	(50,000,000)	(80,000,000)
Transfers into and/or out of level 3	0	0	0	63,000,000
Fair value, ending balance	830,000,000	1,308,000,000	830,000,000	1,308,000,000
Change in unrealized gains/(losses) related to financial instruments held	(26,000,000)	(24,000,000)	(28,000,000)	(36,000,000)
Available-for-sale securities, Other
Assets
Fair value, beginning balance	13,000,000	514,000,000	129,000,000	1,234,000,000
Total realized/unrealized gains/(losses)	0	(18,000,000)	0	(20,000,000)
Purchases	0	0	0	122,000,000
Sales	0	0	0	0
Settlements	(8,000,000)	(133,000,000)	(25,000,000)	(201,000,000)
Transfers into and/or out of level 3	0	0	(99,000,000)	(772,000,000)
Fair value, ending balance	5,000,000	363,000,000	5,000,000	363,000,000
Change in unrealized gains/(losses) related to financial instruments held	0	(2,000,000)	0	(3,000,000)
Loans
Assets
Fair value, beginning balance	2,295,000,000	4,227,000,000	2,541,000,000	1,931,000,000
Total realized/unrealized gains/(losses)	9,000,000	(240,000,000)	(111,000,000)	(168,000,000)
Purchases	869,000,000	233,000,000	1,286,000,000	3,313,000,000
Sales	0	(89,000,000)	(83,000,000)	(231,000,000)
Settlements	(298,000,000)	(589,000,000)	(758,000,000)	(1,303,000,000)
Transfers into and/or out of level 3	0	0	0	0
Fair value, ending balance	2,875,000,000	3,542,000,000	2,875,000,000	3,542,000,000
Change in unrealized gains/(losses) related to financial instruments held	9,000,000	(241,000,000)	(108,000,000)	(208,000,000)
Mortgage servicing rights (MSRs)
Assets
Fair value, beginning balance	7,571,000,000	8,347,000,000	7,436,000,000	9,614,000,000
Total realized/unrealized gains/(losses)	(765,000,000)	(57,000,000)	(550,000,000)	(1,028,000,000)
Purchases	143,000,000	151,000,000	882,000,000	527,000,000
Sales	0	11,000,000	(375,000,000)	(175,000,000)
Settlements	(233,000,000)	(216,000,000)	(677,000,000)	(702,000,000)
Transfers into and/or out of level 3	0	0	0	0
Fair value, ending balance	6,716,000,000	8,236,000,000	6,716,000,000	8,236,000,000
Change in unrealized gains/(losses) related to financial instruments held	(765,000,000)	(57,000,000)	(550,000,000)	(1,028,000,000)
Other assets, Private equity investments
Assets
Fair value, beginning balance	1,987,000,000	4,630,000,000	2,225,000,000	5,817,000,000
Total realized/unrealized gains/(losses)	(32,000,000)	147,000,000	15,000,000	387,000,000
Purchases	70,000,000	4,000,000	77,000,000	107,000,000
Sales	(267,000,000)	(458,000,000)	(294,000,000)	(1,946,000,000)
Settlements	(58,000,000)	18,000,000	(174,000,000)	(290,000,000)
Transfers into and/or out of level 3	0	0	(149,000,000)	266,000,000
Fair value, ending balance	1,700,000,000	4,341,000,000	1,700,000,000	4,341,000,000
Change in unrealized gains/(losses) related to financial instruments held	(32,000,000)	346,000,000	0	249,000,000
All other
Assets
Fair value, beginning balance	839,000,000	1,199,000,000	959,000,000	1,382,000,000
Total realized/unrealized gains/(losses)	80,000,000	12,000,000	90,000,000	9,000,000
Purchases	0	2,000,000	65,000,000	8,000,000
Sales	0	0	(143,000,000)	(130,000,000)
Settlements	(100,000,000)	(38,000,000)	(152,000,000)	(94,000,000)
Transfers into and/or out of level 3	0	0	0	0
Fair value, ending balance	819,000,000	1,175,000,000	819,000,000	1,175,000,000
Change in unrealized gains/(losses) related to financial instruments held	82,000,000	12,000,000	66,000,000	10,000,000
Obligations of U.S. states and municipalities
Assets
Fair value, beginning balance	1,247,000,000	1,079,000,000	1,273,000,000	1,382,000,000
Total realized/unrealized gains/(losses)	(7,000,000)	158,000,000	6,000,000	145,000,000
Purchases	90,000,000	1,000,000	281,000,000	1,000,000
Sales	(23,000,000)	(49,000,000)	(133,000,000)	(339,000,000)
Settlements	0	0	(27,000,000)	0
Transfers into and/or out of level 3	(735,000,000)	0	(828,000,000)	0
Fair value, ending balance	572,000,000	1,189,000,000	572,000,000	1,189,000,000
Change in unrealized gains/(losses) related to financial instruments held	(8,000,000)	156,000,000	(7,000,000)	14,000,000
Non-U.S. government debt securities
Assets
Fair value, beginning balance	208,000,000	128,000,000	302,000,000	143,000,000
Total realized/unrealized gains/(losses)	11,000,000	7,000,000	20,000,000	26,000,000
Purchases	18,000,000	88,000,000	173,000,000	523,000,000
Sales	(7,000,000)	(20,000,000)	(119,000,000)	(539,000,000)
Settlements	(1,000,000)	(1,000,000)	(43,000,000)	(3,000,000)
Transfers into and/or out of level 3	(143,000,000)	(67,000,000)	(247,000,000)	(15,000,000)
Fair value, ending balance	86,000,000	135,000,000	86,000,000	135,000,000
Change in unrealized gains/(losses) related to financial instruments held	18,000,000	6,000,000	16,000,000	9,000,000
Corporate debt
Assets
Fair value, beginning balance	943,000,000	4,793,000,000	2,989,000,000	5,920,000,000
Total realized/unrealized gains/(losses)	(21,000,000)	(88,000,000)	(71,000,000)	280,000,000
Purchases	123,000,000	1,280,000,000	944,000,000	3,640,000,000
Sales	(100,000,000)	(776,000,000)	(909,000,000)	(2,791,000,000)
Settlements	(84,000,000)	(72,000,000)	(119,000,000)	(1,736,000,000)
Transfers into and/or out of level 3	(24,000,000)	(75,000,000)	(1,997,000,000)	(251,000,000)
Fair value, ending balance	837,000,000	5,062,000,000	837,000,000	5,062,000,000
Change in unrealized gains/(losses) related to financial instruments held	(6,000,000)	168,000,000	(2,000,000)	458,000,000
Trading loans
Assets
Fair value, beginning balance	9,563,000,000	13,521,000,000	13,287,000,000	13,455,000,000
Total realized/unrealized gains/(losses)	(73,000,000)	(179,000,000)	(64,000,000)	512,000,000
Purchases	945,000,000	4,563,000,000	2,841,000,000	9,850,000,000
Sales	(672,000,000)	(1,476,000,000)	(3,821,000,000)	(4,378,000,000)
Settlements	(1,494,000,000)	(1,349,000,000)	(2,313,000,000)	(4,067,000,000)
Transfers into and/or out of level 3	(255,000,000)	251,000,000	(1,916,000,000)	(41,000,000)
Fair value, ending balance	8,014,000,000	15,331,000,000	8,014,000,000	15,331,000,000
Change in unrealized gains/(losses) related to financial instruments held	(104,000,000)	(184,000,000)	(254,000,000)	297,000,000
Asset-backed securities
Assets
Fair value, beginning balance	1,539,000,000	1,216,000,000	1,264,000,000	1,272,000,000
Total realized/unrealized gains/(losses)	(15,000,000)	(21,000,000)	(31,000,000)	49,000,000
Purchases	485,000,000	564,000,000	1,781,000,000	1,921,000,000
Sales	(207,000,000)	(477,000,000)	(1,099,000,000)	(1,809,000,000)
Settlements	(10,000,000)	(88,000,000)	(4,000,000)	(259,000,000)
Transfers into and/or out of level 3	14,000,000	26,000,000	(105,000,000)	46,000,000
Fair value, ending balance	1,806,000,000	1,220,000,000	1,806,000,000	1,220,000,000
Change in unrealized gains/(losses) related to financial instruments held	(14,000,000)	(27,000,000)	(19,000,000)	(19,000,000)
Debt securities
Assets
Fair value, beginning balance	14,662,000,000	22,732,000,000	21,006,000,000	24,335,000,000
Total realized/unrealized gains/(losses)	(125,000,000)	(156,000,000)	(87,000,000)	1,128,000,000
Purchases	1,759,000,000	6,973,000,000	6,657,000,000	17,709,000,000
Sales	(1,140,000,000)	(3,253,000,000)	(7,040,000,000)	(11,480,000,000)
Settlements	(1,634,000,000)	(1,552,000,000)	(2,649,000,000)	(6,239,000,000)
Transfers into and/or out of level 3	(1,273,000,000)	105,000,000	(5,638,000,000)	(604,000,000)
Fair value, ending balance	12,249,000,000	24,849,000,000	12,249,000,000	24,849,000,000
Change in unrealized gains/(losses) related to financial instruments held	(189,000,000)	73,000,000	(305,000,000)	775,000,000
Equity securities
Assets
Fair value, beginning balance	310,000,000	691,000,000	431,000,000	867,000,000
Total realized/unrealized gains/(losses)	9,000,000	22,000,000	55,000,000	122,000,000
Purchases	26,000,000	140,000,000	76,000,000	225,000,000
Sales	(15,000,000)	(12,000,000)	(138,000,000)	(87,000,000)
Settlements	(2,000,000)	(42,000,000)	(19,000,000)	(72,000,000)
Transfers into and/or out of level 3	7,000,000	35,000,000	(70,000,000)	(221,000,000)
Fair value, ending balance	335,000,000	834,000,000	335,000,000	834,000,000
Change in unrealized gains/(losses) related to financial instruments held	9,000,000	19,000,000	58,000,000	92,000,000
Physical commodities
Assets
Fair value, beginning balance		3,000,000		4,000,000
Total realized/unrealized gains/(losses)		(1,000,000)		(1,000,000)
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		2,000,000		2,000,000
Change in unrealized gains/(losses) related to financial instruments held		0		(1,000,000)
Other
Assets
Fair value, beginning balance	969,000,000	2,341,000,000	1,052,000,000	2,000,000,000
Total realized/unrealized gains/(losses)	(23,000,000)	(53,000,000)	65,000,000	116,000,000
Purchases	460,000,000	480,000,000	1,571,000,000	1,190,000,000
Sales	(263,000,000)	(66,000,000)	(1,298,000,000)	(244,000,000)
Settlements	(89,000,000)	(17,000,000)	(305,000,000)	(112,000,000)
Transfers into and/or out of level 3	(559,000,000)	0	(590,000,000)	(265,000,000)
Fair value, ending balance	495,000,000	2,685,000,000	495,000,000	2,685,000,000
Change in unrealized gains/(losses) related to financial instruments held	$ (15,000,000)	$ (53,000,000)	$ (25,000,000)	$ 122,000,000

Fair value measurement - Leve60

Fair value measurement - Level 3 Analysis (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014	Dec. 31, 2014
Level 3 Analysis - Supplemental Data [Abstract]
Percentage of level 3 assets in total Firm assets	1.50%		1.50%
Total realized/unrealized gains/(losses)	$ (208)	$ 196		$ (603)
Liability
Level 3 Analysis - Supplemental Data [Abstract]
Total realized/unrealized gains/(losses)			$ (1,200)
Liabilities, total realized/unrealized gains/(losses)		533
Trading assets, debt and equity instruments
Level 3 Analysis - Supplemental Data [Abstract]
Assets, total realized/unrealized gains/(losses)				(1,000)
Derivative receivables
Level 3 Analysis - Supplemental Data [Abstract]
Total realized/unrealized gains/(losses)	(2,300)		1,738
Mortgage servicing rights (MSRs)
Level 3 Analysis - Supplemental Data [Abstract]
Change in realized/unrealized gains/(losses)	(765)	(57)	(550)	(1,028)
Assets, total realized/unrealized gains/(losses)	(765)	(57)	(550)	$ (1,028)
Total assets
Level 3 Analysis - Supplemental Data [Abstract]
Assets, total realized/unrealized gains/(losses)		$ (173)
Level 3 | Liability
Level 3 Analysis - Supplemental Data [Abstract]
Total realized/unrealized gains/(losses)	(807)
Level 3 | Derivative receivables
Level 3 Analysis - Supplemental Data [Abstract]
Total realized/unrealized gains/(losses)			(3,700)
Level 3 | Total assets
Level 3 Analysis - Supplemental Data [Abstract]
Total realized/unrealized gains/(losses)	(1,100)
Recurring
Level 3 Analysis - Supplemental Data [Abstract]
Assets fair value	662,183		662,183		$ 747,731
Recurring | Level 3
Level 3 Analysis - Supplemental Data [Abstract]
Assets fair value	34,902		34,902		$ 49,252
Increase (decrease) in level 3 assets	(5,800)		(14,400)
Recurring | Level 3 | Trading assets, debt and equity instruments
Level 3 Analysis - Supplemental Data [Abstract]
Increase (decrease) in level 3 assets	$ (2,900)		$ (9,400)

Fair value measurement - Credit

Fair value measurement - Credit Adjustments Reflected on Balance Sheet (Details) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Credit adjustments [Abstract]
Derivative receivables balance	$ 68,668	$ 78,975
Derivative payables, net	57,140	71,116
Derivative CVA	(2,279)	(2,674)
Derivatives and Structured notes DVA and FVA	(437)	(380)
Structured notes balance	51,887	53,772
Derivatives DVA	822	714
Plain Vanilla Financial Instruments
Credit adjustments [Abstract]
Structured notes	1,700	943
Structured Finance
Credit adjustments [Abstract]
Derivatives and Structured notes DVA and FVA	2,355	1,152
Derivatives DVA	$ 1,900	$ 1,400

Fair value measurement - Impact

Fair value measurement - Impact of Credit Adjustments (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Derivatives CVA
Impact of credit adjustments on earnings [Abstract]
Derivative credit adjustments	$ (127)	$ (57)	$ 395	$ 196
DVA and FVA
Impact of credit adjustments on earnings [Abstract]
Derivative credit adjustments	(121)	144	(58)	(17)
Structured note credit adjustments	552	161	1,203	340
DVA
Impact of credit adjustments on earnings [Abstract]
Derivative credit adjustments	51	68	108	(27)
Structured note credit adjustments	$ 169	$ 190	$ 492	$ 209

Fair value measurement - Nonrec

Fair value measurement - Nonrecurring Basis (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 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)	$ (66)	$ (280)	$ (170)	$ (709)
Credit card loans | Credit Card
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Transfers from level 3 into level 2	1,300		$ 1,300
Residential real estate | Broker price opinions | Minimum
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value inputs, liquidation value discount			5.00%
Residential real estate | Broker price opinions | Maximum
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value inputs, liquidation value discount			59.00%
Residential real estate | Broker price opinions | Weighted average
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value inputs, liquidation value discount			21.00%
Nonrecurring
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, fair value, nonrecurring	2,300		$ 2,300		$ 2,600
Nonrecurring | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, fair value, nonrecurring	1,500	102	1,500	102
Nonrecurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, fair value, nonrecurring	867	$ 2,500	867	$ 2,500
Nonrecurring | Level 3 | Residential real estate
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, fair value, nonrecurring	$ 528		$ 528

Fair value measurement - Carryi

Fair value measurement - Carrying Value and Estimated Fair Value (Details) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014	Sep. 30, 2014	Dec. 31, 2013
Financial assets
Cash and due from banks	$ 21,258	$ 27,831	$ 25,372	$ 39,771
Deposits with banks	376,196	484,477
Federal funds sold and securities purchased under resale agreements	218,467	215,803
Securities, held-to-maturity	51,845	51,154
Financial liabilities
Commercial paper	19,656	66,344
Beneficial interests issued by consolidated VIEs	48,733	52,362
Carrying value
Financial assets
Cash and due from banks	21,300	27,800
Deposits with banks	376,200	484,500
Accrued interest and accounts receivable	57,900	70,100
Federal funds sold and securities purchased under resale agreements	191,100	187,200
Securities borrowed	105,300	109,400
Securities, held-to-maturity	50,200	49,300
Loans, net of allowance for loan losses	792,900	740,500
Other	66,700	64,700
Financial liabilities
Deposits	1,262,000	1,354,600
Federal funds purchased and securities loaned or sold under repurchase agreements	176,700	189,100
Commercial paper	19,700	66,300
Other borrowed funds	17,500	15,500
Accounts payable and other liabilities	152,200	172,600
Beneficial interests issued by consolidated VIEs	47,500	50,200
Long-term debt and junior subordinated deferrable interest debentures	261,700	246,600
Wholesale lending-related commitments	700	600
Estimated fair value hierarchy
Financial assets
Cash and due from banks	21,300	27,800
Deposits with banks	376,200	484,500
Accrued interest and accounts receivable	57,900	70,100
Federal funds sold and securities purchased under resale agreements	191,100	187,200
Securities borrowed	105,300	109,400
Securities, held-to-maturity	51,800	51,200
Loans, net of allowance for loan losses	797,600	744,900
Other	71,300	69,000
Financial liabilities
Deposits	1,262,200	1,354,800
Federal funds purchased and securities loaned or sold under repurchase agreements	176,700	189,100
Commercial paper	19,700	66,300
Other borrowed funds	17,500	15,500
Accounts payable and other liabilities	152,000	172,500
Beneficial interests issued by consolidated VIEs	47,500	50,200
Long-term debt and junior subordinated deferrable interest debentures	267,800	255,400
Wholesale lending-related commitments	2,600	1,600
Estimated fair value hierarchy | Level 1
Financial assets
Cash and due from banks	21,300	27,800
Deposits with banks	372,000	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	100	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
Estimated fair value hierarchy | Level 2
Financial assets
Cash and due from banks	0	0
Deposits with banks	4,200	4,100
Accrued interest and accounts receivable	57,700	70,000
Federal funds sold and securities purchased under resale agreements	191,100	187,200
Securities borrowed	105,300	109,400
Securities, held-to-maturity	51,800	51,200
Loans, net of allowance for loan losses	20,700	21,800
Other	57,700	55,700
Financial liabilities
Deposits	1,261,000	1,353,600
Federal funds purchased and securities loaned or sold under repurchase agreements	176,700	189,100
Commercial paper	19,700	66,300
Other borrowed funds	17,500	15,500
Accounts payable and other liabilities	149,500	169,600
Beneficial interests issued by consolidated VIEs	45,700	48,200
Long-term debt and junior subordinated deferrable interest debentures	263,800	251,600
Wholesale lending-related commitments	0	0
Estimated fair value hierarchy | 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	776,900	723,100
Other	13,500	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	2,500	2,900
Beneficial interests issued by consolidated VIEs	1,800	2,000
Long-term debt and junior subordinated deferrable interest debentures	4,000	3,800
Wholesale lending-related commitments	$ 2,600	$ 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		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	$ (66)	$ (280)	$ (170)	$ (709)
DVA
Changes in fair value under the fair value option election
Structured note credit adjustments	169	190	492	209
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)	63	(114)	37	(58)
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)	63	(114)	37	(58)
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)	(1)	(3)	(5)	(8)
Securities borrowed | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	(1)	(3)	(5)	(8)
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)	(144)	21	376	497
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)	(144)	20	375	495
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)	0	1	1	2
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)	17	150	241	916
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)	12	140	223	894
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)	5	10	18	22
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)	371	347	863	1,141
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)	94	98	206	200
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)	277	249	657	941
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)	31	3	32	31
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)	31	3	32	31
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)	2	(2)	2	29
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)	2	(2)	2	29
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)	54	27	125	(103)
Other assets | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	54	6	116	18
Other assets | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	21	9	(121)
Deposits
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	(112)	117	(75)	(94)
Deposits | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	(112)	117	(75)	(94)
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)	(14)	15	(5)	(19)
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)	(14)	15	(5)	(19)
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)	2,015	(56)	2,121	(1,227)
Other borrowed funds | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	2,015	(56)	2,121	(1,227)
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)	(6)	(2)	(20)	(11)
Trading liabilities | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	(6)	(2)	(20)	(11)
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)	29	(54)	73	(191)
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)	29	(54)	73	(191)
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	0	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	0	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)	299	162	624	167
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)	299	162	624	167
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)	1,116	170	1,466	(621)
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)	1,116	170	1,466	(621)
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 ($)	Sep. 30, 2015	Dec. 31, 2014
Long-term beneficial interests
Performing loans, ninety days or more past due	$ 0	$ 0
Other guarantees and commitments
Long-term beneficial interests
Contractual amount of letters of credit	6,810,000,000	5,720,000,000
Contractual letters of credit, fair value	101,000,000	121,000,000
Letters of credit which fair value option was elected | Other guarantees and commitments
Long-term beneficial interests
Contractual amount of letters of credit	4,400,000,000	4,500,000,000
Contractual letters of credit, fair value	(101,000,000)	(147,000,000)
Contractual principal outstanding
Loans
Nonaccrual loans	4,055,000,000	3,854,000,000
Total loans	41,808,000,000	43,859,000,000
Contractual principal outstanding | Loans reported as trading assets
Loans
Nonaccrual loans	4,048,000,000	3,847,000,000
All other performing loans	34,765,000,000	37,608,000,000
Contractual principal outstanding | Loans
Loans
Nonaccrual loans	7,000,000	7,000,000
All other performing loans	2,988,000,000	2,397,000,000
Contractual principal outstanding | Principal-protected debt
Long-term debt
Long-term debt	16,753,000,000	14,660,000,000
Fair value
Loans
Nonaccrual loans	1,074,000,000	912,000,000
Total loans	36,797,000,000	38,763,000,000
Long-term debt
Long-term debt	31,160,000,000	30,226,000,000
Long-term beneficial interests
Long-term beneficial interests	1,199,000,000	2,162,000,000
Fair value | Loans reported as trading assets
Loans
Nonaccrual loans	1,067,000,000	905,000,000
All other performing loans	32,756,000,000	35,462,000,000
Fair value | Loans
Loans
Nonaccrual loans	7,000,000	7,000,000
All other performing loans	2,967,000,000	2,389,000,000
Fair value | Principal-protected debt
Long-term debt
Long-term debt	15,520,000,000	15,484,000,000
Fair value | Nonprincipal-protected debt
Long-term debt
Long-term debt	15,640,000,000	14,742,000,000
Long-term beneficial interests
Long-term beneficial interests	1,199,000,000	2,162,000,000
Fair value over/(under) contractual principal outstanding
Loans
Nonaccrual loans	(2,981,000,000)	(2,942,000,000)
Total loans	(5,011,000,000)	(5,096,000,000)
Fair value over/(under) contractual principal outstanding | Loans reported as trading assets
Loans
Nonaccrual loans	(2,981,000,000)	(2,942,000,000)
All other performing loans	(2,009,000,000)	(2,146,000,000)
Fair value over/(under) contractual principal outstanding | Loans
Loans
Nonaccrual loans	0	0
All other performing loans	(21,000,000)	(8,000,000)
Fair value over/(under) contractual principal outstanding | Principal-protected debt
Long-term debt
Long-term debt	$ (1,233,000,000)	$ 824,000,000

Fair value option - Structured

Fair value option - Structured note products by balance sheet classification and risk component (Details) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	$ 50,235	$ 52,829
Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	15,318	13,437
Credit
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	3,351	4,473
Foreign exchange
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	2,014	2,378
Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	26,683	29,175
Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	2,869	3,366
Long-term debt
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	30,534	30,089
Long-term debt | Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	11,506	10,858
Long-term debt | Credit
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	3,256	4,023
Long-term debt | Foreign exchange
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	1,853	2,150
Long-term debt | Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	13,086	12,348
Long-term debt | Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	833	710
Other borrowed funds
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	8,899	14,177
Other borrowed funds | Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	50	460
Other borrowed funds | Credit
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	95	450
Other borrowed funds | Foreign exchange
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	150	211
Other borrowed funds | Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	8,523	12,412
Other borrowed funds | Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	81	644
Deposits
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	10,802	8,563
Deposits | Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	3,762	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	11	17
Deposits | Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	5,074	4,415
Deposits | Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	$ 1,955	$ 2,012

Derivative instruments - Notion

Derivative instruments - Notional Amount of Derivative Contracts (Details) - USD ($) $ in Billions	Sep. 30, 2015	Dec. 31, 2014
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	$ 52,018	$ 63,662
Interest rate contracts
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	37,294	48,085
Interest rate swaps
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	24,058	29,734
Interest rate futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	5,377	10,189
Interest rate options | Written options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	3,689	3,903
Interest rate options | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	4,170	4,259
Credit derivatives
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	3,503	4,249
Foreign exchange contracts
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	9,527	9,585
Foreign exchange cross-currency swaps
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	3,052	3,346
Foreign exchange spot, futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	4,976	4,669
Foreign exchange options | Written options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	759	790
Foreign exchange options | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	740	780
Equity contracts
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	1,117	1,063
Equity swaps
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	227	206
Equity futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	45	50
Equity options | Written options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	457	432
Equity options | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	388	375
Commodity contracts
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	577	680
Commodity swaps
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	103	126
Commodity spot, futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	132	193
Commodity options | Written options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	172	181
Commodity options | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	$ 170	$ 180

Derivative instruments - Impact

Derivative instruments - Impact on Balance Sheet (Details) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Derivatives, Fair Value [Line Items]
Gross derivative receivables	$ 1,055,096	$ 1,328,428
Net derivative receivables	68,668	78,975
Gross derivative payables	1,037,512	1,310,773
Net derivative payables	57,140	71,116
Interest rate
Derivatives, Fair Value [Line Items]
Gross derivative receivables	738,951	950,257
Net derivative receivables	29,116	33,725
Gross derivative payables	701,839	918,379
Net derivative payables	10,725	17,745
Credit
Derivatives, Fair Value [Line Items]
Gross derivative receivables	54,409	76,842
Net derivative receivables	1,724	1,838
Gross derivative payables	53,111	75,895
Net derivative payables	1,646	1,593
Foreign exchange
Derivatives, Fair Value [Line Items]
Gross derivative receivables	186,549	215,187
Net derivative receivables	21,116	21,253
Gross derivative payables	202,453	224,614
Net derivative payables	22,044	22,970
Equity
Derivatives, Fair Value [Line Items]
Gross derivative receivables	46,727	42,489
Net derivative receivables	7,490	8,177
Gross derivative payables	47,549	46,262
Net derivative payables	9,006	11,740
Commodity
Derivatives, Fair Value [Line Items]
Gross derivative receivables	28,460	43,653
Net derivative receivables	9,222	13,982
Gross derivative payables	32,560	45,623
Net derivative payables	13,719	17,068
Not designated as hedges
Derivatives, Fair Value [Line Items]
Gross derivative receivables	1,047,512	1,318,904
Gross derivative payables	1,033,548	1,306,968
Not designated as hedges | Interest rate
Derivatives, Fair Value [Line Items]
Gross derivative receivables	733,909	944,885
Gross derivative payables	699,048	915,368
Not designated as hedges | Credit
Derivatives, Fair Value [Line Items]
Gross derivative receivables	54,409	76,842
Gross derivative payables	53,111	75,895
Not designated as hedges | Foreign exchange
Derivatives, Fair Value [Line Items]
Gross derivative receivables	185,015	211,537
Gross derivative payables	201,298	223,988
Not designated as hedges | Equity
Derivatives, Fair Value [Line Items]
Gross derivative receivables	46,727	42,489
Gross derivative payables	47,549	46,262
Not designated as hedges | Commodity
Derivatives, Fair Value [Line Items]
Gross derivative receivables	27,452	43,151
Gross derivative payables	32,542	45,455
Designated as hedges
Derivatives, Fair Value [Line Items]
Gross derivative receivables	7,584	9,524
Gross derivative payables	3,964	3,805
Designated as hedges | Interest rate
Derivatives, Fair Value [Line Items]
Gross derivative receivables	5,042	5,372
Gross derivative payables	2,791	3,011
Designated as hedges | Credit
Derivatives, Fair Value [Line Items]
Gross derivative receivables	0	0
Gross derivative payables	0	0
Designated as hedges | Foreign exchange
Derivatives, Fair Value [Line Items]
Gross derivative receivables	1,534	3,650
Gross derivative payables	1,155	626
Designated as hedges | Equity
Derivatives, Fair Value [Line Items]
Gross derivative receivables	0	0
Gross derivative payables	0	0
Designated as hedges | Commodity
Derivatives, Fair Value [Line Items]
Gross derivative receivables	1,008	502
Gross derivative payables	$ 18	$ 168

Derivative instruments - Deriva

Derivative instruments - Derivatives Netting (Details) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	$ 1,038,106	$ 1,307,711
Amounts netted on the Consolidated balance sheets	(986,428)	(1,249,453)
Net derivative receivables	51,678	58,258
Derivative receivables where an appropriate legal opinion has not been either sought or obtained	16,990	20,717
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	1,055,096	1,328,428
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	68,668	78,975
Net cash collateral payables	74,300	74,000
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	1,024,161	1,291,703
Amounts netted on the Consolidated balance sheets	(980,372)	(1,239,657)
Net derivative payables	43,789	52,046
Derivative payables where an appropriate legal opinion has not been either sought or obtained	13,351	19,070
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	1,037,512	1,310,773
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	57,140	71,116
Netted cash collateral receivables	68,200	64,200
Interest rate contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	732,425	943,763
Amounts netted on the Consolidated balance sheets	(709,835)	(916,532)
Net derivative receivables	22,590	27,231
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	738,951	950,257
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	29,116	33,725
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	700,542	914,422
Amounts netted on the Consolidated balance sheets	(691,114)	(900,634)
Net derivative payables	9,428	13,788
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	701,839	918,379
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	10,725	17,745
Interest rate contracts | OTC
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	455,022	542,107
Amounts netted on the Consolidated balance sheets	(432,456)	(514,914)
Net derivative receivables	22,566	27,193
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	431,744	515,904
Amounts netted on the Consolidated balance sheets	(422,367)	(503,384)
Net derivative payables	9,377	12,520
Interest rate contracts | OTC-cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	277,403	401,656
Amounts netted on the Consolidated balance sheets	(277,379)	(401,618)
Net derivative receivables	24	38
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	268,798	398,518
Amounts netted on the Consolidated balance sheets	(268,747)	(397,250)
Net derivative payables	51	1,268
Interest rate contracts | Exchange-traded
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	0	0
Amounts netted on the Consolidated balance sheets	0	0
Net derivative receivables	0	0
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	0	0
Amounts netted on the Consolidated balance sheets	0	0
Net derivative payables	0	0
Credit contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	52,759	75,956
Amounts netted on the Consolidated balance sheets	(52,685)	(75,004)
Net derivative receivables	74	952
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	54,409	76,842
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	1,724	1,838
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	52,680	74,830
Amounts netted on the Consolidated balance sheets	(51,465)	(74,302)
Net derivative payables	1,215	528
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	53,111	75,895
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	1,646	1,593
Credit contracts | OTC
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	44,739	66,636
Amounts netted on the Consolidated balance sheets	(44,680)	(65,720)
Net derivative receivables	59	916
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	45,435	65,432
Amounts netted on the Consolidated balance sheets	(44,220)	(64,904)
Net derivative payables	1,215	528
Credit contracts | OTC-cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	8,020	9,320
Amounts netted on the Consolidated balance sheets	(8,005)	(9,284)
Net derivative receivables	15	36
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	7,245	9,398
Amounts netted on the Consolidated balance sheets	(7,245)	(9,398)
Net derivative payables	0	0
Foreign exchange contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	181,380	208,839
Amounts netted on the Consolidated balance sheets	(165,433)	(193,934)
Net derivative receivables	15,947	14,905
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	186,549	215,187
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	21,116	21,253
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	197,124	218,064
Amounts netted on the Consolidated balance sheets	(180,409)	(201,644)
Net derivative payables	16,715	16,420
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	202,453	224,614
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	22,044	22,970
Foreign exchange contracts | OTC
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	181,104	208,803
Amounts netted on the Consolidated balance sheets	(165,157)	(193,900)
Net derivative receivables	15,947	14,903
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	196,762	217,998
Amounts netted on the Consolidated balance sheets	(180,048)	(201,578)
Net derivative payables	16,714	16,420
Foreign exchange contracts | OTC-cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	276	36
Amounts netted on the Consolidated balance sheets	(276)	(34)
Net derivative receivables	0	2
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	362	66
Amounts netted on the Consolidated balance sheets	(361)	(66)
Net derivative payables	1	0
Foreign exchange contracts | Exchange-traded
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	0	0
Amounts netted on the Consolidated balance sheets	0	0
Net derivative receivables	0	0
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	0	0
Amounts netted on the Consolidated balance sheets	0	0
Net derivative payables	0	0
Equity contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	44,088	37,098
Amounts netted on the Consolidated balance sheets	(39,237)	(34,312)
Net derivative receivables	4,851	2,786
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	46,727	42,489
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	7,490	8,177
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	43,670	40,772
Amounts netted on the Consolidated balance sheets	(38,543)	(34,522)
Net derivative payables	5,127	6,250
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	47,549	46,262
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	9,006	11,740
Equity contracts | OTC
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	26,509	23,258
Amounts netted on the Consolidated balance sheets	(25,732)	(22,826)
Net derivative receivables	777	432
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	28,605	27,908
Amounts netted on the Consolidated balance sheets	(25,038)	(23,036)
Net derivative payables	3,567	4,872
Equity contracts | OTC-cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	0	0
Amounts netted on the Consolidated balance sheets	0	0
Net derivative receivables	0	0
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	0	0
Amounts netted on the Consolidated balance sheets	0	0
Net derivative payables	0	0
Equity contracts | Exchange-traded
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	17,579	13,840
Amounts netted on the Consolidated balance sheets	(13,505)	(11,486)
Net derivative receivables	4,074	2,354
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	15,065	12,864
Amounts netted on the Consolidated balance sheets	(13,505)	(11,486)
Net derivative payables	1,560	1,378
Commodity contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	27,454	42,055
Amounts netted on the Consolidated balance sheets	(19,238)	(29,671)
Net derivative receivables	8,216	12,384
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	28,460	43,653
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	9,222	13,982
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	30,145	43,615
Amounts netted on the Consolidated balance sheets	(18,841)	(28,555)
Net derivative payables	11,304	15,060
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	32,560	45,623
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	13,719	17,068
Commodity contracts | OTC
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	14,610	22,555
Amounts netted on the Consolidated balance sheets	(6,644)	(14,327)
Net derivative receivables	7,966	8,228
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	17,490	25,129
Amounts netted on the Consolidated balance sheets	(6,247)	(13,211)
Net derivative payables	11,243	11,918
Commodity contracts | OTC-cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	0	0
Amounts netted on the Consolidated balance sheets	0	0
Net derivative receivables	0	0
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	0	0
Amounts netted on the Consolidated balance sheets	0	0
Net derivative payables	0	0
Commodity contracts | Exchange-traded
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	12,844	19,500
Amounts netted on the Consolidated balance sheets	(12,594)	(15,344)
Net derivative receivables	250	4,156
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	12,655	18,486
Amounts netted on the Consolidated balance sheets	(12,594)	(15,344)
Net derivative payables	$ 61	$ 3,142

Derivative instruments - Deri71

Derivative instruments - Derivatives Collateral (Details) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Derivative receivable collateral:
Derivative receivables with appropriate legal opinion, Net derivative receivables	$ 51,678	$ 58,258
Derivative receivables with appropriate legal opinions, Collateral not nettable on the Consolidated balance sheets	(15,706)	(16,194)
Derivative receivables with appropriate legal opinions, Net exposure	35,972	42,064
Derivative payable collateral:
Derivative payables with appropriate legal opinions, Net derivative payables	43,789	52,046
Derivative payables with appropriate legal opinions, Collateral not nettable on the Consolidated balance sheets	(8,424)	(10,505)
Derivative payables with appropriate legal opinions, Net amount	$ 35,365	$ 41,541

Derivative instruments - Liquid

Derivative instruments - Liquidity Risk and Credit-Related Contingent Features (Details) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Aggregate fair value of net derivative payables	$ 24,822	$ 32,303
Collateral posted	22,858	27,585
Single-notch downgrade
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Amount of additional collateral to be posted upon downgrade	895	1,046
Amount required to settle contracts with termination triggers upon downgrade	287	366
Two-notch downgrade
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Amount of additional collateral to be posted upon downgrade	3,164	3,331
Amount required to settle contracts with termination triggers upon downgrade	$ 1,141	$ 1,388

Derivative instruments - Impa73

Derivative instruments - Impact on Statements of Income, Fair Value Hedges (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Gains/(losses) recorded in income
Derivatives	$ 2,613	$ 6,006	$ 6,599	$ 6,160
Hedged items	(2,340)	(5,637)	(5,844)	(5,160)
Total income statement impact	273	369	755	1,000
Income statement impact due to:
Hedge ineffectiveness	5	37	(8)	137
Excluded components	268	332	763	863
Interest rate
Gains/(losses) recorded in income
Derivatives	1,298	(286)	363	1,035
Hedged items	(1,071)	651	390	(17)
Total income statement impact	227	365	753	1,018
Income statement impact due to:
Hedge ineffectiveness	8	27	6	99
Excluded components	219	338	747	919
Foreign exchange
Gains/(losses) recorded in income
Derivatives	1,012	6,008	5,369	5,222
Hedged items	(998)	(6,052)	(5,360)	(5,421)
Total income statement impact	14	(44)	9	(199)
Income statement impact due to:
Hedge ineffectiveness	0	0	0	0
Excluded components	14	(44)	9	(199)
Commodity
Gains/(losses) recorded in income
Derivatives	303	284	867	(97)
Hedged items	(271)	(236)	(874)	278
Total income statement impact	32	48	(7)	181
Income statement impact due to:
Hedge ineffectiveness	(3)	10	(14)	38
Excluded components	$ 35	$ 38	$ 7	$ 143

Derivative instruments - Impa74

Derivative instruments - Impact on Statements of Income, Cash Flow Hedges (Details) - USD ($) $ in Millions	3 Months Ended			9 Months Ended
	Sep. 30, 2015	Mar. 31, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 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				$ 11
Terminated Cash Flows
Gains/(losses) recorded in income and other comprehensive income/(loss)
Maximum length of time hedged in forecasted transactions				8 years
Open Cash Flow Hedges
Gains/(losses) recorded in income and other comprehensive income/(loss)
Maximum length of time hedged in forecasted transactions				2 years
Cash Flow Hedging
Gains/(losses) recorded in income and other comprehensive income/(loss)
Derivatives – effective portion reclassified from AOCI to income	$ (5)		$ 31	$ (187)	$ 33
Hedge ineffectiveness recorded directly in income	0		0	0	0
Total income statement impact	(5)		31	(187)	33
Derivatives – effective portion recorded in OCI	(175)		(66)	(104)	149
Total change in OCI for period	(170)		(97)	83	116
Cash Flow Hedging | Interest rate
Gains/(losses) recorded in income and other comprehensive income/(loss)
Derivatives – effective portion reclassified from AOCI to income	14		(12)	(113)	(48)
Hedge ineffectiveness recorded directly in income	0		0	0	0
Total income statement impact	14		(12)	(113)	(48)
Derivatives – effective portion recorded in OCI	(70)		26	(90)	160
Total change in OCI for period	(84)		38	23	208
Cash Flow Hedging | Foreign exchange
Gains/(losses) recorded in income and other comprehensive income/(loss)
Derivatives – effective portion reclassified from AOCI to income	(19)		43	(74)	81
Hedge ineffectiveness recorded directly in income	0		0	0	0
Total income statement impact	(19)		43	(74)	81
Derivatives – effective portion recorded in OCI	(105)		(92)	(14)	(11)
Total change in OCI for period	$ (86)		$ (135)	$ 60	$ (92)

Derivative instruments - Impa75

Derivative instruments - Impact on Statements of Income, Net Investment Hedges (Details) - Net Investment Hedging - Foreign exchange - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Net investment hedge gains and losses [Abstract]
Excluded components recorded directly in income	$ (103)	$ (114)	$ (292)	$ (341)
Effective portion recorded in OCI	$ 908	$ 1,185	$ 1,651	$ 823

Derivative instruments - Impa76

Derivative instruments - Impact on Statements of Income, Risk Management Derivatives (Details) - Risk Management Activities - Not designated as hedges - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Derivatives gains/(losses) recorded in income	$ 767	$ 336	$ 845	$ 1,561
Interest rate
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Derivatives gains/(losses) recorded in income	665	321	785	1,428
Credit
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Derivatives gains/(losses) recorded in income	76	1	52	(40)
Foreign exchange
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Derivatives gains/(losses) recorded in income	26	(2)	21	(5)
Commodity
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Derivatives gains/(losses) recorded in income	$ 0	$ 16	$ (13)	$ 178

Derivative instruments - Credit

Derivative instruments - Credit Derivatives (Details) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Total credit derivatives and credit-related notes
Protection sold	$ (1,728,245)	$ (2,100,303)
Protection purchased with identical underlyings	1,741,678	2,110,144
Net protection (sold)/purchased	13,433	9,841
Other protection purchased	37,146	41,810
Total credit derivatives
Total credit derivatives and credit-related notes
Protection sold	(1,728,223)	(2,100,263)
Protection purchased with identical underlyings	1,741,678	2,110,144
Net protection (sold)/purchased	13,455	9,881
Other protection purchased	32,789	38,106
Credit default swaps
Total credit derivatives and credit-related notes
Protection sold	(1,683,730)	(2,056,982)
Protection purchased with identical underlyings	1,699,718	2,078,096
Net protection (sold)/purchased	15,988	21,114
Other protection purchased	14,572	18,631
Other credit derivatives
Total credit derivatives and credit-related notes
Protection sold	(44,493)	(43,281)
Protection purchased with identical underlyings	41,960	32,048
Net protection (sold)/purchased	(2,533)	(11,233)
Other protection purchased	18,217	19,475
Credit-related notes
Total credit derivatives and credit-related notes
Protection sold	(22)	(40)
Protection purchased with identical underlyings	0	0
Net protection (sold)/purchased	(22)	(40)
Other protection purchased	$ 4,357	$ 3,704

Derivative instruments - Cred78

Derivative instruments - Credit Derivatives, Protection Sold, Notional and Fair Value (Details) - USD ($) $ in Millions	Sep. 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 1 year	$ (397,460)	$ (480,679)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - from 1-5 years	(1,189,282)	(1,515,091)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - more than 5 years	(141,503)	(104,533)
Total notional amount	(1,728,245)	(2,100,303)
Fair value of receivables	28,316	46,444
Fair value of payables	(24,708)	(28,769)
Net fair value	3,608	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 1 year	(278,173)	(323,398)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - from 1-5 years	(881,329)	(1,118,293)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - more than 5 years	(101,523)	(79,486)
Total notional amount	(1,261,025)	(1,521,177)
Fair value of receivables	15,057	25,767
Fair value of payables	(6,870)	(6,314)
Net fair value	8,187	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 1 year	(119,287)	(157,281)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - from 1-5 years	(307,953)	(396,798)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - more than 5 years	(39,980)	(25,047)
Total notional amount	(467,220)	(579,126)
Fair value of receivables	13,259	20,677
Fair value of payables	(17,838)	(22,455)
Net fair value	$ (4,579)	$ (1,778)

Noninterest revenue (Details)

Noninterest revenue (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Components of investment banking fees [Abstract]
Underwriting	$ 1,112	$ 1,124	$ 3,729	$ 3,513
Advisory	492	414	1,502	1,196
Total investment banking fees	1,604	1,538	5,231	4,709
Principal transactions revenue
Trading revenue	2,368	2,641	8,665	8,218
Private equity gains	(1)	325	191	978
Principal transactions	2,367	2,966	8,856	9,196
Asset management:
Investment management fees	2,327	2,311	7,017	6,667
All other asset management fees	92	120	290	374
Asset Management Fees	2,419	2,431	7,307	7,041
Total administration fees	486	536	1,520	1,627
Commission and other fees:
Brokerage commissions	575	567	1,761	1,766
All other commissions and fees	365	444	1,079	1,387
Total commissions and fees	940	1,011	2,840	3,153
Total asset management, administration and commissions	3,845	3,978	11,667	11,821
Operating lease income	536	433	1,509	1,252
Interest rate
Principal transactions revenue
Trading revenue	530	655	1,836	1,636
Credit
Principal transactions revenue
Trading revenue	438	556	1,477	1,685
Foreign exchange
Principal transactions revenue
Trading revenue	607	381	2,014	1,249
Equity
Principal transactions revenue
Trading revenue	637	638	2,593	2,202
Commodity
Principal transactions revenue
Trading revenue	156	411	745	1,446
Equity securities
Components of investment banking fees [Abstract]
Underwriting	257	414	1,108	1,244
Debt securities
Components of investment banking fees [Abstract]
Underwriting	$ 855	$ 710	$ 2,621	$ 2,269

Interest income and interest 80

Interest income and interest expense (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Interest income
Loans	$ 8,433	$ 8,060	$ 24,459	$ 24,138
Taxable securities	1,553	1,903	4,885	5,743
Non-taxable securities	439	387	1,260	1,041
Total securities	1,992	2,290	6,145	6,784
Trading assets	1,538	1,855	5,008	5,453
Federal funds sold and securities purchased under resale agreements	431	400	1,167	1,234
Securities borrowed	(118)	(150)	(397)	(369)
Deposits with banks	291	300	944	835
Other assets	172	171	492	505
Total interest income	12,739	12,926	37,818	38,580
Interest expense
Interest-bearing deposits	293	399	965	1,242
Short-term and other liabilities	315	238	991	1,121
Long-term debt	1,092	1,084	3,254	3,337
Beneficial interests issued by consolidated VIEs	115	98	323	308
Total interest expense	1,815	1,819	5,533	6,008
Net interest income	10,924	11,107	32,285	32,572
Provision for credit losses	682	757	2,576	2,299
Net interest income after provision for credit losses	$ 10,242	$ 10,350	$ 29,709	$ 30,273

Pension and other postretirem81

Pension and other postretirement employee benefit plans - Net Periodic Benefit Costs (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Pension plans, U.S.
Amortization:
Total defined contribution plans	$ 119	$ 115	$ 323	$ 333
Pension plans, Non-U.S.
Amortization:
Total defined contribution plans	85	87	254	254
Pension plans, U.S.
Components of net periodic benefit cost
Benefits earned during the period	85	70	255	210
Interest cost on benefit obligations	125	133	375	401
Expected return on plan assets	(232)	(247)	(697)	(739)
Amortization:
Net (gain)/loss	62	6	185	19
Prior service cost/(credit)	(9)	(9)	(26)	(31)
Net periodic defined benefit cost	31	(47)	92	(140)
Other defined benefit pension plans	3	3	10	10
Total defined benefit plans	34	(44)	102	(130)
Total pension and OPEB cost included in compensation expense	153	71	425	203
Pension plans, Non-U.S.
Components of net periodic benefit cost
Benefits earned during the period	9	8	28	25
Interest cost on benefit obligations	28	34	84	104
Expected return on plan assets	(38)	(42)	(113)	(131)
Amortization:
Net (gain)/loss	9	12	27	36
Prior service cost/(credit)	0	(1)	(1)	(1)
Net periodic defined benefit cost	8	11	25	33
Other defined benefit pension plans	2	2	7	5
Total defined benefit plans	10	13	32	38
Total pension and OPEB cost included in compensation expense	95	100	286	292
OPEB plans
Components of net periodic benefit cost
Benefits earned during the period	0	0	0	0
Interest cost on benefit obligations	8	9	24	27
Expected return on plan assets	(27)	(25)	(80)	(75)
Amortization:
Net (gain)/loss	0	0	0	0
Prior service cost/(credit)	0	0	0	0
Net periodic defined benefit cost	(19)	(16)	(56)	(48)
Total defined benefit plans	(19)	(16)	(56)	(48)
Total pension and OPEB cost included in compensation expense	$ (19)	$ (16)	$ (56)	$ (48)

Pension and other postretirem82

Pension and other postretirement employee benefit plans (Details) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2015	Dec. 31, 2014
US defined benefit pension and OPEB plans
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	$ 15,900	$ 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	3,500	$ 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 incentiv83

Employee stock-based incentives - Compensation Expense (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 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	$ 269	$ 326	$ 856	$ 1,071
Accrual of estimated costs of stock awards to be granted in future periods including those to full-career eligible employees	195	213	683	610
Total noncash compensation expense related to employee stock-based incentive plans	$ 464	$ 539	$ 1,539	$ 1,681

Employee stock-based incentiv84

Employee stock-based incentives - RSUs (Details) - Restricted Stock Units (RSUs) shares in Millions	3 Months Ended
	Mar. 31, 2015$ / sharesshares
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) | $ / shares	$ 55.91

Noninterest expense (Details)

Noninterest expense (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Non interest Expense [Line Items]
Federal Deposit Insurance Corporation-related (“FDIC”) expense	$ 298	$ 250	$ 916	$ 809
Threatened or Pending Litigation
Non interest Expense [Line Items]
Firmwide legal expense	$ 1,347	$ 1,062	$ 2,325	$ 1,769

Securities - Amortized Costs, F

Securities - Amortized Costs, Fair Value (Details) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Available-for-sale Debt Securities:
Amortized cost	$ 248,775	$ 288,466
Gross unrealized gains	5,962	8,143
Gross unrealized losses	851	387
Fair value	253,886	296,222
Available-for-sale Equity Securities:
Amortized cost	2,587	2,513
Gross unrealized gains	18	17
Gross unrealized losses	0	0
Fair value	2,605	2,530
Available-for-sale Securities:
Amortized cost	251,362	290,979
Gross unrealized gains	5,980	8,160
Gross unrealized losses	851	387
Fair value	256,491	298,752
Held-to-maturity Securities:
Amortized cost	50,169	49,252
Gross unrealized gains	1,724	1,902
Gross unrealized losses	48	0
Fair value	51,845	51,154
Total mortgage-backed securities
Available-for-sale Debt Securities:
Amortized cost	111,516	133,598
Gross unrealized gains	2,778	3,842
Gross unrealized losses	218	118
Fair value	114,076	137,322
U.S. government agencies
Available-for-sale Debt Securities:
Amortized cost	52,800	63,089
Gross unrealized gains	1,811	2,302
Gross unrealized losses	33	72
Fair value	54,578	65,319
Commercial and other
Available-for-sale Debt Securities:
Amortized cost	22,763	20,687
Gross unrealized gains	287	438
Gross unrealized losses	157	17
Fair value	22,893	21,108
U.S. Treasury and government agencies
Available-for-sale Debt Securities:
Amortized cost	11,482	13,603
Gross unrealized gains	1	56
Gross unrealized losses	136	14
Fair value	11,347	13,645
Obligations of U.S. states and municipalities
Available-for-sale Debt Securities:
Amortized cost	30,923	27,841
Gross unrealized gains	1,872	2,243
Gross unrealized losses	86	16
Fair value	32,709	30,068
Held-to-maturity Securities:
Amortized cost	12,700	10,200
Certificates of deposit
Available-for-sale Debt Securities:
Amortized cost	415	1,103
Gross unrealized gains	3	1
Gross unrealized losses	0	1
Fair value	418	1,103
Non-U.S. government debt securities
Available-for-sale Debt Securities:
Amortized cost	38,197	51,492
Gross unrealized gains	960	1,272
Gross unrealized losses	37	21
Fair value	39,120	52,743
Corporate debt securities
Available-for-sale Debt Securities:
Amortized cost	14,747	18,158
Gross unrealized gains	185	398
Gross unrealized losses	151	24
Fair value	14,781	18,532
Asset-backed securities, Collateralized loan obligations
Available-for-sale Debt Securities:
Amortized cost	31,381	30,229
Gross unrealized gains	69	147
Gross unrealized losses	146	182
Fair value	31,304	30,194
Asset-backed securities, Other
Available-for-sale Debt Securities:
Amortized cost	10,114	12,442
Gross unrealized gains	94	184
Gross unrealized losses	77	11
Fair value	10,131	12,615
US government-sponsored and enterprises obligations
Available-for-sale Securities:
Fair value	41,600	59,300
Held-to-maturity Securities:
Amortized cost	31,900	35,300
US Government Corporations and Agencies
Held-to-maturity Securities:
Amortized cost	5,600	3,700
Residential mortgage-backed securities | Residential, Prime and Alt-A
Available-for-sale Debt Securities:
Amortized cost	6,811	5,595
Gross unrealized gains	66	78
Gross unrealized losses	19	29
Fair value	6,858	5,644
Residential mortgage-backed securities | Residential, Subprime
Available-for-sale Debt Securities:
Amortized cost	301	677
Gross unrealized gains	8	14
Gross unrealized losses	0	0
Fair value	309	691
Residential mortgage-backed securities | Residential, Non-U.S.
Available-for-sale Debt Securities:
Amortized cost	28,841	43,550
Gross unrealized gains	606	1,010
Gross unrealized losses	9	0
Fair value	$ 29,438	$ 44,560

Securities - Continuous Unreali

Securities - Continuous Unrealized Loss Position (Details) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Held-to-maturity Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	$ 4,824	$ 0
Less than 12 months, Gross unrealized losses	48	0
12 months or more, Fair value	0	0
12 months or more, Gross unrealized losses	0	0
Total fair value	4,824	0
Total gross unrealized losses	48	0
Investment Securities, Continuous Unrealized Loss Position:
Less than 12 months, Fair value	63,225	41,720
Less than 12 months, Gross unrealized losses	753	173
12 months or more, Fair value	12,708	15,614
12 months or more, Gross unrealized losses	146	214
Total fair value	75,933	57,334
Total gross unrealized losses	899	387
Debt securities
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	58,401	41,720
Less than 12 months, Gross unrealized losses	705	173
12 months or more, Fair Value	12,708	15,614
12 months or more, Gross unrealized losses	146	214
Total fair value	71,109	57,334
Total gross unrealized losses	851	387
Total mortgage-backed securities
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	18,824	7,761
Less than 12 months, Gross unrealized losses	197	30
12 months or more, Fair Value	1,237	5,486
12 months or more, Gross unrealized losses	21	88
Total fair value	20,061	13,247
Total gross unrealized losses	218	118
U.S. government agencies
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	4,797	1,118
Less than 12 months, Gross unrealized losses	19	5
12 months or more, Fair Value	717	4,989
12 months or more, Gross unrealized losses	14	67
Total fair value	5,514	6,107
Total gross unrealized losses	33	72
Residential, Prime and Alt-A | Residential mortgage-backed securities
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	2,294	1,840
Less than 12 months, Gross unrealized losses	14	10
12 months or more, Fair Value	251	405
12 months or more, Gross unrealized losses	5	19
Total fair value	2,545	2,245
Total gross unrealized losses	19	29
Residential, Subprime | Residential mortgage-backed 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, Non-U.S. | Residential mortgage-backed securities
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	1,477	0
Less than 12 months, Gross unrealized losses	9	0
12 months or more, Fair Value	0	0
12 months or more, Gross unrealized losses	0	0
Total fair value	1,477	0
Total gross unrealized losses	9	0
Commercial and other
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	10,256	4,803
Less than 12 months, Gross unrealized losses	155	15
12 months or more, Fair Value	269	92
12 months or more, Gross unrealized losses	2	2
Total fair value	10,525	4,895
Total gross unrealized losses	157	17
U.S. Treasury and government agencies
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	11,205	8,412
Less than 12 months, Gross unrealized losses	136	14
12 months or more, Fair Value	0	0
12 months or more, Gross unrealized losses	0	0
Total fair value	11,205	8,412
Total gross unrealized losses	136	14
Obligations of U.S. states and municipalities
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	4,681	1,405
Less than 12 months, Gross unrealized losses	79	15
12 months or more, Fair Value	218	130
12 months or more, Gross unrealized losses	7	1
Total fair value	4,899	1,535
Total gross unrealized losses	86	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	2,941	4,433
Less than 12 months, Gross unrealized losses	30	4
12 months or more, Fair Value	205	906
12 months or more, Gross unrealized losses	7	17
Total fair value	3,146	5,339
Total gross unrealized losses	37	21
Corporate debt securities
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	4,107	2,492
Less than 12 months, Gross unrealized losses	142	22
12 months or more, Fair Value	634	80
12 months or more, Gross unrealized losses	9	2
Total fair value	4,741	2,572
Total gross unrealized losses	151	24
Asset-backed securities, Collateralized loan obligations
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	11,843	13,909
Less than 12 months, Gross unrealized losses	44	76
12 months or more, Fair Value	10,414	9,012
12 months or more, Gross unrealized losses	102	106
Total fair value	22,257	22,921
Total gross unrealized losses	146	182
Asset-backed securities, Other
Available-for-sale Securities, Securities with Gross Unrealized Losses:
Less than 12 months, Fair value	4,800	2,258
Less than 12 months, Gross unrealized losses	77	11
12 months or more, Fair Value	0	0
12 months or more, Gross unrealized losses	0	0
Total fair value	4,800	2,258
Total gross unrealized losses	77	11
Available-for-sale 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

Securities - Realized Gain (Los

Securities - Realized Gain (Loss) (Details) - USD ($) $ in Millions		3 Months Ended		9 Months Ended
		Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Securities gains and losses
Realized gains		$ 65	$ 41	$ 250	$ 265
Realized losses		(20)	(33)	(107)	(215)
OTTI losses		(12)	(2)	(14)	(2)
Net securities gains	[1]	33	6	129	48
Credit-related losses recognized in income
Securities gains and losses
OTTI losses		0	0	(1)	0
Securities the Firm intends to sell
Securities gains and losses
OTTI losses		$ (12)	$ (2)	$ (13)	$ (2)
[1]	The Firm recognized other-than-temporary impairment (“OTTI”) losses of $12 million and $2 million for the three months ended September 30, 2015 and 2014, respectively, and $14 million and $2 million for the nine months ended September 30, 2015 and 2014, respectively.

Securities - Changes in Credit

Securities - Changes in Credit Loss (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Changes in the credit loss component of OTTI losses recognized in income related to AFS debt securities
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	9 Months Ended
	Sep. 30, 2015	Dec. 31, 2014
Available-for-sale debt securities, Amortized cost:
Due in one year or less, amortized cost	$ 14,178
Due after one year through five years, amortized cost	32,008
Due after five years through 10 years, amortized cost	58,058
Due after 10 years, amortized cost	144,531
Amortized cost	248,775	$ 288,466
Available-for-sale debt securities, Fair Value:
Due in one year or less, fair value	14,454
Due after one year through five years, fair value	32,538
Due after five years through 10 years, fair value	58,489
Due after 10 years, fair value	148,405
Fair value	$ 253,886	296,222
Available-for-sale debt securities, Average yield:
Due in one year or less, average yield	2.69%
Due after one year through five years, average yield	1.93%
Due after five years through 10 years, average yield	1.57%
Due after 10 years, average yield	3.47%
Average yield	2.78%
Available-for-sale equity securities, Amortized cost:
Due in one year or less, amortized cost	$ 0
Due after one year through five years, amortized cost	0
Due after five years through 10 years, amortized cost	0
Due after 10 years, amortized cost	2,587
Amortized cost	2,587
Available-for-sale Securities, Equity Maturities, Single Maturity Date, Fair Value:
Due in one year or less, fair value	0
Due after one year through five years, fair value	0
Due after five years through 10 years, fair value	0
Due after 10 years, fair value	2,605
Available-for-sale securities, equity maturities, fair value, total	$ 2,605
Available For Sale Securities, Equity Maturities, Single Maturity Date, Average Yield:
Due in one year or less, average yield	0.00%
Due after one year through five years, average yield	0.00%
Due after five years through 10 years, average yield	0.00%
Due after 10 years, average yield	0.02%
Average yield	0.02%
Available-for-sale Securities, Maturities, Single Maturity Date, Amortized Cost Basis:
Due in one year or less, amortized cost	$ 14,178
Due after one year through five years, amortized cost	32,008
Due after five years through 10 years, amortized cost	58,058
Due after 10 years, amortized cost	147,118
Amortized cost	251,362	290,979
Available-for-sale Securities, Maturities, Single Maturity Date, Fair Value:
Due in one year or less, fair value	14,454
Due after one year through five years, fair value	32,538
Due after five years through 10 years, fair value	58,489
Due after 10 years, fair value	151,010
Fair value	$ 256,491	298,752
Available For Sale Securities, Maturities, Single Maturity Date, Average Yield:
Due in one year or less, average yield	2.69%
Due after one year through five years, average yield	1.93%
Due after five years through 10 years, average yield	1.57%
Due after 10 years, average yield	3.41%
Available-for-sale securities, maturities, average yield, total	2.75%
Held-to-maturity Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:
Due in one year or less, amortized cost	$ 52
Due after one year through five years, amortized cost	0
Due after five years through 10 years, amortized cost	901
Due after 10 years, amortized cost	49,216
Amortized cost	50,169	49,252
Held-to-maturity Securities, Debt Maturities, Single Maturity Date, Fair Value:
Due in one year or less, fair value	52
Due after one year through five years, fair value	0
Due after five years through 10 years, fair value	942
Due after 10 years, fair value	50,851
Held-to-maturity Securities, Fair Value	$ 51,845	51,154
Held-to-maturity Securities, Debt Maturities, Single Maturity Date, Average Yield [Abstract]
Due in one year or less, average yield	4.41%
Due after one year through five years, average yield	0.00%
Due after five years through 10 years, average yield	4.98%
Due after 10 years, average yield	3.97%
Held-to-maturity securities, maturities, average yield, total	3.99%
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	2 years
U.S. nonagency residential collateralized mortgage obligations estimated duration	3 years
Minimum
Supplemental information
Due period of mortgage-backed securities and collateralized mortgage obligations	10 years
Mortgage-backed securities
Available-for-sale debt securities, Amortized cost:
Due in one year or less, amortized cost	$ 2,333
Due after one year through five years, amortized cost	10,991
Due after five years through 10 years, amortized cost	6,054
Due after 10 years, amortized cost	92,138
Amortized cost	111,516	133,598
Available-for-sale debt securities, Fair Value:
Due in one year or less, fair value	2,344
Due after one year through five years, fair value	11,184
Due after five years through 10 years, fair value	6,263
Due after 10 years, fair value	94,285
Fair value	$ 114,076	137,322
Available-for-sale debt securities, Average yield:
Due in one year or less, average yield	1.40%
Due after one year through five years, average yield	1.76%
Due after five years through 10 years, average yield	3.23%
Due after 10 years, average yield	2.95%
Average yield	2.81%
U.S. Treasury and government agencies
Available-for-sale debt securities, Amortized cost:
Due in one year or less, amortized cost	$ 100
Due after one year through five years, amortized cost	0
Due after five years through 10 years, amortized cost	10,228
Due after 10 years, amortized cost	1,154
Amortized cost	11,482	13,603
Available-for-sale debt securities, Fair Value:
Due in one year or less, fair value	100
Due after one year through five years, fair value	0
Due after five years through 10 years, fair value	10,121
Due after 10 years, fair value	1,126
Fair value	$ 11,347	13,645
Available-for-sale debt securities, Average yield:
Due in one year or less, average yield	0.13%
Due after one year through five years, average yield	0.00%
Due after five years through 10 years, average yield	0.22%
Due after 10 years, average yield	0.43%
Average yield	0.24%
Obligations of U.S. states and municipalities
Available-for-sale debt securities, Amortized cost:
Due in one year or less, amortized cost	$ 139
Due after one year through five years, amortized cost	765
Due after five years through 10 years, amortized cost	1,440
Due after 10 years, amortized cost	28,579
Amortized cost	30,923	27,841
Available-for-sale debt securities, Fair Value:
Due in one year or less, fair value	142
Due after one year through five years, fair value	788
Due after five years through 10 years, fair value	1,513
Due after 10 years, fair value	30,266
Fair value	$ 32,709	30,068
Available-for-sale debt securities, Average yield:
Due in one year or less, average yield	6.55%
Due after one year through five years, average yield	3.39%
Due after five years through 10 years, average yield	5.43%
Due after 10 years, average yield	6.68%
Average yield	6.54%
Held-to-maturity Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis:
Amortized cost	$ 12,700	10,200
Certificates of deposit
Available-for-sale debt securities, Amortized cost:
Due in one year or less, amortized cost	364
Due after one year through five years, amortized cost	51
Due after five years through 10 years, amortized cost	0
Due after 10 years, amortized cost	0
Amortized cost	415	1,103
Available-for-sale debt securities, Fair Value:
Due in one year or less, fair value	365
Due after one year through five years, fair value	53
Due after five years through 10 years, fair value	0
Due after 10 years, fair value	0
Fair value	$ 418	1,103
Available-for-sale debt securities, Average yield:
Due in one year or less, average yield	5.69%
Due after one year through five years, average yield	3.28%
Due after five years through 10 years, average yield	0.00%
Due after 10 years, average yield	0.00%
Average yield	5.39%
Non-U.S. government debt securities
Available-for-sale debt securities, Amortized cost:
Due in one year or less, amortized cost	$ 7,243
Due after one year through five years, amortized cost	11,485
Due after five years through 10 years, amortized cost	17,299
Due after 10 years, amortized cost	2,170
Amortized cost	38,197	51,492
Available-for-sale debt securities, Fair Value:
Due in one year or less, fair value	7,479
Due after one year through five years, fair value	11,750
Due after five years through 10 years, fair value	17,607
Due after 10 years, fair value	2,284
Fair value	$ 39,120	52,743
Available-for-sale debt securities, Average yield:
Due in one year or less, average yield	3.28%
Due after one year through five years, average yield	1.75%
Due after five years through 10 years, average yield	1.05%
Due after 10 years, average yield	0.72%
Average yield	1.64%
Corporate debt securities
Available-for-sale debt securities, Amortized cost:
Due in one year or less, amortized cost	$ 3,486
Due after one year through five years, amortized cost	8,243
Due after five years through 10 years, amortized cost	2,875
Due after 10 years, amortized cost	143
Amortized cost	14,747	18,158
Available-for-sale debt securities, Fair Value:
Due in one year or less, fair value	3,510
Due after one year through five years, fair value	8,287
Due after five years through 10 years, fair value	2,846
Due after 10 years, fair value	138
Fair value	$ 14,781	$ 18,532
Available-for-sale debt securities, Average yield:
Due in one year or less, average yield	2.18%
Due after one year through five years, average yield	2.29%
Due after five years through 10 years, average yield	2.77%
Due after 10 years, average yield	4.46%
Average yield	2.38%
Asset-backed securities
Available-for-sale debt securities, Amortized cost:
Due in one year or less, amortized cost	$ 513
Due after one year through five years, amortized cost	473
Due after five years through 10 years, amortized cost	20,162
Due after 10 years, amortized cost	20,347
Amortized cost	41,495
Available-for-sale debt securities, Fair Value:
Due in one year or less, fair value	514
Due after one year through five years, fair value	476
Due after five years through 10 years, fair value	20,139
Due after 10 years, fair value	20,306
Fair value	$ 41,435
Available-for-sale debt securities, Average yield:
Due in one year or less, average yield	0.95%
Due after one year through five years, average yield	1.19%
Due after five years through 10 years, average yield	1.76%
Due after 10 years, average yield	1.79%
Average yield	1.76%

Securities financing activiti91

Securities financing activities - Schedule of securities purchased under resale agreements, netting & securities borrowed (Details) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Securities purchased under resale agreements:
Securities purchased under resale agreements with an appropriate legal opinion, Gross asset balance	$ 375,841	$ 347,142
Amounts netted on the Consolidated balance sheets	(161,197)	(142,719)
Securities purchased under resale agreements with an appropriate legal opinion, Net asset balance	214,644	204,423
Securities purchased under resale agreements where an appropriate legal opinion has not been either sought or obtained, Gross asset balance	2,710	10,598
Total securities purchased under resale agreements, gross asset balance	378,551	357,740
Total securities purchased under resale agreements, net asset balance	217,354	215,021
Securities borrowed, Gross asset balance	105,668	110,435
Securities borrowed where an appropriate legal opinion has not been either sought or obtained	21,500	27,700
Securities Financing Transaction, Fair Value
Securities purchased under resale agreements:
Total securities purchased under resale agreements, net asset balance	27,400	28,600
Securities borrowed, fair value	$ 405	$ 992

Securities financing activiti92

Securities financing activities - Schedule of securities purchased under resale agreements & securities borrowed collateral netting (Details) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Securities purchased under resale agreements with an appropriate legal opinion:
Net asset balance	$ 214,644	$ 204,423
Amounts not nettable on the Consolidated Balance Sheets, Financial instruments	(211,255)	(201,375)
Amounts not nettable on the Consolidated Balance Sheets, Cash collateral	(518)	(246)
Net exposure	2,871	2,802
Securities borrowed:
Net asset balance	84,157	82,748
Amounts not nettable on the Consolidated Balance Sheets, Financial instruments	(81,413)	(80,338)
Amounts not nettable on the Consolidated Balance Sheets, Cash collateral	0	0
Net exposure	$ 2,744	$ 2,410

Securities financing activiti93

Securities financing activities - Schedule of securities sold under repurchase agreements, netting & securities loaned (Details) - USD ($)	Sep. 30, 2015	Dec. 31, 2014
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements with an appropriate legal opinion, Gross liability balance	$ 311,565,000,000	$ 290,529,000,000
Amounts netted on the Consolidated balance sheets	(161,197,000,000)	(142,719,000,000)
Securities sold under repurchase agreements with an appropriate legal opinion, Net liability balance	150,368,000,000	147,810,000,000
Securities sold under repurchase agreements where an appropriate legal opinion has not been either sought or obtained(a)	14,070,000,000	21,996,000,000
Total securities sold under repurchase agreements, Gross liability balance	325,635,000,000	312,525,000,000
Total securities sold under repurchase agreements, Net liability balance	164,438,000,000	169,806,000,000
Securities loaned	20,738,000,000	25,927,000,000
Securities loaned where an appropriate legal opinion has not been either sought or obtained	41,000,000	271,000,000
Securities-For-Securities Borrow Versus Pledge Transactions
Securities Financing Transaction [Line Items]
Securities lending transactions and fair value	5,800,000,000	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 lending transactions and fair value	$ 0	$ 0

Securities financing activiti94

Securities financing activities - Schedule of securities sold under repurchase agreements & securities loaned collateral netting (Details) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Securities sold under repurchase agreements with an appropriate legal opinion:
Net liability balance	$ 150,368	$ 147,810
Amounts not nettable on the Consolidated balance sheets, Financial Instruments	(146,749)	(145,732)
Amounts not nettable on the Consolidated balance sheets, Cash collateral	(442)	(497)
Net amount	3,177	1,581
Securities loaned:
Net liability	20,697	25,656
Amounts not nettable on the Consolidated balance sheets, Financial Instruments	(20,553)	(25,287)
Amounts not nettable on the Consolidated balance sheets, Cash collateral	0	0
Net amount	$ 144	$ 369

Securities financing activiti95

Securities financing activities - Schedule of secured financing transactions by assets pledged & remaining maturity (Details) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements, gross	$ 325,635	$ 312,525
Securities loaned, gross	20,738	$ 25,927
Remaining maturity, Overnight and continuous
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements, gross	117,879
Securities loaned, gross	9,463
Remaining maturity, Up to 30 days
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements, gross	124,711
Securities loaned, gross	649
Remaining maturity, 30 - 90 days
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements, gross	27,052
Securities loaned, gross	319
Remaining maturity, Greater than 90 days
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements, gross	55,993
Securities loaned, gross	10,307
Mortgage-backed securities
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements, gross	22,060
Securities loaned, gross	0
U.S. Treasury and government agencies
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements, gross	166,522
Securities loaned, gross	223
Obligations of U.S. states and municipalities
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements, gross	1,718
Securities loaned, gross	0
Non-U.S. government debt
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements, gross	89,573
Securities loaned, gross	621
Corporate debt securities
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements, gross	19,580
Securities loaned, gross	110
Asset-backed securities
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements, gross	5,238
Securities loaned, gross	0
Equity securities
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements, gross	20,944
Securities loaned, gross	$ 19,784

Securities financing activiti96

Securities financing activities - Schedule of transfers not qualifying for sale accounting (Details) - USD ($) $ in Billions	Sep. 30, 2015	Dec. 31, 2014
Securities Financing Transactions Disclosures [Abstract]
Transfers not qualifying for sale accounting	$ 11.2	$ 13.8

Loans - By Portfolio Segment (D

Loans - By Portfolio Segment (Details) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014	Sep. 30, 2014
Loan balances by portfolio segment:
Retained	$ 804,293	$ 747,508	$ 735,304
Held-for-sale	2,029	7,217
At fair value	3,135	2,611
Total	809,457	757,336
Net deferred loan costs	628	1,300
Consumer, excluding credit card
Loan balances by portfolio segment:
Retained	331,732	294,979	288,379
Held-for-sale	237	395
At fair value	0	0
Total	331,969	295,374
Credit card
Loan balances by portfolio segment:
Retained	125,634	128,027	126,564
Held-for-sale	1,345	3,021
At fair value	0	0
Total	126,979	131,048
Wholesale
Loan balances by portfolio segment:
Retained	346,927	324,502	$ 320,361
Held-for-sale	447	3,801
At fair value	3,135	2,611
Total	$ 350,509	$ 330,914

Loans - Purchased, Sold and Rec

Loans - Purchased, Sold and Reclassified to Held-for-Sale (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Purchases	$ 2,395	$ 2,257	$ 5,812	$ 6,283
Sales	2,986	3,659	12,723	10,581
Retained loans reclassified to held-for-sale	99	468	1,806	1,994
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Purchases	1,196	1,945	3,918	5,694
Sales	1,130	1,573	4,073	3,816
Retained loans reclassified to held-for-sale	0	232	1,272	1,034
Excluded retained loans purchased from correspondents that were originated in accordance with the Firm's underwriting standards	14,400	4,100	39,800	8,200
Credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Purchases	0	0	0	0
Sales	0	272	1,269	272
Retained loans reclassified to held-for-sale	79	186	79	401
Wholesale
Accounts, Notes, Loans and Financing Receivable [Line Items]
Purchases	1,199	312	1,894	589
Sales	1,856	1,814	7,381	6,493
Retained loans reclassified to held-for-sale	$ 20	$ 50	$ 455	$ 559

Loans - Net Gains and Losses on

Loans - Net Gains and Losses on Sale (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total net gains/(losses) on sales of loans (including lower of cost or fair value adjustments)	$ 108	$ 114	$ 293	$ 267
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total net gains/(losses) on sales of loans (including lower of cost or fair value adjustments)	62	97	239	223
Credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total net gains/(losses) on sales of loans (including lower of cost or fair value adjustments)	13	(9)	22	(9)
Wholesale
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total net gains/(losses) on sales of loans (including lower of cost or fair value adjustments)	$ 33	$ 26	$ 32	$ 53

Loans - Consumer, Excluding Cre

Loans - Consumer, Excluding Credit Card Loan Portfolio (Details) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014	Sep. 30, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 804,293	$ 747,508	$ 735,304
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	331,732	294,979	$ 288,379
Consumer, excluding credit card | Home equity | Residential real estate – PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	15,490	17,095
Consumer, excluding credit card | Home equity | Senior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	15,156	16,367
Consumer, excluding credit card | Home equity | Junior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	31,974	36,375
Consumer, excluding credit card | Home equity | Junior lien | Residential real estate – PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	12,269	13,851
Consumer, excluding credit card | Mortgages | Prime
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	150,114	104,921
Consumer, excluding credit card | Mortgages | Prime | Residential real estate – PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	9,196	10,220
Consumer, excluding credit card | Mortgages | Subprime
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,853	5,056
Consumer, excluding credit card | Mortgages | Subprime | Residential real estate – PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,329	3,673
Consumer, excluding credit card | Mortgages | Option ARMs | Residential real estate – PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	14,221	15,708
Consumer, excluding credit card | Auto
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	57,174	54,536
Consumer, excluding credit card | Business banking
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	20,871	20,058
Consumer, excluding credit card | Student and other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 10,354	$ 10,970

Loans - Consumer, Excluding 101

Loans - Consumer, Excluding Credit Card Loan Portfolio, Residential Real Estate, Excluding PCI Loans (Details) - USD ($)	9 Months Ended	12 Months Ended
	Sep. 30, 2015	Dec. 31, 2014	Sep. 30, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 804,293,000,000	$ 747,508,000,000	$ 735,304,000,000
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 331,732,000,000	294,979,000,000	$ 288,379,000,000
Period past due, credit analysis factors, charge off criteria	90 days
Consumer, excluding credit card | Residential real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 201,097,000,000	$ 162,719,000,000
% of 30 days past due to total retained loans	1.55%	2.27%
Consumer, excluding credit card | Residential real estate | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 52,342,000,000	$ 39,227,000,000
Consumer, excluding credit card | Residential real estate | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	29,644,000,000	27,717,000,000
Consumer, excluding credit card | Residential real estate | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	14,279,000,000	10,772,000,000
Consumer, excluding credit card | Residential real estate | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	10,892,000,000	8,044,000,000
Consumer, excluding credit card | Residential real estate | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	9,336,000,000	8,522,000,000
Consumer, excluding credit card | Residential real estate | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	7,769,000,000	6,475,000,000
Consumer, excluding credit card | Residential real estate | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	5,257,000,000	4,241,000,000
Consumer, excluding credit card | Residential real estate | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	5,116,000,000	4,439,000,000
Consumer, excluding credit card | Residential real estate | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,219,000,000	2,908,000,000
Consumer, excluding credit card | Residential real estate | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	2,869,000,000	2,655,000,000
Consumer, excluding credit card | Residential real estate | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	60,374,000,000	47,719,000,000
Consumer, excluding credit card | Residential real estate | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	11,048,000,000	12,110,000,000
Consumer, excluding credit card | Residential real estate | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Equal to or Greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	332,000,000	618,000,000
Consumer, excluding credit card | Residential real estate | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	158,000,000	302,000,000
Consumer, excluding credit card | Residential real estate | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Equal to or Greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	2,681,000,000	4,049,000,000
Consumer, excluding credit card | Residential real estate | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,063,000,000	1,630,000,000
Consumer, excluding credit card | Residential real estate | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Equal to or Greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	9,139,000,000	11,409,000,000
Consumer, excluding credit card | Residential real estate | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	2,914,000,000	3,802,000,000
Consumer, excluding credit card | Residential real estate | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Equal to or Greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	161,657,000,000	116,469,000,000
Consumer, excluding credit card | Residential real estate | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	12,105,000,000	12,330,000,000
Consumer, excluding credit card | Residential real estate | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	189,683,000,000	149,552,000,000
Consumer, excluding credit card | Residential real estate | Current | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	2,700,000,000	2,600,000,000
Consumer, excluding credit card | Residential real estate | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	4,604,000,000	5,388,000,000
Consumer, excluding credit card | Residential real estate | 30–149 days past due | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 3,000,000,000	3,500,000,000
Consumer, excluding credit card | Residential real estate | 30–149 days past due | U.S. government-guaranteed | Minimum
Accounts, Notes, Loans and Financing Receivable [Line Items]
Period past due, credit analysis factors, charge off criteria	30 days
Consumer, excluding credit card | Residential real estate | 30–149 days past due | U.S. government-guaranteed | Maximum
Accounts, Notes, Loans and Financing Receivable [Line Items]
Period past due, credit analysis factors, charge off criteria	149 days
Consumer, excluding credit card | Residential real estate | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 6,810,000,000	7,779,000,000
Consumer, excluding credit card | Residential real estate | 150 or more days past due | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 5,300,000,000	6,000,000,000
Consumer, excluding credit card | Residential real estate | 150 or more days past due | U.S. government-guaranteed | Minimum
Accounts, Notes, Loans and Financing Receivable [Line Items]
Period past due, credit analysis factors, charge off criteria	150 days
Consumer, excluding credit card | Residential real estate | 90 or more days past due and government guaranteed(c) | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 6,405,000,000	7,544,000,000
Consumer, excluding credit card | Residential real estate | Nonaccrual loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	4,931,000,000	5,754,000,000
Consumer, excluding credit card | Residential real estate | Nonaccrual loans | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,800,000,000	4,200,000,000
Consumer, excluding credit card | Residential real estate | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 0	$ 0
Consumer, excluding credit card | Residential real estate | 90 or more days past due and still accruing | Minimum
Accounts, Notes, Loans and Financing Receivable [Line Items]
Period past due, credit analysis factors, charge off criteria	90 days	90 days
Consumer, excluding credit card | Home equity | Senior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 15,156,000,000	$ 16,367,000,000
% of 30 days past due to total retained loans	3.86%	3.89%
Consumer, excluding credit card | Home equity | Senior lien | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 2,090,000,000	$ 2,232,000,000
Consumer, excluding credit card | Home equity | Senior lien | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	2,591,000,000	2,805,000,000
Consumer, excluding credit card | Home equity | Senior lien | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,219,000,000	1,306,000,000
Consumer, excluding credit card | Home equity | Senior lien | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,624,000,000	1,845,000,000
Consumer, excluding credit card | Home equity | Senior lien | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	828,000,000	861,000,000
Consumer, excluding credit card | Home equity | Senior lien | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	652,000,000	654,000,000
Consumer, excluding credit card | Home equity | Senior lien | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	455,000,000	506,000,000
Consumer, excluding credit card | Home equity | Senior lien | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	843,000,000	927,000,000
Consumer, excluding credit card | Home equity | Senior lien | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	683,000,000	736,000,000
Consumer, excluding credit card | Home equity | Senior lien | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,053,000,000	1,150,000,000
Consumer, excluding credit card | Home equity | Senior lien | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,118,000,000	3,345,000,000
Consumer, excluding credit card | Home equity | Senior lien | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [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
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	15,000,000	21,000,000
Consumer, excluding credit card | Home equity | Senior lien | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [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
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	87,000,000	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
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	50,000,000	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
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	450,000,000	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
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	172,000,000	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
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	12,331,000,000	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
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	2,044,000,000	2,226,000,000
Consumer, excluding credit card | Home equity | Senior lien | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	14,571,000,000	15,730,000,000
Consumer, excluding credit card | Home equity | Senior lien | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	248,000,000	275,000,000
Consumer, excluding credit card | Home equity | Senior lien | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	337,000,000	362,000,000
Consumer, excluding credit card | Home equity | Senior lien | 90 or more days past due and government guaranteed(c) | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	0	0
Consumer, excluding credit card | Home equity | Senior lien | Nonaccrual loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	883,000,000	938,000,000
Consumer, excluding credit card | Home equity | Junior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 31,974,000,000	$ 36,375,000,000
% of 30 days past due to total retained loans	2.14%	2.20%
Consumer, excluding credit card | Home equity | Junior lien | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 7,123,000,000	$ 8,144,000,000
Consumer, excluding credit card | Home equity | Junior lien | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	6,819,000,000	7,685,000,000
Consumer, excluding credit card | Home equity | Junior lien | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	2,321,000,000	2,605,000,000
Consumer, excluding credit card | Home equity | Junior lien | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	977,000,000	1,087,000,000
Consumer, excluding credit card | Home equity | Junior lien | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,688,000,000	1,923,000,000
Consumer, excluding credit card | Home equity | Junior lien | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	2,009,000,000	2,233,000,000
Consumer, excluding credit card | Home equity | Junior lien | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,056,000,000	1,216,000,000
Consumer, excluding credit card | Home equity | Junior lien | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,396,000,000	1,595,000,000
Consumer, excluding credit card | Home equity | Junior lien | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	734,000,000	848,000,000
Consumer, excluding credit card | Home equity | Junior lien | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	670,000,000	778,000,000
Consumer, excluding credit card | Home equity | Junior lien | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	7,181,000,000	8,261,000,000
Consumer, excluding credit card | Home equity | Junior lien | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	0	0
Consumer, excluding credit card | Home equity | Junior lien | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Equal to or Greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	252,000,000	467,000,000
Consumer, excluding credit card | Home equity | Junior lien | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	69,000,000	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
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	2,124,000,000	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
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	607,000,000	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
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	5,014,000,000	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
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,422,000,000	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
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	19,242,000,000	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
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,244,000,000	3,407,000,000
Consumer, excluding credit card | Home equity | Junior lien | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	31,289,000,000	35,575,000,000
Consumer, excluding credit card | Home equity | Junior lien | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	447,000,000	533,000,000
Consumer, excluding credit card | Home equity | Junior lien | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	238,000,000	267,000,000
Consumer, excluding credit card | Home equity | Junior lien | 90 or more days past due and government guaranteed(c) | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	0	0
Consumer, excluding credit card | Home equity | Junior lien | Nonaccrual loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,373,000,000	1,590,000,000
Consumer, excluding credit card | Mortgages | U.S. government-guaranteed | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	11,000,000,000	12,100,000,000
Consumer, excluding credit card | Mortgages | Prime, including option ARMs
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 150,114,000,000	$ 104,921,000,000
% of 30 days past due to total retained loans	0.83%	1.42%
Consumer, excluding credit card | Mortgages | Prime, including option ARMs | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 42,588,000,000	$ 28,133,000,000
Consumer, excluding credit card | Mortgages | Prime, including option ARMs | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	19,695,000,000	16,550,000,000
Consumer, excluding credit card | Mortgages | Prime, including option ARMs | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	10,588,000,000	6,654,000,000
Consumer, excluding credit card | Mortgages | Prime, including option ARMs | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	8,143,000,000	4,935,000,000
Consumer, excluding credit card | Mortgages | Prime, including option ARMs | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	6,388,000,000	5,106,000,000
Consumer, excluding credit card | Mortgages | Prime, including option ARMs | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	4,930,000,000	3,361,000,000
Consumer, excluding credit card | Mortgages | Prime, including option ARMs | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,662,000,000	2,410,000,000
Consumer, excluding credit card | Mortgages | Prime, including option ARMs | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	2,800,000,000	1,805,000,000
Consumer, excluding credit card | Mortgages | Prime, including option ARMs | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,718,000,000	1,203,000,000
Consumer, excluding credit card | Mortgages | Prime, including option ARMs | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,061,000,000	615,000,000
Consumer, excluding credit card | Mortgages | Prime, including option ARMs | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	48,541,000,000	34,149,000,000
Consumer, excluding credit card | Mortgages | Prime, including option ARMs | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	11,048,000,000	12,110,000,000
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
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	62,000,000	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
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	62,000,000	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
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	434,000,000	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
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	267,000,000	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
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,497,000,000	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
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	852,000,000	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
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	128,678,000,000	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
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	5,214,000,000	4,906,000,000
Consumer, excluding credit card | Mortgages | Prime, including option ARMs | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	140,579,000,000	93,951,000,000
Consumer, excluding credit card | Mortgages | Prime, including option ARMs | 30 or more days past due | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	8,300,000,000	9,500,000,000
Consumer, excluding credit card | Mortgages | Prime, including option ARMs | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,513,000,000	4,091,000,000
Consumer, excluding credit card | Mortgages | Prime, including option ARMs | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	6,022,000,000	6,879,000,000
Consumer, excluding credit card | Mortgages | Prime, including option ARMs | 90 or more days past due and government guaranteed(c) | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	6,405,000,000	7,544,000,000
Consumer, excluding credit card | Mortgages | Prime, including option ARMs | Nonaccrual loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,863,000,000	2,190,000,000
Consumer, excluding credit card | Mortgages | Subprime
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 3,853,000,000	$ 5,056,000,000
% of 30 days past due to total retained loans	15.81%	15.03%
Consumer, excluding credit card | Mortgages | Subprime | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 541,000,000	$ 718,000,000
Consumer, excluding credit card | Mortgages | Subprime | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	539,000,000	677,000,000
Consumer, excluding credit card | Mortgages | Subprime | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	151,000,000	207,000,000
Consumer, excluding credit card | Mortgages | Subprime | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	148,000,000	177,000,000
Consumer, excluding credit card | Mortgages | Subprime | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	432,000,000	632,000,000
Consumer, excluding credit card | Mortgages | Subprime | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	178,000,000	227,000,000
Consumer, excluding credit card | Mortgages | Subprime | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	84,000,000	109,000,000
Consumer, excluding credit card | Mortgages | Subprime | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	77,000,000	112,000,000
Consumer, excluding credit card | Mortgages | Subprime | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	84,000,000	121,000,000
Consumer, excluding credit card | Mortgages | Subprime | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	85,000,000	112,000,000
Consumer, excluding credit card | Mortgages | Subprime | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,534,000,000	1,964,000,000
Consumer, excluding credit card | Mortgages | Subprime | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [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
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,000,000	10,000,000
Consumer, excluding credit card | Mortgages | Subprime | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	20,000,000	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
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	36,000,000	118,000,000
Consumer, excluding credit card | Mortgages | Subprime | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	139,000,000	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
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	178,000,000	432,000,000
Consumer, excluding credit card | Mortgages | Subprime | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	468,000,000	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
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,406,000,000	1,586,000,000
Consumer, excluding credit card | Mortgages | Subprime | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,603,000,000	1,791,000,000
Consumer, excluding credit card | Mortgages | Subprime | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,244,000,000	4,296,000,000
Consumer, excluding credit card | Mortgages | Subprime | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	396,000,000	489,000,000
Consumer, excluding credit card | Mortgages | Subprime | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	213,000,000	271,000,000
Consumer, excluding credit card | Mortgages | Subprime | 90 or more days past due and government guaranteed(c) | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	0	0
Consumer, excluding credit card | Mortgages | Subprime | Nonaccrual loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 812,000,000	$ 1,036,000,000

Loans - Consumer, Excluding 102

Loans - Consumer, Excluding Credit Card Loan Portfolio, Delinquency Statistics Junior Lien Home Equity Loans (Details) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2015	Dec. 31, 2014	Sep. 30, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 804,293	$ 747,508	$ 735,304
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	331,732	294,979	$ 288,379
Consumer, excluding credit card | Home equity | Junior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 31,974	$ 36,375
% of 30 days past due to total retained loans	2.14%	2.20%
Consumer, excluding credit card | HELOANs
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 2,582	$ 3,144
% of 30 days past due to total retained loans	2.75%	3.34%
Consumer, excluding credit card | HELOCs, Within the revolving period | HELOCs
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 18,883	$ 25,252
% of 30 days past due to total retained loans	1.57%	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 | HELOCs
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 10,509	$ 7,979
% of 30 days past due to total retained loans	3.03%	3.16%

Loans - Consumer, Excluding 103

Loans - Consumer, Excluding Credit Card Loan Portfolio, Impaired Loans (Details) - Consumer, excluding credit card $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015USD ($)	Sep. 30, 2014USD ($)	Sep. 30, 2015USD ($)payment	Sep. 30, 2014USD ($)	Dec. 31, 2014USD ($)
Impaired loans:
Period past due, credit analysis factors, charge off criteria			90 days
Loans modified subsequent to repurchase from Ginnie Mae	$ 4,200		$ 4,200		$ 4,900
TDRs not having yet made six payments	2,600		2,600		2,900
Average impaired loans	9,331	$ 12,493	10,367	$ 12,806
Interest income on impaired loans	114	144	366	443
Interest income on impaired loans on a cash basis	42	49	$ 132	148
Permanent Modification | Regulatory Guidance Regarding Chapter 7 Loans
Impaired loans:
Rate of default for modified loans, estimated weighted average			18.00%
Mortgages | Minimum | Regulatory Guidance Regarding Chapter 7 Loans
Impaired loans:
Period past due, credit analysis factors, charge off criteria			30 days
Residential real estate
Impaired loans:
With an allowance	6,678		$ 6,678		8,462
Without an allowance	2,595		2,595		2,966
Total impaired loans	9,273		9,273		11,428
Allowance for loan losses related to impaired loans	247		247		422
Unpaid principal balance of impaired loans	13,403		13,403		16,067
Impaired loans on nonaccrual status	3,328		$ 3,328		3,750
Number of payments under modified terms to recognize interest on cash basis | payment			6
Prime, including option ARMs | Mortgages
Impaired loans:
With an allowance	3,954		$ 3,954		4,949
Without an allowance	1,019		1,019		1,196
Total impaired loans	4,973		4,973		6,145
Allowance for loan losses related to impaired loans	93		93		127
Unpaid principal balance of impaired loans	6,429		6,429		7,813
Impaired loans on nonaccrual status	1,373		1,373		1,559
Average impaired loans	5,038	6,657	5,562	6,811
Interest income on impaired loans	52	65	166	199
Interest income on impaired loans on a cash basis	12	14	$ 36	41
Prime, including option ARMs | Mortgages | Permanent Modification | Regulatory Guidance Regarding Chapter 7 Loans
Impaired loans:
Rate of default for modified loans, estimated weighted average			19.00%
Subprime | Mortgages
Impaired loans:
With an allowance	1,437		$ 1,437		2,239
Without an allowance	491		491		639
Total impaired loans	1,928		1,928		2,878
Allowance for loan losses related to impaired loans	15		15		64
Unpaid principal balance of impaired loans	2,968		2,968		4,200
Impaired loans on nonaccrual status	718		718		931
Average impaired loans	1,942	3,411	2,434	3,551
Interest income on impaired loans	30	45	102	141
Interest income on impaired loans on a cash basis	10	13	$ 32	39
Subprime | Mortgages | Permanent Modification | Regulatory Guidance Regarding Chapter 7 Loans
Impaired loans:
Rate of default for modified loans, estimated weighted average			14.00%
Senior lien | Home equity
Impaired loans:
With an allowance	561		$ 561		552
Without an allowance	502		502		549
Total impaired loans	1,063		1,063		1,101
Allowance for loan losses related to impaired loans	53		53		84
Unpaid principal balance of impaired loans	1,395		1,395		1,451
Impaired loans on nonaccrual status	596		596		628
Average impaired loans	1,072	1,115	1,084	1,128
Interest income on impaired loans	13	14	39	42
Interest income on impaired loans on a cash basis	8	9	$ 26	28
Junior lien | Permanent Modification | Regulatory Guidance Regarding Chapter 7 Loans
Impaired loans:
Rate of default for modified loans, estimated weighted average			10.00%
Junior lien | Home equity
Impaired loans:
With an allowance	726		$ 726		722
Without an allowance	583		583		582
Total impaired loans	1,309		1,309		1,304
Allowance for loan losses related to impaired loans	86		86		147
Unpaid principal balance of impaired loans	2,611		2,611		2,603
Impaired loans on nonaccrual status	641		641		$ 632
Average impaired loans	1,279	1,310	1,287	1,316
Interest income on impaired loans	19	20	59	61
Interest income on impaired loans on a cash basis	$ 12	$ 13	$ 38	$ 40

Loans - Consumer, Excluding 104

Loans - Consumer, Excluding Credit Card Loan Portfolio, Loan Modifications, New TDRs (Details) - Consumer, excluding credit card - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Financing Receivable, Impaired [Line Items]
New TDRs	$ 201	$ 198	$ 503	$ 521
Prime, including option ARMs | Mortgages
Financing Receivable, Impaired [Line Items]
New TDRs	49	89	170	208
Subprime | Mortgages
Financing Receivable, Impaired [Line Items]
New TDRs	13	29	47	82
Senior lien | Home equity
Financing Receivable, Impaired [Line Items]
New TDRs	29	27	87	74
Junior lien | Home equity
Financing Receivable, Impaired [Line Items]
New TDRs	$ 110	$ 53	$ 199	$ 157

Loans - Consumer, Excluding 105

Loans - Consumer, Excluding Credit Card Loan Portfolio, Loan Modifications, Nature and Extent of Modifications (Details) - Consumer, excluding credit card - loan	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	72.00%	36.00%	73.00%	56.00%
Concession granted - Term of payment extension	84.00%	36.00%	84.00%	60.00%
Concession granted - Principal and/or interest deferred	24.00%	9.00%	26.00%	16.00%
Concession granted - principal forgiveness	15.00%	62.00%	16.00%	45.00%
Concession granted - other	6.00%	4.00%	5.00%	6.00%
Percentage, sum of items by type, may exceed			100.00%
Trial Modification
Financing Receivable, Impaired [Line Items]
Number of contract modifications	2,499	1,172	4,724	3,476
Permanent Modification
Financing Receivable, Impaired [Line Items]
Number of contract modifications	1,758	3,601	5,076	7,956
Prime, including option ARMs | Mortgages
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	76.00%	23.00%	72.00%	40.00%
Concession granted - Term of payment extension	77.00%	18.00%	82.00%	46.00%
Concession granted - Principal and/or interest deferred	28.00%	7.00%	33.00%	17.00%
Concession granted - principal forgiveness	25.00%	73.00%	25.00%	54.00%
Concession granted - other	10.00%	4.00%	9.00%	9.00%
Prime, including option ARMs | Trial Modification | Mortgages
Financing Receivable, Impaired [Line Items]
Number of contract modifications	283	274	822	790
Prime, including option ARMs | Permanent Modification | Mortgages
Financing Receivable, Impaired [Line Items]
Number of contract modifications	414	1,267	1,122	2,184
Subprime | Mortgages
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	70.00%	26.00%	70.00%	43.00%
Concession granted - Term of payment extension	82.00%	29.00%	80.00%	49.00%
Concession granted - Principal and/or interest deferred	17.00%	6.00%	21.00%	11.00%
Concession granted - principal forgiveness	34.00%	72.00%	32.00%	57.00%
Concession granted - other	15.00%	7.00%	12.00%	9.00%
Subprime | Trial Modification | Mortgages
Financing Receivable, Impaired [Line Items]
Number of contract modifications	381	502	1,170	1,530
Subprime | Permanent Modification | Mortgages
Financing Receivable, Impaired [Line Items]
Number of contract modifications	391	1,420	1,275	2,680
Senior lien | Home equity
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	77.00%	43.00%	75.00%	56.00%
Concession granted - Term of payment extension	90.00%	53.00%	85.00%	71.00%
Concession granted - Principal and/or interest deferred	34.00%	10.00%	32.00%	12.00%
Concession granted - principal forgiveness	3.00%	50.00%	5.00%	38.00%
Concession granted - other	0.00%	0.00%	0.00%	0.00%
Senior lien | Trial Modification | Home equity
Financing Receivable, Impaired [Line Items]
Number of contract modifications	333	232	983	651
Senior lien | Permanent Modification | Home equity
Financing Receivable, Impaired [Line Items]
Number of contract modifications	273	333	849	854
Junior lien | Home equity
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	68.00%	84.00%	73.00%	85.00%
Concession granted - Term of payment extension	87.00%	84.00%	87.00%	83.00%
Concession granted - Principal and/or interest deferred	21.00%	22.00%	24.00%	22.00%
Concession granted - principal forgiveness	5.00%	20.00%	4.00%	26.00%
Concession granted - other	0.00%	0.00%	0.00%	0.00%
Junior lien | Trial Modification | Home equity
Financing Receivable, Impaired [Line Items]
Number of contract modifications	1,502	164	1,749	505
Junior lien | Permanent Modification | Home equity
Financing Receivable, Impaired [Line Items]
Number of contract modifications	680	581	1,830	2,238

Loans - Consumer, Excluding 106

Loans - Consumer, Excluding Credit Card Loan Portfolio, Financial Effects of Modifications and Redefaults (Details) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015USD ($)	Sep. 30, 2014USD ($)	Sep. 30, 2015USD ($)loan_payment	Sep. 30, 2014USD ($)	Dec. 31, 2014USD ($)
Financing Receivable, Impaired [Line Items]
Carrying value	$ 804,293	$ 735,304	$ 804,293	$ 735,304	$ 747,508
Consumer, excluding credit card
Financing Receivable, Impaired [Line Items]
Carrying value	331,732	$ 288,379	331,732	$ 288,379	294,979
Consumer, excluding credit card | In Process of Active or Suspended Foreclosure
Financing Receivable, Impaired [Line Items]
Carrying value	1,200		1,200		1,500
Consumer, excluding credit card | Business banking
Financing Receivable, Impaired [Line Items]
Carrying value	20,871		$ 20,871		20,058
Consumer, excluding credit card | Residential real estate
Financing Receivable, Impaired [Line Items]
Number of payments past due for deemed payment | loan_payment			2
Carrying value	$ 201,097		$ 201,097		162,719
Permanent Modification | Consumer, excluding credit card
Financing Receivable, Impaired [Line Items]
Weighted-average interest rate of loans with interest rate reductions – before TDR	5.57%	5.14%	5.57%	5.63%
Weighted-average interest rate of loans with interest rate reductions – after TDR	2.65%	2.87%	2.65%	2.79%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	22 years	22 years	22 years	23 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	$ 5	$ 5	$ 12	$ 33
Principal deferred	20	15	65	57
Principal forgiven	19	109	54	189
Balance of loans that redefaulted within one year of permanent modification	43	$ 75	$ 116	$ 191
Maximum | Consumer, excluding credit card | Business banking
Financing Receivable, Impaired [Line Items]
Number of years before payment default under a modified loan			1 year
Maximum | Consumer, excluding credit card | Residential real estate
Financing Receivable, Impaired [Line Items]
Number of months before a payment redefault under modified loans			12 months
Prime, including option ARMs | Consumer, excluding credit card | Mortgages
Financing Receivable, Impaired [Line Items]
Carrying value	$ 150,114		$ 150,114		104,921
Prime, including option ARMs | Permanent Modification | Consumer, excluding credit card | Mortgages
Financing Receivable, Impaired [Line Items]
Weighted-average interest rate of loans with interest rate reductions – before TDR	5.07%	4.16%	5.08%	4.81%
Weighted-average interest rate of loans with interest rate reductions – after TDR	2.61%	2.77%	2.50%	2.70%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	25 years	25 years	25 years	25 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	36 years	37 years	37 years	37 years
Charge-offs recognized upon permanent modification	$ 4	$ 1	$ 7	$ 5
Principal deferred	9	8	31	31
Principal forgiven	10	51	26	76
Balance of loans that redefaulted within one year of permanent modification	23	$ 35	$ 58	$ 97
Modifications, weighted-average remaining life			10 years
Subprime | Consumer, excluding credit card | Mortgages
Financing Receivable, Impaired [Line Items]
Carrying value	$ 3,853		$ 3,853		$ 5,056
Subprime | Permanent Modification | Consumer, excluding credit card | Mortgages
Financing Receivable, Impaired [Line Items]
Weighted-average interest rate of loans with interest rate reductions – before TDR	6.82%	6.97%	6.73%	7.29%
Weighted-average interest rate of loans with interest rate reductions – after TDR	3.11%	3.45%	3.17%	3.44%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	24 years	22 years	24 years	24 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	37 years	35 years	36 years	36 years
Charge-offs recognized upon permanent modification	$ 0	$ 1	$ 2	$ 2
Principal deferred	4	4	14	15
Principal forgiven	9	49	26	81
Balance of loans that redefaulted within one year of permanent modification	$ 15	$ 32	$ 44	$ 72
Modifications, weighted-average remaining life			8 years
Senior lien | Permanent Modification | Consumer, excluding credit card
Financing Receivable, Impaired [Line Items]
Modifications, weighted-average remaining life			10 years
Senior lien | Permanent Modification | Consumer, excluding credit card | Home equity
Financing Receivable, Impaired [Line Items]
Weighted-average interest rate of loans with interest rate reductions – before TDR	5.55%	6.05%	5.82%	6.45%
Weighted-average interest rate of loans with interest rate reductions – after TDR	2.61%	3.13%	2.74%	3.03%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	17 years	18 years	17 years	18 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	33 years	31 years	32 years	30 years
Charge-offs recognized upon permanent modification	$ 1	$ 1	$ 1	$ 2
Principal deferred	3	1	10	3
Principal forgiven	0	6	2	12
Balance of loans that redefaulted within one year of permanent modification	$ 4	$ 5	$ 10	$ 14
Junior lien | Permanent Modification | Consumer, excluding credit card
Financing Receivable, Impaired [Line Items]
Modifications, weighted-average remaining life			9 years
Junior lien | Permanent Modification | Consumer, excluding credit card | Home equity
Financing Receivable, Impaired [Line Items]
Weighted-average interest rate of loans with interest rate reductions – before TDR	4.96%	4.81%	4.85%	4.83%
Weighted-average interest rate of loans with interest rate reductions – after TDR	2.15%	2.07%	2.20%	1.95%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	17 years	19 years	18 years	19 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	34 years	35 years	34 years	35 years
Charge-offs recognized upon permanent modification	$ 0	$ 2	$ 2	$ 24
Principal deferred	4	2	10	8
Principal forgiven	0	3	0	20
Balance of loans that redefaulted within one year of permanent modification	$ 1	$ 3	$ 4	$ 8

Loans - Consumer, Excluding 107

Loans - Consumer, Excluding Credit Card Loan Portfolio, Other Consumer Loans (Details) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2015	Dec. 31, 2014	Sep. 30, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 804,293	$ 747,508	$ 735,304
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	331,732	294,979	$ 288,379
Auto | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 57,174	$ 54,536
% of 30 days past due to total retained loans	1.06%	1.23%
Auto | Consumer, excluding credit card | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 10,079	$ 9,822
Auto | Consumer, excluding credit card | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	85	35
Auto | Consumer, excluding credit card | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	0	0
Auto | Consumer, excluding credit card | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	6,836	6,294
Auto | Consumer, excluding credit card | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,730	3,662
Auto | Consumer, excluding credit card | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,424	3,175
Auto | Consumer, excluding credit card | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	6,042	5,608
Auto | Consumer, excluding credit card | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	2,607	2,301
Auto | Consumer, excluding credit card | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,972	1,945
Auto | Consumer, excluding credit card | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,098	1,019
Auto | Consumer, excluding credit card | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,923	2,003
Auto | Consumer, excluding credit card | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,533	1,633
Auto | Consumer, excluding credit card | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	2,284	2,157
Auto | Consumer, excluding credit card | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	25,725	24,739
Auto | Current | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	56,566	53,866
Auto | 30–119 days past due | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	600	663
Auto | 120 or more days past due | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	8	7
Auto | 90 or more days past due and still accruing | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	0	0
Auto | Nonaccrual loans | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	110	115
Business banking | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 20,871	$ 20,058
% of 30 days past due to total retained loans	1.38%	1.73%
Business banking | Consumer, excluding credit card | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 15,224	$ 14,619
Business banking | Consumer, excluding credit card | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	802	708
Business banking | Consumer, excluding credit card | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	183	213
Business banking | Consumer, excluding credit card | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,368	3,008
Business banking | Consumer, excluding credit card | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,251	3,187
Business banking | Consumer, excluding credit card | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,401	1,373
Business banking | Consumer, excluding credit card | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	2,604	2,626
Business banking | Consumer, excluding credit card | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	930	827
Business banking | Consumer, excluding credit card | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	504	451
Business banking | Consumer, excluding credit card | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	269	258
Business banking | Consumer, excluding credit card | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,185	1,083
Business banking | Consumer, excluding credit card | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,366	1,375
Business banking | Consumer, excluding credit card | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,366	1,354
Business banking | Consumer, excluding credit card | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	4,627	4,516
Business banking | Current | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	20,583	19,710
Business banking | 30–119 days past due | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	185	208
Business banking | 120 or more days past due | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	103	140
Business banking | 90 or more days past due and still accruing | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	0	0
Business banking | Nonaccrual loans | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	236	279
Student and other | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 10,354	$ 10,970
% of 30 days past due to total retained loans	2.04%	2.15%
Student and other | Consumer, excluding credit card | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 1,093	$ 1,143
Student and other | Consumer, excluding credit card | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,230	1,259
Student and other | Consumer, excluding credit card | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	697	729
Student and other | Consumer, excluding credit card | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	845	868
Student and other | Consumer, excluding credit card | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	525	521
Student and other | Consumer, excluding credit card | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	384	378
Student and other | Consumer, excluding credit card | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	215	235
Student and other | Consumer, excluding credit card | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	236	239
Student and other | Consumer, excluding credit card | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	430	466
Student and other | Consumer, excluding credit card | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	578	629
Student and other | Consumer, excluding credit card | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	4,121	4,503
Student and other | Current | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	9,636	10,080
Student and other | 30–119 days past due | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	469	576
Student and other | 120 or more days past due | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	249	314
Student and other | 90 or more days past due and still accruing | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	289	367
Student and other | Nonaccrual loans | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	253	270
Student and other | Days Past Due, 30 or More, and Still Accruing | Consumer, excluding credit card | Student and Other Loans Insured or Guaranteed by U.S. Government Agencies
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	507	654
Other Consumer | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 88,399	$ 85,564
% of 30 days past due to total retained loans	1.25%	1.47%
Other Consumer | Consumer, excluding credit card | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 25,303	$ 24,441
Other Consumer | Consumer, excluding credit card | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	887	743
Other Consumer | Consumer, excluding credit card | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	183	213
Other Consumer | Consumer, excluding credit card | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	11,297	10,445
Other Consumer | Consumer, excluding credit card | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	8,211	8,108
Other Consumer | Consumer, excluding credit card | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	5,522	5,277
Other Consumer | Consumer, excluding credit card | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	9,491	9,102
Other Consumer | Consumer, excluding credit card | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	4,062	3,649
Other Consumer | Consumer, excluding credit card | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	2,860	2,774
Other Consumer | Consumer, excluding credit card | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,582	1,512
Other Consumer | Consumer, excluding credit card | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,344	3,325
Other Consumer | Consumer, excluding credit card | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,329	3,474
Other Consumer | Consumer, excluding credit card | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	4,228	4,140
Other Consumer | Consumer, excluding credit card | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	34,473	33,758
Other Consumer | Current | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	86,785	83,656
Other Consumer | Current | Consumer, excluding credit card | Student and Other Loans Insured or Guaranteed by U.S. Government Agencies
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	4,000	4,300
Other Consumer | 30–119 days past due | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,254	1,447
Other Consumer | 30–119 days past due | Consumer, excluding credit card | Student and Other Loans Insured or Guaranteed by U.S. Government Agencies
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 279	364
Other Consumer | 30–119 days past due | Consumer, excluding credit card | Student and Other Loans Insured or Guaranteed by U.S. Government Agencies | Minimum
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, charge-off criteria, period past due	30 days
Other Consumer | 30–119 days past due | Consumer, excluding credit card | Student and Other Loans Insured or Guaranteed by U.S. Government Agencies | Maximum
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, charge-off criteria, period past due	119 days
Other Consumer | 120 or more days past due | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 360	461
Other Consumer | 120 or more days past due | Consumer, excluding credit card | Student and Other Loans Insured or Guaranteed by U.S. Government Agencies
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 228	290
Other Consumer | 120 or more days past due | Consumer, excluding credit card | Student and Other Loans Insured or Guaranteed by U.S. Government Agencies | Minimum
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, charge-off criteria, period past due	120 days
Other Consumer | 90 or more days past due and still accruing | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 289	367
Other Consumer | Nonaccrual loans | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 599	$ 664
Other Consumer | Days Past Due, 30 or More, and Still Accruing | Consumer, excluding credit card | Student and Other Loans Insured or Guaranteed by U.S. Government Agencies | Minimum
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans, charge-off criteria, period past due	30 days

Loans - Consumer, Excluding 108

Loans - Consumer, Excluding Credit Card Loan Portfolio, Other Consumer Impaired Loans and Loan Modifications (Details) - Consumer, excluding credit card - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014	Dec. 31, 2014
Financing Receivable, Impaired [Line Items]
Average impaired loans	$ 9,331	$ 12,493	$ 10,367	$ 12,806
Other Consumer
Financing Receivable, Impaired [Line Items]
With an allowance	512		512		$ 557
Without an allowance	32		32		35
Total impaired loans	544		544		592
Allowance for loan losses related to impaired loans	112		112		117
Unpaid principal balance of impaired loans	657		657		719
Impaired loans on nonaccrual status	430		430		456
Average impaired loans	543	$ 603	565	$ 701
Troubled debt restructuring	398		398		442
Impaired loans on nonaccrual status	$ 284		$ 284		$ 306

Loans - Consumer, Excluding 109

Loans - Consumer, Excluding Credit Card Loan Portfolio, PCI Loans (Details) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014	Sep. 30, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	$ 804,293	$ 747,508	$ 735,304
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	331,732	294,979	$ 288,379
Consumer, excluding credit card | Residential real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	201,097	162,719
Consumer, excluding credit card | Residential real estate | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	52,342	39,227
Consumer, excluding credit card | Residential real estate | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	29,644	27,717
Consumer, excluding credit card | Residential real estate | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	14,279	10,772
Consumer, excluding credit card | Residential real estate | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	10,892	8,044
Consumer, excluding credit card | Residential real estate | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	9,336	8,522
Consumer, excluding credit card | Residential real estate | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	7,769	6,475
Consumer, excluding credit card | Residential real estate | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	5,257	4,241
Consumer, excluding credit card | Residential real estate | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	5,116	4,439
Consumer, excluding credit card | Residential real estate | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	3,219	2,908
Consumer, excluding credit card | Residential real estate | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	2,869	2,655
Consumer, excluding credit card | Residential real estate | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	60,374	47,719
Consumer, excluding credit card | Residential real estate | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Equal to or Greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	332	618
Consumer, excluding credit card | Residential real estate | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	158	302
Consumer, excluding credit card | Residential real estate | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Equal to or Greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	2,681	4,049
Consumer, excluding credit card | Residential real estate | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	1,063	1,630
Consumer, excluding credit card | Residential real estate | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Equal to or Greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	9,139	11,409
Consumer, excluding credit card | Residential real estate | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	2,914	3,802
Consumer, excluding credit card | Residential real estate | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Equal to or Greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	161,657	116,469
Consumer, excluding credit card | Residential real estate | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	12,105	12,330
Consumer, excluding credit card | Residential real estate | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	4,604	5,388
Consumer, excluding credit card | Residential real estate | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	6,810	7,779
Consumer, excluding credit card | Mortgages | Prime
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	150,114	104,921
Consumer, excluding credit card | Mortgages | Prime | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	42,588	28,133
Consumer, excluding credit card | Mortgages | Prime | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	19,695	16,550
Consumer, excluding credit card | Mortgages | Prime | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	10,588	6,654
Consumer, excluding credit card | Mortgages | Prime | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	8,143	4,935
Consumer, excluding credit card | Mortgages | Prime | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	6,388	5,106
Consumer, excluding credit card | Mortgages | Prime | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	4,930	3,361
Consumer, excluding credit card | Mortgages | Prime | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	3,662	2,410
Consumer, excluding credit card | Mortgages | Prime | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	2,800	1,805
Consumer, excluding credit card | Mortgages | Prime | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	1,718	1,203
Consumer, excluding credit card | Mortgages | Prime | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	1,061	615
Consumer, excluding credit card | Mortgages | Prime | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	48,541	34,149
Consumer, excluding credit card | Mortgages | Prime | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Equal to or Greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	62	120
Consumer, excluding credit card | Mortgages | Prime | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	62	103
Consumer, excluding credit card | Mortgages | Prime | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Equal to or Greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	434	648
Consumer, excluding credit card | Mortgages | Prime | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	267	340
Consumer, excluding credit card | Mortgages | Prime | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Equal to or Greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	3,497	3,863
Consumer, excluding credit card | Mortgages | Prime | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	852	1,026
Consumer, excluding credit card | Mortgages | Prime | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Equal to or Greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	128,678	81,805
Consumer, excluding credit card | Mortgages | Prime | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	5,214	4,906
Consumer, excluding credit card | Mortgages | Prime | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	3,513	4,091
Consumer, excluding credit card | Mortgages | Prime | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	6,022	6,879
Consumer, excluding credit card | Mortgages | Subprime mortgage
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	3,853	5,056
Consumer, excluding credit card | Mortgages | Subprime mortgage | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	541	718
Consumer, excluding credit card | Mortgages | Subprime mortgage | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	539	677
Consumer, excluding credit card | Mortgages | Subprime mortgage | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	151	207
Consumer, excluding credit card | Mortgages | Subprime mortgage | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	148	177
Consumer, excluding credit card | Mortgages | Subprime mortgage | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	432	632
Consumer, excluding credit card | Mortgages | Subprime mortgage | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	178	227
Consumer, excluding credit card | Mortgages | Subprime mortgage | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	84	109
Consumer, excluding credit card | Mortgages | Subprime mortgage | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	77	112
Consumer, excluding credit card | Mortgages | Subprime mortgage | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	84	121
Consumer, excluding credit card | Mortgages | Subprime mortgage | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	85	112
Consumer, excluding credit card | Mortgages | Subprime mortgage | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	1,534	1,964
Consumer, excluding credit card | Mortgages | Subprime mortgage | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Equal to or Greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	3	10
Consumer, excluding credit card | Mortgages | Subprime mortgage | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	20	51
Consumer, excluding credit card | Mortgages | Subprime mortgage | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Equal to or Greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	36	118
Consumer, excluding credit card | Mortgages | Subprime mortgage | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	139	298
Consumer, excluding credit card | Mortgages | Subprime mortgage | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Equal to or Greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	178	432
Consumer, excluding credit card | Mortgages | Subprime mortgage | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	468	770
Consumer, excluding credit card | Mortgages | Subprime mortgage | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Equal to or Greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	1,406	1,586
Consumer, excluding credit card | Mortgages | Subprime mortgage | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	1,603	1,791
Consumer, excluding credit card | Mortgages | Subprime mortgage | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	396	489
Consumer, excluding credit card | Mortgages | Subprime mortgage | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	213	271
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	42,236	46,696
Related allowance for loan losses	2,788	3,325
Total loans	$ 44,004	$ 49,137
% of 30 days past due to total loans	11.29%	13.33%
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	$ 24,234	$ 26,964
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	2,642	2,944
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	1,187	1,332
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	657	731
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	3,756	4,257
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	1,187	1,345
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	1,481	1,674
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	728	802
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	469	531
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	190	209
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	7,473	8,348
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Equal to or Greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	387	681
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	367	680
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Equal to or Greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	2,410	3,491
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	1,850	2,755
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Equal to or Greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	7,467	9,262
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	4,695	5,965
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Equal to or Greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	17,238	16,799
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	9,590	9,504
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	39,037	42,586
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	1,910	2,339
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	3,057	4,212
Consumer, excluding credit card | Residential real estate – PCI | Home equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	15,490	17,095
Related allowance for loan losses	1,708	1,758
Total loans	$ 15,867	$ 17,740
% of 30 days past due to total loans	6.47%	8.15%
Consumer, excluding credit card | Residential real estate – PCI | Home equity | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	$ 9,521	$ 10,671
Consumer, excluding credit card | Residential real estate – PCI | Home equity | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	809	876
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	371	405
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	235	273
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	1,533	1,696
Consumer, excluding credit card | Residential real estate – PCI | Home equity | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	319	348
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	850	959
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	289	323
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	46	53
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	18	20
Consumer, excluding credit card | Residential real estate – PCI | Home equity | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	1,876	2,116
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Equal to or Greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	298	513
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	159	273
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Equal to or Greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	1,676	2,245
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	774	1,073
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Equal to or Greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	3,668	4,171
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	1,443	1,647
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Equal to or Greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	5,878	5,824
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	1,971	1,994
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	14,840	16,295
Consumer, excluding credit card | Residential real estate – PCI | Home equity | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	317	445
Consumer, excluding credit card | Residential real estate – PCI | Home equity | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	710	1,000
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	9,196	10,220
Related allowance for loan losses	1,031	1,193
Total loans	$ 9,220	$ 10,249
% of 30 days past due to total loans	11.51%	13.05%
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	$ 5,349	$ 5,965
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	594	672
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	272	301
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	97	92
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	611	689
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	243	279
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	199	225
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	150	167
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	148	166
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	46	48
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	1,511	1,645
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Equal to or Greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	19	45
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	50	97
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Equal to or Greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	269	456
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	259	402
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Equal to or Greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	1,579	2,154
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	973	1,316
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Equal to or Greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	3,859	3,663
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	2,212	2,116
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	8,159	8,912
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	423	500
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Prime | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	638	837
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	3,329	3,673
Related allowance for loan losses	0	180
Total loans	$ 4,151	$ 4,652
% of 30 days past due to total loans	20.38%	23.37%
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	$ 1,036	$ 1,138
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	405	463
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	201	229
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	248	281
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	381	432
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	142	165
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	84	95
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	79	85
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	116	130
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	64	72
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	1,395	1,562
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Equal to or Greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	22	34
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	88	160
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Equal to or Greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	127	215
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	318	509
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Equal to or Greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	405	519
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	788	1,006
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Equal to or Greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	827	719
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	1,576	1,490
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	3,305	3,565
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	465	536
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Subprime mortgage | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	381	551
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	14,221	15,708
Related allowance for loan losses	49	194
Total loans	$ 14,766	$ 16,496
% of 30 days past due to total loans	13.77%	16.26%
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	$ 8,328	$ 9,190
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	834	933
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	343	397
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	77	85
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	1,231	1,440
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	483	553
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	348	395
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	210	227
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	159	182
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	62	69
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	2,691	3,025
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Equal to or Greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	48	89
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | Current Estimated LTV Ratio Greater than 125% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	70	150
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Equal to or Greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	338	575
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | Current Estimated LTV Ratio Between 101% and 125% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	499	771
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Equal to or Greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	1,815	2,418
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | Current Estimated LTV Ratio Between 80% and 100% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	1,491	1,996
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Equal to or Greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	6,674	6,593
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | Current Estimated LTV Ratio Less than 80% | Refreshed FICO Scores Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	3,831	3,904
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	12,733	13,814
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	705	858
Consumer, excluding credit card | Residential real estate – PCI | Mortgages | Option ARMs | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	$ 1,328	$ 1,824

Loans - Consumer, Excluding 110

Loans - Consumer, Excluding Credit Card Loan Portfolio, PCI Delinquency Statistics (Details) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2015	Dec. 31, 2014	Sep. 30, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 804,293	$ 747,508	$ 735,304
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	331,732	294,979	$ 288,379
Consumer, excluding credit card | Home equity | Senior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 15,156	$ 16,367
Total 30 day delinquency rate	3.86%	3.89%
Consumer, excluding credit card | Home equity | Junior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 31,974	$ 36,375
Total 30 day delinquency rate	2.14%	2.20%
Consumer, excluding credit card | Residential real estate – PCI | Home equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 15,490	$ 17,095
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Senior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Percentage of senior liens to total financing receivables	20.00%
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Junior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 12,269	$ 13,851
Total 30 day delinquency rate	4.56%	6.55%
Consumer, excluding credit card | Residential real estate – PCI | HELOCs | Junior lien | Within the revolving period
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 5,888	$ 8,972
Total 30 day delinquency rate	4.26%	6.42%
Home equity line of credit, open-ended revolving period	10 years
Consumer, excluding credit card | Residential real estate – PCI | HELOCs | Junior lien | Beyond the revolving period
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 5,770	$ 4,143
Total 30 day delinquency rate	4.75%	6.42%
Consumer, excluding credit card | Residential real estate – PCI | HELOANs | Junior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 611	$ 736
Total 30 day delinquency rate	5.56%	8.83%

Loans - Consumer, Excluding 111

Loans - Consumer, Excluding Credit Card Loan Portfolio, PCI Accretable Yield Activity (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 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	$ 804,293	$ 735,304	$ 804,293	$ 735,304	$ 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	331,732	288,379	331,732	288,379	294,979
Consumer, excluding credit card | In Process of Active or Suspended Foreclosure
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Total retained loans	1,200		1,200		1,500
Consumer, excluding credit card | Residential real estate
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Total retained loans	201,097		201,097		162,719
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Beginning balance	13,741	15,275	14,592	16,167
Accretion into interest income	(424)	(471)	(1,290)	(1,480)
Changes in interest rates on variable-rate loans	3	(75)	21	(141)
Other changes in expected cash flows	511	242	508	425
Reclassifications from nonaccretable difference	90	0	90	0
Ending balance	$ 13,921	$ 14,971	$ 13,921	$ 14,971
Accretable yield percentage	4.22%	4.10%	4.18%	4.22%
Total retained loans	$ 42,236		$ 42,236		46,696
Consumer, excluding credit card | Residential real estate – PCI | Residential real estate | In Process of Active or Suspended Foreclosure
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Total retained loans	$ 2,400		$ 2,400		$ 3,200

Loans - Credit Card Loan Portfo

Loans - Credit Card Loan Portfolio (Details) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014	Sep. 30, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 804,293	$ 747,508	$ 735,304
Credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	125,634	128,027	$ 126,564
Credit card | Credit card loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 125,634	$ 128,027
% of 30 days past due to total retained loans	1.38%	1.44%
% of 90 days past due to total retained loans	0.66%	0.70%
Percentage of portfolio based on carrying value with estimated refreshed FICO scores, Equal to or greater than 660	85.10%	85.70%
Percentage of portfolio based on carrying value with estimated refreshed FICO scores, Less than 660	14.90%	14.30%
Credit card | Credit card loans | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 17,830	$ 17,940
Credit card | Credit card loans | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	11,270	11,088
Credit card | Credit card loans | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	10,965	10,940
Credit card | Credit card loans | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	7,389	7,497
Credit card | Credit card loans | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	7,375	7,398
Credit card | Credit card loans | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	5,668	5,750
Credit card | Credit card loans | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	4,504	4,707
Credit card | Credit card loans | Pennsylvania
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	4,324	4,489
Credit card | Credit card loans | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,448	3,552
Credit card | Credit card loans | Virginia
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,068	3,263
Credit card | Credit card loans | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	49,793	51,403
Credit card | Credit card loans | Current and less than 30 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	123,901	126,189
Credit card | Credit card loans | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	908	943
Credit card | Credit card loans | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	825	895
Credit card | Credit card loans | Nonaccrual loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 0	$ 0

Loans - Credit Card Portfolio -

Loans - Credit Card Portfolio - Impaired Loans (Details) - Credit card - Credit card loans - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014	Dec. 31, 2014
Financing Receivable, Impaired [Line Items]
Credit card loans with modified payment terms	$ 1,370		$ 1,370		$ 1,775
Modified credit card loans that have reverted to pre-modification payment terms	193		193		254
Total impaired loans	1,563		1,563		2,029
Allowance for loan losses related to impaired credit card loans	485		485		500
Average impaired loans	1,620	$ 2,342	1,775	$ 2,630
Interest income on impaired loans	20	$ 29	64	$ 97
Completion of Short Term Modification
Financing Receivable, Impaired [Line Items]
Amounts related to short-term modification program	71		71		95
Noncompliance with Modified Terms
Financing Receivable, Impaired [Line Items]
Modified credit card loans that have reverted to pre-modification payment terms	$ 122		$ 122		$ 159

Loans - Credit Card Portfoli114

Loans - Credit Card Portfolio - Loan Modifications (Details) - Credit card - Credit card loans $ in Millions	3 Months Ended		9 Months Ended		12 Months Ended
	Sep. 30, 2015USD ($)	Sep. 30, 2014USD ($)	Sep. 30, 2015USD ($)payment	Sep. 30, 2014USD ($)	Dec. 31, 2014
Financing Receivable, Impaired [Line Items]
Fixed payment plan period			60 months
Weighted-average interest rate of loans – before TDR	15.09%	14.96%	15.13%	15.01%
Weighted-average interest rate of loans – after TDR	4.35%	4.40%	4.30%	4.37%
Loans that redefaulted within one year of modification	$ 23	$ 29	$ 65	$ 92
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			26.04%		27.91%
Total new enrollments
Financing Receivable, Impaired [Line Items]
New TDRs	$ 154	$ 196	$ 483	$ 622

Loans - Wholesale Loan Portfoli

Loans - Wholesale Loan Portfolio - By Class of Receivable (Details) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014	Sep. 30, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 804,293	$ 747,508	$ 735,304
Wholesale
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 346,927	$ 324,502	$ 320,361
% of total criticized to total retained loans	1.79%	1.45%
% of nonaccrual loans to total retained loans	0.31%	0.18%
Wholesale | Current and less than 30 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 344,105	$ 321,612
Wholesale | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,612	2,215
Wholesale | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	124	76
Wholesale | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,086	599
Wholesale | Total non-U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	96,544	100,865
Wholesale | Total U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	250,383	223,637
Wholesale | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	261,189	241,666
Wholesale | Total noninvestment- grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	85,738	82,836
Wholesale | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	79,513	78,118
Wholesale | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	5,139	4,119
Wholesale | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,086	599
Wholesale | Commercial and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 113,707	$ 109,625
% of total criticized to total retained loans	3.50%	2.22%
% of nonaccrual loans to total retained loans	0.59%	0.17%
Wholesale | Commercial and industrial | Current and less than 30 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 112,916	$ 108,857
Wholesale | Commercial and industrial | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	118	566
Wholesale | Commercial and industrial | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1	14
Wholesale | Commercial and industrial | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	672	188
Wholesale | Commercial and industrial | Total non-U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	30,734	33,739
Wholesale | Commercial and industrial | Total U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	82,973	75,886
Wholesale | Commercial and industrial | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	64,719	63,069
Wholesale | Commercial and industrial | Total noninvestment- grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	48,988	46,556
Wholesale | Commercial and industrial | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	45,012	44,117
Wholesale | Commercial and industrial | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	3,304	2,251
Wholesale | Commercial and industrial | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	672	188
Wholesale | Real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 89,481	$ 79,113
% of total criticized to total retained loans	1.81%	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
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 89,041	$ 78,552
Wholesale | Real estate | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	167	275
Wholesale | Real estate | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	16	33
Wholesale | Real estate | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	257	253
Wholesale | Real estate | Total non-U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	2,671	2,099
Wholesale | Real estate | Total U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	86,810	77,014
Wholesale | Real estate | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	71,068	61,006
Wholesale | Real estate | Total noninvestment- grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	18,413	18,107
Wholesale | Real estate | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	16,795	16,541
Wholesale | Real estate | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,361	1,313
Wholesale | Real estate | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	257	253
Wholesale | Financial institutions
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 29,160	$ 34,530
% of total criticized to total retained loans	1.05%	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
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 29,092	$ 34,408
Wholesale | Financial institutions | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	47	104
Wholesale | Financial institutions | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	10	0
Wholesale | Financial institutions | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	11	18
Wholesale | Financial institutions | Total non-U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	18,019	20,944
Wholesale | Financial institutions | Total U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	11,141	13,586
Wholesale | Financial institutions | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	22,805	27,111
Wholesale | Financial institutions | Total noninvestment- grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	6,355	7,419
Wholesale | Financial institutions | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	6,048	7,085
Wholesale | Financial institutions | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	296	316
Wholesale | Financial institutions | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	11	18
Wholesale | Government agencies
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 11,106	$ 8,696
% of total criticized to total retained loans	0.06%	0.03%
% of nonaccrual loans to total retained loans	0.00%	0.00%
Wholesale | Government agencies | Current and less than 30 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 11,038	$ 8,627
Wholesale | Government agencies | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	68	69
Wholesale | Government agencies | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	0	0
Wholesale | Government agencies | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	0	0
Wholesale | Government agencies | Total non-U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,666	1,122
Wholesale | Government agencies | Total U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	9,440	7,574
Wholesale | Government agencies | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	10,843	8,393
Wholesale | Government agencies | Total noninvestment- grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	263	303
Wholesale | Government agencies | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	256	300
Wholesale | Government agencies | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	7	3
Wholesale | Government agencies | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	0	0
Wholesale | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 103,473	$ 92,538
% of total criticized to total retained loans	0.31%	0.41%
% of nonaccrual loans to total retained loans	0.14%	0.15%
Wholesale | Other | Current and less than 30 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 102,018	$ 91,168
Wholesale | Other | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,212	1,201
Wholesale | Other | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	97	29
Wholesale | Other | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	146	140
Wholesale | Other | Total non-U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	43,454	42,961
Wholesale | Other | Total U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	60,019	49,577
Wholesale | Other | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	91,754	82,087
Wholesale | Other | Total noninvestment- grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	11,719	10,451
Wholesale | Other | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	11,402	10,075
Wholesale | Other | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	171	236
Wholesale | Other | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 146	$ 140

Loans - Wholesale Loan Portf116

Loans - Wholesale Loan Portfolio - Real Estate Class of Loans (Details) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014	Sep. 30, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 804,293	$ 747,508	$ 735,304
Wholesale
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 346,927	$ 324,502	$ 320,361
% of total criticized to total retained loans	1.79%	1.45%
% of criticized nonaccrual to total real estate retained loans	0.31%	0.18%
Wholesale | Multifamily
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 58,139	$ 51,049
% of total criticized to total retained loans	0.89%	1.28%
% of criticized nonaccrual to total real estate retained loans	0.20%	0.25%
Wholesale | Commercial lessors
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 19,045	$ 17,438
% of total criticized to total retained loans	5.14%	4.82%
% of criticized nonaccrual to total real estate retained loans	0.53%	0.63%
Wholesale | Commercial construction and development
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 4,832	$ 4,264
% of total criticized to total retained loans	0.83%	0.98%
% of criticized nonaccrual to total real estate retained loans	0.00%	0.00%
Wholesale | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 7,465	$ 6,362
% of total criticized to total retained loans	1.14%	0.49%
% of criticized nonaccrual to total real estate retained loans	0.58%	0.27%
Wholesale | Real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 89,481	$ 79,113
% of total criticized to total retained loans	1.81%	1.98%
% of criticized nonaccrual to total real estate retained loans	0.29%	0.32%
Wholesale | Criticized exposure | Multifamily
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 515	$ 652
Wholesale | Criticized exposure | Commercial lessors
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	978	841
Wholesale | Criticized exposure | Commercial construction and development
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	40	42
Wholesale | Criticized exposure | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	85	31
Wholesale | Criticized exposure | Real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,618	1,566
Wholesale | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	1,086	599
Wholesale | Criticized nonaccrual | Multifamily
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	114	126
Wholesale | Criticized nonaccrual | Commercial lessors
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	100	110
Wholesale | Criticized nonaccrual | Commercial construction and development
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	0	0
Wholesale | Criticized nonaccrual | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	43	17
Wholesale | Criticized nonaccrual | Real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total retained loans	$ 257	$ 253

Loans - Wholesale Loan Portf117

Loans - Wholesale Loan Portfolio - Impaired Loans (Details) - Wholesale - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014	Dec. 31, 2014
Commercial and industrial
Impaired loans:
With an allowance	$ 578		$ 578		$ 174
Without an allowance	94		94		24
Total impaired loans	672		672		198
Allowance for loan losses related to impaired loans	216		216		34
Unpaid principal balance of impaired loans	721		721		266
Average impaired loans	559	$ 245	388	$ 262
Real estate
Impaired loans:
With an allowance	167		167		193
Without an allowance	124		124		87
Total impaired loans	291		291		280
Allowance for loan losses related to impaired loans	20		20		36
Unpaid principal balance of impaired loans	356		356		345
Average impaired loans	261	287	257	316
Financial institutions
Impaired loans:
With an allowance	10		10		15
Without an allowance	1		1		3
Total impaired loans	11		11		18
Allowance for loan losses related to impaired loans	2		2		4
Unpaid principal balance of impaired loans	14		14		22
Average impaired loans	12	17	14	19
Government agencies
Impaired loans:
With an allowance	0		0		0
Without an allowance	0		0		0
Total impaired loans	0		0		0
Allowance for loan losses related to impaired loans	0		0		0
Unpaid principal balance of impaired loans	0		0		0
Average impaired loans	0	0	1	0
Other
Impaired loans:
With an allowance	86		86		89
Without an allowance	61		61		52
Total impaired loans	147		147		141
Allowance for loan losses related to impaired loans	43		43		13
Unpaid principal balance of impaired loans	151		151		202
Average impaired loans	122	162	114	163
Commercial mortgage
Impaired loans:
With an allowance	841		841		471
Without an allowance	280		280		166
Total impaired loans	1,121		1,121		637
Allowance for loan losses related to impaired loans	281		281		87
Unpaid principal balance of impaired loans	1,242		1,242		$ 835
Average impaired loans	$ 954	$ 711	$ 774	$ 760

Allowance for credit losses (De

Allowance for credit losses (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Dec. 31, 2014	Sep. 30, 2014
Allowance for Loan and Lease Losses [Roll Forward]
Gross charge-offs/Write-offs of PCI loans			$ 162	$ 196
Provision for credit losses	$ 682	$ 757	2,576	2,299
Loans by impairment methodology
Asset-specific					$ 12,501		$ 15,670
Formula-based					749,552		671,142
PCI					42,240		48,492
Total retained loans					804,293	$ 747,508	735,304
Lending-related commitments by impairment methodology
Asset-specific					176		134
Formula-based					940,610		1,057,070
Total lending-related commitments					940,786	950,997	1,057,204
Impaired collateral-dependent loans
Allowance for Loan and Lease Losses [Roll Forward]
Net charge-offs/(recoveries)			86	113
Impaired collateral-dependent loans
Loans measured at fair value of collateral less cost to sell					2,978		3,453
Allowance for loan losses
Allowance for Loan and Lease Losses [Roll Forward]
Beginning balance			14,185	16,264
Gross charge-offs/Write-offs of PCI loans			3,941	4,601
Gross recoveries			(919)	(1,060)
Net charge-offs/(recoveries)			3,022	3,541
Provision for credit losses			2,463	2,368
Other			2	(6)
Ending balance	13,466	14,889	13,466	14,889
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Asset-specific					1,125		1,242
Formula-based					9,553		9,985
PCI					2,788		3,662
Total allowance for loan losses	13,466	14,889	14,185	16,264	13,466	14,185	14,889
Allowance for lending-related commitments
Allowance for Loan and Lease Losses [Roll Forward]
Beginning balance			622	705
Provision for credit losses			113	(69)
Other			0	1
Ending balance	735	637	735	637
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Allowance for lending-related commitments by impairment methodology, asset-specific					69		68
Allowance for lending-related commitments by impairment methodology, formula-based					666		569
Total allowance for loan losses	735	637	622	705	735	622	637
Consumer, excluding credit card
Allowance for Loan and Lease Losses [Roll Forward]
Gross charge-offs/Write-offs of PCI loans			162	196
Loans by impairment methodology
Asset-specific					9,817		12,779
Formula-based					279,679		227,113
PCI					42,236		48,487
Total retained loans					331,732	294,979	288,379
Lending-related commitments by impairment methodology
Asset-specific					0		0
Formula-based					60,005		54,912
Total lending-related commitments					60,005		54,912
Consumer, excluding credit card | Impaired collateral-dependent loans
Allowance for Loan and Lease Losses [Roll Forward]
Net charge-offs/(recoveries)			84	105
Impaired collateral-dependent loans
Loans measured at fair value of collateral less cost to sell					2,653		3,138
Consumer, excluding credit card | Allowance for loan losses
Allowance for Loan and Lease Losses [Roll Forward]
Beginning balance			7,050	8,456
Gross charge-offs/Write-offs of PCI loans			1,269	1,613
Gross recoveries			(577)	(629)
Net charge-offs/(recoveries)			692	984
Provision for credit losses			(346)	180
Other			(1)	2
Ending balance	5,849	7,458	5,849	7,458
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Asset-specific					359		618
Formula-based					2,702		3,178
PCI					2,788		3,662
Total allowance for loan losses	5,849	7,458	7,050	8,456	5,849	7,050	7,458
Consumer, excluding credit card | Allowance for lending-related commitments
Allowance for Loan and Lease Losses [Roll Forward]
Beginning balance			13	8
Provision for credit losses			1	1
Other			0	0
Ending balance	14	9	14	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					14		9
Total allowance for loan losses	14	9	13	8	14	13	9
Credit card
Allowance for Loan and Lease Losses [Roll Forward]
Gross charge-offs/Write-offs of PCI loans			0	0
Loans by impairment methodology
Asset-specific					1,563		2,227
Formula-based					124,071		124,337
PCI					0		0
Total retained loans					125,634	128,027	126,564
Lending-related commitments by impairment methodology
Asset-specific					0		0
Formula-based					526,433		531,301
Total lending-related commitments					526,433		531,301
Credit card | Impaired collateral-dependent loans
Allowance for Loan and Lease Losses [Roll Forward]
Net charge-offs/(recoveries)			0	0
Impaired collateral-dependent loans
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]
Beginning balance			3,439	3,795
Gross charge-offs/Write-offs of PCI loans			2,626	2,882
Gross recoveries			(278)	(311)
Net charge-offs/(recoveries)			2,348	2,571
Provision for credit losses			2,348	2,371
Other			(5)	(5)
Ending balance	3,434	3,590	3,434	3,590
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Asset-specific					485		500
Formula-based					2,949		3,090
PCI					0		0
Total allowance for loan losses	3,434	3,590	3,439	3,795	3,434	3,439	3,590
Credit card | Allowance for lending-related commitments
Allowance for Loan and Lease Losses [Roll Forward]
Beginning balance			0	0
Provision for credit losses			0	0
Other			0	0
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	0	0
Wholesale
Allowance for Loan and Lease Losses [Roll Forward]
Gross charge-offs/Write-offs of PCI loans			0	0
Loans by impairment methodology
Asset-specific					1,121		664
Formula-based					345,802		319,692
PCI					4		5
Total retained loans					346,927	324,502	320,361
Lending-related commitments by impairment methodology
Asset-specific					176		134
Formula-based					354,172		470,857
Total lending-related commitments					354,348		470,991
Wholesale | Impaired collateral-dependent loans
Allowance for Loan and Lease Losses [Roll Forward]
Net charge-offs/(recoveries)			2	8
Impaired collateral-dependent loans
Loans measured at fair value of collateral less cost to sell					325		315
Wholesale | Allowance for loan losses
Allowance for Loan and Lease Losses [Roll Forward]
Beginning balance			3,696	4,013
Gross charge-offs/Write-offs of PCI loans			46	106
Gross recoveries			(64)	(120)
Net charge-offs/(recoveries)			(18)	(14)
Provision for credit losses			461	(183)
Other			8	(3)
Ending balance	4,183	3,841	4,183	3,841
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Asset-specific					281		124
Formula-based					3,902		3,717
PCI					0		0
Total allowance for loan losses	4,183	3,841	3,696	4,013	4,183	3,696	3,841
Wholesale | Allowance for lending-related commitments
Allowance for Loan and Lease Losses [Roll Forward]
Beginning balance			609	697
Provision for credit losses			112	(70)
Other			0	1
Ending balance	721	628	721	628
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Allowance for lending-related commitments by impairment methodology, asset-specific					69		68
Allowance for lending-related commitments by impairment methodology, formula-based					652		560
Total allowance for loan losses	$ 721	$ 628	$ 609	$ 697	$ 721	$ 609	$ 628

Variable interest entities - Fi

Variable interest entities - Firm Sponsored Variable Interest Entities (Details) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Firm-sponsored mortgage and other consumer securitization trusts
Total assets held by securitization VIEs	$ 239,500	$ 254,300
Retained securitization interests, risk-rated 'A' or better, at fair value	76.00%	77.00%
Corporate & Investment Bank
Firm-sponsored mortgage and other consumer securitization trusts
Senior securities purchased in connection with CIB's secondary market-making activities	$ 132	$ 136
Subordinated securities purchased in connection with CIB's secondary market-making activities	64	34
Residential mortgage | Prime / Alt-A & Option ARMs
Firm-sponsored mortgage and other consumer securitization trusts
Total assets held by securitization VIEs	88,700	96,300
Residential mortgage | Subprime
Firm-sponsored mortgage and other consumer securitization trusts
Total assets held by securitization VIEs	25,200	28,400
Residential mortgage | Investment-grade
Firm-sponsored mortgage and other consumer securitization trusts
Fair value of retained interests	2,100	1,100
Residential mortgage | Noninvestment-grade
Firm-sponsored mortgage and other consumer securitization trusts
Fair value of retained interests	115	185
Commercial and other
Firm-sponsored mortgage and other consumer securitization trusts
Total assets held by securitization VIEs	125,600	129,600
Commercial and other | Investment-grade
Firm-sponsored mortgage and other consumer securitization trusts
Fair value of retained interests	3,800	3,700
Commercial and other | Noninvestment-grade
Firm-sponsored mortgage and other consumer securitization trusts
Fair value of retained interests	239	194
VIEs consolidated by the Firm
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in consolidated securitization VIEs	1,800	3,700
VIEs consolidated by the Firm | Residential mortgage | Prime / Alt-A & Option ARMs
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in consolidated securitization VIEs	1,500	2,700
VIEs consolidated by the Firm | Residential mortgage | Subprime
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in consolidated securitization VIEs	100	800
VIEs consolidated by the Firm | Commercial and other
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in consolidated securitization VIEs	200	200
Not Primary Beneficiary
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in nonconsolidated securitization VIEs with continuing involvement	184,448	198,391
Interest in securitized assets in nonconsolidated VIEs	6,400	5,200
Not Primary Beneficiary | Loans reported as trading assets
Firm-sponsored mortgage and other consumer securitization trusts
Interest in securitized assets in nonconsolidated VIEs	1,100	1,000
Not Primary Beneficiary | AFS securities
Firm-sponsored mortgage and other consumer securitization trusts
Interest in securitized assets in nonconsolidated VIEs	5,300	4,200
Not Primary Beneficiary | Residential mortgage | Prime / Alt-A & Option ARMs
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in nonconsolidated securitization VIEs with continuing involvement	73,779	78,294
Interest in securitized assets in nonconsolidated VIEs	2,200	1,200
Not Primary Beneficiary | Residential mortgage | Subprime
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in nonconsolidated securitization VIEs with continuing involvement	23,300	25,659
Interest in securitized assets in nonconsolidated VIEs	100	100
Not Primary Beneficiary | Residential mortgage | Loans reported as trading assets | Prime / Alt-A & Option ARMs
Firm-sponsored mortgage and other consumer securitization trusts
Interest in securitized assets in nonconsolidated VIEs	500	500
Not Primary Beneficiary | Residential mortgage | Loans reported as trading assets | Subprime
Firm-sponsored mortgage and other consumer securitization trusts
Interest in securitized assets in nonconsolidated VIEs	100	100
Not Primary Beneficiary | Residential mortgage | AFS securities | Prime / Alt-A & Option ARMs
Firm-sponsored mortgage and other consumer securitization trusts
Interest in securitized assets in nonconsolidated VIEs	1,700	700
Not Primary Beneficiary | Residential mortgage | AFS securities | Subprime
Firm-sponsored mortgage and other consumer securitization trusts
Interest in securitized assets in nonconsolidated VIEs	0	0
Not Primary Beneficiary | Commercial and other
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in nonconsolidated securitization VIEs with continuing involvement	87,369	94,438
Interest in securitized assets in nonconsolidated VIEs	4,100	3,900
Not Primary Beneficiary | Commercial and other | Loans reported as trading assets
Firm-sponsored mortgage and other consumer securitization trusts
Interest in securitized assets in nonconsolidated VIEs	500	400
Not Primary Beneficiary | Commercial and other | AFS securities
Firm-sponsored mortgage and other consumer securitization trusts
Interest in securitized assets in nonconsolidated VIEs	$ 3,600	$ 3,500

Variable interest entities - Re

Variable interest entities - Resecuritizations, Multi-seller conduits (Details) - USD ($) $ in Millions	3 Months Ended			9 Months Ended
	Sep. 30, 2015		Sep. 30, 2014	Sep. 30, 2015		Sep. 30, 2014	Dec. 31, 2014
Variable Interest Entity [Line Items]
Securities transferred to agency resecuritization VIEs	$ 6,600		$ 7,500	$ 16,800		$ 20,800
Securities transferred to private-label re-securitization VIEs	50		237	777		670
Total assets (including notional amount of interest-only securities)	2,417,121	[1]	2,526,655	2,417,121	[1]	2,526,655	$ 2,572,773	[1]
Unfunded lending-related commitments	940,786		$ 1,057,204	940,786		$ 1,057,204	950,997
Nonconsolidated rirm-sponsored private-label re-securitizations
Variable Interest Entity [Line Items]
Total assets (including notional amount of interest-only securities)	2,200			2,200			2,900
Re-securitization | Private-label re-securitizations
Variable Interest Entity [Line Items]
Senior and subordinated interest in nonconsolidated agency re-securitization entities	2			2			36
Re-securitization | Private-label re-securitizations | Residential mortgage
Variable Interest Entity [Line Items]
VIE, consolidated, carrying amount assets	48			48			77
VIE, consolidated, carrying amount liabilities	9			9			21
Re-securitization | Re-securitizations
Variable Interest Entity [Line Items]
Senior and subordinated interest in nonconsolidated agency re-securitization entities	1,800			1,800			2,400
Multi-seller conduits
Variable Interest Entity [Line Items]
Commercial paper eliminated in consolidation	6,100			6,100			5,700
Multi-seller conduits | Commercial and other
Variable Interest Entity [Line Items]
Unfunded lending-related commitments	$ 6,900			$ 6,900			$ 9,900
[1]	The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at September 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)Sep 30, 2015 Dec 31, 2014Assets Trading assets$4,237 $9,090Loans69,119 68,880All other assets2,109 1,815Total assets$75,465 $79,785Liabilities Beneficial interests issued by consolidated variable interest entities$48,733 $52,362All other liabilities821 949Total liabilities$49,554 $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 September 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	9 Months Ended		12 Months Ended
	Sep. 30, 2015		Dec. 31, 2014		Sep. 30, 2014
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Total assets	$ 2,417,121	[1]	$ 2,572,773	[1]	$ 2,526,655
Nonconsolidated municipal bond vehicles | Municipal bond vehicles
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Total assets	11,600		11,500
Liquidity facilities	6,500		6,300
Excess/ (deficit)	$ 5,100		$ 5,200
Weighted average expected life of assets (years)	4 years 8 months 12 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]
Total 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]
Total assets	8,200		8,400
Nonconsolidated municipal bond vehicles | Municipal bond vehicles | Investment-grade Aplus to A-
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Total assets	700		400
Nonconsolidated municipal bond vehicles | Municipal bond vehicles | Investment-grade BBBplus to BBB-
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Total assets	0		0
Nonconsolidated municipal bond vehicles | Municipal bond vehicles | Noninvestment-grade BBplus and below
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Total assets	0		0
Nonconsolidated entities | Municipal bond vehicles
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Maximum exposure	$ 6,500		$ 6,300
[1]	The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at September 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)Sep 30, 2015 Dec 31, 2014Assets Trading assets$4,237 $9,090Loans69,119 68,880All other assets2,109 1,815Total assets$75,465 $79,785Liabilities Beneficial interests issued by consolidated variable interest entities$48,733 $52,362All other liabilities821 949Total liabilities$49,554 $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 September 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		Sep. 30, 2015		Dec. 31, 2014		Sep. 30, 2014
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Trading assets		$ 361,708		$ 398,988
Loans		809,457		757,336
Other		103,381		102,597
Total assets		2,417,121	[1]	2,572,773	[1]	$ 2,526,655
Beneficial interests issued by consolidated VIEs		48,733		52,362
Total liabilities	[1]	2,171,393		2,341,046
VIEs consolidated by the Firm
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Loans		69,100		68,900
Other		2,100		1,800
Total assets		75,400		79,800
Beneficial interests issued by consolidated VIEs		48,700		52,400
Other		800		900
Total liabilities		49,500		53,300
VIEs consolidated by the Firm | 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		33,200		35,400
VIEs consolidated by the Firm | 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		5,000
VIEs consolidated by the Firm | 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		23,800
VIEs consolidated by the Firm | 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		4,400
VIEs consolidated by the Firm | Debt and equity securities
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Trading assets		4,200		9,100
VIEs consolidated by the Firm | Firm-sponsored credit card trusts
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Loans		46,700		48,300
Other		700		700
Total assets		47,400		49,000
Beneficial interests issued by consolidated VIEs		30,100		31,200
Other		0		0
Total liabilities		30,100		31,200
VIEs consolidated by the Firm | 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
VIEs consolidated by the Firm | Firm-administered multi-seller conduits
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Loans		19,000		17,700
Other		0		100
Total assets		19,000		17,800
Beneficial interests issued by consolidated VIEs		13,000		12,000
Other		0		0
Total liabilities		13,000		12,000
VIEs consolidated by the Firm | 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
VIEs consolidated by the Firm | Municipal bond vehicles
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Loans		0		0
Other		0		0
Total assets		2,700		5,300
Beneficial interests issued by consolidated VIEs		2,600		4,900
Other		0		0
Total liabilities		2,600		4,900
VIEs consolidated by the Firm | Municipal bond vehicles | Debt and equity securities
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Trading assets		2,700		5,300
VIEs consolidated by the Firm | Mortgage securitization entities
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Loans		1,400		700
Other		0		0
Total assets		2,600		4,000
Beneficial interests issued by consolidated VIEs		900		2,100
Other		700		800
Total liabilities		1,600		2,900
VIEs consolidated by the Firm | Mortgage securitization entities | Debt and equity securities
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Trading assets		1,200		3,300
VIEs consolidated by the Firm | 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		100		0
Total assets		2,200		2,400
Beneficial interests issued by consolidated VIEs		1,900		2,100
Other		0		0
Total liabilities		1,900		2,100
VIEs consolidated by the Firm | 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
VIEs consolidated by the Firm | Other
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Loans		0		0
Other		1,300		1,000
Total assets		1,500		1,300
Beneficial interests issued by consolidated VIEs		200		100
Other		100		100
Total liabilities		300		200
VIEs consolidated by the Firm | Other | Debt and equity securities
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Trading assets		$ 200		$ 300
[1]	The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at September 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)Sep 30, 2015 Dec 31, 2014Assets Trading assets$4,237 $9,090Loans69,119 68,880All other assets2,109 1,815Total assets$75,465 $79,785Liabilities Beneficial interests issued by consolidated variable interest entities$48,733 $52,362All other liabilities821 949Total liabilities$49,554 $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 September 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 ($)	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Residential mortgage | Level 2
All cash flows during the period:
Proceeds from new securitizations	$ 913,000,000	$ 484,000,000	$ 2,600,000,000	$ 1,100,000,000
Residential mortgage | Level 3
All cash flows during the period:
Proceeds from new securitizations	59,000,000	0	0	21,000,000
Commercial and other | Cash
All cash flows during the period:
Proceeds from new securitizations		0		280,000,000
Commercial and other | Level 2
All cash flows during the period:
Proceeds from new securitizations	3,000,000,000	3,100,000,000	9,000,000,000	7,400,000,000
Commercial and other | Level 3
All cash flows during the period:
Proceeds from new securitizations	5,000,000	0	43,000,000	130,000,000
Securitization entities not consolidated | Residential mortgage
Securitization activity [Abstract]
Principal securitized	971,000,000	484,000,000	2,663,000,000	1,144,000,000
All cash flows during the period:
Proceeds from new securitizations	972,000,000	484,000,000	2,674,000,000	1,147,000,000
Servicing fees collected	129,000,000	142,000,000	409,000,000	418,000,000
Purchases of previously transferred financial assets (or the underlying collateral)	1,000,000	52,000,000	2,000,000	119,000,000
Cash flows received on interests	122,000,000	43,000,000	308,000,000	128,000,000
Securitization entities not consolidated | Commercial and other
Securitization activity [Abstract]
Principal securitized	2,982,000,000	3,101,000,000	9,033,000,000	7,740,000,000
All cash flows during the period:
Proceeds from new securitizations	2,995,000,000	3,141,000,000	9,053,000,000	7,849,000,000
Servicing fees collected	0	1,000,000	2,000,000	3,000,000
Purchases of previously transferred financial assets (or the underlying collateral)	0	0	0	0
Cash flows received on interests	$ 172,000,000	$ 56,000,000	$ 379,000,000	$ 515,000,000

Variable interest entities - Lo

Variable interest entities - Loans Sold to Third-Party Sponsored Securitization Entities (Details) - Nonconsolidated entities - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014	Dec. 31, 2014
Summary of loan sale activities [Abstract]
Carrying value of loans sold	$ 11,394	$ 12,396	$ 34,193	$ 38,919
Proceeds received from loan sales as cash	139	77	238	166
Proceeds from loans sales as securities	11,170	12,250	33,758	38,446
Total proceeds received from loan sales	11,309	12,327	33,996	38,612
Gains on loan sales	61	$ 86	238	$ 205
Loans repurchased	11,300		11,300		$ 12,400
Real estate acquired through foreclosure	$ 327		$ 327		$ 464

Variable interest entities -125

Variable interest entities - Loan Delinquencies and Net Charge-offs (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 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	$ 239,500		$ 239,500		$ 254,300
Commercial and other
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Total assets held by securitization VIEs	125,600		125,600		129,600
Securitized loans
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
90 days past due	16,791		16,791		19,358
Liquidation losses	1,077	$ 1,289	2,857	$ 4,391
Securitized loans in which the firm has no continuing involvement	53,300		53,300		52,200
Securitized loans | Commercial and other
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
90 days past due	1,580		1,580		1,522
Liquidation losses	211	471	350	1,113
Nonconsolidated entities
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Securitized assets	184,448		184,448		198,391
Nonconsolidated entities | Commercial and other
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Securitized assets	87,369		87,369		94,438
VIEs consolidated by the Firm
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Assets held in consolidated securitization VIEs	1,800		1,800		3,700
VIEs consolidated by the Firm | Commercial and other
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
Prime / Alt-A & Option ARMs | Residential mortgage
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Total assets held by securitization VIEs	88,700		88,700		96,300
Prime / Alt-A & Option ARMs | Securitized loans | Residential mortgage
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
90 days past due	9,481		9,481		11,363
Liquidation losses	486	465	1,402	1,722
Prime / Alt-A & Option ARMs | Nonconsolidated entities | Residential mortgage
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Securitized assets	73,779		73,779		78,294
Prime / Alt-A & Option ARMs | VIEs consolidated by the Firm | Residential mortgage
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Assets held in consolidated securitization VIEs	1,500		1,500		2,700
Subprime | Residential mortgage
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Total assets held by securitization VIEs	25,200		25,200		28,400
Subprime | Securitized loans | Residential mortgage
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
90 days past due	5,730		5,730		6,473
Liquidation losses	380	$ 353	1,105	$ 1,556
Subprime | Nonconsolidated entities | Residential mortgage
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Securitized assets	23,300		23,300		25,659
Subprime | VIEs consolidated by the Firm | Residential mortgage
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

Goodwill and other intangibl126

Goodwill and other intangible assets - by Business Segment (Details) - USD ($) $ in Millions	Sep. 30, 2015	Jun. 30, 2015	Dec. 31, 2014	Sep. 30, 2014	Jun. 30, 2014	Dec. 31, 2013
Goodwill [Line Items]
Goodwill	$ 47,405	$ 47,476	$ 47,647	$ 47,970	$ 48,110	$ 48,081
Consumer & Community Banking
Goodwill [Line Items]
Goodwill	30,851		30,941
Corporate & Investment Bank
Goodwill [Line Items]
Goodwill	6,771		6,780
Commercial Banking
Goodwill [Line Items]
Goodwill	2,861		2,861
Asset Management
Goodwill [Line Items]
Goodwill	6,922		6,964
Corporate
Goodwill [Line Items]
Goodwill	$ 0		$ 101

Goodwill and other intangibl127

Goodwill and other intangible assets - Changes During Period (Details) - USD ($)	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Goodwill [Roll Forward]
Balance at beginning of period	$ 47,476,000,000	$ 48,110,000,000	$ 47,647,000,000	$ 48,081,000,000
Changes during the period from:
Business combinations	8,000,000	6,000,000	25,000,000	24,000,000
Dispositions	0	(1,000,000)	(101,000,000)	(1,000,000)
Other	(79,000,000)	(145,000,000)	(166,000,000)	(134,000,000)
Balance at end of period	47,405,000,000	47,970,000,000	47,405,000,000	47,970,000,000
Goodwill impairment			0
Corporate
Goodwill [Roll Forward]
Balance at beginning of period			101,000,000
Changes during the period from:
Balance at end of period	$ 0		$ 0
Goodwill impairment		$ 68,000,000		$ 68,000,000

Goodwill and other intangibl128

Goodwill and other intangible assets - Mortgage Servicing Rights (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Mortgage servicing rights activity [Abstract]
Fair value at the beginning of the period	$ 7,571	$ 8,347	$ 7,436	$ 9,614
MSR activity:
Originations of MSRs	147	148	447	518
Purchase of MSRs	(4)	3	435	9
Disposition of MSRs	0	11	(375)	(175)
Net additions	143	162	507	352
Changes due to collection/realization of expected cash flows	(233)	(216)	(677)	(702)
Changes in valuation due to inputs and assumptions:
Changes due to market interest rates and other	(677)	(101)	(338)	(832)
Changes in valuation due to other inputs and assumptions:
Projected cash flows (e.g., cost to service)	(76)	44	(103)	33
Discount rates	0	0	(10)	(459)
Prepayment model changes and other	(12)	0	(99)	230
Total changes in valuation due to other inputs and assumptions	(88)	44	(212)	(196)
Total changes in valuation due to inputs and assumptions	(765)	(57)	(550)	(1,028)
Fair value at June 30	6,716	8,236	6,716	8,236
Change in unrealized gains/(losses) included in income related to MSRs	(765)	(57)	(550)	(1,028)
Contractual service fees, late fees and other ancillary fees included in income	634	701	1,945	2,189
Third-party mortgage loans serviced	706,000	771,000	706,000	771,000
Net servicer advances	6,600	8,600	6,600	8,600
MSR activity supplemental information
Commercial real estate, fair value period increase (decrease)	(1)	(1)	(3)	(5)
Commercial real estate, fair value	$ 7	$ 13	$ 7	$ 13

Goodwill and other intangibl129

Goodwill and other intangible assets - Mortgage Fees and Related Income (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Risk management:
All other	$ 0	$ 1	$ 2	$ 2
Mortgage fees and related income	469	903	1,957	2,708
Consumer & Community Banking
CCB mortgage fees and related income
Net production revenue	176	253	646	865
Operating revenue:
Loan servicing revenue	648	787	2,104	2,524
Changes in MSR asset fair value due to collection/realization of expected cash flows	(232)	(214)	(674)	(696)
Total operating revenue	416	573	1,430	1,828
Risk management:
Changes in MSR asset fair value due to market interest rates and other	(677)	(101)	(338)	(831)
Other changes in MSR asset fair value due to inputs or assumptions in model	(88)	44	(212)	(196)
Change in derivative fair value and other	642	133	429	1,040
Total risk management	(123)	76	(121)	13
Total net mortgage servicing revenue	293	649	1,309	1,841
Mortgage fees and related income	$ 469	$ 902	$ 1,955	$ 2,706

Goodwill and other intangibl130

Goodwill and other intangible assets - Key Economic Assumptions (Details) - USD ($) $ in Millions	9 Months Ended	12 Months Ended
	Sep. 30, 2015	Dec. 31, 2014
Goodwill and Intangible Assets Disclosure [Abstract]
Weighted-average prepayment speed assumption (“CPR”)	10.19%	9.80%
Impact on fair value of 10% adverse change	$ (297)	$ (337)
Impact on fair value of 20% adverse change	$ (571)	$ (652)
Weighted-average option adjusted spread	9.09%	9.43%
Impact on fair value of 100 basis points adverse change	$ (265)	$ (300)
Impact on fair value of 200 basis points adverse change	$ (510)	$ (578)

Deposits - Noninterest and Inte

Deposits - Noninterest and Interest-bearing (Details) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
U.S. offices
Noninterest-bearing	$ 404,984	$ 437,558
Interest-bearing:
Demand	77,092	90,319
Savings	469,990	466,730
Time (included $9,497 and $7,501 at fair value)	76,932	86,301
Total interest-bearing deposits	624,014	643,350
Total deposits in U.S. offices	1,028,998	1,080,908
Non-U.S. offices
Noninterest-bearing	20,174	19,078
Interest-bearing:
Demand	171,290	217,011
Savings	1,742	2,673
Time (included $1,565 and $1,306 at fair value)	50,902	43,757
Total interest-bearing deposits	223,934	263,441
Total deposits in non-U.S. offices	244,108	282,519
Total deposits	1,273,106	1,363,427
Fair value
Interest-bearing:
Time (included $9,497 and $7,501 at fair value)	9,497	7,501
Interest-bearing:
Time (included $1,565 and $1,306 at fair value)	$ 1,565	$ 1,306

Earnings per share (Details)

Earnings per share (Details) - USD ($) $ / shares in Units, shares in Millions, $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Basic earnings per share
Net income	$ 6,804	$ 5,565	$ 19,008	$ 16,814
Less: Preferred stock dividends	393	304	1,097	799
Net income applicable to common equity	6,411	5,261	17,911	16,015
Less: Dividends and undistributed earnings allocated to participating securities	141	133	413	427
Net income applicable to common stockholders	$ 6,270	$ 5,128	$ 17,498	$ 15,588
Total weighted-average basic shares outstanding (in shares)	3,694.4	3,755.4	3,709.2	3,774.4
Net income per share (in dollars per share)	$ 1.70	$ 1.37	$ 4.72	$ 4.13
Diluted earnings per share
Net income applicable to common stockholders	$ 6,270	$ 5,128	$ 17,498	$ 15,588
Total weighted-average basic shares outstanding (in shares)	3,694.4	3,755.4	3,709.2	3,774.4
Add: Employee stock options, SARs and warrants (in shares)	31.2	33.3	33	33.9
Total weighted-average diluted shares outstanding (in shares)	3,725.6	3,788.7	3,742.2	3,808.3
Net income per share (in dollars per share)	$ 1.68	$ 1.35	$ 4.68	$ 4.09
Earnings Per Share, Diluted, Other Disclosures [Abstract]
Antidilutive securities excluded from computation of earnings per share (in shares)		1		1

Accumulated other comprehens133

Accumulated other comprehensive income/(loss) - Rollforward (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014	Mar. 31, 2014
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning Balance			$ 2,189
Net change, Unrealized gains/(losses) on investment securities	$ (291)	$ (141)	(1,621)	$ 1,928
Net change, Translation adjustments, net of hedges	(5)	3	(12)	13
Net change, Cash flow hedges	(106)	(58)	51	69
Net change, Defined benefit pension and OPEB plans	51	24	144	57
Net change, Accumulated other comprehensive income/(loss)	(351)	(172)	(1,438)	2,067
Ending Balance	751		751
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	3,443	4,867	4,773	2,798
Net change, Unrealized gains/(losses) on investment securities	(291)	(141)	(1,621)	1,928
Ending Balance	3,152	4,726	3,152	4,726
Translation adjustments, net of hedges
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning Balance	(154)	(126)	(147)	(136)
Net change, Translation adjustments, net of hedges	(5)	3	(12)	13
Ending Balance	(159)	(123)	(159)	(123)
Cash flow hedges
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning Balance	62	(12)	(95)	(139)
Net change, Cash flow hedges	(106)	(58)	51	69
Ending Balance	(44)	(70)	(44)	(70)
Defined benefit pension and OPEB plans
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning Balance	(2,249)	(1,291)	(2,342)	(1,324)
Net change, Defined benefit pension and OPEB plans	51	24	144	57
Ending Balance	(2,198)	(1,267)	(2,198)	(1,267)
Accumulated other comprehensive income
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning Balance	1,102	3,438	2,189	1,199
Net change, Accumulated other comprehensive income/(loss)	(351)	(172)	(1,438)	2,067
Ending Balance	$ 751	$ 3,266	$ 751	$ 3,266

Accumulated other comprehens134

Accumulated other comprehensive income/(loss) (Details) - USD ($) $ in Millions	3 Months Ended			9 Months Ended
	Sep. 30, 2015	Mar. 31, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Unrealized gains/(losses) on AFS securities:
Net change, unrealized gains/(losses) on AFS securities	$ (291)		$ (141)	$ (1,621)	$ 1,928
Translation adjustments:
Net change after tax	(5)		3	(12)	13
Other Comprehensive Income (Loss), Derivatives Qualifying as Hedges, Net of Tax [Abstract]
Net change	(106)		(58)	51	69
Defined benefit pension and OPEB plans:
Net change, defined benefit pension and OPEB plans	51		24	144	57
Total other comprehensive income, after–tax	(351)		(172)	(1,438)	2,067
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	(430)		(283)	(2,548)	3,116
Net unrealized gains/(losses) arising during the period tax effect	160		146	1,008	(1,158)
Net unrealized gains/(losses) arising during the period after tax	(270)		(137)	(1,540)	1,958
Reclassification adjustment for realized (gains)/losses included in net income before tax	(33)		(6)	(129)	(48)
Reclassification adjustment for realized (gains)/losses included in net income tax effect	12		2	48	18
Reclassification adjustment for realized (gains)/losses included in net income after tax	(21)		(4)	(81)	(30)
Net change before tax	(463)		(289)	(2,677)	3,068
Net change tax effect	172		148	1,056	(1,140)
Net change, unrealized gains/(losses) on AFS securities	(291)		(141)	(1,621)	1,928
Translation adjustments, net of hedges
Translation adjustments:
Translation before tax	(912)		(1,133)	(1,645)	(761)
Translation tax effect	340		416	601	274
Translation after tax	(572)		(717)	(1,044)	(487)
Hedges before tax	908		1,185	1,651	823
Hedges tax effect	(341)		(465)	(619)	(323)
Hedges after tax	567		720	1,032	500
Net change before tax	(4)		52	6	62
Net change tax effect	(1)		(49)	(18)	(49)
Net change after tax	(5)		3	(12)	13
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	(175)		(66)	(104)	149
Net unrealized gains/(losses) arising during the period tax effect	66		27	38	(60)
Net unrealized gains/(losses) arising during the period after tax	(109)		(39)	(66)	89
Reclassification adjustment for realized (gains)/losses included in net income before tax	5		(31)	187	(33)
Reclassification adjustment for realized (gains)/losses included in net income tax effect	(2)		12	(70)	13
Reclassification adjustment for realized (gains)/losses included in net income after tax	3		(19)	117	(20)
Net change before tax	(170)		(97)	83	116
Net change tax effect	64		39	(32)	(47)
Net change	(106)		(58)	51	69
Defined benefit pension and OPEB plans
Defined benefit pension and OPEB plans:
Net gains/(losses) arising during the period before tax	0		(1)	101	87
Net gains/(losses) arising during the period tax effect	0		0	(39)	(34)
Net gains/(losses) arising during the period after tax	0		(1)	62	53
Reclassification adjustments included in net income, amortization of net loss before tax	71		18	212	55
Reclassification adjustments included in net income, amortization of net loss tax effect	(27)		(8)	(80)	(23)
Reclassification adjustments included in net income, amortization of net loss after tax	44		10	132	32
Reclassification adjustments included in net income, prior service costs/(credits) before tax	(9)		(10)	(27)	(32)
Reclassification adjustments included in net income, prior service costs/(credits) tax effect	3		4	10	13
Reclassification adjustments included in net income, prior service costs/(credits) after tax	(6)		(6)	(17)	(19)
Foreign exchange and other before tax	20		34	20	15
Foreign exchange and other tax effect	(7)		(13)	(53)	(24)
Foreign exchange and other after tax	13		21	(33)	(9)
Net change before tax	82		41	306	125
Net change tax effect	(31)		(17)	(162)	(68)
Net change, defined benefit pension and OPEB plans	51		24	144	57
Accumulated other comprehensive income
Defined benefit pension and OPEB plans:
Total other comprehensive income/(loss) before tax	(555)		(293)	(2,282)	3,371
Total other comprehensive income/(loss) tax effect	204		121	844	(1,304)
Total other comprehensive income, after–tax	$ (351)		$ (172)	$ (1,438)	$ 2,067

Regulatory capital (Details)

Regulatory capital (Details) - USD ($)	Sep. 30, 2015	Dec. 31, 2014
Basel III
Capital ratios
CET1 - Minimum capital ratios	4.50%
CET1 - Well-capitalized ratios	6.50%
Tier 1 - Minimum capital ratio	6.00%
Tier 1 - Well capitalized ratio	8.00%
Total - Minimum capital ratio	8.00%
Total - 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	$ 111,000,000	$ 130,000,000
Adjustments to capital for deferred tax liabilities resulting from tax-deductible goodwill	3,000,000,000	2,700,000,000
JPMorgan Chase & Co. | Basel III Standardized Transitional
Regulatory capital
CET1 capital	173,577,000,000	164,426,000,000
Tier 1 capital	199,222,000,000	186,294,000,000
Total capital	234,462,000,000	221,225,000,000
Assets
Risk-weighted	1,503,370,000,000	1,472,602,000,000
Adjusted average	$ 2,375,809,000,000	$ 2,465,414,000,000
Capital ratios
CET1	11.50%	11.20%
Tier 1	13.30%	12.70%
Total	15.60%	15.00%
Tier 1 leverage	8.40%	7.60%
JPMorgan Chase & Co. | Basel III Advanced Transitional
Regulatory capital
CET1 capital	$ 173,577,000,000	$ 164,426,000,000
Tier 1 capital	199,222,000,000	186,294,000,000
Total capital	223,962,000,000	210,684,000,000
Assets
Risk-weighted	1,502,685,000,000	1,608,240,000,000
Adjusted average	$ 2,375,809,000,000	$ 2,465,414,000,000
Capital ratios
CET1	11.60%	10.20%
Tier 1	13.30%	11.60%
Total	14.90%	13.10%
Tier 1 leverage	8.40%	7.60%
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	$ 999,000,000
JPMorgan Chase Bank, N.A. | Basel III Standardized Transitional
Regulatory capital
CET1 capital	166,636,000,000	$ 156,567,000,000
Tier 1 capital	166,900,000,000	156,891,000,000
Total capital	181,404,000,000	173,328,000,000
Assets
Risk-weighted	1,287,699,000,000	1,230,358,000,000
Adjusted average	$ 1,920,310,000,000	$ 1,968,131,000,000
Capital ratios
CET1	12.90%	12.70%
Tier 1	13.00%	12.80%
Total	14.10%	14.10%
Tier 1 leverage	8.70%	8.00%
JPMorgan Chase Bank, N.A. | Basel III Advanced Transitional
Regulatory capital
CET1 capital	$ 166,636,000,000	$ 156,567,000,000
Tier 1 capital	166,900,000,000	156,891,000,000
Total capital	174,626,000,000	166,331,000,000
Assets
Risk-weighted	1,260,657,000,000	1,330,175,000,000
Adjusted average	$ 1,920,310,000,000	$ 1,968,131,000,000
Capital ratios
CET1	13.20%	11.80%
Tier 1	13.20%	11.80%
Total	13.90%	12.50%
Tier 1 leverage	8.70%	8.00%
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	$ 420,000,000
Chase Bank USA, N.A. | Basel III Standardized Transitional
Regulatory capital
CET1 capital	15,256,000,000	$ 14,556,000,000
Tier 1 capital	15,256,000,000	14,556,000,000
Total capital	21,201,000,000	20,517,000,000
Assets
Risk-weighted	101,533,000,000	103,468,000,000
Adjusted average	$ 133,525,000,000	$ 128,111,000,000
Capital ratios
CET1	15.00%	14.10%
Tier 1	15.00%	14.10%
Total	20.90%	19.80%
Tier 1 leverage	11.40%	11.40%
Chase Bank USA, N.A. | Basel III Advanced Transitional
Regulatory capital
CET1 capital	$ 15,256,000,000	$ 14,556,000,000
Tier 1 capital	15,256,000,000	14,556,000,000
Total capital	19,906,000,000	19,206,000,000
Assets
Risk-weighted	149,813,000,000	157,565,000,000
Adjusted average	$ 133,525,000,000	$ 128,111,000,000
Capital ratios
CET1	10.20%	9.20%
Tier 1	10.20%	9.20%
Total	13.30%	12.20%
Tier 1 leverage	11.40%	11.40%
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

Off-balance sheet lending-re136

Off-balance sheet lending-related financial instruments, guarantees and other commitments (Details) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2015	Jun. 30, 2015	Dec. 31, 2014	Sep. 30, 2014	Jun. 30, 2014	Dec. 31, 2013
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	$ 940,786		$ 950,997	$ 1,057,204
Off-balance sheet lending-related financial commitments, Carrying value	1,175		1,176
Allowance for lending-related commitments	184	$ 231	275	391	$ 436	$ 681
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Standby letters of credit, unissued commitments	45,100		45,600
Unfunded commitments investments private equity funds third party	57		147
Unfunded commitments investments other equity investments	1,400		961
Investments entities that calculate net asset value per share, unfunded commitments	53		150
Commitments to noninvestment-grade counterparties in connection with leveraged finance activities	30,300		23,400
Maximum
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Secured clearance advance facility maximum outstanding commitment	10,900		12,600
Wholesale
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	354,348			$ 470,991
Expires in 1 year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	661,243
Expires after 1 year through 3 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	115,770
Expires after 3 years through 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	146,076
Expires after 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	17,697
Consumer Loan
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	586,438		584,116
Off-balance sheet lending-related financial commitments, Carrying value	14		13
Consumer Loan | Expires in 1 year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	564,014
Consumer Loan | Expires after 1 year through 3 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	11,065
Consumer Loan | Expires after 3 years through 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	1,883
Consumer Loan | Expires after 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	9,476
Total consumer, excluding credit card
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	60,005		58,153
Off-balance sheet lending-related financial commitments, Carrying value	14		13
Total consumer, excluding credit card | Expires in 1 year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	37,581
Total consumer, excluding credit card | Expires after 1 year through 3 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	11,065
Total consumer, excluding credit card | Expires after 3 years through 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	1,883
Total consumer, excluding credit card | Expires after 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	9,476
Home equity | Senior lien
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	10,861		11,807
Off-balance sheet lending-related financial commitments, Carrying value	0		0
Home equity | Junior lien
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	12,387		14,859
Off-balance sheet lending-related financial commitments, Carrying value	0		0
Home equity | Expires in 1 year or less | Senior lien
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	1,632
Home equity | Expires in 1 year or less | Junior lien
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	2,604
Home equity | Expires after 1 year through 3 years | Senior lien
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	4,082
Home equity | Expires after 1 year through 3 years | Junior lien
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	4,782
Home equity | Expires after 3 years through 5 years | Senior lien
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	835
Home equity | Expires after 3 years through 5 years | Junior lien
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	793
Home equity | Expires after 5 years | Senior lien
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	4,312
Home equity | Expires after 5 years | Junior lien
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	4,208
Mortgage | Warranty Reserves
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Allowance for lending-related commitments	184		275
Mortgage | Prime
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	13,959		8,579
Off-balance sheet lending-related financial commitments, Carrying value	0		0
Mortgage | Expires in 1 year or less | Prime
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	13,959
Mortgage | Expires after 1 year through 3 years | Prime
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	0
Mortgage | Expires after 3 years through 5 years | Prime
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	0
Mortgage | Expires after 5 years | Prime
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	9,986		10,462
Off-balance sheet lending-related financial commitments, Carrying value	2		2
Auto | Expires in 1 year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	8,380
Auto | Expires after 1 year through 3 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	1,416
Auto | Expires after 3 years through 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	165
Auto | Expires after 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	25
Business banking
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	12,358		11,894
Off-balance sheet lending-related financial commitments, Carrying value	12		11
Business banking | Expires in 1 year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	10,998
Business banking | Expires after 1 year through 3 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	781
Business banking | Expires after 3 years through 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	90
Business banking | Expires after 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	489
Student and other
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	454		552
Off-balance sheet lending-related financial commitments, Carrying value	0		0
Student and other | Expires in 1 year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	8
Student and other | Expires after 1 year through 3 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	4
Student and other | Expires after 3 years through 5 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 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	442
Credit card
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	526,433		525,963
Off-balance sheet lending-related financial commitments, Carrying value	0		0
Credit card | Expires in 1 year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	526,433
Credit card | Expires after 1 year through 3 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 3 years through 5 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 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	0
Total wholesale
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	354,348		366,881
Off-balance sheet lending-related financial commitments, Carrying value	$ 1,161		$ 1,163
Total wholesale | 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	77.00%		73.00%
Total wholesale | Expires in 1 year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	$ 97,229
Total wholesale | Expires after 1 year through 3 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	104,705
Total wholesale | Expires after 3 years through 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	144,193
Total wholesale | Expires after 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	8,221
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	265,073		$ 272,676
Off-balance sheet lending-related financial commitments, Carrying value	386		374
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Risk participations for other unfunded commitments to extend credit	321		243
Credit enhancements and bond and commercial paper liquidity commitments to US states and municipalities hospitals and other not for profit entities	13,000		14,800
Other unfunded commitments to extend credit | Expires in 1 year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	70,201
Other unfunded commitments to extend credit | Expires after 1 year through 3 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	77,449
Other unfunded commitments to extend credit | Expires after 3 years through 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	110,713
Other unfunded commitments to extend credit | Expires after 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	6,710
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	85,268		89,874
Off-balance sheet lending-related financial commitments, Carrying value	774		788
Allowance for lending-related commitments	334		234
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Risk participations for standby letters of credit and other financial guarantees	11,700		13,000
Credit enhancements and bond and commercial paper liquidity commitments to US states and municipalities hospitals and other not for profit entities	10,000		13,300
Standby letters of credit and other financial guarantees | Expires in 1 year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	23,666
Standby letters of credit and other financial guarantees | Expires after 1 year through 3 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	26,670
Standby letters of credit and other financial guarantees | Expires after 3 years through 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	33,421
Standby letters of credit and other financial guarantees | Expires after 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	1,511
Other letters of credit
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	4,007		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]
Risk participations for other letters of credit	409		469
Other letters of credit | Expires in 1 year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	3,362
Other letters of credit | Expires after 1 year through 3 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	586
Other letters of credit | Expires after 3 years through 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet lending-related financial commitments, Contractual amount	59
Other letters of credit | Expires after 5 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	184,227		171,059
Guarantor obligations, 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	190,300		177,100
Securities lending indemnification agreements and guarantees | Expires in 1 year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	184,227
Securities lending indemnification agreements and guarantees | Expires after 1 year through 3 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 3 years through 5 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 5 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	52,189		53,589
Guarantor obligations, Carrying value	258		80
Derivatives qualifying as guarantees | Expires in 1 year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	1,421
Derivatives qualifying as guarantees | Expires after 1 year through 3 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	441
Derivatives qualifying as guarantees | Expires after 3 years through 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	11,337
Derivatives qualifying as guarantees | Expires after 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	38,990
Unsettled reverse repurchase and securities borrowing agreements
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	56,525		40,993
Guarantor obligations, Carrying value	0		0
Unsettled reverse repurchase and securities borrowing agreements | Expires in 1 year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	56,525
Unsettled reverse repurchase and securities borrowing agreements | Expires after 1 year through 3 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 3 years through 5 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 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	0
Loans sold with recourse
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Loan sale and securitization-related indemnifications, Contractual amount	4,685		6,063
Loan sale and securitization-related indemnifications, Carrying value	89		102
Other guarantees and commitments
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	6,810		5,720
Guarantor obligations, Carrying value	(101)		(121)
Other guarantees and commitments | Expires in 1 year or less
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	1,429
Other guarantees and commitments | Expires after 1 year through 3 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	1,556
Other guarantees and commitments | Expires after 3 years through 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	2,206
Other guarantees and commitments | Expires after 5 years
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	1,619
Letters of credit hedged by derivative transactions
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	$ 4,600		$ 4,500
Days Past Due, 60 or More [Member] | Credit card
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Line of credit close criteria, period past due	60 days

Off-balance sheet lending-re137

Off-balance sheet lending-related financial instruments, guarantees and other commitments - Standby Letters of Credit and Other Financial Guarantees (Details) - USD ($) $ in Millions	Sep. 30, 2015	Jun. 30, 2015	Dec. 31, 2014	Sep. 30, 2014	Jun. 30, 2014	Dec. 31, 2013
Standby letters of credit and other financial guarantees and other letters of credit [Abstract]
Total lending-related commitments	$ 940,786		$ 950,997	$ 1,057,204
Allowance for lending-related commitments	184	$ 231	275	$ 391	$ 436	$ 681
Derivatives qualifying as guarantees
Notional amount on stable value contracts	52,018,000		63,662,000
Standby and Other Letters of Credit
Standby letters of credit and other financial guarantees and other letters of credit [Abstract]
Carrying values of standby and other letters of credit	775		789
Allowance for lending-related commitments	335		235
Guarantee liability and corresponding asset	440		554
Standby letters of credit and other financial guarantees
Standby letters of credit and other financial guarantees and other letters of credit [Abstract]
Investment-grade	60,841		66,856
Noninvestment-grade	24,427		23,018
Total lending-related commitments	85,268		89,874
Allowance for lending-related commitments	334		234
Commitments with collateral	36,148		39,726
Other letters of credit
Standby letters of credit and other financial guarantees and other letters of credit [Abstract]
Investment-grade	3,362		3,476
Noninvestment-grade	645		855
Total lending-related commitments	4,007		4,331
Allowance for lending-related commitments	1		1
Commitments with collateral	1,126		1,509
Derivatives qualifying as guarantees
Standby letters of credit and other financial guarantees and other letters of credit [Abstract]
Guarantee liability and corresponding asset	258		80
Derivatives qualifying as guarantees
Total notional value of derivatives the Firm deems guarantees	52,189		53,589
Notional amount on stable value contracts	28,200		27,500
Maximum exposure to loss	3,000		2,900
Derivative qualifying as guarantees payables	279		102
Derivative qualifying as guarantees receivables	$ 21		$ 22

Off-balance sheet lending-re138

Off-balance sheet lending-related financial instruments, guarantees and other commitments - Loan Sales- and Securitization-Related Indemnifications (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014	Dec. 31, 2014
Summary of changes in mortgage repurchase liability
Repurchase liability at beginning of period	$ 231	$ 436	$ 275	$ 681
Net realized gains/(losses)	1	17	18	36
(Benefit)/provision for repurchase	(48)	(62)	(109)	(326)
Repurchase liability at end of period	184	391	184	391
Loans sold with recourse
Loans sold with recourse
Unpaid principal balance of loans sold with recourse	4,685		4,685		$ 6,063
Carrying value of related liability for recourse obligations	89		89		$ 102
Warranty Reserves | Mortgage
Summary of changes in mortgage repurchase liability
Repurchase liability at beginning of period			275
Repurchase liability at end of period	184		184
Repurchase make-whole settlements | Warranty Reserves | Mortgage
Summary of changes in mortgage repurchase liability
Net realized gains/(losses)	(2)	(5)	(6)	(8)
Reserves for New Mortgage Loans Sold During the Period | Warranty Reserves | Mortgage
Summary of changes in mortgage repurchase liability
Provision related to new loan sales	$ 1	$ 1	$ 3	$ 3

Pledged assets and collateral (

Pledged assets and collateral (Details) - USD ($) $ in Billions	Sep. 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	$ 51.8	$ 60.1
Fair value of financial assets accepted as collateral to sell or repledge, deliver or otherwise use	781.8	761.7
Collateral received that was sold or repledged	636.7	596.8
Assets pledged to Federal Reserve Banks and Federal Home Loan Banks
Pledged assets and Collateral
Pledged assets	$ 364.7	$ 324.5

Litigation (Details)

Litigation (Details)

1 Months Ended

3 Months Ended

9 Months Ended

Oct. 31, 2015USD ($)

Jul. 31, 2015USD ($)plantiffs

May. 31, 2015USD ($)

May. 31, 2010USD ($)

Sep. 30, 2015USD ($)actionentityclaiminvestortrust

Sep. 30, 2014USD ($)

Sep. 30, 2015USD ($)offeringtransactionactionentityclaiminvestordefendanttrustmunicipality

Sep. 30, 2014USD ($)

Mar. 31, 2014action

Sep. 30, 2013action

Mar. 31, 2013action

Mar. 31, 2012employee

CIO Investigations and Litigation

Loss Contingencies [Line Items]

Number of legal proceedings | action

7

7

CIO Investigations and Litigation | Litigation Dismissed

Loss Contingencies [Line Items]

Number of legal proceedings | action

6

6

CIO Investigations and Litigation | Appealed Dismissals

Loss Contingencies [Line Items]

Claims dismissed | claim

4

CIO Investigations and Litigation | Dismissal affirmed on appeal

Loss Contingencies [Line Items]

Claims dismissed | claim

1

Madoff Litigation and Investigations | New York federal and state court

Loss Contingencies [Line Items]

Number of legal proceedings | action

3

3

Loss Contingency, Claims Dismissed but on Appeal, Number | action

2

Threatened or Pending Litigation

Loss Contingencies [Line Items]

Firmwide legal expense

$ 1,347,000,000

$ 1,062,000,000

$ 2,325,000,000

$ 1,769,000,000

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

$ 5,000,000,000

$ 5,000,000,000

Foreign Exchange Investigations and Litigation | Total international

Loss Contingencies [Line Items]

Number of legal proceedings | action

2

Foreign Exchange Investigations and Litigation | CANADA

Loss Contingencies [Line Items]

Number of legal proceedings | action

2

2

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

Loss Contingencies [Line Items]

Settlement agreement, consideration

$ 550,000,000

Foreign Exchange Investigations and Litigation | Federal Reserve

Loss Contingencies [Line Items]

Settlement agreement, consideration

$ 342,000,000

General Motors Litigation

Loss Contingencies [Line Items]

Number of legal proceedings | action

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%

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 | action

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

Collateral Returned

$ 700,000,000

Lehman Brothers Bankruptcy Proceedings | Minimum

Loss Contingencies [Line Items]

Damages sought, counterclaims value (more than)

25,000,000,000

Lehman Brothers Bankruptcy Proceedings | Claims Relating to Derivatives Transactions

Loss Contingencies [Line Items]

Damages sought, counterclaims value (more than)

$ 1,900,000,000

LIBOR and Other Benchmark Rate Investigations and Litigation

Loss Contingencies [Line Items]

Number of legal proceedings | action

3

3

2

3

LIBOR and Other Benchmark Rate Investigations and Litigation | Alleged Manipulation of Euroven TIBOR and Yen LIBOR | Pending Litigation

Loss Contingencies [Line Items]

Number of defendants | defendant

1

LIBOR and Other Benchmark Rate Investigations and Litigation | Second Claim Related to Euroven TIBOR and Yen LIBOR Alleged Manipulation | Pending Litigation

Loss Contingencies [Line Items]

Number of defendants | defendant

1

LIBOR and Other Benchmark Rate Investigations and Litigation | Interest Rate Benchmark EURIBOR | Pending Litigation

Loss Contingencies [Line Items]

Number of defendants | defendant

1

LIBOR and Other Benchmark Rate Investigations and Litigation | Defendant Banks and ICAP Manipulation of U.S. Dollar ISDAFIX Rates | Pending Litigation

Loss Contingencies [Line Items]

Number of defendants | defendant

1

Madoff Litigation

Loss Contingencies [Line Items]

Number of legal proceedings | action

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 | action

5

5

Mortgage-Backed Securities and Repurchase Litigation and Related 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

$ 13,200,000,000

$ 13,200,000,000

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

11,500,000,000

11,500,000,000

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

$ 1,700,000,000

$ 1,700,000,000

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

Loss Contingencies [Line Items]

Claims dismissed | action

2

Loss Contingency, Claims Dismissed but on Appeal, Number

1

Mortgage-Backed Securities and Repurchase Litigation and Related Regulatory Investigations | U.S. Department of Justice

Loss Contingencies [Line Items]

Loss Contingency, Parties Investigating, Number | action

2

MBS Litigation Related to MBS Offerings Sponsored By EMC | Monoline Insurer

Loss Contingencies [Line Items]

Number of legal proceedings | action

2

2

Number of offerings by entity related to filed suit | offering

11

MBS Litigation Related to MBS Offerings Sponsored By EMC | Underwriter actions

Loss Contingencies [Line Items]

Number of legal proceedings | action

1

1

MBS Litigation Related to MBS Offerings Sponsored By Washington Mutual

Loss Contingencies [Line Items]

Number of MBS transactions (or more) issued | transaction

1

Number of institutional MBS investors directing or threatening litigation | investor

21

21

MBS Litigation Related to MBS Offerings Issued By JPMC and Bear Stearns

Loss Contingencies [Line Items]

Number of legal proceedings | trust

4

4

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 whole or in part | 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 | action

1

1

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

3

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

Loss Contingencies [Line Items]

Number of legal proceedings | action

1

1

Municipal Derivatives 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 | employee

4

Parmalat | Claims Relating to Derivatives Transactions

Loss Contingencies [Line Items]

Number of legal proceedings | claim

2

2

Parmalat | Civil Action

Loss Contingencies [Line Items]

Number of legal proceedings | action

5

5

Parmalat | Claw-back Actions

Loss Contingencies [Line Items]

Number of legal proceedings | action

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 | entity

3

3

Number of credit facilities entered into with Polaroid | entity

2

2

Sworn Documents, Debt Sales and Collection Litigation Practices | Attorneys General

Loss Contingencies [Line Items]

Settlement agreement, consideration

$ 96,000,000

Number of plaintiffs | plantiffs

47

Investigative costs

$ 11,000,000

Sworn Documents, Debt Sales and Collection Litigation Practices | Attorneys General | Subsequent Event

Loss Contingencies [Line Items]

Settlement agreement, consideration

$ 50,000,000

Sworn Documents, Debt Sales and Collection Litigation Practices | Consumer Financial Protection Bureau

Loss Contingencies [Line Items]

Settlement agreement, consideration

30,000,000

Sworn Documents, Debt Sales and Collection Litigation Practices | The Office of the Comptroller of the Currency

Loss Contingencies [Line Items]

Settlement agreement, consideration

$ 30,000,000

Washington Mutual Litigations | Minimum | Plaintiff, Deutsche Bank National Trust Company

Loss Contingencies [Line Items]

Damages sought value (more than $1billion)

$ 6,000,000,000

Washington Mutual Litigations | Maximum | Plaintiff, Deutsche Bank National Trust Company

Loss Contingencies [Line Items]

Damages sought value (more than $1billion)

$ 10,000,000,000

Business segments (Details)

Business segments (Details) $ in Millions	3 Months Ended			9 Months Ended
	Sep. 30, 2015USD ($)		Sep. 30, 2014USD ($)	Sep. 30, 2015USD ($)segment		Sep. 30, 2014USD ($)	Dec. 31, 2014USD ($)	[1]
Segment Reporting Information [Line Items]
Number of reportable segments | segment				4
Noninterest revenue	$ 11,856		$ 13,362	$ 38,373		$ 39,790
Net interest income	10,924		11,107	32,285		32,572
Total net revenue	22,780		24,469	70,658		72,362
Provision for credit losses	682		757	2,576		2,299
Noninterest expense	15,368		15,798	44,751		45,865
Income before income tax expense/(benefit)	6,730		7,914	23,331		24,198
Income tax expense/(benefit)	(74)		2,349	4,323		7,384
Net income	6,804		5,565	19,008		16,814
Average common equity	217,023		209,621	214,389		205,888
Total assets	$ 2,417,121	[1]	$ 2,526,655	$ 2,417,121	[1]	$ 2,526,655	$ 2,572,773
Return on common equity	12.00%		10.00%	11.00%		10.00%
Overhead ratio	67.00%		65.00%	63.00%		63.00%
Operating Segments | Consumer & Community Banking
Segment Reporting Information [Line Items]
Noninterest revenue	$ 3,729		$ 4,214	$ 11,554		$ 12,116
Net interest income	7,150		7,153	21,044		21,303
Total net revenue	10,879		11,367	32,598		33,419
Provision for credit losses	389		902	2,021		2,570
Noninterest expense	6,237		6,305	18,637		19,198
Income before income tax expense/(benefit)	4,253		4,160	11,940		11,651
Income tax expense/(benefit)	1,623		1,631	4,558		4,645
Net income	2,630		2,529	7,382		7,006
Average common equity	51,000		51,000	51,000		51,000
Total assets	$ 484,253		$ 448,033	$ 484,253		$ 448,033
Return on common equity	20.00%		19.00%	18.00%		18.00%
Overhead ratio	57.00%		55.00%	57.00%		57.00%
Operating Segments | Corporate & Investment Bank
Segment Reporting Information [Line Items]
Noninterest revenue	$ 5,748		$ 6,129	$ 19,055		$ 18,874
Net interest income	2,420		2,976	7,418		8,338
Total net revenue	8,168		9,105	26,473		27,212
Provision for credit losses	232		(67)	251		(102)
Noninterest expense	6,131		6,035	16,925		17,697
Income before income tax expense/(benefit)	1,805		3,137	9,297		9,617
Income tax expense/(benefit)	341		1,457	2,955		3,681
Net income	1,464		1,680	6,342		5,936
Average common equity	62,000		61,000	62,000		61,000
Total assets	$ 801,133		$ 873,971	$ 801,133		$ 873,971
Return on common equity	8.00%		10.00%	13.00%		12.00%
Overhead ratio	75.00%		66.00%	64.00%		65.00%
Operating Segments | Commercial Banking
Segment Reporting Information [Line Items]
Noninterest revenue	$ 522		$ 571	$ 1,767		$ 1,706
Net interest income	1,122		1,132	3,358		3,406
Total net revenue	1,644		1,703	5,125		5,112
Provision for credit losses	82		(79)	325		(141)
Noninterest expense	719		668	2,131		2,029
Income before income tax expense/(benefit)	843		1,114	2,669		3,224
Income tax expense/(benefit)	325		443	1,028		1,282
Net income	518		671	1,641		1,942
Average common equity	14,000		14,000	14,000		14,000
Total assets	$ 201,157		$ 191,563	$ 201,157		$ 191,563
Return on common equity	14.00%		18.00%	15.00%		18.00%
Overhead ratio	44.00%		39.00%	42.00%		40.00%
Operating Segments | Asset Management
Segment Reporting Information [Line Items]
Noninterest revenue	$ 2,261		$ 2,422	$ 7,189		$ 7,020
Net interest income	633		624	1,885		1,808
Total net revenue	2,894		3,046	9,074		8,828
Provision for credit losses	(17)		9	(13)		1
Noninterest expense	2,109		2,081	6,690		6,218
Income before income tax expense/(benefit)	802		956	2,397		2,609
Income tax expense/(benefit)	327		366	969		996
Net income	475		590	1,428		1,613
Average common equity	9,000		9,000	9,000		9,000
Total assets	$ 131,412		$ 130,296	$ 131,412		$ 130,296
Return on common equity	20.00%		25.00%	20.00%		23.00%
Overhead ratio	73.00%		68.00%	74.00%		70.00%
Operating Segments | Corporate
Segment Reporting Information [Line Items]
Noninterest revenue	$ 73		$ 450	$ 213		$ 1,325
Net interest income	(123)		(525)	(597)		(1,560)
Total net revenue	(50)		(75)	(384)		(235)
Provision for credit losses	(4)		(8)	(8)		(29)
Noninterest expense	172		709	368		723
Income before income tax expense/(benefit)	(218)		(776)	(744)		(929)
Income tax expense/(benefit)	(1,935)		(871)	(2,959)		(1,246)
Net income	1,717		95	2,215		317
Average common equity	81,023		74,621	78,389		70,888
Total assets	799,166		882,792	799,166		882,792
Reconciling Items
Segment Reporting Information [Line Items]
Noninterest revenue	(477)		(424)	(1,405)		(1,251)
Net interest income	(278)		(253)	(823)		(723)
Total net revenue	(755)		(677)	(2,228)		(1,974)
Provision for credit losses	0		0	0		0
Noninterest expense	0		0	0		0
Income before income tax expense/(benefit)	(755)		(677)	(2,228)		(1,974)
Income tax expense/(benefit)	(755)		(677)	(2,228)		(1,974)
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 September 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)Sep 30, 2015 Dec 31, 2014Assets Trading assets$4,237 $9,090Loans69,119 68,880All other assets2,109 1,815Total assets$75,465 $79,785Liabilities Beneficial interests issued by consolidated variable interest entities$48,733 $52,362All other liabilities821 949Total liabilities$49,554 $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 September 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.