JPMorgan Chase & Co. (JPM) 10-Q 1 Nov 16 2016 Q3 Quarterly report Financial data

Document and Entity Information

Document and Entity Information	9 Months Ended
	Sep. 30, 2016shares
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, 2016
Amendment Flag	false
Document Fiscal Year Focus	2,016
Document Fiscal Period Focus	Q3
Current Fiscal Year End Date	--12-31
Entity Filer Category	Large Accelerated Filer
Entity Common Stock Shares Outstanding	3,578,264,278

Consolidated Statements of Inco

Consolidated Statements of Income (Unaudited) - USD ($) shares in Millions, $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Revenue
Investment banking fees	$ 1,866	$ 1,604	$ 4,843	$ 5,231
Principal transactions	3,451	2,367	9,106	8,856
Lending- and deposit-related fees	1,484	1,463	4,290	4,244
Asset management, administration and commissions	3,597	3,845	10,902	11,667
Securities gains	64	33	136	129
Mortgage fees and related income	624	469	1,980	1,957
Card income	1,202	1,447	3,861	4,493
Other income	782	628	2,844	1,796
Noninterest revenue	13,070	11,856	37,962	38,373
Interest income	14,070	12,739	41,435	37,818
Interest expense	2,467	1,815	7,105	5,533
Net interest income	11,603	10,924	34,330	32,285
Total net revenue	24,673	22,780	72,292	70,658
Provision for credit losses	1,271	682	4,497	2,576
Noninterest expense
Compensation expense	7,669	7,320	23,107	23,057
Occupancy expense	899	965	2,681	2,821
Technology, communications and equipment expense	1,741	1,546	5,024	4,536
Professional and outside services	1,665	1,776	4,913	5,178
Marketing	825	704	2,200	1,937
Other expense	1,664	3,057	4,013	7,222
Total noninterest expense	14,463	15,368	41,938	44,751
Income before income tax expense/(benefit)	8,939	6,730	25,857	23,331
Income tax expense/(benefit)	2,653	(74)	7,851	4,323
Net income	6,286	6,804	18,006	19,008
Net income applicable to common stockholders	$ 5,747	$ 6,270	$ 16,403	$ 17,498
Net income per common share data
Basic earnings per share (in dollars per share)	$ 1.60	$ 1.70	$ 4.51	$ 4.72
Diluted earnings per share (in dollars per share)	$ 1.58	$ 1.68	$ 4.48	$ 4.68
Weighted-average basic shares (in shares)	3,597.4	3,694.4	3,634.4	3,709.2
Weighted-average diluted shares (in shares)	3,629.6	3,725.6	3,664.3	3,742.2
Cash dividends declared per common share (in dollars per share)	$ 0.48	$ 0.44	$ 1.4	$ 1.28
Other-than-temporary impairment losses included in securities gains
Total credit losses recognized in income	$ (9)	$ (12)	$ (38)	$ (14)

Consolidated Statements of Comp

Consolidated Statements of Comprehensive Income (Unaudited) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Statement of Comprehensive Income [Abstract]
Net income	$ 6,286	$ 6,804	$ 18,006	$ 19,008
Other comprehensive income/(loss), after–tax
Unrealized gains/(losses) on investment securities	(160)	(291)	1,132	(1,621)
Translation adjustments, net of hedges	4	(5)	5	(12)
Cash flow hedges	36	(106)	(121)	51
Defined benefit pension and OPEB plans	42	51	123	144
DVA on fair value option elected liabilities	(66)		(11)
Total other comprehensive income/(loss), after–tax	(144)	(351)	1,128	(1,438)
Comprehensive income	$ 6,142	$ 6,453	$ 19,134	$ 17,570

Consolidated Balance Sheets (Un

Consolidated Balance Sheets (Unaudited) - USD ($) $ in Millions		Sep. 30, 2016	Dec. 31, 2015
Assets
Cash and due from banks		$ 21,390	$ 20,490
Deposits with banks		396,200	340,015
Federal funds sold and securities purchased under resale agreements (included $22,986 and $23,141 at fair value)		232,637	212,575
Securities borrowed (included $0 and $395 at fair value)		109,197	98,721
Trading assets (included assets pledged of $123,775 and $115,284)		374,837	343,839
Securities (included $220,390 and $241,754 at fair value and assets pledged of $18,501 and $14,883)		272,401	290,827
Loans (included $1,911 and $2,861 at fair value)		888,054	837,299
Allowance for loan losses		(14,204)	(13,555)
Loans, net of allowance for loan losses		873,850	823,744
Accrued interest and accounts receivable		64,333	46,605
Premises and equipment		14,208	14,362
Goodwill		47,302	47,325
Mortgage servicing rights		4,937	6,608
Other intangible assets		887	1,015
Other assets (included $7,561 and $7,604 at fair value and assets pledged of $1,522 and $1,286)		108,850	105,572
Total assets	[1]	2,521,029	2,351,698
Liabilities
Deposits (included $12,991 and $12,516 at fair value)		1,376,138	1,279,715
Federal funds purchased and securities loaned or sold under repurchase agreements (included $1,436 and $3,526 at fair value)		168,491	152,678
Commercial paper		12,258	15,562
Other borrowed funds (included $10,021 and $9,911 at fair value)		24,479	21,105
Trading liabilities		143,269	126,897
Accounts payable and other liabilities (included $7,390 and $4,401 at fair value)		190,412	177,638
Beneficial interests issued by consolidated VIEs		42,233	41,879
Long-term debt (included $38,722 and $33,065 at fair value)		309,418	288,651
Total liabilities	[1]	2,266,698	2,104,125
Commitments and contingencies
Stockholders’ equity
Preferred stock ($1 par value; authorized 200,000,000 shares; issued 2,606,750 shares)		26,068	26,068
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		92,103	92,500
Retained earnings		157,870	146,420
Accumulated other comprehensive income		1,474	192
Shares held in restricted stock units (“RSU”) Trust, at cost (472,953 shares)		(21)	(21)
Treasury stock, at cost (526,669,617 and 441,459,392 shares)		(27,268)	(21,691)
Total stockholders’ equity		254,331	247,573
Total liabilities and stockholders’ equity		2,521,029	2,351,698
VIEs consolidated by the Firm
Assets
Trading assets (included assets pledged of $123,775 and $115,284)		3,169	3,736
Loans (included $1,911 and $2,861 at fair value)		76,333	75,104
Other assets (included $7,561 and $7,604 at fair value and assets pledged of $1,522 and $1,286)		3,437	2,765
Total assets		82,939	81,605
Liabilities
Beneficial interests issued by consolidated VIEs		42,233	41,879
All other liabilities		738	809
Total liabilities		$ 42,971	$ 42,688
[1]	The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at September 30, 2016, and December 31, 2015. 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, 2016 Dec 31, 2015Assets Trading assets$3,169 $3,736Loans76,333 75,104All other assets3,437 2,765Total assets$82,939 $81,605Liabilities Beneficial interests issued by consolidated VIEs$42,233 $41,879All other liabilities738 809Total liabilities$42,971 $42,688The 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 September 30, 2016, and December 31, 2015, the Firm provided limited program-wide credit enhancements of $2.4 billion and $2.0 billion respectively 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, 2016	Dec. 31, 2015
Assets
Available-for-sale securities	$ 220,390	$ 241,754
Loans	$ 1,911	$ 2,861
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	2,606,750
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)	526,669,617	441,459,392
Limited program wide credit enhancement	$ 2,400	$ 2,000
Loans reported as trading assets
Assets
Assets pledged	123,775	115,284
Securities
Assets
Assets pledged	18,501	14,883
Other assets
Assets
Assets pledged	1,522	1,286
Other assets
Assets
Other assets at fair value	6,576	6,447
Recurring
Assets
Federal funds sold and securities purchased under resale agreements	22,986	23,141
Securities borrowed	0	395
Available-for-sale securities	220,390	241,754
Loans	1,911	2,861
Liabilities
Deposits	12,991	12,516
Federal funds purchased and securities loaned or sold under repurchase agreements	1,436	3,526
Other borrowed funds	10,021	9,911
Accounts payable and other liabilities	7,390	4,401
Beneficial interests issued by consolidated VIEs	48	787
Long-term debt	38,722	33,065
Recurring | Other assets
Assets
Other assets at fair value	$ 7,561	$ 7,604

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, 2014		$ 20,063	$ 4,105	$ 93,270	$ 129,977	$ 2,189	$ (21)	$ (17,856)
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)
Cumulative effect of change in accounting principle at Dec. 31, 2014					0	0
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	$ 19,008				19,008
Dividends declared:
Preferred stock					(1,097)
Common stock ($1.40 and $1.28 per share)					(4,838)
Other comprehensive income/(loss)	(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)
Beginning balance at Jun. 30, 2015						1,102
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	6,804
Dividends declared:
Other comprehensive income/(loss)	(351)
Ending balance at Sep. 30, 2015	245,728	26,068	4,105	92,316	143,050	751	(21)	(20,541)
Beginning balance at Dec. 31, 2015	247,573	26,068	4,105	92,500	146,420	192	(21)	(21,691)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Issuance of preferred stock		0
Shares issued and commitments to issue common stock for employee stock-based compensation awards, and related tax effects				(380)
Other				(17)
Cumulative effect of change in accounting principle at Dec. 31, 2015	154				(154)	154
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	18,006				18,006
Dividends declared:
Preferred stock					(1,235)
Common stock ($1.40 and $1.28 per share)					(5,167)
Other comprehensive income/(loss)	1,128					1,128
Purchase of treasury stock								(6,831)
Reissuance from treasury stock								1,254
Ending balance at Sep. 30, 2016	254,331	26,068	4,105	92,103	157,870	1,474	(21)	(27,268)
Beginning balance at Jun. 30, 2016						1,618
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	6,286
Dividends declared:
Other comprehensive income/(loss)	(144)
Ending balance at Sep. 30, 2016	$ 254,331	$ 26,068	$ 4,105	$ 92,103	$ 157,870	$ 1,474	$ (21)	$ (27,268)

Consolidated Statements of Cha7

Consolidated Statements of Changes in Stockholders' Equity (Unaudited) (Parenthetical) - $ / shares	3 Months Ended	6 Months Ended	9 Months Ended
	Sep. 30, 2016	Jun. 30, 2016	Sep. 30, 2016	Sep. 30, 2015
Dividends declared:
Dividends declared, Common stock (in dollars per share)	$ 0.48	$ 0.44	$ 1.40	$ 1.28

Consolidated Statements of Cash

Consolidated Statements of Cash Flows (Unaudited) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015
Operating activities
Net income	$ 18,006	$ 19,008
Adjustments to reconcile net income to net cash provided by operating activities:
Provision for credit losses	4,497	2,576
Depreciation and amortization	4,032	3,667
Deferred tax expense/(benefit)	851	(530)
Other	1,424	1,410
Originations and purchases of loans held-for-sale	(32,619)	(36,188)
Proceeds from sales, securitizations and paydowns of loans held-for-sale	31,756	39,332
Net change in:
Trading assets	(44,082)	44,473
Securities borrowed	(10,475)	4,828
Accrued interest and accounts receivable	(17,731)	11,416
Other assets	(6,428)	(6,229)
Trading liabilities	23,308	(6,625)
Accounts payable and other liabilities	5,655	(13,420)
Other operating adjustments	3,091	(6,419)
Net cash provided by/(used in) operating activities	(18,715)	57,299
Investing activities
Net change in deposits with banks	(56,185)	108,281
Net change in federal funds sold and securities purchased under resale agreements	(20,048)	(2,626)
Held-to-maturity securities:
Proceeds from paydowns and maturities	4,442	4,790
Purchases	(134)	(5,930)
Available-for-sale securities:
Proceeds from paydowns and maturities	49,652	58,281
Proceeds from sales	34,971	29,303
Purchases	(66,767)	(54,034)
Proceeds from sales and securitizations of loans held-for-investment	8,761	14,634
Other changes in loans, net	(65,204)	(75,891)
All other investing activities, net	(1,590)	2,914
Net cash provided by/(used in) investing activities	(112,102)	79,722
Financing activities
Net change in deposits	113,365	(96,466)
Net change in federal funds purchased and securities loaned or sold under repurchase agreements	15,797	(11,789)
Net change in commercial paper and other borrowed funds	(469)	(47,615)
Net change in beneficial interests issued by consolidated VIEs	(4,767)	(1,374)
Proceeds from long-term borrowings	72,021	70,243
Payments of long-term borrowings	(51,054)	(51,382)
Proceeds from issuance of preferred stock	0	5,893
Treasury stock purchased	(6,831)	(4,397)
Dividends paid	(6,189)	(5,678)
All other financing activities, net	(174)	(948)
Net cash provided by/(used in) financing activities	131,699	(143,513)
Effect of exchange rate changes on cash and due from banks	18	(81)
Net increase/(decrease) in cash and due from banks	900	(6,573)
Cash and due from banks at the beginning of the period	20,490	27,831
Cash and due from banks at the end of the period	21,390	21,258
Cash interest paid	6,922	5,624
Cash income taxes paid, net	$ 1,810	$ 6,871

Basis of Presentation

Basis of Presentation	9 Months Ended
	Sep. 30, 2016
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 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 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 2015 Annual Report. Certain amounts reported in prior periods have been reclassified to conform with the current presentation. Consolidation The Consolidated Financial Statements include the accounts of JPMorgan Chase and other entities in which the Firm has a controlling financial interest. All material intercompany balances and transactions have been eliminated. Assets held for clients in an agency or fiduciary capacity by the Firm are not assets of JPMorgan Chase and are not included on the Consolidated balance sheets. The Firm determines whether it has a controlling financial interest in an entity by first evaluating whether the entity is a voting interest entity or a VIE. Effective January 1, 2016, the Firm adopted new accounting guidance related to the consolidation of legal entities such as limited partnerships, limited liability corporations, and securitization structures. The guidance eliminated the deferral issued by the FASB in February 2010 of the accounting guidance for VIEs for certain investment funds, including mutual funds, private equity funds and hedge funds. In addition, the guidance amends the evaluation of fees paid to a decision-maker or a service provider, and exempts certain money market funds from consolidation. Furthermore, asset management funds structured as limited partnerships or certain limited liability companies are now evaluated for consolidation as voting interest entities if the non-managing partners or members have the ability to remove the Firm as the general partner or managing member without cause (i.e., kick-out rights) based on a simple majority vote. Accordingly, the Firm does not consolidate these voting interest entities. However, in the limited cases where the non-managing partners or members do not have substantive kick-out or participating rights, the Firm evaluates the funds as VIEs and consolidates if it is the general partner or managing member and has a potentially significant variable interest. There was no material impact on the Firm’s Consolidated Financial Statements upon adoption of this accounting guidance. For a further description of JPMorgan Chase’s accounting policies regarding consolidation, see Notes 1 and 16 of JPMorgan Chase’s 2015 Annual Report. 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 Consolidated balance sheets 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 2015 Annual Report.

Business Changes and Developmen

Business Changes and Developments	9 Months Ended
	Sep. 30, 2016
Business Changes [Abstract]
Business Changes and Developments	Business changes and developments Increase in common stock dividend The Board of Directors increased the Firm’s quarterly common stock dividend from $0.44 per share to $0.48 per share, effective with the dividend paid on July 31, 2016, to stockholders of record at the close of business on July 6, 2016. Subsequent event On October 31, 2016, the Firm announced that it had commenced a cash tender offer (the “Offer”) for any and all of the outstanding trust preferred securities issued by Chase Capital II, First Chicago NBD Capital I, Chase Capital III, Chase Capital VI, J.P. Morgan Chase Capital XIII, JPMorgan Chase Capital XXI and JPMorgan Chase Capital XXIII. The outstanding amount of the securities issued by such trusts is $3.2 billion . The Offer is conditioned on the satisfaction of certain general conditions as described in the Offer, but is not conditioned upon any minimum amount of securities being tendered. The Offer will expire at 5:00 p.m., New York City time, on November 4, 2016, unless extended or earlier terminated.

Fair Value Measurement

Fair Value Measurement	9 Months Ended
	Sep. 30, 2016
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 2015 Annual Report. The following table presents the asset and liabilities reported at fair value as of September 30, 2016 , and December 31, 2015 , 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, 2016 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 22,986 $ — $ — $ 22,986 Securities borrowed — — — — — Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies (a) 5 35,080 426 — 35,511 Residential – nonagency — 1,405 106 — 1,511 Commercial – nonagency — 1,188 41 — 1,229 Total mortgage-backed securities 5 37,673 573 — 38,251 U.S. Treasury and government agencies (a) 25,668 6,346 — — 32,014 Obligations of U.S. states and municipalities — 7,722 596 — 8,318 Certificates of deposit, bankers’ acceptances and commercial paper — 1,527 — — 1,527 Non-U.S. government debt securities 31,566 30,186 41 — 61,793 Corporate debt securities — 24,458 500 — 24,958 Loans (b) — 26,039 4,930 — 30,969 Asset-backed securities — 3,390 326 — 3,716 Total debt instruments 57,239 137,341 6,966 — 201,546 Equity securities 91,994 214 272 — 92,480 Physical commodities (c) 4,137 1,857 — — 5,994 Other — 8,504 681 — 9,185 Total debt and equity instruments (d) 153,370 147,916 7,919 — 309,205 Derivative receivables: Interest rate 242 841,029 2,744 (809,416 ) 34,599 Credit — 34,003 1,604 (34,797 ) 810 Foreign exchange 844 165,197 993 (150,196 ) 16,838 Equity — 37,158 742 (31,041 ) 6,859 Commodity 129 18,807 106 (12,569 ) 6,473 Total derivative receivables (e) 1,215 1,096,194 6,189 (1,038,019 ) 65,579 Total trading assets (f) 154,585 1,244,110 14,108 (1,038,019 ) 374,784 Available-for-sale securities: Mortgage-backed securities: U.S. government agencies (a) — 56,822 — — 56,822 Residential – nonagency — 15,905 1 — 15,906 Commercial – nonagency — 11,524 — — 11,524 Total mortgage-backed securities — 84,251 1 — 84,252 U.S. Treasury and government agencies (a) 21,477 31 — — 21,508 Obligations of U.S. states and municipalities — 31,403 — — 31,403 Certificates of deposit — 108 — — 108 Non-U.S. government debt securities 24,748 12,505 — — 37,253 Corporate debt securities — 5,383 — — 5,383 Asset-backed securities: Collateralized loan obligations — 29,943 778 — 30,721 Other — 7,674 2 — 7,676 Equity securities 2,086 — — — 2,086 Total available-for-sale securities 48,311 171,298 781 — 220,390 Loans — 1,067 844 — 1,911 Mortgage servicing rights — — 4,937 — 4,937 Other assets: Private equity investments (g) 79 — 1,680 — 1,759 All other 4,132 — 685 — 4,817 Total other assets (f) 4,211 — 2,365 — 6,576 Total assets measured at fair value on a recurring basis $ 207,107 $ 1,439,461 $ 23,035 $ (1,038,019 ) $ 631,584 Deposits $ — $ 10,362 $ 2,629 $ — $ 12,991 Federal funds purchased and securities loaned or sold under repurchase agreements — 1,436 — — 1,436 Other borrowed funds — 8,970 1,051 — 10,021 Trading liabilities: Debt and equity instruments (d) 74,168 20,903 55 — 95,126 Derivative payables: Interest rate 367 798,317 1,501 (786,925 ) 13,260 Credit — 33,794 1,511 (34,034 ) 1,271 Foreign exchange 809 162,030 2,581 (149,890 ) 15,530 Equity — 37,116 3,179 (31,772 ) 8,523 Commodity 173 20,922 1,000 (12,536 ) 9,559 Total derivative payables (e) 1,349 1,052,179 9,772 (1,015,157 ) 48,143 Total trading liabilities 75,517 1,073,082 9,827 (1,015,157 ) 143,269 Accounts payable and other liabilities 7,376 — 14 — 7,390 Beneficial interests issued by consolidated VIEs — — 48 — 48 Long-term debt — 24,993 13,729 — 38,722 Total liabilities measured at fair value on a recurring basis $ 82,893 $ 1,118,843 $ 27,298 $ (1,015,157 ) $ 213,877 Fair value hierarchy Derivative netting adjustments December 31, 2015 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 23,141 $ — $ — $ 23,141 Securities borrowed — 395 — — 395 Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies (a) 6 31,815 715 — 32,536 Residential – nonagency — 1,299 194 — 1,493 Commercial – nonagency — 1,080 115 — 1,195 Total mortgage-backed securities 6 34,194 1,024 — 35,224 U.S. Treasury and government agencies (a) 12,036 6,985 — — 19,021 Obligations of U.S. states and municipalities — 6,986 651 — 7,637 Certificates of deposit, bankers’ acceptances and commercial paper — 1,042 — — 1,042 Non-U.S. government debt securities 27,974 25,064 74 — 53,112 Corporate debt securities — 22,807 736 — 23,543 Loans (b) — 22,211 6,604 — 28,815 Asset-backed securities — 2,392 1,832 — 4,224 Total debt instruments 40,016 121,681 10,921 — 172,618 Equity securities 94,059 606 265 — 94,930 Physical commodities (c) 3,593 1,064 — — 4,657 Other — 11,152 744 — 11,896 Total debt and equity instruments (d) 137,668 134,503 11,930 — 284,101 Derivative receivables: Interest rate 354 666,491 2,766 (643,248 ) 26,363 Credit — 48,850 2,618 (50,045 ) 1,423 Foreign exchange 734 177,525 1,616 (162,698 ) 17,177 Equity — 35,150 709 (30,330 ) 5,529 Commodity 108 24,720 237 (15,880 ) 9,185 Total derivative receivables (e) 1,196 952,736 7,946 (902,201 ) 59,677 Total trading assets (f) 138,864 1,087,239 19,876 (902,201 ) 343,778 Available-for-sale securities: Mortgage-backed securities: U.S. government agencies (a) — 55,066 — — 55,066 Residential – nonagency — 27,618 1 — 27,619 Commercial – nonagency — 22,897 — — 22,897 Total mortgage-backed securities — 105,581 1 — 105,582 U.S. Treasury and government agencies (a) 10,998 38 — — 11,036 Obligations of U.S. states and municipalities — 33,550 — — 33,550 Certificates of deposit — 283 — — 283 Non-U.S. government debt securities 23,199 13,477 — — 36,676 Corporate debt securities — 12,436 — — 12,436 Asset-backed securities: Collateralized loan obligations — 30,248 759 — 31,007 Other — 9,033 64 — 9,097 Equity securities 2,087 — — — 2,087 Total available-for-sale securities 36,284 204,646 824 — 241,754 Loans — 1,343 1,518 — 2,861 Mortgage servicing rights — — 6,608 — 6,608 Other assets: — Private equity investments (g) 102 101 1,657 — 1,860 All other 3,815 28 744 — 4,587 Total other assets (f) 3,917 129 2,401 — 6,447 Total assets measured at fair value on a recurring basis $ 179,065 $ 1,316,893 $ 31,227 $ (902,201 ) $ 624,984 Deposits $ — $ 9,566 $ 2,950 $ — $ 12,516 Federal funds purchased and securities loaned or sold under repurchase agreements — 3,526 — — 3,526 Other borrowed funds — 9,272 639 — 9,911 Trading liabilities: Debt and equity instruments (d) 53,845 20,199 63 — 74,107 Derivative payables: Interest rate 216 633,060 1,890 (624,945 ) 10,221 Credit — 48,460 2,069 (48,988 ) 1,541 Foreign exchange 669 187,890 2,341 (171,131 ) 19,769 Equity — 36,440 2,223 (29,480 ) 9,183 Commodity 52 26,430 1,172 (15,578 ) 12,076 Total derivative payables (e) 937 932,280 9,695 (890,122 ) 52,790 Total trading liabilities 54,782 952,479 9,758 (890,122 ) 126,897 Accounts payable and other liabilities 4,382 — 19 — 4,401 Beneficial interests issued by consolidated VIEs — 238 549 — 787 Long-term debt — 21,452 11,613 — 33,065 Total liabilities measured at fair value on a recurring basis $ 59,164 $ 996,533 $ 25,528 $ (890,122 ) $ 191,103 (a) At September 30, 2016 , and December 31, 2015, included total U.S. government-sponsored enterprise obligations of $65.0 billion and $67.0 billion , respectively, which were predominantly mortgage-related. (b) At September 30, 2016 , and December 31, 2015, included within trading loans were $15.3 billion and $11.8 billion , respectively, of residential first-lien mortgages, and $4.0 billion and $4.3 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 $10.1 billion and $5.3 billion , respectively, and reverse mortgages of $2.2 billion and $2.5 billion , respectively. (c) Physical commodities inventories are generally accounted for at the lower of cost or market. “Market” is a term defined in U.S. GAAP as not exceeding fair value less costs to sell (“transaction costs”). Transaction costs for the Firm’s physical commodities inventories are either not applicable or immaterial to the value of the inventory. Therefore, market approximates fair value for the Firm’s physical commodities inventories. When fair value hedging has been applied (or when market is below cost), the carrying value of physical commodities approximates fair value, because under fair value hedge accounting, the cost basis is adjusted for changes in fair value. For a further discussion of the Firm’s hedge accounting relationships, see Note 5 . To provide consistent fair value disclosure information, all physical commodities inventories have been included in each period presented. (d) Balances reflect the reduction of securities owned (long positions) by the amount of identical securities sold but not yet purchased (short positions). (e) As permitted under U.S. GAAP, the Firm has elected to net derivative receivables and derivative payables and the related cash collateral received and paid when a legally enforceable master netting agreement exists. For purposes of the tables above, the Firm does not reduce derivative receivables and derivative payables balances for this netting adjustment, either within or across the levels of the fair value hierarchy, as such netting is not relevant to a presentation based on the transparency of inputs to the valuation of an asset or liability. However, if the Firm were to net such balances within level 3, the reduction in the level 3 derivative receivables and payables balances would be $1.9 billion and $546 million at September 30, 2016 , and December 31, 2015, respectively; this is exclusive of the netting benefit associated with cash collateral, which would further reduce the level 3 balances. (f) 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, 2016, and December 31, 2015, the fair values of these investments, which include certain hedge funds, private equity funds, real estate and other funds, were $1.0 billion and $1.2 billion , respectively. Included in the balances at September 30, 2016, and December 31, 2015, were trading assets of $53 million and $61 million , respectively, and other assets of $985 million and $1.2 billion , respectively. (g) Private equity instruments represent investments within Corporate. The portion of the private equity investment portfolio carried at fair value on a recurring basis had a cost basis of $2.8 billion and $3.5 billion at September 30, 2016 , and December 31, 2015, respectively. Transfers between levels for instruments carried at fair value on a recurring basis For the three and nine months ended September 30, 2016 and 2015, there were no individually significant transfers between levels 1 and 2, or from level 2 into level 3. In addition, during the three months ended September 30, 2016, there were no individually significant transfers from level 3 to level 2. During the nine months ended September 30, 2016, transfers from level 3 to level 2 included $1.3 billion of long-term debt driven by an increase in observability and a reduction of the significance in the unobservable inputs for certain structured notes. 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; and $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. 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 2015 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 F irm’s derivatives and structured notes positions classified within level 3 at September 30, 2016, interest rate correlation inputs used in estimating fair value were concentrated towards the upper end of the range presented; equity correlation inputs were concentrated at the upper end of the range; the credit correlation inputs were distributed across the range presented; and the foreign exchange correlation inputs were concentrated at the upper end of the range presented. In addition, the interest rate volatility inputs used in estimating fair value were distributed across the range presented. The equity volatilities are concentrated in the lower half end of the range. The forward commodity prices used in estimating the fair value of commodity derivatives were concentrated in the middle of the range presented. Level 3 inputs (a) September 30, 2016 (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 $ 3,103 Discounted cash flows Yield 4% – 13% 5% Prepayment speed 0% – 20% 9% Conditional default rate 0% – 25% 5% Loss severity 0% – 90% 43% Commercial mortgage-backed securities and loans (b) 2,205 2,197 Discounted cash flows Yield 1% – 25% 6% Conditional default rate 0% – 100% 67% Loss severity 40% 40% Corporate debt securities, obligations of U.S. states and municipalities, and other (c) 860 Discounted cash flows Credit spread 40 bps – 375 bps 140 bps Yield 2% – 18% 9% 3,117 Market comparables Price $ — – $340 $ 91 Net interest rate derivatives 1,243 Option pricing Interest rate correlation (34)% – 97% Interest rate spread volatility 3% – 38% Net credit derivatives (b)(c) 93 Discounted cash flows Credit correlation 25% – 85% Net foreign exchange derivatives (1,588 ) Option pricing Foreign exchange correlation (20)% – 70% Net equity derivatives (2,437 ) Option pricing Equity volatility 20% – 60% Net commodity derivatives (894 ) Discounted cash flows Forward commodity price $ 38 – $54 per barrel Collateralized loan obligations 778 Discounted cash flows Credit spread 370 bps – 543 bps 404 bps Prepayment speed 20% 20% Conditional default rate 2% 2% Loss severity 30% 30% 165 Market comparables Price $ — – $121 $ 69 MSRs 4,937 Discounted cash flows Refer to Note 16 Private equity investments 1,680 Market comparables EBITDA multiple 6.4 x – 11 x 7.8 x Long-term debt, other borrowed funds, and deposits (d) 16,999 Option pricing Interest rate correlation (34)% – 97% Interest rate spread volatility 3% – 38% Foreign exchange correlation (20)% – 70% Equity correlation (50)% – 75% 410 Discounted cash flows Credit correlation 25% – 85% Beneficial interests issued by consolidated VIEs (e) 48 Discounted cash flows Yield 8% – 12% 10% Prepayment speed 0% – 3% 1% Conditional default rate 3% – 16% 12% Loss severity 85% – 140% 114% (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 $293 million of credit derivative receivables and $258 million of credit derivative payables with underlying commercial mortgage risk have been included in the inputs and ranges provided for commercial MBS and loans. (c) The unobservable inputs and associated input ranges for approximately $384 million of credit derivative receivables and $356 million of credit derivative payables with underlying 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 MBS. 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 2015 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, 2016 and 2015. 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 Fair value at Total realized/unrealized gains/(losses) Transfers into and/or out of level 3 (i) Fair value at Change in unrealized gains/(losses) related Purchases (g) Sales Settlements (h) Assets: Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies 473 (4 ) 4 (22 ) (31 ) 6 426 — Residential – nonagency 200 (3 ) 43 (66 ) (5 ) (63 ) 106 1 Commercial – nonagency 30 — — (1 ) (1 ) 13 41 — Total mortgage-backed securities 703 (7 ) 47 (89 ) (37 ) (44 ) 573 1 Obligations of U.S. states and municipalities 551 2 68 (25 ) — — 596 2 Non-U.S. government debt securities 37 (1 ) 54 (35 ) (2 ) (12 ) 41 (1 ) Corporate debt securities 516 17 63 (43 ) (30 ) (23 ) 500 (1 ) Loans 6,016 23 498 (1,111 ) (297 ) (199 ) 4,930 18 Asset-backed securities 959 18 133 (173 ) (40 ) (571 ) 326 13 Total debt instruments 8,782 52 863 (1,476 ) (406 ) (849 ) 6,966 32 Equity securities 246 21 42 (35 ) (2 ) — 272 18 Other 670 45 276 — (305 ) (5 ) 681 30 Total trading assets – debt and equity instruments 9,698 118 (c) 1,181 (1,511 ) (713 ) (854 ) 7,919 80 (c) Net derivative receivables: (a) Interest rate 1,107 247 36 (7 ) (319 ) 179 1,243 79 Credit 279 (231 ) 8 — 48 (11 ) 93 (237 ) Foreign exchange (1,205 ) 126 — (5 ) (509 ) 5 (1,588 ) (103 ) Equity (1,892 ) (251 ) 106 (249 ) 158 (309 ) (2,437 ) (67 ) Commodity (719 ) (169 ) — (9 ) 10 (7 ) (894 ) 1 Total net derivative receivables (2,430 ) (278 ) (c) 150 (270 ) (612 ) (143 ) (3,583 ) (327 ) (c) Available-for-sale securities: Asset-backed securities 809 18 — — (5 ) (42 ) 780 18 Other 1 — — — — — 1 — Total available-for-sale securities 810 18 (d) — — (5 ) (42 ) 781 18 (d) Loans 785 7 (c) 75 — (23 ) — 844 7 (c) Mortgage servicing rights 5,072 (87 ) (e) 190 (5 ) (233 ) — 4,937 (87 ) (e) Other assets: Private equity investments 1,656 28 (c) 6 — (10 ) — 1,680 17 (c) All other 713 (4 ) (f) — — (24 ) — 685 (2 ) (f) Fair value measurements using significant unobservable inputs Three months ended Fair value at Total realized/unrealized (gains)/losses Transfers into and/or out of level 3 (i) Fair value at Change in unrealized (gains)/losses related Purchases Sales Issuances Settlements (h) Liabilities: (b) Deposits $ 2,409 $ 1 (c) $ — $ — $ 602 $ (191 ) $ (192 ) $ 2,629 $ (10 ) (c) Other borrowed funds 907 (67 ) (c) — — 584 (420 ) 47 1,051 (48 ) (c) Trading liabilities – debt and equity instruments 57 (4 ) (c) (8 ) 5 — (6 ) 11 55 — (c) Accounts payable and other liabilities 15 — — — — (1 ) — 14 — Beneficial interests issued by consolidated VIEs 584 (11 ) (c) — — — (525 ) — 48 7 (c) Long-term debt 13,147 324 (c) — — 1,877 (1,432 ) (187 ) 13,729 268 (c) Fair value measurements using significant unobservable inputs Three months ended Fair value at Total realized/unrealized gains/(losses) Transfers into and/or out of level 3 (i) Fair value at Change in unrealized gains/(losses) related Purchases (g) Sales Settlements (h) 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 (j) 1,987 (32 ) (c) 70 (267 ) (58 ) — 1,700 (32 ) (c) All other (j) 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 (i) Fair value at Change in unrealized (gains)/losses related Purchases Sales Issuances Settlements (h) Liabilities: (b) Deposits $ 3,528 $ 42 (c) $ — $ — $ 327 $ (280 ) $ (240 ) $ 3,377 $ 54 (c) Other borrowed funds (j) 1,261 (402 ) (c) — — 575 (403 ) (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 (j) 1,140 (35 ) (c) — — — (87 ) — 1,018 (36 ) (c) Long-term debt 12,589 (420 ) (c) (58 ) — 2,104 (1,048 ) (2,311 ) 10,856 (392 ) (c) Fair value measurements using significant unobservable inputs Nine months ended Fair value at January 1, 2016 Total realized/unrealized gains/(losses) Transfers into and/or out of level 3 (i) Fair value at Change in unrealized gains/(losses) related Purchases (g) Sales Settlements (h) Assets: Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies $ 715 $ (78 ) $ 133 $ (230 ) $ (89 ) $ (25 ) $ 426 $ (78 ) Residential – nonagency 194 (4 ) 220 (250 ) (16 ) (38 ) 106 (3 ) Commercial – nonagency 115 (6 ) 65 (29 ) (1 ) (103 ) 41 2 Total mortgage-backed securities 1,024 (88 ) 418 (509 ) (106 ) (166 ) 573 (79 ) Obligations of U.S. states and municipalities 651 11 104 (132 ) (38 ) — 596 11 Non-U.S. government debt securities 74 1 83 (86 ) (2 ) (29 ) 41 (2 ) Corporate debt securities 736 (15 ) 222 (187 ) (155 ) (101 ) 500 (28 ) Loans 6,604 (165 ) 1,363 (2,255 ) (939 ) 322 4,930 65 Asset-backed securities 1,832 35 565 (643 ) (957 ) (506 ) 326 (7 ) Total debt instruments 10,921 (221 ) 2,755 (3,812 ) (2,197 ) (480 ) 6,966 (40 ) Equity securities 265 18 75 (68 ) (24 ) 6 272 32 Other 744 (1 ) 629 (287 ) (340 ) (64 ) 681 73 Total trading assets – debt and equity instruments 11,930 (204 ) (c) 3,459 (4,167 ) (2,561 ) (538 ) 7,919 65 (c) Net derivative receivables: (a) Interest rate 876 787 142 (27 ) (761 ) 226 1,243 (167 ) Credit 549 (679 ) 8 (2 ) 165 52 93 (662 ) Foreign exchange (725 ) (68 ) 58 (123 ) (709 ) (21 ) (1,588 ) (291 ) Equity (1,514 ) (615 ) 248 (571 ) 231 (216 ) (2,437 ) (599 ) Commodity (935 ) 58 — 9 (30 ) 4 (894 ) (7 ) Total net derivative receivables (1,749 ) (517 ) (c) 456 (714 ) (1,104 ) 45 (3,583 ) (1,726 ) (c) Available-for-sale securities: Asset-backed securities 823 17 — — (18 ) (42 ) 780 17 Other 1 — — — — — 1 — Total available-for-sale securities 824 17 (d) — — (18 ) (42 ) 781 17 (d) Loans 1,518 (7 ) (c) 259 — (613 ) (313 ) 844 38 (c) Mortgage servicing rights 6,608 (1,296 ) (e) 410 (72 ) (713 ) — 4,937 (1,296 ) (e) Other assets: Private equity investments 1,657 98 (c) 447 (427 ) (95 ) — 1,680 25 (c) All other 744 72 (f) 30 (11 ) (150 ) — 685 69 (f) Fair value measurements using significant unobservable inputs Nine months ended Fair value at January 1, 2016 Total realized/unrealized (gains)/losses Transfers into and/or out of level 3 (i) Fair value at Change in unrealized (gains)/losses related Purchases Sales Issuances Settlements (h) Liabilities: (b) Deposits $ 2,950 $ 76 (c) — $ — $ 1,085 $ (868 ) $ (614 ) $ 2,629 $ (24 ) (c) Other borrowed funds 639 (223 ) (c) — 1,356 (789 ) 68 1,051 (113 ) (c) Trading liabilities – debt and equity instruments 63 (11 ) (c) (8 ) 23 — (21 ) 9 55 — Accounts payable and other liabilities 19 — — — — (5 ) — 14 — Beneficial interests issued by consolidated VIEs 549 (33 ) (c) — — 143 (611 ) — 48 — (c) Long-term debt 11,613 716 (c) — — 6,752 (4,327 ) (1,025 ) 13,729 1,678 (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 (i) Fair value at Change in unrealized gains/(losses) related Purchases (g) Sales Settlements (h) 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 (j) 2,225 15 (c) 77 (294 ) (174 ) (149 ) 1,700 — (c) All other (j) 959 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 (i) Fair value at Change in unrealized (gains)/losses related Purchases Sales Issuances Settlements (h) Liabilities: (b) Deposits $ 2,859 $ (22 ) (c) $ — $ — $ 1,775 $ (425 ) $ (810 ) $ 3,377 $ 49 (c) Other borrowed funds (j) 1,453 (525 ) (c) — — 2,897 (2,545 ) (512 ) 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 — — — — (5 ) — 21 — Beneficial interests issued by consolidated VIEs (j) 1,146 (52 ) (c) — — 286 (362 ) — 1,018 (49 ) (c) Long-term debt (j) 11,877 (617 ) (c) (58 ) — 7,487 (5,205 ) (2,628 ) 10,856 (583 ) (c) (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 Fi

Fair Value Option

Fair Value Option	9 Months Ended
	Sep. 30, 2016
Fair Value Disclosures [Abstract]
Fair Value Option	Fair value option For a discussion of the primary financial instruments for which the fair value option was elected, including the basis for those elections and the determination of instrument-specific credit risk, where relevant, see Note 4 of JPMorgan Chase’s 2015 Annual Report. Changes in fair value under the fair value option election The following tables presents the changes in fair value included in the Consolidated statements of income for the three and nine months ended September 30, 2016 and 2015, 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, 2016 2015 (in millions) Principal transactions All other income Total changes in fair Principal transactions All other income Total changes in fair value recorded Federal funds sold and securities purchased under resale agreements (a) $ (54 ) $ — $ (54 ) $ 63 $ — $ 63 Securities borrowed (a) — — — (1 ) — (1 ) Trading assets: Debt and equity instruments, excluding loans 256 — 256 (144 ) — (144 ) Loans reported as trading assets (b) : Changes in instrument-specific credit risk 286 10 (e) 296 12 5 (e) 17 Other changes in fair value 2 452 (e) 454 94 277 (e) 371 Loans (b) : Changes in instrument-specific credit risk — — — 31 — 31 Other changes in fair value 1 — 1 2 — 2 Other assets 2 (3 ) (f) (1 ) 54 — 54 Deposits (c) 38 — 38 (112 ) — (112 ) Federal funds purchased and securities loaned or sold under repurchase agreements (a) 4 — 4 (14 ) — (14 ) Other borrowed funds (c) (291 ) — (291 ) 2,015 — 2,015 Trading liabilities 3 — 3 (6 ) — (6 ) Beneficial interests issued by consolidated VIEs — — — 29 — 29 Long-term debt: DVA on fair value option elected liabilities (c) — — — 299 — 299 Other changes in fair value (d) (619 ) — (619 ) 1,116 — 1,116 Nine months ended September 30, 2016 2015 (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 (a) $ 14 $ — $ 14 $ 37 $ — $ 37 Securities borrowed (a) 1 — 1 (5 ) — (5 ) Trading assets: Debt and equity instruments, excluding loans 143 — 143 375 1 376 Loans reported as trading assets (b) : Changes in instrument-specific credit risk 384 24 (e) 408 223 18 (e) 241 Other changes in fair value 188 975 (e) 1,163 206 657 (e) 863 Loans (b) : Changes in instrument-specific credit risk 13 — 13 32 — 32 Other changes in fair value 5 — 5 2 — 2 Other assets 16 79 (f) 95 116 9 (f) 125 Deposits (c) (531 ) — (531 ) (75 ) — (75 ) Federal funds purchased and securities loaned or sold under repurchase agreements (a) (16 ) — (16 ) (5 ) — (5 ) Other borrowed funds (c) (292 ) — (292 ) 2,121 — 2,121 Trading liabilities 5 — 5 (20 ) — (20 ) Beneficial interests issued by consolidated VIEs 23 — 23 73 — 73 Long-term debt: DVA on fair value option elected liabilities (c) — — — 624 — 624 Other changes in fair value (d) (1,537 ) — (1,537 ) 1,466 — 1,466 (a) Resale and repurchase agreements, securities borrowed agreements and securities lending agreements: Generally, for these types of agreements, there is a requirement that collateral be maintained with a market value equal to or in excess of the principal amount loaned; as a result, there would be no adjustment or an immaterial adjustment for instrument-specific credit risk related to these agreements. (b) Loans and lending-related commitments: For floating-rate instruments, all changes in value are attributed to instrument-specific credit risk. For fixed-rate instruments, an allocation of the changes in value for the period is made between those changes in value that are interest rate-related and changes in value that are credit-related. Allocations are generally based on an analysis of borrower-specific credit spread and recovery information, where available, or benchmarking to similar entities or industries. (c) Effective January 1, 2016, unrealized gains/(losses) due to instrument-specific credit risk (DVA) for liabilities for which the fair value option has been elected is recorded in OCI, while realized gains (losses) are recorded in principal transactions revenue. DVA for the three and nine months ended September 30, 2015 was included in principal transactions revenue, and include the impact of the Firm’s own credit quality on the inception value of liabilities as well as the impact of changes in the Firm’s own credit quality subsequent to issuance. See Notes 3 and 19 for further information. (d) Long-term debt measured at fair value predominantly relate to structured notes 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. (e) Reported in mortgage fees and related income. (f) 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, 2016 , and December 31, 2015 , for loans, long-term debt and long-term beneficial interests for which the fair value option has been elected. September 30, 2016 December 31, 2015 (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 $ 3,157 $ 719 $ (2,438 ) $ 3,484 $ 631 $ (2,853 ) Loans 7 7 — 7 7 — Subtotal 3,164 726 (2,438 ) 3,491 638 (2,853 ) All other performing loans Loans reported as trading assets 32,158 30,250 (1,908 ) 30,780 28,184 (2,596 ) Loans 1,875 1,867 (8 ) 2,771 2,752 (19 ) Total loans $ 37,197 $ 32,843 $ (4,354 ) $ 37,042 $ 31,574 $ (5,468 ) Long-term debt Principal-protected debt $ 21,307 (c) $ 19,471 $ (1,836 ) $ 17,910 (c) $ 16,611 $ (1,299 ) Nonprincipal-protected debt (b) NA 19,251 NA NA 16,454 NA Total long-term debt NA $ 38,722 NA NA $ 33,065 NA Long-term beneficial interests Nonprincipal-protected debt NA $ 48 NA NA $ 787 NA Total long-term beneficial interests NA $ 48 NA NA $ 787 NA (a) There were no performing loans that were ninety days or more past due as of September 30, 2016 , and December 31, 2015 , 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, 2016 , and December 31, 2015 , the contractual amount of letters of credit for which the fair value option was elected was $4.6 billion and $4.6 billion , respectively, with a corresponding fair value of $(86) million and $(94) million , respectively. For further information regarding off-balance sheet lending-related financial instruments, see Note 29 of JPMorgan Chase’s 2015 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 type. September 30, 2016 December 31, 2015 (in millions) Long-term debt Other borrowed funds Deposits Total Long-term debt Other borrowed funds Deposits Total Risk exposure Interest rate $ 16,393 $ 322 $ 3,536 $ 20,251 $ 12,531 $ 58 $ 3,340 $ 15,929 Credit 3,509 666 — 4,175 3,195 547 — 3,742 Foreign exchange 2,571 150 6 2,727 1,765 77 11 1,853 Equity 15,116 8,527 5,459 29,102 14,293 8,447 4,993 27,733 Commodity 607 55 1,572 2,234 640 50 1,981 2,671 Total structured notes $ 38,196 $ 9,720 $ 10,573 $ 58,489 $ 32,424 $ 9,179 $ 10,325 $ 51,928

Derivative Instruments

Derivative Instruments	9 Months Ended
	Sep. 30, 2016
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivative Instruments	Derivative instruments JPMorgan Chase makes markets in derivatives for clients 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 2015 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 112 ◦ Interest rate Hedge floating-rate assets and liabilities Cash flow hedge Corporate 113 ◦ Foreign exchange Hedge foreign currency-denominated assets and liabilities Fair value hedge Corporate 112 ◦ Foreign exchange Hedge forecasted revenue and expense Cash flow hedge Corporate 113 ◦ Foreign exchange Hedge the value of the Firm’s investments in non-U.S. dollar functional currency entities Net investment hedge Corporate 114 ◦ Commodity Hedge commodity inventory Fair value hedge CIB 112 Manage specifically identified risk exposures not designated in qualifying hedge accounting relationships: ◦ Interest rate Manage the risk of the mortgage pipeline, warehouse loans and MSRs Specified risk management CCB 114 ◦ Credit Manage the credit risk of wholesale lending exposures Specified risk management CIB 114 ◦ Commodity Manage the risk of certain commodities-related contracts and investments Specified risk management CIB 114 ◦ Interest rate and foreign exchange Manage the risk of certain other specified assets and liabilities Specified risk management Corporate 114 Market-making derivatives and other activities: ◦ Various Market-making and related risk management Market-making and other CIB 114 ◦ Various Other derivatives Market-making and other CIB, Corporate 114 Notional amount of derivative contracts The following table summarizes the notional amount of derivative contracts outstanding as of September 30, 2016 , and December 31, 2015 . Notional amounts (b) (in billions) September 30, 2016 December 31, 2015 Interest rate contracts Swaps $ 23,419 $ 24,162 Futures and forwards 6,073 5,167 Written options 3,091 3,506 Purchased options 3,544 3,896 Total interest rate contracts 36,127 36,731 Credit derivatives (a) 2,545 2,900 Foreign exchange contracts Cross-currency swaps 3,485 3,199 Spot, futures and forwards 6,087 5,028 Written options 756 690 Purchased options 751 706 Total foreign exchange contracts 11,079 9,623 Equity contracts Swaps 274 232 Futures and forwards 65 43 Written options 491 395 Purchased options 430 326 Total equity contracts 1,260 996 Commodity contracts Swaps 92 83 Spot, futures and forwards 149 99 Written options 103 115 Purchased options 108 112 Total commodity contracts 452 409 Total derivative notional amounts $ 51,463 $ 50,659 (a) For more information on volumes and types of credit derivative contracts, see the Credit derivatives discussion on page 115 . (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, 2016 , and December 31, 2015 , 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, 2016 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 $ 836,839 $ 7,174 $ 844,013 $ 34,599 $ 796,860 $ 3,326 $ 800,186 $ 13,260 Credit 35,607 — 35,607 810 35,305 — 35,305 1,271 Foreign exchange 166,547 488 167,035 16,838 164,385 1,035 165,420 15,530 Equity 37,901 — 37,901 6,859 40,294 — 40,294 8,523 Commodity 18,909 133 19,042 6,473 21,975 120 22,095 9,559 Total fair value of trading assets and liabilities $ 1,095,803 $ 7,795 $ 1,103,598 $ 65,579 $ 1,058,819 $ 4,481 $ 1,063,300 $ 48,143 Gross derivative receivables Gross derivative payables December 31, 2015 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 $ 665,531 $ 4,080 $ 669,611 $ 26,363 $ 632,928 $ 2,238 $ 635,166 $ 10,221 Credit 51,468 — 51,468 1,423 50,529 — 50,529 1,541 Foreign exchange 179,072 803 179,875 17,177 189,397 1,503 190,900 19,769 Equity 35,859 — 35,859 5,529 38,663 — 38,663 9,183 Commodity 23,713 1,352 25,065 9,185 27,653 1 27,654 12,076 Total fair value of trading assets and liabilities $ 955,643 $ 6,235 $ 961,878 $ 59,677 $ 939,170 $ 3,742 $ 942,912 $ 52,790 (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. Derivatives netting The following tables present, as of September 30, 2016 , and December 31, 2015 , gross and net derivative receivables and payables by contract and settlement type. Derivative receivables and payables, as well as the related cash collateral from the same counterparty have been netted on the Consolidated balance sheets where 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, amounts are not eligible for netting on the Consolidated balance sheets, and those derivative receivables and payables are shown separately in the tables below. In addition to the cash collateral received and transferred that is presented on a net basis with 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: • collateral that consists of non-cash financial instruments (generally U.S. government and agency securities and other G7 government bonds) and cash collateral held at third party custodians, which are shown separately as “Collateral not nettable on the Consolidated balance sheets” in the tables below, up to the fair value exposure amount. • the amount of collateral held or transferred that exceeds the fair value exposure at the individual counterparty level, as of the date presented, which is excluded from the tables below. • collateral held or transferred that relates to derivative receivables or payables where an appropriate legal opinion has not been either sought or obtained with respect to the master netting agreement, which is excluded from the tables below. September 30, 2016 December 31, 2015 (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 $ 489,501 $ (461,990 ) $ 27,511 $ 417,386 $ (396,506 ) $ 20,880 OTC–cleared 347,445 (347,371 ) 74 246,750 (246,742 ) 8 Exchange-traded (a) 184 (55 ) 129 — — — Total interest rate contracts 837,130 (809,416 ) 27,714 664,136 (643,248 ) 20,888 Credit contracts: OTC 28,304 (27,993 ) 311 44,082 (43,182 ) 900 OTC–cleared 6,822 (6,804 ) 18 6,866 (6,863 ) 3 Total credit contracts 35,126 (34,797 ) 329 50,948 (50,045 ) 903 Foreign exchange contracts: OTC 162,056 (149,376 ) 12,680 175,060 (162,377 ) 12,683 OTC–cleared 1,033 (801 ) 232 323 (321 ) 2 Exchange-traded (a) 95 (19 ) 76 — — — Total foreign exchange contracts 163,184 (150,196 ) 12,988 175,383 (162,698 ) 12,685 Equity contracts: OTC 21,758 (20,056 ) 1,702 20,690 (20,439 ) 251 OTC–cleared — — — — — — Exchange-traded (a) 14,611 (10,985 ) 3,626 12,285 (9,891 ) 2,394 Total equity contracts 36,369 (31,041 ) 5,328 32,975 (30,330 ) 2,645 Commodity contracts: OTC 10,939 (5,168 ) 5,771 15,001 (6,772 ) 8,229 OTC–cleared — — — — — — Exchange-traded (a) 7,686 (7,401 ) 285 9,199 (9,108 ) 91 Total commodity contracts 18,625 (12,569 ) 6,056 24,200 (15,880 ) 8,320 Derivative receivables with appropriate legal opinion 1,090,434 (1,038,019 ) (b) 52,415 947,642 (902,201 ) (b) 45,441 Derivative receivables where an appropriate legal opinion has not been either sought or obtained 13,164 13,164 14,236 14,236 Total derivative receivables recognized on the Consolidated balance sheets $ 1,103,598 $ 65,579 $ 961,878 $ 59,677 Collateral not nettable on the Consolidated balance sheets (c)(d) (16,178 ) (13,543 ) Net amounts $ 49,401 $ 46,134 September 30, 2016 December 31, 2015 (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 $ 456,267 $ (444,852 ) $ 11,415 $ 393,709 $ (384,576 ) $ 9,133 OTC–cleared 342,194 (342,018 ) 176 240,398 (240,369 ) 29 Exchange-traded (a) 82 (55 ) 27 — — — Total interest rate contracts 798,543 (786,925 ) 11,618 634,107 (624,945 ) 9,162 Credit contracts: OTC 28,174 (27,400 ) 774 44,379 (43,019 ) 1,360 OTC–cleared 6,634 (6,634 ) — 5,969 (5,969 ) — Total credit contracts 34,808 (34,034 ) 774 50,348 (48,988 ) 1,360 Foreign exchange contracts: OTC 159,983 (149,151 ) 10,832 185,178 (170,830 ) 14,348 OTC–cleared 723 (723 ) — 301 (301 ) — Exchange-traded (a) 312 (16 ) 296 — — — Total foreign exchange contracts 161,018 (149,890 ) 11,128 185,479 (171,131 ) 14,348 Equity contracts: OTC 25,339 (20,858 ) 4,481 23,458 (19,589 ) 3,869 OTC–cleared — — — — — — Exchange-traded (a) 11,625 (10,914 ) 711 10,998 (9,891 ) 1,107 Total equity contracts 36,964 (31,772 ) 5,192 34,456 (29,480 ) 4,976 Commodity contracts: OTC 13,015 (5,061 ) 7,954 16,953 (6,256 ) 10,697 OTC–cleared — — — — — — Exchange-traded (a) 7,704 (7,475 ) 229 9,374 (9,322 ) 52 Total commodity contracts 20,719 (12,536 ) 8,183 26,327 (15,578 ) 10,749 Derivative payables with appropriate legal opinions 1,052,052 (1,015,157 ) (b) 36,895 930,717 (890,122 ) (b) 40,595 Derivative payables where an appropriate legal opinion has not been either sought or obtained 11,248 11,248 12,195 12,195 Total derivative payables recognized on the Consolidated balance sheets $ 1,063,300 $ 48,143 $ 942,912 $ 52,790 Collateral not nettable on the Consolidated balance sheets (c)(d)(e) (10,121 ) (7,957 ) Net amounts $ 38,022 $ 44,833 (a) Exchange-traded derivative balances that relate to futures contracts are settled daily. (b) Net derivatives receivable included cash collateral netted of $88.5 billion and $73.7 billion at September 30, 2016 , and December 31, 2015 , respectively. Net derivatives payable included cash collateral netted of $65.6 billion and $61.6 billion related to OTC and OTC-cleared derivatives at September 30, 2016 , and December 31, 2015 , respectively. (c) Excludes all collateral related to derivative instruments where an appropriate legal opinion has not been either sought or obtained. (d) Represents liquid security collateral as well as cash collateral held at third party custodians related to derivative instruments where an appropriate legal opinion has been obtained. 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. (e) Derivative payables collateral relates only to OTC and OTC-cleared derivative instruments. Amounts exclude collateral transferred related to exchange-traded derivative instruments. 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 2015 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, 2016 , and December 31, 2015 . OTC and OTC-cleared derivative payables containing downgrade triggers (in millions) September 30, 2016 December 31, 2015 Aggregate fair value of net derivative payables $ 23,174 $ 22,328 Collateral posted 20,327 18,942 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, 2016 , and December 31, 2015 , 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), nor 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, 2016 December 31, 2015 (in millions) Single-notch downgrade Two-notch downgrade Single-notch downgrade Two-notch downgrade Amount of additional collateral to be posted upon downgrade (a) $ 419 $ 2,381 $ 807 $ 3,028 Amount required to settle contracts with termination triggers upon downgrade (b) 303 809 271 1,093 (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 in which 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, 2016 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 pre-tax gains/(losses) recorded on such derivatives and the related hedged items for the three and nine months ended September 30, 2016 and 2015 , respectively. Gains/(losses) recorded in income Income statement impact due to: Three months ended September 30, 2016 Derivatives Hedged items Total income statement impact Hedge ineffectiveness (d) Excluded components (e) Contract type Interest rate (a) $ (232 ) $ 430 $ 198 $ 7 $ 191 Foreign exchange (b) (143 ) 194 51 — 51 Commodity (c) (203 ) 229 26 1 25 Total $ (578 ) $ 853 $ 275 $ 8 $ 267 Gains/(losses) recorded in income Income statement impact due to: Three months ended September 30, 2015 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: Nine months ended September 30, 2016 Derivatives Hedged items Total income statement impact Hedge ineffectiveness (d) Excluded components (e) Contract type Interest rate (a) $ 2,049 $ (1,478 ) $ 571 $ 36 $ 535 Foreign exchange (b) 46 104 150 — 150 Commodity (c) (276 ) 307 31 (11 ) 42 Total $ 1,819 $ (1,067 ) $ 752 $ 25 $ 727 Gains/(losses) recorded in income Income statement impact due to: Nine months ended September 30, 2015 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 (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 primarily 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 pre-tax gains/(losses) recorded on such derivatives, for the three and nine months ended September 30, 2016 and 2015 , respectively. The Firm includes the gain/(loss) on the hedging derivative and the change in cash flows on the hedged item in the same line item in the Consolidated statements of income . Gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended September 30, 2016 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) $ (18 ) $ — $ (18 ) $ 22 $ 40 Foreign exchange (b) (104 ) — (104 ) (86 ) 18 Total $ (122 ) $ — $ (122 ) $ (64 ) $ 58 Gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended September 30, 2015 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) $ 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) Nine months ended September 30, 2016 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) $ (58 ) $ — $ (58 ) $ (78 ) $ (20 ) Foreign exchange (b) (167 ) — (167 ) (340 ) (173 ) Total $ (225 ) $ — $ (225 ) $ (418 ) $ (193 ) Gains/(losses) recorded in income and other comprehensive income/(loss) Nine months ended September 30, 2015 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) $ (113 ) $ — $ (113 ) $ (90 ) $ 23 Foreign exchange (b) (74 ) — (74 ) (14 ) 60 Total $ (187 ) $ — $ (187 ) $ (104 ) $ 83 (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 the 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. The Firm did not experience any forecasted transactions that failed to occur for the three and nine months ended September 30, 2016 . 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 was probable that the forecasted interest payment cash flows would not occur as a result of the planned reduction in wholesale non-operating deposits. Over the next 12 months, the Firm expects that approximately $196 million (after-tax) of net losses recorded in AOCI at September 30, 2016 , 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 7 years . For open cash flow hedges, the maximum length of time over which forecasted transactions are hedged is approximately 1 year . 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 pre-tax gains/(losses) recorded on such instruments for the three and nine months ended September 30, 2016 and 2015 . Gains/(losses) recorded in income and other comprehensive income/(loss) 2016 2015 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 $ (69 ) $ (30 ) $ (103 ) $ 908 Gains/(losses) recorded in income and other comprehensive income/(loss) 2016 2015 Nine months ended September 30, (in millions) Excluded components recorded directly (a) Effective portion recorded in OCI Excluded components (a) Effective portion recorded in OCI Foreign exchange derivatives $ (219 ) $ (603 ) $ (292 ) $ 1,651 (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, 2016 and 2015 . Gains and losses on derivatives used for specified risk management purposes The following table presents pre-tax 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, foreign currency-denominated assets and liabilities, and commodities-related contracts and investments. Derivatives gains/(losses) recorded in income Three months ended September 30, Nine months ended September 30, (in millions) 2016 2015 2016 2015 Contract type Interest rate (a) $ 312 $ 665 $ 1,956 $ 785 Credit (b) (84 ) 76 (244 ) 52 Foreign exchange (c) (2 ) 26 (2 ) 21 Commodity (d) — — — (13 ) Total $ 226 $ 767 $ 1,710 $ 845 (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 derivatives used to mitigate 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 its 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 2015 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, 2016 (in millions) Protection sold Protection purchased with identical underlyings (b) Net protection (sold)/purchased (c) Other protection purchased (d) Credit derivatives Credit default swaps $ (1,217,087 ) $ 1,230,857 $ 13,770 $ 8,587 Other credit derivatives (a) (29,119 ) 35,281 6,162 23,688 Total credit derivatives (1,246,206 ) 1,266,138 19,932 32,275 Credit-related notes (28 ) — (28 ) 5,123 Total $ (1,246,234 ) $ 1,266,138 $ 19,904 $ 37,398 Maximum payout/Notional amount December 31, 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 $ (1,386,071 ) $ 1,402,201 $ 16,130 $ 12,011 Other credit derivatives (a) (42,738 ) 38,158 (4,580 ) 18,792 Total credit derivatives (1,428,809 ) 1,440,359 11,550 30,803 Credit-related notes (30 ) — (30 ) 4,715 Total $ (1,428,839 ) $ 1,440,359 $ 11,520 $ 35,518 (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, 2016 , and December 31, 2015, 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, 2016 <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 $ (276,853 ) $ (515,954 ) $ (76,261 ) $ (869,068 ) $ 10,084 $ (3,936 ) $ 6,148 Noninvestment-grade (132,323 ) (211,830 ) (33,013 ) (377,166 ) 10,356 (10,891 ) (535 ) Total $ (409,176 ) $ (727,784 ) $ (109,274 ) $ (1,246,234 ) $ 20,440 $ (14,827 ) $ 5,613 December 31, 2015 <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 $ (307,211 ) $ (699,227 ) $ (46,970 ) $ (1,053,408 ) $ 13,539 $ (6,836 ) $ 6,703 Noninvestment-grade (109,195 ) (245,151 ) (21,085 ) (375,431 ) 10,823 (18,891 ) (8,068 ) Total $ (416,406 ) $ (944,378 ) $ (68,055 ) $ (1,428,839 ) $ 24,362 $ (25,727 ) $ (1,365 ) (a) The ratings scale is primarily based on external credit ratings defined by S&P and Moody’s. (b) Amounts are shown on a gross basis, before the benefit of legally enforceable master netting agreements and cash collateral received by the Firm.

Noninterest Revenue

Noninterest Revenue	9 Months Ended
	Sep. 30, 2016
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 2015 Annual Report . The following table presents the components of investment banking fees. Three months ended September 30, Nine months ended September 30, (in millions) 2016 2015 2016 2015 Underwriting Equity $ 369 $ 257 $ 854 $ 1,108 Debt 958 855 2,404 2,621 Total underwriting 1,327 1,112 3,258 3,729 Advisory 539 492 1,585 1,502 Total investment banking fees $ 1,866 $ 1,604 $ 4,843 $ 5,231 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 September 30, (in millions) 2016 2015 2016 2015 Trading revenue by instrument type Interest rate $ 825 $ 530 $ 1,843 $ 1,836 Credit 549 438 1,652 1,477 Foreign exchange 818 607 2,101 2,014 Equity 893 637 2,584 2,593 Commodity (a) 245 156 695 745 Total trading revenue 3,330 2,368 8,875 8,665 Private equity gains (b) 121 (1 ) 231 191 Principal transactions $ 3,451 $ 2,367 $ 9,106 $ 8,856 (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 September 30, (in millions) 2016 2015 2016 2015 Asset management fees Investment management fees (a) $ 2,203 $ 2,327 $ 6,541 $ 7,017 All other asset management fees (b) 90 92 277 290 Total asset management fees 2,293 2,419 6,818 7,307 Total administration fees (c) 478 486 1,444 1,520 Commission and other fees Brokerage commissions 505 575 1,628 1,761 All other commissions and fees 321 365 1,012 1,079 Total commissions and fees 826 940 2,640 2,840 Total asset management, administration and commissions $ 3,597 $ 3,845 $ 10,902 $ 11,667 (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 September 30, Nine months ended September 30, (in millions) 2016 2015 2016 2015 Operating lease income $ 708 $ 536 $ 1,974 $ 1,509

Interest Income and Interest Ex

Interest Income and Interest Expense	9 Months Ended
	Sep. 30, 2016
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 2015 Annual Report . Details of interest income and interest expense were as follows. Three months ended Nine months ended (in millions) 2016 2015 2016 2015 Interest income Loans $ 9,237 $ 8,433 $ 27,065 $ 24,459 Taxable securities 1,365 1,553 4,187 4,885 Nontaxable securities (a) 436 439 1,321 1,260 Total securities 1,801 1,992 5,508 6,145 Trading assets 1,890 1,538 5,448 5,008 Federal funds sold and securities purchased under resale agreements 566 431 1,696 1,167 Securities borrowed (b) (91 ) (118 ) (279 ) (397 ) Deposits with banks 448 291 1,374 944 Other assets (c) 219 172 623 492 Total interest income 14,070 12,739 41,435 37,818 Interest expense Interest-bearing deposits 340 293 981 965 Federal funds purchased and securities loaned or sold under repurchase agreements 286 159 828 444 Commercial paper 34 24 105 88 Trading liabilities – debt, short-term and other liabilities (d) 285 132 826 459 Long-term debt 1,387 1,092 3,999 3,254 Beneficial interests issued by consolidated VIEs 135 115 366 323 Total interest expense 2,467 1,815 7,105 5,533 Net interest income 11,603 10,924 34,330 32,285 Provision for credit losses 1,271 682 4,497 2,576 Net interest income after provision for credit losses $ 10,332 $ 10,242 $ 29,833 $ 29,709 (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, 2016 and 2015 , 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, 2016
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 OPEB plans, see Note 9 of JPMorgan Chase ’s 2015 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) 2016 2015 2016 2015 2016 2015 Components of net periodic benefit cost Benefits earned during the period $ 74 $ 85 $ 9 $ 9 $ — $ — Interest cost on benefit obligations 133 125 21 28 7 8 Expected return on plan assets (223 ) (232 ) (32 ) (38 ) (26 ) (27 ) Amortization: Net (gain)/loss 59 62 6 9 — — Prior service cost/(credit) (9 ) (9 ) — — — — Net periodic defined benefit cost 34 31 4 8 (19 ) (19 ) Other defined benefit pension plans (a) 3 3 3 2 NA NA Total defined benefit plans 37 34 7 10 (19 ) (19 ) Total defined contribution plans 123 119 80 85 NA NA Total pension and OPEB cost included in compensation expense $ 160 $ 153 $ 87 $ 95 $ (19 ) $ (19 ) Pension plans U.S. Non-U.S. OPEB plans Nine months ended September 30, (in millions) 2016 2015 2016 2015 2016 2015 Components of net periodic benefit cost Benefits earned during the period $ 221 $ 255 $ 27 $ 28 $ — $ — Interest cost on benefit obligations 399 375 71 84 22 24 Expected return on plan assets (668 ) (697 ) (102 ) (113 ) (78 ) (80 ) Amortization: Net (gain)/loss 176 185 17 27 — — Prior service cost/(credit) (26 ) (26 ) (1 ) (1 ) — — Net periodic defined benefit cost 102 92 12 25 (56 ) (56 ) Other defined benefit pension plans (a) 10 10 8 7 NA NA Total defined benefit plans 112 102 20 32 (56 ) (56 ) Total defined contribution plans 345 323 249 254 NA NA Total pension and OPEB cost included in compensation expense $ 457 $ 425 $ 269 $ 286 $ (56 ) $ (56 ) (a) Includes various defined benefit pension plans which are individually immaterial. The fair values of plan assets for the U.S. defined benefit pension and OPEB plans and for the material non-U.S. defined benefit pension plans were $16.2 billion and $3.7 billion , as of September 30, 2016 , and $16.0 billion and $3.5 billion respectively, as of December 31, 2015. See Note 19 for further information on unrecognized amounts (i.e., net (gain)/loss and prior service costs/(credit)) reflected in AOCI for the three and nine months ended September 30, 2016 and 2015 . The Firm does not anticipate any contribution to the U.S. defined benefit pension plan in 2016 at this time. For 2016 , 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 2016 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, 2016
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 2015 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 Nine months ended (in millions) 2016 2015 2016 2015 Cost of prior grants of RSUs, stock appreciation rights (“SARs”) and performance share units (“PSUs”) that are amortized over their applicable vesting periods $ 257 $ 269 $ 808 $ 856 Accrual of estimated costs of stock-based awards to be granted in future periods including those to full-career eligible employees 230 195 752 683 Total noncash compensation expense related to employee stock-based incentive plans $ 487 $ 464 $ 1,560 $ 1,539 In the first quarter of 2016, in connection with its annual incentive grant for the 2015 performance year, the Firm granted 33 million RSUs and 926 thousand PSUs, all with a weighted-average grant date fair value of $57.24 . PSU Awards In January 2016, the Firm’s Board of Directors approved the grant of PSUs to members of the Firm’s Operating Committee under the variable compensation program for performance year 2015. PSUs are subject to the Firm’s achievement of specified performance criteria over a three -year period. The number of awards that vest can range from zero to 150% of the grant amount. The awards vest and are converted into shares of common stock in the quarter after the end of the three -year performance period. In addition, dividends will be notionally reinvested in the Firm’s common stock and will be delivered only in respect of any earned shares. Once the PSUs have vested, the shares of common stock that are delivered, after applicable tax withholding, must be held for an additional two -year period, for a total combined vesting and holding period of five years from the grant date.

Noninterest Expense

Noninterest Expense	9 Months Ended
	Sep. 30, 2016
Noninterest Expense [Abstract]
Noninterest Expense	Noninterest expense For details on noninterest expense, see Consolidated statements of income on page 85 . Included within other expense are the following: Three months ended September 30, Nine months ended September 30, (in millions) 2016 2015 2016 2015 Legal expense/(benefit) $ (71 ) $ 1,347 $ (547 ) $ 2,325 FDIC-related expense 360 298 912 916

Securities

Securities	9 Months Ended
	Sep. 30, 2016
Investments, Debt and Equity Securities [Abstract]
Securities	Securities Securities are classified as trading, AFS or HTM. Securities classified as trading assets are discussed in Note 3 . Predominantly all of the Firm’s AFS and HTM securities are held by Treasury and CIO within the investment securities portfolio in connection with the Firm’s asset-liability management objectives. At September 30, 2016 , the investment securities portfolio consisted of debt securities with an average credit rating of 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 2015 Annual Report. During the second quarter of 2016, the Firm transferred commercial MBS and obligations of U.S. states and municipalities with a fair value of $7.5 billion from AFS to HTM. These securities were transferred at fair value. AOCI included net pretax unrealized gains of $78 million on the securities at the date of transfer. The transfers reflect the Firm’s intent to hold the securities to maturity in order to reduce the impact of price volatility on AOCI. This transfer was a non-cash transaction. The amortized costs and estimated fair values of the investment securities portfolio were as follows for the dates indicated. September 30, 2016 December 31, 2015 (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) 54,961 1,876 15 $ 56,822 $ 53,689 $ 1,483 $ 106 $ 55,066 Residential: Prime and Alt-A 6,269 86 24 6,331 7,462 40 57 7,445 Subprime 2,582 22 — 2,604 210 7 — 217 Non-U.S. 6,801 180 10 6,971 19,629 341 13 19,957 Commercial 11,378 181 35 11,524 22,990 150 243 22,897 Total mortgage-backed securities 81,991 2,345 84 84,252 103,980 2,021 419 105,582 U.S. Treasury and government agencies (a) 21,674 52 218 21,508 11,202 — 166 11,036 Obligations of U.S. states and municipalities 28,685 2,728 10 31,403 31,328 2,245 23 33,550 Certificates of deposit 108 — — 108 282 1 — 283 Non-U.S. government debt securities 36,120 1,150 17 37,253 35,864 853 41 36,676 Corporate debt securities 5,336 76 29 5,383 12,464 142 170 12,436 Asset-backed securities: Collateralized loan obligations 30,688 76 43 30,721 31,146 52 191 31,007 Other 7,681 62 67 7,676 9,125 72 100 9,097 Total available-for-sale debt securities 212,283 6,489 468 218,304 235,391 5,386 1,110 239,667 Available-for-sale equity securities 2,065 21 — 2,086 2,067 20 — 2,087 Total available-for-sale securities $ 214,348 $ 6,510 $ 468 $ 220,390 $ 237,458 $ 5,406 $ 1,110 $ 241,754 Held-to-maturity debt securities Mortgage-backed securities: U.S. government agencies (b) 31,730 1,599 — 33,329 36,271 852 42 37,081 Commercial 5,792 124 — 5,916 — — — — Total mortgage-backed securities 37,522 1,723 — 39,245 36,271 852 42 37,081 Obligations of U.S. states and municipalities 14,489 1,005 6 15,488 12,802 708 4 13,506 Total held-to-maturity debt securities 52,011 2,728 6 54,733 49,073 1,560 46 50,587 Total securities $ 266,359 $ 9,238 $ 474 $ 275,123 $ 286,531 $ 6,966 $ 1,156 $ 292,341 (a) Included total U.S. government-sponsored enterprise obligations with fair values of $37.5 billion and $42.3 billion at September 30, 2016 , and December 31, 2015 , respectively, which were predominantly mortgage-related. (b) Included total U.S. government-sponsored enterprise obligations with amortized cost of $27.1 billion and $30.8 billion at September 30, 2016 , and December 31, 2015 , respectively, which were predominantly mortgage-related. Securities impairment The following tables present the fair value and gross unrealized losses for investment securities by aging category at September 30, 2016 , and December 31, 2015 . Securities with gross unrealized losses Less than 12 months 12 months or more September 30, 2016 (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 $ 2,428 $ 6 $ 458 $ 9 $ 2,886 $ 15 Residential: Prime and Alt-A 660 6 1,036 18 1,696 24 Subprime — — — — — — Non-U.S. 354 1 886 9 1,240 10 Commercial 3,205 29 1,308 6 4,513 35 Total mortgage-backed securities 6,647 42 3,688 42 10,335 84 U.S. Treasury and government agencies 17,595 218 — — 17,595 218 Obligations of U.S. states and municipalities 685 9 49 1 734 10 Certificates of deposit — — — — — — Non-U.S. government debt securities 2,559 6 430 11 2,989 17 Corporate debt securities — — 977 29 977 29 Asset-backed securities: Collateralized loan obligations 1,226 1 7,936 42 9,162 43 Other 1,964 40 1,094 27 3,058 67 Total available-for-sale debt securities 30,676 316 14,174 152 44,850 468 Available-for-sale equity securities — — — — — — Held-to-maturity securities Mortgage-backed securities U.S. government agencies — — — — — — Commercial — — — — — — Total mortgage-backed securities — — — — — — Obligations of U.S. states and municipalities 824 6 — — 824 6 Total held-to-maturity securities 824 6 — — 824 6 Total securities with gross unrealized losses $ 31,500 $ 322 $ 14,174 $ 152 $ 45,674 $ 474 Securities with gross unrealized losses Less than 12 months 12 months or more December 31, 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 $ 13,002 $ 95 $ 697 $ 11 $ 13,699 $ 106 Residential: Prime and Alt-A 5,147 51 238 6 5,385 57 Subprime — — — — — — Non-U.S. 2,021 12 167 1 2,188 13 Commercial 13,779 239 658 4 14,437 243 Total mortgage-backed securities 33,949 397 1,760 22 35,709 419 U.S. Treasury and government agencies 10,998 166 — — 10,998 166 Obligations of U.S. states and municipalities 1,676 18 205 5 1,881 23 Certificates of deposit — — — — — — Non-U.S. government debt securities 3,267 26 367 15 3,634 41 Corporate debt securities 3,198 125 848 45 4,046 170 Asset-backed securities: Collateralized loan obligations 15,340 67 10,692 124 26,032 191 Other 4,284 60 1,005 40 5,289 100 Total available-for-sale debt securities 72,712 859 14,877 251 87,589 1,110 Available-for-sale equity securities — — — — — — Held-to-maturity debt securities Mortgage-backed securities U.S. government agencies 3,294 42 — — 3,294 42 Commercial — — — — — — Total mortgage-backed securities 3,294 42 — — 3,294 42 Obligations of U.S. states and municipalities 469 4 — — 469 4 Total Held-to-maturity securities 3,763 46 — — 3,763 46 Total securities with gross unrealized losses $ 76,475 $ 905 $ 14,877 $ 251 $ 91,352 $ 1,156 Gross unrealized losses The Firm has recognized unrealized losses on securities it intends to sell as OTTI. The Firm does not intend to sell any of the remaining securities with an unrealized loss in AOCI as of September 30, 2016 , 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 as of September 30, 2016 , are not other-than-temporarily impaired. For additional information on other-than-temporary impairment, see Note 12 of the JPMorgan Chase’s 2015 Annual Report. Securities gains and losses The following table presents realized gains and losses and OTTI losses from AFS securities that were recognized in income. Three months ended September 30, Nine months ended September 30, (in millions) 2016 2015 2016 2015 Realized gains $ 95 $ 65 $ 284 $ 250 Realized losses (22 ) (20 ) (110 ) (107 ) OTTI losses (9 ) (12 ) (38 ) (14 ) Net securities gains $ 64 $ 33 $ 136 $ 129 OTTI losses Credit-related losses recognized in income $ — $ — $ (1 ) $ (1 ) Securities the Firm intends to sell (a) (9 ) (12 ) (37 ) (13 ) Total OTTI losses recognized in income $ (9 ) $ (12 ) $ (38 ) $ (14 ) (a) Excludes realized losses on securities sold of $14 million for the nine months ended September 30, 2016 that had been previously reported as an OTTI loss due to the intention to sell the securities. Changes in the credit loss component of credit-impaired debt securities The cumulative credit loss component, including any changes therein, of OTTI losses that have been recognized in income related to AFS debt securities that the Firm does not intend to sell was not material as of and during the three and nine month periods ended September 30, 2016 and 2015 . Contractual maturities and yields The following table presents the amortized cost and estimated fair value at September 30, 2016 , of JPMorgan Chase ’s investment securities portfolio by contractual maturity. By remaining maturity September 30, 2016 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 $ 1,577 $ 3,188 $ 8,327 $ 68,899 $ 81,991 Fair value 1,586 3,269 8,576 70,821 84,252 Average yield (b) 2.18 % 2.27 % 2.93 % 3.26 % 3.17 % U.S. Treasury and government agencies Amortized cost $ 75 $ 4,731 $ 15,531 $ 1,337 $ 21,674 Fair value 75 4,714 15,462 1,257 21,508 Average yield (b) 0.43 % 0.70 % 1.22 % 0.91 % 1.08 % Obligations of U.S. states and municipalities Amortized cost $ 123 $ 666 $ 1,045 $ 26,851 $ 28,685 Fair value 125 688 1,124 29,466 31,403 Average yield (b) 6.15 % 3.27 % 6.25 % 6.66 % 6.56 % Certificates of deposit Amortized cost $ 108 $ — $ — $ — $ 108 Fair value 108 — — — 108 Average yield (b) 1.76 % — — — 1.76 % Non-U.S. government debt securities Amortized cost $ 5,777 $ 14,341 $ 13,917 $ 2,085 $ 36,120 Fair value 5,792 14,734 14,548 2,179 37,253 Average yield (b) 2.94 % 1.47 % 0.92 % 0.48 % 1.44 % Corporate debt securities Amortized cost $ 1,551 $ 2,025 $ 1,630 $ 130 $ 5,336 Fair value 1,565 2,058 1,630 130 5,383 Average yield (b) 3.53 % 2.67 % 2.99 % 3.22 % 3.03 % Asset-backed securities Amortized cost $ 7 $ 565 $ 22,889 $ 14,908 $ 38,369 Fair value 7 568 22,895 14,927 38,397 Average yield (b) 2.47 % 0.79 % 2.17 % 2.08 % 2.12 % Total available-for-sale debt securities Amortized cost $ 9,218 $ 25,516 $ 63,339 $ 114,210 $ 212,283 Fair value 9,258 26,031 64,235 118,780 218,304 Average yield (b) 2.92 % 1.55 % 1.85 % 3.83 % 2.93 % Available-for-sale equity securities Amortized cost $ — $ — $ — $ 2,065 $ 2,065 Fair value — — — 2,086 2,086 Average yield (b) — % — % — % 0.29 % 0.29 % Total available-for-sale securities Amortized cost $ 9,218 $ 25,516 $ 63,339 $ 116,275 $ 214,348 Fair value 9,258 26,031 64,235 120,866 220,390 Average yield (b) 2.92 % 1.55 % 1.85 % 3.77 % 2.90 % Held-to-maturity debt securities Mortgage-backed securities (a) Amortized cost $ — $ — $ — $ 37,522 $ 37,522 Fair value — — — 39,245 39,245 Average yield (b) — % — % — % 3.31 % 3.31 % Obligations of U.S. states and municipalities Amortized cost $ — $ 29 $ 1,385 $ 13,075 $ 14,489 Fair value — 30 1,470 13,988 15,488 Average yield (b) — % 6.11 % 5.08 % 5.68 % 5.62 % Total held-to-maturity securities Amortized cost $ — $ 29 $ 1,385 $ 50,597 $ 52,011 Fair value — 30 1,470 53,233 54,733 Average yield (b) — % 6.11 % 5.08 % 3.92 % 3.95 % (a) U.S. government-sponsored enterprises were the only issuers whose securities exceeded 10% of JPMorgan Chase ’s total stockholders’ equity at September 30, 2016 . (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 U.S. residential MBS and collateralized mortgage obligations are due in 10 years or more, based on contractual maturity. The estimated weighted-average life, which reflects anticipated future prepayments, is approximately 5 years for agency residential MBS, 2 years for agency residential collateralized mortgage obligations and 3 years for nonagency residential collateralized mortgage obligations.

Securities Financing Activities

Securities Financing Activities	9 Months Ended
	Sep. 30, 2016
Securities Financing Transactions Disclosures [Abstract]
Securities Financing Activities	Securities financing activities For a discussion of accounting policies relating to securities financing activities, see Note 13 of JPMorgan Chase’s 2015 Annual Report. For further information regarding securities borrowed and securities lending agreements for which the fair value option has been elected, see Note 4. For further information regarding assets pledged and collateral received in securities financing agreements, see Note 22. The table below summarizes the gross and net amounts of the Firm’s securities financing agreements as of September 30, 2016 and December 31, 2015. When the Firm has obtained an appropriate legal opinion with respect to the master netting agreement with a counterparty and where other relevant netting criteria under U.S. GAAP are met, the Firm nets, on the Consolidated balance sheets, the balances outstanding under its securities financing agreements with the same counterparty. In addition, the Firm exchanges securities and/or cash collateral with its counterparties; this collateral also reduces, in the Firm’s view, the economic exposure with the counterparty. Such collateral, along with securities financing balances that do not meet relevant netting criteria under U.S. GAAP, is presented as “Amounts not nettable on the Consolidated balance sheets,” and reduces the “Net amounts” presented below, if the Firm has an appropriate legal opinion with respect to the master netting agreement with the counterparty. Where a legal opinion has not been either sought or obtained, the securities financing balances are presented gross in the “Net amounts” below, and related collateral does not reduce the amounts presented. September 30, 2016 (in millions) Gross amounts Amounts netted on the Consolidated balance sheets Amounts presented on the Consolidated balance sheets (b) Amounts not nettable on the Consolidated balance sheets (c) Net amounts (d) Assets Securities purchased under resale agreements $ 448,134 $ (215,572 ) $ 232,562 $ (226,850 ) $ 5,712 Securities borrowed 109,197 — 109,197 (78,667 ) 30,530 Liabilities Securities sold under repurchase agreements $ 367,383 $ (215,572 ) $ 151,811 $ (132,431 ) $ 19,380 Securities loaned and other (a) 23,002 — 23,002 (22,926 ) 76 December 31, 2015 (in millions) Gross amounts Amounts netted on the Consolidated balance sheets Amounts presented on the Consolidated balance sheets (b) Amounts not nettable on the Consolidated balance sheets (c) Net amounts (d) Assets Securities purchased under resale agreements $ 368,148 $ (156,258 ) $ 211,890 $ (207,958 ) (e) $ 3,932 (e) Securities borrowed 98,721 — 98,721 (65,081 ) 33,640 Liabilities Securities sold under repurchase agreements $ 290,044 $ (156,258 ) $ 133,786 $ (119,332 ) (e) $ 14,454 (e) Securities loaned and other (a) 22,556 — 22,556 (22,245 ) 311 (a) Includes securities-for-securities lending transactions of $7.4 billion and $4.4 billion at September 30, 2016 and December 31, 2015, respectively, accounted for at fair value, where the Firm is acting as lender. These amounts are presented within other liabilities on the Consolidated balance sheets. (b) Includes securities financing agreements accounted for at fair value. At September 30, 2016 and December 31, 2015, included securities purchased under resale agreements of $23.0 billion and $23.1 billion , respectively, securities borrowed of zero and $395 million , respectively, and securities sold under agreements to repurchase of $1.4 billion and $3.5 billion , respectively. There were no securities loaned accounted for at fair value in either period. (c) In some cases, collateral exchanged with a counterparty exceeds the net asset or liability balance with that counterparty. In such cases, the amounts reported in this column are limited to the related asset or liability with that counterparty. (d) Includes securities financing agreements that provide collateral rights, but where an appropriate legal opinion with respect to the master netting agreement has not been either sought or obtained. At September 30, 2016 and December 31, 2015, included $3.9 billion and $2.3 billion , respectively, of securities purchased under resale agreements; $27.9 billion and $31.3 billion , respectively, of securities borrowed; $17.5 billion and $12.6 billion , respectively, of securities sold under agreements to repurchase; and $22 million and $45 million , respectively, of securities loaned and other. (e) The prior period amounts have been revised to conform with the current presentation. The tables below present as of September 30, 2016 , and December 31, 2015 the types of financial assets pledged in securities financing agreements and the remaining contractual maturity of the securities financing agreements. Gross liability balance September 30, 2016 December 31, 2015 (in millions) Securities sold under repurchase agreements Securities loaned and other (a) Securities sold under repurchase agreements Securities loaned and other (a) Mortgage-backed securities $ 17,038 $ — $ 12,790 $ — U.S. Treasury and government agencies 202,515 17 154,377 5 Obligations of U.S. states and municipalities 2,076 — 1,316 — Non-U.S. government debt 106,088 5,813 80,162 4,426 Corporate debt securities 19,754 86 21,286 78 Asset-backed securities 5,139 — 4,394 — Equity securities 14,773 17,086 15,719 18,047 Total $ 367,383 $ 23,002 $ 290,044 $ 22,556 Remaining contractual maturity of the agreements Overnight and continuous Greater than 90 days September 30, 2016 (in millions) Up to 30 days 30 – 90 days Total Total securities sold under repurchase agreements $ 141,524 $ 132,267 $ 41,871 $ 51,721 $ 367,383 Total securities loaned and other (a) 11,460 647 1,588 9,307 23,002 Remaining contractual maturity of the agreements Overnight and continuous Greater than 90 days December 31, 2015 (in millions) Up to 30 days 30 – 90 days Total Total securities sold under repurchase agreements $ 114,595 $ 100,082 $ 29,955 $ 45,412 $ 290,044 Total securities loaned and other (a) 8,320 708 793 12,735 22,556 (a) Includes securities-for-securities lending transactions of $7.4 billion and $4.4 billion at September 30, 2016 and December 31, 2015, respectively, accounted for at fair value, where the Firm is acting as lender. These amounts are presented within other liabilities on the Consolidated balance sheets. Transfers not qualifying for sale accounting At September 30, 2016, and December 31, 2015, the Firm held $5.8 billion and $7.5 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, 2016
Loans and Leases Receivable Disclosure [Abstract]
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 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 2015 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 (f) Residential real estate – excluding PCI • Home equity (b) • Residential mortgage (c) Other consumer loans • Auto (d) • Business banking (d)(e) • 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 (g) (a) Includes loans held in CCB, prime mortgage and home equity loans held in AM and prime mortgage loans held in Corporate. (b) Includes senior and junior lien home equity loans. (c) Includes prime (including option ARMs) and subprime loans. (d) 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. (e) Predominantly includes Business Banking loans as well as deposit overdrafts. (f) 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. (g) Includes loans to: individuals; SPEs; holding companies; and private education and civic organizations. For more information on exposures to SPEs, see Note 16 of JPMorgan Chase ’s 2015 Annual Report . The following tables summarize the Firm’s loan balances by portfolio segment. September 30, 2016 Consumer, excluding credit card Credit card (a) Wholesale Total (in millions) Retained $ 363,398 $ 133,346 $ 386,449 $ 883,193 (b) Held-for-sale 398 89 2,463 2,950 At fair value — — 1,911 1,911 Total $ 363,796 $ 133,435 $ 390,823 $ 888,054 December 31, 2015 Consumer, excluding credit card Credit card (a) Wholesale Total (in millions) Retained $ 344,355 $ 131,387 $ 357,050 $ 832,792 (b) Held-for-sale 466 76 1,104 1,646 At fair value — — 2,861 2,861 Total $ 344,821 $ 131,463 $ 361,015 $ 837,299 (a) Includes accrued interest and fees net of an allowance for the uncollectible portion of accrued interest and fee income. (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. These amounts were not material as of September 30, 2016 , and December 31, 2015 . 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. 2016 2015 Three months ended September 30, (in millions) Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Purchases $ 959 (a)(b) $ — $ 282 $ 1,241 $ 1,196 (a)(b) $ — $ 1,199 $ 2,395 Sales 577 — 2,637 3,214 1,130 — 1,856 2,986 Retained loans reclassified to held-for-sale 176 — 777 953 — 79 20 99 2016 2015 Nine months ended September 30, (in millions) Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Purchases $ 3,048 (a)(b) $ — $ 975 $ 4,023 $ 3,918 (a)(b) $ — $ 1,894 $ 5,812 Sales 2,242 — 6,383 8,625 4,073 — (c) 7,381 11,454 Retained loans reclassified to held-for-sale 259 — 1,393 1,652 1,272 79 455 1,806 (a) Purchases predominantly represent the Firm’s voluntary repurchase of certain delinquent loans from loan pools as permitted by Government National Mortgage Association (“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, FHA, RHS, and/or VA. (b) Excludes purchases of retained loans sourced through the correspondent origination channel and underwritten in accordance with the Firm’s standards. Such purchases were $6.7 billion and $14.4 billion for the three months ended September 30, 2016 and 2015 , respectively, and $23.8 billion and $39.8 billion for the nine months ended September 30, 2016 and 2015 , respectively. (c) Prior period amounts have been revised to conform with current period presentation. 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 September 30, (in millions) 2016 2015 2016 2015 Net gains/(losses) on sales of loans (including lower of cost or fair value adjustments) (a) Consumer, excluding credit card $ 51 $ 62 $ 168 $ 239 Credit card (2 ) 13 (6 ) 22 Wholesale 17 33 15 32 Total net gains on sales of loans (including lower of cost or fair value adjustments) $ 66 $ 108 $ 177 $ 293 (a) Excludes sales related to loans accounted for at fair value. 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 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 $ 40,740 $ 45,559 Residential mortgage 189,558 166,239 Other consumer loans Auto 64,512 60,255 Business banking 22,292 21,208 Student and other 9,251 10,096 Residential real estate – PCI Home equity 13,448 14,989 Prime mortgage 7,919 8,893 Subprime mortgage 3,021 3,263 Option ARMs 12,657 13,853 Total retained loans $ 363,398 $ 344,355 For further information on consumer credit quality indicators, see Note 14 of JPMorgan Chase ’s 2015 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 (in millions, except ratios) Home equity (g) Residential mortgage (g) Total residential real estate – excluding PCI Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Loan delinquency (a) Current $ 39,644 $ 44,299 $ 181,247 $ 156,463 $ 220,891 $ 200,762 30–149 days past due 610 708 3,737 4,042 4,347 4,750 150 or more days past due 486 552 4,574 5,734 5,060 6,286 Total retained loans $ 40,740 $ 45,559 $ 189,558 $ 166,239 $ 230,298 $ 211,798 % of 30+ days past due to total retained loans (b) 2.69 % 2.77 % 0.81 % 1.03 % 1.14 % 1.40 % 90 or more days past due and government guaranteed (c) $ — $ — $ 4,796 $ 6,056 $ 4,796 $ 6,056 Nonaccrual loans 1,904 2,191 2,295 2,503 4,199 4,694 Current estimated LTV ratios (d)(e) Greater than 125% and refreshed FICO scores: Equal to or greater than 660 $ 65 $ 165 $ 52 $ 58 $ 117 $ 223 Less than 660 18 32 64 77 82 109 101% to 125% and refreshed FICO scores: Equal to or greater than 660 810 1,344 162 274 972 1,618 Less than 660 266 434 237 291 503 725 80% to 100% and refreshed FICO scores: Equal to or greater than 660 3,346 4,537 4,009 3,159 7,355 7,696 Less than 660 1,069 1,409 880 996 1,949 2,405 Less than 80% and refreshed FICO scores: Equal to or greater than 660 28,185 29,648 165,480 142,241 193,665 171,889 Less than 660 4,534 4,934 7,027 6,797 11,561 11,731 No FICO/LTV available 2,447 3,056 2,095 1,658 4,542 4,714 U.S. government-guaranteed — — 9,552 10,688 9,552 10,688 Total retained loans $ 40,740 $ 45,559 $ 189,558 $ 166,239 $ 230,298 $ 211,798 Geographic region California $ 7,992 $ 8,945 $ 57,410 $ 47,263 $ 65,402 $ 56,208 New York 8,345 9,147 24,282 21,462 32,627 30,609 Illinois 3,067 3,420 13,117 11,524 16,184 14,944 Texas 2,278 2,532 10,519 9,128 12,797 11,660 Florida 2,196 2,409 8,295 7,177 10,491 9,586 New Jersey 2,324 2,590 6,365 5,567 8,689 8,157 Washington 1,287 1,451 5,159 4,176 6,446 5,627 Arizona 1,858 2,143 3,604 3,155 5,462 5,298 Michigan 1,194 1,350 2,069 1,945 3,263 3,295 Ohio 1,464 1,652 1,362 1,247 2,826 2,899 All other (f) 8,735 9,920 57,376 53,595 66,111 63,515 Total retained loans $ 40,740 $ 45,559 $ 189,558 $ 166,239 $ 230,298 $ 211,798 (a) Individual delinquency classifications include mortgage loans insured by U.S. government agencies as follows: current included $2.8 billion and $2.6 billion ; 30 – 149 days past due included $2.9 billion and $3.2 billion ; and 150 or more days past due included $3.9 billion and $4.9 billion at September 30, 2016 , and December 31, 2015 , respectively. (b) At September 30, 2016 , and December 31, 2015 , Residential mortgage loans excluded mortgage loans insured by U.S. government agencies of $6.8 billion and $8.1 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, 2016 , and December 31, 2015 , these balances included $2.7 billion and $3.4 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 that were not guaranteed by U.S. government agencies that are 90 or more days past due and still accruing interest at September 30, 2016 , and December 31, 2015 . (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. Current estimated combined LTV for junior lien home equity loans considers all available lien positions, as well as unused lines, related to the property. (e) Refreshed FICO scores represent each borrower’s most recent credit score, which is obtained by the Firm on at least a quarterly basis. (f) At September 30, 2016 , and December 31, 2015 , included mortgage loans insured by U.S. government agencies of $9.6 billion and $10.7 billion , respectively. (g) Includes residential real estate loans to private banking clients in AM, for which the primary credit quality indicators are the borrower’s financial position and LTV. The following table represents the Firm’s delinquency statistics for junior lien home equity loans and lines as of September 30, 2016 , and December 31, 2015 . 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) $ 11,646 $ 17,050 1.18 % 1.57 % Beyond the revolving period 13,135 11,252 2.90 3.10 HELOANs 1,999 2,409 2.70 3.03 Total $ 26,780 $ 30,711 2.14 % 2.25 % (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 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. HELOCs beyond the revolving period and HELOANs have higher delinquency rates than 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 Firm’s allowance for loan losses. 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 TDR. All impaired loans are evaluated for an asset-specific allowance as described in Note 15 of JPMorgan Chase ’s 2015 Annual Report . Home equity Residential mortgage Total residential real estate – excluding PCI Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Impaired loans With an allowance $ 1,287 $ 1,293 $ 4,865 $ 5,243 $ 6,152 $ 6,536 Without an allowance (a) 966 1,065 1,349 1,447 2,315 2,512 Total impaired loans (b)(c) $ 2,253 $ 2,358 $ 6,214 $ 6,690 $ 8,467 $ 9,048 Allowance for loan losses related to impaired loans $ 132 $ 138 $ 79 $ 108 $ 211 $ 246 Unpaid principal balance of impaired loans (d) 3,792 3,960 8,518 9,082 12,310 13,042 Impaired loans on nonaccrual status (e) 1,088 1,220 1,799 1,957 2,887 3,177 (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, 2016 , Chapter 7 residential real estate loans included approximately 13% of home equity and 17% of residential mortgages that were 30 days or more past due. (b) At September 30, 2016 , and December 31, 2015 , $3.6 billion and $3.8 billion , respectively, of loans modified subsequent to repurchase from 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, 2016 , and December 31, 2015 . 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, 2016 , and December 31, 2015 , nonaccrual loans included $2.3 billion and $2.5 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 2015 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 (a) (in millions) 2016 2015 2016 2015 2016 2015 Home equity $ 2,276 $ 2,351 $ 31 $ 32 $ 20 $ 20 Residential mortgage 6,305 6,980 76 82 19 22 Total residential real estate – excluding PCI $ 8,581 $ 9,331 $ 107 $ 114 $ 39 $ 42 Nine months ended September 30, Average impaired loans Interest income on (a) Interest income on impaired (a) (in millions) 2016 2015 2016 2015 2016 2015 Home equity $ 2,325 $ 2,371 $ 94 $ 98 $ 61 $ 64 Residential mortgage 6,457 7,996 231 268 58 68 Total residential real estate – excluding PCI $ 8,782 $ 10,367 $ 325 $ 366 $ 119 $ 132 (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 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) 2016 2015 2016 2015 Home equity $ 62 $ 139 $ 258 $ 286 Residential mortgage 72 62 194 217 Total residential real estate – excluding PCI $ 134 $ 201 $ 452 $ 503 Nature and extent of modifications The U.S. Treasury’s Making Home Affordable 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 above 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, Total residential real estate – excluding PCI Home equity Residential mortgage 2016 2015 2016 2015 2016 2015 Number of loans approved for a trial modification 351 1,835 386 664 737 2,499 Number of loans permanently modified 1,163 953 849 805 2,012 1,758 Concession granted: (a) Interest rate reduction 83 % 71 % 81 % 73 % 82 % 72 % Term or payment extension 76 88 86 80 81 84 Principal and/or interest deferred 21 24 15 22 18 24 Principal forgiveness 6 4 25 29 14 15 Other (b) 6 — 27 13 15 6 Nine months ended September 30, Total residential real estate – excluding PCI Home equity Residential mortgage 2016 2015 2016 2015 2016 2015 Number of loans approved for a trial modification 2,088 2,732 1,521 1,992 3,609 4,724 Number of loans permanently modified 3,804 2,679 2,560 2,397 6,364 5,076 Concession granted: (a) Interest rate reduction 74 % 74 % 75 % 71 % 75 % 73 % Term or payment extension 84 86 89 81 86 84 Principal and/or interest deferred 12 26 18 26 18 26 Principal forgiveness 9 5 27 29 16 16 Other (b) 1 — 14 11 11 5 (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 above 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, (in millions, except weighted-average data and number of loans) Home equity Residential mortgage Total residential real estate – excluding PCI 2016 2015 2016 2015 2016 2015 Weighted-average interest rate of loans with interest rate reductions – before TDR 4.99 % 5.20 % 5.76 % 5.76 % 5.47 % 5.57 % Weighted-average interest rate of loans with interest rate reductions – after TDR 2.28 2.33 2.99 2.81 2.73 2.65 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR 19 17 24 25 22 22 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR 38 33 38 37 38 36 Charge-offs recognized upon permanent modification $ — $ 1 $ 1 $ 4 $ 1 $ 5 Principal deferred 6 7 7 13 13 20 Principal forgiven 1 — 12 19 13 19 Balance of loans that redefaulted within one year of permanent modification (a) $ 13 $ 5 $ 29 $ 38 $ 42 $ 43 Nine months ended September 30, Home equity Residential mortgage Total residential real estate – excluding PCI 2016 2015 2016 2015 2016 2015 Weighted-average interest rate of loans with interest rate reductions – before TDR 5.08 % 5.24 % 5.66 % 5.74 % 5.43 % 5.57 % Weighted-average interest rate of loans with interest rate reductions – after TDR 2.40 2.41 2.94 2.76 2.73 2.65 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR 18 18 25 25 22 22 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR 38 33 38 37 38 36 Charge-offs recognized upon permanent modification $ 1 $ 3 $ 3 $ 9 $ 4 $ 12 Principal deferred 18 20 26 45 44 65 Principal forgiven 5 2 37 52 42 54 Balance of loans that redefaulted within one year of permanent modification (a) $ 31 $ 14 $ 72 $ 102 $ 103 $ 116 (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, 2016 , the weighted-average estimated remaining lives of residential real estate loans, excluding PCI loans, permanently modified in TDRs were 9 years for home equity and 11 years for residential 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, 2016 , and December 31, 2015 , the Firm had non-PCI residential real estate loans, excluding those insured by U.S. government agencies, with a carrying value of $1.0 billion and $1.2 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 $ 63,815 $ 59,442 $ 21,954 $ 20,887 $ 8,644 $ 9,405 $ 94,413 $ 89,734 30–119 days past due 688 804 212 215 380 445 1,280 1,464 120 or more days past due 9 9 126 106 227 246 362 361 Total retained loans $ 64,512 $ 60,255 $ 22,292 $ 21,208 $ 9,251 $ 10,096 $ 96,055 $ 91,559 % of 30+ days past due to total retained loans 1.08 % 1.35 % 1.52 % 1.51 % 1.58 % (d) 1.63 % (d) 1.23 % (d) 1.42 % (d) 90 or more days past due and (b) $ — $ — $ — $ — $ 259 $ 290 $ 259 $ 290 Nonaccrual loans 212 116 286 263 211 242 709 621 Geographic region California $ 7,837 $ 7,186 $ 4,031 $ 3,530 $ 951 $ 1,051 $ 12,819 $ 11,767 New York 3,970 3,874 3,392 3,359 1,202 1,224 8,564 8,457 Illinois 3,921 3,678 1,582 1,459 608 679 6,111 5,816 Texas 6,866 6,457 2,715 2,622 761 839 10,342 9,918 Florida 3,343 2,843 1,046 941 484 516 4,873 4,300 New Jersey 2,026 1,998 540 500 326 366 2,892 2,864 Washington 1,207 1,135 279 264 198 212 1,684 1,611 Arizona 2,215 2,033 1,251 1,205 212 236 3,678 3,474 Michigan 1,514 1,550 1,309 1,361 369 415 3,192 3,326 Ohio 2,269 2,340 1,359 1,363 509 559 4,137 4,262 All other 29,344 27,161 4,788 4,604 3,631 3,999 37,763 35,764 Total retained loans $ 64,512 $ 60,255 $ 22,292 $ 21,208 $ 9,251 $ 10,096 $ 96,055 $ 91,559 Loans by risk ratings (c) Noncriticized $ 12,276 $ 11,277 $ 16,563 $ 15,505 NA NA $ 28,839 $ 26,782 Criticized performing 188 76 761 815 NA NA 949 891 Criticized nonaccrual 98 — 236 210 NA NA 334 210 (a) Student loan delinquency classifications included loans insured by U.S. government agencies under the FFELP as follows: current included $3.5 billion and $3.8 billion ; 30 - 119 days past due included $250 million and $299 million ; and 120 or more days past due included $211 million and $227 million at September 30, 2016 , and December 31, 2015 , 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, 2016 , and December 31, 2015 , excluded loans 30 days or more past due and still accruing, which are insured by U.S. government agencies under the FFELP, of $461 million and $526 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 $ 648 $ 527 Without an allowance (a) 30 31 Total impaired loans (b)(c) $ 678 $ 558 Allowance for loan losses related to impaired loans $ 141 $ 118 Unpaid principal balance of impaired loans (d) 790 668 Impaired loans on nonaccrual status 551 449 (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 $683 million and $543 million for the three months ended September 30, 2016 and 2015 , respectively, and $626 million and $565 million for the nine months ended September 30, 2016 and 2015 , 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, 2016 and 2015 . (d) Represents the contractual amount of principal owed at September 30, 2016 , and December 31, 2015 . 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 2015 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, 2016 and 2015. (in millions) September 30, December 31, Loans modified in TDRs (a)(b) $ 386 $ 384 TDRs on nonaccrual status 259 275 (a) The impact of these modifications was not material to the Firm for the three and nine months ended September 30, 2016 and 2015 . (b) Additional commitments to lend to borrowers whose loans have been modified in TDRs as of September 30, 2016 , and December 31, 2015 , 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 2015 Annual Report . Residential real estate – PCI loans The table below sets forth information about the Firm’s consumer, excluding credit card, PCI loans. 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) $ 13,448 $ 14,989 $ 7,919 $ 8,893 $ 3,021 $ 3,263 $ 12,657 $ 13,853 $ 37,045 $ 40,998 Related allowance for loan losses (b) 1,708 1,708 861 985 — — 49 49 2,618 2,742 Loan delinquency (based on unpaid principal balance) Current $ 12,970 $ 14,387 $ 7,100 $ 7,894 $ 3,065 $ 3,232 $ 11,445 $ 12,370 $ 34,580 $ 37,883 30–149 days past due 279 322 350 424 389 439 571 711 1,589 1,896 150 or more days past due 510 633 494 601 260 380 993 1,272 2,257 2,886 Total loans $ 13,759 $ 15,342 $ 7,944 $ 8,919 $ 3,714 $ 4,051 $ 13,009 $ 14,353 $ 38,426 $ 42,665 % of 30+ days past due to total loans 5.73 % 6.22 % 10.62 % 11.49 % 17.47 % 20.22 % 12.02 % 13.82 % 10.01 % 11.21 % Current estimated LTV ratios (based on unpaid principal balance) (c)(d) Greater than 125% and refreshed FICO scores: Equal to or greater than 660 $ 89 $ 153 $ 6 $ 10 $ 6 $ 10 $ 11 $ 19 $ 112 $ 192 Less than 660 50 80 19 28 33 55 23 36 125 199 101% to 125% and refreshed FICO scores: Equal to or greater than 660 649 942 64 120 46 77 98 166 857 1,305 Less than 660 305 444 94 152 152 220 164 239 715 1,055 80% to 100% and refreshed FICO scores: Equal to or greater than 660 2,119 2,709 520 816 248 331 653 977 3,540 4,833 Less than 660 914 1,136 436 614 496 643 744 1,050 2,590 3,443 Lower than 80% and refreshed FICO scores: Equal to or greater than 660 6,678 6,724 4,082 4,243 915 863 6,847 7,073 18,522 18,903 Less than 660 2,198 2,265 2,312 2,438 1,635 1,642 3,858 4,065 10,003 10,410 No FICO/LTV available 757 889 411 498 183 210 611 728 1,962 2,325 Total unpaid principal balance $ 13,759 $ 15,342 $ 7,944 $ 8,919 $ 3,714 $ 4,051 $ 13,009 $ 14,353 $ 38,426 $ 42,665 Geographic region (based on unpaid principal balance) California $ 8,246 $ 9,205 $ 4,589 $ 5,172 $ 927 $ 1,005 $ 7,378 $ 8,108 $ 21,140 $ 23,490 New York 724 788 528 580 373 400 740 813 2,365 2,581 Illinois 327 358 235 263 181 196 289 333 1,032 1,150 Texas 193 224 83 94 219 243 66 75 561 636 Florida 1,348 1,479 519 586 341 373 1,063 1,183 3,271 3,621 New Jersey 289 310 217 238 127 139 419 470 1,052 1,157 Washington 708 819 173 194 71 81 303 339 1,255 1,433 Arizona 253 281 131 143 70 76 188 203 642 703 Michigan 39 44 126 141 103 113 133 150 401 448 Ohio 15 17 41 45 58 62 53 61 167 185 All other 1,617 1,817 1,302 1,463 1,244 1,363 2,377 2,618 6,540 7,261 Total u

Allowance for Credit Losses

Allowance for Credit Losses	9 Months Ended
	Sep. 30, 2016
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 2015 Annual Report . Allowance for credit losses and related information The table below summarizes information about the allowances for loan losses and lending-related commitments, and includes a breakdown of loans and lending-related commitments by impairment methodology. 2016 2015 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, $ 5,806 $ 3,434 $ 4,315 $ 13,555 7,050 $ 3,439 $ 3,696 $ 14,185 Gross charge-offs 1,071 2,803 291 4,165 1,269 2,626 46 3,941 Gross recoveries (448 ) (275 ) (30 ) (753 ) (577 ) (278 ) (64 ) (919 ) Net charge-offs/(recoveries) 623 2,528 261 3,412 692 2,348 (18 ) 3,022 Write-offs of PCI loans (a) 124 — — 124 162 — — 162 Provision for loan losses 578 2,978 628 4,184 (346 ) 2,348 461 2,463 Other — — 1 1 (1 ) (5 ) 8 2 Ending balance at September 30, $ 5,637 $ 3,884 $ 4,683 $ 14,204 $ 5,849 $ 3,434 $ 4,183 $ 13,466 Allowance for loan losses by impairment methodology Asset-specific (b) $ 352 $ 363 (c) $ 490 $ 1,205 $ 359 $ 485 (c) $ 281 $ 1,125 Formula-based 2,667 3,521 4,193 10,381 2,702 2,949 3,902 9,553 PCI 2,618 — — 2,618 2,788 — — 2,788 Total allowance for loan losses $ 5,637 $ 3,884 $ 4,683 $ 14,204 $ 5,849 $ 3,434 $ 4,183 $ 13,466 Loans by impairment methodology Asset-specific $ 9,145 $ 1,264 $ 2,233 $ 12,642 $ 9,817 $ 1,563 $ 1,121 $ 12,501 Formula-based 317,208 132,082 384,213 833,503 279,679 124,071 345,802 749,552 PCI 37,045 — 3 37,048 42,236 — 4 42,240 Total retained loans $ 363,398 $ 133,346 $ 386,449 $ 883,193 $ 331,732 $ 125,634 $ 346,927 $ 804,293 Impaired collateral-dependent loans Net charge-offs $ 63 $ — $ 7 $ 70 $ 84 $ — $ 2 $ 86 Loans measured at fair value of collateral less cost to sell 2,371 — 346 2,717 2,653 — 325 2,978 Allowance for lending-related commitments Beginning balance at January 1, $ 14 $ — $ 772 $ 786 $ 13 $ — $ 609 $ 622 Provision for lending-related commitments — — 313 313 1 — 112 113 Other — — 1 1 — — — — Ending balance at September 30, $ 14 $ — $ 1,086 $ 1,100 $ 14 $ — $ 721 $ 735 Allowance for lending-related commitments by impairment methodology Asset-specific $ — $ — $ 162 $ 162 $ — $ — $ 69 $ 69 Formula-based 14 — 924 938 14 — 652 666 Total allowance for lending-related commitments $ 14 $ — $ 1,086 $ 1,100 $ 14 $ — $ 721 $ 735 Lending-related commitments by impairment methodology Asset-specific $ — $ — $ 503 $ 503 $ — $ — $ 176 $ 176 Formula-based 59,990 549,634 368,484 978,108 60,005 526,433 354,172 940,610 Total lending-related commitments $ 59,990 $ 549,634 $ 368,987 $ 978,611 $ 60,005 $ 526,433 $ 354,348 $ 940,786 (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, 2016
Variable Interest Entities [Abstract]
Variable Interest Entities	Variable interest entities For a further description of JPMorgan Chase’s accounting policies regarding consolidation of VIEs, see Note 1 of JPMorgan Chase’s 2015 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 142 Mortgage securitization trusts Servicing and securitization of both originated and purchased residential mortgages 142 – 144 CIB Mortgage and other securitization trusts Securitization of both originated and purchased residential and commercial mortgages, and student loans 142 – 144 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 144 Municipal bond vehicles 144–145 The Firm also invests in and provides financing and other services to VIEs sponsored by third parties, as described on page 145 of this Note. Significant Firm-sponsored VIEs Credit card securitizations For a more detailed discussion of JPMorgan Chase’s involvement with credit card securitizations, see Note 16 of JPMorgan Chase’s 2015 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, including its primary vehicle, the Chase Issuance Trust. See the table on page 146 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 interests 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 2015 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 147 of this Note for further information regarding the Firm’s cash flows with and interests retained in nonconsolidated VIEs, and page 147 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, 2016 (in millions) 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 (a) Residential mortgage: Prime/Alt-A and option ARMs $ 80,226 $ 4,749 $ 59,790 $ 204 $ 1,444 $ 1,648 Subprime 22,300 5 20,594 78 — 78 Commercial and other (b) 107,288 107 73,454 612 1,945 2,557 Total $ 209,814 $ 4,861 $ 153,838 $ 894 $ 3,389 $ 4,283 Principal amount outstanding JPMorgan Chase interest in securitized assets in nonconsolidated VIEs (c)(d)(e) December 31, 2015 (in millions) 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 (a) Residential mortgage: Prime/Alt-A and option ARMs $ 85,687 $ 1,400 $ 66,708 $ 394 $ 1,619 $ 2,013 Subprime 24,389 64 22,549 109 — 109 Commercial and other (b) 123,474 107 80,319 447 3,451 3,898 Total $ 233,550 $ 1,571 $ 169,576 $ 950 $ 5,070 $ 6,020 (a) Excludes U.S. government agency securitizations and re-securitizations, which are not Firm-sponsored. See page 147 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) 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 $34 million and $48 million , respectively, at September 30, 2016 , and $163 million and $73 million , respectively, at December 31, 2015 , 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, 2016 , and December 31, 2015 , 65% and 76% , 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 $1.6 billion and $1.9 billion of investment-grade and $68 million and $93 million of noninvestment-grade retained interests at September 30, 2016 , and December 31, 2015 , respectively. The retained interests in commercial and other securitizations trusts consisted of $2.3 billion and $3.7 billion of investment-grade and $253 million and $198 million of noninvestment-grade retained interests at September 30, 2016 , and December 31, 2015 , respectively. Residential mortgage The Firm securitizes residential mortgage loans originated by CCB , as well as residential mortgage loan purchased from third parties by either CCB or CIB . For a more detailed description of the Firm’s involvement with residential mortgage securitizations, see Note 16 of JPMorgan Chase’s 2015 Annual Report . See the table on page 146 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 2015 Annual Report . See the table on page 146 of this Note for more information on the consolidated commercial mortgage securitizations, and the table on the previous page of this Note for further information on interests held in nonconsolidated securitizations. Re-securitizations For a more detailed description of JPMorgan Chase’s participation in certain re-securitization transactions, see Note 16 of JPMorgan Chase’s 2015 Annual Report . During the three months ended September 30, 2016 and 2015 , the Firm transferred $1.2 billion and $6.6 billion , respectively, of securities to agency VIEs, and $503 million and $50 million , respectively, of securities to private-label VIEs. During the nine months ended September 30, 2016 and 2015 , the Firm transferred $7.6 billion and $16.8 billion , respectively, of securities to agency VIEs, and $647 million and $777 million , respectively, of securities to private-label VIEs. As of September 30, 2016 , and December 31, 2015 , 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 $2.4 billion and $2.2 billion , respectively. At September 30, 2016 , and December 31, 2015 , the Firm held approximately $1.3 billion and $4.6 billion , respectively, of interests in nonconsolidated agency re-securitization entities. The Firm’s exposure to non-consolidated private-label re-securitization entities as of September 30, 2016 , and December 31, 2015 was not material. As of September 30, 2016 , and December 31, 2015 , the Firm did not consolidate any agency re-securitizations. As of September 30, 2016 , and December 31, 2015 , the Firm consolidated an insignificant amount of assets and liabilities of Firm-sponsored private-label re-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 2015 Annual Report . In the normal course of business, JPMorgan Chase makes markets in and invests in commercial paper issued by the Firm -administered multi-seller conduits. The Firm held $21.2 billion and $15.7 billion of the commercial paper issued by the Firm -administered multi-seller conduits at September 30, 2016 , and December 31, 2015 , respectively. 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 have been eliminated in consolidation. The Firm or the Firm-administered multi-seller conduits provide lending-related commitments to certain clients of the Firm-administered multi-seller conduits. The unfunded portion of these commitments was $9.1 billion and $5.6 billion at September 30, 2016 , and December 31, 2015 , 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 2015 Annual Report . The Firm’s exposure to nonconsolidated municipal bond VIEs at September 30, 2016 , and December 31, 2015 , including the ratings profile of the VIEs’ assets, was as follows. (in millions) Fair value of assets held by VIEs Liquidity facilities Excess/(deficit) (a) Maximum exposure Nonconsolidated municipal bond vehicles September 30, 2016 $ 1,916 $ 1,136 $ 780 $ 1,136 December 31, 2015 6,937 3,794 3,143 3,794 Ratings profile of VIE assets (b) Fair value of assets held by VIEs Wt. avg. expected life of assets (years) Investment-grade (in millions, except where otherwise noted) AAA to AAA- AA+ to AA- A+ to A- BBB+ to BBB- Unrated (c) September 30, 2016 $ 474 $ 1,195 $ 108 $ 24 $ 115 $ 1,916 3.7 December 31, 2015 1,743 4,631 448 24 91 6,937 4.0 (a) Represents the excess of the fair values of municipal bond assets available to repay the liquidity facilities, if drawn. (b) The ratings scale is presented on an S&P-equivalent basis. (c) These security positions have been defeased by the municipality and no longer carry credit ratings, but are backed by high quality assets such as U.S. treasuries and cash. VIEs sponsored by third parties The Firm enters into transactions with VIEs structured by other parties. These include, for example, acting as a derivative counterparty, liquidity provider, investor, underwriter, placement agent, remarketing 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 in the same manner 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, 2016 , and December 31, 2015 . Assets Liabilities September 30, 2016 (in millions) Trading assets Loans Other (c) Total assets (d) Beneficial interests in VIE assets (e) Other (f) Total liabilities VIE program type (a) Firm-sponsored credit card trusts $ — $ 45,011 $ 798 $ 45,809 $ 33,424 $ 18 $ 33,442 Firm-administered multi-seller conduits — 24,833 42 24,875 3,659 31 3,690 Municipal bond vehicles 2,915 — 9 2,924 2,962 2 2,964 Mortgage securitization entities (b) 73 4,742 162 4,977 417 563 980 Student loan securitization entities — 1,747 55 1,802 1,583 5 1,588 Other 181 — 2,371 2,552 188 119 307 Total $ 3,169 $ 76,333 $ 3,437 $ 82,939 $ 42,233 $ 738 $ 42,971 Assets Liabilities December 31, 2015 (in millions) Trading assets Loans Other (c) Total assets (d) Beneficial interests in VIE assets (e) Other (f) Total liabilities VIE program type (a) Firm-sponsored credit card trusts $ — $ 47,358 $ 718 $ 48,076 $ 27,906 $ 15 $ 27,921 Firm-administered multi-seller conduits — 24,388 37 24,425 8,724 19 8,743 Municipal bond vehicles 2,686 — 5 2,691 2,597 1 2,598 Mortgage securitization entities (b) 840 1,433 27 2,300 777 643 1,420 Student loan securitization entities — 1,925 62 1,987 1,760 5 1,765 Other 210 — 1,916 2,126 115 126 241 Total $ 3,736 $ 75,104 $ 2,765 $ 81,605 $ 41,879 $ 809 $ 42,688 (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 and other assets on 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 VIEs.” 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 $35.6 billion and $30.6 billion at September 30, 2016 , and December 31, 2015 , respectively. The maturities of the long-term beneficial interests as of September 30, 2016 , were as follows: $11.6 billion under one year, $21.3 billion between one and five years, and $2.7 billion over five years. (f) Includes liabilities classified as accounts payable and other liabilities on the Consolidated balance sheets. Loan securitizations The Firm has securitized and sold 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 2015 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, 2016 and 2015 , 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, 2016 2015 2016 2015 (in millions) 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 $ 698 $ 3,428 $ 971 $ 2,982 $ 1,111 $ 5,786 $ 2,663 $ 9,033 All cash flows during the period: (a) Proceeds from new securitizations (b) $ 709 $ 3,551 $ 972 $ 2,995 $ 1,122 $ 5,924 $ 2,674 $ 9,053 Servicing fees collected 111 1 129 — 334 2 409 2 Purchases of previously transferred financial assets (or the underlying collateral) (c) — — 1 — 37 — 2 — Cash flows received on interests 121 535 122 172 326 1,115 308 379 (a) Excludes re-securitization transactions. (b) For the three and nine months ended September 30, 2016 , $709 million and $1.1 billion , respectively, of proceeds from residential mortgage securitizations were received as securities classified in level 2 of the fair value hierarchy. For the three and nine months ended September 30, 2016 , $3.6 billion and $5.9 billion , respectively, of proceeds from commercial mortgage securitizations were received as securities classified in level 2, and $0 million and $2 million , respectively, of proceeds were classified as level 3 of the fair value hierarchy. 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 for both periods $59 million of proceeds were classified as level 3 of the fair value hierarchy, respectively. 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 were classified as level 3 of the fair value hierarchy, and no proceeds from commercial mortgage securitization were received as cash. All loans transferred into securitization vehicles during the three and nine months ended September 30, 2016 and 2015, were classified as trading assets; and changes in fair value were recorded in principal transactions revenue. The Firm elected the fair value option for loans pending securitization. The carrying value of these loans accounted for at fair value approximated the proceeds received from securitization. (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 mortgage and student loan securitizations. Loans and excess MSRs sold to U.S. government-sponsored enterprises, 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 U.S. government-sponsored enterprises (“ U.S. GSEs”). These loans and excess MSRs are sold primarily for the purpose of securitization by the U.S. 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 these transactions 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 21 of this Form 10-Q, and Note 29 of JPMorgan Chase’s 2015 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 U.S. 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) 2016 2015 2016 2015 Carrying value of loans sold $ 14,811 $ 11,394 $ 32,647 $ 34,193 Proceeds received from loan sales as cash 68 139 306 238 Proceeds received from loans sales as securities (a) 14,610 11,170 32,113 33,758 Total proceeds received from loan sales (b) $ 14,678 $ 11,309 $ 32,419 $ 33,996 Gains on loan sales (c) $ 50 $ 61 $ 164 $ 238 (a) Predominantly i ncludes securities from U.S. GSEs and Ginnie Mae that are generally sold shortly after receipt. (b) Excludes the value of MSRs retained upon the sale of loans. Gains on loan sales include the value of MSRs. (c) The carrying value of the loans accounted for at fair value approximated the 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, 2016 , and December 31, 2015 , the Firm had recorded on its Consolidated balance sheets $9.9 billion and $11.1 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 $163 million and $343 million as of September 30, 2016 , and December 31, 2015 , respectively. Substantially all of these loans and REO 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 2015 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, 2016 , and December 31, 2015 . 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, 2016 2015 2016 2015 Securitized loans (a) Residential mortgage: Prime / Alt-A & option ARMs $ 59,790 $ 66,708 $ 6,509 $ 8,325 $ 275 $ 486 $ 933 $ 1,402 Subprime 20,594 22,549 4,379 5,448 280 380 898 1,105 Commercial and other 73,454 80,319 1,324 1,808 78 211 564 350 Total loans securitized $ 153,838 $ 169,576 $ 12,212 $ 15,581 $ 633 $ 1,077 $ 2,395 $ 2,857 (a) Total assets held in securitization-related SPEs were $209.8 billion and $233.6 billion , respectively, at September 30, 2016 , and December 31, 2015 . The $153.8 billion and $169.6 billion , respectively, of loans securitized at September 30, 2016 , and December 31, 2015 , excluded: $51.1 billion and $62.4 billion , respectively, of securitized loans in which the Firm has no continuing involvement, and $4.9 billion and $1.6 billion , respectively, of loan securitizations consolidated on the Firm’s Consolidated balance sheets at September 30, 2016 , and December 31, 2015 .

Goodwill and Other Intangible A

Goodwill and Other Intangible Assets	9 Months Ended
	Sep. 30, 2016
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 2015 Annual Report . The following table presents goodwill attributed to the business segments. (in millions) September 30, December 31, Consumer & Community Banking $ 30,806 $ 30,769 Corporate & Investment Bank 6,775 6,772 Commercial Banking 2,861 2,861 Asset Management 6,860 6,923 Total goodwill $ 47,302 $ 47,325 The following table presents changes in the carrying amount of goodwill. Three months ended September 30, Nine months ended September 30, (in millions) 2016 2015 2016 2015 Balance at beginning of period $ 47,303 $ 47,476 $ 47,325 $ 47,647 Changes during the period from: Business combinations — 8 — 25 Dispositions (a) — — (71 ) (101 ) Other (b) (1 ) (79 ) 48 (166 ) Balance at September 30, $ 47,302 $ 47,405 $ 47,302 $ 47,405 (a) During the nine months ended September 30, 2016 , represents AM goodwill, which was disposed of as part of AM sales completed in March 2016. During the nine months ended September 30, 2015, represents Private Equity goodwill, which was disposed of as part of a Private Equity sale completed in January 2015. (b) Includes foreign currency translation adjustments and other tax-related adjustments. Goodwill Impairment testing For further description of the Firm’s goodwill impairment testing, 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 274–275 of JPMorgan Chase ’s 2015 Annual Report . Goodwill was not impaired at September 30, 2016 , or December 31, 2015 , nor was goodwill written off due to impairment during the nine months ended September 30, 2016 or 2015. Declines in business performance, increases in credit losses, increases in equity capital requirements, as well as deterioration in economic or market conditions, adverse estimates of the impact of regulatory or legislative changes or increases in the estimated market 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 2015 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, 2016 and 2015 . As of or for the three months As of or for the nine months (in millions, except where otherwise noted) 2016 2015 2016 2015 Fair value at beginning of period $ 5,072 $ 7,571 $ 6,608 $ 7,436 MSR activity: Originations of MSRs 190 147 410 447 Purchase of MSRs — (4 ) — 435 Disposition of MSRs (a) (5 ) — (72 ) (375 ) Net additions 185 143 338 507 Changes due to collection/realization of expected cash flows (233 ) (233 ) (713 ) (677 ) Changes in valuation due to inputs and assumptions: Changes due to market interest rates and other (b) (35 ) (677 ) (1,230 ) (338 ) Changes in valuation due to other inputs and assumptions: Projected cash flows (e.g., cost to service) (21 ) (76 ) (28 ) (103 ) Discount rates — — 7 (10 ) Prepayment model changes and other (c) (31 ) (12 ) (45 ) (99 ) Total changes in valuation due to other inputs and assumptions (52 ) (88 ) (66 ) (212 ) Total changes in valuation due to inputs and assumptions (87 ) (765 ) (1,296 ) (550 ) Fair value at September 30, $ 4,937 $ 6,716 $ 4,937 $ 6,716 Change in unrealized gains/(losses) included in income related to MSRs held at September 30, $ (87 ) $ (765 ) $ (1,296 ) $ (550 ) Contractual service fees, late fees and other ancillary fees included in income 523 634 1,629 1,945 Third-party mortgage loans serviced at September 30, (in billions) 611 706 611 706 Net servicer advances at September 30, (in billions) (d) 5.0 6.6 5.0 6.6 (a) For the nine months ended September 30, 2016 , 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, 2016 and nine months ended September 30, 2016 and 2015 . (b) 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. (c) Represents changes in prepayments other than those attributable to changes in market interest rates. (d) 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. 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, 2016 and 2015 . Three months ended September 30, Nine months ended September 30, (in millions) 2016 2015 2016 2015 CCB mortgage fees and related income Net production revenue $ 247 $ 176 $ 670 $ 646 Net mortgage servicing revenue: Operating revenue: Loan servicing revenue 571 648 1,780 2,104 Changes in MSR asset fair value due to collection/realization of expected cash flows (232 ) (232 ) (710 ) (674 ) Total operating revenue 339 416 1,070 1,430 Risk management: Changes in MSR asset fair value due to market interest rates and other (a) (35 ) (677 ) (1,230 ) (338 ) Other changes in MSR asset fair value due to other inputs and assumptions in model (b) (52 ) (88 ) (66 ) (212 ) Change in derivative fair value and other 125 642 1,536 429 Total risk management 38 (123 ) 240 (121 ) Total net mortgage servicing revenue 377 293 1,310 1,309 Total CCB mortgage fees and related income 624 469 1,980 1,955 All other — — — 2 Mortgage fees and related income $ 624 $ 469 $ 1,980 $ 1,957 (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, 2016 , and December 31, 2015 , 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”) 14.43 % 9.81 % Impact on fair value of 10% adverse change $ (262 ) $ (275 ) Impact on fair value of 20% adverse change (500 ) (529 ) Weighted-average option adjusted spread 9.87 % 9.54 % Impact on fair value of a 100 basis point adverse change $ (177 ) $ (258 ) Impact on fair value of a 200 basis point adverse change (340 ) (498 ) 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 could either magnify or counteract the impact of the initial change.

Deposits

Deposits	9 Months Ended
	Sep. 30, 2016
Deposits [Abstract]
Deposits	Deposits For further discussion on deposits, see Note 19 of JPMorgan Chase’s 2015 Annual Report. At September 30, 2016 , and December 31, 2015 , noninterest-bearing and interest-bearing deposits were as follows. (in millions) September 30, December 31, 2015 U.S. offices Noninterest-bearing $ 409,912 $ 392,721 Interest-bearing (included $11,624 and $10,916 at fair value) (a) 722,294 663,004 Total deposits in U.S. offices 1,132,206 1,055,725 Non-U.S. offices Noninterest-bearing 19,397 18,921 Interest-bearing (included $1,367 and $1,600 at fair value) (a) 224,535 205,069 Total deposits in non-U.S. offices 243,932 223,990 Total deposits $ 1,376,138 $ 1,279,715 (a) 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 2015 Annual Report .

Earnings per Share

Earnings per Share	9 Months Ended
	Sep. 30, 2016
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 2015 Annual Report . The following table presents the calculation of basic and diluted EPS for the three and nine months ended September 30, 2016 and 2015 . (in millions, except per share amounts) Three months ended Nine months ended 2016 2015 2016 2015 Basic earnings per share Net income $ 6,286 $ 6,804 $ 18,006 $ 19,008 Less: Preferred stock dividends 412 393 1,235 1,097 Net income applicable to common equity 5,874 6,411 16,771 17,911 Less: Dividends and undistributed earnings allocated to participating securities 127 141 368 413 Net income applicable to common stockholders $ 5,747 $ 6,270 $ 16,403 $ 17,498 Total weighted-average basic shares outstanding 3,597.4 3,694.4 3,634.4 3,709.2 Net income per share $ 1.60 $ 1.70 $ 4.51 $ 4.72 Diluted earnings per share Net income applicable to common stockholders $ 5,747 $ 6,270 $ 16,403 $ 17,498 Total weighted-average basic shares outstanding 3,597.4 3,694.4 3,634.4 3,709.2 Add: Employee stock options, SARs, warrants and PSUs 32.2 31.2 29.9 33.0 Total weighted-average diluted shares outstanding (a) 3,629.6 3,725.6 3,664.3 3,742.2 Net income per share $ 1.58 $ 1.68 $ 4.48 $ 4.68 (a) 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, 2016
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, net loss and prior service costs/(credit) related to the Firm’s defined benefit pension and OPEB plans, and DVA on fair value option elected liabilities. Effective January 1, 2016, the Firm adopted new accounting guidance related to the recognition and measurement of financial liabilities where the fair value option has been elected. This guidance requires the portion of the total change in fair value caused by changes in the Firm’s own credit risk (DVA) to be presented separately in OCI; previously these amounts were recognized in net income. The guidance was required to be applied as of the beginning of the fiscal year of adoption by means of a cumulative effect adjustment to the Consolidated balance sheets, which resulted in a reclassification from retained earnings to AOCI. As of or for the three months ended (in millions) Unrealized gains/(losses) on investment securities (a) Translation adjustments, net of hedges Cash flow hedges Defined benefit pension and OPEB plans DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at July 1, 2016 $ 3,921 $ (161 ) $ (201 ) $ (2,150 ) $ 209 $ 1,618 Net change (160 ) 4 36 42 (66 ) (144 ) Balance at September 30, 2016 $ 3,761 $ (157 ) $ (165 ) $ (2,108 ) $ 143 $ 1,474 As of or for the three months ended (in millions) Unrealized gains/(losses) on investment securities (a) Translation adjustments, net of hedges Cash flow hedges Defined benefit pension and OPEB plans DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at July 1, 2015 $ 3,443 $ (154 ) $ 62 $ (2,249 ) NA $ 1,102 Net change (291 ) (5 ) (106 ) 51 NA (351 ) Balance at September 30, 2015 $ 3,152 $ (159 ) $ (44 ) $ (2,198 ) NA $ 751 As of or for the nine months ended (in millions) Unrealized (a) Translation adjustments, net of hedges Cash flow hedges Defined benefit DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at January 1, 2016 $ 2,629 $ (162 ) $ (44 ) $ (2,231 ) NA $ 192 Cumulative effect of change in accounting principle — — — — 154 154 Net change 1,132 5 (121 ) 123 (11 ) 1,128 Balance at September 30, 2016 $ 3,761 $ (157 ) $ (165 ) $ (2,108 ) $ 143 $ 1,474 As of or for the nine months ended (in millions) Unrealized (a) Translation adjustments, net of hedges Cash flow hedges Defined benefit pension and DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at January 1, 2015 $ 4,773 $ (147 ) $ (95 ) $ (2,342 ) NA $ 2,189 Net change (1,621 ) (12 ) 51 144 NA (1,438 ) Balance at September 30, 2015 $ 3,152 $ (159 ) $ (44 ) $ (2,198 ) NA $ 751 (a) Represents the after-tax difference between the fair value and amortized cost of securities accounted for as AFS, including net unamortized unrealized gains and losses related to AFS securities transferred to HTM. The following table presents the pre-tax and after-tax changes in the components of OCI. 2016 2015 Three months ended September 30, (in millions) Pre-tax Tax effect After-tax Pre-tax Tax effect After-tax Unrealized gains/(losses) on investment securities: Net unrealized gains/(losses) arising during the period $ (192 ) $ 72 $ (120 ) $ (430 ) $ 160 $ (270 ) Reclassification adjustment for realized (gains)/losses included in net income (a) (64 ) 24 (40 ) (33 ) 12 (21 ) Net change (256 ) 96 (160 ) (463 ) 172 (291 ) Translation adjustments (b) : Translation 34 (12 ) 22 (912 ) 340 (572 ) Hedges (30 ) 12 (18 ) 908 (341 ) 567 Net change 4 — 4 (4 ) (1 ) (5 ) Cash flow hedges: Net unrealized gains/(losses) arising during the period (64 ) 23 (41 ) (175 ) 66 (109 ) Reclassification adjustment for realized (gains)/losses included in net income (c) 122 (45 ) 77 5 (2 ) 3 Net change 58 (22 ) 36 (170 ) 64 (106 ) Defined benefit pension and OPEB plans: Net gains/(losses) arising during the period — — — — — — Reclassification adjustments included in net income (d) : Amortization of net loss 65 (24 ) 41 71 (27 ) 44 Prior service costs/(credits) (9 ) 3 (6 ) (9 ) 3 (6 ) Foreign exchange and other 12 (5 ) 7 20 (7 ) 13 Net change 68 (26 ) 42 82 (31 ) 51 DVA on fair value option elected liabilities, net change: (106 ) 40 (66 ) NA NA NA Total other comprehensive income/(loss) $ (232 ) $ 88 $ (144 ) $ (555 ) $ 204 $ (351 ) 2016 2015 Nine months ended September 30, (in millions) Pre-tax Tax effect After-tax Pre-tax Tax effect After-tax Unrealized gains/(losses) on investment securities: Net unrealized gains/(losses) arising during the period $ 1,948 $ (731 ) $ 1,217 $ (2,548 ) $ 1,008 $ (1,540 ) Reclassification adjustment for realized (gains)/losses included in (a) (136 ) 51 (85 ) (129 ) 48 (81 ) Net change 1,812 (680 ) 1,132 (2,677 ) 1,056 (1,621 ) Translation adjustments: Translation (b) 613 (228 ) 385 (1,645 ) 601 (1,044 ) Hedges (b) (603 ) 223 (380 ) 1,651 (619 ) 1,032 Net change 10 (5 ) 5 6 (18 ) (12 ) Cash flow hedges: Net unrealized gains/(losses) arising during the period (418 ) 156 (262 ) (104 ) 38 (66 ) Reclassification adjustment for realized (gains)/losses included in (c)(e) 225 (84 ) 141 187 (70 ) 117 Net change (193 ) 72 (121 ) 83 (32 ) 51 Defined benefit pension and OPEB plans: Net gains/(losses) arising during the period (15 ) 6 (9 ) 101 (39 ) 62 Reclassification adjustments included in net income (d) : Amortization of net loss 193 (73 ) 120 212 (80 ) 132 Prior service costs/(credits) (27 ) 10 (17 ) (27 ) 10 (17 ) Foreign exchange and other 46 (17 ) 29 20 (53 ) (33 ) Net change 197 (74 ) 123 306 (162 ) 144 DVA on fair value option elected liabilities, net change: $ (18 ) $ 7 (11 ) NA NA NA Total other comprehensive income/(loss) $ 1,808 $ (680 ) $ 1,128 $ (2,282 ) $ 844 $ (1,438 ) (a) The pre-tax amount is reported in securities gains in the Consolidated statements of income. (b) Reclassifications of pre-tax 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 pre-tax amounts are predominantly recorded in net interest income in the Consolidated statements of income. (d) In 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 . (e) The pre-tax amount is reported in compensation expense in the Consolidated statements of income.

Regulatory Capital

Regulatory Capital	9 Months Ended
	Sep. 30, 2016
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 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. 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 IDI subsidiaries, revised, among other things, the definition of capital and introduced a new CET1 capital requirement; presents two comprehensive methodologies for calculating RWA, a general (Standardized) approach, (“Basel III Standardized”) and an advanced approach, (“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 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. 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 $ 181,606 $ 175,398 $ 181,606 $ 175,398 Tier 1 capital (a) 206,430 200,482 206,430 200,482 Total capital 241,004 234,413 229,324 224,616 Assets Risk-weighted 1,480,291 1,465,262 1,515,177 1,485,336 Adjusted average (b) 2,427,423 2,358,471 2,427,423 2,358,471 Capital ratios (c) CET1 12.3 % 12.0 % 12.0 % 11.8 % Tier 1 (a) 13.9 13.7 13.6 13.5 Total 16.3 16.0 15.1 15.1 Tier 1 leverage (d) 8.5 8.5 8.5 8.5 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 $ 176,083 $ 168,857 $ 176,083 $ 168,857 Tier 1 capital (a) 176,375 169,222 176,375 169,222 Total capital 190,955 183,262 182,984 176,423 Assets Risk-weighted 1,319,671 1,264,056 1,302,659 1,249,607 Adjusted (b) 2,041,246 1,910,934 2,041,246 1,910,934 Capital ratios (c) CET1 13.3 % 13.4 % 13.5 % 13.5 % Tier 1 (a) 13.4 13.4 13.5 13.5 Total 14.5 14.5 14.0 14.1 Tier 1 leverage (d) 8.6 8.9 8.6 8.9 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 $ 16,597 $ 15,419 $ 16,597 $ 15,419 Tier 1 capital (a) 16,597 15,419 16,597 15,419 Total capital 22,602 21,418 21,247 20,069 Assets Risk-weighted 106,507 105,807 184,858 181,775 Adjusted (b) 121,335 134,152 121,335 134,152 Capital ratios (c) CET1 15.6 % 14.6 % 9.0 % 8.5 % Tier 1 (a) 15.6 14.6 9.0 8.5 Total 21.2 20.2 11.5 11.0 Tier 1 leverage (d) 13.7 11.5 13.7 11.5 (a) Includes the deduction associated with the permissible holdings of covered funds (as defined by the Volcker Rule) acquired after December 31, 2013 which was not material as of September 30, 2016 . (b) Adjusted average assets, for purposes of calculating the Tier 1 leverage ratio, includes total quarterly average assets adjusted for unrealized gains/(losses) on AFS securities, less deductions for goodwill and other intangible assets, defined benefit pension plan assets, and deferred tax assets related to NOL and tax credit carryforwards. (c) For each of the risk-based capital ratios, the capital adequacy of the Firm and its national bank subsidiaries is evaluated against the Basel III approach, Standardized or Advanced, which results in the lower ratio (the “Collins Floor”), as required by the Collins Amendment of the Dodd-Frank Act. (d) The Tier 1 leverage ratio is not a risk-based measure of capital. This ratio is calculated by dividing Tier 1 capital by adjusted average assets. (e) Asset and capital amounts for JPMorgan Chase ’s banking subsidiaries reflect intercompany transactions; whereas the respective amounts for JPMorgan Chase reflect the elimination of intercompany transactions. 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 $88 million and $105 million at September 30, 2016 , and December 31, 2015 , respectively; and deferred tax liabilities resulting from tax-deductible goodwill of $3.1 billion and $3.0 billion at September 30, 2016 , and December 31, 2015 , respectively. Under the risk-based capital guidelines of the Federal Reserve, JPMorgan Chase is required to maintain minimum ratios of CET1, Tier 1 and Total capital to RWA, 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, 2016 . Minimum capital ratios Well-capitalized ratios BHC (a) IDI (b) BHC (c) IDI (d) Capital ratios CET1 6.25 % 5.125 % — % 6.5 % Tier 1 7.75 6.625 6.0 8.0 Total 9.75 8.625 10.0 10.0 Tier 1 leverage 4.0 4.0 — 5.0 Note: The table above is 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. (a) Represents the transitional minimum capital ratios applicable to the Firm under Basel III at September 30, 2016 . Commencing in the first quarter of 2016, the CET1 minimum capital ratio includes 0.625% resulting from the phase in of the Firm’s 2.5% capital conservation buffer and 1.125% , resulting from the phase in of the Firm’s estimated 4.5% GSIB surcharge as of December 31, 2014 published by the Federal Reserve on July 20, 2015. (b) Represents requirements for JPMorgan Chase ’s banking subsidiaries. The CET1 minimum capital ratio includes 0.625% resulting from the phase in of the 2.5% capital conservation buffer that is applicable to the banking subsidiaries. The banking subsidiaries are not subject to the GSIB surcharge. (c) Represents requirements for bank holding companies pursuant to regulations issued by the Federal Reserve. (d) Represents requirements for bank subsidiaries pursuant to regulations issued under the FDIC Improvement Act. As of September 30, 2016 , and December 31, 2015 , 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, 2016
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 are refinanced, extended, cancelled, or 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 2015 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, 2016 , and December 31, 2015 . 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 HELOCs 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 (h) September 30, 2016 Dec 31, Sep 30, Dec 31, By remaining maturity Expires in 1 year or less Expires after Expires after Expires after 5 years Total Total Lending-related Consumer, excluding credit card: Home equity $ 4,272 $ 4,628 $ 1,038 $ 11,874 $ 21,812 $ 22,756 $ — $ — Residential mortgage (a) 14,896 — — — 14,896 12,992 — — Auto 9,538 500 160 1 10,199 10,237 2 2 Business banking 11,653 676 131 479 12,939 12,351 12 12 Student and other 107 — — 37 144 142 — — Total consumer, excluding credit card $ 40,466 $ 5,804 $ 1,329 $ 12,391 $ 59,990 $ 58,478 $ 14 $ 14 Credit card $ 549,634 $ — $ — $ — $ 549,634 $ 515,518 $ — $ — Total consumer (b) $ 590,100 $ 5,804 $ 1,329 $ 12,391 $ 609,624 $ 573,996 $ 14 $ 14 Wholesale: Other unfunded commitments to extend credit (c)(d) $ 67,028 $ 113,031 $ 142,917 $ 6,617 $ 329,593 $ 323,325 $ 938 $ 649 Standby letters of credit and other financial guarantees (c)(d) 16,571 11,482 7,148 1,046 36,247 39,133 573 548 Other letters of credit (c) 2,955 155 37 — 3,147 3,941 1 2 Total wholesale (e) $ 86,554 $ 124,668 $ 150,102 $ 7,663 $ 368,987 $ 366,399 $ 1,512 $ 1,199 Total lending-related $ 676,654 $ 130,472 $ 151,431 $ 20,054 $ 978,611 $ 940,395 $ 1,526 $ 1,213 Other guarantees and commitments Securities lending indemnification agreements and guarantees (f) $ 163,855 $ — $ — $ — $ 163,855 $ 183,329 $ — $ — Derivatives qualifying as guarantees 2,900 724 10,922 39,360 53,906 53,784 230 222 Unsettled reverse repurchase and securities borrowing agreements 76,810 — — — 76,810 42,482 — — Unsettled repurchase and securities lending agreements 54,023 — — — 54,023 21,798 — — Loan sale and securitization-related indemnifications: Mortgage repurchase liability NA NA NA NA NA NA 136 148 Loans sold with recourse NA NA NA NA 3,303 4,274 66 82 Other guarantees and commitments (g) 954 2,662 1,033 1,553 6,202 5,580 (72 ) (94 ) (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, 2016 , and December 31, 2015 , reflected the contractual amount net of risk participations totaling $345 million and $385 million , respectively, for other unfunded commitments to extend credit; $10.6 billion and $11.2 billion , respectively, for standby letters of credit and other financial guarantees; and $320 million and $341 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, 2016 , and December 31, 2015 , included credit enhancements and bond and commercial paper liquidity commitments to U.S. states and municipalities, hospitals and other non-profit entities of $10.3 billion and $12.3 billion , respectively, within other unfunded commitments to extend credit; and $7.4 billion and $9.6 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; see Note 15 . (e) At September 30, 2016 , and December 31, 2015 , the U.S. portion of the contractual amount of total wholesale lending-related commitments was 75% and 77% , respectively. (f) At September 30, 2016 , and December 31, 2015 , collateral held by the Firm in support of securities lending indemnification agreements was $170.3 billion and $190.6 billion , respectively. Securities lending collateral consists of primarily cash and securities issued by governments that are members of the Organisation for Economic Co-operation and Development and U.S. government agencies. (g) At September 30, 2016 , and December 31, 2015 , included unfunded commitments of $49 million and $50 million , respectively, to third-party private equity funds; and $1.4 billion and $871 million , at September 30, 2016 , and December 31, 2015 , respectively, to other equity investments. These commitments included $67 million and $73 million , respectively, related to investments that are generally fair valued at net asset value as discussed in Note 3 . In addition, at September 30, 2016 , and December 31, 2015 , included letters of credit hedged by derivative transactions and managed on a market risk basis of $4.7 billion and $4.6 billion , respectively. (h) 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 consist of 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. The Firm also issues commitments under multipurpose facilities which could be drawn upon in several forms, including the issuance of a standby letter of credit. In the second quarter of 2016, the Firm implemented interagency guidance on the definition of leveraged financing, which broadened the scope of sectors beyond that of Commercial & Industrial and transactions beyond those of buyouts, acquisitions or capital distributions, and modified the methodology for calculating leveraged ratios. As of September 30, 2016 , included in other unfunded commitments to extend credit, are noninvestment-grade exposures to leveraged finance counterparties, which totaled $60.6 billion . 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, 2016 , and December 31, 2015 , the secured clearance advance facility maximum outstanding commitment amount was $2.4 billion and $2.9 billion , respectively. Standby letters of credit and other financial guarantees Standby letters of credit 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 following table summarizes the standby letters of credit and other letters of credit arrangements as of September 30, 2016 , and December 31, 2015 . Standby letters of credit, other financial guarantees and other letters of credit September 30, 2016 December 31, 2015 (in millions) Standby letters of Other letters of credit Standby letters of Other letters of credit Investment-grade (a) $ 28,388 $ 2,497 $ 31,751 $ 3,290 Noninvestment-grade (a) 7,859 650 7,382 651 Total contractual amount $ 36,247 $ 3,147 $ 39,133 $ 3,941 Allowance for lending-related commitments $ 147 $ 1 $ 121 $ 2 Guarantee liability 426 — 427 — Total carrying value $ 573 $ 1 $ 548 $ 2 Commitments with collateral $ 20,359 $ 580 $ 18,825 $ 996 (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 2015 Annual Report . The total notional value of the derivatives that the Firm deems to be guarantees was $53.9 billion and $53.8 billion at September 30, 2016 , and December 31, 2015 , 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 $28.6 billion and $28.4 billion at September 30, 2016 , and December 31, 2015 , respectively, and the maximum exposure to loss was $3.0 billion and $3.0 billion at September 30, 2016 , and December 31, 2015 . 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 $237 million and $236 million at September 30, 2016 , and December 31, 2015 , respectively, and derivative receivables of $7 million and $14 million at September 30, 2016 , and December 31, 2015 , 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 In connection with the Firm’s mortgage loan sale and securitization activities with GSEs and in certain private label transactions, the Firm has made representations and warranties that the loans sold meet certain requirements that may require the Firm to repurchase mortgage loans and/or indemnify the loan purchaser. Further, although the Firm’s securitizations are predominantly nonrecourse, the Firm does provide recourse servicing in certain limited cases where it agrees to share credit risk with the owner of the mortgage loans. For additional information, see Note 29 of JPMorgan Chase’s 2015 Annual Report. 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 2015 Annual Report. Guarantees of subsidiary JPMorgan Chase Financial Company LLC (“JPMFC”), a direct, 100% -owned finance subsidiary of the Parent Company, was formed on September 30, 2015, for the purpose of issuing debt and other securities in offerings to investors. Securities issued by JPMFC are fully and unconditionally guaranteed by the Parent Company, and these guarantees rank on a parity with the Firm’s unsecured and unsubordinated indebtedness.

Pledged Assets and Collateral

Pledged Assets and Collateral	9 Months Ended
	Sep. 30, 2016
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 2015 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, and to cover customer short sales . Certain of these pledged assets may be sold or repledged or otherwise used by the secured parties and are identified as financial instruments owned (pledged to various parties) on the Consolidated balance sheets. At September 30, 2016 , and December 31, 2015 , the Firm had pledged assets of $425.6 billion and $385.6 billion , respectively, at Federal Reserve banks and FHLBs. In addition, as of September 30, 2016 , and December 31, 2015 , the Firm had pledged $54.8 billion and $50.7 billion , respectively, of financial assets that may not be sold or repledged or otherwise used 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 2015 Annual Report . Collateral At September 30, 2016 , and December 31, 2015 , the Firm had accepted financial assets as collateral that it could sell or repledge, deliver or otherwise use with a fair value of $893.8 billion and $748.5 billion , respectively. This collateral was generally obtained under resale agreements, securities borrowing agreements, customer margin loans and derivative agreements. Of the collateral received, $710.5 billion and $580.9 billion , respectively, were sold, repledged, delivered or otherwise used. Collateral was generally used under repurchase agreements, securities lending agreements or to cover customer short sales and to collateralize deposits and derivative agreements.

Litigation

Litigation	9 Months Ended
	Sep. 30, 2016
Litigation [Abstract]
Litigation	Litigation Contingencies As of September 30, 2016 , the Firm and its subsidiaries and affiliates 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 $3.1 billion at September 30, 2016 . This estimated aggregate range of reasonably possible losses was 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, as of that date. 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 significantly. 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, and in a consolidated putative class action brought under the Employee Retirement Income Security Act (“ERISA”), relating to 2012 losses in the synthetic credit portfolio formerly managed by the Firm’s Chief Investment Office (“CIO”). A settlement of the shareholder class action, under which the Firm will pay $150 million , has received final court approval over objections from two individuals. One of the objectors is seeking to appeal the approval of the settlement. The putative ERISA class action has been dismissed, and that dismissal has been affirmed by the appellate court, but the plaintiffs have filed a motion for rehearing. 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. FX-related investigations and inquiries by government authorities, including competition authorities, are ongoing, and the Firm is cooperating with those matters. The sentencing in connection with the Firm’s agreement in May 2015 to plead guilty to a single violation of federal antitrust law has been scheduled for December 15, 2016. The Firm has an application pending with the Department of Labor to secure a necessary waiver in advance of sentencing. The Firm is also one of a number of foreign exchange dealers defending a class action filed in the United States District Court for the Southern District of New York by U.S.-based plaintiffs, principally alleging violations of federal antitrust laws based on an alleged conspiracy to manipulate foreign exchange rates (the “U.S. class action”). In January 2015, the Firm entered into a settlement agreement in the U.S. class action. Following this settlement, a number of additional putative 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 (the “consumer action”), participants or beneficiaries of qualified ERISA plans (the “ERISA actions”), and purported indirect purchasers of FX instruments (the “indirect purchaser action”). Since then, the Firm has entered into a revised settlement agreement to resolve the consolidated U.S. class action, including the exchange-based actions, and that agreement has been preliminarily approved by the Court. The District Court has dismissed one of the ERISA actions, and the plaintiffs have filed an appeal. The consumer action, a second ERISA action and the indirect purchaser action remain pending in the District Court. 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 January 2015, following several court proceedings, the United States Court of Appeals for the Second Circuit 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. The proceedings in the Bankruptcy Court continue 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 that was unaffected by the filing of the termination statement at issue. In addition, certain Term Loan lenders filed cross-claims against JPMorgan Chase Bank, N.A. in the Bankruptcy Court seeking indemnification and asserting various claims. 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 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 provided for modifications to each credit card network’s rules, including those that prohibit surcharging credit card transactions. In December 2013, the District Court granted final approval of the settlement. A number of merchants appealed to the United States Court of Appeals for the Second Circuit, which, in June 2016, vacated the District Court’s certification of the class action and reversed the approval of the class settlement. The case has been remanded to the District Court for further proceedings consistent with the appellate decision. 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, and those actions are proceeding. Investment Management Litigation. The Firm is defending two pending cases that are coordinated for pre-trial and trial purposes, alleging 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 total losses of more than $1 billion in market value of these securities. Discovery has been completed. In January 2016, plaintiffs filed a joint partial motion for summary judgment in the coordinated actions, which JPMIM has opposed. The trial is scheduled to begin in March 2017. Lehman Brothers Bankruptcy Proceedings. In January 2016, JPMorgan Chase Bank, N.A. and Lehman Brothers Holdings Inc. (“LBHI”) and several of LBHI’s subsidiaries reached an agreement, approved by the Bankruptcy Court, under which the Firm paid $1.42 billion to settle a variety of claims asserted by LBHI and those subsidiaries in multiple separate litigations and claims objections. In those actions, LBHI had alleged, among other things, that it was entitled to recover $7.9 billion that was transferred to JPMorgan Chase Bank, N.A. in the weeks preceding LBHI’s bankruptcy, that JPMorgan Chase Bank, N.A.’s collateral requests hastened LBHI’s bankruptcy, and that LBHI was entitled to damages resulting from the Firm filing allegedly overstated claims relating to the close-out of derivatives positions following the Lehman bankruptcy. The January 2016 settlement did not resolve the following remaining matters: In the Bankruptcy Court proceedings, LBHI and its Official Committee of Unsecured Creditors filed an objection to the claims asserted by JPMorgan Chase Bank, N.A. against LBHI with respect to clearing advances made to Lehman Brothers Inc., 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. LBHI also brought two claims objections relating to securities lending claims and a group of other smaller claims. Discovery with respect to these objections is ongoing. 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 the 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 European Commission (“EC”), the U.K. Financial Conduct Authority (“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. In June 2016, the DOJ informed the Firm that the DOJ had closed its inquiry into LIBOR and other benchmark rates with respect to the Firm without taking action. 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 putative class actions filed in various United States District Courts. These actions have been filed, or consolidated for pre-trial purposes, in the United States District Court for the Southern District of New York. In these actions, 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, EURIBOR, Singapore Interbank Offered Rate (“SIBOR”), Singapore Swap Offer Rate (“SOR”) and/or the Bank Bill Swap Reference Rate (“BBSW”) 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, EURIBOR, SIBOR, SOR or BBSW and assert a variety of claims including antitrust claims seeking treble damages. These matters are in various stages of litigation. In the U.S. dollar LIBOR-related actions, the Court dismissed certain claims, including the antitrust claims, and permitted other claims under the Commodity Exchange Act and common law to proceed. In May 2016, the United States Court of Appeals for the Second Circuit vacated the dismissal of the antitrust claims and remanded the case to the District Court to consider, among other things, whether the plaintiffs have standing to assert antitrust claims. JPMorgan Chase and other defendants again moved to dismiss the antitrust claims in July 2016. 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 Commodity Exchange Act. In April 2016, the Firm settled the ISDAFIX litigation, along with certain other banks. Those settlements have been preliminarily approved by the Court. Madoff Litigation. A putative class action was 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 a prior class action settlement. These plaintiffs allege violations of the federal securities law, as well as other state and federal claims. A similar action was filed in the United States District Court for the Middle District of Florida, although it was not styled as a class action, and included claims pursuant to Florida statutes. The Florida court granted the Firm’s motion to dismiss the case, and in August 2016, the United States Court of Appeals for the Eleventh Circuit affirmed the dismissal. The plaintiffs have filed a petition for writ of certiorari with the United States Supreme Court. In addition, the same plaintiffs have re-filed their dismissed state claims in Florida state court, where the Firm’s motion to dismiss is pending. The New Jersey court granted a transfer motion to the United States District Court for the Southern District of New York, which granted the Firm’s motion to dismiss, and the plaintiffs have filed an appeal of that dismissal. 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. All three actions have been dismissed. Mortgage-Backed Securities and Repurchase Litigation and Related Regulatory Investigations. The Firm 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”). Following the settlements referred to below, the remaining civil cases include one investor action, one action by a monoline insurer relating to Bear Stearns’ role solely as underwriter, and actions for repurchase of mortgage loans. 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 one action remains pending. Issuer Litigation – Individual Purchaser Actions . With the exception of one remaining action, the Firm has settled all of the 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). Underwriter Actions . The Firm is defending one remaining action by a monoline insurer relating to Bear Stearns’ role solely as underwriter for another issuer’s MBS offering. The issuer is defunct. Repurchase Litigation . The Firm is defending a number of actions brought by trustees, securities administrators and/or master servicers of various MBS trusts 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. The Firm has reached a settlement with Deutsche Bank National Trust Company, acting as trustee for various MBS trusts, and the Federal Deposit Insurance Corporation (the “FDIC”) in connection with the litigation related to 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 created between 2005 and 2008. The offer does not resolve claims relating to Washington Mutual MBS. The 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 has received final approval from the court. 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. The Firm has entered into agreements with a number of MBS trustees or entities that purchased MBS that toll applicable statute of 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. Derivative Actions . A shareholder derivative action against the Firm, as nominal defendant, and certain of its current and former officers and members of its Board of Directors relating to the Firm’s MBS activities is pending in California federal court. Defendants have filed a motion to dismiss the action. Government Enforcement Investigations and Litigation . The Firm is responding to an ongoing investigation being conducted by the DOJ’s Criminal Division and two United States Attorney’s Offices relating to MBS offerings securitized and sold by the Firm and its subsidiaries. Mortgage-Related Investigations and Litigation. 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 in connection with its mortgage lending practices. In addition, three municipalities have commenced litigation against the Firm alleging violations of an unfair competition law or the Fair Housing Act. The municipalities seek, among other things, civil penalties for the unfair competition claim, and, for the Fair Housing Act claims, damages resulting from lost tax revenue and increased municipal costs associated with foreclosed properties. The municipal actions are stayed pending an appeal by the City of Los Angeles to the United States Court of Appeals for the Ninth Circuit, as well as the United States Supreme Court’s review of decisions of the United States Court of Appeals for the Eleventh Circuit which held, among other things, that the City of Miami has standing under the Fair Housing Act to pursue similar claims against other banks. In March 2015, JPMorgan Chase Bank, N.A entered into a settlement agreement with the Executive Office for United States Bankruptcy Trustees and the United States Trustee Program (collectively, the “Bankruptcy Trustee”) to resolve issues relating to mortgage payment change notices and escrow statements in bankruptcy proceedings. The Bankruptcy Trustee continues to review certain issues relating to mortgage payment change notices. In January 2016, the OCC determined that, among other things, the mortgage payment change notices issues that were the subject of the settlement with the Bankruptcy Trustee violated the 2011 mortgage servicing-related consent order entered into by JPMorgan Chase Bank, N.A. and the OCC (as amended in 2013 and 2015), and assessed a $48 million civil money penalty. The OCC concurrently terminated that consent order. Municipal Derivatives Litigation. Several civil actions were commenced in New York and Alabama courts against the Firm relating to certain Jefferson County, Alabama (the “County”) warrant underwritings and swap transactions. The claims in the civil actions generally alleged that the Firm made payments to certain third parties in exchange for being chosen to underwrite more than $3 billion in warrants issued by the County and to act as the counterparty for certain swaps executed by the County. The County filed for bankruptcy in November 2011. In June 2013, the County filed a Chapter 9 Plan of Adjustment, as amended (the “Plan of Adjustment”), which provided that all the above-described actions against the Firm would be released and dismissed with prejudice. In November 2013, the Bankruptcy Court confirmed the Plan of Adjustment, and in December 2013, certain sewer rate payers filed an appeal challenging the confirmation of the Plan of Adjustment. All conditions to the Plan of Adjustment’s effectiveness, including the dismissal of the actions against the Firm, were satisfied or waived and the transactions contemplated by the Plan of Adjustment occurred in December 2013. Accordingly, all the above-described actions against the Firm have been dismissed pursuant to the terms of the Plan of Adjustment. The appeal of the Bankruptcy Court’s order confirming the Plan of Adjustment remains pending. Petters Bankruptcy and Related Matters. JPMorgan Chase and certain of its affiliates, including One Equity Partners (“OEP”), have been named as defendants in several actions filed in connection with the receivership and bankruptcy proceedings pertaining to Thomas J. Petters and certain affiliated entities (collectively, “Petters”) and the Polaroid Corporation. The principal actions against JPMorgan Chase and its affiliates have been brought by a court-appointed receiver for Petters and the trustees in bankruptcy proceedings for three Petters entities. These actions generally seek to avoid certain putative transfers in connection with (i) the 2005 acquisition by Petters of Polaroid, which at the time was majority-owned by OEP; (ii) two credit facilities that JPMorgan Chase and other financial institutions entered into with Polaroid; and (iii) a credit line and investment accounts held by Petters. The actions collectively seek recovery of approximately $450 million . The Court has granted the defendants’ motion to dismiss the complaints in the actions filed by the Petters bankruptcy trustees, but has allowed the plaintiffs to file an amended complaint. Proprietary Products Investigations and Litigation. In December 2015, JPMorgan Chase Bank, N.A. and J.P. Morgan Securities LLC agreed to a settlement with the SEC, and JPMorgan Chase Bank, N.A. agreed to a settlement with the CFTC, regarding disclosures to clients concerning conflicts associated with the Firm’s sale and use of proprietary products, such as J.P. Morgan mutual funds, in the Firm’s wealth management businesses, and the U.S. Private Bank’s disclosures concerning the use of hedge funds that pay placement agent fees to JPMorgan Chase broker-dealer affiliates. The Firm settled with an additional government authority in July 2016, and continues to cooperate with inquiries from other government authorities concerning disclosure of conflicts associated with the Firm’s sale and use of proprietary products. A putative class action, which was filed in the United States District Court for the Northern District of Illinois on behalf of financial advisory clients from 2007 to the present whose funds were invested in proprietary funds and who were charged investment management fees, was dismissed by the Court. Plaintiffs’ appeal of the dismissal is pending. Referral Hiring Practices Investigations. Various regulators, including the DOJ’s Criminal Division as well as the SEC, are investigating, among other things, the Firm’s compliance with the Foreign Corrupt Practices Act and other laws with respect to the Firm’s hiring practices related to candidates referred by clients, potential clients and government officials in the Asia Pacific region, as well as to controls applicable to those activities. The Firm continues to cooperate with these investigations and is currently engaged in discussions with various regulators about resolving their respective investigations. There is no assurance that such discussions will result in settlements. Washington Mutual Litigations. Proceedings related to Washington Mutual’s failure are pending before the United States District Court for the District of Columbia and include a lawsuit brought by Deutsche Bank National Trust Company, initially against the FDIC and amended to include JPMorgan Chase Bank, N.A. as a defendant, asserting an estimated $6 billion to $10 billion in damages based upon alleged breaches of certain representations and warranties given by certain Washington Mutual affiliates in connection with mortgage securitization agreements. The case includes assertions that JPMorgan Chase Bank, N.A. may have assumed liabilities for the alleged breaches of representations and warranties in the mortgage securitization agreements. In June 2015, the court ruled in favor of JPMorgan Chase Bank, N.A. on the question of whether the Firm or the FDIC bears responsibility for Washington Mutual Bank’s repurchase obligations, holding that JPMorgan Chase Bank, N.A. assumed only those liabilities that were reflected on Washington Mutual Bank’s financial accounting records as of September 25, 2008, and only up to the amount of the book value reflected therein. The FDIC has appealed that ruling. JPMorgan Chase has also filed complaints in the United States District Court for the District of Columbia against the FDIC, in its corporate capacity as well as in its capacity as receiver for Washington Mutual Bank, asserting multiple claims for indemnification under the terms of the Purchase & Assumption Agreement between JPMorgan Chase Bank, N.A. and the FDIC relating to JPMorgan Chase Bank, N.A.’s purchase of substantially all of the assets and certain liabilities of Washington Mutual Bank (the “Purchase & Assumption Agreement”). The Firm, Deutsche Bank National Trust Company and the FDIC have signed a settlement agreement to resolve (i) pending litigation brought by Deutsche Bank National Trust Company against the FDIC and JPMorgan Chase Bank, N.A., as defendants, relating to alleged breaches of certain representations and warranties given by certain Washington Mutual affiliates in connection with mortgage securitization agreements and (ii) JPMorgan Chase Bank, N.A.’s outstanding indemnification claims pursuant to the terms of the Purchase & Assumption Agreement. The settlement is subject to certain judicial approval procedures, and both matters are stayed pending approval of the settlement. Wendel. Since 2012, the French criminal authorities have been investigating a series of transactions entered into by senior managers of Wendel Investissement (“Wendel”) during the period from 2004 through 2007 to restructure their shareholdings in Wendel. JPMorgan Chase Bank, N.A., Paris branch provided financing for the transactions to a number of managers of Wendel in 2007. In April 2015, JPMorgan Chase Bank, N.A. was notified that the authorities were formally investigating the role of its Paris branch in the transactions, including alleged criminal tax abuse. JPMorgan Chase is responding to and cooperating with the investigation, and has raised legal challenges which are currently pending before the Court of Cassation in France. In addition, civil proceedings have been commenced against JPMorgan Chase Bank, N.A. by a number of the managers. The claims are separate, involve different allegations and are at various stages of proceedings. * * * In addition to the various legal proceedings discussed above, JPMorgan Chase and its subsidiaries are named as defendants or are otherwise involved in a substantial number of other legal proceedings. The Firm believes it has meritorious defenses to the claims asserted against it in its currently outstanding legal proceedings and it intends to defend itself vigorously in all such matters. Additional legal proceedings may be initiated from time to time in the future. The Firm has established reserves for several hundred of its currently outstanding legal proceedings. In accordance with the provisions of U.S. GAAP for contingencies, the Firm accrues for a litigation-related liability when it is probable that such a liability has been incurred and the amount of the loss can be reasonably estimated. The Firm evaluates its outstanding legal proceedings each quarter to assess its litigation reserves, and makes adjustments in such reserves, upwards or downward, as appropriate, based on management’s best judgment after consultation with counsel. The Firm’s legal expense was a benefit of $(71) million and an expense of $1.3 billion during the three months ended September 30, 2016 and 2015, respectively, and a benefit of $(547) million and an expense of $2.3 billion during the nine months ended September 30, 2016 and 2015, respectively. There is no assurance that the Firm’s litigation reserves will not need to be adjusted in the future. In view of the inherent difficulty of predicting the outcome of legal proceedings, particularly where the claimants seek very large or indeterminate damages, or where the matters present novel legal theories, involve a large number of parties or are in early stages of discovery, the Firm cannot state with confidence what will be the eventual outcomes of the currently pending matters, the timing of their ultimate resolution or the eventual losses, fin

Business Segments

Business Segments	9 Months Ended
	Sep. 30, 2016
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 18 , and pages 83–84, and Note 33 of JPMorgan Chase’s 2015 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, 2016 and 2015, on a managed basis. Total net revenue (noninterest revenue and net interest income) for each of the segments is presented on a 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 allows management to assess the comparability of revenue from year-to-year 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. The line of business equity allocations are updated as refinements are implemented. Each business segment is allocated capital by taking into consideration stand-alone peer comparisons, regulatory capital requirements (as estimated under Basel III Advanced Fully Phased-In rules) and economic risk. The amount of capital assigned to each business is referred to as equity. Segment results and reconciliation (a) As of or for the three months ended September 30, Consumer & Corporate & Commercial Banking Asset Management 2016 2015 2016 2015 2016 2015 2016 2015 Noninterest revenue $ 3,868 $ 3,729 $ 6,690 $ 5,748 $ 578 $ 522 $ 2,277 $ 2,261 Net interest income 7,460 7,150 2,765 2,420 1,292 1,122 770 633 Total net revenue 11,328 10,879 9,455 8,168 1,870 1,644 3,047 2,894 Provision for credit losses 1,294 389 67 232 (121 ) 82 32 (17 ) Noninterest expense 6,510 6,237 4,934 6,131 746 719 2,130 2,109 Income before income tax expense 3,524 4,253 4,454 1,805 1,245 843 885 802 Income tax expense 1,320 1,623 1,542 341 467 325 328 327 Net income $ 2,204 $ 2,630 $ 2,912 $ 1,464 $ 778 $ 518 $ 557 $ 475 Average common equity $ 51,000 $ 51,000 $ 64,000 $ 62,000 $ 16,000 $ 14,000 $ 9,000 $ 9,000 Total assets 521,276 484,253 825,933 801,133 212,189 201,157 137,295 131,412 Return on common equity 16% 20% 17% 8% 18% 14% 24% 20% Overhead ratio 57 57 52 75 40 44 70 73 As of or for the three months ended September 30, Corporate Reconciling Items (a) Total 2016 2015 2016 2015 2016 2015 Noninterest revenue $ 197 $ 73 $ (540 ) $ (477 ) $ 13,070 $ 11,856 Net interest income (385 ) (123 ) (299 ) $ (278 ) 11,603 10,924 Total net revenue (188 ) (50 ) (839 ) $ (755 ) 24,673 22,780 Provision for credit losses (1 ) (4 ) — — 1,271 682 Noninterest expense 143 172 — — 14,463 15,368 Income/(loss) before income tax expense/(benefit) (330 ) (218 ) (839 ) (755 ) 8,939 6,730 Income tax expense/(benefit) (165 ) (1,935 ) (839 ) (755 ) 2,653 (74 ) Net income/(loss) $ (165 ) $ 1,717 $ — $ — $ 6,286 $ 6,804 Average common equity $ 86,089 $ 81,023 $ — $ — $ 226,089 $ 217,023 Total assets 824,336 798,680 NA NA 2,521,029 2,416,635 Return on common equity NM NM NM NM 10 % 12 % Overhead ratio NM NM NM NM 59 67 Segment results and reconciliation (a) As of or for the nine months ended September 30, Consumer & Corporate & Commercial Banking Asset Management 2016 2015 2016 2015 2016 2015 2016 2015 Noninterest revenue $ 11,812 $ 11,554 $ 18,699 $ 19,055 $ 1,720 $ 1,767 $ 6,714 $ 7,189 Net interest income 22,084 21,044 8,056 7,418 3,770 3,358 2,244 1,885 Total net revenue 33,896 32,598 26,755 26,473 5,490 5,125 8,958 9,074 Provision for credit losses 3,545 2,021 761 251 158 325 37 (13 ) Noninterest expense 18,602 18,637 14,820 16,925 2,190 2,131 6,303 6,690 Income before income tax expense 11,749 11,940 11,174 9,297 3,142 2,669 2,618 2,397 Income tax expense 4,399 4,558 3,790 2,955 1,172 1,028 953 969 Net income $ 7,350 $ 7,382 $ 7,384 $ 6,342 $ 1,970 $ 1,641 $ 1,665 $ 1,428 Average common equity $ 51,000 $ 51,000 $ 64,000 $ 62,000 $ 16,000 $ 14,000 $ 9,000 $ 9,000 Total assets 521,276 484,253 825,933 801,133 212,189 201,157 137,295 131,412 Return on common equity 18% 18 % 14% 13 % 15% 15 % 24% 20 % Overhead ratio 55 57 55 64 40 42 70 74 As of or for the nine months ended September 30, Corporate Reconciling Items (a) Total 2016 2015 2016 2015 2016 2015 Noninterest revenue $ 637 $ 213 $ (1,620 ) $ (1,405 ) $ 37,962 $ 38,373 Net interest income (927 ) (597 ) (897 ) (823 ) 34,330 32,285 Total net revenue (290 ) (384 ) (2,517 ) (2,228 ) 72,292 70,658 Provision for credit losses (4 ) (8 ) — — 4,497 2,576 Noninterest expense 23 368 — — 41,938 44,751 Income/(loss) before income tax expense/(benefit) (309 ) (744 ) (2,517 ) (2,228 ) 25,857 23,331 Income tax expense/(benefit) 54 (2,959 ) (2,517 ) (2,228 ) 7,851 4,323 Net income/(loss) $ (363 ) $ 2,215 $ — $ — $ 18,006 $ 19,008 Average common equity $ 84,034 $ 78,389 $ — $ — $ 224,034 $ 214,389 Total assets 824,336 798,680 NA NA 2,521,029 2,416,635 Return on common equity NM NM NM NM 10% 11 % Overhead ratio NM NM NM NM 58 63 (a) 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, 2016
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 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.
Consolidation policy	The Consolidated Financial Statements include the accounts of JPMorgan Chase and other entities in which the Firm has a controlling financial interest. All material intercompany balances and transactions have been eliminated. Assets held for clients in an agency or fiduciary capacity by the Firm are not assets of JPMorgan Chase and are not included on the Consolidated balance sheets. The Firm determines whether it has a controlling financial interest in an entity by first evaluating whether the entity is a voting interest entity or a VIE. Effective January 1, 2016, the Firm adopted new accounting guidance related to the consolidation of legal entities such as limited partnerships, limited liability corporations, and securitization structures. The guidance eliminated the deferral issued by the FASB in February 2010 of the accounting guidance for VIEs for certain investment funds, including mutual funds, private equity funds and hedge funds. In addition, the guidance amends the evaluation of fees paid to a decision-maker or a service provider, and exempts certain money market funds from consolidation. Furthermore, asset management funds structured as limited partnerships or certain limited liability companies are now evaluated for consolidation as voting interest entities if the non-managing partners or members have the ability to remove the Firm as the general partner or managing member without cause (i.e., kick-out rights) based on a simple majority vote. Accordingly, the Firm does not consolidate these voting interest entities. However, in the limited cases where the non-managing partners or members do not have substantive kick-out or participating rights, the Firm evaluates the funds as VIEs and consolidates if it is the general partner or managing member and has a potentially significant variable interest. There was no material impact on the Firm’s Consolidated Financial Statements upon adoption of this accounting guidance.
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 Consolidated balance sheets 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 2015 Annual Report.
Loan securitizations policy	The Firm has securitized and sold a variety of loans, including residential mortgage, credit card, student and commercial (primarily related to real estate) loans.

Fair Value Measurement (Tables)

Fair Value Measurement (Tables)	9 Months Ended
	Sep. 30, 2016
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, 2016 , and December 31, 2015 , 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, 2016 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 22,986 $ — $ — $ 22,986 Securities borrowed — — — — — Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies (a) 5 35,080 426 — 35,511 Residential – nonagency — 1,405 106 — 1,511 Commercial – nonagency — 1,188 41 — 1,229 Total mortgage-backed securities 5 37,673 573 — 38,251 U.S. Treasury and government agencies (a) 25,668 6,346 — — 32,014 Obligations of U.S. states and municipalities — 7,722 596 — 8,318 Certificates of deposit, bankers’ acceptances and commercial paper — 1,527 — — 1,527 Non-U.S. government debt securities 31,566 30,186 41 — 61,793 Corporate debt securities — 24,458 500 — 24,958 Loans (b) — 26,039 4,930 — 30,969 Asset-backed securities — 3,390 326 — 3,716 Total debt instruments 57,239 137,341 6,966 — 201,546 Equity securities 91,994 214 272 — 92,480 Physical commodities (c) 4,137 1,857 — — 5,994 Other — 8,504 681 — 9,185 Total debt and equity instruments (d) 153,370 147,916 7,919 — 309,205 Derivative receivables: Interest rate 242 841,029 2,744 (809,416 ) 34,599 Credit — 34,003 1,604 (34,797 ) 810 Foreign exchange 844 165,197 993 (150,196 ) 16,838 Equity — 37,158 742 (31,041 ) 6,859 Commodity 129 18,807 106 (12,569 ) 6,473 Total derivative receivables (e) 1,215 1,096,194 6,189 (1,038,019 ) 65,579 Total trading assets (f) 154,585 1,244,110 14,108 (1,038,019 ) 374,784 Available-for-sale securities: Mortgage-backed securities: U.S. government agencies (a) — 56,822 — — 56,822 Residential – nonagency — 15,905 1 — 15,906 Commercial – nonagency — 11,524 — — 11,524 Total mortgage-backed securities — 84,251 1 — 84,252 U.S. Treasury and government agencies (a) 21,477 31 — — 21,508 Obligations of U.S. states and municipalities — 31,403 — — 31,403 Certificates of deposit — 108 — — 108 Non-U.S. government debt securities 24,748 12,505 — — 37,253 Corporate debt securities — 5,383 — — 5,383 Asset-backed securities: Collateralized loan obligations — 29,943 778 — 30,721 Other — 7,674 2 — 7,676 Equity securities 2,086 — — — 2,086 Total available-for-sale securities 48,311 171,298 781 — 220,390 Loans — 1,067 844 — 1,911 Mortgage servicing rights — — 4,937 — 4,937 Other assets: Private equity investments (g) 79 — 1,680 — 1,759 All other 4,132 — 685 — 4,817 Total other assets (f) 4,211 — 2,365 — 6,576 Total assets measured at fair value on a recurring basis $ 207,107 $ 1,439,461 $ 23,035 $ (1,038,019 ) $ 631,584 Deposits $ — $ 10,362 $ 2,629 $ — $ 12,991 Federal funds purchased and securities loaned or sold under repurchase agreements — 1,436 — — 1,436 Other borrowed funds — 8,970 1,051 — 10,021 Trading liabilities: Debt and equity instruments (d) 74,168 20,903 55 — 95,126 Derivative payables: Interest rate 367 798,317 1,501 (786,925 ) 13,260 Credit — 33,794 1,511 (34,034 ) 1,271 Foreign exchange 809 162,030 2,581 (149,890 ) 15,530 Equity — 37,116 3,179 (31,772 ) 8,523 Commodity 173 20,922 1,000 (12,536 ) 9,559 Total derivative payables (e) 1,349 1,052,179 9,772 (1,015,157 ) 48,143 Total trading liabilities 75,517 1,073,082 9,827 (1,015,157 ) 143,269 Accounts payable and other liabilities 7,376 — 14 — 7,390 Beneficial interests issued by consolidated VIEs — — 48 — 48 Long-term debt — 24,993 13,729 — 38,722 Total liabilities measured at fair value on a recurring basis $ 82,893 $ 1,118,843 $ 27,298 $ (1,015,157 ) $ 213,877 Fair value hierarchy Derivative netting adjustments December 31, 2015 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 23,141 $ — $ — $ 23,141 Securities borrowed — 395 — — 395 Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies (a) 6 31,815 715 — 32,536 Residential – nonagency — 1,299 194 — 1,493 Commercial – nonagency — 1,080 115 — 1,195 Total mortgage-backed securities 6 34,194 1,024 — 35,224 U.S. Treasury and government agencies (a) 12,036 6,985 — — 19,021 Obligations of U.S. states and municipalities — 6,986 651 — 7,637 Certificates of deposit, bankers’ acceptances and commercial paper — 1,042 — — 1,042 Non-U.S. government debt securities 27,974 25,064 74 — 53,112 Corporate debt securities — 22,807 736 — 23,543 Loans (b) — 22,211 6,604 — 28,815 Asset-backed securities — 2,392 1,832 — 4,224 Total debt instruments 40,016 121,681 10,921 — 172,618 Equity securities 94,059 606 265 — 94,930 Physical commodities (c) 3,593 1,064 — — 4,657 Other — 11,152 744 — 11,896 Total debt and equity instruments (d) 137,668 134,503 11,930 — 284,101 Derivative receivables: Interest rate 354 666,491 2,766 (643,248 ) 26,363 Credit — 48,850 2,618 (50,045 ) 1,423 Foreign exchange 734 177,525 1,616 (162,698 ) 17,177 Equity — 35,150 709 (30,330 ) 5,529 Commodity 108 24,720 237 (15,880 ) 9,185 Total derivative receivables (e) 1,196 952,736 7,946 (902,201 ) 59,677 Total trading assets (f) 138,864 1,087,239 19,876 (902,201 ) 343,778 Available-for-sale securities: Mortgage-backed securities: U.S. government agencies (a) — 55,066 — — 55,066 Residential – nonagency — 27,618 1 — 27,619 Commercial – nonagency — 22,897 — — 22,897 Total mortgage-backed securities — 105,581 1 — 105,582 U.S. Treasury and government agencies (a) 10,998 38 — — 11,036 Obligations of U.S. states and municipalities — 33,550 — — 33,550 Certificates of deposit — 283 — — 283 Non-U.S. government debt securities 23,199 13,477 — — 36,676 Corporate debt securities — 12,436 — — 12,436 Asset-backed securities: Collateralized loan obligations — 30,248 759 — 31,007 Other — 9,033 64 — 9,097 Equity securities 2,087 — — — 2,087 Total available-for-sale securities 36,284 204,646 824 — 241,754 Loans — 1,343 1,518 — 2,861 Mortgage servicing rights — — 6,608 — 6,608 Other assets: — Private equity investments (g) 102 101 1,657 — 1,860 All other 3,815 28 744 — 4,587 Total other assets (f) 3,917 129 2,401 — 6,447 Total assets measured at fair value on a recurring basis $ 179,065 $ 1,316,893 $ 31,227 $ (902,201 ) $ 624,984 Deposits $ — $ 9,566 $ 2,950 $ — $ 12,516 Federal funds purchased and securities loaned or sold under repurchase agreements — 3,526 — — 3,526 Other borrowed funds — 9,272 639 — 9,911 Trading liabilities: Debt and equity instruments (d) 53,845 20,199 63 — 74,107 Derivative payables: Interest rate 216 633,060 1,890 (624,945 ) 10,221 Credit — 48,460 2,069 (48,988 ) 1,541 Foreign exchange 669 187,890 2,341 (171,131 ) 19,769 Equity — 36,440 2,223 (29,480 ) 9,183 Commodity 52 26,430 1,172 (15,578 ) 12,076 Total derivative payables (e) 937 932,280 9,695 (890,122 ) 52,790 Total trading liabilities 54,782 952,479 9,758 (890,122 ) 126,897 Accounts payable and other liabilities 4,382 — 19 — 4,401 Beneficial interests issued by consolidated VIEs — 238 549 — 787 Long-term debt — 21,452 11,613 — 33,065 Total liabilities measured at fair value on a recurring basis $ 59,164 $ 996,533 $ 25,528 $ (890,122 ) $ 191,103 (a) At September 30, 2016 , and December 31, 2015, included total U.S. government-sponsored enterprise obligations of $65.0 billion and $67.0 billion , respectively, which were predominantly mortgage-related. (b) At September 30, 2016 , and December 31, 2015, included within trading loans were $15.3 billion and $11.8 billion , respectively, of residential first-lien mortgages, and $4.0 billion and $4.3 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 $10.1 billion and $5.3 billion , respectively, and reverse mortgages of $2.2 billion and $2.5 billion , respectively. (c) Physical commodities inventories are generally accounted for at the lower of cost or market. “Market” is a term defined in U.S. GAAP as not exceeding fair value less costs to sell (“transaction costs”). Transaction costs for the Firm’s physical commodities inventories are either not applicable or immaterial to the value of the inventory. Therefore, market approximates fair value for the Firm’s physical commodities inventories. When fair value hedging has been applied (or when market is below cost), the carrying value of physical commodities approximates fair value, because under fair value hedge accounting, the cost basis is adjusted for changes in fair value. For a further discussion of the Firm’s hedge accounting relationships, see Note 5 . To provide consistent fair value disclosure information, all physical commodities inventories have been included in each period presented. (d) Balances reflect the reduction of securities owned (long positions) by the amount of identical securities sold but not yet purchased (short positions). (e) As permitted under U.S. GAAP, the Firm has elected to net derivative receivables and derivative payables and the related cash collateral received and paid when a legally enforceable master netting agreement exists. For purposes of the tables above, the Firm does not reduce derivative receivables and derivative payables balances for this netting adjustment, either within or across the levels of the fair value hierarchy, as such netting is not relevant to a presentation based on the transparency of inputs to the valuation of an asset or liability. However, if the Firm were to net such balances within level 3, the reduction in the level 3 derivative receivables and payables balances would be $1.9 billion and $546 million at September 30, 2016 , and December 31, 2015, respectively; this is exclusive of the netting benefit associated with cash collateral, which would further reduce the level 3 balances. (f) 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, 2016, and December 31, 2015, the fair values of these investments, which include certain hedge funds, private equity funds, real estate and other funds, were $1.0 billion and $1.2 billion , respectively. Included in the balances at September 30, 2016, and December 31, 2015, were trading assets of $53 million and $61 million , respectively, and other assets of $985 million and $1.2 billion , respectively. (g) Private equity instruments represent investments within Corporate. The portion of the private equity investment portfolio carried at fair value on a recurring basis had a cost basis of $2.8 billion and $3.5 billion at September 30, 2016 , and December 31, 2015, respectively.
Fair value inputs, assets and liabilities, quantitative information	Level 3 inputs (a) September 30, 2016 (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 $ 3,103 Discounted cash flows Yield 4% – 13% 5% Prepayment speed 0% – 20% 9% Conditional default rate 0% – 25% 5% Loss severity 0% – 90% 43% Commercial mortgage-backed securities and loans (b) 2,205 2,197 Discounted cash flows Yield 1% – 25% 6% Conditional default rate 0% – 100% 67% Loss severity 40% 40% Corporate debt securities, obligations of U.S. states and municipalities, and other (c) 860 Discounted cash flows Credit spread 40 bps – 375 bps 140 bps Yield 2% – 18% 9% 3,117 Market comparables Price $ — – $340 $ 91 Net interest rate derivatives 1,243 Option pricing Interest rate correlation (34)% – 97% Interest rate spread volatility 3% – 38% Net credit derivatives (b)(c) 93 Discounted cash flows Credit correlation 25% – 85% Net foreign exchange derivatives (1,588 ) Option pricing Foreign exchange correlation (20)% – 70% Net equity derivatives (2,437 ) Option pricing Equity volatility 20% – 60% Net commodity derivatives (894 ) Discounted cash flows Forward commodity price $ 38 – $54 per barrel Collateralized loan obligations 778 Discounted cash flows Credit spread 370 bps – 543 bps 404 bps Prepayment speed 20% 20% Conditional default rate 2% 2% Loss severity 30% 30% 165 Market comparables Price $ — – $121 $ 69 MSRs 4,937 Discounted cash flows Refer to Note 16 Private equity investments 1,680 Market comparables EBITDA multiple 6.4 x – 11 x 7.8 x Long-term debt, other borrowed funds, and deposits (d) 16,999 Option pricing Interest rate correlation (34)% – 97% Interest rate spread volatility 3% – 38% Foreign exchange correlation (20)% – 70% Equity correlation (50)% – 75% 410 Discounted cash flows Credit correlation 25% – 85% Beneficial interests issued by consolidated VIEs (e) 48 Discounted cash flows Yield 8% – 12% 10% Prepayment speed 0% – 3% 1% Conditional default rate 3% – 16% 12% Loss severity 85% – 140% 114% (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 $293 million of credit derivative receivables and $258 million of credit derivative payables with underlying commercial mortgage risk have been included in the inputs and ranges provided for commercial MBS and loans. (c) The unobservable inputs and associated input ranges for approximately $384 million of credit derivative receivables and $356 million of credit derivative payables with underlying 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 MBS.
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, 2016 and 2015. 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 Fair value at Total realized/unrealized gains/(losses) Transfers into and/or out of level 3 (i) Fair value at Change in unrealized gains/(losses) related Purchases (g) Sales Settlements (h) Assets: Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies 473 (4 ) 4 (22 ) (31 ) 6 426 — Residential – nonagency 200 (3 ) 43 (66 ) (5 ) (63 ) 106 1 Commercial – nonagency 30 — — (1 ) (1 ) 13 41 — Total mortgage-backed securities 703 (7 ) 47 (89 ) (37 ) (44 ) 573 1 Obligations of U.S. states and municipalities 551 2 68 (25 ) — — 596 2 Non-U.S. government debt securities 37 (1 ) 54 (35 ) (2 ) (12 ) 41 (1 ) Corporate debt securities 516 17 63 (43 ) (30 ) (23 ) 500 (1 ) Loans 6,016 23 498 (1,111 ) (297 ) (199 ) 4,930 18 Asset-backed securities 959 18 133 (173 ) (40 ) (571 ) 326 13 Total debt instruments 8,782 52 863 (1,476 ) (406 ) (849 ) 6,966 32 Equity securities 246 21 42 (35 ) (2 ) — 272 18 Other 670 45 276 — (305 ) (5 ) 681 30 Total trading assets – debt and equity instruments 9,698 118 (c) 1,181 (1,511 ) (713 ) (854 ) 7,919 80 (c) Net derivative receivables: (a) Interest rate 1,107 247 36 (7 ) (319 ) 179 1,243 79 Credit 279 (231 ) 8 — 48 (11 ) 93 (237 ) Foreign exchange (1,205 ) 126 — (5 ) (509 ) 5 (1,588 ) (103 ) Equity (1,892 ) (251 ) 106 (249 ) 158 (309 ) (2,437 ) (67 ) Commodity (719 ) (169 ) — (9 ) 10 (7 ) (894 ) 1 Total net derivative receivables (2,430 ) (278 ) (c) 150 (270 ) (612 ) (143 ) (3,583 ) (327 ) (c) Available-for-sale securities: Asset-backed securities 809 18 — — (5 ) (42 ) 780 18 Other 1 — — — — — 1 — Total available-for-sale securities 810 18 (d) — — (5 ) (42 ) 781 18 (d) Loans 785 7 (c) 75 — (23 ) — 844 7 (c) Mortgage servicing rights 5,072 (87 ) (e) 190 (5 ) (233 ) — 4,937 (87 ) (e) Other assets: Private equity investments 1,656 28 (c) 6 — (10 ) — 1,680 17 (c) All other 713 (4 ) (f) — — (24 ) — 685 (2 ) (f) Fair value measurements using significant unobservable inputs Three months ended Fair value at Total realized/unrealized (gains)/losses Transfers into and/or out of level 3 (i) Fair value at Change in unrealized (gains)/losses related Purchases Sales Issuances Settlements (h) Liabilities: (b) Deposits $ 2,409 $ 1 (c) $ — $ — $ 602 $ (191 ) $ (192 ) $ 2,629 $ (10 ) (c) Other borrowed funds 907 (67 ) (c) — — 584 (420 ) 47 1,051 (48 ) (c) Trading liabilities – debt and equity instruments 57 (4 ) (c) (8 ) 5 — (6 ) 11 55 — (c) Accounts payable and other liabilities 15 — — — — (1 ) — 14 — Beneficial interests issued by consolidated VIEs 584 (11 ) (c) — — — (525 ) — 48 7 (c) Long-term debt 13,147 324 (c) — — 1,877 (1,432 ) (187 ) 13,729 268 (c) Fair value measurements using significant unobservable inputs Three months ended Fair value at Total realized/unrealized gains/(losses) Transfers into and/or out of level 3 (i) Fair value at Change in unrealized gains/(losses) related Purchases (g) Sales Settlements (h) 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 (j) 1,987 (32 ) (c) 70 (267 ) (58 ) — 1,700 (32 ) (c) All other (j) 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 (i) Fair value at Change in unrealized (gains)/losses related Purchases Sales Issuances Settlements (h) Liabilities: (b) Deposits $ 3,528 $ 42 (c) $ — $ — $ 327 $ (280 ) $ (240 ) $ 3,377 $ 54 (c) Other borrowed funds (j) 1,261 (402 ) (c) — — 575 (403 ) (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 (j) 1,140 (35 ) (c) — — — (87 ) — 1,018 (36 ) (c) Long-term debt 12,589 (420 ) (c) (58 ) — 2,104 (1,048 ) (2,311 ) 10,856 (392 ) (c) Fair value measurements using significant unobservable inputs Nine months ended Fair value at January 1, 2016 Total realized/unrealized gains/(losses) Transfers into and/or out of level 3 (i) Fair value at Change in unrealized gains/(losses) related Purchases (g) Sales Settlements (h) Assets: Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies $ 715 $ (78 ) $ 133 $ (230 ) $ (89 ) $ (25 ) $ 426 $ (78 ) Residential – nonagency 194 (4 ) 220 (250 ) (16 ) (38 ) 106 (3 ) Commercial – nonagency 115 (6 ) 65 (29 ) (1 ) (103 ) 41 2 Total mortgage-backed securities 1,024 (88 ) 418 (509 ) (106 ) (166 ) 573 (79 ) Obligations of U.S. states and municipalities 651 11 104 (132 ) (38 ) — 596 11 Non-U.S. government debt securities 74 1 83 (86 ) (2 ) (29 ) 41 (2 ) Corporate debt securities 736 (15 ) 222 (187 ) (155 ) (101 ) 500 (28 ) Loans 6,604 (165 ) 1,363 (2,255 ) (939 ) 322 4,930 65 Asset-backed securities 1,832 35 565 (643 ) (957 ) (506 ) 326 (7 ) Total debt instruments 10,921 (221 ) 2,755 (3,812 ) (2,197 ) (480 ) 6,966 (40 ) Equity securities 265 18 75 (68 ) (24 ) 6 272 32 Other 744 (1 ) 629 (287 ) (340 ) (64 ) 681 73 Total trading assets – debt and equity instruments 11,930 (204 ) (c) 3,459 (4,167 ) (2,561 ) (538 ) 7,919 65 (c) Net derivative receivables: (a) Interest rate 876 787 142 (27 ) (761 ) 226 1,243 (167 ) Credit 549 (679 ) 8 (2 ) 165 52 93 (662 ) Foreign exchange (725 ) (68 ) 58 (123 ) (709 ) (21 ) (1,588 ) (291 ) Equity (1,514 ) (615 ) 248 (571 ) 231 (216 ) (2,437 ) (599 ) Commodity (935 ) 58 — 9 (30 ) 4 (894 ) (7 ) Total net derivative receivables (1,749 ) (517 ) (c) 456 (714 ) (1,104 ) 45 (3,583 ) (1,726 ) (c) Available-for-sale securities: Asset-backed securities 823 17 — — (18 ) (42 ) 780 17 Other 1 — — — — — 1 — Total available-for-sale securities 824 17 (d) — — (18 ) (42 ) 781 17 (d) Loans 1,518 (7 ) (c) 259 — (613 ) (313 ) 844 38 (c) Mortgage servicing rights 6,608 (1,296 ) (e) 410 (72 ) (713 ) — 4,937 (1,296 ) (e) Other assets: Private equity investments 1,657 98 (c) 447 (427 ) (95 ) — 1,680 25 (c) All other 744 72 (f) 30 (11 ) (150 ) — 685 69 (f) Fair value measurements using significant unobservable inputs Nine months ended Fair value at January 1, 2016 Total realized/unrealized (gains)/losses Transfers into and/or out of level 3 (i) Fair value at Change in unrealized (gains)/losses related Purchases Sales Issuances Settlements (h) Liabilities: (b) Deposits $ 2,950 $ 76 (c) — $ — $ 1,085 $ (868 ) $ (614 ) $ 2,629 $ (24 ) (c) Other borrowed funds 639 (223 ) (c) — 1,356 (789 ) 68 1,051 (113 ) (c) Trading liabilities – debt and equity instruments 63 (11 ) (c) (8 ) 23 — (21 ) 9 55 — Accounts payable and other liabilities 19 — — — — (5 ) — 14 — Beneficial interests issued by consolidated VIEs 549 (33 ) (c) — — 143 (611 ) — 48 — (c) Long-term debt 11,613 716 (c) — — 6,752 (4,327 ) (1,025 ) 13,729 1,678 (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 (i) Fair value at Change in unrealized gains/(losses) related Purchases (g) Sales Settlements (h) 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 (j) 2,225 15 (c) 77 (294 ) (174 ) (149 ) 1,700 — (c) All other (j) 959 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 (i) Fair value at Change in unrealized (gains)/losses related Purchases Sales Issuances Settlements (h) Liabilities: (b) Deposits $ 2,859 $ (22 ) (c) $ — $ — $ 1,775 $ (425 ) $ (810 ) $ 3,377 $ 49 (c) Other borrowed funds (j) 1,453 (525 ) (c) — — 2,897 (2,545 ) (512 ) 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 — — — — (5 ) — 21 — Beneficial interests issued by consolidated VIEs (j) 1,146 (52 ) (c) — — 286 (362 ) — 1,018 (49 ) (c) Long-term debt (j) 11,877 (617 ) (c) (58 ) — 7,487 (5,205 ) (2,628 ) 10,856 (583 ) (c) (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) were 13% at September 30, 2016 and 13% at December 31, 2015. (c) Predominantly reported in principal transactions revenue, except for changes in fair value for CCB mortgage loans and 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 AFS securities, as well as other-than-temporary impairment ("OTTI") 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 for the three months ended September 30, 2016 and 2015, respectively, and zero and $(7) million for the nine months ended September 30, 2016 and 2015, respectively. Unrealized gains/(losses) recorded on AFS securities in OCI were $18 million and $(27) million for the three months ended September 30, 2016 and 2015, respectively, and $16 million and $(27) million for the nine months ended September 30, 2016 and 2015, respectively. (e) Changes in fair value for CCB MSRs are reported in mortgage fees and related income. (f) Predominantly reported in other income. (g) Loan originations are included in purchases. (h) Includes financial assets and liabilities that have matured, been partially or fully repaid, impacts of modifications, and deconsolidation associated with beneficial interests in VIEs. (i) 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. (j) Certain prior period amounts have been revised to conform with the current period presentation. The revision had no impact on the Firm’s Consolidated balance sheets or its results of operations.
Impact of credit adjustments on earnings	The DVA and FVA reported below include the impact of the Firm’s own credit quality on the inception value of liabilities as well as the impact of changes in the Firm’s own credit quality over time. Three months ended September 30, Nine months ended September 30, (in millions) 2016 2015 2016 2015 Credit adjustments: Derivatives CVA $ 97 $ (127 ) $ (659 ) $ 395 Derivatives DVA and FVA (154 ) (121 ) (277 ) (58 )
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, 2016 , and December 31, 2015 , of financial assets and liabilities, excluding financial instruments which are carried at fair value on a recurring basis, and 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 2015 Annual Report. September 30, 2016 December 31, 2015 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 $ 21.4 $ 21.4 $ — $ — $ 21.4 $ 20.5 $ 20.5 $ — $ — $ 20.5 Deposits with banks 396.2 391.7 4.5 — 396.2 340.0 335.9 4.1 — 340.0 Accrued interest and accounts receivable 64.3 — 64.2 0.1 64.3 46.6 — 46.4 0.2 46.6 Federal funds sold and securities purchased under resale agreements 209.6 — 209.1 0.5 209.6 189.5 — 189.5 — 189.5 Securities borrowed 109.2 — 109.2 — 109.2 98.3 — 98.3 — 98.3 Securities, held-to-maturity (a) 52.0 — 54.7 — 54.7 49.1 — 50.6 — 50.6 Loans, net of allowance for loan losses (b) 872.0 — 25.1 851.9 877.0 820.8 — 25.4 802.7 828.1 Other 67.5 0.2 57.1 14.9 72.2 66.0 0.1 56.3 14.3 70.7 Financial liabilities Deposits $ 1,363.1 $ — $ 1,363.2 $ — $ 1,363.2 $ 1,267.2 $ — $ 1,266.1 $ 1.2 $ 1,267.3 Federal funds purchased and securities loaned or sold under repurchase agreements 167.1 — 167.1 — 167.1 149.2 — 149.2 — 149.2 Commercial paper 12.3 — 12.3 — 12.3 15.6 — 15.6 — 15.6 Other borrowed funds 14.5 — 14.5 — 14.5 11.2 — 11.2 — 11.2 Accounts payable and other liabilities 156.3 — 153.2 2.9 156.1 144.6 — 141.7 2.8 144.5 Beneficial interests issued by consolidated VIEs (c) 42.2 — 42.3 — 42.3 41.1 — 40.2 0.9 41.1 Long-term debt and junior subordinated deferrable interest debentures (d) 270.7 — 271.7 2.0 273.7 255.6 — 257.4 4.3 261.7 (a) Carrying value reflects 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 185–188 of JPMorgan Chase’s 2015 Annual Report. (c) Carrying value reflects unamortized issuance costs. (d) Carrying value reflects unamortized premiums and discounts, issuance costs, 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 of the allowance and the estimated fair value of the Firm’s wholesale lending-related commitments were as follows for the periods indicated. September 30, 2016 December 31, 2015 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 $ 1.1 $ — $ — $ 2.4 $ 2.4 $ 0.8 $ — $ — $ 3.0 $ 3.0 (a) 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, 2016
Fair Value Disclosures [Abstract]
Changes in fair value under the fair value option election	The following tables presents the changes in fair value included in the Consolidated statements of income for the three and nine months ended September 30, 2016 and 2015, 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, 2016 2015 (in millions) Principal transactions All other income Total changes in fair Principal transactions All other income Total changes in fair value recorded Federal funds sold and securities purchased under resale agreements (a) $ (54 ) $ — $ (54 ) $ 63 $ — $ 63 Securities borrowed (a) — — — (1 ) — (1 ) Trading assets: Debt and equity instruments, excluding loans 256 — 256 (144 ) — (144 ) Loans reported as trading assets (b) : Changes in instrument-specific credit risk 286 10 (e) 296 12 5 (e) 17 Other changes in fair value 2 452 (e) 454 94 277 (e) 371 Loans (b) : Changes in instrument-specific credit risk — — — 31 — 31 Other changes in fair value 1 — 1 2 — 2 Other assets 2 (3 ) (f) (1 ) 54 — 54 Deposits (c) 38 — 38 (112 ) — (112 ) Federal funds purchased and securities loaned or sold under repurchase agreements (a) 4 — 4 (14 ) — (14 ) Other borrowed funds (c) (291 ) — (291 ) 2,015 — 2,015 Trading liabilities 3 — 3 (6 ) — (6 ) Beneficial interests issued by consolidated VIEs — — — 29 — 29 Long-term debt: DVA on fair value option elected liabilities (c) — — — 299 — 299 Other changes in fair value (d) (619 ) — (619 ) 1,116 — 1,116 Nine months ended September 30, 2016 2015 (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 (a) $ 14 $ — $ 14 $ 37 $ — $ 37 Securities borrowed (a) 1 — 1 (5 ) — (5 ) Trading assets: Debt and equity instruments, excluding loans 143 — 143 375 1 376 Loans reported as trading assets (b) : Changes in instrument-specific credit risk 384 24 (e) 408 223 18 (e) 241 Other changes in fair value 188 975 (e) 1,163 206 657 (e) 863 Loans (b) : Changes in instrument-specific credit risk 13 — 13 32 — 32 Other changes in fair value 5 — 5 2 — 2 Other assets 16 79 (f) 95 116 9 (f) 125 Deposits (c) (531 ) — (531 ) (75 ) — (75 ) Federal funds purchased and securities loaned or sold under repurchase agreements (a) (16 ) — (16 ) (5 ) — (5 ) Other borrowed funds (c) (292 ) — (292 ) 2,121 — 2,121 Trading liabilities 5 — 5 (20 ) — (20 ) Beneficial interests issued by consolidated VIEs 23 — 23 73 — 73 Long-term debt: DVA on fair value option elected liabilities (c) — — — 624 — 624 Other changes in fair value (d) (1,537 ) — (1,537 ) 1,466 — 1,466 (a) Resale and repurchase agreements, securities borrowed agreements and securities lending agreements: Generally, for these types of agreements, there is a requirement that collateral be maintained with a market value equal to or in excess of the principal amount loaned; as a result, there would be no adjustment or an immaterial adjustment for instrument-specific credit risk related to these agreements. (b) Loans and lending-related commitments: For floating-rate instruments, all changes in value are attributed to instrument-specific credit risk. For fixed-rate instruments, an allocation of the changes in value for the period is made between those changes in value that are interest rate-related and changes in value that are credit-related. Allocations are generally based on an analysis of borrower-specific credit spread and recovery information, where available, or benchmarking to similar entities or industries. (c) Effective January 1, 2016, unrealized gains/(losses) due to instrument-specific credit risk (DVA) for liabilities for which the fair value option has been elected is recorded in OCI, while realized gains (losses) are recorded in principal transactions revenue. DVA for the three and nine months ended September 30, 2015 was included in principal transactions revenue, and include the impact of the Firm’s own credit quality on the inception value of liabilities as well as the impact of changes in the Firm’s own credit quality subsequent to issuance. See Notes 3 and 19 for further information. (d) Long-term debt measured at fair value predominantly relate to structured notes 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. (e) Reported in mortgage fees and related income. (f) 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, 2016 , and December 31, 2015 , for loans, long-term debt and long-term beneficial interests for which the fair value option has been elected. September 30, 2016 December 31, 2015 (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 $ 3,157 $ 719 $ (2,438 ) $ 3,484 $ 631 $ (2,853 ) Loans 7 7 — 7 7 — Subtotal 3,164 726 (2,438 ) 3,491 638 (2,853 ) All other performing loans Loans reported as trading assets 32,158 30,250 (1,908 ) 30,780 28,184 (2,596 ) Loans 1,875 1,867 (8 ) 2,771 2,752 (19 ) Total loans $ 37,197 $ 32,843 $ (4,354 ) $ 37,042 $ 31,574 $ (5,468 ) Long-term debt Principal-protected debt $ 21,307 (c) $ 19,471 $ (1,836 ) $ 17,910 (c) $ 16,611 $ (1,299 ) Nonprincipal-protected debt (b) NA 19,251 NA NA 16,454 NA Total long-term debt NA $ 38,722 NA NA $ 33,065 NA Long-term beneficial interests Nonprincipal-protected debt NA $ 48 NA NA $ 787 NA Total long-term beneficial interests NA $ 48 NA NA $ 787 NA (a) There were no performing loans that were ninety days or more past due as of September 30, 2016 , and December 31, 2015 , 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 type. September 30, 2016 December 31, 2015 (in millions) Long-term debt Other borrowed funds Deposits Total Long-term debt Other borrowed funds Deposits Total Risk exposure Interest rate $ 16,393 $ 322 $ 3,536 $ 20,251 $ 12,531 $ 58 $ 3,340 $ 15,929 Credit 3,509 666 — 4,175 3,195 547 — 3,742 Foreign exchange 2,571 150 6 2,727 1,765 77 11 1,853 Equity 15,116 8,527 5,459 29,102 14,293 8,447 4,993 27,733 Commodity 607 55 1,572 2,234 640 50 1,981 2,671 Total structured notes $ 38,196 $ 9,720 $ 10,573 $ 58,489 $ 32,424 $ 9,179 $ 10,325 $ 51,928

Derivative Instruments (Tables)

Derivative Instruments (Tables)	9 Months Ended
	Sep. 30, 2016
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 112 ◦ Interest rate Hedge floating-rate assets and liabilities Cash flow hedge Corporate 113 ◦ Foreign exchange Hedge foreign currency-denominated assets and liabilities Fair value hedge Corporate 112 ◦ Foreign exchange Hedge forecasted revenue and expense Cash flow hedge Corporate 113 ◦ Foreign exchange Hedge the value of the Firm’s investments in non-U.S. dollar functional currency entities Net investment hedge Corporate 114 ◦ Commodity Hedge commodity inventory Fair value hedge CIB 112 Manage specifically identified risk exposures not designated in qualifying hedge accounting relationships: ◦ Interest rate Manage the risk of the mortgage pipeline, warehouse loans and MSRs Specified risk management CCB 114 ◦ Credit Manage the credit risk of wholesale lending exposures Specified risk management CIB 114 ◦ Commodity Manage the risk of certain commodities-related contracts and investments Specified risk management CIB 114 ◦ Interest rate and foreign exchange Manage the risk of certain other specified assets and liabilities Specified risk management Corporate 114 Market-making derivatives and other activities: ◦ Various Market-making and related risk management Market-making and other CIB 114 ◦ Various Other derivatives Market-making and other CIB, Corporate 114
Notional amount of derivative contracts	The following table summarizes the notional amount of derivative contracts outstanding as of September 30, 2016 , and December 31, 2015 . Notional amounts (b) (in billions) September 30, 2016 December 31, 2015 Interest rate contracts Swaps $ 23,419 $ 24,162 Futures and forwards 6,073 5,167 Written options 3,091 3,506 Purchased options 3,544 3,896 Total interest rate contracts 36,127 36,731 Credit derivatives (a) 2,545 2,900 Foreign exchange contracts Cross-currency swaps 3,485 3,199 Spot, futures and forwards 6,087 5,028 Written options 756 690 Purchased options 751 706 Total foreign exchange contracts 11,079 9,623 Equity contracts Swaps 274 232 Futures and forwards 65 43 Written options 491 395 Purchased options 430 326 Total equity contracts 1,260 996 Commodity contracts Swaps 92 83 Spot, futures and forwards 149 99 Written options 103 115 Purchased options 108 112 Total commodity contracts 452 409 Total derivative notional amounts $ 51,463 $ 50,659 (a) For more information on volumes and types of credit derivative contracts, see the Credit derivatives discussion on page 115 . (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, 2016 , and December 31, 2015 , 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, 2016 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 $ 836,839 $ 7,174 $ 844,013 $ 34,599 $ 796,860 $ 3,326 $ 800,186 $ 13,260 Credit 35,607 — 35,607 810 35,305 — 35,305 1,271 Foreign exchange 166,547 488 167,035 16,838 164,385 1,035 165,420 15,530 Equity 37,901 — 37,901 6,859 40,294 — 40,294 8,523 Commodity 18,909 133 19,042 6,473 21,975 120 22,095 9,559 Total fair value of trading assets and liabilities $ 1,095,803 $ 7,795 $ 1,103,598 $ 65,579 $ 1,058,819 $ 4,481 $ 1,063,300 $ 48,143 Gross derivative receivables Gross derivative payables December 31, 2015 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 $ 665,531 $ 4,080 $ 669,611 $ 26,363 $ 632,928 $ 2,238 $ 635,166 $ 10,221 Credit 51,468 — 51,468 1,423 50,529 — 50,529 1,541 Foreign exchange 179,072 803 179,875 17,177 189,397 1,503 190,900 19,769 Equity 35,859 — 35,859 5,529 38,663 — 38,663 9,183 Commodity 23,713 1,352 25,065 9,185 27,653 1 27,654 12,076 Total fair value of trading assets and liabilities $ 955,643 $ 6,235 $ 961,878 $ 59,677 $ 939,170 $ 3,742 $ 942,912 $ 52,790 (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	September 30, 2016 December 31, 2015 (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 $ 489,501 $ (461,990 ) $ 27,511 $ 417,386 $ (396,506 ) $ 20,880 OTC–cleared 347,445 (347,371 ) 74 246,750 (246,742 ) 8 Exchange-traded (a) 184 (55 ) 129 — — — Total interest rate contracts 837,130 (809,416 ) 27,714 664,136 (643,248 ) 20,888 Credit contracts: OTC 28,304 (27,993 ) 311 44,082 (43,182 ) 900 OTC–cleared 6,822 (6,804 ) 18 6,866 (6,863 ) 3 Total credit contracts 35,126 (34,797 ) 329 50,948 (50,045 ) 903 Foreign exchange contracts: OTC 162,056 (149,376 ) 12,680 175,060 (162,377 ) 12,683 OTC–cleared 1,033 (801 ) 232 323 (321 ) 2 Exchange-traded (a) 95 (19 ) 76 — — — Total foreign exchange contracts 163,184 (150,196 ) 12,988 175,383 (162,698 ) 12,685 Equity contracts: OTC 21,758 (20,056 ) 1,702 20,690 (20,439 ) 251 OTC–cleared — — — — — — Exchange-traded (a) 14,611 (10,985 ) 3,626 12,285 (9,891 ) 2,394 Total equity contracts 36,369 (31,041 ) 5,328 32,975 (30,330 ) 2,645 Commodity contracts: OTC 10,939 (5,168 ) 5,771 15,001 (6,772 ) 8,229 OTC–cleared — — — — — — Exchange-traded (a) 7,686 (7,401 ) 285 9,199 (9,108 ) 91 Total commodity contracts 18,625 (12,569 ) 6,056 24,200 (15,880 ) 8,320 Derivative receivables with appropriate legal opinion 1,090,434 (1,038,019 ) (b) 52,415 947,642 (902,201 ) (b) 45,441 Derivative receivables where an appropriate legal opinion has not been either sought or obtained 13,164 13,164 14,236 14,236 Total derivative receivables recognized on the Consolidated balance sheets $ 1,103,598 $ 65,579 $ 961,878 $ 59,677 Collateral not nettable on the Consolidated balance sheets (c)(d) (16,178 ) (13,543 ) Net amounts $ 49,401 $ 46,134
Offsetting liabilities	September 30, 2016 December 31, 2015 (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 $ 456,267 $ (444,852 ) $ 11,415 $ 393,709 $ (384,576 ) $ 9,133 OTC–cleared 342,194 (342,018 ) 176 240,398 (240,369 ) 29 Exchange-traded (a) 82 (55 ) 27 — — — Total interest rate contracts 798,543 (786,925 ) 11,618 634,107 (624,945 ) 9,162 Credit contracts: OTC 28,174 (27,400 ) 774 44,379 (43,019 ) 1,360 OTC–cleared 6,634 (6,634 ) — 5,969 (5,969 ) — Total credit contracts 34,808 (34,034 ) 774 50,348 (48,988 ) 1,360 Foreign exchange contracts: OTC 159,983 (149,151 ) 10,832 185,178 (170,830 ) 14,348 OTC–cleared 723 (723 ) — 301 (301 ) — Exchange-traded (a) 312 (16 ) 296 — — — Total foreign exchange contracts 161,018 (149,890 ) 11,128 185,479 (171,131 ) 14,348 Equity contracts: OTC 25,339 (20,858 ) 4,481 23,458 (19,589 ) 3,869 OTC–cleared — — — — — — Exchange-traded (a) 11,625 (10,914 ) 711 10,998 (9,891 ) 1,107 Total equity contracts 36,964 (31,772 ) 5,192 34,456 (29,480 ) 4,976 Commodity contracts: OTC 13,015 (5,061 ) 7,954 16,953 (6,256 ) 10,697 OTC–cleared — — — — — — Exchange-traded (a) 7,704 (7,475 ) 229 9,374 (9,322 ) 52 Total commodity contracts 20,719 (12,536 ) 8,183 26,327 (15,578 ) 10,749 Derivative payables with appropriate legal opinions 1,052,052 (1,015,157 ) (b) 36,895 930,717 (890,122 ) (b) 40,595 Derivative payables where an appropriate legal opinion has not been either sought or obtained 11,248 11,248 12,195 12,195 Total derivative payables recognized on the Consolidated balance sheets $ 1,063,300 $ 48,143 $ 942,912 $ 52,790 Collateral not nettable on the Consolidated balance sheets (c)(d)(e) (10,121 ) (7,957 ) Net amounts $ 38,022 $ 44,833 (a) Exchange-traded derivative balances that relate to futures contracts are settled daily. (b) Net derivatives receivable included cash collateral netted of $88.5 billion and $73.7 billion at September 30, 2016 , and December 31, 2015 , respectively. Net derivatives payable included cash collateral netted of $65.6 billion and $61.6 billion related to OTC and OTC-cleared derivatives at September 30, 2016 , and December 31, 2015 , respectively. (c) Excludes all collateral related to derivative instruments where an appropriate legal opinion has not been either sought or obtained. (d) Represents liquid security collateral as well as cash collateral held at third party custodians related to derivative instruments where an appropriate legal opinion has been obtained. 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. (e) Derivative payables collateral relates only to OTC and OTC-cleared derivative instruments. Amounts exclude collateral transferred related to exchange-traded derivative instruments.
Current credit risk of derivative receivables and liquidity risk of derivative payables	The following table shows the aggregate fair value of net derivative payables related to OTC and OTC-cleared derivatives that contain contingent collateral or termination features that may be triggered upon a ratings downgrade, and the associated collateral the Firm has posted in the normal course of business, at September 30, 2016 , and December 31, 2015 . OTC and OTC-cleared derivative payables containing downgrade triggers (in millions) September 30, 2016 December 31, 2015 Aggregate fair value of net derivative payables $ 23,174 $ 22,328 Collateral posted 20,327 18,942 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, 2016 , and December 31, 2015 , 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), nor 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, 2016 December 31, 2015 (in millions) Single-notch downgrade Two-notch downgrade Single-notch downgrade Two-notch downgrade Amount of additional collateral to be posted upon downgrade (a) $ 419 $ 2,381 $ 807 $ 3,028 Amount required to settle contracts with termination triggers upon downgrade (b) 303 809 271 1,093 (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 pre-tax gains/(losses) recorded on such derivatives and the related hedged items for the three and nine months ended September 30, 2016 and 2015 , respectively. Gains/(losses) recorded in income Income statement impact due to: Three months ended September 30, 2016 Derivatives Hedged items Total income statement impact Hedge ineffectiveness (d) Excluded components (e) Contract type Interest rate (a) $ (232 ) $ 430 $ 198 $ 7 $ 191 Foreign exchange (b) (143 ) 194 51 — 51 Commodity (c) (203 ) 229 26 1 25 Total $ (578 ) $ 853 $ 275 $ 8 $ 267 Gains/(losses) recorded in income Income statement impact due to: Three months ended September 30, 2015 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: Nine months ended September 30, 2016 Derivatives Hedged items Total income statement impact Hedge ineffectiveness (d) Excluded components (e) Contract type Interest rate (a) $ 2,049 $ (1,478 ) $ 571 $ 36 $ 535 Foreign exchange (b) 46 104 150 — 150 Commodity (c) (276 ) 307 31 (11 ) 42 Total $ 1,819 $ (1,067 ) $ 752 $ 25 $ 727 Gains/(losses) recorded in income Income statement impact due to: Nine months ended September 30, 2015 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 (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 primarily 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 pre-tax gains/(losses) recorded on such derivatives, for the three and nine months ended September 30, 2016 and 2015 , respectively. The Firm includes the gain/(loss) on the hedging derivative and the change in cash flows on the hedged item in the same line item in the Consolidated statements of income . Gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended September 30, 2016 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) $ (18 ) $ — $ (18 ) $ 22 $ 40 Foreign exchange (b) (104 ) — (104 ) (86 ) 18 Total $ (122 ) $ — $ (122 ) $ (64 ) $ 58 Gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended September 30, 2015 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) $ 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) Nine months ended September 30, 2016 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) $ (58 ) $ — $ (58 ) $ (78 ) $ (20 ) Foreign exchange (b) (167 ) — (167 ) (340 ) (173 ) Total $ (225 ) $ — $ (225 ) $ (418 ) $ (193 ) Gains/(losses) recorded in income and other comprehensive income/(loss) Nine months ended September 30, 2015 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) $ (113 ) $ — $ (113 ) $ (90 ) $ 23 Foreign exchange (b) (74 ) — (74 ) (14 ) 60 Total $ (187 ) $ — $ (187 ) $ (104 ) $ 83 (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 the 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 pre-tax gains/(losses) recorded on such instruments for the three and nine months ended September 30, 2016 and 2015 . Gains/(losses) recorded in income and other comprehensive income/(loss) 2016 2015 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 $ (69 ) $ (30 ) $ (103 ) $ 908 Gains/(losses) recorded in income and other comprehensive income/(loss) 2016 2015 Nine months ended September 30, (in millions) Excluded components recorded directly (a) Effective portion recorded in OCI Excluded components (a) Effective portion recorded in OCI Foreign exchange derivatives $ (219 ) $ (603 ) $ (292 ) $ 1,651 (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, 2016 and 2015 .
Risk management derivatives gains and losses (not designated as hedging instruments)	The following table presents pre-tax 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, foreign currency-denominated assets and liabilities, and commodities-related contracts and investments. Derivatives gains/(losses) recorded in income Three months ended September 30, Nine months ended September 30, (in millions) 2016 2015 2016 2015 Contract type Interest rate (a) $ 312 $ 665 $ 1,956 $ 785 Credit (b) (84 ) 76 (244 ) 52 Foreign exchange (c) (2 ) 26 (2 ) 21 Commodity (d) — — — (13 ) Total $ 226 $ 767 $ 1,710 $ 845 (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 derivatives used to mitigate 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, 2016 (in millions) Protection sold Protection purchased with identical underlyings (b) Net protection (sold)/purchased (c) Other protection purchased (d) Credit derivatives Credit default swaps $ (1,217,087 ) $ 1,230,857 $ 13,770 $ 8,587 Other credit derivatives (a) (29,119 ) 35,281 6,162 23,688 Total credit derivatives (1,246,206 ) 1,266,138 19,932 32,275 Credit-related notes (28 ) — (28 ) 5,123 Total $ (1,246,234 ) $ 1,266,138 $ 19,904 $ 37,398 Maximum payout/Notional amount December 31, 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 $ (1,386,071 ) $ 1,402,201 $ 16,130 $ 12,011 Other credit derivatives (a) (42,738 ) 38,158 (4,580 ) 18,792 Total credit derivatives (1,428,809 ) 1,440,359 11,550 30,803 Credit-related notes (30 ) — (30 ) 4,715 Total $ (1,428,839 ) $ 1,440,359 $ 11,520 $ 35,518 (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, 2016 , and December 31, 2015, 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, 2016 <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 $ (276,853 ) $ (515,954 ) $ (76,261 ) $ (869,068 ) $ 10,084 $ (3,936 ) $ 6,148 Noninvestment-grade (132,323 ) (211,830 ) (33,013 ) (377,166 ) 10,356 (10,891 ) (535 ) Total $ (409,176 ) $ (727,784 ) $ (109,274 ) $ (1,246,234 ) $ 20,440 $ (14,827 ) $ 5,613 December 31, 2015 <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 $ (307,211 ) $ (699,227 ) $ (46,970 ) $ (1,053,408 ) $ 13,539 $ (6,836 ) $ 6,703 Noninvestment-grade (109,195 ) (245,151 ) (21,085 ) (375,431 ) 10,823 (18,891 ) (8,068 ) Total $ (416,406 ) $ (944,378 ) $ (68,055 ) $ (1,428,839 ) $ 24,362 $ (25,727 ) $ (1,365 ) (a) The ratings scale is primarily based on external credit ratings defined by S&P and Moody’s. (b) Amounts are shown on a gross basis, before the benefit of legally enforceable master netting agreements and cash collateral received by the Firm.

Noninterest Revenue (Tables)

Noninterest Revenue (Tables)	9 Months Ended
	Sep. 30, 2016
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 September 30, (in millions) 2016 2015 2016 2015 Underwriting Equity $ 369 $ 257 $ 854 $ 1,108 Debt 958 855 2,404 2,621 Total underwriting 1,327 1,112 3,258 3,729 Advisory 539 492 1,585 1,502 Total investment banking fees $ 1,866 $ 1,604 $ 4,843 $ 5,231
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 September 30, (in millions) 2016 2015 2016 2015 Trading revenue by instrument type Interest rate $ 825 $ 530 $ 1,843 $ 1,836 Credit 549 438 1,652 1,477 Foreign exchange 818 607 2,101 2,014 Equity 893 637 2,584 2,593 Commodity (a) 245 156 695 745 Total trading revenue 3,330 2,368 8,875 8,665 Private equity gains (b) 121 (1 ) 231 191 Principal transactions $ 3,451 $ 2,367 $ 9,106 $ 8,856 (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 September 30, (in millions) 2016 2015 2016 2015 Asset management fees Investment management fees (a) $ 2,203 $ 2,327 $ 6,541 $ 7,017 All other asset management fees (b) 90 92 277 290 Total asset management fees 2,293 2,419 6,818 7,307 Total administration fees (c) 478 486 1,444 1,520 Commission and other fees Brokerage commissions 505 575 1,628 1,761 All other commissions and fees 321 365 1,012 1,079 Total commissions and fees 826 940 2,640 2,840 Total asset management, administration and commissions $ 3,597 $ 3,845 $ 10,902 $ 11,667 (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 September 30, Nine months ended September 30, (in millions) 2016 2015 2016 2015 Operating lease income $ 708 $ 536 $ 1,974 $ 1,509

Interest Income and Interest 38

Interest Income and Interest Expense (Tables)	9 Months Ended
	Sep. 30, 2016
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) 2016 2015 2016 2015 Interest income Loans $ 9,237 $ 8,433 $ 27,065 $ 24,459 Taxable securities 1,365 1,553 4,187 4,885 Nontaxable securities (a) 436 439 1,321 1,260 Total securities 1,801 1,992 5,508 6,145 Trading assets 1,890 1,538 5,448 5,008 Federal funds sold and securities purchased under resale agreements 566 431 1,696 1,167 Securities borrowed (b) (91 ) (118 ) (279 ) (397 ) Deposits with banks 448 291 1,374 944 Other assets (c) 219 172 623 492 Total interest income 14,070 12,739 41,435 37,818 Interest expense Interest-bearing deposits 340 293 981 965 Federal funds purchased and securities loaned or sold under repurchase agreements 286 159 828 444 Commercial paper 34 24 105 88 Trading liabilities – debt, short-term and other liabilities (d) 285 132 826 459 Long-term debt 1,387 1,092 3,999 3,254 Beneficial interests issued by consolidated VIEs 135 115 366 323 Total interest expense 2,467 1,815 7,105 5,533 Net interest income 11,603 10,924 34,330 32,285 Provision for credit losses 1,271 682 4,497 2,576 Net interest income after provision for credit losses $ 10,332 $ 10,242 $ 29,833 $ 29,709 (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, 2016 and 2015 , 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, 2016
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) 2016 2015 2016 2015 2016 2015 Components of net periodic benefit cost Benefits earned during the period $ 74 $ 85 $ 9 $ 9 $ — $ — Interest cost on benefit obligations 133 125 21 28 7 8 Expected return on plan assets (223 ) (232 ) (32 ) (38 ) (26 ) (27 ) Amortization: Net (gain)/loss 59 62 6 9 — — Prior service cost/(credit) (9 ) (9 ) — — — — Net periodic defined benefit cost 34 31 4 8 (19 ) (19 ) Other defined benefit pension plans (a) 3 3 3 2 NA NA Total defined benefit plans 37 34 7 10 (19 ) (19 ) Total defined contribution plans 123 119 80 85 NA NA Total pension and OPEB cost included in compensation expense $ 160 $ 153 $ 87 $ 95 $ (19 ) $ (19 ) Pension plans U.S. Non-U.S. OPEB plans Nine months ended September 30, (in millions) 2016 2015 2016 2015 2016 2015 Components of net periodic benefit cost Benefits earned during the period $ 221 $ 255 $ 27 $ 28 $ — $ — Interest cost on benefit obligations 399 375 71 84 22 24 Expected return on plan assets (668 ) (697 ) (102 ) (113 ) (78 ) (80 ) Amortization: Net (gain)/loss 176 185 17 27 — — Prior service cost/(credit) (26 ) (26 ) (1 ) (1 ) — — Net periodic defined benefit cost 102 92 12 25 (56 ) (56 ) Other defined benefit pension plans (a) 10 10 8 7 NA NA Total defined benefit plans 112 102 20 32 (56 ) (56 ) Total defined contribution plans 345 323 249 254 NA NA Total pension and OPEB cost included in compensation expense $ 457 $ 425 $ 269 $ 286 $ (56 ) $ (56 ) (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, 2016
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 Nine months ended (in millions) 2016 2015 2016 2015 Cost of prior grants of RSUs, stock appreciation rights (“SARs”) and performance share units (“PSUs”) that are amortized over their applicable vesting periods $ 257 $ 269 $ 808 $ 856 Accrual of estimated costs of stock-based awards to be granted in future periods including those to full-career eligible employees 230 195 752 683 Total noncash compensation expense related to employee stock-based incentive plans $ 487 $ 464 $ 1,560 $ 1,539

Noninterest Expense (Tables)

Noninterest Expense (Tables)	9 Months Ended
	Sep. 30, 2016
Noninterest Expense [Abstract]
Components of noninterest expense	Included within other expense are the following: Three months ended September 30, Nine months ended September 30, (in millions) 2016 2015 2016 2015 Legal expense/(benefit) $ (71 ) $ 1,347 $ (547 ) $ 2,325 FDIC-related expense 360 298 912 916

Securities (Tables)

Securities (Tables)	9 Months Ended
	Sep. 30, 2016
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, 2016 December 31, 2015 (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) 54,961 1,876 15 $ 56,822 $ 53,689 $ 1,483 $ 106 $ 55,066 Residential: Prime and Alt-A 6,269 86 24 6,331 7,462 40 57 7,445 Subprime 2,582 22 — 2,604 210 7 — 217 Non-U.S. 6,801 180 10 6,971 19,629 341 13 19,957 Commercial 11,378 181 35 11,524 22,990 150 243 22,897 Total mortgage-backed securities 81,991 2,345 84 84,252 103,980 2,021 419 105,582 U.S. Treasury and government agencies (a) 21,674 52 218 21,508 11,202 — 166 11,036 Obligations of U.S. states and municipalities 28,685 2,728 10 31,403 31,328 2,245 23 33,550 Certificates of deposit 108 — — 108 282 1 — 283 Non-U.S. government debt securities 36,120 1,150 17 37,253 35,864 853 41 36,676 Corporate debt securities 5,336 76 29 5,383 12,464 142 170 12,436 Asset-backed securities: Collateralized loan obligations 30,688 76 43 30,721 31,146 52 191 31,007 Other 7,681 62 67 7,676 9,125 72 100 9,097 Total available-for-sale debt securities 212,283 6,489 468 218,304 235,391 5,386 1,110 239,667 Available-for-sale equity securities 2,065 21 — 2,086 2,067 20 — 2,087 Total available-for-sale securities $ 214,348 $ 6,510 $ 468 $ 220,390 $ 237,458 $ 5,406 $ 1,110 $ 241,754 Held-to-maturity debt securities Mortgage-backed securities: U.S. government agencies (b) 31,730 1,599 — 33,329 36,271 852 42 37,081 Commercial 5,792 124 — 5,916 — — — — Total mortgage-backed securities 37,522 1,723 — 39,245 36,271 852 42 37,081 Obligations of U.S. states and municipalities 14,489 1,005 6 15,488 12,802 708 4 13,506 Total held-to-maturity debt securities 52,011 2,728 6 54,733 49,073 1,560 46 50,587 Total securities $ 266,359 $ 9,238 $ 474 $ 275,123 $ 286,531 $ 6,966 $ 1,156 $ 292,341 (a) Included total U.S. government-sponsored enterprise obligations with fair values of $37.5 billion and $42.3 billion at September 30, 2016 , and December 31, 2015 , respectively, which were predominantly mortgage-related. (b) Included total U.S. government-sponsored enterprise obligations with amortized cost of $27.1 billion and $30.8 billion at September 30, 2016 , and December 31, 2015 , respectively, which were predominantly mortgage-related.
Securities impairment	The following tables present the fair value and gross unrealized losses for investment securities by aging category at September 30, 2016 , and December 31, 2015 . Securities with gross unrealized losses Less than 12 months 12 months or more September 30, 2016 (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 $ 2,428 $ 6 $ 458 $ 9 $ 2,886 $ 15 Residential: Prime and Alt-A 660 6 1,036 18 1,696 24 Subprime — — — — — — Non-U.S. 354 1 886 9 1,240 10 Commercial 3,205 29 1,308 6 4,513 35 Total mortgage-backed securities 6,647 42 3,688 42 10,335 84 U.S. Treasury and government agencies 17,595 218 — — 17,595 218 Obligations of U.S. states and municipalities 685 9 49 1 734 10 Certificates of deposit — — — — — — Non-U.S. government debt securities 2,559 6 430 11 2,989 17 Corporate debt securities — — 977 29 977 29 Asset-backed securities: Collateralized loan obligations 1,226 1 7,936 42 9,162 43 Other 1,964 40 1,094 27 3,058 67 Total available-for-sale debt securities 30,676 316 14,174 152 44,850 468 Available-for-sale equity securities — — — — — — Held-to-maturity securities Mortgage-backed securities U.S. government agencies — — — — — — Commercial — — — — — — Total mortgage-backed securities — — — — — — Obligations of U.S. states and municipalities 824 6 — — 824 6 Total held-to-maturity securities 824 6 — — 824 6 Total securities with gross unrealized losses $ 31,500 $ 322 $ 14,174 $ 152 $ 45,674 $ 474 Securities with gross unrealized losses Less than 12 months 12 months or more December 31, 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 $ 13,002 $ 95 $ 697 $ 11 $ 13,699 $ 106 Residential: Prime and Alt-A 5,147 51 238 6 5,385 57 Subprime — — — — — — Non-U.S. 2,021 12 167 1 2,188 13 Commercial 13,779 239 658 4 14,437 243 Total mortgage-backed securities 33,949 397 1,760 22 35,709 419 U.S. Treasury and government agencies 10,998 166 — — 10,998 166 Obligations of U.S. states and municipalities 1,676 18 205 5 1,881 23 Certificates of deposit — — — — — — Non-U.S. government debt securities 3,267 26 367 15 3,634 41 Corporate debt securities 3,198 125 848 45 4,046 170 Asset-backed securities: Collateralized loan obligations 15,340 67 10,692 124 26,032 191 Other 4,284 60 1,005 40 5,289 100 Total available-for-sale debt securities 72,712 859 14,877 251 87,589 1,110 Available-for-sale equity securities — — — — — — Held-to-maturity debt securities Mortgage-backed securities U.S. government agencies 3,294 42 — — 3,294 42 Commercial — — — — — — Total mortgage-backed securities 3,294 42 — — 3,294 42 Obligations of U.S. states and municipalities 469 4 — — 469 4 Total Held-to-maturity securities 3,763 46 — — 3,763 46 Total securities with gross unrealized losses $ 76,475 $ 905 $ 14,877 $ 251 $ 91,352 $ 1,156
Securities gains and losses	The following table presents realized gains and losses and OTTI losses from AFS securities that were recognized in income. Three months ended September 30, Nine months ended September 30, (in millions) 2016 2015 2016 2015 Realized gains $ 95 $ 65 $ 284 $ 250 Realized losses (22 ) (20 ) (110 ) (107 ) OTTI losses (9 ) (12 ) (38 ) (14 ) Net securities gains $ 64 $ 33 $ 136 $ 129 OTTI losses Credit-related losses recognized in income $ — $ — $ (1 ) $ (1 ) Securities the Firm intends to sell (a) (9 ) (12 ) (37 ) (13 ) Total OTTI losses recognized in income $ (9 ) $ (12 ) $ (38 ) $ (14 ) (a) Excludes realized losses on securities sold of $14 million for the nine months ended September 30, 2016 that had been previously reported as an OTTI loss due to the intention to sell the securities.
Amortized cost and estimated fair value by contractual maturity	The following table presents the amortized cost and estimated fair value at September 30, 2016 , of JPMorgan Chase ’s investment securities portfolio by contractual maturity. By remaining maturity September 30, 2016 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 $ 1,577 $ 3,188 $ 8,327 $ 68,899 $ 81,991 Fair value 1,586 3,269 8,576 70,821 84,252 Average yield (b) 2.18 % 2.27 % 2.93 % 3.26 % 3.17 % U.S. Treasury and government agencies Amortized cost $ 75 $ 4,731 $ 15,531 $ 1,337 $ 21,674 Fair value 75 4,714 15,462 1,257 21,508 Average yield (b) 0.43 % 0.70 % 1.22 % 0.91 % 1.08 % Obligations of U.S. states and municipalities Amortized cost $ 123 $ 666 $ 1,045 $ 26,851 $ 28,685 Fair value 125 688 1,124 29,466 31,403 Average yield (b) 6.15 % 3.27 % 6.25 % 6.66 % 6.56 % Certificates of deposit Amortized cost $ 108 $ — $ — $ — $ 108 Fair value 108 — — — 108 Average yield (b) 1.76 % — — — 1.76 % Non-U.S. government debt securities Amortized cost $ 5,777 $ 14,341 $ 13,917 $ 2,085 $ 36,120 Fair value 5,792 14,734 14,548 2,179 37,253 Average yield (b) 2.94 % 1.47 % 0.92 % 0.48 % 1.44 % Corporate debt securities Amortized cost $ 1,551 $ 2,025 $ 1,630 $ 130 $ 5,336 Fair value 1,565 2,058 1,630 130 5,383 Average yield (b) 3.53 % 2.67 % 2.99 % 3.22 % 3.03 % Asset-backed securities Amortized cost $ 7 $ 565 $ 22,889 $ 14,908 $ 38,369 Fair value 7 568 22,895 14,927 38,397 Average yield (b) 2.47 % 0.79 % 2.17 % 2.08 % 2.12 % Total available-for-sale debt securities Amortized cost $ 9,218 $ 25,516 $ 63,339 $ 114,210 $ 212,283 Fair value 9,258 26,031 64,235 118,780 218,304 Average yield (b) 2.92 % 1.55 % 1.85 % 3.83 % 2.93 % Available-for-sale equity securities Amortized cost $ — $ — $ — $ 2,065 $ 2,065 Fair value — — — 2,086 2,086 Average yield (b) — % — % — % 0.29 % 0.29 % Total available-for-sale securities Amortized cost $ 9,218 $ 25,516 $ 63,339 $ 116,275 $ 214,348 Fair value 9,258 26,031 64,235 120,866 220,390 Average yield (b) 2.92 % 1.55 % 1.85 % 3.77 % 2.90 % Held-to-maturity debt securities Mortgage-backed securities (a) Amortized cost $ — $ — $ — $ 37,522 $ 37,522 Fair value — — — 39,245 39,245 Average yield (b) — % — % — % 3.31 % 3.31 % Obligations of U.S. states and municipalities Amortized cost $ — $ 29 $ 1,385 $ 13,075 $ 14,489 Fair value — 30 1,470 13,988 15,488 Average yield (b) — % 6.11 % 5.08 % 5.68 % 5.62 % Total held-to-maturity securities Amortized cost $ — $ 29 $ 1,385 $ 50,597 $ 52,011 Fair value — 30 1,470 53,233 54,733 Average yield (b) — % 6.11 % 5.08 % 3.92 % 3.95 % (a) U.S. government-sponsored enterprises were the only issuers whose securities exceeded 10% of JPMorgan Chase ’s total stockholders’ equity at September 30, 2016 . (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 U.S. residential MBS and collateralized mortgage obligations are due in 10 years or more, based on contractual maturity. The estimated weighted-average life, which reflects anticipated future prepayments, is approximately 5 years for agency residential MBS, 2 years for agency residential collateralized mortgage obligations and 3 years for nonagency residential collateralized mortgage obligations.

Securities Financing Activiti43

Securities Financing Activities (Tables)	9 Months Ended
	Sep. 30, 2016
Securities Financing Transactions Disclosures [Abstract]
Schedule of securities sold under repurchase agreements, netting & securities loaned	The table below summarizes the gross and net amounts of the Firm’s securities financing agreements as of September 30, 2016 and December 31, 2015. When the Firm has obtained an appropriate legal opinion with respect to the master netting agreement with a counterparty and where other relevant netting criteria under U.S. GAAP are met, the Firm nets, on the Consolidated balance sheets, the balances outstanding under its securities financing agreements with the same counterparty. In addition, the Firm exchanges securities and/or cash collateral with its counterparties; this collateral also reduces, in the Firm’s view, the economic exposure with the counterparty. Such collateral, along with securities financing balances that do not meet relevant netting criteria under U.S. GAAP, is presented as “Amounts not nettable on the Consolidated balance sheets,” and reduces the “Net amounts” presented below, if the Firm has an appropriate legal opinion with respect to the master netting agreement with the counterparty. Where a legal opinion has not been either sought or obtained, the securities financing balances are presented gross in the “Net amounts” below, and related collateral does not reduce the amounts presented. September 30, 2016 (in millions) Gross amounts Amounts netted on the Consolidated balance sheets Amounts presented on the Consolidated balance sheets (b) Amounts not nettable on the Consolidated balance sheets (c) Net amounts (d) Assets Securities purchased under resale agreements $ 448,134 $ (215,572 ) $ 232,562 $ (226,850 ) $ 5,712 Securities borrowed 109,197 — 109,197 (78,667 ) 30,530 Liabilities Securities sold under repurchase agreements $ 367,383 $ (215,572 ) $ 151,811 $ (132,431 ) $ 19,380 Securities loaned and other (a) 23,002 — 23,002 (22,926 ) 76 December 31, 2015 (in millions) Gross amounts Amounts netted on the Consolidated balance sheets Amounts presented on the Consolidated balance sheets (b) Amounts not nettable on the Consolidated balance sheets (c) Net amounts (d) Assets Securities purchased under resale agreements $ 368,148 $ (156,258 ) $ 211,890 $ (207,958 ) (e) $ 3,932 (e) Securities borrowed 98,721 — 98,721 (65,081 ) 33,640 Liabilities Securities sold under repurchase agreements $ 290,044 $ (156,258 ) $ 133,786 $ (119,332 ) (e) $ 14,454 (e) Securities loaned and other (a) 22,556 — 22,556 (22,245 ) 311 (a) Includes securities-for-securities lending transactions of $7.4 billion and $4.4 billion at September 30, 2016 and December 31, 2015, respectively, accounted for at fair value, where the Firm is acting as lender. These amounts are presented within other liabilities on the Consolidated balance sheets. (b) Includes securities financing agreements accounted for at fair value. At September 30, 2016 and December 31, 2015, included securities purchased under resale agreements of $23.0 billion and $23.1 billion , respectively, securities borrowed of zero and $395 million , respectively, and securities sold under agreements to repurchase of $1.4 billion and $3.5 billion , respectively. There were no securities loaned accounted for at fair value in either period. (c) In some cases, collateral exchanged with a counterparty exceeds the net asset or liability balance with that counterparty. In such cases, the amounts reported in this column are limited to the related asset or liability with that counterparty. (d) Includes securities financing agreements that provide collateral rights, but where an appropriate legal opinion with respect to the master netting agreement has not been either sought or obtained. At September 30, 2016 and December 31, 2015, included $3.9 billion and $2.3 billion , respectively, of securities purchased under resale agreements; $27.9 billion and $31.3 billion , respectively, of securities borrowed; $17.5 billion and $12.6 billion , respectively, of securities sold under agreements to repurchase; and $22 million and $45 million , respectively, of securities loaned and other. (e) The prior period amounts have been revised to conform with the current presentation.
Schedule of types of assets pledged in secured financing transactions	The tables below present as of September 30, 2016 , and December 31, 2015 the types of financial assets pledged in securities financing agreements and the remaining contractual maturity of the securities financing agreements. Gross liability balance September 30, 2016 December 31, 2015 (in millions) Securities sold under repurchase agreements Securities loaned and other (a) Securities sold under repurchase agreements Securities loaned and other (a) Mortgage-backed securities $ 17,038 $ — $ 12,790 $ — U.S. Treasury and government agencies 202,515 17 154,377 5 Obligations of U.S. states and municipalities 2,076 — 1,316 — Non-U.S. government debt 106,088 5,813 80,162 4,426 Corporate debt securities 19,754 86 21,286 78 Asset-backed securities 5,139 — 4,394 — Equity securities 14,773 17,086 15,719 18,047 Total $ 367,383 $ 23,002 $ 290,044 $ 22,556 Remaining contractual maturity of the agreements Overnight and continuous Greater than 90 days September 30, 2016 (in millions) Up to 30 days 30 – 90 days Total Total securities sold under repurchase agreements $ 141,524 $ 132,267 $ 41,871 $ 51,721 $ 367,383 Total securities loaned and other (a) 11,460 647 1,588 9,307 23,002 Remaining contractual maturity of the agreements Overnight and continuous Greater than 90 days December 31, 2015 (in millions) Up to 30 days 30 – 90 days Total Total securities sold under repurchase agreements $ 114,595 $ 100,082 $ 29,955 $ 45,412 $ 290,044 Total securities loaned and other (a) 8,320 708 793 12,735 22,556 (a) Includes securities-for-securities lending transactions of $7.4 billion and $4.4 billion at September 30, 2016 and December 31, 2015, respectively, accounted for at fair value, where the Firm is acting as lender. These amounts are presented within other liabilities on the Consolidated balance sheets.

Loans (Tables)

Loans (Tables)	9 Months Ended
	Sep. 30, 2016
Loans and Leases Receivable Disclosure [Abstract]
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 (f) Residential real estate – excluding PCI • Home equity (b) • Residential mortgage (c) Other consumer loans • Auto (d) • Business banking (d)(e) • 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 (g) (a) Includes loans held in CCB, prime mortgage and home equity loans held in AM and prime mortgage loans held in Corporate. (b) Includes senior and junior lien home equity loans. (c) Includes prime (including option ARMs) and subprime loans. (d) 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. (e) Predominantly includes Business Banking loans as well as deposit overdrafts. (f) 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. (g) Includes loans to: individuals; SPEs; holding companies; and private education and civic organizations. For more information on exposures to SPEs, see Note 16 of JPMorgan Chase ’s 2015 Annual Report
Schedule of loans by portfolio segment	The following tables summarize the Firm’s loan balances by portfolio segment. September 30, 2016 Consumer, excluding credit card Credit card (a) Wholesale Total (in millions) Retained $ 363,398 $ 133,346 $ 386,449 $ 883,193 (b) Held-for-sale 398 89 2,463 2,950 At fair value — — 1,911 1,911 Total $ 363,796 $ 133,435 $ 390,823 $ 888,054 December 31, 2015 Consumer, excluding credit card Credit card (a) Wholesale Total (in millions) Retained $ 344,355 $ 131,387 $ 357,050 $ 832,792 (b) Held-for-sale 466 76 1,104 1,646 At fair value — — 2,861 2,861 Total $ 344,821 $ 131,463 $ 361,015 $ 837,299 (a) Includes accrued interest and fees net of an allowance for the uncollectible portion of accrued interest and fee income. (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. These amounts were not material as of September 30, 2016 , and December 31, 2015 . 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 $ 40,740 $ 45,559 Residential mortgage 189,558 166,239 Other consumer loans Auto 64,512 60,255 Business banking 22,292 21,208 Student and other 9,251 10,096 Residential real estate – PCI Home equity 13,448 14,989 Prime mortgage 7,919 8,893 Subprime mortgage 3,021 3,263 Option ARMs 12,657 13,853 Total retained loans $ 363,398 $ 344,355
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. 2016 2015 Three months ended September 30, (in millions) Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Purchases $ 959 (a)(b) $ — $ 282 $ 1,241 $ 1,196 (a)(b) $ — $ 1,199 $ 2,395 Sales 577 — 2,637 3,214 1,130 — 1,856 2,986 Retained loans reclassified to held-for-sale 176 — 777 953 — 79 20 99 2016 2015 Nine months ended September 30, (in millions) Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Purchases $ 3,048 (a)(b) $ — $ 975 $ 4,023 $ 3,918 (a)(b) $ — $ 1,894 $ 5,812 Sales 2,242 — 6,383 8,625 4,073 — (c) 7,381 11,454 Retained loans reclassified to held-for-sale 259 — 1,393 1,652 1,272 79 455 1,806 (a) Purchases predominantly represent the Firm’s voluntary repurchase of certain delinquent loans from loan pools as permitted by Government National Mortgage Association (“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, FHA, RHS, and/or VA. (b) Excludes purchases of retained loans sourced through the correspondent origination channel and underwritten in accordance with the Firm’s standards. Such purchases were $6.7 billion and $14.4 billion for the three months ended September 30, 2016 and 2015 , respectively, and $23.8 billion and $39.8 billion for the nine months ended September 30, 2016 and 2015 , respectively. (c) Prior period amounts have been revised to conform with current period presentation.
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 September 30, (in millions) 2016 2015 2016 2015 Net gains/(losses) on sales of loans (including lower of cost or fair value adjustments) (a) Consumer, excluding credit card $ 51 $ 62 $ 168 $ 239 Credit card (2 ) 13 (6 ) 22 Wholesale 17 33 15 32 Total net gains on sales of loans (including lower of cost or fair value adjustments) $ 66 $ 108 $ 177 $ 293 (a) Excludes sales related to loans accounted for at fair value.
Schedule of financing receivable credit quality indicators	The following tables set forth delinquency statistics for PCI junior lien home equity loans and lines of credit based on the unpaid principal balance as of September 30, 2016 , and December 31, 2015 . 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) $ 2,754 $ 5,000 3.81 % 4.10 % Beyond the revolving period (c) 7,265 6,252 3.98 4.46 HELOANs 494 582 4.86 5.33 Total $ 10,513 $ 11,834 3.98 % 4.35 % (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 following table represents the Firm’s delinquency statistics for junior lien home equity loans and lines as of September 30, 2016 , and December 31, 2015 . 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) $ 11,646 $ 17,050 1.18 % 1.57 % Beyond the revolving period 13,135 11,252 2.90 3.10 HELOANs 1,999 2,409 2.70 3.03 Total $ 26,780 $ 30,711 2.14 % 2.25 % (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 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. 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 (in millions, except ratios) Home equity (g) Residential mortgage (g) Total residential real estate – excluding PCI Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Loan delinquency (a) Current $ 39,644 $ 44,299 $ 181,247 $ 156,463 $ 220,891 $ 200,762 30–149 days past due 610 708 3,737 4,042 4,347 4,750 150 or more days past due 486 552 4,574 5,734 5,060 6,286 Total retained loans $ 40,740 $ 45,559 $ 189,558 $ 166,239 $ 230,298 $ 211,798 % of 30+ days past due to total retained loans (b) 2.69 % 2.77 % 0.81 % 1.03 % 1.14 % 1.40 % 90 or more days past due and government guaranteed (c) $ — $ — $ 4,796 $ 6,056 $ 4,796 $ 6,056 Nonaccrual loans 1,904 2,191 2,295 2,503 4,199 4,694 Current estimated LTV ratios (d)(e) Greater than 125% and refreshed FICO scores: Equal to or greater than 660 $ 65 $ 165 $ 52 $ 58 $ 117 $ 223 Less than 660 18 32 64 77 82 109 101% to 125% and refreshed FICO scores: Equal to or greater than 660 810 1,344 162 274 972 1,618 Less than 660 266 434 237 291 503 725 80% to 100% and refreshed FICO scores: Equal to or greater than 660 3,346 4,537 4,009 3,159 7,355 7,696 Less than 660 1,069 1,409 880 996 1,949 2,405 Less than 80% and refreshed FICO scores: Equal to or greater than 660 28,185 29,648 165,480 142,241 193,665 171,889 Less than 660 4,534 4,934 7,027 6,797 11,561 11,731 No FICO/LTV available 2,447 3,056 2,095 1,658 4,542 4,714 U.S. government-guaranteed — — 9,552 10,688 9,552 10,688 Total retained loans $ 40,740 $ 45,559 $ 189,558 $ 166,239 $ 230,298 $ 211,798 Geographic region California $ 7,992 $ 8,945 $ 57,410 $ 47,263 $ 65,402 $ 56,208 New York 8,345 9,147 24,282 21,462 32,627 30,609 Illinois 3,067 3,420 13,117 11,524 16,184 14,944 Texas 2,278 2,532 10,519 9,128 12,797 11,660 Florida 2,196 2,409 8,295 7,177 10,491 9,586 New Jersey 2,324 2,590 6,365 5,567 8,689 8,157 Washington 1,287 1,451 5,159 4,176 6,446 5,627 Arizona 1,858 2,143 3,604 3,155 5,462 5,298 Michigan 1,194 1,350 2,069 1,945 3,263 3,295 Ohio 1,464 1,652 1,362 1,247 2,826 2,899 All other (f) 8,735 9,920 57,376 53,595 66,111 63,515 Total retained loans $ 40,740 $ 45,559 $ 189,558 $ 166,239 $ 230,298 $ 211,798 (a) Individual delinquency classifications include mortgage loans insured by U.S. government agencies as follows: current included $2.8 billion and $2.6 billion ; 30 – 149 days past due included $2.9 billion and $3.2 billion ; and 150 or more days past due included $3.9 billion and $4.9 billion at September 30, 2016 , and December 31, 2015 , respectively. (b) At September 30, 2016 , and December 31, 2015 , Residential mortgage loans excluded mortgage loans insured by U.S. government agencies of $6.8 billion and $8.1 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, 2016 , and December 31, 2015 , these balances included $2.7 billion and $3.4 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 that were not guaranteed by U.S. government agencies that are 90 or more days past due and still accruing interest at September 30, 2016 , and December 31, 2015 . (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. Current estimated combined LTV for junior lien home equity loans considers all available lien positions, as well as unused lines, related to the property. (e) Refreshed FICO scores represent each borrower’s most recent credit score, which is obtained by the Firm on at least a quarterly basis. (f) At September 30, 2016 , and December 31, 2015 , included mortgage loans insured by U.S. government agencies of $9.6 billion and $10.7 billion , respectively. (g) Includes residential real estate loans to private banking clients in AM, for which the primary credit quality indicators are the borrower’s financial position and LTV. The table below sets forth information about the Firm’s consumer, excluding credit card, PCI loans. 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) $ 13,448 $ 14,989 $ 7,919 $ 8,893 $ 3,021 $ 3,263 $ 12,657 $ 13,853 $ 37,045 $ 40,998 Related allowance for loan losses (b) 1,708 1,708 861 985 — — 49 49 2,618 2,742 Loan delinquency (based on unpaid principal balance) Current $ 12,970 $ 14,387 $ 7,100 $ 7,894 $ 3,065 $ 3,232 $ 11,445 $ 12,370 $ 34,580 $ 37,883 30–149 days past due 279 322 350 424 389 439 571 711 1,589 1,896 150 or more days past due 510 633 494 601 260 380 993 1,272 2,257 2,886 Total loans $ 13,759 $ 15,342 $ 7,944 $ 8,919 $ 3,714 $ 4,051 $ 13,009 $ 14,353 $ 38,426 $ 42,665 % of 30+ days past due to total loans 5.73 % 6.22 % 10.62 % 11.49 % 17.47 % 20.22 % 12.02 % 13.82 % 10.01 % 11.21 % Current estimated LTV ratios (based on unpaid principal balance) (c)(d) Greater than 125% and refreshed FICO scores: Equal to or greater than 660 $ 89 $ 153 $ 6 $ 10 $ 6 $ 10 $ 11 $ 19 $ 112 $ 192 Less than 660 50 80 19 28 33 55 23 36 125 199 101% to 125% and refreshed FICO scores: Equal to or greater than 660 649 942 64 120 46 77 98 166 857 1,305 Less than 660 305 444 94 152 152 220 164 239 715 1,055 80% to 100% and refreshed FICO scores: Equal to or greater than 660 2,119 2,709 520 816 248 331 653 977 3,540 4,833 Less than 660 914 1,136 436 614 496 643 744 1,050 2,590 3,443 Lower than 80% and refreshed FICO scores: Equal to or greater than 660 6,678 6,724 4,082 4,243 915 863 6,847 7,073 18,522 18,903 Less than 660 2,198 2,265 2,312 2,438 1,635 1,642 3,858 4,065 10,003 10,410 No FICO/LTV available 757 889 411 498 183 210 611 728 1,962 2,325 Total unpaid principal balance $ 13,759 $ 15,342 $ 7,944 $ 8,919 $ 3,714 $ 4,051 $ 13,009 $ 14,353 $ 38,426 $ 42,665 Geographic region (based on unpaid principal balance) California $ 8,246 $ 9,205 $ 4,589 $ 5,172 $ 927 $ 1,005 $ 7,378 $ 8,108 $ 21,140 $ 23,490 New York 724 788 528 580 373 400 740 813 2,365 2,581 Illinois 327 358 235 263 181 196 289 333 1,032 1,150 Texas 193 224 83 94 219 243 66 75 561 636 Florida 1,348 1,479 519 586 341 373 1,063 1,183 3,271 3,621 New Jersey 289 310 217 238 127 139 419 470 1,052 1,157 Washington 708 819 173 194 71 81 303 339 1,255 1,433 Arizona 253 281 131 143 70 76 188 203 642 703 Michigan 39 44 126 141 103 113 133 150 401 448 Ohio 15 17 41 45 58 62 53 61 167 185 All other 1,617 1,817 1,302 1,463 1,244 1,363 2,377 2,618 6,540 7,261 Total unpaid principal balance $ 13,759 $ 15,342 $ 7,944 $ 8,919 $ 3,714 $ 4,051 $ 13,009 $ 14,353 $ 38,426 $ 42,665 (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. 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 $ 63,815 $ 59,442 $ 21,954 $ 20,887 $ 8,644 $ 9,405 $ 94,413 $ 89,734 30–119 days past due 688 804 212 215 380 445 1,280 1,464 120 or more days past due 9 9 126 106 227 246 362 361 Total retained loans $ 64,512 $ 60,255 $ 22,292 $ 21,208 $ 9,251 $ 10,096 $ 96,055 $ 91,559 % of 30+ days past due to total retained loans 1.08 % 1.35 % 1.52 % 1.51 % 1.58 % (d) 1.63 % (d) 1.23 % (d) 1.42 % (d) 90 or more days past due and (b) $ — $ — $ — $ — $ 259 $ 290 $ 259 $ 290 Nonaccrual loans 212 116 286 263 211 242 709 621 Geographic region California $ 7,837 $ 7,186 $ 4,031 $ 3,530 $ 951 $ 1,051 $ 12,819 $ 11,767 New York 3,970 3,874 3,392 3,359 1,202 1,224 8,564 8,457 Illinois 3,921 3,678 1,582 1,459 608 679 6,111 5,816 Texas 6,866 6,457 2,715 2,622 761 839 10,342 9,918 Florida 3,343 2,843 1,046 941 484 516 4,873 4,300 New Jersey 2,026 1,998 540 500 326 366 2,892 2,864 Washington 1,207 1,135 279 264 198 212 1,684 1,611 Arizona 2,215 2,033 1,251 1,205 212 236 3,678 3,474 Michigan 1,514 1,550 1,309 1,361 369 415 3,192 3,326 Ohio 2,269 2,340 1,359 1,363 509 559 4,137 4,262 All other 29,344 27,161 4,788 4,604 3,631 3,999 37,763 35,764 Total retained loans $ 64,512 $ 60,255 $ 22,292 $ 21,208 $ 9,251 $ 10,096 $ 96,055 $ 91,559 Loans by risk ratings (c) Noncriticized $ 12,276 $ 11,277 $ 16,563 $ 15,505 NA NA $ 28,839 $ 26,782 Criticized performing 188 76 761 815 NA NA 949 891 Criticized nonaccrual 98 — 236 210 NA NA 334 210 (a) Student loan delinquency classifications included loans insured by U.S. government agencies under the FFELP as follows: current included $3.5 billion and $3.8 billion ; 30 - 119 days past due included $250 million and $299 million ; and 120 or more days past due included $211 million and $227 million at September 30, 2016 , and December 31, 2015 , 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, 2016 , and December 31, 2015 , excluded loans 30 days or more past due and still accruing, which are insured by U.S. government agencies under the FFELP, of $461 million and $526 million , respectively. These amounts were excluded as reimbursement of insured amounts is proceeding normally. 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 $ 131,311 $ 129,502 30–89 days past due and still accruing 1,041 941 90 or more days past due and still accruing 994 944 Total retained credit card loans $ 133,346 $ 131,387 Loan delinquency ratios % of 30+ days past due to total retained loans 1.53 % 1.43 % % of 90+ days past due to total retained loans 0.75 0.72 Credit card loans by geographic region California $ 19,218 $ 18,802 Texas 12,376 11,847 New York 11,606 11,360 Florida 8,005 7,806 Illinois 7,752 7,655 New Jersey 5,934 5,879 Ohio 4,627 4,700 Pennsylvania 4,496 4,533 Michigan 3,548 3,562 Colorado 3,521 3,399 All other 52,263 51,844 Total retained credit card loans $ 133,346 $ 131,387 Percentage of portfolio based on carrying value with estimated refreshed FICO scores (a) Equal to or greater than 660 84.5 % 84.4 % Less than 660 14.1 13.1 No FICO available 1.4 2.5 (a) The current period percentage of portfolio based on carrying value with estimated refreshed FICO scores disclosures have been updated to reflect where the FICO score is unavailable. The prior period amounts have been revised to conform with the current presentation. 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 $ 67,142 $ 62,150 $ 86,511 $ 74,330 $ 24,954 $ 21,786 $ 14,960 $ 11,363 $ 97,218 $ 98,107 $ 290,785 $ 267,736 Noninvestment-grade: Noncriticized 48,343 45,632 16,655 17,008 7,987 7,667 447 256 12,385 11,390 85,817 81,953 Criticized performing 6,486 4,542 867 1,251 175 320 6 7 162 253 7,696 6,373 Criticized nonaccrual 1,637 608 206 231 18 10 — — 290 139 2,151 988 Total noninvestment- grade 56,466 50,782 17,728 18,490 8,180 7,997 453 263 12,837 11,782 95,664 89,314 Total retained loans $ 123,608 $ 112,932 $ 104,239 $ 92,820 $ 33,134 $ 29,783 $ 15,413 $ 11,626 $ 110,055 $ 109,889 $ 386,449 $ 357,050 % of total criticized exposure to total retained loans 6.57 % 4.56 % 1.03 % 1.60 % 0.58 % 1.11 % 0.04 % 0.06 % 0.41 % 0.36 % 2.55 % 2.06 % % of criticized nonaccrual to total retained loans 1.32 0.54 0.20 0.25 0.05 0.03 — — 0.26 0.13 0.56 0.28 Loans by geographic distribution (a) Total non-U.S. $ 33,799 $ 30,063 $ 3,970 $ 3,003 $ 16,937 $ 17,166 $ 3,948 $ 1,788 $ 42,604 $ 42,031 $ 101,258 $ 94,051 Total U.S. 89,809 82,869 100,269 89,817 16,197 12,617 11,465 9,838 67,451 67,858 285,191 262,999 Total retained loans $ 123,608 $ 112,932 $ 104,239 $ 92,820 $ 33,134 $ 29,783 $ 15,413 $ 11,626 $ 110,055 $ 109,889 $ 386,449 $ 357,050 Loan delinquency (b) Current and less than 30 days past due and still accruing $ 121,674 $ 112,058 $ 104,009 $ 92,381 $ 33,039 $ 29,713 $ 15,410 $ 11,565 $ 108,755 $ 108,734 $ 382,887 $ 354,451 30–89 days past due and still accruing 178 259 24 193 59 49 — 55 951 988 1,212 1,544 90 or more days past due and still accruing (c) 119 7 — 15 18 11 3 6 59 28 199 67 Criticized nonaccrual 1,637 608 206 231 18 10 — — 290 139 2,151 988 Total retained loans $ 123,608 $ 112,932 $ 104,239 $ 92,820 $ 33,134 $ 29,783 $ 15,413 $ 11,626 $ 110,055 $ 109,889 $ 386,449 $ 357,050 (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 further discussion, see Note 14 of JPMorgan Chase ’s 2015 Annual Report . (c) Represents loans that are considered well-collateralized and therefore still accruing interest. (d) Other includes: individuals; SPEs; holding companies; and private education and civic organizations. For more information on exposures to SPEs, see Note 16 of JPMorgan Chase ’s 2015 Annual Report . 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 2015 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 $ 65,006 $ 60,290 $ 24,415 $ 20,062 $ 5,871 $ 4,920 $ 8,947 $ 7,548 $ 104,239 $ 92,820 Criticized exposure 519 520 442 844 93 43 19 75 1,073 1,482 % of total criticized exposure to total real estate retained loans 0.80 % 0.86 % 1.81 % 4.21 % 1.58 % 0.87 % 0.21 % 0.99 % 1.03 % 1.60 % Criticized nonaccrual $ 104 $ 85 $ 99 $ 100 $ 1 $ 1 $ 2 $ 45 $ 206 $ 231 % of criticized nonaccrual loans to total real estate retained loans 0.16 % 0.14 % 0.41 % 0.50 % 0.02 % 0.02 % 0.02 % 0.60 % 0.20 % 0.25 %
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 TDR. All impaired loans are evaluated for an asset-specific allowance as described in Note 15 of JPMorgan Chase ’s 2015 Annual Report . Home equity Residential mortgage Total residential real estate – excluding PCI Sep 30, Dec 31, Sep 30, Dec 31, Sep 30, Dec 31, Impaired loans With an allowance $ 1,287 $ 1,293 $ 4,865 $ 5,243 $ 6,152 $ 6,536 Without an allowance (a) 966 1,065 1,349 1,447 2,315 2,512 Total impaired loans (b)(c) $ 2,253 $ 2,358 $ 6,214 $ 6,690 $ 8,467 $ 9,048 Allowance for loan losses related to impaired loans $ 132 $ 138 $ 79 $ 108 $ 211 $ 246 Unpaid principal balance of impaired loans (d) 3,792 3,960 8,518 9,082 12,310 13,042 Impaired loans on nonaccrual status (e) 1,088 1,220 1,799 1,957 2,887 3,177 (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, 2016 , Chapter 7 residential real estate loans included approximately 13% of home equity and 17% of residential mortgages that were 30 days or more past due. (b) At September 30, 2016 , and December 31, 2015 , $3.6 billion and $3.8 billion , respectively, of loans modified subsequent to repurchase from 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, 2016 , and December 31, 2015 . 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, 2016 , and December 31, 2015 , nonaccrual loans included $2.3 billion and $2.5 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 2015 Annual Report . 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 $ 648 $ 527 Without an allowance (a) 30 31 Total impaired loans (b)(c) $ 678 $ 558 Allowance for loan losses related to impaired loans $ 141 $ 118 Unpaid principal balance of impaired loans (d) 790 668 Impaired loans on nonaccrual status 551 449 (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 $683 million and $543 million for the three months ended September 30, 2016 and 2015 , respectively, and $626 million and $565 million for the nine months ended September 30, 2016 and 2015 , 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, 2016 and 2015 . (d) Represents the contractual amount of principal owed at September 30, 2016 , and December 31, 2015 . 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. 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) $ 1,117 $ 1,286 Modified credit card loans that have reverted to pre-modification payment terms (d) 147 179 Total impaired credit card loans (e) $ 1,264 $ 1,465 Allowance for loan losses related to impaired credit card loans $ 363 $ 460 (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, 2016 , and December 31, 2015 , $95 million and $113 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 $52 million and $66 million at September 30, 2016 , and December 31, 2015 , 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 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 $ 1,249 $ 522 $ 135 $ 148 $ 17 $ 10 $ — $ — $ 176 $ 46 $ 1,577 $ 726 Without an allowance (a) 459 98 82 106 — — — — 115 94 656 298 Total impaired loans $ 1,708 $ 620 $ 217 $ 254 $ 17 $ 10 $ — $ — $ 291 $ 140 $ 2,233 (c) $ 1,024 (c) Allowance for loan losses related to impaired loans $ 400 $ 220 $ 17 $ 27 $ 3 $ 3 $ — $ — $ 70 $ 24 $ 490 $ 274 Unpaid principal balance of impaired loans (b) 1,965 669 314 363 19 13 — — 309 164 2,607 1,209 (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, 2016 , and December 31, 2015 . 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, largely consists of loans in the U.S.
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 (a) (in millions) 2016 2015 2016 2015 2016 2015 Home equity $ 2,276 $ 2,351 $ 31 $ 32 $ 20 $ 20 Residential mortgage 6,305 6,980 76 82 19 22 Total residential real estate – excluding PCI $ 8,581 $ 9,331 $ 107 $ 114 $ 39 $ 42 Nine months ended September 30, Average impaired loans Interest income on (a) Interest income on impaired (a) (in millions) 2016 2015 2016 2015 2016 2015 Home equity $ 2,325 $ 2,371 $ 94 $ 98 $ 61 $ 64 Residential mortgage 6,457 7,996 231 268 58 68 Total residential real estate – excluding PCI $ 8,782 $ 10,367 $ 325 $ 366 $ 119 $ 132 (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. The following table presents average balances of impaired credit card loans and interest income recognized on those loans. Three months ended September 30, Nine months ended September 30, (in millions) 2016 2015 2016 2015 Average impaired credit card loans $ 1,283 $ 1,620 $ 1,349 $ 1,775 Interest income on impaired credit card loans 15 20 48 64 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) 2016 2015 2016 2015 Commercial and industrial $ 1,489 $ 559 $ 1,437 $ 388 Real estate 210 261 227 257 Financial institutions 16 12 13 14 Government agencies — — — 1 Other 213 122 197 114 Total (a) $ 1,928 $ 954 $ 1,874 $ 774 (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, 2016 and 2015 .
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) 2016 2015 2016 2015 Home equity $ 62 $ 139 $ 258 $ 286 Residential mortgage 72 62 194 217 Total residential real estate – excluding PCI $ 134 $ 201 $ 452 $ 503 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, 2016 and 2015. (in millions) September 30, December 31, Loans modified in TDRs (a)(b) $ 386 $ 384 TDRs on nonaccrual status 259 275 (a) The impact of these modifications was not material to the Firm for the three and nine months ended September 30, 2016 and 2015 . (b) Additional commitments to lend to borrowers whose loans have been modified in TDRs as of September 30, 2016 , and December 31, 2015 , were immaterial.
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 above 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, Total residential real estate – excluding PCI Home equity Residential mortgage 2016 2015 2016 2015 2016 2015 Number of loans approved for a trial modification 351 1,835 386 664 737 2,499 Number of loans permanently modified 1,163 953 849 805 2,012 1,758 Concession granted: (a) Interest rate reduction 83 % 71 % 81 % 73 % 82 % 72 % Term or payment extension 76 88 86 80 81 84 Principal and/or interest deferred 21 24 15 22 18 24 Principal forgiveness 6 4 25 29 14 15 Other (b) 6 — 27 13 15 6 Nine months ended September 30, Total residential real estate – excluding PCI Home equity Residential mortgage 2016 2015 2016 2015 2016 2015 Number of loans approved for a trial modification 2,088 2,732 1,521 1,992 3,609 4,724 Number of loans permanently modified 3,804 2,679 2,560 2,397 6,364 5,076 Concession granted: (a) Interest rate reduction 74 % 74 % 75 % 71 % 75 % 73 % Term or payment extension 84 86 89 81 86 84 Principal and/or interest deferred 12 26 18 26 18 26 Principal forgiveness 9 5 27 29 16 16 Other (b) 1 — 14 11 11 5 (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 above 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, (in millions, except weighted-average data and number of loans) Home equity Residential mortgage Total residential real estate – excluding PCI 2016 2015 2016 2015 2016 2015 Weighted-average interest rate of loans with interest rate reductions – before TDR 4.99 % 5.20 % 5.76 % 5.76 % 5.47 % 5.57 % Weighted-average interest rate of loans with interest rate reductions – after TDR 2.28 2.33 2.99 2.81 2.73 2.65 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR 19 17 24 25 22 22 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR 38 33 38 37 38 36 Charge-offs recognized upon permanent modification $ — $ 1 $ 1 $ 4 $ 1 $ 5 Principal deferred 6 7 7 13 13 20 Principal forgiven 1 — 12 19 13 19 Balance of loans that redefaulted within one year of permanent modification (a) $ 13 $ 5 $ 29 $ 38 $ 42 $ 43 Nine months ended September 30, Home equity Residential mortgage Total residential real estate – excluding PCI 2016 2015 2016 2015 2016 2015 Weighted-average interest rate of loans with interest rate reductions – before TDR 5.08 % 5.24 % 5.66 % 5.74 % 5.43 % 5.57 % Weighted-average interest rate of loans with interest rate reductions – after TDR 2.40 2.41 2.94 2.76 2.73 2.65 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR 18 18 25 25 22 22 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR 38 33 38 37 38 36 Charge-offs recognized upon permanent modification $ 1 $ 3 $ 3 $ 9 $ 4 $ 12 Principal deferred 18 20 26 45 44 65 Principal forgiven 5 2 37 52 42 54 Balance of loans that redefaulted within one year of permanent modification (a) $ 31 $ 14 $ 72 $ 102 $ 103 $ 116 (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. 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 September 30, Nine months ended September 30, 2016 2015 2016 2015 Weighted-average interest rate of loans – before TDR 15.60 % 15.09 % 15.56 % 15.13 % Weighted-average interest rate of loans – after TDR 4.66 4.35 4.76 4.30 Loans that redefaulted within one year of modification (a) $ 20 $ 23 $ 57 $ 65 (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.
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, 2016 and 2015 , 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, 2016 2015 2016 2015 Beginning balance $ 12,301 $ 13,741 $ 13,491 $ 14,592 Accretion into interest income (382 ) (424 ) (1,184 ) (1,290 ) Changes in interest rates on variable-rate loans 42 3 143 21 Other changes in expected cash flows (a) 291 511 (198 ) 508 Reclassification from nonaccretable difference (b) — 90 — 90 Balance at September 30 $ 12,252 $ 13,921 $ 12,252 $ 13,921 Accretable yield percentage 4.33 % 4.22 % 4.35 % 4.18 % (a) Other changes in expected cash flows may vary from period to period as the Firm continues to refine its cash flow model, for example cash flows expected to be collected due to the impact of modifications and 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.

Allowance for Credit Losses (Ta

Allowance for Credit Losses (Tables)	9 Months Ended
	Sep. 30, 2016
Allowance for Credit Losses [Abstract]
Allowance for credit losses on financing receivables	The table below summarizes information about the allowances for loan losses and lending-related commitments, and includes a breakdown of loans and lending-related commitments by impairment methodology. 2016 2015 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, $ 5,806 $ 3,434 $ 4,315 $ 13,555 7,050 $ 3,439 $ 3,696 $ 14,185 Gross charge-offs 1,071 2,803 291 4,165 1,269 2,626 46 3,941 Gross recoveries (448 ) (275 ) (30 ) (753 ) (577 ) (278 ) (64 ) (919 ) Net charge-offs/(recoveries) 623 2,528 261 3,412 692 2,348 (18 ) 3,022 Write-offs of PCI loans (a) 124 — — 124 162 — — 162 Provision for loan losses 578 2,978 628 4,184 (346 ) 2,348 461 2,463 Other — — 1 1 (1 ) (5 ) 8 2 Ending balance at September 30, $ 5,637 $ 3,884 $ 4,683 $ 14,204 $ 5,849 $ 3,434 $ 4,183 $ 13,466 Allowance for loan losses by impairment methodology Asset-specific (b) $ 352 $ 363 (c) $ 490 $ 1,205 $ 359 $ 485 (c) $ 281 $ 1,125 Formula-based 2,667 3,521 4,193 10,381 2,702 2,949 3,902 9,553 PCI 2,618 — — 2,618 2,788 — — 2,788 Total allowance for loan losses $ 5,637 $ 3,884 $ 4,683 $ 14,204 $ 5,849 $ 3,434 $ 4,183 $ 13,466 Loans by impairment methodology Asset-specific $ 9,145 $ 1,264 $ 2,233 $ 12,642 $ 9,817 $ 1,563 $ 1,121 $ 12,501 Formula-based 317,208 132,082 384,213 833,503 279,679 124,071 345,802 749,552 PCI 37,045 — 3 37,048 42,236 — 4 42,240 Total retained loans $ 363,398 $ 133,346 $ 386,449 $ 883,193 $ 331,732 $ 125,634 $ 346,927 $ 804,293 Impaired collateral-dependent loans Net charge-offs $ 63 $ — $ 7 $ 70 $ 84 $ — $ 2 $ 86 Loans measured at fair value of collateral less cost to sell 2,371 — 346 2,717 2,653 — 325 2,978 Allowance for lending-related commitments Beginning balance at January 1, $ 14 $ — $ 772 $ 786 $ 13 $ — $ 609 $ 622 Provision for lending-related commitments — — 313 313 1 — 112 113 Other — — 1 1 — — — — Ending balance at September 30, $ 14 $ — $ 1,086 $ 1,100 $ 14 $ — $ 721 $ 735 Allowance for lending-related commitments by impairment methodology Asset-specific $ — $ — $ 162 $ 162 $ — $ — $ 69 $ 69 Formula-based 14 — 924 938 14 — 652 666 Total allowance for lending-related commitments $ 14 $ — $ 1,086 $ 1,100 $ 14 $ — $ 721 $ 735 Lending-related commitments by impairment methodology Asset-specific $ — $ — $ 503 $ 503 $ — $ — $ 176 $ 176 Formula-based 59,990 549,634 368,484 978,108 60,005 526,433 354,172 940,610 Total lending-related commitments $ 59,990 $ 549,634 $ 368,987 $ 978,611 $ 60,005 $ 526,433 $ 354,348 $ 940,786 (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, 2016
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 142 Mortgage securitization trusts Servicing and securitization of both originated and purchased residential mortgages 142 – 144 CIB Mortgage and other securitization trusts Securitization of both originated and purchased residential and commercial mortgages, and student loans 142 – 144 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 144 Municipal bond vehicles 144–145
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 147 of this Note for further information regarding the Firm’s cash flows with and interests retained in nonconsolidated VIEs, and page 147 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, 2016 (in millions) 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 (a) Residential mortgage: Prime/Alt-A and option ARMs $ 80,226 $ 4,749 $ 59,790 $ 204 $ 1,444 $ 1,648 Subprime 22,300 5 20,594 78 — 78 Commercial and other (b) 107,288 107 73,454 612 1,945 2,557 Total $ 209,814 $ 4,861 $ 153,838 $ 894 $ 3,389 $ 4,283 Principal amount outstanding JPMorgan Chase interest in securitized assets in nonconsolidated VIEs (c)(d)(e) December 31, 2015 (in millions) 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 (a) Residential mortgage: Prime/Alt-A and option ARMs $ 85,687 $ 1,400 $ 66,708 $ 394 $ 1,619 $ 2,013 Subprime 24,389 64 22,549 109 — 109 Commercial and other (b) 123,474 107 80,319 447 3,451 3,898 Total $ 233,550 $ 1,571 $ 169,576 $ 950 $ 5,070 $ 6,020 (a) Excludes U.S. government agency securitizations and re-securitizations, which are not Firm-sponsored. See page 147 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) 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 $34 million and $48 million , respectively, at September 30, 2016 , and $163 million and $73 million , respectively, at December 31, 2015 , 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, 2016 , and December 31, 2015 , 65% and 76% , 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 $1.6 billion and $1.9 billion of investment-grade and $68 million and $93 million of noninvestment-grade retained interests at September 30, 2016 , and December 31, 2015 , respectively. The retained interests in commercial and other securitizations trusts consisted of $2.3 billion and $3.7 billion of investment-grade and $253 million and $198 million of noninvestment-grade retained interests at September 30, 2016 , and December 31, 2015 , respectively.
Firm's exposure to nonconsolidated municipal bond VIEs	The Firm’s exposure to nonconsolidated municipal bond VIEs at September 30, 2016 , and December 31, 2015 , including the ratings profile of the VIEs’ assets, was as follows. (in millions) Fair value of assets held by VIEs Liquidity facilities Excess/(deficit) (a) Maximum exposure Nonconsolidated municipal bond vehicles September 30, 2016 $ 1,916 $ 1,136 $ 780 $ 1,136 December 31, 2015 6,937 3,794 3,143 3,794
Ratings profile of the VIEs' assets	Ratings profile of VIE assets (b) Fair value of assets held by VIEs Wt. avg. expected life of assets (years) Investment-grade (in millions, except where otherwise noted) AAA to AAA- AA+ to AA- A+ to A- BBB+ to BBB- Unrated (c) September 30, 2016 $ 474 $ 1,195 $ 108 $ 24 $ 115 $ 1,916 3.7 December 31, 2015 1,743 4,631 448 24 91 6,937 4.0 (a) Represents the excess of the fair values of municipal bond assets available to repay the liquidity facilities, if drawn. (b) The ratings scale is presented on an S&P-equivalent basis. (c) These security positions have been defeased by the municipality and no longer carry credit ratings, but are backed by high quality assets such as U.S. treasuries and cash.
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, 2016 , and December 31, 2015 . Assets Liabilities September 30, 2016 (in millions) Trading assets Loans Other (c) Total assets (d) Beneficial interests in VIE assets (e) Other (f) Total liabilities VIE program type (a) Firm-sponsored credit card trusts $ — $ 45,011 $ 798 $ 45,809 $ 33,424 $ 18 $ 33,442 Firm-administered multi-seller conduits — 24,833 42 24,875 3,659 31 3,690 Municipal bond vehicles 2,915 — 9 2,924 2,962 2 2,964 Mortgage securitization entities (b) 73 4,742 162 4,977 417 563 980 Student loan securitization entities — 1,747 55 1,802 1,583 5 1,588 Other 181 — 2,371 2,552 188 119 307 Total $ 3,169 $ 76,333 $ 3,437 $ 82,939 $ 42,233 $ 738 $ 42,971 Assets Liabilities December 31, 2015 (in millions) Trading assets Loans Other (c) Total assets (d) Beneficial interests in VIE assets (e) Other (f) Total liabilities VIE program type (a) Firm-sponsored credit card trusts $ — $ 47,358 $ 718 $ 48,076 $ 27,906 $ 15 $ 27,921 Firm-administered multi-seller conduits — 24,388 37 24,425 8,724 19 8,743 Municipal bond vehicles 2,686 — 5 2,691 2,597 1 2,598 Mortgage securitization entities (b) 840 1,433 27 2,300 777 643 1,420 Student loan securitization entities — 1,925 62 1,987 1,760 5 1,765 Other 210 — 1,916 2,126 115 126 241 Total $ 3,736 $ 75,104 $ 2,765 $ 81,605 $ 41,879 $ 809 $ 42,688 (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 and other assets on 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 VIEs.” 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 $35.6 billion and $30.6 billion at September 30, 2016 , and December 31, 2015 , respectively. The maturities of the long-term beneficial interests as of September 30, 2016 , were as follows: $11.6 billion under one year, $21.3 billion between one and five years, and $2.7 billion over five years. (f) Includes liabilities classified as accounts payable and other liabilities on 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, 2016 and 2015 , 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, 2016 2015 2016 2015 (in millions) 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 $ 698 $ 3,428 $ 971 $ 2,982 $ 1,111 $ 5,786 $ 2,663 $ 9,033 All cash flows during the period: (a) Proceeds from new securitizations (b) $ 709 $ 3,551 $ 972 $ 2,995 $ 1,122 $ 5,924 $ 2,674 $ 9,053 Servicing fees collected 111 1 129 — 334 2 409 2 Purchases of previously transferred financial assets (or the underlying collateral) (c) — — 1 — 37 — 2 — Cash flows received on interests 121 535 122 172 326 1,115 308 379 (a) Excludes re-securitization transactions. (b) For the three and nine months ended September 30, 2016 , $709 million and $1.1 billion , respectively, of proceeds from residential mortgage securitizations were received as securities classified in level 2 of the fair value hierarchy. For the three and nine months ended September 30, 2016 , $3.6 billion and $5.9 billion , respectively, of proceeds from commercial mortgage securitizations were received as securities classified in level 2, and $0 million and $2 million , respectively, of proceeds were classified as level 3 of the fair value hierarchy. 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 for both periods $59 million of proceeds were classified as level 3 of the fair value hierarchy, respectively. 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 were classified as level 3 of the fair value hierarchy, and no proceeds from commercial mortgage securitization were received as cash. All loans transferred into securitization vehicles during the three and nine months ended September 30, 2016 and 2015, were classified as trading assets; and changes in fair value were recorded in principal transactions revenue. The Firm elected the fair value option for loans pending securitization. The carrying value of these loans accounted for at fair value approximated the proceeds received from securitization. (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 mortgage and student loan securitizations.
Summary of loan sale activities	The following table summarizes the activities related to loans sold to the U.S. 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) 2016 2015 2016 2015 Carrying value of loans sold $ 14,811 $ 11,394 $ 32,647 $ 34,193 Proceeds received from loan sales as cash 68 139 306 238 Proceeds received from loans sales as securities (a) 14,610 11,170 32,113 33,758 Total proceeds received from loan sales (b) $ 14,678 $ 11,309 $ 32,419 $ 33,996 Gains on loan sales (c) $ 50 $ 61 $ 164 $ 238 (a) Predominantly i ncludes securities from U.S. GSEs and Ginnie Mae that are generally sold shortly after receipt. (b) Excludes the value of MSRs retained upon the sale of loans. Gains on loan sales include the value of MSRs. (c) The carrying value of the loans accounted for at fair value approximated the 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, 2016 , and December 31, 2015 . 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, 2016 2015 2016 2015 Securitized loans (a) Residential mortgage: Prime / Alt-A & option ARMs $ 59,790 $ 66,708 $ 6,509 $ 8,325 $ 275 $ 486 $ 933 $ 1,402 Subprime 20,594 22,549 4,379 5,448 280 380 898 1,105 Commercial and other 73,454 80,319 1,324 1,808 78 211 564 350 Total loans securitized $ 153,838 $ 169,576 $ 12,212 $ 15,581 $ 633 $ 1,077 $ 2,395 $ 2,857 (a) Total assets held in securitization-related SPEs were $209.8 billion and $233.6 billion , respectively, at September 30, 2016 , and December 31, 2015 . The $153.8 billion and $169.6 billion , respectively, of loans securitized at September 30, 2016 , and December 31, 2015 , excluded: $51.1 billion and $62.4 billion , respectively, of securitized loans in which the Firm has no continuing involvement, and $4.9 billion and $1.6 billion , respectively, of loan securitizations consolidated on the Firm’s Consolidated balance sheets at September 30, 2016 , and December 31, 2015 .

Goodwill and Other Intangible47

Goodwill and Other Intangible Assets (Tables)	9 Months Ended
	Sep. 30, 2016
Goodwill and Intangible Assets Disclosure [Abstract]
Goodwill attributed to the business segments	The following table presents goodwill attributed to the business segments. (in millions) September 30, December 31, Consumer & Community Banking $ 30,806 $ 30,769 Corporate & Investment Bank 6,775 6,772 Commercial Banking 2,861 2,861 Asset Management 6,860 6,923 Total goodwill $ 47,302 $ 47,325 The following table presents changes in the carrying amount of goodwill. Three months ended September 30, Nine months ended September 30, (in millions) 2016 2015 2016 2015 Balance at beginning of period $ 47,303 $ 47,476 $ 47,325 $ 47,647 Changes during the period from: Business combinations — 8 — 25 Dispositions (a) — — (71 ) (101 ) Other (b) (1 ) (79 ) 48 (166 ) Balance at September 30, $ 47,302 $ 47,405 $ 47,302 $ 47,405 (a) During the nine months ended September 30, 2016 , represents AM goodwill, which was disposed of as part of AM sales completed in March 2016. During the nine months ended September 30, 2015, represents Private Equity goodwill, which was disposed of as part of a Private Equity sale completed in January 2015. (b) Includes foreign currency translation adjustments and other tax-related adjustments.
Mortgage servicing rights activity	The following table summarizes MSR activity for the three and nine months ended September 30, 2016 and 2015 . As of or for the three months As of or for the nine months (in millions, except where otherwise noted) 2016 2015 2016 2015 Fair value at beginning of period $ 5,072 $ 7,571 $ 6,608 $ 7,436 MSR activity: Originations of MSRs 190 147 410 447 Purchase of MSRs — (4 ) — 435 Disposition of MSRs (a) (5 ) — (72 ) (375 ) Net additions 185 143 338 507 Changes due to collection/realization of expected cash flows (233 ) (233 ) (713 ) (677 ) Changes in valuation due to inputs and assumptions: Changes due to market interest rates and other (b) (35 ) (677 ) (1,230 ) (338 ) Changes in valuation due to other inputs and assumptions: Projected cash flows (e.g., cost to service) (21 ) (76 ) (28 ) (103 ) Discount rates — — 7 (10 ) Prepayment model changes and other (c) (31 ) (12 ) (45 ) (99 ) Total changes in valuation due to other inputs and assumptions (52 ) (88 ) (66 ) (212 ) Total changes in valuation due to inputs and assumptions (87 ) (765 ) (1,296 ) (550 ) Fair value at September 30, $ 4,937 $ 6,716 $ 4,937 $ 6,716 Change in unrealized gains/(losses) included in income related to MSRs held at September 30, $ (87 ) $ (765 ) $ (1,296 ) $ (550 ) Contractual service fees, late fees and other ancillary fees included in income 523 634 1,629 1,945 Third-party mortgage loans serviced at September 30, (in billions) 611 706 611 706 Net servicer advances at September 30, (in billions) (d) 5.0 6.6 5.0 6.6 (a) For the nine months ended September 30, 2016 , 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, 2016 and nine months ended September 30, 2016 and 2015 . (b) 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. (c) Represents changes in prepayments other than those attributable to changes in market interest rates. (d) 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.
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, 2016 and 2015 . Three months ended September 30, Nine months ended September 30, (in millions) 2016 2015 2016 2015 CCB mortgage fees and related income Net production revenue $ 247 $ 176 $ 670 $ 646 Net mortgage servicing revenue: Operating revenue: Loan servicing revenue 571 648 1,780 2,104 Changes in MSR asset fair value due to collection/realization of expected cash flows (232 ) (232 ) (710 ) (674 ) Total operating revenue 339 416 1,070 1,430 Risk management: Changes in MSR asset fair value due to market interest rates and other (a) (35 ) (677 ) (1,230 ) (338 ) Other changes in MSR asset fair value due to other inputs and assumptions in model (b) (52 ) (88 ) (66 ) (212 ) Change in derivative fair value and other 125 642 1,536 429 Total risk management 38 (123 ) 240 (121 ) Total net mortgage servicing revenue 377 293 1,310 1,309 Total CCB mortgage fees and related income 624 469 1,980 1,955 All other — — — 2 Mortgage fees and related income $ 624 $ 469 $ 1,980 $ 1,957 (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, 2016 , and December 31, 2015 , 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”) 14.43 % 9.81 % Impact on fair value of 10% adverse change $ (262 ) $ (275 ) Impact on fair value of 20% adverse change (500 ) (529 ) Weighted-average option adjusted spread 9.87 % 9.54 % Impact on fair value of a 100 basis point adverse change $ (177 ) $ (258 ) Impact on fair value of a 200 basis point adverse change (340 ) (498 ) CPR: Constant prepayment rate

Deposits (Tables)

Deposits (Tables)	9 Months Ended
	Sep. 30, 2016
Deposits [Abstract]
Noninterest-bearing and interest-bearing deposits	At September 30, 2016 , and December 31, 2015 , noninterest-bearing and interest-bearing deposits were as follows. (in millions) September 30, December 31, 2015 U.S. offices Noninterest-bearing $ 409,912 $ 392,721 Interest-bearing (included $11,624 and $10,916 at fair value) (a) 722,294 663,004 Total deposits in U.S. offices 1,132,206 1,055,725 Non-U.S. offices Noninterest-bearing 19,397 18,921 Interest-bearing (included $1,367 and $1,600 at fair value) (a) 224,535 205,069 Total deposits in non-U.S. offices 243,932 223,990 Total deposits $ 1,376,138 $ 1,279,715 (a) 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 2015 Annual Report .

Earnings per Share (Tables)

Earnings per Share (Tables)	9 Months Ended
	Sep. 30, 2016
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, 2016 and 2015 . (in millions, except per share amounts) Three months ended Nine months ended 2016 2015 2016 2015 Basic earnings per share Net income $ 6,286 $ 6,804 $ 18,006 $ 19,008 Less: Preferred stock dividends 412 393 1,235 1,097 Net income applicable to common equity 5,874 6,411 16,771 17,911 Less: Dividends and undistributed earnings allocated to participating securities 127 141 368 413 Net income applicable to common stockholders $ 5,747 $ 6,270 $ 16,403 $ 17,498 Total weighted-average basic shares outstanding 3,597.4 3,694.4 3,634.4 3,709.2 Net income per share $ 1.60 $ 1.70 $ 4.51 $ 4.72 Diluted earnings per share Net income applicable to common stockholders $ 5,747 $ 6,270 $ 16,403 $ 17,498 Total weighted-average basic shares outstanding 3,597.4 3,694.4 3,634.4 3,709.2 Add: Employee stock options, SARs, warrants and PSUs 32.2 31.2 29.9 33.0 Total weighted-average diluted shares outstanding (a) 3,629.6 3,725.6 3,664.3 3,742.2 Net income per share $ 1.58 $ 1.68 $ 4.48 $ 4.68 (a) 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, 2016
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]
Accumulated other comprehensive income/(loss)	Effective January 1, 2016, the Firm adopted new accounting guidance related to the recognition and measurement of financial liabilities where the fair value option has been elected. This guidance requires the portion of the total change in fair value caused by changes in the Firm’s own credit risk (DVA) to be presented separately in OCI; previously these amounts were recognized in net income. The guidance was required to be applied as of the beginning of the fiscal year of adoption by means of a cumulative effect adjustment to the Consolidated balance sheets, which resulted in a reclassification from retained earnings to AOCI. As of or for the three months ended (in millions) Unrealized gains/(losses) on investment securities (a) Translation adjustments, net of hedges Cash flow hedges Defined benefit pension and OPEB plans DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at July 1, 2016 $ 3,921 $ (161 ) $ (201 ) $ (2,150 ) $ 209 $ 1,618 Net change (160 ) 4 36 42 (66 ) (144 ) Balance at September 30, 2016 $ 3,761 $ (157 ) $ (165 ) $ (2,108 ) $ 143 $ 1,474 As of or for the three months ended (in millions) Unrealized gains/(losses) on investment securities (a) Translation adjustments, net of hedges Cash flow hedges Defined benefit pension and OPEB plans DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at July 1, 2015 $ 3,443 $ (154 ) $ 62 $ (2,249 ) NA $ 1,102 Net change (291 ) (5 ) (106 ) 51 NA (351 ) Balance at September 30, 2015 $ 3,152 $ (159 ) $ (44 ) $ (2,198 ) NA $ 751 As of or for the nine months ended (in millions) Unrealized (a) Translation adjustments, net of hedges Cash flow hedges Defined benefit DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at January 1, 2016 $ 2,629 $ (162 ) $ (44 ) $ (2,231 ) NA $ 192 Cumulative effect of change in accounting principle — — — — 154 154 Net change 1,132 5 (121 ) 123 (11 ) 1,128 Balance at September 30, 2016 $ 3,761 $ (157 ) $ (165 ) $ (2,108 ) $ 143 $ 1,474 As of or for the nine months ended (in millions) Unrealized (a) Translation adjustments, net of hedges Cash flow hedges Defined benefit pension and DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at January 1, 2015 $ 4,773 $ (147 ) $ (95 ) $ (2,342 ) NA $ 2,189 Net change (1,621 ) (12 ) 51 144 NA (1,438 ) Balance at September 30, 2015 $ 3,152 $ (159 ) $ (44 ) $ (2,198 ) NA $ 751 (a) Represents the after-tax difference between the fair value and amortized cost of securities accounted for as AFS, including net unamortized unrealized gains and losses related to AFS securities transferred to HTM.
Changes of the components of accumulated other comprehensive income (loss)	The following table presents the pre-tax and after-tax changes in the components of OCI. 2016 2015 Three months ended September 30, (in millions) Pre-tax Tax effect After-tax Pre-tax Tax effect After-tax Unrealized gains/(losses) on investment securities: Net unrealized gains/(losses) arising during the period $ (192 ) $ 72 $ (120 ) $ (430 ) $ 160 $ (270 ) Reclassification adjustment for realized (gains)/losses included in net income (a) (64 ) 24 (40 ) (33 ) 12 (21 ) Net change (256 ) 96 (160 ) (463 ) 172 (291 ) Translation adjustments (b) : Translation 34 (12 ) 22 (912 ) 340 (572 ) Hedges (30 ) 12 (18 ) 908 (341 ) 567 Net change 4 — 4 (4 ) (1 ) (5 ) Cash flow hedges: Net unrealized gains/(losses) arising during the period (64 ) 23 (41 ) (175 ) 66 (109 ) Reclassification adjustment for realized (gains)/losses included in net income (c) 122 (45 ) 77 5 (2 ) 3 Net change 58 (22 ) 36 (170 ) 64 (106 ) Defined benefit pension and OPEB plans: Net gains/(losses) arising during the period — — — — — — Reclassification adjustments included in net income (d) : Amortization of net loss 65 (24 ) 41 71 (27 ) 44 Prior service costs/(credits) (9 ) 3 (6 ) (9 ) 3 (6 ) Foreign exchange and other 12 (5 ) 7 20 (7 ) 13 Net change 68 (26 ) 42 82 (31 ) 51 DVA on fair value option elected liabilities, net change: (106 ) 40 (66 ) NA NA NA Total other comprehensive income/(loss) $ (232 ) $ 88 $ (144 ) $ (555 ) $ 204 $ (351 ) 2016 2015 Nine months ended September 30, (in millions) Pre-tax Tax effect After-tax Pre-tax Tax effect After-tax Unrealized gains/(losses) on investment securities: Net unrealized gains/(losses) arising during the period $ 1,948 $ (731 ) $ 1,217 $ (2,548 ) $ 1,008 $ (1,540 ) Reclassification adjustment for realized (gains)/losses included in (a) (136 ) 51 (85 ) (129 ) 48 (81 ) Net change 1,812 (680 ) 1,132 (2,677 ) 1,056 (1,621 ) Translation adjustments: Translation (b) 613 (228 ) 385 (1,645 ) 601 (1,044 ) Hedges (b) (603 ) 223 (380 ) 1,651 (619 ) 1,032 Net change 10 (5 ) 5 6 (18 ) (12 ) Cash flow hedges: Net unrealized gains/(losses) arising during the period (418 ) 156 (262 ) (104 ) 38 (66 ) Reclassification adjustment for realized (gains)/losses included in (c)(e) 225 (84 ) 141 187 (70 ) 117 Net change (193 ) 72 (121 ) 83 (32 ) 51 Defined benefit pension and OPEB plans: Net gains/(losses) arising during the period (15 ) 6 (9 ) 101 (39 ) 62 Reclassification adjustments included in net income (d) : Amortization of net loss 193 (73 ) 120 212 (80 ) 132 Prior service costs/(credits) (27 ) 10 (17 ) (27 ) 10 (17 ) Foreign exchange and other 46 (17 ) 29 20 (53 ) (33 ) Net change 197 (74 ) 123 306 (162 ) 144 DVA on fair value option elected liabilities, net change: $ (18 ) $ 7 (11 ) NA NA NA Total other comprehensive income/(loss) $ 1,808 $ (680 ) $ 1,128 $ (2,282 ) $ 844 $ (1,438 ) (a) The pre-tax amount is reported in securities gains in the Consolidated statements of income. (b) Reclassifications of pre-tax 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 pre-tax amounts are predominantly recorded in net interest income in the Consolidated statements of income. (d) In 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 . (e) The pre-tax amount is reported in compensation expense in the Consolidated statements of income.

Regulatory Capital (Tables)

Regulatory Capital (Tables)	9 Months Ended
	Sep. 30, 2016
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, 2016 . Minimum capital ratios Well-capitalized ratios BHC (a) IDI (b) BHC (c) IDI (d) Capital ratios CET1 6.25 % 5.125 % — % 6.5 % Tier 1 7.75 6.625 6.0 8.0 Total 9.75 8.625 10.0 10.0 Tier 1 leverage 4.0 4.0 — 5.0 Note: The table above is 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. (a) Represents the transitional minimum capital ratios applicable to the Firm under Basel III at September 30, 2016 . Commencing in the first quarter of 2016, the CET1 minimum capital ratio includes 0.625% resulting from the phase in of the Firm’s 2.5% capital conservation buffer and 1.125% , resulting from the phase in of the Firm’s estimated 4.5% GSIB surcharge as of December 31, 2014 published by the Federal Reserve on July 20, 2015. (b) Represents requirements for JPMorgan Chase ’s banking subsidiaries. The CET1 minimum capital ratio includes 0.625% resulting from the phase in of the 2.5% capital conservation buffer that is applicable to the banking subsidiaries. The banking subsidiaries are not subject to the GSIB surcharge. (c) Represents requirements for bank holding companies pursuant to regulations issued by the Federal Reserve. (d) Represents requirements for bank subsidiaries pursuant to regulations issued under the FDIC Improvement Act. 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 $ 181,606 $ 175,398 $ 181,606 $ 175,398 Tier 1 capital (a) 206,430 200,482 206,430 200,482 Total capital 241,004 234,413 229,324 224,616 Assets Risk-weighted 1,480,291 1,465,262 1,515,177 1,485,336 Adjusted average (b) 2,427,423 2,358,471 2,427,423 2,358,471 Capital ratios (c) CET1 12.3 % 12.0 % 12.0 % 11.8 % Tier 1 (a) 13.9 13.7 13.6 13.5 Total 16.3 16.0 15.1 15.1 Tier 1 leverage (d) 8.5 8.5 8.5 8.5 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 $ 176,083 $ 168,857 $ 176,083 $ 168,857 Tier 1 capital (a) 176,375 169,222 176,375 169,222 Total capital 190,955 183,262 182,984 176,423 Assets Risk-weighted 1,319,671 1,264,056 1,302,659 1,249,607 Adjusted (b) 2,041,246 1,910,934 2,041,246 1,910,934 Capital ratios (c) CET1 13.3 % 13.4 % 13.5 % 13.5 % Tier 1 (a) 13.4 13.4 13.5 13.5 Total 14.5 14.5 14.0 14.1 Tier 1 leverage (d) 8.6 8.9 8.6 8.9 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 $ 16,597 $ 15,419 $ 16,597 $ 15,419 Tier 1 capital (a) 16,597 15,419 16,597 15,419 Total capital 22,602 21,418 21,247 20,069 Assets Risk-weighted 106,507 105,807 184,858 181,775 Adjusted (b) 121,335 134,152 121,335 134,152 Capital ratios (c) CET1 15.6 % 14.6 % 9.0 % 8.5 % Tier 1 (a) 15.6 14.6 9.0 8.5 Total 21.2 20.2 11.5 11.0 Tier 1 leverage (d) 13.7 11.5 13.7 11.5 (a) Includes the deduction associated with the permissible holdings of covered funds (as defined by the Volcker Rule) acquired after December 31, 2013 which was not material as of September 30, 2016 . (b) Adjusted average assets, for purposes of calculating the Tier 1 leverage ratio, includes total quarterly average assets adjusted for unrealized gains/(losses) on AFS securities, less deductions for goodwill and other intangible assets, defined benefit pension plan assets, and deferred tax assets related to NOL and tax credit carryforwards. (c) For each of the risk-based capital ratios, the capital adequacy of the Firm and its national bank subsidiaries is evaluated against the Basel III approach, Standardized or Advanced, which results in the lower ratio (the “Collins Floor”), as required by the Collins Amendment of the Dodd-Frank Act. (d) The Tier 1 leverage ratio is not a risk-based measure of capital. This ratio is calculated by dividing Tier 1 capital by adjusted average assets. (e) Asset and capital amounts for JPMorgan Chase ’s banking subsidiaries reflect intercompany transactions; whereas the respective amounts for JPMorgan Chase reflect the elimination of intercompany transactions.

Off-balance Sheet Lending-rel52

Off-balance Sheet Lending-related Financial Instruments, Guarantees and Other Commitments (Tables)	9 Months Ended
	Sep. 30, 2016
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 Firm may reduce or close HELOCs 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 (h) September 30, 2016 Dec 31, Sep 30, Dec 31, By remaining maturity Expires in 1 year or less Expires after Expires after Expires after 5 years Total Total Lending-related Consumer, excluding credit card: Home equity $ 4,272 $ 4,628 $ 1,038 $ 11,874 $ 21,812 $ 22,756 $ — $ — Residential mortgage (a) 14,896 — — — 14,896 12,992 — — Auto 9,538 500 160 1 10,199 10,237 2 2 Business banking 11,653 676 131 479 12,939 12,351 12 12 Student and other 107 — — 37 144 142 — — Total consumer, excluding credit card $ 40,466 $ 5,804 $ 1,329 $ 12,391 $ 59,990 $ 58,478 $ 14 $ 14 Credit card $ 549,634 $ — $ — $ — $ 549,634 $ 515,518 $ — $ — Total consumer (b) $ 590,100 $ 5,804 $ 1,329 $ 12,391 $ 609,624 $ 573,996 $ 14 $ 14 Wholesale: Other unfunded commitments to extend credit (c)(d) $ 67,028 $ 113,031 $ 142,917 $ 6,617 $ 329,593 $ 323,325 $ 938 $ 649 Standby letters of credit and other financial guarantees (c)(d) 16,571 11,482 7,148 1,046 36,247 39,133 573 548 Other letters of credit (c) 2,955 155 37 — 3,147 3,941 1 2 Total wholesale (e) $ 86,554 $ 124,668 $ 150,102 $ 7,663 $ 368,987 $ 366,399 $ 1,512 $ 1,199 Total lending-related $ 676,654 $ 130,472 $ 151,431 $ 20,054 $ 978,611 $ 940,395 $ 1,526 $ 1,213 Other guarantees and commitments Securities lending indemnification agreements and guarantees (f) $ 163,855 $ — $ — $ — $ 163,855 $ 183,329 $ — $ — Derivatives qualifying as guarantees 2,900 724 10,922 39,360 53,906 53,784 230 222 Unsettled reverse repurchase and securities borrowing agreements 76,810 — — — 76,810 42,482 — — Unsettled repurchase and securities lending agreements 54,023 — — — 54,023 21,798 — — Loan sale and securitization-related indemnifications: Mortgage repurchase liability NA NA NA NA NA NA 136 148 Loans sold with recourse NA NA NA NA 3,303 4,274 66 82 Other guarantees and commitments (g) 954 2,662 1,033 1,553 6,202 5,580 (72 ) (94 ) (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, 2016 , and December 31, 2015 , reflected the contractual amount net of risk participations totaling $345 million and $385 million , respectively, for other unfunded commitments to extend credit; $10.6 billion and $11.2 billion , respectively, for standby letters of credit and other financial guarantees; and $320 million and $341 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, 2016 , and December 31, 2015 , included credit enhancements and bond and commercial paper liquidity commitments to U.S. states and municipalities, hospitals and other non-profit entities of $10.3 billion and $12.3 billion , respectively, within other unfunded commitments to extend credit; and $7.4 billion and $9.6 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; see Note 15 . (e) At September 30, 2016 , and December 31, 2015 , the U.S. portion of the contractual amount of total wholesale lending-related commitments was 75% and 77% , respectively. (f) At September 30, 2016 , and December 31, 2015 , collateral held by the Firm in support of securities lending indemnification agreements was $170.3 billion and $190.6 billion , respectively. Securities lending collateral consists of primarily cash and securities issued by governments that are members of the Organisation for Economic Co-operation and Development and U.S. government agencies. (g) At September 30, 2016 , and December 31, 2015 , included unfunded commitments of $49 million and $50 million , respectively, to third-party private equity funds; and $1.4 billion and $871 million , at September 30, 2016 , and December 31, 2015 , respectively, to other equity investments. These commitments included $67 million and $73 million , respectively, related to investments that are generally fair valued at net asset value as discussed in Note 3 . In addition, at September 30, 2016 , and December 31, 2015 , included letters of credit hedged by derivative transactions and managed on a market risk basis of $4.7 billion and $4.6 billion , respectively. (h) 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 standby letters of credit and other letters of credit arrangements as of September 30, 2016 , and December 31, 2015 . Standby letters of credit, other financial guarantees and other letters of credit September 30, 2016 December 31, 2015 (in millions) Standby letters of Other letters of credit Standby letters of Other letters of credit Investment-grade (a) $ 28,388 $ 2,497 $ 31,751 $ 3,290 Noninvestment-grade (a) 7,859 650 7,382 651 Total contractual amount $ 36,247 $ 3,147 $ 39,133 $ 3,941 Allowance for lending-related commitments $ 147 $ 1 $ 121 $ 2 Guarantee liability 426 — 427 — Total carrying value $ 573 $ 1 $ 548 $ 2 Commitments with collateral $ 20,359 $ 580 $ 18,825 $ 996 (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.

Business Segments (Tables)

Business Segments (Tables)	9 Months Ended
	Sep. 30, 2016
Segment Reporting [Abstract]
Segment results and reconciliation	Segment results and reconciliation (a) As of or for the three months ended September 30, Consumer & Corporate & Commercial Banking Asset Management 2016 2015 2016 2015 2016 2015 2016 2015 Noninterest revenue $ 3,868 $ 3,729 $ 6,690 $ 5,748 $ 578 $ 522 $ 2,277 $ 2,261 Net interest income 7,460 7,150 2,765 2,420 1,292 1,122 770 633 Total net revenue 11,328 10,879 9,455 8,168 1,870 1,644 3,047 2,894 Provision for credit losses 1,294 389 67 232 (121 ) 82 32 (17 ) Noninterest expense 6,510 6,237 4,934 6,131 746 719 2,130 2,109 Income before income tax expense 3,524 4,253 4,454 1,805 1,245 843 885 802 Income tax expense 1,320 1,623 1,542 341 467 325 328 327 Net income $ 2,204 $ 2,630 $ 2,912 $ 1,464 $ 778 $ 518 $ 557 $ 475 Average common equity $ 51,000 $ 51,000 $ 64,000 $ 62,000 $ 16,000 $ 14,000 $ 9,000 $ 9,000 Total assets 521,276 484,253 825,933 801,133 212,189 201,157 137,295 131,412 Return on common equity 16% 20% 17% 8% 18% 14% 24% 20% Overhead ratio 57 57 52 75 40 44 70 73 As of or for the three months ended September 30, Corporate Reconciling Items (a) Total 2016 2015 2016 2015 2016 2015 Noninterest revenue $ 197 $ 73 $ (540 ) $ (477 ) $ 13,070 $ 11,856 Net interest income (385 ) (123 ) (299 ) $ (278 ) 11,603 10,924 Total net revenue (188 ) (50 ) (839 ) $ (755 ) 24,673 22,780 Provision for credit losses (1 ) (4 ) — — 1,271 682 Noninterest expense 143 172 — — 14,463 15,368 Income/(loss) before income tax expense/(benefit) (330 ) (218 ) (839 ) (755 ) 8,939 6,730 Income tax expense/(benefit) (165 ) (1,935 ) (839 ) (755 ) 2,653 (74 ) Net income/(loss) $ (165 ) $ 1,717 $ — $ — $ 6,286 $ 6,804 Average common equity $ 86,089 $ 81,023 $ — $ — $ 226,089 $ 217,023 Total assets 824,336 798,680 NA NA 2,521,029 2,416,635 Return on common equity NM NM NM NM 10 % 12 % Overhead ratio NM NM NM NM 59 67 Segment results and reconciliation (a) As of or for the nine months ended September 30, Consumer & Corporate & Commercial Banking Asset Management 2016 2015 2016 2015 2016 2015 2016 2015 Noninterest revenue $ 11,812 $ 11,554 $ 18,699 $ 19,055 $ 1,720 $ 1,767 $ 6,714 $ 7,189 Net interest income 22,084 21,044 8,056 7,418 3,770 3,358 2,244 1,885 Total net revenue 33,896 32,598 26,755 26,473 5,490 5,125 8,958 9,074 Provision for credit losses 3,545 2,021 761 251 158 325 37 (13 ) Noninterest expense 18,602 18,637 14,820 16,925 2,190 2,131 6,303 6,690 Income before income tax expense 11,749 11,940 11,174 9,297 3,142 2,669 2,618 2,397 Income tax expense 4,399 4,558 3,790 2,955 1,172 1,028 953 969 Net income $ 7,350 $ 7,382 $ 7,384 $ 6,342 $ 1,970 $ 1,641 $ 1,665 $ 1,428 Average common equity $ 51,000 $ 51,000 $ 64,000 $ 62,000 $ 16,000 $ 14,000 $ 9,000 $ 9,000 Total assets 521,276 484,253 825,933 801,133 212,189 201,157 137,295 131,412 Return on common equity 18% 18 % 14% 13 % 15% 15 % 24% 20 % Overhead ratio 55 57 55 64 40 42 70 74 As of or for the nine months ended September 30, Corporate Reconciling Items (a) Total 2016 2015 2016 2015 2016 2015 Noninterest revenue $ 637 $ 213 $ (1,620 ) $ (1,405 ) $ 37,962 $ 38,373 Net interest income (927 ) (597 ) (897 ) (823 ) 34,330 32,285 Total net revenue (290 ) (384 ) (2,517 ) (2,228 ) 72,292 70,658 Provision for credit losses (4 ) (8 ) — — 4,497 2,576 Noninterest expense 23 368 — — 41,938 44,751 Income/(loss) before income tax expense/(benefit) (309 ) (744 ) (2,517 ) (2,228 ) 25,857 23,331 Income tax expense/(benefit) 54 (2,959 ) (2,517 ) (2,228 ) 7,851 4,323 Net income/(loss) $ (363 ) $ 2,215 $ — $ — $ 18,006 $ 19,008 Average common equity $ 84,034 $ 78,389 $ — $ — $ 224,034 $ 214,389 Total assets 824,336 798,680 NA NA 2,521,029 2,416,635 Return on common equity NM NM NM NM 10% 11 % Overhead ratio NM NM NM NM 58 63 (a) 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.

Business Changes and Developm54

Business Changes and Developments (Details) - USD ($) $ / shares in Units, $ in Billions	3 Months Ended	6 Months Ended	9 Months Ended
	Sep. 30, 2016	Jun. 30, 2016	Sep. 30, 2016	Sep. 30, 2015	Oct. 31, 2016
Business Changes [Abstract]
Quarterly common stock dividend (in dollars per share)	$ 0.48	$ 0.44	$ 1.40	$ 1.28
Subsequent Event [Member]
Subsequent Event [Line Items]
Amount of trust preferred securities issued by trust					$ 3.2

Fair Value Measurement - Recurr

Fair Value Measurement - Recurring Basis (Details) - USD ($) $ in Millions	Sep. 30, 2016	Jun. 30, 2016	Dec. 31, 2015	Sep. 30, 2015	Jun. 30, 2015	Dec. 31, 2014
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	$ 1,103,598		$ 961,878
Derivative netting adjustments	(1,038,019)		(902,201)
Derivative receivables balance	65,579		59,677
Trading assets	374,837		343,839
Available-for-sale securities	220,390		241,754
Loans	1,911		2,861
Mortgage servicing rights	4,937	$ 5,072	6,608	$ 6,716	$ 7,571	$ 7,436
Derivative payables, gross	1,063,300		942,912
Derivative netting adjustments	(1,015,157)		(890,122)
Derivative payables, net	48,143		52,790
Fair value assets and liabilities measured on recurring basis - supplemental data
Alternative investments, net asset value, fair value	1,000		1,200
Reduction in level 3 derivative receivable and derivative payable balances	1,900		546
Costs of the private equity investment portfolio	2,800		3,500
Interest rate
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	844,013		669,611
Derivative netting adjustments	(809,416)		(643,248)
Derivative receivables balance	34,599		26,363
Derivative payables, gross	800,186		635,166
Derivative netting adjustments	(786,925)		(624,945)
Derivative payables, net	13,260		10,221
Credit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	35,607		51,468
Derivative netting adjustments	(34,797)		(50,045)
Derivative receivables balance	810		1,423
Derivative payables, gross	35,305		50,529
Derivative netting adjustments	(34,034)		(48,988)
Derivative payables, net	1,271		1,541
Foreign exchange
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	167,035		179,875
Derivative netting adjustments	(150,196)		(162,698)
Derivative receivables balance	16,838		17,177
Derivative payables, gross	165,420		190,900
Derivative netting adjustments	(149,890)		(171,131)
Derivative payables, net	15,530		19,769
Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	37,901		35,859
Derivative netting adjustments	(31,041)		(30,330)
Derivative receivables balance	6,859		5,529
Derivative payables, gross	40,294		38,663
Derivative netting adjustments	(31,772)		(29,480)
Derivative payables, net	8,523		9,183
Commodity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	19,042		25,065
Derivative netting adjustments	(12,569)		(15,880)
Derivative receivables balance	6,473		9,185
Derivative payables, gross	22,095		27,654
Derivative netting adjustments	(12,536)		(15,578)
Derivative payables, net	9,559		12,076
Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	6,576		6,447
Fair value assets and liabilities measured on recurring basis - supplemental data
Alternative investments, net asset value, fair value	985		1,200
Trading assets
Fair value assets and liabilities measured on recurring basis - supplemental data
Alternative investments, net asset value, fair value	53		61
U.S. government-sponsored enterprise obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	37,500		42,300
Total PCI
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	15,300		11,800
Commercial mortgage
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	4,000		4,300
Residential conforming mortgage intended for sale to government agency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	10,100		5,300
Reverse mortgage
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	2,200		2,500
Recurring
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Federal funds sold and securities purchased under resale agreements	22,986		23,141
Securities borrowed	0		395
Trading assets	309,205		284,101
Derivative netting adjustments	(1,038,019)		(902,201)
Derivative receivables balance	65,579		59,677
Trading assets	374,784		343,778
Available-for-sale securities	220,390		241,754
Loans	1,911		2,861
Mortgage servicing rights	4,937		6,608
Total assets measured at fair value on a recurring basis	631,584		624,984
Deposits	12,991		12,516
Federal funds purchased and securities loaned or sold under repurchase agreements	1,436		3,526
Other borrowed funds	10,021		9,911
Trading liabilities, Debt and equity instruments	95,126		74,107
Derivative netting adjustments	(1,015,157)		(890,122)
Derivative payables, net	48,143		52,790
Trading liabilities	143,269		126,897
Accounts payable and other liabilities	7,390		4,401
Beneficial interests issued by consolidated VIEs	48		787
Long-term debt	38,722		33,065
Total liabilities measured at fair value on a recurring basis	213,877		191,103
Recurring | Interest rate
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Derivative netting adjustments	(809,416)		(643,248)
Derivative receivables balance	34,599		26,363
Derivative netting adjustments	(786,925)		(624,945)
Derivative payables, net	13,260		10,221
Recurring | Credit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Derivative netting adjustments	(34,797)		(50,045)
Derivative receivables balance	810		1,423
Derivative netting adjustments	(34,034)		(48,988)
Derivative payables, net	1,271		1,541
Recurring | Foreign exchange
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Derivative netting adjustments	(150,196)		(162,698)
Derivative receivables balance	16,838		17,177
Derivative netting adjustments	(149,890)		(171,131)
Derivative payables, net	15,530		19,769
Recurring | Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Derivative netting adjustments	(31,041)		(30,330)
Derivative receivables balance	6,859		5,529
Derivative netting adjustments	(31,772)		(29,480)
Derivative payables, net	8,523		9,183
Recurring | Commodity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Derivative netting adjustments	(12,569)		(15,880)
Derivative receivables balance	6,473		9,185
Derivative netting adjustments	(12,536)		(15,578)
Derivative payables, net	9,559		12,076
Recurring | Private equity investments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	1,759		1,860
Recurring | All other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	4,817		4,587
Recurring | Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	7,561		7,604
Recurring | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	201,546		172,618
Recurring | Total mortgage-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	38,251		35,224
Available-for-sale securities	84,252		105,582
Recurring | Mortgage-backed securities, U.S. government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	35,511		32,536
Available-for-sale securities	56,822		55,066
Recurring | Mortgage-backed securities, Residential - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,511		1,493
Available-for-sale securities	15,906		27,619
Recurring | Mortgage-backed securities, Commercial - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,229		1,195
Available-for-sale securities	11,524		22,897
Recurring | U.S. Treasury and government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	32,014		19,021
Available-for-sale securities	21,508		11,036
Recurring | Obligations of U.S. states and municipalities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	8,318		7,637
Available-for-sale securities	31,403		33,550
Recurring | Certificates of deposit, bankers’ acceptances and commercial paper
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,527		1,042
Recurring | Certificates of deposit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	108		283
Recurring | Non-U.S. government debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	61,793		53,112
Available-for-sale securities	37,253		36,676
Recurring | Corporate debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	24,958		23,543
Available-for-sale securities	5,383		12,436
Recurring | Loans
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	30,969		28,815
Recurring | Asset-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	3,716		4,224
Recurring | Collateralized loan obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	30,721		31,007
Recurring | Asset-backed securities, Other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	7,676		9,097
Recurring | Equity securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	92,480		94,930
Available-for-sale securities	2,086		2,087
Recurring | Physical commodities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	5,994		4,657
Recurring | Other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	9,185		11,896
Recurring | U.S. government-sponsored enterprise obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	65,000		67,000
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	153,370		137,668
Gross derivative receivables	1,215		1,196
Trading assets	154,585		138,864
Available-for-sale securities	48,311		36,284
Loans	0		0
Mortgage servicing rights	0		0
Total assets measured at fair value on a recurring basis	207,107		179,065
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	74,168		53,845
Derivative payables, gross	1,349		937
Trading liabilities	75,517		54,782
Accounts payable and other liabilities	7,376		4,382
Beneficial interests issued by consolidated VIEs	0		0
Long-term debt	0		0
Total liabilities measured at fair value on a recurring basis	82,893		59,164
Recurring | Level 1 | Interest rate
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	242		354
Derivative payables, gross	367		216
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	844		734
Derivative payables, gross	809		669
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	129		108
Derivative payables, gross	173		52
Recurring | Level 1 | Private equity investments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	79		102
Recurring | Level 1 | All other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	4,132		3,815
Recurring | Level 1 | Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	4,211		3,917
Recurring | Level 1 | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	57,239		40,016
Recurring | Level 1 | Total mortgage-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	5		6
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		6
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	25,668		12,036
Available-for-sale securities	21,477		10,998
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	31,566		27,974
Available-for-sale securities	24,748		23,199
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	91,994		94,059
Available-for-sale securities	2,086		2,087
Recurring | Level 1 | Physical commodities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	4,137		3,593
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	22,986		23,141
Securities borrowed	0		395
Trading assets	147,916		134,503
Gross derivative receivables	1,096,194		952,736
Trading assets	1,244,110		1,087,239
Available-for-sale securities	171,298		204,646
Loans	1,067		1,343
Mortgage servicing rights	0		0
Total assets measured at fair value on a recurring basis	1,439,461		1,316,893
Deposits	10,362		9,566
Federal funds purchased and securities loaned or sold under repurchase agreements	1,436		3,526
Other borrowed funds	8,970		9,272
Trading liabilities, Debt and equity instruments	20,903		20,199
Derivative payables, gross	1,052,179		932,280
Trading liabilities	1,073,082		952,479
Accounts payable and other liabilities	0		0
Beneficial interests issued by consolidated VIEs	0		238
Long-term debt	24,993		21,452
Total liabilities measured at fair value on a recurring basis	1,118,843		996,533
Recurring | Level 2 | Interest rate
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	841,029		666,491
Derivative payables, gross	798,317		633,060
Recurring | Level 2 | Credit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	34,003		48,850
Derivative payables, gross	33,794		48,460
Recurring | Level 2 | Foreign exchange
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	165,197		177,525
Derivative payables, gross	162,030		187,890
Recurring | Level 2 | Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	37,158		35,150
Derivative payables, gross	37,116		36,440
Recurring | Level 2 | Commodity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	18,807		24,720
Derivative payables, gross	20,922		26,430
Recurring | Level 2 | Private equity investments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	0		101
Recurring | Level 2 | All other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	0		28
Recurring | Level 2 | Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	0		129
Recurring | Level 2 | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	137,341		121,681
Recurring | Level 2 | Total mortgage-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	37,673		34,194
Available-for-sale securities	84,251		105,581
Recurring | Level 2 | Mortgage-backed securities, U.S. government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	35,080		31,815
Available-for-sale securities	56,822		55,066
Recurring | Level 2 | Mortgage-backed securities, Residential - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,405		1,299
Available-for-sale securities	15,905		27,618
Recurring | Level 2 | Mortgage-backed securities, Commercial - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,188		1,080
Available-for-sale securities	11,524		22,897
Recurring | Level 2 | U.S. Treasury and government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	6,346		6,985
Available-for-sale securities	31		38
Recurring | Level 2 | Obligations of U.S. states and municipalities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	7,722		6,986
Available-for-sale securities	31,403		33,550
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	1,527		1,042
Recurring | Level 2 | Certificates of deposit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	108		283
Recurring | Level 2 | Non-U.S. government debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	30,186		25,064
Available-for-sale securities	12,505		13,477
Recurring | Level 2 | Corporate debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	24,458		22,807
Available-for-sale securities	5,383		12,436
Recurring | Level 2 | Loans
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	26,039		22,211
Recurring | Level 2 | Asset-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	3,390		2,392
Recurring | Level 2 | Collateralized loan obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	29,943		30,248
Recurring | Level 2 | Asset-backed securities, Other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	7,674		9,033
Recurring | Level 2 | Equity securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	214		606
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	1,857		1,064
Recurring | Level 2 | Other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	8,504		11,152
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	7,919		11,930
Gross derivative receivables	6,189		7,946
Trading assets	14,108		19,876
Available-for-sale securities	781		824
Loans	844		1,518
Mortgage servicing rights	4,937		6,608
Total assets measured at fair value on a recurring basis	23,035		31,227
Deposits	2,629		2,950
Federal funds purchased and securities loaned or sold under repurchase agreements	0		0
Other borrowed funds	1,051		639
Trading liabilities, Debt and equity instruments	55		63
Derivative payables, gross	9,772		9,695
Trading liabilities	9,827		9,758
Accounts payable and other liabilities	14		19
Beneficial interests issued by consolidated VIEs	48		549
Long-term debt	13,729		11,613
Total liabilities measured at fair value on a recurring basis	27,298		25,528
Recurring | Level 3 | Interest rate
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	2,744		2,766
Derivative payables, gross	1,501		1,890
Recurring | Level 3 | Credit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	1,604		2,618
Derivative payables, gross	1,511		2,069
Recurring | Level 3 | Foreign exchange
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	993		1,616
Derivative payables, gross	2,581		2,341
Recurring | Level 3 | Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	742		709
Derivative payables, gross	3,179		2,223
Recurring | Level 3 | Commodity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	106		237
Derivative payables, gross	1,000		1,172
Recurring | Level 3 | Private equity investments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	1,680		1,657
Recurring | Level 3 | All other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	685		744
Recurring | Level 3 | Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other	2,365		2,401
Recurring | Level 3 | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	6,966		10,921
Recurring | Level 3 | Total mortgage-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	573		1,024
Available-for-sale securities	1		1
Recurring | Level 3 | Mortgage-backed securities, U.S. government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	426		715
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	106		194
Available-for-sale securities	1		1
Recurring | Level 3 | Mortgage-backed securities, Commercial - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	41		115
Available-for-sale securities	0		0
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	596		651
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	41		74
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	500		736
Available-for-sale securities	0		0
Recurring | Level 3 | Loans
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	4,930		6,604
Recurring | Level 3 | Asset-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	326		1,832
Recurring | Level 3 | Collateralized loan obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	778		759
Recurring | Level 3 | Asset-backed securities, Other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	2		64
Recurring | Level 3 | Equity securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	272		265
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		0
Recurring | Level 3 | Other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	$ 681		$ 744

Fair Value Measurement - Transf

Fair Value Measurement - Transfers (Details) - USD ($) $ in Billions	3 Months Ended	9 Months Ended
	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Derivative receivables
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Transfers out of Level 3	$ 1.1
Trading loans
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Transfers out of Level 3			$ 2.3
Debt
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Transfers out of Level 3	$ 2.4	$ 1.3
Transfers out of Level 3			$ 2.2

Fair Value Measurement - Level

Fair Value Measurement - Level 3 Inputs (Details) $ / shares in Units, $ in Millions	Sep. 30, 2016USD ($)$ / shares$ / bbl	Sep. 30, 2016USD ($)	Jun. 30, 2016USD ($)	Dec. 31, 2015USD ($)	Sep. 30, 2015USD ($)	Jun. 30, 2015USD ($)	Dec. 31, 2014USD ($)
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (3,583)	$ (3,583)	$ (2,430)	$ (1,749)	$ (1,936)	$ (746)	$ (2,061)
Recurring
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Liability fair value	213,877	213,877		191,103
Beneficial interests issued by consolidated VIEs	48	48		787
Level 3 Analysis - Supplemental Data:
Trading Securities	309,205	309,205		284,101
Trading liabilities	143,269	143,269		126,897
Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Liability fair value	27,298	27,298		25,528
Beneficial interests issued by consolidated VIEs	48	48		549
Level 3 Analysis - Supplemental Data:
Trading Securities	7,919	7,919		11,930
Trading liabilities	$ 9,827	9,827		9,758
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	25.00%
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	85.00%
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	$ 410	410
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	(34.00%)
Interest rate spread volatility	3.00%
Foreign exchange correlation	(20.00%)
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	97.00%
Interest rate spread volatility	38.00%
Foreign exchange correlation	70.00%
Equity correlation	75.00%
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	$ 16,999	16,999
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	8.00%
Prepayment speed	0.00%
Conditional default rate	3.00%
Loss severity	85.00%
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	12.00%
Prepayment speed	3.00%
Conditional default rate	16.00%
Loss severity	140.00%
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	10.00%
Prepayment speed	1.00%
Conditional default rate	12.00%
Loss severity	114.00%
Credit derivatives with underlying mortgage risk | Recurring | Level 3
Level 3 Analysis - Supplemental Data:
Trading liabilities	$ 258	258
Credit derivatives with underlying asset-backed securities risk | Recurring | Level 3
Level 3 Analysis - Supplemental Data:
Trading liabilities	356	356
Interest rate
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ 1,243	1,243	1,107	876	831	859	626
Interest rate | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Interest rate correlation	(34.00%)
Interest rate spread volatility	3.00%
Interest rate | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Interest rate correlation	97.00%
Interest rate spread volatility	38.00%
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)	$ 1,243	1,243
Credit
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ 93	93	279	549	512	432	189
Credit | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Credit correlation	25.00%
Credit | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Credit correlation	85.00%
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)	$ 93	93
Foreign exchange
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (1,588)	(1,588)	(1,205)	(725)	(535)	405	(526)
Foreign exchange | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Foreign exchange correlation	(20.00%)
Foreign exchange | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Foreign exchange correlation	70.00%
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)	$ (1,588)	(1,588)
Equity
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (2,437)	(2,437)	(1,892)	(1,514)	(1,524)	(1,848)	(1,785)
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	60.00%
Equity | Option pricing | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (2,437)	(2,437)
Commodity
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (894)	(894)	$ (719)	$ (935)	$ (1,220)	$ (594)	$ (565)
Commodity | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Forward commodity price | $ / bbl	38
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)	$ (894)	(894)
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	13.00%
Prepayment speed	20.00%
Conditional default rate	25.00%
Loss severity	90.00%
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	5.00%
Prepayment speed	9.00%
Conditional default rate	5.00%
Loss severity	43.00%
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	$ 3,103	3,103
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	1.00%
Conditional default rate	0.00%
Loss severity	40.00%
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	100.00%
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	6.00%
Conditional default rate	67.00%
Loss severity	40.00%
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	$ 2,205	$ 2,205
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	2.00%
Credit spread		0.40%
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	18.00%
Credit spread		3.75%
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	9.00%
Credit spread		1.40%
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	$ 860	$ 860
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 (in dollars per share) | $ / shares	$ 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 (in dollars per share) | $ / shares	340
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 (in dollars per share) | $ / shares	$ 91
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	$ 3,117	$ 3,117
Collateralized loan obligations | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Prepayment speed	0.00%
Conditional default rate	0.00%
Loss severity	0.00%
Credit spread		3.70%
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	30.00%
Credit spread		5.43%
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	30.00%
Credit spread		4.04%
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	$ 778	$ 778
Collateralized loan obligations | Market comparables | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price (in dollars per share) | $ / shares	$ 0
Collateralized loan obligations | Market comparables | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price (in dollars per share) | $ / shares	121
Collateralized loan obligations | Market comparables | Weighted average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price (in dollars per share) | $ / shares	$ 69
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	$ 165	165
MSRs | Discounted cash flows | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	$ 4,937	4,937
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
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	11
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	7.8
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	$ 1,680	1,680
Credit derivatives with underlying mortgage risk | Recurring | Level 3
Level 3 Analysis - Supplemental Data:
Trading Securities	293	293
Credit derivatives with underlying asset-backed securities risk | Recurring | Level 3
Level 3 Analysis - Supplemental Data:
Trading Securities	$ 384	$ 384

Fair Value Measurement - Change

Fair Value Measurement - Changes in Level 3 Recurring Measurements (Details) - USD ($)	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015
Net derivative receivables:
Beginning balance	$ (2,430,000,000)	$ (746,000,000)	$ (1,749,000,000)	$ (2,061,000,000)
Total realized/unrealized gains/(losses)	(278,000,000)	(208,000,000)	(517,000,000)
Purchases	150,000,000	212,000,000	456,000,000	1,101,000,000
Sales	(270,000,000)	(331,000,000)	(714,000,000)	(1,176,000,000)
Settlements	(612,000,000)	(181,000,000)	(1,104,000,000)	(707,000,000)
Transfers into and/or out of level 3	(143,000,000)	(682,000,000)	45,000,000	(831,000,000)
Ending balance	(3,583,000,000)	(1,936,000,000)	(3,583,000,000)	(1,936,000,000)
Change in unrealized gains/(losses) related to financial instruments held	$ (327,000,000)	(86,000,000)	$ (1,726,000,000)	1,029,000,000
Level 3 Rollforward Supplemental Data [Abstract]
Level 3 liabilities as a percentage of total firm liabilities at fair value	13.00%		13.00%		13.00%
Deposits
Liabilities
Beginning balance	$ 2,409,000,000	3,528,000,000	$ 2,950,000,000	2,859,000,000
Total realized/unrealized (gains)/losses	1,000,000	42,000,000	76,000,000	(22,000,000)
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	602,000,000	327,000,000	1,085,000,000	1,775,000,000
Settlements	(191,000,000)	(280,000,000)	(868,000,000)	(425,000,000)
Transfers into and/or out of level 3	(192,000,000)	(240,000,000)	(614,000,000)	(810,000,000)
Ending balance	2,629,000,000	3,377,000,000	2,629,000,000	3,377,000,000
Change in unrealized (gains)/losses related to financials instruments held	(10,000,000)	54,000,000	(24,000,000)	49,000,000
Other borrowed funds
Liabilities
Beginning balance	907,000,000	1,261,000,000	639,000,000	1,453,000,000
Total realized/unrealized (gains)/losses	(67,000,000)	(402,000,000)	(223,000,000)	(525,000,000)
Purchases	0	0	0	0
Sales	0	0		0
Issuances	584,000,000	575,000,000	1,356,000,000	2,897,000,000
Settlements	(420,000,000)	(403,000,000)	(789,000,000)	(2,545,000,000)
Transfers into and/or out of level 3	47,000,000	(263,000,000)	68,000,000	(512,000,000)
Ending balance	1,051,000,000	768,000,000	1,051,000,000	768,000,000
Change in unrealized (gains)/losses related to financials instruments held	(48,000,000)	(317,000,000)	(113,000,000)	(424,000,000)
Total trading assets – debt and equity instruments
Liabilities
Beginning balance	57,000,000	72,000,000	63,000,000	72,000,000
Total realized/unrealized (gains)/losses	(4,000,000)	8,000,000	(11,000,000)	13,000,000
Purchases	(8,000,000)	(10,000,000)	(8,000,000)	(141,000,000)
Sales	5,000,000	2,000,000	23,000,000	149,000,000
Issuances	0	0	0	0
Settlements	(6,000,000)	(6,000,000)	(21,000,000)	(20,000,000)
Transfers into and/or out of level 3	11,000,000	1,000,000	9,000,000	(6,000,000)
Ending balance	55,000,000	67,000,000	55,000,000	67,000,000
Change in unrealized (gains)/losses related to financials instruments held	0	7,000,000	0	7,000,000
Accounts payable and other liabilities
Liabilities
Beginning balance	15,000,000	23,000,000	19,000,000	26,000,000
Total realized/unrealized (gains)/losses	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	(1,000,000)	(2,000,000)	(5,000,000)	(5,000,000)
Transfers into and/or out of level 3	0	0	0	0
Ending balance	14,000,000	21,000,000	14,000,000	21,000,000
Change in unrealized (gains)/losses related to financials instruments held	0	0	0	0
Beneficial interests issued by consolidated VIE
Liabilities
Beginning balance	584,000,000	1,140,000,000	549,000,000	1,146,000,000
Total realized/unrealized (gains)/losses	(11,000,000)	(35,000,000)	(33,000,000)	(52,000,000)
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	0	0	143,000,000	286,000,000
Settlements	(525,000,000)	(87,000,000)	(611,000,000)	(362,000,000)
Transfers into and/or out of level 3	0	0	0	0
Ending balance	48,000,000	1,018,000,000	48,000,000	1,018,000,000
Change in unrealized (gains)/losses related to financials instruments held	7,000,000	(36,000,000)	0	(49,000,000)
Long-term debt
Liabilities
Beginning balance	13,147,000,000	12,589,000,000	11,613,000,000	11,877,000,000
Total realized/unrealized (gains)/losses	324,000,000	(420,000,000)	716,000,000	(617,000,000)
Purchases	0	(58,000,000)	0	(58,000,000)
Sales	0	0	0	0
Issuances	1,877,000,000	2,104,000,000	6,752,000,000	7,487,000,000
Settlements	(1,432,000,000)	(1,048,000,000)	(4,327,000,000)	(5,205,000,000)
Transfers into and/or out of level 3	(187,000,000)	(2,311,000,000)	(1,025,000,000)	(2,628,000,000)
Ending balance	13,729,000,000	10,856,000,000	13,729,000,000	10,856,000,000
Change in unrealized (gains)/losses related to financials instruments held	268,000,000	(392,000,000)	1,678,000,000	(583,000,000)
Interest rate
Net derivative receivables:
Beginning balance	1,107,000,000	859,000,000	876,000,000	626,000,000
Total realized/unrealized gains/(losses)	247,000,000	244,000,000	787,000,000	737,000,000
Purchases	36,000,000	9,000,000	142,000,000	451,000,000
Sales	(7,000,000)	(6,000,000)	(27,000,000)	(164,000,000)
Settlements	(319,000,000)	(147,000,000)	(761,000,000)	(500,000,000)
Transfers into and/or out of level 3	179,000,000	(128,000,000)	226,000,000	(319,000,000)
Ending balance	1,243,000,000	831,000,000	1,243,000,000	831,000,000
Change in unrealized gains/(losses) related to financial instruments held	79,000,000	77,000,000	(167,000,000)	310,000,000
Credit
Net derivative receivables:
Beginning balance	279,000,000	432,000,000	549,000,000	189,000,000
Total realized/unrealized gains/(losses)	(231,000,000)	7,000,000	(679,000,000)	101,000,000
Purchases	8,000,000	6,000,000	8,000,000	16,000,000
Sales	0	(1,000,000)	(2,000,000)	(5,000,000)
Settlements	48,000,000	48,000,000	165,000,000	174,000,000
Transfers into and/or out of level 3	(11,000,000)	20,000,000	52,000,000	37,000,000
Ending balance	93,000,000	512,000,000	93,000,000	512,000,000
Change in unrealized gains/(losses) related to financial instruments held	(237,000,000)	13,000,000	(662,000,000)	237,000,000
Foreign exchange
Net derivative receivables:
Beginning balance	(1,205,000,000)	405,000,000	(725,000,000)	(526,000,000)
Total realized/unrealized gains/(losses)	126,000,000	(254,000,000)	(68,000,000)	691,000,000
Purchases	0	1,000,000	58,000,000	14,000,000
Sales	(5,000,000)	(135,000,000)	(123,000,000)	(146,000,000)
Settlements	(509,000,000)	(154,000,000)	(709,000,000)	(140,000,000)
Transfers into and/or out of level 3	5,000,000	(398,000,000)	(21,000,000)	(428,000,000)
Ending balance	(1,588,000,000)	(535,000,000)	(1,588,000,000)	(535,000,000)
Change in unrealized gains/(losses) related to financial instruments held	(103,000,000)	(222,000,000)	(291,000,000)	222,000,000
Equity
Net derivative receivables:
Beginning balance	(1,892,000,000)	(1,848,000,000)	(1,514,000,000)	(1,785,000,000)
Total realized/unrealized gains/(losses)	(251,000,000)	348,000,000	(615,000,000)	673,000,000
Purchases	106,000,000	196,000,000	248,000,000	620,000,000
Sales	(249,000,000)	(187,000,000)	(571,000,000)	(859,000,000)
Settlements	158,000,000	172,000,000	231,000,000	(90,000,000)
Transfers into and/or out of level 3	(309,000,000)	(205,000,000)	(216,000,000)	(83,000,000)
Ending balance	(2,437,000,000)	(1,524,000,000)	(2,437,000,000)	(1,524,000,000)
Change in unrealized gains/(losses) related to financial instruments held	(67,000,000)	277,000,000	(599,000,000)	414,000,000
Commodity
Net derivative receivables:
Beginning balance	(719,000,000)	(594,000,000)	(935,000,000)	(565,000,000)
Total realized/unrealized gains/(losses)	(169,000,000)	(553,000,000)	58,000,000	(464,000,000)
Purchases	0	0	0	0
Sales	(9,000,000)	(2,000,000)	9,000,000	(2,000,000)
Settlements	10,000,000	(100,000,000)	(30,000,000)	(151,000,000)
Transfers into and/or out of level 3	(7,000,000)	29,000,000	4,000,000	(38,000,000)
Ending balance	(894,000,000)	(1,220,000,000)	(894,000,000)	(1,220,000,000)
Change in unrealized gains/(losses) related to financial instruments held	1,000,000	(231,000,000)	(7,000,000)	(154,000,000)
Total mortgage-backed securities
Assets
Fair value, beginning balance	703,000,000	1,162,000,000	1,024,000,000	1,891,000,000
Total realized/unrealized gains/(losses)	(7,000,000)	(20,000,000)	(88,000,000)	53,000,000
Purchases	47,000,000	98,000,000	418,000,000	637,000,000
Sales	(89,000,000)	(131,000,000)	(509,000,000)	(959,000,000)
Settlements	(37,000,000)	(45,000,000)	(106,000,000)	(143,000,000)
Transfers into and/or out of level 3	(44,000,000)	(130,000,000)	(166,000,000)	(545,000,000)
Fair value, ending balance	573,000,000	934,000,000	573,000,000	934,000,000
Change in unrealized gains/(losses) related to financial instruments held	1,000,000	(75,000,000)	(79,000,000)	(39,000,000)
Mortgage-backed securities, U.S. government agencies
Assets
Fair value, beginning balance	473,000,000	901,000,000	715,000,000	922,000,000
Total realized/unrealized gains/(losses)	(4,000,000)	(81,000,000)	(78,000,000)	(43,000,000)
Purchases	4,000,000	68,000,000	133,000,000	250,000,000
Sales	(22,000,000)	(21,000,000)	(230,000,000)	(186,000,000)
Settlements	(31,000,000)	(28,000,000)	(89,000,000)	(102,000,000)
Transfers into and/or out of level 3	6,000,000	(53,000,000)	(25,000,000)	(55,000,000)
Fair value, ending balance	426,000,000	786,000,000	426,000,000	786,000,000
Change in unrealized gains/(losses) related to financial instruments held	0	(79,000,000)	(78,000,000)	(41,000,000)
Mortgage-backed securities, Residential - nonagency
Assets
Fair value, beginning balance	200,000,000	123,000,000	194,000,000	663,000,000
Total realized/unrealized gains/(losses)	(3,000,000)	64,000,000	(4,000,000)	108,000,000
Purchases	43,000,000	25,000,000	220,000,000	202,000,000
Sales	(66,000,000)	(95,000,000)	(250,000,000)	(558,000,000)
Settlements	(5,000,000)	(9,000,000)	(16,000,000)	(19,000,000)
Transfers into and/or out of level 3	(63,000,000)	11,000,000	(38,000,000)	(277,000,000)
Fair value, ending balance	106,000,000	119,000,000	106,000,000	119,000,000
Change in unrealized gains/(losses) related to financial instruments held	1,000,000	8,000,000	(3,000,000)	7,000,000
Mortgage-backed securities, Commercial - nonagency
Assets
Fair value, beginning balance	30,000,000	138,000,000	115,000,000	306,000,000
Total realized/unrealized gains/(losses)	0	(3,000,000)	(6,000,000)	(12,000,000)
Purchases	0	5,000,000	65,000,000	185,000,000
Sales	(1,000,000)	(15,000,000)	(29,000,000)	(215,000,000)
Settlements	(1,000,000)	(8,000,000)	(1,000,000)	(22,000,000)
Transfers into and/or out of level 3	13,000,000	(88,000,000)	(103,000,000)	(213,000,000)
Fair value, ending balance	41,000,000	29,000,000	41,000,000	29,000,000
Change in unrealized gains/(losses) related to financial instruments held	0	(4,000,000)	2,000,000	(5,000,000)
Total trading assets – debt and equity instruments
Assets
Fair value, beginning balance	9,698,000,000	15,941,000,000	11,930,000,000	22,489,000,000
Total realized/unrealized gains/(losses)	118,000,000	(139,000,000)	(204,000,000)	33,000,000
Purchases	1,181,000,000	2,245,000,000	3,459,000,000	8,304,000,000
Sales	(1,511,000,000)	(1,418,000,000)	(4,167,000,000)	(8,476,000,000)
Settlements	(713,000,000)	(1,725,000,000)	(2,561,000,000)	(2,973,000,000)
Transfers into and/or out of level 3	(854,000,000)	(1,825,000,000)	(538,000,000)	(6,298,000,000)
Fair value, ending balance	7,919,000,000	13,079,000,000	7,919,000,000	13,079,000,000
Change in unrealized gains/(losses) related to financial instruments held	80,000,000	(195,000,000)	65,000,000	(272,000,000)
Total debt instruments
Assets
Fair value, beginning balance	8,782,000,000	14,662,000,000	10,921,000,000	21,006,000,000
Total realized/unrealized gains/(losses)	52,000,000	(125,000,000)	(221,000,000)	(87,000,000)
Purchases	863,000,000	1,759,000,000	2,755,000,000	6,657,000,000
Sales	(1,476,000,000)	(1,140,000,000)	(3,812,000,000)	(7,040,000,000)
Settlements	(406,000,000)	(1,634,000,000)	(2,197,000,000)	(2,649,000,000)
Transfers into and/or out of level 3	(849,000,000)	(1,273,000,000)	(480,000,000)	(5,638,000,000)
Fair value, ending balance	6,966,000,000	12,249,000,000	6,966,000,000	12,249,000,000
Change in unrealized gains/(losses) related to financial instruments held	32,000,000	(189,000,000)	(40,000,000)	(305,000,000)
Obligations of U.S. states and municipalities
Assets
Fair value, beginning balance	551,000,000	1,247,000,000	651,000,000	1,273,000,000
Total realized/unrealized gains/(losses)	2,000,000	(7,000,000)	11,000,000	6,000,000
Purchases	68,000,000	90,000,000	104,000,000	281,000,000
Sales	(25,000,000)	(23,000,000)	(132,000,000)	(133,000,000)
Settlements	0	0	(38,000,000)	(27,000,000)
Transfers into and/or out of level 3	0	(735,000,000)	0	(828,000,000)
Fair value, ending balance	596,000,000	572,000,000	596,000,000	572,000,000
Change in unrealized gains/(losses) related to financial instruments held	2,000,000	(8,000,000)	11,000,000	(7,000,000)
Non-U.S. government debt securities
Assets
Fair value, beginning balance	37,000,000	208,000,000	74,000,000	302,000,000
Total realized/unrealized gains/(losses)	(1,000,000)	11,000,000	1,000,000	20,000,000
Purchases	54,000,000	18,000,000	83,000,000	173,000,000
Sales	(35,000,000)	(7,000,000)	(86,000,000)	(119,000,000)
Settlements	(2,000,000)	(1,000,000)	(2,000,000)	(43,000,000)
Transfers into and/or out of level 3	(12,000,000)	(143,000,000)	(29,000,000)	(247,000,000)
Fair value, ending balance	41,000,000	86,000,000	41,000,000	86,000,000
Change in unrealized gains/(losses) related to financial instruments held	(1,000,000)	18,000,000	(2,000,000)	16,000,000
Corporate debt securities
Assets
Fair value, beginning balance	516,000,000	943,000,000	736,000,000	2,989,000,000
Total realized/unrealized gains/(losses)	17,000,000	(21,000,000)	(15,000,000)	(71,000,000)
Purchases	63,000,000	123,000,000	222,000,000	944,000,000
Sales	(43,000,000)	(100,000,000)	(187,000,000)	(909,000,000)
Settlements	(30,000,000)	(84,000,000)	(155,000,000)	(119,000,000)
Transfers into and/or out of level 3	(23,000,000)	(24,000,000)	(101,000,000)	(1,997,000,000)
Fair value, ending balance	500,000,000	837,000,000	500,000,000	837,000,000
Change in unrealized gains/(losses) related to financial instruments held	(1,000,000)	(6,000,000)	(28,000,000)	(2,000,000)
Loans
Assets
Fair value, beginning balance	6,016,000,000	9,563,000,000	6,604,000,000	13,287,000,000
Total realized/unrealized gains/(losses)	23,000,000	(73,000,000)	(165,000,000)	(64,000,000)
Purchases	498,000,000	945,000,000	1,363,000,000	2,841,000,000
Sales	(1,111,000,000)	(672,000,000)	(2,255,000,000)	(3,821,000,000)
Settlements	(297,000,000)	(1,494,000,000)	(939,000,000)	(2,313,000,000)
Transfers into and/or out of level 3	(199,000,000)	(255,000,000)	322,000,000	(1,916,000,000)
Fair value, ending balance	4,930,000,000	8,014,000,000	4,930,000,000	8,014,000,000
Change in unrealized gains/(losses) related to financial instruments held	18,000,000	(104,000,000)	65,000,000	(254,000,000)
Asset-backed securities
Assets
Fair value, beginning balance	959,000,000	1,539,000,000	1,832,000,000	1,264,000,000
Total realized/unrealized gains/(losses)	18,000,000	(15,000,000)	35,000,000	(31,000,000)
Purchases	133,000,000	485,000,000	565,000,000	1,781,000,000
Sales	(173,000,000)	(207,000,000)	(643,000,000)	(1,099,000,000)
Settlements	(40,000,000)	(10,000,000)	(957,000,000)	(4,000,000)
Transfers into and/or out of level 3	(571,000,000)	14,000,000	(506,000,000)	(105,000,000)
Fair value, ending balance	326,000,000	1,806,000,000	326,000,000	1,806,000,000
Change in unrealized gains/(losses) related to financial instruments held	13,000,000	(14,000,000)	(7,000,000)	(19,000,000)
Equity securities
Assets
Fair value, beginning balance	246,000,000	310,000,000	265,000,000	431,000,000
Total realized/unrealized gains/(losses)	21,000,000	9,000,000	18,000,000	55,000,000
Purchases	42,000,000	26,000,000	75,000,000	76,000,000
Sales	(35,000,000)	(15,000,000)	(68,000,000)	(138,000,000)
Settlements	(2,000,000)	(2,000,000)	(24,000,000)	(19,000,000)
Transfers into and/or out of level 3	0	7,000,000	6,000,000	(70,000,000)
Fair value, ending balance	272,000,000	335,000,000	272,000,000	335,000,000
Change in unrealized gains/(losses) related to financial instruments held	18,000,000	9,000,000	32,000,000	58,000,000
Other
Assets
Fair value, beginning balance	670,000,000	969,000,000	744,000,000	1,052,000,000
Total realized/unrealized gains/(losses)	45,000,000	(23,000,000)	(1,000,000)	65,000,000
Purchases	276,000,000	460,000,000	629,000,000	1,571,000,000
Sales	0	(263,000,000)	(287,000,000)	(1,298,000,000)
Settlements	(305,000,000)	(89,000,000)	(340,000,000)	(305,000,000)
Transfers into and/or out of level 3	(5,000,000)	(559,000,000)	(64,000,000)	(590,000,000)
Fair value, ending balance	681,000,000	495,000,000	681,000,000	495,000,000
Change in unrealized gains/(losses) related to financial instruments held	30,000,000	(15,000,000)	73,000,000	(25,000,000)
Total available-for-sale securities
Assets
Fair value, beginning balance	810,000,000	875,000,000	824,000,000	1,037,000,000
Total realized/unrealized gains/(losses)	18,000,000	(27,000,000)	17,000,000	(34,000,000)
Purchases	0	0	0	49,000,000
Sales	0	0	0	(43,000,000)
Settlements	(5,000,000)	(13,000,000)	(18,000,000)	(75,000,000)
Transfers into and/or out of level 3	(42,000,000)	0	(42,000,000)	(99,000,000)
Fair value, ending balance	781,000,000	835,000,000	781,000,000	835,000,000
Change in unrealized gains/(losses) related to financial instruments held	18,000,000	(26,000,000)	17,000,000	(28,000,000)
Level 3 Rollforward Supplemental Data [Abstract]
Realized gains/(losses) recorded in income	0	0	0	(7,000,000)
Unrealized gains/(losses) recorded in OCI	18,000,000	(27,000,000)	16,000,000	(27,000,000)
Asset-backed securities
Assets
Fair value, beginning balance	809,000,000	862,000,000	823,000,000	908,000,000
Total realized/unrealized gains/(losses)	18,000,000	(27,000,000)	17,000,000	(34,000,000)
Purchases	0	0	0	49,000,000
Sales	0	0	0	(43,000,000)
Settlements	(5,000,000)	(5,000,000)	(18,000,000)	(50,000,000)
Transfers into and/or out of level 3	(42,000,000)	0	(42,000,000)	0
Fair value, ending balance	780,000,000	830,000,000	780,000,000	830,000,000
Change in unrealized gains/(losses) related to financial instruments held	18,000,000	(26,000,000)	17,000,000	(28,000,000)
Other
Assets
Fair value, beginning balance	1,000,000	13,000,000	1,000,000	129,000,000
Total realized/unrealized gains/(losses)	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Settlements	0	(8,000,000)	0	(25,000,000)
Transfers into and/or out of level 3	0	0	0	(99,000,000)
Fair value, ending balance	1,000,000	5,000,000	1,000,000	5,000,000
Change in unrealized gains/(losses) related to financial instruments held	0	0	0	0
Loans
Assets
Fair value, beginning balance	785,000,000	2,295,000,000	1,518,000,000	2,541,000,000
Total realized/unrealized gains/(losses)	7,000,000	9,000,000	(7,000,000)	(111,000,000)
Purchases	75,000,000	869,000,000	259,000,000	1,286,000,000
Sales	0	0	0	(83,000,000)
Settlements	(23,000,000)	(298,000,000)	(613,000,000)	(758,000,000)
Transfers into and/or out of level 3	0	0	(313,000,000)	0
Fair value, ending balance	844,000,000	2,875,000,000	844,000,000	2,875,000,000
Change in unrealized gains/(losses) related to financial instruments held	7,000,000	9,000,000	38,000,000	(108,000,000)
Mortgage servicing rights
Assets
Fair value, beginning balance	5,072,000,000	7,571,000,000	6,608,000,000	7,436,000,000
Total realized/unrealized gains/(losses)	(87,000,000)	(765,000,000)	(1,296,000,000)	(550,000,000)
Purchases	190,000,000	143,000,000	410,000,000	882,000,000
Sales	(5,000,000)	0	(72,000,000)	(375,000,000)
Settlements	(233,000,000)	(233,000,000)	(713,000,000)	(677,000,000)
Transfers into and/or out of level 3	0	0	0	0
Fair value, ending balance	4,937,000,000	6,716,000,000	4,937,000,000	6,716,000,000
Change in unrealized gains/(losses) related to financial instruments held	(87,000,000)	(765,000,000)	(1,296,000,000)	(550,000,000)
Other assets, Private equity investments
Assets
Fair value, beginning balance	1,656,000,000	1,987,000,000	1,657,000,000	2,225,000,000
Total realized/unrealized gains/(losses)	28,000,000	(32,000,000)	98,000,000	15,000,000
Purchases	6,000,000	70,000,000	447,000,000	77,000,000
Sales	0	(267,000,000)	(427,000,000)	(294,000,000)
Settlements	(10,000,000)	(58,000,000)	(95,000,000)	(174,000,000)
Transfers into and/or out of level 3	0	0	0	(149,000,000)
Fair value, ending balance	1,680,000,000	1,700,000,000	1,680,000,000	1,700,000,000
Change in unrealized gains/(losses) related to financial instruments held	17,000,000	(32,000,000)	25,000,000	0
Other assets, All other
Assets
Fair value, beginning balance	713,000,000	839,000,000	744,000,000	959,000,000
Total realized/unrealized gains/(losses)	(4,000,000)	80,000,000	72,000,000	90,000,000
Purchases	0	0	30,000,000	65,000,000
Sales	0	0	(11,000,000)	(143,000,000)
Settlements	(24,000,000)	(100,000,000)	(150,000,000)	(152,000,000)
Transfers into and/or out of level 3	0	0	0	0
Fair value, ending balance	685,000,000	819,000,000	685,000,000	819,000,000
Change in unrealized gains/(losses) related to financial instruments held	$ (2,000,000)	$ 82,000,000	$ 69,000,000	$ 66,000,000

Fair Value Measurement - Leve59

Fair Value Measurement - Level 3 Analysis (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015
Level 3 Analysis - Supplemental Data [Abstract]
Percentage of level 3 assets in total Firm assets	0.90%		0.90%
Total realized/unrealized gains/(losses)	$ (278)	$ (208)	$ (517)
Credit derivative
Level 3 Analysis - Supplemental Data [Abstract]
Total realized/unrealized gains/(losses)	(231)	7	(679)	$ 101
Debt and equity instruments
Level 3 Analysis - Supplemental Data [Abstract]
Net loss on mortgage servicing rights	80	(195)	65	(272)
Assets, total realized/unrealized gains/(losses)	118	(139)	(204)	33
Trading loans
Level 3 Analysis - Supplemental Data [Abstract]
Net loss on mortgage servicing rights	18	(104)	65	(254)
Assets, total realized/unrealized gains/(losses)	23	(73)	(165)	(64)
MSRs
Level 3 Analysis - Supplemental Data [Abstract]
Net loss on mortgage servicing rights	(87)	(765)	(1,296)	(550)
Assets, total realized/unrealized gains/(losses)	(87)	(765)	(1,296)	(550)
Level 3 | Liability
Level 3 Analysis - Supplemental Data [Abstract]
Total realized/unrealized gains/(losses)	(243)	(807)
Liabilities, total realized/unrealized gains/(losses)			525	(1,200)
Level 3 | Total assets
Level 3 Analysis - Supplemental Data [Abstract]
Total realized/unrealized gains/(losses)	(198)	$ (1,100)	(1,800)
Level 3 | Derivatives
Level 3 Analysis - Supplemental Data [Abstract]
Total realized/unrealized gains/(losses)				$ 1,738
Recurring
Level 3 Analysis - Supplemental Data [Abstract]
Assets fair value	631,584		631,584		$ 624,984
Recurring | Credit derivative
Level 3 Analysis - Supplemental Data [Abstract]
Decrease in level 3 assets			1,000
Recurring | Trading assets
Level 3 Analysis - Supplemental Data [Abstract]
Decrease in level 3 assets	1,800		4,000
Recurring | Debt and equity instruments
Level 3 Analysis - Supplemental Data [Abstract]
Decrease in level 3 assets	1,100
Recurring | Derivative receivables
Level 3 Analysis - Supplemental Data [Abstract]
Decrease in level 3 assets	1,100		1,800
Recurring | Trading loans
Level 3 Analysis - Supplemental Data [Abstract]
Decrease in level 3 assets			1,700
Recurring | Asset-backed securities
Level 3 Analysis - Supplemental Data [Abstract]
Decrease in level 3 assets			1,500
Recurring | MSRs
Level 3 Analysis - Supplemental Data [Abstract]
Decrease in level 3 assets			1,700
Recurring | Level 3
Level 3 Analysis - Supplemental Data [Abstract]
Assets fair value	23,035		23,035		$ 31,227
Decrease in level 3 assets	$ 3,000		$ 8,200

Fair Value Measurement - Impact

Fair Value Measurement - Impact of Credit Adjustments (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Impact of credit adjustments on earnings [Abstract]
Credit adjustments, CVA	$ 97	$ (127)	$ (659)	$ 395
Credit adjustments, DVA and FVA	$ (154)	$ (121)	$ (277)	$ (58)

Fair Value Measurement - Nonrec

Fair Value Measurement - Nonrecurring Basis (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value option, changes in fair value gain (loss)	$ (28)	$ (66)	$ (181)	$ (170)
Total PCI | Broker price opinions | Minimum
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value inputs, liquidation value discount			8.00%
Total PCI | Broker price opinions | Maximum
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value inputs, liquidation value discount			52.00%
Total PCI | Broker price opinions | Weighted average
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value inputs, liquidation value discount			23.00%
Nonrecurring
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, fair value, nonrecurring	1,100	2,300	$ 1,100	2,300
Nonrecurring | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, fair value, nonrecurring	281	1,500	281	1,500
Nonrecurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, fair value, nonrecurring	784	$ 867	784	$ 867
Nonrecurring | Level 3 | Total PCI
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Assets, fair value, nonrecurring	$ 354		$ 354

Fair Value Measurement - Carryi

Fair Value Measurement - Carrying Value and Estimated Fair Value (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015	Sep. 30, 2015	Dec. 31, 2014
Financial assets
Cash and due from banks	$ 21,390	$ 20,490	$ 21,258	$ 27,831
Deposits with banks	396,200	340,015
Federal funds sold and securities purchased under resale agreements	232,637	212,575
Securities, held-to-maturity	54,733	50,587
At fair value	1,911	2,861
Financial liabilities
Commercial paper	12,258	15,562
Beneficial interests issued by consolidated VIEs	42,233	41,879
Carrying value
Financial assets
Cash and due from banks	21,400	20,500
Deposits with banks	396,200	340,000
Accrued interest and accounts receivable	64,300	46,600
Federal funds sold and securities purchased under resale agreements	209,600	189,500
Securities borrowed	109,200	98,300
Securities, held-to-maturity	52,000	49,100
At fair value	872,000	820,800
Other	67,500	66,000
Financial liabilities
Deposits	1,363,100	1,267,200
Federal funds purchased and securities loaned or sold under repurchase agreements	167,100	149,200
Commercial paper	12,300	15,600
Other borrowed funds	14,500	11,200
Accounts payable and other liabilities	156,300	144,600
Beneficial interests issued by consolidated VIEs	42,200	41,100
Long-term debt and junior subordinated deferrable interest debentures	270,700	255,600
Wholesale lending-related commitments	1,100	800
Estimated fair value hierarchy
Financial assets
Cash and due from banks	21,400	20,500
Deposits with banks	396,200	340,000
Accrued interest and accounts receivable	64,300	46,600
Federal funds sold and securities purchased under resale agreements	209,600	189,500
Securities borrowed	109,200	98,300
Securities, held-to-maturity	54,700	50,600
At fair value	877,000	828,100
Other	72,200	70,700
Financial liabilities
Deposits	1,363,200	1,267,300
Federal funds purchased and securities loaned or sold under repurchase agreements	167,100	149,200
Commercial paper	12,300	15,600
Other borrowed funds	14,500	11,200
Accounts payable and other liabilities	156,100	144,500
Beneficial interests issued by consolidated VIEs	42,300	41,100
Long-term debt and junior subordinated deferrable interest debentures	273,700	261,700
Wholesale lending-related commitments	2,400	3,000
Estimated fair value hierarchy | Level 1
Financial assets
Cash and due from banks	21,400	20,500
Deposits with banks	391,700	335,900
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
At fair value	0	0
Other	200	100
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	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	4,500	4,100
Accrued interest and accounts receivable	64,200	46,400
Federal funds sold and securities purchased under resale agreements	209,100	189,500
Securities borrowed	109,200	98,300
Securities, held-to-maturity	54,700	50,600
At fair value	25,100	25,400
Other	57,100	56,300
Financial liabilities
Deposits	1,363,200	1,266,100
Federal funds purchased and securities loaned or sold under repurchase agreements	167,100	149,200
Commercial paper	12,300	15,600
Other borrowed funds	14,500	11,200
Accounts payable and other liabilities	153,200	141,700
Beneficial interests issued by consolidated VIEs	42,300	40,200
Long-term debt and junior subordinated deferrable interest debentures	271,700	257,400
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	100	200
Federal funds sold and securities purchased under resale agreements	500	0
Securities borrowed	0	0
Securities, held-to-maturity	0	0
At fair value	851,900	802,700
Other	14,900	14,300
Financial liabilities
Deposits	0	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	2,900	2,800
Beneficial interests issued by consolidated VIEs	0	900
Long-term debt and junior subordinated deferrable interest debentures	2,000	4,300
Wholesale lending-related commitments	$ 2,400	$ 3,000

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, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	$ (28)	$ (66)	$ (181)	$ (170)
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)	(54)	63	14	37
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)	(54)	63	14	37
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)	0	(1)	1	(5)
Securities borrowed | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	(1)	1	(5)
Securities borrowed | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	0	0	0
Debt and equity instruments, excluding loans
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	256	(144)	143	376
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)	256	(144)	143	375
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	0	0	1
Loans reported as trading assets: Changes in instrument-specific credit risk
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	296	17	408	241
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)	286	12	384	223
Loans reported as trading assets: Changes in instrument-specific credit risk | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	10	5	24	18
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)	454	371	1,163	863
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)	2	94	188	206
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)	452	277	975	657
Loans: Changes in instrument-specific credit risk
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	31	13	32
Loans: Changes in instrument-specific credit risk | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	31	13	32
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)	1	2	5	2
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)	1	2	5	2
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)	(1)	54	95	125
Other assets | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	2	54	16	116
Other assets | All other income
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	(3)	0	79	9
Deposits
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	38	(112)	(531)	(75)
Deposits | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	38	(112)	(531)	(75)
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)	4	(14)	(16)	(5)
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)	4	(14)	(16)	(5)
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)	(291)	2,015	(292)	2,121
Other borrowed funds | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	(291)	2,015	(292)	2,121
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)	3	(6)	5	(20)
Trading liabilities | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	3	(6)	5	(20)
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)	0	29	23	73
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)	0	29	23	73
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
Long-term debt: DVA on fair value option elected liabilities
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	299	0	624
Long-term debt: DVA on fair value option elected liabilities | Principal transactions
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	0	299	0	624
Long-term debt: DVA on fair value option elected 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: Other changes in fair value
Changes in fair value under the fair value option election
Fair value option, changes in fair value gain (loss)	(619)	1,116	(1,537)	1,466
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)	(619)	1,116	(1,537)	1,466
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, 2016	Dec. 31, 2015
Long-term beneficial interests
Performing loans, ninety days or more past due	$ 0	$ 0
Letters of Credit Hedged by Derivative Transactions, Amount Elected at Fair Value [Member]
Long-term beneficial interests
Contractual amount of letters of credit	4,600,000,000	4,600,000,000
Contractual letters of credit, fair value	(86,000,000)	(94,000,000)
Contractual principal outstanding
Loans
Nonaccrual loans	3,164,000,000	3,491,000,000
Total loans	37,197,000,000	37,042,000,000
Contractual principal outstanding | Principal-protected debt
Long-term debt
Long-term debt	21,307,000,000	17,910,000,000
Contractual principal outstanding | Loans reported as trading assets
Loans
Nonaccrual loans	3,157,000,000	3,484,000,000
All other performing loans	32,158,000,000	30,780,000,000
Contractual principal outstanding | Loans
Loans
Nonaccrual loans	7,000,000	7,000,000
All other performing loans	1,875,000,000	2,771,000,000
Fair value
Loans
Nonaccrual loans	726,000,000	638,000,000
Total loans	32,843,000,000	31,574,000,000
Long-term debt
Long-term debt	38,722,000,000	33,065,000,000
Long-term beneficial interests
Long-term beneficial interests	48,000,000	787,000,000
Fair value | Principal-protected debt
Long-term debt
Long-term debt	19,471,000,000	16,611,000,000
Fair value | Nonprincipal-protected debt
Long-term debt
Long-term debt	19,251,000,000	16,454,000,000
Long-term beneficial interests
Long-term beneficial interests	48,000,000	787,000,000
Fair value | Loans reported as trading assets
Loans
Nonaccrual loans	719,000,000	631,000,000
All other performing loans	30,250,000,000	28,184,000,000
Fair value | Loans
Loans
Nonaccrual loans	7,000,000	7,000,000
All other performing loans	1,867,000,000	2,752,000,000
Fair value over/(under) contractual principal outstanding
Loans
Nonaccrual loans, Fair value over/(under) contractual principal outstanding	(2,438,000,000)	(2,853,000,000)
Total loans	(4,354,000,000)	(5,468,000,000)
Fair value over/(under) contractual principal outstanding | Principal-protected debt
Long-term debt
Long-term debt	(1,836,000,000)	(1,299,000,000)
Fair value over/(under) contractual principal outstanding | Loans reported as trading assets
Loans
Nonaccrual loans, Fair value over/(under) contractual principal outstanding	(2,438,000,000)	(2,853,000,000)
All other performing loans	(1,908,000,000)	(2,596,000,000)
Fair value over/(under) contractual principal outstanding | Loans
Loans
Nonaccrual loans, Fair value over/(under) contractual principal outstanding	0	0
All other performing loans	$ (8,000,000)	$ (19,000,000)

Fair Value Option - Structured

Fair Value Option - Structured note products by balance sheet classification and risk component (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	$ 58,489	$ 51,928
Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	20,251	15,929
Credit
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	4,175	3,742
Foreign exchange
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	2,727	1,853
Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	29,102	27,733
Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	2,234	2,671
Long-term debt
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	38,196	32,424
Long-term debt | Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	16,393	12,531
Long-term debt | Credit
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	3,509	3,195
Long-term debt | Foreign exchange
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	2,571	1,765
Long-term debt | Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	15,116	14,293
Long-term debt | Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	607	640
Other borrowed funds
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	9,720	9,179
Other borrowed funds | Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	322	58
Other borrowed funds | Credit
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	666	547
Other borrowed funds | Foreign exchange
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	150	77
Other borrowed funds | Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	8,527	8,447
Other borrowed funds | Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	55	50
Deposits
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	10,573	10,325
Deposits | Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	3,536	3,340
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	6	11
Deposits | Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	5,459	4,993
Deposits | Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Structured notes balance	$ 1,572	$ 1,981

Derivative Instruments - Notion

Derivative Instruments - Notional Amount of Derivative Contracts (Details) - USD ($) $ in Billions	Sep. 30, 2016	Dec. 31, 2015
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	$ 51,463	$ 50,659
Interest rate contracts
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	36,127	36,731
Interest rate swaps
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	23,419	24,162
Interest rate futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	6,073	5,167
Interest rate options | Written options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	3,091	3,506
Interest rate options | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	3,544	3,896
Credit derivative
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	2,545	2,900
Foreign exchange contracts
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	11,079	9,623
Foreign exchange cross-currency swaps
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	3,485	3,199
Foreign exchange spot, futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	6,087	5,028
Foreign exchange options | Written options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	756	690
Foreign exchange options | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	751	706
Equity contracts
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	1,260	996
Equity swaps
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	274	232
Equity futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	65	43
Equity options | Written options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	491	395
Equity options | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	430	326
Commodity contracts
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	452	409
Commodity swaps
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	92	83
Commodity spot, futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	149	99
Commodity options | Written options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	103	115
Commodity options | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	$ 108	$ 112

Derivative Instruments - Impact

Derivative Instruments - Impact on Balance Sheet (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Derivatives, Fair Value [Line Items]
Gross derivative receivables	$ 1,103,598	$ 961,878
Net derivative receivables	65,579	59,677
Gross derivative payables	1,063,300	942,912
Net derivative payables	48,143	52,790
Interest rate
Derivatives, Fair Value [Line Items]
Gross derivative receivables	844,013	669,611
Net derivative receivables	34,599	26,363
Gross derivative payables	800,186	635,166
Net derivative payables	13,260	10,221
Credit
Derivatives, Fair Value [Line Items]
Gross derivative receivables	35,607	51,468
Net derivative receivables	810	1,423
Gross derivative payables	35,305	50,529
Net derivative payables	1,271	1,541
Foreign exchange
Derivatives, Fair Value [Line Items]
Gross derivative receivables	167,035	179,875
Net derivative receivables	16,838	17,177
Gross derivative payables	165,420	190,900
Net derivative payables	15,530	19,769
Equity
Derivatives, Fair Value [Line Items]
Gross derivative receivables	37,901	35,859
Net derivative receivables	6,859	5,529
Gross derivative payables	40,294	38,663
Net derivative payables	8,523	9,183
Commodity
Derivatives, Fair Value [Line Items]
Gross derivative receivables	19,042	25,065
Net derivative receivables	6,473	9,185
Gross derivative payables	22,095	27,654
Net derivative payables	9,559	12,076
Not designated as hedges
Derivatives, Fair Value [Line Items]
Gross derivative receivables	1,095,803	955,643
Gross derivative payables	1,058,819	939,170
Not designated as hedges | Interest rate
Derivatives, Fair Value [Line Items]
Gross derivative receivables	836,839	665,531
Gross derivative payables	796,860	632,928
Not designated as hedges | Credit
Derivatives, Fair Value [Line Items]
Gross derivative receivables	35,607	51,468
Gross derivative payables	35,305	50,529
Not designated as hedges | Foreign exchange
Derivatives, Fair Value [Line Items]
Gross derivative receivables	166,547	179,072
Gross derivative payables	164,385	189,397
Not designated as hedges | Equity
Derivatives, Fair Value [Line Items]
Gross derivative receivables	37,901	35,859
Gross derivative payables	40,294	38,663
Not designated as hedges | Commodity
Derivatives, Fair Value [Line Items]
Gross derivative receivables	18,909	23,713
Gross derivative payables	21,975	27,653
Designated as hedges
Derivatives, Fair Value [Line Items]
Gross derivative receivables	7,795	6,235
Gross derivative payables	4,481	3,742
Designated as hedges | Interest rate
Derivatives, Fair Value [Line Items]
Gross derivative receivables	7,174	4,080
Gross derivative payables	3,326	2,238
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	488	803
Gross derivative payables	1,035	1,503
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	133	1,352
Gross derivative payables	$ 120	$ 1

Derivative Instruments - Deriva

Derivative Instruments - Derivatives Netting (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	$ 1,090,434	$ 947,642
Amounts netted on the Consolidated balance sheets	(1,038,019)	(902,201)
Net derivative receivables	52,415	45,441
Derivative receivables where an appropriate legal opinion has not been either sought or obtained	13,164	14,236
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	1,103,598	961,878
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	65,579	59,677
Amounts not nettable on the Consolidated balance sheets	(16,178)	(13,543)
Net amounts	49,401	46,134
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	1,052,052	930,717
Amounts netted on the Consolidated balance sheets	(1,015,157)	(890,122)
Net derivative payables	36,895	40,595
Derivative payables where an appropriate legal opinion has not been either sought or obtained	11,248	12,195
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	1,063,300	942,912
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	48,143	52,790
Amounts not nettable on the Consolidated balance sheet	(10,121)	(7,957)
Net amounts	38,022	44,833
Net cash collateral payables	88,500	73,700
Netted cash collateral receivables	65,600	61,600
Interest rate contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	837,130	664,136
Amounts netted on the Consolidated balance sheets	(809,416)	(643,248)
Net derivative receivables	27,714	20,888
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	844,013	669,611
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	34,599	26,363
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	798,543	634,107
Amounts netted on the Consolidated balance sheets	(786,925)	(624,945)
Net derivative payables	11,618	9,162
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	800,186	635,166
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	13,260	10,221
Interest rate contracts | OTC
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	489,501	417,386
Amounts netted on the Consolidated balance sheets	(461,990)	(396,506)
Net derivative receivables	27,511	20,880
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	456,267	393,709
Amounts netted on the Consolidated balance sheets	(444,852)	(384,576)
Net derivative payables	11,415	9,133
Interest rate contracts | OTC-cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	347,445	246,750
Amounts netted on the Consolidated balance sheets	(347,371)	(246,742)
Net derivative receivables	74	8
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	342,194	240,398
Amounts netted on the Consolidated balance sheets	(342,018)	(240,369)
Net derivative payables	176	29
Interest rate contracts | Exchange-traded
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	184	0
Amounts netted on the Consolidated balance sheets	(55)	0
Net derivative receivables	129	0
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	82	0
Amounts netted on the Consolidated balance sheets	(55)	0
Net derivative payables	27	0
Credit contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	35,126	50,948
Amounts netted on the Consolidated balance sheets	(34,797)	(50,045)
Net derivative receivables	329	903
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	35,607	51,468
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	810	1,423
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	34,808	50,348
Amounts netted on the Consolidated balance sheets	(34,034)	(48,988)
Net derivative payables	774	1,360
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	35,305	50,529
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	1,271	1,541
Credit contracts | OTC
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	28,304	44,082
Amounts netted on the Consolidated balance sheets	(27,993)	(43,182)
Net derivative receivables	311	900
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	28,174	44,379
Amounts netted on the Consolidated balance sheets	(27,400)	(43,019)
Net derivative payables	774	1,360
Credit contracts | OTC-cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	6,822	6,866
Amounts netted on the Consolidated balance sheets	(6,804)	(6,863)
Net derivative receivables	18	3
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	6,634	5,969
Amounts netted on the Consolidated balance sheets	(6,634)	(5,969)
Net derivative payables	0	0
Foreign exchange contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	163,184	175,383
Amounts netted on the Consolidated balance sheets	(150,196)	(162,698)
Net derivative receivables	12,988	12,685
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	167,035	179,875
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	16,838	17,177
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	161,018	185,479
Amounts netted on the Consolidated balance sheets	(149,890)	(171,131)
Net derivative payables	11,128	14,348
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	165,420	190,900
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	15,530	19,769
Foreign exchange contracts | OTC
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	162,056	175,060
Amounts netted on the Consolidated balance sheets	(149,376)	(162,377)
Net derivative receivables	12,680	12,683
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	159,983	185,178
Amounts netted on the Consolidated balance sheets	(149,151)	(170,830)
Net derivative payables	10,832	14,348
Foreign exchange contracts | OTC-cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	1,033	323
Amounts netted on the Consolidated balance sheets	(801)	(321)
Net derivative receivables	232	2
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	723	301
Amounts netted on the Consolidated balance sheets	(723)	(301)
Net derivative payables	0	0
Foreign exchange contracts | Exchange-traded
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	95	0
Amounts netted on the Consolidated balance sheets	(19)	0
Net derivative receivables	76	0
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	312	0
Amounts netted on the Consolidated balance sheets	(16)	0
Net derivative payables	296	0
Equity contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	36,369	32,975
Amounts netted on the Consolidated balance sheets	(31,041)	(30,330)
Net derivative receivables	5,328	2,645
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	37,901	35,859
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	6,859	5,529
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	36,964	34,456
Amounts netted on the Consolidated balance sheets	(31,772)	(29,480)
Net derivative payables	5,192	4,976
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	40,294	38,663
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	8,523	9,183
Equity contracts | OTC
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	21,758	20,690
Amounts netted on the Consolidated balance sheets	(20,056)	(20,439)
Net derivative receivables	1,702	251
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	25,339	23,458
Amounts netted on the Consolidated balance sheets	(20,858)	(19,589)
Net derivative payables	4,481	3,869
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	14,611	12,285
Amounts netted on the Consolidated balance sheets	(10,985)	(9,891)
Net derivative receivables	3,626	2,394
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	11,625	10,998
Amounts netted on the Consolidated balance sheets	(10,914)	(9,891)
Net derivative payables	711	1,107
Commodity contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	18,625	24,200
Amounts netted on the Consolidated balance sheets	(12,569)	(15,880)
Net derivative receivables	6,056	8,320
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	19,042	25,065
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	6,473	9,185
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	20,719	26,327
Amounts netted on the Consolidated balance sheets	(12,536)	(15,578)
Net derivative payables	8,183	10,749
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	22,095	27,654
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	9,559	12,076
Commodity contracts | OTC
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	10,939	15,001
Amounts netted on the Consolidated balance sheets	(5,168)	(6,772)
Net derivative receivables	5,771	8,229
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	13,015	16,953
Amounts netted on the Consolidated balance sheets	(5,061)	(6,256)
Net derivative payables	7,954	10,697
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	7,686	9,199
Amounts netted on the Consolidated balance sheets	(7,401)	(9,108)
Net derivative receivables	285	91
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	7,704	9,374
Amounts netted on the Consolidated balance sheets	(7,475)	(9,322)
Net derivative payables	$ 229	$ 52

Derivative Instruments - Liquid

Derivative Instruments - Liquidity Risk and Credit-Related Contingent Features (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Aggregate fair value of net derivative payables	$ 23,174	$ 22,328
Collateral posted	20,327	18,942
Single-notch downgrade
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Amount of additional collateral to be posted upon downgrade	419	807
Amount required to settle contracts with termination triggers upon downgrade	303	271
Two-notch downgrade
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Amount of additional collateral to be posted upon downgrade	2,381	3,028
Amount required to settle contracts with termination triggers upon downgrade	$ 809	$ 1,093

Derivative Instruments - Impa70

Derivative Instruments - Impact on Statements of Income, Fair Value Hedges (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Gains/(losses) recorded in income
Derivatives	$ (578)	$ 2,613	$ 1,819	$ 6,599
Hedged items	853	(2,340)	(1,067)	(5,844)
Total income statement impact	275	273	752	755
Income statement impact due to:
Hedge ineffectiveness	8	5	25	(8)
Excluded components	267	268	727	763
Interest rate
Gains/(losses) recorded in income
Derivatives	(232)	1,298	2,049	363
Hedged items	430	(1,071)	(1,478)	390
Total income statement impact	198	227	571	753
Income statement impact due to:
Hedge ineffectiveness	7	8	36	6
Excluded components	191	219	535	747
Foreign exchange
Gains/(losses) recorded in income
Derivatives	(143)	1,012	46	5,369
Hedged items	194	(998)	104	(5,360)
Total income statement impact	51	14	150	9
Income statement impact due to:
Hedge ineffectiveness	0	0	0	0
Excluded components	51	14	150	9
Commodity
Gains/(losses) recorded in income
Derivatives	(203)	303	(276)	867
Hedged items	229	(271)	307	(874)
Total income statement impact	26	32	31	(7)
Income statement impact due to:
Hedge ineffectiveness	1	(3)	(11)	(14)
Excluded components	$ 25	$ 35	$ 42	$ 7

Derivative Instruments - Impa71

Derivative Instruments - Impact on Statements of Income, Cash Flow Hedges (Details) - USD ($) $ in Millions	3 Months Ended			9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Mar. 31, 2015	Sep. 30, 2016	Sep. 30, 2015
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				$ 196
Maximum Length of Time Hedged in Cash Flow Hedge, Terminated Cash Flow Hedge				7 years
Maximum Length of Time Hedged in Cash Flow Hedge, Open Cash Flow Hedge				1 year
Cash Flow Hedging
Gains/(losses) recorded in income and other comprehensive income/(loss)
Derivatives – effective portion reclassified from AOCI to income	$ (122)	$ (5)		$ (225)	$ (187)
Hedge ineffectiveness recorded directly in income	0	0		0	0
Total income statement impact	(122)	(5)		(225)	(187)
Derivatives – effective portion recorded in OCI	(64)	(175)		(418)	(104)
Total change in OCI for period	58	(170)		(193)	83
Cash Flow Hedging | Interest rate
Gains/(losses) recorded in income and other comprehensive income/(loss)
Derivatives – effective portion reclassified from AOCI to income	(18)	14		(58)	(113)
Hedge ineffectiveness recorded directly in income	0	0		0	0
Total income statement impact	(18)	14		(58)	(113)
Derivatives – effective portion recorded in OCI	22	(70)		(78)	(90)
Total change in OCI for period	40	(84)		(20)	23
Cash Flow Hedging | Foreign exchange
Gains/(losses) recorded in income and other comprehensive income/(loss)
Derivatives – effective portion reclassified from AOCI to income	(104)	(19)		(167)	(74)
Hedge ineffectiveness recorded directly in income	0	0		0	0
Total income statement impact	(104)	(19)		(167)	(74)
Derivatives – effective portion recorded in OCI	(86)	(105)		(340)	(14)
Total change in OCI for period	$ 18	$ (86)		$ (173)	$ 60

Derivative Instruments - Impa72

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, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Net investment hedge gains and losses [Abstract]
Excluded components recorded directly in income	$ (69)	$ (103)	$ (219)	$ (292)
Effective portion recorded in OCI	$ (30)	$ 908	$ (603)	$ 1,651

Derivative Instruments - Impa73

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, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Derivatives gains/(losses) recorded in income	$ 226	$ 767	$ 1,710	$ 845
Interest rate
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Derivatives gains/(losses) recorded in income	312	665	1,956	785
Credit
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Derivatives gains/(losses) recorded in income	(84)	76	(244)	52
Foreign exchange
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Derivatives gains/(losses) recorded in income	(2)	26	(2)	21
Commodity
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Derivatives gains/(losses) recorded in income	$ 0	$ 0	$ 0	$ (13)

Derivative Instruments - Credit

Derivative Instruments - Credit Derivatives (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Total credit derivatives and credit-related notes
Protection sold	$ (1,246,234)	$ (1,428,839)
Protection purchased with identical underlyings	1,266,138	1,440,359
Net protection (sold)/purchased	19,904	11,520
Other protection purchased	37,398	35,518
Total credit derivatives
Total credit derivatives and credit-related notes
Protection sold	(1,246,206)	(1,428,809)
Protection purchased with identical underlyings	1,266,138	1,440,359
Net protection (sold)/purchased	19,932	11,550
Other protection purchased	32,275	30,803
Credit default swaps
Total credit derivatives and credit-related notes
Protection sold	(1,217,087)	(1,386,071)
Protection purchased with identical underlyings	1,230,857	1,402,201
Net protection (sold)/purchased	13,770	16,130
Other protection purchased	8,587	12,011
Other credit derivatives
Total credit derivatives and credit-related notes
Protection sold	(29,119)	(42,738)
Protection purchased with identical underlyings	35,281	38,158
Net protection (sold)/purchased	6,162	(4,580)
Other protection purchased	23,688	18,792
Credit-related notes
Total credit derivatives and credit-related notes
Protection sold	(28)	(30)
Protection purchased with identical underlyings	0	0
Net protection (sold)/purchased	(28)	(30)
Other protection purchased	$ 5,123	$ 4,715

Derivative Instruments - Cred75

Derivative Instruments - Credit Derivatives, Protection Sold, Notional and Fair Value (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
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	$ (409,176)	$ (416,406)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - from 1-5 years	(727,784)	(944,378)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - more than 5 years	(109,274)	(68,055)
Total notional amount	(1,246,234)	(1,428,839)
Fair value of receivables	20,440	24,362
Fair value of payables	(14,827)	(25,727)
Net fair value	5,613	(1,365)
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	(276,853)	(307,211)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - from 1-5 years	(515,954)	(699,227)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - more than 5 years	(76,261)	(46,970)
Total notional amount	(869,068)	(1,053,408)
Fair value of receivables	10,084	13,539
Fair value of payables	(3,936)	(6,836)
Net fair value	6,148	6,703
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	(132,323)	(109,195)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - from 1-5 years	(211,830)	(245,151)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - more than 5 years	(33,013)	(21,085)
Total notional amount	(377,166)	(375,431)
Fair value of receivables	10,356	10,823
Fair value of payables	(10,891)	(18,891)
Net fair value	$ (535)	$ (8,068)

Noninterest Revenue - Investmen

Noninterest Revenue - Investment Banking Fees (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Schedule of Noninterest revenue [Line Items]
Underwriting	$ 1,327	$ 1,112	$ 3,258	$ 3,729
Advisory	539	492	1,585	1,502
Total investment banking fees	1,866	1,604	4,843	5,231
Equity
Schedule of Noninterest revenue [Line Items]
Underwriting	369	257	854	1,108
Debt
Schedule of Noninterest revenue [Line Items]
Underwriting	$ 958	$ 855	$ 2,404	$ 2,621

Noninterest Revenue - Principal

Noninterest Revenue - Principal Transactions (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Principal transactions revenue
Trading revenue	$ 3,330	$ 2,368	$ 8,875	$ 8,665
Private equity gains	121	(1)	231	191
Principal transactions	3,451	2,367	9,106	8,856
Interest rate
Principal transactions revenue
Trading revenue	825	530	1,843	1,836
Credit
Principal transactions revenue
Trading revenue	549	438	1,652	1,477
Foreign exchange
Principal transactions revenue
Trading revenue	818	607	2,101	2,014
Equity
Principal transactions revenue
Trading revenue	893	637	2,584	2,593
Commodity
Principal transactions revenue
Trading revenue	$ 245	$ 156	$ 695	$ 745

Noninterest Revenue - Asset Man

Noninterest Revenue - Asset Management, Administration and Commissions (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Asset management fees
Investment management fees	$ 2,203	$ 2,327	$ 6,541	$ 7,017
All other asset management fees	90	92	277	290
Total asset management fees	2,293	2,419	6,818	7,307
Total administration fees	478	486	1,444	1,520
Commission and other fees
Brokerage commissions	505	575	1,628	1,761
All other commissions and fees	321	365	1,012	1,079
Total commissions and fees	826	940	2,640	2,840
Total asset management, administration and commissions	$ 3,597	$ 3,845	$ 10,902	$ 11,667

Noninterest Revenue - Other Inc

Noninterest Revenue - Other Income (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Noninterest Income [Abstract]
Operating lease income	$ 708	$ 536	$ 1,974	$ 1,509

Interest Income and Interest 80

Interest Income and Interest Expense (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Interest income
Loans	$ 9,237	$ 8,433	$ 27,065	$ 24,459
Taxable securities	1,365	1,553	4,187	4,885
Non-taxable securities	436	439	1,321	1,260
Total securities	1,801	1,992	5,508	6,145
Trading assets	1,890	1,538	5,448	5,008
Federal funds sold and securities purchased under resale agreements	566	431	1,696	1,167
Securities borrowed	(91)	(118)	(279)	(397)
Deposits with banks	448	291	1,374	944
Other assets	219	172	623	492
Total interest income	14,070	12,739	41,435	37,818
Interest expense
Interest-bearing deposits	340	293	981	965
Federal funds purchased and securities loaned or sold under repurchase agreements	286	159	828	444
Commercial paper	34	24	105	88
Trading liabilities – debt, short-term and other liabilities	285	132	826	459
Long-term debt	1,387	1,092	3,999	3,254
Beneficial interests issued by consolidated VIEs	135	115	366	323
Total interest expense	2,467	1,815	7,105	5,533
Net interest income	11,603	10,924	34,330	32,285
Provision for credit losses	1,271	682	4,497	2,576
Net interest income after provision for credit losses	$ 10,332	$ 10,242	$ 29,833	$ 29,709

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, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Pension plans, U.S.
Amortization:
Total defined contribution plans	$ 123	$ 119	$ 345	$ 323
Pension plans, Non-U.S.
Amortization:
Total defined contribution plans	80	85	249	254
Pension plans, U.S.
Components of net periodic benefit cost
Benefits earned during the period	74	85	221	255
Interest cost on benefit obligations	133	125	399	375
Expected return on plan assets	(223)	(232)	(668)	(697)
Amortization:
Net (gain)/loss	59	62	176	185
Prior service cost/(credit)	(9)	(9)	(26)	(26)
Net periodic defined benefit cost	34	31	102	92
Other defined benefit pension plans	3	3	10	10
Total defined benefit plans	37	34	112	102
Total pension and OPEB cost included in compensation expense	160	153	457	425
Pension plans, Non-U.S.
Components of net periodic benefit cost
Benefits earned during the period	9	9	27	28
Interest cost on benefit obligations	21	28	71	84
Expected return on plan assets	(32)	(38)	(102)	(113)
Amortization:
Net (gain)/loss	6	9	17	27
Prior service cost/(credit)	0	0	(1)	(1)
Net periodic defined benefit cost	4	8	12	25
Other defined benefit pension plans	3	2	8	7
Total defined benefit plans	7	10	20	32
Total pension and OPEB cost included in compensation expense	87	95	269	286
OPEB plans
Components of net periodic benefit cost
Benefits earned during the period	0	0	0	0
Interest cost on benefit obligations	7	8	22	24
Expected return on plan assets	(26)	(27)	(78)	(80)
Amortization:
Net (gain)/loss	0	0	0	0
Prior service cost/(credit)	0	0	0	0
Net periodic defined benefit cost	(19)	(19)	(56)	(56)
Total defined benefit plans	(19)	(19)	(56)	(56)
Total pension and OPEB cost included in compensation expense	$ (19)	$ (19)	$ (56)	$ (56)

Pension and Other Postretirem82

Pension and Other Postretirement Employee Benefit Plans - Narrative (Details) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2016	Dec. 31, 2015
Non-U.S. defined benefit pension plans
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	$ 3,700	$ 3,500
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
United States
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	16,200	$ 16,000
United States | U.S. non-qualified defined benefit pension plans
Defined Benefit Plan Disclosure [Line Items]
Defined benefit pension plan, non-U.S., expected contribution	$ 33

Employee Stock-based Incentiv83

Employee Stock-based Incentives - Compensation Expense (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
Cost of prior grants of RSUs, stock appreciation rights (“SARs”) and performance share units (“PSUs”) that are amortized over their applicable vesting periods	$ 257	$ 269	$ 808	$ 856
Accrual of estimated costs of stock-based awards to be granted in future periods including those to full-career eligible employees	230	195	752	683
Total noncash compensation expense related to employee stock-based incentive plans	$ 487	$ 464	$ 1,560	$ 1,539

Employee Stock-based Incentiv84

Employee Stock-based Incentives - Narrative (Details) - $ / shares shares in Thousands	3 Months Ended	9 Months Ended
	Mar. 31, 2016	Sep. 30, 2016
RSUs
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Grants in period (in shares)	33,000
Grants in period, weighted average grant date fair value (in dollars per share)	$ 57.24
PSUs
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Grants in period (in shares)	926
Grants in period, weighted average grant date fair value (in dollars per share)	$ 57.24
Vesting period		3 years
Holding period		2 years
Combined vesting and holding period		5 years
PSUs | Minimum
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Vesting percentage of grant amount		0.00%
PSUs | Maximum
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Vesting percentage of grant amount		150.00%

Noninterest Expense (Details)

Noninterest Expense (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Noninterest Expense [Abstract]
Legal expense/(benefit)	$ (71)	$ 1,347	$ (547)	$ 2,325
FDIC-related expense	$ 360	$ 298	$ 912	$ 916

Securities - Narrative (Details

Securities - Narrative (Details) $ in Millions	Sep. 30, 2016USD ($)
Investments, Debt and Equity Securities [Abstract]
Fair value of securities transferred from AFS to HTM	$ 7,500
Net pretax unrealized gains at the date of transfer	$ 78

Securities - Amortized Costs an

Securities - Amortized Costs and Estimated Fair Values (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Available-for-sale debt securities
Amortized cost	$ 212,283	$ 235,391
Gross unrealized gains	6,489	5,386
Gross unrealized losses	468	1,110
Fair value	218,304	239,667
Available-for-sale equity securities
Amortized cost	2,065	2,067
Gross unrealized gains	21	20
Gross unrealized losses	0	0
Fair value	2,086	2,087
Total available-for-sale securities
Amortized cost	214,348	237,458
Gross unrealized gains	6,510	5,406
Gross unrealized losses	468	1,110
Fair value	220,390	241,754
Held-to-maturity debt securities
Amortized cost	52,011	49,073
Gross unrealized gains	2,728	1,560
Gross unrealized losses	6	46
Fair value	54,733	50,587
Total securities
Amortized cost	266,359	286,531
Gross unrealized gains	9,238	6,966
Gross unrealized losses	474	1,156
Fair value	275,123	292,341
Total mortgage-backed securities
Available-for-sale debt securities
Amortized cost	81,991	103,980
Gross unrealized gains	2,345	2,021
Gross unrealized losses	84	419
Fair value	84,252	105,582
Held-to-maturity debt securities
Amortized cost	37,522	36,271
Gross unrealized gains	1,723	852
Gross unrealized losses	0	42
Fair value	39,245	37,081
U.S. government agencies
Available-for-sale debt securities
Amortized cost	54,961	53,689
Gross unrealized gains	1,876	1,483
Gross unrealized losses	15	106
Fair value	56,822	55,066
Held-to-maturity debt securities
Amortized cost	31,730	36,271
Gross unrealized gains	1,599	852
Gross unrealized losses	0	42
Fair value	33,329	37,081
Residential: Prime and Alt-A | Residential mortgage-backed securities
Available-for-sale debt securities
Amortized cost	6,269	7,462
Gross unrealized gains	86	40
Gross unrealized losses	24	57
Fair value	6,331	7,445
Residential: Subprime | Residential mortgage-backed securities
Available-for-sale debt securities
Amortized cost	2,582	210
Gross unrealized gains	22	7
Gross unrealized losses	0	0
Fair value	2,604	217
Residential: Non-U.S. | Residential mortgage-backed securities
Available-for-sale debt securities
Amortized cost	6,801	19,629
Gross unrealized gains	180	341
Gross unrealized losses	10	13
Fair value	6,971	19,957
Commercial
Available-for-sale debt securities
Amortized cost	11,378	22,990
Gross unrealized gains	181	150
Gross unrealized losses	35	243
Fair value	11,524	22,897
Held-to-maturity debt securities
Amortized cost	5,792	0
Gross unrealized gains	124	0
Gross unrealized losses	0	0
Fair value	5,916	0
U.S. Treasury and government agencies
Available-for-sale debt securities
Amortized cost	21,674	11,202
Gross unrealized gains	52	0
Gross unrealized losses	218	166
Fair value	21,508	11,036
Obligations of U.S. states and municipalities
Available-for-sale debt securities
Amortized cost	28,685	31,328
Gross unrealized gains	2,728	2,245
Gross unrealized losses	10	23
Fair value	31,403	33,550
Held-to-maturity debt securities
Amortized cost	14,489	12,802
Gross unrealized gains	1,005	708
Gross unrealized losses	6	4
Fair value	15,488	13,506
Certificates of deposit
Available-for-sale debt securities
Amortized cost	108	282
Gross unrealized gains	0	1
Gross unrealized losses	0	0
Fair value	108	283
Non-U.S. government debt securities
Available-for-sale debt securities
Amortized cost	36,120	35,864
Gross unrealized gains	1,150	853
Gross unrealized losses	17	41
Fair value	37,253	36,676
Corporate debt securities
Available-for-sale debt securities
Amortized cost	5,336	12,464
Gross unrealized gains	76	142
Gross unrealized losses	29	170
Fair value	5,383	12,436
Asset-backed securities: Collateralized loan obligations
Available-for-sale debt securities
Amortized cost	30,688	31,146
Gross unrealized gains	76	52
Gross unrealized losses	43	191
Fair value	30,721	31,007
Asset-backed securities: Other
Available-for-sale debt securities
Amortized cost	7,681	9,125
Gross unrealized gains	62	72
Gross unrealized losses	67	100
Fair value	7,676	9,097
U.S. government-sponsored enterprise obligations
Total available-for-sale securities
Fair value	37,500	42,300
Held-to-maturity debt securities
Amortized cost	$ 27,100	$ 30,800

Securities - Fair Value and Gro

Securities - Fair Value and Gross Unrealized Losses by Aging Category (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Held-to-maturity securities
Less than 12 months, Fair value	$ 824	$ 3,763
Less than 12 months, Gross unrealized losses	6	46
12 months or more, Fair value	0	0
12 months or more, Gross unrealized losses	0	0
Total fair value	824	3,763
Total gross unrealized losses	6	46
Total securities with gross unrealized losses
Less than 12 months, Fair value	31,500	76,475
Less than 12 months, Gross unrealized losses	322	905
12 months or more, Fair value	14,174	14,877
12 months or more, Gross unrealized losses	152	251
Total fair value	45,674	91,352
Total gross unrealized losses	474	1,156
Total debt instruments
Available-for-sale debt securities
Less than 12 months, Fair value	30,676	72,712
Less than 12 months, Gross unrealized losses	316	859
12 months or more, Fair Value	14,174	14,877
12 months or more, Gross unrealized losses	152	251
Total fair value	44,850	87,589
Total gross unrealized losses	468	1,110
Total mortgage-backed securities
Available-for-sale debt securities
Less than 12 months, Fair value	6,647	33,949
Less than 12 months, Gross unrealized losses	42	397
12 months or more, Fair Value	3,688	1,760
12 months or more, Gross unrealized losses	42	22
Total fair value	10,335	35,709
Total gross unrealized losses	84	419
Held-to-maturity securities
Less than 12 months, Fair value	0	3,294
Less than 12 months, Gross unrealized losses	0	42
12 months or more, Fair value	0	0
12 months or more, Gross unrealized losses	0	0
Total fair value	0	3,294
Total gross unrealized losses	0	42
U.S. government agencies
Available-for-sale debt securities
Less than 12 months, Fair value	2,428	13,002
Less than 12 months, Gross unrealized losses	6	95
12 months or more, Fair Value	458	697
12 months or more, Gross unrealized losses	9	11
Total fair value	2,886	13,699
Total gross unrealized losses	15	106
Held-to-maturity securities
Less than 12 months, Fair value	0	3,294
Less than 12 months, Gross unrealized losses	0	42
12 months or more, Fair value	0	0
12 months or more, Gross unrealized losses	0	0
Total fair value	0	3,294
Total gross unrealized losses	0	42
Residential: Prime and Alt-A | Residential mortgage-backed securities
Available-for-sale debt securities
Less than 12 months, Fair value	660	5,147
Less than 12 months, Gross unrealized losses	6	51
12 months or more, Fair Value	1,036	238
12 months or more, Gross unrealized losses	18	6
Total fair value	1,696	5,385
Total gross unrealized losses	24	57
Residential: Subprime | Residential mortgage-backed securities
Available-for-sale debt securities
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 debt securities
Less than 12 months, Fair value	354	2,021
Less than 12 months, Gross unrealized losses	1	12
12 months or more, Fair Value	886	167
12 months or more, Gross unrealized losses	9	1
Total fair value	1,240	2,188
Total gross unrealized losses	10	13
Commercial
Available-for-sale debt securities
Less than 12 months, Fair value	3,205	13,779
Less than 12 months, Gross unrealized losses	29	239
12 months or more, Fair Value	1,308	658
12 months or more, Gross unrealized losses	6	4
Total fair value	4,513	14,437
Total gross unrealized losses	35	243
Held-to-maturity securities
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
U.S. Treasury and government agencies
Available-for-sale debt securities
Less than 12 months, Fair value	17,595	10,998
Less than 12 months, Gross unrealized losses	218	166
12 months or more, Fair Value	0	0
12 months or more, Gross unrealized losses	0	0
Total fair value	17,595	10,998
Total gross unrealized losses	218	166
Obligations of U.S. states and municipalities
Available-for-sale debt securities
Less than 12 months, Fair value	685	1,676
Less than 12 months, Gross unrealized losses	9	18
12 months or more, Fair Value	49	205
12 months or more, Gross unrealized losses	1	5
Total fair value	734	1,881
Total gross unrealized losses	10	23
Held-to-maturity securities
Less than 12 months, Fair value	824	469
Less than 12 months, Gross unrealized losses	6	4
12 months or more, Fair value	0	0
12 months or more, Gross unrealized losses	0	0
Total fair value	824	469
Total gross unrealized losses	6	4
Certificates of deposit
Available-for-sale debt securities
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
Non-U.S. government debt securities
Available-for-sale debt securities
Less than 12 months, Fair value	2,559	3,267
Less than 12 months, Gross unrealized losses	6	26
12 months or more, Fair Value	430	367
12 months or more, Gross unrealized losses	11	15
Total fair value	2,989	3,634
Total gross unrealized losses	17	41
Corporate debt securities
Available-for-sale debt securities
Less than 12 months, Fair value	0	3,198
Less than 12 months, Gross unrealized losses	0	125
12 months or more, Fair Value	977	848
12 months or more, Gross unrealized losses	29	45
Total fair value	977	4,046
Total gross unrealized losses	29	170
Asset-backed securities: Collateralized loan obligations
Available-for-sale debt securities
Less than 12 months, Fair value	1,226	15,340
Less than 12 months, Gross unrealized losses	1	67
12 months or more, Fair Value	7,936	10,692
12 months or more, Gross unrealized losses	42	124
Total fair value	9,162	26,032
Total gross unrealized losses	43	191
Asset-backed securities: Other
Available-for-sale debt securities
Less than 12 months, Fair value	1,964	4,284
Less than 12 months, Gross unrealized losses	40	60
12 months or more, Fair Value	1,094	1,005
12 months or more, Gross unrealized losses	27	40
Total fair value	3,058	5,289
Total gross unrealized losses	67	100
Available-for-sale equity securities
Available-for-sale debt securities
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 Gains and

Securities - Realized Gains and Losses and OTTI Losses (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Securities gains and losses
Realized gains	$ 95	$ 65	$ 284	$ 250
Realized losses	(22)	(20)	(110)	(107)
OTTI losses	(9)	(12)	(38)	(14)
Net securities gains	64	33	136	129
Realized losses on securities previously reported as OTTI loss			14
Credit-related losses recognized in income
Securities gains and losses
OTTI losses	0	0	(1)	(1)
Securities the Firm intends to sell
Securities gains and losses
OTTI losses	$ (9)	$ (12)	$ (37)	$ (13)

Securities - Amortized Cost and

Securities - Amortized Cost and Estimated Fair Value by Contractual Maturity (Details) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2016	Dec. 31, 2015
Available-for-sale debt securities, Amortized cost
Due in one year or less, amortized cost	$ 9,218
Due after one year through five years, amortized cost	25,516
Due after five years through 10 years, amortized cost	63,339
Due after 10 years, amortized cost	114,210
Amortized cost	212,283	$ 235,391
Available-for-sale debt securities, Fair value
Due in one year or less, fair value	9,258
Due after one year through five years, fair value	26,031
Due after five years through 10 years, fair value	64,235
Due after 10 years, fair value	118,780
Fair value	$ 218,304	239,667
Available-for-sale debt securities, Average yield
Due in one year or less, average yield	2.92%
Due after one year through five years, average yield	1.55%
Due after five years through 10 years, average yield	1.85%
Due after 10 years, average yield	3.83%
Average yield	2.93%
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	2,065
Amortized cost	2,065
Available-for-sale equity securities, 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	2,086
Fair value	$ 2,086
Available-for-sale equity securities, 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	0.29%
Average yield	0.29%
Total available-for-sale securities, Amortized cost
Due in one year or less, amortized cost	$ 9,218
Due after one year through five years, amortized cost	25,516
Due after five years through 10 years, amortized cost	63,339
Due after 10 years, amortized cost	116,275
Amortized cost	214,348	237,458
Total available-for-sale securities, Fair value
Due in one year or less, fair value	9,258
Due after one year through five years, fair value	26,031
Due after five years through 10 years, fair value	64,235
Due after 10 years, fair value	120,866
Fair value	$ 220,390	241,754
Total available-for-sale securities, Average yield
Due in one year or less, average yield	2.92%
Due after one year through five years, average yield	1.55%
Due after five years through 10 years, average yield	1.85%
Due after 10 years, average yield	3.77%
Available-for-sale securities, maturities, average yield, total	2.90%
Total held-to-maturity securities, Amortized cost
Due in one year or less, amortized cost	$ 0
Due after one year through five years, amortized cost	29
Due after five years through 10 years, amortized cost	1,385
Due after 10 years, amortized cost	50,597
Amortized cost	52,011	49,073
Total held-to-maturity securities, Fair value
Due in one year or less, fair value	0
Due after one year through five years, fair value	30
Due after five years through 10 years, fair value	1,470
Due after 10 years, fair value	53,233
Held-to-maturity Securities, Fair Value	$ 54,733	50,587
Total held-to-maturity securities, Average yield
Due in one year or less, average yield	0.00%
Due after one year through five years, average yield	6.11%
Due after five years through 10 years, average yield	5.08%
Due after 10 years, average yield	3.92%
Held-to-maturity securities, maturities, average yield, total	3.95%
Supplemental information
US government agencies and US government sponsored enterprises residential MBS estimated duration	5 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	$ 1,577
Due after one year through five years, amortized cost	3,188
Due after five years through 10 years, amortized cost	8,327
Due after 10 years, amortized cost	68,899
Amortized cost	81,991	103,980
Available-for-sale debt securities, Fair value
Due in one year or less, fair value	1,586
Due after one year through five years, fair value	3,269
Due after five years through 10 years, fair value	8,576
Due after 10 years, fair value	70,821
Fair value	$ 84,252	105,582
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	2.27%
Due after five years through 10 years, average yield	2.93%
Due after 10 years, average yield	3.26%
Average yield	3.17%
Total held-to-maturity 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	37,522
Amortized cost	37,522	36,271
Total held-to-maturity securities, 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	39,245
Held-to-maturity Securities, Fair Value	$ 39,245	37,081
Total held-to-maturity securities, 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	3.31%
Held-to-maturity securities, maturities, average yield, total	3.31%
U.S. Treasury and government agencies
Available-for-sale debt securities, Amortized cost
Due in one year or less, amortized cost	$ 75
Due after one year through five years, amortized cost	4,731
Due after five years through 10 years, amortized cost	15,531
Due after 10 years, amortized cost	1,337
Amortized cost	21,674	11,202
Available-for-sale debt securities, Fair value
Due in one year or less, fair value	75
Due after one year through five years, fair value	4,714
Due after five years through 10 years, fair value	15,462
Due after 10 years, fair value	1,257
Fair value	$ 21,508	11,036
Available-for-sale debt securities, Average yield
Due in one year or less, average yield	0.43%
Due after one year through five years, average yield	0.70%
Due after five years through 10 years, average yield	1.22%
Due after 10 years, average yield	0.91%
Average yield	1.08%
Obligations of U.S. states and municipalities
Available-for-sale debt securities, Amortized cost
Due in one year or less, amortized cost	$ 123
Due after one year through five years, amortized cost	666
Due after five years through 10 years, amortized cost	1,045
Due after 10 years, amortized cost	26,851
Amortized cost	28,685	31,328
Available-for-sale debt securities, Fair value
Due in one year or less, fair value	125
Due after one year through five years, fair value	688
Due after five years through 10 years, fair value	1,124
Due after 10 years, fair value	29,466
Fair value	$ 31,403	33,550
Available-for-sale debt securities, Average yield
Due in one year or less, average yield	6.15%
Due after one year through five years, average yield	3.27%
Due after five years through 10 years, average yield	6.25%
Due after 10 years, average yield	6.66%
Average yield	6.56%
Total held-to-maturity securities, Amortized cost
Due in one year or less, amortized cost	$ 0
Due after one year through five years, amortized cost	29
Due after five years through 10 years, amortized cost	1,385
Due after 10 years, amortized cost	13,075
Amortized cost	14,489	12,802
Total held-to-maturity securities, Fair value
Due in one year or less, fair value	0
Due after one year through five years, fair value	30
Due after five years through 10 years, fair value	1,470
Due after 10 years, fair value	13,988
Held-to-maturity Securities, Fair Value	$ 15,488	13,506
Total held-to-maturity securities, Average yield
Due in one year or less, average yield	0.00%
Due after one year through five years, average yield	6.11%
Due after five years through 10 years, average yield	5.08%
Due after 10 years, average yield	5.68%
Held-to-maturity securities, maturities, average yield, total	5.62%
Certificates of deposit
Available-for-sale debt securities, Amortized cost
Due in one year or less, amortized cost	$ 108
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	0
Amortized cost	108	282
Available-for-sale debt securities, Fair value
Due in one year or less, fair value	108
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	0
Fair value	$ 108	283
Available-for-sale debt securities, Average yield
Due in one year or less, average yield	1.76%
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	0.00%
Average yield	1.76%
Non-U.S. government debt securities
Available-for-sale debt securities, Amortized cost
Due in one year or less, amortized cost	$ 5,777
Due after one year through five years, amortized cost	14,341
Due after five years through 10 years, amortized cost	13,917
Due after 10 years, amortized cost	2,085
Amortized cost	36,120	35,864
Available-for-sale debt securities, Fair value
Due in one year or less, fair value	5,792
Due after one year through five years, fair value	14,734
Due after five years through 10 years, fair value	14,548
Due after 10 years, fair value	2,179
Fair value	$ 37,253	36,676
Available-for-sale debt securities, Average yield
Due in one year or less, average yield	2.94%
Due after one year through five years, average yield	1.47%
Due after five years through 10 years, average yield	0.92%
Due after 10 years, average yield	0.48%
Average yield	1.44%
Corporate debt securities
Available-for-sale debt securities, Amortized cost
Due in one year or less, amortized cost	$ 1,551
Due after one year through five years, amortized cost	2,025
Due after five years through 10 years, amortized cost	1,630
Due after 10 years, amortized cost	130
Amortized cost	5,336	12,464
Available-for-sale debt securities, Fair value
Due in one year or less, fair value	1,565
Due after one year through five years, fair value	2,058
Due after five years through 10 years, fair value	1,630
Due after 10 years, fair value	130
Fair value	$ 5,383	$ 12,436
Available-for-sale debt securities, Average yield
Due in one year or less, average yield	3.53%
Due after one year through five years, average yield	2.67%
Due after five years through 10 years, average yield	2.99%
Due after 10 years, average yield	3.22%
Average yield	3.03%
Asset-backed securities
Available-for-sale debt securities, Amortized cost
Due in one year or less, amortized cost	$ 7
Due after one year through five years, amortized cost	565
Due after five years through 10 years, amortized cost	22,889
Due after 10 years, amortized cost	14,908
Amortized cost	38,369
Available-for-sale debt securities, Fair value
Due in one year or less, fair value	7
Due after one year through five years, fair value	568
Due after five years through 10 years, fair value	22,895
Due after 10 years, fair value	14,927
Fair value	$ 38,397
Available-for-sale debt securities, Average yield
Due in one year or less, average yield	2.47%
Due after one year through five years, average yield	0.79%
Due after five years through 10 years, average yield	2.17%
Due after 10 years, average yield	2.08%
Average yield	2.12%

Securities Financing Activiti91

Securities Financing Activities - Gross and Net Amounts of Securities Financing Agreements (Details) - USD ($)	Sep. 30, 2016	Dec. 31, 2015
Assets
Securities purchased under resale agreements, Gross amounts	$ 448,134,000,000	$ 368,148,000,000
Securities purchased under resale agreements, Amounts netted on the Consolidated balance sheets	(215,572,000,000)	(156,258,000,000)
Securities purchased under resale agreements, Amounts presented in the Consolidated balance sheets	232,562,000,000	211,890,000,000
Securities purchased under resale agreements, Amounts not nettable on the Consolidated balance sheets	(226,850,000,000)	(207,958,000,000)
Securities purchased under resale agreements, Net amounts	5,712,000,000	3,932,000,000
Securities borrowed, Gross amounts/Amounts presented in the Consolidated balance sheets	109,197,000,000	98,721,000,000
Securities borrowed, Amounts not nettable on the Consolidated balance sheets	(78,667,000,000)	(65,081,000,000)
Securities borrowed, Net amounts	30,530,000,000	33,640,000,000
Liabilities
Securities sold under repurchase agreements, gross amounts	367,383,000,000	290,044,000,000
Securities sold under repurchase agreements, Amounts netted on the Consolidated balance sheets	(215,572,000,000)	(156,258,000,000)
Securities sold under repurchase agreements, Amounts presented on the Consolidated balance sheets	151,811,000,000	133,786,000,000
Securities sold under repurchase agreements, Amounts not nettable on the Consolidated balance sheets	(132,431,000,000)	(119,332,000,000)
Securities sold under repurchase agreements, Net amounts	19,380,000,000	14,454,000,000
Securities loaned and other, Gross amounts	23,002,000,000	22,556,000,000
Securities loaned and other, Amounts not nettable on the Consolidated balance sheets	(22,926,000,000)	(22,245,000,000)
Securities loaned and other, Net amounts	76,000,000	311,000,000
Securities purchased under resale agreements where an appropriate legal opinion has not been either sought or obtained, Gross asset balance	3,900,000,000	2,300,000,000
Securities borrowed where an appropriate legal opinion has not been either sought or obtained	27,900,000,000	31,300,000,000
Securities sold under agreements to repurchase	17,500,000,000	12,600,000,000
Securities loaned and other	22,000,000	45,000,000
Securities-for-Securities
Liabilities
Securities lending transactions at fair value	7,400,000,000	4,400,000,000
Securities Financing Transaction, Fair Value
Assets
Securities purchased under resale agreements, Amounts presented in the Consolidated balance sheets	23,000,000,000	23,100,000,000
Liabilities
Securities sold under repurchase agreements, Amounts presented on the Consolidated balance sheets	1,400,000,000	3,500,000,000
Securities borrowed	0	395,000,000
Securities loaned accounted for at fair value		$ 0
Securities Financing Transaction, Fair Value | Securities loaned
Liabilities
Securities loaned accounted for at fair value	$ 0

Securities Financing Activiti92

Securities Financing Activities - Types of Financial Assets Pledged and Remaining Maturity (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	$ 367,383	$ 290,044
Securities loaned and other	23,002	22,556
Securities-for-Securities
Securities Financing Transaction [Line Items]
Lending transactions	7,400	4,400
Overnight and continuous
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	141,524	114,595
Securities loaned and other	11,460	8,320
Up to 30 days
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	132,267	100,082
Securities loaned and other	647	708
30 – 90 days
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	41,871	29,955
Securities loaned and other	1,588	793
Greater than 90 days
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	51,721	45,412
Securities loaned and other	9,307	12,735
Mortgage-backed securities
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	17,038	12,790
Securities loaned and other	0	0
U.S. Treasury and government agencies
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	202,515	154,377
Securities loaned and other	17	5
Obligations of U.S. states and municipalities
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	2,076	1,316
Securities loaned and other	0	0
Non-U.S. government debt
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	106,088	80,162
Securities loaned and other	5,813	4,426
Corporate debt securities
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	19,754	21,286
Securities loaned and other	86	78
Asset-backed securities
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	5,139	4,394
Securities loaned and other	0	0
Equity securities
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	14,773	15,719
Securities loaned and other	$ 17,086	$ 18,047

Securities Financing Activiti93

Securities Financing Activities - Transfers Not Qualifying for Sale Accounting (Details) - USD ($) $ in Billions	Sep. 30, 2016	Dec. 31, 2015
Securities Financing Transactions Disclosures [Abstract]
Transfers not qualifying for sale accounting	$ 5.8	$ 7.5

Loans - By Portfolio Segment (D

Loans - By Portfolio Segment (Details) $ in Millions	9 Months Ended
	Sep. 30, 2016USD ($)loan_segment	Dec. 31, 2015USD ($)	Sep. 30, 2015USD ($)
Accounts, Notes, Loans and Financing Receivable [Line Items]
Number of portfolio segments | loan_segment	3
Loan balances by portfolio segment:
Retained loans	$ 883,193	$ 832,792	$ 804,293
Held-for-sale	2,950	1,646
At fair value	1,911	2,861
Total	888,054	837,299
Consumer, excluding credit card
Loan balances by portfolio segment:
Retained loans	363,398	344,355	331,732
Held-for-sale	398	466
At fair value	0	0
Total	363,796	344,821
Credit card
Loan balances by portfolio segment:
Retained loans	133,346	131,387
Held-for-sale	89	76
At fair value	0	0
Total	133,435	131,463
Wholesale
Loan balances by portfolio segment:
Retained loans	386,449	357,050	$ 346,927
Held-for-sale	2,463	1,104
At fair value	1,911	2,861
Total	$ 390,823	$ 361,015

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, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Purchases	$ 1,241	$ 2,395	$ 4,023	$ 5,812
Sales	3,214	2,986	8,625	11,454
Retained loans reclassified to held-for-sale	953	99	1,652	1,806
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Purchases	959	1,196	3,048	3,918
Sales	577	1,130	2,242	4,073
Retained loans reclassified to held-for-sale	176	0	259	1,272
Excluded retained loans purchased from correspondents that were originated in accordance with the Firm's underwriting standards	6,700	14,400	23,800	39,800
Credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Purchases	0	0	0	0
Sales	0	0	0	0
Retained loans reclassified to held-for-sale	0	79	0	79
Wholesale
Accounts, Notes, Loans and Financing Receivable [Line Items]
Purchases	282	1,199	975	1,894
Sales	2,637	1,856	6,383	7,381
Retained loans reclassified to held-for-sale	$ 777	$ 20	$ 1,393	$ 455

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, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total net gains on sales of loans (including lower of cost or fair value adjustments)	$ 66	$ 108	$ 177	$ 293
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total net gains on sales of loans (including lower of cost or fair value adjustments)	51	62	168	239
Credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total net gains on sales of loans (including lower of cost or fair value adjustments)	(2)	13	(6)	22
Wholesale
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total net gains on sales of loans (including lower of cost or fair value adjustments)	$ 17	$ 33	$ 15	$ 32

Loans - Consumer, Excluding Cre

Loans - Consumer, Excluding Credit Card Loan Portfolio (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015	Sep. 30, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 883,193	$ 832,792	$ 804,293
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	363,398	344,355	$ 331,732
Consumer, excluding credit card | Home equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	40,740	45,559
Consumer, excluding credit card | Home equity | Residential real estate – PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	13,448	14,989
Consumer, excluding credit card | Total PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	189,558	166,239
Consumer, excluding credit card | Total PCI | Residential real estate – PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	37,045	40,998
Consumer, excluding credit card | Auto
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	64,512	60,255
Consumer, excluding credit card | Business banking
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	22,292	21,208
Consumer, excluding credit card | Student and other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	9,251	10,096
Consumer, excluding credit card | Fixed Rate Residential Mortgage | Prime mortgage | Residential real estate – PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	7,919	8,893
Consumer, excluding credit card | Fixed Rate Residential Mortgage | Subprime mortgage | Residential real estate – PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,021	3,263
Consumer, excluding credit card | Option ARMs | Residential real estate – PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 12,657	$ 13,853

Loans - Consumer, Excluding C98

Loans - Consumer, Excluding Credit Card Loan Portfolio, Residential Real Estate, Excluding PCI Loans (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015	Sep. 30, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 883,193	$ 832,792	$ 804,293
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	363,398	344,355	$ 331,732
Consumer, excluding credit card | Total residential real estate – excluding PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 230,298	$ 211,798
% of 30 days past due to total retained loans	1.14%	1.40%
Nonaccrual loans	$ 4,199	$ 4,694
Consumer, excluding credit card | Total residential real estate – excluding PCI | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	65,402	56,208
Consumer, excluding credit card | Total residential real estate – excluding PCI | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	32,627	30,609
Consumer, excluding credit card | Total residential real estate – excluding PCI | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	16,184	14,944
Consumer, excluding credit card | Total residential real estate – excluding PCI | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	12,797	11,660
Consumer, excluding credit card | Total residential real estate – excluding PCI | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	10,491	9,586
Consumer, excluding credit card | Total residential real estate – excluding PCI | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	8,689	8,157
Consumer, excluding credit card | Total residential real estate – excluding PCI | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	6,446	5,627
Consumer, excluding credit card | Total residential real estate – excluding PCI | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	5,462	5,298
Consumer, excluding credit card | Total residential real estate – excluding PCI | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,263	3,295
Consumer, excluding credit card | Total residential real estate – excluding PCI | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,826	2,899
Consumer, excluding credit card | Total residential real estate – excluding PCI | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	66,111	63,515
Consumer, excluding credit card | Total residential real estate – excluding PCI | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	9,552	10,688
90 days past due	4,796	6,056
Consumer, excluding credit card | Total residential real estate – excluding PCI | U.S. government-guaranteed | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	9,600	10,700
Consumer, excluding credit card | Total residential real estate – excluding PCI | No FICO/LTV available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	4,542	4,714
Consumer, excluding credit card | Total residential real estate – excluding PCI | Greater than 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	117	223
Consumer, excluding credit card | Total residential real estate – excluding PCI | Greater than 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	82	109
Consumer, excluding credit card | Total residential real estate – excluding PCI | 101% to 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	972	1,618
Consumer, excluding credit card | Total residential real estate – excluding PCI | 101% to 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	503	725
Consumer, excluding credit card | Total residential real estate – excluding PCI | 80% to 100% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	7,355	7,696
Consumer, excluding credit card | Total residential real estate – excluding PCI | 80% to 100% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,949	2,405
Consumer, excluding credit card | Total residential real estate – excluding PCI | Less than 80% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	193,665	171,889
Consumer, excluding credit card | Total residential real estate – excluding PCI | Less than 80% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	11,561	11,731
Consumer, excluding credit card | Total residential real estate – excluding PCI | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	220,891	200,762
Consumer, excluding credit card | Total residential real estate – excluding PCI | Current | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,800	2,600
Consumer, excluding credit card | Total residential real estate – excluding PCI | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	4,347	4,750
Consumer, excluding credit card | Total residential real estate – excluding PCI | 30–149 days past due | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,900	3,200
Consumer, excluding credit card | Total residential real estate – excluding PCI | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	5,060	6,286
Consumer, excluding credit card | Total residential real estate – excluding PCI | 150 or more days past due | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,900	4,900
Consumer, excluding credit card | Total residential real estate – excluding PCI | 30 plus days past due | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	6,800	8,100
Consumer, excluding credit card | Total residential real estate – excluding PCI | 90 or more days past due and still accruing | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Nonaccrual loans	2,700	3,400
Consumer, excluding credit card | Home equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 40,740	$ 45,559
% of 30 days past due to total retained loans	2.69%	2.77%
Nonaccrual loans	$ 1,904	$ 2,191
Consumer, excluding credit card | Home equity | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	7,992	8,945
Consumer, excluding credit card | Home equity | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	8,345	9,147
Consumer, excluding credit card | Home equity | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,067	3,420
Consumer, excluding credit card | Home equity | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,278	2,532
Consumer, excluding credit card | Home equity | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,196	2,409
Consumer, excluding credit card | Home equity | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,324	2,590
Consumer, excluding credit card | Home equity | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,287	1,451
Consumer, excluding credit card | Home equity | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,858	2,143
Consumer, excluding credit card | Home equity | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,194	1,350
Consumer, excluding credit card | Home equity | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,464	1,652
Consumer, excluding credit card | Home equity | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	8,735	9,920
Consumer, excluding credit card | Home equity | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	0	0
90 days past due	0	0
Consumer, excluding credit card | Home equity | No FICO/LTV available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,447	3,056
Consumer, excluding credit card | Home equity | Greater than 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	65	165
Consumer, excluding credit card | Home equity | Greater than 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	18	32
Consumer, excluding credit card | Home equity | 101% to 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	810	1,344
Consumer, excluding credit card | Home equity | 101% to 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	266	434
Consumer, excluding credit card | Home equity | 80% to 100% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,346	4,537
Consumer, excluding credit card | Home equity | 80% to 100% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,069	1,409
Consumer, excluding credit card | Home equity | Less than 80% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	28,185	29,648
Consumer, excluding credit card | Home equity | Less than 80% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	4,534	4,934
Consumer, excluding credit card | Home equity | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	39,644	44,299
Consumer, excluding credit card | Home equity | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	610	708
Consumer, excluding credit card | Home equity | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	486	552
Consumer, excluding credit card | Total PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 189,558	$ 166,239
% of 30 days past due to total retained loans	0.81%	1.03%
Nonaccrual loans	$ 2,295	$ 2,503
Consumer, excluding credit card | Total PCI | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	57,410	47,263
Consumer, excluding credit card | Total PCI | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	24,282	21,462
Consumer, excluding credit card | Total PCI | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	13,117	11,524
Consumer, excluding credit card | Total PCI | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	10,519	9,128
Consumer, excluding credit card | Total PCI | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	8,295	7,177
Consumer, excluding credit card | Total PCI | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	6,365	5,567
Consumer, excluding credit card | Total PCI | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	5,159	4,176
Consumer, excluding credit card | Total PCI | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,604	3,155
Consumer, excluding credit card | Total PCI | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,069	1,945
Consumer, excluding credit card | Total PCI | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,362	1,247
Consumer, excluding credit card | Total PCI | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	57,376	53,595
Consumer, excluding credit card | Total PCI | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	9,552	10,688
90 days past due	4,796	6,056
Consumer, excluding credit card | Total PCI | No FICO/LTV available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,095	1,658
Consumer, excluding credit card | Total PCI | Greater than 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	52	58
Consumer, excluding credit card | Total PCI | Greater than 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	64	77
Consumer, excluding credit card | Total PCI | 101% to 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	162	274
Consumer, excluding credit card | Total PCI | 101% to 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	237	291
Consumer, excluding credit card | Total PCI | 80% to 100% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	4,009	3,159
Consumer, excluding credit card | Total PCI | 80% to 100% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	880	996
Consumer, excluding credit card | Total PCI | Less than 80% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	165,480	142,241
Consumer, excluding credit card | Total PCI | Less than 80% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	7,027	6,797
Consumer, excluding credit card | Total PCI | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	181,247	156,463
Consumer, excluding credit card | Total PCI | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,737	4,042
Consumer, excluding credit card | Total PCI | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	4,574	5,734
Consumer, excluding credit card | Total PCI | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 0	$ 0

Loans - Consumer, Excluding C99

Loans - Consumer, Excluding Credit Card Loan Portfolio, Delinquency Statistics Junior Lien Home Equity Loans (Details) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2016	Dec. 31, 2015	Sep. 30, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 883,193	$ 832,792	$ 804,293
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	363,398	344,355	$ 331,732
Consumer, excluding credit card | Total
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 40,740	$ 45,559
Total 30 plus day delinquency rate	2.69%	2.77%
Consumer, excluding credit card | Total | Junior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 26,780	$ 30,711
Total 30 plus day delinquency rate	2.14%	2.25%
Consumer, excluding credit card | HELOANs | Junior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 1,999	$ 2,409
Total 30 plus day delinquency rate	2.70%	3.03%
Consumer, excluding credit card | HELOCs, Within the revolving period | HELOCs
Accounts, Notes, Loans and Financing Receivable [Line Items]
Open-ended revolving period	10 years
Consumer, excluding credit card | HELOCs, Within the revolving period | HELOCs | Junior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 11,646	$ 17,050
Total 30 plus day delinquency rate	1.18%	1.57%
Consumer, excluding credit card | HELOCs, Beyond the revolving period | HELOCs
Accounts, Notes, Loans and Financing Receivable [Line Items]
Amortization period	20 years
Consumer, excluding credit card | HELOCs, Beyond the revolving period | HELOCs | Junior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 13,135	$ 11,252
Total 30 plus day delinquency rate	2.90%	3.10%

Loans - Consumer, Excluding 100

Loans - Consumer, Excluding Credit Card Loan Portfolio, Impaired Loans (Details) - Consumer, excluding credit card $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016USD ($)	Sep. 30, 2015USD ($)	Sep. 30, 2016USD ($)payment	Sep. 30, 2015USD ($)	Dec. 31, 2015USD ($)
Impaired loans:
Loans modified subsequent to repurchase from Ginnie Mae	$ 3,600		$ 3,600		$ 3,800
TDRs less than 90 days past due	2,300		2,300		2,500
Total residential real estate – excluding PCI
Impaired loans:
With an allowance	6,152		6,152		6,536
Without an allowance	2,315		2,315		2,512
Total impaired loans	8,467		8,467		9,048
Allowance for loan losses related to impaired loans	211		211		246
Unpaid principal balance of impaired loans	12,310		12,310		13,042
Impaired loans on nonaccrual status	2,887		2,887		3,177
Average impaired credit card loans	8,581	$ 9,331	8,782	$ 10,367
Interest income on impaired credit card loans	107	114	325	366
Interest income on impaired loans on a cash basis	39	42	$ 119	132
Number of payments under modified terms to recognize interest on cash basis | payment			6
Home equity
Impaired loans:
With an allowance	1,287		$ 1,287		1,293
Without an allowance	966		966		1,065
Total impaired loans	2,253		2,253		2,358
Allowance for loan losses related to impaired loans	132		132		138
Unpaid principal balance of impaired loans	3,792		3,792		3,960
Impaired loans on nonaccrual status	1,088		1,088		1,220
Average impaired credit card loans	2,276	2,351	2,325	2,371
Interest income on impaired credit card loans	31	32	94	98
Interest income on impaired loans on a cash basis	20	20	$ 61	64
Home equity | Permanent Modification
Impaired loans:
Rate of default for modified loans, estimated weighted average			13.00%
Total PCI
Impaired loans:
With an allowance	4,865		$ 4,865		5,243
Without an allowance	1,349		1,349		1,447
Total impaired loans	6,214		6,214		6,690
Allowance for loan losses related to impaired loans	79		79		108
Unpaid principal balance of impaired loans	8,518		8,518		9,082
Impaired loans on nonaccrual status	1,799		1,799		$ 1,957
Average impaired credit card loans	6,305	6,980	6,457	7,996
Interest income on impaired credit card loans	76	82	231	268
Interest income on impaired loans on a cash basis	$ 19	$ 22	$ 58	$ 68
Total PCI | Permanent Modification
Impaired loans:
Rate of default for modified loans, estimated weighted average			17.00%

Loans - Consumer, Excluding 101

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, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Total residential real estate – excluding PCI
Financing Receivable, Impaired [Line Items]
New TDRs	$ 134	$ 201	$ 452	$ 503
Home equity
Financing Receivable, Impaired [Line Items]
New TDRs	62	139	258	286
Total PCI
Financing Receivable, Impaired [Line Items]
New TDRs	$ 72	$ 62	$ 194	$ 217

Loans - Consumer, Excluding 102

Loans - Consumer, Excluding Credit Card Loan Portfolio, Loan Modifications, Nature and Extent of Modifications (Details) - Consumer, excluding credit card - loan loan in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Financing Receivable, Impaired [Line Items]
Percentage, sum of items by type, may exceed			100.00%
Total residential real estate – excluding PCI | Trial Modification
Financing Receivable, Impaired [Line Items]
Number of loans modified	737	2,499	3,609	4,724
Total residential real estate – excluding PCI | Permanent Modification
Financing Receivable, Impaired [Line Items]
Number of loans modified	2,012	1,758	6,364	5,076
Total residential real estate – excluding PCI | Interest rate reduction
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	82.00%	72.00%	75.00%	73.00%
Total residential real estate – excluding PCI | Term or payment extension
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	81.00%	84.00%	86.00%	84.00%
Total residential real estate – excluding PCI | Principal and/or interest deferred
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	18.00%	24.00%	18.00%	26.00%
Total residential real estate – excluding PCI | Principal forgiveness
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	14.00%	15.00%	16.00%	16.00%
Total residential real estate – excluding PCI | Other
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	15.00%	6.00%	11.00%	5.00%
Home equity | Trial Modification
Financing Receivable, Impaired [Line Items]
Number of loans modified	351	1,835	2,088	2,732
Home equity | Permanent Modification
Financing Receivable, Impaired [Line Items]
Number of loans modified	1,163	953	3,804	2,679
Home equity | Interest rate reduction
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	83.00%	71.00%	74.00%	74.00%
Home equity | Term or payment extension
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	76.00%	88.00%	84.00%	86.00%
Home equity | Principal and/or interest deferred
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	21.00%	24.00%	12.00%	26.00%
Home equity | Principal forgiveness
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	6.00%	4.00%	9.00%	5.00%
Home equity | Other
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	6.00%	0.00%	1.00%	0.00%
Total PCI | Trial Modification
Financing Receivable, Impaired [Line Items]
Number of loans modified	386	664	1,521	1,992
Total PCI | Permanent Modification
Financing Receivable, Impaired [Line Items]
Number of loans modified	849	805	2,560	2,397
Total PCI | Interest rate reduction
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	81.00%	73.00%	75.00%	71.00%
Total PCI | Term or payment extension
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	86.00%	80.00%	89.00%	81.00%
Total PCI | Principal and/or interest deferred
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	15.00%	22.00%	18.00%	26.00%
Total PCI | Principal forgiveness
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	25.00%	29.00%	27.00%	29.00%
Total PCI | Other
Financing Receivable, Impaired [Line Items]
Concession granted - Interest rate reduction	27.00%	13.00%	14.00%	11.00%

Loans - Consumer, Excluding 103

Loans - Consumer, Excluding Credit Card Loan Portfolio, Financial Effects of Modifications and Redefaults (Details) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016USD ($)	Sep. 30, 2015USD ($)	Sep. 30, 2016USD ($)loan_payment	Sep. 30, 2015USD ($)	Dec. 31, 2015USD ($)
Financing Receivable, Impaired [Line Items]
Number of years before payment default under a modified loan			1 year
Carrying value	$ 883,193	$ 804,293	$ 883,193	$ 804,293	$ 832,792
Consumer, excluding credit card
Financing Receivable, Impaired [Line Items]
Carrying value	363,398	$ 331,732	363,398	$ 331,732	344,355
Consumer, excluding credit card | In Process of Active or Suspended Foreclosure
Financing Receivable, Impaired [Line Items]
Carrying value	1,000		$ 1,000		1,200
Consumer, excluding credit card | Total residential real estate – excluding PCI
Financing Receivable, Impaired [Line Items]
Number of payments past due for deemed payment | loan_payment			2
Carrying value	$ 230,298		$ 230,298		211,798
Consumer, excluding credit card | Total residential real estate – excluding PCI | Maximum
Financing Receivable, Impaired [Line Items]
Number of months before a payment redefault under modified loans			12 months
Consumer, excluding credit card | Total residential real estate – excluding PCI | Permanent Modification
Financing Receivable, Impaired [Line Items]
Weighted-average interest rate of loans with interest rate reductions – before TDR	5.47%	5.57%	5.43%	5.57%
Weighted-average interest rate of loans with interest rate reductions – after TDR	2.73%	2.65%	2.73%	2.65%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	22 years	22 years	22 years	22 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	38 years	36 years	38 years	36 years
Charge-offs recognized upon permanent modification	$ 1	$ 5	$ 4	$ 12
Principal deferred	13	20	44	65
Principal forgiven	13	19	42	54
Balance of loans that redefaulted within one year of permanent modification	42	$ 43	103	$ 116
Consumer, excluding credit card | Home equity
Financing Receivable, Impaired [Line Items]
Carrying value	$ 40,740		$ 40,740		45,559
Consumer, excluding credit card | Home equity | Permanent Modification
Financing Receivable, Impaired [Line Items]
Weighted-average interest rate of loans with interest rate reductions – before TDR	4.99%	5.20%	5.08%	5.24%
Weighted-average interest rate of loans with interest rate reductions – after TDR	2.28%	2.33%	2.40%	2.41%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	19 years	17 years	18 years	18 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	38 years	33 years	38 years	33 years
Charge-offs recognized upon permanent modification	$ 0	$ 1	$ 1	$ 3
Principal deferred	6	7	18	20
Principal forgiven	1	0	5	2
Balance of loans that redefaulted within one year of permanent modification	13	$ 5	$ 31	$ 14
Modifications, weighted-average remaining life			9 years
Consumer, excluding credit card | Total PCI
Financing Receivable, Impaired [Line Items]
Carrying value	$ 189,558		$ 189,558		166,239
Consumer, excluding credit card | Total PCI | Permanent Modification
Financing Receivable, Impaired [Line Items]
Weighted-average interest rate of loans with interest rate reductions – before TDR	5.76%	5.76%	5.66%	5.74%
Weighted-average interest rate of loans with interest rate reductions – after TDR	2.99%	2.81%	2.94%	2.76%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	24 years	25 years	25 years	25 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	38 years	37 years	38 years	37 years
Charge-offs recognized upon permanent modification	$ 1	$ 4	$ 3	$ 9
Principal deferred	7	13	26	45
Principal forgiven	12	19	37	52
Balance of loans that redefaulted within one year of permanent modification	29	$ 38	$ 72	$ 102
Modifications, weighted-average remaining life			11 years
Consumer, excluding credit card | Business banking
Financing Receivable, Impaired [Line Items]
Carrying value	$ 22,292		$ 22,292		$ 21,208
Consumer, excluding credit card | Business banking | Maximum
Financing Receivable, Impaired [Line Items]
Number of years before payment default under a modified loan			1 year

Loans - Consumer, Excluding 104

Loans - Consumer, Excluding Credit Card Loan Portfolio, Other Consumer Loans (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015	Sep. 30, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 883,193	$ 832,792	$ 804,293
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	363,398	344,355	$ 331,732
Total other consumer | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 96,055	$ 91,559
% of 30 days past due to total retained loans	1.23%	1.42%
90 or more days past due and still accruing	$ 259	$ 290
Nonaccrual loans	709	621
Total other consumer | Consumer, excluding credit card | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	28,839	26,782
Total other consumer | Consumer, excluding credit card | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	949	891
Total other consumer | Consumer, excluding credit card | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	334	210
Total other consumer | Consumer, excluding credit card | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	12,819	11,767
Total other consumer | Consumer, excluding credit card | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	8,564	8,457
Total other consumer | Consumer, excluding credit card | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	6,111	5,816
Total other consumer | Consumer, excluding credit card | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	10,342	9,918
Total other consumer | Consumer, excluding credit card | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	4,873	4,300
Total other consumer | Consumer, excluding credit card | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,892	2,864
Total other consumer | Consumer, excluding credit card | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,684	1,611
Total other consumer | Consumer, excluding credit card | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,678	3,474
Total other consumer | Consumer, excluding credit card | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,192	3,326
Total other consumer | Consumer, excluding credit card | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	4,137	4,262
Total other consumer | Consumer, excluding credit card | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	37,763	35,764
Total other consumer | Current | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	94,413	89,734
Total other consumer | 30–119 days past due | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,280	1,464
Total other consumer | 120 or more days past due | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	362	361
Auto | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 64,512	$ 60,255
% of 30 days past due to total retained loans	1.08%	1.35%
90 or more days past due and still accruing	$ 0	$ 0
Nonaccrual loans	212	116
Auto | Consumer, excluding credit card | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	12,276	11,277
Auto | Consumer, excluding credit card | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	188	76
Auto | Consumer, excluding credit card | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	98	0
Auto | Consumer, excluding credit card | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	7,837	7,186
Auto | Consumer, excluding credit card | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,970	3,874
Auto | Consumer, excluding credit card | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,921	3,678
Auto | Consumer, excluding credit card | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	6,866	6,457
Auto | Consumer, excluding credit card | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,343	2,843
Auto | Consumer, excluding credit card | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,026	1,998
Auto | Consumer, excluding credit card | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,207	1,135
Auto | Consumer, excluding credit card | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,215	2,033
Auto | Consumer, excluding credit card | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,514	1,550
Auto | Consumer, excluding credit card | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,269	2,340
Auto | Consumer, excluding credit card | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	29,344	27,161
Auto | Current | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	63,815	59,442
Auto | 30–119 days past due | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	688	804
Auto | 120 or more days past due | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	9	9
Business banking | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 22,292	$ 21,208
% of 30 days past due to total retained loans	1.52%	1.51%
90 or more days past due and still accruing	$ 0	$ 0
Nonaccrual loans	286	263
Business banking | Consumer, excluding credit card | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	16,563	15,505
Business banking | Consumer, excluding credit card | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	761	815
Business banking | Consumer, excluding credit card | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	236	210
Business banking | Consumer, excluding credit card | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	4,031	3,530
Business banking | Consumer, excluding credit card | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,392	3,359
Business banking | Consumer, excluding credit card | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,582	1,459
Business banking | Consumer, excluding credit card | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,715	2,622
Business banking | Consumer, excluding credit card | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,046	941
Business banking | Consumer, excluding credit card | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	540	500
Business banking | Consumer, excluding credit card | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	279	264
Business banking | Consumer, excluding credit card | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,251	1,205
Business banking | Consumer, excluding credit card | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,309	1,361
Business banking | Consumer, excluding credit card | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,359	1,363
Business banking | Consumer, excluding credit card | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	4,788	4,604
Business banking | Current | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	21,954	20,887
Business banking | 30–119 days past due | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	212	215
Business banking | 120 or more days past due | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	126	106
Student and other | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 9,251	$ 10,096
% of 30 days past due to total retained loans	1.58%	1.63%
90 or more days past due and still accruing	$ 259	$ 290
Nonaccrual loans	211	242
Student and other | Consumer, excluding credit card | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	951	1,051
Student and other | Consumer, excluding credit card | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,202	1,224
Student and other | Consumer, excluding credit card | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	608	679
Student and other | Consumer, excluding credit card | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	761	839
Student and other | Consumer, excluding credit card | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	484	516
Student and other | Consumer, excluding credit card | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	326	366
Student and other | Consumer, excluding credit card | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	198	212
Student and other | Consumer, excluding credit card | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	212	236
Student and other | Consumer, excluding credit card | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	369	415
Student and other | Consumer, excluding credit card | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	509	559
Student and other | Consumer, excluding credit card | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,631	3,999
Student and other | Current | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	8,644	9,405
Student and other | 30–119 days past due | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	380	445
Student and other | 120 or more days past due | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	227	246
Student and other | 30 days or more past due and still accruing | Consumer, excluding credit card | Student loans insured by U.S. government agencies under the FFELP
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	461	526
Student loan | Consumer, excluding credit card | Student loans insured by U.S. government agencies under the FFELP
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,500	3,800
Student loan | 30–119 days past due | Consumer, excluding credit card | Student loans insured by U.S. government agencies under the FFELP
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	250	299
Student loan | 120 or more days past due | Consumer, excluding credit card | Student loans insured by U.S. government agencies under the FFELP
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 211	$ 227

Loans - Consumer, Excluding 105

Loans - Consumer, Excluding Credit Card Loan Portfolio, Other Consumer Impaired Loans and Loan Modifications (Details) - Consumer, excluding credit card - Other consumer - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015
Financing Receivable, Impaired [Line Items]
With an allowance	$ 648		$ 648		$ 527
Without an allowance	30		30		31
Total impaired loans	678		678		558
Allowance for loan losses related to impaired loans	141		141		118
Unpaid principal balance of impaired loans	790		790		668
Impaired loans on nonaccrual status	551		551		449
Average impaired credit card loans	683	$ 543	626	$ 565
Loans modified in TDRs	386		386		384
TDRs on nonaccrual status	$ 259		$ 259		$ 275

Loans - Consumer, Excluding 106

Loans - Consumer, Excluding Credit Card Loan Portfolio, PCI Loans (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015	Sep. 30, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	$ 883,193	$ 832,792	$ 804,293
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	363,398	344,355	$ 331,732
Consumer, excluding credit card | Total PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	189,558	166,239
Unpaid principal balance of impaired loans	8,518	9,082
Consumer, excluding credit card | Total PCI | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	57,410	47,263
Consumer, excluding credit card | Total PCI | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	24,282	21,462
Consumer, excluding credit card | Total PCI | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	13,117	11,524
Consumer, excluding credit card | Total PCI | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	10,519	9,128
Consumer, excluding credit card | Total PCI | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	8,295	7,177
Consumer, excluding credit card | Total PCI | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	6,365	5,567
Consumer, excluding credit card | Total PCI | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	5,159	4,176
Consumer, excluding credit card | Total PCI | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	3,604	3,155
Consumer, excluding credit card | Total PCI | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	2,069	1,945
Consumer, excluding credit card | Total PCI | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	1,362	1,247
Consumer, excluding credit card | Total PCI | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	57,376	53,595
Consumer, excluding credit card | Total PCI | No FICO or LTV Score Available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	2,095	1,658
Consumer, excluding credit card | Total PCI | Greater than 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	52	58
Consumer, excluding credit card | Total PCI | Greater than 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	64	77
Consumer, excluding credit card | Total PCI | 101% to 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	162	274
Consumer, excluding credit card | Total PCI | 101% to 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	237	291
Consumer, excluding credit card | Total PCI | 80% to 100% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	4,009	3,159
Consumer, excluding credit card | Total PCI | 80% to 100% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	880	996
Consumer, excluding credit card | Total PCI | Less than 80% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	165,480	142,241
Consumer, excluding credit card | Total PCI | Less than 80% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	7,027	6,797
Consumer, excluding credit card | Total PCI | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	181,247	156,463
Consumer, excluding credit card | Total PCI | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	3,737	4,042
Consumer, excluding credit card | Total PCI | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	4,574	5,734
Consumer, excluding credit card | Home equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	40,740	45,559
Unpaid principal balance of impaired loans	3,792	3,960
Consumer, excluding credit card | Home equity | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	7,992	8,945
Consumer, excluding credit card | Home equity | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	8,345	9,147
Consumer, excluding credit card | Home equity | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	3,067	3,420
Consumer, excluding credit card | Home equity | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	2,278	2,532
Consumer, excluding credit card | Home equity | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	2,196	2,409
Consumer, excluding credit card | Home equity | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	2,324	2,590
Consumer, excluding credit card | Home equity | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	1,287	1,451
Consumer, excluding credit card | Home equity | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	1,858	2,143
Consumer, excluding credit card | Home equity | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	1,194	1,350
Consumer, excluding credit card | Home equity | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	1,464	1,652
Consumer, excluding credit card | Home equity | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	8,735	9,920
Consumer, excluding credit card | Home equity | No FICO or LTV Score Available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	2,447	3,056
Consumer, excluding credit card | Home equity | Greater than 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	65	165
Consumer, excluding credit card | Home equity | Greater than 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	18	32
Consumer, excluding credit card | Home equity | 101% to 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	810	1,344
Consumer, excluding credit card | Home equity | 101% to 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	266	434
Consumer, excluding credit card | Home equity | 80% to 100% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	3,346	4,537
Consumer, excluding credit card | Home equity | 80% to 100% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	1,069	1,409
Consumer, excluding credit card | Home equity | Less than 80% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	28,185	29,648
Consumer, excluding credit card | Home equity | Less than 80% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	4,534	4,934
Consumer, excluding credit card | Home equity | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	39,644	44,299
Consumer, excluding credit card | Home equity | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	610	708
Consumer, excluding credit card | Home equity | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	486	552
Consumer, excluding credit card | Residential real estate – PCI | Total PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	37,045	40,998
Related allowance for loan losses	2,618	2,742
Unpaid principal balance of impaired loans	$ 38,426	$ 42,665
% of 30 days past due to total loans	10.01%	11.21%
Consumer, excluding credit card | Residential real estate – PCI | Total PCI | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	$ 21,140	$ 23,490
Consumer, excluding credit card | Residential real estate – PCI | Total PCI | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	2,365	2,581
Consumer, excluding credit card | Residential real estate – PCI | Total PCI | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	1,032	1,150
Consumer, excluding credit card | Residential real estate – PCI | Total PCI | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	561	636
Consumer, excluding credit card | Residential real estate – PCI | Total PCI | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	3,271	3,621
Consumer, excluding credit card | Residential real estate – PCI | Total PCI | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	1,052	1,157
Consumer, excluding credit card | Residential real estate – PCI | Total PCI | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	1,255	1,433
Consumer, excluding credit card | Residential real estate – PCI | Total PCI | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	642	703
Consumer, excluding credit card | Residential real estate – PCI | Total PCI | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	401	448
Consumer, excluding credit card | Residential real estate – PCI | Total PCI | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	167	185
Consumer, excluding credit card | Residential real estate – PCI | Total PCI | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	6,540	7,261
Consumer, excluding credit card | Residential real estate – PCI | Total PCI | No FICO or LTV Score Available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	1,962	2,325
Consumer, excluding credit card | Residential real estate – PCI | Total PCI | Greater than 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	112	192
Consumer, excluding credit card | Residential real estate – PCI | Total PCI | Greater than 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	125	199
Consumer, excluding credit card | Residential real estate – PCI | Total PCI | 101% to 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	857	1,305
Consumer, excluding credit card | Residential real estate – PCI | Total PCI | 101% to 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	715	1,055
Consumer, excluding credit card | Residential real estate – PCI | Total PCI | 80% to 100% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	3,540	4,833
Consumer, excluding credit card | Residential real estate – PCI | Total PCI | 80% to 100% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	2,590	3,443
Consumer, excluding credit card | Residential real estate – PCI | Total PCI | Less than 80% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	18,522	18,903
Consumer, excluding credit card | Residential real estate – PCI | Total PCI | Less than 80% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	10,003	10,410
Consumer, excluding credit card | Residential real estate – PCI | Total PCI | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	34,580	37,883
Consumer, excluding credit card | Residential real estate – PCI | Total PCI | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	1,589	1,896
Consumer, excluding credit card | Residential real estate – PCI | Total PCI | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	2,257	2,886
Consumer, excluding credit card | Residential real estate – PCI | Home equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	13,448	14,989
Related allowance for loan losses	1,708	1,708
Unpaid principal balance of impaired loans	$ 13,759	$ 15,342
% of 30 days past due to total loans	5.73%	6.22%
Consumer, excluding credit card | Residential real estate – PCI | Home equity | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	$ 8,246	$ 9,205
Consumer, excluding credit card | Residential real estate – PCI | Home equity | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	724	788
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	327	358
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	193	224
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	1,348	1,479
Consumer, excluding credit card | Residential real estate – PCI | Home equity | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	289	310
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	708	819
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	253	281
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	39	44
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	15	17
Consumer, excluding credit card | Residential real estate – PCI | Home equity | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	1,617	1,817
Consumer, excluding credit card | Residential real estate – PCI | Home equity | No FICO or LTV Score Available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	757	889
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Greater than 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	89	153
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Greater than 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	50	80
Consumer, excluding credit card | Residential real estate – PCI | Home equity | 101% to 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	649	942
Consumer, excluding credit card | Residential real estate – PCI | Home equity | 101% to 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	305	444
Consumer, excluding credit card | Residential real estate – PCI | Home equity | 80% to 100% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	2,119	2,709
Consumer, excluding credit card | Residential real estate – PCI | Home equity | 80% to 100% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	914	1,136
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Less than 80% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	6,678	6,724
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Less than 80% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	2,198	2,265
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	12,970	14,387
Consumer, excluding credit card | Residential real estate – PCI | Home equity | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	279	322
Consumer, excluding credit card | Residential real estate – PCI | Home equity | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	510	633
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Prime mortgage
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	7,919	8,893
Related allowance for loan losses	861	985
Unpaid principal balance of impaired loans	$ 7,944	$ 8,919
% of 30 days past due to total loans	10.62%	11.49%
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Prime mortgage | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	$ 4,589	$ 5,172
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Prime mortgage | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	528	580
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Prime mortgage | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	235	263
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Prime mortgage | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	83	94
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Prime mortgage | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	519	586
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Prime mortgage | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	217	238
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Prime mortgage | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	173	194
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Prime mortgage | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	131	143
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Prime mortgage | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	126	141
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Prime mortgage | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	41	45
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Prime mortgage | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	1,302	1,463
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Prime mortgage | No FICO or LTV Score Available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	411	498
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Prime mortgage | Greater than 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	6	10
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Prime mortgage | Greater than 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	19	28
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Prime mortgage | 101% to 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	64	120
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Prime mortgage | 101% to 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	94	152
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Prime mortgage | 80% to 100% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	520	816
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Prime mortgage | 80% to 100% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	436	614
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Prime mortgage | Less than 80% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	4,082	4,243
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Prime mortgage | Less than 80% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	2,312	2,438
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Prime mortgage | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	7,100	7,894
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Prime mortgage | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	350	424
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Prime mortgage | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	494	601
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Subprime mortgage
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	3,021	3,263
Related allowance for loan losses	0	0
Unpaid principal balance of impaired loans	$ 3,714	$ 4,051
% of 30 days past due to total loans	17.47%	20.22%
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Subprime mortgage | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	$ 927	$ 1,005
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Subprime mortgage | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	373	400
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Subprime mortgage | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	181	196
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Subprime mortgage | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	219	243
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Subprime mortgage | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	341	373
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Subprime mortgage | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	127	139
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Subprime mortgage | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	71	81
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Subprime mortgage | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	70	76
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Subprime mortgage | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	103	113
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Subprime mortgage | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	58	62
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Subprime mortgage | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	1,244	1,363
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Subprime mortgage | No FICO or LTV Score Available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	183	210
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Subprime mortgage | Greater than 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	6	10
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Subprime mortgage | Greater than 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	33	55
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Subprime mortgage | 101% to 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	46	77
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Subprime mortgage | 101% to 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	152	220
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Subprime mortgage | 80% to 100% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	248	331
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Subprime mortgage | 80% to 100% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	496	643
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Subprime mortgage | Less than 80% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	915	863
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Subprime mortgage | Less than 80% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	1,635	1,642
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Subprime mortgage | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	3,065	3,232
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Subprime mortgage | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	389	439
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Subprime mortgage | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	260	380
Consumer, excluding credit card | Residential real estate – PCI | Option ARMs
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	12,657	13,853
Related allowance for loan losses	49	49
Unpaid principal balance of impaired loans	$ 13,009	$ 14,353
% of 30 days past due to total loans	12.02%	13.82%
Consumer, excluding credit card | Residential real estate – PCI | Option ARMs | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	$ 7,378	$ 8,108
Consumer, excluding credit card | Residential real estate – PCI | Option ARMs | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	740	813
Consumer, excluding credit card | Residential real estate – PCI | Option ARMs | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	289	333
Consumer, excluding credit card | Residential real estate – PCI | Option ARMs | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	66	75
Consumer, excluding credit card | Residential real estate – PCI | Option ARMs | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	1,063	1,183
Consumer, excluding credit card | Residential real estate – PCI | Option ARMs | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	419	470
Consumer, excluding credit card | Residential real estate – PCI | Option ARMs | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	303	339
Consumer, excluding credit card | Residential real estate – PCI | Option ARMs | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	188	203
Consumer, excluding credit card | Residential real estate – PCI | Option ARMs | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	133	150
Consumer, excluding credit card | Residential real estate – PCI | Option ARMs | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	53	61
Consumer, excluding credit card | Residential real estate – PCI | Option ARMs | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	2,377	2,618
Consumer, excluding credit card | Residential real estate – PCI | Option ARMs | No FICO or LTV Score Available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	611	728
Consumer, excluding credit card | Residential real estate – PCI | Option ARMs | Greater than 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	11	19
Consumer, excluding credit card | Residential real estate – PCI | Option ARMs | Greater than 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	23	36
Consumer, excluding credit card | Residential real estate – PCI | Option ARMs | 101% to 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	98	166
Consumer, excluding credit card | Residential real estate – PCI | Option ARMs | 101% to 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	164	239
Consumer, excluding credit card | Residential real estate – PCI | Option ARMs | 80% to 100% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	653	977
Consumer, excluding credit card | Residential real estate – PCI | Option ARMs | 80% to 100% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	744	1,050
Consumer, excluding credit card | Residential real estate – PCI | Option ARMs | Less than 80% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	6,847	7,073
Consumer, excluding credit card | Residential real estate – PCI | Option ARMs | Less than 80% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	3,858	4,065
Consumer, excluding credit card | Residential real estate – PCI | Option ARMs | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	11,445	12,370
Consumer, excluding credit card | Residential real estate – PCI | Option ARMs | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	571	711
Consumer, excluding credit card | Residential real estate – PCI | Option ARMs | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	$ 993	$ 1,272

Loans - Consumer, Excluding 107

Loans - Consumer, Excluding Credit Card Loan Portfolio, PCI Delinquency Statistics (Details) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2016	Dec. 31, 2015	Sep. 30, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 883,193	$ 832,792	$ 804,293
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	363,398	344,355	$ 331,732
Consumer, excluding credit card | Total
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 40,740	$ 45,559
Total 30 day delinquency rate	2.69%	2.77%
Consumer, excluding credit card | Total | Junior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 26,780	$ 30,711
Total 30 day delinquency rate	2.14%	2.25%
Consumer, excluding credit card | HELOANs | Junior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 1,999	$ 2,409
Total 30 day delinquency rate	2.70%	3.03%
Consumer, excluding credit card | Residential real estate – PCI | Total
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 13,448	$ 14,989
Consumer, excluding credit card | Residential real estate – PCI | Total | Senior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Percentage of senior liens to total financing receivables	24.00%
Consumer, excluding credit card | Residential real estate – PCI | Total | Junior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 10,513	$ 11,834
Total 30 day delinquency rate	3.98%	4.35%
Consumer, excluding credit card | Residential real estate – PCI | HELOCs | Junior lien | Within the revolving period
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 2,754	$ 5,000
Total 30 day delinquency rate	3.81%	4.10%
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]
Loans	$ 7,265	$ 6,252
Total 30 day delinquency rate	3.98%	4.46%
Consumer, excluding credit card | Residential real estate – PCI | HELOANs | Junior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 494	$ 582
Total 30 day delinquency rate	4.86%	5.33%

Loans - Consumer, Excluding 108

Loans - Consumer, Excluding Credit Card Loan Portfolio, PCI Accretable Yield Activity (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Loans	$ 883,193	$ 804,293	$ 883,193	$ 804,293	$ 832,792
Consumer, excluding credit card
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Loans	363,398	331,732	363,398	331,732	344,355
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]
Loans	1,000		1,000		1,200
Consumer, excluding credit card | Total PCI
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Loans	189,558		189,558		166,239
Consumer, excluding credit card | Residential real estate – PCI | Total PCI
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Beginning balance	12,301	13,741	13,491	14,592
Accretion into interest income	(382)	(424)	(1,184)	(1,290)
Changes in interest rates on variable-rate loans	42	3	143	21
Other changes in expected cash flows	291	511	(198)	508
Reclassification from nonaccretable difference	0	90	0	90
Ending balance	$ 12,252	$ 13,921	$ 12,252	$ 13,921
Accretable yield percentage	4.33%	4.22%	4.35%	4.18%
Loans	$ 37,045		$ 37,045		40,998
Consumer, excluding credit card | Residential real estate – PCI | Total PCI | In Process of Active or Suspended Foreclosure
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Loans	$ 1,900		$ 1,900		$ 2,300

Loans - Credit Card Loan Portfo

Loans - Credit Card Loan Portfolio (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015	Sep. 30, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 883,193	$ 832,792	$ 804,293
Credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 133,346	$ 131,387
% of 30 days past due to total retained loans	1.53%	1.43%
% of 90 days past due to total retained loans	0.75%	0.72%
Percentage of portfolio based on carrying value with estimated refreshed FICO scores, Equal to or greater than 660	84.50%	84.40%
Percentage of portfolio based on carrying value with estimated refreshed FICO scores, Less than 660	14.10%	13.10%
Percentage of portfolio based on carrying value with estimated refreshed FICO scores, No FICO available	1.40%	2.50%
Credit card | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 19,218	$ 18,802
Credit card | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	12,376	11,847
Credit card | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	11,606	11,360
Credit card | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	8,005	7,806
Credit card | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	7,752	7,655
Credit card | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	5,934	5,879
Credit card | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	4,627	4,700
Credit card | Pennsylvania
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	4,496	4,533
Credit card | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,548	3,562
Credit card | Colorado
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,521	3,399
Credit card | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	52,263	51,844
Credit card | Current and less than 30 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	131,311	129,502
Credit card | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,041	941
Credit card | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 994	$ 944

Loans - Credit Card Portfolio -

Loans - Credit Card Portfolio - Impaired Loans (Details) - Credit card - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015
Financing Receivable, Impaired [Line Items]
Impaired credit card loans with an allowance	$ 1,264		$ 1,264		$ 1,465
Allowance for loan losses related to impaired credit card loans	363		363		460
Average impaired credit card loans	1,283	$ 1,620	1,349	$ 1,775
Interest income on impaired credit card loans	15	$ 20	48	$ 64
Credit card loans with modified payment terms
Financing Receivable, Impaired [Line Items]
Impaired credit card loans with an allowance	1,117		1,117		1,286
Modified credit card loans that have reverted to pre-modification payment terms
Financing Receivable, Impaired [Line Items]
Impaired credit card loans with an allowance	147		147		179
Noncompliance with Modified Terms
Financing Receivable, Impaired [Line Items]
Impaired credit card loans with an allowance	95		95		113
Completion of Short Term Modification
Financing Receivable, Impaired [Line Items]
Impaired credit card loans with an allowance	$ 52		$ 52		$ 66

Loans - Credit Card Portfoli111

Loans - Credit Card Portfolio - Loan Modifications (Details) $ in Millions	3 Months Ended		9 Months Ended		12 Months Ended
	Sep. 30, 2016USD ($)	Sep. 30, 2015USD ($)	Sep. 30, 2016USD ($)payment	Sep. 30, 2015USD ($)	Dec. 31, 2015
Financing Receivable, Impaired [Line Items]
Number of years before payment default under a modified loan			1 year
Credit card
Financing Receivable, Impaired [Line Items]
Fixed payment plan period			60 months
New TDRs	$ 162	$ 154	$ 462	$ 483
Weighted-average interest rate of loans – before TDR	15.60%	15.09%	15.56%	15.13%
Weighted-average interest rate of loans – after TDR	4.66%	4.35%	4.76%	4.30%
Loans that redefaulted within one year of modification	$ 20	$ 23	$ 57	$ 65
Number of payments past due for deemed payment | payment			2
Rate of default for modified loans, estimated weighted average			28.73%		25.61%

Loans - Wholesale Loan Portfoli

Loans - Wholesale Loan Portfolio - By Class of Receivable (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015	Sep. 30, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 883,193	$ 832,792	$ 804,293
Wholesale
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 386,449	$ 357,050	$ 346,927
% of total criticized exposure to total retained loans	2.55%	2.06%
% of criticized nonaccrual to total retained loans	0.56%	0.28%
Wholesale | Current and less than 30 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 382,887	$ 354,451
Wholesale | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,212	1,544
Wholesale | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	199	67
Wholesale | Total non-U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	101,258	94,051
Wholesale | Total U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	285,191	262,999
Wholesale | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	290,785	267,736
Wholesale | Total noninvestment- grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	95,664	89,314
Wholesale | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	85,817	81,953
Wholesale | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	7,696	6,373
Wholesale | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,151	988
Wholesale | Commercial and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 123,608	$ 112,932
% of total criticized exposure to total retained loans	6.57%	4.56%
% of criticized nonaccrual to total retained loans	1.32%	0.54%
Wholesale | Commercial and industrial | Current and less than 30 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 121,674	$ 112,058
Wholesale | Commercial and industrial | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	178	259
Wholesale | Commercial and industrial | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	119	7
Wholesale | Commercial and industrial | Total non-U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	33,799	30,063
Wholesale | Commercial and industrial | Total U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	89,809	82,869
Wholesale | Commercial and industrial | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	67,142	62,150
Wholesale | Commercial and industrial | Total noninvestment- grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	56,466	50,782
Wholesale | Commercial and industrial | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	48,343	45,632
Wholesale | Commercial and industrial | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	6,486	4,542
Wholesale | Commercial and industrial | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,637	608
Wholesale | Real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 104,239	$ 92,820
% of total criticized exposure to total retained loans	1.03%	1.60%
% of criticized nonaccrual to total retained loans	0.20%	0.25%
Wholesale | Real estate | Current and less than 30 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 104,009	$ 92,381
Wholesale | Real estate | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	24	193
Wholesale | Real estate | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	0	15
Wholesale | Real estate | Total non-U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,970	3,003
Wholesale | Real estate | Total U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	100,269	89,817
Wholesale | Real estate | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	86,511	74,330
Wholesale | Real estate | Total noninvestment- grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	17,728	18,490
Wholesale | Real estate | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	16,655	17,008
Wholesale | Real estate | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	867	1,251
Wholesale | Real estate | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	206	231
Wholesale | Financial institutions
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 33,134	$ 29,783
% of total criticized exposure to total retained loans	0.58%	1.11%
% of criticized nonaccrual to total retained loans	0.05%	0.03%
Wholesale | Financial institutions | Current and less than 30 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 33,039	$ 29,713
Wholesale | Financial institutions | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	59	49
Wholesale | Financial institutions | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	18	11
Wholesale | Financial institutions | Total non-U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	16,937	17,166
Wholesale | Financial institutions | Total U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	16,197	12,617
Wholesale | Financial institutions | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	24,954	21,786
Wholesale | Financial institutions | Total noninvestment- grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	8,180	7,997
Wholesale | Financial institutions | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	7,987	7,667
Wholesale | Financial institutions | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	175	320
Wholesale | Financial institutions | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	18	10
Wholesale | Government agencies
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 15,413	$ 11,626
% of total criticized exposure to total retained loans	0.04%	0.06%
% of criticized nonaccrual 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]
Retained loans	$ 15,410	$ 11,565
Wholesale | Government agencies | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	0	55
Wholesale | Government agencies | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3	6
Wholesale | Government agencies | Total non-U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,948	1,788
Wholesale | Government agencies | Total U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	11,465	9,838
Wholesale | Government agencies | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	14,960	11,363
Wholesale | Government agencies | Total noninvestment- grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	453	263
Wholesale | Government agencies | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	447	256
Wholesale | Government agencies | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	6	7
Wholesale | Government agencies | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	0	0
Wholesale | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 110,055	$ 109,889
% of total criticized exposure to total retained loans	0.41%	0.36%
% of criticized nonaccrual to total retained loans	0.26%	0.13%
Wholesale | Other | Current and less than 30 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 108,755	$ 108,734
Wholesale | Other | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	951	988
Wholesale | Other | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	59	28
Wholesale | Other | Total non-U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	42,604	42,031
Wholesale | Other | Total U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	67,451	67,858
Wholesale | Other | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	97,218	98,107
Wholesale | Other | Total noninvestment- grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	12,837	11,782
Wholesale | Other | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	12,385	11,390
Wholesale | Other | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	162	253
Wholesale | Other | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 290	$ 139

Loans - Wholesale Loan Portf113

Loans - Wholesale Loan Portfolio - Real Estate Class of Loans (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015	Sep. 30, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 883,193	$ 832,792	$ 804,293
Wholesale
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 386,449	$ 357,050	$ 346,927
% of total criticized exposure to total retained loans	2.55%	2.06%
% of criticized nonaccrual loans to total real estate retained loans	0.56%	0.28%
Wholesale | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 2,151	$ 988
Wholesale | Real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 104,239	$ 92,820
% of total criticized exposure to total retained loans	1.03%	1.60%
% of criticized nonaccrual loans to total real estate retained loans	0.20%	0.25%
Wholesale | Real estate | Multifamily
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 65,006	$ 60,290
% of total criticized exposure to total retained loans	0.80%	0.86%
% of criticized nonaccrual loans to total real estate retained loans	0.16%	0.14%
Wholesale | Real estate | Commercial lessors
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 24,415	$ 20,062
% of total criticized exposure to total retained loans	1.81%	4.21%
% of criticized nonaccrual loans to total real estate retained loans	0.41%	0.50%
Wholesale | Real estate | Commercial construction and development
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 5,871	$ 4,920
% of total criticized exposure to total retained loans	1.58%	0.87%
% of criticized nonaccrual loans to total real estate retained loans	0.02%	0.02%
Wholesale | Real estate | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 8,947	$ 7,548
% of total criticized exposure to total retained loans	0.21%	0.99%
% of criticized nonaccrual loans to total real estate retained loans	0.02%	0.60%
Wholesale | Real estate | Criticized exposure
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 1,073	$ 1,482
Wholesale | Real estate | Criticized exposure | Multifamily
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	519	520
Wholesale | Real estate | Criticized exposure | Commercial lessors
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	442	844
Wholesale | Real estate | Criticized exposure | Commercial construction and development
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	93	43
Wholesale | Real estate | Criticized exposure | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	19	75
Wholesale | Real estate | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	206	231
Wholesale | Real estate | Criticized nonaccrual | Multifamily
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	104	85
Wholesale | Real estate | Criticized nonaccrual | Commercial lessors
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	99	100
Wholesale | Real estate | Criticized nonaccrual | Commercial construction and development
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1	1
Wholesale | Real estate | Criticized nonaccrual | Other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 2	$ 45

Loans - Wholesale Loan Portf114

Loans - Wholesale Loan Portfolio - Impaired Loans (Details) - Wholesale - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015
Impaired loans:
With an allowance	$ 1,577		$ 1,577		$ 726
Without an allowance	656		656		298
Total impaired loans	2,233		2,233		1,024
Allowance for loan losses related to impaired loans	490		490		274
Unpaid principal balance of impaired loans	2,607		2,607		1,209
Average impaired credit card loans	1,928	$ 954	1,874	$ 774
Troubled debt restructuring	600		600		208
Commercial and industrial
Impaired loans:
With an allowance	1,249		1,249		522
Without an allowance	459		459		98
Total impaired loans	1,708		1,708		620
Allowance for loan losses related to impaired loans	400		400		220
Unpaid principal balance of impaired loans	1,965		1,965		669
Average impaired credit card loans	1,489	559	1,437	388
Real estate
Impaired loans:
With an allowance	135		135		148
Without an allowance	82		82		106
Total impaired loans	217		217		254
Allowance for loan losses related to impaired loans	17		17		27
Unpaid principal balance of impaired loans	314		314		363
Average impaired credit card loans	210	261	227	257
Financial institutions
Impaired loans:
With an allowance	17		17		10
Without an allowance	0		0		0
Total impaired loans	17		17		10
Allowance for loan losses related to impaired loans	3		3		3
Unpaid principal balance of impaired loans	19		19		13
Average impaired credit card loans	16	12	13	14
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 credit card loans	0	0	0	1
Other
Impaired loans:
With an allowance	176		176		46
Without an allowance	115		115		94
Total impaired loans	291		291		140
Allowance for loan losses related to impaired loans	70		70		24
Unpaid principal balance of impaired loans	309		309		$ 164
Average impaired credit card loans	$ 213	$ 122	$ 197	$ 114

Allowance for Credit Losses (De

Allowance for Credit Losses (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Dec. 31, 2015	Sep. 30, 2015
Allowance for loan losses
Gross charge-offs/Write-offs of PCI loans			$ 124	$ 162
Provision for credit losses/lending-related commitments	$ 1,271	$ 682	4,497	2,576
Loans by impairment methodology
Asset-specific					$ 12,642		$ 12,501
Formula-based					833,503		749,552
PCI					37,048		42,240
Total retained loans					883,193	$ 832,792	804,293
Lending-related commitments by impairment methodology
Asset-specific					503		176
Formula-based					978,108		940,610
Total lending-related commitments					978,611	940,395	940,786
Impaired collateral-dependent loans
Allowance for loan losses
Net charge-offs/(recoveries)			70	86
Impaired collateral-dependent loans
Loans measured at fair value of collateral less cost to sell					2,717		2,978
Allowance for loan losses
Allowance for loan losses
Beginning balance			13,555	14,185
Gross charge-offs/Write-offs of PCI loans			4,165	3,941
Gross recoveries			(753)	(919)
Net charge-offs/(recoveries)			3,412	3,022
Provision for credit losses/lending-related commitments			4,184	2,463
Other			1	2
Ending balance	14,204	13,466	14,204	13,466
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Asset-specific					1,205		1,125
Formula-based					10,381		9,553
PCI					2,618		2,788
Total allowance for loan losses	14,204	13,466	13,555	14,185	14,204	13,555	13,466
Allowance for lending-related commitments
Allowance for loan losses
Beginning balance			786	622
Provision for credit losses/lending-related commitments			313	113
Ending balance	1,100	735	1,100	735
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Allowance for lending-related commitments by impairment methodology, asset-specific					162		69
Allowance for lending-related commitments by impairment methodology, formula-based					938		666
Total allowance for loan losses	1,100	735	786	622	1,100	786	735
Consumer, excluding credit card
Allowance for loan losses
Gross charge-offs/Write-offs of PCI loans			124	162
Loans by impairment methodology
Asset-specific					9,145		9,817
Formula-based					317,208		279,679
PCI					37,045		42,236
Total retained loans					363,398	344,355	331,732
Lending-related commitments by impairment methodology
Asset-specific					0		0
Formula-based					59,990		60,005
Total lending-related commitments					59,990		60,005
Consumer, excluding credit card | Impaired collateral-dependent loans
Allowance for loan losses
Net charge-offs/(recoveries)			63	84
Impaired collateral-dependent loans
Loans measured at fair value of collateral less cost to sell					2,371		2,653
Consumer, excluding credit card | Allowance for loan losses
Allowance for loan losses
Beginning balance			5,806	7,050
Gross charge-offs/Write-offs of PCI loans			1,071	1,269
Gross recoveries			(448)	(577)
Net charge-offs/(recoveries)			623	692
Provision for credit losses/lending-related commitments			578	(346)
Other			0	(1)
Ending balance	5,637	5,849	5,637	5,849
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Asset-specific					352		359
Formula-based					2,667		2,702
PCI					2,618		2,788
Total allowance for loan losses	5,637	5,849	5,806	7,050	5,637	5,806	5,849
Consumer, excluding credit card | Allowance for lending-related commitments
Allowance for loan losses
Beginning balance			14	13
Provision for credit losses/lending-related commitments			0	1
Other			0
Ending balance	14	14	14	14
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		14
Total allowance for loan losses	14	14	14	13	14	14	14
Credit card
Allowance for loan losses
Gross charge-offs/Write-offs of PCI loans			0	0
Loans by impairment methodology
Asset-specific					1,264		1,563
Formula-based					132,082		124,071
PCI					0		0
Total retained loans					133,346		125,634
Lending-related commitments by impairment methodology
Asset-specific					0		0
Formula-based					549,634		526,433
Total lending-related commitments					549,634		526,433
Credit card | Impaired collateral-dependent loans
Allowance for loan losses
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 losses
Beginning balance			3,434	3,439
Gross charge-offs/Write-offs of PCI loans			2,803	2,626
Gross recoveries			(275)	(278)
Net charge-offs/(recoveries)			2,528	2,348
Provision for credit losses/lending-related commitments			2,978	2,348
Other			0	(5)
Ending balance	3,884	3,434	3,884	3,434
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Asset-specific					363		485
Formula-based					3,521		2,949
PCI					0		0
Total allowance for loan losses	3,884	3,434	3,434	3,439	3,884	3,434	3,434
Credit card | Allowance for lending-related commitments
Allowance for loan losses
Beginning balance			0	0
Provision for credit losses/lending-related commitments			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 losses
Gross charge-offs/Write-offs of PCI loans			0	0
Loans by impairment methodology
Asset-specific					2,233		1,121
Formula-based					384,213		345,802
PCI					3		4
Total retained loans					386,449	357,050	346,927
Lending-related commitments by impairment methodology
Asset-specific					503		176
Formula-based					368,484		354,172
Total lending-related commitments					368,987		354,348
Wholesale | Impaired collateral-dependent loans
Allowance for loan losses
Net charge-offs/(recoveries)			7	2
Impaired collateral-dependent loans
Loans measured at fair value of collateral less cost to sell					346		325
Wholesale | Allowance for loan losses
Allowance for loan losses
Beginning balance			4,315	3,696
Gross charge-offs/Write-offs of PCI loans			291	46
Gross recoveries			(30)	(64)
Net charge-offs/(recoveries)			261	(18)
Provision for credit losses/lending-related commitments			628	461
Other			1	8
Ending balance	4,683	4,183	4,683	4,183
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Asset-specific					490		281
Formula-based					4,193		3,902
PCI					0		0
Total allowance for loan losses	4,683	4,183	4,315	3,696	4,683	4,315	4,183
Wholesale | Allowance for lending-related commitments
Allowance for loan losses
Beginning balance			772	609
Provision for credit losses/lending-related commitments			313	112
Ending balance	1,086	721	1,086	721
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Allowance for lending-related commitments by impairment methodology, asset-specific					162		69
Allowance for lending-related commitments by impairment methodology, formula-based					924		652
Total allowance for loan losses	$ 1,086	$ 721	$ 772	$ 609	$ 1,086	$ 772	$ 721

Variable Interest Entities - Fi

Variable Interest Entities - Firm Sponsored VIEs (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Firm-sponsored mortgage and other consumer securitization trusts
Total assets held by securitization VIEs	$ 209,814	$ 233,550
Retained securitization interests, risk-rated 'A' or better, at fair value	65.00%	76.00%
Corporate & Investment Bank
Firm-sponsored mortgage and other consumer securitization trusts
Senior securities purchased in connection with CIB's secondary market-making activities	$ 34	$ 163
Subordinated securities purchased in connection with CIB's secondary market-making activities	48	73
Residential mortgage | Prime / Alt-A & option ARMs
Firm-sponsored mortgage and other consumer securitization trusts
Total assets held by securitization VIEs	80,226	85,687
Residential mortgage | Subprime
Firm-sponsored mortgage and other consumer securitization trusts
Total assets held by securitization VIEs	22,300	24,389
Residential mortgage | Investment-grade
Firm-sponsored mortgage and other consumer securitization trusts
Fair value of retained interests	1,600	1,900
Residential mortgage | Noninvestment-grade
Firm-sponsored mortgage and other consumer securitization trusts
Fair value of retained interests	68	93
Commercial and other
Firm-sponsored mortgage and other consumer securitization trusts
Total assets held by securitization VIEs	107,288	123,474
Commercial and other | Investment-grade
Firm-sponsored mortgage and other consumer securitization trusts
Fair value of retained interests	2,300	3,700
Commercial and other | Noninvestment-grade
Firm-sponsored mortgage and other consumer securitization trusts
Fair value of retained interests	253	198
VIEs consolidated by the Firm
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in consolidated securitization VIEs	4,861	1,571
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	4,749	1,400
VIEs consolidated by the Firm | Residential mortgage | Subprime
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in consolidated securitization VIEs	5	64
VIEs consolidated by the Firm | Commercial and other
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in consolidated securitization VIEs	107	107
Not Primary Beneficiary
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in nonconsolidated securitization VIEs with continuing involvement	153,838	169,576
JPMorgan Chase interest in securitized assets in nonconsolidated VIEs	4,283	6,020
Not Primary Beneficiary | Trading assets
Firm-sponsored mortgage and other consumer securitization trusts
JPMorgan Chase interest in securitized assets in nonconsolidated VIEs	894	950
Not Primary Beneficiary | AFS securities
Firm-sponsored mortgage and other consumer securitization trusts
JPMorgan Chase interest in securitized assets in nonconsolidated VIEs	3,389	5,070
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	59,790	66,708
JPMorgan Chase interest in securitized assets in nonconsolidated VIEs	1,648	2,013
Not Primary Beneficiary | Residential mortgage | Subprime
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in nonconsolidated securitization VIEs with continuing involvement	20,594	22,549
JPMorgan Chase interest in securitized assets in nonconsolidated VIEs	78	109
Not Primary Beneficiary | Residential mortgage | Trading assets | Prime / Alt-A & option ARMs
Firm-sponsored mortgage and other consumer securitization trusts
JPMorgan Chase interest in securitized assets in nonconsolidated VIEs	204	394
Not Primary Beneficiary | Residential mortgage | Trading assets | Subprime
Firm-sponsored mortgage and other consumer securitization trusts
JPMorgan Chase interest in securitized assets in nonconsolidated VIEs	78	109
Not Primary Beneficiary | Residential mortgage | AFS securities | Prime / Alt-A & option ARMs
Firm-sponsored mortgage and other consumer securitization trusts
JPMorgan Chase interest in securitized assets in nonconsolidated VIEs	1,444	1,619
Not Primary Beneficiary | Residential mortgage | AFS securities | Subprime
Firm-sponsored mortgage and other consumer securitization trusts
JPMorgan Chase 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	73,454	80,319
JPMorgan Chase interest in securitized assets in nonconsolidated VIEs	2,557	3,898
Not Primary Beneficiary | Commercial and other | Trading assets
Firm-sponsored mortgage and other consumer securitization trusts
JPMorgan Chase interest in securitized assets in nonconsolidated VIEs	612	447
Not Primary Beneficiary | Commercial and other | AFS securities
Firm-sponsored mortgage and other consumer securitization trusts
JPMorgan Chase interest in securitized assets in nonconsolidated VIEs	$ 1,945	$ 3,451

Variable Interest Entities - Re

Variable Interest Entities - Resecuritizations, Multi-seller conduits (Details) - USD ($) $ in Millions	3 Months Ended			9 Months Ended
	Sep. 30, 2016		Sep. 30, 2015	Sep. 30, 2016		Sep. 30, 2015	Dec. 31, 2015
Variable Interest Entity [Line Items]
Securities transferred to agency resecuritization VIEs	$ 1,200		$ 6,600	$ 7,600		$ 16,800
Securities transferred to private-label re-securitization VIEs	503		50	647		777
Total assets (including notional amount of interest-only securities)	2,521,029	[1]	2,416,635	2,521,029	[1]	2,416,635	$ 2,351,698	[1]
Unfunded lending-related commitments	978,611		$ 940,786	978,611		$ 940,786	940,395
Nonconsolidated rirm-sponsored private-label re-securitizations
Variable Interest Entity [Line Items]
Total assets (including notional amount of interest-only securities)	2,400			2,400			2,200
Re-securitization | Re-securitizations
Variable Interest Entity [Line Items]
Senior and subordinated interest in nonconsolidated agency re-securitization entities	1,300			1,300			4,600
Multi-seller conduits
Variable Interest Entity [Line Items]
Commercial paper eliminated in consolidation	21,200			21,200			15,700
Multi-seller conduits | Commercial and other
Variable Interest Entity [Line Items]
Unfunded lending-related commitments	$ 9,100			$ 9,100			$ 5,600
[1]	The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at September 30, 2016, and December 31, 2015. 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, 2016 Dec 31, 2015Assets Trading assets$3,169 $3,736Loans76,333 75,104All other assets3,437 2,765Total assets$82,939 $81,605Liabilities Beneficial interests issued by consolidated VIEs$42,233 $41,879All other liabilities738 809Total liabilities$42,971 $42,688The 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 September 30, 2016, and December 31, 2015, the Firm provided limited program-wide credit enhancements of $2.4 billion and $2.0 billion respectively related to its Firm-administered multi-seller conduits, which are eliminated in consolidation. For further discussion, see Note 15.

Variable Interest Entities - No

Variable Interest Entities - Nonconsolidated Municipal Bond VIEs (Details) - USD ($) $ in Millions	9 Months Ended		12 Months Ended
	Sep. 30, 2016		Dec. 31, 2015		Sep. 30, 2015
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Total assets	$ 2,521,029	[1]	$ 2,351,698	[1]	$ 2,416,635
Nonconsolidated municipal bond vehicles | Municipal bond vehicles
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Total assets	1,916		6,937
Liquidity facilities	1,136		3,794
Excess/(deficit)	$ 780		$ 3,143
Wt. avg. expected life of assets (years)	3 years 8 months 12 days		4 years
Nonconsolidated municipal bond vehicles | Municipal bond vehicles | Investment-grade AAA to AAA-
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Total assets	$ 474		$ 1,743
Nonconsolidated municipal bond vehicles | Municipal bond vehicles | Investment-grade AAplus to AA-
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Total assets	1,195		4,631
Nonconsolidated municipal bond vehicles | Municipal bond vehicles | Investment-grade Aplus to A-
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Total assets	108		448
Nonconsolidated municipal bond vehicles | Municipal bond vehicles | Investment-grade BBBplus to BBB-
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Total assets	24		24
Nonconsolidated municipal bond vehicles | Municipal bond vehicles | Unrated
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Total assets	115		91
Nonconsolidated entities | Municipal bond vehicles
Firm's exposure to nonconsolidated municipal bond VIEs [Abstract]
Maximum exposure	$ 1,136		$ 3,794
[1]	The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at September 30, 2016, and December 31, 2015. 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, 2016 Dec 31, 2015Assets Trading assets$3,169 $3,736Loans76,333 75,104All other assets3,437 2,765Total assets$82,939 $81,605Liabilities Beneficial interests issued by consolidated VIEs$42,233 $41,879All other liabilities738 809Total liabilities$42,971 $42,688The 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 September 30, 2016, and December 31, 2015, the Firm provided limited program-wide credit enhancements of $2.4 billion and $2.0 billion respectively 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, 2016		Dec. 31, 2015		Sep. 30, 2015
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Trading assets		$ 374,837		$ 343,839
Loans		883,193		832,792		$ 804,293
Other		108,850		105,572
Total assets		2,521,029	[1]	2,351,698	[1]	$ 2,416,635
Beneficial interests issued by consolidated VIEs		42,233		41,879
Total liabilities	[1]	2,266,698		2,104,125
VIEs consolidated by the Firm
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Loans		76,333		75,104
Other		3,437		2,765
Total assets		82,939		81,605
Beneficial interests issued by consolidated VIEs		42,233		41,879
Other		738		809
Total liabilities		42,971		42,688
Beneficial interests in VIE assets, long term		35,600		30,600
Beneficial interests in VIE assets, long term, maturing in less than one year		11,600
Beneficial interests in VIE assets, long term, maturing between one and five years		21,300
Beneficial interests in VIE assets, long term, maturing in more than five years		2,700
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		3,169		3,736
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		45,011		47,358
Other		798		718
Total assets		45,809		48,076
Beneficial interests issued by consolidated VIEs		33,424		27,906
Other		18		15
Total liabilities		33,442		27,921
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		24,833		24,388
Other		42		37
Total assets		24,875		24,425
Beneficial interests issued by consolidated VIEs		3,659		8,724
Other		31		19
Total liabilities		3,690		8,743
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		9		5
Total assets		2,924		2,691
Beneficial interests issued by consolidated VIEs		2,962		2,597
Other		2		1
Total liabilities		2,964		2,598
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		2,915		2,686
VIEs consolidated by the Firm | Mortgage securitization entities
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Loans		4,742		1,433
Other		162		27
Total assets		4,977		2,300
Beneficial interests issued by consolidated VIEs		417		777
Other		563		643
Total liabilities		980		1,420
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		73		840
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		1,747		1,925
Other		55		62
Total assets		1,802		1,987
Beneficial interests issued by consolidated VIEs		1,583		1,760
Other		5		5
Total liabilities		1,588		1,765
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		0		0
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		2,371		1,916
Total assets		2,552		2,126
Beneficial interests issued by consolidated VIEs		188		115
Other		119		126
Total liabilities		307		241
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		$ 181		$ 210
[1]	The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at September 30, 2016, and December 31, 2015. 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, 2016 Dec 31, 2015Assets Trading assets$3,169 $3,736Loans76,333 75,104All other assets3,437 2,765Total assets$82,939 $81,605Liabilities Beneficial interests issued by consolidated VIEs$42,233 $41,879All other liabilities738 809Total liabilities$42,971 $42,688The 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 September 30, 2016, and December 31, 2015, the Firm provided limited program-wide credit enhancements of $2.4 billion and $2.0 billion respectively 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, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Residential mortgage | Level 3
All cash flows during the period:
Proceeds from new securitizations		$ 59,000,000		$ 59,000,000
Commercial and other | Cash
All cash flows during the period:
Proceeds from new securitizations		0		0
Commercial and other | Level 2
All cash flows during the period:
Proceeds from new securitizations		3,000,000,000		9,000,000,000
Commercial and other | Level 3
All cash flows during the period:
Proceeds from new securitizations	$ 0	5,000,000	$ 2,000,000	43,000,000
Securitization entities not consolidated | Residential mortgage
Securitization activity [Abstract]
Principal securitized	698,000,000	971,000,000	1,111,000,000	2,663,000,000
All cash flows during the period:
Proceeds from new securitizations		972,000,000		2,674,000,000
Servicing fees collected	111,000,000	129,000,000	334,000,000	409,000,000
Purchases of previously transferred financial assets (or the underlying collateral)	0	1,000,000	37,000,000	2,000,000
Cash flows received on interests	121,000,000	122,000,000	326,000,000	308,000,000
Securitization entities not consolidated | Residential mortgage | Level 2
All cash flows during the period:
Proceeds from new securitizations	709,000,000	913,000,000	1,122,000,000	2,600,000,000
Securitization entities not consolidated | Commercial and other
Securitization activity [Abstract]
Principal securitized	3,428,000,000	2,982,000,000	5,786,000,000	9,033,000,000
All cash flows during the period:
Servicing fees collected	1,000,000	0	2,000,000	2,000,000
Purchases of previously transferred financial assets (or the underlying collateral)	0	0	0	0
Cash flows received on interests	535,000,000	172,000,000	1,115,000,000	379,000,000
Securitization entities not consolidated | Commercial and other | Level 2
All cash flows during the period:
Proceeds from new securitizations	$ 3,551,000,000	$ 2,995,000,000	$ 5,924,000,000	$ 9,053,000,000

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, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015
Summary of loan sale activities [Abstract]
Carrying value of loans sold	$ 14,811	$ 11,394	$ 32,647	$ 34,193
Proceeds received from loan sales as cash	68	139	306	238
Proceeds from loans sales as securities	14,610	11,170	32,113	33,758
Total proceeds received from loan sales	14,678	11,309	32,419	33,996
Gains on loan sales	50	$ 61	164	$ 238
Loans repurchased	9,900		9,900		$ 11,100
Real estate acquired through foreclosure	$ 163		$ 163		$ 343

Variable Interest Entities -122

Variable Interest Entities - Loan Delinquencies and Net Charge-offs (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Total assets held by securitization VIEs	$ 209,814		$ 209,814		$ 233,550
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	107,288		107,288		123,474
Securitized loans
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
90 days past due	12,212		12,212		15,581
Liquidation losses	633	$ 1,077	2,395	$ 2,857
Securitized loans in which the firm has no continuing involvement	51,100		51,100		62,400
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	1,324		1,324		1,808
Liquidation losses	78	211	564	350
Nonconsolidated entities
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Securitized assets	153,838		153,838		169,576
Nonconsolidated entities | Commercial and other
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Securitized assets	73,454		73,454		80,319
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	4,861		4,861		1,571
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	107		107		107
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	80,226		80,226		85,687
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	6,509		6,509		8,325
Liquidation losses	275	486	933	1,402
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	59,790		59,790		66,708
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	4,749		4,749		1,400
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	22,300		22,300		24,389
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	4,379		4,379		5,448
Liquidation losses	280	$ 380	898	$ 1,105
Subprime | Nonconsolidated entities | Residential mortgage
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Securitized assets	20,594		20,594		22,549
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	$ 5		$ 5		$ 64

Goodwill and Other Intangibl123

Goodwill and Other Intangible Assets - by Business Segment (Details) - USD ($) $ in Millions	Sep. 30, 2016	Jun. 30, 2016	Dec. 31, 2015	Sep. 30, 2015	Jun. 30, 2015	Dec. 31, 2014
Goodwill [Line Items]
Goodwill	$ 47,302	$ 47,303	$ 47,325	$ 47,405	$ 47,476	$ 47,647
Consumer & Community Banking
Goodwill [Line Items]
Goodwill	30,806		30,769
Corporate & Investment Bank
Goodwill [Line Items]
Goodwill	6,775		6,772
Commercial Banking
Goodwill [Line Items]
Goodwill	2,861		2,861
Asset Management
Goodwill [Line Items]
Goodwill	$ 6,860		$ 6,923

Goodwill and Other Intangibl124

Goodwill and Other Intangible Assets - Changes During Period (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Goodwill [Roll Forward]
Balance at beginning of period	$ 47,303	$ 47,476	$ 47,325	$ 47,647
Changes during the period from:
Business combinations	0	8	0	25
Dispositions	0	0	(71)	(101)
Other	(1)	(79)	48	(166)
Balance at end of period	$ 47,302	$ 47,405	$ 47,302	$ 47,405

Goodwill and Other Intangibl125

Goodwill and Other Intangible Assets - Mortgage Servicing Rights (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Mortgage servicing rights activity [Abstract]
Fair value at beginning of period	$ 5,072	$ 7,571	$ 6,608	$ 7,436
MSR activity:
Originations of MSRs	190	147	410	447
Purchase of MSRs	0	(4)	0	435
Disposition of MSRs	(5)	0	(72)	(375)
Net additions	185	143	338	507
Changes due to collection/realization of expected cash flows	(233)	(233)	(713)	(677)
Changes in valuation due to inputs and assumptions:
Changes due to market interest rates and other	(35)	(677)	(1,230)	(338)
Changes in valuation due to other inputs and assumptions:
Projected cash flows (e.g., cost to service)	(21)	(76)	(28)	(103)
Discount rates	0	0	7	(10)
Prepayment model changes and other	(31)	(12)	(45)	(99)
Total changes in valuation due to other inputs and assumptions	(52)	(88)	(66)	(212)
Total changes in valuation due to inputs and assumptions	(87)	(765)	(1,296)	(550)
Fair value at ending of period	4,937	6,716	4,937	6,716
Change in unrealized gains/(losses) included in income related to MSRs	(87)	(765)	(1,296)	(550)
Contractual service fees, late fees and other ancillary fees included in income	523	634	1,629	1,945
Third-party mortgage loans serviced	611,000	706,000	611,000	706,000
Net servicer advances	$ 5,000	$ 6,600	$ 5,000	$ 6,600

Goodwill and Other Intangibl126

Goodwill and Other Intangible Assets - Mortgage Fees and Related Income (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Risk management:
All other	$ 0	$ 0	$ 0	$ 2
Mortgage fees and related income	624	469	1,980	1,957
Consumer & Community Banking
CCB mortgage fees and related income
Net production revenue	247	176	670	646
Operating revenue:
Loan servicing revenue	571	648	1,780	2,104
Changes in MSR asset fair value due to collection/realization of expected cash flows	(232)	(232)	(710)	(674)
Total operating revenue	339	416	1,070	1,430
Risk management:
Changes in MSR asset fair value due to market interest rates and other	(35)	(677)	(1,230)	(338)
Other changes in MSR asset fair value due to inputs or assumptions in model	(52)	(88)	(66)	(212)
Change in derivative fair value and other	125	642	1,536	429
Total risk management	38	(123)	240	(121)
Total net mortgage servicing revenue	377	293	1,310	1,309
Mortgage fees and related income	$ 624	$ 469	$ 1,980	$ 1,955

Goodwill and Other Intangibl127

Goodwill and Other Intangible Assets - Key Economic Assumptions (Details) - USD ($) $ in Millions	9 Months Ended	12 Months Ended
	Sep. 30, 2016	Dec. 31, 2015
Goodwill and Intangible Assets Disclosure [Abstract]
Weighted-average prepayment speed assumption (“CPR”)	14.43%	9.81%
Impact on fair value of 10% adverse change	$ (262)	$ (275)
Impact on fair value of 20% adverse change	$ (500)	$ (529)
Weighted-average option adjusted spread	9.87%	9.54%
Impact on fair value of a 100 basis point adverse change	$ (177)	$ (258)
Impact on fair value of a 200 basis point adverse change	$ (340)	$ (498)

Deposits - Noninterest and Inte

Deposits - Noninterest and Interest-bearing (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
U.S. offices
Noninterest-bearing	$ 409,912	$ 392,721
Interest-bearing (included $11,624 and $10,916 at fair value)(a)	722,294	663,004
Total deposits in U.S. offices	1,132,206	1,055,725
Non-U.S. offices
Noninterest-bearing	19,397	18,921
Interest-bearing (included $X,XXX and $1,600 at fair value)	224,535	205,069
Total deposits in non-U.S. offices	243,932	223,990
Total deposits	1,376,138	1,279,715
Fair value
U.S. offices
Interest-bearing, fair value	11,624	10,916
Non-U.S. offices
Interest-bearing, fair value	$ 1,367	$ 1,600

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, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Basic earnings per share
Net income	$ 6,286	$ 6,804	$ 18,006	$ 19,008
Less: Preferred stock dividends	412	393	1,235	1,097
Net income applicable to common equity	5,874	6,411	16,771	17,911
Less: Dividends and undistributed earnings allocated to participating securities	127	141	368	413
Net income applicable to common stockholders	$ 5,747	$ 6,270	$ 16,403	$ 17,498
Total weighted-average basic shares outstanding (in shares)	3,597.4	3,694.4	3,634.4	3,709.2
Net income per share (in dollars per share)	$ 1.60	$ 1.70	$ 4.51	$ 4.72
Diluted earnings per share
Net income applicable to common stockholders	$ 5,747	$ 6,270	$ 16,403	$ 17,498
Total weighted-average basic shares outstanding (in shares)	3,597.4	3,694.4	3,634.4	3,709.2
Add: Employee stock options, SARs and warrants (in shares)	32.2	31.2	29.9	33
Total weighted-average diluted shares outstanding (in shares)	3,629.6	3,725.6	3,664.3	3,742.2
Net income per share (in dollars per share)	$ 1.58	$ 1.68	$ 4.48	$ 4.68

Accumulated Other Comprehens130

Accumulated Other Comprehensive Income/(Loss) - Rollforward (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015	Dec. 31, 2014
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance			$ 247,573
Cumulative effect of change in accounting principle					$ 154
Net change	$ (144)	$ (351)	1,128	$ (1,438)
Ending balance	254,331	245,728	254,331	245,728
Unrealized gains/(losses) on investment securities
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	3,921	3,443	2,629	4,773
Cumulative effect of change in accounting principle					0
Net change	(160)	(291)	1,132	(1,621)
Ending balance	3,761	3,152	3,761	3,152
Translation adjustments, net of hedges
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	(161)	(154)	(162)	(147)
Cumulative effect of change in accounting principle					0
Net change	4	(5)	5	(12)
Ending balance	(157)	(159)	(157)	(159)
Cash flow hedges
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	(201)	62	(44)	(95)
Cumulative effect of change in accounting principle					0
Net change	36	(106)	(121)	51
Ending balance	(165)	(44)	(165)	(44)
Defined benefit pension and OPEB plans
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	(2,150)	(2,249)	(2,231)	(2,342)
Cumulative effect of change in accounting principle					0
Net change	42	51	123	144
Ending balance	(2,108)	(2,198)	(2,108)	(2,198)
DVA on fair value option elected liabilities
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	209
Cumulative effect of change in accounting principle					154
Net change	(66)		(11)
Ending balance	143		143
Accumulated other comprehensive income/(loss)
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	1,618	1,102	192	2,189
Cumulative effect of change in accounting principle					$ 154	$ 0
Net change			1,128	(1,438)
Ending balance	$ 1,474	$ 751	$ 1,474	$ 751

Accumulated Other Comprehens131

Accumulated Other Comprehensive Income/(Loss) (Details) - USD ($) $ in Millions	3 Months Ended			9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Mar. 31, 2015	Sep. 30, 2016	Sep. 30, 2015
Unrealized gains/(losses) on AFS securities:
Total other comprehensive income/(loss), after–tax	$ (144)	$ (351)		$ 1,128	$ (1,438)
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/Translation, Pretax	(192)	(430)		1,948	(2,548)
Net unrealized gains/(losses) arising during the period/Translation, Tax effect	72	160		(731)	1,008
Net unrealized gains/(losses) arising during the period/Translation, After-tax	(120)	(270)		1,217	(1,540)
Reclassification, Pretax	(64)	(33)		(136)	(129)
Reclassification, Tax effect	24	12		51	48
Reclassification, After-tax	(40)	(21)		(85)	(81)
Net change, Pretax	(256)	(463)		1,812	(2,677)
Net change, Tax effect	96	172		(680)	1,056
Total other comprehensive income/(loss), after–tax	(160)	(291)		1,132	(1,621)
Translation adjustments
Unrealized gains/(losses) on AFS securities:
Net unrealized gains/(losses) arising during the period/Translation, Pretax	34	(912)		613	(1,645)
Net unrealized gains/(losses) arising during the period/Translation, Tax effect	(12)	340		(228)	601
Net unrealized gains/(losses) arising during the period/Translation, After-tax	22	(572)		385	(1,044)
Reclassification, Pretax	(30)	908		(603)	1,651
Reclassification, Tax effect	12	(341)		223	(619)
Reclassification, After-tax	(18)	567		(380)	1,032
Net change, Pretax	4	(4)		10	6
Net change, Tax effect	0	(1)		(5)	(18)
Total other comprehensive income/(loss), after–tax	4	(5)		5	(12)
Cash flow hedges
Unrealized gains/(losses) on AFS securities:
Net unrealized gains/(losses) arising during the period/Translation, Pretax	(64)	(175)		(418)	(104)
Net unrealized gains/(losses) arising during the period/Translation, Tax effect	23	66		156	38
Net unrealized gains/(losses) arising during the period/Translation, After-tax	(41)	(109)		(262)	(66)
Reclassification, Pretax	122	5		225	187
Reclassification, Tax effect	(45)	(2)		(84)	(70)
Reclassification, After-tax	77	3		141	117
Net change, Pretax	58	(170)		(193)	83
Net change, Tax effect	(22)	64		72	(32)
Total other comprehensive income/(loss), after–tax	36	(106)		(121)	51
Defined benefit pension and OPEB plans
Unrealized gains/(losses) on AFS securities:
Net change, Pretax	68	82		197	306
Net change, Tax effect	(26)	(31)		(74)	(162)
Total other comprehensive income/(loss), after–tax	42	51		123	144
Net gain/(losses)/Amortization of net loss
Unrealized gains/(losses) on AFS securities:
Net unrealized gains/(losses) arising during the period/Translation, Pretax	0	0		(15)	101
Net unrealized gains/(losses) arising during the period/Translation, Tax effect	0	0		6	(39)
Net unrealized gains/(losses) arising during the period/Translation, After-tax	0	0		(9)	62
Reclassification, Pretax	65	71		193	212
Reclassification, Tax effect	(24)	(27)		(73)	(80)
Reclassification, After-tax	41	44		120	132
Prior service costs/(credits)
Unrealized gains/(losses) on AFS securities:
Reclassification, Pretax	(9)	(9)		(27)	(27)
Reclassification, Tax effect	3	3		10	10
Reclassification, After-tax	(6)	(6)		(17)	(17)
Foreign exchange and other
Unrealized gains/(losses) on AFS securities:
Reclassification, Pretax	12	20		46	20
Reclassification, Tax effect	(5)	(7)		(17)	(53)
Reclassification, After-tax	7	13		29	(33)
DVA on fair value option elected liabilities, net change
Unrealized gains/(losses) on AFS securities:
Net change, Pretax	(106)			(18)
Net change, Tax effect	40			7
Total other comprehensive income/(loss), after–tax	(66)			(11)
Accumulated other comprehensive income/(loss)
Unrealized gains/(losses) on AFS securities:
Net change, Pretax	(232)	(555)		1,808	(2,282)
Net change, Tax effect	$ 88	$ 204		(680)	844
Total other comprehensive income/(loss), after–tax				$ 1,128	$ (1,438)

Regulatory Capital (Details)

Regulatory Capital (Details) - USD ($) $ in Millions	Sep. 30, 2016	Dec. 31, 2015
Basel III
Adjustments to Capital for Deferred Tax Liabilities [Abstract]
Adjustments to capital for deferred tax liabilities resulting from nontaxable business combinations	$ 88	$ 105
Adjustments to capital for deferred tax liabilities resulting from tax-deductible goodwill	3,100	3,000
JPMorgan Chase & Co. | Basel III Standardized Transitional
Regulatory capital
CET1 capital	181,606	175,398
Tier 1 capital	206,430	200,482
Total capital	241,004	234,413
Assets
Risk-weighted	1,480,291	1,465,262
Adjusted average	$ 2,427,423	$ 2,358,471
Capital ratios
CET1	12.30%	12.00%
Tier 1	13.90%	13.70%
Total	16.30%	16.00%
Tier 1 leverage	8.50%	8.50%
JPMorgan Chase & Co. | Basel III Advanced Transitional
Regulatory capital
CET1 capital	$ 181,606	$ 175,398
Tier 1 capital	206,430	200,482
Total capital	229,324	224,616
Assets
Risk-weighted	1,515,177	1,485,336
Adjusted average	$ 2,427,423	$ 2,358,471
Capital ratios
CET1	12.00%	11.80%
Tier 1	13.60%	13.50%
Total	15.10%	15.10%
Tier 1 leverage	8.50%	8.50%
JPMorgan Chase Bank, N.A. | Basel III Standardized Transitional
Regulatory capital
CET1 capital	$ 176,083	$ 168,857
Tier 1 capital	176,375	169,222
Total capital	190,955	183,262
Assets
Risk-weighted	1,319,671	1,264,056
Adjusted average	$ 2,041,246	$ 1,910,934
Capital ratios
CET1	13.30%	13.40%
Tier 1	13.40%	13.40%
Total	14.50%	14.50%
Tier 1 leverage	8.60%	8.90%
JPMorgan Chase Bank, N.A. | Basel III Advanced Transitional
Regulatory capital
CET1 capital	$ 176,083	$ 168,857
Tier 1 capital	176,375	169,222
Total capital	182,984	176,423
Assets
Risk-weighted	1,302,659	1,249,607
Adjusted average	$ 2,041,246	$ 1,910,934
Capital ratios
CET1	13.50%	13.50%
Tier 1	13.50%	13.50%
Total	14.00%	14.10%
Tier 1 leverage	8.60%	8.90%
Chase Bank USA, N.A. | Basel III Standardized Transitional
Regulatory capital
CET1 capital	$ 16,597	$ 15,419
Tier 1 capital	16,597	15,419
Total capital	22,602	21,418
Assets
Risk-weighted	106,507	105,807
Adjusted average	$ 121,335	$ 134,152
Capital ratios
CET1	15.60%	14.60%
Tier 1	15.60%	14.60%
Total	21.20%	20.20%
Tier 1 leverage	13.70%	11.50%
Chase Bank USA, N.A. | Basel III Advanced Transitional
Regulatory capital
CET1 capital	$ 16,597	$ 15,419
Tier 1 capital	16,597	15,419
Total capital	21,247	20,069
Assets
Risk-weighted	184,858	181,775
Adjusted average	$ 121,335	$ 134,152
Capital ratios
CET1	9.00%	8.50%
Tier 1	9.00%	8.50%
Total	11.50%	11.00%
Tier 1 leverage	13.70%	11.50%
Bank Holding Companies | Basel III
Capital ratios
CET1 - Minimum capital ratios	6.25%
CET1 - Well-capitalized ratios	0.00%
Tier 1 - Minimum capital ratio	7.75%
Tier 1 - Well capitalized ratio	6.00%
Total - Minimum capital ratio	9.75%
Total - Well-capitalized ratio	10.00%
Tier 1 leverage - Minimum capital ratio	4.00%
Tier 1 leverage - Well-capitalized ratio	0.00%
Adjustments to Capital for Deferred Tax Liabilities [Abstract]
Capital conservation buffer phase-in amount	0.625%
Capital conservation buffer	2.50%
GSIB surcharge phase-in amount	1.125%
GSIB surcharge	4.50%
Insured Depository Institutions | Basel III
Capital ratios
CET1 - Minimum capital ratios	5.125%
CET1 - Well-capitalized ratios	6.50%
Tier 1 - Minimum capital ratio	6.625%
Tier 1 - Well capitalized ratio	8.00%
Total - Minimum capital ratio	8.625%
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]
Capital conservation buffer phase-in amount	0.625%
Capital conservation buffer	2.50%

Off-balance Sheet Lending-re133

Off-balance Sheet Lending-related Financial Instruments, Guarantees and Other Commitments (Details) - USD ($) $ in Millions	9 Months Ended
	Sep. 30, 2016	Dec. 31, 2015	Sep. 30, 2015
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	$ 978,611	$ 940,395	$ 940,786
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in less than one year	676,654
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring between one and three years	130,472
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring between three and five years	151,431
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in more than five years	20,054
Off-balance sheet lending-related financial commitments, Carrying value	1,526	1,213
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Unfunded commitments investments private equity funds third party	49	50
Unfunded commitments investments other equity investments	1,400	871
Investments entities that calculate net asset value per share, unfunded commitments	67	73
Non-investment grade | Leveraged Finance
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Risk participations for other unfunded commitments to extend credit	60,600
Maximum
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Secured clearance advance facility maximum outstanding commitment	2,400	2,900
Wholesale
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	368,987		$ 354,348
Consumer Loan
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	609,624	573,996
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in less than one year	590,100
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring between one and three years	5,804
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring between three and five years	1,329
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in more than five years	12,391
Off-balance sheet lending-related financial commitments, Carrying value	14	14
Total consumer, excluding credit card
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	59,990	58,478
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in less than one year	40,466
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring between one and three years	5,804
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring between three and five years	1,329
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in more than five years	12,391
Off-balance sheet lending-related financial commitments, Carrying value	14	14
Home equity
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	21,812	22,756
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in less than one year	4,272
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring between one and three years	4,628
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring between three and five years	1,038
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in more than five years	11,874
Off-balance sheet lending-related financial commitments, Carrying value	0	0
Mortgage
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	14,896	12,992
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in less than one year	14,896
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring between one and three years	0
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring between three and five years	0
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in more than five years	0
Off-balance sheet lending-related financial commitments, Carrying value	0	0
Mortgage | Warranty Reserves
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Allowance for lending-related commitments	136	148
Auto
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	10,199	10,237
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in less than one year	9,538
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring between one and three years	500
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring between three and five years	160
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in more than five years	1
Off-balance sheet lending-related financial commitments, Carrying value	2	2
Business banking
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	12,939	12,351
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in less than one year	11,653
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring between one and three years	676
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring between three and five years	131
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in more than five years	479
Off-balance sheet lending-related financial commitments, Carrying value	12	12
Student and other
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	144	142
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in less than one year	107
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring between one and three years	0
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring between three and five years	0
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in more than five years	37
Off-balance sheet lending-related financial commitments, Carrying value	0	0
Credit card
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	549,634	515,518
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in less than one year	549,634
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring between one and three years	0
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring between three and five years	0
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in more than five years	0
Off-balance sheet lending-related financial commitments, Carrying value	0	0
Total wholesale
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	368,987	366,399
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in less than one year	86,554
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring between one and three years	124,668
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring between three and five years	150,102
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in more than five years	7,663
Off-balance sheet lending-related financial commitments, Carrying value	$ 1,512	$ 1,199
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	75.00%	77.00%
Other unfunded commitments to extend credit
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	$ 329,593	$ 323,325
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in less than one year	67,028
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring between one and three years	113,031
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring between three and five years	142,917
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in more than five years	6,617
Off-balance sheet lending-related financial commitments, Carrying value	938	649
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Risk participations for other unfunded commitments to extend credit	345	385
Credit enhancements and bond and commercial paper liquidity commitments to US states and municipalities hospitals and other not for profit entities	10,300	12,300
Standby letters of credit and other financial guarantees
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	36,247	39,133
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in less than one year	16,571
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring between one and three years	11,482
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring between three and five years	7,148
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in more than five years	1,046
Off-balance sheet lending-related financial commitments, Carrying value	573	548
Guarantor obligations, Carrying value	426	427
Allowance for lending-related commitments	147	121
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	10,600	11,200
Credit enhancements and bond and commercial paper liquidity commitments to US states and municipalities hospitals and other not for profit entities	7,400	9,600
Other letters of credit
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	3,147	3,941
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in less than one year	2,955
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring between one and three years	155
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring between three and five years	37
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in more than five years	0
Off-balance sheet lending-related financial commitments, Carrying value	1	2
Guarantor obligations, Carrying value	0	0
Allowance for lending-related commitments	1	2
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Risk participations for other letters of credit	320	341
Securities lending indemnification agreements and guarantees
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	163,855	183,329
Other guarantees and commitments, Contractual amount, Expiring in less than one year	163,855
Other guarantees and commitments, Contractual amount, Expiring between one and three years	0
Other guarantees and commitments, Contractual amount, Expiring between three and five years	0
Other guarantees and commitments, Contractual amount, Expiring in more than five years	0
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	170,300	190,600
Derivatives qualifying as guarantees
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	53,906	53,784
Other guarantees and commitments, Contractual amount, Expiring in less than one year	2,900
Other guarantees and commitments, Contractual amount, Expiring between one and three years	724
Other guarantees and commitments, Contractual amount, Expiring between three and five years	10,922
Other guarantees and commitments, Contractual amount, Expiring in more than five years	39,360
Guarantor obligations, Carrying value	230	222
Unsettled reverse repurchase and securities borrowing agreements
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	76,810	42,482
Other guarantees and commitments, Contractual amount, Expiring in less than one year	76,810
Other guarantees and commitments, Contractual amount, Expiring between one and three years	0
Other guarantees and commitments, Contractual amount, Expiring between three and five years	0
Other guarantees and commitments, Contractual amount, Expiring in more than five years	0
Guarantor obligations, Carrying value	0	0
Unsettled repurchase and securities lending agreements
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	54,023	21,798
Other guarantees and commitments, Contractual amount, Expiring in less than one year	54,023
Guarantor obligations, Carrying value		0
Loans sold with recourse
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Loan sale and securitization-related indemnifications, Contractual amount	3,303	4,274
Loan sale and securitization-related indemnifications, Carrying value	66	82
Other guarantees and commitments
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	6,202	5,580
Other guarantees and commitments, Contractual amount, Expiring in less than one year	954
Other guarantees and commitments, Contractual amount, Expiring between one and three years	2,662
Other guarantees and commitments, Contractual amount, Expiring between three and five years	1,033
Other guarantees and commitments, Contractual amount, Expiring in more than five years	1,553
Guarantor obligations, Carrying value	(72)	(94)
Letters of credit hedged by derivative transactions
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	$ 4,700	$ 4,600
Days Past Due, 60 or More | Credit card
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Line of credit close criteria, period past due	60 days

Off-balance Sheet Lending-re134

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	Sep. 30, 2016	Dec. 31, 2015
Standby letters of credit and other financial guarantees and other letters of credit [Abstract]
Total lending-related commitments	$ 940,786	$ 978,611	$ 940,395
Off-balance sheet lending-related financial commitments, Carrying value		1,526	1,213
Derivatives qualifying as guarantees
Notional amount on stable value contracts		51,463,000	50,659,000
JPMorgan Chase Financial Company LLC (JPMFC)
Other off-balance sheet arrangements
Direct-owned finance subsidiary ownership	100.00%
Standby letters of credit and other financial guarantees
Standby letters of credit and other financial guarantees and other letters of credit [Abstract]
Investment-grade		28,388	31,751
Noninvestment-grade		7,859	7,382
Total lending-related commitments		36,247	39,133
Allowance for lending-related commitments		147	121
Guarantee liability and corresponding asset		426	427
Off-balance sheet lending-related financial commitments, Carrying value		573	548
Standby Letters of Credit, Supported by Collateral		20,359	18,825
Other letters of credit
Standby letters of credit and other financial guarantees and other letters of credit [Abstract]
Investment-grade		2,497	3,290
Noninvestment-grade		650	651
Total lending-related commitments		3,147	3,941
Allowance for lending-related commitments		1	2
Guarantee liability and corresponding asset		0	0
Off-balance sheet lending-related financial commitments, Carrying value		1	2
Other Letters of Credit, Supported by Collateral		580	996
Derivatives qualifying as guarantees
Standby letters of credit and other financial guarantees and other letters of credit [Abstract]
Guarantee liability and corresponding asset		230	222
Derivatives qualifying as guarantees
Total notional value of derivatives the Firm deems guarantees		53,906	53,784
Notional amount on stable value contracts		28,600	28,400
Maximum exposure to loss		3,000	3,000
Derivative qualifying as guarantees payables		237	236
Derivative qualifying as guarantees receivables		$ 7	$ 14

Pledged Assets and Collateral (

Pledged Assets and Collateral (Details) - USD ($) $ in Billions	Sep. 30, 2016	Dec. 31, 2015
Pledged assets and Collateral
Financial instruments pledged by the Firm that may not be sold or repledged by the secured parties	$ 54.8	$ 50.7
Fair value of financial assets accepted as collateral to sell or repledge, deliver or otherwise use	893.8	748.5
Collateral received that was sold or repledged	710.5	580.9
Assets pledged to Federal Reserve Banks and Federal Home Loan Banks
Pledged assets and Collateral
Pledged assets	$ 425.6	$ 385.6

Litigation (Details)

Litigation (Details)	1 Months Ended		3 Months Ended		9 Months Ended
	Jan. 31, 2016USD ($)	Jan. 31, 2015actionclaim	Sep. 30, 2016USD ($)actionentityclaiminvestorobjectortrust	Sep. 30, 2015USD ($)action	Sep. 30, 2016USD ($)transactionactionentityclaiminvestorobjectordefendanttrustmunicipality	Sep. 30, 2015USD ($)action
Loss Contingencies [Line Items]
Legal expense/(benefit)			$ (71,000,000)	$ 1,347,000,000	$ (547,000,000)	$ 2,325,000,000
CIO Investigations and Litigation
Loss Contingencies [Line Items]
Settlement of class action			$ 150,000,000		$ 150,000,000
Number of individuals with objections approved | objector			2		2
Number of objectors to appeal | objector			1		1
Madoff Litigation
Loss Contingencies [Line Items]
Number of legal proceedings | action			3		3
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			3,100,000,000		3,100,000,000
Foreign Exchange Investigations and Litigation
Loss Contingencies [Line Items]
Number of actions dismissed | action		1
Foreign Exchange Investigations and Litigation | CANADA
Loss Contingencies [Line Items]
Number of legal proceedings | action				2		2
Foreign Exchange Investigations and Litigation | ERISA Actions
Loss Contingencies [Line Items]
Number of actions pending | action		1
General Motors Litigation
Loss Contingencies [Line Items]
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%
Basis points of credit card 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
Damages sought value (more than $1 billion)					$ 1,000,000,000
Lehman Brothers Bankruptcy Proceedings
Loss Contingencies [Line Items]
Damages sought value (more than $1 billion)	$ 7,900,000,000
Civil money penalty	1,420,000,000
Lehman Brothers Bankruptcy Proceedings | Claims Objections Relating to Securities Lending Claims and Smaller Claims [Member]
Loss Contingencies [Line Items]
Number of legal proceedings | claim		2
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
MBS Related to Investor Action | Pending Litigation
Loss Contingencies [Line Items]
Number of actions pending | claim			1		1
MBS Related to Underwriter Actions | Pending Litigation
Loss Contingencies [Line Items]
Number of actions pending | claim			1		1
MBS Related to Individual Purchaser Actions | Pending Litigation
Loss Contingencies [Line Items]
Number of actions pending | claim			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]
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 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]
Civil money penalty	$ 48,000,000
Number of municipalities pursuing investigations into the impact if any of alleged violations of the FHA and ECOA on their respective communities | municipality					3
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
Petters Bankruptcy and Related Matters
Loss Contingencies [Line Items]
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
Damages sought recoveries value					$ 450,000,000
Washington Mutual Litigations | Minimum
Loss Contingencies [Line Items]
Damages sought value (more than $1 billion)					6,000,000,000
Washington Mutual Litigations | Maximum
Loss Contingencies [Line Items]
Damages sought value (more than $1 billion)					$ 10,000,000,000

Business Segments (Details)

Business Segments (Details) $ in Millions	3 Months Ended			9 Months Ended
	Sep. 30, 2016USD ($)		Sep. 30, 2015USD ($)	Sep. 30, 2016USD ($)segment		Sep. 30, 2015USD ($)	Dec. 31, 2015USD ($)	[1]
Segment Reporting Information [Line Items]
Number of reportable segments | segment				4
Noninterest revenue	$ 13,070		$ 11,856	$ 37,962		$ 38,373
Net interest income	11,603		10,924	34,330		32,285
Total net revenue	24,673		22,780	72,292		70,658
Provision for credit losses	1,271		682	4,497		2,576
Noninterest expense	14,463		15,368	41,938		44,751
Income before income tax expense/(benefit)	8,939		6,730	25,857		23,331
Income tax expense/(benefit)	2,653		(74)	7,851		4,323
Net income	6,286		6,804	18,006		19,008
Average common equity	226,089		217,023	224,034		214,389
Total assets	$ 2,521,029	[1]	$ 2,416,635	$ 2,521,029	[1]	$ 2,416,635	$ 2,351,698
Return on common equity	10.00%		12.00%	10.00%		11.00%
Overhead ratio	59.00%		67.00%	58.00%		63.00%
Operating Segments | Consumer & Community Banking
Segment Reporting Information [Line Items]
Noninterest revenue	$ 3,868		$ 3,729	$ 11,812		$ 11,554
Net interest income	7,460		7,150	22,084		21,044
Total net revenue	11,328		10,879	33,896		32,598
Provision for credit losses	1,294		389	3,545		2,021
Noninterest expense	6,510		6,237	18,602		18,637
Income before income tax expense/(benefit)	3,524		4,253	11,749		11,940
Income tax expense/(benefit)	1,320		1,623	4,399		4,558
Net income	2,204		2,630	7,350		7,382
Average common equity	51,000		51,000	51,000		51,000
Total assets	$ 521,276		$ 484,253	$ 521,276		$ 484,253
Return on common equity	16.00%		20.00%	18.00%		18.00%
Overhead ratio	57.00%		57.00%	55.00%		57.00%
Operating Segments | Corporate & Investment Bank
Segment Reporting Information [Line Items]
Noninterest revenue	$ 6,690		$ 5,748	$ 18,699		$ 19,055
Net interest income	2,765		2,420	8,056		7,418
Total net revenue	9,455		8,168	26,755		26,473
Provision for credit losses	67		232	761		251
Noninterest expense	4,934		6,131	14,820		16,925
Income before income tax expense/(benefit)	4,454		1,805	11,174		9,297
Income tax expense/(benefit)	1,542		341	3,790		2,955
Net income	2,912		1,464	7,384		6,342
Average common equity	64,000		62,000	64,000		62,000
Total assets	$ 825,933		$ 801,133	$ 825,933		$ 801,133
Return on common equity	17.00%		8.00%	14.00%		13.00%
Overhead ratio	52.00%		75.00%	55.00%		64.00%
Operating Segments | Commercial Banking
Segment Reporting Information [Line Items]
Noninterest revenue	$ 578		$ 522	$ 1,720		$ 1,767
Net interest income	1,292		1,122	3,770		3,358
Total net revenue	1,870		1,644	5,490		5,125
Provision for credit losses	(121)		82	158		325
Noninterest expense	746		719	2,190		2,131
Income before income tax expense/(benefit)	1,245		843	3,142		2,669
Income tax expense/(benefit)	467		325	1,172		1,028
Net income	778		518	1,970		1,641
Average common equity	16,000		14,000	16,000		14,000
Total assets	$ 212,189		$ 201,157	$ 212,189		$ 201,157
Return on common equity	18.00%		14.00%	15.00%		15.00%
Overhead ratio	40.00%		44.00%	40.00%		42.00%
Operating Segments | Asset Management
Segment Reporting Information [Line Items]
Noninterest revenue	$ 2,277		$ 2,261	$ 6,714		$ 7,189
Net interest income	770		633	2,244		1,885
Total net revenue	3,047		2,894	8,958		9,074
Provision for credit losses	32		(17)	37		(13)
Noninterest expense	2,130		2,109	6,303		6,690
Income before income tax expense/(benefit)	885		802	2,618		2,397
Income tax expense/(benefit)	328		327	953		969
Net income	557		475	1,665		1,428
Average common equity	9,000		9,000	9,000		9,000
Total assets	$ 137,295		$ 131,412	$ 137,295		$ 131,412
Return on common equity	24.00%		20.00%	24.00%		20.00%
Overhead ratio	70.00%		73.00%	70.00%		74.00%
Operating Segments | Corporate
Segment Reporting Information [Line Items]
Noninterest revenue	$ 197		$ 73	$ 637		$ 213
Net interest income	(385)		(123)	(927)		(597)
Total net revenue	(188)		(50)	(290)		(384)
Provision for credit losses	(1)		(4)	(4)		(8)
Noninterest expense	143		172	23		368
Income before income tax expense/(benefit)	(330)		(218)	(309)		(744)
Income tax expense/(benefit)	(165)		(1,935)	54		(2,959)
Net income	(165)		1,717	(363)		2,215
Average common equity	86,089		81,023	84,034		78,389
Total assets	824,336		798,680	824,336		798,680
Reconciling Items
Segment Reporting Information [Line Items]
Noninterest revenue	(540)		(477)	(1,620)		(1,405)
Net interest income	(299)		(278)	(897)		(823)
Total net revenue	(839)		(755)	(2,517)		(2,228)
Provision for credit losses	0		0	0		0
Noninterest expense	0		0	0		0
Income before income tax expense/(benefit)	(839)		(755)	(2,517)		(2,228)
Income tax expense/(benefit)	(839)		(755)	(2,517)		(2,228)
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, 2016, and December 31, 2015. 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, 2016 Dec 31, 2015Assets Trading assets$3,169 $3,736Loans76,333 75,104All other assets3,437 2,765Total assets$82,939 $81,605Liabilities Beneficial interests issued by consolidated VIEs$42,233 $41,879All other liabilities738 809Total liabilities$42,971 $42,688The 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 September 30, 2016, and December 31, 2015, the Firm provided limited program-wide credit enhancements of $2.4 billion and $2.0 billion respectively related to its Firm-administered multi-seller conduits, which are eliminated in consolidation. For further discussion, see Note 15.