JPMorgan Chase & Co. (JPM) 10-Q 2 Aug 17 2017 Q2 Quarterly report Financial data

Document and Entity Information

Document and Entity Information	6 Months Ended
	Jun. 30, 2017shares
Document and Entity Information [Abstract]
Entity Registrant Name	JPMORGAN CHASE & CO
Entity Central Index Key	19,617
Document Type	10-Q
Document Period End Date	Jun. 30, 2017
Amendment Flag	false
Document Fiscal Year Focus	2,017
Document Fiscal Period Focus	Q2
Current Fiscal Year End Date	--12-31
Entity Filer Category	Large Accelerated Filer
Entity Common Stock, Shares Outstanding	3,518,964,410

Consolidated Statements of Inco

Consolidated Statements of Income (Unaudited) - USD ($) shares in Millions, $ in Millions		3 Months Ended		6 Months Ended
		Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Revenue
Investment banking fees		$ 1,810	$ 1,644	$ 3,627	$ 2,977
Principal transactions		3,137	2,976	6,719	5,655
Lending- and deposit-related fees		1,482	1,403	2,930	2,806
Asset management, administration and commissions		3,824	3,681	7,501	7,305
Securities gains/(losses)		(34)	21	(37)	72
Mortgage fees and related income		404	689	810	1,356
Card income		1,167	1,358	2,081	2,659
Other income		1,472	1,261	2,242	2,062
Noninterest revenue		13,262	13,033	25,873	24,892
Interest income		15,650	13,813	30,692	27,365
Interest expense		3,442	2,466	6,420	4,638
Net interest income		12,208	11,347	24,272	22,727
Total net revenue		25,470	24,380	50,145	47,619
Provision for credit losses		1,215	1,402	2,530	3,226
Noninterest expense
Compensation expense		7,706	7,778	15,907	15,438
Occupancy expense		912	899	1,873	1,782
Technology, communications and equipment expense		1,870	1,665	3,698	3,283
Professional and outside services		1,644	1,700	3,187	3,248
Marketing		756	672	1,469	1,375
Other expense		1,618	924	3,391	2,349
Total noninterest expense		14,506	13,638	29,525	27,475
Income before income tax expense		9,749	9,340	18,090	16,918
Income tax expense		2,720	3,140	4,613	5,198
Net income		7,029	6,200	13,477	11,720
Net income applicable to common stockholders	[1]	$ 6,555	$ 5,728	$ 12,531	$ 10,773
Net income per common share data
Basic earnings per share (in dollars per share)		$ 1.83	$ 1.56	$ 3.49	$ 2.92
Diluted earnings per share (in dollars per share)		$ 1.82	$ 1.55	$ 3.47	$ 2.89
Weighted-average basic shares (in shares)	[1]	3,574.1	3,675.5	3,587.9	3,693
Weighted-average diluted shares (in shares)	[1]	3,599	3,706.2	3,614.7	3,721.9
Cash dividends declared per common share (in dollars per share)		$ 0.50	$ 0.48	$ 1	$ 0.92
[1]	The prior period amounts have been revised to conform with the current period presentation. The revision had no impact on the Firm’s reported earnings per share.

Consolidated Statements of Comp

Consolidated Statements of Comprehensive Income (Unaudited) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Statement of Comprehensive Income [Abstract]
Net income	$ 7,029	$ 6,200	$ 13,477	$ 11,720
Other comprehensive income/(loss), after–tax
Unrealized gains on investment securities	457	867	695	1,292
Translation adjustments, net of hedges	0	3	7	1
Cash flow hedges	53	(87)	144	(157)
Defined benefit pension and OPEB plans	19	56	4	81
DVA on fair value option elected liabilities	2	(3)	(67)	55
Total other comprehensive income, after–tax	531	836	783	1,272
Comprehensive income	$ 7,560	$ 7,036	$ 14,260	$ 12,992

Consolidated Balance Sheets (Un

Consolidated Balance Sheets (Unaudited) - USD ($) $ in Millions		Jun. 30, 2017	Dec. 31, 2016
Assets
Cash and due from banks		$ 21,781	$ 23,873
Deposits with banks		427,380	365,762
Federal funds sold and securities purchased under resale agreements (included $18,026 and $21,506 at fair value)		218,570	229,967
Securities borrowed (included $1,590 and $0 at fair value)		90,654	96,409
Trading assets (included assets pledged of $136,213 and $115,847)		407,064	372,130
Securities (included $215,697 and $238,891 at fair value and assets pledged of $16,608 and $16,115)		263,458	289,059
Loans (included $1,979 and $2,230 at fair value)		908,767	894,765
Allowance for loan losses		(13,363)	(13,776)
Loans, net of allowance for loan losses		895,404	880,989
Accrued interest and accounts receivable		64,038	52,330
Premises and equipment		14,206	14,131
Goodwill		47,300	47,288
Mortgage servicing rights		5,753	6,096
Other intangible assets		827	862
Other assets (included $7,412 and $7,557 at fair value and assets pledged of $1,493 and $1,603)		106,739	112,076
Total assets	[1]	2,563,174	2,490,972
Liabilities
Deposits (included $17,754 and $13,912 at fair value)		1,439,473	1,375,179
Federal funds purchased and securities loaned or sold under repurchase agreements (included $721 and $687 at fair value)		165,621	165,666
Commercial paper		22,207	11,738
Other borrowed funds (included $8,515 and $9,105 at fair value)		30,936	22,705
Trading liabilities		133,423	136,659
Accounts payable and other liabilities (included $11,543 and $9,120 at fair value)		189,160	190,543
Beneficial interests issued by consolidated VIEs (included $72 and $120 at fair value)		30,898	39,047
Long-term debt (included $43,484 and $37,686 at fair value)		292,973	295,245
Total liabilities	[1]	2,304,691	2,236,782
Commitments and contingencies (see Notes 19, 20 and 21)
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		90,604	91,627
Retained earnings		171,488	162,440
Accumulated other comprehensive (loss)		(392)	(1,175)
Shares held in restricted stock units (“RSU”) Trust, at cost (472,953 shares)		(21)	(21)
Treasury stock, at cost (585,969,485 and 543,744,003 shares)		(33,369)	(28,854)
Total stockholders’ equity		258,483	254,190
Total liabilities and stockholders’ equity		2,563,174	2,490,972
VIEs consolidated by the Firm
Assets
Trading assets (included assets pledged of $136,213 and $115,847)		2,688	3,185
Loans (included $1,979 and $2,230 at fair value)		71,012	75,614
Other assets (included $7,412 and $7,557 at fair value and assets pledged of $1,493 and $1,603)		2,819	3,321
Total assets		76,519	82,120
Liabilities
Beneficial interests issued by consolidated VIEs (included $72 and $120 at fair value)		30,898	39,047
All other liabilities		427	490
Total liabilities		$ 31,325	$ 39,537
[1]	The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at June 30, 2017, and December 31, 2016. The difference between total VIE assets and liabilities represents the Firm’s interests in those entities, which are eliminated in consolidation.(in millions)Jun 30, 2017 Dec 31, 2016Assets Trading assets$2,688 $3,185Loans71,012 75,614All other assets2,819 3,321Total assets$76,519 $82,120Liabilities Beneficial interests issued by consolidated VIEs$30,898 $39,047All other liabilities427 490Total liabilities$31,325 $39,537 The assets of the consolidated VIEs are used to settle the liabilities of those entities. The holders of the beneficial interests do not have recourse to the general credit of JPMorgan Chase. At both June 30, 2017, and December 31, 2016, the Firm provided limited program-wide credit enhancements of 2.4 billion related to its Firm-administered multi-seller conduits, which are eliminated in consolidation. For further discussion, see Note 13.

Consolidated Balance Sheets (U5

Consolidated Balance Sheets (Unaudited) (Parenthetical) - USD ($) $ in Millions	Jun. 30, 2017	Dec. 31, 2016
Assets
Assets pledged	$ 154,300	$ 133,600
Securities	215,697	238,891
Loans	$ 1,979	$ 2,230
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, at cost (in shares)	472,953	472,953
Treasury stock, at cost (in shares)	585,969,485	543,744,003
Limited program wide credit enhancement	$ 2,400	$ 2,400
Loans reported as trading assets
Assets
Assets pledged	136,213	115,847
Securities
Assets
Assets pledged	16,608	16,115
Other assets
Assets
Assets pledged	1,493	1,603
Recurring
Assets
Federal funds sold and securities purchased under resale agreements	18,026	21,506
Securities borrowed	1,590	0
Securities	215,697	238,891
Loans	1,979	2,230
Liabilities
Deposits	17,754	13,912
Federal funds purchased and securities loaned or sold under repurchase agreements	721	687
Other borrowed funds	8,515	9,105
Accounts payable and other liabilities	11,543	9,120
Beneficial interests issued by consolidated VIEs	72	120
Long-term debt	43,484	37,686
Recurring | Other assets
Assets
Other assets	$ 7,412	$ 7,557

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, 2015		$ 26,068	$ 4,105	$ 92,500	$ 146,420	$ 192	$ (21)	$ (21,691)
Cumulative effect of change in accounting principle at Dec. 31, 2015	$ 154				(154)	154
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Shares issued and commitments to issue common stock for employee stock-based compensation awards, and related tax effects				(539)
Other				13
Net income	11,720				11,720
Dividends declared:
Preferred stock					(823)
Common stock					(3,414)
Other comprehensive income/(loss)	1,272					1,272
Purchase of treasury stock								(4,536)
Reissuance from treasury stock								1,157
Ending balance at Jun. 30, 2016	252,423	26,068	4,105	91,974	153,749	1,618	(21)	(25,070)
Beginning balance at Mar. 31, 2016						782
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	6,200
Dividends declared:
Other comprehensive income/(loss)	836
Ending balance at Jun. 30, 2016	252,423	26,068	4,105	91,974	153,749	1,618	(21)	(25,070)
Beginning balance at Dec. 31, 2016	254,190	26,068	4,105	91,627	162,440	(1,175)	(21)	(28,854)
Cumulative effect of change in accounting principle at Dec. 31, 2016					0	0
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Shares issued and commitments to issue common stock for employee stock-based compensation awards, and related tax effects				(865)
Other				(158)
Net income	13,477				13,477
Dividends declared:
Preferred stock					(823)
Common stock					(3,606)
Other comprehensive income/(loss)	783					783
Purchase of treasury stock								(5,839)
Reissuance from treasury stock								1,324
Ending balance at Jun. 30, 2017	258,483	26,068	4,105	90,604	171,488	(392)	(21)	(33,369)
Beginning balance at Mar. 31, 2017						(923)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	7,029
Dividends declared:
Other comprehensive income/(loss)	531
Ending balance at Jun. 30, 2017	$ 258,483	$ 26,068	$ 4,105	$ 90,604	$ 171,488	$ (392)	$ (21)	$ (33,369)

Consolidated Statements of Cha7

Consolidated Statements of Changes in Stockholders' Equity (Unaudited) (Parenthetical) - $ / shares	6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016
Dividends declared:
Dividends declared, Common stock (in dollars per share)	$ 1	$ 0.92

Consolidated Statements of Cash

Consolidated Statements of Cash Flows (Unaudited) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016
Statement of Cash Flows [Abstract]
Net income	$ 13,477	$ 11,720
Adjustments to reconcile net income to net cash provided by operating activities:
Provision for credit losses	2,530	3,226
Depreciation and amortization	2,968	2,625
Deferred tax expense	(161)	577
Other	1,163	1,001
Originations and purchases of loans held-for-sale	(58,119)	(24,963)
Proceeds from sales, securitizations and paydowns of loans held-for-sale	53,053	22,356
Net change in:
Trading assets	(22,914)	(52,501)
Securities borrowed	5,845	(4,505)
Accrued interest and accounts receivable	(11,940)	(18,407)
Other assets	11,366	(10,764)
Trading liabilities	(12,827)	42,738
Accounts payable and other liabilities	(5,189)	3,714
Other operating adjustments	7,724	276
Net cash used in operating activities	(13,024)	(22,907)
Investing activities
Net change in deposits with banks	(61,618)	(5,580)
Net change in federal funds sold and securities purchased under resale agreements	11,364	(24,624)
Held-to-maturity securities:
Proceeds from paydowns and maturities	2,289	2,718
Purchases	0	(134)
Available-for-sale securities:
Proceeds from paydowns and maturities	29,481	33,070
Proceeds from sales	42,972	22,559
Purchases	(45,613)	(42,002)
Proceeds from sales and securitizations of loans held-for-investment	7,762	5,599
Other changes in loans, net	(24,266)	(43,094)
All other investing activities, net	550	(576)
Net cash used in investing activities	(37,079)	(52,064)
Financing activities
Net change in deposits	53,122	68,209
Net change in federal funds purchased and securities loaned or sold under repurchase agreements	(43)	13,346
Net change in commercial paper and other borrowed funds	18,222	311
Net change in beneficial interests issued by consolidated VIEs	(1,067)	(2,668)
Proceeds from long-term borrowings	35,530	36,064
Payments of long-term borrowings	(47,743)	(32,022)
Treasury stock purchased	(5,839)	(4,536)
Dividends paid	(4,386)	(4,120)
All other financing activities, net	115	(425)
Net cash provided by financing activities	47,911	74,159
Effect of exchange rate changes on cash and due from banks	100	32
Net decrease in cash and due from banks	(2,092)	(780)
Cash and due from banks at the beginning of the period	23,873	20,490
Cash and due from banks at the end of the period	21,781	19,710
Cash interest paid	6,322	4,283
Cash income taxes paid, net	$ 1,736	$ 1,261

Basis of Presentation

Basis of Presentation	6 Months Ended
	Jun. 30, 2017
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 business, commercial banking, financial transaction processing and asset management. For a discussion of the Firm’s business segments, see Note 22 . 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 2016 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 variable interest entity. For a further description of JPMorgan Chase’s accounting policies regarding consolidation, see Notes 1 and 16 of JPMorgan Chase’s 2016 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 2016 Annual Report.

Fair Value Measurement

Fair Value Measurement	6 Months Ended
	Jun. 30, 2017
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 2016 Annual Report. The following table presents the assets and liabilities reported at fair value as of June 30, 2017 , and December 31, 2016 , by major product category and fair value hierarchy . Assets and liabilities measured at fair value on a recurring basis Fair value hierarchy Derivative netting adjustments June 30, 2017 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 18,026 $ — $ — $ 18,026 Securities borrowed — 1,590 — — 1,590 Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies (a) 1 37,058 365 — 37,424 Residential – nonagency — 1,530 98 — 1,628 Commercial – nonagency — 1,388 65 — 1,453 Total mortgage-backed securities 1 39,976 528 — 40,505 U.S. Treasury and government agencies (a) 33,996 5,041 — — 39,037 Obligations of U.S. states and municipalities — 8,136 681 — 8,817 Certificates of deposit, bankers’ acceptances and commercial paper — 1,699 — — 1,699 Non-U.S. government debt securities 31,827 31,689 37 — 63,553 Corporate debt securities — 27,068 461 — 27,529 Loans (b) — 31,697 4,488 — 36,185 Asset-backed securities — 2,739 83 — 2,822 Total debt instruments 65,824 148,045 6,278 — 220,147 Equity securities 113,460 251 284 — 113,995 Physical commodities (c) 3,326 1,262 — — 4,588 Other — 11,045 731 — 11,776 Total debt and equity instruments (d) 182,610 160,603 7,293 — 350,506 Derivative receivables: Interest rate 463 521,260 1,713 (496,524 ) 26,912 Credit — 24,610 1,289 (24,885 ) 1,014 Foreign exchange 841 173,433 522 (158,134 ) 16,662 Equity — 36,584 963 (31,274 ) 6,273 Commodity — 14,015 119 (8,489 ) 5,645 Total derivative receivables (e) 1,304 769,902 4,606 (719,306 ) 56,506 Total trading assets (f) 183,914 930,505 11,899 (719,306 ) 407,012 Available-for-sale securities: Mortgage-backed securities: U.S. government agencies (a) 4 67,913 — — 67,917 Residential – nonagency — 13,877 1 — 13,878 Commercial – nonagency — 6,667 — — 6,667 Total mortgage-backed securities 4 88,457 1 — 88,462 U.S. Treasury and government agencies (a) 28,158 — — — 28,158 Obligations of U.S. states and municipalities — 32,539 — — 32,539 Certificates of deposit — 57 — — 57 Non-U.S. government debt securities 19,291 11,280 — — 30,571 Corporate debt securities — 4,132 — — 4,132 Asset-backed securities: Collateralized loan obligations — 23,780 547 — 24,327 Other — 6,526 — — 6,526 Equity securities 925 — — — 925 Total available-for-sale securities 48,378 166,771 548 — 215,697 Loans — 1,674 305 — 1,979 Mortgage servicing rights — — 5,753 — 5,753 Other assets (f) 4,721 — 1,934 — 6,655 Total assets measured at fair value on a recurring basis $ 237,013 $ 1,118,566 $ 20,439 $ (719,306 ) $ 656,712 Deposits $ — $ 15,623 $ 2,131 $ — $ 17,754 Federal funds purchased and securities loaned or sold under repurchase agreements — 721 — — 721 Other borrowed funds — 7,201 1,314 — 8,515 Trading liabilities: Debt and equity instruments (d) 68,035 23,557 36 — 91,628 Derivative payables: Interest rate 341 484,248 1,001 (477,384 ) 8,206 Credit — 24,789 1,334 (24,498 ) 1,625 Foreign exchange 933 175,931 1,208 (164,051 ) 14,021 Equity — 39,670 3,407 (33,721 ) 9,356 Commodity — 17,145 177 (8,735 ) 8,587 Total derivative payables (e) 1,274 741,783 7,127 (708,389 ) 41,795 Total trading liabilities 69,309 765,340 7,163 (708,389 ) 133,423 Accounts payable and other liabilities 11,533 — 10 — 11,543 Beneficial interests issued by consolidated VIEs — 71 1 — 72 Long-term debt — 26,824 16,660 — 43,484 Total liabilities measured at fair value on a recurring basis $ 80,842 $ 815,780 $ 27,279 $ (708,389 ) $ 215,512 Fair value hierarchy Derivative netting adjustments December 31, 2016 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 21,506 $ — $ — $ 21,506 Securities borrowed — — — — — Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies (a) 13 40,586 392 — 40,991 Residential – nonagency — 1,552 83 — 1,635 Commercial – nonagency — 1,321 17 — 1,338 Total mortgage-backed securities 13 43,459 492 — 43,964 U.S. Treasury and government agencies (a) 19,554 5,201 — — 24,755 Obligations of U.S. states and municipalities — 8,403 649 — 9,052 Certificates of deposit, bankers’ acceptances and commercial paper — 1,649 — — 1,649 Non-U.S. government debt securities 28,443 23,076 46 — 51,565 Corporate debt securities — 22,751 576 — 23,327 Loans (b) — 28,965 4,837 — 33,802 Asset-backed securities — 5,250 302 — 5,552 Total debt instruments 48,010 138,754 6,902 — 193,666 Equity securities 96,759 281 231 — 97,271 Physical commodities (c) 5,341 1,620 — — 6,961 Other — 9,341 761 — 10,102 Total debt and equity instruments (d) 150,110 149,996 7,894 — 308,000 Derivative receivables: Interest rate 715 602,747 2,501 (577,661 ) 28,302 Credit — 28,256 1,389 (28,351 ) 1,294 Foreign exchange 812 231,743 870 (210,154 ) 23,271 Equity — 34,032 908 (30,001 ) 4,939 Commodity 158 18,360 125 (12,371 ) 6,272 Total derivative receivables (e) 1,685 915,138 5,793 (858,538 ) 64,078 Total trading assets (f) 151,795 1,065,134 13,687 (858,538 ) 372,078 Available-for-sale securities: Mortgage-backed securities: U.S. government agencies (a) — 64,005 — — 64,005 Residential – nonagency — 14,442 1 — 14,443 Commercial – nonagency — 9,104 — — 9,104 Total mortgage-backed securities — 87,551 1 — 87,552 U.S. Treasury and government agencies (a) 44,072 29 — — 44,101 Obligations of U.S. states and municipalities — 31,592 — — 31,592 Certificates of deposit — 106 — — 106 Non-U.S. government debt securities 22,793 12,495 — — 35,288 Corporate debt securities — 4,958 — — 4,958 Asset-backed securities: Collateralized loan obligations — 26,738 663 — 27,401 Other — 6,967 — — 6,967 Equity securities 926 — — — 926 Total available-for-sale securities 67,791 170,436 664 — 238,891 Loans — 1,660 570 — 2,230 Mortgage servicing rights — — 6,096 — 6,096 Other assets (f) 4,357 — 2,223 — 6,580 Total assets measured at fair value on a recurring basis $ 223,943 $ 1,258,736 $ 23,240 $ (858,538 ) $ 647,381 Deposits $ — $ 11,795 $ 2,117 $ — $ 13,912 Federal funds purchased and securities loaned or sold under repurchase agreements — 687 — — 687 Other borrowed funds — 7,971 1,134 — 9,105 Trading liabilities: Debt and equity instruments (d) 68,304 19,081 43 — 87,428 Derivative payables: Interest rate 539 569,001 1,238 (559,963 ) 10,815 Credit — 27,375 1,291 (27,255 ) 1,411 Foreign exchange 902 231,815 2,254 (214,463 ) 20,508 Equity — 35,202 3,160 (30,222 ) 8,140 Commodity 173 20,079 210 (12,105 ) 8,357 Total derivative payables (e) 1,614 883,472 8,153 (844,008 ) 49,231 Total trading liabilities 69,918 902,553 8,196 (844,008 ) 136,659 Accounts payable and other liabilities 9,107 — 13 — 9,120 Beneficial interests issued by consolidated VIEs — 72 48 — 120 Long-term debt — 23,792 13,894 — 37,686 Total liabilities measured at fair value on a recurring basis $ 79,025 $ 946,870 $ 25,402 $ (844,008 ) $ 207,289 (a) At June 30, 2017 , and December 31, 2016 , included total U.S. government-sponsored enterprise obligations of $84.8 billion and $80.6 billion , respectively, which were predominantly mortgage-related. (b) At June 30, 2017 , and December 31, 2016 , included within trading loans were $15.6 billion and $16.5 billion , respectively, of residential first-lien mortgages, and $3.1 billion and $3.3 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 $9.5 billion and $11.0 billion , respectively, and reverse mortgages of $2.0 billion for both periods. (c) Physical commodities inventories are generally accounted for at the lower of cost or net realizable value. “Net realizable value” 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, net realizable value approximates fair value for the Firm’s physical commodities inventories. When fair value hedging has been applied (or when net realizable value 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 4 . 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. The level 3 balances would be reduced if netting were applied, including the netting benefit associated with cash collateral. (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 June 30, 2017 , and December 31, 2016 , the fair values of these investments, which include certain hedge funds, private equity funds, real estate and other funds, were $809 million and $1.0 billion , respectively. Included in these balances at June 30, 2017 , and December 31, 2016 , were trading assets of $52 million for both periods, and other assets of $757 million and $977 million , respectively. Transfers between levels for instruments carried at fair value on a recurring basis For the three and six months ended June 30, 2017 and 2016 , there were no individually significant transfers. All transfers are based on changes in the observability of the valuation inputs and 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 2016 Annual Report. The following table presents the Firm’s primary level 3 financial instruments, the valuation techniques used to measure the fair value of those financial instruments, the significant unobservable inputs, the range of values for those inputs and, for certain instruments, the weighted averages of such inputs. While the determination to classify an instrument within level 3 is based on the significance of the unobservable inputs to the overall fair value measurement, level 3 financial instruments typically include observable components (that is, components that are actively quoted and can be validated to external sources) in addition to the unobservable components. The level 1 and/or level 2 inputs are not included in the table. In addition, the Firm manages the risk of the observable components of level 3 financial instruments using securities and derivative positions that are classified within levels 1 or 2 of the fair value hierarchy. The range of values presented in the table is representative of the highest and lowest level input used to value the significant groups of instruments within a product/instrument classification. Where provided, the weighted averages of the input values presented in the table are calculated based on the fair value of the instruments that the input is being used to value. In the Firm’s view, the input range and the weighted average value do not reflect the degree of input uncertainty or an assessment of the reasonableness of the Firm’s estimates and assumptions. Rather, they reflect the characteristics of the various instruments held by the Firm and the relative distribution of instruments within the range of characteristics. For example, two option contracts may have similar levels of market risk exposure and valuation uncertainty, but may have significantly different implied volatility levels because the option contracts have different underlyings, tenors, or strike prices. The input range and weighted average values will therefore vary from period-to-period and parameter-to-parameter based on the characteristics of the instruments held by the Firm at each balance sheet date. For the Firm’s derivatives and structured notes positions classified within level 3 at June 30, 2017, interest rate correlation inputs used in estimating fair value were concentrated towards the upper end of the range presented; equity correlation and equity-FX and equity-IR correlation inputs were concentrated in the middle of the range; commodity correlation inputs were concentrated towards the lower end of the range; credit correlation inputs were distributed across the range; and the interest rate-foreign exchange (“IR-FX”) correlation inputs were concentrated towards the lower end of the range. In addition, the interest rate spread volatility inputs used in estimating fair value were distributed across the range presented; equity volatilities and commodity volatilities were concentrated towards the lower end of the range; and forward commodity prices used in estimating the fair value of commodity derivatives were concentrated in the middle of the range presented. Recovery rate, yield, prepayment speed, conditional default rate and loss severity inputs used in estimating the fair value of credit derivatives were distributed across the range; and credit spreads were concentrated towards the lower end of the range. Level 3 inputs (a) June 30, 2017 (in millions, except for ratios and basis points) Product/Instrument Fair value Principal valuation technique Unobservable inputs (g) Range of input values Weighted average Residential mortgage-backed securities and loans (b) $ 2,641 Discounted cash flows Yield 5% – 18% 5% Prepayment speed 0% – 26% 8% Conditional default rate 0% – 7% 2% Loss severity 0% – 100% 6% Commercial mortgage-backed securities and loans (c) 956 Market comparables Price $ 0 – $ 114 $ 94 Obligations of U.S. states and municipalities 681 Market comparables Price $ 58 – $ 100 $ 97 Corporate debt securities 461 Market comparables Price $ 0 – $ 108 $ 87 Loans (d) 1,725 Market comparables Price $ 5 – $ 103 $ 84 Asset-backed securities 547 Discounted cash flows Credit spread 246bps – 461 bps 260 bps Prepayment speed 20% 20% Conditional default rate 2% 2% Loss severity 30% 30% 83 Market comparables Price $ 0 – $ 169 $ 85 Net interest rate derivatives 648 Option pricing Interest rate spread volatility 3% – 38% Interest rate correlation (50)% – 97% IR-FX correlation 60% – 70% 64 Discounted cash flows Prepayment speed 4% – 15% Net credit derivatives (45 ) Discounted cash flows Credit correlation 35% – 85% Credit spread 6bps – 1,557bps Recovery rate 20% – 65% Yield 5% – 8% Prepayment speed 2% – 14% Conditional default rate 2% – 100% Loss severity 39% – 100% Net foreign exchange derivatives (490 ) Option pricing IR-FX correlation (50)% – 70% (196 ) Discounted cash flows Prepayment speed 7% Net equity derivatives (2,444 ) Option pricing Equity volatility 15% – 55% Equity correlation (5)% – 90% Equity-FX correlation (55)% – 25% Equity-IR correlation 20% – 35% Net commodity derivatives (58 ) Option pricing Forward commodity price $ 41 – $ 54 per barrel Commodity volatility 22% – 50% Commodity correlation 15% – 97% MSRs 5,753 Discounted cash flows Refer to Note 14 Other assets 1,124 Discounted cash flows Credit spread 40bps – 90bps 65bps Yield 8% – 40% 32% 1,541 Market comparables EBITDA multiple 6.6x – 10.3x 7.6x Long-term debt, other borrowed funds, and deposits (e) 20,105 Option pricing Interest rate spread volatility 3% – 38% Interest rate correlation (50)% – 97% IR-FX correlation (50)% – 70% Equity correlation (5)% – 90% Equity-FX correlation (55)% – 25% Equity-IR correlation 20% – 35% Other level 3 assets and liabilities, net (f) 274 (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. Furthermore, the inputs presented for each valuation technique in the table are, in some cases, not applicable to every instrument valued using the technique as the characteristics of the instruments can differ. (b) Includes U.S. government agency securities of $348 million , nonagency securities of $99 million and trading loans of $2.2 billion . (c) Includes U.S. government agency securities of $17 million , nonagency securities of $65 million , trading loans of $570 million and non-trading loans of $304 million . (d) Includes trading loans of $1.7 billion and non-trading loans of $1 million . (e) 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 includes the derivative features embedded within the instrument. The significant unobservable inputs are broadly consistent with those presented for derivative receivables. (f) Includes level 3 assets and liabilities that are insignificant both individually and in aggregate. (g) Price is a significant unobservable input for certain instruments. When quoted market prices are not readily available, reliance is generally placed on price-based internal valuation techniques. The price input is expressed assuming a par value of $100 . 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 2016 Annual Report. Changes in level 3 recurring fair value measurements The following tables include a rollforward of the Consolidated balance sheets amounts (including changes in fair value) for financial instruments classified by the Firm within level 3 of the fair value hierarchy for the three and six months ended June 30, 2017 and 2016. 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 Total realized/unrealized gains/(losses) Transfers into (h) Transfers (out of) level 3 (h) Fair value at Change in unrealized gains/(losses) related Purchases (f) Sales Settlements (g) Assets: Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies $ 353 $ (11 ) $ 82 $ (54 ) $ (19 ) $ 20 $ (6 ) $ 365 $ (14 ) Residential – nonagency 35 (1 ) 31 (3 ) (5 ) 46 (5 ) 98 (4 ) Commercial – nonagency 45 (1 ) 10 (6 ) (2 ) 30 (11 ) 65 (1 ) Total mortgage-backed securities 433 (13 ) 123 (63 ) (26 ) 96 (22 ) 528 (19 ) Obligations of U.S. states and municipalities 668 4 9 — — — — 681 3 Non-U.S. government debt securities 47 3 102 (95 ) — 1 (21 ) 37 2 Corporate debt securities 738 2 74 (38 ) (254 ) 27 (88 ) 461 1 Loans 4,588 68 729 (323 ) (390 ) 122 (306 ) 4,488 83 Asset-backed securities 245 8 11 (30 ) (25 ) 6 (132 ) 83 6 Total debt instruments 6,719 72 1,048 (549 ) (695 ) 252 (569 ) 6,278 76 Equity securities 271 21 57 (41 ) — 1 (25 ) 284 10 Other 763 43 3 (7 ) (65 ) 2 (8 ) 731 31 Total trading assets – debt and equity instruments 7,753 136 (c) 1,108 (597 ) (760 ) 255 (602 ) 7,293 117 (c) Net derivative receivables: (a) Interest rate 1,009 37 21 (30 ) (348 ) 30 (7 ) 712 (90 ) Credit 17 (48 ) 1 (1 ) (20 ) 6 — (45 ) (37 ) Foreign exchange (1,490 ) 95 3 (2 ) 656 12 40 (686 ) 101 Equity (1,896 ) (35 ) 149 (83 ) (504 ) (108 ) 33 (2,444 ) (38 ) Commodity (56 ) (22 ) — — 23 (2 ) (1 ) (58 ) (32 ) Total net derivative receivables (2,416 ) 27 (c) 174 (116 ) (193 ) (62 ) 65 (2,521 ) (96 ) (c) Available-for-sale securities: Asset-backed securities 622 2 — — (77 ) — — 547 2 Other 1 — — — — — — 1 — Total available-for-sale securities 623 2 (d) — — (77 ) — — 548 2 (d) Loans 404 18 (c) — — (117 ) — — 305 13 (c) Mortgage servicing rights 6,079 (200 ) (e) 154 (67 ) (213 ) — — 5,753 (200 ) (e) Other assets 2,077 193 (c) 28 (78 ) (286 ) — — 1,934 120 (c) Fair value measurements using significant unobservable inputs Three months ended Fair Total realized/unrealized (gains)/losses Transfers into (h) Transfers (out of) level 3 (h) Fair value at Change in unrealized (gains)/losses related Purchases Sales Issuances Settlements (g) Liabilities: (b) Deposits $ 2,133 $ 30 (c) $ — $ — $ 292 $ (31 ) $ — $ (293 ) $ 2,131 $ 27 (c) Federal funds purchased and securities loaned or sold under repurchase agreements — — — — — — — — — — Other borrowed funds 1,261 46 (c) — — 683 (657 ) 23 (42 ) 1,314 53 (c) Trading liabilities – debt and equity instruments 45 (1 ) (c) (7 ) 2 — — 1 (4 ) 36 — Accounts payable and other liabilities 11 — (1 ) — — — — — 10 — Beneficial interests issued by consolidated VIEs 51 — (44 ) — — (6 ) — — 1 — Long-term debt 15,895 207 (c) — — 2,931 (2,274 ) 53 (152 ) 16,660 152 (c) Fair value measurements using significant unobservable inputs Three months ended June 30, 2016 Fair Total realized/unrealized gains/(losses) Transfers into level 3 (h) Transfers (out of) level 3 (h) Fair value at Change in unrealized gains/(losses) related Purchases (f) Sales Settlements (g) Assets: Federal funds sold and securities purchased under resale agreements $ 4 $ — $ — $ — $ — $ — $ (4 ) $ — $ — Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies 650 (24 ) 1 (50 ) (28 ) 6 (82 ) 473 (27 ) Residential – nonagency 186 (1 ) 143 (148 ) (6 ) 30 (4 ) 200 (1 ) Commercial – nonagency 195 (1 ) 15 (23 ) — 8 (164 ) 30 (2 ) Total mortgage-backed securities 1,031 (26 ) 159 (221 ) (34 ) 44 (250 ) 703 (30 ) Obligations of U.S. states and municipalities 620 4 — (41 ) (32 ) — — 551 4 Non-U.S. government debt securities 40 (8 ) 25 (19 ) — — (1 ) 37 (5 ) Corporate debt securities 654 (54 ) 80 (89 ) (68 ) 16 (23 ) 516 (50 ) Loans 6,776 (217 ) 421 (733 ) (338 ) 240 (133 ) 6,016 (234 ) Asset-backed securities 1,190 16 255 (334 ) (42 ) 37 (163 ) 959 4 Total debt instruments 10,311 (285 ) 940 (1,437 ) (514 ) 337 (570 ) 8,782 (311 ) Equity securities 279 (9 ) 2 (24 ) (3 ) 1 — 246 (6 ) Other 723 (37 ) 169 (144 ) (29 ) 3 (15 ) 670 (36 ) Total trading assets – debt and equity instruments 11,313 (331 ) (c) 1,111 (1,605 ) (546 ) 341 (585 ) 9,698 (353 ) (c) Net derivative receivables: (a) Interest rate 846 334 62 (12 ) (180 ) (1 ) 58 1,107 190 Credit 402 (202 ) — (1 ) 48 37 (5 ) 279 (76 ) Foreign exchange (1,032 ) 53 58 (103 ) (158 ) (43 ) 20 (1,205 ) 75 Equity (2,055 ) (12 ) 72 (215 ) (5 ) 252 71 (1,892 ) 9 Commodity (952 ) 235 — 18 (29 ) 3 6 (719 ) 291 Total net derivative receivables (2,791 ) 408 (c) 192 (313 ) (324 ) 248 150 (2,430 ) 489 (c) Available-for-sale securities: Asset-backed securities 809 7 — — (7 ) — — 809 7 Other 1 — — — — — — 1 — Total available-for-sale securities 810 7 (d) — — (7 ) — — 810 7 (d) Loans 1,009 (36 ) (c) 184 — (372 ) — — 785 (16 ) (c) Mortgage servicing rights 5,658 (457 ) (e) 113 (3 ) (239 ) — — 5,072 (457 ) (e) Other assets 2,351 114 (c) 457 (422 ) (131 ) — — 2,369 53 (c) Fair value measurements using significant unobservable inputs Three months ended June 30, 2016 Fair value at Total realized/unrealized (gains)/losses Transfers into level 3 (h) Transfers (out of) level 3 (h) Fair value at Change in unrealized (gains)/losses related Purchases Sales Issuances Settlements (g) Liabilities: (b) Deposits $ 2,419 $ 33 (c) $ — $ — $ 317 $ (168 ) $ — $ (192 ) $ 2,409 $ 40 (c) Federal funds purchased and securities loaned or sold under repurchase agreements 6 — — — — (2 ) — (4 ) — — Other borrowed funds 568 (31 ) (c) — — 515 (170 ) 42 (17 ) 907 (12 ) (c) Trading liabilities – debt and equity instruments 52 (3 ) (c) — 17 — (12 ) 3 — 57 (1 ) (c) Accounts payable and other liabilities 16 — — — — (1 ) — — 15 — Beneficial interests issued by consolidated VIEs 649 (30 ) (c) — — — (35 ) — — 584 (30 ) (c) Long-term debt 12,587 (47 ) (c) — — 2,714 (1,498 ) 168 (777 ) 13,147 186 (c) Fair value measurements using significant unobservable inputs Six months ended Fair Total realized/unrealized gains/(losses) Transfers into (h) Transfers (out of) level 3 (h) Fair value at Change in unrealized gains/(losses) related Purchases (f) Sales Settlements (g) Assets: Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies $ 392 $ (7 ) $ 161 $ (151 ) $ (35 ) $ 27 $ (22 ) $ 365 $ (16 ) Residential – nonagency 83 8 36 (20 ) (9 ) 61 (61 ) 98 1 Commercial – nonagency 17 2 17 (14 ) (5 ) 60 (12 ) 65 (1 ) Total mortgage-backed securities 492 3 214 (185 ) (49 ) 148 (95 ) 528 (16 ) Obligations of U.S. states and municipalities 649 12 95 (70 ) (5 ) — — 681 11 Non-U.S. government debt securities 46 3 174 (178 ) — 27 (35 ) 37 3 Corporate debt securities 576 (7 ) 497 (146 ) (376 ) 60 (143 ) 461 1 Loans 4,837 178 1,491 (1,067 ) (765 ) 318 (504 ) 4,488 98 Asset-backed securities 302 22 109 (168 ) (36 ) 14 (160 ) 83 7 Total debt instruments 6,902 211 2,580 (1,814 ) (1,231 ) 567 (937 ) 6,278 104 Equity securities 231 34 113 (47 ) — 2 (49 ) 284 20 Other 761 65 22 (7 ) (112 ) 10 (8 ) 731 49 Total trading assets – debt and equity instruments 7,894 310 (c) 2,715 (1,868 ) (1,343 ) 579 (994 ) 7,293 173 (c) Net derivative receivables: (a) Interest rate 1,263 81 37 (53 ) (651 ) 34 1 712 (151 ) Credit 98 (94 ) 1 (3 ) (62 ) 17 (2 ) (45 ) (50 ) Foreign exchange (1,384 ) 70 4 (4 ) 565 23 40 (686 ) 60 Equity (2,252 ) 34 485 (128 ) (528 ) (181 ) 126 (2,444 ) (37 ) Commodity (85 ) (4 ) — — 25 4 2 (58 ) 30 Total net derivative receivables (2,360 ) 87 (c) 527 (188 ) (651 ) (103 ) 167 (2,521 ) (148 ) (c) Available-for-sale securities: Asset-backed securities 663 12 — (50 ) (78 ) — — 547 10 Other 1 — — — — — — 1 — Total available-for-sale securities 664 12 (d) — (50 ) (78 ) — — 548 10 (d) Loans 570 24 (c) — — (289 ) — — 305 16 (c) Mortgage servicing rights 6,096 (157 ) (e) 371 (138 ) (419 ) — — 5,753 (157 ) (e) Other assets 2,223 230 (c) 32 (155 ) (396 ) — — 1,934 132 (c) Fair value measurements using significant unobservable inputs Six months ended Fair Total realized/unrealized (gains)/losses Transfers into (h) Transfers (out of) level 3 (h) Fair value at Change in unrealized (gains)/losses related Purchases Sales Issuances Settlements (g) Liabilities: (b) Deposits $ 2,117 $ 6 (c) $ — $ — $ 601 $ (111 ) $ — $ (482 ) $ 2,131 $ 45 (c) Federal funds purchased and securities loaned or sold under repurchase agreements — — — — — — — — — — Other borrowed funds 1,134 47 (c) — — 1,390 (1,242 ) 40 (55 ) 1,314 49 (c) Trading liabilities – debt and equity instruments 43 (1 ) (c) (8 ) 4 — 1 3 (6 ) 36 — Accounts payable and other liabilities 13 — (1 ) — — (2 ) — — 10 — Beneficial interests issued by consolidated VIEs 48 3 (c) (44 ) — — (6 ) — — 1 — Long-term debt 13,894 633 (c) — — 7,583 (5,085 ) 88 (453 ) 16,660 432 (c) Fair value measurements using significant unobservable inputs Six months ended June 30, 2016 Fair value at Total realized/unrealized gains/(losses) Transfers into level 3 (h) Transfers (out of) level 3 (h) Fair value at Change in unrealized gains/(losses) related to financial instruments held at June 30, 2016 Purchases (f) Sales Settlements (g) Assets: Federal funds sold and securities purchased under resale agreements $ — $ — $ — $ — $ — $ 4 $ (4 ) $ — $ — Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies 715 (74 ) 129 (208 ) (58 ) 87 (118 ) 473 (78 ) Residential – nonagency 194 (1 ) 177 (184 ) (11 ) 44 (19 ) 200 (6 ) Commercial – nonagency 115 (6 ) 65 (28 ) — 135 (251 ) 30 (2 ) Total mortgage-backed securities 1,024 (81 ) 371 (420 ) (69 ) 266 (388 ) 703 (86 ) Obligations of U.S. states and municipalities 651 9 36 (107 ) (38 ) — — 551 9 Non-U.S. government debt securities 74 2 29 (51 ) — — (17 ) 37 (14 ) Corporate debt securities 736 (32 ) 159 (144 ) (125 ) 55 (133 ) 516 (1 ) Loans 6,604 (188 ) 865 (1,144 ) (642 ) 763 (242 ) 6,016 (195 ) Asset-backed securities 1,832 17 432 (470 ) (917 ) 241 (176 ) 959 3 Total debt instruments 10,921 (273 ) 1,892 (2,336 ) (1,791 ) 1,325 (956 ) 8,782 (284 ) Equity securities 265 (3 ) 33 (33 ) (22 ) 7 (1 ) 246 17 Other 744 (46 ) 353 (287 ) (35 ) 25 (84 ) 670 (12 ) Total trading assets – debt and equity instruments 11,930 (322 ) (c) 2,278 (2,656 ) (1,848 ) 1,357 (1,041 ) 9,698 (279 ) (c) Net derivative receivables: (a) Interest rate 876 540 106 (20 ) (442 ) 5 42 1,107 153 Credit 549 (448 ) — (2 ) 117 48 15 279 (402 ) Foreign exchange (725 ) (194 ) 58 (118 ) (200 ) (45 ) 19 (1,205 ) (72 ) Equity (1,514 ) (364 ) 142 (322 ) 73 38 55 (1,892 ) (3 ) Commodity (935 ) 227 — 18 (40 ) 3 8 (719 ) 230 Total net derivative receivables (1,749 ) (239 ) (c) 306 (444 ) (492 ) 49 139 (2,430 ) (94 ) (c) Available-for-sale securities: Asset-backed securities 823 (1 ) — — (13 ) — — 809 (14 ) Other 1 — — — — — — 1 — Total available-for-sale securities 824 (1 ) (d) — — (13 ) — — 810 (14 ) (d) Loans 1,518 (14 ) (c) 184 — (590 ) — (313 ) 785 (16 ) (c) Mortgage servicing rights 6,608 (1,209 ) (e) 220 (67 ) (480 ) — — 5,072 (1,209 ) (e) Other assets 2,401 146 (c) 471 (438 ) (211 ) — — 2,369 (22 ) (c) Fair value measurements using significant unobservable inputs Six months ended June 30, 2016 Fair value at Total realized/unrealized (gains)/losses Transfers into level 3 (h) Transfers (out of) level 3 (h) Fair value at Change in unrealized (gains)/losses related Purchases Sales Issuances Settlements (g) Liabilities: (b) Deposits $ 2,950 $ 75 (c) $ — $ — $ 483 $ (677 ) $ — $ (422 ) $ 2,409 $ 318 (c) Federal funds purchased and securities loaned or sold under repurchase agreements — — — — — (2 ) 6 (4 ) — — Other borrowed funds 639 (156 ) (c) — — 772 (369 ) 50 (29 ) 907 4 (c) Trading liabilities – debt and equity instruments 63 (7 ) (c) — 18 — (15 ) 3 (5 ) 57 — Accounts payable and other liabilities 19 — — — — (4 ) — — 15 — Beneficial interests issued by consolidated VIEs 549 (22 ) (c) — — 143 (86 ) — — 584 (35 ) (c) Long-term debt 11,613 392 (c) — — 4,875 (2,895 ) 259 (1,097 ) 13,147 1,154 (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% and 12% at June 30, 2017 and December 31, 2016 , respectively. (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

Fair Value Option

Fair Value Option	6 Months Ended
	Jun. 30, 2017
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 2016 Annual Report. Changes in fair value under the fair value option election The following tables present the changes in fair value included in the Consolidated statements of income for the three and six months ended June 30, 2017 and 2016 , for items for which the fair value option was elected. The profit and loss information presented below only includes the financial instruments that were elected to be measured at fair value; related risk management instruments, which are required to be measured at fair value, are not included in the table. Three months ended June 30, 2017 2016 (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 $ (12 ) $ — $ (12 ) $ — $ — $ — Securities borrowed 13 — 13 3 — 3 Trading assets: Debt and equity instruments, excluding loans 334 2 (c) 336 (141 ) 1 (c) (140 ) Loans reported as trading assets: Changes in instrument-specific credit risk 69 9 (c) 78 34 16 (c) 50 Other changes in fair value 43 229 (c) 272 70 206 (c) 276 Loans: Changes in instrument-specific credit risk — — — — — — Other changes in fair value 1 3 4 (3 ) — (3 ) Other assets 3 (16 ) (d) (13 ) 2 102 (d) 104 Deposits (a) (86 ) — (86 ) (226 ) — (226 ) Federal funds purchased and securities loaned or sold under repurchase agreements (3 ) — (3 ) (3 ) — (3 ) Other borrowed funds (a) 43 — 43 (529 ) — (529 ) Trading liabilities — — — (2 ) — (2 ) Beneficial interests issued by consolidated VIEs — — — 16 — 16 Long-term debt (a)(b) (170 ) — (170 ) (600 ) — (600 ) Six months ended June 30, 2017 2016 (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 $ (33 ) $ — $ (33 ) $ 68 $ — $ 68 Securities borrowed 90 — 90 1 — 1 Trading assets: Debt and equity instruments, excluding loans 695 2 (c) 697 (113 ) — (113 ) Loans reported as trading assets: Changes in instrument-specific credit risk 243 15 (c) 258 98 14 (c) 112 Other changes in fair value 77 352 (c) 429 186 523 (c) 709 Loans: Changes in instrument-specific credit risk (1 ) — (1 ) 13 — 13 Other changes in fair value 1 3 4 4 — 4 Other assets 7 (22 ) (d) (15 ) 14 82 (d) 96 Deposits (a) (245 ) — (245 ) (569 ) — (569 ) Federal funds purchased and securities loaned or sold under repurchase agreements 2 — 2 (20 ) — (20 ) Other borrowed funds (a) (431 ) — (431 ) (1 ) — (1 ) Trading liabilities (1 ) — (1 ) 2 — 2 Beneficial interests issued by consolidated VIEs — — — 23 — 23 Long-term debt (a)(b) (923 ) — (923 ) (918 ) — (918 ) (a) 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. Realized gains/(losses) due to instrument-specific credit risk recorded in principal transaction revenue were not material for the three and six months ended June 30, 2017 and 2016 , respectively. (b) Long-term debt measured at fair value predominantly relates to structured notes. Although the risk associated with the structured notes is actively managed, the gains/(losses) reported in this table do not include the income statement impact of the risk management instruments used to manage such risk. (c) Reported in mortgage fees and related income. (d) Reported in other income. Difference between aggregate fair value and aggregate remaining contractual principal balance outstanding The following table reflects the difference between the aggregate fair value and the aggregate remaining contractual principal balance outstanding as of June 30, 2017 , and December 31, 2016 , for loans, long-term debt and long-term beneficial interests for which the fair value option has been elected. June 30, 2017 December 31, 2016 (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 $ 3,933 $ 1,193 $ (2,740 ) $ 3,338 $ 748 $ (2,590 ) Loans 39 — (39 ) — — — Subtotal 3,972 1,193 (2,779 ) 3,338 748 (2,590 ) All other performing loans Loans reported as trading assets 36,505 34,992 (1,513 ) 35,477 33,054 (2,423 ) Loans 1,995 1,978 (17 ) 2,259 2,228 (31 ) Total loans $ 42,472 $ 38,163 $ (4,309 ) $ 41,074 $ 36,030 $ (5,044 ) Long-term debt Principal-protected debt $ 25,339 (c) $ 22,502 $ (2,837 ) $ 21,602 (c) $ 19,195 $ (2,407 ) Nonprincipal-protected debt (b) NA 20,982 NA NA 18,491 NA Total long-term debt NA $ 43,484 NA NA $ 37,686 NA Long-term beneficial interests Nonprincipal-protected debt NA $ 72 NA NA $ 120 NA Total long-term beneficial interests NA $ 72 NA NA $ 120 NA (a) There were no performing loans that were ninety days or more past due as of June 30, 2017 , and December 31, 2016 , 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 June 30, 2017 , and December 31, 2016 , the contractual amount of lending-related commitments for which the fair value option was elected was $4.5 billion and $4.6 billion , with a corresponding fair value of $(100) million and $(118) million , respectively. For further information regarding off-balance sheet lending-related financial instruments, see Note 29 of JPMorgan Chase’s 2016 Annual Report, and Note 19 of this Form 10-Q. Structured note products by balance sheet classification and risk component The following table presents the fair value of the structured notes issued by the Firm, by balance sheet classification and the primary risk type. June 30, 2017 December 31, 2016 (in millions) Long-term debt Other borrowed funds Deposits Total Long-term debt Other borrowed funds Deposits Total Risk exposure Interest rate $ 20,170 $ 107 $ 5,875 $ 26,152 $ 16,296 $ 184 $ 4,296 $ 20,776 Credit 3,546 80 — 3,626 3,267 225 — 3,492 Foreign exchange 2,491 172 6 2,669 2,365 135 6 2,506 Equity 16,351 7,488 5,995 29,834 14,831 8,234 5,481 28,546 Commodity 425 27 3,544 3,996 488 37 1,811 2,336 Total structured notes $ 42,983 $ 7,874 $ 15,420 $ 66,277 $ 37,247 $ 8,815 $ 11,594 $ 57,656

Derivative Instruments

Derivative Instruments	6 Months Ended
	Jun. 30, 2017
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 2016 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 110 ◦ Interest rate Hedge floating-rate assets and liabilities Cash flow hedge Corporate 111 ◦ Foreign exchange Hedge foreign currency-denominated assets and liabilities Fair value hedge Corporate 110 ◦ Foreign exchange Hedge forecasted revenue and expense Cash flow hedge Corporate 111 ◦ Foreign exchange Hedge the value of the Firm’s investments in non-U.S. dollar functional currency entities Net investment hedge Corporate 112 ◦ Commodity Hedge commodity inventory Fair value hedge CIB 110 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 112 ◦ Credit Manage the credit risk of wholesale lending exposures Specified risk management CIB 112 ◦ Commodity Manage the risk of certain commodities-related contracts and investments Specified risk management CIB 112 ◦ Interest rate and foreign exchange Manage the risk of certain other specified assets and liabilities Specified risk management Corporate 112 Market-making derivatives and other activities: ◦ Various Market-making and related risk management Market-making and other CIB 112 ◦ Various Other derivatives Market-making and other CIB, Corporate 112 Notional amount of derivative contracts The following table summarizes the notional amount of derivative contracts outstanding as of June 30, 2017 , and December 31, 2016 . Notional amounts (b) (in billions) June 30, 2017 December 31, 2016 Interest rate contracts Swaps $ 22,112 $ 22,000 Futures and forwards 5,805 5,289 Written options 3,610 3,091 Purchased options 4,038 3,482 Total interest rate contracts 35,565 33,862 Credit derivatives (a) 1,819 2,032 Foreign exchange contracts Cross-currency swaps 3,829 3,359 Spot, futures and forwards 6,374 5,341 Written options 824 734 Purchased options 820 721 Total foreign exchange contracts 11,847 10,155 Equity contracts Swaps 301 258 Futures and forwards 89 59 Written options 543 417 Purchased options 468 345 Total equity contracts 1,401 1,079 Commodity contracts Swaps 105 102 Spot, futures and forwards 145 130 Written options 82 83 Purchased options 87 94 Total commodity contracts 419 409 Total derivative notional amounts $ 51,051 $ 47,537 (a) For more information on volumes and types of credit derivative contracts, see the Credit derivatives discussion on page 113 . (b) Represents the sum of gross long and gross short third-party notional derivative contracts. While the notional amounts disclosed above give an indication of the volume of the Firm’s derivatives activity, the notional amounts significantly exceed, in the Firm’s view, the possible losses that could arise from such transactions. For most derivative transactions, the notional amount is not exchanged; it is used simply as a reference to calculate payments. Impact of derivatives on the Consolidated balance sheets The following table summarizes information on derivative receivables and payables (before and after netting adjustments) that are reflected on the Firm’s Consolidated balance sheets as of June 30, 2017 , and December 31, 2016 , by accounting designation (e.g., whether the derivatives were designated in qualifying hedge accounting relationships or not) and contract type. Free-standing derivative receivables and payables (a) Gross derivative receivables Gross derivative payables June 30, 2017 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 $ 519,565 $ 3,872 $ 523,437 $ 26,912 $ 483,494 $ 2,096 $ 485,590 $ 8,206 Credit 25,898 — 25,898 1,014 26,123 — 26,123 1,625 Foreign exchange 174,034 763 174,797 16,662 176,681 1,391 178,072 14,021 Equity 37,546 — 37,546 6,273 43,077 — 43,077 9,356 Commodity 14,114 20 14,134 5,645 17,208 114 17,322 8,587 Total fair value of trading assets and liabilities $ 771,157 $ 4,655 $ 775,812 $ 56,506 $ 746,583 $ 3,601 $ 750,184 $ 41,795 Gross derivative receivables Gross derivative payables December 31, 2016 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 $ 601,557 $ 4,406 $ 605,963 $ 28,302 $ 567,894 $ 2,884 $ 570,778 $ 10,815 Credit 29,645 — 29,645 1,294 28,666 — 28,666 1,411 Foreign exchange 232,137 1,289 233,426 23,271 233,823 1,148 234,971 20,508 Equity 34,940 — 34,940 4,939 38,362 — 38,362 8,140 Commodity 18,505 137 18,642 6,272 20,283 179 20,462 8,357 Total fair value of trading assets and liabilities $ 916,784 $ 5,832 $ 922,616 $ 64,078 $ 889,028 $ 4,211 $ 893,239 $ 49,231 (a) Balances exclude structured notes for which the fair value option has been elected. See Note 3 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 June 30, 2017 , and December 31, 2016 , 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; and • 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. June 30, 2017 December 31, 2016 (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: Over-the-counter (“OTC”) $ 320,828 $ (299,119 ) $ 21,709 $ 365,227 $ (342,173 ) $ 23,054 OTC–cleared 197,359 (197,297 ) 62 235,399 (235,261 ) 138 Exchange-traded (a) 167 (108 ) 59 241 (227 ) 14 Total interest rate contracts 518,354 (496,524 ) 21,830 600,867 (577,661 ) 23,206 Credit contracts: OTC 18,169 (17,862 ) 307 23,130 (22,612 ) 518 OTC–cleared 7,088 (7,023 ) 65 5,746 (5,739 ) 7 Total credit contracts 25,257 (24,885 ) 372 28,876 (28,351 ) 525 Foreign exchange contracts: OTC 169,826 (156,701 ) 13,125 226,271 (208,962 ) 17,309 OTC–cleared 1,507 (1,424 ) 83 1,238 (1,165 ) 73 Exchange-traded (a) 95 (9 ) 86 104 (27 ) 77 Total foreign exchange contracts 171,428 (158,134 ) 13,294 227,613 (210,154 ) 17,459 Equity contracts: OTC 20,072 (19,794 ) 278 20,868 (20,570 ) 298 OTC–cleared — — — — — — Exchange-traded (a) 14,462 (11,480 ) 2,982 11,439 (9,431 ) 2,008 Total equity contracts 34,534 (31,274 ) 3,260 32,307 (30,001 ) 2,306 Commodity contracts: OTC 8,095 (3,775 ) 4,320 11,571 (5,605 ) 5,966 OTC–cleared — — — — — — Exchange-traded (a) 5,165 (4,714 ) 451 6,794 (6,766 ) 28 Total commodity contracts 13,260 (8,489 ) 4,771 18,365 (12,371 ) 5,994 Derivative receivables with appropriate legal opinion 762,833 (719,306 ) (b) 43,527 908,028 (858,538 ) (b) 49,490 Derivative receivables where an appropriate legal opinion has not been either sought or obtained 12,979 12,979 14,588 14,588 Total derivative receivables recognized on the Consolidated balance sheets $ 775,812 $ 56,506 $ 922,616 $ 64,078 Collateral not nettable on the Consolidated balance sheets (c)(d) (15,383 ) (18,638 ) Net amounts $ 41,123 $ 45,440 June 30, 2017 December 31, 2016 (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 $ 290,398 $ (284,262 ) $ 6,136 $ 338,502 $ (329,325 ) $ 9,177 OTC–cleared 193,154 (193,011 ) 143 230,464 (230,463 ) 1 Exchange-traded (a) 127 (111 ) 16 196 (175 ) 21 Total interest rate contracts 483,679 (477,384 ) 6,295 569,162 (559,963 ) 9,199 Credit contracts: OTC 18,293 (17,532 ) 761 22,366 (21,614 ) 752 OTC–cleared 6,966 (6,966 ) — 5,641 (5,641 ) — Total credit contracts 25,259 (24,498 ) 761 28,007 (27,255 ) 752 Foreign exchange contracts: OTC 172,444 (162,674 ) 9,770 228,300 (213,296 ) 15,004 OTC–cleared 1,370 (1,369 ) 1 1,158 (1,158 ) — Exchange-traded (a) 87 (8 ) 79 328 (9 ) 319 Total foreign exchange contracts 173,901 (164,051 ) 9,850 229,786 (214,463 ) 15,323 Equity contracts: OTC 26,445 (22,241 ) 4,204 24,688 (20,808 ) 3,880 OTC–cleared — — — — — — Exchange-traded (a) 12,279 (11,480 ) 799 10,004 (9,414 ) 590 Total equity contracts 38,724 (33,721 ) 5,003 34,692 (30,222 ) 4,470 Commodity contracts: OTC 11,864 (4,023 ) 7,841 12,885 (5,252 ) 7,633 OTC–cleared — — — — — — Exchange-traded (a) 4,801 (4,712 ) 89 7,099 (6,853 ) 246 Total commodity contracts 16,665 (8,735 ) 7,930 19,984 (12,105 ) 7,879 Derivative payables with appropriate legal opinions 738,228 (708,389 ) (b) 29,839 881,631 (844,008 ) (b) 37,623 Derivative payables where an appropriate legal opinion has not been either sought or obtained 11,956 11,956 11,608 11,608 Total derivative payables recognized on the Consolidated balance sheets $ 750,184 $ 41,795 $ 893,239 $ 49,231 Collateral not nettable on the Consolidated balance sheets (c)(d)(e) (5,701 ) (8,925 ) Net amounts $ 36,094 $ 40,306 (a) Exchange-traded derivative balances that relate to futures contracts are settled daily. (b) Net derivatives receivable included cash collateral netted of $59.7 billion and $71.9 billion at June 30, 2017 , and December 31, 2016 , respectively. Net derivatives payable included cash collateral netted of $48.8 billion and $57.3 billion related to OTC and OTC-cleared derivatives at June 30, 2017 , and December 31, 2016 , 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 2016 Annual Report. The following table shows the aggregate fair value of net derivative payables related to OTC and OTC-cleared derivatives that contain contingent collateral or termination features that may be triggered upon a ratings downgrade, and the associated collateral the Firm has posted in the normal course of business, at June 30, 2017 , and December 31, 2016 . OTC and OTC-cleared derivative payables containing downgrade triggers (in millions) June 30, 2017 December 31, 2016 Aggregate fair value of net derivative payables $ 13,737 $ 21,550 Collateral posted 11,219 19,383 The following table shows the impact of a single-notch and two-notch downgrade of the long-term issuer ratings of JPMorgan Chase & Co. and its subsidiaries , predominantly JPMorgan Chase Bank, National Association (“JPMorgan Chase Bank, N.A.”), at June 30, 2017 , and December 31, 2016 , 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 June 30, 2017 December 31, 2016 (in millions) Single-notch downgrade Two-notch downgrade Single-notch downgrade Two-notch downgrade Amount of additional collateral to be posted upon downgrade (a) $ 104 $ 1,996 $ 560 $ 2,497 Amount required to settle contracts with termination triggers upon downgrade (b) 247 752 606 1,049 (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 10 , but in limited circumstances they may qualify to be accounted for as a sale and a derivative under U.S. GAAP. There were no such transfers accounted for as a sale where the associated derivative was outstanding at June 30, 2017 , and such transfers at December 31, 2016 were 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 six months ended June 30, 2017 and 2016 , respectively. The Firm includes gains/(losses) on the hedging derivative and the related hedged item in the same line item in the Consolidated statements of income. Gains/(losses) recorded in income Income statement impact due to: Three months ended June 30, 2017 Derivatives Hedged items Total income statement impact Hedge ineffectiveness (e) Excluded components (f) Contract type Interest rate (a)(b) $ 128 $ 46 $ 174 $ (13 ) $ 187 Foreign exchange (c) (1,497 ) 1,493 (4 ) — (4 ) Commodity (d) 97 (64 ) 33 3 30 Total $ (1,272 ) $ 1,475 $ 203 $ (10 ) $ 213 Gains/(losses) recorded in income Income statement impact due to: Three months ended June 30, 2016 Derivatives Hedged items Total income statement impact Hedge ineffectiveness (e) Excluded components (f) Contract type Interest rate (a)(b) $ 903 $ (709 ) $ 194 $ 1 $ 193 Foreign exchange (c) 1,487 (1,472 ) 15 — 15 Commodity (d) (215 ) 216 1 (10 ) 11 Total $ 2,175 $ (1,965 ) $ 210 $ (9 ) $ 219 Gains/(losses) recorded in income Income statement impact due to: Six months ended June 30, 2017 Derivatives Hedged items Total income statement impact Hedge ineffectiveness (e) Excluded components (f) Contract type Interest rate (a)(b) $ (153 ) $ 577 $ 424 $ (14 ) $ 438 Foreign exchange (c) (2,272 ) 2,233 (39 ) — (39 ) Commodity (d) (366 ) 400 34 19 15 Total $ (2,791 ) $ 3,210 $ 419 $ 5 $ 414 Gains/(losses) recorded in income Income statement impact due to: Six months ended June 30, 2016 Derivatives Hedged items Total income statement impact Hedge ineffectiveness (e) Excluded components (f) Contract type Interest rate (a)(b) $ 2,281 $ (1,908 ) $ 373 $ 29 $ 344 Foreign exchange (c) 189 (90 ) 99 — 99 Commodity (d) (73 ) 78 5 (12 ) 17 Total $ 2,397 $ (1,920 ) $ 477 $ 17 $ 460 (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) Excludes the amortization expense associated with the inception hedge accounting adjustment applied to the hedged item. This expense is recorded in net interest income and substantially offsets the income statement impact of the excluded components. (c) 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. (d) Consists of overall fair value hedges of physical commodities inventories that are generally carried at the lower of cost or net realizable value (net realizable value approximates fair value). Gains and losses were recorded in principal transactions revenue. (e) 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. (f) 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 six months ended June 30, 2017 and 2016 , 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 June 30, 2017 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) $ (6 ) $ — $ (6 ) $ 1 $ 7 Foreign exchange (b) (59 ) — (59 ) 22 81 Total $ (65 ) $ — $ (65 ) $ 23 $ 88 Gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended June 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) $ (20 ) $ — $ (20 ) $ (26 ) $ (6 ) Foreign exchange (b) (28 ) — (28 ) (161 ) (133 ) Total $ (48 ) $ — $ (48 ) $ (187 ) $ (139 ) Gains/(losses) recorded in income and other comprehensive income/(loss) Six months ended June 30, 2017 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) $ (17 ) $ — $ (17 ) $ 12 $ 29 Foreign exchange (b) (133 ) — (133 ) 70 203 Total $ (150 ) $ — $ (150 ) $ 82 $ 232 Gains/(losses) recorded in income and other comprehensive income/(loss) Six months ended June 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) $ (40 ) $ — $ (40 ) $ (100 ) $ (60 ) Foreign exchange (b) (63 ) — (63 ) (254 ) (191 ) Total $ (103 ) $ — $ (103 ) $ (354 ) $ (251 ) (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. (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 six months ended June 30, 2017 and 2016 . Over the next 12 months, the Firm expects that approximately $22 million (after-tax) of net gains recorded in AOCI at June 30, 2017 , 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 6 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 six months ended June 30, 2017 and 2016 . Gains/(losses) recorded in income and other comprehensive income/(loss) 2017 2016 Three months ended June 30, (in millions) Excluded components recorded directly in income (a) Effective portion recorded in OCI Excluded components recorded directly in income (a) Effective portion recorded in OCI Foreign exchange derivatives $ (50 ) $ (319 ) $ (65 ) $ 17 Gains/(losses) recorded in income and other comprehensive income/(loss) 2017 2016 Six months ended June 30, (in millions) Excluded components recorded directly (a) Effective portion recorded in OCI Excluded components (a) Effective portion recorded in OCI Foreign exchange derivatives $ (112 ) $ (875 ) $ (150 ) $ (573 ) (a) Certain components of hedging derivatives are permitted to be excluded from the assessment of hedge effectiveness, such as forward points on foreign exchange forward contracts. Amounts related to excluded components are recorded in other income. The Firm measures the ineffectiveness of net investment hedge accounting relationships based on changes in spot foreign currency rates, and, therefore, there was no significant ineffectiveness for net investment hedge accounting relationships during the three and six months ended June 30, 2017 and 2016 . 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 June 30, Six months ended June 30, (in millions) 2017 2016 2017 2016 Contract type Interest rate (a) $ 238 $ 661 $ 221 $ 1,644 Credit (b) (7 ) (99 ) (52 ) (160 ) Foreign exchange (c) (14 ) 10 (34 ) — Total $ 217 $ 572 $ 135 $ 1,484 (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. 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 5 for information on principal transactions revenue. Credit derivatives For a more detailed discussion of credit derivatives, see Note 6 of JPMorgan Chase’s 2016 Annual Report. The Firm does not use notional amounts of credit derivatives as the primary measure of risk management for such derivatives, because the notional amount does not take into account the probability of the occurrence of a credit event, the recovery value of the reference obligation, or related cash instruments and economic hedges, each of which reduces, in the Firm’s view, the risks associated with such derivatives. Total credit derivatives and credit-related notes Maximum payout/Notional amount June 30, 2017 (in millions) Protection sold Protection purchased with identical underlyings (b) Net protection (sold)/purchased (c) Other protection purchased (d) Credit derivatives Credit default swaps $ (844,731 ) $ 863,398 $ 18,667 $ 9,650 Other credit derivatives (a) (44,420 ) 37,644 (6,776 ) 18,846 Total credit derivatives (889,151 ) 901,042 11,891 28,496 Credit-related notes (37 ) — (37 ) 5,486 Total $ (889,188 ) $ 901,042 $ 11,854 $ 33,982 Maximum payout/Notional amount December 31, 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 $ (961,003 ) $ 974,252 $ 13,249 $ 7,935 Other credit derivatives (a) (36,829 ) 31,859 (4,970 ) 19,991 Total credit derivatives (997,832 ) 1,006,111 8,279 27,926 Credit-related notes (41 ) — (41 ) 4,505 Total $ (997,873 ) $ 1,006,111 $ 8,238 $ 32,431 (a) Other credit derivatives largely 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, maturity profile, and total fair value, of credit derivatives and credit-related notes as of June 30, 2017 , and December 31, 2016 , where JPMorgan Chase is the seller of protection. The maturity profile is based on the remaining contractual maturity of the credit derivative contracts. The ratings profile is based on the rating of the reference entity on which the credit derivative contract is based. The ratings and maturity profile of credit derivatives and credit-related notes where JPMorgan Chase is the purchaser of protection are comparable to the profile reflected below. Protection sold — credit derivatives and credit-related notes ratings (a) /maturity profile June 30, 2017 <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 $ (232,819 ) $ (316,114 ) $ (38,734 ) $ (587,667 ) $ 8,789 $ (1,272 ) $ 7,517 Noninvestment-grade (104,209 ) (174,787 ) (22,525 ) (301,521 ) 8,750 (6,334 ) 2,416 Total $ (337,028 ) $ (490,901 ) $ (61,259 ) $ (889,188 ) $ 17,539 $ (7,606 ) $ 9,933 December 31, 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 $ (273,688 ) $ (383,586 ) $ (39,281 ) $ (696,555 ) $ 7,841 $ (3,055 ) $ 4,786 Noninvestment-grade (107,955 ) (170,046 ) (23,317 ) (301,318 ) 8,184 (8,570 ) (386 ) Total $ (381,643 ) $ (553,632 ) $ (62,598 ) $ (997,873 ) $ 16,025 $ (11,625 ) $ 4,400 (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 and Noninte

Noninterest Revenue and Noninterest Expense	6 Months Ended
	Jun. 30, 2017
Noninterest Income (Expense) [Abstract]
Noninterest Revenue and Noninterest Expense	Noninterest revenue and noninterest expense 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 2016 Annual Report . Investment banking fees The following table presents the components of investment banking fees. Three months ended June 30, Six months ended June 30, (in millions) 2017 2016 2017 2016 Underwriting Equity $ 364 $ 283 $ 757 $ 485 Debt 947 896 1,875 1,446 Total underwriting 1,311 1,179 2,632 1,931 Advisory 499 465 995 1,046 Total investment banking fees $ 1,810 $ 1,644 $ 3,627 $ 2,977 Principal transactions 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 6 for further information on interest income and interest expense. Trading revenue is presented primarily by instrument type. The Firm’s client-driven market-making businesses generally utilize a variety of instrument types in connection with their market-making and related risk-management activities; accordingly, the trading revenue presented in the table below is not representative of the total revenue of any individual line of business. Three months ended June 30, Six months ended June 30, (in millions) 2017 2016 2017 2016 Trading revenue by instrument type Interest rate $ 588 $ 635 $ 1,383 $ 1,018 Credit 278 728 958 1,103 Foreign exchange 901 576 1,682 1,283 Equity 1,118 861 2,238 1,691 Commodity 120 224 305 450 Total trading revenue 3,005 3,024 6,566 5,545 Private equity gains 132 (48 ) 153 110 Principal transactions $ 3,137 $ 2,976 $ 6,719 $ 5,655 Lending- and deposit-related fees The following table presents the components of lending- and deposit-related fees. Three months ended June 30, Six months ended June 30, (in millions) 2017 2016 2017 2016 Lending-related fees $ 269 $ 275 $ 544 $ 547 Deposit-related fees 1,213 1,128 2,386 2,259 Total lending- and deposit-related fees $ 1,482 $ 1,403 $ 2,930 $ 2,806 Asset management, administration and commissions The following table presents the components of Firmwide asset management, administration and commissions. Three months ended June 30, Six months ended June 30, (in millions) 2017 2016 2017 2016 Asset management fees Investment management fees (a) $ 2,329 $ 2,210 $ 4,545 $ 4,338 All other asset management fees (b) 83 97 162 187 Total asset management fees 2,412 2,307 4,707 4,525 Total administration fees (c) 504 488 986 966 Commission and other fees Brokerage commissions 567 535 1,145 1,123 All other commissions and fees 341 351 663 691 Total commissions and fees 908 886 1,808 1,814 Total asset management, administration and commissions $ 3,824 $ 3,681 $ 7,501 $ 7,305 (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 June 30, Six months ended June 30, (in millions) 2017 2016 2017 2016 Operating lease income $ 873 $ 651 $ 1,697 $ 1,266 Other income also included a legal benefit of $645 million recorded in Corporate related to a settlement with the FDIC receivership for Washington Mutual and with Deutsche Bank as trustee to certain Washington Mutual trusts. Noninterest expense Other expense Other expense on the Firm’s Consolidated statements of income included the following: Three months ended June 30, Six months ended June 30, (in millions) 2017 2016 2017 2016 Legal expense/(benefit) $ 61 $ (430 ) $ 279 $ (476 ) FDIC-related expense 376 283 757 552

Interest Income and Interest Ex

Interest Income and Interest Expense	6 Months Ended
	Jun. 30, 2017
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 2016 Annual Report . The following table presents the components of interest income and interest expense. Three months ended Six months ended (in millions) 2017 2016 2017 2016 Interest income Loans (a) $ 9,996 $ 8,974 $ 19,746 $ 17,828 Taxable securities 1,410 1,380 2,840 2,822 Nontaxable securities (b) 479 442 937 885 Total securities 1,889 1,822 3,777 3,707 Trading assets 1,806 1,860 3,664 3,558 Federal funds sold and securities purchased under resale agreements 528 576 1,054 1,130 Securities borrowed (c) (21 ) (96 ) (65 ) (188 ) Deposits with banks 1,008 466 1,730 926 Other assets (d) 444 211 786 404 Total interest income 15,650 13,813 30,692 27,365 Interest expense Interest-bearing deposits 629 321 1,112 641 Federal funds purchased and securities loaned or sold under repurchase agreements 387 282 680 542 Commercial paper 63 38 103 71 Trading liabilities – debt, short-term and other liabilities (e) 548 314 986 541 Beneficial interests issued by consolidated VIEs 128 118 263 231 Long-term debt 1,687 1,393 3,276 2,612 Total interest expense 3,442 2,466 6,420 4,638 Net interest income 12,208 11,347 24,272 22,727 Provision for credit losses 1,215 1,402 2,530 3,226 Net interest income after provision for credit losses $ 10,993 $ 9,945 $ 21,742 $ 19,501 (a) Includes the amortization of purchase price discounts or premiums, as well as net deferred loan fees or costs. (b) Represents securities which are tax-exempt for U.S. federal income tax purposes. (c) Negative interest income for the three and six months ended June 30, 2017 and 2016 , is related to 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. (d) Largely margin loans. (e) Includes brokerage customer payables.

Pension and Other Postretiremen

Pension and Other Postretirement Employee Benefit Plans	6 Months Ended
	Jun. 30, 2017
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 2016 Annual Report. The following table presents the components of net periodic benefit costs reported in the Consolidated statements of income for the Firm’s U.S. and non-U.S. defined benefit pension, defined contribution and OPEB plans. Pension plans U.S. Non-U.S. OPEB plans Three months ended June 30, (in millions) 2017 2016 2017 2016 2017 2016 Components of net periodic benefit cost Benefits earned during the period $ 74 $ 74 $ 8 $ 9 $ — $ — Interest cost on benefit obligations 130 133 20 24 7 7 Expected return on plan assets (208 ) (223 ) (34 ) (34 ) (24 ) (26 ) Amortization: Net (gain)/loss 55 58 7 6 — — Prior service cost/(credit) (8 ) (8 ) (1 ) (1 ) — — Net periodic defined benefit cost 43 34 — 4 (17 ) (19 ) Other defined benefit pension plans (a) 3 4 3 3 NA NA Total defined benefit plans 46 38 3 7 (17 ) (19 ) Total defined contribution plans 125 123 85 83 NA NA Total pension and OPEB cost included in compensation expense $ 171 $ 161 $ 88 $ 90 $ (17 ) $ (19 ) Pension plans U.S. Non-U.S. OPEB plans Six months ended June 30, (in millions) 2017 2016 2017 2016 2017 2016 Components of net periodic benefit cost Benefits earned during the period $ 149 $ 147 $ 15 $ 18 $ — $ — Interest cost on benefit obligations 260 266 39 50 14 15 Expected return on plan assets (416 ) (445 ) (67 ) (70 ) (48 ) (52 ) Amortization: Net (gain)/loss 110 117 14 11 — — Prior service cost/(credit) (17 ) (17 ) (1 ) (1 ) — — Settlement (gain)/loss — — (3 ) — — — Net periodic defined benefit cost 86 68 (3 ) 8 (34 ) (37 ) Other defined benefit pension plans (a) 6 7 4 5 NA NA Total defined benefit plans 92 75 1 13 (34 ) (37 ) Total defined contribution plans 227 222 169 169 NA NA Total pension and OPEB cost included in compensation expense $ 319 $ 297 $ 170 $ 182 $ (34 ) $ (37 ) (a) Includes various defined benefit pension plans which are individually immaterial. The following table presents 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: (in billions) June 30, 2017 December 31, 2016 Fair value of plan assets U.S. defined benefit pension and OPEB plans $ 17.2 $ 16.2 Material non-U.S. defined benefit pension plans 3.7 3.4 There are no expected contributions to the U.S. defined benefit pension plan for 2017.

Employee Stock-based Incentives

Employee Stock-based Incentives	6 Months Ended
	Jun. 30, 2017
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 2016 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 Six months ended (in millions) 2017 2016 2017 2016 Cost of prior grants of RSUs, stock appreciation rights (“SARs”) and performance share units (“PSUs”) that are amortized over their applicable vesting periods $ 290 $ 267 $ 600 $ 551 Accrual of estimated costs of stock-based awards to be granted in future periods including those to full-career eligible employees 235 287 526 522 Total noncash compensation expense related to employee stock-based incentive plans $ 525 $ 554 $ 1,126 $ 1,073 In the first quarter of 2017, in connection with its annual incentive grant for the 2016 performance year, the Firm granted 23 million RSUs and 675 thousand PSUs, all with a weighted-average grant date fair value of $84.25 .

Securities

Securities	6 Months Ended
	Jun. 30, 2017
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 2 . 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 June 30, 2017 , 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 2016 Annual Report. The amortized costs and estimated fair values of the investment securities portfolio were as follows for the dates indicated. June 30, 2017 December 31, 2016 (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) $ 67,253 $ 1,053 $ 389 $ 67,917 $ 63,367 $ 1,112 $ 474 $ 64,005 Residential: U.S. (b) 9,418 193 15 9,596 8,171 100 28 8,243 Non-U.S. 4,134 149 1 4,282 6,049 158 7 6,200 Commercial 6,562 111 6 6,667 9,002 122 20 9,104 Total mortgage-backed securities 87,367 1,506 411 88,462 86,589 1,492 529 87,552 U.S. Treasury and government agencies (a) 28,247 192 281 28,158 44,822 75 796 44,101 Obligations of U.S. states and municipalities 30,735 1,870 66 32,539 30,284 1,492 184 31,592 Certificates of deposit 57 — — 57 106 — — 106 Non-U.S. government debt securities 30,007 591 27 30,571 34,497 836 45 35,288 Corporate debt securities 4,047 91 6 4,132 4,916 64 22 4,958 Asset-backed securities: Collateralized loan obligations 24,285 47 5 24,327 27,352 75 26 27,401 Other 6,460 79 13 6,526 6,950 62 45 6,967 Total available-for-sale debt securities 211,205 4,376 809 214,772 235,516 4,096 1,647 237,965 Available-for-sale equity securities 925 — — 925 914 12 — 926 Total available-for-sale securities 212,130 4,376 809 215,697 236,430 4,108 1,647 238,891 Held-to-maturity debt securities Mortgage-backed securities: U.S. government agencies (c) 27,558 655 35 28,178 29,910 638 37 30,511 Commercial 5,766 2 70 5,698 5,783 — 129 5,654 Total mortgage-backed securities 33,324 657 105 33,876 35,693 638 166 36,165 Obligations of U.S. states and municipalities 14,437 556 73 14,920 14,475 374 125 14,724 Total held-to-maturity debt securities 47,761 1,213 178 48,796 50,168 1,012 291 50,889 Total securities $ 259,891 $ 5,589 $ 987 $ 264,493 $ 286,598 $ 5,120 $ 1,938 $ 289,780 (a) Included total U.S. government-sponsored enterprise obligations with fair values of $51.3 billion and $45.8 billion at June 30, 2017 , and December 31, 2016 , respectively, which were predominantly mortgage-related. (b) Prior period amounts have been revised to conform with current period presentation. (c) Included total U.S. government-sponsored enterprise obligations with amortized cost of $23.7 billion and $25.6 billion at June 30, 2017 , and December 31, 2016 , respectively, which were mortgage-related. Securities impairment The following tables present the fair value and gross unrealized losses for investment securities by aging category at June 30, 2017 , and December 31, 2016 . Securities with gross unrealized losses Less than 12 months 12 months or more June 30, 2017 (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 $ 27,165 $ 378 $ 609 $ 11 $ 27,774 $ 389 Residential: U.S. (a) 620 3 944 12 1,564 15 Non-U.S. — — 505 1 505 1 Commercial 1,009 2 848 4 1,857 6 Total mortgage-backed securities 28,794 383 2,906 28 31,700 411 U.S. Treasury and government agencies 5,464 260 2,485 21 7,949 281 Obligations of U.S. states and municipalities 3,528 64 38 2 3,566 66 Certificates of deposit — — — — — — Non-U.S. government debt securities 3,317 25 198 2 3,515 27 Corporate debt securities 640 2 165 4 805 6 Asset-backed securities: Collateralized loan obligations — — 801 5 801 5 Other — — 1,614 13 1,614 13 Total available-for-sale debt securities 41,743 734 8,207 75 49,950 809 Available-for-sale equity securities — — — — — — Held-to-maturity securities Mortgage-backed securities U.S. government agencies 2,477 35 — — 2,477 35 Commercial 5,274 70 — — 5,274 70 Total mortgage-backed securities 7,751 105 — — 7,751 105 Obligations of U.S. states and municipalities 2,758 65 199 8 2,957 73 Total held-to-maturity securities 10,509 170 199 8 10,708 178 Total securities with gross unrealized losses $ 52,252 $ 904 $ 8,406 $ 83 $ 60,658 $ 987 (a) Prior period amounts have been revised to conform with current period presentation. Securities with gross unrealized losses Less than 12 months 12 months or more December 31, 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 $ 29,856 $ 463 $ 506 $ 11 $ 30,362 $ 474 Residential: U.S. (a) 1,373 6 1,073 22 $ 2,446 28 Non-U.S. — — 886 7 886 7 Commercial 2,328 17 1,078 3 3,406 20 Total mortgage-backed securities 33,557 486 3,543 43 37,100 529 U.S. Treasury and government agencies 23,543 796 — — 23,543 796 Obligations of U.S. states and municipalities 7,215 181 55 3 7,270 184 Certificates of deposit — — — — — — Non-U.S. government debt securities 4,436 36 421 9 4,857 45 Corporate debt securities 797 2 829 20 1,626 22 Asset-backed securities: Collateralized loan obligations 766 2 5,263 24 6,029 26 Other 739 6 1,992 39 2,731 45 Total available-for-sale debt securities 71,053 1,509 12,103 138 83,156 1,647 Available-for-sale equity securities — — — — — — Held-to-maturity debt securities Mortgage-backed securities U.S. government agencies 3,129 37 — — 3,129 37 Commercial 5,163 114 441 15 5,604 129 Total mortgage-backed securities 8,292 151 441 15 8,733 166 Obligations of U.S. states and municipalities 4,702 125 — — 4,702 125 Total Held-to-maturity securities 12,994 276 441 15 13,435 291 Total securities with gross unrealized losses $ 84,047 $ 1,785 $ 12,544 $ 153 $ 96,591 $ 1,938 (a) Prior period amounts have been revised to conform with current period presentation. 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 June 30, 2017, and it is not likely that the Firm will be required to sell these securities before recovery of their amortized cost basis. Except for the securities for which credit losses have been recognized in income, the Firm believes that the securities with an unrealized loss in AOCI as of June 30, 2017, are not other-than-temporarily impaired. For additional information on other-than-temporary impairment, see Note 12 of the JPMorgan Chase’s 2016 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 June 30, Six months ended June 30, (in millions) 2017 2016 2017 2016 Realized gains $ 393 $ 80 $ 542 $ 189 Realized losses (427 ) (27 ) (572 ) (79 ) OTTI losses (a) — (32 ) (7 ) (38 ) Net securities gains/(losses) $ (34 ) $ 21 $ (37 ) $ 72 OTTI losses Credit-related losses recognized in income $ — $ — $ — $ (1 ) Securities the Firm intends to sell (a) — (32 ) (7 ) (37 ) Total OTTI losses recognized in income $ — $ (32 ) $ (7 ) $ (38 ) (a) Excludes realized losses on securities sold of $5 million for both the six months ended June 30, 2017 and 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 six month periods ended June 30, 2017 and 2016 . Contractual maturities and yields The following table presents the amortized cost and estimated fair value at June 30, 2017 , of JPMorgan Chase ’s investment securities portfolio by contractual maturity. By remaining maturity June 30, 2017 (in millions) Due in one year or less Due after one year through five years Due after five years through 10 years Due after 10 years (c) Total Available-for-sale debt securities Mortgage-backed securities (a) Amortized cost 961 1,681 6,427 78,298 $ 87,367 Fair value 966 1,714 6,617 79,165 $ 88,462 Average yield (b) 1.40 % 2.33 % 3.14 % 3.30 % 3.24 % U.S. Treasury and government agencies Amortized cost 146 — 25,005 3,096 $ 28,247 Fair value 146 — 24,895 3,117 $ 28,158 Average yield (b) 0.59 % — % 1.52 % 1.50 % 1.51 % Obligations of U.S. states and municipalities Amortized cost 73 781 1,184 28,697 $ 30,735 Fair value 73 803 1,254 30,409 $ 32,539 Average yield (b) 2.61 % 3.61 % 6.56 % 6.60 % 6.51 % Certificates of deposit Amortized cost 57 — — — $ 57 Fair value 57 — — — $ 57 Average yield (b) 0.50 % — % — % — % 0.50 % Non-U.S. government debt securities Amortized cost 4,593 14,229 11,133 52 $ 30,007 Fair value 4,597 14,480 11,444 50 $ 30,571 Average yield (b) 2.64 % 1.61 % 1.04 % 0.79 % 1.55 % Corporate debt securities Amortized cost 1,402 1,105 1,441 99 $ 4,047 Fair value 1,404 1,136 1,487 105 $ 4,132 Average yield (b) 2.78 % 3.31 % 3.39 % 3.58 % 3.16 % Asset-backed securities Amortized cost — 813 20,777 9,155 $ 30,745 Fair value — 814 20,811 9,228 $ 30,853 Average yield (b) — % 1.34 % 2.54 % 2.14 % 2.39 % Total available-for-sale debt securities Amortized cost $ 7,232 $ 18,609 $ 65,967 $ 119,397 $ 211,205 Fair value $ 7,243 $ 18,947 $ 66,508 $ 122,074 $ 214,772 Average yield (b) 2.44 % 1.85 % 2.05 % 3.95 % 3.12 % Available-for-sale equity securities Amortized cost — — — 925 925 Fair value — — — 925 925 Average yield (b) — % — % — % 0.41 % 0.41 % Total available-for-sale securities Amortized cost $ 7,232 $ 18,609 $ 65,967 $ 120,322 $ 212,130 Fair value $ 7,243 $ 18,947 $ 66,508 $ 122,999 $ 215,697 Average yield (b) 2.44 % 1.85 % 2.05 % 3.93 % 3.11 % Held-to-maturity debt securities Mortgage-backed securities (a) Amortized cost — — — 33,324 $ 33,324 Fair value — — — 33,876 $ 33,876 Average yield (b) — % — % — % 3.29 % 3.29 % Obligations of U.S. states and municipalities Amortized cost — 29 1,664 12,744 $ 14,437 Fair value — 29 1,727 13,164 $ 14,920 Average yield (b) — % 6.77 % 5.12 % 5.69 % 5.63 % Total held-to-maturity securities Amortized cost $ — $ 29 $ 1,664 $ 46,068 $ 47,761 Fair value $ — $ 29 $ 1,727 $ 47,040 $ 48,796 Average yield (b) — % 6.77 % 5.12 % 3.95 % 4.00 % (a) As of June 30, 2017 , mortgage-backed securities issued by Fannie Mae exceeded 10% of JPMorgan Chase ’s total stockholders’ equity; the amortized cost and fair value of such securities was $59.9 billion and $61.1 billion , respectively. (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 7 years for agency residential MBS, 3 years for agency residential collateralized mortgage obligations and 3 years for nonagency residential collateralized mortgage obligations.

Securities Financing Activities

Securities Financing Activities	6 Months Ended
	Jun. 30, 2017
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 2016 Annual Report. For further information regarding securities borrowed and securities lending agreements for which the fair value option has been elected, see Note 3 . For further information regarding assets pledged and collateral received in securities financing agreements, see Note 20 . The table below summarizes the gross and net amounts of the Firm’s securities financing agreements as of June 30, 2017 and December 31, 2016. 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 all these 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. June 30, 2017 (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 $ 494,707 $ (276,359 ) $ 218,348 $ (209,548 ) $ 8,800 Securities borrowed 93,224 (2,570 ) 90,654 (64,626 ) 26,028 Liabilities Securities sold under repurchase agreements $ 427,884 $ (276,359 ) $ 151,525 $ (135,810 ) $ 15,715 Securities loaned and other (a) 26,608 (2,570 ) 24,038 (23,690 ) 348 December 31, 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 $ 480,735 $ (250,832 ) $ 229,903 $ (222,413 ) $ 7,490 Securities borrowed 96,409 — 96,409 (66,822 ) 29,587 Liabilities Securities sold under repurchase agreements $ 402,465 $ (250,832 ) $ 151,633 $ (133,300 ) $ 18,333 Securities loaned and other (a) 22,451 — 22,451 (22,177 ) 274 (a) Includes securities-for-securities lending transactions of $11.5 billion and $9.1 billion at June 30, 2017 and December 31, 2016 , respectively, accounted for at fair value, where the Firm is acting as lender. These amounts are presented within other liabilities in the Consolidated balance sheets. (b) Includes securities financing agreements accounted for at fair value. At June 30, 2017 and December 31, 2016 , included securities purchased under resale agreements of $18.0 billion and $21.5 billion , respectively and securities sold under agreements to repurchase of $721 million and $687 million , respectively. There were $1.6 billion of securities borrowed at June 30, 2017 and there were no securities borrowed at December 31, 2016 . 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 June 30, 2017 and December 31, 2016 , included $6.3 billion and $4.8 billion , respectively, of securities purchased under resale agreements; $22.9 billion and $27.1 billion , respectively, of securities borrowed; $12.1 billion and $15.9 billion , respectively, of securities sold under agreements to repurchase; and $200 million and $90 million , respectively, of securities loaned and other. The tables below present as of June 30, 2017 , and December 31, 2016 the types of financial assets pledged in securities financing agreements and the remaining contractual maturity of the securities financing agreements. Gross liability balance June 30, 2017 December 31, 2016 (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 $ 9,745 $ — $ 10,546 $ — U.S. Treasury and government agencies 202,102 942 199,030 — Obligations of U.S. states and municipalities 1,355 — 2,491 — Non-U.S. government debt 180,773 3,607 149,008 1,279 Corporate debt securities 14,677 53 18,140 108 Asset-backed securities 4,137 103 7,721 — Equity securities 15,095 21,903 15,529 21,064 Total $ 427,884 $ 26,608 $ 402,465 $ 22,451 Remaining contractual maturity of the agreements Overnight and continuous Greater than 90 days June 30, 2017 (in millions) Up to 30 days 30 – 90 days Total Total securities sold under repurchase agreements $ 154,721 $ 178,772 $ 53,376 $ 41,015 $ 427,884 Total securities loaned and other (a) 20,989 1,192 1,687 2,740 26,608 Remaining contractual maturity of the agreements Overnight and continuous Greater than 90 days December 31, 2016 (in millions) Up to 30 days 30 – 90 days Total Total securities sold under repurchase agreements $ 140,318 $ 157,860 $ 55,621 $ 48,666 $ 402,465 Total securities loaned and other (a) 13,586 1,371 2,877 4,617 22,451 (a) Includes securities-for-securities lending transactions of $11.5 billion and $9.1 billion at June 30, 2017 and December 31, 2016 , 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 June 30, 2017 , and December 31, 2016 , the Firm held $4.9 billion and $5.9 billion respectively, of financial assets for which the rights have been transferred to third parties; however, the transfers did not qualify as a sale in accordance with U.S. GAAP. These transfers have been recognized as collateralized financing transactions. The transferred assets are recorded in trading assets and loans, and the corresponding liabilities are recorded predominantly in other borrowed funds on the Consolidated balance sheets.

Loans

Loans	6 Months Ended
	Jun. 30, 2017
Receivables [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 2016 Annual Report . See Note 3 of this Form 10-Q for further information on the Firm’s elections of fair value accounting under the fair value option. See Note 2 of this Form 10-Q for 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) • Consumer & Business Banking (d)(e) • Student 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 AWM and prime mortgage loans held in Corporate. (b) Includes senior and junior lien home equity loans. (c) Predominantly 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. (f) Includes loans held in CIB, CB, AWM and Corporate. Excludes prime mortgage and home equity loans held in AWM and prime mortgage loans held in Corporate. Classes are internally defined and may not align with regulatory definitions. (g) Includes loans to: individuals; SPEs; and private education and civic organizations. For more information on SPEs, see Note 16 of JPMorgan Chase ’s 2016 Annual Report . The following tables summarize the Firm’s loan balances by portfolio segment. June 30, 2017 Consumer, excluding credit card Credit card (a) Wholesale Total (in millions) Retained $ 365,115 $ 140,035 $ 394,426 $ 899,576 (b) Held-for-sale 256 106 6,850 7,212 At fair value — — 1,979 1,979 Total $ 365,371 $ 140,141 $ 403,255 $ 908,767 December 31, 2016 Consumer, excluding credit card Credit card (a) Wholesale Total (in millions) Retained $ 364,406 $ 141,711 $ 383,790 $ 889,907 (b) Held-for-sale 238 105 2,285 2,628 At fair value — — 2,230 2,230 Total $ 364,644 $ 141,816 $ 388,305 $ 894,765 (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 loans 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 June 30, 2017 , and December 31, 2016 . The following table provides information about the carrying value of retained loans purchased, sold and reclassified to held-for-sale during the periods indicated. This table excludes 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. 2017 2016 Three months ended June 30, (in millions) Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Purchases $ 626 (a)(b) $ — $ 594 $ 1,220 $ 824 (a)(b) $ — $ 405 $ 1,229 Sales 763 — 2,377 3,140 905 — 2,082 2,987 Retained loans reclassified to held-for-sale 31 — 307 338 18 — 127 145 2017 2016 Six months ended June 30, (in millions) Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Purchases $ 1,566 (a)(b) $ — $ 878 $ 2,444 $ 2,089 (a)(b) $ — $ 693 $ 2,782 Sales 1,353 — 4,824 6,177 1,665 — 3,746 5,411 Retained loans reclassified to held-for-sale 6,340 (c) — 768 7,108 83 — 616 699 (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 $5.9 billion and $8.4 billion for the three months ended June 30, 2017 and 2016 , respectively, and $11.3 billion and $17.1 billion for the six months ended June 30, 2017 and 2016 , respectively. (c) Includes the Firm’s student loan portfolio, which was transferred to held-for-sale in the first quarter of 2017. For additional information see Note 23. The following table provides information about gains and losses on loan sales, including lower of cost or fair value adjustments, by portfolio segment. Three months ended Six months ended June 30, (in millions) 2017 2016 2017 2016 Net gains/(losses) on sales of loans (including lower of cost or fair value adjustments) (a) Consumer, excluding credit card (b) $ 12 $ 64 $ (214 ) $ 117 Credit card (3 ) (4 ) (2 ) (4 ) Wholesale 17 — 22 (2 ) Total net gains on sales of loans (including lower of cost or fair value adjustments) $ 26 $ 60 $ (194 ) $ 111 (a) Excludes sales related to loans accounted for at fair value. (b) Includes the Firm’s student loan portfolio, which was transferred to held-for-sale in the first quarter of 2017. For additional information see Note 23. 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, consumer and business banking loans, and student 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 the first quarter of 2017, the Firm transferred the student loan portfolio to held-for-sale. For additional information see Note 23. (in millions) June 30, December 31, Residential real estate – excluding PCI Home equity $ 36,000 $ 39,063 Residential mortgage (a) 205,380 192,486 Other consumer loans Auto 65,627 65,814 Consumer & Business Banking (a) 25,044 24,307 Student (a) — 7,057 Residential real estate – PCI Home equity 11,838 12,902 Prime mortgage 7,023 7,602 Subprime mortgage 2,771 2,941 Option ARMs 11,432 12,234 Total retained loans $ 365,115 $ 364,406 (a) Certain loan portfolios have been reclassified. The prior period amounts have been revised to conform with the current period presentation. For further information on consumer credit quality indicators, see Note 14 of JPMorgan Chase ’s 2016 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 Residential mortgage (g) Total residential real estate – excluding PCI Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Loan delinquency (a) Current $ 35,061 $ 37,941 $ 198,261 $ 184,133 $ 233,322 $ 222,074 30–149 days past due 535 646 3,284 3,828 3,819 4,474 150 or more days past due 404 476 3,835 4,525 4,239 5,001 Total retained loans $ 36,000 $ 39,063 $ 205,380 $ 192,486 $ 241,380 $ 231,549 % of 30+ days past due to total retained loans (b) 2.61 % 2.87 % 0.63 % 0.75 % 0.92 % 1.11 % 90 or more days past due and government guaranteed (c) $ — $ — $ 3,959 $ 4,858 $ 3,959 $ 4,858 Nonaccrual loans 1,645 1,845 2,089 2,256 3,734 4,101 Current estimated LTV ratios (d)(e) Greater than 125% and refreshed FICO scores: Equal to or greater than 660 $ 18 $ 70 $ 25 $ 30 $ 43 $ 100 Less than 660 7 15 39 48 46 63 101% to 125% and refreshed FICO scores: Equal to or greater than 660 370 668 58 135 428 803 Less than 660 120 221 128 177 248 398 80% to 100% and refreshed FICO scores: Equal to or greater than 660 2,138 2,961 3,330 4,026 5,468 6,987 Less than 660 692 945 555 718 1,247 1,663 Less than 80% and refreshed FICO scores: Equal to or greater than 660 26,400 27,317 184,119 169,579 210,519 196,896 Less than 660 4,135 4,380 6,993 6,759 11,128 11,139 No FICO/LTV available 2,120 2,486 1,548 1,650 3,668 4,136 U.S. government-guaranteed — — 8,585 9,364 8,585 9,364 Total retained loans $ 36,000 $ 39,063 $ 205,380 $ 192,486 $ 241,380 $ 231,549 Geographic region California $ 7,053 $ 7,644 $ 64,827 $ 59,802 $ 71,880 $ 67,446 New York 7,377 7,978 26,479 24,916 33,856 32,894 Illinois 2,705 2,947 13,884 13,126 16,589 16,073 Texas 2,124 2,225 11,693 10,772 13,817 12,997 Florida 1,973 2,133 9,176 8,395 11,149 10,528 New Jersey 2,091 2,253 6,735 6,374 8,826 8,627 Colorado 630 677 6,865 6,306 7,495 6,983 Washington 1,122 1,229 6,177 5,451 7,299 6,680 Massachusetts 332 371 6,060 5,834 6,392 6,205 Arizona 1,598 1,772 3,899 3,595 5,497 5,367 All other (f) 8,995 9,834 49,585 47,915 58,580 57,749 Total retained loans $ 36,000 $ 39,063 $ 205,380 $ 192,486 $ 241,380 $ 231,549 (a) Individual delinquency classifications include mortgage loans insured by U.S. government agencies as follows: current included $2.8 billion and $2.5 billion ; 30 – 149 days past due included $2.6 billion and $3.1 billion ; and 150 or more days past due included $3.2 billion and $3.8 billion at June 30, 2017 , and December 31, 2016 , respectively. (b) At June 30, 2017 , and December 31, 2016 , residential mortgage loans excluded mortgage loans insured by U.S. government agencies of $5.8 billion and $6.9 billion , respectively, that are 30 or more days past due. These amounts have been excluded based upon the government guarantee. (c) These balances, which are 90 days or more past due, were excluded from nonaccrual loans as the loans are guaranteed by U.S government agencies. Typically the principal balance of the loans is insured and interest is guaranteed at a specified reimbursement rate subject to meeting agreed-upon servicing guidelines. At June 30, 2017 , and December 31, 2016 , these balances included $1.9 billion and $2.2 billion , respectively, of loans that are no longer accruing interest based on the agreed-upon servicing guidelines. For the remaining balance, interest is being accrued at the guaranteed reimbursement rate. There were no loans that were not guaranteed by U.S. government agencies that are 90 or more days past due and still accruing interest at June 30, 2017 , and December 31, 2016 . (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 June 30, 2017 , and December 31, 2016 , included mortgage loans insured by U.S. government agencies of $8.6 billion and $9.4 billion , respectively. (g) Certain loan portfolios have been reclassified. The prior period amounts have been revised to conform with the current period presentation. The following table represents the Firm’s delinquency statistics for junior lien home equity loans and lines as of June 30, 2017 , and December 31, 2016 . Total loans Total 30+ day delinquency rate (in millions, except ratios) Jun 30, Dec 31, Jun 30, Dec 31, HELOCs: (a) Within the revolving period (b) $ 7,951 $ 10,304 0.79 % 1.27 % Beyond the revolving period 13,572 13,272 2.76 3.05 HELOANs 1,599 1,861 2.69 2.85 Total $ 23,122 $ 25,437 2.08 % 2.32 % (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. 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 2016 Annual Report . Home equity Residential mortgage Total residential real estate – excluding PCI Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Impaired loans With an allowance $ 1,241 $ 1,266 $ 4,529 $ 4,689 $ 5,770 $ 5,955 Without an allowance (a) 921 998 1,275 1,343 2,196 2,341 Total impaired loans (b)(c) $ 2,162 $ 2,264 $ 5,804 $ 6,032 $ 7,966 $ 8,296 Allowance for loan losses related to impaired loans $ 126 $ 121 $ 67 $ 68 $ 193 $ 189 Unpaid principal balance of impaired loans (d) 3,805 3,847 7,996 8,285 11,801 12,132 Impaired loans on nonaccrual status (e) 1,056 1,116 1,684 1,755 2,740 2,871 (a) Represents collateral-dependent residential real estate loans that are charged off to the fair value of the underlying collateral less cost to sell. The Firm reports, in accordance with regulatory guidance, residential real estate loans that have been discharged under Chapter 7 bankruptcy and not reaffirmed by the borrower (“Chapter 7 loans”) as collateral-dependent nonaccrual TDRs, regardless of their delinquency status. At June 30, 2017 , Chapter 7 residential real estate loans included approximately 11% of home equity and 13% of residential mortgages that were 30 days or more past due. (b) At June 30, 2017 , and December 31, 2016 , $3.9 billion and $3.4 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 June 30, 2017 , and December 31, 2016 . 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) At both June 30, 2017 and December 31, 2016 , nonaccrual loans included $2.3 billion 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 2016 Annual Report . The following tables present average impaired loans and the related interest income reported by the Firm. Three months ended June 30, (in millions) Average impaired loans Interest income on impaired loans (a) Interest income on impaired (a) 2017 2016 2017 2016 2017 2016 Home equity $ 2,241 $ 2,340 $ 30 $ 32 $ 18 $ 20 Residential mortgage 5,865 6,453 68 77 14 20 Total residential real estate – excluding PCI $ 8,106 $ 8,793 $ 98 $ 109 $ 32 $ 40 Six months ended June 30, (in millions) Average impaired loans Interest income on impaired loans (a) Interest income on impaired loans on a cash basis (a) 2017 2016 2017 2016 2017 2016 Home equity $ 2,245 $ 2,350 $ 61 $ 63 $ 38 $ 41 Residential mortgage 5,921 6,534 141 155 33 39 Total residential real estate – excluding PCI $ 8,166 $ 8,884 $ 202 $ 218 $ 71 $ 80 (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, unless the loan is deemed to be collateral-dependent. 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 June 30, Six months ended June 30, (in millions) 2017 2016 2017 2016 Home equity $ 69 $ 70 $ 150 $ 196 Residential mortgage 96 59 168 122 Total residential real estate – excluding PCI $ 165 $ 129 $ 318 $ 318 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 Firm’s loss mitigation programs described above during the periods presented. These tables exclude Chapter 7 loans where the sole concession granted is the discharge of debt . Three months ended June 30, Total residential real estate – excluding PCI Home equity Residential mortgage 2017 2016 2017 2016 2017 2016 Number of loans approved for a trial modification 565 688 390 555 955 1,243 Number of loans permanently modified 1,583 949 659 979 2,242 1,928 Concession granted: (a) Interest rate reduction 59 % 80 % 69 % 71 % 62 % 75 % Term or payment extension 78 84 82 90 79 87 Principal and/or interest deferred 9 20 20 16 13 18 Principal forgiveness 9 11 18 29 12 20 Other (b) 15 1 23 23 18 12 Six months ended June 30, Total residential Home equity Residential mortgage 2017 2016 2017 2016 2017 2016 Number of loans approved for a trial modification 1,308 1,737 846 1,135 2,154 2,872 Number of loans permanently modified 2,800 2,641 1,442 1,711 4,242 4,352 Concession granted: (a) Interest rate reduction 71 % 71 % 76 % 72 % 72 % 71 % Term or payment extension 84 88 86 90 84 89 Principal and/or interest deferred 13 18 14 19 14 18 Principal forgiveness 9 10 19 27 12 17 Other (b) 13 1 27 21 18 9 (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) Predominantly 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 loss mitigation programs described above and about redefaults of certain loans modified in TDRs for the periods presented. Because the specific types and amounts of concessions offered to borrowers frequently change between the trial modification and the permanent modification, the following tables present only the financial effects of permanent modifications. These tables also exclude Chapter 7 loans where the sole concession granted is the discharge of debt. Three months ended June 30, (in millions, except weighted-average data and number of loans) Home equity Residential mortgage Total residential real estate – excluding PCI 2017 2016 2017 2016 2017 2016 Weighted-average interest rate of loans with interest rate reductions – before TDR 5.04 % 5.28 % 5.13 % 5.67 % 5.09 % 5.54 % Weighted-average interest rate of loans with interest rate reductions – after TDR 2.39 2.52 3.12 2.98 2.79 2.83 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR 26 17 23 25 25 22 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR 38 38 37 38 38 38 Charge-offs recognized upon permanent modification $ — $ $ $ 1 $ $ 1 Principal deferred 2 4 4 9 6 13 Principal forgiven 3 1 6 13 9 14 Balance of loans that redefaulted within one year of permanent modification (a) $ 12 $ 11 $ 30 $ 26 $ 42 $ 37 Six months ended June 30, Home equity Residential mortgage Total residential real estate – excluding PCI 2017 2016 2017 2016 2017 2016 Weighted-average interest rate of loans with interest rate reductions – before TDR 4.82 % 5.13 % 5.25 % 5.60 % 5.06 % 5.40 % Weighted-average interest rate of loans with interest rate reductions – after TDR 2.42 2.46 3.00 2.92 2.74 2.73 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR 23 18 24 25 24 22 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR 39 38 38 38 38 38 Charge-offs recognized upon permanent modification $ 1 $ 1 $ 1 $ 2 $ 2 $ 3 Principal deferred 7 12 7 19 14 31 Principal forgiven 5 4 11 25 16 29 Balance of loans that redefaulted within one year of permanent modification (a) $ 21 $ 20 $ 58 $ 48 $ 79 $ 68 (a) Represents loans permanently modified in TDRs that experienced a payment default in the periods presented, and for which the payment default occurred within one year of the modification. The dollar amounts presented represent the balance of such loans at the end of the reporting period in which such loans defaulted. For residential real estate loans modified in TDRs, payment default is deemed to occur when the loan becomes two contractual payments past due. In the event that a modified loan redefaults, it is probable that the loan will ultimately be liquidated through foreclosure or another similar type of liquidation transaction. Redefaults of loans modified within the last 12 months may not be representative of ultimate redefault levels. At June 30, 2017 , the weighted-average estimated remaining lives of residential real estate loans, excluding PCI loans, permanently modified in TDRs were 10 years for home equity and 13 years for residential mortgage. The estimated remaining lives of these loans reflect estimated prepayments, both voluntary and involuntary (i.e., foreclosures and other forced liquidations). Active and suspended foreclosure At June 30, 2017 , and December 31, 2016 , the Firm had non-PCI residential real estate loans, excluding those insured by U.S. government agencies, with a carrying value of $796 million and $932 million , 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 and business banking loans. This table excludes student loans as a result of the transfer of the student loan portfolio to held-for-sale in the first quarter of 2017 and its subsequent sale in the second quarter of 2017. (in millions, except ratios) Auto Consumer & Business Banking (c) Jun 30, 2017 Dec 31, 2016 Jun 30, 2017 Dec 31, 2016 Loan delinquency Current $ 65,050 $ 65,029 $ 24,746 $ 23,920 30–119 days past due 568 773 150 247 120 or more days past due 9 12 148 140 Total retained loans $ 65,627 $ 65,814 $ 25,044 $ 24,307 % of 30+ days past due to total retained loans 0.88 % 1.19 % 1.19 % 1.59 % Nonaccrual loans (a) 158 214 301 287 Geographic region California $ 8,347 $ 7,975 $ 4,731 $ 4,426 Texas 6,807 7,041 2,929 2,954 New York 3,974 4,078 4,066 3,979 Illinois 4,052 3,984 1,867 1,758 Florida 3,369 3,374 1,263 1,195 Ohio 2,126 2,194 1,412 1,402 Arizona 2,132 2,209 1,305 1,307 Michigan 1,552 1,567 1,350 1,343 New Jersey 2,044 2,031 658 623 Louisiana 1,712 1,814 951 979 All other 29,512 29,547 4,512 4,341 Total retained loans $ 65,627 $ 65,814 $ 25,044 $ 24,307 Loans by risk ratings (b) Noncriticized $ 14,863 $ 13,899 $ 17,465 $ 16,858 Criticized performing 119 201 750 816 Criticized nonaccrual 56 94 227 217 (a) There were no loans that were 90 or more days past due and still accruing interest at June 30, 2017 , and December 31, 2016. (b) 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. (c) Certain loan portfolios have been reclassified. The prior period amounts have been revised to conform with the current period presentation. Other consumer impaired loans and loan modifications The table below sets forth information about the Firm’s other consumer impaired loans, including risk-rated business banking and auto loans that have been placed on nonaccrual status, and loans that have been modified in TDRs. (in millions) June 30, December 31, Impaired loans With an allowance $ 345 $ 614 Without an allowance (a) 29 30 Total impaired loans (b)(c) $ 374 $ 644 Allowance for loan losses related to impaired loans $ 103 $ 119 Unpaid principal balance of impaired loans (d) 462 753 Impaired loans on nonaccrual status 331 508 (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 $381 million and $622 million for the three months ended June 30, 2017 and 2016 , respectively, and $501 million and $596 million for the six months ended June 30, 2017 and 2016 , respectively. The related interest income on impaired loans, including those on a cash basis, was not material for the three and six months ended June 30, 2017 and 2016 . (d) Represents the contractual amount of principal owed at June 30, 2017 , and December 31, 2016 . 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 2016 Annual Report for further information on other consumer loans modified in TDRs. The following table provides information about the Firm’s other consumer loans modified in TDRs. New TDRs were not material for the three and six months ended June 30, 2017 and 2016 . (in millions) June 30, December 31, Loans modified in TDRs (a)(b) $ 119 $ 362 TDRs on nonaccrual status 76 226 (a) The impact of these modifications were not material to the Firm for the three and six months ended June 30, 2017 and 2016 . (b) Additional commitments to lend to borrowers whose loans have been modified in TDRs as of June 30, 2017 , and December 31, 2016 , 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 2016 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 Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Carrying value (a) $ 11,838 $ 12,902 $ 7,023 $ 7,602 $ 2,771 $ 2,941 $ 11,432 $ 12,234 $ 33,064 $ 35,679 Related allowance for loan losses (b) 1,133 1,433 903 829 150 — 79 49 2,265 2,311 Loan delinquency (based on unpaid principal balance) Current $ 11,396 $ 12,423 $ 6,367 $ 6,840 $ 2,914 $ 3,005 $ 10,443 $ 11,074 $ 31,120 $ 33,342 30–149 days past due 268 291 296 336 292 361 466 555 1,322 1,543 150 or more days past due 434 478 384 451 188 240 774 917 1,780 2,086 Total loans $ 12,098 $ 13,192 $ 7,047 $ 7,627 $ 3,394 $ 3,606 $ 11,683 $ 12,546 $ 34,222 $ 36,971 % of 30+ days past due to total loans 5.80 % 5.83 % 9.65 % 10.32 % 14.14 % 16.67 % 10.61 % 11.73 % 9.06 % 9.82 % Current estimated LTV ratios (based on unpaid principal balance) (c)(d) Greater than 125% and refreshed FICO scores: Equal to or greater than 660 $ 44 $ 69 $ 6 $ 6 $ 5 $ 7 $ 6 $ 12 $ 61 $ 94 Less than 660 23 39 16 17 25 31 13 18 77 105 101% to 125% and refreshed FICO scores: Equal to or greater than 660 365 555 27 52 26 39 61 83 479 729 Less than 660 175 256 56 84 94 135 91 144 416 619 80% to 100% and refreshed FICO scores: Equal to or greater than 660 1,480 1,860 292 442 146 214 376 558 2,294 3,074 Less than 660 678 804 289 381 356 439 463 609 1,786 2,233 Lower than 80% and refreshed FICO scores: Equal to or greater than 660 6,461 6,676 3,781 3,967 936 919 6,438 6,754 17,616 18,316 Less than 660 2,159 2,183 2,209 2,287 1,641 1,645 3,691 3,783 9,700 9,898 No FICO/LTV available 713 750 371 391 165 177 544 585 1,793 1,903 Total unpaid principal balance $ 12,098 $ 13,192 $ 7,047 $ 7,627 $ 3,394 $ 3,606 $ 11,683 $ 12,546 $ 34,222 $ 36,971 Geographic region (based on unpaid principal balance) California $ 7,218 $ 7,899 $ 4,034 $ 4,396 $ 846 $ 899 $ 6,626 $ 7,128 $ 18,724 $ 20,322 Florida 1,224 1,306 465 501 313 332 971 1,026 2,973 3,165 New York 653 697 487 515 347 363 660 711 2,147 2,286 Washington 603 673 151 167 64 68 263 290 1,081 1,198 New Jersey 259 280 196 210 119 125 373 401 947 1,016 Illinois 294 314 215 226 169 178 269 282 947 1,000 Massachusetts 88 94 159 173 104 110 321 346 672 723 Maryland 60 64 138 144 138 145 248 267 584 620 Arizona 219 241 113 124 63 68 167 181 562 614 Virginia 71 77 132 142 53 56 296 314 552 589 All other 1,409 1,547 957 1,029 1,178 1,262 1,489 1,600 5,033 5,438 Total unpaid principal balance $ 12,098 $ 13,192 $ 7,047 $ 7,627 $ 3,394 $ 3,606 $ 11,683 $ 12,546 $ 34,222 $ 36,971 (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 valuatio

Allowance for Credit Losses

Allowance for Credit Losses	6 Months Ended
	Jun. 30, 2017
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 2016 Annual Report . During the second quarter of 2017, the Firm refined its loss estimates relating to the wholesale portfolio by incorporating the use of internal historical data versus external credit rating agency default statistics to estimate PD. In addition, an adjustment to the modeled loss estimates for wholesale lending-related commitments was incorporated similar to the adjustment applied for wholesale loans. The impacts of these refinements were not material to the allowance for credit losses. 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. 2017 2016 Six months ended June 30, 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, $ 5,198 $ 4,034 $ 4,544 $ 13,776 5,806 $ 3,434 $ 4,315 $ 13,555 Gross charge-offs 1,105 2,223 99 3,427 688 1,874 228 2,790 Gross recoveries (307 ) (193 ) (69 ) (569 ) (301 ) (184 ) (14 ) (499 ) Net charge-offs/(recoveries) 798 2,030 30 2,858 387 1,690 214 2,291 Write-offs of PCI loans (a) 46 — — 46 88 — — 88 Provision for loan losses 448 2,380 (337 ) 2,491 316 1,940 796 3,052 Other (2 ) — 2 — (1 ) — — (1 ) Ending balance at June 30, $ 4,800 $ 4,384 $ 4,179 $ 13,363 $ 5,646 $ 3,684 $ 4,897 $ 14,227 Allowance for loan losses by impairment methodology Asset-specific (b) $ 296 $ 370 (c) $ 345 $ 1,011 $ 365 $ 361 (c) $ 525 $ 1,251 Formula-based 2,239 4,014 3,834 10,087 2,627 3,323 4,372 10,322 PCI 2,265 — — 2,265 2,654 — — 2,654 Total allowance for loan losses $ 4,800 $ 4,384 $ 4,179 $ 13,363 $ 5,646 $ 3,684 $ 4,897 $ 14,227 Loans by impairment methodology Asset-specific $ 8,340 $ 1,204 $ 1,760 $ 11,304 $ 9,370 $ 1,307 $ 2,149 $ 12,826 Formula-based 323,711 138,831 392,663 855,205 313,320 130,200 372,021 815,541 PCI 33,064 — 3 33,067 38,360 — 4 38,364 Total retained loans $ 365,115 $ 140,035 $ 394,426 $ 899,576 $ 361,050 $ 131,507 $ 374,174 $ 866,731 Impaired collateral-dependent loans Net charge-offs $ 36 $ — $ 16 $ 52 $ 43 $ — $ 5 $ 48 Loans measured at fair value of collateral less cost to sell 2,234 — 296 2,530 2,431 — 295 2,726 Allowance for lending-related commitments Beginning balance at January 1, $ 26 $ — $ 1,052 $ 1,078 $ 14 $ — $ 772 $ 786 Provision for lending-related commitments 6 — 33 39 — — 174 174 Other — — — — — — — — Ending balance at June 30, $ 32 $ — $ 1,085 $ 1,117 $ 14 $ — $ 946 $ 960 Allowance for lending-related commitments by impairment methodology Asset-specific $ — $ — $ 211 $ 211 $ — $ — $ 143 $ 143 Formula-based 32 — 874 906 14 — 803 817 Total allowance for lending-related commitments $ 32 $ — $ 1,085 $ 1,117 $ 14 $ — $ 946 $ 960 Lending-related commitments by impairment methodology Asset-specific $ — $ — $ 750 $ 750 $ — $ — $ 460 $ 460 Formula-based 58,162 576,264 365,748 1,000,174 59,224 539,105 356,685 955,014 Total lending-related commitments $ 58,162 $ 576,264 $ 366,498 $ 1,000,924 $ 59,224 $ 539,105 $ 357,145 $ 955,474 Note: In the first quarter of 2017, the Firm transferred the student loan portfolio to held-for-sale. For additional information see Note 23. (a) Write-offs of PCI loans are recorded against the allowance for loan losses when actual losses for a pool exceed estimated losses that were recorded as purchase accounting adjustments at the time of acquisition. A write-off of a PCI loan is recognized when the underlying loan is removed from a pool (e.g., upon liquidation). (b) Includes risk-rated loans that have been placed on nonaccrual status and loans that have been modified in a TDR. (c) The asset-specific credit card allowance for loan losses is related to loans that have been modified in a TDR; such allowance is calculated based on the loans’ original contractual interest rates and does not consider any incremental penalty rates.

Variable Interest Entities

Variable Interest Entities	6 Months Ended
	Jun. 30, 2017
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 2016 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 139 Mortgage securitization trusts Servicing and securitization of both originated and purchased residential mortgages 139–141 CIB Mortgage and other securitization trusts Securitization of both originated and purchased residential and commercial mortgages, and student loans 139–141 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 141 The Firm also invests in and provides financing and other services to VIEs sponsored by third parties, as described on page 141 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 2016 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 142 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 2016 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 143 of this Note for further information regarding the Firm’s cash flows with and interests retained in nonconsolidated VIEs, and page 143 of this Note for information on the Firm’s loan sales to U.S. government agencies. Principal amount outstanding JPMorgan Chase interest in securitized assets in nonconsolidated VIEs (c)(d)(e) June 30, 2017 (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 $ 71,894 $ 3,927 $ 54,473 $ 209 $ 1,121 $ 1,330 Subprime 20,241 — 18,758 99 — 99 Commercial and other (b) 93,625 95 65,915 605 1,553 2,158 Total $ 185,760 $ 4,022 $ 139,146 $ 913 $ 2,674 $ 3,587 Principal amount outstanding JPMorgan Chase interest in securitized assets in nonconsolidated VIEs (c)(d)(e) December 31, 2016 (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 $ 76,789 $ 4,209 $ 57,543 $ 226 $ 1,334 $ 1,560 Subprime 21,542 — 19,903 76 — 76 Commercial and other (b) 101,265 107 71,464 509 2,064 2,573 Total $ 199,596 $ 4,316 $ 148,910 $ 811 $ 3,398 $ 4,209 (a) Excludes U.S. government agency securitizations and re-securitizations, which are not Firm-sponsored. See page 143 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. (c) Excludes the following: retained servicing (see Note 14 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 4 for further information on derivatives); senior and subordinated securities of $119 million and $44 million , respectively, at June 30, 2017 , and $180 million and $49 million , respectively, at December 31, 2016 , which the Firm purchased in connection with CIB’s secondary market-making activities. (d) Includes interests held in re-securitization transactions. (e) As of June 30, 2017 , and December 31, 2016 , 63% and 61% , respectively, of the Firm’s retained securitization interests, which are carried at fair value and include amounts required to be held pursuant to credit risk retention rules, were risk-rated “A” or better, on an S&P-equivalent basis. The retained interests in prime residential mortgages consisted of $1.3 billion and $1.5 billion of investment-grade and $37 million and $77 million of noninvestment-grade retained interests at June 30, 2017 , and December 31, 2016 , respectively. The retained interests in commercial and other securitizations trusts consisted of $1.9 billion and $2.4 billion of investment-grade and $242 million and $210 million of noninvestment-grade retained interests at June 30, 2017 , and December 31, 2016 , respectively. Residential mortgage The Firm securitizes residential mortgage loans originated by CCB , as well as residential mortgage loans 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 2016 Annual Report . See the table on page 142 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 2016 Annual Report . See the table on page 142 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 2016 Annual Report. The following table represents the transfers of securities to re-securitization VIEs. Three months ended Six months ended (in millions) 2017 2016 2017 2016 Transfers of securities to VIEs Firm-sponsored private-label $ — $ 144 $ — $ 144 Agency $ 1,462 $ 3,494 $ 4,686 $ 6,350 The following table represents information on nonconsolidated re-securitization VIEs. Nonconsolidated re-securitization VIEs (in millions) June 30, 2017 December 31, 2016 Firm-sponsored private-label Assets held in VIEs with continuing involvement (a) $ 651 $ 875 Interest in VIEs 31 43 Agency Interest in VIEs 1,876 1,986 (a) Includes the notional amount of interest-only securities. As of June 30, 2017 , and December 31, 2016 , the Firm did not consolidate any Firm-sponsored private-label re-securitizations and agency 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 2016 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 $22.1 billion and $21.2 billion of the commercial paper issued by the Firm -administered multi-seller conduits at June 30, 2017 , and December 31, 2016 respectively, which have been eliminated in consolidation. The Firm’s investments reflect the Firm’s funding needs and capacity and were not driven by market illiquidity. Other than the amounts required to be held pursuant to credit risk retention rules, 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 commitments were $8.2 billion and $7.4 billion at June 30, 2017 , and December 31, 2016 , respectively, and are reported as off-balance sheet lending-related commitments. For more information on off-balance sheet lending-related commitments, see Note 19 . VIEs associated with investor intermediation activities Municipal bond vehicles For a more detailed description of JPMorgan Chase’s investor intermediation activities, see Note 16 of JPMorgan Chase’s 2016 Annual Report . The Firm’s maximum exposure as a liquidity provider to nonconsolidated Firm -sponsored municipal bond VIEs at June 30, 2017 and December 31, 2016 , was $161 million and $662 million , respectively. 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 June 30, 2017 , and December 31, 2016 . Assets Liabilities June 30, 2017 (in millions) Trading assets Loans Other (d) Total assets (e) Beneficial interests in VIE assets (f) Other (g) Total liabilities VIE program type (a) Firm-sponsored credit card trusts $ — $ 41,997 $ 711 $ 42,708 $ 25,732 $ 17 $ 25,749 Firm-administered multi-seller conduits 2 25,039 43 25,084 2,928 29 2,957 Municipal bond vehicles 2,534 — 6 2,540 1,693 2 1,695 Mortgage securitization entities (b) 90 3,976 72 4,138 406 273 679 Student loan securitization entities (c) — — — — — — — Other 62 — 1,987 2,049 139 106 245 Total $ 2,688 $ 71,012 $ 2,819 $ 76,519 $ 30,898 $ 427 $ 31,325 Assets Liabilities December 31, 2016 (in millions) Trading assets Loans Other (d) Total assets (e) Beneficial interests in VIE assets (f) Other (g) Total liabilities VIE program type (a) Firm-sponsored credit card trusts $ — $ 45,919 $ 790 $ 46,709 $ 31,181 $ 18 $ 31,199 Firm-administered multi-seller conduits — 23,760 43 23,803 2,719 33 2,752 Municipal bond vehicles 2,897 — 8 2,905 2,969 2 2,971 Mortgage securitization entities (b) 143 4,246 103 4,492 468 313 781 Student loan securitization entities (c) — 1,689 59 1,748 1,527 4 1,531 Other 145 — 2,318 2,463 183 120 303 Total $ 3,185 $ 75,614 $ 3,321 $ 82,120 $ 39,047 $ 490 $ 39,537 (a) Excludes intercompany transactions which are eliminated in consolidation. (b) Includes residential and commercial mortgage securitizations as well as re-securitizations. (c) The Firm deconsolidated the student loan securitization entities in the second quarter of 2017 as it no longer had a controlling financial interest in these entities as a result of the sale of the student loan portfolio. For additional information see Note 23. (d) Includes assets classified as cash and other assets on the Consolidated balance sheets. (e) 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. (f) 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 $26.3 billion and $33.4 billion at June 30, 2017 , and December 31, 2016 , respectively. The maturities of the long-term beneficial interests as of June 30, 2017 , were as follows: $10.6 billion under one year, $14.5 billion between one and five years, and $1.2 billion over five years. (g) 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 2016 Annual Report . Securitization activity The following table provides information related to the Firm’s securitization activities for the three and six months ended June 30, 2017 and 2016 , related to assets held in Firm -sponsored securitization entities that were not consolidated by the Firm, and where sale accounting was achieved based on the accounting rules in effect at the time of the securitization. Three months ended June 30, Six months ended June 30, 2017 2016 2017 2016 (in millions) Residential mortgage (c) Commercial and other (d) Residential mortgage (c) Commercial and other (d) Residential mortgage (c) Commercial and other (d) Residential mortgage (c) Commercial and other (d) Principal securitized $ 1,020 $ 1,997 $ 413 $ 1,034 $ 2,049 $ 3,312 $ 413 $ 2,358 All cash flows during the period (a) : Proceeds from loan sales as securities Level 2 $ 1,048 $ 2,029 $ 413 $ 1,062 $ 2,083 $ 3,377 $ 413 $ 2,373 Level 3 $ — $ — $ — $ 2 $ — $ — $ — $ 2 Total proceeds received from loan sales $ 1,048 $ 2,029 $ 413 $ 1,064 $ 2,083 $ 3,377 $ 413 $ 2,375 Servicing fees collected 134 1 111 1 267 2 223 1 Purchases of previously transferred financial assets (or the underlying collateral) (b) 1 — — — 1 — 37 — Cash flows received on interests 128 206 111 307 259 541 205 580 (a) Excludes re-securitization transactions. (b) 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. (c) Includes prime, Alt-A, subprime, and option ARMs. Excludes certain loan securitization transactions entered into with Ginnie Mae, Fannie Mae and Freddie Mac. (d) 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 19 of this Form 10-Q, and Note 29 of JPMorgan Chase’s 2016 Annual Report for additional information about the Firm’s loan sales- and securitization-related indemnifications. See Note 14 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 June 30, Six months ended June 30, (in millions) 2017 2016 2017 2016 Carrying value of loans sold $ 11,711 $ 8,824 $ 28,880 $ 17,836 Proceeds received from loan sales as cash 4 234 13 238 Proceeds received from loan sales as securities (a) 11,602 8,548 28,589 17,503 Total proceeds received from loan sales (b) $ 11,606 $ 8,782 $ 28,602 $ 17,741 Gains on loan sales (c)(d) $ 42 $ 64 $ 73 $ 114 (a) Predominantly includes 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. (c) Gains on loan sales include the value of MSRs. (d) 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 20, 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. For additional information, refer to Note 11 of this Form 10-Q and Note 14 of JPMorgan Chase’s 2016 Annual Report. The following table presents loans the Firm repurchased or had an option to repurchase, real estate owned, and foreclosed government-guaranteed residential mortgage loans recognized on the Firm’s Consolidated balance sheets as of June 30, 2017 and December 31, 2016 . Substantially all of these loans and real estate are insured or guaranteed by U.S. government agencies. (in millions) June 30, 2017 Dec 31, 2016 Loans repurchased or option to repurchase (a) $ 8,744 $ 9,556 Real estate owned 105 142 Foreclosed government-guaranteed residential mortgage loans (b) 762 1,007 (a) Predominantly all of these amounts relate to loans that have been repurchased from Ginnie Mae loan pools. (b) Relates to voluntary repurchases of loans, which are included in accrued interest and accounts receivable. Loan delinquencies and liquidation losses The table below includes information about components of nonconsolidated securitized financial assets held in Firm -sponsored private-label securitization entities, in which the Firm has continuing involvement, and delinquencies as of June 30, 2017 , and December 31, 2016 . Liquidation losses Securitized assets 90 days past due Three months ended June 30, Six months ended June 30, (in millions) Jun 30, Dec 31, Jun 30, Dec 31, 2017 2016 2017 2016 Securitized loans Residential mortgage: Prime / Alt-A & option ARMs $ 54,473 $ 57,543 $ 5,385 $ 6,169 $ 226 $ 318 $ 438 $ 658 Subprime 18,758 19,903 3,662 4,186 201 296 376 618 Commercial and other 65,915 71,464 1,632 1,755 5 93 57 486 Total loans securitized $ 139,146 $ 148,910 $ 10,679 $ 12,110 $ 432 $ 707 $ 871 $ 1,762

Goodwill and Mortgage Servicing

Goodwill and Mortgage Servicing Rights	6 Months Ended
	Jun. 30, 2017
Goodwill and Intangible Assets Disclosure [Abstract]
Goodwill and Mortgage Servicing Rights	Goodwill and Mortgage servicing rights For a discussion of the accounting policies related to goodwill and mortgage servicing rights, see Note 17 of JPMorgan Chase ’s 2016 Annual Report . Goodwill The following table presents goodwill attributed to the business segments. (in millions) June 30, December 31, Consumer & Community Banking $ 30,806 $ 30,797 Corporate & Investment Bank 6,775 6,772 Commercial Banking 2,861 2,861 Asset & Wealth Management 6,858 6,858 Total goodwill $ 47,300 $ 47,288 The following table presents changes in the carrying amount of goodwill. Three months ended June 30, Six months ended June 30, (in millions) 2017 2016 2017 2016 Balance at beginning of period $ 47,292 $ 47,310 $ 47,288 $ 47,325 Changes during the period from: Dispositions (a) — — — (71 ) Other (b) 8 (7 ) 12 49 Balance at June 30, $ 47,300 $ 47,303 $ 47,300 $ 47,303 (a) During the six months ended June 30, 2016, represents AWM goodwill, which was disposed of as part of AWM sales completed in March 2016. (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 240–241 of JPMorgan Chase ’s 2016 Annual Report . Goodwill was not impaired at June 30, 2017 , or December 31, 2016 , nor was goodwill written off due to impairment during the six months ended June 30, 2017 or 2016. Declines in business performance, increases in credit losses, increases in equity capital requirements, as well as deterioration in economic or market conditions, estimates of adverse 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 2016 Annual Report and Note 2 of this Form 10-Q . The following table summarizes MSR activity for the three and six months ended June 30, 2017 and 2016 . As of or for the three months As of or for the six months (in millions, except where otherwise noted) 2017 2016 2017 2016 Fair value at beginning of period $ 6,079 $ 5,658 $ 6,096 $ 6,608 MSR activity: Originations of MSRs 154 113 371 220 Purchase of MSRs — — — — Disposition of MSRs (a) (67 ) (3 ) (138 ) (67 ) Net additions 87 110 233 153 Changes due to collection/realization of expected cash flows (213 ) (239 ) (419 ) (480 ) Changes in valuation due to inputs and assumptions: Changes due to market interest rates and other (b) (178 ) (433 ) (121 ) (1,195 ) Changes in valuation due to other inputs and assumptions: Projected cash flows (e.g., cost to service) 2 (14 ) 14 (7 ) Discount rates (7 ) — (19 ) 7 Prepayment model changes and other (c) (17 ) (10 ) (31 ) (14 ) Total changes in valuation due to other inputs and assumptions (22 ) (24 ) (36 ) (14 ) Total changes in valuation due to inputs and assumptions (200 ) (457 ) (157 ) (1,209 ) Fair value at June 30, $ 5,753 $ 5,072 $ 5,753 $ 5,072 Change in unrealized gains/(losses) included in income related to MSRs held at June 30, $ (200 ) $ (457 ) $ (157 ) $ (1,209 ) Contractual service fees, late fees and other ancillary fees included in income 477 545 964 1,106 Third-party mortgage loans serviced at June 30, (in billions) 569 632 569 632 Net servicer advances at June 30, (in billions) (d) 4.1 5.6 4.1 5.6 (a) Includes 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 the remaining balance of those SMBS as trading securities. (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 six months ended June 30, 2017 and 2016 . Three months ended June 30, Six months ended June 30, (in millions) 2017 2016 2017 2016 CCB mortgage fees and related income Net production revenue $ 152 $ 261 $ 293 $ 423 Net mortgage servicing revenue: Operating revenue: Loan servicing revenue 518 593 1,040 1,209 Changes in MSR asset fair value due to collection/realization of expected cash flows (212 ) (238 ) (417 ) (478 ) Total operating revenue 306 355 623 731 Risk management: Changes in MSR asset fair value due to market interest rates and other (a) (178 ) (433 ) (121 ) (1,195 ) Other changes in MSR asset fair value due to other inputs and assumptions in model (b) (22 ) (24 ) (36 ) (14 ) Change in derivative fair value and other 143 530 48 1,411 Total risk management (57 ) 73 (109 ) 202 Total net mortgage servicing revenue 249 428 514 933 Total CCB mortgage fees and related income 401 689 807 1,356 All other 3 — 3 — Mortgage fees and related income $ 404 $ 689 $ 810 $ 1,356 (a) Represents both the impact of changes in estimated future prepayments due to changes in market interest rates, and the difference between actual and expected prepayments. (b) Represents the aggregate impact of changes in model inputs and assumptions such as projected cash flows (e.g., cost to service), discount rates and changes in prepayments other than those attributable to changes in market interest rates (e.g., changes in prepayments due to changes in home prices). The table below outlines the key economic assumptions used to determine the fair value of the Firm’s MSRs at June 30, 2017 , and December 31, 2016 , and outlines the sensitivities of those fair values to immediate adverse changes in those assumptions, as defined below. (in millions, except rates) Jun 30, Dec 31, Weighted-average prepayment speed assumption (“CPR”) 9.62 % 9.41 % Impact on fair value of 10% adverse change $ (216 ) $ (231 ) Impact on fair value of 20% adverse change (415 ) (445 ) Weighted-average option adjusted spread 9.18 % 8.55 % Impact on fair value of a 100 basis point adverse change $ (232 ) $ (248 ) Impact on fair value of a 200 basis point adverse change (446 ) (477 ) 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	6 Months Ended
	Jun. 30, 2017
Deposits [Abstract]
Deposits	Deposits For further discussion on deposits, see Note 19 of JPMorgan Chase’s 2016 Annual Report. At June 30, 2017 , and December 31, 2016 , noninterest-bearing and interest-bearing deposits were as follows. (in millions) June 30, December 31, 2016 U.S. offices Noninterest-bearing $ 394,921 $ 400,831 Interest-bearing (included $14,285 and $12,245 at fair value) (a) 781,709 737,949 Total deposits in U.S. offices 1,176,630 1,138,780 Non-U.S. offices Noninterest-bearing 17,152 14,764 Interest-bearing (included $3,469 and $1,667 at fair value) (a) 245,691 221,635 Total deposits in non-U.S. offices 262,843 236,399 Total deposits $ 1,439,473 $ 1,375,179 (a) Includes structured notes classified as deposits for which the fair value option has been elected. For further discussion, see Note 3 of JPMorgan Chase’s 2016 Annual Report .

Earnings per Share

Earnings per Share	6 Months Ended
	Jun. 30, 2017
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 2016 Annual Report . The following table presents the calculation of basic and diluted EPS for the three and six months ended June 30, 2017 and 2016 . (in millions, except per share amounts) Three months ended Six months ended 2017 2016 2017 2016 Basic earnings per share Net income $ 7,029 $ 6,200 $ 13,477 $ 11,720 Less: Preferred stock dividends 411 411 823 823 Net income applicable to common equity 6,618 5,789 12,654 10,897 Less: Dividends and undistributed earnings allocated to participating securities (a) 63 61 123 124 Net income applicable to common stockholders (a) $ 6,555 $ 5,728 $ 12,531 $ 10,773 Total weighted-average basic shares outstanding (a) 3,574.1 3,675.5 3,587.9 3,693.0 Net income per share $ 1.83 $ 1.56 $ 3.49 $ 2.92 Diluted earnings per share Net income applicable to common stockholders (a) $ 6,555 $ 5,728 $ 12,531 $ 10,773 Total weighted-average basic shares outstanding (a) 3,574.1 3,675.5 3,587.9 3,693.0 Add: Employee stock options, SARs, warrants and unvested PSUs 24.9 30.7 26.8 28.9 Total weighted-average diluted shares outstanding (a) 3,599.0 3,706.2 3,614.7 3,721.9 Net income per share $ 1.82 $ 1.55 $ 3.47 $ 2.89 (a) The prior period amounts have been revised to conform with the current period presentation. The revision had no impact on the Firm’s reported earnings per share.

Accumulated Other Comprehensive

Accumulated Other Comprehensive Income/(Loss)	6 Months Ended
	Jun. 30, 2017
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. As of or for the three months ended Unrealized (b) Translation adjustments, net of hedges Cash flow hedges Defined benefit DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at April 1, 2017 $ 1,762 $ (157 ) $ (9 ) $ (2,274 ) $ (245 ) $ (923 ) Net change 457 — 53 19 2 531 Balance at June 30, 2017 $ 2,219 $ (157 ) $ 44 $ (2,255 ) $ (243 ) $ (392 ) As of or for the three months ended Unrealized gains on investment securities (b) 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 April 1, 2016 $ 3,054 $ (164 ) $ (114 ) $ (2,206 ) $ 212 $ 782 Net change 867 3 (87 ) 56 (3 ) 836 Balance at June 30, 2016 $ 3,921 $ (161 ) $ (201 ) $ (2,150 ) $ 209 $ 1,618 As of or for the six months ended Unrealized (b) 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, 2017 $ 1,524 $ (164 ) $ (100 ) $ (2,259 ) $ (176 ) $ (1,175 ) Net change 695 7 144 4 (67 ) 783 Balance at June 30, 2017 $ 2,219 $ (157 ) $ 44 $ (2,255 ) $ (243 ) $ (392 ) As of or for the six months ended Unrealized (b) 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, 2016 $ 2,629 $ (162 ) $ (44 ) $ (2,231 ) NA $ 192 Cumulative effect of change in accounting principle (a) — — — — $ 154 154 Net change 1,292 1 (157 ) 81 $ 55 1,272 Balance at June 30, 2016 $ 3,921 $ (161 ) $ (201 ) $ (2,150 ) $ 209 $ 1,618 (a) 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. (b) 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. 2017 2016 Three months ended June 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 $ 695 $ (259 ) $ 436 $ 1,408 $ (528 ) $ 880 Reclassification adjustment for realized (gains)/losses included in net income (a) 34 (13 ) 21 (21 ) 8 (13 ) Net change 729 (272 ) 457 1,387 (520 ) 867 Translation adjustments (b) : Translation 317 (117 ) 200 (10 ) 4 (6 ) Hedges (319 ) 119 (200 ) 17 (8 ) 9 Net change (2 ) 2 — 7 (4 ) 3 Cash flow hedges: Net unrealized gains/(losses) arising during the period 23 (10 ) 13 (187 ) 70 (117 ) Reclassification adjustment for realized (gains)/losses included in net income (c) 65 (25 ) 40 48 (18 ) 30 Net change 88 (35 ) 53 (139 ) 52 (87 ) Defined benefit pension and OPEB plans: Net gains/(losses) arising during the period 6 (2 ) 4 8 (3 ) 5 Reclassification adjustments included in net income (d) : Amortization of net loss 62 (23 ) 39 64 (25 ) 39 Prior service costs/(credits) (9 ) 4 (5 ) (9 ) 3 (6 ) Foreign exchange and other (25 ) 6 (19 ) 28 (10 ) 18 Net change 34 (15 ) 19 91 (35 ) 56 DVA on fair value option elected liabilities, net change: $ 2 $ — $ 2 $ (4 ) $ 1 $ (3 ) Total other comprehensive income/(loss) $ 851 $ (320 ) $ 531 $ 1,342 $ (506 ) $ 836 2017 2016 Six months ended June 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 $ 1,062 $ (390 ) $ 672 $ 2,140 $ (803 ) $ 1,337 Reclassification adjustment for realized (gains)/losses included in (a) 37 (14 ) 23 (72 ) 27 (45 ) Net change 1,099 (404 ) 695 2,068 (776 ) 1,292 Translation adjustments: (b) Translation 899 (342 ) 557 579 (216 ) 363 Hedges (875 ) 325 (550 ) (573 ) 211 (362 ) Net change 24 (17 ) 7 6 (5 ) 1 Cash flow hedges: Net unrealized gains/(losses) arising during the period 82 (31 ) 51 (354 ) 133 (221 ) Reclassification adjustment for realized (gains)/losses included in (c) 150 (57 ) 93 103 (39 ) 64 Net change 232 (88 ) 144 (251 ) 94 (157 ) Defined benefit pension and OPEB plans: Net gains/(losses) arising during the period (52 ) 19 (33 ) (15 ) 6 (9 ) Reclassification adjustments included in net income (d) : Amortization of net loss 124 (46 ) 78 128 (49 ) 79 Prior service costs/(credits) (18 ) 7 (11 ) (18 ) 7 (11 ) Settlement (gain)/loss (3 ) 1 (2 ) — — — Foreign exchange and other (32 ) 4 (28 ) 34 (12 ) 22 Net change 19 (15 ) 4 129 (48 ) 81 DVA on fair value option elected liabilities, net change: $ (105 ) $ 38 $ (67 ) $ 88 $ (33 ) $ 55 Total other comprehensive income/(loss) $ 1,269 $ (486 ) $ 783 $ 2,040 $ (768 ) $ 1,272 (a) The pre-tax amount is reported in securities gains/(losses) 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) The pre-tax amount is reported in compensation expense in the Consolidated statements of income.

Regulatory Capital

Regulatory Capital	6 Months Ended
	Jun. 30, 2017
Banking and Thrift [Abstract]
Regulatory Capital	Regulatory capital The Federal Reserve establishes capital requirements, including well-capitalized standards, for the consolidated financial holding company. The Office of the Comptroller of the Currency (“OCC”) establishes similar minimum capital requirements and standards for the Firm’s national banks, including JPMorgan Chase Bank, N.A. and Chase Bank USA, N.A. Capital rules under Basel III establish minimum capital ratios and overall capital adequacy standards for large and internationally active U.S. bank holding companies and banks, including the Firm and its IDI subsidiaries. Basel III sets forth two comprehensive approaches for calculating RWA: a standardized approach (“Basel III Standardized”), and an advanced approach (“Basel III Advanced”). 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 (“transitional period”). There are three categories of risk-based capital under the Basel III Transitional rules: CET1 capital, 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 risk-based and leverage-based capital metrics for J PMorgan Chase and its significant national bank subsidiaries under both the Basel III Standardized Transitional and Basel III Advanced Transitional approaches at June 30, 2017, and December 31, 2016. JPMorgan Chase & Co. Basel III Standardized Transitional Basel III Advanced Transitional (in millions, except ratios) Jun 30, Dec 31, Jun 30, Dec 31, Regulatory capital CET1 capital $ 186,942 $ 182,967 $ 186,942 $ 182,967 Tier 1 capital (a) 212,353 208,112 212,353 208,112 Total capital 243,061 239,553 233,345 228,592 Assets Risk-weighted 1,478,816 1,464,981 1,459,196 1,476,915 Adjusted average (b) 2,512,120 2,484,631 2,512,120 2,484,631 Capital ratios (c) CET1 12.6 % 12.5 % 12.8 % 12.4 % Tier 1 (a) 14.4 14.2 14.6 14.1 Total 16.4 16.4 16.0 15.5 Tier 1 leverage (d) 8.5 8.4 8.5 8.4 JPMorgan Chase Bank, N.A. Basel III Standardized Transitional Basel III Advanced Transitional (in millions, except ratios) Jun 30, Dec 31, Jun 30, Dec 31, Regulatory capital CET1 capital $ 184,141 $ 179,319 $ 184,141 $ 179,319 Tier 1 capital (a) 184,141 179,341 184,141 179,341 Total capital 195,851 191,662 189,381 184,637 Assets Risk-weighted 1,304,939 1,293,203 1,245,670 1,262,613 Adjusted (b) 2,107,302 2,088,851 2,107,302 2,088,851 Capital ratios (c) CET1 14.1 % 13.9 % 14.8 % 14.2 % Tier 1 (a) 14.1 13.9 14.8 14.2 Total 15.0 14.8 15.2 14.6 Tier 1 leverage (d) 8.7 8.6 8.7 8.6 Chase Bank USA, N.A. Basel III Standardized Transitional Basel III Advanced Transitional (in millions, except ratios) Jun 30, Dec 31, Jun 30, Dec 31, Regulatory capital CET1 capital $ 19,647 $ 16,784 $ 19,647 $ 16,784 Tier 1 capital (a) 19,647 16,784 19,647 16,784 Total capital 25,684 22,862 24,297 21,434 Assets Risk-weighted 109,002 112,297 194,110 186,378 Adjusted (b) 122,880 120,304 122,880 120,304 Capital ratios (c) CET1 18.0 % 14.9 % 10.1 % 9.0 % Tier 1 (a) 18.0 14.9 10.1 9.0 Total 23.6 20.4 12.5 11.5 Tier 1 leverage (d) 16.0 14.0 16.0 14.0 (a) Includes the deduction associated with the permissible holdings of covered funds (as defined by the Volcker Rule) acquired after December 31, 2013. The deduction was not material as of June 30, 2017 and December 31, 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 lower of the two ratios as calculated under Basel III approaches (Standardized or Advanced) as required by the Collins Amendment of the Dodd-Frank Act (the “Collins Floor”). (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. 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 June 30, 2017 . Minimum capital ratios Well-capitalized ratios BHC (a)(e) IDI (b)(e) BHC (c) IDI (d) Capital ratios CET1 7.50 % 5.75 % — % 6.5 % Tier 1 9.00 7.25 6.0 8.0 Total 11.00 9.25 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 June 30, 2017 . At June 30, 2017 , the CET1 minimum capital ratio includes 1.25% resulting from the phase in of the Firm’s 2.5% capital conservation buffer and 1.75% , resulting from the phase in of the Firm’s 3.5% GSIB surcharge. (b) Represents requirements for JPMorgan Chase ’s banking subsidiaries. The CET1 minimum capital ratio includes 1.25% 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. (e) For the period ended December 31, 2016 the CET1, Tier 1, Total and Tier 1 leverage minimum capital ratios applicable to the Firm were 6.25% , 7.75% , 9.75% and 4.0% and the CET1, Tier 1, Total and Tier 1 leverage minimum capital ratios applicable to the Firm’s banking subsidiaries were 5.125% , 6.625% , 8.625% and 4.0% respectively. As of June 30, 2017 , and December 31, 2016 , JPMorgan Chase and all of its banking subsidiaries were well-capitalized and met all capital requirements to which each was subject.

Off-balance Sheet Lending-relat

Off-balance Sheet Lending-related Financial Instruments, Guarantees and Other Commitments	6 Months Ended
	Jun. 30, 2017
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 upon or a default occurring. As a result, the total contractual amount of these instruments is not, in the Firm’s view, representative of its expected 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 2016 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 12 for further information regarding the allowance for credit losses on lending-related commitments. The following table summarizes the contractual amounts and carrying values of off-balance sheet lending-related financial instruments, guarantees and other commitments at June 30, 2017 , and December 31, 2016 . 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 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) June 30, 2017 Dec 31, Jun 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 $ 3,927 $ 1,929 $ 1,287 $ 14,169 $ 21,312 $ 21,714 $ 11 $ 12 Residential mortgage (a)(b) 14,828 — — 11 14,839 11,882 — — Auto 7,174 996 173 78 8,421 8,468 2 2 Consumer & Business Banking (b) 12,023 938 111 518 13,590 12,733 19 12 Total consumer, excluding credit card $ 37,952 $ 3,863 $ 1,571 $ 14,776 $ 58,162 $ 54,797 $ 32 $ 26 Credit card $ 576,264 $ — $ — $ — $ 576,264 $ 553,891 $ — $ — Total consumer (c) $ 614,216 $ 3,863 $ 1,571 $ 14,776 $ 634,426 $ 608,688 $ 32 $ 26 Wholesale: Other unfunded commitments to extend credit (d) $ 70,287 $ 112,057 $ 137,158 $ 10,585 $ 330,087 $ 328,497 $ 904 $ 905 Standby letters of credit and other financial guarantees (d) 15,264 9,930 6,988 1,140 33,322 35,947 621 586 Other letters of credit (d) 2,754 233 101 1 3,089 3,570 4 2 Total wholesale (e) $ 88,305 $ 122,220 $ 144,247 $ 11,726 $ 366,498 $ 368,014 $ 1,529 $ 1,493 Total lending-related $ 702,521 $ 126,083 $ 145,818 $ 26,502 $ 1,000,924 $ 976,702 $ 1,561 $ 1,519 Other guarantees and commitments Securities lending indemnification agreements and guarantees (f) $ 161,004 $ — $ — $ — $ 161,004 $ 137,209 $ — $ — Derivatives qualifying as guarantees 3,569 208 10,606 39,779 54,162 51,966 378 80 Unsettled reverse repurchase and securities borrowing agreements 98,140 — — — 98,140 50,722 — — Unsettled repurchase and securities lending agreements 80,583 — — — 80,583 26,948 — — Loan sale and securitization-related indemnifications: Mortgage repurchase liability NA NA NA NA NA NA 129 133 Loans sold with recourse NA NA NA NA 1,814 2,730 49 64 Other guarantees and commitments (g) 459 2,484 1,012 1,570 5,525 5,715 (100 ) (118 ) (a) Includes certain commitments to purchase loans from correspondents. (b) Certain loan portfolios have been reclassified. The prior period amounts have been revised to conform with the current period presentation. (c) Predominantly all consumer lending-related commitments are in the U.S. (d) At June 30, 2017 , and December 31, 2016 , reflected the contractual amount net of risk participations totaling $361 million and $328 million , respectively, for other unfunded commitments to extend credit; $10.7 billion and $11.1 billion , respectively, for standby letters of credit and other financial guarantees; and $334 million and $265 million , respectively, for other letters of credit. In regulatory filings with the Federal Reserve these commitments are shown gross of risk participations. (e) At June 30, 2017 , and December 31, 2016 , the U.S. portion of the contractual amount of total wholesale lending-related commitments was 77% and 79% , respectively. (f) At June 30, 2017 , and December 31, 2016 , collateral held by the Firm in support of securities lending indemnification agreements was $169.2 billion and $143.2 billion , respectively. Securities lending collateral primarily consists of cash and securities issued by governments that are members of the Organisation for Economic Co-operation and Development and U.S. government agencies. (g) Included unfunded commitments of $ 41 million and $48 million at June 30, 2017 , and December 31, 2016 , respectively to third-party private equity funds; and $918 million and $1.0 billion , at June 30, 2017 , and December 31, 2016 , respectively, to other equity investments. These commitments included $30 million and $34 million , respectively, related to investments that are generally fair valued at net asset value as discussed in Note 2 . In addition, included letters of credit hedged by derivative transactions and managed on a market risk basis of $4.5 billion and $4.6 billion at June 30, 2017 , and December 31, 2016 , 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. The Firm acts as a settlement and custody bank in the U.S. tri-party repurchase transaction market. In its role as settlement and custody bank, the Firm is exposed to the intra-day credit risk of its cash borrower clients, usually broker-dealers. This exposure arises under secured clearance advance facilities that the Firm extends to its clients (i.e., cash borrowers); these facilities contractually limit the Firm’s intra-day credit risk to the facility amount and must be repaid by the end of the day. As of June 30, 2017 , and December 31, 2016 , the maximum outstanding commitment under the secured clearance advance facility was $1.6 billion and $2.4 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 June 30, 2017 , and December 31, 2016 . Standby letters of credit, other financial guarantees and other letters of credit June 30, 2017 December 31, 2016 (in millions) Standby letters of Other letters of credit Standby letters of Other letters of credit Investment-grade (a) $ 26,592 $ 2,245 $ 28,245 $ 2,781 Noninvestment-grade (a) 6,730 844 7,702 789 Total contractual amount $ 33,322 $ 3,089 $ 35,947 $ 3,570 Allowance for lending-related commitments $ 177 $ 4 $ 145 $ 2 Guarantee liability 444 — 441 — Total carrying value $ 621 $ 4 $ 586 $ 2 Commitments with collateral $ 17,878 $ 894 $ 19,346 $ 940 (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 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 2016 Annual Report. The following table summarizes the derivatives qualifying as guarantees as of June 30, 2017 , and December 31, 2016 . (in millions) June 30, 2017 December 31, 2016 Total notional value of derivatives (a) 54,162 51,966 Notional amount of stable value contracts (b) 28,892 28,665 Maximum exposure to loss on stable value contracts 3,031 3,012 Fair value (c) Derivative payables 393 96 Derivative receivables 15 16 (a) The notional amount generally represents the Firm ’s maximum exposure to derivatives qualifying as guarantees. (b) Exposure to certain stable value contracts is contractually limited to a substantially lower percentage of the notional amount. (c) The fair value of the contracts reflect the probability, in the Firm ’s view, of whether the Firm will be required to perform under the contract. 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 4 . 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, and that may require the Firm to repurchase the mortgage loans and/or indemnify the loan purchaser if such representations and warranties are breached by the Firm. In addition, 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 2016 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 21 of this Form 10-Q and Note 31 of JPMorgan Chase’s 2016 Annual Report. Guarantees of subsidiary The Parent Company has guaranteed certain long-term debt and structured notes of its subsidiaries, including JPMorgan Chase Financial Company LLC (“JPMFC”), a 100%-owned finance subsidiary. All 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	6 Months Ended
	Jun. 30, 2017
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 2016 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, collateralize repurchase and other securities financing agreements, and 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. The following table presents the Firm ’s pledged assets. (in billions) June 30, 2017 December 31, Assets that may be sold or repledged or otherwise used by secured parties $ 154.3 $ 133.6 Assets that may not be sold or repledged or otherwise used by secured parties 60.4 53.5 Assets pledged at Federal Reserve banks and FHLBs 478.2 441.9 Total assets pledged $ 692.9 $ 629.0 Total assets pledged do not include assets of consolidated VIEs; these assets are used to settle the liabilities of those entities. See Note 13 for additional information on assets and liabilities of consolidated VIEs. For additional information on the Firm ’s securities financing activities, see Note 10 . For additional information on the Firm ’s long-term debt, see Note 21 of JPMorgan Chase’s 2016 Annual Report. Collateral The Firm had accepted financial assets as collateral that it could sell or repledge, deliver or otherwise use. This collateral was generally obtained under resale agreements, securities borrowing agreements, customer margin loans and derivative agreements. Collateral was generally used under repurchase agreements, securities lending agreements or to cover customer short sales and to collateralize deposits and derivative agreements. The following table presents the fair value of collateral accepted. (in billions) June 30, 2017 December 31, Collateral that could be sold or repledged, delivered, or otherwise used $ 972.2 $ 914.1 Collateral sold, repledged, delivered or otherwise used 779.8 746.6

Litigation

Litigation	6 Months Ended
	Jun. 30, 2017
Litigation [Abstract]
Litigation	Litigation Contingencies As of June 30, 2017 , 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 $1.9 billion at June 30, 2017 . 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, including where the Firm has made assumptions concerning future rulings by the court or other adjudicator, or about the behavior or incentives of adverse parties or regulatory authorities, and those assumptions prove to be incorrect. In addition, the outcome of a particular proceeding may be a result which the Firm did not take into account in its estimate because the Firm had deemed the likelihood of that outcome to be remote. Accordingly, the Firm’s estimate of the aggregate range of reasonably possible losses will change from time to time, and actual losses may vary significantly. Set forth below are descriptions of the Firm’s material legal proceedings. 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. In May 2015, the Firm pleaded guilty to a single violation of federal antitrust law. In January 2017, the Firm was sentenced, with judgment entered thereafter. The Department of Labor granted the Firm a temporary one -year waiver of disqualification, effective upon entry of judgment, that allows the Firm and its affiliates to continue to rely on the Qualified Professional Asset Manager exemption under the Employee Retirement Income Security Act (“ERISA”). The Firm’s application for a lengthier exemption is pending. Separately, in February 2017 the South Africa Competition Commission referred its FX investigation of the Firm and other banks to the South Africa Competition Tribunal, which has initiated civil proceedings. 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 sought to represent all persons in Canada who transacted any FX instrument. The second action was filed in the province of Quebec, and sought authorization to represent only those persons in Quebec who engaged in FX transactions. In late 2016, the Firm settled the Canadian class actions, and both settlements have received judicial approval. 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 connection with that additional collateral, a trial in the Bankruptcy Court regarding the value of certain representative assets concluded in May 2017, and a ruling is pending. 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. Both the plaintiffs and the defendants filed petitions seeking review by the U.S. Supreme Court of the Second Circuit’s decision, and those petitions were denied in March 2017. The case has been remanded to the District Court for further proceedings consistent with the appellate decision. In addition, certain merchants have filed individual actions raising similar allegations against Visa and MasterCard, as well as against the Firm and other banks, and those actions are proceeding. 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 U.S. Department of Justice (“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 (“ComCo”) 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 December 2016, the Firm resolved ComCo inquiries relating to these same rates. ComCo’s investigation relating to EURIBOR, to which the Firm and other banks are subject, continues. In December 2016, the EC issued a decision against the Firm and other banks finding an infringement of European antitrust rules relating to EURIBOR. The Firm has filed an appeal with the European General Court. 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 SEC, 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. The Firm has agreed to settle the putative class actions related to Yen LIBOR, Euroyen TIBOR and Swiss franc LIBOR. Those settlements are subject to further documentation and approval by the Court. In the EURIBOR action, the District Court dismissed all claims except a single antitrust claim and two common law claims, and dismissed all defendants except the Firm and Citibank. In the U.S. dollar LIBOR-related actions, the District 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. In July 2016, JPMorgan Chase and other defendants again moved in the District Court to dismiss the antitrust claims, and in December 2016, the District Court granted in part and denied in part defendants’ motion, finding that certain plaintiffs lacked standing to assert antitrust claims. Those plaintiffs have filed an appeal. In May 2017, plaintiffs in three putative class actions moved in the District Court for class certification, and the Firm and other defendants have opposed that motion. 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 alleged violations of the federal securities law, as well as other state and federal claims. The New Jersey court granted a transfer motion to the United States District Court for the Southern District of New York. The New York court granted the Firm’s motion to dismiss, and the United States Court of Appeals for the Second Circuit has affirmed that dismissal. Plaintiffs have until September 2017 to file a petition for writ of certiorari with the United States Supreme Court. 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, the United States Court of Appeals for the Eleventh Circuit affirmed the dismissal, and the United States Supreme Court denied plaintiffs’ petition for writ of certiorari. In addition, the same plaintiffs have re-filed their dismissed state claims in Florida state court, where the action is stayed pending resolution of the federal court matters. 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 MBS. The remaining civil cases include one investor action 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 a shareholder derivative action relating to the Firm’s MBS activities, which remains pending. Issuer Litigation – Individual Purchaser Actions . With the exception of one remaining action, the Firm has resolved 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). 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, 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. In actions against the Firm involving offerings of MBS issued by the Firm, the Firm has contractual rights to indemnification from sellers of mortgage loans that were securitized in such offerings. However, certain of those indemnity rights may prove effectively unenforceable in various situations, such as where the loan sellers are now defunct. 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 Action . 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. In June 2017, the court granted defendants’ motion to dismiss the cause of action that alleged material misrepresentations and omissions in the Firm’s proxy statement, found that the court did not have personal jurisdiction over the individual defendants with respect to the remaining causes of action, and transferred that remaining portion of the case to the United States District Court for the Southern District of New York without ruling on the merits. 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. In January 2017, a Consent Order was entered by the United States District Court for the Southern District of New York resolving allegations by the Civil Division of the United States Attorney’s Office for the Southern District of New York that the Firm violated the Fair Housing Act and Equal Credit Opportunity Act by giving pricing discretion to independent mortgage brokers in its wholesale lending origination channel which, according to the government’s model, may have charged higher fees and interest rates to African-American and Hispanic borrowers than non-Hispanic White borrowers during the period between 2006 and 2009. The Firm denied liability, but agreed to pay a total of approximately $55 million to resolve this matter. 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. Two of the municipal actions were stayed pending an appeal to the United States Supreme Court. In May 2017, the Supreme Court held that the City of Miami has standing to bring claims under the Fair Housing Act, and remanded the case to the lower court to determine whether the City sufficiently alleged that the defendant’s conduct proximately caused the alleged damages. In the two stayed municipal actions against the Firm, one remains stayed pending the resolution of the City of Miami case on remand, and in the other, the municipality has moved to reopen the case, which the Firm has opposed. The third municipal action against the Firm was stayed pending an appeal by the City of Los Angeles to the United States Court of Appeals for the Ninth Circuit in a related action. In May 2017, the Court of Appeals affirmed judgments against the City of Los Angeles and in favor of the defendants, and following that decision, the court has not yet lifted the stay in the action against the Firm. 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. In January 2017, the Court substantially denied the defendants’ motion to dismiss an amended complaint filed by the plaintiffs, and defendants’ motion for leave to appeal that decision is pending. 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 CCB and AWM 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. The dismissal was affirmed on appeal. Plaintiffs have filed a petition for writ of certiorari with the United States Supreme Court, to which the Firm will respond . Referral Hiring Practices Investigations. In November 2016, the Firm entered into settlements with DOJ, the SEC and the Board of Governors of the Federal Reserve System (the “Federal Reserve”) to resolve those agencies’ respective investigations relating to a former hiring program for candidates referred by clients, potential clients and government officials in the Asia Pacific region. Other related investigations are ongoing, and the Firm continues to cooperate with these investigations. 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. JPMorgan Chase 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 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. Deutsche Bank National Trust Company filed a judicial approval proceeding, and the court has approved 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. JPMorgan Chase has cooperated with the investigation. The investigating judges issued an ordonnance de renvoi in November 2016, referring JPMorgan Chase Bank, N.A. to the French tribunal correctionnel for alleged complicity in tax fraud. No date for trial has been set by the court. The Firm has been successful in legal challenges made to the Court of Cassation, France’s highest court, which have been referred back to and remain pending before the Paris Court of Appeal. 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. 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 $61 million and a benefit of $(430) million for the three months ended June 30, 2017 and 2016 , respectively, and an expense of $279 million and a benefit of $(476) million for the six months ended June 30, 2017 and 2016 , 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, fines, penalties or consequences related to those matters. JPMorgan Chase believes, based upon its current knowledge, after consultation with counsel and after taking into account its current litigation reserves, that the legal proceedings currently pending against it should not have a material adverse effect on the Firm’s consolidated financial condition. The Firm notes, however, that in light of the uncertainties involved in such proceedings, there is no assurance that the ultimate resolution of these matters will not significantly exceed the reserves it has currently accrued or that a matter will not have material reputational consequences. As a result, the outcome of a particular matter may be material to JPMorgan Chase’s operating results for a particular period, depending on, among other factors, the size of the loss or liability imposed and the level of JPMorgan

Business Segments

Business Segments	6 Months Ended
	Jun. 30, 2017
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 & Wealth 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 Segment results below, and Note 33 of JPMorgan Chase ’s 2016 Annual Report. Segment results The following table provides a summary of the Firm’s segment results as of or for the three and six months ended June 30, 2017 and 2016, on a managed basis. The Firm’s definition of managed basis starts with the reported U.S. GAAP results and includes certain reclassifications to present total net revenue for the Firm (and each of the reportable business segments) 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. These adjustments have no impact on net income as reported by the Firm as a whole or by the lines of business. The amount of capital assigned to each business is referred to as equity. 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. Through the end of 2016, capital was allocated to the lines of business based on a single measure, Basel III Advanced Fully Phased-In RWA. Effective January 1, 2017, the Firm’s methodology used to allocate capital to the business segments was updated. Under the new methodology, capital is no longer allocated to each line of business for goodwill and other intangibles associated with acquisitions effected by the line of business. In addition, the new methodology incorporates Basel III Standardized Fully Phased-In RWA (as well as Basel III Advanced Fully Phased-In RWA), leverage, the global systemically important banks (“GSIB”) surcharge, and a simulation of capital in a severe stress environment. The methodology will continue to be weighted towards Basel III Advanced Fully Phased-In RWA because the Firm believes it to be the best proxy for economic risk. Segment results and reconciliation (a) As of or for the three months ended June 30, Consumer & Corporate & Commercial Banking Asset & Wealth Management 2017 2016 2017 2016 2017 2016 2017 2016 Noninterest revenue $ 3,684 $ 4,138 $ 6,444 $ 6,475 $ 583 $ 586 $ 2,366 $ 2,192 Net interest income 7,728 7,313 2,445 2,690 1,505 1,231 846 747 Total net revenue 11,412 11,451 8,889 9,165 2,088 1,817 3,212 2,939 Provision for credit losses 1,394 1,201 (53 ) 235 (130 ) (25 ) 4 (8 ) Noninterest expense 6,500 6,004 4,841 5,078 790 731 2,192 2,098 Income before income tax expense 3,518 4,246 4,101 3,852 1,428 1,111 1,016 849 Income tax expense 1,295 1,590 1,391 1,359 526 415 392 328 Net income $ 2,223 $ 2,656 $ 2,710 $ 2,493 $ 902 $ 696 $ 624 $ 521 Average equity $ 51,000 $ 51,000 $ 70,000 $ 64,000 $ 20,000 $ 16,000 $ 9,000 $ 9,000 Total assets 529,859 519,187 847,377 826,019 220,676 208,151 147,508 134,380 Return on equity 17% 20% 15% 15% 17% 16% 27% 22% Overhead ratio 57 52 54 55 38 40 68 71 As of or for the three months ended June 30, Corporate Reconciling Items (a) Total 2017 2016 2017 2016 2017 2016 Noninterest revenue $ 781 $ 171 $ (596 ) $ (529 ) $ 13,262 $ 13,033 Net interest income 23 (329 ) (339 ) $ (305 ) 12,208 11,347 Total net revenue 804 (158 ) (935 ) $ (834 ) 25,470 24,380 Provision for credit losses — (1 ) — — 1,215 1,402 Noninterest expense 183 (273 ) — — 14,506 13,638 Income/(loss) before income tax expense/(benefit) 621 116 (935 ) (834 ) 9,749 9,340 Income tax expense/(benefit) 51 282 (935 ) (834 ) 2,720 3,140 Net income/(loss) $ 570 $ (166 ) $ — $ — $ 7,029 $ 6,200 Average equity $ 80,200 $ 84,429 $ — $ — $ 230,200 $ 224,429 Total assets 817,754 778,359 NA NA 2,563,174 2,466,096 Return on equity NM NM NM NM 12 % 10 % Overhead ratio NM NM NM NM 57 56 (a) Segment managed results reflect revenue on a FTE basis with the corresponding income tax impact recorded within income tax expense/(benefit). These adjustments are eliminated in reconciling items to arrive at the Firm’s reported U.S. GAAP results. Segment results and reconciliation (a) As of or for the six months ended June 30, (in millions, except ratios) Consumer & Community Banking Corporate & Investment Bank Commercial Banking Asset & Wealth Management 2017 2016 2017 2016 2017 2016 2017 2016 Noninterest revenue $ 7,001 $ 7,944 $ 13,380 $ 12,009 $ 1,182 $ 1,142 $ 4,634 $ 4,437 Net interest income 15,381 14,624 5,045 5,291 2,924 2,478 1,665 1,474 Total net revenue 22,382 22,568 18,425 17,300 4,106 3,620 6,299 5,911 Provision for credit losses 2,824 2,251 (149 ) 694 (167 ) 279 22 5 Noninterest expense 12,895 12,092 9,962 9,886 1,615 1,444 4,772 4,173 Income before income tax expense 6,663 8,225 8,612 6,720 2,658 1,897 1,505 1,733 Income tax expense 2,452 3,079 2,661 2,248 957 705 496 625 Net income $ 4,211 $ 5,146 $ 5,951 $ 4,472 $ 1,701 $ 1,192 $ 1,009 $ 1,108 Average common equity $ 51,000 $ 51,000 $ 70,000 $ 64,000 $ 20,000 $ 16,000 $ 9,000 $ 9,000 Total assets 529,859 519,187 847,377 826,019 220,676 208,151 147,508 134,380 Return on common equity 16% 19 % 16% 13 % 16% 14 % 22% 24 % Overhead ratio 58 54 54 57 39 40 76 71 As of or for the six months ended June 30, (in millions, except ratios) Corporate Reconciling Items (a) Total 2017 2016 2017 2016 2017 2016 Noninterest revenue $ 854 $ 440 $ (1,178 ) $ (1,080 ) $ 25,873 $ 24,892 Net interest income (75 ) (542 ) (668 ) (598 ) 24,272 22,727 Total net revenue 779 (102 ) (1,846 ) (1,678 ) 50,145 47,619 Provision for credit losses — (3 ) — — 2,530 3,226 Noninterest expense 281 (120 ) — — 29,525 27,475 Income/(loss) before income tax expense/(benefit) 498 21 (1,846 ) (1,678 ) 18,090 16,918 Income tax expense/(benefit) (107 ) 219 (1,846 ) (1,678 ) 4,613 5,198 Net income/(loss) $ 605 $ (198 ) $ — $ — $ 13,477 $ 11,720 Average common equity $ 78,959 $ 82,995 $ — $ — $ 228,959 $ 222,995 Total assets 817,754 778,359 NA NA 2,563,174 2,466,096 Return on common equity NM NM NM NM 11% 10 % Overhead ratio NM NM NM NM 59 58 (a) Segment managed results reflect revenue on a 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 Developmen

Business Changes and Developments	6 Months Ended
	Jun. 30, 2017
Business Changes [Abstract]
Business Changes and Developments	Business changes and developments Student loan portfolio transfer and sale The Firm transferred the student loan portfolio to held-for-sale in the first quarter of 2017. The transfer resulted in a write-down of the portfolio to the estimated fair value at the time of the transfer. This write-down was recognized predominantly as a $467 million charge-off, resulting in a $218 million increase in the provision for credit losses after utilization of the allowance for loan losses of $249 million in the first quarter of 2017. The Firm sold substantially all of the portfolio in the second quarter of 2017, and such sale did not have a material impact on the Firm’s Consolidated Financial Statements.

Basis of Presentation (Policies

Basis of Presentation (Policies)	6 Months Ended
	Jun. 30, 2017
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 variable interest entity.
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 2016 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)	6 Months Ended
	Jun. 30, 2017
Fair Value Disclosures [Abstract]
Assets and liabilities measured at fair value on a recurring basis	The following table presents the assets and liabilities reported at fair value as of June 30, 2017 , and December 31, 2016 , by major product category and fair value hierarchy . Assets and liabilities measured at fair value on a recurring basis Fair value hierarchy Derivative netting adjustments June 30, 2017 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 18,026 $ — $ — $ 18,026 Securities borrowed — 1,590 — — 1,590 Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies (a) 1 37,058 365 — 37,424 Residential – nonagency — 1,530 98 — 1,628 Commercial – nonagency — 1,388 65 — 1,453 Total mortgage-backed securities 1 39,976 528 — 40,505 U.S. Treasury and government agencies (a) 33,996 5,041 — — 39,037 Obligations of U.S. states and municipalities — 8,136 681 — 8,817 Certificates of deposit, bankers’ acceptances and commercial paper — 1,699 — — 1,699 Non-U.S. government debt securities 31,827 31,689 37 — 63,553 Corporate debt securities — 27,068 461 — 27,529 Loans (b) — 31,697 4,488 — 36,185 Asset-backed securities — 2,739 83 — 2,822 Total debt instruments 65,824 148,045 6,278 — 220,147 Equity securities 113,460 251 284 — 113,995 Physical commodities (c) 3,326 1,262 — — 4,588 Other — 11,045 731 — 11,776 Total debt and equity instruments (d) 182,610 160,603 7,293 — 350,506 Derivative receivables: Interest rate 463 521,260 1,713 (496,524 ) 26,912 Credit — 24,610 1,289 (24,885 ) 1,014 Foreign exchange 841 173,433 522 (158,134 ) 16,662 Equity — 36,584 963 (31,274 ) 6,273 Commodity — 14,015 119 (8,489 ) 5,645 Total derivative receivables (e) 1,304 769,902 4,606 (719,306 ) 56,506 Total trading assets (f) 183,914 930,505 11,899 (719,306 ) 407,012 Available-for-sale securities: Mortgage-backed securities: U.S. government agencies (a) 4 67,913 — — 67,917 Residential – nonagency — 13,877 1 — 13,878 Commercial – nonagency — 6,667 — — 6,667 Total mortgage-backed securities 4 88,457 1 — 88,462 U.S. Treasury and government agencies (a) 28,158 — — — 28,158 Obligations of U.S. states and municipalities — 32,539 — — 32,539 Certificates of deposit — 57 — — 57 Non-U.S. government debt securities 19,291 11,280 — — 30,571 Corporate debt securities — 4,132 — — 4,132 Asset-backed securities: Collateralized loan obligations — 23,780 547 — 24,327 Other — 6,526 — — 6,526 Equity securities 925 — — — 925 Total available-for-sale securities 48,378 166,771 548 — 215,697 Loans — 1,674 305 — 1,979 Mortgage servicing rights — — 5,753 — 5,753 Other assets (f) 4,721 — 1,934 — 6,655 Total assets measured at fair value on a recurring basis $ 237,013 $ 1,118,566 $ 20,439 $ (719,306 ) $ 656,712 Deposits $ — $ 15,623 $ 2,131 $ — $ 17,754 Federal funds purchased and securities loaned or sold under repurchase agreements — 721 — — 721 Other borrowed funds — 7,201 1,314 — 8,515 Trading liabilities: Debt and equity instruments (d) 68,035 23,557 36 — 91,628 Derivative payables: Interest rate 341 484,248 1,001 (477,384 ) 8,206 Credit — 24,789 1,334 (24,498 ) 1,625 Foreign exchange 933 175,931 1,208 (164,051 ) 14,021 Equity — 39,670 3,407 (33,721 ) 9,356 Commodity — 17,145 177 (8,735 ) 8,587 Total derivative payables (e) 1,274 741,783 7,127 (708,389 ) 41,795 Total trading liabilities 69,309 765,340 7,163 (708,389 ) 133,423 Accounts payable and other liabilities 11,533 — 10 — 11,543 Beneficial interests issued by consolidated VIEs — 71 1 — 72 Long-term debt — 26,824 16,660 — 43,484 Total liabilities measured at fair value on a recurring basis $ 80,842 $ 815,780 $ 27,279 $ (708,389 ) $ 215,512 Fair value hierarchy Derivative netting adjustments December 31, 2016 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 21,506 $ — $ — $ 21,506 Securities borrowed — — — — — Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies (a) 13 40,586 392 — 40,991 Residential – nonagency — 1,552 83 — 1,635 Commercial – nonagency — 1,321 17 — 1,338 Total mortgage-backed securities 13 43,459 492 — 43,964 U.S. Treasury and government agencies (a) 19,554 5,201 — — 24,755 Obligations of U.S. states and municipalities — 8,403 649 — 9,052 Certificates of deposit, bankers’ acceptances and commercial paper — 1,649 — — 1,649 Non-U.S. government debt securities 28,443 23,076 46 — 51,565 Corporate debt securities — 22,751 576 — 23,327 Loans (b) — 28,965 4,837 — 33,802 Asset-backed securities — 5,250 302 — 5,552 Total debt instruments 48,010 138,754 6,902 — 193,666 Equity securities 96,759 281 231 — 97,271 Physical commodities (c) 5,341 1,620 — — 6,961 Other — 9,341 761 — 10,102 Total debt and equity instruments (d) 150,110 149,996 7,894 — 308,000 Derivative receivables: Interest rate 715 602,747 2,501 (577,661 ) 28,302 Credit — 28,256 1,389 (28,351 ) 1,294 Foreign exchange 812 231,743 870 (210,154 ) 23,271 Equity — 34,032 908 (30,001 ) 4,939 Commodity 158 18,360 125 (12,371 ) 6,272 Total derivative receivables (e) 1,685 915,138 5,793 (858,538 ) 64,078 Total trading assets (f) 151,795 1,065,134 13,687 (858,538 ) 372,078 Available-for-sale securities: Mortgage-backed securities: U.S. government agencies (a) — 64,005 — — 64,005 Residential – nonagency — 14,442 1 — 14,443 Commercial – nonagency — 9,104 — — 9,104 Total mortgage-backed securities — 87,551 1 — 87,552 U.S. Treasury and government agencies (a) 44,072 29 — — 44,101 Obligations of U.S. states and municipalities — 31,592 — — 31,592 Certificates of deposit — 106 — — 106 Non-U.S. government debt securities 22,793 12,495 — — 35,288 Corporate debt securities — 4,958 — — 4,958 Asset-backed securities: Collateralized loan obligations — 26,738 663 — 27,401 Other — 6,967 — — 6,967 Equity securities 926 — — — 926 Total available-for-sale securities 67,791 170,436 664 — 238,891 Loans — 1,660 570 — 2,230 Mortgage servicing rights — — 6,096 — 6,096 Other assets (f) 4,357 — 2,223 — 6,580 Total assets measured at fair value on a recurring basis $ 223,943 $ 1,258,736 $ 23,240 $ (858,538 ) $ 647,381 Deposits $ — $ 11,795 $ 2,117 $ — $ 13,912 Federal funds purchased and securities loaned or sold under repurchase agreements — 687 — — 687 Other borrowed funds — 7,971 1,134 — 9,105 Trading liabilities: Debt and equity instruments (d) 68,304 19,081 43 — 87,428 Derivative payables: Interest rate 539 569,001 1,238 (559,963 ) 10,815 Credit — 27,375 1,291 (27,255 ) 1,411 Foreign exchange 902 231,815 2,254 (214,463 ) 20,508 Equity — 35,202 3,160 (30,222 ) 8,140 Commodity 173 20,079 210 (12,105 ) 8,357 Total derivative payables (e) 1,614 883,472 8,153 (844,008 ) 49,231 Total trading liabilities 69,918 902,553 8,196 (844,008 ) 136,659 Accounts payable and other liabilities 9,107 — 13 — 9,120 Beneficial interests issued by consolidated VIEs — 72 48 — 120 Long-term debt — 23,792 13,894 — 37,686 Total liabilities measured at fair value on a recurring basis $ 79,025 $ 946,870 $ 25,402 $ (844,008 ) $ 207,289 (a) At June 30, 2017 , and December 31, 2016 , included total U.S. government-sponsored enterprise obligations of $84.8 billion and $80.6 billion , respectively, which were predominantly mortgage-related. (b) At June 30, 2017 , and December 31, 2016 , included within trading loans were $15.6 billion and $16.5 billion , respectively, of residential first-lien mortgages, and $3.1 billion and $3.3 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 $9.5 billion and $11.0 billion , respectively, and reverse mortgages of $2.0 billion for both periods. (c) Physical commodities inventories are generally accounted for at the lower of cost or net realizable value. “Net realizable value” 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, net realizable value approximates fair value for the Firm’s physical commodities inventories. When fair value hedging has been applied (or when net realizable value 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 4 . 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. The level 3 balances would be reduced if netting were applied, including the netting benefit associated with cash collateral. (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 June 30, 2017 , and December 31, 2016 , the fair values of these investments, which include certain hedge funds, private equity funds, real estate and other funds, were $809 million and $1.0 billion , respectively. Included in these balances at June 30, 2017 , and December 31, 2016 , were trading assets of $52 million for both periods, and other assets of $757 million and $977 million , respectively.
Fair value inputs, assets and liabilities, quantitative information	Level 3 inputs (a) June 30, 2017 (in millions, except for ratios and basis points) Product/Instrument Fair value Principal valuation technique Unobservable inputs (g) Range of input values Weighted average Residential mortgage-backed securities and loans (b) $ 2,641 Discounted cash flows Yield 5% – 18% 5% Prepayment speed 0% – 26% 8% Conditional default rate 0% – 7% 2% Loss severity 0% – 100% 6% Commercial mortgage-backed securities and loans (c) 956 Market comparables Price $ 0 – $ 114 $ 94 Obligations of U.S. states and municipalities 681 Market comparables Price $ 58 – $ 100 $ 97 Corporate debt securities 461 Market comparables Price $ 0 – $ 108 $ 87 Loans (d) 1,725 Market comparables Price $ 5 – $ 103 $ 84 Asset-backed securities 547 Discounted cash flows Credit spread 246bps – 461 bps 260 bps Prepayment speed 20% 20% Conditional default rate 2% 2% Loss severity 30% 30% 83 Market comparables Price $ 0 – $ 169 $ 85 Net interest rate derivatives 648 Option pricing Interest rate spread volatility 3% – 38% Interest rate correlation (50)% – 97% IR-FX correlation 60% – 70% 64 Discounted cash flows Prepayment speed 4% – 15% Net credit derivatives (45 ) Discounted cash flows Credit correlation 35% – 85% Credit spread 6bps – 1,557bps Recovery rate 20% – 65% Yield 5% – 8% Prepayment speed 2% – 14% Conditional default rate 2% – 100% Loss severity 39% – 100% Net foreign exchange derivatives (490 ) Option pricing IR-FX correlation (50)% – 70% (196 ) Discounted cash flows Prepayment speed 7% Net equity derivatives (2,444 ) Option pricing Equity volatility 15% – 55% Equity correlation (5)% – 90% Equity-FX correlation (55)% – 25% Equity-IR correlation 20% – 35% Net commodity derivatives (58 ) Option pricing Forward commodity price $ 41 – $ 54 per barrel Commodity volatility 22% – 50% Commodity correlation 15% – 97% MSRs 5,753 Discounted cash flows Refer to Note 14 Other assets 1,124 Discounted cash flows Credit spread 40bps – 90bps 65bps Yield 8% – 40% 32% 1,541 Market comparables EBITDA multiple 6.6x – 10.3x 7.6x Long-term debt, other borrowed funds, and deposits (e) 20,105 Option pricing Interest rate spread volatility 3% – 38% Interest rate correlation (50)% – 97% IR-FX correlation (50)% – 70% Equity correlation (5)% – 90% Equity-FX correlation (55)% – 25% Equity-IR correlation 20% – 35% Other level 3 assets and liabilities, net (f) 274 (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. Furthermore, the inputs presented for each valuation technique in the table are, in some cases, not applicable to every instrument valued using the technique as the characteristics of the instruments can differ. (b) Includes U.S. government agency securities of $348 million , nonagency securities of $99 million and trading loans of $2.2 billion . (c) Includes U.S. government agency securities of $17 million , nonagency securities of $65 million , trading loans of $570 million and non-trading loans of $304 million . (d) Includes trading loans of $1.7 billion and non-trading loans of $1 million . (e) 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 includes the derivative features embedded within the instrument. The significant unobservable inputs are broadly consistent with those presented for derivative receivables. (f) Includes level 3 assets and liabilities that are insignificant both individually and in aggregate. (g) Price is a significant unobservable input for certain instruments. When quoted market prices are not readily available, reliance is generally placed on price-based internal valuation techniques. The price input is expressed assuming a par value of $100 .
Changes in level 3 recurring fair value measurements	The following tables include a rollforward of the Consolidated balance sheets amounts (including changes in fair value) for financial instruments classified by the Firm within level 3 of the fair value hierarchy for the three and six months ended June 30, 2017 and 2016. 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 Total realized/unrealized gains/(losses) Transfers into (h) Transfers (out of) level 3 (h) Fair value at Change in unrealized gains/(losses) related Purchases (f) Sales Settlements (g) Assets: Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies $ 353 $ (11 ) $ 82 $ (54 ) $ (19 ) $ 20 $ (6 ) $ 365 $ (14 ) Residential – nonagency 35 (1 ) 31 (3 ) (5 ) 46 (5 ) 98 (4 ) Commercial – nonagency 45 (1 ) 10 (6 ) (2 ) 30 (11 ) 65 (1 ) Total mortgage-backed securities 433 (13 ) 123 (63 ) (26 ) 96 (22 ) 528 (19 ) Obligations of U.S. states and municipalities 668 4 9 — — — — 681 3 Non-U.S. government debt securities 47 3 102 (95 ) — 1 (21 ) 37 2 Corporate debt securities 738 2 74 (38 ) (254 ) 27 (88 ) 461 1 Loans 4,588 68 729 (323 ) (390 ) 122 (306 ) 4,488 83 Asset-backed securities 245 8 11 (30 ) (25 ) 6 (132 ) 83 6 Total debt instruments 6,719 72 1,048 (549 ) (695 ) 252 (569 ) 6,278 76 Equity securities 271 21 57 (41 ) — 1 (25 ) 284 10 Other 763 43 3 (7 ) (65 ) 2 (8 ) 731 31 Total trading assets – debt and equity instruments 7,753 136 (c) 1,108 (597 ) (760 ) 255 (602 ) 7,293 117 (c) Net derivative receivables: (a) Interest rate 1,009 37 21 (30 ) (348 ) 30 (7 ) 712 (90 ) Credit 17 (48 ) 1 (1 ) (20 ) 6 — (45 ) (37 ) Foreign exchange (1,490 ) 95 3 (2 ) 656 12 40 (686 ) 101 Equity (1,896 ) (35 ) 149 (83 ) (504 ) (108 ) 33 (2,444 ) (38 ) Commodity (56 ) (22 ) — — 23 (2 ) (1 ) (58 ) (32 ) Total net derivative receivables (2,416 ) 27 (c) 174 (116 ) (193 ) (62 ) 65 (2,521 ) (96 ) (c) Available-for-sale securities: Asset-backed securities 622 2 — — (77 ) — — 547 2 Other 1 — — — — — — 1 — Total available-for-sale securities 623 2 (d) — — (77 ) — — 548 2 (d) Loans 404 18 (c) — — (117 ) — — 305 13 (c) Mortgage servicing rights 6,079 (200 ) (e) 154 (67 ) (213 ) — — 5,753 (200 ) (e) Other assets 2,077 193 (c) 28 (78 ) (286 ) — — 1,934 120 (c) Fair value measurements using significant unobservable inputs Three months ended Fair Total realized/unrealized (gains)/losses Transfers into (h) Transfers (out of) level 3 (h) Fair value at Change in unrealized (gains)/losses related Purchases Sales Issuances Settlements (g) Liabilities: (b) Deposits $ 2,133 $ 30 (c) $ — $ — $ 292 $ (31 ) $ — $ (293 ) $ 2,131 $ 27 (c) Federal funds purchased and securities loaned or sold under repurchase agreements — — — — — — — — — — Other borrowed funds 1,261 46 (c) — — 683 (657 ) 23 (42 ) 1,314 53 (c) Trading liabilities – debt and equity instruments 45 (1 ) (c) (7 ) 2 — — 1 (4 ) 36 — Accounts payable and other liabilities 11 — (1 ) — — — — — 10 — Beneficial interests issued by consolidated VIEs 51 — (44 ) — — (6 ) — — 1 — Long-term debt 15,895 207 (c) — — 2,931 (2,274 ) 53 (152 ) 16,660 152 (c) Fair value measurements using significant unobservable inputs Three months ended June 30, 2016 Fair Total realized/unrealized gains/(losses) Transfers into level 3 (h) Transfers (out of) level 3 (h) Fair value at Change in unrealized gains/(losses) related Purchases (f) Sales Settlements (g) Assets: Federal funds sold and securities purchased under resale agreements $ 4 $ — $ — $ — $ — $ — $ (4 ) $ — $ — Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies 650 (24 ) 1 (50 ) (28 ) 6 (82 ) 473 (27 ) Residential – nonagency 186 (1 ) 143 (148 ) (6 ) 30 (4 ) 200 (1 ) Commercial – nonagency 195 (1 ) 15 (23 ) — 8 (164 ) 30 (2 ) Total mortgage-backed securities 1,031 (26 ) 159 (221 ) (34 ) 44 (250 ) 703 (30 ) Obligations of U.S. states and municipalities 620 4 — (41 ) (32 ) — — 551 4 Non-U.S. government debt securities 40 (8 ) 25 (19 ) — — (1 ) 37 (5 ) Corporate debt securities 654 (54 ) 80 (89 ) (68 ) 16 (23 ) 516 (50 ) Loans 6,776 (217 ) 421 (733 ) (338 ) 240 (133 ) 6,016 (234 ) Asset-backed securities 1,190 16 255 (334 ) (42 ) 37 (163 ) 959 4 Total debt instruments 10,311 (285 ) 940 (1,437 ) (514 ) 337 (570 ) 8,782 (311 ) Equity securities 279 (9 ) 2 (24 ) (3 ) 1 — 246 (6 ) Other 723 (37 ) 169 (144 ) (29 ) 3 (15 ) 670 (36 ) Total trading assets – debt and equity instruments 11,313 (331 ) (c) 1,111 (1,605 ) (546 ) 341 (585 ) 9,698 (353 ) (c) Net derivative receivables: (a) Interest rate 846 334 62 (12 ) (180 ) (1 ) 58 1,107 190 Credit 402 (202 ) — (1 ) 48 37 (5 ) 279 (76 ) Foreign exchange (1,032 ) 53 58 (103 ) (158 ) (43 ) 20 (1,205 ) 75 Equity (2,055 ) (12 ) 72 (215 ) (5 ) 252 71 (1,892 ) 9 Commodity (952 ) 235 — 18 (29 ) 3 6 (719 ) 291 Total net derivative receivables (2,791 ) 408 (c) 192 (313 ) (324 ) 248 150 (2,430 ) 489 (c) Available-for-sale securities: Asset-backed securities 809 7 — — (7 ) — — 809 7 Other 1 — — — — — — 1 — Total available-for-sale securities 810 7 (d) — — (7 ) — — 810 7 (d) Loans 1,009 (36 ) (c) 184 — (372 ) — — 785 (16 ) (c) Mortgage servicing rights 5,658 (457 ) (e) 113 (3 ) (239 ) — — 5,072 (457 ) (e) Other assets 2,351 114 (c) 457 (422 ) (131 ) — — 2,369 53 (c) Fair value measurements using significant unobservable inputs Three months ended June 30, 2016 Fair value at Total realized/unrealized (gains)/losses Transfers into level 3 (h) Transfers (out of) level 3 (h) Fair value at Change in unrealized (gains)/losses related Purchases Sales Issuances Settlements (g) Liabilities: (b) Deposits $ 2,419 $ 33 (c) $ — $ — $ 317 $ (168 ) $ — $ (192 ) $ 2,409 $ 40 (c) Federal funds purchased and securities loaned or sold under repurchase agreements 6 — — — — (2 ) — (4 ) — — Other borrowed funds 568 (31 ) (c) — — 515 (170 ) 42 (17 ) 907 (12 ) (c) Trading liabilities – debt and equity instruments 52 (3 ) (c) — 17 — (12 ) 3 — 57 (1 ) (c) Accounts payable and other liabilities 16 — — — — (1 ) — — 15 — Beneficial interests issued by consolidated VIEs 649 (30 ) (c) — — — (35 ) — — 584 (30 ) (c) Long-term debt 12,587 (47 ) (c) — — 2,714 (1,498 ) 168 (777 ) 13,147 186 (c) Fair value measurements using significant unobservable inputs Six months ended Fair Total realized/unrealized gains/(losses) Transfers into (h) Transfers (out of) level 3 (h) Fair value at Change in unrealized gains/(losses) related Purchases (f) Sales Settlements (g) Assets: Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies $ 392 $ (7 ) $ 161 $ (151 ) $ (35 ) $ 27 $ (22 ) $ 365 $ (16 ) Residential – nonagency 83 8 36 (20 ) (9 ) 61 (61 ) 98 1 Commercial – nonagency 17 2 17 (14 ) (5 ) 60 (12 ) 65 (1 ) Total mortgage-backed securities 492 3 214 (185 ) (49 ) 148 (95 ) 528 (16 ) Obligations of U.S. states and municipalities 649 12 95 (70 ) (5 ) — — 681 11 Non-U.S. government debt securities 46 3 174 (178 ) — 27 (35 ) 37 3 Corporate debt securities 576 (7 ) 497 (146 ) (376 ) 60 (143 ) 461 1 Loans 4,837 178 1,491 (1,067 ) (765 ) 318 (504 ) 4,488 98 Asset-backed securities 302 22 109 (168 ) (36 ) 14 (160 ) 83 7 Total debt instruments 6,902 211 2,580 (1,814 ) (1,231 ) 567 (937 ) 6,278 104 Equity securities 231 34 113 (47 ) — 2 (49 ) 284 20 Other 761 65 22 (7 ) (112 ) 10 (8 ) 731 49 Total trading assets – debt and equity instruments 7,894 310 (c) 2,715 (1,868 ) (1,343 ) 579 (994 ) 7,293 173 (c) Net derivative receivables: (a) Interest rate 1,263 81 37 (53 ) (651 ) 34 1 712 (151 ) Credit 98 (94 ) 1 (3 ) (62 ) 17 (2 ) (45 ) (50 ) Foreign exchange (1,384 ) 70 4 (4 ) 565 23 40 (686 ) 60 Equity (2,252 ) 34 485 (128 ) (528 ) (181 ) 126 (2,444 ) (37 ) Commodity (85 ) (4 ) — — 25 4 2 (58 ) 30 Total net derivative receivables (2,360 ) 87 (c) 527 (188 ) (651 ) (103 ) 167 (2,521 ) (148 ) (c) Available-for-sale securities: Asset-backed securities 663 12 — (50 ) (78 ) — — 547 10 Other 1 — — — — — — 1 — Total available-for-sale securities 664 12 (d) — (50 ) (78 ) — — 548 10 (d) Loans 570 24 (c) — — (289 ) — — 305 16 (c) Mortgage servicing rights 6,096 (157 ) (e) 371 (138 ) (419 ) — — 5,753 (157 ) (e) Other assets 2,223 230 (c) 32 (155 ) (396 ) — — 1,934 132 (c) Fair value measurements using significant unobservable inputs Six months ended Fair Total realized/unrealized (gains)/losses Transfers into (h) Transfers (out of) level 3 (h) Fair value at Change in unrealized (gains)/losses related Purchases Sales Issuances Settlements (g) Liabilities: (b) Deposits $ 2,117 $ 6 (c) $ — $ — $ 601 $ (111 ) $ — $ (482 ) $ 2,131 $ 45 (c) Federal funds purchased and securities loaned or sold under repurchase agreements — — — — — — — — — — Other borrowed funds 1,134 47 (c) — — 1,390 (1,242 ) 40 (55 ) 1,314 49 (c) Trading liabilities – debt and equity instruments 43 (1 ) (c) (8 ) 4 — 1 3 (6 ) 36 — Accounts payable and other liabilities 13 — (1 ) — — (2 ) — — 10 — Beneficial interests issued by consolidated VIEs 48 3 (c) (44 ) — — (6 ) — — 1 — Long-term debt 13,894 633 (c) — — 7,583 (5,085 ) 88 (453 ) 16,660 432 (c) Fair value measurements using significant unobservable inputs Six months ended June 30, 2016 Fair value at Total realized/unrealized gains/(losses) Transfers into level 3 (h) Transfers (out of) level 3 (h) Fair value at Change in unrealized gains/(losses) related to financial instruments held at June 30, 2016 Purchases (f) Sales Settlements (g) Assets: Federal funds sold and securities purchased under resale agreements $ — $ — $ — $ — $ — $ 4 $ (4 ) $ — $ — Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies 715 (74 ) 129 (208 ) (58 ) 87 (118 ) 473 (78 ) Residential – nonagency 194 (1 ) 177 (184 ) (11 ) 44 (19 ) 200 (6 ) Commercial – nonagency 115 (6 ) 65 (28 ) — 135 (251 ) 30 (2 ) Total mortgage-backed securities 1,024 (81 ) 371 (420 ) (69 ) 266 (388 ) 703 (86 ) Obligations of U.S. states and municipalities 651 9 36 (107 ) (38 ) — — 551 9 Non-U.S. government debt securities 74 2 29 (51 ) — — (17 ) 37 (14 ) Corporate debt securities 736 (32 ) 159 (144 ) (125 ) 55 (133 ) 516 (1 ) Loans 6,604 (188 ) 865 (1,144 ) (642 ) 763 (242 ) 6,016 (195 ) Asset-backed securities 1,832 17 432 (470 ) (917 ) 241 (176 ) 959 3 Total debt instruments 10,921 (273 ) 1,892 (2,336 ) (1,791 ) 1,325 (956 ) 8,782 (284 ) Equity securities 265 (3 ) 33 (33 ) (22 ) 7 (1 ) 246 17 Other 744 (46 ) 353 (287 ) (35 ) 25 (84 ) 670 (12 ) Total trading assets – debt and equity instruments 11,930 (322 ) (c) 2,278 (2,656 ) (1,848 ) 1,357 (1,041 ) 9,698 (279 ) (c) Net derivative receivables: (a) Interest rate 876 540 106 (20 ) (442 ) 5 42 1,107 153 Credit 549 (448 ) — (2 ) 117 48 15 279 (402 ) Foreign exchange (725 ) (194 ) 58 (118 ) (200 ) (45 ) 19 (1,205 ) (72 ) Equity (1,514 ) (364 ) 142 (322 ) 73 38 55 (1,892 ) (3 ) Commodity (935 ) 227 — 18 (40 ) 3 8 (719 ) 230 Total net derivative receivables (1,749 ) (239 ) (c) 306 (444 ) (492 ) 49 139 (2,430 ) (94 ) (c) Available-for-sale securities: Asset-backed securities 823 (1 ) — — (13 ) — — 809 (14 ) Other 1 — — — — — — 1 — Total available-for-sale securities 824 (1 ) (d) — — (13 ) — — 810 (14 ) (d) Loans 1,518 (14 ) (c) 184 — (590 ) — (313 ) 785 (16 ) (c) Mortgage servicing rights 6,608 (1,209 ) (e) 220 (67 ) (480 ) — — 5,072 (1,209 ) (e) Other assets 2,401 146 (c) 471 (438 ) (211 ) — — 2,369 (22 ) (c) Fair value measurements using significant unobservable inputs Six months ended June 30, 2016 Fair value at Total realized/unrealized (gains)/losses Transfers into level 3 (h) Transfers (out of) level 3 (h) Fair value at Change in unrealized (gains)/losses related Purchases Sales Issuances Settlements (g) Liabilities: (b) Deposits $ 2,950 $ 75 (c) $ — $ — $ 483 $ (677 ) $ — $ (422 ) $ 2,409 $ 318 (c) Federal funds purchased and securities loaned or sold under repurchase agreements — — — — — (2 ) 6 (4 ) — — Other borrowed funds 639 (156 ) (c) — — 772 (369 ) 50 (29 ) 907 4 (c) Trading liabilities – debt and equity instruments 63 (7 ) (c) — 18 — (15 ) 3 (5 ) 57 — Accounts payable and other liabilities 19 — — — — (4 ) — — 15 — Beneficial interests issued by consolidated VIEs 549 (22 ) (c) — — 143 (86 ) — — 584 (35 ) (c) Long-term debt 11,613 392 (c) — — 4,875 (2,895 ) 259 (1,097 ) 13,147 1,154 (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% and 12% at June 30, 2017 and December 31, 2016 , respectively. (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 and six months ended June 30, 2017 and 2016, respectively. Unrealized gains/(losses) recorded on AFS securities in OCI were $2 million and $7 million for the three months ended June 30, 2017 and 2016, respectively and $12 million and $(2) million for the six months ended June 30, 2017 and 2016, respectively. (e) Changes in fair value for CCB MSRs are reported in mortgage fees and related income. (f) Loan originations are included in purchases. (g) Includes financial assets and liabilities that have matured, been partially or fully repaid, impacts of modifications, deconsolidation associated with beneficial interests in VIEs and other items. (h) All transfers into and/or out of level 3 are based on changes in the observability of the valuation inputs and are assumed to occur at the beginning of the quarterly reporting period in which they occur.
Impact of credit adjustments on earnings	The following table provides the impact of credit and funding adjustments on principal transactions revenue in the respective periods, excluding the effect of any associated hedging activities. 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 June 30, Six months ended June 30, (in millions) 2017 2016 2017 2016 Credit and funding adjustments: Derivatives CVA $ 249 $ (168 ) $ 470 $ (756 ) Derivatives DVA and FVA (60 ) 43 (67 ) (123 )
Assets and liabilities measured at fair value on a nonrecurring basis	The following table presents the assets and liabilities reported on a nonrecurring basis at fair value as of June 30, 2017 and 2016 , by major product category and fair value hierarchy. Fair value hierarchy Total fair value June 30, 2017 (in millions) Level 1 Level 2 Level 3 Loans $ — $ 292 $ 430 (a) $ 722 Other assets — 10 245 255 Total assets measured at fair value on a nonrecurring basis — 302 675 (a) 977 Accounts payable and other liabilities — 1 2 3 Total liabilities measured at fair value on a nonrecurring basis $ — $ 1 $ 2 $ 3 Fair value hierarchy Total fair value June 30, 2016 (in millions) Level 1 Level 2 Level 3 Loans $ — $ 280 $ 366 $ 646 Other assets — 11 93 104 Total assets measured at fair value on a nonrecurring basis — 291 459 750 Accounts payable and other liabilities — 2 7 9 Total liabilities measured at fair value on a nonrecurring basis $ — $ 2 $ 7 $ 9 (a) Of the $675 million in level 3 assets measured at fair value on a nonrecurring basis as of June 30, 2017, $146 million related to residential real estate loans carried at the net realizable value of the underlying collateral (i.e., collateral-dependent loans and other loans charged off in accordance with regulatory guidance). These amounts are classified as level 3 as they are valued using a broker’s price opinion and discounted based upon the Firm’s experience with actual liquidation values. These discounts to the broker price opinions ranged from 20% to 48% with a weighted average of 29% . The following table presents the total change in value of assets and liabilities for which a fair value adjustment has been included in the Consolidated statements of income for the three and six months ended June 30, 2017 and 2016, related to financial instruments held at those dates. Three months ended June 30, Six months ended June 30, 2017 2016 2017 2016 Loans $ (60 ) $ (53 ) $ (109 ) $ (103 ) Other Assets (17 ) (18 ) (44 ) (22 ) Accounts payable and other liabilities (1 ) (5 ) (1 ) (5 ) Total nonrecurring fair value gains/(losses) $ (78 ) $ (76 ) $ (154 ) $ (130 )
Carrying value and estimated fair value of financial assets and liabilities	The following table presents by fair value hierarchy classification the carrying values and estimated fair values at June 30, 2017 , and December 31, 2016 , of financial assets and liabilities, excluding financial instruments that 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 2016 Annual Report. June 30, 2017 December 31, 2016 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 $ 21.8 $ 21.8 $ — $ — $ 21.8 $ 23.9 $ 23.9 $ — $ — $ 23.9 Deposits with banks 427.4 426.0 1.4 — 427.4 365.8 362.0 3.8 — 365.8 Accrued interest and accounts receivable 64.0 — 62.7 0.2 62.9 52.3 — 52.2 0.1 52.3 Federal funds sold and securities purchased under resale agreements 200.5 — 200.5 — 200.5 208.5 — 208.3 0.2 208.5 Securities borrowed 89.1 — 89.1 — 89.1 96.4 — 96.4 — 96.4 Securities, held-to-maturity 47.8 — 48.8 — 48.8 50.2 — 50.9 — 50.9 Loans, net of allowance for loan losses (a) 893.4 — 30.8 862.1 892.9 878.8 — 24.1 851.0 875.1 Other 64.7 — 54.6 14.8 69.4 71.4 0.1 60.8 14.3 75.2 Financial liabilities Deposits $ 1,421.7 $ — $ 1,421.8 $ — $ 1,421.8 $ 1,361.3 $ — $ 1,361.3 $ — $ 1,361.3 Federal funds purchased and securities loaned or sold under repurchase agreements 164.9 — 164.9 — 164.9 165.0 — 165.0 — 165.0 Commercial paper 22.2 — 22.2 — 22.2 11.7 — 11.7 — 11.7 Other borrowed funds 22.4 — 22.4 — 22.4 13.6 — 13.6 — 13.6 Accounts payable and other liabilities 150.5 — 146.9 3.0 149.9 148.0 — 144.8 3.4 148.2 Beneficial interests issued by consolidated VIEs 30.8 — 30.8 — 30.8 38.9 — 38.9 — 38.9 Long-term debt and junior subordinated deferrable interest debentures 249.5 — 252.5 2.5 255.0 257.5 — 260.0 2.0 262.0 (a) 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 150–153 of JPMorgan Chase’s 2016 Annual Report.
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 wholesale allowance for lending-related commitments and the estimated fair value of these wholesale lending-related commitments were as follows for the periods indicated. June 30, 2017 December 31, 2016 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 $ — $ — $ 1.6 $ 1.6 $ 1.1 $ — $ — $ 2.1 $ 2.1 (a) Excludes the current carrying values of the guarantee liability and the offsetting asset, each of which is recognized at fair value at the inception of the guarantees.

Fair Value Option (Tables)

Fair Value Option (Tables)	6 Months Ended
	Jun. 30, 2017
Fair Value Disclosures [Abstract]
Changes in fair value under the fair value option election	The following tables present the changes in fair value included in the Consolidated statements of income for the three and six months ended June 30, 2017 and 2016 , for items for which the fair value option was elected. The profit and loss information presented below only includes the financial instruments that were elected to be measured at fair value; related risk management instruments, which are required to be measured at fair value, are not included in the table. Three months ended June 30, 2017 2016 (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 $ (12 ) $ — $ (12 ) $ — $ — $ — Securities borrowed 13 — 13 3 — 3 Trading assets: Debt and equity instruments, excluding loans 334 2 (c) 336 (141 ) 1 (c) (140 ) Loans reported as trading assets: Changes in instrument-specific credit risk 69 9 (c) 78 34 16 (c) 50 Other changes in fair value 43 229 (c) 272 70 206 (c) 276 Loans: Changes in instrument-specific credit risk — — — — — — Other changes in fair value 1 3 4 (3 ) — (3 ) Other assets 3 (16 ) (d) (13 ) 2 102 (d) 104 Deposits (a) (86 ) — (86 ) (226 ) — (226 ) Federal funds purchased and securities loaned or sold under repurchase agreements (3 ) — (3 ) (3 ) — (3 ) Other borrowed funds (a) 43 — 43 (529 ) — (529 ) Trading liabilities — — — (2 ) — (2 ) Beneficial interests issued by consolidated VIEs — — — 16 — 16 Long-term debt (a)(b) (170 ) — (170 ) (600 ) — (600 ) Six months ended June 30, 2017 2016 (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 $ (33 ) $ — $ (33 ) $ 68 $ — $ 68 Securities borrowed 90 — 90 1 — 1 Trading assets: Debt and equity instruments, excluding loans 695 2 (c) 697 (113 ) — (113 ) Loans reported as trading assets: Changes in instrument-specific credit risk 243 15 (c) 258 98 14 (c) 112 Other changes in fair value 77 352 (c) 429 186 523 (c) 709 Loans: Changes in instrument-specific credit risk (1 ) — (1 ) 13 — 13 Other changes in fair value 1 3 4 4 — 4 Other assets 7 (22 ) (d) (15 ) 14 82 (d) 96 Deposits (a) (245 ) — (245 ) (569 ) — (569 ) Federal funds purchased and securities loaned or sold under repurchase agreements 2 — 2 (20 ) — (20 ) Other borrowed funds (a) (431 ) — (431 ) (1 ) — (1 ) Trading liabilities (1 ) — (1 ) 2 — 2 Beneficial interests issued by consolidated VIEs — — — 23 — 23 Long-term debt (a)(b) (923 ) — (923 ) (918 ) — (918 ) (a) 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. Realized gains/(losses) due to instrument-specific credit risk recorded in principal transaction revenue were not material for the three and six months ended June 30, 2017 and 2016 , respectively. (b) Long-term debt measured at fair value predominantly relates to structured notes. Although the risk associated with the structured notes is actively managed, the gains/(losses) reported in this table do not include the income statement impact of the risk management instruments used to manage such risk. (c) Reported in mortgage fees and related income. (d) Reported in other income.
Difference between aggregate fair value and aggregate remaining contractual principal balance outstanding	The following table reflects the difference between the aggregate fair value and the aggregate remaining contractual principal balance outstanding as of June 30, 2017 , and December 31, 2016 , for loans, long-term debt and long-term beneficial interests for which the fair value option has been elected. June 30, 2017 December 31, 2016 (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 $ 3,933 $ 1,193 $ (2,740 ) $ 3,338 $ 748 $ (2,590 ) Loans 39 — (39 ) — — — Subtotal 3,972 1,193 (2,779 ) 3,338 748 (2,590 ) All other performing loans Loans reported as trading assets 36,505 34,992 (1,513 ) 35,477 33,054 (2,423 ) Loans 1,995 1,978 (17 ) 2,259 2,228 (31 ) Total loans $ 42,472 $ 38,163 $ (4,309 ) $ 41,074 $ 36,030 $ (5,044 ) Long-term debt Principal-protected debt $ 25,339 (c) $ 22,502 $ (2,837 ) $ 21,602 (c) $ 19,195 $ (2,407 ) Nonprincipal-protected debt (b) NA 20,982 NA NA 18,491 NA Total long-term debt NA $ 43,484 NA NA $ 37,686 NA Long-term beneficial interests Nonprincipal-protected debt NA $ 72 NA NA $ 120 NA Total long-term beneficial interests NA $ 72 NA NA $ 120 NA (a) There were no performing loans that were ninety days or more past due as of June 30, 2017 , and December 31, 2016 , 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 following table presents the fair value of the structured notes issued by the Firm, by balance sheet classification and the primary risk type. June 30, 2017 December 31, 2016 (in millions) Long-term debt Other borrowed funds Deposits Total Long-term debt Other borrowed funds Deposits Total Risk exposure Interest rate $ 20,170 $ 107 $ 5,875 $ 26,152 $ 16,296 $ 184 $ 4,296 $ 20,776 Credit 3,546 80 — 3,626 3,267 225 — 3,492 Foreign exchange 2,491 172 6 2,669 2,365 135 6 2,506 Equity 16,351 7,488 5,995 29,834 14,831 8,234 5,481 28,546 Commodity 425 27 3,544 3,996 488 37 1,811 2,336 Total structured notes $ 42,983 $ 7,874 $ 15,420 $ 66,277 $ 37,247 $ 8,815 $ 11,594 $ 57,656

Derivative Instruments (Tables)

Derivative Instruments (Tables)	6 Months Ended
	Jun. 30, 2017
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 110 ◦ Interest rate Hedge floating-rate assets and liabilities Cash flow hedge Corporate 111 ◦ Foreign exchange Hedge foreign currency-denominated assets and liabilities Fair value hedge Corporate 110 ◦ Foreign exchange Hedge forecasted revenue and expense Cash flow hedge Corporate 111 ◦ Foreign exchange Hedge the value of the Firm’s investments in non-U.S. dollar functional currency entities Net investment hedge Corporate 112 ◦ Commodity Hedge commodity inventory Fair value hedge CIB 110 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 112 ◦ Credit Manage the credit risk of wholesale lending exposures Specified risk management CIB 112 ◦ Commodity Manage the risk of certain commodities-related contracts and investments Specified risk management CIB 112 ◦ Interest rate and foreign exchange Manage the risk of certain other specified assets and liabilities Specified risk management Corporate 112 Market-making derivatives and other activities: ◦ Various Market-making and related risk management Market-making and other CIB 112 ◦ Various Other derivatives Market-making and other CIB, Corporate 112
Notional amount of derivative contracts	The following table summarizes the notional amount of derivative contracts outstanding as of June 30, 2017 , and December 31, 2016 . Notional amounts (b) (in billions) June 30, 2017 December 31, 2016 Interest rate contracts Swaps $ 22,112 $ 22,000 Futures and forwards 5,805 5,289 Written options 3,610 3,091 Purchased options 4,038 3,482 Total interest rate contracts 35,565 33,862 Credit derivatives (a) 1,819 2,032 Foreign exchange contracts Cross-currency swaps 3,829 3,359 Spot, futures and forwards 6,374 5,341 Written options 824 734 Purchased options 820 721 Total foreign exchange contracts 11,847 10,155 Equity contracts Swaps 301 258 Futures and forwards 89 59 Written options 543 417 Purchased options 468 345 Total equity contracts 1,401 1,079 Commodity contracts Swaps 105 102 Spot, futures and forwards 145 130 Written options 82 83 Purchased options 87 94 Total commodity contracts 419 409 Total derivative notional amounts $ 51,051 $ 47,537 (a) For more information on volumes and types of credit derivative contracts, see the Credit derivatives discussion on page 113 . (b) Represents the sum of gross long and gross short third-party notional derivative contracts.
Impact of derivatives on the Consolidated Balance Sheets	The following table summarizes information on derivative receivables and payables (before and after netting adjustments) that are reflected on the Firm’s Consolidated balance sheets as of June 30, 2017 , and December 31, 2016 , by accounting designation (e.g., whether the derivatives were designated in qualifying hedge accounting relationships or not) and contract type. Free-standing derivative receivables and payables (a) Gross derivative receivables Gross derivative payables June 30, 2017 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 $ 519,565 $ 3,872 $ 523,437 $ 26,912 $ 483,494 $ 2,096 $ 485,590 $ 8,206 Credit 25,898 — 25,898 1,014 26,123 — 26,123 1,625 Foreign exchange 174,034 763 174,797 16,662 176,681 1,391 178,072 14,021 Equity 37,546 — 37,546 6,273 43,077 — 43,077 9,356 Commodity 14,114 20 14,134 5,645 17,208 114 17,322 8,587 Total fair value of trading assets and liabilities $ 771,157 $ 4,655 $ 775,812 $ 56,506 $ 746,583 $ 3,601 $ 750,184 $ 41,795 Gross derivative receivables Gross derivative payables December 31, 2016 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 $ 601,557 $ 4,406 $ 605,963 $ 28,302 $ 567,894 $ 2,884 $ 570,778 $ 10,815 Credit 29,645 — 29,645 1,294 28,666 — 28,666 1,411 Foreign exchange 232,137 1,289 233,426 23,271 233,823 1,148 234,971 20,508 Equity 34,940 — 34,940 4,939 38,362 — 38,362 8,140 Commodity 18,505 137 18,642 6,272 20,283 179 20,462 8,357 Total fair value of trading assets and liabilities $ 916,784 $ 5,832 $ 922,616 $ 64,078 $ 889,028 $ 4,211 $ 893,239 $ 49,231 (a) Balances exclude structured notes for which the fair value option has been elected. See Note 3 for further information. (b) As permitted under U.S. GAAP, the Firm has elected to net derivative receivables and derivative payables and the related cash collateral receivables and payables when a legally enforceable master netting agreement exists.
Offsetting assets	The following tables present, as of June 30, 2017 , and December 31, 2016 , 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; and • 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. June 30, 2017 December 31, 2016 (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: Over-the-counter (“OTC”) $ 320,828 $ (299,119 ) $ 21,709 $ 365,227 $ (342,173 ) $ 23,054 OTC–cleared 197,359 (197,297 ) 62 235,399 (235,261 ) 138 Exchange-traded (a) 167 (108 ) 59 241 (227 ) 14 Total interest rate contracts 518,354 (496,524 ) 21,830 600,867 (577,661 ) 23,206 Credit contracts: OTC 18,169 (17,862 ) 307 23,130 (22,612 ) 518 OTC–cleared 7,088 (7,023 ) 65 5,746 (5,739 ) 7 Total credit contracts 25,257 (24,885 ) 372 28,876 (28,351 ) 525 Foreign exchange contracts: OTC 169,826 (156,701 ) 13,125 226,271 (208,962 ) 17,309 OTC–cleared 1,507 (1,424 ) 83 1,238 (1,165 ) 73 Exchange-traded (a) 95 (9 ) 86 104 (27 ) 77 Total foreign exchange contracts 171,428 (158,134 ) 13,294 227,613 (210,154 ) 17,459 Equity contracts: OTC 20,072 (19,794 ) 278 20,868 (20,570 ) 298 OTC–cleared — — — — — — Exchange-traded (a) 14,462 (11,480 ) 2,982 11,439 (9,431 ) 2,008 Total equity contracts 34,534 (31,274 ) 3,260 32,307 (30,001 ) 2,306 Commodity contracts: OTC 8,095 (3,775 ) 4,320 11,571 (5,605 ) 5,966 OTC–cleared — — — — — — Exchange-traded (a) 5,165 (4,714 ) 451 6,794 (6,766 ) 28 Total commodity contracts 13,260 (8,489 ) 4,771 18,365 (12,371 ) 5,994 Derivative receivables with appropriate legal opinion 762,833 (719,306 ) (b) 43,527 908,028 (858,538 ) (b) 49,490 Derivative receivables where an appropriate legal opinion has not been either sought or obtained 12,979 12,979 14,588 14,588 Total derivative receivables recognized on the Consolidated balance sheets $ 775,812 $ 56,506 $ 922,616 $ 64,078 Collateral not nettable on the Consolidated balance sheets (c)(d) (15,383 ) (18,638 ) Net amounts $ 41,123 $ 45,440
Offsetting liabilities	June 30, 2017 December 31, 2016 (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 $ 290,398 $ (284,262 ) $ 6,136 $ 338,502 $ (329,325 ) $ 9,177 OTC–cleared 193,154 (193,011 ) 143 230,464 (230,463 ) 1 Exchange-traded (a) 127 (111 ) 16 196 (175 ) 21 Total interest rate contracts 483,679 (477,384 ) 6,295 569,162 (559,963 ) 9,199 Credit contracts: OTC 18,293 (17,532 ) 761 22,366 (21,614 ) 752 OTC–cleared 6,966 (6,966 ) — 5,641 (5,641 ) — Total credit contracts 25,259 (24,498 ) 761 28,007 (27,255 ) 752 Foreign exchange contracts: OTC 172,444 (162,674 ) 9,770 228,300 (213,296 ) 15,004 OTC–cleared 1,370 (1,369 ) 1 1,158 (1,158 ) — Exchange-traded (a) 87 (8 ) 79 328 (9 ) 319 Total foreign exchange contracts 173,901 (164,051 ) 9,850 229,786 (214,463 ) 15,323 Equity contracts: OTC 26,445 (22,241 ) 4,204 24,688 (20,808 ) 3,880 OTC–cleared — — — — — — Exchange-traded (a) 12,279 (11,480 ) 799 10,004 (9,414 ) 590 Total equity contracts 38,724 (33,721 ) 5,003 34,692 (30,222 ) 4,470 Commodity contracts: OTC 11,864 (4,023 ) 7,841 12,885 (5,252 ) 7,633 OTC–cleared — — — — — — Exchange-traded (a) 4,801 (4,712 ) 89 7,099 (6,853 ) 246 Total commodity contracts 16,665 (8,735 ) 7,930 19,984 (12,105 ) 7,879 Derivative payables with appropriate legal opinions 738,228 (708,389 ) (b) 29,839 881,631 (844,008 ) (b) 37,623 Derivative payables where an appropriate legal opinion has not been either sought or obtained 11,956 11,956 11,608 11,608 Total derivative payables recognized on the Consolidated balance sheets $ 750,184 $ 41,795 $ 893,239 $ 49,231 Collateral not nettable on the Consolidated balance sheets (c)(d)(e) (5,701 ) (8,925 ) Net amounts $ 36,094 $ 40,306 (a) Exchange-traded derivative balances that relate to futures contracts are settled daily. (b) Net derivatives receivable included cash collateral netted of $59.7 billion and $71.9 billion at June 30, 2017 , and December 31, 2016 , respectively. Net derivatives payable included cash collateral netted of $48.8 billion and $57.3 billion related to OTC and OTC-cleared derivatives at June 30, 2017 , and December 31, 2016 , 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 impact of a single-notch and two-notch downgrade of the long-term issuer ratings of JPMorgan Chase & Co. and its subsidiaries , predominantly JPMorgan Chase Bank, National Association (“JPMorgan Chase Bank, N.A.”), at June 30, 2017 , and December 31, 2016 , 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 June 30, 2017 December 31, 2016 (in millions) Single-notch downgrade Two-notch downgrade Single-notch downgrade Two-notch downgrade Amount of additional collateral to be posted upon downgrade (a) $ 104 $ 1,996 $ 560 $ 2,497 Amount required to settle contracts with termination triggers upon downgrade (b) 247 752 606 1,049 (a) Includes the additional collateral to be posted for initial margin. (b) Amounts represent fair values of derivative payables, and do not reflect collateral posted. The following table shows the aggregate fair value of net derivative payables related to OTC and OTC-cleared derivatives that contain contingent collateral or termination features that may be triggered upon a ratings downgrade, and the associated collateral the Firm has posted in the normal course of business, at June 30, 2017 , and December 31, 2016 . OTC and OTC-cleared derivative payables containing downgrade triggers (in millions) June 30, 2017 December 31, 2016 Aggregate fair value of net derivative payables $ 13,737 $ 21,550 Collateral posted 11,219 19,383
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 six months ended June 30, 2017 and 2016 , respectively. The Firm includes gains/(losses) on the hedging derivative and the related hedged item in the same line item in the Consolidated statements of income. Gains/(losses) recorded in income Income statement impact due to: Three months ended June 30, 2017 Derivatives Hedged items Total income statement impact Hedge ineffectiveness (e) Excluded components (f) Contract type Interest rate (a)(b) $ 128 $ 46 $ 174 $ (13 ) $ 187 Foreign exchange (c) (1,497 ) 1,493 (4 ) — (4 ) Commodity (d) 97 (64 ) 33 3 30 Total $ (1,272 ) $ 1,475 $ 203 $ (10 ) $ 213 Gains/(losses) recorded in income Income statement impact due to: Three months ended June 30, 2016 Derivatives Hedged items Total income statement impact Hedge ineffectiveness (e) Excluded components (f) Contract type Interest rate (a)(b) $ 903 $ (709 ) $ 194 $ 1 $ 193 Foreign exchange (c) 1,487 (1,472 ) 15 — 15 Commodity (d) (215 ) 216 1 (10 ) 11 Total $ 2,175 $ (1,965 ) $ 210 $ (9 ) $ 219 Gains/(losses) recorded in income Income statement impact due to: Six months ended June 30, 2017 Derivatives Hedged items Total income statement impact Hedge ineffectiveness (e) Excluded components (f) Contract type Interest rate (a)(b) $ (153 ) $ 577 $ 424 $ (14 ) $ 438 Foreign exchange (c) (2,272 ) 2,233 (39 ) — (39 ) Commodity (d) (366 ) 400 34 19 15 Total $ (2,791 ) $ 3,210 $ 419 $ 5 $ 414 Gains/(losses) recorded in income Income statement impact due to: Six months ended June 30, 2016 Derivatives Hedged items Total income statement impact Hedge ineffectiveness (e) Excluded components (f) Contract type Interest rate (a)(b) $ 2,281 $ (1,908 ) $ 373 $ 29 $ 344 Foreign exchange (c) 189 (90 ) 99 — 99 Commodity (d) (73 ) 78 5 (12 ) 17 Total $ 2,397 $ (1,920 ) $ 477 $ 17 $ 460 (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) Excludes the amortization expense associated with the inception hedge accounting adjustment applied to the hedged item. This expense is recorded in net interest income and substantially offsets the income statement impact of the excluded components. (c) 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. (d) Consists of overall fair value hedges of physical commodities inventories that are generally carried at the lower of cost or net realizable value (net realizable value approximates fair value). Gains and losses were recorded in principal transactions revenue. (e) 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. (f) 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 six months ended June 30, 2017 and 2016 , 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 June 30, 2017 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) $ (6 ) $ — $ (6 ) $ 1 $ 7 Foreign exchange (b) (59 ) — (59 ) 22 81 Total $ (65 ) $ — $ (65 ) $ 23 $ 88 Gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended June 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) $ (20 ) $ — $ (20 ) $ (26 ) $ (6 ) Foreign exchange (b) (28 ) — (28 ) (161 ) (133 ) Total $ (48 ) $ — $ (48 ) $ (187 ) $ (139 ) Gains/(losses) recorded in income and other comprehensive income/(loss) Six months ended June 30, 2017 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) $ (17 ) $ — $ (17 ) $ 12 $ 29 Foreign exchange (b) (133 ) — (133 ) 70 203 Total $ (150 ) $ — $ (150 ) $ 82 $ 232 Gains/(losses) recorded in income and other comprehensive income/(loss) Six months ended June 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) $ (40 ) $ — $ (40 ) $ (100 ) $ (60 ) Foreign exchange (b) (63 ) — (63 ) (254 ) (191 ) Total $ (103 ) $ — $ (103 ) $ (354 ) $ (251 ) (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. (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 six months ended June 30, 2017 and 2016 . Gains/(losses) recorded in income and other comprehensive income/(loss) 2017 2016 Three months ended June 30, (in millions) Excluded components recorded directly in income (a) Effective portion recorded in OCI Excluded components recorded directly in income (a) Effective portion recorded in OCI Foreign exchange derivatives $ (50 ) $ (319 ) $ (65 ) $ 17 Gains/(losses) recorded in income and other comprehensive income/(loss) 2017 2016 Six months ended June 30, (in millions) Excluded components recorded directly (a) Effective portion recorded in OCI Excluded components (a) Effective portion recorded in OCI Foreign exchange derivatives $ (112 ) $ (875 ) $ (150 ) $ (573 ) (a) Certain components of hedging derivatives are permitted to be excluded from the assessment of hedge effectiveness, such as forward points on foreign exchange forward contracts. Amounts related to excluded components are recorded in other income. The Firm measures the ineffectiveness of net investment hedge accounting relationships based on changes in spot foreign currency rates, and, therefore, there was no significant ineffectiveness for net investment hedge accounting relationships during the three and six months ended June 30, 2017 and 2016 .
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 June 30, Six months ended June 30, (in millions) 2017 2016 2017 2016 Contract type Interest rate (a) $ 238 $ 661 $ 221 $ 1,644 Credit (b) (7 ) (99 ) (52 ) (160 ) Foreign exchange (c) (14 ) 10 (34 ) — Total $ 217 $ 572 $ 135 $ 1,484 (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.
Credit derivatives table	Total credit derivatives and credit-related notes Maximum payout/Notional amount June 30, 2017 (in millions) Protection sold Protection purchased with identical underlyings (b) Net protection (sold)/purchased (c) Other protection purchased (d) Credit derivatives Credit default swaps $ (844,731 ) $ 863,398 $ 18,667 $ 9,650 Other credit derivatives (a) (44,420 ) 37,644 (6,776 ) 18,846 Total credit derivatives (889,151 ) 901,042 11,891 28,496 Credit-related notes (37 ) — (37 ) 5,486 Total $ (889,188 ) $ 901,042 $ 11,854 $ 33,982 Maximum payout/Notional amount December 31, 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 $ (961,003 ) $ 974,252 $ 13,249 $ 7,935 Other credit derivatives (a) (36,829 ) 31,859 (4,970 ) 19,991 Total credit derivatives (997,832 ) 1,006,111 8,279 27,926 Credit-related notes (41 ) — (41 ) 4,505 Total $ (997,873 ) $ 1,006,111 $ 8,238 $ 32,431 (a) Other credit derivatives largely 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, maturity profile, and total fair value, of credit derivatives and credit-related notes as of June 30, 2017 , and December 31, 2016 , where JPMorgan Chase is the seller of protection. The maturity profile is based on the remaining contractual maturity of the credit derivative contracts. The ratings profile is based on the rating of the reference entity on which the credit derivative contract is based. The ratings and maturity profile of credit derivatives and credit-related notes where JPMorgan Chase is the purchaser of protection are comparable to the profile reflected below. Protection sold — credit derivatives and credit-related notes ratings (a) /maturity profile June 30, 2017 <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 $ (232,819 ) $ (316,114 ) $ (38,734 ) $ (587,667 ) $ 8,789 $ (1,272 ) $ 7,517 Noninvestment-grade (104,209 ) (174,787 ) (22,525 ) (301,521 ) 8,750 (6,334 ) 2,416 Total $ (337,028 ) $ (490,901 ) $ (61,259 ) $ (889,188 ) $ 17,539 $ (7,606 ) $ 9,933 December 31, 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 $ (273,688 ) $ (383,586 ) $ (39,281 ) $ (696,555 ) $ 7,841 $ (3,055 ) $ 4,786 Noninvestment-grade (107,955 ) (170,046 ) (23,317 ) (301,318 ) 8,184 (8,570 ) (386 ) Total $ (381,643 ) $ (553,632 ) $ (62,598 ) $ (997,873 ) $ 16,025 $ (11,625 ) $ 4,400 (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 and Nonin36

Noninterest Revenue and Noninterest Expense (Tables)	6 Months Ended
	Jun. 30, 2017
Noninterest Income (Expense) [Abstract]
Components of investment banking fees	The following table presents the components of investment banking fees. Three months ended June 30, Six months ended June 30, (in millions) 2017 2016 2017 2016 Underwriting Equity $ 364 $ 283 $ 757 $ 485 Debt 947 896 1,875 1,446 Total underwriting 1,311 1,179 2,632 1,931 Advisory 499 465 995 1,046 Total investment banking fees $ 1,810 $ 1,644 $ 3,627 $ 2,977
Principal transactions revenue	The following table presents all realized and unrealized gains and losses recorded in principal transactions revenue. This table excludes interest income and interest expense on trading assets and liabilities, which are an integral part of the overall performance of the Firm’s client-driven market-making activities. See Note 6 for further information on interest income and interest expense. Trading revenue is presented primarily by instrument type. The Firm’s client-driven market-making businesses generally utilize a variety of instrument types in connection with their market-making and related risk-management activities; accordingly, the trading revenue presented in the table below is not representative of the total revenue of any individual line of business. Three months ended June 30, Six months ended June 30, (in millions) 2017 2016 2017 2016 Trading revenue by instrument type Interest rate $ 588 $ 635 $ 1,383 $ 1,018 Credit 278 728 958 1,103 Foreign exchange 901 576 1,682 1,283 Equity 1,118 861 2,238 1,691 Commodity 120 224 305 450 Total trading revenue 3,005 3,024 6,566 5,545 Private equity gains 132 (48 ) 153 110 Principal transactions $ 3,137 $ 2,976 $ 6,719 $ 5,655
Components of lending and deposit-related fees	The following table presents the components of lending- and deposit-related fees. Three months ended June 30, Six months ended June 30, (in millions) 2017 2016 2017 2016 Lending-related fees $ 269 $ 275 $ 544 $ 547 Deposit-related fees 1,213 1,128 2,386 2,259 Total lending- and deposit-related fees $ 1,482 $ 1,403 $ 2,930 $ 2,806
Components of asset management, administration and commissions	The following table presents the components of Firmwide asset management, administration and commissions. Three months ended June 30, Six months ended June 30, (in millions) 2017 2016 2017 2016 Asset management fees Investment management fees (a) $ 2,329 $ 2,210 $ 4,545 $ 4,338 All other asset management fees (b) 83 97 162 187 Total asset management fees 2,412 2,307 4,707 4,525 Total administration fees (c) 504 488 986 966 Commission and other fees Brokerage commissions 567 535 1,145 1,123 All other commissions and fees 341 351 663 691 Total commissions and fees 908 886 1,808 1,814 Total asset management, administration and commissions $ 3,824 $ 3,681 $ 7,501 $ 7,305 (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 June 30, Six months ended June 30, (in millions) 2017 2016 2017 2016 Operating lease income $ 873 $ 651 $ 1,697 $ 1,266
Components of noninterest expense	Other expense on the Firm’s Consolidated statements of income included the following: Three months ended June 30, Six months ended June 30, (in millions) 2017 2016 2017 2016 Legal expense/(benefit) $ 61 $ (430 ) $ 279 $ (476 ) FDIC-related expense 376 283 757 552

Interest Income and Interest 37

Interest Income and Interest Expense (Tables)	6 Months Ended
	Jun. 30, 2017
Interest Income (Expense), Net [Abstract]
Details of interest income and interest expense	The following table presents the components of interest income and interest expense. Three months ended Six months ended (in millions) 2017 2016 2017 2016 Interest income Loans (a) $ 9,996 $ 8,974 $ 19,746 $ 17,828 Taxable securities 1,410 1,380 2,840 2,822 Nontaxable securities (b) 479 442 937 885 Total securities 1,889 1,822 3,777 3,707 Trading assets 1,806 1,860 3,664 3,558 Federal funds sold and securities purchased under resale agreements 528 576 1,054 1,130 Securities borrowed (c) (21 ) (96 ) (65 ) (188 ) Deposits with banks 1,008 466 1,730 926 Other assets (d) 444 211 786 404 Total interest income 15,650 13,813 30,692 27,365 Interest expense Interest-bearing deposits 629 321 1,112 641 Federal funds purchased and securities loaned or sold under repurchase agreements 387 282 680 542 Commercial paper 63 38 103 71 Trading liabilities – debt, short-term and other liabilities (e) 548 314 986 541 Beneficial interests issued by consolidated VIEs 128 118 263 231 Long-term debt 1,687 1,393 3,276 2,612 Total interest expense 3,442 2,466 6,420 4,638 Net interest income 12,208 11,347 24,272 22,727 Provision for credit losses 1,215 1,402 2,530 3,226 Net interest income after provision for credit losses $ 10,993 $ 9,945 $ 21,742 $ 19,501 (a) Includes the amortization of purchase price discounts or premiums, as well as net deferred loan fees or costs. (b) Represents securities which are tax-exempt for U.S. federal income tax purposes. (c) Negative interest income for the three and six months ended June 30, 2017 and 2016 , is related to 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. (d) Largely margin loans. (e) Includes brokerage customer payables.

Pension and Other Postretirem38

Pension and Other Postretirement Employee Benefit Plans (Tables)	6 Months Ended
	Jun. 30, 2017
Compensation and Retirement Disclosure [Abstract]
Components of net periodic benefit costs reported in the Consolidated Statements of Income	The following table presents the components of net periodic benefit costs reported in the Consolidated statements of income for the Firm’s U.S. and non-U.S. defined benefit pension, defined contribution and OPEB plans. Pension plans U.S. Non-U.S. OPEB plans Three months ended June 30, (in millions) 2017 2016 2017 2016 2017 2016 Components of net periodic benefit cost Benefits earned during the period $ 74 $ 74 $ 8 $ 9 $ — $ — Interest cost on benefit obligations 130 133 20 24 7 7 Expected return on plan assets (208 ) (223 ) (34 ) (34 ) (24 ) (26 ) Amortization: Net (gain)/loss 55 58 7 6 — — Prior service cost/(credit) (8 ) (8 ) (1 ) (1 ) — — Net periodic defined benefit cost 43 34 — 4 (17 ) (19 ) Other defined benefit pension plans (a) 3 4 3 3 NA NA Total defined benefit plans 46 38 3 7 (17 ) (19 ) Total defined contribution plans 125 123 85 83 NA NA Total pension and OPEB cost included in compensation expense $ 171 $ 161 $ 88 $ 90 $ (17 ) $ (19 ) Pension plans U.S. Non-U.S. OPEB plans Six months ended June 30, (in millions) 2017 2016 2017 2016 2017 2016 Components of net periodic benefit cost Benefits earned during the period $ 149 $ 147 $ 15 $ 18 $ — $ — Interest cost on benefit obligations 260 266 39 50 14 15 Expected return on plan assets (416 ) (445 ) (67 ) (70 ) (48 ) (52 ) Amortization: Net (gain)/loss 110 117 14 11 — — Prior service cost/(credit) (17 ) (17 ) (1 ) (1 ) — — Settlement (gain)/loss — — (3 ) — — — Net periodic defined benefit cost 86 68 (3 ) 8 (34 ) (37 ) Other defined benefit pension plans (a) 6 7 4 5 NA NA Total defined benefit plans 92 75 1 13 (34 ) (37 ) Total defined contribution plans 227 222 169 169 NA NA Total pension and OPEB cost included in compensation expense $ 319 $ 297 $ 170 $ 182 $ (34 ) $ (37 ) (a) Includes various defined benefit pension plans which are individually immaterial.
Schedule of Fair Values of Plan Assets	The following table presents 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: (in billions) June 30, 2017 December 31, 2016 Fair value of plan assets U.S. defined benefit pension and OPEB plans $ 17.2 $ 16.2 Material non-U.S. defined benefit pension plans 3.7 3.4

Employee Stock-based Incentiv39

Employee Stock-based Incentives (Tables)	6 Months Ended
	Jun. 30, 2017
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 Six months ended (in millions) 2017 2016 2017 2016 Cost of prior grants of RSUs, stock appreciation rights (“SARs”) and performance share units (“PSUs”) that are amortized over their applicable vesting periods $ 290 $ 267 $ 600 $ 551 Accrual of estimated costs of stock-based awards to be granted in future periods including those to full-career eligible employees 235 287 526 522 Total noncash compensation expense related to employee stock-based incentive plans $ 525 $ 554 $ 1,126 $ 1,073

Securities (Tables)

Securities (Tables)	6 Months Ended
	Jun. 30, 2017
Investments, Debt and Equity Securities [Abstract]
Amortized costs and estimated fair values	The amortized costs and estimated fair values of the investment securities portfolio were as follows for the dates indicated. June 30, 2017 December 31, 2016 (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) $ 67,253 $ 1,053 $ 389 $ 67,917 $ 63,367 $ 1,112 $ 474 $ 64,005 Residential: U.S. (b) 9,418 193 15 9,596 8,171 100 28 8,243 Non-U.S. 4,134 149 1 4,282 6,049 158 7 6,200 Commercial 6,562 111 6 6,667 9,002 122 20 9,104 Total mortgage-backed securities 87,367 1,506 411 88,462 86,589 1,492 529 87,552 U.S. Treasury and government agencies (a) 28,247 192 281 28,158 44,822 75 796 44,101 Obligations of U.S. states and municipalities 30,735 1,870 66 32,539 30,284 1,492 184 31,592 Certificates of deposit 57 — — 57 106 — — 106 Non-U.S. government debt securities 30,007 591 27 30,571 34,497 836 45 35,288 Corporate debt securities 4,047 91 6 4,132 4,916 64 22 4,958 Asset-backed securities: Collateralized loan obligations 24,285 47 5 24,327 27,352 75 26 27,401 Other 6,460 79 13 6,526 6,950 62 45 6,967 Total available-for-sale debt securities 211,205 4,376 809 214,772 235,516 4,096 1,647 237,965 Available-for-sale equity securities 925 — — 925 914 12 — 926 Total available-for-sale securities 212,130 4,376 809 215,697 236,430 4,108 1,647 238,891 Held-to-maturity debt securities Mortgage-backed securities: U.S. government agencies (c) 27,558 655 35 28,178 29,910 638 37 30,511 Commercial 5,766 2 70 5,698 5,783 — 129 5,654 Total mortgage-backed securities 33,324 657 105 33,876 35,693 638 166 36,165 Obligations of U.S. states and municipalities 14,437 556 73 14,920 14,475 374 125 14,724 Total held-to-maturity debt securities 47,761 1,213 178 48,796 50,168 1,012 291 50,889 Total securities $ 259,891 $ 5,589 $ 987 $ 264,493 $ 286,598 $ 5,120 $ 1,938 $ 289,780 (a) Included total U.S. government-sponsored enterprise obligations with fair values of $51.3 billion and $45.8 billion at June 30, 2017 , and December 31, 2016 , respectively, which were predominantly mortgage-related. (b) Prior period amounts have been revised to conform with current period presentation. (c) Included total U.S. government-sponsored enterprise obligations with amortized cost of $23.7 billion and $25.6 billion at June 30, 2017 , and December 31, 2016 , respectively, which were mortgage-related.
Securities impairment	The following tables present the fair value and gross unrealized losses for investment securities by aging category at June 30, 2017 , and December 31, 2016 . Securities with gross unrealized losses Less than 12 months 12 months or more June 30, 2017 (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 $ 27,165 $ 378 $ 609 $ 11 $ 27,774 $ 389 Residential: U.S. (a) 620 3 944 12 1,564 15 Non-U.S. — — 505 1 505 1 Commercial 1,009 2 848 4 1,857 6 Total mortgage-backed securities 28,794 383 2,906 28 31,700 411 U.S. Treasury and government agencies 5,464 260 2,485 21 7,949 281 Obligations of U.S. states and municipalities 3,528 64 38 2 3,566 66 Certificates of deposit — — — — — — Non-U.S. government debt securities 3,317 25 198 2 3,515 27 Corporate debt securities 640 2 165 4 805 6 Asset-backed securities: Collateralized loan obligations — — 801 5 801 5 Other — — 1,614 13 1,614 13 Total available-for-sale debt securities 41,743 734 8,207 75 49,950 809 Available-for-sale equity securities — — — — — — Held-to-maturity securities Mortgage-backed securities U.S. government agencies 2,477 35 — — 2,477 35 Commercial 5,274 70 — — 5,274 70 Total mortgage-backed securities 7,751 105 — — 7,751 105 Obligations of U.S. states and municipalities 2,758 65 199 8 2,957 73 Total held-to-maturity securities 10,509 170 199 8 10,708 178 Total securities with gross unrealized losses $ 52,252 $ 904 $ 8,406 $ 83 $ 60,658 $ 987 (a) Prior period amounts have been revised to conform with current period presentation. Securities with gross unrealized losses Less than 12 months 12 months or more December 31, 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 $ 29,856 $ 463 $ 506 $ 11 $ 30,362 $ 474 Residential: U.S. (a) 1,373 6 1,073 22 $ 2,446 28 Non-U.S. — — 886 7 886 7 Commercial 2,328 17 1,078 3 3,406 20 Total mortgage-backed securities 33,557 486 3,543 43 37,100 529 U.S. Treasury and government agencies 23,543 796 — — 23,543 796 Obligations of U.S. states and municipalities 7,215 181 55 3 7,270 184 Certificates of deposit — — — — — — Non-U.S. government debt securities 4,436 36 421 9 4,857 45 Corporate debt securities 797 2 829 20 1,626 22 Asset-backed securities: Collateralized loan obligations 766 2 5,263 24 6,029 26 Other 739 6 1,992 39 2,731 45 Total available-for-sale debt securities 71,053 1,509 12,103 138 83,156 1,647 Available-for-sale equity securities — — — — — — Held-to-maturity debt securities Mortgage-backed securities U.S. government agencies 3,129 37 — — 3,129 37 Commercial 5,163 114 441 15 5,604 129 Total mortgage-backed securities 8,292 151 441 15 8,733 166 Obligations of U.S. states and municipalities 4,702 125 — — 4,702 125 Total Held-to-maturity securities 12,994 276 441 15 13,435 291 Total securities with gross unrealized losses $ 84,047 $ 1,785 $ 12,544 $ 153 $ 96,591 $ 1,938 (a) Prior period amounts have been revised to conform with current period presentation.
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 June 30, Six months ended June 30, (in millions) 2017 2016 2017 2016 Realized gains $ 393 $ 80 $ 542 $ 189 Realized losses (427 ) (27 ) (572 ) (79 ) OTTI losses (a) — (32 ) (7 ) (38 ) Net securities gains/(losses) $ (34 ) $ 21 $ (37 ) $ 72 OTTI losses Credit-related losses recognized in income $ — $ — $ — $ (1 ) Securities the Firm intends to sell (a) — (32 ) (7 ) (37 ) Total OTTI losses recognized in income $ — $ (32 ) $ (7 ) $ (38 ) (a) Excludes realized losses on securities sold of $5 million for both the six months ended June 30, 2017 and 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 June 30, 2017 , of JPMorgan Chase ’s investment securities portfolio by contractual maturity. By remaining maturity June 30, 2017 (in millions) Due in one year or less Due after one year through five years Due after five years through 10 years Due after 10 years (c) Total Available-for-sale debt securities Mortgage-backed securities (a) Amortized cost 961 1,681 6,427 78,298 $ 87,367 Fair value 966 1,714 6,617 79,165 $ 88,462 Average yield (b) 1.40 % 2.33 % 3.14 % 3.30 % 3.24 % U.S. Treasury and government agencies Amortized cost 146 — 25,005 3,096 $ 28,247 Fair value 146 — 24,895 3,117 $ 28,158 Average yield (b) 0.59 % — % 1.52 % 1.50 % 1.51 % Obligations of U.S. states and municipalities Amortized cost 73 781 1,184 28,697 $ 30,735 Fair value 73 803 1,254 30,409 $ 32,539 Average yield (b) 2.61 % 3.61 % 6.56 % 6.60 % 6.51 % Certificates of deposit Amortized cost 57 — — — $ 57 Fair value 57 — — — $ 57 Average yield (b) 0.50 % — % — % — % 0.50 % Non-U.S. government debt securities Amortized cost 4,593 14,229 11,133 52 $ 30,007 Fair value 4,597 14,480 11,444 50 $ 30,571 Average yield (b) 2.64 % 1.61 % 1.04 % 0.79 % 1.55 % Corporate debt securities Amortized cost 1,402 1,105 1,441 99 $ 4,047 Fair value 1,404 1,136 1,487 105 $ 4,132 Average yield (b) 2.78 % 3.31 % 3.39 % 3.58 % 3.16 % Asset-backed securities Amortized cost — 813 20,777 9,155 $ 30,745 Fair value — 814 20,811 9,228 $ 30,853 Average yield (b) — % 1.34 % 2.54 % 2.14 % 2.39 % Total available-for-sale debt securities Amortized cost $ 7,232 $ 18,609 $ 65,967 $ 119,397 $ 211,205 Fair value $ 7,243 $ 18,947 $ 66,508 $ 122,074 $ 214,772 Average yield (b) 2.44 % 1.85 % 2.05 % 3.95 % 3.12 % Available-for-sale equity securities Amortized cost — — — 925 925 Fair value — — — 925 925 Average yield (b) — % — % — % 0.41 % 0.41 % Total available-for-sale securities Amortized cost $ 7,232 $ 18,609 $ 65,967 $ 120,322 $ 212,130 Fair value $ 7,243 $ 18,947 $ 66,508 $ 122,999 $ 215,697 Average yield (b) 2.44 % 1.85 % 2.05 % 3.93 % 3.11 % Held-to-maturity debt securities Mortgage-backed securities (a) Amortized cost — — — 33,324 $ 33,324 Fair value — — — 33,876 $ 33,876 Average yield (b) — % — % — % 3.29 % 3.29 % Obligations of U.S. states and municipalities Amortized cost — 29 1,664 12,744 $ 14,437 Fair value — 29 1,727 13,164 $ 14,920 Average yield (b) — % 6.77 % 5.12 % 5.69 % 5.63 % Total held-to-maturity securities Amortized cost $ — $ 29 $ 1,664 $ 46,068 $ 47,761 Fair value $ — $ 29 $ 1,727 $ 47,040 $ 48,796 Average yield (b) — % 6.77 % 5.12 % 3.95 % 4.00 % (a) As of June 30, 2017 , mortgage-backed securities issued by Fannie Mae exceeded 10% of JPMorgan Chase ’s total stockholders’ equity; the amortized cost and fair value of such securities was $59.9 billion and $61.1 billion , respectively. (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 7 years for agency residential MBS, 3 years for agency residential collateralized mortgage obligations and 3 years for nonagency residential collateralized mortgage obligations.

Securities Financing Activiti41

Securities Financing Activities (Tables)	6 Months Ended
	Jun. 30, 2017
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 June 30, 2017 and December 31, 2016. 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 all these 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. June 30, 2017 (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 $ 494,707 $ (276,359 ) $ 218,348 $ (209,548 ) $ 8,800 Securities borrowed 93,224 (2,570 ) 90,654 (64,626 ) 26,028 Liabilities Securities sold under repurchase agreements $ 427,884 $ (276,359 ) $ 151,525 $ (135,810 ) $ 15,715 Securities loaned and other (a) 26,608 (2,570 ) 24,038 (23,690 ) 348 December 31, 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 $ 480,735 $ (250,832 ) $ 229,903 $ (222,413 ) $ 7,490 Securities borrowed 96,409 — 96,409 (66,822 ) 29,587 Liabilities Securities sold under repurchase agreements $ 402,465 $ (250,832 ) $ 151,633 $ (133,300 ) $ 18,333 Securities loaned and other (a) 22,451 — 22,451 (22,177 ) 274 (a) Includes securities-for-securities lending transactions of $11.5 billion and $9.1 billion at June 30, 2017 and December 31, 2016 , respectively, accounted for at fair value, where the Firm is acting as lender. These amounts are presented within other liabilities in the Consolidated balance sheets. (b) Includes securities financing agreements accounted for at fair value. At June 30, 2017 and December 31, 2016 , included securities purchased under resale agreements of $18.0 billion and $21.5 billion , respectively and securities sold under agreements to repurchase of $721 million and $687 million , respectively. There were $1.6 billion of securities borrowed at June 30, 2017 and there were no securities borrowed at December 31, 2016 . 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 June 30, 2017 and December 31, 2016 , included $6.3 billion and $4.8 billion , respectively, of securities purchased under resale agreements; $22.9 billion and $27.1 billion , respectively, of securities borrowed; $12.1 billion and $15.9 billion , respectively, of securities sold under agreements to repurchase; and $200 million and $90 million , respectively, of securities loaned and other.
Schedule of types of assets pledged in secured financing transactions	The tables below present as of June 30, 2017 , and December 31, 2016 the types of financial assets pledged in securities financing agreements and the remaining contractual maturity of the securities financing agreements. Gross liability balance June 30, 2017 December 31, 2016 (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 $ 9,745 $ — $ 10,546 $ — U.S. Treasury and government agencies 202,102 942 199,030 — Obligations of U.S. states and municipalities 1,355 — 2,491 — Non-U.S. government debt 180,773 3,607 149,008 1,279 Corporate debt securities 14,677 53 18,140 108 Asset-backed securities 4,137 103 7,721 — Equity securities 15,095 21,903 15,529 21,064 Total $ 427,884 $ 26,608 $ 402,465 $ 22,451 Remaining contractual maturity of the agreements Overnight and continuous Greater than 90 days June 30, 2017 (in millions) Up to 30 days 30 – 90 days Total Total securities sold under repurchase agreements $ 154,721 $ 178,772 $ 53,376 $ 41,015 $ 427,884 Total securities loaned and other (a) 20,989 1,192 1,687 2,740 26,608 Remaining contractual maturity of the agreements Overnight and continuous Greater than 90 days December 31, 2016 (in millions) Up to 30 days 30 – 90 days Total Total securities sold under repurchase agreements $ 140,318 $ 157,860 $ 55,621 $ 48,666 $ 402,465 Total securities loaned and other (a) 13,586 1,371 2,877 4,617 22,451 (a) Includes securities-for-securities lending transactions of $11.5 billion and $9.1 billion at June 30, 2017 and December 31, 2016 , 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)	6 Months Ended
	Jun. 30, 2017
Receivables [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) • Consumer & Business Banking (d)(e) • Student 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 AWM and prime mortgage loans held in Corporate. (b) Includes senior and junior lien home equity loans. (c) Predominantly 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. (f) Includes loans held in CIB, CB, AWM and Corporate. Excludes prime mortgage and home equity loans held in AWM and prime mortgage loans held in Corporate. Classes are internally defined and may not align with regulatory definitions. (g) Includes loans to: individuals; SPEs; and private education and civic organizations. For more information on SPEs, see Note 16 of JPMorgan Chase ’s 2016 Annual Report .
Schedule of loans by portfolio segment	The following tables summarize the Firm’s loan balances by portfolio segment. June 30, 2017 Consumer, excluding credit card Credit card (a) Wholesale Total (in millions) Retained $ 365,115 $ 140,035 $ 394,426 $ 899,576 (b) Held-for-sale 256 106 6,850 7,212 At fair value — — 1,979 1,979 Total $ 365,371 $ 140,141 $ 403,255 $ 908,767 December 31, 2016 Consumer, excluding credit card Credit card (a) Wholesale Total (in millions) Retained $ 364,406 $ 141,711 $ 383,790 $ 889,907 (b) Held-for-sale 238 105 2,285 2,628 At fair value — — 2,230 2,230 Total $ 364,644 $ 141,816 $ 388,305 $ 894,765 (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 loans 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 June 30, 2017 , and December 31, 2016 . The table below provides information about retained consumer loans, excluding credit card, by class. In the first quarter of 2017, the Firm transferred the student loan portfolio to held-for-sale. For additional information see Note 23. (in millions) June 30, December 31, Residential real estate – excluding PCI Home equity $ 36,000 $ 39,063 Residential mortgage (a) 205,380 192,486 Other consumer loans Auto 65,627 65,814 Consumer & Business Banking (a) 25,044 24,307 Student (a) — 7,057 Residential real estate – PCI Home equity 11,838 12,902 Prime mortgage 7,023 7,602 Subprime mortgage 2,771 2,941 Option ARMs 11,432 12,234 Total retained loans $ 365,115 $ 364,406 (a) Certain loan portfolios have been reclassified. The prior period amounts have been revised to conform with the current period presentation.
Schedule of retained loans purchased, sold and reclassified to held-for-sale	The following table provides information about the carrying value of retained loans purchased, sold and reclassified to held-for-sale during the periods indicated. This table excludes 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. 2017 2016 Three months ended June 30, (in millions) Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Purchases $ 626 (a)(b) $ — $ 594 $ 1,220 $ 824 (a)(b) $ — $ 405 $ 1,229 Sales 763 — 2,377 3,140 905 — 2,082 2,987 Retained loans reclassified to held-for-sale 31 — 307 338 18 — 127 145 2017 2016 Six months ended June 30, (in millions) Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Purchases $ 1,566 (a)(b) $ — $ 878 $ 2,444 $ 2,089 (a)(b) $ — $ 693 $ 2,782 Sales 1,353 — 4,824 6,177 1,665 — 3,746 5,411 Retained loans reclassified to held-for-sale 6,340 (c) — 768 7,108 83 — 616 699 (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 $5.9 billion and $8.4 billion for the three months ended June 30, 2017 and 2016 , respectively, and $11.3 billion and $17.1 billion for the six months ended June 30, 2017 and 2016 , respectively. (c) Includes the Firm’s student loan portfolio, which was transferred to held-for-sale in the first quarter of 2017. For additional information see Note 23.
Schedule of gains/(losses) on loan sales by portfolio segment	The following table provides information about gains and losses on loan sales, including lower of cost or fair value adjustments, by portfolio segment. Three months ended Six months ended June 30, (in millions) 2017 2016 2017 2016 Net gains/(losses) on sales of loans (including lower of cost or fair value adjustments) (a) Consumer, excluding credit card (b) $ 12 $ 64 $ (214 ) $ 117 Credit card (3 ) (4 ) (2 ) (4 ) Wholesale 17 — 22 (2 ) Total net gains on sales of loans (including lower of cost or fair value adjustments) $ 26 $ 60 $ (194 ) $ 111 (a) Excludes sales related to loans accounted for at fair value. (b) Includes the Firm’s student loan portfolio, which was transferred to held-for-sale in the first quarter of 2017. For additional information see Note 23.
Schedule of financing receivable credit quality indicators	The table below provides information for other consumer retained loan classes, including auto and business banking loans. This table excludes student loans as a result of the transfer of the student loan portfolio to held-for-sale in the first quarter of 2017 and its subsequent sale in the second quarter of 2017. (in millions, except ratios) Auto Consumer & Business Banking (c) Jun 30, 2017 Dec 31, 2016 Jun 30, 2017 Dec 31, 2016 Loan delinquency Current $ 65,050 $ 65,029 $ 24,746 $ 23,920 30–119 days past due 568 773 150 247 120 or more days past due 9 12 148 140 Total retained loans $ 65,627 $ 65,814 $ 25,044 $ 24,307 % of 30+ days past due to total retained loans 0.88 % 1.19 % 1.19 % 1.59 % Nonaccrual loans (a) 158 214 301 287 Geographic region California $ 8,347 $ 7,975 $ 4,731 $ 4,426 Texas 6,807 7,041 2,929 2,954 New York 3,974 4,078 4,066 3,979 Illinois 4,052 3,984 1,867 1,758 Florida 3,369 3,374 1,263 1,195 Ohio 2,126 2,194 1,412 1,402 Arizona 2,132 2,209 1,305 1,307 Michigan 1,552 1,567 1,350 1,343 New Jersey 2,044 2,031 658 623 Louisiana 1,712 1,814 951 979 All other 29,512 29,547 4,512 4,341 Total retained loans $ 65,627 $ 65,814 $ 25,044 $ 24,307 Loans by risk ratings (b) Noncriticized $ 14,863 $ 13,899 $ 17,465 $ 16,858 Criticized performing 119 201 750 816 Criticized nonaccrual 56 94 227 217 (a) There were no loans that were 90 or more days past due and still accruing interest at June 30, 2017 , and December 31, 2016. (b) 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. (c) Certain loan portfolios have been reclassified. The prior period amounts have been revised to conform with the current period presentation. 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 Residential mortgage (g) Total residential real estate – excluding PCI Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Loan delinquency (a) Current $ 35,061 $ 37,941 $ 198,261 $ 184,133 $ 233,322 $ 222,074 30–149 days past due 535 646 3,284 3,828 3,819 4,474 150 or more days past due 404 476 3,835 4,525 4,239 5,001 Total retained loans $ 36,000 $ 39,063 $ 205,380 $ 192,486 $ 241,380 $ 231,549 % of 30+ days past due to total retained loans (b) 2.61 % 2.87 % 0.63 % 0.75 % 0.92 % 1.11 % 90 or more days past due and government guaranteed (c) $ — $ — $ 3,959 $ 4,858 $ 3,959 $ 4,858 Nonaccrual loans 1,645 1,845 2,089 2,256 3,734 4,101 Current estimated LTV ratios (d)(e) Greater than 125% and refreshed FICO scores: Equal to or greater than 660 $ 18 $ 70 $ 25 $ 30 $ 43 $ 100 Less than 660 7 15 39 48 46 63 101% to 125% and refreshed FICO scores: Equal to or greater than 660 370 668 58 135 428 803 Less than 660 120 221 128 177 248 398 80% to 100% and refreshed FICO scores: Equal to or greater than 660 2,138 2,961 3,330 4,026 5,468 6,987 Less than 660 692 945 555 718 1,247 1,663 Less than 80% and refreshed FICO scores: Equal to or greater than 660 26,400 27,317 184,119 169,579 210,519 196,896 Less than 660 4,135 4,380 6,993 6,759 11,128 11,139 No FICO/LTV available 2,120 2,486 1,548 1,650 3,668 4,136 U.S. government-guaranteed — — 8,585 9,364 8,585 9,364 Total retained loans $ 36,000 $ 39,063 $ 205,380 $ 192,486 $ 241,380 $ 231,549 Geographic region California $ 7,053 $ 7,644 $ 64,827 $ 59,802 $ 71,880 $ 67,446 New York 7,377 7,978 26,479 24,916 33,856 32,894 Illinois 2,705 2,947 13,884 13,126 16,589 16,073 Texas 2,124 2,225 11,693 10,772 13,817 12,997 Florida 1,973 2,133 9,176 8,395 11,149 10,528 New Jersey 2,091 2,253 6,735 6,374 8,826 8,627 Colorado 630 677 6,865 6,306 7,495 6,983 Washington 1,122 1,229 6,177 5,451 7,299 6,680 Massachusetts 332 371 6,060 5,834 6,392 6,205 Arizona 1,598 1,772 3,899 3,595 5,497 5,367 All other (f) 8,995 9,834 49,585 47,915 58,580 57,749 Total retained loans $ 36,000 $ 39,063 $ 205,380 $ 192,486 $ 241,380 $ 231,549 (a) Individual delinquency classifications include mortgage loans insured by U.S. government agencies as follows: current included $2.8 billion and $2.5 billion ; 30 – 149 days past due included $2.6 billion and $3.1 billion ; and 150 or more days past due included $3.2 billion and $3.8 billion at June 30, 2017 , and December 31, 2016 , respectively. (b) At June 30, 2017 , and December 31, 2016 , residential mortgage loans excluded mortgage loans insured by U.S. government agencies of $5.8 billion and $6.9 billion , respectively, that are 30 or more days past due. These amounts have been excluded based upon the government guarantee. (c) These balances, which are 90 days or more past due, were excluded from nonaccrual loans as the loans are guaranteed by U.S government agencies. Typically the principal balance of the loans is insured and interest is guaranteed at a specified reimbursement rate subject to meeting agreed-upon servicing guidelines. At June 30, 2017 , and December 31, 2016 , these balances included $1.9 billion and $2.2 billion , respectively, of loans that are no longer accruing interest based on the agreed-upon servicing guidelines. For the remaining balance, interest is being accrued at the guaranteed reimbursement rate. There were no loans that were not guaranteed by U.S. government agencies that are 90 or more days past due and still accruing interest at June 30, 2017 , and December 31, 2016 . (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 June 30, 2017 , and December 31, 2016 , included mortgage loans insured by U.S. government agencies of $8.6 billion and $9.4 billion , respectively. (g) Certain loan portfolios have been reclassified. The prior period amounts have been revised to conform with the current period presentation. 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 Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Carrying value (a) $ 11,838 $ 12,902 $ 7,023 $ 7,602 $ 2,771 $ 2,941 $ 11,432 $ 12,234 $ 33,064 $ 35,679 Related allowance for loan losses (b) 1,133 1,433 903 829 150 — 79 49 2,265 2,311 Loan delinquency (based on unpaid principal balance) Current $ 11,396 $ 12,423 $ 6,367 $ 6,840 $ 2,914 $ 3,005 $ 10,443 $ 11,074 $ 31,120 $ 33,342 30–149 days past due 268 291 296 336 292 361 466 555 1,322 1,543 150 or more days past due 434 478 384 451 188 240 774 917 1,780 2,086 Total loans $ 12,098 $ 13,192 $ 7,047 $ 7,627 $ 3,394 $ 3,606 $ 11,683 $ 12,546 $ 34,222 $ 36,971 % of 30+ days past due to total loans 5.80 % 5.83 % 9.65 % 10.32 % 14.14 % 16.67 % 10.61 % 11.73 % 9.06 % 9.82 % Current estimated LTV ratios (based on unpaid principal balance) (c)(d) Greater than 125% and refreshed FICO scores: Equal to or greater than 660 $ 44 $ 69 $ 6 $ 6 $ 5 $ 7 $ 6 $ 12 $ 61 $ 94 Less than 660 23 39 16 17 25 31 13 18 77 105 101% to 125% and refreshed FICO scores: Equal to or greater than 660 365 555 27 52 26 39 61 83 479 729 Less than 660 175 256 56 84 94 135 91 144 416 619 80% to 100% and refreshed FICO scores: Equal to or greater than 660 1,480 1,860 292 442 146 214 376 558 2,294 3,074 Less than 660 678 804 289 381 356 439 463 609 1,786 2,233 Lower than 80% and refreshed FICO scores: Equal to or greater than 660 6,461 6,676 3,781 3,967 936 919 6,438 6,754 17,616 18,316 Less than 660 2,159 2,183 2,209 2,287 1,641 1,645 3,691 3,783 9,700 9,898 No FICO/LTV available 713 750 371 391 165 177 544 585 1,793 1,903 Total unpaid principal balance $ 12,098 $ 13,192 $ 7,047 $ 7,627 $ 3,394 $ 3,606 $ 11,683 $ 12,546 $ 34,222 $ 36,971 Geographic region (based on unpaid principal balance) California $ 7,218 $ 7,899 $ 4,034 $ 4,396 $ 846 $ 899 $ 6,626 $ 7,128 $ 18,724 $ 20,322 Florida 1,224 1,306 465 501 313 332 971 1,026 2,973 3,165 New York 653 697 487 515 347 363 660 711 2,147 2,286 Washington 603 673 151 167 64 68 263 290 1,081 1,198 New Jersey 259 280 196 210 119 125 373 401 947 1,016 Illinois 294 314 215 226 169 178 269 282 947 1,000 Massachusetts 88 94 159 173 104 110 321 346 672 723 Maryland 60 64 138 144 138 145 248 267 584 620 Arizona 219 241 113 124 63 68 167 181 562 614 Virginia 71 77 132 142 53 56 296 314 552 589 All other 1,409 1,547 957 1,029 1,178 1,262 1,489 1,600 5,033 5,438 Total unpaid principal balance $ 12,098 $ 13,192 $ 7,047 $ 7,627 $ 3,394 $ 3,606 $ 11,683 $ 12,546 $ 34,222 $ 36,971 (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 following table represents the Firm’s delinquency statistics for junior lien home equity loans and lines as of June 30, 2017 , and December 31, 2016 . Total loans Total 30+ day delinquency rate (in millions, except ratios) Jun 30, Dec 31, Jun 30, Dec 31, HELOCs: (a) Within the revolving period (b) $ 7,951 $ 10,304 0.79 % 1.27 % Beyond the revolving period 13,572 13,272 2.76 3.05 HELOANs 1,599 1,861 2.69 2.85 Total $ 23,122 $ 25,437 2.08 % 2.32 % (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. The following table sets forth delinquency statistics for PCI junior lien home equity loans and lines of credit based on the unpaid principal balance as of June 30, 2017 , and December 31, 2016 . Total loans Total 30+ day delinquency rate (in millions, except ratios) Jun 30, Dec 31, Jun 30, Dec 31, HELOCs: (a) Within the revolving period (b) $ 787 $ 2,126 3.94 % 3.67 % Beyond the revolving period (c) 7,957 7,452 3.97 4.03 HELOANs 409 465 4.65 5.38 Total $ 9,153 $ 10,043 4.00 % 4.01 % (a) In general, these HELOCs are revolving loans for a 10 -year period, after which time the HELOC converts to an interest-only loan with a balloon payment at the end of the loan’s term. (b) Substantially all undrawn HELOCs within the revolving period have been closed. (c) Includes loans modified into fixed rate amortizing loans. The table below sets forth information about the Firm’s credit card loans. (in millions, except ratios) June 30, December 31, Loan delinquency Current and less than 30 days past due and still accruing $ 137,811 $ 139,434 30–89 days past due and still accruing 1,099 1,134 90 or more days past due and still accruing 1,125 1,143 Total retained credit card loans $ 140,035 $ 141,711 Loan delinquency ratios % of 30+ days past due to total retained loans 1.59 % 1.61 % % of 90+ days past due to total retained loans 0.80 0.81 Credit card loans by geographic region California $ 20,592 $ 20,571 Texas 13,256 13,220 New York 12,236 12,249 Florida 8,481 8,585 Illinois 8,080 8,189 New Jersey 6,134 6,271 Ohio 4,745 4,906 Pennsylvania 4,624 4,787 Colorado 3,752 3,699 Michigan 3,621 3,741 All other 54,514 55,493 Total retained credit card loans $ 140,035 $ 141,711 Percentage of portfolio based on carrying value with estimated refreshed FICO scores Equal to or greater than 660 84.2 % 84.4 % Less than 660 14.4 14.2 No FICO available 1.4 1.4 The table below provides information by class of receivable for the retained loans in the Wholesale portfolio segment. Effective in the first quarter of 2017, the Firm revised its methodology for the assignment of industry classifications, to better monitor and manage concentrations. This largely resulted in the re-assignment of holding companies from Other to the industry of risk category based on the primary business activity of the holding company’s underlying companies or enterprises. In the tables below, the prior period amounts have been revised to conform with the current period presentation. Commercial and industrial Real estate Financial Government agencies Other (d) Total (in millions, except ratios) Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Loans by risk ratings Investment-grade $ 68,142 $ 65,687 $ 93,465 $ 88,649 $ 23,705 $ 24,294 $ 15,601 $ 15,935 $ 101,773 $ 95,358 $ 302,686 $ 289,923 Noninvestment-grade: Noncriticized 46,729 47,531 15,461 16,155 11,630 11,075 393 439 9,383 9,360 83,596 84,560 Criticized performing 5,270 6,186 826 798 320 200 — 6 94 163 6,510 7,353 Criticized nonaccrual 1,176 1,491 152 200 30 9 — — 276 254 1,634 1,954 Total noninvestment- grade 53,175 55,208 16,439 17,153 11,980 11,284 393 445 9,753 9,777 91,740 93,867 Total retained loans $ 121,317 $ 120,895 $ 109,904 $ 105,802 $ 35,685 $ 35,578 $ 15,994 $ 16,380 $ 111,526 $ 105,135 $ 394,426 $ 383,790 % of total criticized exposure to total retained loans 5.31 % 6.35 % 0.89 % 0.94 % 0.98 % 0.59 % — % 0.04 % 0.33 % 0.40 % 2.06 % 2.43 % % of criticized nonaccrual to total retained loans 0.97 1.23 0.14 0.19 0.08 0.03 — — 0.25 0.24 0.41 0.51 Loans by geographic distribution (a) Total non-U.S. $ 29,631 $ 30,563 $ 2,936 $ 3,302 $ 15,165 $ 15,147 $ 3,634 $ 3,726 $ 41,987 $ 38,776 $ 93,353 $ 91,514 Total U.S. 91,686 90,332 106,968 102,500 20,520 20,431 12,360 12,654 69,539 66,359 301,073 292,276 Total retained loans $ 121,317 $ 120,895 $ 109,904 $ 105,802 $ 35,685 $ 35,578 $ 15,994 $ 16,380 $ 111,526 $ 105,135 $ 394,426 $ 383,790 Loan delinquency (b) Current and less than 30 days past due and still accruing $ 119,863 $ 119,050 $ 109,612 $ 105,396 $ 35,565 $ 35,523 $ 15,988 $ 16,269 $ 110,313 $ 104,280 $ 391,341 $ 380,518 30–89 days past due and still accruing 192 268 130 204 74 25 1 107 932 582 1,329 1,186 90 or more days past due and still accruing (c) 86 86 10 2 16 21 5 4 5 19 122 132 Criticized nonaccrual 1,176 1,491 152 200 30 9 — — 276 254 1,634 1,954 Total retained loans $ 121,317 $ 120,895 $ 109,904 $ 105,802 $ 35,685 $ 35,578 $ 15,994 $ 16,380 $ 111,526 $ 105,135 $ 394,426 $ 383,790 (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 2016 Annual Report . (c) Represents loans that are considered well-collateralized and therefore still accruing interest. (d) Includes loans to: individuals; SPEs; and private education and civic organizations. For more information on SPEs, see Note 16 of JPMorgan Chase ’s 2016 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 2016 Annual Report . (in millions, except ratios) Multifamily Other commercial Total real estate loans Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Real estate retained loans $ 75,542 $ 72,143 $ 34,362 $ 33,659 $ 109,904 $ 105,802 Criticized exposure 457 539 521 459 978 998 % of total criticized exposure to total real estate retained loans 0.60 % 0.75 % 1.52 % 1.36 % 0.89 % 0.94 % Criticized nonaccrual $ 45 $ 57 $ 107 $ 143 $ 152 $ 200 % of criticized nonaccrual loans to total real estate retained loans 0.06 % 0.08 % 0.31 % 0.42 % 0.14 % 0.19 %
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 2016 Annual Report . Home equity Residential mortgage Total residential real estate – excluding PCI Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Impaired loans With an allowance $ 1,241 $ 1,266 $ 4,529 $ 4,689 $ 5,770 $ 5,955 Without an allowance (a) 921 998 1,275 1,343 2,196 2,341 Total impaired loans (b)(c) $ 2,162 $ 2,264 $ 5,804 $ 6,032 $ 7,966 $ 8,296 Allowance for loan losses related to impaired loans $ 126 $ 121 $ 67 $ 68 $ 193 $ 189 Unpaid principal balance of impaired loans (d) 3,805 3,847 7,996 8,285 11,801 12,132 Impaired loans on nonaccrual status (e) 1,056 1,116 1,684 1,755 2,740 2,871 (a) Represents collateral-dependent residential real estate loans that are charged off to the fair value of the underlying collateral less cost to sell. The Firm reports, in accordance with regulatory guidance, residential real estate loans that have been discharged under Chapter 7 bankruptcy and not reaffirmed by the borrower (“Chapter 7 loans”) as collateral-dependent nonaccrual TDRs, regardless of their delinquency status. At June 30, 2017 , Chapter 7 residential real estate loans included approximately 11% of home equity and 13% of residential mortgages that were 30 days or more past due. (b) At June 30, 2017 , and December 31, 2016 , $3.9 billion and $3.4 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 June 30, 2017 , and December 31, 2016 . 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) At both June 30, 2017 and December 31, 2016 , nonaccrual loans included $2.3 billion 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 2016 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) June 30, December 31, Impaired loans With an allowance $ 345 $ 614 Without an allowance (a) 29 30 Total impaired loans (b)(c) $ 374 $ 644 Allowance for loan losses related to impaired loans $ 103 $ 119 Unpaid principal balance of impaired loans (d) 462 753 Impaired loans on nonaccrual status 331 508 (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 $381 million and $622 million for the three months ended June 30, 2017 and 2016 , respectively, and $501 million and $596 million for the six months ended June 30, 2017 and 2016 , respectively. The related interest income on impaired loans, including those on a cash basis, was not material for the three and six months ended June 30, 2017 and 2016 . (d) Represents the contractual amount of principal owed at June 30, 2017 , and December 31, 2016 . 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) June 30, December 31, Impaired credit card loans with an allowance (a)(b) Credit card loans with modified payment terms (c) $ 1,078 $ 1,098 Modified credit card loans that have reverted to pre-modification payment terms (d) 126 142 Total impaired credit card loans (e) $ 1,204 $ 1,240 Allowance for loan losses related to impaired credit card loans $ 370 $ 358 (a) The carrying value and the unpaid principal balance are the same for credit card impaired loans. (b) There were no impaired loans without an allowance. (c) Represents credit card loans outstanding to borrowers enrolled in a credit card modification program as of the date presented. (d) Represents credit card loans that were modified in TDRs but that have subsequently reverted back to the loans’ pre-modification payment terms. At June 30, 2017 , and December 31, 2016 , $85 million and $94 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 $41 million and $48 million at June 30, 2017 , and December 31, 2016 , 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 Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Impaired loans With an allowance $ 942 $ 1,127 $ 84 $ 124 $ 5 $ 9 $ — $ — $ 211 $ 180 $ 1,242 $ 1,440 Without an allowance (a) 369 414 75 87 9 — — — 65 76 518 577 Total impaired loans $ 1,311 $ 1,541 $ 159 $ 211 $ 14 $ 9 $ — $ — $ 276 $ 256 $ 1,760 (c) $ 2,017 (c) Allowance for loan losses related to impaired loans $ 259 $ 260 $ 9 $ 18 $ 14 $ 3 $ — $ — $ 63 $ 61 $ 345 $ 342 Unpaid principal balance of impaired loans (b) 1,566 1,754 237 295 14 12 — — 214 284 2,031 2,345 (a) When the discounted cash flows, collateral value or market price equals or exceeds the recorded investment in the loan, the loan does not require an allowance. This typically occurs when the impaired loans have been partially charged-off and/or there have been interest payments received and applied to the loan balance. (b) Represents the contractual amount of principal owed at June 30, 2017 , and December 31, 2016 . 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 June 30, (in millions) Average impaired loans Interest income on impaired loans (a) Interest income on impaired (a) 2017 2016 2017 2016 2017 2016 Home equity $ 2,241 $ 2,340 $ 30 $ 32 $ 18 $ 20 Residential mortgage 5,865 6,453 68 77 14 20 Total residential real estate – excluding PCI $ 8,106 $ 8,793 $ 98 $ 109 $ 32 $ 40 Six months ended June 30, (in millions) Average impaired loans Interest income on impaired loans (a) Interest income on impaired loans on a cash basis (a) 2017 2016 2017 2016 2017 2016 Home equity $ 2,245 $ 2,350 $ 61 $ 63 $ 38 $ 41 Residential mortgage 5,921 6,534 141 155 33 39 Total residential real estate – excluding PCI $ 8,166 $ 8,884 $ 202 $ 218 $ 71 $ 80 (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, unless the loan is deemed to be collateral-dependent. The following table presents average balances of impaired credit card loans and interest income recognized on those loans. Three months ended June 30, Six months ended June 30, (in millions) 2017 2016 2017 2016 Average impaired credit card loans $ 1,212 $ 1,345 $ 1,220 $ 1,390 Interest income on impaired credit card loans 15 16 29 33 The following table presents the Firm’s average impaired loans for the periods indicated. Three months ended June 30, Six months ended June 30, (in millions) 2017 2016 2017 2016 Commercial and industrial $ 868 $ 1,704 $ 982 $ 1,413 Real estate 149 235 161 234 Financial institutions 4 11 4 11 Government agencies — — — — Other 209 194 205 189 Total (a) $ 1,230 $ 2,144 $ 1,352 $ 1,847 (a) The related interest income on accruing impaired loans and interest income recognized on a cash basis were not material for the three and six months ended June 30, 2017 and 2016 .
Troubled debt restructuring on financing receivables	The following table presents new TDRs reported by the Firm. Three months ended June 30, Six months ended June 30, (in millions) 2017 2016 2017 2016 Home equity $ 69 $ 70 $ 150 $ 196 Residential mortgage 96 59 168 122 Total residential real estate – excluding PCI $ 165 $ 129 $ 318 $ 318 The following table provides information about the Firm’s other consumer loans modified in TDRs. New TDRs were not material for the three and six months ended June 30, 2017 and 2016 . (in millions) June 30, December 31, Loans modified in TDRs (a)(b) $ 119 $ 362 TDRs on nonaccrual status 76 226 (a) The impact of these modifications were not material to the Firm for the three and six months ended June 30, 2017 and 2016 . (b) Additional commitments to lend to borrowers whose loans have been modified in TDRs as of June 30, 2017 , and December 31, 2016 , 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 Firm’s loss mitigation programs described above during the periods presented. These tables exclude Chapter 7 loans where the sole concession granted is the discharge of debt . Three months ended June 30, Total residential real estate – excluding PCI Home equity Residential mortgage 2017 2016 2017 2016 2017 2016 Number of loans approved for a trial modification 565 688 390 555 955 1,243 Number of loans permanently modified 1,583 949 659 979 2,242 1,928 Concession granted: (a) Interest rate reduction 59 % 80 % 69 % 71 % 62 % 75 % Term or payment extension 78 84 82 90 79 87 Principal and/or interest deferred 9 20 20 16 13 18 Principal forgiveness 9 11 18 29 12 20 Other (b) 15 1 23 23 18 12 Six months ended June 30, Total residential Home equity Residential mortgage 2017 2016 2017 2016 2017 2016 Number of loans approved for a trial modification 1,308 1,737 846 1,135 2,154 2,872 Number of loans permanently modified 2,800 2,641 1,442 1,711 4,242 4,352 Concession granted: (a) Interest rate reduction 71 % 71 % 76 % 72 % 72 % 71 % Term or payment extension 84 88 86 90 84 89 Principal and/or interest deferred 13 18 14 19 14 18 Principal forgiveness 9 10 19 27 12 17 Other (b) 13 1 27 21 18 9 (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) Predominantly 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 loss mitigation programs described above and about redefaults of certain loans modified in TDRs for the periods presented. Because the specific types and amounts of concessions offered to borrowers frequently change between the trial modification and the permanent modification, the following tables present only the financial effects of permanent modifications. These tables also exclude Chapter 7 loans where the sole concession granted is the discharge of debt. Three months ended June 30, (in millions, except weighted-average data and number of loans) Home equity Residential mortgage Total residential real estate – excluding PCI 2017 2016 2017 2016 2017 2016 Weighted-average interest rate of loans with interest rate reductions – before TDR 5.04 % 5.28 % 5.13 % 5.67 % 5.09 % 5.54 % Weighted-average interest rate of loans with interest rate reductions – after TDR 2.39 2.52 3.12 2.98 2.79 2.83 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR 26 17 23 25 25 22 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR 38 38 37 38 38 38 Charge-offs recognized upon permanent modification $ — $ $ $ 1 $ $ 1 Principal deferred 2 4 4 9 6 13 Principal forgiven 3 1 6 13 9 14 Balance of loans that redefaulted within one year of permanent modification (a) $ 12 $ 11 $ 30 $ 26 $ 42 $ 37 Six months ended June 30, Home equity Residential mortgage Total residential real estate – excluding PCI 2017 2016 2017 2016 2017 2016 Weighted-average interest rate of loans with interest rate reductions – before TDR 4.82 % 5.13 % 5.25 % 5.60 % 5.06 % 5.40 % Weighted-average interest rate of loans with interest rate reductions – after TDR 2.42 2.46 3.00 2.92 2.74 2.73 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR 23 18 24 25 24 22 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR 39 38 38 38 38 38 Charge-offs recognized upon permanent modification $ 1 $ 1 $ 1 $ 2 $ 2 $ 3 Principal deferred 7 12 7 19 14 31 Principal forgiven 5 4 11 25 16 29 Balance of loans that redefaulted within one year of permanent modification (a) $ 21 $ 20 $ 58 $ 48 $ 79 $ 68 (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 June 30, Six months ended June 30, 2017 2016 2017 2016 Weighted-average interest rate of loans – before TDR 16.55 % 15.61 % 16.35 % 15.54 % Weighted-average interest rate of loans – after TDR 4.80 4.85 4.78 4.82 Loans that redefaulted within one year of modification (a) $ 24 $ 18 $ 45 $ 37 (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 six months ended June 30, 2017 and 2016 , and represents the Firm’s estimate of gross interest income expected to be earned over the remaining life of the PCI loan portfolios. The table excludes the cost to fund the PCI portfolios, and therefore the accretable yield does not represent net interest income expected to be earned on these portfolios. Total PCI (in millions, except ratios) Three months ended June 30, Six months ended June 30, 2017 2016 2017 2016 Beginning balance $ 13,122 $ 12,674 $ 11,768 $ 13,491 Accretion into interest income (357 ) (395 ) (716 ) (802 ) Changes in interest rates on variable-rate loans 51 25 167 101 Other changes in expected cash flows (a) (177 ) (3 ) 1,420 (489 ) Balance at June 30 $ 12,639 $ 12,301 $ 12,639 $ 12,301 Accretable yield percentage 4.55 % 4.37 % 4.45 % 4.36 % (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.

Allowance for Credit Losses (Ta

Allowance for Credit Losses (Tables)	6 Months Ended
	Jun. 30, 2017
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. 2017 2016 Six months ended June 30, 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, $ 5,198 $ 4,034 $ 4,544 $ 13,776 5,806 $ 3,434 $ 4,315 $ 13,555 Gross charge-offs 1,105 2,223 99 3,427 688 1,874 228 2,790 Gross recoveries (307 ) (193 ) (69 ) (569 ) (301 ) (184 ) (14 ) (499 ) Net charge-offs/(recoveries) 798 2,030 30 2,858 387 1,690 214 2,291 Write-offs of PCI loans (a) 46 — — 46 88 — — 88 Provision for loan losses 448 2,380 (337 ) 2,491 316 1,940 796 3,052 Other (2 ) — 2 — (1 ) — — (1 ) Ending balance at June 30, $ 4,800 $ 4,384 $ 4,179 $ 13,363 $ 5,646 $ 3,684 $ 4,897 $ 14,227 Allowance for loan losses by impairment methodology Asset-specific (b) $ 296 $ 370 (c) $ 345 $ 1,011 $ 365 $ 361 (c) $ 525 $ 1,251 Formula-based 2,239 4,014 3,834 10,087 2,627 3,323 4,372 10,322 PCI 2,265 — — 2,265 2,654 — — 2,654 Total allowance for loan losses $ 4,800 $ 4,384 $ 4,179 $ 13,363 $ 5,646 $ 3,684 $ 4,897 $ 14,227 Loans by impairment methodology Asset-specific $ 8,340 $ 1,204 $ 1,760 $ 11,304 $ 9,370 $ 1,307 $ 2,149 $ 12,826 Formula-based 323,711 138,831 392,663 855,205 313,320 130,200 372,021 815,541 PCI 33,064 — 3 33,067 38,360 — 4 38,364 Total retained loans $ 365,115 $ 140,035 $ 394,426 $ 899,576 $ 361,050 $ 131,507 $ 374,174 $ 866,731 Impaired collateral-dependent loans Net charge-offs $ 36 $ — $ 16 $ 52 $ 43 $ — $ 5 $ 48 Loans measured at fair value of collateral less cost to sell 2,234 — 296 2,530 2,431 — 295 2,726 Allowance for lending-related commitments Beginning balance at January 1, $ 26 $ — $ 1,052 $ 1,078 $ 14 $ — $ 772 $ 786 Provision for lending-related commitments 6 — 33 39 — — 174 174 Other — — — — — — — — Ending balance at June 30, $ 32 $ — $ 1,085 $ 1,117 $ 14 $ — $ 946 $ 960 Allowance for lending-related commitments by impairment methodology Asset-specific $ — $ — $ 211 $ 211 $ — $ — $ 143 $ 143 Formula-based 32 — 874 906 14 — 803 817 Total allowance for lending-related commitments $ 32 $ — $ 1,085 $ 1,117 $ 14 $ — $ 946 $ 960 Lending-related commitments by impairment methodology Asset-specific $ — $ — $ 750 $ 750 $ — $ — $ 460 $ 460 Formula-based 58,162 576,264 365,748 1,000,174 59,224 539,105 356,685 955,014 Total lending-related commitments $ 58,162 $ 576,264 $ 366,498 $ 1,000,924 $ 59,224 $ 539,105 $ 357,145 $ 955,474 Note: In the first quarter of 2017, the Firm transferred the student loan portfolio to held-for-sale. For additional information see Note 23. (a) Write-offs of PCI loans are recorded against the allowance for loan losses when actual losses for a pool exceed estimated losses that were recorded as purchase accounting adjustments at the time of acquisition. A write-off of a PCI loan is recognized when the underlying loan is removed from a pool (e.g., upon liquidation). (b) Includes risk-rated loans that have been placed on nonaccrual status and loans that have been modified in a TDR. (c) The asset-specific credit card allowance for loan losses is related to loans that have been modified in a TDR; such allowance is calculated based on the loans’ original contractual interest rates and does not consider any incremental penalty rates.

Variable Interest Entities (Tab

Variable Interest Entities (Tables)	6 Months Ended
	Jun. 30, 2017
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 139 Mortgage securitization trusts Servicing and securitization of both originated and purchased residential mortgages 139–141 CIB Mortgage and other securitization trusts Securitization of both originated and purchased residential and commercial mortgages, and student loans 139–141 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 141
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 143 of this Note for further information regarding the Firm’s cash flows with and interests retained in nonconsolidated VIEs, and page 143 of this Note for information on the Firm’s loan sales to U.S. government agencies. Principal amount outstanding JPMorgan Chase interest in securitized assets in nonconsolidated VIEs (c)(d)(e) June 30, 2017 (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 $ 71,894 $ 3,927 $ 54,473 $ 209 $ 1,121 $ 1,330 Subprime 20,241 — 18,758 99 — 99 Commercial and other (b) 93,625 95 65,915 605 1,553 2,158 Total $ 185,760 $ 4,022 $ 139,146 $ 913 $ 2,674 $ 3,587 Principal amount outstanding JPMorgan Chase interest in securitized assets in nonconsolidated VIEs (c)(d)(e) December 31, 2016 (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 $ 76,789 $ 4,209 $ 57,543 $ 226 $ 1,334 $ 1,560 Subprime 21,542 — 19,903 76 — 76 Commercial and other (b) 101,265 107 71,464 509 2,064 2,573 Total $ 199,596 $ 4,316 $ 148,910 $ 811 $ 3,398 $ 4,209 (a) Excludes U.S. government agency securitizations and re-securitizations, which are not Firm-sponsored. See page 143 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. (c) Excludes the following: retained servicing (see Note 14 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 4 for further information on derivatives); senior and subordinated securities of $119 million and $44 million , respectively, at June 30, 2017 , and $180 million and $49 million , respectively, at December 31, 2016 , which the Firm purchased in connection with CIB’s secondary market-making activities. (d) Includes interests held in re-securitization transactions. (e) As of June 30, 2017 , and December 31, 2016 , 63% and 61% , respectively, of the Firm’s retained securitization interests, which are carried at fair value and include amounts required to be held pursuant to credit risk retention rules, were risk-rated “A” or better, on an S&P-equivalent basis. The retained interests in prime residential mortgages consisted of $1.3 billion and $1.5 billion of investment-grade and $37 million and $77 million of noninvestment-grade retained interests at June 30, 2017 , and December 31, 2016 , respectively. The retained interests in commercial and other securitizations trusts consisted of $1.9 billion and $2.4 billion of investment-grade and $242 million and $210 million of noninvestment-grade retained interests at June 30, 2017 , and December 31, 2016 , respectively.
Schedule of re-securitizations	The following table represents the transfers of securities to re-securitization VIEs. Three months ended Six months ended (in millions) 2017 2016 2017 2016 Transfers of securities to VIEs Firm-sponsored private-label $ — $ 144 $ — $ 144 Agency $ 1,462 $ 3,494 $ 4,686 $ 6,350 The following table represents information on nonconsolidated re-securitization VIEs. Nonconsolidated re-securitization VIEs (in millions) June 30, 2017 December 31, 2016 Firm-sponsored private-label Assets held in VIEs with continuing involvement (a) $ 651 $ 875 Interest in VIEs 31 43 Agency Interest in VIEs 1,876 1,986 (a) Includes the notional amount of interest-only securities.
Information on assets and liabilities related to VIEs that are consolidated by the Firm	The following table presents information on assets and liabilities related to VIEs consolidated by the Firm as of June 30, 2017 , and December 31, 2016 . Assets Liabilities June 30, 2017 (in millions) Trading assets Loans Other (d) Total assets (e) Beneficial interests in VIE assets (f) Other (g) Total liabilities VIE program type (a) Firm-sponsored credit card trusts $ — $ 41,997 $ 711 $ 42,708 $ 25,732 $ 17 $ 25,749 Firm-administered multi-seller conduits 2 25,039 43 25,084 2,928 29 2,957 Municipal bond vehicles 2,534 — 6 2,540 1,693 2 1,695 Mortgage securitization entities (b) 90 3,976 72 4,138 406 273 679 Student loan securitization entities (c) — — — — — — — Other 62 — 1,987 2,049 139 106 245 Total $ 2,688 $ 71,012 $ 2,819 $ 76,519 $ 30,898 $ 427 $ 31,325 Assets Liabilities December 31, 2016 (in millions) Trading assets Loans Other (d) Total assets (e) Beneficial interests in VIE assets (f) Other (g) Total liabilities VIE program type (a) Firm-sponsored credit card trusts $ — $ 45,919 $ 790 $ 46,709 $ 31,181 $ 18 $ 31,199 Firm-administered multi-seller conduits — 23,760 43 23,803 2,719 33 2,752 Municipal bond vehicles 2,897 — 8 2,905 2,969 2 2,971 Mortgage securitization entities (b) 143 4,246 103 4,492 468 313 781 Student loan securitization entities (c) — 1,689 59 1,748 1,527 4 1,531 Other 145 — 2,318 2,463 183 120 303 Total $ 3,185 $ 75,614 $ 3,321 $ 82,120 $ 39,047 $ 490 $ 39,537 (a) Excludes intercompany transactions which are eliminated in consolidation. (b) Includes residential and commercial mortgage securitizations as well as re-securitizations. (c) The Firm deconsolidated the student loan securitization entities in the second quarter of 2017 as it no longer had a controlling financial interest in these entities as a result of the sale of the student loan portfolio. For additional information see Note 23. (d) Includes assets classified as cash and other assets on the Consolidated balance sheets. (e) 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. (f) 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 $26.3 billion and $33.4 billion at June 30, 2017 , and December 31, 2016 , respectively. The maturities of the long-term beneficial interests as of June 30, 2017 , were as follows: $10.6 billion under one year, $14.5 billion between one and five years, and $1.2 billion over five years. (g) 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 six months ended June 30, 2017 and 2016 , related to assets held in Firm -sponsored securitization entities that were not consolidated by the Firm, and where sale accounting was achieved based on the accounting rules in effect at the time of the securitization. Three months ended June 30, Six months ended June 30, 2017 2016 2017 2016 (in millions) Residential mortgage (c) Commercial and other (d) Residential mortgage (c) Commercial and other (d) Residential mortgage (c) Commercial and other (d) Residential mortgage (c) Commercial and other (d) Principal securitized $ 1,020 $ 1,997 $ 413 $ 1,034 $ 2,049 $ 3,312 $ 413 $ 2,358 All cash flows during the period (a) : Proceeds from loan sales as securities Level 2 $ 1,048 $ 2,029 $ 413 $ 1,062 $ 2,083 $ 3,377 $ 413 $ 2,373 Level 3 $ — $ — $ — $ 2 $ — $ — $ — $ 2 Total proceeds received from loan sales $ 1,048 $ 2,029 $ 413 $ 1,064 $ 2,083 $ 3,377 $ 413 $ 2,375 Servicing fees collected 134 1 111 1 267 2 223 1 Purchases of previously transferred financial assets (or the underlying collateral) (b) 1 — — — 1 — 37 — Cash flows received on interests 128 206 111 307 259 541 205 580 (a) Excludes re-securitization transactions. (b) 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. (c) Includes prime, Alt-A, subprime, and option ARMs. Excludes certain loan securitization transactions entered into with Ginnie Mae, Fannie Mae and Freddie Mac. (d) 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 June 30, Six months ended June 30, (in millions) 2017 2016 2017 2016 Carrying value of loans sold $ 11,711 $ 8,824 $ 28,880 $ 17,836 Proceeds received from loan sales as cash 4 234 13 238 Proceeds received from loan sales as securities (a) 11,602 8,548 28,589 17,503 Total proceeds received from loan sales (b) $ 11,606 $ 8,782 $ 28,602 $ 17,741 Gains on loan sales (c)(d) $ 42 $ 64 $ 73 $ 114 (a) Predominantly includes 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. (c) Gains on loan sales include the value of MSRs. (d) The carrying value of the loans accounted for at fair value approximated the proceeds received upon loan sale.
Schedule options to repurchase delinquent loans	The following table presents loans the Firm repurchased or had an option to repurchase, real estate owned, and foreclosed government-guaranteed residential mortgage loans recognized on the Firm’s Consolidated balance sheets as of June 30, 2017 and December 31, 2016 . Substantially all of these loans and real estate are insured or guaranteed by U.S. government agencies. (in millions) June 30, 2017 Dec 31, 2016 Loans repurchased or option to repurchase (a) $ 8,744 $ 9,556 Real estate owned 105 142 Foreclosed government-guaranteed residential mortgage loans (b) 762 1,007 (a) Predominantly all of these amounts relate to loans that have been repurchased from Ginnie Mae loan pools. (b) Relates to voluntary repurchases of loans, which are included in accrued interest and accounts receivable.
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 held in Firm -sponsored private-label securitization entities, in which the Firm has continuing involvement, and delinquencies as of June 30, 2017 , and December 31, 2016 . Liquidation losses Securitized assets 90 days past due Three months ended June 30, Six months ended June 30, (in millions) Jun 30, Dec 31, Jun 30, Dec 31, 2017 2016 2017 2016 Securitized loans Residential mortgage: Prime / Alt-A & option ARMs $ 54,473 $ 57,543 $ 5,385 $ 6,169 $ 226 $ 318 $ 438 $ 658 Subprime 18,758 19,903 3,662 4,186 201 296 376 618 Commercial and other 65,915 71,464 1,632 1,755 5 93 57 486 Total loans securitized $ 139,146 $ 148,910 $ 10,679 $ 12,110 $ 432 $ 707 $ 871 $ 1,762

Goodwill and Mortgage Servici45

Goodwill and Mortgage Servicing Rights (Tables)	6 Months Ended
	Jun. 30, 2017
Goodwill and Intangible Assets Disclosure [Abstract]
Goodwill attributed to the business segments	The following table presents goodwill attributed to the business segments. (in millions) June 30, December 31, Consumer & Community Banking $ 30,806 $ 30,797 Corporate & Investment Bank 6,775 6,772 Commercial Banking 2,861 2,861 Asset & Wealth Management 6,858 6,858 Total goodwill $ 47,300 $ 47,288 The following table presents changes in the carrying amount of goodwill. Three months ended June 30, Six months ended June 30, (in millions) 2017 2016 2017 2016 Balance at beginning of period $ 47,292 $ 47,310 $ 47,288 $ 47,325 Changes during the period from: Dispositions (a) — — — (71 ) Other (b) 8 (7 ) 12 49 Balance at June 30, $ 47,300 $ 47,303 $ 47,300 $ 47,303 (a) During the six months ended June 30, 2016, represents AWM goodwill, which was disposed of as part of AWM sales completed in March 2016. (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 six months ended June 30, 2017 and 2016 . As of or for the three months As of or for the six months (in millions, except where otherwise noted) 2017 2016 2017 2016 Fair value at beginning of period $ 6,079 $ 5,658 $ 6,096 $ 6,608 MSR activity: Originations of MSRs 154 113 371 220 Purchase of MSRs — — — — Disposition of MSRs (a) (67 ) (3 ) (138 ) (67 ) Net additions 87 110 233 153 Changes due to collection/realization of expected cash flows (213 ) (239 ) (419 ) (480 ) Changes in valuation due to inputs and assumptions: Changes due to market interest rates and other (b) (178 ) (433 ) (121 ) (1,195 ) Changes in valuation due to other inputs and assumptions: Projected cash flows (e.g., cost to service) 2 (14 ) 14 (7 ) Discount rates (7 ) — (19 ) 7 Prepayment model changes and other (c) (17 ) (10 ) (31 ) (14 ) Total changes in valuation due to other inputs and assumptions (22 ) (24 ) (36 ) (14 ) Total changes in valuation due to inputs and assumptions (200 ) (457 ) (157 ) (1,209 ) Fair value at June 30, $ 5,753 $ 5,072 $ 5,753 $ 5,072 Change in unrealized gains/(losses) included in income related to MSRs held at June 30, $ (200 ) $ (457 ) $ (157 ) $ (1,209 ) Contractual service fees, late fees and other ancillary fees included in income 477 545 964 1,106 Third-party mortgage loans serviced at June 30, (in billions) 569 632 569 632 Net servicer advances at June 30, (in billions) (d) 4.1 5.6 4.1 5.6 (a) Includes 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 the remaining balance of those SMBS as trading securities. (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 six months ended June 30, 2017 and 2016 . Three months ended June 30, Six months ended June 30, (in millions) 2017 2016 2017 2016 CCB mortgage fees and related income Net production revenue $ 152 $ 261 $ 293 $ 423 Net mortgage servicing revenue: Operating revenue: Loan servicing revenue 518 593 1,040 1,209 Changes in MSR asset fair value due to collection/realization of expected cash flows (212 ) (238 ) (417 ) (478 ) Total operating revenue 306 355 623 731 Risk management: Changes in MSR asset fair value due to market interest rates and other (a) (178 ) (433 ) (121 ) (1,195 ) Other changes in MSR asset fair value due to other inputs and assumptions in model (b) (22 ) (24 ) (36 ) (14 ) Change in derivative fair value and other 143 530 48 1,411 Total risk management (57 ) 73 (109 ) 202 Total net mortgage servicing revenue 249 428 514 933 Total CCB mortgage fees and related income 401 689 807 1,356 All other 3 — 3 — Mortgage fees and related income $ 404 $ 689 $ 810 $ 1,356 (a) Represents both the impact of changes in estimated future prepayments due to changes in market interest rates, and the difference between actual and expected prepayments. (b) Represents the aggregate impact of changes in model inputs and assumptions such as projected cash flows (e.g., cost to service), discount rates and changes in prepayments other than those attributable to changes in market interest rates (e.g., changes in prepayments due to changes in home prices).
Key economic assumptions used to determine FV of MSRs	The table below outlines the key economic assumptions used to determine the fair value of the Firm’s MSRs at June 30, 2017 , and December 31, 2016 , and outlines the sensitivities of those fair values to immediate adverse changes in those assumptions, as defined below. (in millions, except rates) Jun 30, Dec 31, Weighted-average prepayment speed assumption (“CPR”) 9.62 % 9.41 % Impact on fair value of 10% adverse change $ (216 ) $ (231 ) Impact on fair value of 20% adverse change (415 ) (445 ) Weighted-average option adjusted spread 9.18 % 8.55 % Impact on fair value of a 100 basis point adverse change $ (232 ) $ (248 ) Impact on fair value of a 200 basis point adverse change (446 ) (477 ) CPR: Constant prepayment rate.

Deposits (Tables)

Deposits (Tables)	6 Months Ended
	Jun. 30, 2017
Deposits [Abstract]
Noninterest-bearing and interest-bearing deposits	At June 30, 2017 , and December 31, 2016 , noninterest-bearing and interest-bearing deposits were as follows. (in millions) June 30, December 31, 2016 U.S. offices Noninterest-bearing $ 394,921 $ 400,831 Interest-bearing (included $14,285 and $12,245 at fair value) (a) 781,709 737,949 Total deposits in U.S. offices 1,176,630 1,138,780 Non-U.S. offices Noninterest-bearing 17,152 14,764 Interest-bearing (included $3,469 and $1,667 at fair value) (a) 245,691 221,635 Total deposits in non-U.S. offices 262,843 236,399 Total deposits $ 1,439,473 $ 1,375,179 (a) Includes structured notes classified as deposits for which the fair value option has been elected. For further discussion, see Note 3 of JPMorgan Chase’s 2016 Annual Report .

Earnings per Share (Tables)

Earnings per Share (Tables)	6 Months Ended
	Jun. 30, 2017
Earnings Per Share [Abstract]
Schedule of earnings per share basic and diluted	The following table presents the calculation of basic and diluted EPS for the three and six months ended June 30, 2017 and 2016 . (in millions, except per share amounts) Three months ended Six months ended 2017 2016 2017 2016 Basic earnings per share Net income $ 7,029 $ 6,200 $ 13,477 $ 11,720 Less: Preferred stock dividends 411 411 823 823 Net income applicable to common equity 6,618 5,789 12,654 10,897 Less: Dividends and undistributed earnings allocated to participating securities (a) 63 61 123 124 Net income applicable to common stockholders (a) $ 6,555 $ 5,728 $ 12,531 $ 10,773 Total weighted-average basic shares outstanding (a) 3,574.1 3,675.5 3,587.9 3,693.0 Net income per share $ 1.83 $ 1.56 $ 3.49 $ 2.92 Diluted earnings per share Net income applicable to common stockholders (a) $ 6,555 $ 5,728 $ 12,531 $ 10,773 Total weighted-average basic shares outstanding (a) 3,574.1 3,675.5 3,587.9 3,693.0 Add: Employee stock options, SARs, warrants and unvested PSUs 24.9 30.7 26.8 28.9 Total weighted-average diluted shares outstanding (a) 3,599.0 3,706.2 3,614.7 3,721.9 Net income per share $ 1.82 $ 1.55 $ 3.47 $ 2.89 (a) The prior period amounts have been revised to conform with the current period presentation. The revision had no impact on the Firm’s reported earnings per share.

Accumulated Other Comprehensi48

Accumulated Other Comprehensive Income/(Loss) (Tables)	6 Months Ended
	Jun. 30, 2017
Accumulated Other Comprehensive Income (Loss), Net of Tax [Abstract]
Accumulated other comprehensive income/(loss)	AOCI includes the after-tax change in unrealized gains and losses on investment securities, foreign currency translation adjustments (including the impact of related derivatives), cash flow hedging activities, net loss and prior service costs/(credit) related to the Firm’s defined benefit pension and OPEB plans. As of or for the three months ended Unrealized (b) Translation adjustments, net of hedges Cash flow hedges Defined benefit DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at April 1, 2017 $ 1,762 $ (157 ) $ (9 ) $ (2,274 ) $ (245 ) $ (923 ) Net change 457 — 53 19 2 531 Balance at June 30, 2017 $ 2,219 $ (157 ) $ 44 $ (2,255 ) $ (243 ) $ (392 ) As of or for the three months ended Unrealized gains on investment securities (b) 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 April 1, 2016 $ 3,054 $ (164 ) $ (114 ) $ (2,206 ) $ 212 $ 782 Net change 867 3 (87 ) 56 (3 ) 836 Balance at June 30, 2016 $ 3,921 $ (161 ) $ (201 ) $ (2,150 ) $ 209 $ 1,618 As of or for the six months ended Unrealized (b) 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, 2017 $ 1,524 $ (164 ) $ (100 ) $ (2,259 ) $ (176 ) $ (1,175 ) Net change 695 7 144 4 (67 ) 783 Balance at June 30, 2017 $ 2,219 $ (157 ) $ 44 $ (2,255 ) $ (243 ) $ (392 ) As of or for the six months ended Unrealized (b) 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, 2016 $ 2,629 $ (162 ) $ (44 ) $ (2,231 ) NA $ 192 Cumulative effect of change in accounting principle (a) — — — — $ 154 154 Net change 1,292 1 (157 ) 81 $ 55 1,272 Balance at June 30, 2016 $ 3,921 $ (161 ) $ (201 ) $ (2,150 ) $ 209 $ 1,618 (a) 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. (b) 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. 2017 2016 Three months ended June 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 $ 695 $ (259 ) $ 436 $ 1,408 $ (528 ) $ 880 Reclassification adjustment for realized (gains)/losses included in net income (a) 34 (13 ) 21 (21 ) 8 (13 ) Net change 729 (272 ) 457 1,387 (520 ) 867 Translation adjustments (b) : Translation 317 (117 ) 200 (10 ) 4 (6 ) Hedges (319 ) 119 (200 ) 17 (8 ) 9 Net change (2 ) 2 — 7 (4 ) 3 Cash flow hedges: Net unrealized gains/(losses) arising during the period 23 (10 ) 13 (187 ) 70 (117 ) Reclassification adjustment for realized (gains)/losses included in net income (c) 65 (25 ) 40 48 (18 ) 30 Net change 88 (35 ) 53 (139 ) 52 (87 ) Defined benefit pension and OPEB plans: Net gains/(losses) arising during the period 6 (2 ) 4 8 (3 ) 5 Reclassification adjustments included in net income (d) : Amortization of net loss 62 (23 ) 39 64 (25 ) 39 Prior service costs/(credits) (9 ) 4 (5 ) (9 ) 3 (6 ) Foreign exchange and other (25 ) 6 (19 ) 28 (10 ) 18 Net change 34 (15 ) 19 91 (35 ) 56 DVA on fair value option elected liabilities, net change: $ 2 $ — $ 2 $ (4 ) $ 1 $ (3 ) Total other comprehensive income/(loss) $ 851 $ (320 ) $ 531 $ 1,342 $ (506 ) $ 836 2017 2016 Six months ended June 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 $ 1,062 $ (390 ) $ 672 $ 2,140 $ (803 ) $ 1,337 Reclassification adjustment for realized (gains)/losses included in (a) 37 (14 ) 23 (72 ) 27 (45 ) Net change 1,099 (404 ) 695 2,068 (776 ) 1,292 Translation adjustments: (b) Translation 899 (342 ) 557 579 (216 ) 363 Hedges (875 ) 325 (550 ) (573 ) 211 (362 ) Net change 24 (17 ) 7 6 (5 ) 1 Cash flow hedges: Net unrealized gains/(losses) arising during the period 82 (31 ) 51 (354 ) 133 (221 ) Reclassification adjustment for realized (gains)/losses included in (c) 150 (57 ) 93 103 (39 ) 64 Net change 232 (88 ) 144 (251 ) 94 (157 ) Defined benefit pension and OPEB plans: Net gains/(losses) arising during the period (52 ) 19 (33 ) (15 ) 6 (9 ) Reclassification adjustments included in net income (d) : Amortization of net loss 124 (46 ) 78 128 (49 ) 79 Prior service costs/(credits) (18 ) 7 (11 ) (18 ) 7 (11 ) Settlement (gain)/loss (3 ) 1 (2 ) — — — Foreign exchange and other (32 ) 4 (28 ) 34 (12 ) 22 Net change 19 (15 ) 4 129 (48 ) 81 DVA on fair value option elected liabilities, net change: $ (105 ) $ 38 $ (67 ) $ 88 $ (33 ) $ 55 Total other comprehensive income/(loss) $ 1,269 $ (486 ) $ 783 $ 2,040 $ (768 ) $ 1,272 (a) The pre-tax amount is reported in securities gains/(losses) 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) The pre-tax amount is reported in compensation expense in the Consolidated statements of income.

Regulatory Capital (Tables)

Regulatory Capital (Tables)	6 Months Ended
	Jun. 30, 2017
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 June 30, 2017 . Minimum capital ratios Well-capitalized ratios BHC (a)(e) IDI (b)(e) BHC (c) IDI (d) Capital ratios CET1 7.50 % 5.75 % — % 6.5 % Tier 1 9.00 7.25 6.0 8.0 Total 11.00 9.25 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 June 30, 2017 . At June 30, 2017 , the CET1 minimum capital ratio includes 1.25% resulting from the phase in of the Firm’s 2.5% capital conservation buffer and 1.75% , resulting from the phase in of the Firm’s 3.5% GSIB surcharge. (b) Represents requirements for JPMorgan Chase ’s banking subsidiaries. The CET1 minimum capital ratio includes 1.25% 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. (e) For the period ended December 31, 2016 the CET1, Tier 1, Total and Tier 1 leverage minimum capital ratios applicable to the Firm were 6.25% , 7.75% , 9.75% and 4.0% and the CET1, Tier 1, Total and Tier 1 leverage minimum capital ratios applicable to the Firm’s banking subsidiaries were 5.125% , 6.625% , 8.625% and 4.0% respectively. The following tables present the risk-based and leverage-based capital metrics for J PMorgan Chase and its significant national bank subsidiaries under both the Basel III Standardized Transitional and Basel III Advanced Transitional approaches at June 30, 2017, and December 31, 2016. JPMorgan Chase & Co. Basel III Standardized Transitional Basel III Advanced Transitional (in millions, except ratios) Jun 30, Dec 31, Jun 30, Dec 31, Regulatory capital CET1 capital $ 186,942 $ 182,967 $ 186,942 $ 182,967 Tier 1 capital (a) 212,353 208,112 212,353 208,112 Total capital 243,061 239,553 233,345 228,592 Assets Risk-weighted 1,478,816 1,464,981 1,459,196 1,476,915 Adjusted average (b) 2,512,120 2,484,631 2,512,120 2,484,631 Capital ratios (c) CET1 12.6 % 12.5 % 12.8 % 12.4 % Tier 1 (a) 14.4 14.2 14.6 14.1 Total 16.4 16.4 16.0 15.5 Tier 1 leverage (d) 8.5 8.4 8.5 8.4 JPMorgan Chase Bank, N.A. Basel III Standardized Transitional Basel III Advanced Transitional (in millions, except ratios) Jun 30, Dec 31, Jun 30, Dec 31, Regulatory capital CET1 capital $ 184,141 $ 179,319 $ 184,141 $ 179,319 Tier 1 capital (a) 184,141 179,341 184,141 179,341 Total capital 195,851 191,662 189,381 184,637 Assets Risk-weighted 1,304,939 1,293,203 1,245,670 1,262,613 Adjusted (b) 2,107,302 2,088,851 2,107,302 2,088,851 Capital ratios (c) CET1 14.1 % 13.9 % 14.8 % 14.2 % Tier 1 (a) 14.1 13.9 14.8 14.2 Total 15.0 14.8 15.2 14.6 Tier 1 leverage (d) 8.7 8.6 8.7 8.6 Chase Bank USA, N.A. Basel III Standardized Transitional Basel III Advanced Transitional (in millions, except ratios) Jun 30, Dec 31, Jun 30, Dec 31, Regulatory capital CET1 capital $ 19,647 $ 16,784 $ 19,647 $ 16,784 Tier 1 capital (a) 19,647 16,784 19,647 16,784 Total capital 25,684 22,862 24,297 21,434 Assets Risk-weighted 109,002 112,297 194,110 186,378 Adjusted (b) 122,880 120,304 122,880 120,304 Capital ratios (c) CET1 18.0 % 14.9 % 10.1 % 9.0 % Tier 1 (a) 18.0 14.9 10.1 9.0 Total 23.6 20.4 12.5 11.5 Tier 1 leverage (d) 16.0 14.0 16.0 14.0 (a) Includes the deduction associated with the permissible holdings of covered funds (as defined by the Volcker Rule) acquired after December 31, 2013. The deduction was not material as of June 30, 2017 and December 31, 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 lower of the two ratios as calculated under Basel III approaches (Standardized or Advanced) as required by the Collins Amendment of the Dodd-Frank Act (the “Collins Floor”). (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.

Off-balance Sheet Lending-rel50

Off-balance Sheet Lending-related Financial Instruments, Guarantees and Other Commitments (Tables)	6 Months Ended
	Jun. 30, 2017
Off-Balance Sheet Lending-Related Financial Instruments, Guarantees and Other Commitments [Abstract]
Off-balance sheet lending related financial instruments, and guarantees and other commitments	The following table summarizes the contractual amounts and carrying values of off-balance sheet lending-related financial instruments, guarantees and other commitments at June 30, 2017 , and December 31, 2016 . 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 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) June 30, 2017 Dec 31, Jun 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 $ 3,927 $ 1,929 $ 1,287 $ 14,169 $ 21,312 $ 21,714 $ 11 $ 12 Residential mortgage (a)(b) 14,828 — — 11 14,839 11,882 — — Auto 7,174 996 173 78 8,421 8,468 2 2 Consumer & Business Banking (b) 12,023 938 111 518 13,590 12,733 19 12 Total consumer, excluding credit card $ 37,952 $ 3,863 $ 1,571 $ 14,776 $ 58,162 $ 54,797 $ 32 $ 26 Credit card $ 576,264 $ — $ — $ — $ 576,264 $ 553,891 $ — $ — Total consumer (c) $ 614,216 $ 3,863 $ 1,571 $ 14,776 $ 634,426 $ 608,688 $ 32 $ 26 Wholesale: Other unfunded commitments to extend credit (d) $ 70,287 $ 112,057 $ 137,158 $ 10,585 $ 330,087 $ 328,497 $ 904 $ 905 Standby letters of credit and other financial guarantees (d) 15,264 9,930 6,988 1,140 33,322 35,947 621 586 Other letters of credit (d) 2,754 233 101 1 3,089 3,570 4 2 Total wholesale (e) $ 88,305 $ 122,220 $ 144,247 $ 11,726 $ 366,498 $ 368,014 $ 1,529 $ 1,493 Total lending-related $ 702,521 $ 126,083 $ 145,818 $ 26,502 $ 1,000,924 $ 976,702 $ 1,561 $ 1,519 Other guarantees and commitments Securities lending indemnification agreements and guarantees (f) $ 161,004 $ — $ — $ — $ 161,004 $ 137,209 $ — $ — Derivatives qualifying as guarantees 3,569 208 10,606 39,779 54,162 51,966 378 80 Unsettled reverse repurchase and securities borrowing agreements 98,140 — — — 98,140 50,722 — — Unsettled repurchase and securities lending agreements 80,583 — — — 80,583 26,948 — — Loan sale and securitization-related indemnifications: Mortgage repurchase liability NA NA NA NA NA NA 129 133 Loans sold with recourse NA NA NA NA 1,814 2,730 49 64 Other guarantees and commitments (g) 459 2,484 1,012 1,570 5,525 5,715 (100 ) (118 ) (a) Includes certain commitments to purchase loans from correspondents. (b) Certain loan portfolios have been reclassified. The prior period amounts have been revised to conform with the current period presentation. (c) Predominantly all consumer lending-related commitments are in the U.S. (d) At June 30, 2017 , and December 31, 2016 , reflected the contractual amount net of risk participations totaling $361 million and $328 million , respectively, for other unfunded commitments to extend credit; $10.7 billion and $11.1 billion , respectively, for standby letters of credit and other financial guarantees; and $334 million and $265 million , respectively, for other letters of credit. In regulatory filings with the Federal Reserve these commitments are shown gross of risk participations. (e) At June 30, 2017 , and December 31, 2016 , the U.S. portion of the contractual amount of total wholesale lending-related commitments was 77% and 79% , respectively. (f) At June 30, 2017 , and December 31, 2016 , collateral held by the Firm in support of securities lending indemnification agreements was $169.2 billion and $143.2 billion , respectively. Securities lending collateral primarily consists of cash and securities issued by governments that are members of the Organisation for Economic Co-operation and Development and U.S. government agencies. (g) Included unfunded commitments of $ 41 million and $48 million at June 30, 2017 , and December 31, 2016 , respectively to third-party private equity funds; and $918 million and $1.0 billion , at June 30, 2017 , and December 31, 2016 , respectively, to other equity investments. These commitments included $30 million and $34 million , respectively, related to investments that are generally fair valued at net asset value as discussed in Note 2 . In addition, included letters of credit hedged by derivative transactions and managed on a market risk basis of $4.5 billion and $4.6 billion at June 30, 2017 , and December 31, 2016 , 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 June 30, 2017 , and December 31, 2016 . Standby letters of credit, other financial guarantees and other letters of credit June 30, 2017 December 31, 2016 (in millions) Standby letters of Other letters of credit Standby letters of Other letters of credit Investment-grade (a) $ 26,592 $ 2,245 $ 28,245 $ 2,781 Noninvestment-grade (a) 6,730 844 7,702 789 Total contractual amount $ 33,322 $ 3,089 $ 35,947 $ 3,570 Allowance for lending-related commitments $ 177 $ 4 $ 145 $ 2 Guarantee liability 444 — 441 — Total carrying value $ 621 $ 4 $ 586 $ 2 Commitments with collateral $ 17,878 $ 894 $ 19,346 $ 940 (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	The following table summarizes the derivatives qualifying as guarantees as of June 30, 2017 , and December 31, 2016 . (in millions) June 30, 2017 December 31, 2016 Total notional value of derivatives (a) 54,162 51,966 Notional amount of stable value contracts (b) 28,892 28,665 Maximum exposure to loss on stable value contracts 3,031 3,012 Fair value (c) Derivative payables 393 96 Derivative receivables 15 16 (a) The notional amount generally represents the Firm ’s maximum exposure to derivatives qualifying as guarantees. (b) Exposure to certain stable value contracts is contractually limited to a substantially lower percentage of the notional amount. (c) The fair value of the contracts reflect the probability, in the Firm ’s view, of whether the Firm will be required to perform under the contract.

Pledged Assets and Collateral (

Pledged Assets and Collateral (Tables)	6 Months Ended
	Jun. 30, 2017
Commitments and Contingencies Disclosure [Abstract]
Schedule of pledged assets	The following table presents the Firm ’s pledged assets. (in billions) June 30, 2017 December 31, Assets that may be sold or repledged or otherwise used by secured parties $ 154.3 $ 133.6 Assets that may not be sold or repledged or otherwise used by secured parties 60.4 53.5 Assets pledged at Federal Reserve banks and FHLBs 478.2 441.9 Total assets pledged $ 692.9 $ 629.0
Schedule of collateral received	The following table presents the fair value of collateral accepted. (in billions) June 30, 2017 December 31, Collateral that could be sold or repledged, delivered, or otherwise used $ 972.2 $ 914.1 Collateral sold, repledged, delivered or otherwise used 779.8 746.6

Business Segments (Tables)

Business Segments (Tables)	6 Months Ended
	Jun. 30, 2017
Segment Reporting [Abstract]
Segment results and reconciliation	The following table provides a summary of the Firm’s segment results as of or for the three and six months ended June 30, 2017 and 2016, on a managed basis. The Firm’s definition of managed basis starts with the reported U.S. GAAP results and includes certain reclassifications to present total net revenue for the Firm (and each of the reportable business segments) 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. These adjustments have no impact on net income as reported by the Firm as a whole or by the lines of business. The amount of capital assigned to each business is referred to as equity. 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. Through the end of 2016, capital was allocated to the lines of business based on a single measure, Basel III Advanced Fully Phased-In RWA. Effective January 1, 2017, the Firm’s methodology used to allocate capital to the business segments was updated. Under the new methodology, capital is no longer allocated to each line of business for goodwill and other intangibles associated with acquisitions effected by the line of business. In addition, the new methodology incorporates Basel III Standardized Fully Phased-In RWA (as well as Basel III Advanced Fully Phased-In RWA), leverage, the global systemically important banks (“GSIB”) surcharge, and a simulation of capital in a severe stress environment. The methodology will continue to be weighted towards Basel III Advanced Fully Phased-In RWA because the Firm believes it to be the best proxy for economic risk. Segment results and reconciliation (a) As of or for the three months ended June 30, Consumer & Corporate & Commercial Banking Asset & Wealth Management 2017 2016 2017 2016 2017 2016 2017 2016 Noninterest revenue $ 3,684 $ 4,138 $ 6,444 $ 6,475 $ 583 $ 586 $ 2,366 $ 2,192 Net interest income 7,728 7,313 2,445 2,690 1,505 1,231 846 747 Total net revenue 11,412 11,451 8,889 9,165 2,088 1,817 3,212 2,939 Provision for credit losses 1,394 1,201 (53 ) 235 (130 ) (25 ) 4 (8 ) Noninterest expense 6,500 6,004 4,841 5,078 790 731 2,192 2,098 Income before income tax expense 3,518 4,246 4,101 3,852 1,428 1,111 1,016 849 Income tax expense 1,295 1,590 1,391 1,359 526 415 392 328 Net income $ 2,223 $ 2,656 $ 2,710 $ 2,493 $ 902 $ 696 $ 624 $ 521 Average equity $ 51,000 $ 51,000 $ 70,000 $ 64,000 $ 20,000 $ 16,000 $ 9,000 $ 9,000 Total assets 529,859 519,187 847,377 826,019 220,676 208,151 147,508 134,380 Return on equity 17% 20% 15% 15% 17% 16% 27% 22% Overhead ratio 57 52 54 55 38 40 68 71 As of or for the three months ended June 30, Corporate Reconciling Items (a) Total 2017 2016 2017 2016 2017 2016 Noninterest revenue $ 781 $ 171 $ (596 ) $ (529 ) $ 13,262 $ 13,033 Net interest income 23 (329 ) (339 ) $ (305 ) 12,208 11,347 Total net revenue 804 (158 ) (935 ) $ (834 ) 25,470 24,380 Provision for credit losses — (1 ) — — 1,215 1,402 Noninterest expense 183 (273 ) — — 14,506 13,638 Income/(loss) before income tax expense/(benefit) 621 116 (935 ) (834 ) 9,749 9,340 Income tax expense/(benefit) 51 282 (935 ) (834 ) 2,720 3,140 Net income/(loss) $ 570 $ (166 ) $ — $ — $ 7,029 $ 6,200 Average equity $ 80,200 $ 84,429 $ — $ — $ 230,200 $ 224,429 Total assets 817,754 778,359 NA NA 2,563,174 2,466,096 Return on equity NM NM NM NM 12 % 10 % Overhead ratio NM NM NM NM 57 56 (a) Segment managed results reflect revenue on a FTE basis with the corresponding income tax impact recorded within income tax expense/(benefit). These adjustments are eliminated in reconciling items to arrive at the Firm’s reported U.S. GAAP results. Segment results and reconciliation (a) As of or for the six months ended June 30, (in millions, except ratios) Consumer & Community Banking Corporate & Investment Bank Commercial Banking Asset & Wealth Management 2017 2016 2017 2016 2017 2016 2017 2016 Noninterest revenue $ 7,001 $ 7,944 $ 13,380 $ 12,009 $ 1,182 $ 1,142 $ 4,634 $ 4,437 Net interest income 15,381 14,624 5,045 5,291 2,924 2,478 1,665 1,474 Total net revenue 22,382 22,568 18,425 17,300 4,106 3,620 6,299 5,911 Provision for credit losses 2,824 2,251 (149 ) 694 (167 ) 279 22 5 Noninterest expense 12,895 12,092 9,962 9,886 1,615 1,444 4,772 4,173 Income before income tax expense 6,663 8,225 8,612 6,720 2,658 1,897 1,505 1,733 Income tax expense 2,452 3,079 2,661 2,248 957 705 496 625 Net income $ 4,211 $ 5,146 $ 5,951 $ 4,472 $ 1,701 $ 1,192 $ 1,009 $ 1,108 Average common equity $ 51,000 $ 51,000 $ 70,000 $ 64,000 $ 20,000 $ 16,000 $ 9,000 $ 9,000 Total assets 529,859 519,187 847,377 826,019 220,676 208,151 147,508 134,380 Return on common equity 16% 19 % 16% 13 % 16% 14 % 22% 24 % Overhead ratio 58 54 54 57 39 40 76 71 As of or for the six months ended June 30, (in millions, except ratios) Corporate Reconciling Items (a) Total 2017 2016 2017 2016 2017 2016 Noninterest revenue $ 854 $ 440 $ (1,178 ) $ (1,080 ) $ 25,873 $ 24,892 Net interest income (75 ) (542 ) (668 ) (598 ) 24,272 22,727 Total net revenue 779 (102 ) (1,846 ) (1,678 ) 50,145 47,619 Provision for credit losses — (3 ) — — 2,530 3,226 Noninterest expense 281 (120 ) — — 29,525 27,475 Income/(loss) before income tax expense/(benefit) 498 21 (1,846 ) (1,678 ) 18,090 16,918 Income tax expense/(benefit) (107 ) 219 (1,846 ) (1,678 ) 4,613 5,198 Net income/(loss) $ 605 $ (198 ) $ — $ — $ 13,477 $ 11,720 Average common equity $ 78,959 $ 82,995 $ — $ — $ 228,959 $ 222,995 Total assets 817,754 778,359 NA NA 2,563,174 2,466,096 Return on common equity NM NM NM NM 11% 10 % Overhead ratio NM NM NM NM 59 58 (a) Segment managed results reflect revenue on a 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.

Fair Value Measurement - Recurr

Fair Value Measurement - Recurring Basis (Details) - USD ($) $ in Millions	Jun. 30, 2017	Mar. 31, 2017	Dec. 31, 2016	Jun. 30, 2016	Mar. 31, 2016	Dec. 31, 2015
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	$ 775,812		$ 922,616
Derivative netting adjustments	(719,306)		(858,538)
Net derivative receivables	56,506		64,078
Trading assets	407,064		372,130
Available-for-sale securities	215,697		238,891
Loans	1,979		2,230
Mortgage servicing rights	5,753	$ 6,079	6,096	$ 5,072	$ 5,658	$ 6,608
Derivative payables, gross	750,184		893,239
Derivative netting adjustments	(708,389)		(844,008)
Derivative payables, net	41,795		49,231
Fair value assets and liabilities measured on recurring basis - supplemental data
Alternative investments, net asset value, fair value	809		1,000
Interest rate
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	523,437		605,963
Derivative netting adjustments	(496,524)		(577,661)
Net derivative receivables	26,912		28,302
Derivative payables, gross	485,590		570,778
Derivative netting adjustments	(477,384)		(559,963)
Derivative payables, net	8,206		10,815
Credit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	25,898		29,645
Derivative netting adjustments	(24,885)		(28,351)
Net derivative receivables	1,014		1,294
Derivative payables, gross	26,123		28,666
Derivative netting adjustments	(24,498)		(27,255)
Derivative payables, net	1,625		1,411
Foreign exchange
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	174,797		233,426
Derivative netting adjustments	(158,134)		(210,154)
Net derivative receivables	16,662		23,271
Derivative payables, gross	178,072		234,971
Derivative netting adjustments	(164,051)		(214,463)
Derivative payables, net	14,021		20,508
Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	37,546		34,940
Derivative netting adjustments	(31,274)		(30,001)
Net derivative receivables	6,273		4,939
Derivative payables, gross	43,077		38,362
Derivative netting adjustments	(33,721)		(30,222)
Derivative payables, net	9,356		8,140
Commodity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	14,134		18,642
Derivative netting adjustments	(8,489)		(12,371)
Net derivative receivables	5,645		6,272
Derivative payables, gross	17,322		20,462
Derivative netting adjustments	(8,735)		(12,105)
Derivative payables, net	8,587		8,357
Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other assets			6,580
Fair value assets and liabilities measured on recurring basis - supplemental data
Alternative investments, net asset value, fair value	757		977
Trading assets
Fair value assets and liabilities measured on recurring basis - supplemental data
Alternative investments, net asset value, fair value	52		52
U.S. government-sponsored enterprise obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	51,300		45,800
Residential mortgages
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	15,600		16,500
Commercial mortgage
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	3,100		3,300
Residential conforming mortgage intended for sale to government agency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	9,500		11,000
Reverse mortgage
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	2,000		2,000
Recurring
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Federal funds sold and securities purchased under resale agreements	18,026		21,506
Securities borrowed	1,590		0
Trading assets	350,506		308,000
Derivative netting adjustments	(719,306)		(858,538)
Net derivative receivables	56,506		64,078
Trading assets	407,012		372,078
Available-for-sale securities	215,697		238,891
Loans	1,979		2,230
Mortgage servicing rights	5,753		6,096
Total assets measured at fair value on a recurring basis	656,712		647,381
Deposits	17,754		13,912
Federal funds purchased and securities loaned or sold under repurchase agreements	721		687
Other borrowed funds	8,515		9,105
Trading liabilities, Debt and equity instruments	91,628		87,428
Derivative netting adjustments	(708,389)		(844,008)
Derivative payables, net	41,795		49,231
Trading liabilities	133,423		136,659
Accounts payable and other liabilities	11,543		9,120
Beneficial interests issued by consolidated VIEs	72		120
Long-term debt	43,484		37,686
Total liabilities measured at fair value on a recurring basis	215,512		207,289
Recurring | Interest rate
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Derivative netting adjustments	(496,524)		(577,661)
Net derivative receivables	26,912		28,302
Derivative netting adjustments	(477,384)		(559,963)
Derivative payables, net	8,206		10,815
Recurring | Credit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Derivative netting adjustments	(24,885)		(28,351)
Net derivative receivables	1,014		1,294
Derivative netting adjustments	(24,498)		(27,255)
Derivative payables, net	1,625		1,411
Recurring | Foreign exchange
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Derivative netting adjustments	(158,134)		(210,154)
Net derivative receivables	16,662		23,271
Derivative netting adjustments	(164,051)		(214,463)
Derivative payables, net	14,021		20,508
Recurring | Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Derivative netting adjustments	(31,274)		(30,001)
Net derivative receivables	6,273		4,939
Derivative netting adjustments	(33,721)		(30,222)
Derivative payables, net	9,356		8,140
Recurring | Commodity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Derivative netting adjustments	(8,489)		(12,371)
Net derivative receivables	5,645		6,272
Derivative netting adjustments	(8,735)		(12,105)
Derivative payables, net	8,587		8,357
Recurring | Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other assets	6,655
Recurring | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	220,147		193,666
Recurring | Total mortgage-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	40,505		43,964
Available-for-sale securities	88,462		87,552
Recurring | Mortgage-backed securities, U.S. government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	37,424		40,991
Available-for-sale securities	67,917		64,005
Recurring | Mortgage-backed securities, Residential - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,628		1,635
Available-for-sale securities	13,878		14,443
Recurring | Mortgage-backed securities, Commercial - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,453		1,338
Available-for-sale securities	6,667		9,104
Recurring | U.S. Treasury and government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	39,037		24,755
Available-for-sale securities	28,158		44,101
Recurring | Obligations of U.S. states and municipalities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	8,817		9,052
Available-for-sale securities	32,539		31,592
Recurring | Certificates of deposit, bankers’ acceptances and commercial paper
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,699		1,649
Recurring | Certificates of deposit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	57		106
Recurring | Non-U.S. government debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	63,553		51,565
Available-for-sale securities	30,571		35,288
Recurring | Corporate debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	27,529		23,327
Available-for-sale securities	4,132		4,958
Recurring | Loans
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	36,185		33,802
Recurring | Asset-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	2,822		5,552
Recurring | Asset-backed securities, Collateralized loan obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	24,327		27,401
Recurring | Asset-backed securities, Other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	6,526		6,967
Recurring | Equity securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	113,995		97,271
Available-for-sale securities	925		926
Recurring | Physical commodities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	4,588		6,961
Recurring | Other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	11,776		10,102
Recurring | U.S. government-sponsored enterprise obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	84,800		80,600
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	182,610		150,110
Gross derivative receivables	1,304		1,685
Trading assets	183,914		151,795
Available-for-sale securities	48,378		67,791
Loans	0		0
Mortgage servicing rights	0		0
Total assets measured at fair value on a recurring basis	237,013		223,943
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	68,035		68,304
Derivative payables, gross	1,274		1,614
Trading liabilities	69,309		69,918
Accounts payable and other liabilities	11,533		9,107
Beneficial interests issued by consolidated VIEs	0		0
Long-term debt	0		0
Total liabilities measured at fair value on a recurring basis	80,842		79,025
Recurring | Level 1 | Interest rate
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	463		715
Derivative payables, gross	341		539
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	841		812
Derivative payables, gross	933		902
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	0		158
Derivative payables, gross	0		173
Recurring | Level 1 | Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other assets	4,721		4,357
Recurring | Level 1 | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	65,824		48,010
Recurring | Level 1 | Total mortgage-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1		13
Available-for-sale securities	4		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	1		13
Available-for-sale securities	4		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	33,996		19,554
Available-for-sale securities	28,158		44,072
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	31,827		28,443
Available-for-sale securities	19,291		22,793
Recurring | Level 1 | Corporate debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	0		0
Available-for-sale securities	0		0
Recurring | Level 1 | Loans
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	0		0
Recurring | Level 1 | Asset-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	0		0
Recurring | Level 1 | Asset-backed securities, Collateralized loan obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	0		0
Recurring | Level 1 | Asset-backed securities, Other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	0		0
Recurring | Level 1 | Equity securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	113,460		96,759
Available-for-sale securities	925		926
Recurring | Level 1 | Physical commodities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	3,326		5,341
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	18,026		21,506
Securities borrowed	1,590		0
Trading assets	160,603		149,996
Gross derivative receivables	769,902		915,138
Trading assets	930,505		1,065,134
Available-for-sale securities	166,771		170,436
Loans	1,674		1,660
Mortgage servicing rights	0		0
Total assets measured at fair value on a recurring basis	1,118,566		1,258,736
Deposits	15,623		11,795
Federal funds purchased and securities loaned or sold under repurchase agreements	721		687
Other borrowed funds	7,201		7,971
Trading liabilities, Debt and equity instruments	23,557		19,081
Derivative payables, gross	741,783		883,472
Trading liabilities	765,340		902,553
Accounts payable and other liabilities	0		0
Beneficial interests issued by consolidated VIEs	71		72
Long-term debt	26,824		23,792
Total liabilities measured at fair value on a recurring basis	815,780		946,870
Recurring | Level 2 | Interest rate
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	521,260		602,747
Derivative payables, gross	484,248		569,001
Recurring | Level 2 | Credit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	24,610		28,256
Derivative payables, gross	24,789		27,375
Recurring | Level 2 | Foreign exchange
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	173,433		231,743
Derivative payables, gross	175,931		231,815
Recurring | Level 2 | Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	36,584		34,032
Derivative payables, gross	39,670		35,202
Recurring | Level 2 | Commodity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	14,015		18,360
Derivative payables, gross	17,145		20,079
Recurring | Level 2 | Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other assets	0		0
Recurring | Level 2 | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	148,045		138,754
Recurring | Level 2 | Total mortgage-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	39,976		43,459
Available-for-sale securities	88,457		87,551
Recurring | Level 2 | Mortgage-backed securities, U.S. government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	37,058		40,586
Available-for-sale securities	67,913		64,005
Recurring | Level 2 | Mortgage-backed securities, Residential - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,530		1,552
Available-for-sale securities	13,877		14,442
Recurring | Level 2 | Mortgage-backed securities, Commercial - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	1,388		1,321
Available-for-sale securities	6,667		9,104
Recurring | Level 2 | U.S. Treasury and government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	5,041		5,201
Available-for-sale securities	0		29
Recurring | Level 2 | Obligations of U.S. states and municipalities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	8,136		8,403
Available-for-sale securities	32,539		31,592
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	1,699		1,649
Recurring | Level 2 | Certificates of deposit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	57		106
Recurring | Level 2 | Non-U.S. government debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	31,689		23,076
Available-for-sale securities	11,280		12,495
Recurring | Level 2 | Corporate debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	27,068		22,751
Available-for-sale securities	4,132		4,958
Recurring | Level 2 | Loans
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	31,697		28,965
Recurring | Level 2 | Asset-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	2,739		5,250
Recurring | Level 2 | Asset-backed securities, Collateralized loan obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	23,780		26,738
Recurring | Level 2 | Asset-backed securities, Other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	6,526		6,967
Recurring | Level 2 | Equity securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	251		281
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	1,262		1,620
Recurring | Level 2 | Other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	11,045		9,341
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	7,293		7,894
Gross derivative receivables	4,606		5,793
Trading assets	11,899		13,687
Available-for-sale securities	548		664
Loans	305		570
Mortgage servicing rights	5,753		6,096
Total assets measured at fair value on a recurring basis	20,439		23,240
Deposits	2,131		2,117
Federal funds purchased and securities loaned or sold under repurchase agreements	0		0
Other borrowed funds	1,314		1,134
Trading liabilities, Debt and equity instruments	36		43
Derivative payables, gross	7,127		8,153
Trading liabilities	7,163		8,196
Accounts payable and other liabilities	10		13
Beneficial interests issued by consolidated VIEs	1		48
Long-term debt	16,660		13,894
Total liabilities measured at fair value on a recurring basis	27,279		25,402
Recurring | Level 3 | Interest rate
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	1,713		2,501
Derivative payables, gross	1,001		1,238
Recurring | Level 3 | Credit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	1,289		1,389
Derivative payables, gross	1,334		1,291
Recurring | Level 3 | Foreign exchange
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	522		870
Derivative payables, gross	1,208		2,254
Recurring | Level 3 | Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	963		908
Derivative payables, gross	3,407		3,160
Recurring | Level 3 | Commodity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	119		125
Derivative payables, gross	177		210
Recurring | Level 3 | Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other assets	1,934		2,223
Recurring | Level 3 | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	6,278		6,902
Recurring | Level 3 | Total mortgage-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	528		492
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	365		392
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	98		83
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	65		17
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	681		649
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	37		46
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	461		576
Available-for-sale securities	0		0
Recurring | Level 3 | Loans
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	4,488		4,837
Recurring | Level 3 | Asset-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	83		302
Recurring | Level 3 | Asset-backed securities, Collateralized loan obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	547		663
Recurring | Level 3 | Asset-backed securities, Other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	0		0
Recurring | Level 3 | Equity securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets	284		231
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	$ 731		$ 761

Fair Value Measurement - Level

Fair Value Measurement - Level 3 Inputs (Details) $ / shares in Units, $ in Millions	Jun. 30, 2017USD ($)$ / shares$ / bbl	Mar. 31, 2017USD ($)	Dec. 31, 2016USD ($)	Jun. 30, 2016USD ($)	Mar. 31, 2016USD ($)	Dec. 31, 2015USD ($)
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (2,521)	$ (2,416)	$ (2,360)	$ (2,430)	$ (2,791)	$ (1,749)
Assumed par value for price input (in USD per share) | $ / shares	$ 100
Recurring
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Liability fair value	$ 215,512		207,289
Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Liability fair value	27,279		25,402
Other level 3 asset and liabilities, net	$ 274
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 spread volatility	3.00%
Interest rate correlation	(50.00%)
IR-FX correlation	(50.00%)
Equity correlation	(5.00%)
Equity-FX correlation	(55.00%)
Equity-IR correlation	20.00%
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 spread volatility	38.00%
Interest rate correlation	97.00%
IR-FX correlation	70.00%
Equity correlation	90.00%
Equity-FX correlation	25.00%
Equity-IR correlation	35.00%
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	$ 20,105
Interest rate
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ 712	1,009	1,263	1,107	846	876
Interest rate | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Prepayment speed	4.00%
Interest rate | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Prepayment speed	15.00%
Interest rate | Discounted cash flows | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ 64
Interest rate | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Interest rate spread volatility	3.00%
Interest rate correlation	(50.00%)
IR-FX correlation	60.00%
Interest rate | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Interest rate spread volatility	38.00%
Interest rate correlation	97.00%
IR-FX correlation	70.00%
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)	$ 648
Credit
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (45)	17	98	279	402	549
Credit | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Yield	5.00%
Prepayment speed	2.00%
Conditional default rate	2.00%
Loss severity	39.00%
Credit spread	0.06%
Credit correlation	35.00%
Recovery rate	20.00%
Credit | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Yield	8.00%
Prepayment speed	14.00%
Conditional default rate	100.00%
Loss severity	100.00%
Credit spread	15.57%
Credit correlation	85.00%
Recovery rate	65.00%
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)	$ (45)
Foreign exchange
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (686)	(1,490)	(1,384)	(1,205)	(1,032)	(725)
Foreign exchange | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Prepayment speed	7.00%
Foreign exchange | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Prepayment speed	7.00%
Foreign exchange | Discounted cash flows | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (196)
Foreign exchange | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
IR-FX correlation	(50.00%)
Foreign exchange | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
IR-FX 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)	$ (490)
Equity
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (2,444)	(1,896)	(2,252)	(1,892)	(2,055)	(1,514)
Equity | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Equity volatility	15.00%
Equity correlation	(5.00%)
Equity-FX correlation	(55.00%)
Equity-IR correlation	20.00%
Equity | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Equity volatility	55.00%
Equity correlation	90.00%
Equity-FX correlation	25.00%
Equity-IR correlation	35.00%
Equity | Option pricing | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (2,444)
Commodity
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (58)	$ (56)	$ (85)	$ (719)	$ (952)	$ (935)
Commodity | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Forward commodity price | $ / bbl	41
Commodity volatility	22.00%
Commodity correlation	15.00%
Commodity | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Forward commodity price | $ / bbl	54
Commodity volatility	50.00%
Commodity correlation	97.00%
Commodity | Option pricing | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (58)
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	5.00%
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	18.00%
Prepayment speed	26.00%
Conditional default rate	7.00%
Loss severity	100.00%
Residential mortgage-backed securities and loans | Discounted cash flows | Weighted average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Yield	5.00%
Prepayment speed	8.00%
Conditional default rate	2.00%
Loss severity	6.00%
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	$ 2,641
Commercial mortgage-backed securities and loans | Market comparables | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price (in dollars per share) | $ / shares	$ 0
Commercial mortgage-backed securities and loans | Market comparables | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price (in dollars per share) | $ / shares	114
Commercial mortgage-backed securities and loans | Market comparables | Weighted average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price (in dollars per share) | $ / shares	$ 94
Commercial mortgage-backed securities and loans | Market comparables | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	$ 956
Obligations of U.S. states and municipalities | Market comparables | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price (in dollars per share) | $ / shares	$ 58
Obligations of U.S. states and municipalities | Market comparables | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price (in dollars per share) | $ / shares	100
Obligations of U.S. states and municipalities | Market comparables | Weighted average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price (in dollars per share) | $ / shares	$ 97
Obligations of U.S. states and municipalities | Market comparables | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	$ 681
Corporate debt securities | 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 | Market comparables | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price (in dollars per share) | $ / shares	108
Corporate debt securities | Market comparables | Weighted average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price (in dollars per share) | $ / shares	$ 87
Corporate debt securities | Market comparables | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	$ 461
Trading loans | Market comparables | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price (in dollars per share) | $ / shares	$ 5
Trading loans | Market comparables | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price (in dollars per share) | $ / shares	103
Trading loans | Market comparables | Weighted average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price (in dollars per share) | $ / shares	$ 84
Trading loans | Market comparables | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	$ 1,725
Trading loans | Market comparables | Recurring | Level 3 | Trading loans
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	1,700
Trading loans | Market comparables | Recurring | Level 3 | Nontrading loans
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	$ 1
Asset-backed securities | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Prepayment speed	20.00%
Conditional default rate	2.00%
Loss severity	30.00%
Credit spread	2.46%
Asset-backed securities | 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	4.61%
Asset-backed securities | 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	2.60%
Asset-backed securities | Discounted cash flows | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	$ 547
Asset-backed securities | Market comparables | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price (in dollars per share) | $ / shares	$ 0
Asset-backed securities | Market comparables | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price (in dollars per share) | $ / shares	169
Asset-backed securities | Market comparables | Weighted average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price (in dollars per share) | $ / shares	$ 85
Asset-backed securities | Market comparables | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	$ 83
MSRs | Discounted cash flows | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	$ 5,753
Other assets | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Yield	8.00%
Credit spread	0.40%
Other assets | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Yield	40.00%
Credit spread	0.90%
Other assets | Discounted cash flows | Weighted average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Yield	32.00%
Credit spread	0.65%
Other assets | Discounted cash flows | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	$ 1,124
Other assets | Market comparables | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Yield	6.6
Other assets | Market comparables | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Yield	10.3
Other assets | Market comparables | Weighted average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Yield	7.6
Other assets | Market comparables | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	$ 1,541
Residential mortgage-backed securities | Discounted cash flows | Recurring | Level 3 | Mortgage-backed securities, U.S. government agencies
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	348
Residential mortgage-backed securities | Discounted cash flows | Recurring | Level 3 | Residential mortgage-backed securities
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	99
Residential mortgage-backed securities | Discounted cash flows | Recurring | Level 3 | Trading loans
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	2,200
Mortgage-backed securities, Commercial - nonagency | Market comparables | Recurring | Level 3 | Mortgage-backed securities, U.S. government agencies
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	17
Mortgage-backed securities, Commercial - nonagency | Market comparables | Recurring | Level 3 | Mortgage-backed securities, Commercial - nonagency
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	65
Mortgage-backed securities, Commercial - nonagency | Market comparables | Recurring | Level 3 | Trading loans
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	570
Mortgage-backed securities, Commercial - nonagency | Market comparables | Recurring | Level 3 | Nontrading loans
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	$ 304

Fair Value Measurement - Change

Fair Value Measurement - Changes in Level 3 Recurring Measurements (Details) - USD ($)	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016	Dec. 31, 2016
Net derivative receivables:
Beginning balance	$ (2,416,000,000)	$ (2,791,000,000)	$ (2,360,000,000)	$ (1,749,000,000)
Total realized/unrealized gains/(losses)	27,000,000	408,000,000	87,000,000	(239,000,000)
Purchases	174,000,000	192,000,000	527,000,000	306,000,000
Sales	(116,000,000)	(313,000,000)	(188,000,000)	(444,000,000)
Settlements	(193,000,000)	(324,000,000)	(651,000,000)	(492,000,000)
Transfers into level 3	(62,000,000)	248,000,000	(103,000,000)	49,000,000
Transfers out of level 3	65,000,000	150,000,000	167,000,000	139,000,000
Ending balance	(2,521,000,000)	(2,430,000,000)	(2,521,000,000)	(2,430,000,000)
Change in unrealized gains/(losses) related to financial instruments held	$ (96,000,000)	489,000,000	$ (148,000,000)	(94,000,000)
Level 3 Rollforward Supplemental Data [Abstract]
Level 3 liabilities as a percentage of total firm liabilities at fair value	13.00%		13.00%		12.00%
Deposits
Liabilities
Beginning balance	$ 2,133,000,000	2,419,000,000	$ 2,117,000,000	2,950,000,000
Total realized/unrealized (gains)/losses	30,000,000	33,000,000	6,000,000	75,000,000
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	292,000,000	317,000,000	601,000,000	483,000,000
Settlements	(31,000,000)	(168,000,000)	(111,000,000)	(677,000,000)
Transfers into level 3	0	0	0	0
Transfers out of level 3	(293,000,000)	(192,000,000)	(482,000,000)	(422,000,000)
Ending balance	2,131,000,000	2,409,000,000	2,131,000,000	2,409,000,000
Change in unrealized (gains)/losses related to financials instruments held	27,000,000	40,000,000	45,000,000	318,000,000
Federal funds purchased and securities loaned or sold under repurchase agreements
Liabilities
Beginning balance	0	6,000,000	0	0
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	0	(2,000,000)	0	(2,000,000)
Transfers into level 3	0	0	0	6,000,000
Transfers out of level 3	0	(4,000,000)	0	(4,000,000)
Ending balance	0	0	0	0
Change in unrealized (gains)/losses related to financials instruments held	0	0	0	0
Other borrowed funds
Liabilities
Beginning balance	1,261,000,000	568,000,000	1,134,000,000	639,000,000
Total realized/unrealized (gains)/losses	46,000,000	(31,000,000)	47,000,000	(156,000,000)
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	683,000,000	515,000,000	1,390,000,000	772,000,000
Settlements	(657,000,000)	(170,000,000)	(1,242,000,000)	(369,000,000)
Transfers into level 3	23,000,000	42,000,000	40,000,000	50,000,000
Transfers out of level 3	(42,000,000)	(17,000,000)	(55,000,000)	(29,000,000)
Ending balance	1,314,000,000	907,000,000	1,314,000,000	907,000,000
Change in unrealized (gains)/losses related to financials instruments held	53,000,000	(12,000,000)	49,000,000	4,000,000
Total trading liabilities – debt and equity instruments
Liabilities
Beginning balance	45,000,000	52,000,000	43,000,000	63,000,000
Total realized/unrealized (gains)/losses	(1,000,000)	(3,000,000)	(1,000,000)	(7,000,000)
Purchases	(7,000,000)	0	(8,000,000)	0
Sales	2,000,000	17,000,000	4,000,000	18,000,000
Issuances	0	0	0	0
Settlements	0	(12,000,000)	1,000,000	(15,000,000)
Transfers into level 3	1,000,000	3,000,000	3,000,000	3,000,000
Transfers out of level 3	(4,000,000)	0	(6,000,000)	(5,000,000)
Ending balance	36,000,000	57,000,000	36,000,000	57,000,000
Change in unrealized (gains)/losses related to financials instruments held	0	(1,000,000)	0	0
Accounts payable and other liabilities
Liabilities
Beginning balance	11,000,000	16,000,000	13,000,000	19,000,000
Total realized/unrealized (gains)/losses	0	0	0	0
Purchases	(1,000,000)	0	(1,000,000)	0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	0	(1,000,000)	(2,000,000)	(4,000,000)
Transfers into level 3	0	0	0	0
Transfers out of level 3	0	0	0	0
Ending balance	10,000,000	15,000,000	10,000,000	15,000,000
Change in unrealized (gains)/losses related to financials instruments held	0	0	0	0
Beneficial interests issued by consolidated VIE
Liabilities
Beginning balance	51,000,000	649,000,000	48,000,000	549,000,000
Total realized/unrealized (gains)/losses	0	(30,000,000)	3,000,000	(22,000,000)
Purchases	(44,000,000)	0	(44,000,000)	0
Sales	0	0	0	0
Issuances	0	0	0	143,000,000
Settlements	(6,000,000)	(35,000,000)	(6,000,000)	(86,000,000)
Transfers into level 3	0	0	0	0
Transfers out of level 3	0	0	0	0
Ending balance	1,000,000	584,000,000	1,000,000	584,000,000
Change in unrealized (gains)/losses related to financials instruments held	0	(30,000,000)	0	(35,000,000)
Long-term debt
Liabilities
Beginning balance	15,895,000,000	12,587,000,000	13,894,000,000	11,613,000,000
Total realized/unrealized (gains)/losses	207,000,000	(47,000,000)	633,000,000	392,000,000
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	2,931,000,000	2,714,000,000	7,583,000,000	4,875,000,000
Settlements	(2,274,000,000)	(1,498,000,000)	(5,085,000,000)	(2,895,000,000)
Transfers into level 3	53,000,000	168,000,000	88,000,000	259,000,000
Transfers out of level 3	(152,000,000)	(777,000,000)	(453,000,000)	(1,097,000,000)
Ending balance	16,660,000,000	13,147,000,000	16,660,000,000	13,147,000,000
Change in unrealized (gains)/losses related to financials instruments held	152,000,000	186,000,000	432,000,000	1,154,000,000
Interest rate
Net derivative receivables:
Beginning balance	1,009,000,000	846,000,000	1,263,000,000	876,000,000
Total realized/unrealized gains/(losses)	37,000,000	334,000,000	81,000,000	540,000,000
Purchases	21,000,000	62,000,000	37,000,000	106,000,000
Sales	(30,000,000)	(12,000,000)	(53,000,000)	(20,000,000)
Settlements	(348,000,000)	(180,000,000)	(651,000,000)	(442,000,000)
Transfers into level 3	30,000,000	(1,000,000)	34,000,000	5,000,000
Transfers out of level 3	(7,000,000)	58,000,000	1,000,000	42,000,000
Ending balance	712,000,000	1,107,000,000	712,000,000	1,107,000,000
Change in unrealized gains/(losses) related to financial instruments held	(90,000,000)	190,000,000	(151,000,000)	153,000,000
Credit
Net derivative receivables:
Beginning balance	17,000,000	402,000,000	98,000,000	549,000,000
Total realized/unrealized gains/(losses)	(48,000,000)	(202,000,000)	(94,000,000)	(448,000,000)
Purchases	1,000,000	0	1,000,000	0
Sales	(1,000,000)	(1,000,000)	(3,000,000)	(2,000,000)
Settlements	(20,000,000)	48,000,000	(62,000,000)	117,000,000
Transfers into level 3	6,000,000	37,000,000	17,000,000	48,000,000
Transfers out of level 3	0	(5,000,000)	(2,000,000)	15,000,000
Ending balance	(45,000,000)	279,000,000	(45,000,000)	279,000,000
Change in unrealized gains/(losses) related to financial instruments held	(37,000,000)	(76,000,000)	(50,000,000)	(402,000,000)
Foreign exchange
Net derivative receivables:
Beginning balance	(1,490,000,000)	(1,032,000,000)	(1,384,000,000)	(725,000,000)
Total realized/unrealized gains/(losses)	95,000,000	53,000,000	70,000,000	(194,000,000)
Purchases	3,000,000	58,000,000	4,000,000	58,000,000
Sales	(2,000,000)	(103,000,000)	(4,000,000)	(118,000,000)
Settlements	656,000,000	(158,000,000)	565,000,000	(200,000,000)
Transfers into level 3	12,000,000	(43,000,000)	23,000,000	(45,000,000)
Transfers out of level 3	40,000,000	20,000,000	40,000,000	19,000,000
Ending balance	(686,000,000)	(1,205,000,000)	(686,000,000)	(1,205,000,000)
Change in unrealized gains/(losses) related to financial instruments held	101,000,000	75,000,000	60,000,000	(72,000,000)
Equity
Net derivative receivables:
Beginning balance	(1,896,000,000)	(2,055,000,000)	(2,252,000,000)	(1,514,000,000)
Total realized/unrealized gains/(losses)	(35,000,000)	(12,000,000)	34,000,000	(364,000,000)
Purchases	149,000,000	72,000,000	485,000,000	142,000,000
Sales	(83,000,000)	(215,000,000)	(128,000,000)	(322,000,000)
Settlements	(504,000,000)	(5,000,000)	(528,000,000)	73,000,000
Transfers into level 3	(108,000,000)	252,000,000	(181,000,000)	38,000,000
Transfers out of level 3	33,000,000	71,000,000	126,000,000	55,000,000
Ending balance	(2,444,000,000)	(1,892,000,000)	(2,444,000,000)	(1,892,000,000)
Change in unrealized gains/(losses) related to financial instruments held	(38,000,000)	9,000,000	(37,000,000)	(3,000,000)
Commodity
Net derivative receivables:
Beginning balance	(56,000,000)	(952,000,000)	(85,000,000)	(935,000,000)
Total realized/unrealized gains/(losses)	(22,000,000)	235,000,000	(4,000,000)	227,000,000
Purchases	0	0	0	0
Sales	0	18,000,000	0	18,000,000
Settlements	23,000,000	(29,000,000)	25,000,000	(40,000,000)
Transfers into level 3	(2,000,000)	3,000,000	4,000,000	3,000,000
Transfers out of level 3	(1,000,000)	6,000,000	2,000,000	8,000,000
Ending balance	(58,000,000)	(719,000,000)	(58,000,000)	(719,000,000)
Change in unrealized gains/(losses) related to financial instruments held	(32,000,000)	291,000,000	30,000,000	230,000,000
Federal funds sold and securities purchased under resale agreements
Assets
Fair value, beginning balance		4,000,000		0
Total realized/unrealized gains/(losses)		0		0
Purchases		0		0
Sales		0		0
Settlements		0		0
Transfers into level 3		0		4,000,000
Transfers out of level 3		(4,000,000)		(4,000,000)
Fair value, ending balance		0		0
Change in unrealized gains/(losses) related to financial instruments held		0		0
Total mortgage-backed securities
Assets
Fair value, beginning balance	433,000,000	1,031,000,000	492,000,000	1,024,000,000
Total realized/unrealized gains/(losses)	(13,000,000)	(26,000,000)	3,000,000	(81,000,000)
Purchases	123,000,000	159,000,000	214,000,000	371,000,000
Sales	(63,000,000)	(221,000,000)	(185,000,000)	(420,000,000)
Settlements	(26,000,000)	(34,000,000)	(49,000,000)	(69,000,000)
Transfers into level 3	96,000,000	44,000,000	148,000,000	266,000,000
Transfers out of level 3	(22,000,000)	(250,000,000)	(95,000,000)	(388,000,000)
Fair value, ending balance	528,000,000	703,000,000	528,000,000	703,000,000
Change in unrealized gains/(losses) related to financial instruments held	(19,000,000)	(30,000,000)	(16,000,000)	(86,000,000)
Mortgage-backed securities, U.S. government agencies
Assets
Fair value, beginning balance	353,000,000	650,000,000	392,000,000	715,000,000
Total realized/unrealized gains/(losses)	(11,000,000)	(24,000,000)	(7,000,000)	(74,000,000)
Purchases	82,000,000	1,000,000	161,000,000	129,000,000
Sales	(54,000,000)	(50,000,000)	(151,000,000)	(208,000,000)
Settlements	(19,000,000)	(28,000,000)	(35,000,000)	(58,000,000)
Transfers into level 3	20,000,000	6,000,000	27,000,000	87,000,000
Transfers out of level 3	(6,000,000)	(82,000,000)	(22,000,000)	(118,000,000)
Fair value, ending balance	365,000,000	473,000,000	365,000,000	473,000,000
Change in unrealized gains/(losses) related to financial instruments held	(14,000,000)	(27,000,000)	(16,000,000)	(78,000,000)
Mortgage-backed securities, Residential - nonagency
Assets
Fair value, beginning balance	35,000,000	186,000,000	83,000,000	194,000,000
Total realized/unrealized gains/(losses)	(1,000,000)	(1,000,000)	8,000,000	(1,000,000)
Purchases	31,000,000	143,000,000	36,000,000	177,000,000
Sales	(3,000,000)	(148,000,000)	(20,000,000)	(184,000,000)
Settlements	(5,000,000)	(6,000,000)	(9,000,000)	(11,000,000)
Transfers into level 3	46,000,000	30,000,000	61,000,000	44,000,000
Transfers out of level 3	(5,000,000)	(4,000,000)	(61,000,000)	(19,000,000)
Fair value, ending balance	98,000,000	200,000,000	98,000,000	200,000,000
Change in unrealized gains/(losses) related to financial instruments held	(4,000,000)	(1,000,000)	1,000,000	(6,000,000)
Mortgage-backed securities, Commercial - nonagency
Assets
Fair value, beginning balance	45,000,000	195,000,000	17,000,000	115,000,000
Total realized/unrealized gains/(losses)	(1,000,000)	(1,000,000)	2,000,000	(6,000,000)
Purchases	10,000,000	15,000,000	17,000,000	65,000,000
Sales	(6,000,000)	(23,000,000)	(14,000,000)	(28,000,000)
Settlements	(2,000,000)	0	(5,000,000)	0
Transfers into level 3	30,000,000	8,000,000	60,000,000	135,000,000
Transfers out of level 3	(11,000,000)	(164,000,000)	(12,000,000)	(251,000,000)
Fair value, ending balance	65,000,000	30,000,000	65,000,000	30,000,000
Change in unrealized gains/(losses) related to financial instruments held	(1,000,000)	(2,000,000)	(1,000,000)	(2,000,000)
Total trading liabilities – debt and equity instruments
Assets
Fair value, beginning balance	7,753,000,000	11,313,000,000	7,894,000,000	11,930,000,000
Total realized/unrealized gains/(losses)	136,000,000	(331,000,000)	310,000,000	(322,000,000)
Purchases	1,108,000,000	1,111,000,000	2,715,000,000	2,278,000,000
Sales	(597,000,000)	(1,605,000,000)	(1,868,000,000)	(2,656,000,000)
Settlements	(760,000,000)	(546,000,000)	(1,343,000,000)	(1,848,000,000)
Transfers into level 3	255,000,000	341,000,000	579,000,000	1,357,000,000
Transfers out of level 3	(602,000,000)	(585,000,000)	(994,000,000)	(1,041,000,000)
Fair value, ending balance	7,293,000,000	9,698,000,000	7,293,000,000	9,698,000,000
Change in unrealized gains/(losses) related to financial instruments held	117,000,000	(353,000,000)	173,000,000	(279,000,000)
Total debt instruments
Assets
Fair value, beginning balance	6,719,000,000	10,311,000,000	6,902,000,000	10,921,000,000
Total realized/unrealized gains/(losses)	72,000,000	(285,000,000)	211,000,000	(273,000,000)
Purchases	1,048,000,000	940,000,000	2,580,000,000	1,892,000,000
Sales	(549,000,000)	(1,437,000,000)	(1,814,000,000)	(2,336,000,000)
Settlements	(695,000,000)	(514,000,000)	(1,231,000,000)	(1,791,000,000)
Transfers into level 3	252,000,000	337,000,000	567,000,000	1,325,000,000
Transfers out of level 3	(569,000,000)	(570,000,000)	(937,000,000)	(956,000,000)
Fair value, ending balance	6,278,000,000	8,782,000,000	6,278,000,000	8,782,000,000
Change in unrealized gains/(losses) related to financial instruments held	76,000,000	(311,000,000)	104,000,000	(284,000,000)
Obligations of U.S. states and municipalities
Assets
Fair value, beginning balance	668,000,000	620,000,000	649,000,000	651,000,000
Total realized/unrealized gains/(losses)	4,000,000	4,000,000	12,000,000	9,000,000
Purchases	9,000,000	0	95,000,000	36,000,000
Sales	0	(41,000,000)	(70,000,000)	(107,000,000)
Settlements	0	(32,000,000)	(5,000,000)	(38,000,000)
Transfers into level 3	0	0	0	0
Transfers out of level 3	0	0	0	0
Fair value, ending balance	681,000,000	551,000,000	681,000,000	551,000,000
Change in unrealized gains/(losses) related to financial instruments held	3,000,000	4,000,000	11,000,000	9,000,000
Non-U.S. government debt securities
Assets
Fair value, beginning balance	47,000,000	40,000,000	46,000,000	74,000,000
Total realized/unrealized gains/(losses)	3,000,000	(8,000,000)	3,000,000	2,000,000
Purchases	102,000,000	25,000,000	174,000,000	29,000,000
Sales	(95,000,000)	(19,000,000)	(178,000,000)	(51,000,000)
Settlements	0	0	0	0
Transfers into level 3	1,000,000	0	27,000,000	0
Transfers out of level 3	(21,000,000)	(1,000,000)	(35,000,000)	(17,000,000)
Fair value, ending balance	37,000,000	37,000,000	37,000,000	37,000,000
Change in unrealized gains/(losses) related to financial instruments held	2,000,000	(5,000,000)	3,000,000	(14,000,000)
Corporate debt securities
Assets
Fair value, beginning balance	738,000,000	654,000,000	576,000,000	736,000,000
Total realized/unrealized gains/(losses)	2,000,000	(54,000,000)	(7,000,000)	(32,000,000)
Purchases	74,000,000	80,000,000	497,000,000	159,000,000
Sales	(38,000,000)	(89,000,000)	(146,000,000)	(144,000,000)
Settlements	(254,000,000)	(68,000,000)	(376,000,000)	(125,000,000)
Transfers into level 3	27,000,000	16,000,000	60,000,000	55,000,000
Transfers out of level 3	(88,000,000)	(23,000,000)	(143,000,000)	(133,000,000)
Fair value, ending balance	461,000,000	516,000,000	461,000,000	516,000,000
Change in unrealized gains/(losses) related to financial instruments held	1,000,000	(50,000,000)	1,000,000	(1,000,000)
Loans
Assets
Fair value, beginning balance	4,588,000,000	6,776,000,000	4,837,000,000	6,604,000,000
Total realized/unrealized gains/(losses)	68,000,000	(217,000,000)	178,000,000	(188,000,000)
Purchases	729,000,000	421,000,000	1,491,000,000	865,000,000
Sales	(323,000,000)	(733,000,000)	(1,067,000,000)	(1,144,000,000)
Settlements	(390,000,000)	(338,000,000)	(765,000,000)	(642,000,000)
Transfers into level 3	122,000,000	240,000,000	318,000,000	763,000,000
Transfers out of level 3	(306,000,000)	(133,000,000)	(504,000,000)	(242,000,000)
Fair value, ending balance	4,488,000,000	6,016,000,000	4,488,000,000	6,016,000,000
Change in unrealized gains/(losses) related to financial instruments held	83,000,000	(234,000,000)	98,000,000	(195,000,000)
Asset-backed securities
Assets
Fair value, beginning balance	245,000,000	1,190,000,000	302,000,000	1,832,000,000
Total realized/unrealized gains/(losses)	8,000,000	16,000,000	22,000,000	17,000,000
Purchases	11,000,000	255,000,000	109,000,000	432,000,000
Sales	(30,000,000)	(334,000,000)	(168,000,000)	(470,000,000)
Settlements	(25,000,000)	(42,000,000)	(36,000,000)	(917,000,000)
Transfers into level 3	6,000,000	37,000,000	14,000,000	241,000,000
Transfers out of level 3	(132,000,000)	(163,000,000)	(160,000,000)	(176,000,000)
Fair value, ending balance	83,000,000	959,000,000	83,000,000	959,000,000
Change in unrealized gains/(losses) related to financial instruments held	6,000,000	4,000,000	7,000,000	3,000,000
Equity securities
Assets
Fair value, beginning balance	271,000,000	279,000,000	231,000,000	265,000,000
Total realized/unrealized gains/(losses)	21,000,000	(9,000,000)	34,000,000	(3,000,000)
Purchases	57,000,000	2,000,000	113,000,000	33,000,000
Sales	(41,000,000)	(24,000,000)	(47,000,000)	(33,000,000)
Settlements	0	(3,000,000)	0	(22,000,000)
Transfers into level 3	1,000,000	1,000,000	2,000,000	7,000,000
Transfers out of level 3	(25,000,000)	0	(49,000,000)	(1,000,000)
Fair value, ending balance	284,000,000	246,000,000	284,000,000	246,000,000
Change in unrealized gains/(losses) related to financial instruments held	10,000,000	(6,000,000)	20,000,000	17,000,000
Other
Assets
Fair value, beginning balance	763,000,000	723,000,000	761,000,000	744,000,000
Total realized/unrealized gains/(losses)	43,000,000	(37,000,000)	65,000,000	(46,000,000)
Purchases	3,000,000	169,000,000	22,000,000	353,000,000
Sales	(7,000,000)	(144,000,000)	(7,000,000)	(287,000,000)
Settlements	(65,000,000)	(29,000,000)	(112,000,000)	(35,000,000)
Transfers into level 3	2,000,000	3,000,000	10,000,000	25,000,000
Transfers out of level 3	(8,000,000)	(15,000,000)	(8,000,000)	(84,000,000)
Fair value, ending balance	731,000,000	670,000,000	731,000,000	670,000,000
Change in unrealized gains/(losses) related to financial instruments held	31,000,000	(36,000,000)	49,000,000	(12,000,000)
Total available-for-sale securities
Assets
Fair value, beginning balance	623,000,000	810,000,000	664,000,000	824,000,000
Total realized/unrealized gains/(losses)	2,000,000	7,000,000	12,000,000	(1,000,000)
Purchases	0	0	0	0
Sales	0	0	(50,000,000)	0
Settlements	(77,000,000)	(7,000,000)	(78,000,000)	(13,000,000)
Transfers into level 3	0	0	0	0
Transfers out of level 3	0	0	0	0
Fair value, ending balance	548,000,000	810,000,000	548,000,000	810,000,000
Change in unrealized gains/(losses) related to financial instruments held	2,000,000	7,000,000	10,000,000	(14,000,000)
Level 3 Rollforward Supplemental Data [Abstract]
Realized gains/(losses) recorded in income	0	0	0	0
Unrealized gains/(losses) recorded in OCI	2,000,000	7,000,000	12,000,000	(2,000,000)
Asset-backed securities
Assets
Fair value, beginning balance	622,000,000	809,000,000	663,000,000	823,000,000
Total realized/unrealized gains/(losses)	2,000,000	7,000,000	12,000,000	(1,000,000)
Purchases	0	0	0	0
Sales	0	0	(50,000,000)	0
Settlements	(77,000,000)	(7,000,000)	(78,000,000)	(13,000,000)
Transfers into level 3	0	0	0	0
Transfers out of level 3	0	0	0	0
Fair value, ending balance	547,000,000	809,000,000	547,000,000	809,000,000
Change in unrealized gains/(losses) related to financial instruments held	2,000,000	7,000,000	10,000,000	(14,000,000)
Other
Assets
Fair value, beginning balance	1,000,000	1,000,000	1,000,000	1,000,000
Total realized/unrealized gains/(losses)	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Settlements	0	0	0	0
Transfers into level 3	0	0	0	0
Transfers out of level 3	0	0	0	0
Fair value, ending balance	1,000,000	1,000,000	1,000,000	1,000,000
Change in unrealized gains/(losses) related to financial instruments held	0	0	0	0
Loans
Assets
Fair value, beginning balance	404,000,000	1,009,000,000	570,000,000	1,518,000,000
Total realized/unrealized gains/(losses)	18,000,000	(36,000,000)	24,000,000	(14,000,000)
Purchases	0	184,000,000	0	184,000,000
Sales	0	0	0	0
Settlements	(117,000,000)	(372,000,000)	(289,000,000)	(590,000,000)
Transfers into level 3	0	0	0	0
Transfers out of level 3	0	0	0	(313,000,000)
Fair value, ending balance	305,000,000	785,000,000	305,000,000	785,000,000
Change in unrealized gains/(losses) related to financial instruments held	13,000,000	(16,000,000)	16,000,000	(16,000,000)
Mortgage servicing rights
Assets
Fair value, beginning balance	6,079,000,000	5,658,000,000	6,096,000,000	6,608,000,000
Total realized/unrealized gains/(losses)	(200,000,000)	(457,000,000)	(157,000,000)	(1,209,000,000)
Purchases	154,000,000	113,000,000	371,000,000	220,000,000
Sales	(67,000,000)	(3,000,000)	(138,000,000)	(67,000,000)
Settlements	(213,000,000)	(239,000,000)	(419,000,000)	(480,000,000)
Transfers into level 3	0	0	0	0
Transfers out of level 3	0	0	0	0
Fair value, ending balance	5,753,000,000	5,072,000,000	5,753,000,000	5,072,000,000
Change in unrealized gains/(losses) related to financial instruments held	(200,000,000)	(457,000,000)	(157,000,000)	(1,209,000,000)
Other assets
Assets
Fair value, beginning balance	2,077,000,000	2,351,000,000	2,223,000,000	2,401,000,000
Total realized/unrealized gains/(losses)	193,000,000	114,000,000	230,000,000	146,000,000
Purchases	28,000,000	457,000,000	32,000,000	471,000,000
Sales	(78,000,000)	(422,000,000)	(155,000,000)	(438,000,000)
Settlements	(286,000,000)	(131,000,000)	(396,000,000)	(211,000,000)
Transfers into level 3	0	0	0	0
Transfers out of level 3	0	0	0	0
Fair value, ending balance	1,934,000,000	2,369,000,000	1,934,000,000	2,369,000,000
Change in unrealized gains/(losses) related to financial instruments held	$ 120,000,000	$ 53,000,000	$ 132,000,000	$ (22,000,000)

Fair Value Measurement - Leve56

Fair Value Measurement - Level 3 Analysis (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016	Dec. 31, 2016
Level 3 Analysis - Supplemental Data [Abstract]
Percentage of level 3 assets in total Firm assets	0.80%		0.80%
Total realized/unrealized gains/(losses)	$ 27	$ 408	$ 87	$ (239)
Recurring
Level 3 Analysis - Supplemental Data [Abstract]
Assets fair value	656,712		656,712		$ 647,381
Recurring | Level 3
Level 3 Analysis - Supplemental Data [Abstract]
Assets fair value	20,439		20,439		$ 23,240
Decrease in level 3 assets	1,400		2,800
Recurring | Level 3 | Liabilities
Level 3 Analysis - Supplemental Data [Abstract]
Total realized/unrealized gains/(losses)	(282)	78	(688)
Recurring | Level 3 | Trading assets
Level 3 Analysis - Supplemental Data [Abstract]
Decrease in level 3 assets			1,800
Recurring | Level 3 | Assets
Level 3 Analysis - Supplemental Data [Abstract]
Total realized/unrealized gains/(losses)	$ 176	$ (295)	$ 506	(1,600)
Recurring | Level 3 | MSRs
Level 3 Analysis - Supplemental Data [Abstract]
Total realized/unrealized gains/(losses)				$ (1,200)

Fair Value Measurement - Impact

Fair Value Measurement - Impact of Credit Adjustments (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Credit and funding adjustments:
Derivatives CVA	$ 249	$ (168)	$ 470	$ (756)
Derivatives DVA and FVA	$ (60)	$ 43	$ (67)	$ (123)

Fair Value Measurement - Nonrec

Fair Value Measurement - Nonrecurring Basis (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Residential mortgages | Broker price opinions | Minimum
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value inputs, liquidation value discount			20.00%
Residential mortgages | Broker price opinions | Maximum
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value inputs, liquidation value discount			48.00%
Residential mortgages | Broker price opinions | Weighted average
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value inputs, liquidation value discount			29.00%
Nonrecurring
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total assets measured at fair value on a nonrecurring basis	$ 977	$ 750	$ 977	$ 750
Total liabilities measured at fair value on a nonrecurring basis	3	9	3	9
Total nonrecurring fair value gains/(losses)	(78)	(76)	(154)	(130)
Nonrecurring | Accounts payable and other liabilities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total liabilities measured at fair value on a nonrecurring basis	3	9	3	9
Total nonrecurring fair value gains/(losses)	(1)	(5)	(1)	(5)
Nonrecurring | Loans
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total assets measured at fair value on a nonrecurring basis	722	646	722	646
Total nonrecurring fair value gains/(losses)	(60)	(53)	(109)	(103)
Nonrecurring | Other assets
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total assets measured at fair value on a nonrecurring basis	255	104	255	104
Total nonrecurring fair value gains/(losses)	(17)	(18)	(44)	(22)
Nonrecurring | Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total assets measured at fair value on a nonrecurring basis	0	0	0	0
Total liabilities measured at fair value on a nonrecurring basis	0	0	0	0
Nonrecurring | Level 1 | Accounts payable and other liabilities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total liabilities measured at fair value on a nonrecurring basis	0	0	0	0
Nonrecurring | Level 1 | Loans
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total assets measured at fair value on a nonrecurring basis	0	0	0	0
Nonrecurring | Level 1 | Other assets
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total assets measured at fair value on a nonrecurring basis	0	0	0	0
Nonrecurring | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total assets measured at fair value on a nonrecurring basis	302	291	302	291
Total liabilities measured at fair value on a nonrecurring basis	1	2	1	2
Nonrecurring | Level 2 | Accounts payable and other liabilities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total liabilities measured at fair value on a nonrecurring basis	1	2	1	2
Nonrecurring | Level 2 | Loans
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total assets measured at fair value on a nonrecurring basis	292	280	292	280
Nonrecurring | Level 2 | Other assets
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total assets measured at fair value on a nonrecurring basis	10	11	10	11
Nonrecurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total assets measured at fair value on a nonrecurring basis	675	459	675	459
Total liabilities measured at fair value on a nonrecurring basis	2	7	2	7
Nonrecurring | Level 3 | Accounts payable and other liabilities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total liabilities measured at fair value on a nonrecurring basis	2	7	2	7
Nonrecurring | Level 3 | Loans
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total assets measured at fair value on a nonrecurring basis	430	366	430	366
Nonrecurring | Level 3 | Other assets
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total assets measured at fair value on a nonrecurring basis	245	$ 93	245	$ 93
Nonrecurring | Level 3 | Residential mortgages
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total assets measured at fair value on a nonrecurring basis	$ 146		$ 146

Fair Value Measurement - Carryi

Fair Value Measurement - Carrying Value and Estimated Fair Value (Details) - USD ($) $ in Millions	Jun. 30, 2017	Dec. 31, 2016	Jun. 30, 2016	Dec. 31, 2015
Financial assets
Cash and due from banks	$ 21,781	$ 23,873	$ 19,710	$ 20,490
Deposits with banks	427,380	365,762
Federal funds sold and securities purchased under resale agreements	218,570	229,967
Securities, held-to-maturity	48,796	50,889
Loans, net of allowance for loan losses	1,979	2,230
Financial liabilities
Commercial paper	22,207	11,738
Beneficial interests issued by consolidated VIEs	30,898	39,047
Carrying value
Financial assets
Cash and due from banks	21,800	23,900
Deposits with banks	427,400	365,800
Accrued interest and accounts receivable	64,000	52,300
Federal funds sold and securities purchased under resale agreements	200,500	208,500
Securities borrowed	89,100	96,400
Securities, held-to-maturity	47,800	50,200
Loans, net of allowance for loan losses	893,400	878,800
Other	64,700	71,400
Financial liabilities
Deposits	1,421,700	1,361,300
Federal funds purchased and securities loaned or sold under repurchase agreements	164,900	165,000
Commercial paper	22,200	11,700
Other borrowed funds	22,400	13,600
Accounts payable and other liabilities	150,500	148,000
Beneficial interests issued by consolidated VIEs	30,800	38,900
Long-term debt and junior subordinated deferrable interest debentures	249,500	257,500
Wholesale lending-related commitments	1,100	1,100
Total estimated fair value
Financial assets
Cash and due from banks	21,800	23,900
Deposits with banks	427,400	365,800
Accrued interest and accounts receivable	62,900	52,300
Federal funds sold and securities purchased under resale agreements	200,500	208,500
Securities borrowed	89,100	96,400
Securities, held-to-maturity	48,800	50,900
Loans, net of allowance for loan losses	892,900	875,100
Other	69,400	75,200
Financial liabilities
Deposits	1,421,800	1,361,300
Federal funds purchased and securities loaned or sold under repurchase agreements	164,900	165,000
Commercial paper	22,200	11,700
Other borrowed funds	22,400	13,600
Accounts payable and other liabilities	149,900	148,200
Beneficial interests issued by consolidated VIEs	30,800	38,900
Long-term debt and junior subordinated deferrable interest debentures	255,000	262,000
Wholesale lending-related commitments	1,600	2,100
Total estimated fair value | Level 1
Financial assets
Cash and due from banks	21,800	23,900
Deposits with banks	426,000	362,000
Accrued interest and accounts receivable	0	0
Federal funds sold and securities purchased under resale agreements	0	0
Securities borrowed	0	0
Securities, held-to-maturity	0	0
Loans, net of allowance for loan losses	0	0
Other	0	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
Total estimated fair value | Level 2
Financial assets
Cash and due from banks	0	0
Deposits with banks	1,400	3,800
Accrued interest and accounts receivable	62,700	52,200
Federal funds sold and securities purchased under resale agreements	200,500	208,300
Securities borrowed	89,100	96,400
Securities, held-to-maturity	48,800	50,900
Loans, net of allowance for loan losses	30,800	24,100
Other	54,600	60,800
Financial liabilities
Deposits	1,421,800	1,361,300
Federal funds purchased and securities loaned or sold under repurchase agreements	164,900	165,000
Commercial paper	22,200	11,700
Other borrowed funds	22,400	13,600
Accounts payable and other liabilities	146,900	144,800
Beneficial interests issued by consolidated VIEs	30,800	38,900
Long-term debt and junior subordinated deferrable interest debentures	252,500	260,000
Wholesale lending-related commitments	0	0
Total estimated fair value | Level 3
Financial assets
Cash and due from banks	0	0
Deposits with banks	0	0
Accrued interest and accounts receivable	200	100
Federal funds sold and securities purchased under resale agreements	0	200
Securities borrowed	0	0
Securities, held-to-maturity	0	0
Loans, net of allowance for loan losses	862,100	851,000
Other	14,800	14,300
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	3,000	3,400
Beneficial interests issued by consolidated VIEs	0	0
Long-term debt and junior subordinated deferrable interest debentures	2,500	2,000
Wholesale lending-related commitments	$ 1,600	$ 2,100

Fair Value Option - Changes in

Fair Value Option - Changes in fair value under the fair value option (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Federal funds sold and securities purchased under resale agreements
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	$ (12)	$ 0	$ (33)	$ 68
Federal funds sold and securities purchased under resale agreements | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(12)	0	(33)	68
Federal funds sold and securities purchased under resale agreements | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	0	0	0
Securities borrowed
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	13	3	90	1
Securities borrowed | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	13	3	90	1
Securities borrowed | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	0	0	0
Debt and equity instruments, excluding loans
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	336	(140)	697	(113)
Debt and equity instruments, excluding loans | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	334	(141)	695	(113)
Debt and equity instruments, excluding loans | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	2	1	2	0
Loans reported as trading assets: Changes in instrument-specific credit risk
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	78	50	258	112
Loans reported as trading assets: Changes in instrument-specific credit risk | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	69	34	243	98
Loans reported as trading assets: Changes in instrument-specific credit risk | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	9	16	15	14
Loans reported as trading assets: Other changes in fair value
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	272	276	429	709
Loans reported as trading assets: Other changes in fair value | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	43	70	77	186
Loans reported as trading assets: Other changes in fair value | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	229	206	352	523
Loans: Changes in instrument-specific credit risk
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	0	(1)	13
Loans: Changes in instrument-specific credit risk | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	0	(1)	13
Loans: Changes in instrument-specific credit risk | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	0	0	0
Loans: Other changes in fair value
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	4	(3)	4	4
Loans: Other changes in fair value | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	1	(3)	1	4
Loans: Other changes in fair value | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	3	0	3	0
Other assets
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(13)	104	(15)	96
Other assets | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	3	2	7	14
Other assets | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(16)	102	(22)	82
Deposits
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(86)	(226)	(245)	(569)
Deposits | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(86)	(226)	(245)	(569)
Deposits | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	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
Total nonrecurring fair value gains/(losses)	(3)	(3)	2	(20)
Federal funds purchased and securities loaned or sold under repurchase agreements | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(3)	(3)	2	(20)
Federal funds purchased and securities loaned or sold under repurchase agreements | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	0	0	0
Other borrowed funds
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	43	(529)	(431)	(1)
Other borrowed funds | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	43	(529)	(431)	(1)
Other borrowed funds | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	0	0	0
Trading liabilities
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	(2)	(1)	2
Trading liabilities | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	(2)	(1)	2
Trading liabilities | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	0	0	0
Beneficial interests issued by consolidated VIEs
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	16	0	23
Beneficial interests issued by consolidated VIEs | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	16	0	23
Beneficial interests issued by consolidated VIEs | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	0	0	0
Long-term debt
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(170)	(600)	(923)	(918)
Long-term debt | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(170)	(600)	(923)	(918)
Long-term debt | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	$ 0	$ 0	$ 0	$ 0

Fair Value Option - Aggregate d

Fair Value Option - Aggregate differences (Details) - USD ($)	Jun. 30, 2017	Dec. 31, 2016
Long-term beneficial interests
Performing loans, ninety days or more past due	$ 0	$ 0
Lending-related commitments, fair value option elected
Long-term beneficial interests
Contractual amount of lending-related commitments	4,500,000,000	4,600,000,000
Contractual lending-related commitments, fair value	(100,000,000)	(118,000,000)
Contractual principal outstanding
Loans
Nonaccrual loans	3,972,000,000	3,338,000,000
Total loans	42,472,000,000	41,074,000,000
Contractual principal outstanding | Principal-protected debt
Long-term debt
Total long-term debt	25,339,000,000	21,602,000,000
Contractual principal outstanding | Loans reported as trading assets
Loans
Nonaccrual loans	3,933,000,000	3,338,000,000
All other performing loans	36,505,000,000	35,477,000,000
Contractual principal outstanding | Loans
Loans
Nonaccrual loans	39,000,000	0
All other performing loans	1,995,000,000	2,259,000,000
Fair value
Loans
Nonaccrual loans	1,193,000,000	748,000,000
Total loans	38,163,000,000	36,030,000,000
Long-term debt
Total long-term debt	43,484,000,000	37,686,000,000
Long-term beneficial interests
Total long-term beneficial interests	72,000,000	120,000,000
Fair value | Principal-protected debt
Long-term debt
Total long-term debt	22,502,000,000	19,195,000,000
Fair value | Nonprincipal-protected debt
Long-term debt
Total long-term debt	20,982,000,000	18,491,000,000
Long-term beneficial interests
Total long-term beneficial interests	72,000,000	120,000,000
Fair value | Loans reported as trading assets
Loans
Nonaccrual loans	1,193,000,000	748,000,000
All other performing loans	34,992,000,000	33,054,000,000
Fair value | Loans
Loans
Nonaccrual loans	0	0
All other performing loans	1,978,000,000	2,228,000,000
Fair value over/(under) contractual principal outstanding
Loans
Nonaccrual loans, Fair value over/(under) contractual principal outstanding	(2,779,000,000)	(2,590,000,000)
Total loans	(4,309,000,000)	(5,044,000,000)
Fair value over/(under) contractual principal outstanding | Principal-protected debt
Long-term debt
Long-term debt, Fair value over/(under) contractual principal outstanding	(2,837,000,000)	(2,407,000,000)
Fair value over/(under) contractual principal outstanding | Loans reported as trading assets
Loans
Nonaccrual loans, Fair value over/(under) contractual principal outstanding	(2,740,000,000)	(2,590,000,000)
All other performing loans	(1,513,000,000)	(2,423,000,000)
Fair value over/(under) contractual principal outstanding | Loans
Loans
Nonaccrual loans, Fair value over/(under) contractual principal outstanding	(39,000,000)	0
All other performing loans	$ (17,000,000)	$ (31,000,000)

Fair Value Option - Structured

Fair Value Option - Structured note products by balance sheet classification and risk component (Details) - USD ($) $ in Millions	Jun. 30, 2017	Dec. 31, 2016
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	$ 66,277	$ 57,656
Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	26,152	20,776
Credit
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	3,626	3,492
Foreign exchange
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	2,669	2,506
Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	29,834	28,546
Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	3,996	2,336
Long-term debt
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	42,983	37,247
Long-term debt | Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	20,170	16,296
Long-term debt | Credit
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	3,546	3,267
Long-term debt | Foreign exchange
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	2,491	2,365
Long-term debt | Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	16,351	14,831
Long-term debt | Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	425	488
Other borrowed funds
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	7,874	8,815
Other borrowed funds | Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	107	184
Other borrowed funds | Credit
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	80	225
Other borrowed funds | Foreign exchange
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	172	135
Other borrowed funds | Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	7,488	8,234
Other borrowed funds | Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	27	37
Deposits
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	15,420	11,594
Deposits | Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	5,875	4,296
Deposits | Credit
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	0	0
Deposits | Foreign exchange
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	6	6
Deposits | Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	5,995	5,481
Deposits | Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	$ 3,544	$ 1,811

Derivative Instruments - Notion

Derivative Instruments - Notional Amount of Derivative Contracts (Details) - USD ($) $ in Billions	Jun. 30, 2017	Dec. 31, 2016
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	$ 51,051	$ 47,537
Interest rate contracts
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	35,565	33,862
Swaps
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	22,112	22,000
Futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	5,805	5,289
Options | Written options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	3,610	3,091
Options | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	4,038	3,482
Credit derivatives
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	1,819	2,032
Foreign exchange contracts
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	11,847	10,155
Cross-currency swaps
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	3,829	3,359
Spot, futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	6,374	5,341
Options | Written options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	824	734
Options | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	820	721
Equity contracts
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	1,401	1,079
Swaps
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	301	258
Futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	89	59
Options | Written options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	543	417
Options | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	468	345
Commodity contracts
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	419	409
Swaps
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	105	102
Spot, futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	145	130
Options | Written options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	82	83
Options | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	$ 87	$ 94

Derivative Instruments - Impact

Derivative Instruments - Impact on Balance Sheet (Details) - USD ($) $ in Millions	Jun. 30, 2017	Dec. 31, 2016
Derivatives, Fair Value [Line Items]
Gross derivative receivables	$ 775,812	$ 922,616
Net derivative receivables	56,506	64,078
Gross derivative payables	750,184	893,239
Net derivative payables	41,795	49,231
Interest rate
Derivatives, Fair Value [Line Items]
Gross derivative receivables	523,437	605,963
Net derivative receivables	26,912	28,302
Gross derivative payables	485,590	570,778
Net derivative payables	8,206	10,815
Credit
Derivatives, Fair Value [Line Items]
Gross derivative receivables	25,898	29,645
Net derivative receivables	1,014	1,294
Gross derivative payables	26,123	28,666
Net derivative payables	1,625	1,411
Foreign exchange
Derivatives, Fair Value [Line Items]
Gross derivative receivables	174,797	233,426
Net derivative receivables	16,662	23,271
Gross derivative payables	178,072	234,971
Net derivative payables	14,021	20,508
Equity
Derivatives, Fair Value [Line Items]
Gross derivative receivables	37,546	34,940
Net derivative receivables	6,273	4,939
Gross derivative payables	43,077	38,362
Net derivative payables	9,356	8,140
Commodity
Derivatives, Fair Value [Line Items]
Gross derivative receivables	14,134	18,642
Net derivative receivables	5,645	6,272
Gross derivative payables	17,322	20,462
Net derivative payables	8,587	8,357
Not designated as hedges
Derivatives, Fair Value [Line Items]
Gross derivative receivables	771,157	916,784
Gross derivative payables	746,583	889,028
Not designated as hedges | Interest rate
Derivatives, Fair Value [Line Items]
Gross derivative receivables	519,565	601,557
Gross derivative payables	483,494	567,894
Not designated as hedges | Credit
Derivatives, Fair Value [Line Items]
Gross derivative receivables	25,898	29,645
Gross derivative payables	26,123	28,666
Not designated as hedges | Foreign exchange
Derivatives, Fair Value [Line Items]
Gross derivative receivables	174,034	232,137
Gross derivative payables	176,681	233,823
Not designated as hedges | Equity
Derivatives, Fair Value [Line Items]
Gross derivative receivables	37,546	34,940
Gross derivative payables	43,077	38,362
Not designated as hedges | Commodity
Derivatives, Fair Value [Line Items]
Gross derivative receivables	14,114	18,505
Gross derivative payables	17,208	20,283
Designated as hedges
Derivatives, Fair Value [Line Items]
Gross derivative receivables	4,655	5,832
Gross derivative payables	3,601	4,211
Designated as hedges | Interest rate
Derivatives, Fair Value [Line Items]
Gross derivative receivables	3,872	4,406
Gross derivative payables	2,096	2,884
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	763	1,289
Gross derivative payables	1,391	1,148
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	20	137
Gross derivative payables	$ 114	$ 179

Derivative Instruments - Deriva

Derivative Instruments - Derivatives Netting (Details) - USD ($) $ in Millions	Jun. 30, 2017	Dec. 31, 2016
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	$ 762,833	$ 908,028
Amounts netted on the Consolidated balance sheets	(719,306)	(858,538)
Net derivative receivables	43,527	49,490
Derivative receivables where an appropriate legal opinion has not been either sought or obtained	12,979	14,588
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	775,812	922,616
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	56,506	64,078
Collateral not nettable on the Consolidated balance sheets	(15,383)	(18,638)
Net amounts	41,123	45,440
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	738,228	881,631
Amounts netted on the Consolidated balance sheets	(708,389)	(844,008)
Net derivative payables	29,839	37,623
Derivative payables where an appropriate legal opinion has not been either sought or obtained	11,956	11,608
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	750,184	893,239
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	41,795	49,231
Collateral not nettable on the Consolidated balance sheets	(5,701)	(8,925)
Net amounts	36,094	40,306
Net cash collateral receivables	59,700	71,900
Netted cash collateral payables	48,800	57,300
Interest rate contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	518,354	600,867
Amounts netted on the Consolidated balance sheets	(496,524)	(577,661)
Net derivative receivables	21,830	23,206
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	523,437	605,963
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	26,912	28,302
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	483,679	569,162
Amounts netted on the Consolidated balance sheets	(477,384)	(559,963)
Net derivative payables	6,295	9,199
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	485,590	570,778
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	8,206	10,815
Interest rate contracts | Over-the-counter (“OTC”)
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	320,828	365,227
Amounts netted on the Consolidated balance sheets	(299,119)	(342,173)
Net derivative receivables	21,709	23,054
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	290,398	338,502
Amounts netted on the Consolidated balance sheets	(284,262)	(329,325)
Net derivative payables	6,136	9,177
Interest rate contracts | OTC–cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	197,359	235,399
Amounts netted on the Consolidated balance sheets	(197,297)	(235,261)
Net derivative receivables	62	138
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	193,154	230,464
Amounts netted on the Consolidated balance sheets	(193,011)	(230,463)
Net derivative payables	143	1
Interest rate contracts | Exchange-traded
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	167	241
Amounts netted on the Consolidated balance sheets	(108)	(227)
Net derivative receivables	59	14
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	127	196
Amounts netted on the Consolidated balance sheets	(111)	(175)
Net derivative payables	16	21
Credit contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	25,257	28,876
Amounts netted on the Consolidated balance sheets	(24,885)	(28,351)
Net derivative receivables	372	525
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	25,898	29,645
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	1,014	1,294
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	25,259	28,007
Amounts netted on the Consolidated balance sheets	(24,498)	(27,255)
Net derivative payables	761	752
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	26,123	28,666
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	1,625	1,411
Credit contracts | Over-the-counter (“OTC”)
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	18,169	23,130
Amounts netted on the Consolidated balance sheets	(17,862)	(22,612)
Net derivative receivables	307	518
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	18,293	22,366
Amounts netted on the Consolidated balance sheets	(17,532)	(21,614)
Net derivative payables	761	752
Credit contracts | OTC–cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	7,088	5,746
Amounts netted on the Consolidated balance sheets	(7,023)	(5,739)
Net derivative receivables	65	7
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	6,966	5,641
Amounts netted on the Consolidated balance sheets	(6,966)	(5,641)
Net derivative payables	0	0
Foreign exchange contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	171,428	227,613
Amounts netted on the Consolidated balance sheets	(158,134)	(210,154)
Net derivative receivables	13,294	17,459
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	174,797	233,426
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	16,662	23,271
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	173,901	229,786
Amounts netted on the Consolidated balance sheets	(164,051)	(214,463)
Net derivative payables	9,850	15,323
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	178,072	234,971
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	14,021	20,508
Foreign exchange contracts | Over-the-counter (“OTC”)
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	169,826	226,271
Amounts netted on the Consolidated balance sheets	(156,701)	(208,962)
Net derivative receivables	13,125	17,309
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	172,444	228,300
Amounts netted on the Consolidated balance sheets	(162,674)	(213,296)
Net derivative payables	9,770	15,004
Foreign exchange contracts | OTC–cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	1,507	1,238
Amounts netted on the Consolidated balance sheets	(1,424)	(1,165)
Net derivative receivables	83	73
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	1,370	1,158
Amounts netted on the Consolidated balance sheets	(1,369)	(1,158)
Net derivative payables	1	0
Foreign exchange contracts | Exchange-traded
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	95	104
Amounts netted on the Consolidated balance sheets	(9)	(27)
Net derivative receivables	86	77
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	87	328
Amounts netted on the Consolidated balance sheets	(8)	(9)
Net derivative payables	79	319
Equity contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	34,534	32,307
Amounts netted on the Consolidated balance sheets	(31,274)	(30,001)
Net derivative receivables	3,260	2,306
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	37,546	34,940
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	6,273	4,939
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	38,724	34,692
Amounts netted on the Consolidated balance sheets	(33,721)	(30,222)
Net derivative payables	5,003	4,470
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	43,077	38,362
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	9,356	8,140
Equity contracts | Over-the-counter (“OTC”)
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	20,072	20,868
Amounts netted on the Consolidated balance sheets	(19,794)	(20,570)
Net derivative receivables	278	298
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	26,445	24,688
Amounts netted on the Consolidated balance sheets	(22,241)	(20,808)
Net derivative payables	4,204	3,880
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	14,462	11,439
Amounts netted on the Consolidated balance sheets	(11,480)	(9,431)
Net derivative receivables	2,982	2,008
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	12,279	10,004
Amounts netted on the Consolidated balance sheets	(11,480)	(9,414)
Net derivative payables	799	590
Commodity contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	13,260	18,365
Amounts netted on the Consolidated balance sheets	(8,489)	(12,371)
Net derivative receivables	4,771	5,994
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	14,134	18,642
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	5,645	6,272
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	16,665	19,984
Amounts netted on the Consolidated balance sheets	(8,735)	(12,105)
Net derivative payables	7,930	7,879
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	17,322	20,462
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	8,587	8,357
Commodity contracts | Over-the-counter (“OTC”)
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	8,095	11,571
Amounts netted on the Consolidated balance sheets	(3,775)	(5,605)
Net derivative receivables	4,320	5,966
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	11,864	12,885
Amounts netted on the Consolidated balance sheets	(4,023)	(5,252)
Net derivative payables	7,841	7,633
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	5,165	6,794
Amounts netted on the Consolidated balance sheets	(4,714)	(6,766)
Net derivative receivables	451	28
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	4,801	7,099
Amounts netted on the Consolidated balance sheets	(4,712)	(6,853)
Net derivative payables	$ 89	$ 246

Derivative Instruments - Liquid

Derivative Instruments - Liquidity Risk and Credit-Related Contingent Features (Details) - USD ($)	Jun. 30, 2017	Dec. 31, 2016
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Aggregate fair value of net derivative payables	$ 13,737,000,000	$ 21,550,000,000
Collateral posted	11,219,000,000	19,383,000,000
Amount of transfers accounted for as sale where associated derivative was outstanding	0	0
Single-notch downgrade
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Amount of additional collateral to be posted upon downgrade	104,000,000	560,000,000
Amount required to settle contracts with termination triggers upon downgrade	247,000,000	606,000,000
Two-notch downgrade
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Amount of additional collateral to be posted upon downgrade	1,996,000,000	2,497,000,000
Amount required to settle contracts with termination triggers upon downgrade	$ 752,000,000	$ 1,049,000,000

Derivative Instruments - Impa67

Derivative Instruments - Impact on Statements of Income, Fair Value Hedges (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Gains/(losses) recorded in income
Derivatives	$ (1,272)	$ 2,175	$ (2,791)	$ 2,397
Hedged items	1,475	(1,965)	3,210	(1,920)
Total income statement impact	203	210	419	477
Income statement impact due to:
Hedge ineffectiveness	(10)	(9)	5	17
Excluded components	213	219	414	460
Interest rate
Gains/(losses) recorded in income
Derivatives	128	903	(153)	2,281
Hedged items	46	(709)	577	(1,908)
Total income statement impact	174	194	424	373
Income statement impact due to:
Hedge ineffectiveness	(13)	1	(14)	29
Excluded components	187	193	438	344
Foreign exchange
Gains/(losses) recorded in income
Derivatives	(1,497)	1,487	(2,272)	189
Hedged items	1,493	(1,472)	2,233	(90)
Total income statement impact	(4)	15	(39)	99
Income statement impact due to:
Hedge ineffectiveness	0	0	0	0
Excluded components	(4)	15	(39)	99
Commodity
Gains/(losses) recorded in income
Derivatives	97	(215)	(366)	(73)
Hedged items	(64)	216	400	78
Total income statement impact	33	1	34	5
Income statement impact due to:
Hedge ineffectiveness	3	(10)	19	(12)
Excluded components	$ 30	$ 11	$ 15	$ 17

Derivative Instruments - Impa68

Derivative Instruments - Impact on Statements of Income, Cash Flow Hedges (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Gains/(losses) recorded in income and other comprehensive income/(loss)
Recognition of gain (loss) related to cash flow hedges in Income			$ 22
Maximum length of time hedged in forecasted transactions, terminated cash flow hedges			6 years
Maximum length of time hedged in forecasted transactions, open cash flow hedges			1 year
Cash Flow Hedging
Gains/(losses) recorded in income and other comprehensive income/(loss)
Derivatives – effective portion reclassified from AOCI to income	$ (65)	$ (48)	$ (150)	$ (103)
Hedge ineffectiveness recorded directly in income	0	0	0	0
Total income statement impact	(65)	(48)	(150)	(103)
Derivatives – effective portion recorded in OCI	23	(187)	82	(354)
Total change in OCI for period	88	(139)	232	(251)
Cash Flow Hedging | Interest rate
Gains/(losses) recorded in income and other comprehensive income/(loss)
Derivatives – effective portion reclassified from AOCI to income	(6)	(20)	(17)	(40)
Hedge ineffectiveness recorded directly in income	0	0	0	0
Total income statement impact	(6)	(20)	(17)	(40)
Derivatives – effective portion recorded in OCI	1	(26)	12	(100)
Total change in OCI for period	7	(6)	29	(60)
Cash Flow Hedging | Foreign exchange
Gains/(losses) recorded in income and other comprehensive income/(loss)
Derivatives – effective portion reclassified from AOCI to income	(59)	(28)	(133)	(63)
Hedge ineffectiveness recorded directly in income	0	0	0	0
Total income statement impact	(59)	(28)	(133)	(63)
Derivatives – effective portion recorded in OCI	22	(161)	70	(254)
Total change in OCI for period	$ 81	$ (133)	$ 203	$ (191)

Derivative Instruments - Impa69

Derivative Instruments - Impact on Statements of Income, Net Investment Hedges (Details) - Net Investment Hedging - Foreign exchange derivatives - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Gains/(losses) recorded in income and other comprehensive income/(loss)
Excluded components recorded directly in income	$ (50)	$ (65)	$ (112)	$ (150)
Effective portion recorded in OCI	$ (319)	$ 17	$ (875)	$ (573)

Derivative Instruments - Impa70

Derivative Instruments - Impact on Statements of Income, Risk Management Derivatives (Details) - Risk Management Activities - Not designated as hedges - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Derivatives gains/(losses) recorded in income	$ 217	$ 572	$ 135	$ 1,484
Interest rate
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Derivatives gains/(losses) recorded in income	238	661	221	1,644
Credit
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Derivatives gains/(losses) recorded in income	(7)	(99)	(52)	(160)
Foreign exchange
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Derivatives gains/(losses) recorded in income	$ (14)	$ 10	$ (34)	$ 0

Derivative Instruments - Credit

Derivative Instruments - Credit Derivatives (Details) - USD ($) $ in Millions	Jun. 30, 2017	Dec. 31, 2016
Total credit derivatives and credit-related notes
Protection sold	$ (889,188)	$ (997,873)
Protection purchased with identical underlyings	901,042	1,006,111
Net protection (sold)/purchased	11,854	8,238
Other protection purchased	33,982	32,431
Total credit derivatives
Total credit derivatives and credit-related notes
Protection sold	(889,151)	(997,832)
Protection purchased with identical underlyings	901,042	1,006,111
Net protection (sold)/purchased	11,891	8,279
Other protection purchased	28,496	27,926
Credit default swaps
Total credit derivatives and credit-related notes
Protection sold	(844,731)	(961,003)
Protection purchased with identical underlyings	863,398	974,252
Net protection (sold)/purchased	18,667	13,249
Other protection purchased	9,650	7,935
Other credit derivatives
Total credit derivatives and credit-related notes
Protection sold	(44,420)	(36,829)
Protection purchased with identical underlyings	37,644	31,859
Net protection (sold)/purchased	(6,776)	(4,970)
Other protection purchased	18,846	19,991
Credit-related notes
Total credit derivatives and credit-related notes
Protection sold	(37)	(41)
Protection purchased with identical underlyings	0	0
Net protection (sold)/purchased	(37)	(41)
Other protection purchased	$ 5,486	$ 4,505

Derivative Instruments - Cred72

Derivative Instruments - Credit Derivatives, Protection Sold, Notional and Fair Value (Details) - USD ($) $ in Millions	Jun. 30, 2017	Dec. 31, 2016
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	$ (337,028)	$ (381,643)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - from 1-5 years	(490,901)	(553,632)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - more than 5 years	(61,259)	(62,598)
Total notional amount	(889,188)	(997,873)
Fair value of receivables	17,539	16,025
Fair value of payables	(7,606)	(11,625)
Net fair value	9,933	4,400
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	(232,819)	(273,688)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - from 1-5 years	(316,114)	(383,586)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - more than 5 years	(38,734)	(39,281)
Total notional amount	(587,667)	(696,555)
Fair value of receivables	8,789	7,841
Fair value of payables	(1,272)	(3,055)
Net fair value	7,517	4,786
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	(104,209)	(107,955)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - from 1-5 years	(174,787)	(170,046)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - more than 5 years	(22,525)	(23,317)
Total notional amount	(301,521)	(301,318)
Fair value of receivables	8,750	8,184
Fair value of payables	(6,334)	(8,570)
Net fair value	$ 2,416	$ (386)

Noninterest Revenue and Nonin73

Noninterest Revenue and Noninterest Expense - Investment Banking Fees (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Schedule of Noninterest revenue [Line Items]
Underwriting	$ 1,311	$ 1,179	$ 2,632	$ 1,931
Advisory	499	465	995	1,046
Total investment banking fees	1,810	1,644	3,627	2,977
Equity
Schedule of Noninterest revenue [Line Items]
Underwriting	364	283	757	485
Debt
Schedule of Noninterest revenue [Line Items]
Underwriting	$ 947	$ 896	$ 1,875	$ 1,446

Noninterest Revenue and Nonin74

Noninterest Revenue and Noninterest Expense - Principal Transactions (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Principal transactions revenue
Total trading revenue	$ 3,005	$ 3,024	$ 6,566	$ 5,545
Private equity gains	132	(48)	153	110
Principal transactions	3,137	2,976	6,719	5,655
Interest rate
Principal transactions revenue
Total trading revenue	588	635	1,383	1,018
Credit
Principal transactions revenue
Total trading revenue	278	728	958	1,103
Foreign exchange
Principal transactions revenue
Total trading revenue	901	576	1,682	1,283
Equity
Principal transactions revenue
Total trading revenue	1,118	861	2,238	1,691
Commodity
Principal transactions revenue
Total trading revenue	$ 120	$ 224	$ 305	$ 450

Noninterest Revenue and Nonin75

Noninterest Revenue and Noninterest Expense - Lending and Deposit-Related Fees (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Noninterest Income (Expense) [Abstract]
Lending-related fees	$ 269	$ 275	$ 544	$ 547
Deposit-related fees	1,213	1,128	2,386	2,259
Total lending- and deposit-related fees	$ 1,482	$ 1,403	$ 2,930	$ 2,806

Noninterest Revenue and Nonin76

Noninterest Revenue and Noninterest Expense - Asset Management, Administration and Commissions (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Asset management fees
Investment management fees	$ 2,329	$ 2,210	$ 4,545	$ 4,338
All other asset management fees	83	97	162	187
Total asset management fees	2,412	2,307	4,707	4,525
Total administration fees	504	488	986	966
Commission and other fees
Brokerage commissions	567	535	1,145	1,123
All other commissions and fees	341	351	663	691
Total commissions and fees	908	886	1,808	1,814
Total asset management, administration and commissions	$ 3,824	$ 3,681	$ 7,501	$ 7,305

Noninterest Revenue and Nonin77

Noninterest Revenue and Noninterest Expense - Other Income (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Gain Contingencies [Line Items]
Operating lease income	$ 873	$ 651	$ 1,697	$ 1,266
Corporate | Settlement with FDIC Receivership for Washington Mutual and Deutsche Bank
Gain Contingencies [Line Items]
Legal benefit related to settlement	$ 645

Noninterest Revenue and Nonin78

Noninterest Revenue and Noninterest Expense - Components of Noninterest Expense (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Noninterest Income (Expense) [Abstract]
Legal expense/(benefit)	$ 61	$ (430)	$ 279	$ (476)
FDIC-related expense	$ 376	$ 283	$ 757	$ 552

Interest Income and Interest 79

Interest Income and Interest Expense (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Interest income
Loans	$ 9,996	$ 8,974	$ 19,746	$ 17,828
Taxable securities	1,410	1,380	2,840	2,822
Non-taxable securities	479	442	937	885
Total securities	1,889	1,822	3,777	3,707
Trading assets	1,806	1,860	3,664	3,558
Federal funds sold and securities purchased under resale agreements	528	576	1,054	1,130
Securities borrowed	(21)	(96)	(65)	(188)
Deposits with banks	1,008	466	1,730	926
Other assets	444	211	786	404
Total interest income	15,650	13,813	30,692	27,365
Interest expense
Interest-bearing deposits	629	321	1,112	641
Federal funds purchased and securities loaned or sold under repurchase agreements	387	282	680	542
Commercial paper	63	38	103	71
Trading liabilities – debt, short-term and other liabilities	548	314	986	541
Beneficial interests issued by consolidated VIEs	128	118	263	231
Long-term debt	1,687	1,393	3,276	2,612
Total interest expense	3,442	2,466	6,420	4,638
Net interest income	12,208	11,347	24,272	22,727
Provision for credit losses	1,215	1,402	2,530	3,226
Net interest income after provision for credit losses	$ 10,993	$ 9,945	$ 21,742	$ 19,501

Pension and Other Postretirem80

Pension and Other Postretirement Employee Benefit Plans - Net Periodic Benefit Costs (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
U.S. defined benefit pension and OPEB plans
Amortization:
Total defined contribution plans	$ 125	$ 123	$ 227	$ 222
Pension plans, Non-U.S.
Amortization:
Total defined contribution plans	85	83	169	169
U.S. defined benefit pension and OPEB plans
Components of net periodic benefit cost
Benefits earned during the period	74	74	149	147
Interest cost on benefit obligations	130	133	260	266
Expected return on plan assets	(208)	(223)	(416)	(445)
Amortization:
Net (gain)/loss	55	58	110	117
Prior service cost/(credit)	(8)	(8)	(17)	(17)
Settlement (gain)/loss			0	0
Net periodic defined benefit cost	43	34	86	68
Other defined benefit pension plans	3	4	6	7
Total defined benefit plans	46	38	92	75
Total pension and OPEB cost included in compensation expense	171	161	319	297
Pension plans, Non-U.S.
Components of net periodic benefit cost
Benefits earned during the period	8	9	15	18
Interest cost on benefit obligations	20	24	39	50
Expected return on plan assets	(34)	(34)	(67)	(70)
Amortization:
Net (gain)/loss	7	6	14	11
Prior service cost/(credit)	(1)	(1)	(1)	(1)
Settlement (gain)/loss			(3)	0
Net periodic defined benefit cost	0	4	(3)	8
Other defined benefit pension plans	3	3	4	5
Total defined benefit plans	3	7	1	13
Total pension and OPEB cost included in compensation expense	88	90	170	182
OPEB plans
Components of net periodic benefit cost
Benefits earned during the period	0	0	0	0
Interest cost on benefit obligations	7	7	14	15
Expected return on plan assets	(24)	(26)	(48)	(52)
Amortization:
Net (gain)/loss	0	0	0	0
Prior service cost/(credit)	0	0	0	0
Settlement (gain)/loss			0	0
Net periodic defined benefit cost	(17)	(19)	(34)	(37)
Total defined benefit plans	(17)	(19)	(34)	(37)
Total pension and OPEB cost included in compensation expense	$ (17)	$ (19)	$ (34)	$ (37)

Pension and Other Postretirem81

Pension and Other Postretirement Employee Benefit Plans - Schedule of Fair Values of Plan Assets (Details) - USD ($)	6 Months Ended
	Jun. 30, 2017	Dec. 31, 2016
U.S. defined benefit pension and OPEB plans
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	$ 17,200,000,000	$ 16,200,000,000
Expected contributions for 2017	0
Material non-U.S. defined benefit pension plans
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	$ 3,700,000,000	$ 3,400,000,000

Employee Stock-based Incentiv82

Employee Stock-based Incentives - Compensation Expense (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
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	$ 290	$ 267	$ 600	$ 551
Accrual of estimated costs of stock-based awards to be granted in future periods including those to full-career eligible employees	235	287	526	522
Total noncash compensation expense related to employee stock-based incentive plans	$ 525	$ 554	$ 1,126	$ 1,073

Employee Stock-based Incentiv83

Employee Stock-based Incentives - Narrative (Details) shares in Thousands	3 Months Ended
	Mar. 31, 2017$ / sharesshares
RSUs
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Grants in period (in shares) | shares	23,000
Grants in period, weighted average grant date fair value (in dollars per share) | $ / shares	$ 84.25
PSUs
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Grants in period (in shares) | shares	675
Grants in period, weighted average grant date fair value (in dollars per share) | $ / shares	$ 84.25

Securities - Amortized Costs an

Securities - Amortized Costs and Estimated Fair Values (Details) - USD ($) $ in Millions	Jun. 30, 2017	Dec. 31, 2016
Available-for-sale debt securities
Amortized cost	$ 211,205	$ 235,516
Gross unrealized gains	4,376	4,096
Gross unrealized losses	809	1,647
Fair value	214,772	237,965
Available-for-sale equity securities
Amortized cost	925	914
Gross unrealized gains	0	12
Gross unrealized losses	0	0
Fair value	925	926
Total available-for-sale securities
Amortized cost	212,130	236,430
Gross unrealized gains	4,376	4,108
Gross unrealized losses	809	1,647
Fair value	215,697	238,891
Held-to-maturity debt securities
Amortized cost	47,761	50,168
Gross unrealized gains	1,213	1,012
Gross unrealized losses	178	291
Fair value	48,796	50,889
Total securities
Amortized cost	259,891	286,598
Gross unrealized gains	5,589	5,120
Gross unrealized losses	987	1,938
Fair value	264,493	289,780
Total mortgage-backed securities
Available-for-sale debt securities
Amortized cost	87,367	86,589
Gross unrealized gains	1,506	1,492
Gross unrealized losses	411	529
Fair value	88,462	87,552
Held-to-maturity debt securities
Amortized cost	33,324	35,693
Gross unrealized gains	657	638
Gross unrealized losses	105	166
Fair value	33,876	36,165
U.S. government agencies
Available-for-sale debt securities
Amortized cost	67,253	63,367
Gross unrealized gains	1,053	1,112
Gross unrealized losses	389	474
Fair value	67,917	64,005
Held-to-maturity debt securities
Amortized cost	27,558	29,910
Gross unrealized gains	655	638
Gross unrealized losses	35	37
Fair value	28,178	30,511
Residential: U.S. | Residential mortgage-backed securities
Available-for-sale debt securities
Amortized cost	9,418	8,171
Gross unrealized gains	193	100
Gross unrealized losses	15	28
Fair value	9,596	8,243
Residential: Non-U.S. | Residential mortgage-backed securities
Available-for-sale debt securities
Amortized cost	4,134	6,049
Gross unrealized gains	149	158
Gross unrealized losses	1	7
Fair value	4,282	6,200
Commercial
Available-for-sale debt securities
Amortized cost	6,562	9,002
Gross unrealized gains	111	122
Gross unrealized losses	6	20
Fair value	6,667	9,104
Held-to-maturity debt securities
Amortized cost	5,766	5,783
Gross unrealized gains	2	0
Gross unrealized losses	70	129
Fair value	5,698	5,654
U.S. Treasury and government agencies
Available-for-sale debt securities
Amortized cost	28,247	44,822
Gross unrealized gains	192	75
Gross unrealized losses	281	796
Fair value	28,158	44,101
Obligations of U.S. states and municipalities
Available-for-sale debt securities
Amortized cost	30,735	30,284
Gross unrealized gains	1,870	1,492
Gross unrealized losses	66	184
Fair value	32,539	31,592
Held-to-maturity debt securities
Amortized cost	14,437	14,475
Gross unrealized gains	556	374
Gross unrealized losses	73	125
Fair value	14,920	14,724
Certificates of deposit
Available-for-sale debt securities
Amortized cost	57	106
Gross unrealized gains	0	0
Gross unrealized losses	0	0
Fair value	57	106
Non-U.S. government debt securities
Available-for-sale debt securities
Amortized cost	30,007	34,497
Gross unrealized gains	591	836
Gross unrealized losses	27	45
Fair value	30,571	35,288
Corporate debt securities
Available-for-sale debt securities
Amortized cost	4,047	4,916
Gross unrealized gains	91	64
Gross unrealized losses	6	22
Fair value	4,132	4,958
Asset-backed securities: Collateralized loan obligations
Available-for-sale debt securities
Amortized cost	24,285	27,352
Gross unrealized gains	47	75
Gross unrealized losses	5	26
Fair value	24,327	27,401
Asset-backed securities: Other
Available-for-sale debt securities
Amortized cost	6,460	6,950
Gross unrealized gains	79	62
Gross unrealized losses	13	45
Fair value	6,526	6,967
U.S. government-sponsored enterprise obligations
Total available-for-sale securities
Fair value	51,300	45,800
Held-to-maturity debt securities
Amortized cost	$ 23,700	$ 25,600

Securities - Fair Value and Gro

Securities - Fair Value and Gross Unrealized Losses by Aging Category (Details) - USD ($) $ in Millions	Jun. 30, 2017	Dec. 31, 2016
Held-to-maturity securities
Less than 12 months, Fair value	$ 10,509	$ 12,994
Less than 12 months, Gross unrealized losses	170	276
12 months or more, Fair value	199	441
12 months or more, Gross unrealized losses	8	15
Total fair value	10,708	13,435
Total gross unrealized losses	178	291
Total securities with gross unrealized losses
Less than 12 months, Fair value	52,252	84,047
Less than 12 months, Gross unrealized losses	904	1,785
12 months or more, Fair value	8,406	12,544
12 months or more, Gross unrealized losses	83	153
Total fair value	60,658	96,591
Total gross unrealized losses	987	1,938
Total debt instruments
Available-for-sale debt securities
Less than 12 months, Fair value	41,743	71,053
Less than 12 months, Gross unrealized losses	734	1,509
12 months or more, Fair Value	8,207	12,103
12 months or more, Gross unrealized losses	75	138
Total fair value	49,950	83,156
Total gross unrealized losses	809	1,647
Total mortgage-backed securities
Available-for-sale debt securities
Less than 12 months, Fair value	28,794	33,557
Less than 12 months, Gross unrealized losses	383	486
12 months or more, Fair Value	2,906	3,543
12 months or more, Gross unrealized losses	28	43
Total fair value	31,700	37,100
Total gross unrealized losses	411	529
Held-to-maturity securities
Less than 12 months, Fair value	7,751	8,292
Less than 12 months, Gross unrealized losses	105	151
12 months or more, Fair value	0	441
12 months or more, Gross unrealized losses	0	15
Total fair value	7,751	8,733
Total gross unrealized losses	105	166
U.S. government agencies
Available-for-sale debt securities
Less than 12 months, Fair value	27,165	29,856
Less than 12 months, Gross unrealized losses	378	463
12 months or more, Fair Value	609	506
12 months or more, Gross unrealized losses	11	11
Total fair value	27,774	30,362
Total gross unrealized losses	389	474
Held-to-maturity securities
Less than 12 months, Fair value	2,477	3,129
Less than 12 months, Gross unrealized losses	35	37
12 months or more, Fair value	0	0
12 months or more, Gross unrealized losses	0	0
Total fair value	2,477	3,129
Total gross unrealized losses	35	37
Residential: U.S. | Residential mortgage-backed securities
Available-for-sale debt securities
Less than 12 months, Fair value	620	1,373
Less than 12 months, Gross unrealized losses	3	6
12 months or more, Fair Value	944	1,073
12 months or more, Gross unrealized losses	12	22
Total fair value	1,564	2,446
Total gross unrealized losses	15	28
Residential: Non-U.S. | 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	505	886
12 months or more, Gross unrealized losses	1	7
Total fair value	505	886
Total gross unrealized losses	1	7
Commercial
Available-for-sale debt securities
Less than 12 months, Fair value	1,009	2,328
Less than 12 months, Gross unrealized losses	2	17
12 months or more, Fair Value	848	1,078
12 months or more, Gross unrealized losses	4	3
Total fair value	1,857	3,406
Total gross unrealized losses	6	20
Held-to-maturity securities
Less than 12 months, Fair value	5,274	5,163
Less than 12 months, Gross unrealized losses	70	114
12 months or more, Fair value	0	441
12 months or more, Gross unrealized losses	0	15
Total fair value	5,274	5,604
Total gross unrealized losses	70	129
U.S. Treasury and government agencies
Available-for-sale debt securities
Less than 12 months, Fair value	5,464	23,543
Less than 12 months, Gross unrealized losses	260	796
12 months or more, Fair Value	2,485	0
12 months or more, Gross unrealized losses	21	0
Total fair value	7,949	23,543
Total gross unrealized losses	281	796
Obligations of U.S. states and municipalities
Available-for-sale debt securities
Less than 12 months, Fair value	3,528	7,215
Less than 12 months, Gross unrealized losses	64	181
12 months or more, Fair Value	38	55
12 months or more, Gross unrealized losses	2	3
Total fair value	3,566	7,270
Total gross unrealized losses	66	184
Held-to-maturity securities
Less than 12 months, Fair value	2,758	4,702
Less than 12 months, Gross unrealized losses	65	125
12 months or more, Fair value	199	0
12 months or more, Gross unrealized losses	8	0
Total fair value	2,957	4,702
Total gross unrealized losses	73	125
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	3,317	4,436
Less than 12 months, Gross unrealized losses	25	36
12 months or more, Fair Value	198	421
12 months or more, Gross unrealized losses	2	9
Total fair value	3,515	4,857
Total gross unrealized losses	27	45
Corporate debt securities
Available-for-sale debt securities
Less than 12 months, Fair value	640	797
Less than 12 months, Gross unrealized losses	2	2
12 months or more, Fair Value	165	829
12 months or more, Gross unrealized losses	4	20
Total fair value	805	1,626
Total gross unrealized losses	6	22
Asset-backed securities: Collateralized loan obligations
Available-for-sale debt securities
Less than 12 months, Fair value	0	766
Less than 12 months, Gross unrealized losses	0	2
12 months or more, Fair Value	801	5,263
12 months or more, Gross unrealized losses	5	24
Total fair value	801	6,029
Total gross unrealized losses	5	26
Asset-backed securities: Other
Available-for-sale debt securities
Less than 12 months, Fair value	0	739
Less than 12 months, Gross unrealized losses	0	6
12 months or more, Fair Value	1,614	1,992
12 months or more, Gross unrealized losses	13	39
Total fair value	1,614	2,731
Total gross unrealized losses	13	45
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		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Securities gains and losses
Realized gains	$ 393	$ 80	$ 542	$ 189
Realized losses	(427)	(27)	(572)	(79)
OTTI losses	0	(32)	(7)	(38)
Net securities gains/(losses)	(34)	21	(37)	72
Realized losses on securities previously reported as OTTI loss			5	5
Credit-related losses recognized in income
Securities gains and losses
OTTI losses	0	0	0	(1)
Securities the Firm intends to sell
Securities gains and losses
OTTI losses	$ 0	$ (32)	$ (7)	$ (37)

Securities - Amortized Cost and

Securities - Amortized Cost and Estimated Fair Value by Contractual Maturity (Details) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2017	Dec. 31, 2016
Available-for-sale debt securities, Amortized cost
Due in one year or less	$ 7,232
Due after one year through five years	18,609
Due after five years through 10 years	65,967
Due after 10 years	119,397
Amortized cost	211,205	$ 235,516
Available-for-sale debt securities, Fair value
Due in one year or less	7,243
Due after one year through five years	18,947
Due after five years through 10 years	66,508
Due after 10 years	122,074
Fair value	$ 214,772	237,965
Available-for-sale debt securities, Average yield
Due in one year or less	2.44%
Due after one year through five years	1.85%
Due after five years through 10 years	2.05%
Due after 10 years	3.95%
Average yield	3.12%
Available-for-sale equity securities, Amortized cost
Due in one year or less	$ 0
Due after one year through five years	0
Due after five years through 10 years	0
Due after 10 years	925
Amortized cost	925
Available-for-sale equity securities, Fair value
Due in one year or less	0
Due after one year through five years	0
Due after five years through 10 years	0
Due after 10 years	925
Fair value	$ 925
Available-for-sale equity securities, Average yield
Due in one year or less	0.00%
Due after one year through five years	0.00%
Due after five years through 10 years	0.00%
Due after 10 years	0.41%
Average yield	0.41%
Total available-for-sale securities, Amortized cost
Due in one year or less	$ 7,232
Due after one year through five years	18,609
Due after five years through 10 years	65,967
Due after 10 years	120,322
Amortized cost	212,130	236,430
Total available-for-sale securities, Fair value
Due in one year or less	7,243
Due after one year through five years	18,947
Due after five years through 10 years	66,508
Due after 10 years	122,999
Fair value	$ 215,697	238,891
Total available-for-sale securities, Average yield
Due in one year or less	2.44%
Due after one year through five years	1.85%
Due after five years through 10 years	2.05%
Due after 10 years	3.93%
Average yield	3.11%
Total held-to-maturity securities, Amortized cost
Due in one year or less	$ 0
Due after one year through five years	29
Due after five years through 10 years	1,664
Due after 10 years	46,068
Amortized cost	47,761	50,168
Total held-to-maturity securities, Fair value
Due in one year or less	0
Due after one year through five years	29
Due after five years through 10 years	1,727
Due after 10 years	47,040
Fair value	$ 48,796	50,889
Total held-to-maturity securities, Average yield
Due in one year or less	0.00%
Due after one year through five years	6.77%
Due after five years through 10 years	5.12%
Due after 10 years	3.95%
Average yield	4.00%
Supplemental information
US government agencies and US government sponsored enterprises residential MBS estimated duration	7 years
US government agencies and US government sponsored enterprises residential collateralized mortgage obligations estimated duration	3 years
U.S. nonagency residential collateralized mortgage obligations estimated duration	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	$ 961
Due after one year through five years	1,681
Due after five years through 10 years	6,427
Due after 10 years	78,298
Amortized cost	87,367	86,589
Available-for-sale debt securities, Fair value
Due in one year or less	966
Due after one year through five years	1,714
Due after five years through 10 years	6,617
Due after 10 years	79,165
Fair value	$ 88,462	87,552
Available-for-sale debt securities, Average yield
Due in one year or less	1.40%
Due after one year through five years	2.33%
Due after five years through 10 years	3.14%
Due after 10 years	3.30%
Average yield	3.24%
Total held-to-maturity securities, Amortized cost
Due in one year or less	$ 0
Due after one year through five years	0
Due after five years through 10 years	0
Due after 10 years	33,324
Amortized cost	33,324	35,693
Total held-to-maturity securities, Fair value
Due in one year or less	0
Due after one year through five years	0
Due after five years through 10 years	0
Due after 10 years	33,876
Fair value	$ 33,876	36,165
Total held-to-maturity securities, Average yield
Due in one year or less	0.00%
Due after one year through five years	0.00%
Due after five years through 10 years	0.00%
Due after 10 years	3.29%
Average yield	3.29%
Mortgage-backed securities | Fannie Mae
Supplemental information
Securities exceeding 10% of total stockholders' equity, Amortized cost	$ 59,900
Securities exceeding 10% of total stockholders' equity, Fair value	61,100
U.S. government agencies
Available-for-sale debt securities, Amortized cost
Amortized cost	67,253	63,367
Available-for-sale debt securities, Fair value
Fair value	67,917	64,005
Total held-to-maturity securities, Amortized cost
Amortized cost	27,558	29,910
Total held-to-maturity securities, Fair value
Fair value	28,178	30,511
U.S. Treasury and government agencies
Available-for-sale debt securities, Amortized cost
Due in one year or less	146
Due after one year through five years	0
Due after five years through 10 years	25,005
Due after 10 years	3,096
Amortized cost	28,247	44,822
Available-for-sale debt securities, Fair value
Due in one year or less	146
Due after one year through five years	0
Due after five years through 10 years	24,895
Due after 10 years	3,117
Fair value	$ 28,158	44,101
Available-for-sale debt securities, Average yield
Due in one year or less	0.59%
Due after one year through five years	0.00%
Due after five years through 10 years	1.52%
Due after 10 years	1.50%
Average yield	1.51%
Obligations of U.S. states and municipalities
Available-for-sale debt securities, Amortized cost
Due in one year or less	$ 73
Due after one year through five years	781
Due after five years through 10 years	1,184
Due after 10 years	28,697
Amortized cost	30,735	30,284
Available-for-sale debt securities, Fair value
Due in one year or less	73
Due after one year through five years	803
Due after five years through 10 years	1,254
Due after 10 years	30,409
Fair value	$ 32,539	31,592
Available-for-sale debt securities, Average yield
Due in one year or less	2.61%
Due after one year through five years	3.61%
Due after five years through 10 years	6.56%
Due after 10 years	6.60%
Average yield	6.51%
Total held-to-maturity securities, Amortized cost
Due in one year or less	$ 0
Due after one year through five years	29
Due after five years through 10 years	1,664
Due after 10 years	12,744
Amortized cost	14,437	14,475
Total held-to-maturity securities, Fair value
Due in one year or less	0
Due after one year through five years	29
Due after five years through 10 years	1,727
Due after 10 years	13,164
Fair value	$ 14,920	14,724
Total held-to-maturity securities, Average yield
Due in one year or less	0.00%
Due after one year through five years	6.77%
Due after five years through 10 years	5.12%
Due after 10 years	5.69%
Average yield	5.63%
Certificates of deposit
Available-for-sale debt securities, Amortized cost
Due in one year or less	$ 57
Due after one year through five years	0
Due after five years through 10 years	0
Due after 10 years	0
Amortized cost	57	106
Available-for-sale debt securities, Fair value
Due in one year or less	57
Due after one year through five years	0
Due after five years through 10 years	0
Due after 10 years	0
Fair value	$ 57	106
Available-for-sale debt securities, Average yield
Due in one year or less	0.50%
Due after one year through five years	0.00%
Due after five years through 10 years	0.00%
Due after 10 years	0.00%
Average yield	0.50%
Non-U.S. government debt securities
Available-for-sale debt securities, Amortized cost
Due in one year or less	$ 4,593
Due after one year through five years	14,229
Due after five years through 10 years	11,133
Due after 10 years	52
Amortized cost	30,007	34,497
Available-for-sale debt securities, Fair value
Due in one year or less	4,597
Due after one year through five years	14,480
Due after five years through 10 years	11,444
Due after 10 years	50
Fair value	$ 30,571	35,288
Available-for-sale debt securities, Average yield
Due in one year or less	2.64%
Due after one year through five years	1.61%
Due after five years through 10 years	1.04%
Due after 10 years	0.79%
Average yield	1.55%
Corporate debt securities
Available-for-sale debt securities, Amortized cost
Due in one year or less	$ 1,402
Due after one year through five years	1,105
Due after five years through 10 years	1,441
Due after 10 years	99
Amortized cost	4,047	4,916
Available-for-sale debt securities, Fair value
Due in one year or less	1,404
Due after one year through five years	1,136
Due after five years through 10 years	1,487
Due after 10 years	105
Fair value	$ 4,132	$ 4,958
Available-for-sale debt securities, Average yield
Due in one year or less	2.78%
Due after one year through five years	3.31%
Due after five years through 10 years	3.39%
Due after 10 years	3.58%
Average yield	3.16%
Asset-backed securities
Available-for-sale debt securities, Amortized cost
Due in one year or less	$ 0
Due after one year through five years	813
Due after five years through 10 years	20,777
Due after 10 years	9,155
Amortized cost	30,745
Available-for-sale debt securities, Fair value
Due in one year or less	0
Due after one year through five years	814
Due after five years through 10 years	20,811
Due after 10 years	9,228
Fair value	$ 30,853
Available-for-sale debt securities, Average yield
Due in one year or less	0.00%
Due after one year through five years	1.34%
Due after five years through 10 years	2.54%
Due after 10 years	2.14%
Average yield	2.39%

Securities Financing Activiti88

Securities Financing Activities - Gross and Net Amounts of Securities Financing Agreements (Details) - USD ($)	Jun. 30, 2017	Dec. 31, 2016
Assets
Securities purchased under resale agreements, Gross amounts	$ 494,707,000,000	$ 480,735,000,000
Securities purchased under resale agreements, Amounts netted on the Consolidated balance sheets	(276,359,000,000)	(250,832,000,000)
Securities purchased under resale agreements, Amounts presented in the Consolidated balance sheets	218,348,000,000	229,903,000,000
Securities purchased under resale agreements, Amounts not nettable on the Consolidated balance sheets	(209,548,000,000)	(222,413,000,000)
Securities purchased under resale agreements, Net amounts	8,800,000,000	7,490,000,000
Securities borrowed, Gross amounts	93,224,000,000	96,409,000,000
Securities borrowed, Amounts netted on the Consolidated balance sheets	(2,570,000,000)	0
Securities Borrowed, Amounts presented on the Consolidated balance sheets	90,654,000,000	96,409,000,000
Securities borrowed, Amounts not nettable on the Consolidated balance sheets	(64,626,000,000)	(66,822,000,000)
Securities borrowed, Net amounts	26,028,000,000	29,587,000,000
Liabilities
Securities sold under repurchase agreements, gross amounts	427,884,000,000	402,465,000,000
Securities sold under repurchase agreements, Amounts netted on the Consolidated balance sheets	(276,359,000,000)	(250,832,000,000)
Securities sold under repurchase agreements, Amounts presented on the Consolidated balance sheets	151,525,000,000	151,633,000,000
Securities sold under repurchase agreements, Amounts not nettable on the Consolidated balance sheets	(135,810,000,000)	(133,300,000,000)
Securities sold under repurchase agreements, Net amounts	15,715,000,000	18,333,000,000
Securities loaned and other, Gross amounts	26,608,000,000	22,451,000,000
Securities loaned and other, Amounts netted on the Consolidated balance sheets	(2,570,000,000)	0
Securities loaned and other, Amounts presented on the Consolidated balance sheets	24,038,000,000	22,451,000,000
Securities loaned and other, Amounts not nettable on the Consolidated balance sheets	(23,690,000,000)	(22,177,000,000)
Securities loaned and other, Net amounts	348,000,000	274,000,000
Securities purchased under resale agreements where an appropriate legal opinion has not been either sought or obtained, Gross asset balance	6,300,000,000	4,800,000,000
Securities borrowed where an appropriate legal opinion has not been either sought or obtained	22,900,000,000	27,100,000,000
Securities sold under agreements to repurchase	12,100,000,000	15,900,000,000
Securities loaned and other	200,000,000	90,000,000
Securities-for-Securities
Liabilities
Securities loaned and other, Amounts presented on the Consolidated balance sheets	11,500,000,000	9,100,000,000
Securities Financing Transaction, Fair Value
Assets
Securities purchased under resale agreements, Amounts presented in the Consolidated balance sheets	18,000,000,000	21,500,000,000
Liabilities
Securities sold under repurchase agreements, Amounts presented on the Consolidated balance sheets	721,000,000	687,000,000
Securities borrowed, fair value	1,600,000,000	0
Securities Financing Transaction, Fair Value | Securities loaned
Liabilities
Securities loaned accounted for at fair value	$ 0	$ 0

Securities Financing Activiti89

Securities Financing Activities - Types of Financial Assets Pledged and Remaining Maturity (Details) - USD ($) $ in Millions	Jun. 30, 2017	Dec. 31, 2016
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	$ 427,884	$ 402,465
Securities loaned and other	26,608	22,451
Lending transactions	24,038	22,451
Securities-for-Securities
Securities Financing Transaction [Line Items]
Lending transactions	11,500	9,100
Overnight and continuous
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	154,721	140,318
Securities loaned and other	20,989	13,586
Up to 30 days
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	178,772	157,860
Securities loaned and other	1,192	1,371
30 – 90 days
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	53,376	55,621
Securities loaned and other	1,687	2,877
Greater than 90 days
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	41,015	48,666
Securities loaned and other	2,740	4,617
Mortgage-backed securities
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	9,745	10,546
Securities loaned and other	0	0
U.S. Treasury and government agencies
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	202,102	199,030
Securities loaned and other	942	0
Obligations of U.S. states and municipalities
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	1,355	2,491
Securities loaned and other	0	0
Non-U.S. government debt
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	180,773	149,008
Securities loaned and other	3,607	1,279
Corporate debt securities
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	14,677	18,140
Securities loaned and other	53	108
Asset-backed securities
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	4,137	7,721
Securities loaned and other	103	0
Equity securities
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	15,095	15,529
Securities loaned and other	$ 21,903	$ 21,064

Securities Financing Activiti90

Securities Financing Activities - Transfers Not Qualifying for Sale Accounting (Details) - USD ($) $ in Billions	Jun. 30, 2017	Dec. 31, 2016
Securities Financing Transactions Disclosures [Abstract]
Transfers not qualifying for sale accounting	$ 4.9	$ 5.9

Loans - By Portfolio Segment (D

Loans - By Portfolio Segment (Details) $ in Millions	6 Months Ended
	Jun. 30, 2017USD ($)loan_segment	Dec. 31, 2016USD ($)	Jun. 30, 2016USD ($)
Accounts, Notes, Loans and Financing Receivable [Line Items]
Number of portfolio segments | loan_segment	3
Loan balances by portfolio segment:
Retained loans	$ 899,576	$ 889,907	$ 866,731
Held-for-sale	7,212	2,628
At fair value	1,979	2,230
Total	908,767	894,765
Consumer, excluding credit card
Loan balances by portfolio segment:
Retained loans	365,115	364,406	361,050
Held-for-sale	256	238
At fair value	0	0
Total	365,371	364,644
Credit card
Loan balances by portfolio segment:
Retained loans	140,035	141,711
Held-for-sale	106	105
At fair value	0	0
Total	140,141	141,816
Wholesale
Loan balances by portfolio segment:
Retained loans	394,426	383,790	$ 374,174
Held-for-sale	6,850	2,285
At fair value	1,979	2,230
Total	$ 403,255	$ 388,305

Loans - Purchased, Sold and Rec

Loans - Purchased, Sold and Reclassified to Held-for-Sale (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Accounts, Notes, Loans and Financing Receivable [Line Items]
Purchases	$ 1,220	$ 1,229	$ 2,444	$ 2,782
Sales	3,140	2,987	6,177	5,411
Retained loans reclassified to held-for-sale	338	145	7,108	699
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Purchases	626	824	1,566	2,089
Sales	763	905	1,353	1,665
Retained loans reclassified to held-for-sale	31	18	6,340	83
Excluded retained loans purchased from correspondents that were originated in accordance with the Firm's underwriting standards	5,900	8,400	11,300	17,100
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	0	0	0
Wholesale
Accounts, Notes, Loans and Financing Receivable [Line Items]
Purchases	594	405	878	693
Sales	2,377	2,082	4,824	3,746
Retained loans reclassified to held-for-sale	$ 307	$ 127	$ 768	$ 616

Loans - Net Gains and Losses on

Loans - Net Gains and Losses on Sale (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total net gains on sales of loans (including lower of cost or fair value adjustments)	$ 26	$ 60	$ (194)	$ 111
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)	12	64	(214)	117
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)	(3)	(4)	(2)	(4)
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	$ 0	$ 22	$ (2)

Loans - Consumer, Excluding Cre

Loans - Consumer, Excluding Credit Card Loan Portfolio (Details) - USD ($) $ in Millions	Jun. 30, 2017	Dec. 31, 2016	Jun. 30, 2016
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 899,576	$ 889,907	$ 866,731
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	365,115	364,406	$ 361,050
Consumer, excluding credit card | Home equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	36,000	39,063
Consumer, excluding credit card | Home equity | Residential real estate – PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	11,838	12,902
Consumer, excluding credit card | Residential mortgages
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	205,380	192,486
Consumer, excluding credit card | Residential mortgages | Residential real estate – PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	33,064	35,679
Consumer, excluding credit card | Auto
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	65,627	65,814
Consumer, excluding credit card | Consumer and Business Banking
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	25,044	24,307
Consumer, excluding credit card | Student
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	0	7,057
Consumer, excluding credit card | Fixed Rate Residential Mortgage | Prime mortgage | Residential real estate – PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	7,023	7,602
Consumer, excluding credit card | Fixed Rate Residential Mortgage | Subprime mortgage | Residential real estate – PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,771	2,941
Consumer, excluding credit card | Option ARMs | Residential real estate – PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 11,432	$ 12,234

Loans - Consumer, Excluding C95

Loans - Consumer, Excluding Credit Card Loan Portfolio, Residential Real Estate, Excluding PCI Loans (Details) - USD ($)	Jun. 30, 2017	Dec. 31, 2016	Jun. 30, 2016
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 899,576,000,000	$ 889,907,000,000	$ 866,731,000,000
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	365,115,000,000	364,406,000,000	$ 361,050,000,000
Consumer, excluding credit card | Total residential real estate – excluding PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 241,380,000,000	$ 231,549,000,000
% of 30 days past due to total retained loans	0.92%	1.11%
Nonaccrual loans	$ 3,734,000,000	$ 4,101,000,000
Consumer, excluding credit card | Total residential real estate – excluding PCI | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	71,880,000,000	67,446,000,000
Consumer, excluding credit card | Total residential real estate – excluding PCI | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	33,856,000,000	32,894,000,000
Consumer, excluding credit card | Total residential real estate – excluding PCI | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	16,589,000,000	16,073,000,000
Consumer, excluding credit card | Total residential real estate – excluding PCI | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	13,817,000,000	12,997,000,000
Consumer, excluding credit card | Total residential real estate – excluding PCI | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	11,149,000,000	10,528,000,000
Consumer, excluding credit card | Total residential real estate – excluding PCI | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	8,826,000,000	8,627,000,000
Consumer, excluding credit card | Total residential real estate – excluding PCI | Colorado
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	7,495,000,000	6,983,000,000
Consumer, excluding credit card | Total residential real estate – excluding PCI | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	7,299,000,000	6,680,000,000
Consumer, excluding credit card | Total residential real estate – excluding PCI | Massachusetts
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	6,392,000,000	6,205,000,000
Consumer, excluding credit card | Total residential real estate – excluding PCI | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	5,497,000,000	5,367,000,000
Consumer, excluding credit card | Total residential real estate – excluding PCI | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	58,580,000,000	57,749,000,000
Consumer, excluding credit card | Total residential real estate – excluding PCI | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	8,585,000,000	9,364,000,000
90 days past due	3,959,000,000	4,858,000,000
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	8,600,000,000	9,400,000,000
Consumer, excluding credit card | Total residential real estate – excluding PCI | No FICO/LTV available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,668,000,000	4,136,000,000
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	43,000,000	100,000,000
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	46,000,000	63,000,000
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	428,000,000	803,000,000
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	248,000,000	398,000,000
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	5,468,000,000	6,987,000,000
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	1,247,000,000	1,663,000,000
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	210,519,000,000	196,896,000,000
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	11,128,000,000	11,139,000,000
Consumer, excluding credit card | Total residential real estate – excluding PCI | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	233,322,000,000	222,074,000,000
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	2,800,000,000	2,500,000,000
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	3,819,000,000	4,474,000,000
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	2,600,000,000	3,100,000,000
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	4,239,000,000	5,001,000,000
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	3,200,000,000	3,800,000,000
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	5,800,000,000	6,900,000,000
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	1,900,000,000	2,200,000,000
Consumer, excluding credit card | Home equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 36,000,000,000	$ 39,063,000,000
% of 30 days past due to total retained loans	2.61%	2.87%
Nonaccrual loans	$ 1,645,000,000	$ 1,845,000,000
Consumer, excluding credit card | Home equity | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	7,053,000,000	7,644,000,000
Consumer, excluding credit card | Home equity | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	7,377,000,000	7,978,000,000
Consumer, excluding credit card | Home equity | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,705,000,000	2,947,000,000
Consumer, excluding credit card | Home equity | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,124,000,000	2,225,000,000
Consumer, excluding credit card | Home equity | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,973,000,000	2,133,000,000
Consumer, excluding credit card | Home equity | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,091,000,000	2,253,000,000
Consumer, excluding credit card | Home equity | Colorado
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	630,000,000	677,000,000
Consumer, excluding credit card | Home equity | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,122,000,000	1,229,000,000
Consumer, excluding credit card | Home equity | Massachusetts
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	332,000,000	371,000,000
Consumer, excluding credit card | Home equity | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,598,000,000	1,772,000,000
Consumer, excluding credit card | Home equity | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	8,995,000,000	9,834,000,000
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	2,120,000,000	2,486,000,000
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	18,000,000	70,000,000
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	7,000,000	15,000,000
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	370,000,000	668,000,000
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	120,000,000	221,000,000
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	2,138,000,000	2,961,000,000
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	692,000,000	945,000,000
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	26,400,000,000	27,317,000,000
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	4,135,000,000	4,380,000,000
Consumer, excluding credit card | Home equity | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	35,061,000,000	37,941,000,000
Consumer, excluding credit card | Home equity | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	535,000,000	646,000,000
Consumer, excluding credit card | Home equity | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	404,000,000	476,000,000
Consumer, excluding credit card | Residential mortgages
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 205,380,000,000	$ 192,486,000,000
% of 30 days past due to total retained loans	0.63%	0.75%
Nonaccrual loans	$ 2,089,000,000	$ 2,256,000,000
Consumer, excluding credit card | Residential mortgages | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	64,827,000,000	59,802,000,000
Consumer, excluding credit card | Residential mortgages | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	26,479,000,000	24,916,000,000
Consumer, excluding credit card | Residential mortgages | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	13,884,000,000	13,126,000,000
Consumer, excluding credit card | Residential mortgages | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	11,693,000,000	10,772,000,000
Consumer, excluding credit card | Residential mortgages | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	9,176,000,000	8,395,000,000
Consumer, excluding credit card | Residential mortgages | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	6,735,000,000	6,374,000,000
Consumer, excluding credit card | Residential mortgages | Colorado
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	6,865,000,000	6,306,000,000
Consumer, excluding credit card | Residential mortgages | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	6,177,000,000	5,451,000,000
Consumer, excluding credit card | Residential mortgages | Massachusetts
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	6,060,000,000	5,834,000,000
Consumer, excluding credit card | Residential mortgages | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,899,000,000	3,595,000,000
Consumer, excluding credit card | Residential mortgages | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	49,585,000,000	47,915,000,000
Consumer, excluding credit card | Residential mortgages | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	8,585,000,000	9,364,000,000
90 days past due	3,959,000,000	4,858,000,000
Consumer, excluding credit card | Residential mortgages | No FICO/LTV available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,548,000,000	1,650,000,000
Consumer, excluding credit card | Residential mortgages | Greater than 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	25,000,000	30,000,000
Consumer, excluding credit card | Residential mortgages | Greater than 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	39,000,000	48,000,000
Consumer, excluding credit card | Residential mortgages | 101% to 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	58,000,000	135,000,000
Consumer, excluding credit card | Residential mortgages | 101% to 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	128,000,000	177,000,000
Consumer, excluding credit card | Residential mortgages | 80% to 100% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,330,000,000	4,026,000,000
Consumer, excluding credit card | Residential mortgages | 80% to 100% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	555,000,000	718,000,000
Consumer, excluding credit card | Residential mortgages | Less than 80% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	184,119,000,000	169,579,000,000
Consumer, excluding credit card | Residential mortgages | Less than 80% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	6,993,000,000	6,759,000,000
Consumer, excluding credit card | Residential mortgages | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	198,261,000,000	184,133,000,000
Consumer, excluding credit card | Residential mortgages | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,284,000,000	3,828,000,000
Consumer, excluding credit card | Residential mortgages | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,835,000,000	4,525,000,000
Consumer, excluding credit card | Residential mortgages | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 0	$ 0

Loans - Consumer, Excluding C96

Loans - Consumer, Excluding Credit Card Loan Portfolio, Delinquency Statistics Junior Lien Home Equity Loans (Details) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2017	Dec. 31, 2016	Jun. 30, 2016
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 899,576	$ 889,907	$ 866,731
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	365,115	364,406	$ 361,050
Consumer, excluding credit card | Total
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 36,000	$ 39,063
Total 30 plus day delinquency rate	2.61%	2.87%
Consumer, excluding credit card | Total | Junior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 23,122	$ 25,437
Total 30 plus day delinquency rate	2.08%	2.32%
Consumer, excluding credit card | HELOANs | Junior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 1,599	$ 1,861
Total 30 plus day delinquency rate	2.69%	2.85%
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	$ 7,951	$ 10,304
Total 30 plus day delinquency rate	0.79%	1.27%
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	$ 13,572	$ 13,272
Total 30 plus day delinquency rate	2.76%	3.05%

Loans - Consumer, Excluding C97

Loans - Consumer, Excluding Credit Card Loan Portfolio, Impaired Loans (Details) - Consumer, excluding credit card $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2017USD ($)	Jun. 30, 2016USD ($)	Jun. 30, 2017USD ($)payment	Jun. 30, 2016USD ($)	Dec. 31, 2016USD ($)
Impaired loans
Loans modified subsequent to repurchase from Ginnie Mae	$ 3,900		$ 3,900		$ 3,400
TDRs less than 90 days past due	2,300		2,300		2,300
Total residential real estate – excluding PCI
Impaired loans
With an allowance	5,770		5,770		5,955
Without an allowance	2,196		2,196		2,341
Total impaired loans	7,966		7,966		8,296
Allowance for loan losses related to impaired loans	193		193		189
Unpaid principal balance of impaired loans	11,801		11,801		12,132
Impaired loans on nonaccrual status	2,740		2,740		2,871
Average impaired credit card loans	8,106	$ 8,793	8,166	$ 8,884
Interest income on impaired credit card loans	98	109	202	218
Interest income on impaired loans on a cash basis	32	40	$ 71	80
Number of payments under modified terms to recognize interest on cash basis | payment			6
Home equity
Impaired loans
With an allowance	1,241		$ 1,241		1,266
Without an allowance	921		921		998
Total impaired loans	2,162		2,162		2,264
Allowance for loan losses related to impaired loans	126		126		121
Unpaid principal balance of impaired loans	3,805		3,805		3,847
Impaired loans on nonaccrual status	1,056		1,056		1,116
Average impaired credit card loans	2,241	2,340	2,245	2,350
Interest income on impaired credit card loans	30	32	61	63
Interest income on impaired loans on a cash basis	18	20	$ 38	41
Home equity | Permanent Modification
Impaired loans
Rate of default for modified loans, estimated weighted average			11.00%
Residential mortgages
Impaired loans
With an allowance	4,529		$ 4,529		4,689
Without an allowance	1,275		1,275		1,343
Total impaired loans	5,804		5,804		6,032
Allowance for loan losses related to impaired loans	67		67		68
Unpaid principal balance of impaired loans	7,996		7,996		8,285
Impaired loans on nonaccrual status	1,684		1,684		$ 1,755
Average impaired credit card loans	5,865	6,453	5,921	6,534
Interest income on impaired credit card loans	68	77	141	155
Interest income on impaired loans on a cash basis	$ 14	$ 20	$ 33	$ 39
Residential mortgages | Permanent Modification
Impaired loans
Rate of default for modified loans, estimated weighted average			13.00%

Loans - Consumer, Excluding C98

Loans - Consumer, Excluding Credit Card Loan Portfolio, Loan Modifications, New TDRs (Details) - Consumer, excluding credit card - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Total residential real estate – excluding PCI
Financing Receivable, Impaired [Line Items]
New TDRs	$ 165	$ 129	$ 318	$ 318
Home equity
Financing Receivable, Impaired [Line Items]
New TDRs	69	70	150	196
Residential mortgages
Financing Receivable, Impaired [Line Items]
New TDRs	$ 96	$ 59	$ 168	$ 122

Loans - Consumer, Excluding C99

Loans - Consumer, Excluding Credit Card Loan Portfolio, Loan Modifications, Nature and Extent of Modifications (Details) - Consumer, excluding credit card - loan	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
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	955	1,243	2,154	2,872
Total residential real estate – excluding PCI | Permanent Modification
Financing Receivable, Impaired [Line Items]
Number of loans modified	2,242	1,928	4,242	4,352
Total residential real estate – excluding PCI | Interest rate reduction
Financing Receivable, Impaired [Line Items]
Concession granted	62.00%	75.00%	72.00%	71.00%
Total residential real estate – excluding PCI | Term or payment extension
Financing Receivable, Impaired [Line Items]
Concession granted	79.00%	87.00%	84.00%	89.00%
Total residential real estate – excluding PCI | Principal and/or interest deferred
Financing Receivable, Impaired [Line Items]
Concession granted	13.00%	18.00%	14.00%	18.00%
Total residential real estate – excluding PCI | Principal forgiveness
Financing Receivable, Impaired [Line Items]
Concession granted	12.00%	20.00%	12.00%	17.00%
Total residential real estate – excluding PCI | Other
Financing Receivable, Impaired [Line Items]
Concession granted	18.00%	12.00%	18.00%	9.00%
Home equity | Trial Modification
Financing Receivable, Impaired [Line Items]
Number of loans modified	565	688	1,308	1,737
Home equity | Permanent Modification
Financing Receivable, Impaired [Line Items]
Number of loans modified	1,583	949	2,800	2,641
Home equity | Interest rate reduction
Financing Receivable, Impaired [Line Items]
Concession granted	59.00%	80.00%	71.00%	71.00%
Home equity | Term or payment extension
Financing Receivable, Impaired [Line Items]
Concession granted	78.00%	84.00%	84.00%	88.00%
Home equity | Principal and/or interest deferred
Financing Receivable, Impaired [Line Items]
Concession granted	9.00%	20.00%	13.00%	18.00%
Home equity | Principal forgiveness
Financing Receivable, Impaired [Line Items]
Concession granted	9.00%	11.00%	9.00%	10.00%
Home equity | Other
Financing Receivable, Impaired [Line Items]
Concession granted	15.00%	1.00%	13.00%	1.00%
Residential mortgages | Trial Modification
Financing Receivable, Impaired [Line Items]
Number of loans modified	390	555	846	1,135
Residential mortgages | Permanent Modification
Financing Receivable, Impaired [Line Items]
Number of loans modified	659	979	1,442	1,711
Residential mortgages | Interest rate reduction
Financing Receivable, Impaired [Line Items]
Concession granted	69.00%	71.00%	76.00%	72.00%
Residential mortgages | Term or payment extension
Financing Receivable, Impaired [Line Items]
Concession granted	82.00%	90.00%	86.00%	90.00%
Residential mortgages | Principal and/or interest deferred
Financing Receivable, Impaired [Line Items]
Concession granted	20.00%	16.00%	14.00%	19.00%
Residential mortgages | Principal forgiveness
Financing Receivable, Impaired [Line Items]
Concession granted	18.00%	29.00%	19.00%	27.00%
Residential mortgages | Other
Financing Receivable, Impaired [Line Items]
Concession granted	23.00%	23.00%	27.00%	21.00%

Loans - Consumer, Excluding 100

Loans - Consumer, Excluding Credit Card Loan Portfolio, Financial Effects of Modifications and Redefaults (Details) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2017USD ($)	Jun. 30, 2016USD ($)	Jun. 30, 2017USD ($)loan_payment	Jun. 30, 2016USD ($)	Dec. 31, 2016USD ($)
Financing Receivable, Impaired [Line Items]
Number of years before payment default under a modified loan			1 year
Carrying value	$ 899,576	$ 866,731	$ 899,576	$ 866,731	$ 889,907
Consumer, excluding credit card
Financing Receivable, Impaired [Line Items]
Carrying value	365,115	$ 361,050	365,115	$ 361,050	364,406
Consumer, excluding credit card | In Process of Active or Suspended Foreclosure
Financing Receivable, Impaired [Line Items]
Carrying value	796		$ 796		932
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	$ 241,380		$ 241,380		231,549
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	5.09%	5.54%	5.06%	5.40%
Weighted-average interest rate of loans with interest rate reductions – after TDR	2.79%	2.83%	2.74%	2.73%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	25 years	22 years	24 years	22 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	38 years	38 years	38 years	38 years
Charge-offs recognized upon permanent modification	$ 0	$ 1	$ 2	$ 3
Principal deferred	6	13	14	31
Principal forgiven	9	14	16	29
Balance of loans that redefaulted within one year of permanent modification	42	$ 37	79	$ 68
Consumer, excluding credit card | Home equity
Financing Receivable, Impaired [Line Items]
Carrying value	$ 36,000		$ 36,000		39,063
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	5.04%	5.28%	4.82%	5.13%
Weighted-average interest rate of loans with interest rate reductions – after TDR	2.39%	2.52%	2.42%	2.46%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	26 years	17 years	23 years	18 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	38 years	38 years	39 years	38 years
Charge-offs recognized upon permanent modification	$ 0	$ 0	$ 1	$ 1
Principal deferred	2	4	7	12
Principal forgiven	3	1	5	4
Balance of loans that redefaulted within one year of permanent modification	12	$ 11	$ 21	$ 20
Modifications, weighted-average remaining life			10 years
Consumer, excluding credit card | Residential mortgages
Financing Receivable, Impaired [Line Items]
Carrying value	$ 205,380		$ 205,380		192,486
Consumer, excluding credit card | Residential mortgages | Permanent Modification
Financing Receivable, Impaired [Line Items]
Weighted-average interest rate of loans with interest rate reductions – before TDR	5.13%	5.67%	5.25%	5.60%
Weighted-average interest rate of loans with interest rate reductions – after TDR	3.12%	2.98%	3.00%	2.92%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	23 years	25 years	24 years	25 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	37 years	38 years	38 years	38 years
Charge-offs recognized upon permanent modification	$ 0	$ 1	$ 1	$ 2
Principal deferred	4	9	7	19
Principal forgiven	6	13	11	25
Balance of loans that redefaulted within one year of permanent modification	30	$ 26	$ 58	$ 48
Modifications, weighted-average remaining life			13 years
Consumer, excluding credit card | Consumer and Business Banking
Financing Receivable, Impaired [Line Items]
Carrying value	$ 25,044		$ 25,044		$ 24,307
Consumer, excluding credit card | Consumer and Business Banking | Maximum
Financing Receivable, Impaired [Line Items]
Number of years before payment default under a modified loan			1 year

Loans - Consumer, Excluding 101

Loans - Consumer, Excluding Credit Card Loan Portfolio, Other Consumer Loans (Details) - USD ($)	Jun. 30, 2017	Dec. 31, 2016	Jun. 30, 2016
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 899,576,000,000	$ 889,907,000,000	$ 866,731,000,000
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	365,115,000,000	364,406,000,000	$ 361,050,000,000
Auto | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 65,627,000,000	$ 65,814,000,000
% of 30 days past due to total retained loans	0.88%	1.19%
Nonaccrual loans	$ 158,000,000	$ 214,000,000
Auto | Consumer, excluding credit card | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	14,863,000,000	13,899,000,000
Auto | Consumer, excluding credit card | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	119,000,000	201,000,000
Auto | Consumer, excluding credit card | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	56,000,000	94,000,000
Auto | Consumer, excluding credit card | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	8,347,000,000	7,975,000,000
Auto | Consumer, excluding credit card | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	6,807,000,000	7,041,000,000
Auto | Consumer, excluding credit card | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,974,000,000	4,078,000,000
Auto | Consumer, excluding credit card | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	4,052,000,000	3,984,000,000
Auto | Consumer, excluding credit card | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,369,000,000	3,374,000,000
Auto | Consumer, excluding credit card | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,126,000,000	2,194,000,000
Auto | Consumer, excluding credit card | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,132,000,000	2,209,000,000
Auto | Consumer, excluding credit card | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,552,000,000	1,567,000,000
Auto | Consumer, excluding credit card | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,044,000,000	2,031,000,000
Auto | Consumer, excluding credit card | Louisiana
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,712,000,000	1,814,000,000
Auto | Consumer, excluding credit card | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	29,512,000,000	29,547,000,000
Auto | Current | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	65,050,000,000	65,029,000,000
Auto | 30–119 days past due | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	568,000,000	773,000,000
Auto | 120 or more days past due | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	9,000,000	12,000,000
Consumer and Business Banking | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 25,044,000,000	$ 24,307,000,000
% of 30 days past due to total retained loans	1.19%	1.59%
Nonaccrual loans	$ 301,000,000	$ 287,000,000
Consumer and Business Banking | Consumer, excluding credit card | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	17,465,000,000	16,858,000,000
Consumer and Business Banking | Consumer, excluding credit card | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	750,000,000	816,000,000
Consumer and Business Banking | Consumer, excluding credit card | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	227,000,000	217,000,000
Consumer and Business Banking | Consumer, excluding credit card | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	4,731,000,000	4,426,000,000
Consumer and Business Banking | Consumer, excluding credit card | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,929,000,000	2,954,000,000
Consumer and Business Banking | Consumer, excluding credit card | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	4,066,000,000	3,979,000,000
Consumer and Business Banking | Consumer, excluding credit card | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,867,000,000	1,758,000,000
Consumer and Business Banking | Consumer, excluding credit card | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,263,000,000	1,195,000,000
Consumer and Business Banking | Consumer, excluding credit card | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,412,000,000	1,402,000,000
Consumer and Business Banking | Consumer, excluding credit card | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,305,000,000	1,307,000,000
Consumer and Business Banking | Consumer, excluding credit card | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,350,000,000	1,343,000,000
Consumer and Business Banking | Consumer, excluding credit card | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	658,000,000	623,000,000
Consumer and Business Banking | Consumer, excluding credit card | Louisiana
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	951,000,000	979,000,000
Consumer and Business Banking | Consumer, excluding credit card | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	4,512,000,000	4,341,000,000
Consumer and Business Banking | Current | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	24,746,000,000	23,920,000,000
Consumer and Business Banking | 30–119 days past due | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	150,000,000	247,000,000
Consumer and Business Banking | 120 or more days past due | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	148,000,000	140,000,000
Other consumer | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
90 or mor days past due and still accruing	$ 0	$ 0

Loans - Consumer, Excluding 102

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		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016	Dec. 31, 2016
Financing Receivable, Impaired [Line Items]
With an allowance	$ 345		$ 345		$ 614
Without an allowance	29		29		30
Total impaired loans	374		374		644
Allowance for loan losses related to impaired loans	103		103		119
Unpaid principal balance of impaired loans	462		462		753
Impaired loans on nonaccrual status	331		331		508
Average impaired credit card loans	381	$ 622	501	$ 596
Loans modified in TDRs	119		119		362
TDRs on nonaccrual status	$ 76		$ 76		$ 226

Loans - Consumer, Excluding 103

Loans - Consumer, Excluding Credit Card Loan Portfolio, PCI Loans (Details) - USD ($) $ in Millions	Jun. 30, 2017	Dec. 31, 2016	Jun. 30, 2016
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	$ 899,576	$ 889,907	$ 866,731
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	365,115	364,406	$ 361,050
Consumer, excluding credit card | Total PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	205,380	192,486
Unpaid principal balance of impaired loans	7,996	8,285
Consumer, excluding credit card | Total PCI | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	64,827	59,802
Consumer, excluding credit card | Total PCI | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	9,176	8,395
Consumer, excluding credit card | Total PCI | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	26,479	24,916
Consumer, excluding credit card | Total PCI | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	6,177	5,451
Consumer, excluding credit card | Total PCI | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	6,735	6,374
Consumer, excluding credit card | Total PCI | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	13,884	13,126
Consumer, excluding credit card | Total PCI | Massachusetts
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	6,060	5,834
Consumer, excluding credit card | Total PCI | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	3,899	3,595
Consumer, excluding credit card | Total PCI | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	49,585	47,915
Consumer, excluding credit card | Total PCI | No FICO or LTV Score Available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	1,548	1,650
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	25	30
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	39	48
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	58	135
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	128	177
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	3,330	4,026
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	555	718
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	184,119	169,579
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	6,993	6,759
Consumer, excluding credit card | Total PCI | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	198,261	184,133
Consumer, excluding credit card | Total PCI | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	3,284	3,828
Consumer, excluding credit card | Total PCI | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	3,835	4,525
Consumer, excluding credit card | Home equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	36,000	39,063
Unpaid principal balance of impaired loans	3,805	3,847
Consumer, excluding credit card | Home equity | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	7,053	7,644
Consumer, excluding credit card | Home equity | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	1,973	2,133
Consumer, excluding credit card | Home equity | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	7,377	7,978
Consumer, excluding credit card | Home equity | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	1,122	1,229
Consumer, excluding credit card | Home equity | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	2,091	2,253
Consumer, excluding credit card | Home equity | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	2,705	2,947
Consumer, excluding credit card | Home equity | Massachusetts
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	332	371
Consumer, excluding credit card | Home equity | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	1,598	1,772
Consumer, excluding credit card | Home equity | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	8,995	9,834
Consumer, excluding credit card | Home equity | No FICO or LTV Score Available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	2,120	2,486
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	18	70
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	7	15
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	370	668
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	120	221
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	2,138	2,961
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	692	945
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	26,400	27,317
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	4,135	4,380
Consumer, excluding credit card | Home equity | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	35,061	37,941
Consumer, excluding credit card | Home equity | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	535	646
Consumer, excluding credit card | Home equity | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	404	476
Consumer, excluding credit card | Residential real estate – PCI | Total PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	33,064	35,679
Related allowance for loan losses	2,265	2,311
Unpaid principal balance of impaired loans	$ 34,222	$ 36,971
% of 30 days past due to total loans	9.06%	9.82%
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	$ 18,724	$ 20,322
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	2,973	3,165
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	2,147	2,286
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	1,081	1,198
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	947	1,016
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	947	1,000
Consumer, excluding credit card | Residential real estate – PCI | Total PCI | Massachusetts
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	672	723
Consumer, excluding credit card | Residential real estate – PCI | Total PCI | Maryland
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	584	620
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	562	614
Consumer, excluding credit card | Residential real estate – PCI | Total PCI | Virginia
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	552	589
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	5,033	5,438
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	1,793	1,903
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	61	94
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	77	105
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	479	729
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	416	619
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	2,294	3,074
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	1,786	2,233
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	17,616	18,316
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	9,700	9,898
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	31,120	33,342
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	1,322	1,543
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	1,780	2,086
Consumer, excluding credit card | Residential real estate – PCI | Home equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	11,838	12,902
Related allowance for loan losses	1,133	1,433
Unpaid principal balance of impaired loans	$ 12,098	$ 13,192
% of 30 days past due to total loans	5.80%	5.83%
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	$ 7,218	$ 7,899
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	1,224	1,306
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	653	697
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	603	673
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	259	280
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	294	314
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Massachusetts
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	88	94
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Maryland
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	60	64
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	219	241
Consumer, excluding credit card | Residential real estate – PCI | Home equity | Virginia
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	71	77
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	1,409	1,547
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	713	750
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	44	69
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	23	39
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	365	555
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	175	256
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	1,480	1,860
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	678	804
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	6,461	6,676
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	2,159	2,183
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	11,396	12,423
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	268	291
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	434	478
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Prime mortgage
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	7,023	7,602
Related allowance for loan losses	903	829
Unpaid principal balance of impaired loans	$ 7,047	$ 7,627
% of 30 days past due to total loans	9.65%	10.32%
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	$ 4,034	$ 4,396
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	465	501
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	487	515
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	151	167
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	196	210
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	215	226
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Prime mortgage | Massachusetts
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	159	173
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Prime mortgage | Maryland
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	138	144
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	113	124
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Prime mortgage | Virginia
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	132	142
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	957	1,029
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	371	391
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	6
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	16	17
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	27	52
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	56	84
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	292	442
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	289	381
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	3,781	3,967
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	2,209	2,287
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	6,367	6,840
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	296	336
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	384	451
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Subprime mortgage
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	2,771	2,941
Related allowance for loan losses	150	0
Unpaid principal balance of impaired loans	$ 3,394	$ 3,606
% of 30 days past due to total loans	14.14%	16.67%
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	$ 846	$ 899
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	313	332
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	347	363
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	64	68
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	119	125
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	169	178
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Subprime mortgage | Massachusetts
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	104	110
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Subprime mortgage | Maryland
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	138	145
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	63	68
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Subprime mortgage | Virginia
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	53	56
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	1,178	1,262
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	165	177
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	5	7
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	25	31
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	26	39
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	94	135
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	146	214
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	356	439
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	936	919
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	1,641	1,645
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	2,914	3,005
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	292	361
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	188	240
Consumer, excluding credit card | Residential real estate – PCI | Option ARMs
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	11,432	12,234
Related allowance for loan losses	79	49
Unpaid principal balance of impaired loans	$ 11,683	$ 12,546
% of 30 days past due to total loans	10.61%	11.73%
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	$ 6,626	$ 7,128
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	971	1,026
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	660	711
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	263	290
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	373	401
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	269	282
Consumer, excluding credit card | Residential real estate – PCI | Option ARMs | Massachusetts
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	321	346
Consumer, excluding credit card | Residential real estate – PCI | Option ARMs | Maryland
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	248	267
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	167	181
Consumer, excluding credit card | Residential real estate – PCI | Option ARMs | Virginia
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	296	314
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	1,489	1,600
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	544	585
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	6	12
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	13	18
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	61	83
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	91	144
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	376	558
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	463	609
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	6,438	6,754
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	3,691	3,783
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	10,443	11,074
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	466	555
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	$ 774	$ 917

Loans - Consumer, Excluding 104

Loans - Consumer, Excluding Credit Card Loan Portfolio, PCI Delinquency Statistics (Details) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2017	Dec. 31, 2016	Jun. 30, 2016
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 899,576	$ 889,907	$ 866,731
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	365,115	364,406	$ 361,050
Consumer, excluding credit card | Total
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 36,000	$ 39,063
Total 30 day delinquency rate	2.61%	2.87%
Consumer, excluding credit card | Total | Junior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 23,122	$ 25,437
Total 30 day delinquency rate	2.08%	2.32%
Consumer, excluding credit card | HELOANs | Junior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 1,599	$ 1,861
Total 30 day delinquency rate	2.69%	2.85%
Consumer, excluding credit card | Residential real estate – PCI | Total
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 11,838	$ 12,902
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	$ 9,153	$ 10,043
Total 30 day delinquency rate	4.00%	4.01%
Consumer, excluding credit card | Residential real estate – PCI | HELOCs | Junior lien | Within the revolving period
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 787	$ 2,126
Total 30 day delinquency rate	3.94%	3.67%
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	$ 7,957	$ 7,452
Total 30 day delinquency rate	3.97%	4.03%
Consumer, excluding credit card | Residential real estate – PCI | HELOANs | Junior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 409	$ 465
Total 30 day delinquency rate	4.65%	5.38%

Loans - Consumer, Excluding 105

Loans - Consumer, Excluding Credit Card Loan Portfolio, PCI Accretable Yield Activity (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016	Dec. 31, 2016
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Loans	$ 899,576	$ 866,731	$ 899,576	$ 866,731	$ 889,907
Consumer, excluding credit card
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Loans	365,115	361,050	365,115	361,050	364,406
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	796		796		932
Consumer, excluding credit card | Total PCI
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Loans	205,380		205,380		192,486
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	13,122	12,674	11,768	13,491
Accretion into interest income	(357)	(395)	(716)	(802)
Changes in interest rates on variable-rate loans	51	25	167	101
Other changes in expected cash flows	(177)	(3)	1,420	(489)
Ending balance	$ 12,639	$ 12,301	$ 12,639	$ 12,301
Accretable yield percentage	4.55%	4.37%	4.45%	4.36%
Loans	$ 33,064		$ 33,064		35,679
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	$ 1,500		$ 1,500		$ 1,700

Loans - Credit Card Loan Portfo

Loans - Credit Card Loan Portfolio (Details) - USD ($) $ in Millions	Jun. 30, 2017	Dec. 31, 2016	Jun. 30, 2016
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 899,576	$ 889,907	$ 866,731
Credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 140,035	$ 141,711
% of 30 days past due to total retained loans	1.59%	1.61%
% of 90 days past due to total retained loans	0.80%	0.81%
Percentage of portfolio based on carrying value with estimated refreshed FICO scores, Equal to or greater than 660	84.20%	84.40%
Percentage of portfolio based on carrying value with estimated refreshed FICO scores, Less than 660	14.40%	14.20%
Percentage of portfolio based on carrying value with estimated refreshed FICO scores, No FICO available	1.40%	1.40%
Credit card | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 20,592	$ 20,571
Credit card | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	13,256	13,220
Credit card | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	12,236	12,249
Credit card | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	8,481	8,585
Credit card | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	8,080	8,189
Credit card | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	6,134	6,271
Credit card | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	4,745	4,906
Credit card | Pennsylvania
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	4,624	4,787
Credit card | Colorado
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,752	3,699
Credit card | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,621	3,741
Credit card | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	54,514	55,493
Credit card | Current and less than 30 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	137,811	139,434
Credit card | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,099	1,134
Credit card | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 1,125	$ 1,143

Loans - Credit Card Portfolio -

Loans - Credit Card Portfolio - Impaired Loans (Details) - Credit card - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016	Dec. 31, 2016
Financing Receivable, Impaired [Line Items]
Impaired credit card loans with an allowance	$ 1,204		$ 1,204		$ 1,240
Allowance for loan losses related to impaired credit card loans	370		370		358
Average impaired credit card loans	1,212	$ 1,345	1,220	$ 1,390
Interest income on impaired credit card loans	15	$ 16	29	$ 33
Credit card loans with modified payment terms
Financing Receivable, Impaired [Line Items]
Impaired credit card loans with an allowance	1,078		1,078		1,098
Modified credit card loans that have reverted to pre-modification payment terms
Financing Receivable, Impaired [Line Items]
Impaired credit card loans with an allowance	126		126		142
Noncompliance with Modified Terms
Financing Receivable, Impaired [Line Items]
Impaired credit card loans with an allowance	85		85		94
Completion of Short Term Modification
Financing Receivable, Impaired [Line Items]
Impaired credit card loans with an allowance	$ 41		$ 41		$ 48

Loans - Credit Card Portfoli108

Loans - Credit Card Portfolio - Loan Modifications (Details) $ in Millions	3 Months Ended		6 Months Ended		12 Months Ended
	Jun. 30, 2017USD ($)	Jun. 30, 2016USD ($)	Jun. 30, 2017USD ($)payment	Jun. 30, 2016USD ($)	Dec. 31, 2016
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	$ 176	$ 141	$ 361	$ 300
Weighted-average interest rate of loans – before TDR	16.55%	15.61%	16.35%	15.54%
Weighted-average interest rate of loans – after TDR	4.80%	4.85%	4.78%	4.82%
Loans that redefaulted within one year of modification	$ 24	$ 18	$ 45	$ 37
Number of payments past due for deemed payment | payment			2
Rate of default for modified loans, estimated weighted average			30.70%		28.87%

Loans - Wholesale Loan Portfoli

Loans - Wholesale Loan Portfolio - By Class of Receivable (Details) - USD ($) $ in Millions	Jun. 30, 2017	Dec. 31, 2016	Jun. 30, 2016
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 899,576	$ 889,907	$ 866,731
Wholesale
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 394,426	$ 383,790	$ 374,174
% of total criticized exposure to total retained loans	2.06%	2.43%
% of criticized nonaccrual to total retained loans	0.41%	0.51%
Wholesale | Current and less than 30 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 391,341	$ 380,518
Wholesale | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,329	1,186
Wholesale | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	122	132
Wholesale | Total non-U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	93,353	91,514
Wholesale | Total U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	301,073	292,276
Wholesale | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	302,686	289,923
Wholesale | Total noninvestment- grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	91,740	93,867
Wholesale | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	83,596	84,560
Wholesale | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	6,510	7,353
Wholesale | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,634	1,954
Wholesale | Commercial and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 121,317	$ 120,895
% of total criticized exposure to total retained loans	5.31%	6.35%
% of criticized nonaccrual to total retained loans	0.97%	1.23%
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	$ 119,863	$ 119,050
Wholesale | Commercial and industrial | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	192	268
Wholesale | Commercial and industrial | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	86	86
Wholesale | Commercial and industrial | Total non-U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	29,631	30,563
Wholesale | Commercial and industrial | Total U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	91,686	90,332
Wholesale | Commercial and industrial | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	68,142	65,687
Wholesale | Commercial and industrial | Total noninvestment- grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	53,175	55,208
Wholesale | Commercial and industrial | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	46,729	47,531
Wholesale | Commercial and industrial | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	5,270	6,186
Wholesale | Commercial and industrial | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,176	1,491
Wholesale | Real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 109,904	$ 105,802
% of total criticized exposure to total retained loans	0.89%	0.94%
% of criticized nonaccrual to total retained loans	0.14%	0.19%
Wholesale | Real estate | Current and less than 30 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 109,612	$ 105,396
Wholesale | Real estate | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	130	204
Wholesale | Real estate | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	10	2
Wholesale | Real estate | Total non-U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,936	3,302
Wholesale | Real estate | Total U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	106,968	102,500
Wholesale | Real estate | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	93,465	88,649
Wholesale | Real estate | Total noninvestment- grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	16,439	17,153
Wholesale | Real estate | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	15,461	16,155
Wholesale | Real estate | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	826	798
Wholesale | Real estate | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	152	200
Wholesale | Financial institutions
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 35,685	$ 35,578
% of total criticized exposure to total retained loans	0.98%	0.59%
% of criticized nonaccrual to total retained loans	0.08%	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	$ 35,565	$ 35,523
Wholesale | Financial institutions | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	74	25
Wholesale | Financial institutions | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	16	21
Wholesale | Financial institutions | Total non-U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	15,165	15,147
Wholesale | Financial institutions | Total U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	20,520	20,431
Wholesale | Financial institutions | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	23,705	24,294
Wholesale | Financial institutions | Total noninvestment- grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	11,980	11,284
Wholesale | Financial institutions | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	11,630	11,075
Wholesale | Financial institutions | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	320	200
Wholesale | Financial institutions | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	30	9
Wholesale | Government agencies
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 15,994	$ 16,380
% of total criticized exposure to total retained loans	0.00%	0.04%
% 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	$ 15,988	$ 16,269
Wholesale | Government agencies | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1	107
Wholesale | Government agencies | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	5	4
Wholesale | Government agencies | Total non-U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,634	3,726
Wholesale | Government agencies | Total U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	12,360	12,654
Wholesale | Government agencies | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	15,601	15,935
Wholesale | Government agencies | Total noninvestment- grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	393	445
Wholesale | Government agencies | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	393	439
Wholesale | Government agencies | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	0	6
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	$ 111,526	$ 105,135
% of total criticized exposure to total retained loans	0.33%	0.40%
% of criticized nonaccrual to total retained loans	0.25%	0.24%
Wholesale | Other | Current and less than 30 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 110,313	$ 104,280
Wholesale | Other | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	932	582
Wholesale | Other | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	5	19
Wholesale | Other | Total non-U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	41,987	38,776
Wholesale | Other | Total U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	69,539	66,359
Wholesale | Other | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	101,773	95,358
Wholesale | Other | Total noninvestment- grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	9,753	9,777
Wholesale | Other | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	9,383	9,360
Wholesale | Other | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	94	163
Wholesale | Other | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 276	$ 254

Loans - Wholesale Loan Portf110

Loans - Wholesale Loan Portfolio - Real Estate Class of Loans (Details) - USD ($) $ in Millions	Jun. 30, 2017	Dec. 31, 2016	Jun. 30, 2016
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 899,576	$ 889,907	$ 866,731
Wholesale
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 394,426	$ 383,790	$ 374,174
% of total criticized exposure to total retained loans	2.06%	2.43%
% of criticized nonaccrual loans to total real estate retained loans	0.41%	0.51%
Wholesale | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 1,634	$ 1,954
Wholesale | Real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 109,904	$ 105,802
% of total criticized exposure to total retained loans	0.89%	0.94%
% of criticized nonaccrual loans to total real estate retained loans	0.14%	0.19%
Wholesale | Real estate | Multifamily
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 75,542	$ 72,143
% of total criticized exposure to total retained loans	0.60%	0.75%
% of criticized nonaccrual loans to total real estate retained loans	0.06%	0.08%
Wholesale | Real estate | Other commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 34,362	$ 33,659
% of total criticized exposure to total retained loans	1.52%	1.36%
% of criticized nonaccrual loans to total real estate retained loans	0.31%	0.42%
Wholesale | Real estate | Criticized exposure
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 978	$ 998
Wholesale | Real estate | Criticized exposure | Multifamily
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	457	539
Wholesale | Real estate | Criticized exposure | Other commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	521	459
Wholesale | Real estate | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	152	200
Wholesale | Real estate | Criticized nonaccrual | Multifamily
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	45	57
Wholesale | Real estate | Criticized nonaccrual | Other commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 107	$ 143

Loans - Wholesale Loan Portf111

Loans - Wholesale Loan Portfolio - Impaired Loans (Details) - Wholesale - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016	Dec. 31, 2016
Impaired loans
With an allowance	$ 1,242		$ 1,242		$ 1,440
Without an allowance	518		518		577
Total impaired loans	1,760		1,760		2,017
Allowance for loan losses related to impaired loans	345		345		342
Unpaid principal balance of impaired loans	2,031		2,031		2,345
Average impaired credit card loans	1,230	$ 2,144	1,352	$ 1,847
Troubled debt restructuring	745		745		733
Commercial and industrial
Impaired loans
With an allowance	942		942		1,127
Without an allowance	369		369		414
Total impaired loans	1,311		1,311		1,541
Allowance for loan losses related to impaired loans	259		259		260
Unpaid principal balance of impaired loans	1,566		1,566		1,754
Average impaired credit card loans	868	1,704	982	1,413
Real estate
Impaired loans
With an allowance	84		84		124
Without an allowance	75		75		87
Total impaired loans	159		159		211
Allowance for loan losses related to impaired loans	9		9		18
Unpaid principal balance of impaired loans	237		237		295
Average impaired credit card loans	149	235	161	234
Financial institutions
Impaired loans
With an allowance	5		5		9
Without an allowance	9		9		0
Total impaired loans	14		14		9
Allowance for loan losses related to impaired loans	14		14		3
Unpaid principal balance of impaired loans	14		14		12
Average impaired credit card loans	4	11	4	11
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	0
Other
Impaired loans
With an allowance	211		211		180
Without an allowance	65		65		76
Total impaired loans	276		276		256
Allowance for loan losses related to impaired loans	63		63		61
Unpaid principal balance of impaired loans	214		214		$ 284
Average impaired credit card loans	$ 209	$ 194	$ 205	$ 189

Allowance for Credit Losses (De

Allowance for Credit Losses (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Dec. 31, 2016	Jun. 30, 2016
Allowance for loan losses
Gross charge-offs/Write-offs of PCI loans			$ 46	$ 88
Provision for credit losses/lending-related commitments	$ 1,215	$ 1,402	2,530	3,226
Loans by impairment methodology
Asset-specific					$ 11,304		$ 12,826
Formula-based					855,205		815,541
PCI					33,067		38,364
Total retained loans					899,576	$ 889,907	866,731
Lending-related commitments by impairment methodology
Asset-specific					750		460
Formula-based					1,000,174		955,014
Total lending-related commitments					1,000,924	976,702	955,474
Impaired collateral-dependent loans
Allowance for loan losses
Net charge-offs/(recoveries)			52	48
Impaired collateral-dependent loans
Loans measured at fair value of collateral less cost to sell					2,530		2,726
Allowance for loan losses
Allowance for loan losses
Beginning balance			13,776	13,555
Gross charge-offs/Write-offs of PCI loans			3,427	2,790
Gross recoveries			(569)	(499)
Net charge-offs/(recoveries)			2,858	2,291
Provision for credit losses/lending-related commitments			2,491	3,052
Other			0	(1)
Ending balance	13,363	14,227	13,363	14,227
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Asset-specific					1,011		1,251
Formula-based					10,087		10,322
PCI					2,265		2,654
Total allowance for loan losses	13,363	14,227	13,776	13,555	13,363	13,776	14,227
Allowance for lending-related commitments
Allowance for loan losses
Beginning balance			1,078	786
Provision for credit losses/lending-related commitments			39	174
Other			0	0
Ending balance	1,117	960	1,117	960
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Allowance for lending-related commitments by impairment methodology, asset-specific					211		143
Allowance for lending-related commitments by impairment methodology, formula-based					906		817
Total allowance for loan losses	1,117	960	1,078	786	1,117	1,078	960
Consumer, excluding credit card
Allowance for loan losses
Gross charge-offs/Write-offs of PCI loans			46	88
Loans by impairment methodology
Asset-specific					8,340		9,370
Formula-based					323,711		313,320
PCI					33,064		38,360
Total retained loans					365,115	364,406	361,050
Lending-related commitments by impairment methodology
Asset-specific					0		0
Formula-based					58,162		59,224
Total lending-related commitments					58,162		59,224
Consumer, excluding credit card | Impaired collateral-dependent loans
Allowance for loan losses
Net charge-offs/(recoveries)			36	43
Impaired collateral-dependent loans
Loans measured at fair value of collateral less cost to sell					2,234		2,431
Consumer, excluding credit card | Allowance for loan losses
Allowance for loan losses
Beginning balance			5,198	5,806
Gross charge-offs/Write-offs of PCI loans			1,105	688
Gross recoveries			(307)	(301)
Net charge-offs/(recoveries)			798	387
Provision for credit losses/lending-related commitments			448	316
Other			(2)	(1)
Ending balance	4,800	5,646	4,800	5,646
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Asset-specific					296		365
Formula-based					2,239		2,627
PCI					2,265		2,654
Total allowance for loan losses	4,800	5,646	5,198	5,806	4,800	5,198	5,646
Consumer, excluding credit card | Allowance for lending-related commitments
Allowance for loan losses
Beginning balance			26	14
Provision for credit losses/lending-related commitments			6	0
Other			0	0
Ending balance	32	14	32	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					32		14
Total allowance for loan losses	32	14	26	14	32	26	14
Credit card
Allowance for loan losses
Gross charge-offs/Write-offs of PCI loans			0	0
Loans by impairment methodology
Asset-specific					1,204		1,307
Formula-based					138,831		130,200
PCI					0		0
Total retained loans					140,035		131,507
Lending-related commitments by impairment methodology
Asset-specific					0		0
Formula-based					576,264		539,105
Total lending-related commitments					576,264		539,105
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			4,034	3,434
Gross charge-offs/Write-offs of PCI loans			2,223	1,874
Gross recoveries			(193)	(184)
Net charge-offs/(recoveries)			2,030	1,690
Provision for credit losses/lending-related commitments			2,380	1,940
Other			0	0
Ending balance	4,384	3,684	4,384	3,684
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Asset-specific					370		361
Formula-based					4,014		3,323
PCI					0		0
Total allowance for loan losses	4,384	3,684	4,034	3,434	4,384	4,034	3,684
Credit card | Allowance for lending-related commitments
Allowance for loan losses
Beginning balance			0	0
Provision for credit losses/lending-related commitments			0	0
Other			0	0
Ending balance	0	0	0	0
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Allowance for lending-related commitments by impairment methodology, asset-specific					0		0
Allowance for lending-related commitments by impairment methodology, formula-based					0		0
Total allowance for loan losses	0	0	0	0	0	0	0
Wholesale
Allowance for loan losses
Gross charge-offs/Write-offs of PCI loans			0	0
Loans by impairment methodology
Asset-specific					1,760		2,149
Formula-based					392,663		372,021
PCI					3		4
Total retained loans					394,426	383,790	374,174
Lending-related commitments by impairment methodology
Asset-specific					750		460
Formula-based					365,748		356,685
Total lending-related commitments					366,498		357,145
Wholesale | Impaired collateral-dependent loans
Allowance for loan losses
Net charge-offs/(recoveries)			16	5
Impaired collateral-dependent loans
Loans measured at fair value of collateral less cost to sell					296		295
Wholesale | Allowance for loan losses
Allowance for loan losses
Beginning balance			4,544	4,315
Gross charge-offs/Write-offs of PCI loans			99	228
Gross recoveries			(69)	(14)
Net charge-offs/(recoveries)			30	214
Provision for credit losses/lending-related commitments			(337)	796
Other			2	0
Ending balance	4,179	4,897	4,179	4,897
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Asset-specific					345		525
Formula-based					3,834		4,372
PCI					0		0
Total allowance for loan losses	4,179	4,897	4,544	4,315	4,179	4,544	4,897
Wholesale | Allowance for lending-related commitments
Allowance for loan losses
Beginning balance			1,052	772
Provision for credit losses/lending-related commitments			33	174
Other			0	0
Ending balance	1,085	946	1,085	946
Allowance For Lending Related Commitments, by Impairment Methodology [Abstract]
Allowance for lending-related commitments by impairment methodology, asset-specific					211		143
Allowance for lending-related commitments by impairment methodology, formula-based					874		803
Total allowance for loan losses	$ 1,085	$ 946	$ 1,052	$ 772	$ 1,085	$ 1,052	$ 946

Variable Interest Entities - Fi

Variable Interest Entities - Firm Sponsored VIEs (Details) - USD ($) $ in Millions	Jun. 30, 2017	Dec. 31, 2016
Firm-sponsored mortgage and other consumer securitization trusts
Total assets held by securitization VIEs	$ 185,760	$ 199,596
Retained securitization interests, risk-rated 'A' or better, at fair value	63.00%	61.00%
Corporate & Investment Bank
Firm-sponsored mortgage and other consumer securitization trusts
Senior securities purchased in connection with CIB's secondary market-making activities	$ 119	$ 180
Subordinated securities purchased in connection with CIB's secondary market-making activities	44	49
Residential mortgage | Prime / Alt-A & option ARMs
Firm-sponsored mortgage and other consumer securitization trusts
Total assets held by securitization VIEs	71,894	76,789
Residential mortgage | Subprime
Firm-sponsored mortgage and other consumer securitization trusts
Total assets held by securitization VIEs	20,241	21,542
Residential mortgage | Investment-grade
Firm-sponsored mortgage and other consumer securitization trusts
Fair value of retained interests	1,300	1,500
Residential mortgage | Noninvestment-grade
Firm-sponsored mortgage and other consumer securitization trusts
Fair value of retained interests	37	77
Commercial and other
Firm-sponsored mortgage and other consumer securitization trusts
Total assets held by securitization VIEs	93,625	101,265
Commercial and other | Investment-grade
Firm-sponsored mortgage and other consumer securitization trusts
Fair value of retained interests	1,900	2,400
Commercial and other | Noninvestment-grade
Firm-sponsored mortgage and other consumer securitization trusts
Fair value of retained interests	242	210
VIEs consolidated by the Firm
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in consolidated securitization VIEs	4,022	4,316
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	3,927	4,209
VIEs consolidated by the Firm | Residential mortgage | Subprime
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in consolidated securitization VIEs	0	0
VIEs consolidated by the Firm | Commercial and other
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in consolidated securitization VIEs	95	107
Nonconsolidated re-securitization VIEs
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in nonconsolidated securitization VIEs with continuing involvement	139,146	148,910
JPMorgan Chase interest in securitized assets in nonconsolidated VIEs	3,587	4,209
Nonconsolidated re-securitization VIEs | Trading assets
Firm-sponsored mortgage and other consumer securitization trusts
JPMorgan Chase interest in securitized assets in nonconsolidated VIEs	913	811
Nonconsolidated re-securitization VIEs | AFS securities
Firm-sponsored mortgage and other consumer securitization trusts
JPMorgan Chase interest in securitized assets in nonconsolidated VIEs	2,674	3,398
Nonconsolidated re-securitization VIEs | Residential mortgage | Prime / Alt-A & option ARMs
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in nonconsolidated securitization VIEs with continuing involvement	54,473	57,543
JPMorgan Chase interest in securitized assets in nonconsolidated VIEs	1,330	1,560
Nonconsolidated re-securitization VIEs | Residential mortgage | Subprime
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in nonconsolidated securitization VIEs with continuing involvement	18,758	19,903
JPMorgan Chase interest in securitized assets in nonconsolidated VIEs	99	76
Nonconsolidated re-securitization VIEs | 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	209	226
Nonconsolidated re-securitization VIEs | Residential mortgage | Trading assets | Subprime
Firm-sponsored mortgage and other consumer securitization trusts
JPMorgan Chase interest in securitized assets in nonconsolidated VIEs	99	76
Nonconsolidated re-securitization VIEs | 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	1,121	1,334
Nonconsolidated re-securitization VIEs | Residential mortgage | AFS securities | Subprime
Firm-sponsored mortgage and other consumer securitization trusts
JPMorgan Chase interest in securitized assets in nonconsolidated VIEs	0	0
Nonconsolidated re-securitization VIEs | Commercial and other
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in nonconsolidated securitization VIEs with continuing involvement	65,915	71,464
JPMorgan Chase interest in securitized assets in nonconsolidated VIEs	2,158	2,573
Nonconsolidated re-securitization VIEs | Commercial and other | Trading assets
Firm-sponsored mortgage and other consumer securitization trusts
JPMorgan Chase interest in securitized assets in nonconsolidated VIEs	605	509
Nonconsolidated re-securitization VIEs | Commercial and other | AFS securities
Firm-sponsored mortgage and other consumer securitization trusts
JPMorgan Chase interest in securitized assets in nonconsolidated VIEs	$ 1,553	$ 2,064

Variable Interest Entities - Re

Variable Interest Entities - Re-securitizations (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016	Dec. 31, 2016
Transfers of securities to VIEs
Firm-sponsored private-label	$ 0	$ 144	$ 0	$ 144
Agency	1,462	$ 3,494	4,686	$ 6,350
Variable Interest Entity [Line Items]
Assets held in VIEs with continuing involvement	185,760		185,760		$ 199,596
Firm-sponsored private-label | Nonconsolidated re-securitization VIEs
Variable Interest Entity [Line Items]
Assets held in VIEs with continuing involvement	651		651		875
Interest in VIEs	31		31		43
Agency | Nonconsolidated re-securitization VIEs
Variable Interest Entity [Line Items]
Interest in VIEs	$ 1,876		$ 1,876		$ 1,986

Variable Interest Entities - Mu

Variable Interest Entities - Multi-seller conduits (Details) - USD ($) $ in Millions	Jun. 30, 2017	Dec. 31, 2016	Jun. 30, 2016
Variable Interest Entity [Line Items]
Unfunded lending-related commitments	$ 1,000,924	$ 976,702	$ 955,474
Multi-seller conduits
Variable Interest Entity [Line Items]
Commercial paper eliminated in consolidation	22,100	21,200
Multi-seller conduits | Commercial and other
Variable Interest Entity [Line Items]
Unfunded lending-related commitments	$ 8,200	$ 7,400

Variable Interest Entities - No

Variable Interest Entities - Nonconsolidated Municipal Bond VIEs (Details) - USD ($) $ in Millions	Jun. 30, 2017	Dec. 31, 2016
Nonconsolidated entities | Municipal bond vehicles
Variable Interest Entity [Line Items]
Maximum exposure	$ 161	$ 662

Variable Interest Entities - Co

Variable Interest Entities - Consolidated VIE Assets and Liabilities (Details) - USD ($) $ in Millions		Jun. 30, 2017		Dec. 31, 2016		Jun. 30, 2016
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Trading assets		$ 407,064		$ 372,130
Loans		899,576		889,907		$ 866,731
Other		106,739		112,076
Total assets		2,563,174	[1]	2,490,972	[1]	$ 2,466,096
Beneficial interests in VIE assets		30,898		39,047
Total liabilities	[1]	2,304,691		2,236,782
VIEs consolidated by the Firm
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Loans		71,012		75,614
Other		2,819		3,321
Total assets		76,519		82,120
Beneficial interests in VIE assets		30,898		39,047
Other		427		490
Total liabilities		31,325		39,537
Beneficial interests in VIE assets, long term		26,300		33,400
Beneficial interests in VIE assets, long term, maturing in less than one year		10,600
Beneficial interests in VIE assets, long term, maturing between one and five years		14,500
Beneficial interests in VIE assets, long term, maturing in more than five years		1,200
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		2,688		3,185
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		41,997		45,919
Other		711		790
Total assets		42,708		46,709
Beneficial interests in VIE assets		25,732		31,181
Other		17		18
Total liabilities		25,749		31,199
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		25,039		23,760
Other		43		43
Total assets		25,084		23,803
Beneficial interests in VIE assets		2,928		2,719
Other		29		33
Total liabilities		2,957		2,752
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		2		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		6		8
Total assets		2,540		2,905
Beneficial interests in VIE assets		1,693		2,969
Other		2		2
Total liabilities		1,695		2,971
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		2,534		2,897
VIEs consolidated by the Firm | Mortgage securitization entities
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Loans		3,976		4,246
Other		72		103
Total assets		4,138		4,492
Beneficial interests in VIE assets		406		468
Other		273		313
Total liabilities		679		781
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		90		143
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		0		1,689
Other		0		59
Total assets		0		1,748
Beneficial interests in VIE assets		0		1,527
Other		0		4
Total liabilities		0		1,531
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		1,987		2,318
Total assets		2,049		2,463
Beneficial interests in VIE assets		139		183
Other		106		120
Total liabilities		245		303
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		$ 62		$ 145
[1]	The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at June 30, 2017, and December 31, 2016. The difference between total VIE assets and liabilities represents the Firm’s interests in those entities, which are eliminated in consolidation.(in millions)Jun 30, 2017 Dec 31, 2016Assets Trading assets$2,688 $3,185Loans71,012 75,614All other assets2,819 3,321Total assets$76,519 $82,120Liabilities Beneficial interests issued by consolidated VIEs$30,898 $39,047All other liabilities427 490Total liabilities$31,325 $39,537 The assets of the consolidated VIEs are used to settle the liabilities of those entities. The holders of the beneficial interests do not have recourse to the general credit of JPMorgan Chase. At both June 30, 2017, and December 31, 2016, the Firm provided limited program-wide credit enhancements of 2.4 billion related to its Firm-administered multi-seller conduits, which are eliminated in consolidation. For further discussion, see Note 13.

Variable Interest Entities - Se

Variable Interest Entities - Securitization Activity (Details) - Securitization entities not consolidated - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Residential mortgage
Securitization activity [Abstract]
Principal securitized	$ 1,020	$ 413	$ 2,049	$ 413
All cash flows during the period:
Total proceeds received from loan sales	1,048	413	2,083	413
Servicing fees collected	134	111	267	223
Purchases of previously transferred financial assets (or the underlying collateral)	1	0	1	37
Cash flows received on interests	128	111	259	205
Residential mortgage | Level 2
All cash flows during the period:
Total proceeds received from loan sales	1,048	413	2,083	413
Residential mortgage | Level 3
All cash flows during the period:
Total proceeds received from loan sales	0	0	0	0
Commercial and other
Securitization activity [Abstract]
Principal securitized	1,997	1,034	3,312	2,358
All cash flows during the period:
Total proceeds received from loan sales	2,029	1,064	3,377	2,375
Servicing fees collected	1	1	2	1
Purchases of previously transferred financial assets (or the underlying collateral)	0	0	0	0
Cash flows received on interests	206	307	541	580
Commercial and other | Level 2
All cash flows during the period:
Total proceeds received from loan sales	2,029	1,062	3,377	2,373
Commercial and other | Level 3
All cash flows during the period:
Total proceeds received from loan sales	$ 0	$ 2	$ 0	$ 2

Variable Interest Entities - Lo

Variable Interest Entities - Loans Sold to Third-Party Sponsored Securitization Entities (Details) - Nonconsolidated entities - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Summary of loan sale activities [Abstract]
Carrying value of loans sold	$ 11,711	$ 8,824	$ 28,880	$ 17,836
Proceeds received from loan sales as cash	4	234	13	238
Proceeds from loans sales as securities	11,602	8,548	28,589	17,503
Total proceeds received from loan sales	11,606	8,782	28,602	17,741
Gains on loan sales	$ 42	$ 64	$ 73	$ 114

Variable Interest Entities - Sc

Variable Interest Entities - Schedule of Options to Repurchase Delinquent Loans (Details) - Nonconsolidated entities - USD ($) $ in Millions	Jun. 30, 2017	Dec. 31, 2016
Variable Interest Entity [Line Items]
Loans repurchased or option to repurchase	$ 8,744	$ 9,556
Real estate acquired through foreclosure	105	142
Residential mortgages
Variable Interest Entity [Line Items]
Real estate acquired through foreclosure	$ 762	$ 1,007

Variable Interest Entities -121

Variable Interest Entities - Loan Delinquencies and Net Charge-offs (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016	Dec. 31, 2016
Securitized loans
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
90 days past due	$ 10,679		$ 10,679		$ 12,110
Liquidation losses	432	$ 707	871	$ 1,762
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	1,632		1,632		1,755
Liquidation losses	5	93	57	486
Nonconsolidated entities
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Securitized assets	139,146		139,146		148,910
Nonconsolidated entities | Commercial and other
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Securitized assets	65,915		65,915		71,464
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	5,385		5,385		6,169
Liquidation losses	226	318	438	658
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	54,473		54,473		57,543
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	3,662		3,662		4,186
Liquidation losses	201	$ 296	376	$ 618
Subprime | Nonconsolidated entities | Residential mortgage
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Securitized assets	$ 18,758		$ 18,758		$ 19,903

Goodwill and Mortgage Servic122

Goodwill and Mortgage Servicing Rights - by Business Segment (Details) - USD ($) $ in Millions	Jun. 30, 2017	Mar. 31, 2017	Dec. 31, 2016	Jun. 30, 2016	Mar. 31, 2016	Dec. 31, 2015
Goodwill [Line Items]
Goodwill	$ 47,300	$ 47,292	$ 47,288	$ 47,303	$ 47,310	$ 47,325
Consumer & Community Banking
Goodwill [Line Items]
Goodwill	30,806		30,797
Corporate & Investment Bank
Goodwill [Line Items]
Goodwill	6,775		6,772
Commercial Banking
Goodwill [Line Items]
Goodwill	2,861		2,861
Asset & Wealth Management
Goodwill [Line Items]
Goodwill	$ 6,858		$ 6,858

Goodwill and Mortgage Servic123

Goodwill and Mortgage Servicing Rights - Changes During Period (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Goodwill [Roll Forward]
Balance at beginning of period	$ 47,292	$ 47,310	$ 47,288	$ 47,325
Changes during the period from:
Dispositions	0	0	0	(71)
Other	8	(7)	12	49
Balance at end of period	$ 47,300	$ 47,303	$ 47,300	$ 47,303

Goodwill and Mortgage Servic124

Goodwill and Mortgage Servicing Rights - Mortgage Servicing Rights (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Mortgage servicing rights activity [Abstract]
Fair value at beginning of period	$ 6,079	$ 5,658	$ 6,096	$ 6,608
MSR activity:
Originations of MSRs	154	113	371	220
Purchase of MSRs	0	0	0	0
Disposition of MSRs	(67)	(3)	(138)	(67)
Net additions	87	110	233	153
Changes due to collection/realization of expected cash flows	(213)	(239)	(419)	(480)
Changes in valuation due to inputs and assumptions:
Changes due to market interest rates and other	(178)	(433)	(121)	(1,195)
Changes in valuation due to other inputs and assumptions:
Projected cash flows (e.g., cost to service)	2	(14)	14	(7)
Discount rates	(7)	0	(19)	7
Prepayment model changes and other	(17)	(10)	(31)	(14)
Total changes in valuation due to other inputs and assumptions	(22)	(24)	(36)	(14)
Total changes in valuation due to inputs and assumptions	(200)	(457)	(157)	(1,209)
Fair value at end of period	5,753	5,072	5,753	5,072
Change in unrealized gains/(losses) included in income related to MSRs	(200)	(457)	(157)	(1,209)
Contractual service fees, late fees and other ancillary fees included in income	477	545	964	1,106
Third-party mortgage loans serviced	569,000	632,000	569,000	632,000
Net servicer advances	$ 4,100	$ 5,600	$ 4,100	$ 5,600

Goodwill and Mortgage Servic125

Goodwill and Mortgage Servicing Rights - Mortgage Fees and Related Income (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Risk management:
All other	$ 3	$ 0	$ 3	$ 0
Mortgage fees and related income	404	689	810	1,356
Consumer & Community Banking
CCB mortgage fees and related income
Net production revenue	152	261	293	423
Operating revenue:
Loan servicing revenue	518	593	1,040	1,209
Changes in MSR asset fair value due to collection/realization of expected cash flows	(212)	(238)	(417)	(478)
Total operating revenue	306	355	623	731
Risk management:
Changes in MSR asset fair value due to market interest rates and other	(178)	(433)	(121)	(1,195)
Other changes in MSR asset fair value due to inputs or assumptions in model	(22)	(24)	(36)	(14)
Change in derivative fair value and other	143	530	48	1,411
Total risk management	(57)	73	(109)	202
Total net mortgage servicing revenue	249	428	514	933
Mortgage fees and related income	$ 401	$ 689	$ 807	$ 1,356

Goodwill and Mortgage Servic126

Goodwill and Mortgage Servicing Rights - Key Economic Assumptions (Details) - USD ($) $ in Millions	6 Months Ended	12 Months Ended
	Jun. 30, 2017	Dec. 31, 2016
Goodwill and Intangible Assets Disclosure [Abstract]
Weighted-average prepayment speed assumption (“CPR”)	9.62%	9.41%
Impact on fair value of 10% adverse change	$ (216)	$ (231)
Impact on fair value of 20% adverse change	$ (415)	$ (445)
Weighted-average option adjusted spread	9.18%	8.55%
Impact on fair value of a 100 basis point adverse change	$ (232)	$ (248)
Impact on fair value of a 200 basis point adverse change	$ (446)	$ (477)

Deposits - Noninterest and Inte

Deposits - Noninterest and Interest-bearing (Details) - USD ($) $ in Millions	Jun. 30, 2017	Dec. 31, 2016
U.S. offices
Noninterest-bearing	$ 394,921	$ 400,831
Interest-bearing (included $14,285 and $12,245 at fair value)	781,709	737,949
Total deposits in U.S. offices	1,176,630	1,138,780
Non-U.S. offices
Noninterest-bearing	17,152	14,764
Interest-bearing (included $3,469 and $1,667 at fair value)	245,691	221,635
Total deposits in non-U.S. offices	262,843	236,399
Total deposits	1,439,473	1,375,179
Fair value
U.S. offices
Interest-bearing, fair value	14,285	12,245
Non-U.S. offices
Interest-bearing, fair value	$ 3,469	$ 1,667

Earnings per Share (Details)

Earnings per Share (Details) - USD ($) $ / shares in Units, shares in Millions, $ in Millions		3 Months Ended		6 Months Ended
		Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Basic earnings per share
Net income		$ 7,029	$ 6,200	$ 13,477	$ 11,720
Less: Preferred stock dividends		411	411	823	823
Net income applicable to common equity		6,618	5,789	12,654	10,897
Less: Dividends and undistributed earnings allocated to participating securities		63	61	123	124
Net income applicable to common stockholders	[1]	$ 6,555	$ 5,728	$ 12,531	$ 10,773
Total weighted-average basic shares outstanding (in shares)	[1]	3,574.1	3,675.5	3,587.9	3,693
Net income per share (in dollars per share)		$ 1.83	$ 1.56	$ 3.49	$ 2.92
Diluted earnings per share
Net income applicable to common stockholders	[1]	$ 6,555	$ 5,728	$ 12,531	$ 10,773
Total weighted-average basic shares outstanding (in shares)	[1]	3,574.1	3,675.5	3,587.9	3,693
Add: Employee stock options, SARs, warrants and unvested PSUs (in shares)		24.9	30.7	26.8	28.9
Total weighted-average diluted shares outstanding (in shares)	[1]	3,599	3,706.2	3,614.7	3,721.9
Net income per share (in dollars per share)		$ 1.82	$ 1.55	$ 3.47	$ 2.89
[1]	The prior period amounts have been revised to conform with the current period presentation. The revision had no impact on the Firm’s reported earnings per share.

Accumulated Other Comprehens129

Accumulated Other Comprehensive Income/(Loss) - Rollforward (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016	Dec. 31, 2016	Dec. 31, 2015
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance			$ 254,190
Cumulative effect of change in accounting principle						$ 154
Net change	$ 531	$ 836	783	$ 1,272
Ending balance	258,483	252,423	258,483	252,423
Unrealized gains on investment securities
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	1,762	3,054	1,524	2,629
Cumulative effect of change in accounting principle						0
Net change	457	867	695	1,292
Ending balance	2,219	3,921	2,219	3,921
Translation adjustments, net of hedges
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	(157)	(164)	(164)	(162)
Cumulative effect of change in accounting principle						0
Net change	0	3	7	1
Ending balance	(157)	(161)	(157)	(161)
Cash flow hedges
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	(9)	(114)	(100)	(44)
Cumulative effect of change in accounting principle						0
Net change	53	(87)	144	(157)
Ending balance	44	(201)	44	(201)
Defined benefit pension and OPEB plans
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	(2,274)	(2,206)	(2,259)	(2,231)
Cumulative effect of change in accounting principle						0
Net change	19	56	4	81
Ending balance	(2,255)	(2,150)	(2,255)	(2,150)
DVA on fair value option elected liabilities
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	(245)	212	(176)
Cumulative effect of change in accounting principle						154
Net change	2	(3)	(67)	55
Ending balance	(243)	209	(243)	209
Accumulated other comprehensive income/(loss)
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	(923)	782	(1,175)	192
Cumulative effect of change in accounting principle					$ 0	$ 154
Net change			783	1,272
Ending balance	$ (392)	$ 1,618	$ (392)	$ 1,618

Accumulated Other Comprehens130

Accumulated Other Comprehensive Income/(Loss) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Unrealized gains/(losses) on AFS securities:
Net change, Pre-tax	$ 851	$ 1,342	$ 1,269	$ 2,040
Net change, Tax effect	(320)	(506)	(486)	(768)
Total other comprehensive income, after–tax	531	836	783	1,272
Unrealized gains/(losses) on investment securities
Unrealized gains/(losses) on AFS securities:
Net unrealized gains/(losses) arising during the period/Translation, Pretax	695	1,408	1,062	2,140
Net unrealized gains/(losses) arising during the period/Translation, Tax effect	(259)	(528)	(390)	(803)
Net unrealized gains/(losses) arising during the period/Translation, After-tax	436	880	672	1,337
Reclassification, Pre-tax	34	(21)	37	(72)
Reclassification, Tax effect	(13)	8	(14)	27
Reclassifications, After-tax	21	(13)	23	(45)
Net change, Pre-tax	729	1,387	1,099	2,068
Net change, Tax effect	(272)	(520)	(404)	(776)
Total other comprehensive income, after–tax	457	867	695	1,292
Translation adjustments
Unrealized gains/(losses) on AFS securities:
Net unrealized gains/(losses) arising during the period/Translation, Pretax	317	(10)	899	579
Net unrealized gains/(losses) arising during the period/Translation, Tax effect	(117)	4	(342)	(216)
Net unrealized gains/(losses) arising during the period/Translation, After-tax	200	(6)	557	363
Reclassification, Pre-tax	(319)	17	(875)	(573)
Reclassification, Tax effect	119	(8)	325	211
Reclassifications, After-tax	(200)	9	(550)	(362)
Net change, Pre-tax	(2)	7	24	6
Net change, Tax effect	2	(4)	(17)	(5)
Total other comprehensive income, after–tax	0	3	7	1
Cash flow hedges
Unrealized gains/(losses) on AFS securities:
Net unrealized gains/(losses) arising during the period/Translation, Pretax	23	(187)	82	(354)
Net unrealized gains/(losses) arising during the period/Translation, Tax effect	(10)	70	(31)	133
Net unrealized gains/(losses) arising during the period/Translation, After-tax	13	(117)	51	(221)
Reclassification, Pre-tax	65	48	150	103
Reclassification, Tax effect	(25)	(18)	(57)	(39)
Reclassifications, After-tax	40	30	93	64
Net change, Pre-tax	88	(139)	232	(251)
Net change, Tax effect	(35)	52	(88)	94
Total other comprehensive income, after–tax	53	(87)	144	(157)
Defined benefit pension and OPEB plans
Unrealized gains/(losses) on AFS securities:
Net change, Pre-tax	34	91	19	129
Net change, Tax effect	(15)	(35)	(15)	(48)
Total other comprehensive income, after–tax	19	56	4	81
Net gain/(losses)/Amortization of net loss
Unrealized gains/(losses) on AFS securities:
Net unrealized gains/(losses) arising during the period/Translation, Pretax	6	8	(52)	(15)
Net unrealized gains/(losses) arising during the period/Translation, Tax effect	(2)	(3)	19	6
Net unrealized gains/(losses) arising during the period/Translation, After-tax	4	5	(33)	(9)
Reclassification, Pre-tax	62	64	124	128
Reclassification, Tax effect	(23)	(25)	(46)	(49)
Reclassifications, After-tax	39	39	78	79
Prior service costs/(credits)
Unrealized gains/(losses) on AFS securities:
Reclassification, Pre-tax	(9)	(9)	(18)	(18)
Reclassification, Tax effect	4	3	7	7
Reclassifications, After-tax	(5)	(6)	(11)	(11)
Settlement (gain)/loss
Unrealized gains/(losses) on AFS securities:
Reclassification, Pre-tax			(3)	0
Reclassification, Tax effect			1	0
Reclassifications, After-tax			(2)	0
Foreign exchange and other
Unrealized gains/(losses) on AFS securities:
Reclassification, Pre-tax	(25)	28	(32)	34
Reclassification, Tax effect	6	(10)	4	(12)
Reclassifications, After-tax	(19)	18	(28)	22
DVA on fair value option elected liabilities, net change
Unrealized gains/(losses) on AFS securities:
Net change, Pre-tax	2	(4)	(105)	88
Net change, Tax effect	0	1	38	(33)
Total other comprehensive income, after–tax	$ 2	$ (3)	$ (67)	$ 55

Regulatory Capital (Details)

Regulatory Capital (Details) - USD ($) $ in Millions	Jun. 30, 2017	Dec. 31, 2016
JPMorgan Chase & Co. | Basel III Standardized Transitional
Regulatory capital
CET1 capital	$ 186,942	$ 182,967
Tier 1 capital	212,353	208,112
Total capital	243,061	239,553
Assets
Risk-weighted	1,478,816	1,464,981
Adjusted average	$ 2,512,120	$ 2,484,631
Capital ratios
CET1	12.60%	12.50%
Tier 1	14.40%	14.20%
Total	16.40%	16.40%
Tier 1 leverage	8.50%	8.40%
JPMorgan Chase & Co. | Basel III Advanced Transitional
Regulatory capital
CET1 capital	$ 186,942	$ 182,967
Tier 1 capital	212,353	208,112
Total capital	233,345	228,592
Assets
Risk-weighted	1,459,196	1,476,915
Adjusted average	$ 2,512,120	$ 2,484,631
Capital ratios
CET1	12.80%	12.40%
Tier 1	14.60%	14.10%
Total	16.00%	15.50%
Tier 1 leverage	8.50%	8.40%
JPMorgan Chase Bank, N.A. | Basel III Standardized Transitional
Regulatory capital
CET1 capital	$ 184,141	$ 179,319
Tier 1 capital	184,141	179,341
Total capital	195,851	191,662
Assets
Risk-weighted	1,304,939	1,293,203
Adjusted average	$ 2,107,302	$ 2,088,851
Capital ratios
CET1	14.10%	13.90%
Tier 1	14.10%	13.90%
Total	15.00%	14.80%
Tier 1 leverage	8.70%	8.60%
JPMorgan Chase Bank, N.A. | Basel III Advanced Transitional
Regulatory capital
CET1 capital	$ 184,141	$ 179,319
Tier 1 capital	184,141	179,341
Total capital	189,381	184,637
Assets
Risk-weighted	1,245,670	1,262,613
Adjusted average	$ 2,107,302	$ 2,088,851
Capital ratios
CET1	14.80%	14.20%
Tier 1	14.80%	14.20%
Total	15.20%	14.60%
Tier 1 leverage	8.70%	8.60%
Chase Bank USA, N.A. | Basel III Standardized Transitional
Regulatory capital
CET1 capital	$ 19,647	$ 16,784
Tier 1 capital	19,647	16,784
Total capital	25,684	22,862
Assets
Risk-weighted	109,002	112,297
Adjusted average	$ 122,880	$ 120,304
Capital ratios
CET1	18.00%	14.90%
Tier 1	18.00%	14.90%
Total	23.60%	20.40%
Tier 1 leverage	16.00%	14.00%
Chase Bank USA, N.A. | Basel III Advanced Transitional
Regulatory capital
CET1 capital	$ 19,647	$ 16,784
Tier 1 capital	19,647	16,784
Total capital	24,297	21,434
Assets
Risk-weighted	194,110	186,378
Adjusted average	$ 122,880	$ 120,304
Capital ratios
CET1	10.10%	9.00%
Tier 1	10.10%	9.00%
Total	12.50%	11.50%
Tier 1 leverage	16.00%	14.00%
Bank Holding Companies | Basel III
Minimum capital ratios
CET1	7.50%	6.25%
Tier 1	9.00%	7.75%
Total	11.00%	9.75%
Tier 1 leverage	4.00%	4.00%
Well-capitalized ratios
CET1	0.00%
Tier 1	6.00%
Total	10.00%
Tier 1 leverage	0.00%
Adjustments to Capital for Deferred Tax Liabilities [Abstract]
Capital conservation buffer phase-in amount	1.25%
Capital conservation buffer	2.50%
GSIB surcharge phase-in amount	1.75%
GSIB surcharge	3.50%
Insured Depository Institutions | Basel III
Minimum capital ratios
CET1	5.75%	5.125%
Tier 1	7.25%	6.625%
Total	9.25%	8.625%
Tier 1 leverage	4.00%	4.00%
Well-capitalized ratios
CET1	6.50%
Tier 1	8.00%
Total	10.00%
Tier 1 leverage	5.00%
Adjustments to Capital for Deferred Tax Liabilities [Abstract]
Capital conservation buffer	2.50%

Off-balance Sheet Lending-re132

Off-balance Sheet Lending-related Financial Instruments, Guarantees and Other Commitments (Details) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2017	Dec. 31, 2016	Jun. 30, 2016
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	$ 1,000,924	$ 976,702	$ 955,474
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	702,521
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	126,083
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	145,818
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	26,502
Off-balance sheet lending-related financial commitments, Carrying value	1,561	1,519
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Unfunded commitments investments private equity funds third party	41	48
Unfunded commitments investments other equity investments	918	1,000
Investments entities that calculate net asset value per share, unfunded commitments	30	34
Maximum
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Secured clearance advance facility maximum outstanding commitment	1,600	2,400
Wholesale
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	366,498		$ 357,145
Warranty Reserves
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Loan sale and securitization-related indemnifications, Mortgage repurchase liability, Carrying value		133
Consumer Loan
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	634,426	608,688
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	614,216
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	3,863
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	1,571
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	14,776
Off-balance sheet lending-related financial commitments, Carrying value	32	26
Total consumer, excluding credit card
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	58,162	54,797
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	37,952
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	3,863
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	1,571
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	14,776
Off-balance sheet lending-related financial commitments, Carrying value	32	26
Home equity
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	21,312	21,714
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	3,927
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	1,929
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	1,287
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	14,169
Off-balance sheet lending-related financial commitments, Carrying value	11	12
Residential mortgages
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	14,839	11,882
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	14,828
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	0
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	0
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	11
Off-balance sheet lending-related financial commitments, Carrying value	0	0
Residential mortgages | Warranty Reserves
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Loan sale and securitization-related indemnifications, Mortgage repurchase liability, Carrying value	129
Auto
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	8,421	8,468
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	7,174
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	996
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	173
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	78
Off-balance sheet lending-related financial commitments, Carrying value	2	2
Consumer and Business Banking
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	13,590	12,733
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	12,023
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	938
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	111
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	518
Off-balance sheet lending-related financial commitments, Carrying value	19	12
Credit card
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	576,264	553,891
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	576,264
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	0
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	0
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 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	366,498	368,014
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	88,305
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	122,220
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	144,247
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	11,726
Off-balance sheet lending-related financial commitments, Carrying value	$ 1,529	$ 1,493
Total wholesale | Wholesale | U.S. defined benefit pension and OPEB plans
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Off balance sheet lending related financial commitments, percent	77.00%	79.00%
Other unfunded commitments to extend credit
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	$ 330,087	$ 328,497
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	70,287
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	112,057
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	137,158
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	10,585
Off-balance sheet lending-related financial commitments, Carrying value	904	905
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Risk participations for other unfunded commitments to extend credit	361	328
Standby letters of credit and other financial guarantees
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	33,322	35,947
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	15,264
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	9,930
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	6,988
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	1,140
Off-balance sheet lending-related financial commitments, Carrying value	621	586
Guarantor obligations, Carrying value	444	441
Loan sale and securitization-related indemnifications, Mortgage repurchase liability, Carrying value	177	145
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	10,700	11,100
Other letters of credit
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	3,089	3,570
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	2,754
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	233
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	101
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	1
Off-balance sheet lending-related financial commitments, Carrying value	4	2
Guarantor obligations, Carrying value	0	0
Loan sale and securitization-related indemnifications, Mortgage repurchase liability, Carrying value	4	2
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Risk participations for other letters of credit	334	265
Securities lending indemnification agreements and guarantees
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	161,004	137,209
Other guarantees and commitments, Contractual amount, Expiring in 1 year or less	161,004
Other guarantees and commitments, Contractual amount, Expiring after 1 year through 3 years	0
Other guarantees and commitments, Contractual amount, Expiring after 3 years through 5 years	0
Other guarantees and commitments, Contractual amount, Expiring after 5 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	169,200	143,200
Derivatives qualifying as guarantees
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	54,162	51,966
Other guarantees and commitments, Contractual amount, Expiring in 1 year or less	3,569
Other guarantees and commitments, Contractual amount, Expiring after 1 year through 3 years	208
Other guarantees and commitments, Contractual amount, Expiring after 3 years through 5 years	10,606
Other guarantees and commitments, Contractual amount, Expiring after 5 years	39,779
Guarantor obligations, Carrying value	378	80
Unsettled reverse repurchase and securities borrowing agreements
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	98,140	50,722
Other guarantees and commitments, Contractual amount, Expiring in 1 year or less	98,140
Other guarantees and commitments, Contractual amount, Expiring after 1 year through 3 years	0
Other guarantees and commitments, Contractual amount, Expiring after 3 years through 5 years	0
Other guarantees and commitments, Contractual amount, Expiring after 5 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	80,583	26,948
Other guarantees and commitments, Contractual amount, Expiring in 1 year or less	80,583
Guarantor obligations, Carrying value	0	0
Loans sold with recourse
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Loan sale and securitization-related indemnifications, Loans sold with recourse, Contractual amount	1,814	2,730
Loan sale and securitization-related indemnifications, Loans sold with recourse, Carrying value	49	64
Other guarantees and commitments
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	5,525	5,715
Other guarantees and commitments, Contractual amount, Expiring in 1 year or less	459
Other guarantees and commitments, Contractual amount, Expiring after 1 year through 3 years	2,484
Other guarantees and commitments, Contractual amount, Expiring after 3 years through 5 years	1,012
Other guarantees and commitments, Contractual amount, Expiring after 5 years	1,570
Guarantor obligations, Carrying value	(100)	(118)
Letters of credit hedged by derivative transactions
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	$ 4,500	$ 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-re133

Off-balance Sheet Lending-related Financial Instruments, Guarantees and Other Commitments - Standby Letters of Credit and Other Financial Guarantees (Details) - USD ($) $ in Millions	Jun. 30, 2017	Dec. 31, 2016	Jun. 30, 2016
Standby letters of credit and other financial guarantees and other letters of credit [Abstract]
Total lending-related commitments	$ 1,000,924	$ 976,702	$ 955,474
Total carrying value	1,561	1,519
Standby letters of credit and other financial guarantees
Standby letters of credit and other financial guarantees and other letters of credit [Abstract]
Investment-grade	26,592	28,245
Noninvestment-grade	6,730	7,702
Total lending-related commitments	33,322	35,947
Allowance for lending-related commitments	177	145
Guarantee liability	444	441
Total carrying value	621	586
Commitments with collateral	17,878	19,346
Other letters of credit
Standby letters of credit and other financial guarantees and other letters of credit [Abstract]
Investment-grade	2,245	2,781
Noninvestment-grade	844	789
Total lending-related commitments	3,089	3,570
Allowance for lending-related commitments	4	2
Guarantee liability	0	0
Total carrying value	4	2
Commitments with collateral	$ 894	$ 940

Off-balance Sheet Lending-re134

Off-balance Sheet Lending-related Financial Instruments, Guarantees and Other Commitments - Schedule of Derivatives Qualifying as Guarantees (Details) - USD ($) $ in Millions	Jun. 30, 2017	Dec. 31, 2016
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Notional amount of stable value contracts	$ 51,051,000	$ 47,537,000
Derivatives qualifying as guarantees
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total notional value of derivatives	54,162	51,966
Notional amount of stable value contracts	28,892	28,665
Maximum exposure to loss on stable value contracts	3,031	3,012
Fair value
Derivative payables	393	96
Derivative receivables	$ 15	$ 16

Pledged Assets and Collateral -

Pledged Assets and Collateral - Schedule of Pledged Assets (Details) - USD ($) $ in Billions	Jun. 30, 2017	Dec. 31, 2016
Pledged assets and Collateral
Assets that may be sold or repledged or otherwise used by secured parties	$ 154.3	$ 133.6
Assets that may not be sold or repledged or otherwise used by secured parties	60.4	53.5
Total assets pledged	692.9	629
Assets pledged at Federal Reserve banks and FHLBs
Pledged assets and Collateral
Total assets pledged	$ 478.2	$ 441.9

Pledged Assets and Collatera136

Pledged Assets and Collateral - Schedule of Collateral Received (Details) - USD ($) $ in Billions	Jun. 30, 2017	Dec. 31, 2016
Commitments and Contingencies Disclosure [Abstract]
Collateral that could be sold or repledged, delivered, or otherwise used	$ 972.2	$ 914.1
Collateral sold, repledged, delivered or otherwise used	$ 779.8	$ 746.6

Litigation (Details)

Litigation (Details)	1 Months Ended		3 Months Ended		6 Months Ended
	Jan. 31, 2017USD ($)	Jan. 31, 2015action	Jun. 30, 2017USD ($)entityclaiminvestortrust	Jun. 30, 2016USD ($)	Jun. 30, 2017USD ($)transactionentityclaiminvestorofficedefendanttrustmunicipality	Jun. 30, 2016USD ($)	May 31, 2017action	Sep. 30, 2015action
Loss Contingencies [Line Items]
Legal expense/(benefit)			$ 61,000,000	$ (430,000,000)	$ 279,000,000	$ (476,000,000)
Threatened or Pending Litigation | Minimum
Loss Contingencies [Line Items]
Loss contingency range of possible loss			0		0
Threatened or Pending Litigation | Maximum
Loss Contingencies [Line Items]
Loss contingency range of possible loss			1,900,000,000		$ 1,900,000,000
Foreign Exchange Investigations and Litigation
Loss Contingencies [Line Items]
Temporary waiver period	1 year
Number of defendants | defendant					1
Number of actions dismissed | action		1
Foreign Exchange Investigations and Litigation | Canada
Loss Contingencies [Line Items]
Number of legal proceedings | action								2
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
LIBOR and Other Benchmark Rate Investigations and Litigation, Common Law Claims | Pending Litigation
Loss Contingencies [Line Items]
Number of actions pending | claim			2		2
LIBOR and Other Benchmark Rate Investigations and Litigation | Pending Litigation
Loss Contingencies [Line Items]
Number of legal proceedings | action							3
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 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
Government Enforcement Investigations and Litigation
Loss Contingencies [Line Items]
Number of United States Attorney's Offices conducting ongoing investigation | office					2
Mortgage-Related Investigations and Litigation
Loss Contingencies [Line Items]
Settlement agreement, consideration	$ 55,000,000
Number of municipalities pursuing investigations into the impact if any of alleged violations of the FHA and ECOA on their respective communities | municipality					3
Mortgage-Related Investigations and Litigation | Pending Litigation
Loss Contingencies [Line Items]
Number of actions pending | claim			2		2
Mortgage-Related Investigations and Litigation | Action Stayed Pending the resolution of Case on Remand [Member]
Loss Contingencies [Line Items]
Number of actions pending | claim			1		1
Municipal Derivatives Litigation | Minimum
Loss Contingencies [Line Items]
Warrants the firm was chosen to underwrite based upon alleged payments made to certain third parties (more than)					$ 3,000,000,000
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
Washington Mutual Litigations | Minimum
Loss Contingencies [Line Items]
Damages sought value					$ 6,000,000,000
Washington Mutual Litigations | Maximum
Loss Contingencies [Line Items]
Damages sought value					$ 10,000,000,000

Business Segments (Details)

Business Segments (Details) $ in Millions	3 Months Ended			6 Months Ended
	Jun. 30, 2017USD ($)		Jun. 30, 2016USD ($)	Jun. 30, 2017USD ($)segment		Jun. 30, 2016USD ($)	Dec. 31, 2016USD ($)	[1]
Segment Reporting Information [Line Items]
Number of reportable segments | segment				4
Noninterest revenue	$ 13,262		$ 13,033	$ 25,873		$ 24,892
Net interest income	12,208		11,347	24,272		22,727
Total net revenue	25,470		24,380	50,145		47,619
Provision for credit losses	1,215		1,402	2,530		3,226
Noninterest expense	14,506		13,638	29,525		27,475
Income before income tax expense	9,749		9,340	18,090		16,918
Income tax expense/(benefit)	2,720		3,140	4,613		5,198
Net income	7,029		6,200	13,477		11,720
Average equity	230,200		224,429	228,959		222,995
Total assets	$ 2,563,174	[1]	$ 2,466,096	$ 2,563,174	[1]	$ 2,466,096	$ 2,490,972
Return on equity	12.00%		10.00%	11.00%		10.00%
Overhead ratio	57.00%		56.00%	59.00%		58.00%
Operating Segments | Consumer & Community Banking
Segment Reporting Information [Line Items]
Noninterest revenue	$ 3,684		$ 4,138	$ 7,001		$ 7,944
Net interest income	7,728		7,313	15,381		14,624
Total net revenue	11,412		11,451	22,382		22,568
Provision for credit losses	1,394		1,201	2,824		2,251
Noninterest expense	6,500		6,004	12,895		12,092
Income before income tax expense	3,518		4,246	6,663		8,225
Income tax expense/(benefit)	1,295		1,590	2,452		3,079
Net income	2,223		2,656	4,211		5,146
Average equity	51,000		51,000	51,000		51,000
Total assets	$ 529,859		$ 519,187	$ 529,859		$ 519,187
Return on equity	17.00%		20.00%	16.00%		19.00%
Overhead ratio	57.00%		52.00%	58.00%		54.00%
Operating Segments | Corporate & Investment Bank
Segment Reporting Information [Line Items]
Noninterest revenue	$ 6,444		$ 6,475	$ 13,380		$ 12,009
Net interest income	2,445		2,690	5,045		5,291
Total net revenue	8,889		9,165	18,425		17,300
Provision for credit losses	(53)		235	(149)		694
Noninterest expense	4,841		5,078	9,962		9,886
Income before income tax expense	4,101		3,852	8,612		6,720
Income tax expense/(benefit)	1,391		1,359	2,661		2,248
Net income	2,710		2,493	5,951		4,472
Average equity	70,000		64,000	70,000		64,000
Total assets	$ 847,377		$ 826,019	$ 847,377		$ 826,019
Return on equity	15.00%		15.00%	16.00%		13.00%
Overhead ratio	54.00%		55.00%	54.00%		57.00%
Operating Segments | Commercial Banking
Segment Reporting Information [Line Items]
Noninterest revenue	$ 583		$ 586	$ 1,182		$ 1,142
Net interest income	1,505		1,231	2,924		2,478
Total net revenue	2,088		1,817	4,106		3,620
Provision for credit losses	(130)		(25)	(167)		279
Noninterest expense	790		731	1,615		1,444
Income before income tax expense	1,428		1,111	2,658		1,897
Income tax expense/(benefit)	526		415	957		705
Net income	902		696	1,701		1,192
Average equity	20,000		16,000	20,000		16,000
Total assets	$ 220,676		$ 208,151	$ 220,676		$ 208,151
Return on equity	17.00%		16.00%	16.00%		14.00%
Overhead ratio	38.00%		40.00%	39.00%		40.00%
Operating Segments | Asset & Wealth Management
Segment Reporting Information [Line Items]
Noninterest revenue	$ 2,366		$ 2,192	$ 4,634		$ 4,437
Net interest income	846		747	1,665		1,474
Total net revenue	3,212		2,939	6,299		5,911
Provision for credit losses	4		(8)	22		5
Noninterest expense	2,192		2,098	4,772		4,173
Income before income tax expense	1,016		849	1,505		1,733
Income tax expense/(benefit)	392		328	496		625
Net income	624		521	1,009		1,108
Average equity	9,000		9,000	9,000		9,000
Total assets	$ 147,508		$ 134,380	$ 147,508		$ 134,380
Return on equity	27.00%		22.00%	22.00%		24.00%
Overhead ratio	68.00%		71.00%	76.00%		71.00%
Operating Segments | Corporate
Segment Reporting Information [Line Items]
Noninterest revenue	$ 781		$ 171	$ 854		$ 440
Net interest income	23		(329)	(75)		(542)
Total net revenue	804		(158)	779		(102)
Provision for credit losses	0		(1)	0		(3)
Noninterest expense	183		(273)	281		(120)
Income before income tax expense	621		116	498		21
Income tax expense/(benefit)	51		282	(107)		219
Net income	570		(166)	605		(198)
Average equity	80,200		84,429	78,959		82,995
Total assets	817,754		778,359	817,754		778,359
Reconciling Items
Segment Reporting Information [Line Items]
Noninterest revenue	(596)		(529)	(1,178)		(1,080)
Net interest income	(339)		(305)	(668)		(598)
Total net revenue	(935)		(834)	(1,846)		(1,678)
Provision for credit losses	0		0	0		0
Noninterest expense	0		0	0		0
Income before income tax expense	(935)		(834)	(1,846)		(1,678)
Income tax expense/(benefit)	(935)		(834)	(1,846)		(1,678)
Net income	0		0	0		0
Average equity	$ 0		$ 0	$ 0		$ 0
[1]	The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at June 30, 2017, and December 31, 2016. The difference between total VIE assets and liabilities represents the Firm’s interests in those entities, which are eliminated in consolidation.(in millions)Jun 30, 2017 Dec 31, 2016Assets Trading assets$2,688 $3,185Loans71,012 75,614All other assets2,819 3,321Total assets$76,519 $82,120Liabilities Beneficial interests issued by consolidated VIEs$30,898 $39,047All other liabilities427 490Total liabilities$31,325 $39,537 The assets of the consolidated VIEs are used to settle the liabilities of those entities. The holders of the beneficial interests do not have recourse to the general credit of JPMorgan Chase. At both June 30, 2017, and December 31, 2016, the Firm provided limited program-wide credit enhancements of 2.4 billion related to its Firm-administered multi-seller conduits, which are eliminated in consolidation. For further discussion, see Note 13.

Business Changes and Develop139

Business Changes and Developments (Details) - USD ($) $ in Millions	3 Months Ended			6 Months Ended
	Jun. 30, 2017	Mar. 31, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016	Dec. 31, 2016	Dec. 31, 2015
Financing Receivable Allowance For Loan Losses Activity [Line Items]
Amount of charge-off				$ 46	$ 88
Provision for credit losses	$ 1,215		$ 1,402	2,530	3,226
Allowance for loan losses
Financing Receivable Allowance For Loan Losses Activity [Line Items]
Amount of charge-off				3,427	2,790
Provision for credit losses				2,491	3,052
Allowance for loan losses	13,363		14,227	13,363	14,227	$ 13,776	$ 13,555
Consumer, excluding credit card
Financing Receivable Allowance For Loan Losses Activity [Line Items]
Amount of charge-off				46	88
Consumer, excluding credit card | Allowance for loan losses
Financing Receivable Allowance For Loan Losses Activity [Line Items]
Amount of charge-off				1,105	688
Provision for credit losses				448	316
Allowance for loan losses	$ 4,800		$ 5,646	$ 4,800	$ 5,646	$ 5,198	$ 5,806
Student Loan | Consumer, excluding credit card | Allowance for loan losses
Financing Receivable Allowance For Loan Losses Activity [Line Items]
Amount of charge-off		$ 467
Provision for credit losses		218
Allowance for loan losses		$ 249