JPMorgan Chase & Co. (JPM) 10-Q 2 May 18 2018 Q1 Quarterly report Financial data

Document and Entity Information

Document and Entity Information	3 Months Ended
	Mar. 31, 2018shares
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	Mar. 31, 2018
Amendment Flag	false
Document Fiscal Year Focus	2,018
Document Fiscal Period Focus	Q1
Current Fiscal Year End Date	--12-31
Entity Filer Category	Large Accelerated Filer
Entity Common Stock, Shares Outstanding	3,404,776,922

Consolidated Statements of Inco

Consolidated Statements of Income (Unaudited) - USD ($) shares in Millions, $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Revenue
Investment banking fees	$ 1,736	$ 1,880
Principal transactions	3,952	3,582
Lending- and deposit-related fees	1,477	1,448
Asset management, administration and commissions	4,309	3,877
Investment securities losses	(245)	(3)
Mortgage fees and related income	465	406
Card income	1,275	914
Other income	1,626	771
Noninterest revenue	14,595	12,875
Interest income	17,695	15,042
Interest expense	4,383	2,978
Net interest income	13,312	12,064
Total net revenue	27,907	24,939
Provision for credit losses	1,165	1,315
Noninterest expense
Compensation expense	8,862	8,256
Occupancy expense	888	961
Technology, communications and equipment expense	2,054	1,834
Professional and outside services	2,121	1,792
Marketing	800	713
Other expense	1,355	1,727
Total noninterest expense	16,080	15,283
Income before income tax expense	10,662	8,341
Income tax expense	1,950	1,893
Net income	8,712	6,448
Net income applicable to common stockholders	$ 8,238	$ 5,975
Net income per common share data
Basic earnings per share (in dollars per share)	$ 2.38	$ 1.66
Diluted earnings per share (in dollars per share)	$ 2.37	$ 1.65
Weighted-average basic shares (in shares)	3,458.3	3,601.7
Weighted-average diluted shares (in shares)	3,479.5	3,630.4
Cash dividends declared per common share (in dollars per share)	$ 0.56	$ 0.50

Consolidated Statements of Comp

Consolidated Statements of Comprehensive Income (Unaudited) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Statement of Comprehensive Income [Abstract]
Net income	$ 8,712	$ 6,448
Other comprehensive income/(loss), after–tax
Unrealized gains/(losses) on investment securities	(1,234)	238
Translation adjustments, net of hedges	27	7
Fair value hedges	(40)
Cash flow hedges	(73)	91
Defined benefit pension and OPEB plans	21	(15)
DVA on fair value option elected liabilities	267	(69)
Total other comprehensive income/(loss), after–tax	(1,032)	252
Comprehensive income	$ 7,680	$ 6,700

Consolidated Balance Sheets (Un

Consolidated Balance Sheets (Unaudited) - USD ($) $ in Millions		Mar. 31, 2018	Dec. 31, 2017
Assets
Cash and due from banks		$ 24,834	$ 25,898
Deposits with banks		389,978	405,406
Federal funds sold and securities purchased under resale agreements (included $13,523 and $14,732 at fair value)		247,608	198,422
Securities borrowed (included $3,023 and $3,049 at fair value)		116,132	105,112
Trading assets (included assets pledged of $125,957 and $110,061)		412,282	381,844
Investment securities (included $209,146 and $202,225 at fair value and assets pledged of $16,414 and $17,969)		238,188	249,958
Loans (included $2,908 and $2,508 at fair value)		934,424	930,697
Allowance for loan losses		(13,375)	(13,604)
Loans, net of allowance for loan losses		921,049	917,093
Accrued interest and accounts receivable		72,659	67,729
Premises and equipment		14,382	14,159
Goodwill, MSRs and other intangible assets		54,533	54,392
Other assets (included $17,124 and $16,128 at fair value and assets pledged of $1,314 and $1,526)		118,140	113,587
Total assets	[1]	2,609,785	2,533,600
Liabilities
Deposits (included $20,170 and $21,321 at fair value)		1,486,961	1,443,982
Federal funds purchased and securities loaned or sold under repurchase agreements (included $735 and $697 at fair value)		179,091	158,916
Short-term borrowings (included $8,823 and $9,191 at fair value)		62,667	51,802
Trading liabilities		136,537	123,663
Accounts payable and other liabilities (included $9,968 and $9,208 at fair value)		192,295	189,383
Beneficial interests issued by consolidated VIEs (included $7 and $45 at fair value)		21,584	26,081
Long-term debt (included $49,152 and $47,519 at fair value)		274,449	284,080
Total liabilities	[1]	2,353,584	2,277,907
Commitments and contingencies (see Notes 20, 21 and 22)
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		89,211	90,579
Retained earnings		183,855	177,676
Accumulated other comprehensive loss		(1,063)	(119)
Shares held in restricted stock units (“RSU”) Trust, at cost (472,953 shares)		(21)	(21)
Treasury stock, at cost (700,156,973 and 679,635,064 shares)		(45,954)	(42,595)
Total stockholders’ equity		256,201	255,693
Total liabilities and stockholders’ equity		2,609,785	2,533,600
VIEs consolidated by the Firm
Assets
Trading assets (included assets pledged of $125,957 and $110,061)		1,222	1,449
Loans (included $2,908 and $2,508 at fair value)		57,416	68,995
Other assets (included $17,124 and $16,128 at fair value and assets pledged of $1,314 and $1,526)		2,410	2,674
Total assets		61,048	73,118
Liabilities
Beneficial interests issued by consolidated VIEs (included $7 and $45 at fair value)		21,584	26,081
All other liabilities		348	349
Total liabilities		$ 21,932	$ 26,430
[1]	The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at March 31, 2018, and December 31, 2017. The assets of the consolidated VIEs are used to settle the liabilities of those entities. The holders of the beneficial interests generally do not have recourse to the general credit of JPMorgan Chase. The assets and liabilities in the table below include third-party assets and liabilities of consolidated VIEs and exclude intercompany balances that eliminate in consolidation. For a further discussion, see Note 13.(in millions)Mar 31, 2018 Dec 31, 2017Assets Trading assets$1,222 $1,449Loans57,416 68,995All other assets2,410 2,674Total assets$61,048 $73,118Liabilities Beneficial interests issued by consolidated VIEs$21,584 $26,081All other liabilities348 349Total liabilities$21,932 $26,430

Consolidated Balance Sheets (U5

Consolidated Balance Sheets (Unaudited) (Parenthetical) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Assets
Assets pledged	$ 143,700	$ 129,600
Securities	209,146	202,225
Loans	$ 2,908	$ 2,508
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)	700,156,973	679,635,064
Trading assets
Assets
Assets pledged	$ 125,957	$ 110,061
Securities
Assets
Assets pledged	16,414	17,969
Other assets
Assets
Assets pledged	1,314	1,526
Recurring
Assets
Federal funds sold and securities purchased under resale agreements	13,523	14,732
Securities borrowed	3,023	3,049
Securities	209,146	202,225
Loans	2,908	2,508
Liabilities
Deposits	20,170	21,321
Federal funds purchased and securities loaned or sold under repurchase agreements	735	697
Short-term borrowings	8,823	9,191
Accounts payable and other liabilities	9,968	9,208
Beneficial interests issued by consolidated VIEs	7	45
Long-term debt	49,152	47,519
Recurring | Other assets
Assets
Other assets	$ 17,124	$ 16,128

Consolidated Statements of Chan

Consolidated Statements of Changes in Stockholders' Equity (Unaudited) - USD ($) $ in Millions	Total	Preferred stock	Common stock	Additional paid-in capital	Retained earnings	Accumulated other comprehensive income/(loss)	Shares held in RSU Trust, at cost	Treasury stock, at cost
Beginning balance at Dec. 31, 2016		$ 26,068	$ 4,105	$ 91,627	$ 162,440	$ (1,175)	$ (21)	$ (28,854)
Cumulative effect of changes in accounting principles at Dec. 31, 2016					0	0
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Shares issued and commitments to issue common stock for employee shared-based compensation awards, and related tax effects				(1,087)
Other				(145)
Net income	$ 6,448				6,448
Dividends declared:
Preferred stock					(412)
Common stock ($0.56 and $0.50 per share)					(1,813)
Other comprehensive income/(loss)	252					252
Repurchase								(2,832)
Reissuance								1,262
Ending balance at Mar. 31, 2017	255,863	26,068	4,105	90,395	166,663	(923)	(21)	(30,424)
Beginning balance at Dec. 31, 2017	255,693	26,068	4,105	90,579	177,676	(119)	(21)	(42,595)
Cumulative effect of changes in accounting principles at Dec. 31, 2017	(288)				(183)	88
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Shares issued and commitments to issue common stock for employee shared-based compensation awards, and related tax effects				(1,307)
Other				(61)
Net income	8,712				8,712
Dividends declared:
Preferred stock					(409)
Common stock ($0.56 and $0.50 per share)					(1,941)
Other comprehensive income/(loss)	(1,032)					(1,032)
Repurchase								(4,671)
Reissuance								1,312
Ending balance at Mar. 31, 2018	$ 256,201	$ 26,068	$ 4,105	$ 89,211	$ 183,855	$ (1,063)	$ (21)	$ (45,954)

Consolidated Statements of Cha7

Consolidated Statements of Changes in Stockholders' Equity (Unaudited) (Parenthetical) - $ / shares	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Dividends declared:
Dividends declared, Common stock (in dollars per share)	$ 0.56	$ 0.50

Consolidated Statements of Cash

Consolidated Statements of Cash Flows (Unaudited) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Operating activities
Net income	$ 8,712	$ 6,448
Adjustments to reconcile net income to net cash used in operating activities:
Provision for credit losses	1,165	1,315
Depreciation and amortization	1,797	1,464
Deferred tax (benefit)/expense	(175)	629
Other	951	604
Originations and purchases of loans held-for-sale	(20,010)	(24,594)
Proceeds from sales, securitizations and paydowns of loans held-for-sale	18,300	21,262
Net change in:
Trading assets	(37,231)	(17,654)
Securities borrowed	(11,047)	4,177
Accrued interest and accounts receivable	(5,009)	(7,767)
Other assets	(3,929)	11,826
Trading liabilities	11,855	(11,518)
Accounts payable and other liabilities	(90)	(11,543)
Other operating adjustments	(398)	2,792
Net cash used in operating activities	(35,109)	(22,559)
Net change in:
Federal funds sold and securities purchased under resale agreements	(49,179)	39,380
Held-to-maturity securities:
Proceeds from paydowns and maturities	698	1,193
Purchases	(4,686)	0
Available-for-sale debt securities:
Proceeds from paydowns and maturities	10,785	14,522
Proceeds from sales	16,697	12,751
Purchases	(14,680)	(20,416)
Proceeds from sales and securitizations of loans held-for-investment	4,219	2,251
Other changes in loans, net	(8,226)	(2,545)
All other investing activities, net	(649)	(24)
Net cash provided by/(used in) investing activities	(45,021)	47,112
Net change in:
Deposits	49,429	35,930
Federal funds purchased and securities loaned or sold under repurchase agreements	20,185	17,655
Short-term borrowings	11,029	4,308
Beneficial interests issued by consolidated VIEs	(93)	146
Proceeds from long-term borrowings	19,916	16,538
Payments of long-term borrowings	(31,887)	(26,049)
Treasury stock repurchased	(4,671)	(2,832)
Dividends paid	(2,236)	(2,045)
All other financing activities, net	(1,083)	(46)
Net cash provided by financing activities	60,589	43,605
Effect of exchange rate changes on cash and due from banks and deposits with banks	3,049	2,574
Net (decrease)/increase in cash and due from banks and deposits with banks	(16,492)	70,732
Cash and due from banks and deposits with banks at the beginning of the period	431,304	391,154
Cash and due from banks and deposits with banks at the end of the period	414,812	461,886
Cash interest paid	4,431	3,195
Cash income taxes paid, net	$ 429	$ 356

Basis of Presentation

Basis of Presentation	3 Months Ended
	Mar. 31, 2018
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Basis of Presentation	Basis of presentation JPMorgan Chase & Co. (“JPMorgan Chase” or “the Firm”), a financial holding company incorporated under Delaware law in 1968, is a leading global financial services firm and one of the largest banking institutions in the U.S., with operations worldwide. The Firm is a leader in investment banking, financial services for consumers and small businesses, commercial banking, financial transaction processing and asset management. For a further discussion of the Firm’s business segments, see Note 23 . 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 such that this interim financial information is fairly presented. 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 2017 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 14 of JPMorgan Chase’s 2017 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 financing activities to be presented on a net basis 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 2017 Annual Report. Application of U.S. GAAP related to the Tax Cuts and Jobs Act (“TCJA”) SEC Staff Accounting Bulletin No. 118 On December 22, 2017, the TCJA was signed into law and the Firm recorded the estimated impact of the deemed repatriation of the Firm’s unremitted non-U.S. earnings and the remeasurement of deferred taxes under the TCJA. These provisional amounts represent estimates under SEC guidance, which provides a one-year measurement period in which to refine the estimates based on new information or the issuance of interpretative guidance. The Firm anticipates refinements to both calculations as a result of the issuance of future legislative and accounting guidance as well as those in the normal course of business, including true-ups to the tax liability on the tax return as filed and the resolution of tax audits. The Firm considers any legislative or accounting guidance issued as of the balance sheet date when evaluating potential refinements to these estimates. There were no material changes to these estimates as of March 31, 2018. Accounting standards adopted January 1, 2018 Revenue recognition – revenues from contracts with customers The adoption of this guidance requires gross presentation of certain costs that were previously offset against revenue. Adoption of the guidance did not result in any material changes in the timing of the Firm’s revenue recognition. This guidance was adopted retrospectively and, accordingly, prior period amounts were revised, which resulted in an increase in both noninterest revenue and noninterest expense. For additional information, see the table on page 80 of this Note, and Note 5 . Recognition and measurement of financial assets and financial liabilities The adoption of this guidance requires that certain equity instruments be measured at fair value, with changes in fair value recognized in earnings. The guidance also provides an alternative to measure equity securities without readily determinable fair values at cost less impairment (if any), plus or minus observable price changes from an identical or similar investment of the same issuer (the “measurement alternative”). The Firm elected the measurement alternative for its qualifying equity securities and the adoption of the guidance resulted in fair value gains of $505 million in other income in the first quarter of 2018. For additional information, see Notes 2 and 9 . Premium amortization on purchased callable debt securities The adoption of this guidance requires that premiums be amortized to the earliest call date on certain debt securities. The adoption of this guidance resulted in a cumulative-effect adjustment to retained earnings and AOCI. For additional information, see the table below, and Notes 9 and 17 . Hedge accounting The adoption of this guidance better aligns hedge accounting with the economics of the Firm’s risk management activities. As permitted by the guidance, the Firm also elected to transfer certain investment securities from HTM to AFS. The adoption of this guidance resulted in a cumulative-effect adjustment to retained earnings and AOCI as a result of the investment securities transfer and the revised guidance for excluded components. For additional information, see the table below, and Notes 4 , 9 and 17 . Treatment of restricted cash on the statement of cash flows The adoption of this guidance requires restricted cash to be combined with unrestricted cash when reconciling the beginning and ending cash balances on the Consolidated statements of cash flows. To align the Consolidated balance sheets with the Consolidated statements of cash flows, the Firm reclassified restricted cash into cash and due from banks or deposits with banks. In addition, for the Firm’s Consolidated statements of cash flows, cash is defined as those amounts included in cash and due from banks and deposits with banks. This guidance was applied retrospectively and, accordingly, prior period amounts have been revised. For additional information, see the table below, and Note 18 . Presentation of net periodic pension cost and net periodic postretirement benefit cost The adoption of this guidance requires the service cost component of net periodic pension cost to be reported separately in the Consolidated statements of income from the other components of pension cost. This change was adopted retrospectively and, accordingly, prior period amounts were revised, which resulted in an increase in compensation expense and a reduction in other expense. For additional information, see the table below, and Note 7 . Reclassification of certain tax effects from AOCI The adoption of this guidance permitted the Firm to reclassify the income tax effects of the TCJA on items within AOCI to retained earnings so that the tax effects of items within AOCI reflect the appropriate tax rate. The adoption of this guidance resulted in a cumulative-effect adjustment to retained earnings and AOCI. For additional information, see the table below, and Note 17 . The following tables present the prior period impact to the Consolidated statements of income and the Consolidated balance sheets from the retrospective adoption of the new accounting standards in the first quarter of 2018: Selected Consolidated statements of income data Three months ended March 31, 2017 (in millions) Reported Revisions (a) Revised Revenue Investment banking fees $ 1,817 $ 63 $ 1,880 Asset management, administration and commissions 3,677 200 3,877 Other income 770 1 771 Total net revenue 24,675 264 24,939 Noninterest expense Compensation expense 8,201 55 8,256 Technology, communication and equipment expense 1,828 6 1,834 Professional and outside services 1,543 249 1,792 Other expense 1,773 (46 ) 1,727 Total noninterest expense $ 15,019 $ 264 $ 15,283 (a) Revisions relate to revenue recognition and pension cost guidance. Selected Consolidated balance sheets data December 31, 2017 (in millions) Reported Revisions (a) Revised Assets Cash and due from banks $ 25,827 $ 71 $ 25,898 Deposits with banks 404,294 1,112 405,406 Other assets 114,770 (1,183 ) 113,587 Total assets $ 2,533,600 $ — $ 2,533,600 (a) Revisions relate to the reclassification of restricted cash. The following table presents the adjustment to retained earnings and AOCI as a result of the new accounting standards in the first quarter of 2018: Increase/(decrease) (in millions) Retained earnings AOCI Premium amortization on purchased callable debt securities $ (505 ) $ 261 Hedge accounting 34 115 Reclassification of certain tax effects from AOCI 288 (288 ) Total $ (183 ) $ 88

Fair Value Measurement

Fair Value Measurement	3 Months Ended
	Mar. 31, 2018
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 2 of JPMorgan Chase’s 2017 Annual Report. The following table presents the assets and liabilities reported at fair value as of March 31, 2018 , and December 31, 2017 , by major product category and fair value hierarchy . Assets and liabilities measured at fair value on a recurring basis Fair value hierarchy Derivative March 31, 2018 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 13,523 $ — $ — $ 13,523 Securities borrowed — 3,023 — — 3,023 Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies (a) — 34,849 508 — 35,357 Residential – nonagency — 1,906 55 — 1,961 Commercial – nonagency — 1,825 14 — 1,839 Total mortgage-backed securities — 38,580 577 — 39,157 U.S. Treasury and government agencies (a) 35,122 7,350 — — 42,472 Obligations of U.S. states and municipalities — 9,004 704 — 9,708 Certificates of deposit, bankers’ acceptances and commercial paper — 2,281 — — 2,281 Non-U.S. government debt securities 30,555 34,174 197 — 64,926 Corporate debt securities — 25,563 306 — 25,869 Loans (b) — 38,908 2,368 — 41,276 Asset-backed securities — 3,129 63 — 3,192 Total debt instruments 65,677 158,989 4,215 — 228,881 Equity securities 104,905 429 300 — 105,634 Physical commodities (c) 3,893 1,585 — — 5,478 Other — 14,626 698 — 15,324 Total debt and equity instruments (d) 174,475 175,629 5,213 — 355,317 Derivative receivables: Interest rate 562 301,549 1,761 (280,094 ) 23,778 Credit — 22,609 1,118 (22,665 ) 1,062 Foreign exchange 1,106 164,190 639 (149,332 ) 16,603 Equity — 41,424 2,564 (35,185 ) 8,803 Commodity — 16,955 165 (10,452 ) 6,668 Total derivative receivables (e)(f) 1,668 546,727 6,247 (497,728 ) 56,914 Total trading assets (g) 176,143 722,356 11,460 (497,728 ) 412,231 Available-for-sale debt securities: Mortgage-backed securities: U.S. government agencies (a) — 67,209 — — 67,209 Residential – nonagency — 10,602 1 — 10,603 Commercial – nonagency — 9,140 — — 9,140 Total mortgage-backed securities — 86,951 1 — 86,952 U.S. Treasury and government agencies 25,450 — — — 25,450 Obligations of U.S. states and municipalities — 39,491 — — 39,491 Certificates of deposit — 60 — — 60 Non-U.S. government debt securities 18,148 8,546 — — 26,694 Corporate debt securities — 2,268 — — 2,268 Asset-backed securities: Collateralized loan obligations — 19,835 204 — 20,039 Other — 8,192 — — 8,192 Total available-for-sale securities 43,598 165,343 205 — 209,146 Loans — 2,512 396 — 2,908 Mortgage servicing rights — — 6,202 — 6,202 Other assets (g)(h) 14,718 441 1,220 — 16,379 Total assets measured at fair value on a recurring basis $ 234,459 $ 907,198 $ 19,483 $ (497,728 ) $ 663,412 Deposits $ — $ 16,153 $ 4,017 $ — $ 20,170 Federal funds purchased and securities loaned or sold under repurchase agreements — 735 — — 735 Short-term borrowings — 6,698 2,125 — 8,823 Trading liabilities: Debt and equity instruments (d) 75,154 24,384 50 — 99,588 Derivative payables: Interest rate 579 271,996 1,289 (266,694 ) 7,170 Credit — 22,583 1,113 (21,983 ) 1,713 Foreign exchange 1,176 151,705 927 (143,011 ) 10,797 Equity — 43,162 5,076 (37,913 ) 10,325 Commodity — 17,544 684 (11,284 ) 6,944 Total derivative payables (e)(f) 1,755 506,990 9,089 (480,885 ) 36,949 Total trading liabilities 76,909 531,374 9,139 (480,885 ) 136,537 Accounts payable and other liabilities 9,770 191 7 — 9,968 Beneficial interests issued by consolidated VIEs — 6 1 — 7 Long-term debt — 32,202 16,950 — 49,152 Total liabilities measured at fair value on a recurring basis $ 86,679 $ 587,359 $ 32,239 $ (480,885 ) $ 225,392 Fair value hierarchy Derivative December 31, 2017 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 14,732 $ — $ — $ 14,732 Securities borrowed — 3,049 — — 3,049 Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies (a) — 41,515 307 — 41,822 Residential – nonagency — 1,835 60 — 1,895 Commercial – nonagency — 1,645 11 — 1,656 Total mortgage-backed securities — 44,995 378 — 45,373 U.S. Treasury and government agencies (a) 30,758 6,475 1 — 37,234 Obligations of U.S. states and municipalities — 9,067 744 — 9,811 Certificates of deposit, bankers’ acceptances and commercial paper — 226 — — 226 Non-U.S. government debt securities 28,887 28,831 78 — 57,796 Corporate debt securities — 24,146 312 — 24,458 Loans (b) — 35,242 2,719 — 37,961 Asset-backed securities — 3,284 153 — 3,437 Total debt instruments 59,645 152,266 4,385 — 216,296 Equity securities 87,346 197 295 — 87,838 Physical commodities (c) 4,924 1,322 — — 6,246 Other — 14,197 690 — 14,887 Total debt and equity instruments (d) 151,915 167,982 5,370 — 325,267 Derivative receivables: Interest rate 181 314,107 1,704 (291,319 ) 24,673 Credit — 21,995 1,209 (22,335 ) 869 Foreign exchange 841 158,834 557 (144,081 ) 16,151 Equity — 37,722 2,318 (32,158 ) 7,882 Commodity — 19,875 210 (13,137 ) 6,948 Total derivative receivables (e)(f) 1,022 552,533 5,998 (503,030 ) 56,523 Total trading assets (g) 152,937 720,515 11,368 (503,030 ) 381,790 Available-for-sale debt securities: Mortgage-backed securities: U.S. government agencies (a) — 70,280 — — 70,280 Residential – nonagency — 11,366 1 — 11,367 Commercial – nonagency — 5,025 — — 5,025 Total mortgage-backed securities — 86,671 1 — 86,672 U.S. Treasury and government agencies 22,745 — — — 22,745 Obligations of U.S. states and municipalities — 32,338 — — 32,338 Certificates of deposit — 59 — — 59 Non-U.S. government debt securities 18,140 9,154 — — 27,294 Corporate debt securities — 2,757 — — 2,757 Asset-backed securities: Collateralized loan obligations — 20,720 276 — 20,996 Other — 8,817 — — 8,817 Equity securities (h) 547 — — — 547 Total available-for-sale securities 41,432 160,516 277 — 202,225 Loans — 2,232 276 — 2,508 Mortgage servicing rights — — 6,030 — 6,030 Other assets (g)(h) 13,795 343 1,265 — 15,403 Total assets measured at fair value on a recurring basis $ 208,164 $ 901,387 $ 19,216 $ (503,030 ) $ 625,737 Deposits $ — $ 17,179 $ 4,142 $ — $ 21,321 Federal funds purchased and securities loaned or sold under repurchase agreements — 697 — — 697 Short-term borrowings — 7,526 1,665 — 9,191 Trading liabilities: Debt and equity instruments (d) 64,664 21,183 39 — 85,886 Derivative payables: Interest rate 170 282,825 1,440 (277,306 ) 7,129 Credit — 22,009 1,244 (21,954 ) 1,299 Foreign exchange 794 154,075 953 (143,349 ) 12,473 Equity — 39,668 5,727 (36,203 ) 9,192 Commodity — 21,017 884 (14,217 ) 7,684 Total derivative payables (e)(f) 964 519,594 10,248 (493,029 ) 37,777 Total trading liabilities 65,628 540,777 10,287 (493,029 ) 123,663 Accounts payable and other liabilities 9,074 121 13 — 9,208 Beneficial interests issued by consolidated VIEs — 6 39 — 45 Long-term debt — 31,394 16,125 — 47,519 Total liabilities measured at fair value on a recurring basis $ 74,702 $ 597,700 $ 32,271 $ (493,029 ) $ 211,644 (a) At March 31, 2018 , and December 31, 2017 , included total U.S. government-sponsored enterprise obligations of $74.1 billion and $78.0 billion , respectively, which were predominantly mortgage-related. (b) At March 31, 2018 , and December 31, 2017 , included within trading loans were $12.9 billion and $11.4 billion , respectively, of residential first-lien mortgages, and $2.4 billion and $4.2 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 $7.9 billion and $5.7 billion , respectively, and reverse mortgages of $324 million and $836 million respectively. (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) Reflects the Firm’s adoption of rulebook changes made by two CCPs that require or allow the Firm to treat certain OTC-cleared derivative transactions as daily settled. For further information, see Note 5 of JPMorgan Chase's 2017 Annual Report. (g) 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 March 31, 2018 , and December 31, 2017 , the fair values of these investments, which include certain hedge funds, private equity funds, real estate and other funds, were $796 million and $779 million , respectively. Included in these balances at March 31, 2018 , and December 31, 2017 , were trading assets of $51 million and $54 million , respectively, and other assets of $745 million and $725 million , respectively. (h) Effective January 1, 2018, the Firm adopted the recognition and measurement guidance. Equity securities that were previously reported as AFS securities were reclassified to other assets upon adoption. Transfers between levels for instruments carried at fair value on a recurring basis For the three months ended March 31, 2018 and 2017 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 2 of JPMorgan Chase’s 2017 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 March 31, 2018, interest rate correlation inputs used in estimating fair value were concentrated towards the upper end of the range; equity correlation, equity-FX, and equity-IR correlation inputs were concentrated in the middle of the range; commodity correlation inputs were concentrated in the middle of the range; credit correlation inputs were concentrated towards the lower end of 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; 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 towards the lower end of the range. Recovery rate, yield and prepayment speed inputs used in estimating fair value of credit derivatives were distributed across the range; credit spreads and conditional default rates were concentrated towards the lower end of the range; loss severity and price inputs were concentrated towards the upper end of the range. Level 3 inputs (a) March 31, 2018 Product/Instrument Fair value (in millions) Principal valuation technique Unobservable inputs (g) Range of input values Weighted average Residential mortgage-backed securities and loans (b) $ 1,122 Discounted cash flows Yield 1 % – 32 % 7 % Prepayment speed 0 % – 27 % 8 % Conditional default rate 0 % – 41 % 1 % Loss severity 0 % – 60 % 3 % Commercial mortgage-backed securities and loans (c) 766 Market comparables Price $ 12 – $ 100 $ 94 Obligations of U.S. states and municipalities 704 Market comparables Price $ 59 – $ 100 $ 98 Corporate debt securities 306 Market comparables Price $ 3 – $ 110 $ 83 Loans (d) 1,454 Market comparables Price $ 4 – $ 106 $ 86 Asset-backed securities 204 Discounted cash flows Credit spread 201 bps 201 bps Prepayment speed 20 % 20 % Conditional default rate 2 % 2 % Loss severity 30 % 30 % 63 Market comparables Price $ 1 – $ 104 $ 80 Net interest rate derivatives 257 Option pricing Interest rate spread volatility 27 bps – 38 bps Interest rate correlation (50 )% – 98 % IR-FX correlation 60 % – 70 % 215 Discounted cash flows Prepayment speed 0 % – 30 % Net credit derivatives 1 Discounted cash flows Credit correlation 35 % – 70 % Credit spread 5 bps – 1,463 bps Recovery rate 20 % – 70 % Yield 1 % – 36 % Prepayment speed 3 % – 20 % Conditional default rate 1 % – 86 % Loss severity 11 % – 100 % 4 Market comparables Price $ 10 – $ 98 Net foreign exchange derivatives (106 ) Option pricing IR-FX correlation (50 )% – 70 % (182 ) Discounted cash flows Prepayment speed 8 % – 9 % Net equity derivatives (2,512 ) Option pricing Equity volatility 20 % – 60 % Equity correlation 0 % – 85 % Equity-FX correlation (70 )% – 30 % Equity-IR correlation 20 % – 40 % Net commodity derivatives (519 ) Option pricing Forward commodity price $ 52 – $ 71 per barrel Commodity volatility 5 % – 45 % Commodity correlation (52 )% – 88 % MSRs 6,202 Discounted cash flows Refer to Note 14 Other assets 417 Discounted cash flows Credit spread 70 bps 70 bps Yield 8 % – 10 % 8 % 1,501 Market comparables Price $ 70 – $ 71 $ 71 EBITDA multiple 4.1x – 8.2x 7.8 x Long-term debt, short-term borrowings, and deposits (e) 23,092 Option pricing Interest rate spread volatility 27 bps – 38 bps Interest rate correlation (50 )% – 98 % IR-FX correlation (50 )% – 70 % Equity correlation 0 % – 85 % Equity-FX correlation (70 )% – 30 % Equity-IR correlation 20 % – 40 % Other level 3 assets and liabilities, net (f) 439 (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 $504 million , nonagency securities of $56 million and trading loans of $562 million . (c) Includes U.S. government agency securities of $4 million , nonagency securities of $14 million , trading loans of $352 million and non-trading loans of $396 million . (d) Includes trading loans of $1.5 billion . (e) Long-term debt, short-term borrowings 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 2 of JPMorgan Chase’s 2017 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 months ended March 31, 2018 and 2017. 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 $ 307 $ 3 $ 329 $ (87 ) $ (20 ) $ 4 $ (28 ) $ 508 $ 1 Residential – nonagency 60 (2 ) — (2 ) (2 ) 29 (28 ) 55 — Commercial – nonagency 11 1 6 (7 ) (1 ) 4 — 14 — Total mortgage-backed securities 378 2 335 (96 ) (23 ) 37 (56 ) 577 1 U.S. Treasury and government agencies 1 — — — — — (1 ) — — Obligations of U.S. states and municipalities 744 (2 ) 39 — (77 ) — — 704 (2 ) Non-U.S. government debt securities 78 2 225 (92 ) — 17 (33 ) 197 3 Corporate debt securities 312 (1 ) 81 (100 ) (1 ) 131 (116 ) 306 (1 ) Loans 2,719 62 470 (728 ) (137 ) 123 (141 ) 2,368 30 Asset-backed securities 153 5 14 (13 ) (34 ) 11 (73 ) 63 — Total debt instruments 4,385 68 1,164 (1,029 ) (272 ) 319 (420 ) 4,215 31 Equity securities 295 (8 ) 28 (10 ) — 4 (9 ) 300 (7 ) Other 690 15 18 (6 ) (20 ) 1 — 698 15 Total trading assets – debt and equity instruments 5,370 75 (c) 1,210 (1,045 ) (292 ) 324 (429 ) 5,213 39 (c) Net derivative receivables: (a) Interest rate 264 53 17 (4 ) 46 26 70 472 131 Credit (35 ) 17 1 (2 ) 4 3 17 5 11 Foreign exchange (396 ) 146 — (5 ) 11 (38 ) (6 ) (288 ) 156 Equity (3,409 ) 639 218 (242 ) 434 (111 ) (41 ) (2,512 ) 448 Commodity (674 ) 185 — — 12 1 (43 ) (519 ) 227 Total net derivative receivables (4,250 ) 1,040 (c) 236 (253 ) 507 (119 ) (3 ) (2,842 ) 973 (c) Available-for-sale securities: Asset-backed securities 276 1 — — (73 ) — — 204 1 Other 1 — — — — — — 1 — Total available-for-sale securities 277 1 (d) — — (73 ) — — 205 1 (d) Loans 276 5 (c) 122 — (7 ) — — 396 5 (c) Mortgage servicing rights 6,030 384 (e) 243 (295 ) (160 ) — — 6,202 384 (e) Other assets 1,265 (37 ) (c) 23 (14 ) (16 ) — (1 ) 1,220 (38 ) (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)/ Purchases Sales Issuances Settlements (g) Liabilities: (b) Deposits $ 4,142 $ (90 ) (c)(i) $ — $ — $ 321 $ (198 ) $ — $ (158 ) $ 4,017 $ (125 ) (c)(i) Federal funds purchased and securities loaned or sold under repurchase agreements — — — — — — — — — — Short-term borrowings 1,665 15 (c)(i) — — 1,208 (746 ) 12 (29 ) 2,125 43 (c)(i) Trading liabilities – debt and equity instruments 39 3 (c) (37 ) 43 — 1 2 (1 ) 50 5 (c) Accounts payable and other liabilities 13 — (6 ) — — — — — 7 — Beneficial interests issued by consolidated VIEs 39 — — — — (38 ) — — 1 — Long-term debt 16,125 (246 ) (c)(i) — — 3,091 (2,263 ) 375 (132 ) 16,950 (354 ) (c)(i) Fair value measurements using significant unobservable inputs Three months ended 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: Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies $ 392 $ 4 $ 79 $ (97 ) $ (16 ) $ 7 $ (16 ) $ 353 $ (1 ) Residential – nonagency 83 9 5 (17 ) (4 ) 15 (56 ) 35 1 Commercial – nonagency 17 3 7 (8 ) (3 ) 30 (1 ) 45 (1 ) Total mortgage-backed securities 492 16 91 (122 ) (23 ) 52 (73 ) 433 (1 ) Obligations of U.S. states and municipalities 649 8 85 (69 ) (5 ) — — 668 8 Non-U.S. government debt securities 46 — 72 (83 ) — 26 (14 ) 47 — Corporate debt securities 576 (9 ) 423 (108 ) (122 ) 33 (55 ) 738 (9 ) Loans 4,837 110 762 (744 ) (375 ) 196 (198 ) 4,588 61 Asset-backed securities 302 14 98 (138 ) (11 ) 8 (28 ) 245 5 Total debt instruments 6,902 139 1,531 (1,264 ) (536 ) 315 (368 ) 6,719 64 Equity securities 231 13 56 (6 ) — 1 (24 ) 271 12 Other 761 22 19 — (47 ) 8 — 763 31 Total trading assets – debt and equity instruments 7,894 174 (c) 1,606 (1,270 ) (583 ) 324 (392 ) 7,753 107 (c) Net derivative receivables: (a) Interest rate 1,263 44 16 (23 ) (303 ) 4 8 1,009 6 Credit 98 (46 ) — (2 ) (42 ) 11 (2 ) 17 (43 ) Foreign exchange (1,384 ) (24 ) — (2 ) (91 ) 11 — (1,490 ) (18 ) Equity (2,252 ) 69 336 (45 ) (24 ) (73 ) 93 (1,896 ) (89 ) Commodity (85 ) 18 — — 2 6 3 (56 ) 26 Total net derivative receivables (2,360 ) 61 (c) 352 (72 ) (458 ) (41 ) 102 (2,416 ) (118 ) (c) Available-for-sale securities: Asset-backed securities 663 10 — (50 ) (1 ) — — 622 8 Other 1 — — — — — — 1 — Total available-for-sale securities 664 10 (d) — (50 ) (1 ) — — 623 8 (d) Loans 570 6 (c) — — (172 ) — — 404 6 (c) Mortgage servicing rights 6,096 43 (e) 217 (71 ) (206 ) — — 6,079 43 (e) Other assets 2,223 37 (c) 3 (77 ) (109 ) — — 2,077 33 (c) Fair value measurements using significant unobservable inputs Three months ended Fair at Jan 1, 2017 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 $ 2,117 $ (24 ) (c) $ — $ — $ 309 $ (80 ) $ — $ (189 ) $ 2,133 $ (25 ) (c) Federal funds purchased and securities loaned or sold under repurchase agreements — — — — — — — — — — Short-term borrowings 1,134 1 (c) — — 707 (585 ) 17 (13 ) 1,261 2 (c) Trading liabilities – debt and equity instruments 43 — (1 ) 2 — 1 2 (2 ) 45 — Accounts payable and other liabilities 13 — — — — (2 ) — — 11 — Beneficial interests issued by consolidated VIEs 48 3 (c) — — — — — — 51 3 (c) Long-term debt 12,850 529 (c)(j) — — 3,792 (j) (2,811 ) 35 (301 ) 14,094 (j) 524 (c)(j) (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 14% and 15% at March 31, 2018 and December 31, 2017 , 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 investment securities losses. Unrealized gains/(losses) are reported in OCI. There were no realized gains/(losses) or foreign exchange hedge accounting adjustments recorded in income on AFS securities for the three months ended March 31, 2018 and 2017 , respectively. Unrealized gains/(losses) recorded on AFS securities in OCI were $1 million and $10 million for the three months ended March 31, 2018 and 2017, 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. (i) Realized (gains)/losses due to DVA for fair value option elected liabilities are reported in principal transactions revenue. Unrealized (gains)/losses are reported in OCI. Unrealized losses were $52 million for the three months ended March 31, 2018. There were no realized gains for three months ended March 31, 2018. (j) The prior period amounts have been revised to conform with the current period presentation. Level 3 analysis Consolidated balance sheets changes Level 3 assets (including assets measured at fair value on a nonrecurring basis) were 0.8% of total Firm assets at March 31, 2018 . The following describes significant changes to level 3 assets since December 31, 2017, for those items measured at fair value on a recurring basis. For further information on changes impacting items measured at fair value on a nonrecurring basis, see Assets and liabilities measured at fair value on a nonrecurring basis on page 90 . Three months ended March 31, 2018 Level 3 assets were $19.5 billion at March 31, 2018 , reflecting an increase of $267 million from December 31, 2017 with no movements that were individually significant. Gains and losses The following describes significant components of total realized/unrealized gains/(losses) for instruments measured at fair value on a recurring basis for the periods indicated. For further information on these instruments, see Changes in level 3 recurring fair value measurements rollforward tables on pages 86–89 . Three months ended March 31, 2018 • $1.5 billion of net gains on assets and $318 million of net gains on liabilities, none of which were individually significant. Three months ended March 31, 2017 • $331 million of net gains on assets and $509 million of net losses on liabilities, none of which were individually significant. Credit and funding adjustments — derivatives 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 FVA presented below includes 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 March 31, 2017 (in millions) 2018 2017 Credit and funding adjustments: Derivatives CVA $ 84 $ 221 Derivatives FVA (83 ) (7 ) For further information about both credit and funding adjustments, as well as information about valuation adjustments on fair value option elected liabilities, see Note 2 of JPMorgan Chase’s 2017 Annual Report. Assets and liabilities measured at fair value on a nonrecurring basis The following tables present the assets still held as of the reporting date for which a nonrecurring fair value adjustment was recorded during the three months ended 2018 and 2017, respectively, by major product category and fair value hierarchy. Fair value hierarchy Total fair value March 31, 2018 (in millions) Level 1 Level 2 Level 3 Loans $ — $ 690 $ 165 (a) $ 855 Other assets (b) — 236 572 808 Total assets measured at fair value on a nonrecurring basis $ — $ 926 $ 737 $ 1,663 Fair value hierarchy Total fair value March 31, 2017 (in millions) Level 1 Level 2 Level 3 Loans $ — $ 6,530 $ 221 $ 6,751 Other assets — 4 243 247 Total assets measured at fair value on a nonrecurring basis $ — $ 6,534 $ 464 $ 6,998 (a) Of the $165 million in level 3 assets measured at fair value on a nonrecurring basis as of March 31, 2018, $89 million related to residential real estate loans carried at the net realizable value of the underlying collateral (e.g., 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 13% to 38% with a weighted average of 21% . (b) Primarily includes equity securities without readily determinable fair values that were adjusted based on observable price changes in orderly transactions from an identical or similar investment of the same issuer (measurement alternative) as a result of the adoption of the recognition and measurement guidance. Of the $572 million in level 3 assets measured at fair value on a nonrecurring basis as of March 31, 2018, $406 million related to such equity securities. These equity securities are classified as level 3 due to the infrequency of the observable prices and/or the restrictions on the shares. There were no material liabilities measured at fair value on a nonrecurring basis at March 31, 2018 and March 31, 2017. Nonrecurring fair value changes The following table presents the total change in value of assets and liabilities for which a fair value

Fair Value Option

Fair Value Option	3 Months Ended
	Mar. 31, 2018
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 3 of JPMorgan Chase’s 2017 Annual Report. Changes in fair value under the fair value option election The following table presents the changes in fair value included in the Consolidated statements of income for the three months ended March 31, 2018 and 2017 , 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 March 31, 2018 2017 (in millions) Principal transactions All other income Total changes in fair (e) Principal transactions All other income Total changes in fair value recorded (e) Federal funds sold and securities purchased under resale agreements $ 7 $ — $ 7 $ (21 ) $ — $ (21 ) Securities borrowed (27 ) — (27 ) 77 — 77 Trading assets: Debt and equity instruments, excluding loans (186 ) — (186 ) 361 — 361 Loans reported as trading assets: Changes in instrument-specific credit risk 122 5 (c) 127 174 6 (c) 180 Other changes in fair value 41 (90 ) (c) (49 ) 34 123 (c) 157 Loans: Changes in instrument-specific credit risk — — — (1 ) — (1 ) Other changes in fair value (1 ) — (1 ) — — — Other assets 2 (7 ) (d) (5 ) 4 (6 ) (d) (2 ) Deposits (a) 210 — 210 (159 ) — (159 ) Federal funds purchased and securities loaned or sold under repurchase agreements 10 — 10 5 — 5 Short-term borrowings (a) 273 — 273 (474 ) — (474 ) Trading liabilities (7 ) — (7 ) (1 ) — (1 ) Beneficial interests issued by consolidated VIEs — — — — — — Long-term debt (a)(b) 1,031 — 1,031 (753 ) — (753 ) (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 months ended March 31, 2018 and 2017 , 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. (e) Changes in fair value exclude contractual interest, which is included in interest income and interest expense for all instruments other than hybrid financial instruments. For further information regarding interest income and interest expense, see Note 6 . 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 March 31, 2018 , and December 31, 2017 , for loans, long-term debt and long-term beneficial interests for which the fair value option has been elected. March 31, 2018 December 31, 2017 (in millions) Contractual principal outstanding Fair value Fair value over/(under) contractual principal outstanding Contractual principal outstanding Fair value Fair value over/(under) contractual principal outstanding Loans (a) Nonaccrual loans Loans reported as trading assets $ 4,368 $ 1,585 $ (2,783 ) $ 4,219 $ 1,371 $ (2,848 ) Loans — — — 39 — (39 ) Subtotal 4,368 1,585 (2,783 ) 4,258 1,371 (2,887 ) All other performing loans Loans reported as trading assets 41,599 39,691 (1,908 ) 38,157 36,590 (1,567 ) Loans 2,995 2,908 (87 ) 2,539 2,508 (31 ) Total loans $ 48,962 $ 44,184 $ (4,778 ) $ 44,954 $ 40,469 $ (4,485 ) Long-term debt Principal-protected debt $ 28,378 (c) $ 24,923 $ (3,455 ) $ 26,297 (c) $ 23,848 $ (2,449 ) Nonprincipal-protected debt (b) NA 24,229 NA NA 23,671 NA Total long-term debt NA $ 49,152 NA NA $ 47,519 NA Long-term beneficial interests Nonprincipal-protected debt NA $ 7 NA NA $ 45 NA Total long-term beneficial interests NA $ 7 NA NA $ 45 NA (a) There were no performing loans that were ninety days or more past due as of March 31, 2018 , and December 31, 2017 , 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 March 31, 2018 , and December 31, 2017 , the contractual amount of lending-related commitments for which the fair value option was elected was $9.8 billion and $7.4 billion , respectively, with a corresponding fair value of $(584) million and $(76) million , respectively. For further information regarding off-balance sheet lending-related financial instruments, see Note 27 of JPMorgan Chase’s 2017 Annual Report, and Note 20 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. March 31, 2018 December 31, 2017 (in millions) Long-term debt Short-term borrowings Deposits Total Long-term debt Short-term borrowings Deposits Total Risk exposure Interest rate $ 22,793 $ 149 $ 7,961 $ 30,903 $ 22,056 $ 69 $ 8,058 $ 30,183 Credit 4,811 1,503 — 6,314 4,329 1,312 — 5,641 Foreign exchange 2,790 122 39 2,951 2,841 147 38 3,026 Equity 18,147 6,797 6,470 31,414 17,581 7,106 6,548 31,235 Commodity 215 14 3,530 3,759 230 15 4,468 4,713 Total structured notes $ 48,756 $ 8,585 $ 18,000 $ 75,341 $ 47,037 $ 8,649 $ 19,112 $ 74,798

Derivative Instruments

Derivative Instruments	3 Months Ended
	Mar. 31, 2018
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 5 of JPMorgan Chase’s 2017 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. Derivatives designated as hedges The adoption of the new hedge accounting guidance better aligns hedge accounting with the economics of the Firm’s risk management activities. For additional information, see Notes 1 and 17 . To qualify for hedge accounting, a derivative must be highly effective at reducing the risk associated with the exposure being hedged. In addition, for a derivative to be designated as a hedge, the risk management objective and strategy must be documented. Hedge documentation must identify the derivative hedging instrument, the asset or liability or forecasted transaction and type of risk to be hedged, and how the effectiveness of the derivative is assessed prospectively and retrospectively. To assess effectiveness, the Firm uses statistical methods such as regression analysis, nonstatistical methods such as dollar-value comparisons of the change in the fair value of the derivative to the change in the fair value or cash flows of the hedged item, and qualitative comparisons of critical terms and the evaluation of any changes in those terms. The extent to which a derivative has been, and is expected to continue to be, highly effective at offsetting changes in the fair value or cash flows of the hedged item must be assessed and documented at least quarterly. If it is determined that a derivative is not highly effective at hedging the designated exposure, hedge accounting is discontinued. For qualifying fair value hedges, changes in the fair value of the derivative, and in the value of the hedged item for the risk being hedged, are recognized in earnings. Certain amounts excluded from the assessment of effectiveness are recorded in OCI and recognized in earnings through an amortization approach over the life of the derivative. If the hedge relationship is terminated, then the adjustment to the hedged item continues to be reported as part of the basis of the hedged item, and for benchmark interest rate hedges, is amortized to earnings as a yield adjustment. Derivative amounts affecting earnings are recognized consistent with the classification of the hedged item - primarily net interest income and principal transactions revenue. For qualifying cash flow hedges, changes in the fair value of the derivative are recorded in OCI and recognized in earnings as the hedged item affects earnings. Derivative amounts affecting earnings are recognized consistent with the classification of the hedged item - primarily interest income, interest expense, noninterest revenue and compensation expense. If the hedge relationship is terminated, then the change in value of the derivative recorded in AOCI is recognized in earnings when the cash flows that were hedged affect earnings. For hedge relationships that are discontinued because a forecasted transaction is not expected to occur according to the original hedge forecast, any related derivative values recorded in AOCI are immediately recognized in earnings. For qualifying net investment hedges, changes in the fair value of the derivatives due to changes in spot foreign exchange rates are recorded in OCI as translation adjustments. Amounts excluded from the assessment of effectiveness are recorded directly in earnings. 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 102 ◦ Interest rate Hedge floating-rate assets and liabilities Cash flow hedge Corporate 103 ◦ Foreign exchange Hedge foreign currency-denominated assets and liabilities Fair value hedge Corporate 102 ◦ Foreign exchange Hedge foreign currency-denominated forecasted revenue and expense Cash flow hedge Corporate 103 ◦ Foreign exchange Hedge the value of the Firm’s investments in non-U.S. dollar functional currency entities Net investment hedge Corporate 104 ◦ Commodity Hedge commodity inventory Fair value hedge CIB 102 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 104 ◦ Credit Manage the credit risk of wholesale lending exposures Specified risk management CIB 104 ◦ Interest rate and foreign exchange Manage the risk of certain other specified assets and liabilities Specified risk management Corporate 104 Market-making derivatives and other activities: ◦ Various Market-making and related risk management Market-making and other CIB 104 ◦ Various Other derivatives Market-making and other CIB, Corporate 104 Notional amount of derivative contracts The following table summarizes the notional amount of derivative contracts outstanding as of March 31, 2018 , and December 31, 2017 . Notional amounts (b) (in billions) March 31, 2018 December 31, 2017 Interest rate contracts Swaps $ 23,090 $ 21,043 Futures and forwards 7,216 4,904 Written options 4,058 3,576 Purchased options 4,380 3,987 Total interest rate contracts 38,744 33,510 Credit derivatives (a) 1,605 1,522 Foreign exchange contracts Cross-currency swaps 4,195 3,953 Spot, futures and forwards 7,016 5,923 Written options 873 786 Purchased options 878 776 Total foreign exchange contracts 12,962 11,438 Equity contracts Swaps 377 367 Futures and forwards 97 90 Written options 594 531 Purchased options 516 453 Total equity contracts 1,584 1,441 Commodity contracts Swaps 130 116 Spot, futures and forwards 179 168 Written options 112 98 Purchased options 102 93 Total commodity contracts 523 475 Total derivative notional amounts $ 55,418 $ 48,386 (a) For more information on volumes and types of credit derivative contracts, see the Credit derivatives discussion on page 105 . (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 March 31, 2018 , and December 31, 2017 , 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 March 31, 2018 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 $ 301,480 $ 2,391 $ 303,871 $ 23,778 $ 271,093 $ 2,770 $ 273,863 $ 7,170 Credit 23,727 — 23,727 1,062 23,697 — 23,697 1,713 Foreign exchange 165,482 453 165,935 16,603 152,846 963 153,809 10,797 Equity 43,989 — 43,989 8,803 48,239 — 48,239 10,325 Commodity 16,927 193 17,120 6,668 18,144 82 18,226 6,944 Total fair value of trading assets and liabilities $ 551,605 $ 3,037 $ 554,642 $ 56,914 $ 514,019 $ 3,815 $ 517,834 $ 36,949 Gross derivative receivables Gross derivative payables December 31, 2017 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 $ 313,276 $ 2,716 $ 315,992 $ 24,673 $ 283,092 $ 1,344 $ 284,436 $ 7,129 Credit 23,205 — 23,205 869 23,252 — 23,252 1,299 Foreign exchange 159,740 491 160,231 16,151 154,601 1,221 155,822 12,473 Equity 40,040 — 40,040 7,882 45,395 — 45,395 9,192 Commodity 20,066 19 20,085 6,948 21,498 403 21,901 7,684 Total fair value of trading assets and liabilities $ 556,327 $ 3,226 $ 559,553 $ 56,523 $ 527,838 $ 2,968 $ 530,806 $ 37,777 (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 March 31, 2018 , and December 31, 2017 , 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 securities) 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. March 31, 2018 December 31, 2017 (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”) $ 291,712 $ (272,007 ) $ 19,705 $ 305,569 $ (284,917 ) $ 20,652 OTC–cleared 8,080 (7,930 ) 150 6,531 (6,318 ) 213 Exchange-traded (a) 321 (157 ) 164 185 (84 ) 101 Total interest rate contracts 300,113 (280,094 ) 20,019 312,285 (291,319 ) 20,966 Credit contracts: OTC 14,755 (14,520 ) 235 15,390 (15,165 ) 225 OTC–cleared 8,366 (8,145 ) 221 7,225 (7,170 ) 55 Total credit contracts 23,121 (22,665 ) 456 22,615 (22,335 ) 280 Foreign exchange contracts: OTC 161,340 (148,205 ) 13,135 155,289 (142,420 ) 12,869 OTC–cleared 1,104 (1,097 ) 7 1,696 (1,654 ) 42 Exchange-traded (a) 131 (30 ) 101 141 (7 ) 134 Total foreign exchange contracts 162,575 (149,332 ) 13,243 157,126 (144,081 ) 13,045 Equity contracts: OTC 23,957 (21,172 ) 2,785 22,024 (19,917 ) 2,107 Exchange-traded (a) 16,443 (14,013 ) 2,430 14,188 (12,241 ) 1,947 Total equity contracts 40,400 (35,185 ) 5,215 36,212 (32,158 ) 4,054 Commodity contracts: OTC 9,701 (3,686 ) 6,015 10,903 (4,436 ) 6,467 Exchange-traded (a) 7,063 (6,766 ) 297 8,854 (8,701 ) 153 Total commodity contracts 16,764 (10,452 ) 6,312 19,757 (13,137 ) 6,620 Derivative receivables with appropriate legal opinion 542,973 (497,728 ) (b) 45,245 547,995 (503,030 ) (b) 44,965 Derivative receivables where an appropriate legal opinion has not been either sought or obtained 11,669 11,669 11,558 11,558 Total derivative receivables recognized on the Consolidated balance sheets $ 554,642 $ 56,914 $ 559,553 $ 56,523 Collateral not nettable on the Consolidated balance sheets (c)(d) (13,101 ) (13,363 ) Net amounts $ 43,813 $ 43,160 March 31, 2018 December 31, 2017 (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 $ 264,684 $ (259,233 ) $ 5,451 $ 276,960 $ (271,294 ) $ 5,666 OTC–cleared 7,315 (7,305 ) 10 6,004 (5,928 ) 76 Exchange-traded (a) 186 (156 ) 30 127 (84 ) 43 Total interest rate contracts 272,185 (266,694 ) 5,491 283,091 (277,306 ) 5,785 Credit contracts: OTC 15,423 (14,247 ) 1,176 16,194 (15,170 ) 1,024 OTC–cleared 7,797 (7,736 ) 61 6,801 (6,784 ) 17 Total credit contracts 23,220 (21,983 ) 1,237 22,995 (21,954 ) 1,041 Foreign exchange contracts: OTC 149,559 (142,008 ) 7,551 150,966 (141,789 ) 9,177 OTC–cleared 1,005 (997 ) 8 1,555 (1,553 ) 2 Exchange-traded (a) 115 (6 ) 109 98 (7 ) 91 Total foreign exchange contracts 150,679 (143,011 ) 7,668 152,619 (143,349 ) 9,270 Equity contracts: OTC 28,082 (23,802 ) 4,280 28,193 (23,969 ) 4,224 Exchange-traded (a) 14,693 (14,111 ) 582 12,720 (12,234 ) 486 Total equity contracts 42,775 (37,913 ) 4,862 40,913 (36,203 ) 4,710 Commodity contracts: OTC 10,661 (4,592 ) 6,069 12,645 (5,508 ) 7,137 Exchange-traded (a) 6,796 (6,692 ) 104 8,870 (8,709 ) 161 Total commodity contracts 17,457 (11,284 ) 6,173 21,515 (14,217 ) 7,298 Derivative payables with appropriate legal opinion 506,316 (480,885 ) (b) 25,431 521,133 (493,029 ) (b) 28,104 Derivative payables where an appropriate legal opinion has not been either sought or obtained 11,518 11,518 9,673 9,673 Total derivative payables recognized on the Consolidated balance sheets $ 517,834 $ 36,949 $ 530,806 $ 37,777 Collateral not nettable on the Consolidated balance sheets (c)(d) (3,711 ) (4,180 ) Net amounts $ 33,238 $ 33,597 (a) Exchange-traded derivative balances that relate to futures contracts are settled daily. (b) Net derivatives receivable included cash collateral netted of $61.9 billion and $55.5 billion at March 31, 2018 , and December 31, 2017 , respectively. Net derivatives payable included cash collateral netted of $45.1 billion and $45.5 billion related to OTC and OTC-cleared derivatives at March 31, 2018 , and December 31, 2017 , respectively. (c) 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. (d) Derivative collateral relates only to OTC and OTC-cleared 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 5 of JPMorgan Chase’s 2017 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 March 31, 2018 , and December 31, 2017 . OTC and OTC-cleared derivative payables containing downgrade triggers (in millions) March 31, 2018 December 31, 2017 Aggregate fair value of net derivative payables $ 11,022 $ 11,916 Collateral posted 9,836 9,973 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 March 31, 2018 , and December 31, 2017 , 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 March 31, 2018 December 31, 2017 (in millions) Single-notch downgrade Two-notch downgrade Single-notch downgrade Two-notch downgrade Amount of additional collateral to be posted upon downgrade (a) $ 80 $ 1,929 $ 79 $ 1,989 Amount required to settle contracts with termination triggers upon downgrade (b) 344 679 320 650 (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. The amount of such transfers accounted for as a sale where the associated derivative was outstanding at March 31, 2018 was not material, and there were no such transfers at December 31, 2017 . 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 months ended March 31, 2018 and 2017 , respectively. The Firm includes gains/(losses) on the hedging derivative in the same line item in the Consolidated statements of income as the related hedged item. Gains/(losses) recorded in income Income statement impact of (f) OCI impact Three months ended March 31, 2018 Derivatives Hedged items Income statement impact Amortization approach Changes in fair value Derivatives - Gains/(losses) recorded in OCI (g) Contract type Interest rate (a)(b) $ (1,477 ) $ 1,629 $ 152 $ — $ 147 $ — Foreign exchange (c) 144 (33 ) 111 (122 ) 111 (52 ) Commodity (d) 184 (147 ) 37 — 18 — Total $ (1,149 ) $ 1,449 $ 300 $ (122 ) $ 276 $ (52 ) Gains/(losses) recorded in income Income statement impact due to: Three months ended March 31, 2017 Derivatives Hedged items Income statement impact Hedge ineffectiveness (e) Excluded components (f) Contract type Interest rate (a)(b) $ (281 ) $ 531 $ 250 $ (1 ) $ 251 Foreign exchange (c) (775 ) 740 (35 ) — (35 ) Commodity (d) (463 ) 464 1 16 (15 ) Total $ (1,519 ) $ 1,735 $ 216 $ 15 $ 201 (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. Also excludes the accrual of interest on interest rate swaps and the related hedged items. (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 and the income statement impact of excluded components 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, time values and cross-currency basis spreads. Under the new hedge accounting guidance, the initial amount of the excluded components may be amortized into income over the life of the derivative, or changes in fair value may be recognized in current period earnings. (g) Represents the change in value of amounts excluded from the assessment of effectiveness under the amortization approach, predominantly cross-currency basis spreads. The amount excluded at inception of the hedge is recognized in earnings over the life of the derivative. As of March 31, 2018, the following amounts were recorded on the Consolidated balance sheets related to certain cumulative fair value hedge basis adjustments that are expected to impact the income statement in future periods (e.g., as adjustments to yield or to securities gains/losses). Carrying amount of the hedged items (a)(b) Cumulative amount of fair value hedging adjustments included in the carrying amount of hedged items: March 31, 2018 Active hedging relationships Discontinued hedging relationships (d) Total Assets Available-for-sale debt securities 47,977 (c) (1,557 ) 555 (1,002 ) Liabilities Long-term debt 131,268 (851 ) 85 (766 ) Beneficial interests issued by consolidated VIEs 8,752 (2 ) (61 ) (63 ) (a) Excludes physical commodities with a carrying value of $5.2 billion to which the Firm applies fair value hedge accounting. As a result of the application of hedge accounting, these inventories are carried at fair value, thus recognizing unrealized gains and losses in current periods. Given the Firm exits these positions at fair value, there is no incremental impact to net income in future periods. (b) Excludes hedged items where only foreign currency risk is the designated hedged risk, as basis adjustments related to foreign currency hedges generally will not impact the income statement in future periods. The carrying amount excluded for available-for-sale debt securities is $15.8 billion and for long-term debt is $5.5 billion . (c) Carrying amount represents the amortized cost. (d) Represents hedged items no longer designated in qualifying fair value hedging relationships for which an associated basis adjustment exists at the balance sheet date. 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 months ended March 31, 2018 and 2017 , respectively. The Firm includes the gain/(loss) on the hedging derivative in the same line item in the Consolidated statements of income as the change in cash flows on the related hedged item . Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended March 31, 2018 Amounts reclassified from AOCI to income Amounts recorded in OCI Total change Contract type Interest rate (a) $ 13 $ (78 ) $ (91 ) Foreign exchange (b) 39 34 (5 ) Total $ 52 $ (44 ) $ (96 ) Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended March 31, 2017 Amounts reclassified from AOCI to income Amounts recorded in OCI (c) Total change Contract type Interest rate (a) $ (11 ) $ 11 $ 22 Foreign exchange (b) (74 ) 48 122 Total $ (85 ) $ 59 $ 144 (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) Represents the effective portion of changes in value of the related hedging derivative. 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 recognize any ineffectiveness on cash flow hedges during the three months ended March 31, 2017. The Firm did not experience any forecasted transactions that failed to occur for the three months ended March 31, 2018 and 2017 . Over the next 12 months, the Firm expects that approximately $88 million (after-tax) of net gains recorded in AOCI at March 31, 2018 , 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 five years . For open cash flow hedges, the maximum length of time over which forecasted transactions are hedged is approximately seven years . The Firm’s longer-dated forecasted transactions relate to core lending and borrowing activities. Net investment hedge gains and losses The following table presents hedging instruments, by contract type, that were used in net investment hedge accounting relationships, and the pre-tax gains/(losses) recorded on such instruments for the three months ended March 31, 2018 and 2017 . 2018 2017 Three months ended March 31, (in millions) Amounts recorded in income (a) Amounts recorded in OCI Amounts recorded in income (a) Amounts recorded in OCI (b) Foreign exchange derivatives $ (11 ) $ (389 ) $ (62 ) $ (556 ) (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. The Firm elects to record changes in fair value of these amounts directly in other income. (b) Represents the effective portion of changes in value of the related hedging derivative. The Firm did not recognize any ineffectiveness on net investment hedges directly in income during the three months ended March 31, 2017. 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, and foreign currency-denominated assets and liabilities. Derivatives gains/(losses) recorded in income Three months ended March 31, (in millions) 2018 2017 Contract type Interest rate (a) $ (210 ) $ (17 ) Credit (b) (7 ) (45 ) Foreign exchange (c) (30 ) (20 ) Total $ (247 ) $ (82 ) (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 5 of JPMorgan Chase’s 2017 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 March 31, 2018 (in millions) Protection sold Protection purchased with identical underlyings (b) Net protection (sold)/purchased (c) Other protection purchased (d) Credit derivatives Credit default swaps $ (731,898 ) $ 739,263 $ 7,365 $ 6,024 Other credit derivatives (a) (58,210 ) 58,466 256 11,409 Total credit derivatives (790,108 ) 797,729 7,621 17,433 Credit-related notes (18 ) — (18 ) 9,098 Total $ (790,126 ) $ 797,729 $ 7,603 $ 26,531 Maximum payout/Notional amount December 31, 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 $ (690,224 ) $ 702,098 $ 11,874 $ 5,045 Other credit derivatives (a) (54,157 ) 59,158 5,001 11,747 Total credit derivatives (744,381 ) 761,256 16,875 16,792 Credit-related notes (18 ) — (18 ) 7,915 Total $ (744,399 ) $ 761,256 $ 16,857 $ 24,707 (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 pr

Noninterest Revenue and Noninte

Noninterest Revenue and Noninterest Expense	3 Months Ended
	Mar. 31, 2018
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 6 of JPMorgan Chase ’s 2017 Annual Report . The adoption of the revenue recognition guidance requires gross presentation of certain costs previously offset against revenue, predominantly associated with certain distribution costs (previously offset against asset management, administration and commissions), with the remainder associated with certain underwriting costs (previously offset against investment banking fees). Adoption of the guidance did not result in any material changes in the timing of revenue recognition. This guidance was adopted retrospectively and, accordingly, prior period amounts were revised, which resulted in an increase in both noninterest revenue and noninterest expense. For additional information, see Note 1 . Investment banking fees The following table presents the components of investment banking fees. Three months ended March 31, (in millions) 2018 2017 Underwriting Equity $ 352 $ 424 Debt 796 960 Total underwriting 1,148 1,384 Advisory 588 496 Total investment banking fees $ 1,736 $ 1,880 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 March 31, (in millions) 2018 2017 Trading revenue by instrument type Interest rate $ 774 $ 795 Credit 380 680 Foreign exchange 1,024 781 Equity 1,627 1,120 Commodity 277 185 Total trading revenue 4,082 3,561 Private equity gains/(losses) (130 ) 21 Principal transactions $ 3,952 $ 3,582 Lending- and deposit-related fees The following table presents the components of lending- and deposit-related fees. Three months ended March 31, (in millions) 2018 2017 Lending-related fees $ 274 $ 275 Deposit-related fees 1,203 1,173 Total lending- and deposit-related fees $ 1,477 $ 1,448 Asset management, administration and commissions The following table presents the components of Firmwide asset management, administration and commissions. Three months ended March 31, (in millions) 2018 2017 Asset management fees Investment management fees (a) $ 2,694 $ 2,416 All other asset management fees (b) 66 79 Total asset management fees 2,760 2,495 Total administration fees (c) 561 482 Commission and other fees Brokerage commissions 652 578 All other commissions and fees 336 322 Total commissions and fees 988 900 Total asset management, administration and commissions (a) $ 4,309 $ 3,877 (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. Card income The following table presents the components of card income: Three months ended March 31, (in millions) 2018 2017 Interchange and merchant processing income $ 4,359 $ 3,906 Reward costs and partner payments (2,884 ) (2,525 ) Other card income (a) (200 ) (467 ) Total card income $ 1,275 $ 914 (a) Predominantly represents annual and other lending fees and costs (including new account origination costs), which are deferred and recognized on a straight-line basis over a 12 -month period. Other income Other income on the Firm’s Consolidated statements of income included the following: Three months ended March 31, (in millions) 2018 2017 Operating lease income $ 1,047 $ 824 Noninterest expense Other expense Other expense on the Firm’s Consolidated statements of income included the following: Three months ended March 31, (in millions) 2018 2017 Legal expense $ 70 $ 218 FDIC-related expense 383 381

Interest Income and Interest Ex

Interest Income and Interest Expense	3 Months Ended
	Mar. 31, 2018
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 7 of JPMorgan Chase ’s 2017 Annual Report . The following table presents the components of interest income and interest expense. Three months ended (in millions) 2018 2017 Interest income Loans (a) $ 11,074 $ 9,751 Taxable securities 1,313 1,430 Non-taxable securities (b) 410 458 Total investment securities (a) 1,723 1,888 Trading assets 2,103 1,858 Federal funds sold and securities purchased under resale agreements 731 526 Securities borrowed (c) 62 (44 ) Deposits with banks 1,321 725 All other interest-earning assets (d) 681 338 Total interest income 17,695 15,042 Interest expense Interest-bearing deposits 1,060 483 Federal funds purchased and securities loaned or sold under repurchase agreements 578 293 Short-term borrowings (e) 209 73 Trading liabilities – debt and all other interest-bearing liabilities (f) 660 405 Long-term debt 1,753 1,589 Beneficial interest issued by consolidated VIEs 123 135 Total interest expense 4,383 2,978 Net interest income 13,312 12,064 Provision for credit losses 1,165 1,315 Net interest income after provision for credit losses $ 12,147 $ 10,749 (a) Includes the amortization/accretion of unearned income (e.g., purchase premiums/discounts, net deferred fees/costs, etc.). (b) Represents securities which are tax-exempt for U.S. federal income tax purposes. (c) Negative interest income 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) Includes held-for-investment margin loans, which are classified in accrued interest and accounts receivable, and all other interest-earning assets included in other assets on the Consolidated balance sheets. (e) Includes commercial paper. (f) Other interest-bearing liabilities include brokerage customer payables.

Pension and Other Postretiremen

Pension and Other Postretirement Employee Benefit Plans	3 Months Ended
	Mar. 31, 2018
Retirement Benefits [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 8 of JPMorgan Chase ’s 2017 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. Defined benefit pension plans OPEB plans Three months ended March 31, (in millions) 2018 2017 2018 2017 Components of net periodic benefit cost Benefits earned during the period $ 90 $ 82 $ — $ — Interest cost on benefit obligations 139 149 6 7 Expected return on plan assets (248 ) (241 ) (26 ) (24 ) Amortization: Net (gain)/loss 26 62 — — Prior service cost/(credit) (6 ) (9 ) — — Settlement — (3 ) — — Net periodic defined benefit cost (a) 1 40 (20 ) (17 ) Other defined benefit pension plans (b) 6 4 NA NA Total defined benefit plans 7 44 (20 ) (17 ) Total defined contribution plans 210 186 NA NA Total pension and OPEB cost included in noninterest expense $ 217 $ 230 $ (20 ) $ (17 ) (a) Effective January 1, 2018, benefits earned during the period are reported in compensation expense; all other components of net periodic defined benefit costs are reported within other expense in the Consolidated statements of income. For additional information, see Note 1 . (b) 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) March 31, 2018 December 31, 2017 Fair value of plan assets Defined benefit pension plans $ 19.5 $ 19.6 OPEB plans 2.7 2.8 There are no expected contributions to the U.S. defined benefit pension plan for 2018.

Employee Share-based Incentives

Employee Share-based Incentives	3 Months Ended
	Mar. 31, 2018
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
Employee Share-based Incentives	Employee share-based incentives For a discussion of the accounting policies and other information relating to employee share-based incentives, see Note 9 of JPMorgan Chase ’s 2017 Annual Report . The Firm recognized the following noncash compensation expense related to its various employee share-based incentive plans in its Consolidated statements of income. Three months ended (in millions) 2018 2017 Cost of prior grants of RSUs, stock appreciation rights (“SARs”) and performance share units (“PSUs”) that are amortized over their applicable vesting periods $ 398 $ 310 Accrual of estimated costs of share-based awards to be granted in future periods including those to full-career eligible employees 308 291 Total noncash compensation expense related to employee share-based incentive plans $ 706 $ 601 In the first quarter of 2018, in connection with its annual incentive grant for the 2017 performance year, the Firm granted 17 million RSUs and 516 thousand PSUs with weighted-average grant date fair value of $111.17 per RSU and $110.46 per PSU.

Investment Securities

Investment Securities	3 Months Ended
	Mar. 31, 2018
Investments, Debt and Equity Securities [Abstract]
Investment Securities	Investment securities Investment securities consist of debt securities that are classified as AFS or HTM. Debt 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 in connection with its asset-liability management activities. At March 31, 2018 , 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 10 of JPMorgan Chase’s 2017 Annual Report. As a result of the adoption of the premium amortization accounting guidance, premiums on purchased callable debt securities must be amortized to the earliest call date for debt securities with call features that are explicit, noncontingent and callable at fixed prices and on preset dates. The guidance primarily impacts obligations of U.S. states and municipalities held in the Firm’s investment securities portfolio. For additional information, see Notes 1 and 17 . As permitted by the new hedge accounting guidance, the Firm also elected to transfer U.S. government agency MBS, commercial MBS, and obligations of U.S. states and municipalities with a carrying value of $22.4 billion from HTM to AFS. The transfer of these investment securities resulted in the recognition of a net pre-tax unrealized gain of $221 million within AOCI. This transfer was a non-cash transaction. For additional information, see Notes 1 and 17 . The amortized costs and estimated fair values of the investment securities portfolio were as follows for the dates indicated. March 31, 2018 December 31, 2017 (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) $ 67,614 $ 633 $ 1,038 $ 67,209 $ 69,879 $ 736 $ 335 $ 70,280 Residential: U.S. 7,659 166 26 7,799 8,193 185 14 8,364 Non-U.S. 2,686 118 — 2,804 2,882 122 1 3,003 Commercial 9,262 84 206 9,140 4,932 98 5 5,025 Total mortgage-backed securities 87,221 1,001 1,270 86,952 85,886 1,141 355 86,672 U.S. Treasury and government agencies 25,164 408 122 25,450 22,510 266 31 22,745 Obligations of U.S. states and municipalities 37,573 1,982 64 39,491 30,490 1,881 33 32,338 Certificates of deposit 60 — — 60 59 — — 59 Non-U.S. government debt securities 26,348 380 34 26,694 26,900 426 32 27,294 Corporate debt securities 2,191 79 2 2,268 2,657 101 1 2,757 Asset-backed securities: Collateralized loan obligations 19,989 51 1 20,039 20,928 69 1 20,996 Other 8,149 75 32 8,192 8,764 77 24 8,817 Total available-for-sale debt securities 206,695 3,976 1,525 209,146 198,194 3,961 477 201,678 Available-for-sale equity securities (b) — — — — 547 — — 547 Total available-for-sale securities 206,695 3,976 1,525 209,146 198,741 3,961 477 202,225 Held-to-maturity debt securities Mortgage-backed securities: U.S. government agencies (c) 24,197 124 189 24,132 27,577 558 40 28,095 Commercial — — — — 5,783 1 74 5,710 Total mortgage-backed securities 24,197 124 189 24,132 33,360 559 114 33,805 Obligations of U.S. states and municipalities 4,845 102 21 4,926 14,373 554 80 14,847 Total held-to-maturity debt securities 29,042 226 210 29,058 47,733 1,113 194 48,652 Total investment securities $ 235,737 $ 4,202 $ 1,735 $ 238,204 $ 246,474 $ 5,074 $ 671 $ 250,877 (a) Includes total U.S. government-sponsored enterprise obligations with fair values of $45.9 billion and $45.8 billion at March 31, 2018 , and December 31, 2017 , respectively. (b) Effective January 1, 2018, the Firm adopted the recognition and measurement guidance. Equity securities that were previously reported as AFS securities were reclassified to other assets upon adoption. (c) Included total U.S. government-sponsored enterprise obligations with amortized cost of $18.1 billion and $22.0 billion at March 31, 2018 , and December 31, 2017 , respectively. Investment securities impairment The following tables present the fair value and gross unrealized losses for investment securities by aging category at March 31, 2018 , and December 31, 2017 . Investment securities with gross unrealized losses Less than 12 months 12 months or more March 31, 2018 (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 $ 34,422 $ 711 $ 7,033 $ 327 $ 41,455 $ 1,038 Residential: U.S. 1,527 17 545 9 2,072 26 Non-U.S. — — — — — — Commercial 3,457 123 1,712 83 5,169 206 Total mortgage-backed securities 39,406 851 9,290 419 48,696 1,270 U.S. Treasury and government agencies 4,129 94 364 28 4,493 122 Obligations of U.S. states and municipalities 2,244 24 1,276 40 3,520 64 Certificates of deposit — — — — — — Non-U.S. government debt securities 4,953 12 1,196 22 6,149 34 Corporate debt securities 98 1 41 1 139 2 Asset-backed securities: Collateralized loan obligations 907 1 — — 907 1 Other 3,904 28 479 4 4,383 32 Total available-for-sale debt securities 55,641 1,011 12,646 514 68,287 1,525 Held-to-maturity securities Mortgage-backed securities U.S. government agencies 10,193 182 192 7 10,385 189 Commercial — — — — — — Total mortgage-backed securities 10,193 182 192 7 10,385 189 Obligations of U.S. states and municipalities 489 4 683 17 1,172 21 Total held-to-maturity securities 10,682 186 875 24 11,557 210 Total investment securities with gross unrealized losses $ 66,323 $ 1,197 $ 13,521 $ 538 $ 79,844 $ 1,735 Investment securities with gross unrealized losses Less than 12 months 12 months or more December 31, 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 $ 36,037 $ 139 $ 7,711 $ 196 $ 43,748 $ 335 Residential: U.S. 1,112 5 596 9 $ 1,708 14 Non-U.S. — — 266 1 266 1 Commercial 528 4 335 1 863 5 Total mortgage-backed securities 37,677 148 8,908 207 46,585 355 U.S. Treasury and government agencies 1,834 11 373 20 2,207 31 Obligations of U.S. states and municipalities 949 7 1,652 26 2,601 33 Certificates of deposit — — — — — — Non-U.S. government debt securities 6,500 15 811 17 7,311 32 Corporate debt securities — — 52 1 52 1 Asset-backed securities: Collateralized loan obligations — — 276 1 276 1 Other 3,521 20 720 4 4,241 24 Total available-for-sale debt securities 50,481 201 12,792 276 63,273 477 Held-to-maturity debt securities Mortgage-backed securities U.S. government agencies 4,070 38 205 2 4,275 40 Commercial 3,706 41 1,882 33 5,588 74 Total mortgage-backed securities 7,776 79 2,087 35 9,863 114 Obligations of U.S. states and municipalities 584 9 2,131 71 2,715 80 Total held-to-maturity securities 8,360 88 4,218 106 12,578 194 Total investment securities with gross unrealized losses $ 58,841 $ 289 $ 17,010 $ 382 $ 75,851 $ 671 Gross unrealized losses The Firm has recognized unrealized losses on investment securities that it intends to sell as OTTI. The Firm does not intend to sell any of the remaining investment securities with an unrealized loss in AOCI as of March 31, 2018 , 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 investment securities with an unrealized loss in AOCI as of March 31, 2018 , are not other-than-temporarily impaired. For additional information on other-than-temporary impairment, see Note 10 of the JPMorgan Chase’s 2017 Annual Report. Investment securities gains and losses The following table presents realized gains and losses and OTTI from AFS securities that were recognized in income. Three months ended March 31, (in millions) 2018 2017 Realized gains $ 70 $ 149 Realized losses (295 ) (140 ) OTTI losses (20 ) (12 ) Net investment securities gains/(losses) $ (245 ) $ (3 ) OTTI losses Credit-related losses recognized in income $ — $ — Investment securities the Firm intends to sell (20 ) (12 ) Total OTTI losses recognized in income $ (20 ) $ (12 ) 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 securities that the Firm does not intend to sell was not material as of and during the three month periods ended March 31, 2018 and 2017 . Contractual maturities and yields The following table presents the amortized cost and estimated fair value at March 31, 2018 , of JPMorgan Chase ’s investment securities portfolio by contractual maturity. By remaining maturity March 31, 2018 (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 276 431 5,837 80,677 $ 87,221 Fair value 281 436 5,953 80,282 $ 86,952 Average yield (b) 1.79 % 2.28 % 3.27 % 3.40 % 3.38 % U.S. Treasury and government agencies Amortized cost 55 — 19,552 5,557 $ 25,164 Fair value 55 — 19,631 5,764 $ 25,450 Average yield (b) 1.46 % — % 2.34 % 2.26 % 2.32 % Obligations of U.S. states and municipalities Amortized cost 64 801 2,474 34,234 $ 37,573 Fair value 64 816 2,576 36,035 $ 39,491 Average yield (b) 1.85 % 3.46 % 4.94 % 4.94 % 4.91 % Certificates of deposit Amortized cost 60 — — — $ 60 Fair value 60 — — — $ 60 Average yield (b) 0.50 % — % — % — % 0.50 % Non-U.S. government debt securities Amortized cost 4,853 13,831 7,664 — $ 26,348 Fair value 4,855 13,999 7,840 — $ 26,694 Average yield (b) 2.84 % 1.63 % 1.24 % — % 1.74 % Corporate debt securities Amortized cost 110 882 1,056 143 $ 2,191 Fair value 110 909 1,098 151 $ 2,268 Average yield (b) 4.16 % 4.04 % 4.01 % 3.39 % 3.99 % Asset-backed securities Amortized cost — 3,109 10,038 14,991 $ 28,138 Fair value — 3,083 10,048 15,100 $ 28,231 Average yield (b) — % 2.12 % 2.79 % 2.53 % 2.58 % Total available-for-sale debt securities Amortized cost $ 5,418 $ 19,054 $ 46,621 $ 135,602 $ 206,695 Fair value $ 5,425 $ 19,243 $ 47,146 $ 137,332 $ 209,146 Average yield (b) 2.76 % 1.92 % 2.55 % 3.65 % 3.22 % Held-to-maturity debt securities Mortgage-backed securities (a) Amortized cost — — 282 23,915 $ 24,197 Fair value — — 281 23,851 $ 24,132 Average yield (b) — % — % 3.30 % 3.32 % 3.32 % Obligations of U.S. states and municipalities Amortized cost — — — 4,845 $ 4,845 Fair value — — — 4,926 $ 4,926 Average yield (b) — % — % — % 4.11 % 4.11 % Total held-to-maturity securities Amortized cost $ — $ — $ 282 $ 28,760 $ 29,042 Fair value $ — $ — $ 281 $ 28,777 $ 29,058 Average yield (b) — % — % 3.30 % 3.45 % 3.45 % (a) As of March 31, 2018 , 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 $51.7 billion and $51.8 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 investment 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	3 Months Ended
	Mar. 31, 2018
Securities Financing Transactions Disclosures [Abstract]
Securities Financing Activities	Securities financing activities For a discussion of accounting policies relating to securities financing activities, see Note 11 of JPMorgan Chase’s 2017 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 21 . The table below summarizes the gross and net amounts of the Firm’s securities financing agreements as of March 31, 2018 and December 31, 2017 . 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 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. March 31, 2018 (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 $ 529,164 $ (281,634 ) $ 247,530 $ (238,149 ) $ 9,381 Securities borrowed 131,750 (15,618 ) 116,132 (85,976 ) 30,156 Liabilities Securities sold under repurchase agreements $ 444,114 $ (281,634 ) $ 162,480 $ (147,387 ) $ 15,093 Securities loaned and other (a) 40,974 (15,618 ) 25,356 (25,028 ) 328 December 31, 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 $ 448,608 $ (250,505 ) $ 198,103 $ (188,502 ) $ 9,601 Securities borrowed 113,926 (8,814 ) 105,112 (76,805 ) 28,307 Liabilities Securities sold under repurchase agreements $ 398,218 $ (250,505 ) $ 147,713 $ (129,178 ) $ 18,535 Securities loaned and other (a) 27,228 (8,814 ) 18,414 (18,151 ) 263 (a) Includes securities-for-securities lending transactions of $10.0 billion and $9.2 billion at March 31, 2018 and December 31, 2017 , 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 March 31, 2018 and December 31, 2017 , included securities purchased under resale agreements of $13.5 billion and $14.7 billion , respectively and securities sold under agreements to repurchase of $735 million and $697 million , respectively. There were $3.0 billion of securities borrowed at both March 31, 2018 and December 31, 2017 . 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 March 31, 2018 and December 31, 2017 , included $7.3 billion and $7.5 billion , respectively, of securities purchased under resale agreements; $28.2 billion and $25.5 billion , respectively, of securities borrowed; $13.6 billion and $16.5 billion , respectively, of securities sold under agreements to repurchase; and $19 million and $29 million , respectively, of securities loaned and other. The tables below present as of March 31, 2018 , and December 31, 2017 the types of financial assets pledged in securities financing agreements and the remaining contractual maturity of the securities financing agreements. Gross liability balance March 31, 2018 December 31, 2017 (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 U.S. government agencies 10,608 — 13,100 — Residential - nonagency 1,932 — 2,972 — Commercial - nonagency 1,224 — 1,594 — U.S. Treasury and government agencies 200,550 46 177,581 14 Obligations of U.S. states and municipalities 1,397 — 1,557 — Non-U.S. government debt 193,011 3,638 170,196 2,485 Corporate debt securities 14,847 418 14,231 287 Asset-backed securities 3,016 1 3,508 — Equity securities 17,529 36,871 13,479 24,442 Total $ 444,114 $ 40,974 $ 398,218 $ 27,228 Remaining contractual maturity of the agreements Overnight and continuous Greater than 90 days March 31, 2018 (in millions) Up to 30 days 30 – 90 days Total Total securities sold under repurchase agreements $ 210,365 $ 154,243 $ 38,400 $ 41,106 $ 444,114 Total securities loaned and other (a) 31,051 765 2,773 6,385 40,974 Remaining contractual maturity of the agreements Overnight and continuous Greater than 90 days December 31, 2017 (in millions) Up to 30 days 30 – 90 days Total Total securities sold under repurchase agreements $ 166,425 $ 156,434 $ 41,611 $ 33,748 $ 398,218 Total securities loaned and other (a) 22,876 375 2,328 1,649 27,228 (a) Includes securities-for-securities lending transactions of $10.0 billion and $9.2 billion at March 31, 2018 and December 31, 2017 , 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 both March 31, 2018 , and December 31, 2017 , the Firm held $1.5 billion 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 short-term borrowings on the Consolidated balance sheets.

Loans

Loans	3 Months Ended
	Mar. 31, 2018
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 12 of JPMorgan Chase ’s 2017 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 • Residential mortgage (b) • Home equity (c) Other consumer loans (d) • Auto • Consumer & Business Banking (e) 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) Predominantly includes prime (including option ARMs) and subprime loans. (c) Includes senior and junior lien home equity 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 14 of JPMorgan Chase ’s 2017 Annual Report . The following tables summarize the Firm’s loan balances by portfolio segment. March 31, 2018 Consumer, excluding credit card Credit card (a) Wholesale Total (in millions) Retained $ 373,243 $ 140,348 $ 412,020 $ 925,611 (b) Held-for-sale 152 66 5,687 5,905 At fair value — — 2,908 2,908 Total $ 373,395 $ 140,414 $ 420,615 $ 934,424 December 31, 2017 Consumer, excluding credit card Credit card (a) Wholesale Total (in millions) Retained $ 372,553 $ 149,387 $ 402,898 $ 924,838 (b) Held-for-sale 128 124 3,099 3,351 At fair value — — 2,508 2,508 Total $ 372,681 $ 149,511 $ 408,505 $ 930,697 (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 unamortized discounts and premiums, and net deferred loan fees or costs. These amounts were not material as of March 31, 2018 , and December 31, 2017 . The following table provides information about the carrying value of retained loans purchased, sold and reclassified to held-for-sale during the periods indicated. Loans reclassified to held-for sale are non-cash transactions. The Firm manages its exposure to credit risk on an ongoing basis. Selling loans is one way that the Firm reduces its credit exposures. Loans sold out of the held-for-sale portfolio are excluded from this table. 2018 2017 Three months ended March 31, (in millions) Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Purchases $ 1,071 (a)(b) $ — $ 1,098 $ 2,169 $ 940 (a)(b) $ — $ 284 $ 1,224 Sales 481 — 3,689 4,170 590 — 2,447 3,037 Retained loans reclassified to held-for-sale 36 — 868 904 6,309 (c) — 461 6,770 (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 $3.6 billion and $5.4 billion for the three months ended March 31, 2018 and 2017 , respectively. (c) Includes the Firm’s student loan portfolio which was sold in 2017. 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 (in millions) 2018 2017 Net gains/(losses) on sales of loans (including lower of cost or fair value adjustments) (a) Consumer, excluding credit card $ 9 $ (226 ) (b) Credit card 19 1 Wholesale (2 ) 5 Total net gains on sales of loans (including lower of cost or fair value adjustments) $ 26 $ (220 ) (a) Excludes sales related to loans accounted for at fair value. (b) Includes the amounts related to the Firm’s student loan portfolio which was sold in 2017. 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 and consumer and business banking 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 accompanying table provides information about retained consumer loans, excluding credit card, by class. In 2017, the Firm sold its student loan portfolio. (in millions) March 31, December 31, Residential real estate – excluding PCI Residential mortgage $ 220,048 $ 216,496 Home equity 31,792 33,450 Other consumer loans Auto 66,042 66,242 Consumer & Business Banking 25,856 25,789 Residential real estate – PCI Home equity 10,332 10,799 Prime mortgage 6,259 6,479 Subprime mortgage 2,549 2,609 Option ARMs 10,365 10,689 Total retained loans $ 373,243 $ 372,553 For further information on consumer credit quality indicators, see Note 12 of JPMorgan Chase ’s 2017 Annual Report . Residential real estate – excluding PCI loans The following table provides information by class for residential real estate – excluding retained PCI loans. Residential real estate – excluding PCI loans (in millions, except ratios) Residential mortgage Home equity Total residential real estate – excluding PCI Mar 31, Dec 31, Mar 31, Dec 31, Mar 31, Dec 31, Loan delinquency (a) Current $ 213,081 $ 208,713 $ 30,894 $ 32,391 $ 243,975 $ 241,104 30–149 days past due 3,176 4,234 498 671 3,674 4,905 150 or more days past due 3,791 3,549 400 388 4,191 3,937 Total retained loans $ 220,048 $ 216,496 $ 31,792 $ 33,450 $ 251,840 $ 249,946 % of 30+ days past due to total retained loans (b) 0.62 % 0.77 % 2.82 % 3.17 % 0.90 % 1.09 % 90 or more days past due and government guaranteed (c) $ 3,873 $ 4,172 $ — $ — $ 3,873 $ 4,172 Nonaccrual loans 2,240 2,175 1,585 1,610 3,825 3,785 Current estimated LTV ratios (d)(e) Greater than 125% and refreshed FICO scores: Equal to or greater than 660 $ 65 $ 37 $ 7 $ 10 $ 72 $ 47 Less than 660 18 19 2 3 20 22 101% to 125% and refreshed FICO scores: Equal to or greater than 660 38 36 219 296 257 332 Less than 660 76 88 69 95 145 183 80% to 100% and refreshed FICO scores: Equal to or greater than 660 3,477 4,369 1,410 1,676 4,887 6,045 Less than 660 410 483 476 569 886 1,052 Less than 80% and refreshed FICO scores: Equal to or greater than 660 199,245 194,758 24,260 25,262 223,505 220,020 Less than 660 6,861 6,952 3,785 3,850 10,646 10,802 No FICO/LTV available 1,248 1,259 1,564 1,689 2,812 2,948 U.S. government-guaranteed 8,610 8,495 — — 8,610 8,495 Total retained loans $ 220,048 $ 216,496 $ 31,792 $ 33,450 $ 251,840 $ 249,946 Geographic region California $ 70,090 $ 68,855 $ 6,307 $ 6,582 $ 76,397 $ 75,437 New York 27,877 27,473 6,528 6,866 34,405 34,339 Illinois 14,644 14,501 2,396 2,521 17,040 17,022 Texas 12,848 12,508 1,946 2,021 14,794 14,529 Florida 9,797 9,598 1,750 1,847 11,547 11,445 New Jersey 7,166 7,142 1,850 1,957 9,016 9,099 Washington 7,175 6,962 975 1,026 8,150 7,988 Colorado 7,533 7,335 567 632 8,100 7,967 Massachusetts 6,310 6,323 279 295 6,589 6,618 Arizona 4,210 4,109 1,352 1,439 5,562 5,548 All other (f) 52,398 51,690 7,842 8,264 60,240 59,954 Total retained loans $ 220,048 $ 216,496 $ 31,792 $ 33,450 $ 251,840 $ 249,946 (a) Individual delinquency classifications include mortgage loans insured by U.S. government agencies as follows: current included $3.0 billion and $2.4 billion ; 30 – 149 days past due included $2.5 billion and $3.2 billion ; and 150 or more days past due included $3.1 billion and $2.9 billion at March 31, 2018 , and December 31, 2017 , respectively. (b) At March 31, 2018 and December 31, 2017 , residential mortgage loans excluded mortgage loans insured by U.S. government agencies of $5.6 billion and $6.1 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 March 31, 2018 , and December 31, 2017 , these balances included $1.4 billion and $1.5 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 March 31, 2018 , and December 31, 2017 . (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 March 31, 2018 , and December 31, 2017 , included mortgage loans insured by U.S. government agencies of $8.6 billion and $8.5 billion , respectively. The following table represents the Firm’s delinquency statistics for junior lien home equity loans and lines as of March 31, 2018 , and December 31, 2017 . Total loans Total 30+ day delinquency rate (in millions, except ratios) Mar 31, Dec 31, Mar 31, Dec 31, HELOCs: (a) Within the revolving period (b) $ 5,645 $ 6,363 0.32 % 0.50 % Beyond the revolving period 13,207 13,532 3.04 3.56 HELOANs 1,280 1,371 2.89 3.50 Total $ 20,132 $ 21,266 2.27 % 2.64 % (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 13 of JPMorgan Chase ’s 2017 Annual Report . Residential mortgage Home equity Total residential real estate – excluding PCI Mar 31, Dec 31, Mar 31, Dec 31, Mar 31, Dec 31, Impaired loans With an allowance $ 4,324 $ 4,407 $ 1,236 $ 1,236 $ 5,560 $ 5,643 Without an allowance (a) 1,221 1,213 877 882 2,098 2,095 Total impaired loans (b)(c) $ 5,545 $ 5,620 $ 2,113 $ 2,118 $ 7,658 $ 7,738 Allowance for loan losses related to impaired loans $ 77 $ 62 $ 118 $ 111 $ 195 $ 173 Unpaid principal balance of impaired loans (d) 7,618 7,741 3,656 3,701 11,274 11,442 Impaired loans on nonaccrual status (e) 1,796 1,743 1,057 1,032 2,853 2,775 (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 March 31, 2018 , Chapter 7 residential real estate loans included approximately 14% of residential mortgages and 11% of home equity that were 30 days or more past due. (b) At March 31, 2018 , and December 31, 2017 , $4.2 billion and $3.8 billion , respectively, of loans modified subsequent to repurchase from Ginnie Mae in accordance with the standards of the appropriate government agency (i.e., FHA, VA, RHS) are not included in the table above. When such loans perform subsequent to modification in accordance with Ginnie Mae guidelines, they are generally sold back into Ginnie Mae loan pools. Modified loans that do not re-perform become subject to foreclosure. (c) Predominantly all residential real estate impaired loans, excluding PCI loans, are in the U.S. (d) Represents the contractual amount of principal owed at March 31, 2018 , and December 31, 2017 . The unpaid principal balance differs from the impaired loan balances due to various factors including charge-offs, net deferred loan fees or costs, and unamortized discounts or premiums on purchased loans. (e) As of March 31, 2018 and December 31, 2017 , nonaccrual loans included $2.3 billion and $2.2 billion , respectively, of TDRs for which the borrowers were less than 90 days past due. For additional information about loans modified in a TDR that are on nonaccrual status refer to the Loan accounting framework in Note 12 of JPMorgan Chase ’s 2017 Annual Report . The following table presents average impaired loans and the related interest income reported by the Firm. Three months ended March 31, (in millions) Average impaired loans Interest income on impaired loans (a) Interest income on impaired (a) 2018 2017 2018 2017 2018 2017 Residential mortgage $ 5,608 $ 5,977 $ 70 $ 73 $ 19 $ 19 Home equity 2,123 2,250 32 31 21 20 Total residential real estate – excluding PCI $ 7,731 $ 8,227 $ 102 $ 104 $ 40 $ 39 (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 March 31, (in millions) 2018 2017 Residential mortgage $ 147 $ 72 Home equity 103 81 Total residential real estate – excluding PCI $ 250 $ 153 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 table provides 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 March 31, Total residential real estate – excluding PCI Residential mortgage Home equity 2018 2017 2018 2017 2018 2017 Number of loans approved for a trial modification 299 456 460 743 759 1,199 Number of loans permanently modified 969 783 1,798 1,217 2,767 2,000 Concession granted: (a) Interest rate reduction 20 % 82 % 49 % 85 % 39 % 84 % Term or payment extension 28 89 51 90 43 90 Principal and/or interest deferred 57 10 25 18 36 15 Principal forgiveness 6 19 5 9 5 13 Other (b) 49 30 60 11 56 19 (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 table provides information about the financial effects of the various concessions granted in modifications of residential real estate loans, excluding PCI loans, under the loss mitigation programs described above and about redefaults of certain loans modified in TDRs for the periods presented. The following table presents only the financial effects of permanent modifications and does not include temporary concessions offered through trial modifications. This table also excludes Chapter 7 loans where the sole concession granted is the discharge of debt. Three months ended March 31, (in millions, except weighted-average data) Residential mortgage Home equity Total residential real estate – excluding PCI 2018 2017 2018 2017 2018 2017 Weighted-average interest rate of loans with interest rate reductions – before TDR 5.11 % 5.36 % 5.11 % 4.63 % 5.11 % 5.03 % Weighted-average interest rate of loans with interest rate reductions – after TDR 3.45 2.90 3.05 2.45 3.19 2.70 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR 24 24 19 20 21 22 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR 36 38 38 39 37 38 Charge-offs recognized upon permanent modification $ — $ 1 $ 1 $ 1 $ 1 $ 2 Principal deferred 6 3 2 5 8 8 Principal forgiven 3 5 2 2 5 7 Balance of loans that redefaulted within one year of permanent modification (a) $ 23 $ 32 $ 15 $ 11 $ 38 $ 43 (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 March 31, 2018 , the weighted-average estimated remaining lives of residential real estate loans, excluding PCI loans, permanently modified in TDRs were 9 years for residential mortgage and 8 years for home equity. 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 March 31, 2018 , and December 31, 2017 , the Firm had non-PCI residential real estate loans, excluding those insured by U.S. government agencies, with a carrying value of $822 million and $787 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. (in millions, except ratios) Auto Consumer & Total other consumer Mar 31, 2018 Dec 31, 2017 Mar 31, 2018 Dec 31, 2017 Mar 31, 2018 Dec 31, 2017 Loan delinquency Current $ 65,574 $ 65,651 $ 25,570 $ 25,454 $ 91,144 $ 91,105 30–119 days past due 462 584 165 213 627 797 120 or more days past due 6 7 121 122 127 129 Total retained loans $ 66,042 $ 66,242 $ 25,856 $ 25,789 $ 91,898 $ 92,031 % of 30+ days past due to total retained loans 0.71 % 0.89 % 1.11 % 1.30 % 0.82 % 1.01 % Nonaccrual loans (a) 127 141 274 283 401 424 Geographic region California $ 8,540 $ 8,445 $ 5,088 $ 5,032 $ 13,628 $ 13,477 Texas 6,866 7,013 2,955 2,916 9,821 9,929 New York 4,070 4,023 4,174 4,195 8,244 8,218 Illinois 3,888 3,916 2,014 2,017 5,902 5,933 Florida 3,386 3,350 1,391 1,424 4,777 4,774 Arizona 2,155 2,221 1,415 1,383 3,570 3,604 Ohio 2,095 2,105 1,357 1,380 3,452 3,485 Michigan 1,458 1,418 1,348 1,357 2,806 2,775 New Jersey 2,044 2,044 721 721 2,765 2,765 Louisiana 1,628 1,656 877 849 2,505 2,505 All other 29,912 30,051 4,516 4,515 34,428 34,566 Total retained loans $ 66,042 $ 66,242 $ 25,856 $ 25,789 $ 91,898 $ 92,031 Loans by risk ratings (b) Noncriticized $ 15,691 $ 15,604 $ 18,060 $ 17,938 $ 33,751 $ 33,542 Criticized performing 225 93 800 791 1,025 884 Criticized nonaccrual 8 9 210 213 218 222 (a) There were no loans that were 90 or more days past due and still accruing interest at March 31, 2018 , and December 31, 2017 . (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. 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) March 31, December 31, Impaired loans With an allowance $ 269 $ 272 Without an allowance (a) 26 26 Total impaired loans (b)(c) $ 295 $ 298 Allowance for loan losses related to impaired loans $ 71 $ 73 Unpaid principal balance of impaired loans (d) 401 402 Impaired loans on nonaccrual status 266 268 (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 $298 million and $650 million for the three months ended March 31, 2018 and 2017 , respectively. The related interest income on impaired loans, including those on a cash basis, was not material for the three months ended March 31, 2018 and 2017 . (d) Represents the contractual amount of principal owed at March 31, 2018 , and December 31, 2017 . 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. See Note 12 of JPMorgan Chase’s 2017 Annual Report for further information on other consumer loans modified in TDRs. Other consumer loans modified in TDRs were $100 million and $102 million for the three months ended March 31, 2018 and December 31, 2017 , respectively. New TDRs, as well as the impact of these modifications were not material to the Firm for the three months ended March 31, 2018 and 2017 . Additional commitments to lend to borrowers whose loans have been modified in TDRs as of March 31, 2018 and December 31, 2017 were not material. TDRs on nonaccrual status were $71 million and $72 million for the three months ended March 31, 2018 and December 31, 2017 , respectively. Purchased credit-impaired loans For a detailed discussion of PCI loans, including the related accounting policies, see Note 12 of JPMorgan Chase ’s 2017 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 Mar 31, Dec 31, Mar 31, Dec 31, Mar 31, Dec 31, Mar 31, Dec 31, Mar 31, Dec 31, Carrying value (a) $ 10,332 $ 10,799 $ 6,259 $ 6,479 $ 2,549 $ 2,609 $ 10,365 $ 10,689 $ 29,505 $ 30,576 Loan delinquency (based on unpaid principal balance) Current $ 9,882 $ 10,272 $ 5,662 $ 5,839 $ 2,630 $ 2,640 $ 9,409 $ 9,662 $ 27,583 $ 28,413 30–149 days past due 271 356 293 336 298 381 447 547 1,309 1,620 150 or more days past due 368 392 328 327 195 176 693 689 1,584 1,584 Total loans $ 10,521 $ 11,020 $ 6,283 $ 6,502 $ 3,123 $ 3,197 $ 10,549 $ 10,898 $ 30,476 $ 31,617 % of 30+ days past due to total loans 6.07 % 6.79 % 9.88 % 10.20 % 15.79 % 17.42 % 10.81 % 11.34 % 9.49 % 10.13 % Current estimated LTV ratios (based on unpaid principal balance) (b)(c) Greater than 125% and refreshed FICO scores: Equal to or greater than 660 $ 28 $ 33 $ 3 $ 4 $ 3 $ 2 $ 5 $ 6 $ 39 $ 45 Less than 660 16 21 12 16 18 20 8 9 54 66 101% to 125% and refreshed FICO scores: Equal to or greater than 660 230 274 13 16 14 20 41 43 298 353 Less than 660 104 132 40 42 64 75 61 71 269 320 80% to 100% and refreshed FICO scores: Equal to or greater than 660 1,065 1,195 177 221 106 119 249 316 1,597 1,851 Less than 660 493 559 193 230 273 309 323 371 1,282 1,469 Lower than 80% and refreshed FICO scores: Equal to or greater than 660 5,980 6,134 3,478 3,551 893 895 6,027 6,113 16,378 16,693 Less than 660 2,054 2,095 2,063 2,103 1,608 1,608 3,391 3,499 9,116 9,305 No FICO/LTV available 551 577 304 319 144 149 444 470 1,443 1,515 Total unpaid principal balance $ 10,521 $ 11,020 $ 6,283 $ 6,502 $ 3,123 $ 3,197 $ 10,549 $ 10,898 $ 30,476 $ 31,617 Geographic region (based on unpaid principal balance) California $ 6,256 $ 6,555 $ 3,599 $ 3,716 $ 778 $ 797 $ 6,022 $ 6,225 $ 16,655 $ 17,293 Florida 1,092 1,137 409 428 291 296 850 878 2,642 2,739 New York 586 607 445 457 326 330 609 628 1,966 2,022 Washington 500 532 128 135 59 61 229 238 916 966 Illinois 262 273 196 200 158 161 243 249 859 883 New Jersey 233 242 174 178 108 110 325 336 840 866 Massachusetts 74 79 143 149 95 98 300 307 612 633 Maryland 55 57 125 129 128 132 225 232 533 550 Virginia 63 66 118 123 50 51 273 280 504 520 Arizona 193 203 100 106 58 60 151 156 502 525 All other 1,207 1,269 846 881 1,072 1,101 1,322 1,369 4,447 4,620 Total unpaid principal balance $ 10,521 $ 11,020 $ 6,283 $ 6,502 $ 3,123 $ 3,197 $ 10,549 $ 10,898 $ 30,476 $ 31,617 (a) Carrying value includes the effect of fair value adjustments that were applied to the consumer PCI portfolio at the date of acquisition. (b) 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. (c) Refreshed FICO scores represent each borrower’s most recent credit score, which is obtained by the Firm on at least a quarterly basis. Approximately 25% of the PCI home equity portfolio are senior lien loans; the remaining balance are junior lien HELOANs or HELOCs. 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 March 31, 2018 , and December 31, 2017 . Total loans Total 30+ day delinquency rate (in millions, except ratios) Mar 31, Dec 31, Mar 31, Dec 31, HELOCs: (a) Within the revolving period (b) $ 10 $ 51 10.00 % 1.96 % Beyond the revolving period (c) 7,542 7,875 4.00 4.63 HELOANs 338 360 4.14 5.28 Total $ 7,890 $ 8,286 4.02 % 4.65 % (a) In general, these HELOCs are revolving loans for a 10 -year period, after which time the HELOC converts to an interest-only loan with a balloon payment at the end of the loan’s term. (b) Substantially all undrawn HELOCs within the revolving period have been closed. (c) Includes loans modified into fixed rate amortizing loans. The table below sets forth the accretable yield activity for the Firm’s PCI consumer loans for the three months ended March 31, 2018 and 2017 , 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 March 31, 2018 2017 Beginning balance $ 11,159 $ 11,768 Accretion into interest income (328 ) (359 ) Changes in interest rates on variable-rate loans 280 116 Other changes in expected cash flows (a) (861 ) 1,597 Balance at March 31 $ 10,250 $ 13,122 Accretable yield percentage 4.78 % 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. Active and suspended foreclosure At both March 31, 2018 , and December 31, 2017 , the Firm had PCI residential real estate loans with an unpaid principal balance of $1.3 billion that were not included in REO, but were in the process of active or suspended foreclosure. Credit card loan portfolio For further information on the credit card loan portfolio, including credit quality indicators, see Note 12 of JPMorgan Chase’s 2017 Annual Report. The table below sets forth information about the Firm’s credit card loans. (in millions, except ratios) March 31, December 31, Loan delinquency Current and less than 30 days past due and still accruing $ 137,799 $ 146,704 30–89 days past due and still accruing 1,211 1,305 90 or more days past due and still accruing 1,338 1,378 Total retained credit card loans $ 140,348 $ 149,387 Loan delinquency ratios % of 30+ days past due to total retained loans 1.82 % 1.80 % % of 90+ days past du

Allowance for Credit Losses

Allowance for Credit Losses	3 Months Ended
	Mar. 31, 2018
Allowance for Credit Losses [Abstract]
Allowance for Credit Losses	Allowance for credit losses For a detailed discussion of the allowance for credit losses and the related accounting policies, see Note 13 of JPMorgan Chase ’s 2017 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. 2018 2017 Three months ended March 31, 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, $ 4,579 $ 4,884 $ 4,141 $ 13,604 5,198 $ 4,034 $ 4,544 $ 13,776 Gross charge-offs 284 1,291 65 1,640 847 1,086 26 1,959 Gross recoveries (138 ) (121 ) (46 ) (305 ) (159 ) (93 ) (53 ) (305 ) Net charge-offs 146 1,170 19 1,335 688 993 (27 ) 1,654 Write-offs of PCI loans (a) 20 — — 20 24 — — 24 Provision for loan losses 146 1,170 (189 ) 1,127 442 993 (119 ) 1,316 Other 1 — (2 ) (1 ) (2 ) — 1 (1 ) Ending balance at March 31, $ 4,560 $ 4,884 $ 3,931 $ 13,375 $ 4,926 $ 4,034 $ 4,453 $ 13,413 Allowance for loan losses by impairment methodology Asset-specific (b) $ 266 $ 393 (c) $ 474 $ 1,133 $ 300 $ 373 (c) $ 249 $ 922 Formula-based 2,089 4,491 3,457 10,037 2,339 3,661 4,204 10,204 PCI 2,205 — — 2,205 2,287 — — 2,287 Total allowance for loan losses $ 4,560 $ 4,884 $ 3,931 $ 13,375 $ 4,926 $ 4,034 $ 4,453 $ 13,413 Loans by impairment methodology Asset-specific $ 7,953 $ 1,241 $ 1,727 $ 10,921 $ 8,604 $ 1,219 $ 1,681 $ 11,504 Formula-based 335,785 139,107 410,290 885,182 317,594 133,698 384,686 835,978 PCI 29,505 — 3 29,508 34,385 — 3 34,388 Total retained loans $ 373,243 $ 140,348 $ 412,020 $ 925,611 $ 360,583 $ 134,917 $ 386,370 $ 881,870 Impaired collateral-dependent loans Net charge-offs $ 12 $ — $ — $ 12 $ 31 $ — $ 1 $ 32 Loans measured at fair value of collateral less cost to sell 2,135 — 262 2,397 2,345 — 264 2,609 Allowance for lending-related commitments Beginning balance at January 1, $ 33 $ — $ 1,035 $ 1,068 $ 26 $ — $ 1,052 $ 1,078 Provision for lending-related commitments — — 38 38 — — (1 ) (1 ) Other — — 1 1 — — — — Ending balance at March 31, $ 33 $ — $ 1,074 $ 1,107 $ 26 $ — $ 1,051 $ 1,077 Allowance for lending-related commitments by impairment methodology Asset-specific $ — $ — $ 167 $ 167 $ — $ — $ 228 $ 228 Formula-based 33 — 907 940 26 — 823 849 Total allowance for lending-related commitments $ 33 $ — $ 1,074 $ 1,107 $ 26 $ — $ 1,051 $ 1,077 Lending-related commitments by impairment methodology Asset-specific $ — $ — $ 746 $ 746 $ — $ — $ 882 $ 882 Formula-based 49,516 588,232 383,529 1,021,277 51,806 (d) 577,096 363,638 992,540 (d) Total lending-related commitments $ 49,516 $ 588,232 $ 384,275 $ 1,022,023 $ 51,806 (d) $ 577,096 $ 364,520 $ 993,422 (d) (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. (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. (d) The prior period amounts have been revised to conform with the current period presentation.

Variable Interest Entities

Variable Interest Entities	3 Months Ended
	Mar. 31, 2018
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 2017 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 originated credit card receivables 130 Mortgage securitization trusts Servicing and securitization of both originated and purchased residential mortgages 130–132 CIB Mortgage and other securitization trusts Securitization of both originated and purchased residential and commercial mortgages, and other consumer loans 130–132 Multi-seller conduits Assist clients in accessing the financial markets in a cost-efficient manner and structures transactions to meet investor needs 132 Municipal bond vehicles Financing of municipal bond investments 132 The Firm also invests in and provides financing and other services to VIEs sponsored by third parties. See page 133 of this Note for more information on the VIEs sponsored by third parties. Significant Firm-sponsored VIEs Credit card securitizations For a more detailed discussion of JPMorgan Chase’s involvement with credit card securitizations, see Note 14 of JPMorgan Chase’s 2017 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 133 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 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 14 of JPMorgan Chase’s 2017 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 (including amounts required to be held pursuant to credit risk retention rules), 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 134 of this Note for further information regarding the Firm’s cash flows with and interests retained in nonconsolidated VIEs, and page 134 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) March 31, 2018 (in millions) Total assets held by securitization VIEs Assets Assets held in nonconsolidated securitization VIEs with continuing involvement Trading assets Investment securities Other financial assets Total interests held by JPMorgan Securitization-related (a) Residential mortgage: Prime/Alt-A and option ARMs $ 67,150 $ 3,514 $ 51,840 $ 412 $ 876 $ — $ 1,288 Subprime 18,512 17 17,074 57 — — 57 Commercial and other (b) 99,298 — 69,192 766 1,079 207 2,052 Total $ 184,960 $ 3,531 $ 138,106 $ 1,235 $ 1,955 $ 207 $ 3,397 Principal amount outstanding JPMorgan Chase interest in securitized assets in nonconsolidated VIEs (c)(d)(e) December 31, 2017 (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 Investment securities Other financial assets Total interests held by JPMorgan Chase Securitization-related (a) Residential mortgage: Prime/Alt-A and option ARMs $ 68,874 $ 3,615 $ 52,280 $ 410 $ 943 $ — $ 1,353 Subprime 18,984 7 17,612 93 — — 93 Commercial and other (b) 94,905 63 63,411 745 1,133 157 2,035 Total $ 182,763 $ 3,685 $ 133,303 $ 1,248 $ 2,076 $ 157 $ 3,481 (a) Excludes U.S. government agency securitizations and re-securitizations, which are not Firm-sponsored. See page 134 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 $306 million and $31 million , respectively, at March 31, 2018 , and $88 million and $48 million , respectively, at December 31, 2017 , which the Firm purchased in connection with CIB’s secondary market-making activities. (d) Includes interests held in re-securitization transactions. (e) As of March 31, 2018 , and December 31, 2017 , 68% and 61% , respectively, of the Firm’s retained securitization interests, which are predominantly 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 of investment-grade for both periods, and $16 million and $48 million of noninvestment-grade retained interests at March 31, 2018 , and December 31, 2017 , respectively. The retained interests in commercial and other securitizations trusts consisted of $1.7 billion and $1.6 billion of investment-grade and $362 million and $412 million of noninvestment-grade retained interests at March 31, 2018 , and December 31, 2017 , 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 14 of JPMorgan Chase’s 2017 Annual Report . See the table on page 133 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 14 of JPMorgan Chase’s 2017 Annual Report . See the table on page 133 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 14 of JPMorgan Chase’s 2017 Annual Report. The following table presents the principal amount of securities transferred to re-securitization VIEs. Three months ended (in millions) 2018 2017 Transfers of securities to VIEs Agency $ 4,786 $ 3,224 The following table presents information on nonconsolidated re-securitization VIEs. Nonconsolidated re-securitization VIEs (in millions) March 31, 2018 December 31, 2017 Firm-sponsored private-label Assets held in VIEs with continuing involvement (a) $ 722 $ 783 Interest in VIEs 15 29 Agency Interest in VIEs 1,804 2,250 (a) represents the principal amount and includes the notional amount of interest-only securities. As of March 31, 2018 , and December 31, 2017 , the Firm did not consolidate any agency re-securitizations or any Firm-sponsored private-label re-securitizations. Multi-seller conduits For a more detailed description of JPMorgan Chase’s principal involvement with Firm -administered multi-seller conduits, see Note 14 of JPMorgan Chase’s 2017 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 $19.1 billion and $20.4 billion of the commercial paper issued by the Firm -administered multi-seller conduits at March 31, 2018 , and December 31, 2017 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 $10.0 billion and $8.8 billion at March 31, 2018 , and December 31, 2017 , respectively, and are reported as off-balance sheet lending-related commitments. For more information on off-balance sheet lending-related commitments, see Note 20 . Municipal bond vehicles Municipal bond vehicles or tender option bond (“TOB”) trusts allow institutions to finance their municipal bond investments at short-term rates. TOB transactions are known as Customer TOB trusts and Non-Customer TOB trusts. Customer TOB trusts are sponsored by a third party; see page 133 on this Note for further information. The Firm serves as sponsor for all Non-Customer TOB transactions. For a more detailed description of JPMorgan Chase’s Municipal bond vehicles, see Note 14 of JPMorgan Chase’s 2017 Annual Report . The Firm had no exposure to nonconsolidated Firm -sponsored municipal bond vehicles at March 31, 2018 and December 31, 2017 , respectively. See page 133 of this Note for further information on consolidated municipal bond vehicles. Consolidated VIE assets and liabilities The following table presents information on assets and liabilities related to VIEs consolidated by the Firm as of March 31, 2018 , and December 31, 2017 . Assets Liabilities March 31, 2018 (in millions) Trading assets Loans Other (c) Total assets (d) Beneficial interests in VIE assets (e) Other (f) Total liabilities VIE program type (a) Firm-sponsored credit card trusts $ — $ 31,773 $ 543 $ 32,316 $ 16,819 $ 14 $ 16,833 Firm-administered multi-seller conduits — 22,081 51 22,132 3,067 30 3,097 Municipal bond vehicles 1,203 — 3 1,206 1,247 2 1,249 Mortgage securitization entities (b) 16 3,562 50 3,628 310 191 501 Other 3 — 1,763 1,766 141 111 252 Total $ 1,222 $ 57,416 $ 2,410 $ 61,048 $ 21,584 $ 348 $ 21,932 Assets Liabilities December 31, 2017 (in millions) Trading assets Loans Other (c) Total assets (d) Beneficial interests in VIE assets (e) Other (f) Total liabilities VIE program type (a) Firm-sponsored credit card trusts $ — $ 41,923 $ 652 $ 42,575 $ 21,278 $ 16 $ 21,294 Firm-administered multi-seller conduits — 23,411 48 23,459 3,045 28 3,073 Municipal bond vehicles 1,278 — 3 1,281 1,265 2 1,267 Mortgage securitization entities (b) 66 3,661 55 3,782 359 199 558 Other 105 — 1,916 2,021 134 104 238 Total $ 1,449 $ 68,995 $ 2,674 $ 73,118 $ 26,081 $ 349 $ 26,430 (a) Excludes intercompany transactions which are eliminated in consolidation. (b) Includes residential and commercial mortgage securitizations. (c) Includes assets classified as cash and other assets on the Consolidated balance sheets. (d) The assets of the consolidated VIEs included in the program types above are used to settle the liabilities of those entities. The assets and liabilities include third-party assets and liabilities of consolidated VIEs and exclude intercompany balances that eliminate in consolidation. (e) The interest-bearing beneficial interest liabilities issued by consolidated VIEs are classified in the line item on the Consolidated balance sheets titled, “Beneficial interests issued by consolidated variable interest entities.” The holders of these beneficial interests generally do not have recourse to the general credit of JPMorgan Chase . For conduits program-wide credit enhancements, see note 14 of JPMorgan Chase’s 2017 Annual Report. Included in beneficial interests in VIE assets are long-term beneficial interests of $17.3 billion and $21.8 billion at March 31, 2018 , and December 31, 2017 , respectively. (f) Includes liabilities classified as accounts payable and other liabilities on the Consolidated balance sheets. 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 generally does not consolidate the VIE, but it 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. Tax credit vehicles The Firm holds investments in unconsolidated tax credit vehicles, which are limited partnerships and similar entities that construct, own and operate affordable housing, wind, solar and other alternative energy projects. These entities are primarily considered VIEs. A third party is typically the general partner or managing member and has control over the significant activities of the tax credit vehicles, and accordingly the Firm does not consolidate tax credit vehicles. The Firm generally invests in these partnerships as a limited partner and earns a return primarily through the receipt of tax credits allocated to the projects. The maximum loss exposure, represented by equity investments and funding commitments, was $12.9 billion and $13.4 billion , of which $2.9 billion and $3.2 billion was unfunded at March 31, 2018 and December 31, 2017 respectively. In order to reduce the risk of loss, the Firm assesses each project and withholds varying amounts of its capital investment until qualification of the project for tax credits. For further information on affordable housing tax credits, see Note 24 of JPMorgan Chase’s 2017 Annual Report. For more information on off-balance sheet lending-related commitments, see Note 20 of this Form 10-Q. Customer municipal bond vehicles (TOB trusts) The Firm may provide various services to Customer TOB trusts, including remarketing agent, liquidity or tender option provider. In certain Customer TOB transactions, the Firm, as liquidity provider, has entered into a reimbursement agreement with the Residual holder. In those transactions, upon the termination of the vehicle, the Firm has recourse to the third party Residual holders for any shortfall. The Firm does not have any intent to protect Residual holders from potential losses on any of the underlying municipal bonds. The Firm does not consolidate Customer TOB trusts, since the Firm does not have the power to make decisions that significantly impact the economic performance of the municipal bond vehicle. The Firm’s maximum exposure as a liquidity provider to Customer TOB trusts at both March 31, 2018 and December 31, 2017 was $5.3 billion . The fair value of assets held by such VIEs at March 31, 2018 and December 31, 2017 , was $9.0 billion and $9.2 billion , respectively. For more information on off-balance sheet lending-related commitments, see Note 20 . Loan securitizations The Firm has securitized and sold a variety of loans, including residential mortgage, credit card, and commercial mortgage. For a further description of the Firm’s accounting policies regarding securitizations, see Note 14 of JPMorgan Chase’s 2017 Annual Report . Securitization activity The following table provides information related to the Firm’s securitization activities for the three months ended March 31, 2018 and 2017 , related to assets held in Firm -sponsored securitization entities that were not consolidated by the Firm, and where sale accounting was achieved at the time of the securitization. Three months ended March 31, 2018 2017 (in millions) Residential mortgage (d) Commercial and other (e) Residential mortgage (d) Commercial and other (e) Principal securitized $ 1,330 $ 2,991 $ 1,029 $ 1,315 All cash flows during the period (a) : Proceeds received from loan sales as financial instruments (b) $ 1,338 $ 2,991 $ 1,035 $ 1,348 Servicing fees collected 126 1 133 1 Purchases of previously transferred financial assets (or the underlying collateral) (c) — — — — Cash flows received on interests 92 47 131 335 (a) Excludes re-securitization transactions. (b) predominantly includes Level 2 assets. (c) Includes cash paid by the Firm to reacquire assets from off–balance sheet, nonconsolidated entities – for example, loan repurchases due to representation and warranties and servicer “clean-up” calls. (d) Includes prime, Alt-A, subprime, and option ARMs. Excludes certain loan securitization transactions entered into with Ginnie Mae, Fannie Mae and Freddie Mac. (e) Includes commercial mortgage and other consumer loans. 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 20 of this Form 10-Q, and Note 27 of JPMorgan Chase’s 2017 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 March 31, (in millions) 2018 2017 Carrying value of loans sold $ 8,760 $ 17,169 Proceeds received from loan sales as cash — 9 Proceeds from loan sales as securities (a) 8,619 16,987 Total proceeds received from loan sales (b) $ 8,619 $ 16,996 Gains on loan sales (c)(d) $ 14 $ 31 (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 . 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 March 31, 2018 and December 31, 2017 . Substantially all of these loans and real estate are insured or guaranteed by U.S. government agencies. (in millions) March 31, 2018 Dec 31, Loans repurchased or option to repurchase (a) $ 8,735 $ 8,629 Real estate owned 94 95 Foreclosed government-guaranteed residential mortgage loans (b) 490 527 (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 March 31, 2018 , and December 31, 2017 . Net liquidation losses (a) Securitized assets 90 days past due Three months ended March 31, (in millions) Mar 31, Dec 31, Mar 31, Dec 31, 2018 2017 Securitized loans Residential mortgage: Prime / Alt-A & option ARMs $ 51,840 $ 52,280 $ 4,562 $ 4,870 $ 102 $ 212 Subprime 17,074 17,612 3,181 3,276 (602 ) 175 Commercial and other 69,192 63,411 736 957 27 52 Total loans securitized $ 138,106 $ 133,303 $ 8,479 $ 9,103 $ (473 ) $ 439 (a) Includes liquidation gains as a result of private label mortgage settlement payments during the first quarter of 2018, which were reflected as asset recoveries by trustees.

Goodwill and Mortgage Servicing

Goodwill and Mortgage Servicing Rights	3 Months Ended
	Mar. 31, 2018
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 15 of JPMorgan Chase ’s 2017 Annual Report . Goodwill The following table presents goodwill attributed to the business segments. (in millions) March 31, December 31, Consumer & Community Banking $ 31,006 $ 31,013 Corporate & Investment Bank 6,775 6,776 Commercial Banking 2,860 2,860 Asset & Wealth Management 6,858 6,858 Total goodwill $ 47,499 $ 47,507 The following table presents changes in the carrying amount of goodwill. Three months ended March 31, (in millions) 2018 2017 Balance at beginning of period $ 47,507 $ 47,288 Changes during the period from: Business combinations (1 ) — Dispositions — — Other (a) (7 ) 4 Balance at March 31, $ 47,499 $ 47,292 (a) Includes foreign currency remeasurement and other adjustments. Goodwill Impairment testing For a 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 244–245 of JPMorgan Chase ’s 2017 Annual Report . Goodwill was not impaired at March 31, 2018 , or December 31, 2017 , nor was goodwill written off due to impairment during the three months ended March 31, 2018 or 2017 . Declines in business performance, increases in credit losses, increases in equity capital requirements, as well as deterioration in economic or market conditions, 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 s 2 and 15 of JPMorgan Chase ’s 2017 Annual Report . The following table summarizes MSR activity for the three months ended March 31, 2018 and 2017 . As of or for the three months (in millions, except where otherwise noted) 2018 2017 Fair value at beginning of period $ 6,030 $ 6,096 MSR activity: Originations of MSRs 176 217 Purchase of MSRs 67 — Disposition of MSRs (a) (295 ) (71 ) Net additions/(dispositions) (52 ) 146 Changes due to collection/realization of expected cash flows (160 ) (206 ) Changes in valuation due to inputs and assumptions: Changes due to market interest rates and other (b) 382 57 Changes in valuation due to other inputs and assumptions: Projected cash flows (e.g., cost to service) — 12 Discount rates 24 (12 ) Prepayment model changes and other (c) (22 ) (14 ) Total changes in valuation due to other inputs and assumptions 2 (14 ) Total changes in valuation due to inputs and assumptions 384 43 Fair value at March 31, $ 6,202 $ 6,079 Change in unrealized gains/(losses) included in income related to MSRs held at March 31, $ 384 $ 43 Contractual service fees, late fees and other ancillary fees included in income 465 487 Third-party mortgage loans serviced at March 31, (in billions) 540 584 Net servicer advances at March 31, (in billions) (d) 3.6 4.4 (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 months ended March 31, 2018 and 2017 . Three months ended March 31, (in millions) 2018 2017 CCB mortgage fees and related income Net production revenue $ 95 $ 141 Net mortgage servicing revenue: Operating revenue: Loan servicing revenue 513 522 Changes in MSR asset fair value due to collection/realization of expected cash flows (160 ) (205 ) Total operating revenue 353 317 Risk management: Changes in MSR asset fair value due to market interest rates and other (a) 382 57 Other changes in MSR asset fair value due to other inputs and assumptions in model (b) 2 (14 ) Change in derivative fair value and other (367 ) (95 ) Total risk management 17 (52 ) Total net mortgage servicing revenue 370 265 Total CCB mortgage fees and related income 465 406 All other — — Mortgage fees and related income $ 465 $ 406 (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 March 31, 2018 , and December 31, 2017 , and outlines hypothetical sensitivities of those fair values to immediate adverse changes in those assumptions, as defined below. (in millions, except rates) Mar 31, Dec 31, Weighted-average prepayment speed assumption (“CPR”) 8.56 % 9.35 % Impact on fair value of 10% adverse change $ (202 ) $ (221 ) Impact on fair value of 20% adverse change (392 ) (427 ) Weighted-average option adjusted spread 8.77 % 9.04 % Impact on fair value of a 100 basis point adverse change $ (246 ) $ (250 ) Impact on fair value of a 200 basis point adverse change (473 ) (481 ) CPR: Constant prepayment rate. Changes in fair value based on variation in assumptions generally cannot be easily extrapolated, because the relationship of the change in the assumptions to the change in fair value are often highly interrelated and may not be linear. In this table, the effect that a change in a particular assumption may have on the fair value is calculated without changing any other assumption. In reality, changes in one factor may result in changes in another, which would either magnify or counteract the impact of the initial change.

Deposits

Deposits	3 Months Ended
	Mar. 31, 2018
Deposits [Abstract]
Deposits	Deposits For a detailed discussion on deposits, see Note 17 of JPMorgan Chase’s 2017 Annual Report. At March 31, 2018 , and December 31, 2017 , noninterest-bearing and interest-bearing deposits were as follows. (in millions) March 31, December 31, 2017 U.S. offices Noninterest-bearing $ 397,856 $ 393,645 Interest-bearing (included $14,765 and $14,947 at fair value) (a) 825,223 793,618 Total deposits in U.S. offices 1,223,079 1,187,263 Non-U.S. offices Noninterest-bearing 17,019 15,576 Interest-bearing (included $5,405 and $6,374 at fair value) (a) 246,863 241,143 Total deposits in non-U.S. offices 263,882 256,719 Total deposits $ 1,486,961 $ 1,443,982 (a) Includes structured notes classified as deposits for which the fair value option has been elected. For a further discussion, see Note 3 of JPMorgan Chase’s 2017 Annual Report .

Earnings per Share

Earnings per Share	3 Months Ended
	Mar. 31, 2018
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 22 of JPMorgan Chase ’s 2017 Annual Report . The following table presents the calculation of basic and diluted EPS for the three months ended March 31, 2018 and 2017 . (in millions, except per share amounts) Three months ended 2018 2017 Basic earnings per share Net income $ 8,712 $ 6,448 Less: Preferred stock dividends 409 412 Net income applicable to common equity 8,303 6,036 Less: Dividends and undistributed earnings allocated to participating securities 65 61 Net income applicable to common stockholders $ 8,238 $ 5,975 Total weighted-average basic shares outstanding 3,458.3 3,601.7 Net income per share $ 2.38 $ 1.66 Diluted earnings per share Net income applicable to common stockholders $ 8,238 $ 5,975 Total weighted-average basic shares outstanding 3,458.3 3,601.7 Add: Employee stock options, SARs, warrants and unvested PSUs 21.2 28.7 Total weighted-average diluted shares outstanding 3,479.5 3,630.4 Net income per share $ 2.37 $ 1.65

Accumulated Other Comprehensive

Accumulated Other Comprehensive Income/(Loss)	3 Months Ended
	Mar. 31, 2018
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), fair value changes of excluded components on fair value hedges, 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 Translation adjustments, net of hedges Fair value hedges (b) Cash flow hedges Defined benefit DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at January 1, 2018 $ 2,164 $ (470 ) $ — $ 76 $ (1,521 ) $ (368 ) $ (119 ) Cumulative effect of changes in accounting principles: (a) Premium amortization on purchased callable debt securities 261 — — — — — 261 Hedge accounting 169 — (54 ) — — — 115 Reclassification of certain tax effects from AOCI 466 (277 ) — 16 (414 ) (79 ) (288 ) Net change (1,234 ) 27 (40 ) (73 ) 21 267 (1,032 ) Balance at March 31, 2018 $ 1,826 $ (720 ) $ (94 ) $ 19 $ (1,914 ) $ (180 ) $ (1,063 ) As of or for the three months ended Unrealized Translation adjustments, net of hedges Fair value hedges Cash flow hedges Defined benefit pension and DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at January 1, 2017 $ 1,524 $ (164 ) NA $ (100 ) $ (2,259 ) $ (176 ) $ (1,175 ) Net change 238 7 NA 91 (15 ) (69 ) 252 Balance at March 31, 2017 $ 1,762 $ (157 ) NA $ (9 ) $ (2,274 ) $ (245 ) $ (923 ) (a) Represents the adjustment to AOCI as a result of the new accounting standards in the first quarter of 2018. For additional information, see Note 1. (b) Represents changes in fair value of cross-currency swaps attributable to changes in cross-currency basis spreads, which are excluded from the assessment of hedge effectiveness and recorded in other comprehensive income. The initial cost of cross-currency basis spreads is recognized in earnings as part of the accrual of interest on the cross currency swap. The following table presents the pre-tax and after-tax changes in the components of OCI. 2018 2017 Three months ended March 31, (in millions) Pre-tax Tax effect After-tax Pre-tax Tax effect After-tax Unrealized gains/(losses) on debt investment securities: Net unrealized gains/(losses) arising during the period $ (1,858 ) $ 437 $ (1,421 ) $ 367 $ (131 ) $ 236 Reclassification adjustment for realized (gains)/losses included in net income (a) 245 (58 ) 187 3 (1 ) 2 Net change (1,613 ) 379 (1,234 ) 370 (132 ) 238 Translation adjustments (b) : Translation 389 (65 ) 324 582 (225 ) 357 Hedges (389 ) 92 (297 ) (556 ) 206 (350 ) Net change — 27 27 26 (19 ) 7 Fair value hedges, net change (c) : (52 ) 12 (40 ) NA NA NA Cash flow hedges: Net unrealized gains/(losses) arising during the period (44 ) 11 (33 ) 59 (21 ) 38 Reclassification adjustment for realized (gains)/losses included in net income (d) (52 ) 12 (40 ) 85 (32 ) 53 Net change (96 ) 23 (73 ) 144 (53 ) 91 Defined benefit pension and OPEB plans: Net gains/(losses) arising during the period 23 (6 ) 17 (58 ) 21 (37 ) Reclassification adjustments included in net income (e) : Amortization of net loss 26 (6 ) 20 62 (23 ) 39 Prior service costs/(credits) (6 ) 1 (5 ) (9 ) 3 (6 ) Settlement (gain)/loss — — — (3 ) 1 (2 ) Foreign exchange and other (19 ) 8 (11 ) (7 ) (2 ) (9 ) Net change 24 (3 ) 21 (15 ) — (15 ) DVA on fair value option elected liabilities, net change: 350 (83 ) 267 (107 ) 38 (69 ) Total other comprehensive income/(loss) $ (1,387 ) $ 355 $ (1,032 ) $ 418 $ (166 ) $ 252 (a) The pre-tax amount is reported in investment securities 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) Represents changes in fair value of cross-currency swaps attributable to changes in cross-currency basis spreads, which are excluded from the assessment of hedge effectiveness and recorded in other comprehensive income. The initial cost of cross-currency basis spreads is recognized in earnings as part of the accrual of interest on the cross currency swap. (d) The pre-tax amounts are predominantly recorded in noninterest revenue, net interest income and compensation expense in the Consolidated statements of income. (e) The pre-tax amount is reported in other expense in the Consolidated statements of income.

Restricted Cash and Other Restr

Restricted Cash and Other Restricted Assets	3 Months Ended
	Mar. 31, 2018
Cash and Cash Equivalents [Abstract]
Restricted Cash and Other Restricted Assets	Restricted cash and other restricted assets For a detailed discussion of the Firm’s restricted cash and other restricted assets, see Note 25 of JPMorgan Chase’s 2017 Annual Report. As a result of the adoption of the restricted cash accounting guidance, restricted cash is included with unrestricted cash when reconciling the beginning and ending cash balances on the Consolidated statements of cash flows. The following table presents the components of the Firm’s restricted cash: (in billions) March 31, December 31, 2017 Cash reserves – Federal Reserve Banks (a) $ 22.6 $ 25.7 Segregated for the benefit of securities and futures brokerage customers 18.7 16.8 Cash reserves at non-U.S. central banks and held for other general purposes 3.1 3.3 Total restricted cash (b) $ 44.4 $ 45.8 (a) Average cash reserves were $24.5 billion and $26.2 billion for the three months ended March 31, 2018 and December 31, 2017 , respectively. (b) Comprises $43.1 billion and $44.8 billion in deposits with banks, and $1.3 billion and $1.0 billion in cash and due from banks on the Consolidated balance sheets as of March 31, 2018 and December 31, 2017 , respectively. Also, as of March 31, 2018 and December 31, 2017 , the Firm had: • Cash and securities pledged with clearing organizations for the benefit of customers of $17.6 billion and $18.0 billion , respectively. • Securities with a fair value of $5.8 billion and $3.5 billion , respectively, were also restricted in relation to customer activity.

Regulatory Capital

Regulatory Capital	3 Months Ended
	Mar. 31, 2018
Banking and Thrift [Abstract]
Regulatory Capital	Regulatory capital For a detailed discussion on regulatory capital, see Note 26 of JPMorgan Chase’s 2017 Annual Report. 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 insured depository institutions (“IDI”), including JPMorgan Chase Bank, N.A. and Chase Bank USA, N.A. Under the risk-based capital guidelines of the Federal Reserve, JPMorgan Chase is required to maintain minimum ratios for CET1, Tier 1, Total, Tier 1 leverage and the SLR. Failure to meet these minimum requirements could cause the Federal Reserve to take action. IDI subsidiaries are also subject to these capital requirements by their respective primary regulators. The following table represents the minimum and well-capitalized ratios to which the Firm and its IDI subsidiaries were subject as of March 31, 2018 . Minimum capital ratios Well-capitalized ratios BHC (a)(e) IDI (b)(e) BHC (c) IDI (d) Capital ratios CET1 9.0 % 6.375 % — % 6.5 % Tier 1 10.5 7.875 6.0 8.0 Total 12.5 9.875 10.0 10.0 Tier 1 leverage 4.0 4.0 5.0 5.0 SLR 5.0 6.0 — 6.0 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 IDI subsidiaries are subject. (a) Represents the Transitional minimum capital ratios applicable to the Firm under Basel III at March 31, 2018 . At March 31, 2018 , the CET1 minimum capital ratio includes 1.875% resulting from the phase in of the Firm’s 2.5% capital conservation buffer and 2.625% , resulting from the phase in of the Firm’s 3.5% GSIB surcharge. (b) Represents requirements for JPMorgan Chase ’s IDI subsidiaries. The CET1 minimum capital ratio includes 1.875% resulting from the phase in of the 2.5% capital conservation buffer that is applicable to the IDI subsidiaries. The IDI 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 IDI subsidiaries pursuant to regulations issued under the FDIC Improvement Act. (e) For the period ended December 31, 2017 , the CET1, Tier 1, Total and Tier 1 leverage minimum capital ratios applicable to the Firm were 7.5% , 9.0% , 11.0% and 4.0% , and the CET1, Tier 1, Total and Tier 1 leverage minimum capital ratios applicable to the Firm’s IDI subsidiaries were 5.75% , 7.25% , 9.25% and 4.0% , respectively. The following tables present the risk-based and leverage-based capital metrics for JPMorgan Chase and its significant IDI subsidiaries under both the Basel III Standardized and Basel III Advanced Approaches. As of March 31, 2018 , and December 31, 2017 , JPMorgan Chase and all of its IDI subsidiaries were well-capitalized and met all capital requirements to which each was subject. March 31, 2018 (in millions, except ratios) Basel III Standardized Transitional Basel III Advanced Transitional JPMorgan Chase & Co. JPMorgan Chase Bank, N.A. Chase Bank USA, N.A. JPMorgan Chase & Co. JPMorgan Chase Bank, N.A. Chase Bank USA, N.A. Regulatory capital CET1 capital $ 183,655 $ 187,903 $ 21,905 $ 183,655 $ 187,903 $ 21,905 Tier 1 capital (a) 209,296 187,903 21,905 209,296 187,903 21,905 Total capital 238,326 199,271 27,850 228,320 193,099 26,505 Assets Risk-weighted 1,552,952 1,382,770 105,610 1,466,095 1,260,775 185,468 Adjusted average (b) 2,539,183 2,136,238 120,490 2,539,183 2,136,238 120,490 Capital ratios (c) CET1 11.8 % 13.6 % 20.7 % 12.5 % 14.9 % 11.8 % Tier 1 (a) 13.5 13.6 20.7 14.3 14.9 11.8 Total 15.3 14.4 26.4 15.6 15.3 14.3 Tier 1 leverage (d) 8.2 8.8 18.2 8.2 8.8 18.2 December 31, 2017 (in millions, except ratios) Basel III Standardized Transitional Basel III Advanced Transitional JPMorgan Chase & Co. JPMorgan Chase Bank, N.A. Chase Bank USA, N.A. JPMorgan Chase & Co. JPMorgan Chase Bank, N.A. Chase Bank USA, N.A. Regulatory capital CET1 capital $ 183,300 $ 184,375 $ 21,600 $ 183,300 $ 184,375 $ 21,600 Tier 1 capital (a) 208,644 184,375 21,600 208,644 184,375 21,600 Total capital 238,395 195,839 27,691 227,933 189,510 (e) 26,250 Assets Risk-weighted 1,499,506 1,338,970 (e) 113,108 1,435,825 1,241,916 (e) 190,523 Adjusted average (b) 2,514,270 2,116,031 126,517 2,514,270 2,116,031 126,517 Capital ratios (c) CET1 12.2 % 13.8 % 19.1 % 12.8 % 14.8 % (e) 11.3 % Tier 1 (a) 13.9 13.8 19.1 14.5 14.8 (e) 11.3 Total 15.9 14.6 (e) 24.5 15.9 15.3 (e) 13.8 Tier 1 leverage (d) 8.3 8.7 17.1 8.3 8.7 17.1 (a) Includes the deduction associated with the permissible holdings of covered funds (as defined by the Volcker Rule) for JPMorgan Chase & Co. and JPMorgan Chase Bank, N.A. The deduction was not material as of March 31, 2018 and December 31, 2017 . (b) Adjusted average assets, for purposes of calculating the Tier 1 leverage ratio, includes total quarterly average assets adjusted for on-balance sheet assets that are subject to deduction from Tier 1 capital, predominantly goodwill and other intangible assets. (c) For each of the risk-based capital ratios, the capital adequacy of the Firm and its IDI 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. (e) The prior period amounts have been revised to conform with the current period presentation. March 31, 2018 December 31, 2017 Basel III Advanced Fully Phased-In Basel III Advanced Transitional (in millions, except ratios) JPMorgan Chase & Co. JPMorgan Chase Bank, N.A. Chase Bank USA, N.A. JPMorgan Chase & Co. JPMorgan Chase Bank, N.A. Chase Bank USA, N.A. Total leverage exposure (a) $ 3,234,103 $ 2,799,403 $ 177,666 $ 3,204,463 $ 2,775,041 $ 182,803 SLR (a) 6.5 % 6.7 % 12.3 % 6.5 % 6.6 % 11.8 % (a) Effective January 1, 2018, the SLR was fully phased-in under Basel III. Prior period amounts were calculated under the Basel III Transitional rules.

Off-balance Sheet Lending-relat

Off-balance Sheet Lending-related Financial Instruments, Guarantees, and Other Commitments	3 Months Ended
	Mar. 31, 2018
Off-Balance Sheet Lending-Related Financial Instruments, Guarantees and Other Commitments [Abstract]
Off-balance Sheet Lending-related Financial Instruments, Guarantees, and Other Commitments	Off–balance sheet lending-related financial instruments, guarantees, and other commitments JPMorgan Chase provides lending-related financial instruments (e.g., commitments and guarantees) to meet the financing needs of its customers. The contractual amount of these financial instruments represents the maximum possible credit risk to the Firm should the counterparty draw upon the commitment or the Firm be required to fulfill its obligation under the guarantee, and should the counterparty subsequently fail to perform according to the terms of the contract. Most of these commitments and guarantees are refinanced, extended, cancelled, or expire without being drawn or a default occurring. As a result, the total contractual amount of these instruments is not, in the Firm’s view, representative of its expected future credit exposure or funding requirements. For a further discussion of lending-related commitments and guarantees, and the Firm’s related accounting policies, see Note 27 of JPMorgan Chase ’s 2017 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 March 31, 2018 , and December 31, 2017 . The amounts in the table below for credit card and home equity lending-related commitments represent the total available credit for these products. The Firm has not experienced, and does not anticipate, that all available lines of credit for these products will be utilized at the same time. The Firm can reduce or cancel credit card lines of credit by providing the borrower notice or, in some cases as permitted by law, without notice. In addition, the Firm typically closes credit card lines when the borrower is 60 days or more past due. The Firm may reduce or close HELOCs when there are significant decreases in the value of the underlying property, or when there has been a demonstrable decline in the creditworthiness of the borrower. Off–balance sheet lending-related financial instruments, guarantees and other commitments Contractual amount Carrying value (g) March 31, 2018 Dec 31, Mar 31, 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 $ 1,712 $ 1,245 $ 1,439 $ 16,177 $ 20,573 $ 20,360 $ 12 $ 12 Residential mortgage (a) 6,661 — — 13 6,674 5,736 — — Auto 7,652 848 219 65 8,784 9,255 2 2 Consumer & Business Banking 11,957 903 106 519 13,485 13,202 19 19 Total consumer, excluding credit card 27,982 2,996 1,764 16,774 49,516 48,553 33 33 Credit card 588,232 — — — 588,232 572,831 — — Total consumer (b) 616,214 2,996 1,764 16,774 637,748 621,384 33 33 Wholesale: Other unfunded commitments to extend credit (c) 68,984 130,836 139,583 7,115 346,518 331,160 870 840 Standby letters of credit and other financial guarantees (c) 15,543 10,086 7,241 1,932 34,802 35,226 719 636 Other letters of credit (c) 2,739 82 134 — 2,955 3,712 4 3 Total wholesale (d) 87,266 141,004 146,958 9,047 384,275 370,098 1,593 1,479 Total lending-related $ 703,480 $ 144,000 $ 148,722 $ 25,821 $ 1,022,023 $ 991,482 $ 1,626 $ 1,512 Other guarantees and commitments Securities lending indemnification agreements and guarantees (e) $ 216,863 $ — $ — $ — $ 216,863 $ 179,490 $ — $ — Derivatives qualifying as guarantees 2,391 326 12,421 40,178 55,316 57,174 427 304 Unsettled reverse repurchase and securities borrowing agreements 128,774 — — — 128,774 76,859 — — Unsettled repurchase and securities lending agreements 90,034 — — — 90,034 44,205 — — Loan sale and securitization-related indemnifications: Mortgage repurchase liability NA NA NA NA NA NA 111 111 Loans sold with recourse NA NA NA NA 1,136 1,169 36 38 Other guarantees and commitments (f) 9,791 1,118 166 3,174 14,249 11,867 (584 ) (76 ) (a) Includes certain commitments to purchase loans from correspondents. (b) Predominantly all consumer lending-related commitments are in the U.S. (c) At March 31, 2018 , and December 31, 2017 , reflected the contractual amount net of risk participations totaling $334 million for both periods, for other unfunded commitments to extend credit; $10.8 billion and $10.4 billion , respectively, for standby letters of credit and other financial guarantees; and $330 million and $405 million , respectively, for other letters of credit. In regulatory filings with the Federal Reserve these commitments are shown gross of risk participations. (d) At March 31, 2018 , and December 31, 2017 , the U.S. portion of the contractual amount of total wholesale lending-related commitments was 76% and 77% , respectively. (e) At March 31, 2018 , and December 31, 2017 , collateral held by the Firm in support of securities lending indemnification agreements was $226.5 billion and $188.7 billion , respectively. Securities lending collateral primarily consists of cash and securities issued by governments that are members of G7 and U.S. government agencies. (f) At March 31, 2018 , and December 31, 2017 , primarily includes letters of credit hedged by derivative transactions and managed on a market risk basis, unfunded commitments related to institutional lending and commitments associated with the Firm’s membership in certain clearing houses. Additionally, includes unfunded commitments predominantly related to certain tax-oriented equity investments. (g) 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 both March 31, 2018 , and December 31, 2017 , the secured clearance advance facility maximum outstanding commitment amount was $1.5 billion . 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 client or 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 March 31, 2018 , and December 31, 2017 . Standby letters of credit, other financial guarantees and other letters of credit March 31, 2018 December 31, 2017 (in millions) Standby letters of Other letters of credit Standby letters of Other letters of credit Investment-grade (a) $ 28,048 $ 2,101 $ 28,492 $ 2,646 Noninvestment-grade (a) 6,754 854 6,734 1,066 Total contractual amount $ 34,802 $ 2,955 $ 35,226 $ 3,712 Allowance for lending-related commitments $ 200 $ 4 $ 192 $ 3 Guarantee liability 519 — 444 — Total carrying value $ 719 $ 4 $ 636 $ 3 Commitments with collateral $ 16,766 $ 681 $ 17,421 $ 878 (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 27 of JPMorgan Chase’s 2017 Annual Report. The following table summarizes the derivatives qualifying as guarantees as of March 31, 2018 , and December 31, 2017 . (in millions) March 31, 2018 December 31, 2017 Notional amounts Derivative guarantees 55,316 57,174 Stable value contracts with contractually limited exposure 28,453 29,104 Maximum exposure of stable value contracts with contractually limited exposure 2,945 3,053 Fair value Derivative payables 427 304 Derivative receivables — — 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 mortgage loans and/or indemnify the loan purchaser if such representations and warranties are breached by the Firm. Further, although the Firm’s securitizations are predominantly nonrecourse, the Firm does provide recourse servicing in certain limited cases where it agrees to share credit risk with the owner of the mortgage loans. For additional information, see Note 27 of JPMorgan Chase’s 2017 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 22 of this Form 10-Q and Note 29 of JPMorgan Chase’s 2017 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	3 Months Ended
	Mar. 31, 2018
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 28 of JPMorgan Chase’s 2017 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) March 31, 2018 December 31, Assets that may be sold or repledged or otherwise used by secured parties $ 143.7 $ 129.6 Assets that may not be sold or repledged or otherwise used by secured parties 72.4 67.9 Assets pledged at Federal Reserve banks and FHLBs 487.9 493.7 Total assets pledged $ 704.0 $ 691.2 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 19 of JPMorgan Chase’s 2017 Annual Report. Collateral The Firm accepts financial assets as collateral that it is permitted to sell or repledge, deliver or otherwise use. This collateral is generally obtained under resale agreements, securities borrowing agreements, customer margin loans and derivative agreements. Collateral is 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) March 31, 2018 December 31, Collateral permitted to be sold or repledged, delivered, or otherwise used $ 1,093.6 $ 968.8 Collateral sold, repledged, delivered or otherwise used 873.5 775.3

Litigation

Litigation	3 Months Ended
	Mar. 31, 2018
Litigation [Abstract]
Litigation	Litigation Contingencies As of March 31, 2018 , 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 $1.7 billion at March 31, 2018 . 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 (if any) 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 and working to resolve 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 and a term of probation ending in January 2020. The Department of Labor has granted the Firm a five -year exemption of disqualification 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”) until January 2023. The Firm will need to reapply in due course for a further exemption to cover the remainder of the ten -year disqualification period. 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 is conducting civil proceedings concerning that matter. 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. That agreement has been preliminarily approved by the Court and a final approval hearing is scheduled for May 2018. Certain members of the settlement class have filed requests to the Court to be excluded from the class. The District Court has dismissed one of the ERISA actions, and the plaintiffs have filed an appeal. The District Court has also dismissed the indirect purchaser action, and the plaintiffs have sought leave to replead their complaint. The consumer action and a second ERISA action remain pending in the District Court. 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 was issued in September 2017. The Bankruptcy Court found that 33 of the 40 representative assets are fixtures and that these fixtures generally should be valued on a “going concern” basis. The Creditors Committee is seeking leave to appeal the Bankruptcy Court’s ruling that the fixtures should be valued on a “going concern” basis rather than on a liquidation basis. In addition, certain Term Loan lenders filed cross-claims in the Bankruptcy Court against JPMorgan Chase Bank, N.A. seeking indemnification and asserting various claims. The parties are engaged in mediation concerning, among other things, the characterization and value of the remaining additional collateral, in light of the Bankruptcy Court’s ruling regarding the representative assets, as well as other issues, including the cross-claims. Hopper Estate Litigation. The Firm is a defendant in an action in connection with its role as an independent administrator of an estate. The plaintiffs sought in excess of $7 million in compensatory damages, primarily relating to attorneys’ fees incurred by the plaintiffs. After a trial in probate court in Dallas, Texas that ended in September 2017, the jury returned a verdict against the Firm, awarding plaintiffs their full compensatory damages and multiple billions in punitive damages. In light of legal limitations on the availability of damages, the plaintiffs moved for judgment in the total amount of approximately $91 million , including punitive damages. The Firm has entered into a settlement in principle with two of the plaintiffs. Pending before the Court is the remaining plaintiff’s request that the Court enter judgment for up to $14 million and the Firm’s request that the court enter judgment wholly in its favor or, alternatively, that it limit the award to less than $8 million . 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 and enacted respective rules in violation of antitrust laws. The parties settled 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 8 months to be measured from a date within 60 days of the end of the opt-out period. The settlement 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. In March 2017, the U.S. Supreme Court declined petitions seeking review of the decision of the Court of Appeals. The case has been remanded to the District Court for further proceedings consistent with the appellate decision. The parties are engaged in an ongoing mediation process. 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. Commodity Futures Trading Commission (“CFTC”) and various state attorneys general, as well as the European Commission (“EC”), 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 was 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”) during similar time periods, 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, including through 2012. The Firm continues to cooperate with these ongoing investigations, and is currently engaged in discussions with the CFTC about resolving its U.S. dollar ISDAFIX-related investigation with respect to the Firm. There is no assurance that such discussions will result in a settlement. 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 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 various benchmark rates by submitting rates that were artificially low or high. Plaintiffs allege that they transacted in loans, derivatives or other financial instruments whose values are affected by changes in these rates 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 a putative class action related to Swiss franc LIBOR, and that settlement remains subject to final court approval. In an action related to EURIBOR, 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 actions related to U.S. dollar LIBOR, the District Court dismissed certain claims, including antitrust claims brought by some plaintiffs whom the District Court found did not have standing to assert such claims, and permitted antitrust claims, claims under the Commodity Exchange Act and common law claims to proceed. The plaintiffs whose antitrust claims were dismissed for lack of standing have filed an appeal. In January 2018, the Firm agreed to settle a putative class action related to exchange-traded Eurodollar futures contracts. This settlement is subject to further documentation and court approval. In February 2018, the District Court (i) granted class certification with respect to certain antitrust claims related to bonds and interest rate swaps sold directly by the defendants, (ii) denied class certification with respect to state common law claims brought by the holders of those bonds and swaps and (iii) denied class certification with respect to two other putative class actions related to exchange-traded Eurodollar futures contracts and LIBOR-based loans held by plaintiff lending institutions. The Firm and another defendant have petitioned for leave to appeal the class certification of the antitrust claims related to bonds and swaps, and the two class plaintiffs whose class certification motions were denied have also petitioned for leave to appeal. In an action related to the Singapore Interbank Offered Rate and the Singapore Swap Offer Rate, the District Court dismissed without prejudice all claims except a single antitrust claim, and dismissed without prejudice all defendants except the Firm, Bank of America and Citibank. The plaintiffs filed an amended complaint in September 2017, which the Firm and other defendants have moved to dismiss. 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. In April 2016, the Firm settled this litigation, along with certain other banks. Those settlements have been preliminarily approved by the Court. 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. Issuer Litigation – Individual Purchaser Actions . 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 has resolved all of the actions brought by trustees and/or securities administrators of various MBS trusts on behalf of purchasers of securities issued by those trusts, and those settlements have been approved by the relevant courts. 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 was filed in California federal court in 2013. 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. The motion by the defendants to dismiss is pending. 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 $3.0 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”), were 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 were brought by a court-appointed receiver for Petters and the trustees in bankruptcy proceedings for three Petters entities. These actions generally sought 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. In October 2017, JPMorgan Chase and its affiliates reached an agreement to settle the litigation brought by the Petters bankruptcy trustees, or their successors, and the receiver for Thomas J. Petters. The settlement is subject to Court approval, which is pending. 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, with respect to the criminal proceedings. In January 2018, the Paris Court of Appeal issued a decision cancelling the mise en examen of JPMorgan Chase Bank, N.A. The Firm is requesting clarification from the Court of Cassation concerning the Court of Appeal’s decision before seeking direction on next steps in the criminal proceedings . In addition, a number of the managers have commenced civil proceedings against JPMorgan Chase Bank, N.A. 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 $70 million and $218 million for the three months ended March 31, 2018 and 2017 , 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 Chase’s income for that period.

Business Segments

Business Segments	3 Months Ended
	Mar. 31, 2018
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 31 of JPMorgan Chase ’s 2017 Annual Report. Segment results The following table provides a summary of the Firm’s segment results as of or for the three months ended March 31, 2018 and 2017, 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 an 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. Business segment capital allocation 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. For additional information on business segment capital allocation, see Line of business equity on page 88 of JPMorgan Chase’s 2017 Annual Report. Effective January 1, 2018, the Firm adopted several new accounting standards. Certain of the new accounting standards were applied retrospectively and, accordingly, prior period amounts were revised. For additional information, see Note 1 . Net income in the first quarter of 2018 for the business segments reflects the favorable impact of the reduction in the U.S. federal statutory income tax rate as a result of the TCJA. Segment results and reconciliation (a) As of or for the three months ended March 31, Consumer & Corporate & Commercial Banking Asset & Wealth Management 2018 2017 2018 2017 2018 2017 2018 2017 Noninterest revenue $ 4,139 $ 3,317 $ 7,917 $ 6,999 $ 549 $ 599 $ 2,630 $ 2,469 Net interest income 8,458 7,653 2,566 2,600 1,617 1,419 876 819 Total net revenue 12,597 10,970 10,483 9,599 2,166 2,018 3,506 3,288 Provision for credit losses 1,317 1,430 (158 ) (96 ) (5 ) (37 ) 15 18 Noninterest expense 6,909 6,395 5,659 5,184 844 825 2,581 2,781 Income before income tax expense 4,371 3,145 4,982 4,511 1,327 1,230 910 489 Income tax expense 1,045 1,157 1,008 1,270 302 431 140 104 Net income $ 3,326 $ 1,988 $ 3,974 $ 3,241 $ 1,025 $ 799 $ 770 $ 385 Average equity $ 51,000 $ 51,000 $ 70,000 $ 70,000 $ 20,000 $ 20,000 $ 9,000 $ 9,000 Total assets 540,659 524,770 909,845 840,304 220,880 217,348 158,439 141,049 Return on equity 25 % 15 % 22 % 18 % 20 % 15 % 34 % 16 % Overhead ratio 55 58 54 54 39 41 74 85 As of or for the three months ended March 31, Corporate Reconciling Items (a) Total 2018 2017 2018 2017 2018 2017 Noninterest revenue $ (185 ) $ 73 $ (455 ) $ (582 ) $ 14,595 $ 12,875 Net interest income (47 ) (98 ) (158 ) $ (329 ) 13,312 12,064 Total net revenue (232 ) (25 ) (613 ) $ (911 ) 27,907 24,939 Provision for credit losses (4 ) — — — 1,165 1,315 Noninterest expense 87 98 — — 16,080 15,283 Income/(loss) before income tax expense/(benefit) (315 ) (123 ) (613 ) (911 ) 10,662 8,341 Income tax expense/(benefit) 68 (158 ) (613 ) (911 ) 1,950 1,893 Net income/(loss) $ (383 ) $ 35 $ — $ — $ 8,712 $ 6,448 Average equity $ 77,615 $ 77,703 $ — $ — $ 227,615 $ 227,703 Total assets 779,962 822,819 NA NA 2,609,785 2,546,290 Return on equity NM NM NM NM 15 % 11 % Overhead ratio NM NM NM NM 58 61 (a) Segment managed results reflect revenue on an 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.

Basis of Presentation (Policies

Basis of Presentation (Policies)	3 Months Ended
	Mar. 31, 2018
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 such that this interim financial information is fairly presented.
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 financing activities to be presented on a net basis 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 2017 Annual Report.
Accounting standards adopted January 1, 2018	Accounting standards adopted January 1, 2018 Revenue recognition – revenues from contracts with customers The adoption of this guidance requires gross presentation of certain costs that were previously offset against revenue. Adoption of the guidance did not result in any material changes in the timing of the Firm’s revenue recognition. This guidance was adopted retrospectively and, accordingly, prior period amounts were revised, which resulted in an increase in both noninterest revenue and noninterest expense. For additional information, see the table on page 80 of this Note, and Note 5 . Recognition and measurement of financial assets and financial liabilities The adoption of this guidance requires that certain equity instruments be measured at fair value, with changes in fair value recognized in earnings. The guidance also provides an alternative to measure equity securities without readily determinable fair values at cost less impairment (if any), plus or minus observable price changes from an identical or similar investment of the same issuer (the “measurement alternative”). The Firm elected the measurement alternative for its qualifying equity securities and the adoption of the guidance resulted in fair value gains of $505 million in other income in the first quarter of 2018. For additional information, see Notes 2 and 9 . Premium amortization on purchased callable debt securities The adoption of this guidance requires that premiums be amortized to the earliest call date on certain debt securities. The adoption of this guidance resulted in a cumulative-effect adjustment to retained earnings and AOCI. For additional information, see the table below, and Notes 9 and 17 . Hedge accounting The adoption of this guidance better aligns hedge accounting with the economics of the Firm’s risk management activities. As permitted by the guidance, the Firm also elected to transfer certain investment securities from HTM to AFS. The adoption of this guidance resulted in a cumulative-effect adjustment to retained earnings and AOCI as a result of the investment securities transfer and the revised guidance for excluded components. For additional information, see the table below, and Notes 4 , 9 and 17 . Treatment of restricted cash on the statement of cash flows The adoption of this guidance requires restricted cash to be combined with unrestricted cash when reconciling the beginning and ending cash balances on the Consolidated statements of cash flows. To align the Consolidated balance sheets with the Consolidated statements of cash flows, the Firm reclassified restricted cash into cash and due from banks or deposits with banks. In addition, for the Firm’s Consolidated statements of cash flows, cash is defined as those amounts included in cash and due from banks and deposits with banks. This guidance was applied retrospectively and, accordingly, prior period amounts have been revised. For additional information, see the table below, and Note 18 . Presentation of net periodic pension cost and net periodic postretirement benefit cost The adoption of this guidance requires the service cost component of net periodic pension cost to be reported separately in the Consolidated statements of income from the other components of pension cost. This change was adopted retrospectively and, accordingly, prior period amounts were revised, which resulted in an increase in compensation expense and a reduction in other expense. For additional information, see the table below, and Note 7 . Reclassification of certain tax effects from AOCI The adoption of this guidance permitted the Firm to reclassify the income tax effects of the TCJA on items within AOCI to retained earnings so that the tax effects of items within AOCI reflect the appropriate tax rate. The adoption of this guidance resulted in a cumulative-effect adjustment to retained earnings and AOCI. For additional information, see the table below, and Note 17 .
Loan securitizations policy	The Firm has securitized and sold a variety of loans, including residential mortgage, credit card, and commercial mortgage.

Basis of Presentation (Tables)

Basis of Presentation (Tables)	3 Months Ended
	Mar. 31, 2018
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Schedule of prior period impact of adoption of new accounting standard	The following tables present the prior period impact to the Consolidated statements of income and the Consolidated balance sheets from the retrospective adoption of the new accounting standards in the first quarter of 2018: Selected Consolidated statements of income data Three months ended March 31, 2017 (in millions) Reported Revisions (a) Revised Revenue Investment banking fees $ 1,817 $ 63 $ 1,880 Asset management, administration and commissions 3,677 200 3,877 Other income 770 1 771 Total net revenue 24,675 264 24,939 Noninterest expense Compensation expense 8,201 55 8,256 Technology, communication and equipment expense 1,828 6 1,834 Professional and outside services 1,543 249 1,792 Other expense 1,773 (46 ) 1,727 Total noninterest expense $ 15,019 $ 264 $ 15,283 (a) Revisions relate to revenue recognition and pension cost guidance. Selected Consolidated balance sheets data December 31, 2017 (in millions) Reported Revisions (a) Revised Assets Cash and due from banks $ 25,827 $ 71 $ 25,898 Deposits with banks 404,294 1,112 405,406 Other assets 114,770 (1,183 ) 113,587 Total assets $ 2,533,600 $ — $ 2,533,600 (a) Revisions relate to the reclassification of restricted cash. The following table presents the adjustment to retained earnings and AOCI as a result of the new accounting standards in the first quarter of 2018: Increase/(decrease) (in millions) Retained earnings AOCI Premium amortization on purchased callable debt securities $ (505 ) $ 261 Hedge accounting 34 115 Reclassification of certain tax effects from AOCI 288 (288 ) Total $ (183 ) $ 88

Fair Value Measurement (Tables)

Fair Value Measurement (Tables)	3 Months Ended
	Mar. 31, 2018
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 March 31, 2018 , and December 31, 2017 , by major product category and fair value hierarchy . Assets and liabilities measured at fair value on a recurring basis Fair value hierarchy Derivative March 31, 2018 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 13,523 $ — $ — $ 13,523 Securities borrowed — 3,023 — — 3,023 Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies (a) — 34,849 508 — 35,357 Residential – nonagency — 1,906 55 — 1,961 Commercial – nonagency — 1,825 14 — 1,839 Total mortgage-backed securities — 38,580 577 — 39,157 U.S. Treasury and government agencies (a) 35,122 7,350 — — 42,472 Obligations of U.S. states and municipalities — 9,004 704 — 9,708 Certificates of deposit, bankers’ acceptances and commercial paper — 2,281 — — 2,281 Non-U.S. government debt securities 30,555 34,174 197 — 64,926 Corporate debt securities — 25,563 306 — 25,869 Loans (b) — 38,908 2,368 — 41,276 Asset-backed securities — 3,129 63 — 3,192 Total debt instruments 65,677 158,989 4,215 — 228,881 Equity securities 104,905 429 300 — 105,634 Physical commodities (c) 3,893 1,585 — — 5,478 Other — 14,626 698 — 15,324 Total debt and equity instruments (d) 174,475 175,629 5,213 — 355,317 Derivative receivables: Interest rate 562 301,549 1,761 (280,094 ) 23,778 Credit — 22,609 1,118 (22,665 ) 1,062 Foreign exchange 1,106 164,190 639 (149,332 ) 16,603 Equity — 41,424 2,564 (35,185 ) 8,803 Commodity — 16,955 165 (10,452 ) 6,668 Total derivative receivables (e)(f) 1,668 546,727 6,247 (497,728 ) 56,914 Total trading assets (g) 176,143 722,356 11,460 (497,728 ) 412,231 Available-for-sale debt securities: Mortgage-backed securities: U.S. government agencies (a) — 67,209 — — 67,209 Residential – nonagency — 10,602 1 — 10,603 Commercial – nonagency — 9,140 — — 9,140 Total mortgage-backed securities — 86,951 1 — 86,952 U.S. Treasury and government agencies 25,450 — — — 25,450 Obligations of U.S. states and municipalities — 39,491 — — 39,491 Certificates of deposit — 60 — — 60 Non-U.S. government debt securities 18,148 8,546 — — 26,694 Corporate debt securities — 2,268 — — 2,268 Asset-backed securities: Collateralized loan obligations — 19,835 204 — 20,039 Other — 8,192 — — 8,192 Total available-for-sale securities 43,598 165,343 205 — 209,146 Loans — 2,512 396 — 2,908 Mortgage servicing rights — — 6,202 — 6,202 Other assets (g)(h) 14,718 441 1,220 — 16,379 Total assets measured at fair value on a recurring basis $ 234,459 $ 907,198 $ 19,483 $ (497,728 ) $ 663,412 Deposits $ — $ 16,153 $ 4,017 $ — $ 20,170 Federal funds purchased and securities loaned or sold under repurchase agreements — 735 — — 735 Short-term borrowings — 6,698 2,125 — 8,823 Trading liabilities: Debt and equity instruments (d) 75,154 24,384 50 — 99,588 Derivative payables: Interest rate 579 271,996 1,289 (266,694 ) 7,170 Credit — 22,583 1,113 (21,983 ) 1,713 Foreign exchange 1,176 151,705 927 (143,011 ) 10,797 Equity — 43,162 5,076 (37,913 ) 10,325 Commodity — 17,544 684 (11,284 ) 6,944 Total derivative payables (e)(f) 1,755 506,990 9,089 (480,885 ) 36,949 Total trading liabilities 76,909 531,374 9,139 (480,885 ) 136,537 Accounts payable and other liabilities 9,770 191 7 — 9,968 Beneficial interests issued by consolidated VIEs — 6 1 — 7 Long-term debt — 32,202 16,950 — 49,152 Total liabilities measured at fair value on a recurring basis $ 86,679 $ 587,359 $ 32,239 $ (480,885 ) $ 225,392 Fair value hierarchy Derivative December 31, 2017 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 14,732 $ — $ — $ 14,732 Securities borrowed — 3,049 — — 3,049 Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies (a) — 41,515 307 — 41,822 Residential – nonagency — 1,835 60 — 1,895 Commercial – nonagency — 1,645 11 — 1,656 Total mortgage-backed securities — 44,995 378 — 45,373 U.S. Treasury and government agencies (a) 30,758 6,475 1 — 37,234 Obligations of U.S. states and municipalities — 9,067 744 — 9,811 Certificates of deposit, bankers’ acceptances and commercial paper — 226 — — 226 Non-U.S. government debt securities 28,887 28,831 78 — 57,796 Corporate debt securities — 24,146 312 — 24,458 Loans (b) — 35,242 2,719 — 37,961 Asset-backed securities — 3,284 153 — 3,437 Total debt instruments 59,645 152,266 4,385 — 216,296 Equity securities 87,346 197 295 — 87,838 Physical commodities (c) 4,924 1,322 — — 6,246 Other — 14,197 690 — 14,887 Total debt and equity instruments (d) 151,915 167,982 5,370 — 325,267 Derivative receivables: Interest rate 181 314,107 1,704 (291,319 ) 24,673 Credit — 21,995 1,209 (22,335 ) 869 Foreign exchange 841 158,834 557 (144,081 ) 16,151 Equity — 37,722 2,318 (32,158 ) 7,882 Commodity — 19,875 210 (13,137 ) 6,948 Total derivative receivables (e)(f) 1,022 552,533 5,998 (503,030 ) 56,523 Total trading assets (g) 152,937 720,515 11,368 (503,030 ) 381,790 Available-for-sale debt securities: Mortgage-backed securities: U.S. government agencies (a) — 70,280 — — 70,280 Residential – nonagency — 11,366 1 — 11,367 Commercial – nonagency — 5,025 — — 5,025 Total mortgage-backed securities — 86,671 1 — 86,672 U.S. Treasury and government agencies 22,745 — — — 22,745 Obligations of U.S. states and municipalities — 32,338 — — 32,338 Certificates of deposit — 59 — — 59 Non-U.S. government debt securities 18,140 9,154 — — 27,294 Corporate debt securities — 2,757 — — 2,757 Asset-backed securities: Collateralized loan obligations — 20,720 276 — 20,996 Other — 8,817 — — 8,817 Equity securities (h) 547 — — — 547 Total available-for-sale securities 41,432 160,516 277 — 202,225 Loans — 2,232 276 — 2,508 Mortgage servicing rights — — 6,030 — 6,030 Other assets (g)(h) 13,795 343 1,265 — 15,403 Total assets measured at fair value on a recurring basis $ 208,164 $ 901,387 $ 19,216 $ (503,030 ) $ 625,737 Deposits $ — $ 17,179 $ 4,142 $ — $ 21,321 Federal funds purchased and securities loaned or sold under repurchase agreements — 697 — — 697 Short-term borrowings — 7,526 1,665 — 9,191 Trading liabilities: Debt and equity instruments (d) 64,664 21,183 39 — 85,886 Derivative payables: Interest rate 170 282,825 1,440 (277,306 ) 7,129 Credit — 22,009 1,244 (21,954 ) 1,299 Foreign exchange 794 154,075 953 (143,349 ) 12,473 Equity — 39,668 5,727 (36,203 ) 9,192 Commodity — 21,017 884 (14,217 ) 7,684 Total derivative payables (e)(f) 964 519,594 10,248 (493,029 ) 37,777 Total trading liabilities 65,628 540,777 10,287 (493,029 ) 123,663 Accounts payable and other liabilities 9,074 121 13 — 9,208 Beneficial interests issued by consolidated VIEs — 6 39 — 45 Long-term debt — 31,394 16,125 — 47,519 Total liabilities measured at fair value on a recurring basis $ 74,702 $ 597,700 $ 32,271 $ (493,029 ) $ 211,644 (a) At March 31, 2018 , and December 31, 2017 , included total U.S. government-sponsored enterprise obligations of $74.1 billion and $78.0 billion , respectively, which were predominantly mortgage-related. (b) At March 31, 2018 , and December 31, 2017 , included within trading loans were $12.9 billion and $11.4 billion , respectively, of residential first-lien mortgages, and $2.4 billion and $4.2 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 $7.9 billion and $5.7 billion , respectively, and reverse mortgages of $324 million and $836 million respectively. (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) Reflects the Firm’s adoption of rulebook changes made by two CCPs that require or allow the Firm to treat certain OTC-cleared derivative transactions as daily settled. For further information, see Note 5 of JPMorgan Chase's 2017 Annual Report. (g) 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 March 31, 2018 , and December 31, 2017 , the fair values of these investments, which include certain hedge funds, private equity funds, real estate and other funds, were $796 million and $779 million , respectively. Included in these balances at March 31, 2018 , and December 31, 2017 , were trading assets of $51 million and $54 million , respectively, and other assets of $745 million and $725 million , respectively. (h) Effective January 1, 2018, the Firm adopted the recognition and measurement guidance. Equity securities that were previously reported as AFS securities were reclassified to other assets upon adoption.
Fair value inputs, assets and liabilities, quantitative information	Level 3 inputs (a) March 31, 2018 Product/Instrument Fair value (in millions) Principal valuation technique Unobservable inputs (g) Range of input values Weighted average Residential mortgage-backed securities and loans (b) $ 1,122 Discounted cash flows Yield 1 % – 32 % 7 % Prepayment speed 0 % – 27 % 8 % Conditional default rate 0 % – 41 % 1 % Loss severity 0 % – 60 % 3 % Commercial mortgage-backed securities and loans (c) 766 Market comparables Price $ 12 – $ 100 $ 94 Obligations of U.S. states and municipalities 704 Market comparables Price $ 59 – $ 100 $ 98 Corporate debt securities 306 Market comparables Price $ 3 – $ 110 $ 83 Loans (d) 1,454 Market comparables Price $ 4 – $ 106 $ 86 Asset-backed securities 204 Discounted cash flows Credit spread 201 bps 201 bps Prepayment speed 20 % 20 % Conditional default rate 2 % 2 % Loss severity 30 % 30 % 63 Market comparables Price $ 1 – $ 104 $ 80 Net interest rate derivatives 257 Option pricing Interest rate spread volatility 27 bps – 38 bps Interest rate correlation (50 )% – 98 % IR-FX correlation 60 % – 70 % 215 Discounted cash flows Prepayment speed 0 % – 30 % Net credit derivatives 1 Discounted cash flows Credit correlation 35 % – 70 % Credit spread 5 bps – 1,463 bps Recovery rate 20 % – 70 % Yield 1 % – 36 % Prepayment speed 3 % – 20 % Conditional default rate 1 % – 86 % Loss severity 11 % – 100 % 4 Market comparables Price $ 10 – $ 98 Net foreign exchange derivatives (106 ) Option pricing IR-FX correlation (50 )% – 70 % (182 ) Discounted cash flows Prepayment speed 8 % – 9 % Net equity derivatives (2,512 ) Option pricing Equity volatility 20 % – 60 % Equity correlation 0 % – 85 % Equity-FX correlation (70 )% – 30 % Equity-IR correlation 20 % – 40 % Net commodity derivatives (519 ) Option pricing Forward commodity price $ 52 – $ 71 per barrel Commodity volatility 5 % – 45 % Commodity correlation (52 )% – 88 % MSRs 6,202 Discounted cash flows Refer to Note 14 Other assets 417 Discounted cash flows Credit spread 70 bps 70 bps Yield 8 % – 10 % 8 % 1,501 Market comparables Price $ 70 – $ 71 $ 71 EBITDA multiple 4.1x – 8.2x 7.8 x Long-term debt, short-term borrowings, and deposits (e) 23,092 Option pricing Interest rate spread volatility 27 bps – 38 bps Interest rate correlation (50 )% – 98 % IR-FX correlation (50 )% – 70 % Equity correlation 0 % – 85 % Equity-FX correlation (70 )% – 30 % Equity-IR correlation 20 % – 40 % Other level 3 assets and liabilities, net (f) 439 (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 $504 million , nonagency securities of $56 million and trading loans of $562 million . (c) Includes U.S. government agency securities of $4 million , nonagency securities of $14 million , trading loans of $352 million and non-trading loans of $396 million . (d) Includes trading loans of $1.5 billion . (e) Long-term debt, short-term borrowings 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 months ended March 31, 2018 and 2017. 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 $ 307 $ 3 $ 329 $ (87 ) $ (20 ) $ 4 $ (28 ) $ 508 $ 1 Residential – nonagency 60 (2 ) — (2 ) (2 ) 29 (28 ) 55 — Commercial – nonagency 11 1 6 (7 ) (1 ) 4 — 14 — Total mortgage-backed securities 378 2 335 (96 ) (23 ) 37 (56 ) 577 1 U.S. Treasury and government agencies 1 — — — — — (1 ) — — Obligations of U.S. states and municipalities 744 (2 ) 39 — (77 ) — — 704 (2 ) Non-U.S. government debt securities 78 2 225 (92 ) — 17 (33 ) 197 3 Corporate debt securities 312 (1 ) 81 (100 ) (1 ) 131 (116 ) 306 (1 ) Loans 2,719 62 470 (728 ) (137 ) 123 (141 ) 2,368 30 Asset-backed securities 153 5 14 (13 ) (34 ) 11 (73 ) 63 — Total debt instruments 4,385 68 1,164 (1,029 ) (272 ) 319 (420 ) 4,215 31 Equity securities 295 (8 ) 28 (10 ) — 4 (9 ) 300 (7 ) Other 690 15 18 (6 ) (20 ) 1 — 698 15 Total trading assets – debt and equity instruments 5,370 75 (c) 1,210 (1,045 ) (292 ) 324 (429 ) 5,213 39 (c) Net derivative receivables: (a) Interest rate 264 53 17 (4 ) 46 26 70 472 131 Credit (35 ) 17 1 (2 ) 4 3 17 5 11 Foreign exchange (396 ) 146 — (5 ) 11 (38 ) (6 ) (288 ) 156 Equity (3,409 ) 639 218 (242 ) 434 (111 ) (41 ) (2,512 ) 448 Commodity (674 ) 185 — — 12 1 (43 ) (519 ) 227 Total net derivative receivables (4,250 ) 1,040 (c) 236 (253 ) 507 (119 ) (3 ) (2,842 ) 973 (c) Available-for-sale securities: Asset-backed securities 276 1 — — (73 ) — — 204 1 Other 1 — — — — — — 1 — Total available-for-sale securities 277 1 (d) — — (73 ) — — 205 1 (d) Loans 276 5 (c) 122 — (7 ) — — 396 5 (c) Mortgage servicing rights 6,030 384 (e) 243 (295 ) (160 ) — — 6,202 384 (e) Other assets 1,265 (37 ) (c) 23 (14 ) (16 ) — (1 ) 1,220 (38 ) (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)/ Purchases Sales Issuances Settlements (g) Liabilities: (b) Deposits $ 4,142 $ (90 ) (c)(i) $ — $ — $ 321 $ (198 ) $ — $ (158 ) $ 4,017 $ (125 ) (c)(i) Federal funds purchased and securities loaned or sold under repurchase agreements — — — — — — — — — — Short-term borrowings 1,665 15 (c)(i) — — 1,208 (746 ) 12 (29 ) 2,125 43 (c)(i) Trading liabilities – debt and equity instruments 39 3 (c) (37 ) 43 — 1 2 (1 ) 50 5 (c) Accounts payable and other liabilities 13 — (6 ) — — — — — 7 — Beneficial interests issued by consolidated VIEs 39 — — — — (38 ) — — 1 — Long-term debt 16,125 (246 ) (c)(i) — — 3,091 (2,263 ) 375 (132 ) 16,950 (354 ) (c)(i) Fair value measurements using significant unobservable inputs Three months ended 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: Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies $ 392 $ 4 $ 79 $ (97 ) $ (16 ) $ 7 $ (16 ) $ 353 $ (1 ) Residential – nonagency 83 9 5 (17 ) (4 ) 15 (56 ) 35 1 Commercial – nonagency 17 3 7 (8 ) (3 ) 30 (1 ) 45 (1 ) Total mortgage-backed securities 492 16 91 (122 ) (23 ) 52 (73 ) 433 (1 ) Obligations of U.S. states and municipalities 649 8 85 (69 ) (5 ) — — 668 8 Non-U.S. government debt securities 46 — 72 (83 ) — 26 (14 ) 47 — Corporate debt securities 576 (9 ) 423 (108 ) (122 ) 33 (55 ) 738 (9 ) Loans 4,837 110 762 (744 ) (375 ) 196 (198 ) 4,588 61 Asset-backed securities 302 14 98 (138 ) (11 ) 8 (28 ) 245 5 Total debt instruments 6,902 139 1,531 (1,264 ) (536 ) 315 (368 ) 6,719 64 Equity securities 231 13 56 (6 ) — 1 (24 ) 271 12 Other 761 22 19 — (47 ) 8 — 763 31 Total trading assets – debt and equity instruments 7,894 174 (c) 1,606 (1,270 ) (583 ) 324 (392 ) 7,753 107 (c) Net derivative receivables: (a) Interest rate 1,263 44 16 (23 ) (303 ) 4 8 1,009 6 Credit 98 (46 ) — (2 ) (42 ) 11 (2 ) 17 (43 ) Foreign exchange (1,384 ) (24 ) — (2 ) (91 ) 11 — (1,490 ) (18 ) Equity (2,252 ) 69 336 (45 ) (24 ) (73 ) 93 (1,896 ) (89 ) Commodity (85 ) 18 — — 2 6 3 (56 ) 26 Total net derivative receivables (2,360 ) 61 (c) 352 (72 ) (458 ) (41 ) 102 (2,416 ) (118 ) (c) Available-for-sale securities: Asset-backed securities 663 10 — (50 ) (1 ) — — 622 8 Other 1 — — — — — — 1 — Total available-for-sale securities 664 10 (d) — (50 ) (1 ) — — 623 8 (d) Loans 570 6 (c) — — (172 ) — — 404 6 (c) Mortgage servicing rights 6,096 43 (e) 217 (71 ) (206 ) — — 6,079 43 (e) Other assets 2,223 37 (c) 3 (77 ) (109 ) — — 2,077 33 (c) Fair value measurements using significant unobservable inputs Three months ended Fair at Jan 1, 2017 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 $ 2,117 $ (24 ) (c) $ — $ — $ 309 $ (80 ) $ — $ (189 ) $ 2,133 $ (25 ) (c) Federal funds purchased and securities loaned or sold under repurchase agreements — — — — — — — — — — Short-term borrowings 1,134 1 (c) — — 707 (585 ) 17 (13 ) 1,261 2 (c) Trading liabilities – debt and equity instruments 43 — (1 ) 2 — 1 2 (2 ) 45 — Accounts payable and other liabilities 13 — — — — (2 ) — — 11 — Beneficial interests issued by consolidated VIEs 48 3 (c) — — — — — — 51 3 (c) Long-term debt 12,850 529 (c)(j) — — 3,792 (j) (2,811 ) 35 (301 ) 14,094 (j) 524 (c)(j) (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 14% and 15% at March 31, 2018 and December 31, 2017 , 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 investment securities losses. Unrealized gains/(losses) are reported in OCI. There were no realized gains/(losses) or foreign exchange hedge accounting adjustments recorded in income on AFS securities for the three months ended March 31, 2018 and 2017 , respectively. Unrealized gains/(losses) recorded on AFS securities in OCI were $1 million and $10 million for the three months ended March 31, 2018 and 2017, 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. (i) Realized (gains)/losses due to DVA for fair value option elected liabilities are reported in principal transactions revenue. Unrealized (gains)/losses are reported in OCI. Unrealized losses were $52 million for the three months ended March 31, 2018. There were no realized gains for three months ended March 31, 2018. (j) The prior period amounts have been revised to conform with the current period presentation.
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 FVA presented below includes 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 March 31, 2017 (in millions) 2018 2017 Credit and funding adjustments: Derivatives CVA $ 84 $ 221 Derivatives FVA (83 ) (7 )
Assets and liabilities measured at fair value on a nonrecurring basis	The following tables present the assets still held as of the reporting date for which a nonrecurring fair value adjustment was recorded during the three months ended 2018 and 2017, respectively, by major product category and fair value hierarchy. Fair value hierarchy Total fair value March 31, 2018 (in millions) Level 1 Level 2 Level 3 Loans $ — $ 690 $ 165 (a) $ 855 Other assets (b) — 236 572 808 Total assets measured at fair value on a nonrecurring basis $ — $ 926 $ 737 $ 1,663 Fair value hierarchy Total fair value March 31, 2017 (in millions) Level 1 Level 2 Level 3 Loans $ — $ 6,530 $ 221 $ 6,751 Other assets — 4 243 247 Total assets measured at fair value on a nonrecurring basis $ — $ 6,534 $ 464 $ 6,998 (a) Of the $165 million in level 3 assets measured at fair value on a nonrecurring basis as of March 31, 2018, $89 million related to residential real estate loans carried at the net realizable value of the underlying collateral (e.g., 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 13% to 38% with a weighted average of 21% . (b) Primarily includes equity securities without readily determinable fair values that were adjusted based on observable price changes in orderly transactions from an identical or similar investment of the same issuer (measurement alternative) as a result of the adoption of the recognition and measurement guidance. Of the $572 million in level 3 assets measured at fair value on a nonrecurring basis as of March 31, 2018, $406 million related to such equity securities. These equity securities are classified as level 3 due to the infrequency of the observable prices and/or the restrictions on the shares. The following table presents the total change in value of assets and liabilities for which a fair value adjustment has been recognized for the three months ended March 31, 2018 and 2017, related to financial instruments held at those dates. Three months ended 2018 2017 Loans $ (15 ) $ (322 ) Other assets 496 (a) (31 ) Total nonrecurring fair value gains/(losses) $ 481 $ (353 ) (a) Included $505 million of fair value gains as a result of the measurement alternative. For additional information, see Note 1.
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 March 31, 2018 , and December 31, 2017 , 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 2 of JPMorgan Chase’s 2017 Annual Report. March 31, 2018 December 31, 2017 Estimated fair value hierarchy Estimated fair value hierarchy (in billions) Carrying value Level 1 Level 2 Level 3 Total estimated fair value Carrying value Level 1 Level 2 Level 3 Total estimated fair value Financial assets Cash and due from banks $ 24.8 $ 24.8 $ — $ — $ 24.8 $ 25.9 $ 25.9 $ — $ — $ 25.9 Deposits with banks 390.0 387.0 3.0 — 390.0 405.4 401.8 3.6 — 405.4 Accrued interest and accounts receivable 72.0 — 71.9 0.1 72.0 67.0 — 67.0 — 67.0 Federal funds sold and securities purchased under resale agreements 234.1 — 234.1 — 234.1 183.7 — 183.7 — 183.7 Securities borrowed 113.1 — 113.1 — 113.1 102.1 — 102.1 — 102.1 Securities, held-to-maturity 29.0 — 29.1 — 29.1 47.7 — 48.7 — 48.7 Loans, net of allowance for loan losses (a) 918.1 — 217.0 703.5 920.5 914.6 — 213.2 707.1 920.3 Other (b) 55.5 — 54.6 1.0 55.6 53.9 — 52.1 9.2 61.3 Financial liabilities Deposits $ 1,466.8 $ — $ 1,466.9 $ — $ 1,466.9 $ 1,422.7 $ — $ 1,422.7 $ — $ 1,422.7 Federal funds purchased and securities loaned or sold under repurchase agreements 178.4 — 178.4 — 178.4 158.2 — 158.2 — 158.2 Short-term borrowings 53.9 — 53.6 0.2 53.8 42.6 — 42.4 0.2 42.6 Accounts payable and other liabilities 156.1 — 153.4 2.7 156.1 152.0 — 148.9 2.9 151.8 Beneficial interests issued by consolidated VIEs 21.6 — 21.6 — 21.6 26.0 — 26.0 — 26.0 Long-term debt and junior subordinated deferrable interest debentures 225.3 — 227.1 3.1 230.2 236.6 — 240.3 3.2 243.5 Effective January 1, 2018, the Firm adopted several new accounting standards. Certain of the new accounting standards were applied retrospectively and, accordingly, prior period amounts were revised. For additional information, see Note 1 . (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 156–159 of JPMorgan Chase’s 2017 Annual Report. (b) The prior period amounts have been revised to conform with the current period presentation.
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. 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. March 31, 2018 December 31, 2017 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 $ — $ — $ 1.5 $ 1.5 $ 1.1 $ — $ — $ 1.6 $ 1.6 (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.
Schedule of equity securities without readily determinable fair values measured under the measurement alternative and related adjustments	The following table presents equity securities without readily determinable fair values that are measured under the measurement alternative and the related adjustments recorded during the period for those securities with observable price changes. These securities are included in the nonrecurring fair value tables when applicable price changes are observable. As of or for three months ended March 31, 2018 (in millions) Carrying value (a) Upward carrying value changes Other assets $1,429 $505 (a) The amount of downward carrying value changes and impairment was immaterial.

Fair Value Option (Tables)

Fair Value Option (Tables)	3 Months Ended
	Mar. 31, 2018
Fair Value Disclosures [Abstract]
Changes in fair value under the fair value option election	The following table presents the changes in fair value included in the Consolidated statements of income for the three months ended March 31, 2018 and 2017 , 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 March 31, 2018 2017 (in millions) Principal transactions All other income Total changes in fair (e) Principal transactions All other income Total changes in fair value recorded (e) Federal funds sold and securities purchased under resale agreements $ 7 $ — $ 7 $ (21 ) $ — $ (21 ) Securities borrowed (27 ) — (27 ) 77 — 77 Trading assets: Debt and equity instruments, excluding loans (186 ) — (186 ) 361 — 361 Loans reported as trading assets: Changes in instrument-specific credit risk 122 5 (c) 127 174 6 (c) 180 Other changes in fair value 41 (90 ) (c) (49 ) 34 123 (c) 157 Loans: Changes in instrument-specific credit risk — — — (1 ) — (1 ) Other changes in fair value (1 ) — (1 ) — — — Other assets 2 (7 ) (d) (5 ) 4 (6 ) (d) (2 ) Deposits (a) 210 — 210 (159 ) — (159 ) Federal funds purchased and securities loaned or sold under repurchase agreements 10 — 10 5 — 5 Short-term borrowings (a) 273 — 273 (474 ) — (474 ) Trading liabilities (7 ) — (7 ) (1 ) — (1 ) Beneficial interests issued by consolidated VIEs — — — — — — Long-term debt (a)(b) 1,031 — 1,031 (753 ) — (753 ) (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 months ended March 31, 2018 and 2017 , 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. (e) Changes in fair value exclude contractual interest, which is included in interest income and interest expense for all instruments other than hybrid financial instruments. For further information regarding interest income and interest expense, see Note 6 .
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 March 31, 2018 , and December 31, 2017 , for loans, long-term debt and long-term beneficial interests for which the fair value option has been elected. March 31, 2018 December 31, 2017 (in millions) Contractual principal outstanding Fair value Fair value over/(under) contractual principal outstanding Contractual principal outstanding Fair value Fair value over/(under) contractual principal outstanding Loans (a) Nonaccrual loans Loans reported as trading assets $ 4,368 $ 1,585 $ (2,783 ) $ 4,219 $ 1,371 $ (2,848 ) Loans — — — 39 — (39 ) Subtotal 4,368 1,585 (2,783 ) 4,258 1,371 (2,887 ) All other performing loans Loans reported as trading assets 41,599 39,691 (1,908 ) 38,157 36,590 (1,567 ) Loans 2,995 2,908 (87 ) 2,539 2,508 (31 ) Total loans $ 48,962 $ 44,184 $ (4,778 ) $ 44,954 $ 40,469 $ (4,485 ) Long-term debt Principal-protected debt $ 28,378 (c) $ 24,923 $ (3,455 ) $ 26,297 (c) $ 23,848 $ (2,449 ) Nonprincipal-protected debt (b) NA 24,229 NA NA 23,671 NA Total long-term debt NA $ 49,152 NA NA $ 47,519 NA Long-term beneficial interests Nonprincipal-protected debt NA $ 7 NA NA $ 45 NA Total long-term beneficial interests NA $ 7 NA NA $ 45 NA (a) There were no performing loans that were ninety days or more past due as of March 31, 2018 , and December 31, 2017 , 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. March 31, 2018 December 31, 2017 (in millions) Long-term debt Short-term borrowings Deposits Total Long-term debt Short-term borrowings Deposits Total Risk exposure Interest rate $ 22,793 $ 149 $ 7,961 $ 30,903 $ 22,056 $ 69 $ 8,058 $ 30,183 Credit 4,811 1,503 — 6,314 4,329 1,312 — 5,641 Foreign exchange 2,790 122 39 2,951 2,841 147 38 3,026 Equity 18,147 6,797 6,470 31,414 17,581 7,106 6,548 31,235 Commodity 215 14 3,530 3,759 230 15 4,468 4,713 Total structured notes $ 48,756 $ 8,585 $ 18,000 $ 75,341 $ 47,037 $ 8,649 $ 19,112 $ 74,798

Derivative Instruments (Tables)

Derivative Instruments (Tables)	3 Months Ended
	Mar. 31, 2018
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 102 ◦ Interest rate Hedge floating-rate assets and liabilities Cash flow hedge Corporate 103 ◦ Foreign exchange Hedge foreign currency-denominated assets and liabilities Fair value hedge Corporate 102 ◦ Foreign exchange Hedge foreign currency-denominated forecasted revenue and expense Cash flow hedge Corporate 103 ◦ Foreign exchange Hedge the value of the Firm’s investments in non-U.S. dollar functional currency entities Net investment hedge Corporate 104 ◦ Commodity Hedge commodity inventory Fair value hedge CIB 102 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 104 ◦ Credit Manage the credit risk of wholesale lending exposures Specified risk management CIB 104 ◦ Interest rate and foreign exchange Manage the risk of certain other specified assets and liabilities Specified risk management Corporate 104 Market-making derivatives and other activities: ◦ Various Market-making and related risk management Market-making and other CIB 104 ◦ Various Other derivatives Market-making and other CIB, Corporate 104
Notional amount of derivative contracts	The following table summarizes the notional amount of derivative contracts outstanding as of March 31, 2018 , and December 31, 2017 . Notional amounts (b) (in billions) March 31, 2018 December 31, 2017 Interest rate contracts Swaps $ 23,090 $ 21,043 Futures and forwards 7,216 4,904 Written options 4,058 3,576 Purchased options 4,380 3,987 Total interest rate contracts 38,744 33,510 Credit derivatives (a) 1,605 1,522 Foreign exchange contracts Cross-currency swaps 4,195 3,953 Spot, futures and forwards 7,016 5,923 Written options 873 786 Purchased options 878 776 Total foreign exchange contracts 12,962 11,438 Equity contracts Swaps 377 367 Futures and forwards 97 90 Written options 594 531 Purchased options 516 453 Total equity contracts 1,584 1,441 Commodity contracts Swaps 130 116 Spot, futures and forwards 179 168 Written options 112 98 Purchased options 102 93 Total commodity contracts 523 475 Total derivative notional amounts $ 55,418 $ 48,386 (a) For more information on volumes and types of credit derivative contracts, see the Credit derivatives discussion on page 105 . (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 March 31, 2018 , and December 31, 2017 , 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 March 31, 2018 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 $ 301,480 $ 2,391 $ 303,871 $ 23,778 $ 271,093 $ 2,770 $ 273,863 $ 7,170 Credit 23,727 — 23,727 1,062 23,697 — 23,697 1,713 Foreign exchange 165,482 453 165,935 16,603 152,846 963 153,809 10,797 Equity 43,989 — 43,989 8,803 48,239 — 48,239 10,325 Commodity 16,927 193 17,120 6,668 18,144 82 18,226 6,944 Total fair value of trading assets and liabilities $ 551,605 $ 3,037 $ 554,642 $ 56,914 $ 514,019 $ 3,815 $ 517,834 $ 36,949 Gross derivative receivables Gross derivative payables December 31, 2017 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 $ 313,276 $ 2,716 $ 315,992 $ 24,673 $ 283,092 $ 1,344 $ 284,436 $ 7,129 Credit 23,205 — 23,205 869 23,252 — 23,252 1,299 Foreign exchange 159,740 491 160,231 16,151 154,601 1,221 155,822 12,473 Equity 40,040 — 40,040 7,882 45,395 — 45,395 9,192 Commodity 20,066 19 20,085 6,948 21,498 403 21,901 7,684 Total fair value of trading assets and liabilities $ 556,327 $ 3,226 $ 559,553 $ 56,523 $ 527,838 $ 2,968 $ 530,806 $ 37,777 (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 March 31, 2018 , and December 31, 2017 , 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 securities) 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. March 31, 2018 December 31, 2017 (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”) $ 291,712 $ (272,007 ) $ 19,705 $ 305,569 $ (284,917 ) $ 20,652 OTC–cleared 8,080 (7,930 ) 150 6,531 (6,318 ) 213 Exchange-traded (a) 321 (157 ) 164 185 (84 ) 101 Total interest rate contracts 300,113 (280,094 ) 20,019 312,285 (291,319 ) 20,966 Credit contracts: OTC 14,755 (14,520 ) 235 15,390 (15,165 ) 225 OTC–cleared 8,366 (8,145 ) 221 7,225 (7,170 ) 55 Total credit contracts 23,121 (22,665 ) 456 22,615 (22,335 ) 280 Foreign exchange contracts: OTC 161,340 (148,205 ) 13,135 155,289 (142,420 ) 12,869 OTC–cleared 1,104 (1,097 ) 7 1,696 (1,654 ) 42 Exchange-traded (a) 131 (30 ) 101 141 (7 ) 134 Total foreign exchange contracts 162,575 (149,332 ) 13,243 157,126 (144,081 ) 13,045 Equity contracts: OTC 23,957 (21,172 ) 2,785 22,024 (19,917 ) 2,107 Exchange-traded (a) 16,443 (14,013 ) 2,430 14,188 (12,241 ) 1,947 Total equity contracts 40,400 (35,185 ) 5,215 36,212 (32,158 ) 4,054 Commodity contracts: OTC 9,701 (3,686 ) 6,015 10,903 (4,436 ) 6,467 Exchange-traded (a) 7,063 (6,766 ) 297 8,854 (8,701 ) 153 Total commodity contracts 16,764 (10,452 ) 6,312 19,757 (13,137 ) 6,620 Derivative receivables with appropriate legal opinion 542,973 (497,728 ) (b) 45,245 547,995 (503,030 ) (b) 44,965 Derivative receivables where an appropriate legal opinion has not been either sought or obtained 11,669 11,669 11,558 11,558 Total derivative receivables recognized on the Consolidated balance sheets $ 554,642 $ 56,914 $ 559,553 $ 56,523 Collateral not nettable on the Consolidated balance sheets (c)(d) (13,101 ) (13,363 ) Net amounts $ 43,813 $ 43,160
Offsetting liabilities	March 31, 2018 December 31, 2017 (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 $ 264,684 $ (259,233 ) $ 5,451 $ 276,960 $ (271,294 ) $ 5,666 OTC–cleared 7,315 (7,305 ) 10 6,004 (5,928 ) 76 Exchange-traded (a) 186 (156 ) 30 127 (84 ) 43 Total interest rate contracts 272,185 (266,694 ) 5,491 283,091 (277,306 ) 5,785 Credit contracts: OTC 15,423 (14,247 ) 1,176 16,194 (15,170 ) 1,024 OTC–cleared 7,797 (7,736 ) 61 6,801 (6,784 ) 17 Total credit contracts 23,220 (21,983 ) 1,237 22,995 (21,954 ) 1,041 Foreign exchange contracts: OTC 149,559 (142,008 ) 7,551 150,966 (141,789 ) 9,177 OTC–cleared 1,005 (997 ) 8 1,555 (1,553 ) 2 Exchange-traded (a) 115 (6 ) 109 98 (7 ) 91 Total foreign exchange contracts 150,679 (143,011 ) 7,668 152,619 (143,349 ) 9,270 Equity contracts: OTC 28,082 (23,802 ) 4,280 28,193 (23,969 ) 4,224 Exchange-traded (a) 14,693 (14,111 ) 582 12,720 (12,234 ) 486 Total equity contracts 42,775 (37,913 ) 4,862 40,913 (36,203 ) 4,710 Commodity contracts: OTC 10,661 (4,592 ) 6,069 12,645 (5,508 ) 7,137 Exchange-traded (a) 6,796 (6,692 ) 104 8,870 (8,709 ) 161 Total commodity contracts 17,457 (11,284 ) 6,173 21,515 (14,217 ) 7,298 Derivative payables with appropriate legal opinion 506,316 (480,885 ) (b) 25,431 521,133 (493,029 ) (b) 28,104 Derivative payables where an appropriate legal opinion has not been either sought or obtained 11,518 11,518 9,673 9,673 Total derivative payables recognized on the Consolidated balance sheets $ 517,834 $ 36,949 $ 530,806 $ 37,777 Collateral not nettable on the Consolidated balance sheets (c)(d) (3,711 ) (4,180 ) Net amounts $ 33,238 $ 33,597 (a) Exchange-traded derivative balances that relate to futures contracts are settled daily. (b) Net derivatives receivable included cash collateral netted of $61.9 billion and $55.5 billion at March 31, 2018 , and December 31, 2017 , respectively. Net derivatives payable included cash collateral netted of $45.1 billion and $45.5 billion related to OTC and OTC-cleared derivatives at March 31, 2018 , and December 31, 2017 , respectively. (c) 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. (d) Derivative collateral relates only to OTC and OTC-cleared 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 March 31, 2018 , and December 31, 2017 , 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 March 31, 2018 December 31, 2017 (in millions) Single-notch downgrade Two-notch downgrade Single-notch downgrade Two-notch downgrade Amount of additional collateral to be posted upon downgrade (a) $ 80 $ 1,929 $ 79 $ 1,989 Amount required to settle contracts with termination triggers upon downgrade (b) 344 679 320 650 (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 March 31, 2018 , and December 31, 2017 . OTC and OTC-cleared derivative payables containing downgrade triggers (in millions) March 31, 2018 December 31, 2017 Aggregate fair value of net derivative payables $ 11,022 $ 11,916 Collateral posted 9,836 9,973
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 months ended March 31, 2018 and 2017 , respectively. The Firm includes gains/(losses) on the hedging derivative in the same line item in the Consolidated statements of income as the related hedged item. Gains/(losses) recorded in income Income statement impact of (f) OCI impact Three months ended March 31, 2018 Derivatives Hedged items Income statement impact Amortization approach Changes in fair value Derivatives - Gains/(losses) recorded in OCI (g) Contract type Interest rate (a)(b) $ (1,477 ) $ 1,629 $ 152 $ — $ 147 $ — Foreign exchange (c) 144 (33 ) 111 (122 ) 111 (52 ) Commodity (d) 184 (147 ) 37 — 18 — Total $ (1,149 ) $ 1,449 $ 300 $ (122 ) $ 276 $ (52 ) Gains/(losses) recorded in income Income statement impact due to: Three months ended March 31, 2017 Derivatives Hedged items Income statement impact Hedge ineffectiveness (e) Excluded components (f) Contract type Interest rate (a)(b) $ (281 ) $ 531 $ 250 $ (1 ) $ 251 Foreign exchange (c) (775 ) 740 (35 ) — (35 ) Commodity (d) (463 ) 464 1 16 (15 ) Total $ (1,519 ) $ 1,735 $ 216 $ 15 $ 201 (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. Also excludes the accrual of interest on interest rate swaps and the related hedged items. (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 and the income statement impact of excluded components 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, time values and cross-currency basis spreads. Under the new hedge accounting guidance, the initial amount of the excluded components may be amortized into income over the life of the derivative, or changes in fair value may be recognized in current period earnings. (g) Represents the change in value of amounts excluded from the assessment of effectiveness under the amortization approach, predominantly cross-currency basis spreads. The amount excluded at inception of the hedge is recognized in earnings over the life of the derivative.
Schedule of amounts recorded on Consolidated Balance Sheets related to certain cumulative fair value hedge basis adjustments	As of March 31, 2018, the following amounts were recorded on the Consolidated balance sheets related to certain cumulative fair value hedge basis adjustments that are expected to impact the income statement in future periods (e.g., as adjustments to yield or to securities gains/losses). Carrying amount of the hedged items (a)(b) Cumulative amount of fair value hedging adjustments included in the carrying amount of hedged items: March 31, 2018 Active hedging relationships Discontinued hedging relationships (d) Total Assets Available-for-sale debt securities 47,977 (c) (1,557 ) 555 (1,002 ) Liabilities Long-term debt 131,268 (851 ) 85 (766 ) Beneficial interests issued by consolidated VIEs 8,752 (2 ) (61 ) (63 ) (a) Excludes physical commodities with a carrying value of $5.2 billion to which the Firm applies fair value hedge accounting. As a result of the application of hedge accounting, these inventories are carried at fair value, thus recognizing unrealized gains and losses in current periods. Given the Firm exits these positions at fair value, there is no incremental impact to net income in future periods. (b) Excludes hedged items where only foreign currency risk is the designated hedged risk, as basis adjustments related to foreign currency hedges generally will not impact the income statement in future periods. The carrying amount excluded for available-for-sale debt securities is $15.8 billion and for long-term debt is $5.5 billion . (c) Carrying amount represents the amortized cost. (d) Represents hedged items no longer designated in qualifying fair value hedging relationships for which an associated basis adjustment exists at the balance sheet date.
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 months ended March 31, 2018 and 2017 , respectively. The Firm includes the gain/(loss) on the hedging derivative in the same line item in the Consolidated statements of income as the change in cash flows on the related hedged item . Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended March 31, 2018 Amounts reclassified from AOCI to income Amounts recorded in OCI Total change Contract type Interest rate (a) $ 13 $ (78 ) $ (91 ) Foreign exchange (b) 39 34 (5 ) Total $ 52 $ (44 ) $ (96 ) Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended March 31, 2017 Amounts reclassified from AOCI to income Amounts recorded in OCI (c) Total change Contract type Interest rate (a) $ (11 ) $ 11 $ 22 Foreign exchange (b) (74 ) 48 122 Total $ (85 ) $ 59 $ 144 (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) Represents the effective portion of changes in value of the related hedging derivative. 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 recognize any ineffectiveness on cash flow hedges during the three months ended March 31, 2017.
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 months ended March 31, 2018 and 2017 . 2018 2017 Three months ended March 31, (in millions) Amounts recorded in income (a) Amounts recorded in OCI Amounts recorded in income (a) Amounts recorded in OCI (b) Foreign exchange derivatives $ (11 ) $ (389 ) $ (62 ) $ (556 ) (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. The Firm elects to record changes in fair value of these amounts directly in other income. (b) Represents the effective portion of changes in value of the related hedging derivative. The Firm did not recognize any ineffectiveness on net investment hedges directly in income during the three months ended March 31, 2017.
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, and foreign currency-denominated assets and liabilities. Derivatives gains/(losses) recorded in income Three months ended March 31, (in millions) 2018 2017 Contract type Interest rate (a) $ (210 ) $ (17 ) Credit (b) (7 ) (45 ) Foreign exchange (c) (30 ) (20 ) Total $ (247 ) $ (82 ) (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 March 31, 2018 (in millions) Protection sold Protection purchased with identical underlyings (b) Net protection (sold)/purchased (c) Other protection purchased (d) Credit derivatives Credit default swaps $ (731,898 ) $ 739,263 $ 7,365 $ 6,024 Other credit derivatives (a) (58,210 ) 58,466 256 11,409 Total credit derivatives (790,108 ) 797,729 7,621 17,433 Credit-related notes (18 ) — (18 ) 9,098 Total $ (790,126 ) $ 797,729 $ 7,603 $ 26,531 Maximum payout/Notional amount December 31, 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 $ (690,224 ) $ 702,098 $ 11,874 $ 5,045 Other credit derivatives (a) (54,157 ) 59,158 5,001 11,747 Total credit derivatives (744,381 ) 761,256 16,875 16,792 Credit-related notes (18 ) — (18 ) 7,915 Total $ (744,399 ) $ 761,256 $ 16,857 $ 24,707 (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 March 31, 2018 , and December 31, 2017 , 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 March 31, 2018 <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 $ (160,144 ) $ (305,679 ) $ (71,789 ) $ (537,612 ) $ 8,231 $ (1,022 ) $ 7,209 Noninvestment-grade (75,170 ) (142,517 ) (34,827 ) (252,514 ) 8,160 (5,384 ) 2,776 Total $ (235,314 ) $ (448,196 ) $ (106,616 ) $ (790,126 ) $ 16,391 $ (6,406 ) $ 9,985 December 31, 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 $ (159,286 ) $ (319,726 ) $ (39,429 ) $ (518,441 ) $ 8,516 $ (1,134 ) $ 7,382 Noninvestment-grade (73,394 ) (134,125 ) (18,439 ) (225,958 ) 7,407 (5,313 ) 2,094 Total $ (232,680 ) $ (453,851 ) $ (57,868 ) $ (744,399 ) $ 15,923 $ (6,447 ) $ 9,476 (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 Nonin37

Noninterest Revenue and Noninterest Expense (Tables)	3 Months Ended
	Mar. 31, 2018
Noninterest Income (Expense) [Abstract]
Components of investment banking fees	The following table presents the components of investment banking fees. Three months ended March 31, (in millions) 2018 2017 Underwriting Equity $ 352 $ 424 Debt 796 960 Total underwriting 1,148 1,384 Advisory 588 496 Total investment banking fees $ 1,736 $ 1,880
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 March 31, (in millions) 2018 2017 Trading revenue by instrument type Interest rate $ 774 $ 795 Credit 380 680 Foreign exchange 1,024 781 Equity 1,627 1,120 Commodity 277 185 Total trading revenue 4,082 3,561 Private equity gains/(losses) (130 ) 21 Principal transactions $ 3,952 $ 3,582
Components of lending and deposit-related fees	The following table presents the components of lending- and deposit-related fees. Three months ended March 31, (in millions) 2018 2017 Lending-related fees $ 274 $ 275 Deposit-related fees 1,203 1,173 Total lending- and deposit-related fees $ 1,477 $ 1,448
Components of asset management, administration and commissions	The following table presents the components of Firmwide asset management, administration and commissions. Three months ended March 31, (in millions) 2018 2017 Asset management fees Investment management fees (a) $ 2,694 $ 2,416 All other asset management fees (b) 66 79 Total asset management fees 2,760 2,495 Total administration fees (c) 561 482 Commission and other fees Brokerage commissions 652 578 All other commissions and fees 336 322 Total commissions and fees 988 900 Total asset management, administration and commissions (a) $ 4,309 $ 3,877 (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 components of card income	The following table presents the components of card income: Three months ended March 31, (in millions) 2018 2017 Interchange and merchant processing income $ 4,359 $ 3,906 Reward costs and partner payments (2,884 ) (2,525 ) Other card income (a) (200 ) (467 ) Total card income $ 1,275 $ 914 (a) Predominantly represents annual and other lending fees and costs (including new account origination costs), which are deferred and recognized on a straight-line basis over a 12 -month period.
Schedule of amounts included in other income	Other income on the Firm’s Consolidated statements of income included the following: Three months ended March 31, (in millions) 2018 2017 Operating lease income $ 1,047 $ 824
Components of noninterest expense	Other expense on the Firm’s Consolidated statements of income included the following: Three months ended March 31, (in millions) 2018 2017 Legal expense $ 70 $ 218 FDIC-related expense 383 381

Interest Income and Interest 38

Interest Income and Interest Expense (Tables)	3 Months Ended
	Mar. 31, 2018
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 (in millions) 2018 2017 Interest income Loans (a) $ 11,074 $ 9,751 Taxable securities 1,313 1,430 Non-taxable securities (b) 410 458 Total investment securities (a) 1,723 1,888 Trading assets 2,103 1,858 Federal funds sold and securities purchased under resale agreements 731 526 Securities borrowed (c) 62 (44 ) Deposits with banks 1,321 725 All other interest-earning assets (d) 681 338 Total interest income 17,695 15,042 Interest expense Interest-bearing deposits 1,060 483 Federal funds purchased and securities loaned or sold under repurchase agreements 578 293 Short-term borrowings (e) 209 73 Trading liabilities – debt and all other interest-bearing liabilities (f) 660 405 Long-term debt 1,753 1,589 Beneficial interest issued by consolidated VIEs 123 135 Total interest expense 4,383 2,978 Net interest income 13,312 12,064 Provision for credit losses 1,165 1,315 Net interest income after provision for credit losses $ 12,147 $ 10,749 (a) Includes the amortization/accretion of unearned income (e.g., purchase premiums/discounts, net deferred fees/costs, etc.). (b) Represents securities which are tax-exempt for U.S. federal income tax purposes. (c) Negative interest income 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) Includes held-for-investment margin loans, which are classified in accrued interest and accounts receivable, and all other interest-earning assets included in other assets on the Consolidated balance sheets. (e) Includes commercial paper. (f) Other interest-bearing liabilities include brokerage customer payables.

Pension and Other Postretirem39

Pension and Other Postretirement Employee Benefit Plans (Tables)	3 Months Ended
	Mar. 31, 2018
Retirement Benefits [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. Defined benefit pension plans OPEB plans Three months ended March 31, (in millions) 2018 2017 2018 2017 Components of net periodic benefit cost Benefits earned during the period $ 90 $ 82 $ — $ — Interest cost on benefit obligations 139 149 6 7 Expected return on plan assets (248 ) (241 ) (26 ) (24 ) Amortization: Net (gain)/loss 26 62 — — Prior service cost/(credit) (6 ) (9 ) — — Settlement — (3 ) — — Net periodic defined benefit cost (a) 1 40 (20 ) (17 ) Other defined benefit pension plans (b) 6 4 NA NA Total defined benefit plans 7 44 (20 ) (17 ) Total defined contribution plans 210 186 NA NA Total pension and OPEB cost included in noninterest expense $ 217 $ 230 $ (20 ) $ (17 ) (a) Effective January 1, 2018, benefits earned during the period are reported in compensation expense; all other components of net periodic defined benefit costs are reported within other expense in the Consolidated statements of income. For additional information, see Note 1 . (b) 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) March 31, 2018 December 31, 2017 Fair value of plan assets Defined benefit pension plans $ 19.5 $ 19.6 OPEB plans 2.7 2.8

Employee Share-based Incentiv40

Employee Share-based Incentives (Tables)	3 Months Ended
	Mar. 31, 2018
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 share-based incentive plans in its Consolidated statements of income. Three months ended (in millions) 2018 2017 Cost of prior grants of RSUs, stock appreciation rights (“SARs”) and performance share units (“PSUs”) that are amortized over their applicable vesting periods $ 398 $ 310 Accrual of estimated costs of share-based awards to be granted in future periods including those to full-career eligible employees 308 291 Total noncash compensation expense related to employee share-based incentive plans $ 706 $ 601

Investment Securities (Tables)

Investment Securities (Tables)	3 Months Ended
	Mar. 31, 2018
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. March 31, 2018 December 31, 2017 (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) $ 67,614 $ 633 $ 1,038 $ 67,209 $ 69,879 $ 736 $ 335 $ 70,280 Residential: U.S. 7,659 166 26 7,799 8,193 185 14 8,364 Non-U.S. 2,686 118 — 2,804 2,882 122 1 3,003 Commercial 9,262 84 206 9,140 4,932 98 5 5,025 Total mortgage-backed securities 87,221 1,001 1,270 86,952 85,886 1,141 355 86,672 U.S. Treasury and government agencies 25,164 408 122 25,450 22,510 266 31 22,745 Obligations of U.S. states and municipalities 37,573 1,982 64 39,491 30,490 1,881 33 32,338 Certificates of deposit 60 — — 60 59 — — 59 Non-U.S. government debt securities 26,348 380 34 26,694 26,900 426 32 27,294 Corporate debt securities 2,191 79 2 2,268 2,657 101 1 2,757 Asset-backed securities: Collateralized loan obligations 19,989 51 1 20,039 20,928 69 1 20,996 Other 8,149 75 32 8,192 8,764 77 24 8,817 Total available-for-sale debt securities 206,695 3,976 1,525 209,146 198,194 3,961 477 201,678 Available-for-sale equity securities (b) — — — — 547 — — 547 Total available-for-sale securities 206,695 3,976 1,525 209,146 198,741 3,961 477 202,225 Held-to-maturity debt securities Mortgage-backed securities: U.S. government agencies (c) 24,197 124 189 24,132 27,577 558 40 28,095 Commercial — — — — 5,783 1 74 5,710 Total mortgage-backed securities 24,197 124 189 24,132 33,360 559 114 33,805 Obligations of U.S. states and municipalities 4,845 102 21 4,926 14,373 554 80 14,847 Total held-to-maturity debt securities 29,042 226 210 29,058 47,733 1,113 194 48,652 Total investment securities $ 235,737 $ 4,202 $ 1,735 $ 238,204 $ 246,474 $ 5,074 $ 671 $ 250,877 (a) Includes total U.S. government-sponsored enterprise obligations with fair values of $45.9 billion and $45.8 billion at March 31, 2018 , and December 31, 2017 , respectively. (b) Effective January 1, 2018, the Firm adopted the recognition and measurement guidance. Equity securities that were previously reported as AFS securities were reclassified to other assets upon adoption. (c) Included total U.S. government-sponsored enterprise obligations with amortized cost of $18.1 billion and $22.0 billion at March 31, 2018 , and December 31, 2017 , respectively.
Securities impairment	The following tables present the fair value and gross unrealized losses for investment securities by aging category at March 31, 2018 , and December 31, 2017 . Investment securities with gross unrealized losses Less than 12 months 12 months or more March 31, 2018 (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 $ 34,422 $ 711 $ 7,033 $ 327 $ 41,455 $ 1,038 Residential: U.S. 1,527 17 545 9 2,072 26 Non-U.S. — — — — — — Commercial 3,457 123 1,712 83 5,169 206 Total mortgage-backed securities 39,406 851 9,290 419 48,696 1,270 U.S. Treasury and government agencies 4,129 94 364 28 4,493 122 Obligations of U.S. states and municipalities 2,244 24 1,276 40 3,520 64 Certificates of deposit — — — — — — Non-U.S. government debt securities 4,953 12 1,196 22 6,149 34 Corporate debt securities 98 1 41 1 139 2 Asset-backed securities: Collateralized loan obligations 907 1 — — 907 1 Other 3,904 28 479 4 4,383 32 Total available-for-sale debt securities 55,641 1,011 12,646 514 68,287 1,525 Held-to-maturity securities Mortgage-backed securities U.S. government agencies 10,193 182 192 7 10,385 189 Commercial — — — — — — Total mortgage-backed securities 10,193 182 192 7 10,385 189 Obligations of U.S. states and municipalities 489 4 683 17 1,172 21 Total held-to-maturity securities 10,682 186 875 24 11,557 210 Total investment securities with gross unrealized losses $ 66,323 $ 1,197 $ 13,521 $ 538 $ 79,844 $ 1,735 Investment securities with gross unrealized losses Less than 12 months 12 months or more December 31, 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 $ 36,037 $ 139 $ 7,711 $ 196 $ 43,748 $ 335 Residential: U.S. 1,112 5 596 9 $ 1,708 14 Non-U.S. — — 266 1 266 1 Commercial 528 4 335 1 863 5 Total mortgage-backed securities 37,677 148 8,908 207 46,585 355 U.S. Treasury and government agencies 1,834 11 373 20 2,207 31 Obligations of U.S. states and municipalities 949 7 1,652 26 2,601 33 Certificates of deposit — — — — — — Non-U.S. government debt securities 6,500 15 811 17 7,311 32 Corporate debt securities — — 52 1 52 1 Asset-backed securities: Collateralized loan obligations — — 276 1 276 1 Other 3,521 20 720 4 4,241 24 Total available-for-sale debt securities 50,481 201 12,792 276 63,273 477 Held-to-maturity debt securities Mortgage-backed securities U.S. government agencies 4,070 38 205 2 4,275 40 Commercial 3,706 41 1,882 33 5,588 74 Total mortgage-backed securities 7,776 79 2,087 35 9,863 114 Obligations of U.S. states and municipalities 584 9 2,131 71 2,715 80 Total held-to-maturity securities 8,360 88 4,218 106 12,578 194 Total investment securities with gross unrealized losses $ 58,841 $ 289 $ 17,010 $ 382 $ 75,851 $ 671
Securities gains and losses	The following table presents realized gains and losses and OTTI from AFS securities that were recognized in income. Three months ended March 31, (in millions) 2018 2017 Realized gains $ 70 $ 149 Realized losses (295 ) (140 ) OTTI losses (20 ) (12 ) Net investment securities gains/(losses) $ (245 ) $ (3 ) OTTI losses Credit-related losses recognized in income $ — $ — Investment securities the Firm intends to sell (20 ) (12 ) Total OTTI losses recognized in income $ (20 ) $ (12 )
Amortized cost and estimated fair value by contractual maturity	The following table presents the amortized cost and estimated fair value at March 31, 2018 , of JPMorgan Chase ’s investment securities portfolio by contractual maturity. By remaining maturity March 31, 2018 (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 276 431 5,837 80,677 $ 87,221 Fair value 281 436 5,953 80,282 $ 86,952 Average yield (b) 1.79 % 2.28 % 3.27 % 3.40 % 3.38 % U.S. Treasury and government agencies Amortized cost 55 — 19,552 5,557 $ 25,164 Fair value 55 — 19,631 5,764 $ 25,450 Average yield (b) 1.46 % — % 2.34 % 2.26 % 2.32 % Obligations of U.S. states and municipalities Amortized cost 64 801 2,474 34,234 $ 37,573 Fair value 64 816 2,576 36,035 $ 39,491 Average yield (b) 1.85 % 3.46 % 4.94 % 4.94 % 4.91 % Certificates of deposit Amortized cost 60 — — — $ 60 Fair value 60 — — — $ 60 Average yield (b) 0.50 % — % — % — % 0.50 % Non-U.S. government debt securities Amortized cost 4,853 13,831 7,664 — $ 26,348 Fair value 4,855 13,999 7,840 — $ 26,694 Average yield (b) 2.84 % 1.63 % 1.24 % — % 1.74 % Corporate debt securities Amortized cost 110 882 1,056 143 $ 2,191 Fair value 110 909 1,098 151 $ 2,268 Average yield (b) 4.16 % 4.04 % 4.01 % 3.39 % 3.99 % Asset-backed securities Amortized cost — 3,109 10,038 14,991 $ 28,138 Fair value — 3,083 10,048 15,100 $ 28,231 Average yield (b) — % 2.12 % 2.79 % 2.53 % 2.58 % Total available-for-sale debt securities Amortized cost $ 5,418 $ 19,054 $ 46,621 $ 135,602 $ 206,695 Fair value $ 5,425 $ 19,243 $ 47,146 $ 137,332 $ 209,146 Average yield (b) 2.76 % 1.92 % 2.55 % 3.65 % 3.22 % Held-to-maturity debt securities Mortgage-backed securities (a) Amortized cost — — 282 23,915 $ 24,197 Fair value — — 281 23,851 $ 24,132 Average yield (b) — % — % 3.30 % 3.32 % 3.32 % Obligations of U.S. states and municipalities Amortized cost — — — 4,845 $ 4,845 Fair value — — — 4,926 $ 4,926 Average yield (b) — % — % — % 4.11 % 4.11 % Total held-to-maturity securities Amortized cost $ — $ — $ 282 $ 28,760 $ 29,042 Fair value $ — $ — $ 281 $ 28,777 $ 29,058 Average yield (b) — % — % 3.30 % 3.45 % 3.45 % (a) As of March 31, 2018 , 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 $51.7 billion and $51.8 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 investment 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 Activiti42

Securities Financing Activities (Tables)	3 Months Ended
	Mar. 31, 2018
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 March 31, 2018 and December 31, 2017 . 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 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. March 31, 2018 (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 $ 529,164 $ (281,634 ) $ 247,530 $ (238,149 ) $ 9,381 Securities borrowed 131,750 (15,618 ) 116,132 (85,976 ) 30,156 Liabilities Securities sold under repurchase agreements $ 444,114 $ (281,634 ) $ 162,480 $ (147,387 ) $ 15,093 Securities loaned and other (a) 40,974 (15,618 ) 25,356 (25,028 ) 328 December 31, 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 $ 448,608 $ (250,505 ) $ 198,103 $ (188,502 ) $ 9,601 Securities borrowed 113,926 (8,814 ) 105,112 (76,805 ) 28,307 Liabilities Securities sold under repurchase agreements $ 398,218 $ (250,505 ) $ 147,713 $ (129,178 ) $ 18,535 Securities loaned and other (a) 27,228 (8,814 ) 18,414 (18,151 ) 263 (a) Includes securities-for-securities lending transactions of $10.0 billion and $9.2 billion at March 31, 2018 and December 31, 2017 , 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 March 31, 2018 and December 31, 2017 , included securities purchased under resale agreements of $13.5 billion and $14.7 billion , respectively and securities sold under agreements to repurchase of $735 million and $697 million , respectively. There were $3.0 billion of securities borrowed at both March 31, 2018 and December 31, 2017 . 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 March 31, 2018 and December 31, 2017 , included $7.3 billion and $7.5 billion , respectively, of securities purchased under resale agreements; $28.2 billion and $25.5 billion , respectively, of securities borrowed; $13.6 billion and $16.5 billion , respectively, of securities sold under agreements to repurchase; and $19 million and $29 million , respectively, of securities loaned and other.
Schedule of types of assets pledged in secured financing transactions	The tables below present as of March 31, 2018 , and December 31, 2017 the types of financial assets pledged in securities financing agreements and the remaining contractual maturity of the securities financing agreements. Gross liability balance March 31, 2018 December 31, 2017 (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 U.S. government agencies 10,608 — 13,100 — Residential - nonagency 1,932 — 2,972 — Commercial - nonagency 1,224 — 1,594 — U.S. Treasury and government agencies 200,550 46 177,581 14 Obligations of U.S. states and municipalities 1,397 — 1,557 — Non-U.S. government debt 193,011 3,638 170,196 2,485 Corporate debt securities 14,847 418 14,231 287 Asset-backed securities 3,016 1 3,508 — Equity securities 17,529 36,871 13,479 24,442 Total $ 444,114 $ 40,974 $ 398,218 $ 27,228 Remaining contractual maturity of the agreements Overnight and continuous Greater than 90 days March 31, 2018 (in millions) Up to 30 days 30 – 90 days Total Total securities sold under repurchase agreements $ 210,365 $ 154,243 $ 38,400 $ 41,106 $ 444,114 Total securities loaned and other (a) 31,051 765 2,773 6,385 40,974 Remaining contractual maturity of the agreements Overnight and continuous Greater than 90 days December 31, 2017 (in millions) Up to 30 days 30 – 90 days Total Total securities sold under repurchase agreements $ 166,425 $ 156,434 $ 41,611 $ 33,748 $ 398,218 Total securities loaned and other (a) 22,876 375 2,328 1,649 27,228 (a) Includes securities-for-securities lending transactions of $10.0 billion and $9.2 billion at March 31, 2018 and December 31, 2017 , 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)	3 Months Ended
	Mar. 31, 2018
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 • Residential mortgage (b) • Home equity (c) Other consumer loans (d) • Auto • Consumer & Business Banking (e) 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) Predominantly includes prime (including option ARMs) and subprime loans. (c) Includes senior and junior lien home equity 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 14 of JPMorgan Chase ’s 2017 Annual Report .
Schedule of loans by portfolio segment	The following tables summarize the Firm’s loan balances by portfolio segment. March 31, 2018 Consumer, excluding credit card Credit card (a) Wholesale Total (in millions) Retained $ 373,243 $ 140,348 $ 412,020 $ 925,611 (b) Held-for-sale 152 66 5,687 5,905 At fair value — — 2,908 2,908 Total $ 373,395 $ 140,414 $ 420,615 $ 934,424 December 31, 2017 Consumer, excluding credit card Credit card (a) Wholesale Total (in millions) Retained $ 372,553 $ 149,387 $ 402,898 $ 924,838 (b) Held-for-sale 128 124 3,099 3,351 At fair value — — 2,508 2,508 Total $ 372,681 $ 149,511 $ 408,505 $ 930,697 (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 unamortized discounts and premiums, and net deferred loan fees or costs. These amounts were not material as of March 31, 2018 , and December 31, 2017 . The accompanying table provides information about retained consumer loans, excluding credit card, by class. In 2017, the Firm sold its student loan portfolio. (in millions) March 31, December 31, Residential real estate – excluding PCI Residential mortgage $ 220,048 $ 216,496 Home equity 31,792 33,450 Other consumer loans Auto 66,042 66,242 Consumer & Business Banking 25,856 25,789 Residential real estate – PCI Home equity 10,332 10,799 Prime mortgage 6,259 6,479 Subprime mortgage 2,549 2,609 Option ARMs 10,365 10,689 Total retained loans $ 373,243 $ 372,553
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. Loans reclassified to held-for sale are non-cash transactions. The Firm manages its exposure to credit risk on an ongoing basis. Selling loans is one way that the Firm reduces its credit exposures. Loans sold out of the held-for-sale portfolio are excluded from this table. 2018 2017 Three months ended March 31, (in millions) Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Purchases $ 1,071 (a)(b) $ — $ 1,098 $ 2,169 $ 940 (a)(b) $ — $ 284 $ 1,224 Sales 481 — 3,689 4,170 590 — 2,447 3,037 Retained loans reclassified to held-for-sale 36 — 868 904 6,309 (c) — 461 6,770 (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 $3.6 billion and $5.4 billion for the three months ended March 31, 2018 and 2017 , respectively. (c) Includes the Firm’s student loan portfolio which was sold in 2017.
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 (in millions) 2018 2017 Net gains/(losses) on sales of loans (including lower of cost or fair value adjustments) (a) Consumer, excluding credit card $ 9 $ (226 ) (b) Credit card 19 1 Wholesale (2 ) 5 Total net gains on sales of loans (including lower of cost or fair value adjustments) $ 26 $ (220 ) (a) Excludes sales related to loans accounted for at fair value. (b) Includes the amounts related to the Firm’s student loan portfolio which was sold in 2017.
Schedule of financing receivable credit quality indicators	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 Mar 31, Dec 31, Mar 31, Dec 31, Mar 31, Dec 31, Mar 31, Dec 31, Mar 31, Dec 31, Carrying value (a) $ 10,332 $ 10,799 $ 6,259 $ 6,479 $ 2,549 $ 2,609 $ 10,365 $ 10,689 $ 29,505 $ 30,576 Loan delinquency (based on unpaid principal balance) Current $ 9,882 $ 10,272 $ 5,662 $ 5,839 $ 2,630 $ 2,640 $ 9,409 $ 9,662 $ 27,583 $ 28,413 30–149 days past due 271 356 293 336 298 381 447 547 1,309 1,620 150 or more days past due 368 392 328 327 195 176 693 689 1,584 1,584 Total loans $ 10,521 $ 11,020 $ 6,283 $ 6,502 $ 3,123 $ 3,197 $ 10,549 $ 10,898 $ 30,476 $ 31,617 % of 30+ days past due to total loans 6.07 % 6.79 % 9.88 % 10.20 % 15.79 % 17.42 % 10.81 % 11.34 % 9.49 % 10.13 % Current estimated LTV ratios (based on unpaid principal balance) (b)(c) Greater than 125% and refreshed FICO scores: Equal to or greater than 660 $ 28 $ 33 $ 3 $ 4 $ 3 $ 2 $ 5 $ 6 $ 39 $ 45 Less than 660 16 21 12 16 18 20 8 9 54 66 101% to 125% and refreshed FICO scores: Equal to or greater than 660 230 274 13 16 14 20 41 43 298 353 Less than 660 104 132 40 42 64 75 61 71 269 320 80% to 100% and refreshed FICO scores: Equal to or greater than 660 1,065 1,195 177 221 106 119 249 316 1,597 1,851 Less than 660 493 559 193 230 273 309 323 371 1,282 1,469 Lower than 80% and refreshed FICO scores: Equal to or greater than 660 5,980 6,134 3,478 3,551 893 895 6,027 6,113 16,378 16,693 Less than 660 2,054 2,095 2,063 2,103 1,608 1,608 3,391 3,499 9,116 9,305 No FICO/LTV available 551 577 304 319 144 149 444 470 1,443 1,515 Total unpaid principal balance $ 10,521 $ 11,020 $ 6,283 $ 6,502 $ 3,123 $ 3,197 $ 10,549 $ 10,898 $ 30,476 $ 31,617 Geographic region (based on unpaid principal balance) California $ 6,256 $ 6,555 $ 3,599 $ 3,716 $ 778 $ 797 $ 6,022 $ 6,225 $ 16,655 $ 17,293 Florida 1,092 1,137 409 428 291 296 850 878 2,642 2,739 New York 586 607 445 457 326 330 609 628 1,966 2,022 Washington 500 532 128 135 59 61 229 238 916 966 Illinois 262 273 196 200 158 161 243 249 859 883 New Jersey 233 242 174 178 108 110 325 336 840 866 Massachusetts 74 79 143 149 95 98 300 307 612 633 Maryland 55 57 125 129 128 132 225 232 533 550 Virginia 63 66 118 123 50 51 273 280 504 520 Arizona 193 203 100 106 58 60 151 156 502 525 All other 1,207 1,269 846 881 1,072 1,101 1,322 1,369 4,447 4,620 Total unpaid principal balance $ 10,521 $ 11,020 $ 6,283 $ 6,502 $ 3,123 $ 3,197 $ 10,549 $ 10,898 $ 30,476 $ 31,617 (a) Carrying value includes the effect of fair value adjustments that were applied to the consumer PCI portfolio at the date of acquisition. (b) 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. (c) Refreshed FICO scores represent each borrower’s most recent credit score, which is obtained by the Firm on at least a quarterly basis. The table below provides information for other consumer retained loan classes, including auto and business banking loans. (in millions, except ratios) Auto Consumer & Total other consumer Mar 31, 2018 Dec 31, 2017 Mar 31, 2018 Dec 31, 2017 Mar 31, 2018 Dec 31, 2017 Loan delinquency Current $ 65,574 $ 65,651 $ 25,570 $ 25,454 $ 91,144 $ 91,105 30–119 days past due 462 584 165 213 627 797 120 or more days past due 6 7 121 122 127 129 Total retained loans $ 66,042 $ 66,242 $ 25,856 $ 25,789 $ 91,898 $ 92,031 % of 30+ days past due to total retained loans 0.71 % 0.89 % 1.11 % 1.30 % 0.82 % 1.01 % Nonaccrual loans (a) 127 141 274 283 401 424 Geographic region California $ 8,540 $ 8,445 $ 5,088 $ 5,032 $ 13,628 $ 13,477 Texas 6,866 7,013 2,955 2,916 9,821 9,929 New York 4,070 4,023 4,174 4,195 8,244 8,218 Illinois 3,888 3,916 2,014 2,017 5,902 5,933 Florida 3,386 3,350 1,391 1,424 4,777 4,774 Arizona 2,155 2,221 1,415 1,383 3,570 3,604 Ohio 2,095 2,105 1,357 1,380 3,452 3,485 Michigan 1,458 1,418 1,348 1,357 2,806 2,775 New Jersey 2,044 2,044 721 721 2,765 2,765 Louisiana 1,628 1,656 877 849 2,505 2,505 All other 29,912 30,051 4,516 4,515 34,428 34,566 Total retained loans $ 66,042 $ 66,242 $ 25,856 $ 25,789 $ 91,898 $ 92,031 Loans by risk ratings (b) Noncriticized $ 15,691 $ 15,604 $ 18,060 $ 17,938 $ 33,751 $ 33,542 Criticized performing 225 93 800 791 1,025 884 Criticized nonaccrual 8 9 210 213 218 222 (a) There were no loans that were 90 or more days past due and still accruing interest at March 31, 2018 , and December 31, 2017 . (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. The following table provides information by class for residential real estate – excluding retained PCI loans. Residential real estate – excluding PCI loans (in millions, except ratios) Residential mortgage Home equity Total residential real estate – excluding PCI Mar 31, Dec 31, Mar 31, Dec 31, Mar 31, Dec 31, Loan delinquency (a) Current $ 213,081 $ 208,713 $ 30,894 $ 32,391 $ 243,975 $ 241,104 30–149 days past due 3,176 4,234 498 671 3,674 4,905 150 or more days past due 3,791 3,549 400 388 4,191 3,937 Total retained loans $ 220,048 $ 216,496 $ 31,792 $ 33,450 $ 251,840 $ 249,946 % of 30+ days past due to total retained loans (b) 0.62 % 0.77 % 2.82 % 3.17 % 0.90 % 1.09 % 90 or more days past due and government guaranteed (c) $ 3,873 $ 4,172 $ — $ — $ 3,873 $ 4,172 Nonaccrual loans 2,240 2,175 1,585 1,610 3,825 3,785 Current estimated LTV ratios (d)(e) Greater than 125% and refreshed FICO scores: Equal to or greater than 660 $ 65 $ 37 $ 7 $ 10 $ 72 $ 47 Less than 660 18 19 2 3 20 22 101% to 125% and refreshed FICO scores: Equal to or greater than 660 38 36 219 296 257 332 Less than 660 76 88 69 95 145 183 80% to 100% and refreshed FICO scores: Equal to or greater than 660 3,477 4,369 1,410 1,676 4,887 6,045 Less than 660 410 483 476 569 886 1,052 Less than 80% and refreshed FICO scores: Equal to or greater than 660 199,245 194,758 24,260 25,262 223,505 220,020 Less than 660 6,861 6,952 3,785 3,850 10,646 10,802 No FICO/LTV available 1,248 1,259 1,564 1,689 2,812 2,948 U.S. government-guaranteed 8,610 8,495 — — 8,610 8,495 Total retained loans $ 220,048 $ 216,496 $ 31,792 $ 33,450 $ 251,840 $ 249,946 Geographic region California $ 70,090 $ 68,855 $ 6,307 $ 6,582 $ 76,397 $ 75,437 New York 27,877 27,473 6,528 6,866 34,405 34,339 Illinois 14,644 14,501 2,396 2,521 17,040 17,022 Texas 12,848 12,508 1,946 2,021 14,794 14,529 Florida 9,797 9,598 1,750 1,847 11,547 11,445 New Jersey 7,166 7,142 1,850 1,957 9,016 9,099 Washington 7,175 6,962 975 1,026 8,150 7,988 Colorado 7,533 7,335 567 632 8,100 7,967 Massachusetts 6,310 6,323 279 295 6,589 6,618 Arizona 4,210 4,109 1,352 1,439 5,562 5,548 All other (f) 52,398 51,690 7,842 8,264 60,240 59,954 Total retained loans $ 220,048 $ 216,496 $ 31,792 $ 33,450 $ 251,840 $ 249,946 (a) Individual delinquency classifications include mortgage loans insured by U.S. government agencies as follows: current included $3.0 billion and $2.4 billion ; 30 – 149 days past due included $2.5 billion and $3.2 billion ; and 150 or more days past due included $3.1 billion and $2.9 billion at March 31, 2018 , and December 31, 2017 , respectively. (b) At March 31, 2018 and December 31, 2017 , residential mortgage loans excluded mortgage loans insured by U.S. government agencies of $5.6 billion and $6.1 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 March 31, 2018 , and December 31, 2017 , these balances included $1.4 billion and $1.5 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 March 31, 2018 , and December 31, 2017 . (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 March 31, 2018 , and December 31, 2017 , included mortgage loans insured by U.S. government agencies of $8.6 billion and $8.5 billion , respectively. The following table represents the Firm’s delinquency statistics for junior lien home equity loans and lines as of March 31, 2018 , and December 31, 2017 . Total loans Total 30+ day delinquency rate (in millions, except ratios) Mar 31, Dec 31, Mar 31, Dec 31, HELOCs: (a) Within the revolving period (b) $ 5,645 $ 6,363 0.32 % 0.50 % Beyond the revolving period 13,207 13,532 3.04 3.56 HELOANs 1,280 1,371 2.89 3.50 Total $ 20,132 $ 21,266 2.27 % 2.64 % (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 March 31, 2018 , and December 31, 2017 . Total loans Total 30+ day delinquency rate (in millions, except ratios) Mar 31, Dec 31, Mar 31, Dec 31, HELOCs: (a) Within the revolving period (b) $ 10 $ 51 10.00 % 1.96 % Beyond the revolving period (c) 7,542 7,875 4.00 4.63 HELOANs 338 360 4.14 5.28 Total $ 7,890 $ 8,286 4.02 % 4.65 % (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) March 31, December 31, Loan delinquency Current and less than 30 days past due and still accruing $ 137,799 $ 146,704 30–89 days past due and still accruing 1,211 1,305 90 or more days past due and still accruing 1,338 1,378 Total retained credit card loans $ 140,348 $ 149,387 Loan delinquency ratios % of 30+ days past due to total retained loans 1.82 % 1.80 % % of 90+ days past due to total retained loans 0.95 0.92 Credit card loans by geographic region California $ 20,974 $ 22,245 Texas 13,541 14,200 New York 12,258 13,021 Florida 8,674 9,138 Illinois 8,057 8,585 New Jersey 6,036 6,506 Ohio 4,631 4,997 Pennsylvania 4,511 4,883 Colorado 3,793 4,006 Michigan 3,546 3,826 All other 54,327 57,980 Total retained credit card loans $ 140,348 $ 149,387 Percentage of portfolio based on carrying value with estimated refreshed FICO scores Equal to or greater than 660 83.5 % 84.0 % Less than 660 15.6 14.6 No FICO available 0.9 1.4 The following table presents additional information on the real estate class of loans within the Wholesale portfolio for the periods indicated. For further information on real estate loans, see Note 12 of JPMorgan Chase ’s 2017 Annual Report . (in millions, except ratios) Multifamily Other commercial Total real estate loans Mar 31, Dec 31, Mar 31, Dec 31, Mar 31, Dec 31, Real estate retained loans $ 77,846 $ 77,597 $ 36,197 $ 36,051 $ 114,043 $ 113,648 Criticized exposure 433 491 331 355 764 846 % of total criticized exposure to total real estate retained loans 0.56 % 0.63 % 0.91 % 0.98 % 0.67 % 0.74 % Criticized nonaccrual $ 47 $ 44 $ 97 $ 92 $ 144 $ 136 % of criticized nonaccrual loans to total real estate retained loans 0.06 % 0.06 % 0.27 % 0.26 % 0.13 % 0.12 % The table below provides information by class of receivable for the retained loans in the Wholesale portfolio segment. Commercial and industrial Real estate Financial Government agencies Other (d) Total (in millions, except ratios) Mar 31, Dec 31, Mar 31, Dec 31, Mar 31, Dec 31, Mar 31, Dec 31, Mar 31, Dec 31, Mar 31, Dec 31, Loans by risk ratings Investment-grade $ 68,705 $ 68,071 $ 99,185 $ 98,467 $ 27,424 $ 26,791 $ 15,135 $ 15,140 $ 106,356 $ 103,212 $ 316,805 $ 311,681 Noninvestment-grade: Noncriticized 49,917 46,558 14,094 14,335 13,781 13,071 332 369 11,360 9,988 89,484 84,321 Criticized performing 3,283 3,983 620 710 98 210 — — 136 259 4,137 5,162 Criticized nonaccrual 1,249 1,357 144 136 2 2 — — 199 239 1,594 1,734 Total noninvestment- grade 54,449 51,898 14,858 15,181 13,881 13,283 332 369 11,695 10,486 95,215 91,217 Total retained loans $ 123,154 $ 119,969 $ 114,043 $ 113,648 $ 41,305 $ 40,074 $ 15,467 $ 15,509 $ 118,051 $ 113,698 $ 412,020 $ 402,898 % of total criticized exposure to total retained loans 3.68 % 4.45 % 0.67 % 0.74 % 0.24 % 0.53 % — % — % 0.28 % 0.44 % 1.39 % 1.71 % % of criticized nonaccrual to total retained loans 1.01 1.13 0.13 0.12 — — — — 0.17 0.21 0.39 0.43 Loans by geographic distribution (a) Total non-U.S. $ 30,538 $ 28,470 $ 3,127 $ 3,101 $ 17,842 $ 16,790 $ 3,119 $ 2,906 $ 47,352 $ 44,112 $ 101,978 $ 95,379 Total U.S. 92,616 91,499 110,916 110,547 23,463 23,284 12,348 12,603 70,699 69,586 310,042 307,519 Total retained loans $ 123,154 $ 119,969 $ 114,043 $ 113,648 $ 41,305 $ 40,074 $ 15,467 $ 15,509 $ 118,051 $ 113,698 $ 412,020 $ 402,898 Loan delinquency (b) Current and less than 30 days past due and still accruing $ 121,703 $ 118,288 $ 113,761 $ 113,258 $ 41,267 $ 40,042 $ 15,451 $ 15,493 $ 116,632 $ 112,559 $ 408,814 $ 399,640 30–89 days past due and still accruing 178 216 131 242 32 15 13 12 1,220 898 1,574 1,383 90 or more days past due and still accruing (c) 24 108 7 12 4 15 3 4 — 2 38 141 Criticized nonaccrual 1,249 1,357 144 136 2 2 — — 199 239 1,594 1,734 Total retained loans $ 123,154 $ 119,969 $ 114,043 $ 113,648 $ 41,305 $ 40,074 $ 15,467 $ 15,509 $ 118,051 $ 113,698 $ 412,020 $ 402,898 (a) The U.S. and non-U.S. distribution is determined based predominantly on the domicile of the borrower. (b) The credit quality of wholesale loans is assessed primarily through ongoing review and monitoring of an obligor’s ability to meet contractual obligations rather than relying on the past due status, which is generally a lagging indicator of credit quality. For a further discussion, see Note 12 of JPMorgan Chase ’s 2017 Annual Report . (c) Represents loans that are considered well-collateralized and therefore still accruing interest. (d) Other includes individuals, SPEs, holding companies, private education and civic organizations. For more information on SPEs, see Note 14 of JPMorgan Chase ’s 2017 Annual Report .
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 13 of JPMorgan Chase ’s 2017 Annual Report . Residential mortgage Home equity Total residential real estate – excluding PCI Mar 31, Dec 31, Mar 31, Dec 31, Mar 31, Dec 31, Impaired loans With an allowance $ 4,324 $ 4,407 $ 1,236 $ 1,236 $ 5,560 $ 5,643 Without an allowance (a) 1,221 1,213 877 882 2,098 2,095 Total impaired loans (b)(c) $ 5,545 $ 5,620 $ 2,113 $ 2,118 $ 7,658 $ 7,738 Allowance for loan losses related to impaired loans $ 77 $ 62 $ 118 $ 111 $ 195 $ 173 Unpaid principal balance of impaired loans (d) 7,618 7,741 3,656 3,701 11,274 11,442 Impaired loans on nonaccrual status (e) 1,796 1,743 1,057 1,032 2,853 2,775 (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 March 31, 2018 , Chapter 7 residential real estate loans included approximately 14% of residential mortgages and 11% of home equity that were 30 days or more past due. (b) At March 31, 2018 , and December 31, 2017 , $4.2 billion and $3.8 billion , respectively, of loans modified subsequent to repurchase from Ginnie Mae in accordance with the standards of the appropriate government agency (i.e., FHA, VA, RHS) are not included in the table above. When such loans perform subsequent to modification in accordance with Ginnie Mae guidelines, they are generally sold back into Ginnie Mae loan pools. Modified loans that do not re-perform become subject to foreclosure. (c) Predominantly all residential real estate impaired loans, excluding PCI loans, are in the U.S. (d) Represents the contractual amount of principal owed at March 31, 2018 , and December 31, 2017 . The unpaid principal balance differs from the impaired loan balances due to various factors including charge-offs, net deferred loan fees or costs, and unamortized discounts or premiums on purchased loans. (e) As of March 31, 2018 and December 31, 2017 , nonaccrual loans included $2.3 billion and $2.2 billion , respectively, of TDRs for which the borrowers were less than 90 days past due. For additional information about loans modified in a TDR that are on nonaccrual status refer to the Loan accounting framework in Note 12 of JPMorgan Chase ’s 2017 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) March 31, December 31, Impaired loans With an allowance $ 269 $ 272 Without an allowance (a) 26 26 Total impaired loans (b)(c) $ 295 $ 298 Allowance for loan losses related to impaired loans $ 71 $ 73 Unpaid principal balance of impaired loans (d) 401 402 Impaired loans on nonaccrual status 266 268 (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 $298 million and $650 million for the three months ended March 31, 2018 and 2017 , respectively. The related interest income on impaired loans, including those on a cash basis, was not material for the three months ended March 31, 2018 and 2017 . (d) Represents the contractual amount of principal owed at March 31, 2018 , and December 31, 2017 . 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) March 31, December 31, Impaired credit card loans with an allowance (a)(b) Credit card loans with modified payment terms (c) $ 1,173 $ 1,135 Modified credit card loans that have reverted to pre-modification payment terms (d) 68 80 Total impaired credit card loans (e) $ 1,241 $ 1,215 Allowance for loan losses related to impaired credit card loans $ 393 $ 383 (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 March 31, 2018 , and December 31, 2017 , $34 million and $43 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 $34 million and $37 million at March 31, 2018 , and December 31, 2017 , 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 Mar 31, Dec 31, Mar 31, Dec 31, Mar 31, Dec 31, Mar 31, Dec 31, Mar 31, Dec 31, Mar 31, Dec 31, Impaired loans With an allowance $ 1,051 $ 1,170 $ 87 $ 78 $ 92 $ 93 $ — $ — $ 129 $ 168 $ 1,359 $ 1,509 Without an allowance (a) 240 228 59 60 — — — — 69 70 368 358 Total impaired loans $ 1,291 $ 1,398 $ 146 $ 138 $ 92 $ 93 $ — $ — $ 198 $ 238 $ 1,727 (c) $ 1,867 (c) Allowance for loan losses related to impaired loans $ 407 $ 404 $ 16 $ 11 $ 4 $ 4 $ — $ — $ 47 $ 42 $ 474 $ 461 Unpaid principal balance of impaired loans (b) 1,468 1,604 218 201 92 94 — — 439 255 2,217 2,154 (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 March 31, 2018 , and December 31, 2017 . 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 table presents average impaired loans and the related interest income reported by the Firm. Three months ended March 31, (in millions) Average impaired loans Interest income on impaired loans (a) Interest income on impaired (a) 2018 2017 2018 2017 2018 2017 Residential mortgage $ 5,608 $ 5,977 $ 70 $ 73 $ 19 $ 19 Home equity 2,123 2,250 32 31 21 20 Total residential real estate – excluding PCI $ 7,731 $ 8,227 $ 102 $ 104 $ 40 $ 39 (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 March 31, (in millions) 2018 2017 Average impaired credit card loans $ 1,224 $ 1,228 Interest income on impaired credit card loans 15 14 The following table presents the Firm’s average impaired loans for the periods indicated. Three months ended March 31, (in millions) 2018 2017 Commercial and industrial $ 1,050 $ 1,097 Real estate 135 172 Financial institutions 17 4 Government agencies — — Other 211 202 Total (a) $ 1,413 $ 1,475 (a) The related interest income on accruing impaired loans and interest income recognized on a cash basis were not material for the three months ended March 31, 2018 and 2017 .
Troubled debt restructuring on financing receivables	The following table presents new TDRs reported by the Firm. Three months ended March 31, (in millions) 2018 2017 Residential mortgage $ 147 $ 72 Home equity 103 81 Total residential real estate – excluding PCI $ 250 $ 153
Troubled debt restructuring on financing receivables nature and extent of modifications	The following table provides 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 March 31, Total residential real estate – excluding PCI Residential mortgage Home equity 2018 2017 2018 2017 2018 2017 Number of loans approved for a trial modification 299 456 460 743 759 1,199 Number of loans permanently modified 969 783 1,798 1,217 2,767 2,000 Concession granted: (a) Interest rate reduction 20 % 82 % 49 % 85 % 39 % 84 % Term or payment extension 28 89 51 90 43 90 Principal and/or interest deferred 57 10 25 18 36 15 Principal forgiveness 6 19 5 9 5 13 Other (b) 49 30 60 11 56 19 (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 table provides information about the financial effects of the various concessions granted in modifications of residential real estate loans, excluding PCI loans, under the loss mitigation programs described above and about redefaults of certain loans modified in TDRs for the periods presented. The following table presents only the financial effects of permanent modifications and does not include temporary concessions offered through trial modifications. This table also excludes Chapter 7 loans where the sole concession granted is the discharge of debt. Three months ended March 31, (in millions, except weighted-average data) Residential mortgage Home equity Total residential real estate – excluding PCI 2018 2017 2018 2017 2018 2017 Weighted-average interest rate of loans with interest rate reductions – before TDR 5.11 % 5.36 % 5.11 % 4.63 % 5.11 % 5.03 % Weighted-average interest rate of loans with interest rate reductions – after TDR 3.45 2.90 3.05 2.45 3.19 2.70 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR 24 24 19 20 21 22 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR 36 38 38 39 37 38 Charge-offs recognized upon permanent modification $ — $ 1 $ 1 $ 1 $ 1 $ 2 Principal deferred 6 3 2 5 8 8 Principal forgiven 3 5 2 2 5 7 Balance of loans that redefaulted within one year of permanent modification (a) $ 23 $ 32 $ 15 $ 11 $ 38 $ 43 (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 March 31, 2018 2017 Weighted-average interest rate of loans – before TDR 17.25 % 16.16 % Weighted-average interest rate of loans – after TDR 5.20 4.77 Loans that redefaulted within one year of modification (a) $ 2 $ 21 (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 months ended March 31, 2018 and 2017 , 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 March 31, 2018 2017 Beginning balance $ 11,159 $ 11,768 Accretion into interest income (328 ) (359 ) Changes in interest rates on variable-rate loans 280 116 Other changes in expected cash flows (a) (861 ) 1,597 Balance at March 31 $ 10,250 $ 13,122 Accretable yield percentage 4.78 % 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)	3 Months Ended
	Mar. 31, 2018
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. 2018 2017 Three months ended March 31, 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, $ 4,579 $ 4,884 $ 4,141 $ 13,604 5,198 $ 4,034 $ 4,544 $ 13,776 Gross charge-offs 284 1,291 65 1,640 847 1,086 26 1,959 Gross recoveries (138 ) (121 ) (46 ) (305 ) (159 ) (93 ) (53 ) (305 ) Net charge-offs 146 1,170 19 1,335 688 993 (27 ) 1,654 Write-offs of PCI loans (a) 20 — — 20 24 — — 24 Provision for loan losses 146 1,170 (189 ) 1,127 442 993 (119 ) 1,316 Other 1 — (2 ) (1 ) (2 ) — 1 (1 ) Ending balance at March 31, $ 4,560 $ 4,884 $ 3,931 $ 13,375 $ 4,926 $ 4,034 $ 4,453 $ 13,413 Allowance for loan losses by impairment methodology Asset-specific (b) $ 266 $ 393 (c) $ 474 $ 1,133 $ 300 $ 373 (c) $ 249 $ 922 Formula-based 2,089 4,491 3,457 10,037 2,339 3,661 4,204 10,204 PCI 2,205 — — 2,205 2,287 — — 2,287 Total allowance for loan losses $ 4,560 $ 4,884 $ 3,931 $ 13,375 $ 4,926 $ 4,034 $ 4,453 $ 13,413 Loans by impairment methodology Asset-specific $ 7,953 $ 1,241 $ 1,727 $ 10,921 $ 8,604 $ 1,219 $ 1,681 $ 11,504 Formula-based 335,785 139,107 410,290 885,182 317,594 133,698 384,686 835,978 PCI 29,505 — 3 29,508 34,385 — 3 34,388 Total retained loans $ 373,243 $ 140,348 $ 412,020 $ 925,611 $ 360,583 $ 134,917 $ 386,370 $ 881,870 Impaired collateral-dependent loans Net charge-offs $ 12 $ — $ — $ 12 $ 31 $ — $ 1 $ 32 Loans measured at fair value of collateral less cost to sell 2,135 — 262 2,397 2,345 — 264 2,609 Allowance for lending-related commitments Beginning balance at January 1, $ 33 $ — $ 1,035 $ 1,068 $ 26 $ — $ 1,052 $ 1,078 Provision for lending-related commitments — — 38 38 — — (1 ) (1 ) Other — — 1 1 — — — — Ending balance at March 31, $ 33 $ — $ 1,074 $ 1,107 $ 26 $ — $ 1,051 $ 1,077 Allowance for lending-related commitments by impairment methodology Asset-specific $ — $ — $ 167 $ 167 $ — $ — $ 228 $ 228 Formula-based 33 — 907 940 26 — 823 849 Total allowance for lending-related commitments $ 33 $ — $ 1,074 $ 1,107 $ 26 $ — $ 1,051 $ 1,077 Lending-related commitments by impairment methodology Asset-specific $ — $ — $ 746 $ 746 $ — $ — $ 882 $ 882 Formula-based 49,516 588,232 383,529 1,021,277 51,806 (d) 577,096 363,638 992,540 (d) Total lending-related commitments $ 49,516 $ 588,232 $ 384,275 $ 1,022,023 $ 51,806 (d) $ 577,096 $ 364,520 $ 993,422 (d) (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. (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. (d) The prior period amounts have been revised to conform with the current period presentation.

Variable Interest Entities (Tab

Variable Interest Entities (Tables)	3 Months Ended
	Mar. 31, 2018
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 originated credit card receivables 130 Mortgage securitization trusts Servicing and securitization of both originated and purchased residential mortgages 130–132 CIB Mortgage and other securitization trusts Securitization of both originated and purchased residential and commercial mortgages, and other consumer loans 130–132 Multi-seller conduits Assist clients in accessing the financial markets in a cost-efficient manner and structures transactions to meet investor needs 132 Municipal bond vehicles Financing of municipal bond investments 132
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 (including amounts required to be held pursuant to credit risk retention rules), 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 134 of this Note for further information regarding the Firm’s cash flows with and interests retained in nonconsolidated VIEs, and page 134 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) March 31, 2018 (in millions) Total assets held by securitization VIEs Assets Assets held in nonconsolidated securitization VIEs with continuing involvement Trading assets Investment securities Other financial assets Total interests held by JPMorgan Securitization-related (a) Residential mortgage: Prime/Alt-A and option ARMs $ 67,150 $ 3,514 $ 51,840 $ 412 $ 876 $ — $ 1,288 Subprime 18,512 17 17,074 57 — — 57 Commercial and other (b) 99,298 — 69,192 766 1,079 207 2,052 Total $ 184,960 $ 3,531 $ 138,106 $ 1,235 $ 1,955 $ 207 $ 3,397 Principal amount outstanding JPMorgan Chase interest in securitized assets in nonconsolidated VIEs (c)(d)(e) December 31, 2017 (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 Investment securities Other financial assets Total interests held by JPMorgan Chase Securitization-related (a) Residential mortgage: Prime/Alt-A and option ARMs $ 68,874 $ 3,615 $ 52,280 $ 410 $ 943 $ — $ 1,353 Subprime 18,984 7 17,612 93 — — 93 Commercial and other (b) 94,905 63 63,411 745 1,133 157 2,035 Total $ 182,763 $ 3,685 $ 133,303 $ 1,248 $ 2,076 $ 157 $ 3,481 (a) Excludes U.S. government agency securitizations and re-securitizations, which are not Firm-sponsored. See page 134 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 $306 million and $31 million , respectively, at March 31, 2018 , and $88 million and $48 million , respectively, at December 31, 2017 , which the Firm purchased in connection with CIB’s secondary market-making activities. (d) Includes interests held in re-securitization transactions. (e) As of March 31, 2018 , and December 31, 2017 , 68% and 61% , respectively, of the Firm’s retained securitization interests, which are predominantly 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 of investment-grade for both periods, and $16 million and $48 million of noninvestment-grade retained interests at March 31, 2018 , and December 31, 2017 , respectively. The retained interests in commercial and other securitizations trusts consisted of $1.7 billion and $1.6 billion of investment-grade and $362 million and $412 million of noninvestment-grade retained interests at March 31, 2018 , and December 31, 2017 , respectively.
Schedule of re-securitizations	The following table presents the principal amount of securities transferred to re-securitization VIEs. Three months ended (in millions) 2018 2017 Transfers of securities to VIEs Agency $ 4,786 $ 3,224 The following table presents information on nonconsolidated re-securitization VIEs. Nonconsolidated re-securitization VIEs (in millions) March 31, 2018 December 31, 2017 Firm-sponsored private-label Assets held in VIEs with continuing involvement (a) $ 722 $ 783 Interest in VIEs 15 29 Agency Interest in VIEs 1,804 2,250 (a) represents the principal amount and 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 March 31, 2018 , and December 31, 2017 . Assets Liabilities March 31, 2018 (in millions) Trading assets Loans Other (c) Total assets (d) Beneficial interests in VIE assets (e) Other (f) Total liabilities VIE program type (a) Firm-sponsored credit card trusts $ — $ 31,773 $ 543 $ 32,316 $ 16,819 $ 14 $ 16,833 Firm-administered multi-seller conduits — 22,081 51 22,132 3,067 30 3,097 Municipal bond vehicles 1,203 — 3 1,206 1,247 2 1,249 Mortgage securitization entities (b) 16 3,562 50 3,628 310 191 501 Other 3 — 1,763 1,766 141 111 252 Total $ 1,222 $ 57,416 $ 2,410 $ 61,048 $ 21,584 $ 348 $ 21,932 Assets Liabilities December 31, 2017 (in millions) Trading assets Loans Other (c) Total assets (d) Beneficial interests in VIE assets (e) Other (f) Total liabilities VIE program type (a) Firm-sponsored credit card trusts $ — $ 41,923 $ 652 $ 42,575 $ 21,278 $ 16 $ 21,294 Firm-administered multi-seller conduits — 23,411 48 23,459 3,045 28 3,073 Municipal bond vehicles 1,278 — 3 1,281 1,265 2 1,267 Mortgage securitization entities (b) 66 3,661 55 3,782 359 199 558 Other 105 — 1,916 2,021 134 104 238 Total $ 1,449 $ 68,995 $ 2,674 $ 73,118 $ 26,081 $ 349 $ 26,430 (a) Excludes intercompany transactions which are eliminated in consolidation. (b) Includes residential and commercial mortgage securitizations. (c) Includes assets classified as cash and other assets on the Consolidated balance sheets. (d) The assets of the consolidated VIEs included in the program types above are used to settle the liabilities of those entities. The assets and liabilities include third-party assets and liabilities of consolidated VIEs and exclude intercompany balances that eliminate in consolidation. (e) The interest-bearing beneficial interest liabilities issued by consolidated VIEs are classified in the line item on the Consolidated balance sheets titled, “Beneficial interests issued by consolidated variable interest entities.” The holders of these beneficial interests generally do not have recourse to the general credit of JPMorgan Chase . For conduits program-wide credit enhancements, see note 14 of JPMorgan Chase’s 2017 Annual Report. Included in beneficial interests in VIE assets are long-term beneficial interests of $17.3 billion and $21.8 billion at March 31, 2018 , and December 31, 2017 , respectively. (f) Includes liabilities classified as accounts payable and other liabilities on the Consolidated balance sheets.
Securitization activities	The following table provides information related to the Firm’s securitization activities for the three months ended March 31, 2018 and 2017 , related to assets held in Firm -sponsored securitization entities that were not consolidated by the Firm, and where sale accounting was achieved at the time of the securitization. Three months ended March 31, 2018 2017 (in millions) Residential mortgage (d) Commercial and other (e) Residential mortgage (d) Commercial and other (e) Principal securitized $ 1,330 $ 2,991 $ 1,029 $ 1,315 All cash flows during the period (a) : Proceeds received from loan sales as financial instruments (b) $ 1,338 $ 2,991 $ 1,035 $ 1,348 Servicing fees collected 126 1 133 1 Purchases of previously transferred financial assets (or the underlying collateral) (c) — — — — Cash flows received on interests 92 47 131 335 (a) Excludes re-securitization transactions. (b) predominantly includes Level 2 assets. (c) Includes cash paid by the Firm to reacquire assets from off–balance sheet, nonconsolidated entities – for example, loan repurchases due to representation and warranties and servicer “clean-up” calls. (d) Includes prime, Alt-A, subprime, and option ARMs. Excludes certain loan securitization transactions entered into with Ginnie Mae, Fannie Mae and Freddie Mac. (e) Includes commercial mortgage and other consumer loans.
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 March 31, (in millions) 2018 2017 Carrying value of loans sold $ 8,760 $ 17,169 Proceeds received from loan sales as cash — 9 Proceeds from loan sales as securities (a) 8,619 16,987 Total proceeds received from loan sales (b) $ 8,619 $ 16,996 Gains on loan sales (c)(d) $ 14 $ 31 (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 March 31, 2018 and December 31, 2017 . Substantially all of these loans and real estate are insured or guaranteed by U.S. government agencies. (in millions) March 31, 2018 Dec 31, Loans repurchased or option to repurchase (a) $ 8,735 $ 8,629 Real estate owned 94 95 Foreclosed government-guaranteed residential mortgage loans (b) 490 527 (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 March 31, 2018 , and December 31, 2017 . Net liquidation losses (a) Securitized assets 90 days past due Three months ended March 31, (in millions) Mar 31, Dec 31, Mar 31, Dec 31, 2018 2017 Securitized loans Residential mortgage: Prime / Alt-A & option ARMs $ 51,840 $ 52,280 $ 4,562 $ 4,870 $ 102 $ 212 Subprime 17,074 17,612 3,181 3,276 (602 ) 175 Commercial and other 69,192 63,411 736 957 27 52 Total loans securitized $ 138,106 $ 133,303 $ 8,479 $ 9,103 $ (473 ) $ 439 (a) Includes liquidation gains as a result of private label mortgage settlement payments during the first quarter of 2018, which were reflected as asset recoveries by trustees.

Goodwill and Mortgage Servici46

Goodwill and Mortgage Servicing Rights (Tables)	3 Months Ended
	Mar. 31, 2018
Goodwill and Intangible Assets Disclosure [Abstract]
Goodwill attributed to the business segments	The following table presents goodwill attributed to the business segments. (in millions) March 31, December 31, Consumer & Community Banking $ 31,006 $ 31,013 Corporate & Investment Bank 6,775 6,776 Commercial Banking 2,860 2,860 Asset & Wealth Management 6,858 6,858 Total goodwill $ 47,499 $ 47,507 The following table presents changes in the carrying amount of goodwill. Three months ended March 31, (in millions) 2018 2017 Balance at beginning of period $ 47,507 $ 47,288 Changes during the period from: Business combinations (1 ) — Dispositions — — Other (a) (7 ) 4 Balance at March 31, $ 47,499 $ 47,292 (a) Includes foreign currency remeasurement and other adjustments.
Mortgage servicing rights activity	The following table summarizes MSR activity for the three months ended March 31, 2018 and 2017 . As of or for the three months (in millions, except where otherwise noted) 2018 2017 Fair value at beginning of period $ 6,030 $ 6,096 MSR activity: Originations of MSRs 176 217 Purchase of MSRs 67 — Disposition of MSRs (a) (295 ) (71 ) Net additions/(dispositions) (52 ) 146 Changes due to collection/realization of expected cash flows (160 ) (206 ) Changes in valuation due to inputs and assumptions: Changes due to market interest rates and other (b) 382 57 Changes in valuation due to other inputs and assumptions: Projected cash flows (e.g., cost to service) — 12 Discount rates 24 (12 ) Prepayment model changes and other (c) (22 ) (14 ) Total changes in valuation due to other inputs and assumptions 2 (14 ) Total changes in valuation due to inputs and assumptions 384 43 Fair value at March 31, $ 6,202 $ 6,079 Change in unrealized gains/(losses) included in income related to MSRs held at March 31, $ 384 $ 43 Contractual service fees, late fees and other ancillary fees included in income 465 487 Third-party mortgage loans serviced at March 31, (in billions) 540 584 Net servicer advances at March 31, (in billions) (d) 3.6 4.4 (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 months ended March 31, 2018 and 2017 . Three months ended March 31, (in millions) 2018 2017 CCB mortgage fees and related income Net production revenue $ 95 $ 141 Net mortgage servicing revenue: Operating revenue: Loan servicing revenue 513 522 Changes in MSR asset fair value due to collection/realization of expected cash flows (160 ) (205 ) Total operating revenue 353 317 Risk management: Changes in MSR asset fair value due to market interest rates and other (a) 382 57 Other changes in MSR asset fair value due to other inputs and assumptions in model (b) 2 (14 ) Change in derivative fair value and other (367 ) (95 ) Total risk management 17 (52 ) Total net mortgage servicing revenue 370 265 Total CCB mortgage fees and related income 465 406 All other — — Mortgage fees and related income $ 465 $ 406 (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 March 31, 2018 , and December 31, 2017 , and outlines hypothetical sensitivities of those fair values to immediate adverse changes in those assumptions, as defined below. (in millions, except rates) Mar 31, Dec 31, Weighted-average prepayment speed assumption (“CPR”) 8.56 % 9.35 % Impact on fair value of 10% adverse change $ (202 ) $ (221 ) Impact on fair value of 20% adverse change (392 ) (427 ) Weighted-average option adjusted spread 8.77 % 9.04 % Impact on fair value of a 100 basis point adverse change $ (246 ) $ (250 ) Impact on fair value of a 200 basis point adverse change (473 ) (481 ) CPR: Constant prepayment rate.

Deposits (Tables)

Deposits (Tables)	3 Months Ended
	Mar. 31, 2018
Deposits [Abstract]
Noninterest-bearing and interest-bearing deposits	At March 31, 2018 , and December 31, 2017 , noninterest-bearing and interest-bearing deposits were as follows. (in millions) March 31, December 31, 2017 U.S. offices Noninterest-bearing $ 397,856 $ 393,645 Interest-bearing (included $14,765 and $14,947 at fair value) (a) 825,223 793,618 Total deposits in U.S. offices 1,223,079 1,187,263 Non-U.S. offices Noninterest-bearing 17,019 15,576 Interest-bearing (included $5,405 and $6,374 at fair value) (a) 246,863 241,143 Total deposits in non-U.S. offices 263,882 256,719 Total deposits $ 1,486,961 $ 1,443,982 (a) Includes structured notes classified as deposits for which the fair value option has been elected. For a further discussion, see Note 3 of JPMorgan Chase’s 2017 Annual Report .

Earnings per Share (Tables)

Earnings per Share (Tables)	3 Months Ended
	Mar. 31, 2018
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 months ended March 31, 2018 and 2017 . (in millions, except per share amounts) Three months ended 2018 2017 Basic earnings per share Net income $ 8,712 $ 6,448 Less: Preferred stock dividends 409 412 Net income applicable to common equity 8,303 6,036 Less: Dividends and undistributed earnings allocated to participating securities 65 61 Net income applicable to common stockholders $ 8,238 $ 5,975 Total weighted-average basic shares outstanding 3,458.3 3,601.7 Net income per share $ 2.38 $ 1.66 Diluted earnings per share Net income applicable to common stockholders $ 8,238 $ 5,975 Total weighted-average basic shares outstanding 3,458.3 3,601.7 Add: Employee stock options, SARs, warrants and unvested PSUs 21.2 28.7 Total weighted-average diluted shares outstanding 3,479.5 3,630.4 Net income per share $ 2.37 $ 1.65

Accumulated Other Comprehensi49

Accumulated Other Comprehensive Income/(Loss) (Tables)	3 Months Ended
	Mar. 31, 2018
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), fair value changes of excluded components on fair value hedges, 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 Translation adjustments, net of hedges Fair value hedges (b) Cash flow hedges Defined benefit DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at January 1, 2018 $ 2,164 $ (470 ) $ — $ 76 $ (1,521 ) $ (368 ) $ (119 ) Cumulative effect of changes in accounting principles: (a) Premium amortization on purchased callable debt securities 261 — — — — — 261 Hedge accounting 169 — (54 ) — — — 115 Reclassification of certain tax effects from AOCI 466 (277 ) — 16 (414 ) (79 ) (288 ) Net change (1,234 ) 27 (40 ) (73 ) 21 267 (1,032 ) Balance at March 31, 2018 $ 1,826 $ (720 ) $ (94 ) $ 19 $ (1,914 ) $ (180 ) $ (1,063 ) As of or for the three months ended Unrealized Translation adjustments, net of hedges Fair value hedges Cash flow hedges Defined benefit pension and DVA on fair value option elected liabilities Accumulated other comprehensive income/(loss) Balance at January 1, 2017 $ 1,524 $ (164 ) NA $ (100 ) $ (2,259 ) $ (176 ) $ (1,175 ) Net change 238 7 NA 91 (15 ) (69 ) 252 Balance at March 31, 2017 $ 1,762 $ (157 ) NA $ (9 ) $ (2,274 ) $ (245 ) $ (923 ) (a) Represents the adjustment to AOCI as a result of the new accounting standards in the first quarter of 2018. For additional information, see Note 1. (b) Represents changes in fair value of cross-currency swaps attributable to changes in cross-currency basis spreads, which are excluded from the assessment of hedge effectiveness and recorded in other comprehensive income. The initial cost of cross-currency basis spreads is recognized in earnings as part of the accrual of interest on the cross currency swap.
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. 2018 2017 Three months ended March 31, (in millions) Pre-tax Tax effect After-tax Pre-tax Tax effect After-tax Unrealized gains/(losses) on debt investment securities: Net unrealized gains/(losses) arising during the period $ (1,858 ) $ 437 $ (1,421 ) $ 367 $ (131 ) $ 236 Reclassification adjustment for realized (gains)/losses included in net income (a) 245 (58 ) 187 3 (1 ) 2 Net change (1,613 ) 379 (1,234 ) 370 (132 ) 238 Translation adjustments (b) : Translation 389 (65 ) 324 582 (225 ) 357 Hedges (389 ) 92 (297 ) (556 ) 206 (350 ) Net change — 27 27 26 (19 ) 7 Fair value hedges, net change (c) : (52 ) 12 (40 ) NA NA NA Cash flow hedges: Net unrealized gains/(losses) arising during the period (44 ) 11 (33 ) 59 (21 ) 38 Reclassification adjustment for realized (gains)/losses included in net income (d) (52 ) 12 (40 ) 85 (32 ) 53 Net change (96 ) 23 (73 ) 144 (53 ) 91 Defined benefit pension and OPEB plans: Net gains/(losses) arising during the period 23 (6 ) 17 (58 ) 21 (37 ) Reclassification adjustments included in net income (e) : Amortization of net loss 26 (6 ) 20 62 (23 ) 39 Prior service costs/(credits) (6 ) 1 (5 ) (9 ) 3 (6 ) Settlement (gain)/loss — — — (3 ) 1 (2 ) Foreign exchange and other (19 ) 8 (11 ) (7 ) (2 ) (9 ) Net change 24 (3 ) 21 (15 ) — (15 ) DVA on fair value option elected liabilities, net change: 350 (83 ) 267 (107 ) 38 (69 ) Total other comprehensive income/(loss) $ (1,387 ) $ 355 $ (1,032 ) $ 418 $ (166 ) $ 252 (a) The pre-tax amount is reported in investment securities 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) Represents changes in fair value of cross-currency swaps attributable to changes in cross-currency basis spreads, which are excluded from the assessment of hedge effectiveness and recorded in other comprehensive income. The initial cost of cross-currency basis spreads is recognized in earnings as part of the accrual of interest on the cross currency swap. (d) The pre-tax amounts are predominantly recorded in noninterest revenue, net interest income and compensation expense in the Consolidated statements of income. (e) The pre-tax amount is reported in other expense in the Consolidated statements of income.

Restricted Cash and Other Res50

Restricted Cash and Other Restricted Assets (Tables)	3 Months Ended
	Mar. 31, 2018
Cash and Cash Equivalents [Abstract]
Components of restricted cash	The following table presents the components of the Firm’s restricted cash: (in billions) March 31, December 31, 2017 Cash reserves – Federal Reserve Banks (a) $ 22.6 $ 25.7 Segregated for the benefit of securities and futures brokerage customers 18.7 16.8 Cash reserves at non-U.S. central banks and held for other general purposes 3.1 3.3 Total restricted cash (b) $ 44.4 $ 45.8 (a) Average cash reserves were $24.5 billion and $26.2 billion for the three months ended March 31, 2018 and December 31, 2017 , respectively. (b) Comprises $43.1 billion and $44.8 billion in deposits with banks, and $1.3 billion and $1.0 billion in cash and due from banks on the Consolidated balance sheets as of March 31, 2018 and December 31, 2017 , respectively.

Regulatory Capital (Tables)

Regulatory Capital (Tables)	3 Months Ended
	Mar. 31, 2018
Banking and Thrift [Abstract]
Reconciliation of the Firm's regulatory capital, assets and risk-based capital ratios	The following table represents the minimum and well-capitalized ratios to which the Firm and its IDI subsidiaries were subject as of March 31, 2018 . Minimum capital ratios Well-capitalized ratios BHC (a)(e) IDI (b)(e) BHC (c) IDI (d) Capital ratios CET1 9.0 % 6.375 % — % 6.5 % Tier 1 10.5 7.875 6.0 8.0 Total 12.5 9.875 10.0 10.0 Tier 1 leverage 4.0 4.0 5.0 5.0 SLR 5.0 6.0 — 6.0 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 IDI subsidiaries are subject. (a) Represents the Transitional minimum capital ratios applicable to the Firm under Basel III at March 31, 2018 . At March 31, 2018 , the CET1 minimum capital ratio includes 1.875% resulting from the phase in of the Firm’s 2.5% capital conservation buffer and 2.625% , resulting from the phase in of the Firm’s 3.5% GSIB surcharge. (b) Represents requirements for JPMorgan Chase ’s IDI subsidiaries. The CET1 minimum capital ratio includes 1.875% resulting from the phase in of the 2.5% capital conservation buffer that is applicable to the IDI subsidiaries. The IDI 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 IDI subsidiaries pursuant to regulations issued under the FDIC Improvement Act. (e) For the period ended December 31, 2017 , the CET1, Tier 1, Total and Tier 1 leverage minimum capital ratios applicable to the Firm were 7.5% , 9.0% , 11.0% and 4.0% , and the CET1, Tier 1, Total and Tier 1 leverage minimum capital ratios applicable to the Firm’s IDI subsidiaries were 5.75% , 7.25% , 9.25% and 4.0% , respectively. The following tables present the risk-based and leverage-based capital metrics for JPMorgan Chase and its significant IDI subsidiaries under both the Basel III Standardized and Basel III Advanced Approaches. As of March 31, 2018 , and December 31, 2017 , JPMorgan Chase and all of its IDI subsidiaries were well-capitalized and met all capital requirements to which each was subject. March 31, 2018 (in millions, except ratios) Basel III Standardized Transitional Basel III Advanced Transitional JPMorgan Chase & Co. JPMorgan Chase Bank, N.A. Chase Bank USA, N.A. JPMorgan Chase & Co. JPMorgan Chase Bank, N.A. Chase Bank USA, N.A. Regulatory capital CET1 capital $ 183,655 $ 187,903 $ 21,905 $ 183,655 $ 187,903 $ 21,905 Tier 1 capital (a) 209,296 187,903 21,905 209,296 187,903 21,905 Total capital 238,326 199,271 27,850 228,320 193,099 26,505 Assets Risk-weighted 1,552,952 1,382,770 105,610 1,466,095 1,260,775 185,468 Adjusted average (b) 2,539,183 2,136,238 120,490 2,539,183 2,136,238 120,490 Capital ratios (c) CET1 11.8 % 13.6 % 20.7 % 12.5 % 14.9 % 11.8 % Tier 1 (a) 13.5 13.6 20.7 14.3 14.9 11.8 Total 15.3 14.4 26.4 15.6 15.3 14.3 Tier 1 leverage (d) 8.2 8.8 18.2 8.2 8.8 18.2 December 31, 2017 (in millions, except ratios) Basel III Standardized Transitional Basel III Advanced Transitional JPMorgan Chase & Co. JPMorgan Chase Bank, N.A. Chase Bank USA, N.A. JPMorgan Chase & Co. JPMorgan Chase Bank, N.A. Chase Bank USA, N.A. Regulatory capital CET1 capital $ 183,300 $ 184,375 $ 21,600 $ 183,300 $ 184,375 $ 21,600 Tier 1 capital (a) 208,644 184,375 21,600 208,644 184,375 21,600 Total capital 238,395 195,839 27,691 227,933 189,510 (e) 26,250 Assets Risk-weighted 1,499,506 1,338,970 (e) 113,108 1,435,825 1,241,916 (e) 190,523 Adjusted average (b) 2,514,270 2,116,031 126,517 2,514,270 2,116,031 126,517 Capital ratios (c) CET1 12.2 % 13.8 % 19.1 % 12.8 % 14.8 % (e) 11.3 % Tier 1 (a) 13.9 13.8 19.1 14.5 14.8 (e) 11.3 Total 15.9 14.6 (e) 24.5 15.9 15.3 (e) 13.8 Tier 1 leverage (d) 8.3 8.7 17.1 8.3 8.7 17.1 (a) Includes the deduction associated with the permissible holdings of covered funds (as defined by the Volcker Rule) for JPMorgan Chase & Co. and JPMorgan Chase Bank, N.A. The deduction was not material as of March 31, 2018 and December 31, 2017 . (b) Adjusted average assets, for purposes of calculating the Tier 1 leverage ratio, includes total quarterly average assets adjusted for on-balance sheet assets that are subject to deduction from Tier 1 capital, predominantly goodwill and other intangible assets. (c) For each of the risk-based capital ratios, the capital adequacy of the Firm and its IDI 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. (e) The prior period amounts have been revised to conform with the current period presentation. March 31, 2018 December 31, 2017 Basel III Advanced Fully Phased-In Basel III Advanced Transitional (in millions, except ratios) JPMorgan Chase & Co. JPMorgan Chase Bank, N.A. Chase Bank USA, N.A. JPMorgan Chase & Co. JPMorgan Chase Bank, N.A. Chase Bank USA, N.A. Total leverage exposure (a) $ 3,234,103 $ 2,799,403 $ 177,666 $ 3,204,463 $ 2,775,041 $ 182,803 SLR (a) 6.5 % 6.7 % 12.3 % 6.5 % 6.6 % 11.8 % (a) Effective January 1, 2018, the SLR was fully phased-in under Basel III. Prior period amounts were calculated under the Basel III Transitional rules.

Off-balance Sheet Lending-rel52

Off-balance Sheet Lending-related Financial Instruments, Guarantees, and Other Commitments (Tables)	3 Months Ended
	Mar. 31, 2018
Off-Balance Sheet Lending-Related Financial Instruments, Guarantees and Other Commitments [Abstract]
Off-balance sheet lending related financial instruments, 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 March 31, 2018 , and December 31, 2017 . The amounts in the table below for credit card and home equity lending-related commitments represent the total available credit for these products. The Firm has not experienced, and does not anticipate, that all available lines of credit for these products will be utilized at the same time. The Firm can reduce or cancel credit card lines of credit by providing the borrower notice or, in some cases as permitted by law, without notice. In addition, the Firm typically closes credit card lines when the borrower is 60 days or more past due. The Firm may reduce or close HELOCs when there are significant decreases in the value of the underlying property, or when there has been a demonstrable decline in the creditworthiness of the borrower. Off–balance sheet lending-related financial instruments, guarantees and other commitments Contractual amount Carrying value (g) March 31, 2018 Dec 31, Mar 31, 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 $ 1,712 $ 1,245 $ 1,439 $ 16,177 $ 20,573 $ 20,360 $ 12 $ 12 Residential mortgage (a) 6,661 — — 13 6,674 5,736 — — Auto 7,652 848 219 65 8,784 9,255 2 2 Consumer & Business Banking 11,957 903 106 519 13,485 13,202 19 19 Total consumer, excluding credit card 27,982 2,996 1,764 16,774 49,516 48,553 33 33 Credit card 588,232 — — — 588,232 572,831 — — Total consumer (b) 616,214 2,996 1,764 16,774 637,748 621,384 33 33 Wholesale: Other unfunded commitments to extend credit (c) 68,984 130,836 139,583 7,115 346,518 331,160 870 840 Standby letters of credit and other financial guarantees (c) 15,543 10,086 7,241 1,932 34,802 35,226 719 636 Other letters of credit (c) 2,739 82 134 — 2,955 3,712 4 3 Total wholesale (d) 87,266 141,004 146,958 9,047 384,275 370,098 1,593 1,479 Total lending-related $ 703,480 $ 144,000 $ 148,722 $ 25,821 $ 1,022,023 $ 991,482 $ 1,626 $ 1,512 Other guarantees and commitments Securities lending indemnification agreements and guarantees (e) $ 216,863 $ — $ — $ — $ 216,863 $ 179,490 $ — $ — Derivatives qualifying as guarantees 2,391 326 12,421 40,178 55,316 57,174 427 304 Unsettled reverse repurchase and securities borrowing agreements 128,774 — — — 128,774 76,859 — — Unsettled repurchase and securities lending agreements 90,034 — — — 90,034 44,205 — — Loan sale and securitization-related indemnifications: Mortgage repurchase liability NA NA NA NA NA NA 111 111 Loans sold with recourse NA NA NA NA 1,136 1,169 36 38 Other guarantees and commitments (f) 9,791 1,118 166 3,174 14,249 11,867 (584 ) (76 ) (a) Includes certain commitments to purchase loans from correspondents. (b) Predominantly all consumer lending-related commitments are in the U.S. (c) At March 31, 2018 , and December 31, 2017 , reflected the contractual amount net of risk participations totaling $334 million for both periods, for other unfunded commitments to extend credit; $10.8 billion and $10.4 billion , respectively, for standby letters of credit and other financial guarantees; and $330 million and $405 million , respectively, for other letters of credit. In regulatory filings with the Federal Reserve these commitments are shown gross of risk participations. (d) At March 31, 2018 , and December 31, 2017 , the U.S. portion of the contractual amount of total wholesale lending-related commitments was 76% and 77% , respectively. (e) At March 31, 2018 , and December 31, 2017 , collateral held by the Firm in support of securities lending indemnification agreements was $226.5 billion and $188.7 billion , respectively. Securities lending collateral primarily consists of cash and securities issued by governments that are members of G7 and U.S. government agencies. (f) At March 31, 2018 , and December 31, 2017 , primarily includes letters of credit hedged by derivative transactions and managed on a market risk basis, unfunded commitments related to institutional lending and commitments associated with the Firm’s membership in certain clearing houses. Additionally, includes unfunded commitments predominantly related to certain tax-oriented equity investments. (g) 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 March 31, 2018 , and December 31, 2017 . Standby letters of credit, other financial guarantees and other letters of credit March 31, 2018 December 31, 2017 (in millions) Standby letters of Other letters of credit Standby letters of Other letters of credit Investment-grade (a) $ 28,048 $ 2,101 $ 28,492 $ 2,646 Noninvestment-grade (a) 6,754 854 6,734 1,066 Total contractual amount $ 34,802 $ 2,955 $ 35,226 $ 3,712 Allowance for lending-related commitments $ 200 $ 4 $ 192 $ 3 Guarantee liability 519 — 444 — Total carrying value $ 719 $ 4 $ 636 $ 3 Commitments with collateral $ 16,766 $ 681 $ 17,421 $ 878 (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 March 31, 2018 , and December 31, 2017 . (in millions) March 31, 2018 December 31, 2017 Notional amounts Derivative guarantees 55,316 57,174 Stable value contracts with contractually limited exposure 28,453 29,104 Maximum exposure of stable value contracts with contractually limited exposure 2,945 3,053 Fair value Derivative payables 427 304 Derivative receivables — —

Pledged Assets and Collateral (

Pledged Assets and Collateral (Tables)	3 Months Ended
	Mar. 31, 2018
Commitments and Contingencies Disclosure [Abstract]
Schedule of pledged assets	The following table presents the Firm ’s pledged assets. (in billions) March 31, 2018 December 31, Assets that may be sold or repledged or otherwise used by secured parties $ 143.7 $ 129.6 Assets that may not be sold or repledged or otherwise used by secured parties 72.4 67.9 Assets pledged at Federal Reserve banks and FHLBs 487.9 493.7 Total assets pledged $ 704.0 $ 691.2
Schedule of collateral received	The following table presents the fair value of collateral accepted. (in billions) March 31, 2018 December 31, Collateral permitted to be sold or repledged, delivered, or otherwise used $ 1,093.6 $ 968.8 Collateral sold, repledged, delivered or otherwise used 873.5 775.3

Business Segments (Tables)

Business Segments (Tables)	3 Months Ended
	Mar. 31, 2018
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 months ended March 31, 2018 and 2017, 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 an 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. Business segment capital allocation 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. For additional information on business segment capital allocation, see Line of business equity on page 88 of JPMorgan Chase’s 2017 Annual Report. Effective January 1, 2018, the Firm adopted several new accounting standards. Certain of the new accounting standards were applied retrospectively and, accordingly, prior period amounts were revised. For additional information, see Note 1 . Net income in the first quarter of 2018 for the business segments reflects the favorable impact of the reduction in the U.S. federal statutory income tax rate as a result of the TCJA. Segment results and reconciliation (a) As of or for the three months ended March 31, Consumer & Corporate & Commercial Banking Asset & Wealth Management 2018 2017 2018 2017 2018 2017 2018 2017 Noninterest revenue $ 4,139 $ 3,317 $ 7,917 $ 6,999 $ 549 $ 599 $ 2,630 $ 2,469 Net interest income 8,458 7,653 2,566 2,600 1,617 1,419 876 819 Total net revenue 12,597 10,970 10,483 9,599 2,166 2,018 3,506 3,288 Provision for credit losses 1,317 1,430 (158 ) (96 ) (5 ) (37 ) 15 18 Noninterest expense 6,909 6,395 5,659 5,184 844 825 2,581 2,781 Income before income tax expense 4,371 3,145 4,982 4,511 1,327 1,230 910 489 Income tax expense 1,045 1,157 1,008 1,270 302 431 140 104 Net income $ 3,326 $ 1,988 $ 3,974 $ 3,241 $ 1,025 $ 799 $ 770 $ 385 Average equity $ 51,000 $ 51,000 $ 70,000 $ 70,000 $ 20,000 $ 20,000 $ 9,000 $ 9,000 Total assets 540,659 524,770 909,845 840,304 220,880 217,348 158,439 141,049 Return on equity 25 % 15 % 22 % 18 % 20 % 15 % 34 % 16 % Overhead ratio 55 58 54 54 39 41 74 85 As of or for the three months ended March 31, Corporate Reconciling Items (a) Total 2018 2017 2018 2017 2018 2017 Noninterest revenue $ (185 ) $ 73 $ (455 ) $ (582 ) $ 14,595 $ 12,875 Net interest income (47 ) (98 ) (158 ) $ (329 ) 13,312 12,064 Total net revenue (232 ) (25 ) (613 ) $ (911 ) 27,907 24,939 Provision for credit losses (4 ) — — — 1,165 1,315 Noninterest expense 87 98 — — 16,080 15,283 Income/(loss) before income tax expense/(benefit) (315 ) (123 ) (613 ) (911 ) 10,662 8,341 Income tax expense/(benefit) 68 (158 ) (613 ) (911 ) 1,950 1,893 Net income/(loss) $ (383 ) $ 35 $ — $ — $ 8,712 $ 6,448 Average equity $ 77,615 $ 77,703 $ — $ — $ 227,615 $ 227,703 Total assets 779,962 822,819 NA NA 2,609,785 2,546,290 Return on equity NM NM NM NM 15 % 11 % Overhead ratio NM NM NM NM 58 61 (a) Segment managed results reflect revenue on an 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.

Basis of Presentation - Narrati

Basis of Presentation - Narrative (Details) $ in Millions	3 Months Ended
	Mar. 31, 2018USD ($)
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value gains as a result of measurement alternative	$ 505
Nonrecurring | Other assets
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value gains as a result of measurement alternative	$ 505

Basis of Presentation - Impact

Basis of Presentation - Impact on Consolidated Statements of Income (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Revenue
Investment banking fees	$ 1,736	$ 1,880
Asset management, administration and commissions	4,309	3,877
Other income	1,626	771
Total net revenue	27,907	24,939
Noninterest expense
Compensation expense	8,862	8,256
Technology, communications and equipment expense	2,054	1,834
Professional and outside services	2,121	1,792
Other expense	1,355	1,727
Total noninterest expense	$ 16,080	15,283
Reported
Revenue
Investment banking fees		1,817
Asset management, administration and commissions		3,677
Other income		770
Total net revenue		24,675
Noninterest expense
Compensation expense		8,201
Technology, communications and equipment expense		1,828
Professional and outside services		1,543
Other expense		1,773
Total noninterest expense		15,019
Revisions
Revenue
Investment banking fees		63
Asset management, administration and commissions		200
Other income		1
Total net revenue		264
Noninterest expense
Compensation expense		55
Technology, communications and equipment expense		6
Professional and outside services		249
Other expense		(46)
Total noninterest expense		264
Accounting Standards Update 2014-09 and 2017-07
Revenue
Investment banking fees		1,880
Asset management, administration and commissions		3,877
Other income		771
Total net revenue		24,939
Noninterest expense
Compensation expense		8,256
Technology, communications and equipment expense		1,834
Professional and outside services		1,792
Other expense		1,727
Total noninterest expense		$ 15,283

Basis of Presentation - Impac57

Basis of Presentation - Impact on Consolidated Balance Sheets (Details) - USD ($) $ in Millions	Mar. 31, 2018		Dec. 31, 2017		Mar. 31, 2017
Assets
Cash and due from banks	$ 24,834		$ 25,898
Deposits with banks	389,978		405,406
Other assets	118,140		113,587
Total assets	$ 2,609,785	[1]	2,533,600	[1]	$ 2,546,290
Accounting Standards Update 2016-18
Assets
Cash and due from banks			25,898
Deposits with banks			405,406
Other assets			113,587
Total assets			2,533,600
Reported
Assets
Cash and due from banks			25,827
Deposits with banks			404,294
Other assets			114,770
Total assets			2,533,600
Revisions
Assets
Cash and due from banks			71
Deposits with banks			1,112
Other assets			(1,183)
Total assets			$ 0
[1]	The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at March 31, 2018, and December 31, 2017. The assets of the consolidated VIEs are used to settle the liabilities of those entities. The holders of the beneficial interests generally do not have recourse to the general credit of JPMorgan Chase. The assets and liabilities in the table below include third-party assets and liabilities of consolidated VIEs and exclude intercompany balances that eliminate in consolidation. For a further discussion, see Note 13.(in millions)Mar 31, 2018 Dec 31, 2017Assets Trading assets$1,222 $1,449Loans57,416 68,995All other assets2,410 2,674Total assets$61,048 $73,118Liabilities Beneficial interests issued by consolidated VIEs$21,584 $26,081All other liabilities348 349Total liabilities$21,932 $26,430

Basis of Presentation - Effects

Basis of Presentation - Effects on Retained Earnings and AOCI (Details) - USD ($) $ in Millions	Dec. 31, 2017	Dec. 31, 2016
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Increase/(decrease)	$ (288)
Premium amortization on purchased callable debt securities
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Increase/(decrease)	261
Hedge accounting
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Increase/(decrease)	115
Retained earnings
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Increase/(decrease)	(183)	$ 0
Retained earnings | Premium amortization on purchased callable debt securities
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Increase/(decrease)	(505)
Retained earnings | Hedge accounting
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Increase/(decrease)	34
Retained earnings | Reclassification of certain tax effects from AOCI
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Increase/(decrease)	288
AOCI
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Increase/(decrease)	88	$ 0
AOCI | Premium amortization on purchased callable debt securities
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Increase/(decrease)	261
AOCI | Hedge accounting
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Increase/(decrease)	115
AOCI | Reclassification of certain tax effects from AOCI
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Increase/(decrease)	$ (288)

Fair Value Measurement - Recurr

Fair Value Measurement - Recurring Basis (Details) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017	Mar. 31, 2017	Dec. 31, 2016
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	$ 554,642	$ 559,553
Derivative netting adjustments	(497,728)	(503,030)
Net derivative receivables	56,914	56,523
Trading assets	412,282	381,844
Available-for-sale securities	209,146	202,225
Loans	2,908	2,508
Mortgage servicing rights	6,202	6,030	$ 6,079	$ 6,096
Gross derivative payables	517,834	530,806
Derivative netting adjustments	(480,885)	(493,029)
Net derivative payables	36,949	37,777
Fair value assets and liabilities measured on recurring basis - supplemental data
Alternative investments, net asset value, fair value	796	779
Interest rate
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	303,871	315,992
Derivative netting adjustments	(280,094)	(291,319)
Net derivative receivables	23,778	24,673
Gross derivative payables	273,863	284,436
Derivative netting adjustments	(266,694)	(277,306)
Net derivative payables	7,170	7,129
Credit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	23,727	23,205
Derivative netting adjustments	(22,665)	(22,335)
Net derivative receivables	1,062	869
Gross derivative payables	23,697	23,252
Derivative netting adjustments	(21,983)	(21,954)
Net derivative payables	1,713	1,299
Foreign exchange
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	165,935	160,231
Derivative netting adjustments	(149,332)	(144,081)
Net derivative receivables	16,603	16,151
Gross derivative payables	153,809	155,822
Derivative netting adjustments	(143,011)	(143,349)
Net derivative payables	10,797	12,473
Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	43,989	40,040
Derivative netting adjustments	(35,185)	(32,158)
Net derivative receivables	8,803	7,882
Gross derivative payables	48,239	45,395
Derivative netting adjustments	(37,913)	(36,203)
Net derivative payables	10,325	9,192
Commodity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	17,120	20,085
Derivative netting adjustments	(10,452)	(13,137)
Net derivative receivables	6,668	6,948
Gross derivative payables	18,226	21,901
Derivative netting adjustments	(11,284)	(14,217)
Net derivative payables	6,944	7,684
Other assets
Fair value assets and liabilities measured on recurring basis - supplemental data
Alternative investments, net asset value, fair value	745	725
Trading assets
Fair value assets and liabilities measured on recurring basis - supplemental data
Alternative investments, net asset value, fair value	51	54
U.S. government-sponsored enterprise obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	45,900	45,800
Residential mortgage
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	12,900	11,400
Commercial mortgage
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	2,400	4,200
Residential conforming mortgage intended for sale to government agency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	7,900	5,700
Reverse mortgage
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	324	836
Recurring
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Federal funds sold and securities purchased under resale agreements	13,523	14,732
Securities borrowed	3,023	3,049
Trading assets, debt and equity instruments	355,317	325,267
Derivative netting adjustments	(497,728)	(503,030)
Net derivative receivables	56,914	56,523
Trading assets	412,231	381,790
Available-for-sale securities	209,146	202,225
Loans	2,908	2,508
Mortgage servicing rights	6,202	6,030
Total assets measured at fair value on a recurring basis	663,412	625,737
Deposits	20,170	21,321
Federal funds purchased and securities loaned or sold under repurchase agreements	735	697
Short-term borrowings	8,823	9,191
Trading liabilities, Debt and equity instruments	99,588	85,886
Derivative netting adjustments	(480,885)	(493,029)
Net derivative payables	36,949	37,777
Trading liabilities	136,537	123,663
Accounts payable and other liabilities	9,968	9,208
Beneficial interests issued by consolidated VIEs	7	45
Long-term debt	49,152	47,519
Total liabilities measured at fair value on a recurring basis	225,392	211,644
Recurring | Interest rate
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Derivative netting adjustments	(280,094)	(291,319)
Net derivative receivables	23,778	24,673
Derivative netting adjustments	(266,694)	(277,306)
Net derivative payables	7,170	7,129
Recurring | Credit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Derivative netting adjustments	(22,665)	(22,335)
Net derivative receivables	1,062	869
Derivative netting adjustments	(21,983)	(21,954)
Net derivative payables	1,713	1,299
Recurring | Foreign exchange
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Derivative netting adjustments	(149,332)	(144,081)
Net derivative receivables	16,603	16,151
Derivative netting adjustments	(143,011)	(143,349)
Net derivative payables	10,797	12,473
Recurring | Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Derivative netting adjustments	(35,185)	(32,158)
Net derivative receivables	8,803	7,882
Derivative netting adjustments	(37,913)	(36,203)
Net derivative payables	10,325	9,192
Recurring | Commodity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Derivative netting adjustments	(10,452)	(13,137)
Net derivative receivables	6,668	6,948
Derivative netting adjustments	(11,284)	(14,217)
Net derivative payables	6,944	7,684
Recurring | Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other assets	16,379	15,403
Recurring | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	228,881	216,296
Recurring | Total mortgage-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	39,157	45,373
Available-for-sale securities	86,952	86,672
Recurring | Mortgage-backed securities, U.S. government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	35,357	41,822
Available-for-sale securities	67,209	70,280
Recurring | Mortgage-backed securities, Residential - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	1,961	1,895
Available-for-sale securities	10,603	11,367
Recurring | Mortgage-backed securities, Commercial - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	1,839	1,656
Available-for-sale securities	9,140	5,025
Recurring | U.S. Treasury and government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	42,472	37,234
Available-for-sale securities	25,450	22,745
Recurring | Obligations of U.S. states and municipalities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	9,708	9,811
Available-for-sale securities	39,491	32,338
Recurring | Certificates of deposit, bankers’ acceptances and commercial paper
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	2,281	226
Recurring | Certificates of deposit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	60	59
Recurring | Non-U.S. government debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	64,926	57,796
Available-for-sale securities	26,694	27,294
Recurring | Corporate debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	25,869	24,458
Available-for-sale securities	2,268	2,757
Recurring | Loans
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	41,276	37,961
Recurring | Asset-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	3,192	3,437
Recurring | Asset-backed securities, Collateralized loan obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	20,039	20,996
Recurring | Asset-backed securities, Other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	8,192	8,817
Recurring | Equity securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	105,634	87,838
Available-for-sale securities		547
Recurring | Physical commodities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	5,478	6,246
Recurring | Other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	15,324	14,887
Recurring | U.S. government-sponsored enterprise obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	74,100	78,000
Recurring | Level 1
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Federal funds sold and securities purchased under resale agreements	0	0
Securities borrowed	0	0
Trading assets, debt and equity instruments	174,475	151,915
Gross derivative receivables	1,668	1,022
Trading assets	176,143	152,937
Available-for-sale securities	43,598	41,432
Loans	0	0
Mortgage servicing rights	0	0
Total assets measured at fair value on a recurring basis	234,459	208,164
Deposits	0	0
Federal funds purchased and securities loaned or sold under repurchase agreements	0	0
Short-term borrowings	0	0
Trading liabilities, Debt and equity instruments	75,154	64,664
Gross derivative payables	1,755	964
Trading liabilities	76,909	65,628
Accounts payable and other liabilities	9,770	9,074
Beneficial interests issued by consolidated VIEs	0	0
Long-term debt	0	0
Total liabilities measured at fair value on a recurring basis	86,679	74,702
Recurring | Level 1 | Interest rate
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	562	181
Gross derivative payables	579	170
Recurring | Level 1 | Credit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	0	0
Gross derivative payables	0	0
Recurring | Level 1 | Foreign exchange
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	1,106	841
Gross derivative payables	1,176	794
Recurring | Level 1 | Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	0	0
Gross derivative payables	0	0
Recurring | Level 1 | Commodity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	0	0
Gross derivative payables	0	0
Recurring | Level 1 | Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other assets	14,718	13,795
Recurring | Level 1 | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	65,677	59,645
Recurring | Level 1 | Total mortgage-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	0	0
Available-for-sale securities	0	0
Recurring | Level 1 | Mortgage-backed securities, U.S. government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	0	0
Available-for-sale securities	0	0
Recurring | Level 1 | Mortgage-backed securities, Residential - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	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, debt and equity instruments	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, debt and equity instruments	35,122	30,758
Available-for-sale securities	25,450	22,745
Recurring | Level 1 | Obligations of U.S. states and municipalities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	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, debt and equity instruments	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, debt and equity instruments	30,555	28,887
Available-for-sale securities	18,148	18,140
Recurring | Level 1 | Corporate debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	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, debt and equity instruments	0	0
Recurring | Level 1 | Asset-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	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, debt and equity instruments	104,905	87,346
Available-for-sale securities		547
Recurring | Level 1 | Physical commodities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	3,893	4,924
Recurring | Level 1 | Other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	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	13,523	14,732
Securities borrowed	3,023	3,049
Trading assets, debt and equity instruments	175,629	167,982
Gross derivative receivables	546,727	552,533
Trading assets	722,356	720,515
Available-for-sale securities	165,343	160,516
Loans	2,512	2,232
Mortgage servicing rights	0	0
Total assets measured at fair value on a recurring basis	907,198	901,387
Deposits	16,153	17,179
Federal funds purchased and securities loaned or sold under repurchase agreements	735	697
Short-term borrowings	6,698	7,526
Trading liabilities, Debt and equity instruments	24,384	21,183
Gross derivative payables	506,990	519,594
Trading liabilities	531,374	540,777
Accounts payable and other liabilities	191	121
Beneficial interests issued by consolidated VIEs	6	6
Long-term debt	32,202	31,394
Total liabilities measured at fair value on a recurring basis	587,359	597,700
Recurring | Level 2 | Interest rate
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	301,549	314,107
Gross derivative payables	271,996	282,825
Recurring | Level 2 | Credit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	22,609	21,995
Gross derivative payables	22,583	22,009
Recurring | Level 2 | Foreign exchange
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	164,190	158,834
Gross derivative payables	151,705	154,075
Recurring | Level 2 | Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	41,424	37,722
Gross derivative payables	43,162	39,668
Recurring | Level 2 | Commodity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	16,955	19,875
Gross derivative payables	17,544	21,017
Recurring | Level 2 | Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other assets	441	343
Recurring | Level 2 | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	158,989	152,266
Recurring | Level 2 | Total mortgage-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	38,580	44,995
Available-for-sale securities	86,951	86,671
Recurring | Level 2 | Mortgage-backed securities, U.S. government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	34,849	41,515
Available-for-sale securities	67,209	70,280
Recurring | Level 2 | Mortgage-backed securities, Residential - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	1,906	1,835
Available-for-sale securities	10,602	11,366
Recurring | Level 2 | Mortgage-backed securities, Commercial - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	1,825	1,645
Available-for-sale securities	9,140	5,025
Recurring | Level 2 | U.S. Treasury and government agencies
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	7,350	6,475
Available-for-sale securities	0	0
Recurring | Level 2 | Obligations of U.S. states and municipalities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	9,004	9,067
Available-for-sale securities	39,491	32,338
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, debt and equity instruments	2,281	226
Recurring | Level 2 | Certificates of deposit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	60	59
Recurring | Level 2 | Non-U.S. government debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	34,174	28,831
Available-for-sale securities	8,546	9,154
Recurring | Level 2 | Corporate debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	25,563	24,146
Available-for-sale securities	2,268	2,757
Recurring | Level 2 | Loans
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	38,908	35,242
Recurring | Level 2 | Asset-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	3,129	3,284
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	19,835	20,720
Recurring | Level 2 | Asset-backed securities, Other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	8,192	8,817
Recurring | Level 2 | Equity securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	429	197
Available-for-sale securities		0
Recurring | Level 2 | Physical commodities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	1,585	1,322
Recurring | Level 2 | Other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	14,626	14,197
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, debt and equity instruments	5,213	5,370
Gross derivative receivables	6,247	5,998
Trading assets	11,460	11,368
Available-for-sale securities	205	277
Loans	396	276
Mortgage servicing rights	6,202	6,030
Total assets measured at fair value on a recurring basis	19,483	19,216
Deposits	4,017	4,142
Federal funds purchased and securities loaned or sold under repurchase agreements	0	0
Short-term borrowings	2,125	1,665
Trading liabilities, Debt and equity instruments	50	39
Gross derivative payables	9,089	10,248
Trading liabilities	9,139	10,287
Accounts payable and other liabilities	7	13
Beneficial interests issued by consolidated VIEs	1	39
Long-term debt	16,950	16,125
Total liabilities measured at fair value on a recurring basis	32,239	32,271
Recurring | Level 3 | Interest rate
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	1,761	1,704
Gross derivative payables	1,289	1,440
Recurring | Level 3 | Credit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	1,118	1,209
Gross derivative payables	1,113	1,244
Recurring | Level 3 | Foreign exchange
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	639	557
Gross derivative payables	927	953
Recurring | Level 3 | Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	2,564	2,318
Gross derivative payables	5,076	5,727
Recurring | Level 3 | Commodity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	165	210
Gross derivative payables	684	884
Recurring | Level 3 | Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other assets	1,220	1,265
Recurring | Level 3 | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	4,215	4,385
Recurring | Level 3 | Total mortgage-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	577	378
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, debt and equity instruments	508	307
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, debt and equity instruments	55	60
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, debt and equity instruments	14	11
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, debt and equity instruments	0	1
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, debt and equity instruments	704	744
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, debt and equity instruments	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, debt and equity instruments	197	78
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, debt and equity instruments	306	312
Available-for-sale securities	0	0
Recurring | Level 3 | Loans
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	2,368	2,719
Recurring | Level 3 | Asset-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	63	153
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	204	276
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, debt and equity instruments	300	295
Available-for-sale securities		0
Recurring | Level 3 | Physical commodities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	0	0
Recurring | Level 3 | Other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	$ 698	$ 690

Fair Value Measurement - Level

Fair Value Measurement - Level 3 Inputs (Details) $ / shares in Units, $ in Millions	Mar. 31, 2018USD ($)$ / shares$ / bbl	Dec. 31, 2017USD ($)	Mar. 31, 2017USD ($)	Dec. 31, 2016USD ($)
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (2,842)	$ (4,250)	$ (2,416)	$ (2,360)
Assumed par value for price input (in dollars per share) | $ / shares	$ 100
Recurring
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Liability fair value	$ 225,392	211,644
Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Liability fair value	32,239	32,271
Other level 3 asset and liabilities, net	$ 439
Long-term debt, short-term borrowings, and deposits | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Interest rate spread volatility	0.27%
Interest rate correlation	(50.00%)
IR-FX correlation	(50.00%)
Equity correlation	0.00%
Equity-FX correlation	(70.00%)
Equity-IR correlation	20.00%
Long-term debt, short-term borrowings, and deposits | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Interest rate spread volatility	0.38%
Interest rate correlation	98.00%
IR-FX correlation	70.00%
Equity correlation	85.00%
Equity-FX correlation	30.00%
Equity-IR correlation	40.00%
Long-term debt, short-term borrowings, and deposits | Option pricing | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Liability fair value	$ 23,092
Interest rate
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ 472	264	1,009	1,263
Interest rate | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Prepayment speed	0.00%
Interest rate | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Prepayment speed	30.00%
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)	$ 215
Interest rate | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Interest rate spread volatility	0.27%
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	0.38%
Interest rate correlation	98.00%
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)	$ 257
Credit
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ 5	(35)	17	98
Credit | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Yield	1.00%
Prepayment speed	3.00%
Conditional default rate	1.00%
Loss severity	11.00%
Credit spread	0.05%
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	36.00%
Prepayment speed	20.00%
Conditional default rate	86.00%
Loss severity	100.00%
Credit spread	14.63%
Credit correlation	70.00%
Recovery rate	70.00%
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)	$ 1
Credit | Market comparables | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price (in dollars per share) | $ / shares	$ 10
Credit | Market comparables | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price (in dollars per share) | $ / shares	$ 98
Credit | Market comparables | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ 4
Foreign exchange
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (288)	(396)	(1,490)	(1,384)
Foreign exchange | Discounted cash flows | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Prepayment speed	8.00%
Foreign exchange | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Prepayment speed	9.00%
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)	$ (182)
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)	$ (106)
Equity
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (2,512)	(3,409)	(1,896)	(2,252)
Equity | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Equity volatility	20.00%
Equity correlation	0.00%
Equity-FX correlation	(70.00%)
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	60.00%
Equity correlation	85.00%
Equity-FX correlation	30.00%
Equity-IR correlation	40.00%
Equity | Option pricing | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (2,512)
Commodity
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (519)	$ (674)	$ (56)	$ (85)
Commodity | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Forward commodity price | $ / bbl	52
Commodity volatility	5.00%
Commodity correlation	(52.00%)
Commodity | Option pricing | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Forward commodity price | $ / bbl	71
Commodity volatility	45.00%
Commodity correlation	88.00%
Commodity | Option pricing | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (519)
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	1.00%
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	32.00%
Prepayment speed	27.00%
Conditional default rate	41.00%
Loss severity	60.00%
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	7.00%
Prepayment speed	8.00%
Conditional default rate	1.00%
Loss severity	3.00%
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	$ 1,122
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	$ 12
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	100
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	$ 766
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	$ 59
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	$ 98
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	$ 704
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	$ 3
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	110
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	$ 83
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	$ 306
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	$ 4
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	106
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	$ 86
Trading loans | Market comparables | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	$ 1,454
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	$ 1,500
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	2.01%
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	2.01%
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	2.01%
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	$ 204
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	$ 1
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	104
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	$ 80
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	$ 63
MSRs | Discounted cash flows | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	$ 6,202
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	0.70%
Other assets | Discounted cash flows | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Yield	10.00%
Credit spread	0.70%
Other assets | Discounted cash flows | Weighted average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Yield	8.00%
Credit spread	0.70%
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	$ 417
Other assets | Market comparables | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price (in dollars per share) | $ / shares	$ 70
EBITDA multiple	4.1
Other assets | Market comparables | Maximum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price (in dollars per share) | $ / shares	$ 71
EBITDA multiple	8.2
Other assets | Market comparables | Weighted average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Price (in dollars per share) | $ / shares	$ 71
EBITDA multiple	7.8
Other assets | Market comparables | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	$ 1,501
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	504
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	56
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	562
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	4
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	14
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	352
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	$ 396

Fair Value Measurement - Change

Fair Value Measurement - Changes in Level 3 Recurring Measurements (Details) - USD ($)	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017	Dec. 31, 2017
Net derivative receivables:
Fair value, beginning balance	$ (4,250,000,000)	$ (2,360,000,000)
Total realized/unrealized gains/(losses)	1,040,000,000	61,000,000
Purchases	236,000,000	352,000,000
Sales	(253,000,000)	(72,000,000)
Settlements	507,000,000	(458,000,000)
Transfers into level 3	(119,000,000)	(41,000,000)
Transfers out of level 3	(3,000,000)	102,000,000
Fair value, ending balance	(2,842,000,000)	(2,416,000,000)
Change in unrealized gains/(losses) related to financial instruments held	$ 973,000,000	(118,000,000)
Level 3 Rollforward Supplemental Data [Abstract]
Level 3 liabilities as a percentage of total firm liabilities at fair value	14.00%		15.00%
Deposits
Liabilities:
Fair value, beginning balance	$ 4,142,000,000	2,117,000,000
Total realized/unrealized (gains)/losses	(90,000,000)	(24,000,000)
Purchases	0	0
Sales	0	0
Issuances	321,000,000	309,000,000
Settlements	(198,000,000)	(80,000,000)
Transfers into level 3	0	0
Transfers out of level 3	(158,000,000)	(189,000,000)
Fair value, ending balance	4,017,000,000	2,133,000,000
Change in unrealized (gains)/losses related to financials instruments held	(125,000,000)	(25,000,000)
Federal funds purchased and securities loaned or sold under repurchase agreements
Liabilities:
Fair value, beginning balance	0	0
Total realized/unrealized (gains)/losses	0	0
Purchases	0	0
Sales	0	0
Issuances	0	0
Settlements	0	0
Transfers into level 3	0	0
Transfers out of level 3	0	0
Fair value, ending balance	0	0
Change in unrealized (gains)/losses related to financials instruments held	0	0
Short-term borrowings
Liabilities:
Fair value, beginning balance	1,665,000,000	1,134,000,000
Total realized/unrealized (gains)/losses	15,000,000	1,000,000
Purchases	0	0
Sales	0	0
Issuances	1,208,000,000	707,000,000
Settlements	(746,000,000)	(585,000,000)
Transfers into level 3	12,000,000	17,000,000
Transfers out of level 3	(29,000,000)	(13,000,000)
Fair value, ending balance	2,125,000,000	1,261,000,000
Change in unrealized (gains)/losses related to financials instruments held	43,000,000	2,000,000
Total trading liabilities – debt and equity instruments
Liabilities:
Fair value, beginning balance	39,000,000	43,000,000
Total realized/unrealized (gains)/losses	3,000,000	0
Purchases	(37,000,000)	(1,000,000)
Sales	43,000,000	2,000,000
Issuances	0	0
Settlements	1,000,000	1,000,000
Transfers into level 3	2,000,000	2,000,000
Transfers out of level 3	(1,000,000)	(2,000,000)
Fair value, ending balance	50,000,000	45,000,000
Change in unrealized (gains)/losses related to financials instruments held	5,000,000	0
Accounts payable and other liabilities
Liabilities:
Fair value, beginning balance	13,000,000	13,000,000
Total realized/unrealized (gains)/losses	0	0
Purchases	(6,000,000)	0
Sales	0	0
Issuances	0	0
Settlements	0	(2,000,000)
Transfers into level 3	0	0
Transfers out of level 3	0	0
Fair value, ending balance	7,000,000	11,000,000
Change in unrealized (gains)/losses related to financials instruments held	0	0
Beneficial interests issued by consolidated VIEs
Liabilities:
Fair value, beginning balance	39,000,000	48,000,000
Total realized/unrealized (gains)/losses	0	3,000,000
Purchases	0	0
Sales	0	0
Issuances	0	0
Settlements	(38,000,000)	0
Transfers into level 3	0	0
Transfers out of level 3	0	0
Fair value, ending balance	1,000,000	51,000,000
Change in unrealized (gains)/losses related to financials instruments held	0	3,000,000
Long-term debt
Liabilities:
Fair value, beginning balance	16,125,000,000	12,850,000,000
Total realized/unrealized (gains)/losses	(246,000,000)	529,000,000
Purchases	0	0
Sales	0	0
Issuances	3,091,000,000	3,792,000,000
Settlements	(2,263,000,000)	(2,811,000,000)
Transfers into level 3	375,000,000	35,000,000
Transfers out of level 3	(132,000,000)	(301,000,000)
Fair value, ending balance	16,950,000,000	14,094,000,000
Change in unrealized (gains)/losses related to financials instruments held	(354,000,000)	524,000,000
Debit valuation adjustment for fair value option financial liabilities
Level 3 Rollforward Supplemental Data [Abstract]
Unrealized gains/(losses) on liabilities recorded in OCI	(52,000,000)
Realized gains/(losses) on liabilities recorded in income	0
Interest rate
Net derivative receivables:
Fair value, beginning balance	264,000,000	1,263,000,000
Total realized/unrealized gains/(losses)	53,000,000	44,000,000
Purchases	17,000,000	16,000,000
Sales	(4,000,000)	(23,000,000)
Settlements	46,000,000	(303,000,000)
Transfers into level 3	26,000,000	4,000,000
Transfers out of level 3	70,000,000	8,000,000
Fair value, ending balance	472,000,000	1,009,000,000
Change in unrealized gains/(losses) related to financial instruments held	131,000,000	6,000,000
Credit
Net derivative receivables:
Fair value, beginning balance	(35,000,000)	98,000,000
Total realized/unrealized gains/(losses)	17,000,000	(46,000,000)
Purchases	1,000,000	0
Sales	(2,000,000)	(2,000,000)
Settlements	4,000,000	(42,000,000)
Transfers into level 3	3,000,000	11,000,000
Transfers out of level 3	17,000,000	(2,000,000)
Fair value, ending balance	5,000,000	17,000,000
Change in unrealized gains/(losses) related to financial instruments held	11,000,000	(43,000,000)
Foreign exchange
Net derivative receivables:
Fair value, beginning balance	(396,000,000)	(1,384,000,000)
Total realized/unrealized gains/(losses)	146,000,000	(24,000,000)
Purchases	0	0
Sales	(5,000,000)	(2,000,000)
Settlements	11,000,000	(91,000,000)
Transfers into level 3	(38,000,000)	11,000,000
Transfers out of level 3	(6,000,000)	0
Fair value, ending balance	(288,000,000)	(1,490,000,000)
Change in unrealized gains/(losses) related to financial instruments held	156,000,000	(18,000,000)
Equity
Net derivative receivables:
Fair value, beginning balance	(3,409,000,000)	(2,252,000,000)
Total realized/unrealized gains/(losses)	639,000,000	69,000,000
Purchases	218,000,000	336,000,000
Sales	(242,000,000)	(45,000,000)
Settlements	434,000,000	(24,000,000)
Transfers into level 3	(111,000,000)	(73,000,000)
Transfers out of level 3	(41,000,000)	93,000,000
Fair value, ending balance	(2,512,000,000)	(1,896,000,000)
Change in unrealized gains/(losses) related to financial instruments held	448,000,000	(89,000,000)
Commodity
Net derivative receivables:
Fair value, beginning balance	(674,000,000)	(85,000,000)
Total realized/unrealized gains/(losses)	185,000,000	18,000,000
Purchases	0	0
Sales	0	0
Settlements	12,000,000	2,000,000
Transfers into level 3	1,000,000	6,000,000
Transfers out of level 3	(43,000,000)	3,000,000
Fair value, ending balance	(519,000,000)	(56,000,000)
Change in unrealized gains/(losses) related to financial instruments held	227,000,000	26,000,000
Total mortgage-backed securities
Assets:
Fair value, beginning balance	378,000,000	492,000,000
Total realized/unrealized gains/(losses)	2,000,000	16,000,000
Purchases	335,000,000	91,000,000
Sales	(96,000,000)	(122,000,000)
Settlements	(23,000,000)	(23,000,000)
Transfers into level 3	37,000,000	52,000,000
Transfers out of level 3	(56,000,000)	(73,000,000)
Fair value, ending balance	577,000,000	433,000,000
Change in unrealized gains/(losses) related to financial instruments held	1,000,000	(1,000,000)
Mortgage-backed securities, U.S. government agencies
Assets:
Fair value, beginning balance	307,000,000	392,000,000
Total realized/unrealized gains/(losses)	3,000,000	4,000,000
Purchases	329,000,000	79,000,000
Sales	(87,000,000)	(97,000,000)
Settlements	(20,000,000)	(16,000,000)
Transfers into level 3	4,000,000	7,000,000
Transfers out of level 3	(28,000,000)	(16,000,000)
Fair value, ending balance	508,000,000	353,000,000
Change in unrealized gains/(losses) related to financial instruments held	1,000,000	(1,000,000)
Mortgage-backed securities, Residential - nonagency
Assets:
Fair value, beginning balance	60,000,000	83,000,000
Total realized/unrealized gains/(losses)	(2,000,000)	9,000,000
Purchases	0	5,000,000
Sales	(2,000,000)	(17,000,000)
Settlements	(2,000,000)	(4,000,000)
Transfers into level 3	29,000,000	15,000,000
Transfers out of level 3	(28,000,000)	(56,000,000)
Fair value, ending balance	55,000,000	35,000,000
Change in unrealized gains/(losses) related to financial instruments held	0	1,000,000
Mortgage-backed securities, Commercial - nonagency
Assets:
Fair value, beginning balance	11,000,000	17,000,000
Total realized/unrealized gains/(losses)	1,000,000	3,000,000
Purchases	6,000,000	7,000,000
Sales	(7,000,000)	(8,000,000)
Settlements	(1,000,000)	(3,000,000)
Transfers into level 3	4,000,000	30,000,000
Transfers out of level 3	0	(1,000,000)
Fair value, ending balance	14,000,000	45,000,000
Change in unrealized gains/(losses) related to financial instruments held	0	(1,000,000)
Total trading liabilities – debt and equity instruments
Assets:
Fair value, beginning balance	5,370,000,000	7,894,000,000
Total realized/unrealized gains/(losses)	75,000,000	174,000,000
Purchases	1,210,000,000	1,606,000,000
Sales	(1,045,000,000)	(1,270,000,000)
Settlements	(292,000,000)	(583,000,000)
Transfers into level 3	324,000,000	324,000,000
Transfers out of level 3	(429,000,000)	(392,000,000)
Fair value, ending balance	5,213,000,000	7,753,000,000
Change in unrealized gains/(losses) related to financial instruments held	39,000,000	107,000,000
Total debt instruments
Assets:
Fair value, beginning balance	4,385,000,000	6,902,000,000
Total realized/unrealized gains/(losses)	68,000,000	139,000,000
Purchases	1,164,000,000	1,531,000,000
Sales	(1,029,000,000)	(1,264,000,000)
Settlements	(272,000,000)	(536,000,000)
Transfers into level 3	319,000,000	315,000,000
Transfers out of level 3	(420,000,000)	(368,000,000)
Fair value, ending balance	4,215,000,000	6,719,000,000
Change in unrealized gains/(losses) related to financial instruments held	31,000,000	64,000,000
U.S. Treasury and government agencies
Assets:
Fair value, beginning balance	1,000,000
Total realized/unrealized gains/(losses)	0
Purchases	0
Sales	0
Settlements	0
Transfers into level 3	0
Transfers out of level 3	(1,000,000)
Fair value, ending balance	0
Change in unrealized gains/(losses) related to financial instruments held	0
Obligations of U.S. states and municipalities
Assets:
Fair value, beginning balance	744,000,000	649,000,000
Total realized/unrealized gains/(losses)	(2,000,000)	8,000,000
Purchases	39,000,000	85,000,000
Sales	0	(69,000,000)
Settlements	(77,000,000)	(5,000,000)
Transfers into level 3	0	0
Transfers out of level 3	0	0
Fair value, ending balance	704,000,000	668,000,000
Change in unrealized gains/(losses) related to financial instruments held	(2,000,000)	8,000,000
Non-U.S. government debt securities
Assets:
Fair value, beginning balance	78,000,000	46,000,000
Total realized/unrealized gains/(losses)	2,000,000	0
Purchases	225,000,000	72,000,000
Sales	(92,000,000)	(83,000,000)
Settlements	0	0
Transfers into level 3	17,000,000	26,000,000
Transfers out of level 3	(33,000,000)	(14,000,000)
Fair value, ending balance	197,000,000	47,000,000
Change in unrealized gains/(losses) related to financial instruments held	3,000,000	0
Corporate debt securities
Assets:
Fair value, beginning balance	312,000,000	576,000,000
Total realized/unrealized gains/(losses)	(1,000,000)	(9,000,000)
Purchases	81,000,000	423,000,000
Sales	(100,000,000)	(108,000,000)
Settlements	(1,000,000)	(122,000,000)
Transfers into level 3	131,000,000	33,000,000
Transfers out of level 3	(116,000,000)	(55,000,000)
Fair value, ending balance	306,000,000	738,000,000
Change in unrealized gains/(losses) related to financial instruments held	(1,000,000)	(9,000,000)
Loans
Assets:
Fair value, beginning balance	2,719,000,000	4,837,000,000
Total realized/unrealized gains/(losses)	62,000,000	110,000,000
Purchases	470,000,000	762,000,000
Sales	(728,000,000)	(744,000,000)
Settlements	(137,000,000)	(375,000,000)
Transfers into level 3	123,000,000	196,000,000
Transfers out of level 3	(141,000,000)	(198,000,000)
Fair value, ending balance	2,368,000,000	4,588,000,000
Change in unrealized gains/(losses) related to financial instruments held	30,000,000	61,000,000
Asset-backed securities
Assets:
Fair value, beginning balance	153,000,000	302,000,000
Total realized/unrealized gains/(losses)	5,000,000	14,000,000
Purchases	14,000,000	98,000,000
Sales	(13,000,000)	(138,000,000)
Settlements	(34,000,000)	(11,000,000)
Transfers into level 3	11,000,000	8,000,000
Transfers out of level 3	(73,000,000)	(28,000,000)
Fair value, ending balance	63,000,000	245,000,000
Change in unrealized gains/(losses) related to financial instruments held	0	5,000,000
Equity securities
Assets:
Fair value, beginning balance	295,000,000	231,000,000
Total realized/unrealized gains/(losses)	(8,000,000)	13,000,000
Purchases	28,000,000	56,000,000
Sales	(10,000,000)	(6,000,000)
Settlements	0	0
Transfers into level 3	4,000,000	1,000,000
Transfers out of level 3	(9,000,000)	(24,000,000)
Fair value, ending balance	300,000,000	271,000,000
Change in unrealized gains/(losses) related to financial instruments held	(7,000,000)	12,000,000
Other
Assets:
Fair value, beginning balance	690,000,000	761,000,000
Total realized/unrealized gains/(losses)	15,000,000	22,000,000
Purchases	18,000,000	19,000,000
Sales	(6,000,000)	0
Settlements	(20,000,000)	(47,000,000)
Transfers into level 3	1,000,000	8,000,000
Transfers out of level 3	0	0
Fair value, ending balance	698,000,000	763,000,000
Change in unrealized gains/(losses) related to financial instruments held	15,000,000	31,000,000
Total available-for-sale securities
Assets:
Fair value, beginning balance	277,000,000	664,000,000
Total realized/unrealized gains/(losses)	1,000,000	10,000,000
Purchases	0	0
Sales	0	(50,000,000)
Settlements	(73,000,000)	(1,000,000)
Transfers into level 3	0	0
Transfers out of level 3	0	0
Fair value, ending balance	205,000,000	623,000,000
Change in unrealized gains/(losses) related to financial instruments held	1,000,000	8,000,000
Level 3 Rollforward Supplemental Data [Abstract]
Realized gains/(losses) recorded in income	0	0
Unrealized gains/(losses) recorded in OCI	1,000,000	10,000,000
Asset-backed securities
Assets:
Fair value, beginning balance	276,000,000	663,000,000
Total realized/unrealized gains/(losses)	1,000,000	10,000,000
Purchases	0	0
Sales	0	(50,000,000)
Settlements	(73,000,000)	(1,000,000)
Transfers into level 3	0	0
Transfers out of level 3	0	0
Fair value, ending balance	204,000,000	622,000,000
Change in unrealized gains/(losses) related to financial instruments held	1,000,000	8,000,000
Other
Assets:
Fair value, beginning balance	1,000,000	1,000,000
Total realized/unrealized gains/(losses)	0	0
Purchases	0	0
Sales	0	0
Settlements	0	0
Transfers into level 3	0	0
Transfers out of level 3	0	0
Fair value, ending balance	1,000,000	1,000,000
Change in unrealized gains/(losses) related to financial instruments held	0	0
Loans
Assets:
Fair value, beginning balance	276,000,000	570,000,000
Total realized/unrealized gains/(losses)	5,000,000	6,000,000
Purchases	122,000,000	0
Sales	0	0
Settlements	(7,000,000)	(172,000,000)
Transfers into level 3	0	0
Transfers out of level 3	0	0
Fair value, ending balance	396,000,000	404,000,000
Change in unrealized gains/(losses) related to financial instruments held	5,000,000	6,000,000
Mortgage servicing rights
Assets:
Fair value, beginning balance	6,030,000,000	6,096,000,000
Total realized/unrealized gains/(losses)	384,000,000	43,000,000
Purchases	243,000,000	217,000,000
Sales	(295,000,000)	(71,000,000)
Settlements	(160,000,000)	(206,000,000)
Transfers into level 3	0	0
Transfers out of level 3	0	0
Fair value, ending balance	6,202,000,000	6,079,000,000
Change in unrealized gains/(losses) related to financial instruments held	384,000,000	43,000,000
Other assets
Assets:
Fair value, beginning balance	1,265,000,000	2,223,000,000
Total realized/unrealized gains/(losses)	(37,000,000)	37,000,000
Purchases	23,000,000	3,000,000
Sales	(14,000,000)	(77,000,000)
Settlements	(16,000,000)	(109,000,000)
Transfers into level 3	0	0
Transfers out of level 3	(1,000,000)	0
Fair value, ending balance	1,220,000,000	2,077,000,000
Change in unrealized gains/(losses) related to financial instruments held	$ (38,000,000)	$ 33,000,000

Fair Value Measurement - Leve62

Fair Value Measurement - Level 3 Analysis (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017	Dec. 31, 2017
Level 3 Analysis - Supplemental Data [Abstract]
Percentage of level 3 assets in total Firm assets	0.80%
Total realized/unrealized gains/(losses)	$ 1,040	$ 61
Recurring
Level 3 Analysis - Supplemental Data [Abstract]
Assets fair value	663,412		$ 625,737
Recurring | Level 3
Level 3 Analysis - Supplemental Data [Abstract]
Assets fair value	19,483		$ 19,216
Increase in level 3 assets	267
Recurring | Level 3 | Liabilities
Level 3 Analysis - Supplemental Data [Abstract]
Total realized/unrealized gains/(losses)	318	509
Recurring | Level 3 | Assets
Level 3 Analysis - Supplemental Data [Abstract]
Total realized/unrealized gains/(losses)	$ 1,500	$ 331

Fair Value Measurement - Impact

Fair Value Measurement - Impact of Credit Adjustments (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Credit and funding adjustments:
Derivatives CVA	$ 84	$ 221
Derivatives FVA	$ (83)	$ (7)

Fair Value Measurement - Nonrec

Fair Value Measurement - Nonrecurring Basis (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Equity securities without readily determinable fair values	$ 1,429
Fair value gains as a result of measurement alternative	$ 505
Residential mortgage | Broker price opinions | Minimum
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value inputs, liquidation value discount	13.00%
Residential mortgage | Broker price opinions | Maximum
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value inputs, liquidation value discount	38.00%
Residential mortgage | Broker price opinions | Weighted average
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair value inputs, liquidation value discount	21.00%
Nonrecurring
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total assets measured at fair value on a nonrecurring basis	$ 1,663	$ 6,998
Total nonrecurring fair value gains/(losses)	481	(353)
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	855	6,751
Total nonrecurring fair value gains/(losses)	(15)	(322)
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	808	247
Total nonrecurring fair value gains/(losses)	496	(31)
Fair value gains as a result of measurement alternative	505
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
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
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
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	926	6,534
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	690	6,530
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	236	4
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	737	464
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	165	221
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	572	$ 243
Equity securities without readily determinable fair values	406
Nonrecurring | Level 3 | Residential mortgage
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total assets measured at fair value on a nonrecurring basis	$ 89

Fair Value Measurement - Carryi

Fair Value Measurement - Carrying Value and Estimated Fair Value (Details) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Financial assets
Cash and due from banks	$ 24,834	$ 25,898
Deposits with banks	389,978	405,406
Federal funds sold and securities purchased under resale agreements	247,608	198,422
Securities, held-to-maturity	29,058	48,652
Loans, net of allowance for loan losses	2,908	2,508
Financial liabilities
Beneficial interests issued by consolidated VIEs	21,584	26,081
Carrying value
Financial assets
Cash and due from banks	24,800	25,900
Deposits with banks	390,000	405,400
Accrued interest and accounts receivable	72,000	67,000
Federal funds sold and securities purchased under resale agreements	234,100	183,700
Securities borrowed	113,100	102,100
Securities, held-to-maturity	29,000	47,700
Loans, net of allowance for loan losses	918,100	914,600
Other	55,500	53,900
Financial liabilities
Deposits	1,466,800	1,422,700
Federal funds purchased and securities loaned or sold under repurchase agreements	178,400	158,200
Short-term borrowings	53,900	42,600
Accounts payable and other liabilities	156,100	152,000
Beneficial interests issued by consolidated VIEs	21,600	26,000
Long-term debt and junior subordinated deferrable interest debentures	225,300	236,600
Wholesale lending-related commitments	1,100	1,100
Total estimated fair value
Financial assets
Cash and due from banks	24,800	25,900
Deposits with banks	390,000	405,400
Accrued interest and accounts receivable	72,000	67,000
Federal funds sold and securities purchased under resale agreements	234,100	183,700
Securities borrowed	113,100	102,100
Securities, held-to-maturity	29,100	48,700
Loans, net of allowance for loan losses	920,500	920,300
Other	55,600	61,300
Financial liabilities
Deposits	1,466,900	1,422,700
Federal funds purchased and securities loaned or sold under repurchase agreements	178,400	158,200
Short-term borrowings	53,800	42,600
Accounts payable and other liabilities	156,100	151,800
Beneficial interests issued by consolidated VIEs	21,600	26,000
Long-term debt and junior subordinated deferrable interest debentures	230,200	243,500
Wholesale lending-related commitments	1,500	1,600
Total estimated fair value | Level 1
Financial assets
Cash and due from banks	24,800	25,900
Deposits with banks	387,000	401,800
Accrued interest and accounts receivable	0	0
Federal funds sold and securities purchased under resale agreements	0	0
Securities borrowed	0	0
Securities, held-to-maturity	0	0
Loans, net of allowance for loan losses	0	0
Other	0	0
Financial liabilities
Deposits	0	0
Federal funds purchased and securities loaned or sold under repurchase agreements	0	0
Short-term borrowings	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	3,000	3,600
Accrued interest and accounts receivable	71,900	67,000
Federal funds sold and securities purchased under resale agreements	234,100	183,700
Securities borrowed	113,100	102,100
Securities, held-to-maturity	29,100	48,700
Loans, net of allowance for loan losses	217,000	213,200
Other	54,600	52,100
Financial liabilities
Deposits	1,466,900	1,422,700
Federal funds purchased and securities loaned or sold under repurchase agreements	178,400	158,200
Short-term borrowings	53,600	42,400
Accounts payable and other liabilities	153,400	148,900
Beneficial interests issued by consolidated VIEs	21,600	26,000
Long-term debt and junior subordinated deferrable interest debentures	227,100	240,300
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	100	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	703,500	707,100
Other	1,000	9,200
Financial liabilities
Deposits	0	0
Federal funds purchased and securities loaned or sold under repurchase agreements	0	0
Short-term borrowings	200	200
Accounts payable and other liabilities	2,700	2,900
Beneficial interests issued by consolidated VIEs	0	0
Long-term debt and junior subordinated deferrable interest debentures	3,100	3,200
Wholesale lending-related commitments	$ 1,500	$ 1,600

Fair Value Measurement - Equity

Fair Value Measurement - Equity Securities Without Readily Determinable Fair Value (Details) shares in Millions, $ in Millions	3 Months Ended
	Mar. 31, 2018USD ($)shares
Fair Value Disclosures [Abstract]
Carrying value	$ 1,429
Upward carrying value changes	$ 505
Common stock | Class B | VISA
Investment Holdings [Line Items]
Interest owned, included in other assets (in shares) | shares	40
Conversion rate	1.6483

Fair Value Option - Changes in

Fair Value Option - Changes in Fair Value Under the Fair Value Option (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
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)	$ 7	$ (21)
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)	7	(21)
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
Securities borrowed
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(27)	77
Securities borrowed | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(27)	77
Securities borrowed | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	0
Debt and equity instruments, excluding loans
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(186)	361
Debt and equity instruments, excluding loans | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(186)	361
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)	0	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)	127	180
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)	122	174
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)	5	6
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)	(49)	157
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)	41	34
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)	(90)	123
Loans: Changes in instrument-specific credit risk
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	(1)
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	(1)
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
Loans: Other changes in fair value
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(1)	0
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)	0
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)	0	0
Other assets
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(5)	(2)
Other assets | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	2	4
Other assets | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(7)	(6)
Deposits
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	210	(159)
Deposits | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	210	(159)
Deposits | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	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)	10	5
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)	10	5
Federal funds purchased and securities loaned or sold under repurchase agreements | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	0
Short-term borrowings
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	273	(474)
Short-term borrowings | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	273	(474)
Short-term borrowings | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	0
Trading liabilities
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(7)	(1)
Trading liabilities | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(7)	(1)
Trading liabilities | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	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	0
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	0
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
Long-term debt
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	1,031	(753)
Long-term debt | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	1,031	(753)
Long-term debt | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	$ 0	$ 0

Fair Value Option - Aggregate D

Fair Value Option - Aggregate Differences (Details) - USD ($)	Mar. 31, 2018	Dec. 31, 2017
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	9,800,000,000	7,400,000,000
Contractual lending-related commitments, fair value	(584,000,000)	(76,000,000)
Contractual principal outstanding
Loans
Nonaccrual loans	4,368,000,000	4,258,000,000
Total loans	48,962,000,000	44,954,000,000
Contractual principal outstanding | Principal-protected debt
Long-term debt
Total long-term debt	28,378,000,000	26,297,000,000
Contractual principal outstanding | Loans reported as trading assets
Loans
Nonaccrual loans	4,368,000,000	4,219,000,000
All other performing loans	41,599,000,000	38,157,000,000
Contractual principal outstanding | Loans
Loans
Nonaccrual loans	0	39,000,000
All other performing loans	2,995,000,000	2,539,000,000
Fair value
Loans
Nonaccrual loans	1,585,000,000	1,371,000,000
Total loans	44,184,000,000	40,469,000,000
Long-term debt
Total long-term debt	49,152,000,000	47,519,000,000
Long-term beneficial interests
Total long-term beneficial interests	7,000,000	45,000,000
Fair value | Principal-protected debt
Long-term debt
Total long-term debt	24,923,000,000	23,848,000,000
Fair value | Nonprincipal-protected debt
Long-term debt
Total long-term debt	24,229,000,000	23,671,000,000
Long-term beneficial interests
Total long-term beneficial interests	7,000,000	45,000,000
Fair value | Loans reported as trading assets
Loans
Nonaccrual loans	1,585,000,000	1,371,000,000
All other performing loans	39,691,000,000	36,590,000,000
Fair value | Loans
Loans
Nonaccrual loans	0	0
All other performing loans	2,908,000,000	2,508,000,000
Fair value over/(under) contractual principal outstanding
Loans
Nonaccrual loans, Fair value over/(under) contractual principal outstanding	(2,783,000,000)	(2,887,000,000)
Total loans	(4,778,000,000)	(4,485,000,000)
Fair value over/(under) contractual principal outstanding | Principal-protected debt
Long-term debt
Long-term debt, Fair value over/(under) contractual principal outstanding	(3,455,000,000)	(2,449,000,000)
Fair value over/(under) contractual principal outstanding | Loans reported as trading assets
Loans
Nonaccrual loans, Fair value over/(under) contractual principal outstanding	(2,783,000,000)	(2,848,000,000)
All other performing loans	(1,908,000,000)	(1,567,000,000)
Fair value over/(under) contractual principal outstanding | Loans
Loans
Nonaccrual loans, Fair value over/(under) contractual principal outstanding	0	(39,000,000)
All other performing loans	$ (87,000,000)	$ (31,000,000)

Fair Value Option - Structured

Fair Value Option - Structured Note Products by Balance Sheet Classification and Risk Component (Details) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	$ 75,341	$ 74,798
Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	30,903	30,183
Credit
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	6,314	5,641
Foreign exchange
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	2,951	3,026
Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	31,414	31,235
Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	3,759	4,713
Long-term debt
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	48,756	47,037
Long-term debt | Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	22,793	22,056
Long-term debt | Credit
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	4,811	4,329
Long-term debt | Foreign exchange
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	2,790	2,841
Long-term debt | Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	18,147	17,581
Long-term debt | Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	215	230
Short-term borrowings
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	8,585	8,649
Short-term borrowings | Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	149	69
Short-term borrowings | Credit
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	1,503	1,312
Short-term borrowings | Foreign exchange
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	122	147
Short-term borrowings | Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	6,797	7,106
Short-term borrowings | Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	14	15
Deposits
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	18,000	19,112
Deposits | Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	7,961	8,058
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	39	38
Deposits | Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	6,470	6,548
Deposits | Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	$ 3,530	$ 4,468

Derivative Instruments - Notion

Derivative Instruments - Notional Amount of Derivative Contracts (Details) - USD ($) $ in Billions	Mar. 31, 2018	Dec. 31, 2017
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	$ 55,418	$ 48,386
Interest rate contracts
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	38,744	33,510
Swaps
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	23,090	21,043
Futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	7,216	4,904
Options | Written options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	4,058	3,576
Options | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	4,380	3,987
Credit derivatives
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	1,605	1,522
Foreign exchange contracts
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	12,962	11,438
Cross-currency swaps
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	4,195	3,953
Spot, futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	7,016	5,923
Options | Written options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	873	786
Options | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	878	776
Equity contracts
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	1,584	1,441
Swaps
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	377	367
Futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	97	90
Options | Written options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	594	531
Options | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	516	453
Commodity contracts
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	523	475
Swaps
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	130	116
Spot, futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	179	168
Options | Written options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	112	98
Options | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	$ 102	$ 93

Derivative Instruments - Impact

Derivative Instruments - Impact on Balance Sheet (Details) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Derivatives, Fair Value [Line Items]
Gross derivative receivables	$ 554,642	$ 559,553
Net derivative receivables	56,914	56,523
Gross derivative payables	517,834	530,806
Net derivative payables	36,949	37,777
Interest rate
Derivatives, Fair Value [Line Items]
Gross derivative receivables	303,871	315,992
Net derivative receivables	23,778	24,673
Gross derivative payables	273,863	284,436
Net derivative payables	7,170	7,129
Credit
Derivatives, Fair Value [Line Items]
Gross derivative receivables	23,727	23,205
Net derivative receivables	1,062	869
Gross derivative payables	23,697	23,252
Net derivative payables	1,713	1,299
Foreign exchange
Derivatives, Fair Value [Line Items]
Gross derivative receivables	165,935	160,231
Net derivative receivables	16,603	16,151
Gross derivative payables	153,809	155,822
Net derivative payables	10,797	12,473
Equity
Derivatives, Fair Value [Line Items]
Gross derivative receivables	43,989	40,040
Net derivative receivables	8,803	7,882
Gross derivative payables	48,239	45,395
Net derivative payables	10,325	9,192
Commodity
Derivatives, Fair Value [Line Items]
Gross derivative receivables	17,120	20,085
Net derivative receivables	6,668	6,948
Gross derivative payables	18,226	21,901
Net derivative payables	6,944	7,684
Not designated as hedges
Derivatives, Fair Value [Line Items]
Gross derivative receivables	551,605	556,327
Gross derivative payables	514,019	527,838
Not designated as hedges | Interest rate
Derivatives, Fair Value [Line Items]
Gross derivative receivables	301,480	313,276
Gross derivative payables	271,093	283,092
Not designated as hedges | Credit
Derivatives, Fair Value [Line Items]
Gross derivative receivables	23,727	23,205
Gross derivative payables	23,697	23,252
Not designated as hedges | Foreign exchange
Derivatives, Fair Value [Line Items]
Gross derivative receivables	165,482	159,740
Gross derivative payables	152,846	154,601
Not designated as hedges | Equity
Derivatives, Fair Value [Line Items]
Gross derivative receivables	43,989	40,040
Gross derivative payables	48,239	45,395
Not designated as hedges | Commodity
Derivatives, Fair Value [Line Items]
Gross derivative receivables	16,927	20,066
Gross derivative payables	18,144	21,498
Designated as hedges
Derivatives, Fair Value [Line Items]
Gross derivative receivables	3,037	3,226
Gross derivative payables	3,815	2,968
Designated as hedges | Interest rate
Derivatives, Fair Value [Line Items]
Gross derivative receivables	2,391	2,716
Gross derivative payables	2,770	1,344
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	453	491
Gross derivative payables	963	1,221
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	193	19
Gross derivative payables	$ 82	$ 403

Derivative Instruments - Deriva

Derivative Instruments - Derivatives Netting (Details) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	$ 542,973	$ 547,995
Amounts netted on the Consolidated balance sheets	(497,728)	(503,030)
Net derivative receivables	45,245	44,965
Derivative receivables where an appropriate legal opinion has not been either sought or obtained	11,669	11,558
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	554,642	559,553
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	56,914	56,523
Collateral not nettable on the Consolidated balance sheets	(13,101)	(13,363)
Net amounts	43,813	43,160
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	506,316	521,133
Amounts netted on the Consolidated balance sheets	(480,885)	(493,029)
Net derivative payables	25,431	28,104
Derivative payables where an appropriate legal opinion has not been either sought or obtained	11,518	9,673
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	517,834	530,806
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	36,949	37,777
Collateral not nettable on the Consolidated balance sheets	(3,711)	(4,180)
Net amounts	33,238	33,597
Net cash collateral receivables	61,900	55,500
Net cash collateral payables	45,100	45,500
Interest rate contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	300,113	312,285
Amounts netted on the Consolidated balance sheets	(280,094)	(291,319)
Net derivative receivables	20,019	20,966
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	303,871	315,992
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	23,778	24,673
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	272,185	283,091
Amounts netted on the Consolidated balance sheets	(266,694)	(277,306)
Net derivative payables	5,491	5,785
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	273,863	284,436
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	7,170	7,129
Interest rate contracts | Over-the-counter (“OTC”)
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	291,712	305,569
Amounts netted on the Consolidated balance sheets	(272,007)	(284,917)
Net derivative receivables	19,705	20,652
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	264,684	276,960
Amounts netted on the Consolidated balance sheets	(259,233)	(271,294)
Net derivative payables	5,451	5,666
Interest rate contracts | OTC–cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	8,080	6,531
Amounts netted on the Consolidated balance sheets	(7,930)	(6,318)
Net derivative receivables	150	213
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	7,315	6,004
Amounts netted on the Consolidated balance sheets	(7,305)	(5,928)
Net derivative payables	10	76
Interest rate contracts | Exchange-traded
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	321	185
Amounts netted on the Consolidated balance sheets	(157)	(84)
Net derivative receivables	164	101
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	186	127
Amounts netted on the Consolidated balance sheets	(156)	(84)
Net derivative payables	30	43
Credit contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	23,121	22,615
Amounts netted on the Consolidated balance sheets	(22,665)	(22,335)
Net derivative receivables	456	280
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	23,727	23,205
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	1,062	869
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	23,220	22,995
Amounts netted on the Consolidated balance sheets	(21,983)	(21,954)
Net derivative payables	1,237	1,041
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	23,697	23,252
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	1,713	1,299
Credit contracts | Over-the-counter (“OTC”)
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	14,755	15,390
Amounts netted on the Consolidated balance sheets	(14,520)	(15,165)
Net derivative receivables	235	225
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	15,423	16,194
Amounts netted on the Consolidated balance sheets	(14,247)	(15,170)
Net derivative payables	1,176	1,024
Credit contracts | OTC–cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	8,366	7,225
Amounts netted on the Consolidated balance sheets	(8,145)	(7,170)
Net derivative receivables	221	55
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	7,797	6,801
Amounts netted on the Consolidated balance sheets	(7,736)	(6,784)
Net derivative payables	61	17
Foreign exchange contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	162,575	157,126
Amounts netted on the Consolidated balance sheets	(149,332)	(144,081)
Net derivative receivables	13,243	13,045
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	165,935	160,231
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	16,603	16,151
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	150,679	152,619
Amounts netted on the Consolidated balance sheets	(143,011)	(143,349)
Net derivative payables	7,668	9,270
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	153,809	155,822
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	10,797	12,473
Foreign exchange contracts | Over-the-counter (“OTC”)
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	161,340	155,289
Amounts netted on the Consolidated balance sheets	(148,205)	(142,420)
Net derivative receivables	13,135	12,869
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	149,559	150,966
Amounts netted on the Consolidated balance sheets	(142,008)	(141,789)
Net derivative payables	7,551	9,177
Foreign exchange contracts | OTC–cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	1,104	1,696
Amounts netted on the Consolidated balance sheets	(1,097)	(1,654)
Net derivative receivables	7	42
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	1,005	1,555
Amounts netted on the Consolidated balance sheets	(997)	(1,553)
Net derivative payables	8	2
Foreign exchange contracts | Exchange-traded
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	131	141
Amounts netted on the Consolidated balance sheets	(30)	(7)
Net derivative receivables	101	134
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	115	98
Amounts netted on the Consolidated balance sheets	(6)	(7)
Net derivative payables	109	91
Equity contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	40,400	36,212
Amounts netted on the Consolidated balance sheets	(35,185)	(32,158)
Net derivative receivables	5,215	4,054
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	43,989	40,040
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	8,803	7,882
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	42,775	40,913
Amounts netted on the Consolidated balance sheets	(37,913)	(36,203)
Net derivative payables	4,862	4,710
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	48,239	45,395
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	10,325	9,192
Equity contracts | Over-the-counter (“OTC”)
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	23,957	22,024
Amounts netted on the Consolidated balance sheets	(21,172)	(19,917)
Net derivative receivables	2,785	2,107
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	28,082	28,193
Amounts netted on the Consolidated balance sheets	(23,802)	(23,969)
Net derivative payables	4,280	4,224
Equity contracts | Exchange-traded
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	16,443	14,188
Amounts netted on the Consolidated balance sheets	(14,013)	(12,241)
Net derivative receivables	2,430	1,947
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	14,693	12,720
Amounts netted on the Consolidated balance sheets	(14,111)	(12,234)
Net derivative payables	582	486
Commodity contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	16,764	19,757
Amounts netted on the Consolidated balance sheets	(10,452)	(13,137)
Net derivative receivables	6,312	6,620
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	17,120	20,085
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	6,668	6,948
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	17,457	21,515
Amounts netted on the Consolidated balance sheets	(11,284)	(14,217)
Net derivative payables	6,173	7,298
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	18,226	21,901
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	6,944	7,684
Commodity contracts | Over-the-counter (“OTC”)
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	9,701	10,903
Amounts netted on the Consolidated balance sheets	(3,686)	(4,436)
Net derivative receivables	6,015	6,467
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	10,661	12,645
Amounts netted on the Consolidated balance sheets	(4,592)	(5,508)
Net derivative payables	6,069	7,137
Commodity contracts | Exchange-traded
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	7,063	8,854
Amounts netted on the Consolidated balance sheets	(6,766)	(8,701)
Net derivative receivables	297	153
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	6,796	8,870
Amounts netted on the Consolidated balance sheets	(6,692)	(8,709)
Net derivative payables	$ 104	$ 161

Derivative Instruments - Liquid

Derivative Instruments - Liquidity Risk and Credit-Related Contingent Features (Details) - USD ($)	Mar. 31, 2018	Dec. 31, 2017
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Aggregate fair value of net derivative payables	$ 11,022,000,000	$ 11,916,000,000
Collateral posted	9,836,000,000	9,973,000,000
Amount of transfers accounted for as sale where associated derivative was outstanding		0
Single-notch downgrade
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Amount of additional collateral to be posted upon downgrade	80,000,000	79,000,000
Amount required to settle contracts with termination triggers upon downgrade	344,000,000	320,000,000
Two-notch downgrade
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Amount of additional collateral to be posted upon downgrade	1,929,000,000	1,989,000,000
Amount required to settle contracts with termination triggers upon downgrade	$ 679,000,000	$ 650,000,000

Derivative Instruments - Impa74

Derivative Instruments - Impact on Statements of Income, Fair Value Hedges (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Gains/(losses) recorded in income
Derivatives	$ (1,149)	$ (1,519)
Hedged items	1,449	1,735
Income statement impact	300	216
Income statement impact due to:
Excluded components: Amortization approach	(122)
Excluded components: Changes in fair value	276
Hedge ineffectiveness		15
Excluded components		201
OCI impact
Derivatives - Gains/(losses) recorded in OCI	(52)
Interest rate
Gains/(losses) recorded in income
Derivatives	(1,477)	(281)
Hedged items	1,629	531
Income statement impact	152	250
Income statement impact due to:
Excluded components: Amortization approach	0
Excluded components: Changes in fair value	147
Hedge ineffectiveness		(1)
Excluded components		251
OCI impact
Derivatives - Gains/(losses) recorded in OCI	0
Foreign exchange
Gains/(losses) recorded in income
Derivatives	144	(775)
Hedged items	(33)	740
Income statement impact	111	(35)
Income statement impact due to:
Excluded components: Amortization approach	(122)
Excluded components: Changes in fair value	111
Hedge ineffectiveness		0
Excluded components		(35)
OCI impact
Derivatives - Gains/(losses) recorded in OCI	(52)
Commodity
Gains/(losses) recorded in income
Derivatives	184	(463)
Hedged items	(147)	464
Income statement impact	37	1
Income statement impact due to:
Excluded components: Amortization approach	0
Excluded components: Changes in fair value	18
Hedge ineffectiveness		16
Excluded components		$ (15)
OCI impact
Derivatives - Gains/(losses) recorded in OCI	$ 0

Derivative Instruments - Cumula

Derivative Instruments - Cumulative Fair Value Hedging Adjustments (Details) $ in Millions	Mar. 31, 2018USD ($)
Cumulative amount of fair value hedging adjustments included in the carrying amount of hedged items:
Total	$ (766)
Physical Commodities
Assets
Carrying amount of the hedged items	5,200
Long-term debt
Liabilities
Carrying amount of the hedged items	131,268
Cumulative amount of fair value hedging adjustments included in the carrying amount of hedged items:
Active hedging relationships	(851)
Discontinued hedging relationships	85
Long-term debt | Not designated as hedges
Liabilities
Carrying amount of the hedged items	5,500
Beneficial interests issued by consolidated VIEs
Liabilities
Carrying amount of the hedged items	8,752
Cumulative amount of fair value hedging adjustments included in the carrying amount of hedged items:
Active hedging relationships	(2)
Discontinued hedging relationships	(61)
Total	(63)
Available-for-sale debt securities
Assets
Carrying amount of the hedged items	47,977
Cumulative amount of fair value hedging adjustments included in the carrying amount of hedged items:
Active hedging relationships	(1,557)
Discontinued hedging relationships	555
Total	(1,002)
Available-for-sale debt securities | Not designated as hedges
Assets
Carrying amount of the hedged items	$ 15,800

Derivative Instruments - Impa76

Derivative Instruments - Impact on Statements of Income, Cash Flow Hedges (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Derivatives gains/(losses) recorded in income and other comprehensive income/(loss)
Recognition of gain (loss) related to cash flow hedges in Income	$ 88
Maximum length of time hedged in forecasted transactions, terminated cash flow hedges	5 years
Maximum length of time hedged in forecasted transactions, open cash flow hedges	7 years
Cash Flow Hedging
Derivatives gains/(losses) recorded in income and other comprehensive income/(loss)
Amounts reclassified from AOCI to income	$ 52	$ (85)
Amounts recorded in OCI	(44)	59
Total change in OCI for period	(96)	144
Cash Flow Hedging | Interest rate
Derivatives gains/(losses) recorded in income and other comprehensive income/(loss)
Amounts reclassified from AOCI to income	13	(11)
Amounts recorded in OCI	(78)	11
Total change in OCI for period	(91)	22
Cash Flow Hedging | Foreign exchange
Derivatives gains/(losses) recorded in income and other comprehensive income/(loss)
Amounts reclassified from AOCI to income	39	(74)
Amounts recorded in OCI	34	48
Total change in OCI for period	$ (5)	$ 122

Derivative Instruments - Impa77

Derivative Instruments - Impact on Statements of Income, Net Investment Hedges (Details) - Net Investment Hedging - Foreign exchange derivatives - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Derivatives gains/(losses) recorded in income and other comprehensive income/(loss)
Amounts recorded in income	$ (11)	$ (62)
Amounts recorded in OCI	$ (389)	$ (556)

Derivative Instruments - Impa78

Derivative Instruments - Impact on Statements of Income, Risk Management Derivatives (Details) - Risk Management Activities - Not designated as hedges - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Derivatives gains/(losses) recorded in income	$ (247)	$ (82)
Interest rate
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Derivatives gains/(losses) recorded in income	(210)	(17)
Credit
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Derivatives gains/(losses) recorded in income	(7)	(45)
Foreign exchange
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Derivatives gains/(losses) recorded in income	$ (30)	$ (20)

Derivative Instruments - Credit

Derivative Instruments - Credit Derivatives (Details) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Total credit derivatives and credit-related notes
Protection sold	$ (790,126)	$ (744,399)
Protection purchased with identical underlyings	797,729	761,256
Net protection (sold)/purchased	7,603	16,857
Other protection purchased	26,531	24,707
Total credit derivatives
Total credit derivatives and credit-related notes
Protection sold	(790,108)	(744,381)
Protection purchased with identical underlyings	797,729	761,256
Net protection (sold)/purchased	7,621	16,875
Other protection purchased	17,433	16,792
Credit default swaps
Total credit derivatives and credit-related notes
Protection sold	(731,898)	(690,224)
Protection purchased with identical underlyings	739,263	702,098
Net protection (sold)/purchased	7,365	11,874
Other protection purchased	6,024	5,045
Other credit derivatives
Total credit derivatives and credit-related notes
Protection sold	(58,210)	(54,157)
Protection purchased with identical underlyings	58,466	59,158
Net protection (sold)/purchased	256	5,001
Other protection purchased	11,409	11,747
Credit-related notes
Total credit derivatives and credit-related notes
Protection sold	(18)	(18)
Protection purchased with identical underlyings	0	0
Net protection (sold)/purchased	(18)	(18)
Other protection purchased	$ 9,098	$ 7,915

Derivative Instruments - Cred80

Derivative Instruments - Credit Derivatives, Protection Sold, Notional and Fair Value (Details) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
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	$ (235,314)	$ (232,680)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - from 1-5 years	(448,196)	(453,851)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - more than 5 years	(106,616)	(57,868)
Total notional amount	(790,126)	(744,399)
Fair value of receivables	16,391	15,923
Fair value of payables	(6,406)	(6,447)
Net fair value	9,985	9,476
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	(160,144)	(159,286)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - from 1-5 years	(305,679)	(319,726)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - more than 5 years	(71,789)	(39,429)
Total notional amount	(537,612)	(518,441)
Fair value of receivables	8,231	8,516
Fair value of payables	(1,022)	(1,134)
Net fair value	7,209	7,382
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	(75,170)	(73,394)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - from 1-5 years	(142,517)	(134,125)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - more than 5 years	(34,827)	(18,439)
Total notional amount	(252,514)	(225,958)
Fair value of receivables	8,160	7,407
Fair value of payables	(5,384)	(5,313)
Net fair value	$ 2,776	$ 2,094

Noninterest Revenue and Nonin81

Noninterest Revenue and Noninterest Expense - Investment Banking Fees (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Schedule of Noninterest revenue [Line Items]
Underwriting	$ 1,148	$ 1,384
Advisory	588	496
Total investment banking fees	1,736	1,880
Equity
Schedule of Noninterest revenue [Line Items]
Underwriting	352	424
Debt
Schedule of Noninterest revenue [Line Items]
Underwriting	$ 796	$ 960

Noninterest Revenue and Nonin82

Noninterest Revenue and Noninterest Expense - Principal Transactions (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Principal transactions revenue
Total trading revenue	$ 4,082	$ 3,561
Private equity gains/(losses)	(130)	21
Principal transactions	3,952	3,582
Interest rate
Principal transactions revenue
Total trading revenue	774	795
Credit
Principal transactions revenue
Total trading revenue	380	680
Foreign exchange
Principal transactions revenue
Total trading revenue	1,024	781
Equity
Principal transactions revenue
Total trading revenue	1,627	1,120
Commodity
Principal transactions revenue
Total trading revenue	$ 277	$ 185

Noninterest Revenue and Nonin83

Noninterest Revenue and Noninterest Expense - Lending and Deposit-Related Fees (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Noninterest Income (Expense) [Abstract]
Lending-related fees	$ 274	$ 275
Deposit-related fees	1,203	1,173
Total lending- and deposit-related fees	$ 1,477	$ 1,448

Noninterest Revenue and Nonin84

Noninterest Revenue and Noninterest Expense - Asset Management, Administration and Commissions (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Asset management fees
Investment management fees	$ 2,694	$ 2,416
All other asset management fees	66	79
Total asset management fees	2,760	2,495
Total administration fees	561	482
Commission and other fees
Brokerage commissions	652	578
All other commissions and fees	336	322
Total commissions and fees	988	900
Total asset management, administration and commissions	$ 4,309	$ 3,877

Noninterest Revenue and Nonin85

Noninterest Revenue and Noninterest Expense - Card Income (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Disaggregation of Revenue [Line Items]
Total card income	$ 1,275	$ 914
Interchange and merchant processing income
Disaggregation of Revenue [Line Items]
Total card income	4,359	3,906
Reward costs and partner payments
Disaggregation of Revenue [Line Items]
Total card income	(2,884)	(2,525)
Other card income
Disaggregation of Revenue [Line Items]
Total card income	$ (200)	$ (467)
Deferred revenues, recognition period	12 months

Noninterest Revenue and Nonin86

Noninterest Revenue and Noninterest Expense - Other Income (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Noninterest Income (Expense) [Abstract]
Operating lease income	$ 1,047	$ 824

Noninterest Revenue and Nonin87

Noninterest Revenue and Noninterest Expense - Components of Noninterest Expense (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Noninterest Income (Expense) [Abstract]
Legal expense	$ 70	$ 218
FDIC-related expense	$ 383	$ 381

Interest Income and Interest 88

Interest Income and Interest Expense (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Interest income
Loans	$ 11,074	$ 9,751
Taxable securities	1,313	1,430
Non-taxable securities	410	458
Total investment securities	1,723	1,888
Trading assets	2,103	1,858
Federal funds sold and securities purchased under resale agreements	731	526
Securities borrowed	62	(44)
Deposits with banks	1,321	725
All other interest-earning assets	681	338
Total interest income	17,695	15,042
Interest expense
Interest-bearing deposits	1,060	483
Federal funds purchased and securities loaned or sold under repurchase agreements	578	293
Short-term borrowings	209	73
Trading liabilities – debt and all other interest-bearing liabilities	660	405
Long-term debt	1,753	1,589
Beneficial interest issued by consolidated VIEs	123	135
Total interest expense	4,383	2,978
Net interest income	13,312	12,064
Provision for credit losses	1,165	1,315
Net interest income after provision for credit losses	$ 12,147	$ 10,749

Pension and Other Postretirem89

Pension and Other Postretirement Employee Benefit Plans - Net Periodic Benefit Costs (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Defined benefit pension plans
Components of net periodic benefit cost
Benefits earned during the period	$ 90	$ 82
Interest cost on benefit obligations	139	149
Expected return on plan assets	(248)	(241)
Amortization:
Net (gain)/loss	26	62
Prior service cost/(credit)	(6)	(9)
Settlement	0	(3)
Net periodic defined benefit cost	1	40
Other defined benefit pension plans	6	4
Total defined benefit plans	7	44
Total defined contribution plans	210	186
Total pension and OPEB cost included in noninterest expense	217	230
OPEB plans
Components of net periodic benefit cost
Benefits earned during the period	0	0
Interest cost on benefit obligations	6	7
Expected return on plan assets	(26)	(24)
Amortization:
Net (gain)/loss	0	0
Prior service cost/(credit)	0	0
Settlement	0	0
Net periodic defined benefit cost	(20)	(17)
Total defined benefit plans	(20)	(17)
Total pension and OPEB cost included in noninterest expense	$ (20)	$ (17)

Pension and Other Postretirem90

Pension and Other Postretirement Employee Benefit Plans - Schedule of Fair Values of Plan Assets (Details) - USD ($)	Mar. 31, 2018	Dec. 31, 2017
U.S.
Defined Benefit Plan Disclosure [Line Items]
Expected contributions for 2018	$ 0
Defined benefit pension plans
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	19,500,000,000	$ 19,600,000,000
OPEB plans
Defined Benefit Plan Disclosure [Line Items]
Fair value of plan assets	$ 2,700,000,000	$ 2,800,000,000

Employee Share-based Incentiv91

Employee Share-based Incentives - Compensation Expense (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
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	$ 398	$ 310
Accrual of estimated costs of share-based awards to be granted in future periods including those to full-career eligible employees	308	291
Total noncash compensation expense related to employee share-based incentive plans	$ 706	$ 601

Employee Share-based Incentiv92

Employee Share-based Incentives - Narrative (Details) shares in Thousands	3 Months Ended
	Mar. 31, 2018$ / sharesshares
RSUs
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Grants in period (in shares) | shares	17,000
Grants in period, weighted average grant date fair value (in dollars per share) | $ / shares	$ 111.17
PSUs
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Grants in period (in shares) | shares	516
Grants in period, weighted average grant date fair value (in dollars per share) | $ / shares	$ 110.46

Investment Securities - Narrati

Investment Securities - Narrative (Details) - Hedge accounting $ in Millions	3 Months Ended
	Mar. 31, 2018USD ($)
Schedule of Available-for-sale Securities [Line Items]
HTM securities transferred to AFS, carrying value	$ 22,400
HTM securities transferred to AFS, unrealized gain	$ 221

Investment Securities - Amortiz

Investment Securities - Amortized Costs and Estimated Fair Values (Details) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Available-for-sale debt securities
Amortized cost	$ 206,695	$ 198,194
Gross unrealized gains	3,976	3,961
Gross unrealized losses	1,525	477
Fair value	209,146	201,678
Available-for-sale equity securities
Amortized cost	0	547
Gross unrealized gains	0	0
Gross unrealized losses	0	0
Fair value	0	547
Total available-for-sale securities
Amortized cost	206,695	198,741
Gross unrealized gains	3,976	3,961
Gross unrealized losses	1,525	477
Fair value	209,146	202,225
Held-to-maturity debt securities
Amortized cost	29,042	47,733
Gross unrealized gains	226	1,113
Gross unrealized losses	210	194
Fair value	29,058	48,652
Total investment securities
Amortized cost	235,737	246,474
Gross unrealized gains	4,202	5,074
Gross unrealized losses	1,735	671
Fair value	238,204	250,877
Total mortgage-backed securities
Available-for-sale debt securities
Amortized cost	87,221	85,886
Gross unrealized gains	1,001	1,141
Gross unrealized losses	1,270	355
Fair value	86,952	86,672
Held-to-maturity debt securities
Amortized cost	24,197	33,360
Gross unrealized gains	124	559
Gross unrealized losses	189	114
Fair value	24,132	33,805
U.S. government agencies
Available-for-sale debt securities
Amortized cost	67,614	69,879
Gross unrealized gains	633	736
Gross unrealized losses	1,038	335
Fair value	67,209	70,280
Held-to-maturity debt securities
Amortized cost	24,197	27,577
Gross unrealized gains	124	558
Gross unrealized losses	189	40
Fair value	24,132	28,095
Residential: U.S. | Residential mortgage-backed securities
Available-for-sale debt securities
Amortized cost	7,659	8,193
Gross unrealized gains	166	185
Gross unrealized losses	26	14
Fair value	7,799	8,364
Residential: Non-U.S. | Residential mortgage-backed securities
Available-for-sale debt securities
Amortized cost	2,686	2,882
Gross unrealized gains	118	122
Gross unrealized losses	0	1
Fair value	2,804	3,003
Commercial
Available-for-sale debt securities
Amortized cost	9,262	4,932
Gross unrealized gains	84	98
Gross unrealized losses	206	5
Fair value	9,140	5,025
Held-to-maturity debt securities
Amortized cost	0	5,783
Gross unrealized gains	0	1
Gross unrealized losses	0	74
Fair value	0	5,710
U.S. Treasury and government agencies
Available-for-sale debt securities
Amortized cost	25,164	22,510
Gross unrealized gains	408	266
Gross unrealized losses	122	31
Fair value	25,450	22,745
Obligations of U.S. states and municipalities
Available-for-sale debt securities
Amortized cost	37,573	30,490
Gross unrealized gains	1,982	1,881
Gross unrealized losses	64	33
Fair value	39,491	32,338
Held-to-maturity debt securities
Amortized cost	4,845	14,373
Gross unrealized gains	102	554
Gross unrealized losses	21	80
Fair value	4,926	14,847
Certificates of deposit
Available-for-sale debt securities
Amortized cost	60	59
Gross unrealized gains	0	0
Gross unrealized losses	0	0
Fair value	60	59
Non-U.S. government debt securities
Available-for-sale debt securities
Amortized cost	26,348	26,900
Gross unrealized gains	380	426
Gross unrealized losses	34	32
Fair value	26,694	27,294
Corporate debt securities
Available-for-sale debt securities
Amortized cost	2,191	2,657
Gross unrealized gains	79	101
Gross unrealized losses	2	1
Fair value	2,268	2,757
Asset-backed securities: Collateralized loan obligations
Available-for-sale debt securities
Amortized cost	19,989	20,928
Gross unrealized gains	51	69
Gross unrealized losses	1	1
Fair value	20,039	20,996
Asset-backed securities: Other
Available-for-sale debt securities
Amortized cost	8,149	8,764
Gross unrealized gains	75	77
Gross unrealized losses	32	24
Fair value	8,192	8,817
U.S. government-sponsored enterprise obligations
Total available-for-sale securities
Fair value	45,900	45,800
Held-to-maturity debt securities
Amortized cost	$ 18,100	$ 22,000

Investment Securities - Fair Va

Investment Securities - Fair Value and Gross Unrealized Losses by Aging Category (Details) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Held-to-maturity securities
Less than 12 months, Fair value	$ 10,682	$ 8,360
Less than 12 months, Gross unrealized losses	186	88
12 months or more, Fair value	875	4,218
12 months or more, Gross unrealized losses	24	106
Total fair value	11,557	12,578
Total gross unrealized losses	210	194
Total investment securities with gross unrealized losses
Less than 12 months, Fair value	66,323	58,841
Less than 12 months, Gross unrealized losses	1,197	289
12 months or more, Fair value	13,521	17,010
12 months or more, Gross unrealized losses	538	382
Total fair value	79,844	75,851
Total gross unrealized losses	1,735	671
Total available-for-sale debt securities
Available-for-sale debt securities
Less than 12 months, Fair value	55,641	50,481
Less than 12 months, Gross unrealized losses	1,011	201
12 months or more, Fair Value	12,646	12,792
12 months or more, Gross unrealized losses	514	276
Total fair value	68,287	63,273
Total gross unrealized losses	1,525	477
Total mortgage-backed securities
Available-for-sale debt securities
Less than 12 months, Fair value	39,406	37,677
Less than 12 months, Gross unrealized losses	851	148
12 months or more, Fair Value	9,290	8,908
12 months or more, Gross unrealized losses	419	207
Total fair value	48,696	46,585
Total gross unrealized losses	1,270	355
Held-to-maturity securities
Less than 12 months, Fair value	10,193	7,776
Less than 12 months, Gross unrealized losses	182	79
12 months or more, Fair value	192	2,087
12 months or more, Gross unrealized losses	7	35
Total fair value	10,385	9,863
Total gross unrealized losses	189	114
U.S. government agencies
Available-for-sale debt securities
Less than 12 months, Fair value	34,422	36,037
Less than 12 months, Gross unrealized losses	711	139
12 months or more, Fair Value	7,033	7,711
12 months or more, Gross unrealized losses	327	196
Total fair value	41,455	43,748
Total gross unrealized losses	1,038	335
Held-to-maturity securities
Less than 12 months, Fair value	10,193	4,070
Less than 12 months, Gross unrealized losses	182	38
12 months or more, Fair value	192	205
12 months or more, Gross unrealized losses	7	2
Total fair value	10,385	4,275
Total gross unrealized losses	189	40
Residential: U.S. | Residential mortgage-backed securities
Available-for-sale debt securities
Less than 12 months, Fair value	1,527	1,112
Less than 12 months, Gross unrealized losses	17	5
12 months or more, Fair Value	545	596
12 months or more, Gross unrealized losses	9	9
Total fair value	2,072	1,708
Total gross unrealized losses	26	14
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	0	266
12 months or more, Gross unrealized losses	0	1
Total fair value	0	266
Total gross unrealized losses	0	1
Commercial
Available-for-sale debt securities
Less than 12 months, Fair value	3,457	528
Less than 12 months, Gross unrealized losses	123	4
12 months or more, Fair Value	1,712	335
12 months or more, Gross unrealized losses	83	1
Total fair value	5,169	863
Total gross unrealized losses	206	5
Held-to-maturity securities
Less than 12 months, Fair value	0	3,706
Less than 12 months, Gross unrealized losses	0	41
12 months or more, Fair value	0	1,882
12 months or more, Gross unrealized losses	0	33
Total fair value	0	5,588
Total gross unrealized losses	0	74
U.S. Treasury and government agencies
Available-for-sale debt securities
Less than 12 months, Fair value	4,129	1,834
Less than 12 months, Gross unrealized losses	94	11
12 months or more, Fair Value	364	373
12 months or more, Gross unrealized losses	28	20
Total fair value	4,493	2,207
Total gross unrealized losses	122	31
Obligations of U.S. states and municipalities
Available-for-sale debt securities
Less than 12 months, Fair value	2,244	949
Less than 12 months, Gross unrealized losses	24	7
12 months or more, Fair Value	1,276	1,652
12 months or more, Gross unrealized losses	40	26
Total fair value	3,520	2,601
Total gross unrealized losses	64	33
Held-to-maturity securities
Less than 12 months, Fair value	489	584
Less than 12 months, Gross unrealized losses	4	9
12 months or more, Fair value	683	2,131
12 months or more, Gross unrealized losses	17	71
Total fair value	1,172	2,715
Total gross unrealized losses	21	80
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	4,953	6,500
Less than 12 months, Gross unrealized losses	12	15
12 months or more, Fair Value	1,196	811
12 months or more, Gross unrealized losses	22	17
Total fair value	6,149	7,311
Total gross unrealized losses	34	32
Corporate debt securities
Available-for-sale debt securities
Less than 12 months, Fair value	98	0
Less than 12 months, Gross unrealized losses	1	0
12 months or more, Fair Value	41	52
12 months or more, Gross unrealized losses	1	1
Total fair value	139	52
Total gross unrealized losses	2	1
Asset-backed securities: Collateralized loan obligations
Available-for-sale debt securities
Less than 12 months, Fair value	907	0
Less than 12 months, Gross unrealized losses	1	0
12 months or more, Fair Value	0	276
12 months or more, Gross unrealized losses	0	1
Total fair value	907	276
Total gross unrealized losses	1	1
Asset-backed securities: Other
Available-for-sale debt securities
Less than 12 months, Fair value	3,904	3,521
Less than 12 months, Gross unrealized losses	28	20
12 months or more, Fair Value	479	720
12 months or more, Gross unrealized losses	4	4
Total fair value	4,383	4,241
Total gross unrealized losses	$ 32	$ 24

Investment Securities - Realize

Investment Securities - Realized Gains and Losses and OTTI Losses (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Securities gains and losses
Realized gains	$ 70	$ 149
Realized losses	(295)	(140)
OTTI losses	(20)	(12)
Net investment securities gains/(losses)	(245)	(3)
Credit-related losses recognized in income
Securities gains and losses
OTTI losses	0	0
Investment securities the Firm intends to sell
Securities gains and losses
OTTI losses	$ (20)	$ (12)

Investment Securities - Amort97

Investment Securities - Amortized Cost and Estimated Fair Value by Contractual Maturity (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Dec. 31, 2017
Available-for-sale debt securities, Amortized cost
Due in one year or less	$ 5,418
Due after one year through five years	19,054
Due after five years through 10 years	46,621
Due after 10 years	135,602
Amortized cost	206,695	$ 198,194
Available-for-sale debt securities, Fair value
Due in one year or less	5,425
Due after one year through five years	19,243
Due after five years through 10 years	47,146
Due after 10 years	137,332
Fair value	$ 209,146	201,678
Available-for-sale debt securities, Average yield
Due in one year or less	2.76%
Due after one year through five years	1.92%
Due after five years through 10 years	2.55%
Due after 10 years	3.65%
Average yield	3.22%
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	282
Due after 10 years	28,760
Amortized cost	29,042	47,733
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	281
Due after 10 years	28,777
Fair value	$ 29,058	48,652
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	3.30%
Due after 10 years	3.45%
Average yield	3.45%
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	$ 276
Due after one year through five years	431
Due after five years through 10 years	5,837
Due after 10 years	80,677
Amortized cost	87,221	85,886
Available-for-sale debt securities, Fair value
Due in one year or less	281
Due after one year through five years	436
Due after five years through 10 years	5,953
Due after 10 years	80,282
Fair value	$ 86,952	86,672
Available-for-sale debt securities, Average yield
Due in one year or less	1.79%
Due after one year through five years	2.28%
Due after five years through 10 years	3.27%
Due after 10 years	3.40%
Average yield	3.38%
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	282
Due after 10 years	23,915
Amortized cost	24,197	33,360
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	281
Due after 10 years	23,851
Fair value	$ 24,132	33,805
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	3.30%
Due after 10 years	3.32%
Average yield	3.32%
Mortgage-backed securities | Fannie Mae
Supplemental information
Securities exceeding 10% of total stockholders' equity, Amortized cost	$ 51,700
Securities exceeding 10% of total stockholders' equity, Fair value	51,800
U.S. Treasury and government agencies
Available-for-sale debt securities, Amortized cost
Due in one year or less	55
Due after one year through five years	0
Due after five years through 10 years	19,552
Due after 10 years	5,557
Amortized cost	25,164	22,510
Available-for-sale debt securities, Fair value
Due in one year or less	55
Due after one year through five years	0
Due after five years through 10 years	19,631
Due after 10 years	5,764
Fair value	$ 25,450	22,745
Available-for-sale debt securities, Average yield
Due in one year or less	1.46%
Due after one year through five years	0.00%
Due after five years through 10 years	2.34%
Due after 10 years	2.26%
Average yield	2.32%
Obligations of U.S. states and municipalities
Available-for-sale debt securities, Amortized cost
Due in one year or less	$ 64
Due after one year through five years	801
Due after five years through 10 years	2,474
Due after 10 years	34,234
Amortized cost	37,573	30,490
Available-for-sale debt securities, Fair value
Due in one year or less	64
Due after one year through five years	816
Due after five years through 10 years	2,576
Due after 10 years	36,035
Fair value	$ 39,491	32,338
Available-for-sale debt securities, Average yield
Due in one year or less	1.85%
Due after one year through five years	3.46%
Due after five years through 10 years	4.94%
Due after 10 years	4.94%
Average yield	4.91%
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	4,845
Amortized cost	4,845	14,373
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	4,926
Fair value	$ 4,926	14,847
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	4.11%
Average yield	4.11%
Certificates of deposit
Available-for-sale debt securities, Amortized cost
Due in one year or less	$ 60
Due after one year through five years	0
Due after five years through 10 years	0
Due after 10 years	0
Amortized cost	60	59
Available-for-sale debt securities, Fair value
Due in one year or less	60
Due after one year through five years	0
Due after five years through 10 years	0
Due after 10 years	0
Fair value	$ 60	59
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	$ 4,853
Due after one year through five years	13,831
Due after five years through 10 years	7,664
Due after 10 years	0
Amortized cost	26,348	26,900
Available-for-sale debt securities, Fair value
Due in one year or less	4,855
Due after one year through five years	13,999
Due after five years through 10 years	7,840
Due after 10 years	0
Fair value	$ 26,694	27,294
Available-for-sale debt securities, Average yield
Due in one year or less	2.84%
Due after one year through five years	1.63%
Due after five years through 10 years	1.24%
Due after 10 years	0.00%
Average yield	1.74%
Corporate debt securities
Available-for-sale debt securities, Amortized cost
Due in one year or less	$ 110
Due after one year through five years	882
Due after five years through 10 years	1,056
Due after 10 years	143
Amortized cost	2,191	2,657
Available-for-sale debt securities, Fair value
Due in one year or less	110
Due after one year through five years	909
Due after five years through 10 years	1,098
Due after 10 years	151
Fair value	$ 2,268	$ 2,757
Available-for-sale debt securities, Average yield
Due in one year or less	4.16%
Due after one year through five years	4.04%
Due after five years through 10 years	4.01%
Due after 10 years	3.39%
Average yield	3.99%
Asset-backed securities
Available-for-sale debt securities, Amortized cost
Due in one year or less	$ 0
Due after one year through five years	3,109
Due after five years through 10 years	10,038
Due after 10 years	14,991
Amortized cost	28,138
Available-for-sale debt securities, Fair value
Due in one year or less	0
Due after one year through five years	3,083
Due after five years through 10 years	10,048
Due after 10 years	15,100
Fair value	$ 28,231
Available-for-sale debt securities, Average yield
Due in one year or less	0.00%
Due after one year through five years	2.12%
Due after five years through 10 years	2.79%
Due after 10 years	2.53%
Average yield	2.58%

Securities Financing Activiti98

Securities Financing Activities - Gross and Net Amounts of Securities Financing Agreements (Details) - USD ($)	Mar. 31, 2018	Dec. 31, 2017
Assets
Securities purchased under resale agreements, Gross amounts	$ 529,164,000,000	$ 448,608,000,000
Securities purchased under resale agreements, Amounts netted on the Consolidated balance sheets	(281,634,000,000)	(250,505,000,000)
Securities purchased under resale agreements, Amounts presented in the Consolidated balance sheets	247,530,000,000	198,103,000,000
Securities purchased under resale agreements, Amounts not nettable on the Consolidated balance sheets	(238,149,000,000)	(188,502,000,000)
Securities purchased under resale agreements, Net amounts	9,381,000,000	9,601,000,000
Securities borrowed, Gross amounts	131,750,000,000	113,926,000,000
Securities borrowed, Amounts netted on the Consolidated balance sheets	(15,618,000,000)	(8,814,000,000)
Securities borrowed, Amounts presented on the Consolidated balance sheets	116,132,000,000	105,112,000,000
Securities borrowed, Amounts not nettable on the Consolidated balance sheets	(85,976,000,000)	(76,805,000,000)
Securities borrowed, Net amounts	30,156,000,000	28,307,000,000
Liabilities
Securities sold under repurchase agreements, gross amounts	444,114,000,000	398,218,000,000
Securities sold under repurchase agreements, Amounts netted on the Consolidated balance sheets	(281,634,000,000)	(250,505,000,000)
Securities sold under repurchase agreements, Amounts presented on the Consolidated balance sheets	162,480,000,000	147,713,000,000
Securities sold under repurchase agreements, Amounts not nettable on the Consolidated balance sheets	(147,387,000,000)	(129,178,000,000)
Securities sold under repurchase agreements, Net amounts	15,093,000,000	18,535,000,000
Securities loaned and other, Gross amounts	40,974,000,000	27,228,000,000
Securities loaned and other, Amounts netted on the Consolidated balance sheets	(15,618,000,000)	(8,814,000,000)
Securities loaned and other, Amounts presented on the Consolidated balance sheets	25,356,000,000	18,414,000,000
Securities loaned and other, Amounts not nettable on the Consolidated balance sheets	(25,028,000,000)	(18,151,000,000)
Securities loaned and other, Net amounts	328,000,000	263,000,000
Securities purchased under resale agreements where an appropriate legal opinion has not been either sought or obtained, Gross asset balance	7,300,000,000	7,500,000,000
Securities borrowed where an appropriate legal opinion has not been either sought or obtained	28,200,000,000	25,500,000,000
Securities sold under agreements to repurchase	13,600,000,000	16,500,000,000
Securities loaned and other	19,000,000	29,000,000
Securities-for-securities
Liabilities
Securities loaned and other, Amounts presented on the Consolidated balance sheets	10,000,000,000	9,200,000,000
Securities financing agreements accounted for at fair value
Assets
Securities purchased under resale agreements, Amounts presented in the Consolidated balance sheets	13,500,000,000	14,700,000,000
Liabilities
Securities sold under repurchase agreements, Amounts presented on the Consolidated balance sheets	735,000,000	697,000,000
Securities borrowed, fair value	3,000,000,000	3,000,000,000
Securities financing agreements accounted for at fair value | Securities loaned
Liabilities
Securities loaned accounted for at fair value	$ 0	$ 0

Securities Financing Activiti99

Securities Financing Activities - Types of Financial Assets Pledged and Remaining Maturity (Details) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	$ 444,114	$ 398,218
Securities loaned and other	40,974	27,228
Lending transactions	25,356	18,414
Securities-for-securities
Securities Financing Transaction [Line Items]
Lending transactions	10,000	9,200
Overnight and continuous
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	210,365	166,425
Securities loaned and other	31,051	22,876
Up to 30 days
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	154,243	156,434
Securities loaned and other	765	375
30 – 90 days
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	38,400	41,611
Securities loaned and other	2,773	2,328
Greater than 90 days
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	41,106	33,748
Securities loaned and other	6,385	1,649
Mortgage-backed securities, U.S. government agencies
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	10,608	13,100
Securities loaned and other	0	0
Mortgage-backed securities, Residential - nonagency
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	1,932	2,972
Securities loaned and other	0	0
Mortgage-backed securities, Commercial - nonagency
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	1,224	1,594
Securities loaned and other	0	0
U.S. Treasury and government agencies
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	200,550	177,581
Securities loaned and other	46	14
Obligations of U.S. states and municipalities
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	1,397	1,557
Securities loaned and other	0	0
Non-U.S. government debt
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	193,011	170,196
Securities loaned and other	3,638	2,485
Corporate debt securities
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	14,847	14,231
Securities loaned and other	418	287
Asset-backed securities
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	3,016	3,508
Securities loaned and other	1	0
Equity securities
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	17,529	13,479
Securities loaned and other	$ 36,871	$ 24,442

Securities Financing Activit100

Securities Financing Activities - Transfers Not Qualifying for Sale Accounting (Details) - USD ($) $ in Billions	Mar. 31, 2018	Dec. 31, 2017
Securities Financing Transactions Disclosures [Abstract]
Transfers not qualifying for sale accounting	$ 1.5	$ 1.5

Loans - By Portfolio Segment (D

Loans - By Portfolio Segment (Details) $ in Millions	3 Months Ended
	Mar. 31, 2018USD ($)loan_segment	Dec. 31, 2017USD ($)	Mar. 31, 2017USD ($)
Accounts, Notes, Loans and Financing Receivable [Line Items]
Number of portfolio segments | loan_segment	3
Loan balances by portfolio segment:
Retained loans	$ 925,611	$ 924,838	$ 881,870
Held-for-sale	5,905	3,351
At fair value	2,908	2,508
Total	934,424	930,697
Consumer, excluding credit card
Loan balances by portfolio segment:
Retained loans	373,243	372,553	360,583
Held-for-sale	152	128
At fair value	0	0
Total	373,395	372,681
Credit card
Loan balances by portfolio segment:
Retained loans	140,348	149,387
Held-for-sale	66	124
At fair value	0	0
Total	140,414	149,511
Wholesale
Loan balances by portfolio segment:
Retained loans	412,020	402,898	$ 386,370
Held-for-sale	5,687	3,099
At fair value	2,908	2,508
Total	$ 420,615	$ 408,505

Loans - Purchased, Sold and Rec

Loans - Purchased, Sold and Reclassified to Held-for-Sale (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Accounts, Notes, Loans and Financing Receivable [Line Items]
Purchases	$ 2,169	$ 1,224
Sales	4,170	3,037
Retained loans reclassified to held-for-sale	904	6,770
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Purchases	1,071	940
Sales	481	590
Retained loans reclassified to held-for-sale	36	6,309
Excluded retained loans purchased from correspondents that were originated in accordance with the Firm's underwriting standards	3,600	5,400
Credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Purchases	0	0
Sales	0	0
Retained loans reclassified to held-for-sale	0	0
Wholesale
Accounts, Notes, Loans and Financing Receivable [Line Items]
Purchases	1,098	284
Sales	3,689	2,447
Retained loans reclassified to held-for-sale	$ 868	$ 461

Loans - Net Gains and Losses on

Loans - Net Gains and Losses on Sale (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total net gains on sales of loans (including lower of cost or fair value adjustments)	$ 26	$ (220)
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)	9	(226)
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)	19	1
Wholesale
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total net gains on sales of loans (including lower of cost or fair value adjustments)	$ (2)	$ 5

Loans - Consumer, Excluding Cre

Loans - Consumer, Excluding Credit Card Loan Portfolio (Details) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017	Mar. 31, 2017
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 925,611	$ 924,838	$ 881,870
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	373,243	372,553	$ 360,583
Consumer, excluding credit card | Residential mortgage
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	220,048	216,496
Consumer, excluding credit card | Residential mortgage | Residential real estate – PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	29,505	30,576
Consumer, excluding credit card | Home equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	31,792	33,450
Consumer, excluding credit card | Home equity | Residential real estate – PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	10,332	10,799
Consumer, excluding credit card | Auto
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	66,042	66,242
Consumer, excluding credit card | Consumer & Business Banking
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	25,856	25,789
Consumer, excluding credit card | Fixed Rate Residential Mortgage | Prime mortgage | Residential real estate – PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	6,259	6,479
Consumer, excluding credit card | Fixed Rate Residential Mortgage | Subprime mortgage | Residential real estate – PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,549	2,609
Consumer, excluding credit card | Option ARMs | Residential real estate – PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 10,365	$ 10,689

Loans - Consumer, Excluding 105

Loans - Consumer, Excluding Credit Card Loan Portfolio, Residential Real Estate, Excluding PCI Loans (Details) - USD ($)	Mar. 31, 2018	Dec. 31, 2017	Mar. 31, 2017
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 925,611,000,000	$ 924,838,000,000	$ 881,870,000,000
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	373,243,000,000	372,553,000,000	$ 360,583,000,000
90 or more days past due and still accruing	0	0
Consumer, excluding credit card | Total residential real estate – excluding PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 251,840,000,000	$ 249,946,000,000
% of 30 days past due to total retained loans	0.90%	1.09%
Nonaccrual loans	$ 3,825,000,000	$ 3,785,000,000
Consumer, excluding credit card | Total residential real estate – excluding PCI | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	76,397,000,000	75,437,000,000
Consumer, excluding credit card | Total residential real estate – excluding PCI | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	34,405,000,000	34,339,000,000
Consumer, excluding credit card | Total residential real estate – excluding PCI | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	17,040,000,000	17,022,000,000
Consumer, excluding credit card | Total residential real estate – excluding PCI | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	14,794,000,000	14,529,000,000
Consumer, excluding credit card | Total residential real estate – excluding PCI | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	11,547,000,000	11,445,000,000
Consumer, excluding credit card | Total residential real estate – excluding PCI | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	9,016,000,000	9,099,000,000
Consumer, excluding credit card | Total residential real estate – excluding PCI | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	8,150,000,000	7,988,000,000
Consumer, excluding credit card | Total residential real estate – excluding PCI | Colorado
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	8,100,000,000	7,967,000,000
Consumer, excluding credit card | Total residential real estate – excluding PCI | Massachusetts
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	6,589,000,000	6,618,000,000
Consumer, excluding credit card | Total residential real estate – excluding PCI | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	5,562,000,000	5,548,000,000
Consumer, excluding credit card | Total residential real estate – excluding PCI | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	60,240,000,000	59,954,000,000
Consumer, excluding credit card | Total residential real estate – excluding PCI | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	8,610,000,000	8,495,000,000
90 or more days past due and still accruing	3,873,000,000	4,172,000,000
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	8,500,000,000
Consumer, excluding credit card | Total residential real estate – excluding PCI | No FICO/LTV available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,812,000,000	2,948,000,000
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	72,000,000	47,000,000
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	20,000,000	22,000,000
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	257,000,000	332,000,000
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	145,000,000	183,000,000
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	4,887,000,000	6,045,000,000
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	886,000,000	1,052,000,000
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	223,505,000,000	220,020,000,000
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	10,646,000,000	10,802,000,000
Consumer, excluding credit card | Total residential real estate – excluding PCI | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	243,975,000,000	241,104,000,000
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	3,000,000,000	2,400,000,000
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	3,674,000,000	4,905,000,000
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	2,500,000,000	3,200,000,000
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	4,191,000,000	3,937,000,000
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	3,100,000,000	2,900,000,000
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	5,600,000,000	6,100,000,000
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	1,400,000,000	1,500,000,000
Consumer, excluding credit card | Home equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 31,792,000,000	$ 33,450,000,000
% of 30 days past due to total retained loans	2.82%	3.17%
Nonaccrual loans	$ 1,585,000,000	$ 1,610,000,000
Consumer, excluding credit card | Home equity | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	6,307,000,000	6,582,000,000
Consumer, excluding credit card | Home equity | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	6,528,000,000	6,866,000,000
Consumer, excluding credit card | Home equity | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,396,000,000	2,521,000,000
Consumer, excluding credit card | Home equity | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,946,000,000	2,021,000,000
Consumer, excluding credit card | Home equity | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,750,000,000	1,847,000,000
Consumer, excluding credit card | Home equity | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,850,000,000	1,957,000,000
Consumer, excluding credit card | Home equity | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	975,000,000	1,026,000,000
Consumer, excluding credit card | Home equity | Colorado
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	567,000,000	632,000,000
Consumer, excluding credit card | Home equity | Massachusetts
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	279,000,000	295,000,000
Consumer, excluding credit card | Home equity | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,352,000,000	1,439,000,000
Consumer, excluding credit card | Home equity | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	7,842,000,000	8,264,000,000
Consumer, excluding credit card | Home equity | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	0	0
90 or more days past due and still accruing	0	0
Consumer, excluding credit card | Home equity | No FICO/LTV available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,564,000,000	1,689,000,000
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	7,000,000	10,000,000
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	2,000,000	3,000,000
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	219,000,000	296,000,000
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	69,000,000	95,000,000
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	1,410,000,000	1,676,000,000
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	476,000,000	569,000,000
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	24,260,000,000	25,262,000,000
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	3,785,000,000	3,850,000,000
Consumer, excluding credit card | Home equity | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	30,894,000,000	32,391,000,000
Consumer, excluding credit card | Home equity | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	498,000,000	671,000,000
Consumer, excluding credit card | Home equity | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	400,000,000	388,000,000
Consumer, excluding credit card | Residential mortgage
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 220,048,000,000	$ 216,496,000,000
% of 30 days past due to total retained loans	0.62%	0.77%
Nonaccrual loans	$ 2,240,000,000	$ 2,175,000,000
Consumer, excluding credit card | Residential mortgage | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	70,090,000,000	68,855,000,000
Consumer, excluding credit card | Residential mortgage | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	27,877,000,000	27,473,000,000
Consumer, excluding credit card | Residential mortgage | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	14,644,000,000	14,501,000,000
Consumer, excluding credit card | Residential mortgage | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	12,848,000,000	12,508,000,000
Consumer, excluding credit card | Residential mortgage | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	9,797,000,000	9,598,000,000
Consumer, excluding credit card | Residential mortgage | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	7,166,000,000	7,142,000,000
Consumer, excluding credit card | Residential mortgage | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	7,175,000,000	6,962,000,000
Consumer, excluding credit card | Residential mortgage | Colorado
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	7,533,000,000	7,335,000,000
Consumer, excluding credit card | Residential mortgage | Massachusetts
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	6,310,000,000	6,323,000,000
Consumer, excluding credit card | Residential mortgage | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	4,210,000,000	4,109,000,000
Consumer, excluding credit card | Residential mortgage | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	52,398,000,000	51,690,000,000
Consumer, excluding credit card | Residential mortgage | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	8,610,000,000	8,495,000,000
90 or more days past due and still accruing	3,873,000,000	4,172,000,000
Consumer, excluding credit card | Residential mortgage | No FICO/LTV available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,248,000,000	1,259,000,000
Consumer, excluding credit card | Residential mortgage | Greater than 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	65,000,000	37,000,000
Consumer, excluding credit card | Residential mortgage | Greater than 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	18,000,000	19,000,000
Consumer, excluding credit card | Residential mortgage | 101% to 125% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	38,000,000	36,000,000
Consumer, excluding credit card | Residential mortgage | 101% to 125% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	76,000,000	88,000,000
Consumer, excluding credit card | Residential mortgage | 80% to 100% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,477,000,000	4,369,000,000
Consumer, excluding credit card | Residential mortgage | 80% to 100% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	410,000,000	483,000,000
Consumer, excluding credit card | Residential mortgage | Less than 80% and refreshed FICO scores | Equal to or greater than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	199,245,000,000	194,758,000,000
Consumer, excluding credit card | Residential mortgage | Less than 80% and refreshed FICO scores | Less than 660
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	6,861,000,000	6,952,000,000
Consumer, excluding credit card | Residential mortgage | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	213,081,000,000	208,713,000,000
Consumer, excluding credit card | Residential mortgage | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,176,000,000	4,234,000,000
Consumer, excluding credit card | Residential mortgage | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,791,000,000	3,549,000,000
Consumer, excluding credit card | Residential mortgage | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 0	$ 0

Loans - Consumer, Excluding 106

Loans - Consumer, Excluding Credit Card Loan Portfolio, Delinquency Statistics Junior Lien Home Equity Loans (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Dec. 31, 2017	Mar. 31, 2017
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 925,611	$ 924,838	$ 881,870
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	373,243	372,553	$ 360,583
Consumer, excluding credit card | Total
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 31,792	$ 33,450
Total 30 plus day delinquency rate	2.82%	3.17%
Consumer, excluding credit card | Total | Junior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 20,132	$ 21,266
Total 30 plus day delinquency rate	2.27%	2.64%
Consumer, excluding credit card | HELOANs | Junior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 1,280	$ 1,371
Total 30 plus day delinquency rate	2.89%	3.50%
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	$ 5,645	$ 6,363
Total 30 plus day delinquency rate	0.32%	0.50%
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	$ 13,207	$ 13,532
Total 30 plus day delinquency rate	3.04%	3.56%

Loans - Consumer, Excluding 107

Loans - Consumer, Excluding Credit Card Loan Portfolio, Impaired Loans (Details) - Consumer, excluding credit card $ in Millions	3 Months Ended
	Mar. 31, 2018USD ($)payment	Mar. 31, 2017USD ($)	Dec. 31, 2017USD ($)
Impaired loans
Loans modified subsequent to repurchase from Ginnie Mae	$ 4,200		$ 3,800
TDRs less than 90 days past due	2,300		2,200
Total residential real estate – excluding PCI
Impaired loans
With an allowance	5,560		5,643
Without an allowance	2,098		2,095
Total impaired loans	7,658		7,738
Allowance for loan losses related to impaired loans	195		173
Unpaid principal balance of impaired loans	11,274		11,442
Impaired loans on nonaccrual status	2,853		2,775
Average impaired loans	7,731	$ 8,227
Interest income on impaired loans	102	104
Interest income on impaired loans on a cash basis	$ 40	39
Number of payments under modified terms to recognize interest on cash basis | payment	6
Residential mortgage
Impaired loans
With an allowance	$ 4,324		4,407
Without an allowance	1,221		1,213
Total impaired loans	5,545		5,620
Allowance for loan losses related to impaired loans	77		62
Unpaid principal balance of impaired loans	7,618		7,741
Impaired loans on nonaccrual status	1,796		1,743
Average impaired loans	5,608	5,977
Interest income on impaired loans	70	73
Interest income on impaired loans on a cash basis	$ 19	19
Residential mortgage | Permanent Modification
Impaired loans
Rate of default for modified loans, estimated weighted average	14.00%
Home equity
Impaired loans
With an allowance	$ 1,236		1,236
Without an allowance	877		882
Total impaired loans	2,113		2,118
Allowance for loan losses related to impaired loans	118		111
Unpaid principal balance of impaired loans	3,656		3,701
Impaired loans on nonaccrual status	1,057		$ 1,032
Average impaired loans	2,123	2,250
Interest income on impaired loans	32	31
Interest income on impaired loans on a cash basis	$ 21	$ 20
Home equity | Permanent Modification
Impaired loans
Rate of default for modified loans, estimated weighted average	11.00%

Loans - Consumer, Excluding 108

Loans - Consumer, Excluding Credit Card Loan Portfolio, Loan Modifications, New TDRs (Details) - Consumer, excluding credit card - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Total residential real estate – excluding PCI
Financing Receivable, Impaired [Line Items]
New TDRs	$ 250	$ 153
Residential mortgage
Financing Receivable, Impaired [Line Items]
New TDRs	147	72
Home equity
Financing Receivable, Impaired [Line Items]
New TDRs	$ 103	$ 81

Loans - Consumer, Excluding 109

Loans - Consumer, Excluding Credit Card Loan Portfolio, Loan Modifications, Nature and Extent of Modifications (Details) - Consumer, excluding credit card - loan	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
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	759	1,199
Total residential real estate – excluding PCI | Permanent Modification
Financing Receivable, Impaired [Line Items]
Number of loans modified	2,767	2,000
Total residential real estate – excluding PCI | Interest rate reduction
Financing Receivable, Impaired [Line Items]
Concession granted	39.00%	84.00%
Total residential real estate – excluding PCI | Term or payment extension
Financing Receivable, Impaired [Line Items]
Concession granted	43.00%	90.00%
Total residential real estate – excluding PCI | Principal and/or interest deferred
Financing Receivable, Impaired [Line Items]
Concession granted	36.00%	15.00%
Total residential real estate – excluding PCI | Principal forgiveness
Financing Receivable, Impaired [Line Items]
Concession granted	5.00%	13.00%
Total residential real estate – excluding PCI | Other
Financing Receivable, Impaired [Line Items]
Concession granted	56.00%	19.00%
Residential mortgage | Trial Modification
Financing Receivable, Impaired [Line Items]
Number of loans modified	299	456
Residential mortgage | Permanent Modification
Financing Receivable, Impaired [Line Items]
Number of loans modified	969	783
Residential mortgage | Interest rate reduction
Financing Receivable, Impaired [Line Items]
Concession granted	20.00%	82.00%
Residential mortgage | Term or payment extension
Financing Receivable, Impaired [Line Items]
Concession granted	28.00%	89.00%
Residential mortgage | Principal and/or interest deferred
Financing Receivable, Impaired [Line Items]
Concession granted	57.00%	10.00%
Residential mortgage | Principal forgiveness
Financing Receivable, Impaired [Line Items]
Concession granted	6.00%	19.00%
Residential mortgage | Other
Financing Receivable, Impaired [Line Items]
Concession granted	49.00%	30.00%
Home equity | Trial Modification
Financing Receivable, Impaired [Line Items]
Number of loans modified	460	743
Home equity | Permanent Modification
Financing Receivable, Impaired [Line Items]
Number of loans modified	1,798	1,217
Home equity | Interest rate reduction
Financing Receivable, Impaired [Line Items]
Concession granted	49.00%	85.00%
Home equity | Term or payment extension
Financing Receivable, Impaired [Line Items]
Concession granted	51.00%	90.00%
Home equity | Principal and/or interest deferred
Financing Receivable, Impaired [Line Items]
Concession granted	25.00%	18.00%
Home equity | Principal forgiveness
Financing Receivable, Impaired [Line Items]
Concession granted	5.00%	9.00%
Home equity | Other
Financing Receivable, Impaired [Line Items]
Concession granted	60.00%	11.00%

Loans - Consumer, Excluding 110

Loans - Consumer, Excluding Credit Card Loan Portfolio, Financial Effects of Modifications and Redefaults (Details) $ in Millions	3 Months Ended
	Mar. 31, 2018USD ($)loan_payment	Mar. 31, 2017USD ($)	Dec. 31, 2017USD ($)
Financing Receivable, Impaired [Line Items]
Number of years before payment default under a modified loan	1 year
Carrying value	$ 925,611	$ 881,870	$ 924,838
Consumer, excluding credit card
Financing Receivable, Impaired [Line Items]
Carrying value	373,243	$ 360,583	372,553
Consumer, excluding credit card | In Process of Active or Suspended Foreclosure
Financing Receivable, Impaired [Line Items]
Carrying value	$ 822		787
Consumer, excluding credit card | Maximum
Financing Receivable, Impaired [Line Items]
Number of years before payment default under a modified loan	1 year
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	$ 251,840		249,946
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	5.11%	5.03%
Weighted-average interest rate of loans with interest rate reductions – after TDR	3.19%	2.70%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	21 years	22 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	37 years	38 years
Charge-offs recognized upon permanent modification	$ 1	$ 2
Principal deferred	8	8
Principal forgiven	5	7
Balance of loans that redefaulted within one year of permanent modification	38	$ 43
Consumer, excluding credit card | Residential mortgage
Financing Receivable, Impaired [Line Items]
Carrying value	$ 220,048		216,496
Consumer, excluding credit card | Residential mortgage | Permanent Modification
Financing Receivable, Impaired [Line Items]
Weighted-average interest rate of loans with interest rate reductions – before TDR	5.11%	5.36%
Weighted-average interest rate of loans with interest rate reductions – after TDR	3.45%	2.90%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	24 years	24 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	36 years	38 years
Charge-offs recognized upon permanent modification	$ 0	$ 1
Principal deferred	6	3
Principal forgiven	3	5
Balance of loans that redefaulted within one year of permanent modification	$ 23	$ 32
Modifications, weighted-average remaining life	9 years
Consumer, excluding credit card | Home equity
Financing Receivable, Impaired [Line Items]
Carrying value	$ 31,792		$ 33,450
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	5.11%	4.63%
Weighted-average interest rate of loans with interest rate reductions – after TDR	3.05%	2.45%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	19 years	20 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	38 years	39 years
Charge-offs recognized upon permanent modification	$ 1	$ 1
Principal deferred	2	5
Principal forgiven	2	2
Balance of loans that redefaulted within one year of permanent modification	$ 15	$ 11
Modifications, weighted-average remaining life	8 years

Loans - Consumer, Excluding 111

Loans - Consumer, Excluding Credit Card Loan Portfolio, Other Consumer Loans (Details) - USD ($)	Mar. 31, 2018	Dec. 31, 2017	Mar. 31, 2017
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 925,611,000,000	$ 924,838,000,000	$ 881,870,000,000
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	373,243,000,000	372,553,000,000	$ 360,583,000,000
90 or more days past due and still accruing	0	0
Auto | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 66,042,000,000	$ 66,242,000,000
% of 30 days past due to total retained loans	0.71%	0.89%
Nonaccrual loans	$ 127,000,000	$ 141,000,000
Auto | Consumer, excluding credit card | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	15,691,000,000	15,604,000,000
Auto | Consumer, excluding credit card | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	225,000,000	93,000,000
Auto | Consumer, excluding credit card | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	8,000,000	9,000,000
Auto | Consumer, excluding credit card | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	8,540,000,000	8,445,000,000
Auto | Consumer, excluding credit card | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	6,866,000,000	7,013,000,000
Auto | Consumer, excluding credit card | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	4,070,000,000	4,023,000,000
Auto | Consumer, excluding credit card | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,888,000,000	3,916,000,000
Auto | Consumer, excluding credit card | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,386,000,000	3,350,000,000
Auto | Consumer, excluding credit card | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,155,000,000	2,221,000,000
Auto | Consumer, excluding credit card | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,095,000,000	2,105,000,000
Auto | Consumer, excluding credit card | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,458,000,000	1,418,000,000
Auto | Consumer, excluding credit card | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,044,000,000	2,044,000,000
Auto | Consumer, excluding credit card | Louisiana
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,628,000,000	1,656,000,000
Auto | Consumer, excluding credit card | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	29,912,000,000	30,051,000,000
Auto | Current | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	65,574,000,000	65,651,000,000
Auto | 30–119 days past due | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	462,000,000	584,000,000
Auto | 120 or more days past due | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	6,000,000	7,000,000
Consumer and Business Banking | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 25,856,000,000	$ 25,789,000,000
% of 30 days past due to total retained loans	1.11%	1.30%
Nonaccrual loans	$ 274,000,000	$ 283,000,000
Consumer and Business Banking | Consumer, excluding credit card | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	18,060,000,000	17,938,000,000
Consumer and Business Banking | Consumer, excluding credit card | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	800,000,000	791,000,000
Consumer and Business Banking | Consumer, excluding credit card | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	210,000,000	213,000,000
Consumer and Business Banking | Consumer, excluding credit card | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	5,088,000,000	5,032,000,000
Consumer and Business Banking | Consumer, excluding credit card | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,955,000,000	2,916,000,000
Consumer and Business Banking | Consumer, excluding credit card | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	4,174,000,000	4,195,000,000
Consumer and Business Banking | Consumer, excluding credit card | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,014,000,000	2,017,000,000
Consumer and Business Banking | Consumer, excluding credit card | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,391,000,000	1,424,000,000
Consumer and Business Banking | Consumer, excluding credit card | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,415,000,000	1,383,000,000
Consumer and Business Banking | Consumer, excluding credit card | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,357,000,000	1,380,000,000
Consumer and Business Banking | Consumer, excluding credit card | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,348,000,000	1,357,000,000
Consumer and Business Banking | Consumer, excluding credit card | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	721,000,000	721,000,000
Consumer and Business Banking | Consumer, excluding credit card | Louisiana
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	877,000,000	849,000,000
Consumer and Business Banking | Consumer, excluding credit card | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	4,516,000,000	4,515,000,000
Consumer and Business Banking | Current | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	25,570,000,000	25,454,000,000
Consumer and Business Banking | 30–119 days past due | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	165,000,000	213,000,000
Consumer and Business Banking | 120 or more days past due | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	121,000,000	122,000,000
Total other consumer | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 91,898,000,000	$ 92,031,000,000
% of 30 days past due to total retained loans	0.82%	1.01%
Nonaccrual loans	$ 401,000,000	$ 424,000,000
Total other consumer | Consumer, excluding credit card | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	33,751,000,000	33,542,000,000
Total other consumer | Consumer, excluding credit card | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,025,000,000	884,000,000
Total other consumer | Consumer, excluding credit card | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	218,000,000	222,000,000
Total other consumer | Consumer, excluding credit card | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	13,628,000,000	13,477,000,000
Total other consumer | Consumer, excluding credit card | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	9,821,000,000	9,929,000,000
Total other consumer | Consumer, excluding credit card | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	8,244,000,000	8,218,000,000
Total other consumer | Consumer, excluding credit card | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	5,902,000,000	5,933,000,000
Total other consumer | Consumer, excluding credit card | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	4,777,000,000	4,774,000,000
Total other consumer | Consumer, excluding credit card | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,570,000,000	3,604,000,000
Total other consumer | Consumer, excluding credit card | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,452,000,000	3,485,000,000
Total other consumer | Consumer, excluding credit card | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,806,000,000	2,775,000,000
Total other consumer | Consumer, excluding credit card | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,765,000,000	2,765,000,000
Total other consumer | Consumer, excluding credit card | Louisiana
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,505,000,000	2,505,000,000
Total other consumer | Consumer, excluding credit card | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	34,428,000,000	34,566,000,000
Total other consumer | Current | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	91,144,000,000	91,105,000,000
Total other consumer | 30–119 days past due | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	627,000,000	797,000,000
Total other consumer | 120 or more days past due | Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 127,000,000	$ 129,000,000

Loans - Consumer, Excluding 112

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
	Mar. 31, 2018	Mar. 31, 2017	Dec. 31, 2017
Financing Receivable, Impaired [Line Items]
With an allowance	$ 269		$ 272
Without an allowance	26		26
Total impaired loans	295		298
Allowance for loan losses related to impaired loans	71		73
Unpaid principal balance of impaired loans	401		402
Impaired loans on nonaccrual status	266		268
Average impaired loans	298	$ 650
Loans modified in TDRs	100		102
TDRs on nonaccrual status	$ 71		$ 72

Loans - Consumer, Excluding 113

Loans - Consumer, Excluding Credit Card Loan Portfolio, PCI Loans (Details) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017	Mar. 31, 2017
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	$ 925,611	$ 924,838	$ 881,870
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	373,243	372,553	$ 360,583
Consumer, excluding credit card | Total PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	220,048	216,496
Unpaid principal balance of impaired loans	7,618	7,741
Consumer, excluding credit card | Total PCI | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	70,090	68,855
Consumer, excluding credit card | Total PCI | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	9,797	9,598
Consumer, excluding credit card | Total PCI | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	27,877	27,473
Consumer, excluding credit card | Total PCI | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	7,175	6,962
Consumer, excluding credit card | Total PCI | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	14,644	14,501
Consumer, excluding credit card | Total PCI | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	7,166	7,142
Consumer, excluding credit card | Total PCI | Massachusetts
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	6,310	6,323
Consumer, excluding credit card | Total PCI | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	4,210	4,109
Consumer, excluding credit card | Total PCI | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	52,398	51,690
Consumer, excluding credit card | Total PCI | No FICO or LTV Score Available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	1,248	1,259
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	65	37
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	18	19
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	38	36
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	76	88
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	3,477	4,369
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	410	483
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	199,245	194,758
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	6,861	6,952
Consumer, excluding credit card | Total PCI | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	213,081	208,713
Consumer, excluding credit card | Total PCI | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	3,176	4,234
Consumer, excluding credit card | Total PCI | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	3,791	3,549
Consumer, excluding credit card | Home equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	31,792	33,450
Unpaid principal balance of impaired loans	3,656	3,701
Consumer, excluding credit card | Home equity | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	6,307	6,582
Consumer, excluding credit card | Home equity | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	1,750	1,847
Consumer, excluding credit card | Home equity | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	6,528	6,866
Consumer, excluding credit card | Home equity | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	975	1,026
Consumer, excluding credit card | Home equity | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	2,396	2,521
Consumer, excluding credit card | Home equity | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	1,850	1,957
Consumer, excluding credit card | Home equity | Massachusetts
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	279	295
Consumer, excluding credit card | Home equity | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	1,352	1,439
Consumer, excluding credit card | Home equity | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	7,842	8,264
Consumer, excluding credit card | Home equity | No FICO or LTV Score Available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	1,564	1,689
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	7	10
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	2	3
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	219	296
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	69	95
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	1,410	1,676
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	476	569
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	24,260	25,262
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	3,785	3,850
Consumer, excluding credit card | Home equity | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	30,894	32,391
Consumer, excluding credit card | Home equity | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	498	671
Consumer, excluding credit card | Home equity | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	400	388
Consumer, excluding credit card | Residential real estate – PCI | Total PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	29,505	30,576
Unpaid principal balance of impaired loans	$ 30,476	$ 31,617
% of 30 days past due to total loans	9.49%	10.13%
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	$ 16,655	$ 17,293
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	2,642	2,739
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	1,966	2,022
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	916	966
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	859	883
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	840	866
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	612	633
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	533	550
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	504	520
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	502	525
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	4,447	4,620
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	1,443	1,515
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	39	45
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	54	66
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	298	353
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	269	320
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	1,597	1,851
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	1,282	1,469
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	16,378	16,693
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	9,116	9,305
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	27,583	28,413
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	1,309	1,620
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	1,584	1,584
Consumer, excluding credit card | Residential real estate – PCI | Home equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	10,332	10,799
Unpaid principal balance of impaired loans	$ 10,521	$ 11,020
% of 30 days past due to total loans	6.07%	6.79%
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	$ 6,256	$ 6,555
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	1,092	1,137
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	586	607
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	500	532
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	262	273
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	233	242
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	74	79
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	55	57
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	63	66
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	193	203
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	1,207	1,269
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	551	577
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	28	33
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	16	21
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	230	274
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	104	132
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	1,065	1,195
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	493	559
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	5,980	6,134
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	2,054	2,095
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	9,882	10,272
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	271	356
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	368	392
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Prime mortgage
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	6,259	6,479
Unpaid principal balance of impaired loans	$ 6,283	$ 6,502
% of 30 days past due to total loans	9.88%	10.20%
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	$ 3,599	$ 3,716
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	409	428
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	445	457
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	128	135
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	196	200
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	174	178
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	143	149
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	125	129
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	118	123
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	100	106
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	846	881
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	304	319
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	3	4
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	12	16
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	13	16
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	40	42
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	177	221
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	193	230
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	3,478	3,551
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	2,063	2,103
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	5,662	5,839
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	293	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	328	327
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Subprime mortgage
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	2,549	2,609
Unpaid principal balance of impaired loans	$ 3,123	$ 3,197
% of 30 days past due to total loans	15.79%	17.42%
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	$ 778	$ 797
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	291	296
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	326	330
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	59	61
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	158	161
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	108	110
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	95	98
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	128	132
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	50	51
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	58	60
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	1,072	1,101
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	144	149
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	3	2
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	18	20
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	14	20
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	64	75
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	106	119
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	273	309
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	893	895
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	1,608	1,608
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	2,630	2,640
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	298	381
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	195	176
Consumer, excluding credit card | Residential real estate – PCI | Option ARMs
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	10,365	10,689
Unpaid principal balance of impaired loans	$ 10,549	$ 10,898
% of 30 days past due to total loans	10.81%	11.34%
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	$ 6,022	$ 6,225
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	850	878
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	609	628
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	229	238
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	243	249
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	325	336
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	300	307
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	225	232
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	273	280
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	151	156
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	1,322	1,369
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	444	470
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	5	6
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	8	9
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	41	43
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	61	71
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	249	316
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	323	371
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	6,027	6,113
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	3,391	3,499
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	9,409	9,662
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	447	547
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	$ 693	$ 689

Loans - Consumer, Excluding 114

Loans - Consumer, Excluding Credit Card Loan Portfolio, PCI Delinquency Statistics (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Dec. 31, 2017	Mar. 31, 2017
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 925,611	$ 924,838	$ 881,870
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	373,243	372,553	$ 360,583
Consumer, excluding credit card | Total
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 31,792	$ 33,450
Total 30 day delinquency rate	2.82%	3.17%
Consumer, excluding credit card | Total | Junior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 20,132	$ 21,266
Total 30 day delinquency rate	2.27%	2.64%
Consumer, excluding credit card | HELOANs | Junior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 1,280	$ 1,371
Total 30 day delinquency rate	2.89%	3.50%
Consumer, excluding credit card | Residential real estate – PCI | Total
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 10,332	$ 10,799
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	25.00%
Consumer, excluding credit card | Residential real estate – PCI | Total | Junior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 7,890	$ 8,286
Total 30 day delinquency rate	4.02%	4.65%
Consumer, excluding credit card | Residential real estate – PCI | HELOCs | Junior lien | Within the revolving period
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 10	$ 51
Total 30 day delinquency rate	10.00%	1.96%
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	$ 7,542	$ 7,875
Total 30 day delinquency rate	4.00%	4.63%
Consumer, excluding credit card | Residential real estate – PCI | HELOANs | Junior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 338	$ 360
Total 30 day delinquency rate	4.14%	5.28%

Loans - Consumer, Excluding 115

Loans - Consumer, Excluding Credit Card Loan Portfolio, PCI Accretable Yield Activity (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017	Dec. 31, 2017
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Loans	$ 925,611	$ 881,870	$ 924,838
Consumer, excluding credit card
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Loans	373,243	360,583	372,553
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	822		787
Consumer, excluding credit card | Total PCI
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Loans	220,048		216,496
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	11,159	11,768
Accretion into interest income	(328)	(359)
Changes in interest rates on variable-rate loans	280	116
Other changes in expected cash flows	(861)	1,597
Ending balance	$ 10,250	$ 13,122
Accretable yield percentage	4.78%	4.36%
Loans	$ 29,505		30,576
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	$ 1,300		$ 1,300

Loans - Credit Card Loan Portfo

Loans - Credit Card Loan Portfolio (Details) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017	Mar. 31, 2017
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 925,611	$ 924,838	$ 881,870
Credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 140,348	$ 149,387
% of 30 days past due to total retained loans	1.82%	1.80%
% of 90 days past due to total retained loans	0.95%	0.92%
Percentage of portfolio based on carrying value with estimated refreshed FICO scores, Equal to or greater than 660	83.50%	84.00%
Percentage of portfolio based on carrying value with estimated refreshed FICO scores, Less than 660	15.60%	14.60%
Percentage of portfolio based on carrying value with estimated refreshed FICO scores, No FICO available	0.90%	1.40%
Credit card | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 20,974	$ 22,245
Credit card | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	13,541	14,200
Credit card | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	12,258	13,021
Credit card | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	8,674	9,138
Credit card | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	8,057	8,585
Credit card | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	6,036	6,506
Credit card | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	4,631	4,997
Credit card | Pennsylvania
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	4,511	4,883
Credit card | Colorado
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,793	4,006
Credit card | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,546	3,826
Credit card | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	54,327	57,980
Credit card | Current and less than 30 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	137,799	146,704
Credit card | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,211	1,305
Credit card | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 1,338	$ 1,378

Loans - Credit Card Portfolio -

Loans - Credit Card Portfolio - Impaired Loans (Details) - Credit card - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017	Dec. 31, 2017
Financing Receivable, Impaired [Line Items]
Impaired credit card loans with an allowance	$ 1,241		$ 1,215
Allowance for loan losses related to impaired credit card loans	393		383
Average impaired credit card loans	1,224	$ 1,228
Interest income on impaired credit card loans	15	$ 14
Credit card loans with modified payment terms
Financing Receivable, Impaired [Line Items]
Impaired credit card loans with an allowance	1,173		1,135
Modified credit card loans that have reverted to pre-modification payment terms
Financing Receivable, Impaired [Line Items]
Impaired credit card loans with an allowance	68		80
Noncompliance with Modified Terms
Financing Receivable, Impaired [Line Items]
Impaired credit card loans with an allowance	34		43
Completion of Short Term Modification
Financing Receivable, Impaired [Line Items]
Impaired credit card loans with an allowance	$ 34		$ 37

Loans - Credit Card Portfoli118

Loans - Credit Card Portfolio - Loan Modifications (Details) - USD ($) $ in Millions	3 Months Ended		12 Months Ended
	Mar. 31, 2018	Mar. 31, 2017	Dec. 31, 2017
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	$ 223	$ 185
Weighted-average interest rate of loans – before TDR	17.25%	16.16%
Weighted-average interest rate of loans – after TDR	5.20%	4.77%
Loans that redefaulted within one year of modification	$ 2	$ 21
Rate of default for modified loans, estimated weighted average	31.67%		31.54%

Loans - Wholesale Loan Portfoli

Loans - Wholesale Loan Portfolio - By Class of Receivable (Details) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017	Mar. 31, 2017
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 925,611	$ 924,838	$ 881,870
Wholesale
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 412,020	$ 402,898	$ 386,370
% of total criticized exposure to total retained loans	1.39%	1.71%
% of criticized nonaccrual to total retained loans	0.39%	0.43%
Wholesale | Current and less than 30 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 408,814	$ 399,640
Wholesale | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,574	1,383
Wholesale | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	38	141
Wholesale | Total non-U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	101,978	95,379
Wholesale | Total U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	310,042	307,519
Wholesale | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	316,805	311,681
Wholesale | Total noninvestment- grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	95,215	91,217
Wholesale | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	89,484	84,321
Wholesale | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	4,137	5,162
Wholesale | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,594	1,734
Wholesale | Commercial and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 123,154	$ 119,969
% of total criticized exposure to total retained loans	3.68%	4.45%
% of criticized nonaccrual to total retained loans	1.01%	1.13%
Wholesale | Commercial and industrial | Current and less than 30 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 121,703	$ 118,288
Wholesale | Commercial and industrial | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	178	216
Wholesale | Commercial and industrial | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	24	108
Wholesale | Commercial and industrial | Total non-U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	30,538	28,470
Wholesale | Commercial and industrial | Total U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	92,616	91,499
Wholesale | Commercial and industrial | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	68,705	68,071
Wholesale | Commercial and industrial | Total noninvestment- grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	54,449	51,898
Wholesale | Commercial and industrial | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	49,917	46,558
Wholesale | Commercial and industrial | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,283	3,983
Wholesale | Commercial and industrial | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,249	1,357
Wholesale | Real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 114,043	$ 113,648
% of total criticized exposure to total retained loans	0.67%	0.74%
% of criticized nonaccrual to total retained loans	0.13%	0.12%
Wholesale | Real estate | Current and less than 30 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 113,761	$ 113,258
Wholesale | Real estate | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	131	242
Wholesale | Real estate | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	7	12
Wholesale | Real estate | Total non-U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,127	3,101
Wholesale | Real estate | Total U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	110,916	110,547
Wholesale | Real estate | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	99,185	98,467
Wholesale | Real estate | Total noninvestment- grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	14,858	15,181
Wholesale | Real estate | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	14,094	14,335
Wholesale | Real estate | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	620	710
Wholesale | Real estate | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	144	136
Wholesale | Financial institutions
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 41,305	$ 40,074
% of total criticized exposure to total retained loans	0.24%	0.53%
% of criticized nonaccrual to total retained loans	0.00%	0.00%
Wholesale | Financial institutions | Current and less than 30 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 41,267	$ 40,042
Wholesale | Financial institutions | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	32	15
Wholesale | Financial institutions | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	4	15
Wholesale | Financial institutions | Total non-U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	17,842	16,790
Wholesale | Financial institutions | Total U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	23,463	23,284
Wholesale | Financial institutions | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	27,424	26,791
Wholesale | Financial institutions | Total noninvestment- grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	13,881	13,283
Wholesale | Financial institutions | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	13,781	13,071
Wholesale | Financial institutions | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	98	210
Wholesale | Financial institutions | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2	2
Wholesale | Government agencies
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 15,467	$ 15,509
% of total criticized exposure to total retained loans	0.00%	0.00%
% 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	$ 15,451	$ 15,493
Wholesale | Government agencies | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	13	12
Wholesale | Government agencies | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3	4
Wholesale | Government agencies | Total non-U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,119	2,906
Wholesale | Government agencies | Total U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	12,348	12,603
Wholesale | Government agencies | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	15,135	15,140
Wholesale | Government agencies | Total noninvestment- grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	332	369
Wholesale | Government agencies | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	332	369
Wholesale | Government agencies | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	0	0
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	$ 118,051	$ 113,698
% of total criticized exposure to total retained loans	0.28%	0.44%
% of criticized nonaccrual to total retained loans	0.17%	0.21%
Wholesale | Other | Current and less than 30 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 116,632	$ 112,559
Wholesale | Other | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,220	898
Wholesale | Other | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	0	2
Wholesale | Other | Total non-U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	47,352	44,112
Wholesale | Other | Total U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	70,699	69,586
Wholesale | Other | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	106,356	103,212
Wholesale | Other | Total noninvestment- grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	11,695	10,486
Wholesale | Other | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	11,360	9,988
Wholesale | Other | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	136	259
Wholesale | Other | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 199	$ 239

Loans - Wholesale Loan Portf120

Loans - Wholesale Loan Portfolio - Real Estate Class of Loans (Details) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017	Mar. 31, 2017
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 925,611	$ 924,838	$ 881,870
Wholesale
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 412,020	$ 402,898	$ 386,370
% of total criticized exposure to total retained loans	1.39%	1.71%
% of criticized nonaccrual loans to total real estate retained loans	0.39%	0.43%
Wholesale | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 1,594	$ 1,734
Wholesale | Real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 114,043	$ 113,648
% of total criticized exposure to total retained loans	0.67%	0.74%
% of criticized nonaccrual loans to total real estate retained loans	0.13%	0.12%
Wholesale | Real estate | Multifamily
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 77,846	$ 77,597
% of total criticized exposure to total retained loans	0.56%	0.63%
% of criticized nonaccrual loans to total real estate retained loans	0.06%	0.06%
Wholesale | Real estate | Other commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 36,197	$ 36,051
% of total criticized exposure to total retained loans	0.91%	0.98%
% of criticized nonaccrual loans to total real estate retained loans	0.27%	0.26%
Wholesale | Real estate | Criticized exposure
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 764	$ 846
Wholesale | Real estate | Criticized exposure | Multifamily
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	433	491
Wholesale | Real estate | Criticized exposure | Other commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	331	355
Wholesale | Real estate | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	144	136
Wholesale | Real estate | Criticized nonaccrual | Multifamily
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	47	44
Wholesale | Real estate | Criticized nonaccrual | Other commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 97	$ 92

Loans - Wholesale Loan Portf121

Loans - Wholesale Loan Portfolio - Impaired Loans (Details) - Wholesale - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017	Dec. 31, 2017
Impaired loans
With an allowance	$ 1,359		$ 1,509
Without an allowance	368		358
Total impaired loans	1,727		1,867
Allowance for loan losses related to impaired loans	474		461
Unpaid principal balance of impaired loans	2,217		2,154
Average impaired credit card loans	1,413	$ 1,475
Troubled debt restructuring	913		614
Commercial and industrial
Impaired loans
With an allowance	1,051		1,170
Without an allowance	240		228
Total impaired loans	1,291		1,398
Allowance for loan losses related to impaired loans	407		404
Unpaid principal balance of impaired loans	1,468		1,604
Average impaired credit card loans	1,050	1,097
Real estate
Impaired loans
With an allowance	87		78
Without an allowance	59		60
Total impaired loans	146		138
Allowance for loan losses related to impaired loans	16		11
Unpaid principal balance of impaired loans	218		201
Average impaired credit card loans	135	172
Financial institutions
Impaired loans
With an allowance	92		93
Without an allowance	0		0
Total impaired loans	92		93
Allowance for loan losses related to impaired loans	4		4
Unpaid principal balance of impaired loans	92		94
Average impaired credit card loans	17	4
Government agencies
Impaired loans
With an allowance	0		0
Without an allowance	0		0
Total impaired loans	0		0
Allowance for loan losses related to impaired loans	0		0
Unpaid principal balance of impaired loans	0		0
Average impaired credit card loans	0	0
Other
Impaired loans
With an allowance	129		168
Without an allowance	69		70
Total impaired loans	198		238
Allowance for loan losses related to impaired loans	47		42
Unpaid principal balance of impaired loans	439		$ 255
Average impaired credit card loans	$ 211	$ 202

Allowance for Credit Losses (De

Allowance for Credit Losses (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017	Mar. 31, 2018	Dec. 31, 2017	Mar. 31, 2017
Allowance for loan losses
Gross charge-offs/Write-offs of PCI loans	$ 20	$ 24
Provision for loan losses/lending-related commitments	1,165	1,315
Loans by impairment methodology
Asset-specific			$ 10,921		$ 11,504
Formula-based			885,182		835,978
PCI			29,508		34,388
Total retained loans			925,611	$ 924,838	881,870
Lending-related commitments by impairment methodology
Asset-specific			746		882
Formula-based			1,021,277		992,540
Total lending-related commitments			1,022,023	991,482	993,422
Impaired collateral-dependent loans
Allowance for loan losses
Net charge-offs	12	32
Impaired collateral-dependent loans
Loans measured at fair value of collateral less cost to sell			2,397		2,609
Allowance for loan losses
Allowance for loan losses
Beginning balance	13,604	13,776
Gross charge-offs/Write-offs of PCI loans	1,640	1,959
Gross recoveries	(305)	(305)
Net charge-offs	1,335	1,654
Provision for loan losses/lending-related commitments	1,127	1,316
Other	(1)	(1)
Ending balance	13,375	13,413
Allowance for loan losses/lending-related commitments by impairment methodology
Asset-specific			1,133		922
Formula-based			10,037		10,204
PCI			2,205		2,287
Total allowance for loan losses/lending-related commitments	13,604	13,776	13,375	13,604	13,413
Allowance for lending-related commitments
Allowance for loan losses
Beginning balance	1,068	1,078
Provision for loan losses/lending-related commitments	38	(1)
Other	1	0
Ending balance	1,107	1,077
Allowance for loan losses/lending-related commitments by impairment methodology
Allowance for lending-related commitments by impairment methodology, Asset-specific			167		228
Allowance for lending-related commitments by impairment methodology, Formula-based			940		849
Total allowance for loan losses/lending-related commitments	1,068	1,078	1,107	1,068	1,077
Consumer, excluding credit card
Allowance for loan losses
Gross charge-offs/Write-offs of PCI loans	20	24
Loans by impairment methodology
Asset-specific			7,953		8,604
Formula-based			335,785		317,594
PCI			29,505		34,385
Total retained loans			373,243	372,553	360,583
Lending-related commitments by impairment methodology
Asset-specific			0		0
Formula-based			49,516		51,806
Total lending-related commitments			49,516		51,806
Consumer, excluding credit card | Impaired collateral-dependent loans
Allowance for loan losses
Net charge-offs	12	31
Impaired collateral-dependent loans
Loans measured at fair value of collateral less cost to sell			2,135		2,345
Consumer, excluding credit card | Allowance for loan losses
Allowance for loan losses
Beginning balance	4,579	5,198
Gross charge-offs/Write-offs of PCI loans	284	847
Gross recoveries	(138)	(159)
Net charge-offs	146	688
Provision for loan losses/lending-related commitments	146	442
Other	1	(2)
Ending balance	4,560	4,926
Allowance for loan losses/lending-related commitments by impairment methodology
Asset-specific			266		300
Formula-based			2,089		2,339
PCI			2,205		2,287
Total allowance for loan losses/lending-related commitments	4,579	5,198	4,560	4,579	4,926
Consumer, excluding credit card | Allowance for lending-related commitments
Allowance for loan losses
Beginning balance	33	26
Provision for loan losses/lending-related commitments	0	0
Other	0	0
Ending balance	33	26
Allowance for loan losses/lending-related commitments by impairment methodology
Allowance for lending-related commitments by impairment methodology, Asset-specific			0		0
Allowance for lending-related commitments by impairment methodology, Formula-based			33		26
Total allowance for loan losses/lending-related commitments	33	26	33	33	26
Credit card
Allowance for loan losses
Gross charge-offs/Write-offs of PCI loans	0	0
Loans by impairment methodology
Asset-specific			1,241		1,219
Formula-based			139,107		133,698
PCI			0		0
Total retained loans			140,348		134,917
Lending-related commitments by impairment methodology
Asset-specific			0		0
Formula-based			588,232		577,096
Total lending-related commitments			588,232		577,096
Credit card | Impaired collateral-dependent loans
Allowance for loan losses
Net charge-offs	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	4,884	4,034
Gross charge-offs/Write-offs of PCI loans	1,291	1,086
Gross recoveries	(121)	(93)
Net charge-offs	1,170	993
Provision for loan losses/lending-related commitments	1,170	993
Other	0	0
Ending balance	4,884	4,034
Allowance for loan losses/lending-related commitments by impairment methodology
Asset-specific			393		373
Formula-based			4,491		3,661
PCI			0		0
Total allowance for loan losses/lending-related commitments	4,884	4,034	4,884	4,884	4,034
Credit card | Allowance for lending-related commitments
Allowance for loan losses
Beginning balance	0	0
Provision for loan losses/lending-related commitments	0	0
Other	0	0
Ending balance	0	0
Allowance for loan losses/lending-related commitments by impairment methodology
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/lending-related commitments	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			1,727		1,681
Formula-based			410,290		384,686
PCI			3		3
Total retained loans			412,020	402,898	386,370
Lending-related commitments by impairment methodology
Asset-specific			746		882
Formula-based			383,529		363,638
Total lending-related commitments			384,275		364,520
Wholesale | Impaired collateral-dependent loans
Allowance for loan losses
Net charge-offs	0	1
Impaired collateral-dependent loans
Loans measured at fair value of collateral less cost to sell			262		264
Wholesale | Allowance for loan losses
Allowance for loan losses
Beginning balance	4,141	4,544
Gross charge-offs/Write-offs of PCI loans	65	26
Gross recoveries	(46)	(53)
Net charge-offs	19	(27)
Provision for loan losses/lending-related commitments	(189)	(119)
Other	(2)	1
Ending balance	3,931	4,453
Allowance for loan losses/lending-related commitments by impairment methodology
Asset-specific			474		249
Formula-based			3,457		4,204
PCI			0		0
Total allowance for loan losses/lending-related commitments	4,141	4,544	3,931	4,141	4,453
Wholesale | Allowance for lending-related commitments
Allowance for loan losses
Beginning balance	1,035	1,052
Provision for loan losses/lending-related commitments	38	(1)
Other	1	0
Ending balance	1,074	1,051
Allowance for loan losses/lending-related commitments by impairment methodology
Allowance for lending-related commitments by impairment methodology, Asset-specific			167		228
Allowance for lending-related commitments by impairment methodology, Formula-based			907		823
Total allowance for loan losses/lending-related commitments	$ 1,035	$ 1,052	$ 1,074	$ 1,035	$ 1,051

Variable Interest Entities - Fi

Variable Interest Entities - Firm Sponsored VIEs (Details) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Firm-sponsored mortgage and other consumer securitization trusts
Total assets held by securitization VIEs	$ 184,960	$ 182,763
Retained securitization interests, risk-rated 'A' or better, at fair value	68.00%	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	$ 306	$ 88
Subordinated securities purchased in connection with CIB's secondary market-making activities	31	48
Residential mortgage | Prime / Alt-A & option ARMs
Firm-sponsored mortgage and other consumer securitization trusts
Total assets held by securitization VIEs	67,150	68,874
Residential mortgage | Subprime
Firm-sponsored mortgage and other consumer securitization trusts
Total assets held by securitization VIEs	18,512	18,984
Residential mortgage | Investment-grade
Firm-sponsored mortgage and other consumer securitization trusts
Fair value of retained interests	1,300	1,300
Residential mortgage | Noninvestment-grade
Firm-sponsored mortgage and other consumer securitization trusts
Fair value of retained interests	16	48
Commercial and other
Firm-sponsored mortgage and other consumer securitization trusts
Total assets held by securitization VIEs	99,298	94,905
Commercial and other | Investment-grade
Firm-sponsored mortgage and other consumer securitization trusts
Fair value of retained interests	1,700	1,600
Commercial and other | Noninvestment-grade
Firm-sponsored mortgage and other consumer securitization trusts
Fair value of retained interests	362	412
VIEs consolidated by the Firm
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in consolidated securitization VIEs	3,531	3,685
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	3,514	3,615
VIEs consolidated by the Firm | Residential mortgage | Subprime
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in consolidated securitization VIEs	17	7
VIEs consolidated by the Firm | Commercial and other
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in consolidated securitization VIEs	0	63
Nonconsolidated re-securitization VIEs
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in nonconsolidated securitization VIEs with continuing involvement	138,106	133,303
Interest in securitized assets in nonconsolidated VIEs	3,397	3,481
Nonconsolidated re-securitization VIEs | Trading assets
Firm-sponsored mortgage and other consumer securitization trusts
Interest in securitized assets in nonconsolidated VIEs	1,235	1,248
Nonconsolidated re-securitization VIEs | Investment securities
Firm-sponsored mortgage and other consumer securitization trusts
Interest in securitized assets in nonconsolidated VIEs	1,955	2,076
Nonconsolidated re-securitization VIEs | Other financial assets
Firm-sponsored mortgage and other consumer securitization trusts
Interest in securitized assets in nonconsolidated VIEs	207	157
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	51,840	52,280
Interest in securitized assets in nonconsolidated VIEs	1,288	1,353
Nonconsolidated re-securitization VIEs | Residential mortgage | Subprime
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in nonconsolidated securitization VIEs with continuing involvement	17,074	17,612
Interest in securitized assets in nonconsolidated VIEs	57	93
Nonconsolidated re-securitization VIEs | Residential mortgage | Trading assets | Prime / Alt-A & option ARMs
Firm-sponsored mortgage and other consumer securitization trusts
Interest in securitized assets in nonconsolidated VIEs	412	410
Nonconsolidated re-securitization VIEs | Residential mortgage | Trading assets | Subprime
Firm-sponsored mortgage and other consumer securitization trusts
Interest in securitized assets in nonconsolidated VIEs	57	93
Nonconsolidated re-securitization VIEs | Residential mortgage | Investment securities | Prime / Alt-A & option ARMs
Firm-sponsored mortgage and other consumer securitization trusts
Interest in securitized assets in nonconsolidated VIEs	876	943
Nonconsolidated re-securitization VIEs | Residential mortgage | Investment securities | Subprime
Firm-sponsored mortgage and other consumer securitization trusts
Interest in securitized assets in nonconsolidated VIEs	0	0
Nonconsolidated re-securitization VIEs | Residential mortgage | Other financial assets | Prime / Alt-A & option ARMs
Firm-sponsored mortgage and other consumer securitization trusts
Interest in securitized assets in nonconsolidated VIEs	0	0
Nonconsolidated re-securitization VIEs | Residential mortgage | Other financial assets | Subprime
Firm-sponsored mortgage and other consumer securitization trusts
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	69,192	63,411
Interest in securitized assets in nonconsolidated VIEs	2,052	2,035
Nonconsolidated re-securitization VIEs | Commercial and other | Trading assets
Firm-sponsored mortgage and other consumer securitization trusts
Interest in securitized assets in nonconsolidated VIEs	766	745
Nonconsolidated re-securitization VIEs | Commercial and other | Investment securities
Firm-sponsored mortgage and other consumer securitization trusts
Interest in securitized assets in nonconsolidated VIEs	1,079	1,133
Nonconsolidated re-securitization VIEs | Commercial and other | Other financial assets
Firm-sponsored mortgage and other consumer securitization trusts
Interest in securitized assets in nonconsolidated VIEs	$ 207	$ 157

Variable Interest Entities - Re

Variable Interest Entities - Re-securitizations (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017	Dec. 31, 2017
Transfers of securities to VIEs
Agency	$ 4,786	$ 3,224
Variable Interest Entity [Line Items]
Assets held in VIEs with continuing involvement	184,960		$ 182,763
Firm-sponsored private-label | Nonconsolidated re-securitization VIEs
Variable Interest Entity [Line Items]
Assets held in VIEs with continuing involvement	722		783
Interest in VIEs	15		29
Agency | Nonconsolidated re-securitization VIEs
Variable Interest Entity [Line Items]
Interest in VIEs	$ 1,804		$ 2,250

Variable Interest Entities - Mu

Variable Interest Entities - Multi-seller conduits (Details) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017	Mar. 31, 2017
Variable Interest Entity [Line Items]
Unfunded lending-related commitments	$ 1,022,023	$ 991,482	$ 993,422
Multi-seller conduits
Variable Interest Entity [Line Items]
Commercial paper eliminated in consolidation	19,100	20,400
Multi-seller conduits | Commercial and other
Variable Interest Entity [Line Items]
Unfunded lending-related commitments	$ 10,000	$ 8,800

Variable Interest Entities - Co

Variable Interest Entities - Consolidated VIE Assets and Liabilities (Details) - USD ($) $ in Millions		Mar. 31, 2018		Dec. 31, 2017		Mar. 31, 2017
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Trading assets		$ 412,282		$ 381,844
Loans		925,611		924,838		$ 881,870
Other		118,140		113,587
Total assets		2,609,785	[1]	2,533,600	[1]	$ 2,546,290
Beneficial interests in VIE assets		21,584		26,081
Total liabilities	[1]	2,353,584		2,277,907
VIEs consolidated by the Firm
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Trading assets		1,222		1,449
Loans		57,416		68,995
Other		2,410		2,674
Total assets		61,048		73,118
Beneficial interests in VIE assets		21,584		26,081
Other		348		349
Total liabilities		21,932		26,430
Beneficial interests in VIE assets, long term		17,300		21,800
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		1,222		1,449
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		31,773		41,923
Other		543		652
Total assets		32,316		42,575
Beneficial interests in VIE assets		16,819		21,278
Other		14		16
Total liabilities		16,833		21,294
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		22,081		23,411
Other		51		48
Total assets		22,132		23,459
Beneficial interests in VIE assets		3,067		3,045
Other		30		28
Total liabilities		3,097		3,073
VIEs consolidated by the Firm | Firm-administered multi-seller conduits | Debt and equity securities
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Trading assets		0		0
VIEs consolidated by the Firm | Municipal bond vehicles
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Loans		0		0
Other		3		3
Total assets		1,206		1,281
Beneficial interests in VIE assets		1,247		1,265
Other		2		2
Total liabilities		1,249		1,267
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		1,203		1,278
VIEs consolidated by the Firm | Mortgage securitization entities
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Loans		3,562		3,661
Other		50		55
Total assets		3,628		3,782
Beneficial interests in VIE assets		310		359
Other		191		199
Total liabilities		501		558
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		16		66
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		1,763		1,916
Total assets		1,766		2,021
Beneficial interests in VIE assets		141		134
Other		111		104
Total liabilities		252		238
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		$ 3		$ 105
[1]	The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at March 31, 2018, and December 31, 2017. The assets of the consolidated VIEs are used to settle the liabilities of those entities. The holders of the beneficial interests generally do not have recourse to the general credit of JPMorgan Chase. The assets and liabilities in the table below include third-party assets and liabilities of consolidated VIEs and exclude intercompany balances that eliminate in consolidation. For a further discussion, see Note 13.(in millions)Mar 31, 2018 Dec 31, 2017Assets Trading assets$1,222 $1,449Loans57,416 68,995All other assets2,410 2,674Total assets$61,048 $73,118Liabilities Beneficial interests issued by consolidated VIEs$21,584 $26,081All other liabilities348 349Total liabilities$21,932 $26,430

Variable Interest Entities - VI

Variable Interest Entities - VIEs Sponsored by Third Parties (Details) - Nonconsolidated entities - USD ($) $ in Billions	Mar. 31, 2018	Dec. 31, 2017
Tax credit vehicles
Variable Interest Entity [Line Items]
Maximum exposure	$ 12.9	$ 13.4
Unfunded commitments	2.9	3.2
Municipal bond vehicles
Variable Interest Entity [Line Items]
Maximum exposure	5.3	5.3
Fair value of assets held by VIE	$ 9	$ 9.2

Variable Interest Entities - Se

Variable Interest Entities - Securitization Activity (Details) - Securitization entities not consolidated - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Residential mortgage
Securitization activity [Abstract]
Principal securitized	$ 1,330	$ 1,029
All cash flows during the period:
Proceeds received from loan sales as financial instruments	1,338	1,035
Servicing fees collected	126	133
Purchases of previously transferred financial assets (or the underlying collateral)	0	0
Cash flows received on interests	92	131
Commercial and other
Securitization activity [Abstract]
Principal securitized	2,991	1,315
All cash flows during the period:
Proceeds received from loan sales as financial instruments	2,991	1,348
Servicing fees collected	1	1
Purchases of previously transferred financial assets (or the underlying collateral)	0	0
Cash flows received on interests	$ 47	$ 335

Variable Interest Entities - Lo

Variable Interest Entities - Loans Sold to Third-Party Sponsored Securitization Entities (Details) - Nonconsolidated entities - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Summary of loan sale activities [Abstract]
Carrying value of loans sold	$ 8,760	$ 17,169
Proceeds received from loan sales as cash	0	9
Proceeds from loans sales as securities	8,619	16,987
Total proceeds received from loan sales	8,619	16,996
Gains on loan sales	$ 14	$ 31

Variable Interest Entities - Sc

Variable Interest Entities - Schedule of Options to Repurchase Delinquent Loans (Details) - Nonconsolidated entities - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Variable Interest Entity [Line Items]
Loans repurchased or option to repurchase	$ 8,735	$ 8,629
Real estate acquired through foreclosure	94	95
Residential mortgage
Variable Interest Entity [Line Items]
Real estate acquired through foreclosure	$ 490	$ 527

Variable Interest Entities -131

Variable Interest Entities - Loan Delinquencies and Net Charge-offs (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017	Dec. 31, 2017
Securitized loans
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
90 days past due	$ 8,479		$ 9,103
Net liquidation losses	(473)	$ 439
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	736		957
Net liquidation losses	27	52
Nonconsolidated entities
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Securitized assets	138,106		133,303
Nonconsolidated entities | Commercial and other
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Securitized assets	69,192		63,411
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	4,562		4,870
Net liquidation losses	102	212
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	51,840		52,280
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	3,181		3,276
Net liquidation losses	(602)	$ 175
Subprime | Nonconsolidated entities | Residential mortgage
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Securitized assets	$ 17,074		$ 17,612

Goodwill and Mortgage Servic132

Goodwill and Mortgage Servicing Rights - by Business Segment (Details) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017	Mar. 31, 2017	Dec. 31, 2016
Goodwill [Line Items]
Total goodwill	$ 47,499	$ 47,507	$ 47,292	$ 47,288
Consumer & Community Banking
Goodwill [Line Items]
Total goodwill	31,006	31,013
Corporate & Investment Bank
Goodwill [Line Items]
Total goodwill	6,775	6,776
Commercial Banking
Goodwill [Line Items]
Total goodwill	2,860	2,860
Asset & Wealth Management
Goodwill [Line Items]
Total goodwill	$ 6,858	$ 6,858

Goodwill and Mortgage Servic133

Goodwill and Mortgage Servicing Rights - Changes During Period (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Goodwill [Roll Forward]
Balance at beginning of period	$ 47,507	$ 47,288
Changes during the period from:
Business combinations	(1)	0
Dispositions	0	0
Other	(7)	4
Balance at end of period	$ 47,499	$ 47,292

Goodwill and Mortgage Servic134

Goodwill and Mortgage Servicing Rights - Mortgage Servicing Rights (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Mortgage servicing rights activity [Abstract]
Fair value at beginning of period	$ 6,030	$ 6,096
MSR activity:
Originations of MSRs	176	217
Purchase of MSRs	67	0
Disposition of MSRs	(295)	(71)
Net additions/(dispositions)	(52)	146
Changes due to collection/realization of expected cash flows	(160)	(206)
Changes in valuation due to inputs and assumptions:
Changes due to market interest rates and other	382	57
Changes in valuation due to other inputs and assumptions:
Projected cash flows (e.g., cost to service)	0	12
Discount rates	24	(12)
Prepayment model changes and other	(22)	(14)
Total changes in valuation due to other inputs and assumptions	2	(14)
Total changes in valuation due to inputs and assumptions	384	43
Fair value at end of period	6,202	6,079
Change in unrealized gains/(losses) included in income related to MSRs	384	43
Contractual service fees, late fees and other ancillary fees included in income	465	487
Third-party mortgage loans serviced	540,000	584,000
Net servicer advances	$ 3,600	$ 4,400

Goodwill and Mortgage Servic135

Goodwill and Mortgage Servicing Rights - Mortgage Fees and Related Income (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Risk management:
All other	$ 0	$ 0
Mortgage fees and related income	465	406
Consumer & Community Banking
CCB mortgage fees and related income
Net production revenue	95	141
Operating revenue:
Loan servicing revenue	513	522
Changes in MSR asset fair value due to collection/realization of expected cash flows	(160)	(205)
Total operating revenue	353	317
Risk management:
Changes in MSR asset fair value due to market interest rates and other	382	57
Other changes in MSR asset fair value due to other inputs and assumptions in model	2	(14)
Change in derivative fair value and other	(367)	(95)
Total risk management	17	(52)
Total net mortgage servicing revenue	370	265
Mortgage fees and related income	$ 465	$ 406

Goodwill and Mortgage Servic136

Goodwill and Mortgage Servicing Rights - Key Economic Assumptions (Details) - USD ($) $ in Millions	3 Months Ended	12 Months Ended
	Mar. 31, 2018	Dec. 31, 2017
Goodwill and Intangible Assets Disclosure [Abstract]
Weighted-average prepayment speed assumption (“CPR”)	8.56%	9.35%
Impact on fair value of 10% adverse change	$ (202)	$ (221)
Impact on fair value of 20% adverse change	$ (392)	$ (427)
Weighted-average option adjusted spread	8.77%	9.04%
Impact on fair value of a 100 basis point adverse change	$ (246)	$ (250)
Impact on fair value of a 200 basis point adverse change	$ (473)	$ (481)

Deposits - Noninterest and Inte

Deposits - Noninterest and Interest-bearing (Details) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
U.S. offices
Noninterest-bearing	$ 397,856	$ 393,645
Interest-bearing (included $14,765 and $14,947 at fair value)	825,223	793,618
Total deposits in U.S. offices	1,223,079	1,187,263
Non-U.S. offices
Noninterest-bearing	17,019	15,576
Interest-bearing (included $5,405 and $6,374 at fair value)	246,863	241,143
Total deposits in non-U.S. offices	263,882	256,719
Total deposits	1,486,961	1,443,982
Fair value
U.S. offices
Interest-bearing, fair value	14,765	14,947
Non-U.S. offices
Interest-bearing, fair value	$ 5,405	$ 6,374

Earnings per Share (Details)

Earnings per Share (Details) - USD ($) $ / shares in Units, shares in Millions, $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Basic earnings per share
Net income	$ 8,712	$ 6,448
Less: Preferred stock dividends	409	412
Net income applicable to common equity	8,303	6,036
Less: Dividends and undistributed earnings allocated to participating securities	65	61
Net income applicable to common stockholders	$ 8,238	$ 5,975
Total weighted-average basic shares outstanding (in shares)	3,458.3	3,601.7
Net income per share (in dollars per share)	$ 2.38	$ 1.66
Diluted earnings per share
Net income applicable to common stockholders	$ 8,238	$ 5,975
Total weighted-average basic shares outstanding (in shares)	3,458.3	3,601.7
Add: Employee stock options, SARs, warrants and unvested PSUs (in shares)	21.2	28.7
Total weighted-average diluted shares outstanding (in shares)	3,479.5	3,630.4
Net income per share (in dollars per share)	$ 2.37	$ 1.65

Accumulated Other Comprehens139

Accumulated Other Comprehensive Income/(Loss) - Rollforward (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017	Dec. 31, 2017	Dec. 31, 2016
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	$ 255,693
Cumulative effect of changes in accounting principles			$ (288)
Net change	(1,032)	$ 252
Ending balance	256,201	255,863
Premium amortization on purchased callable debt securities
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Cumulative effect of changes in accounting principles			261
Hedge accounting
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Cumulative effect of changes in accounting principles			115
Unrealized gains/(losses) on investment securities
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	2,164	1,524
Net change	(1,234)	238
Ending balance	1,826	1,762
Unrealized gains/(losses) on investment securities | Premium amortization on purchased callable debt securities
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Cumulative effect of changes in accounting principles			261
Unrealized gains/(losses) on investment securities | Hedge accounting
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Cumulative effect of changes in accounting principles			169
Unrealized gains/(losses) on investment securities | Reclassification of certain tax effects from AOCI
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Cumulative effect of changes in accounting principles			466
Translation adjustments, net of hedges
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	(470)	(164)
Net change	27	7
Ending balance	(720)	(157)
Translation adjustments, net of hedges | Premium amortization on purchased callable debt securities
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Cumulative effect of changes in accounting principles			0
Translation adjustments, net of hedges | Hedge accounting
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Cumulative effect of changes in accounting principles			0
Translation adjustments, net of hedges | Reclassification of certain tax effects from AOCI
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Cumulative effect of changes in accounting principles			(277)
Fair value hedges
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	0
Net change	(40)
Ending balance	(94)
Fair value hedges | Premium amortization on purchased callable debt securities
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Cumulative effect of changes in accounting principles			0
Fair value hedges | Hedge accounting
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Cumulative effect of changes in accounting principles			(54)
Fair value hedges | Reclassification of certain tax effects from AOCI
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Cumulative effect of changes in accounting principles			0
Cash flow hedges
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	76	(100)
Net change	(73)	91
Ending balance	19	(9)
Cash flow hedges | Premium amortization on purchased callable debt securities
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Cumulative effect of changes in accounting principles			0
Cash flow hedges | Hedge accounting
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Cumulative effect of changes in accounting principles			0
Cash flow hedges | Reclassification of certain tax effects from AOCI
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Cumulative effect of changes in accounting principles			16
Defined benefit pension and OPEB plans
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	(1,521)	(2,259)
Net change	21	(15)
Ending balance	(1,914)	(2,274)
Defined benefit pension and OPEB plans | Premium amortization on purchased callable debt securities
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Cumulative effect of changes in accounting principles			0
Defined benefit pension and OPEB plans | Hedge accounting
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Cumulative effect of changes in accounting principles			0
Defined benefit pension and OPEB plans | Reclassification of certain tax effects from AOCI
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Cumulative effect of changes in accounting principles			(414)
DVA on fair value option elected liabilities
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	(368)	(176)
Net change	267	(69)
Ending balance	(180)	(245)
DVA on fair value option elected liabilities | Premium amortization on purchased callable debt securities
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Cumulative effect of changes in accounting principles			0
DVA on fair value option elected liabilities | Hedge accounting
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Cumulative effect of changes in accounting principles			0
DVA on fair value option elected liabilities | Reclassification of certain tax effects from AOCI
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Cumulative effect of changes in accounting principles			(79)
Accumulated other comprehensive income/(loss)
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	(119)	(1,175)
Cumulative effect of changes in accounting principles			88	$ 0
Net change	(1,032)	252
Ending balance	$ (1,063)	$ (923)
Accumulated other comprehensive income/(loss) | Premium amortization on purchased callable debt securities
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Cumulative effect of changes in accounting principles			261
Accumulated other comprehensive income/(loss) | Hedge accounting
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Cumulative effect of changes in accounting principles			115
Accumulated other comprehensive income/(loss) | Reclassification of certain tax effects from AOCI
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Cumulative effect of changes in accounting principles			$ (288)

Accumulated Other Comprehens140

Accumulated Other Comprehensive Income/(Loss) (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Unrealized gains/(losses) on AFS securities:
Net change, Pre-tax	$ (1,387)	$ 418
Net change, Tax effect	355	(166)
Total other comprehensive income/(loss), after–tax	(1,032)	252
Unrealized gains/(losses) on debt investment securities
Unrealized gains/(losses) on AFS securities:
Net unrealized gains/(losses) arising during the period/Translation, Pre-tax	(1,858)	367
Net unrealized gains/(losses) arising during the period/Translation, Tax effect	437	(131)
Net unrealized gains/(losses) arising during the period/Translation, After-tax	(1,421)	236
Reclassification, Pre-tax	245	3
Reclassification, Tax effect	(58)	(1)
Reclassifications, After-tax	187	2
Net change, Pre-tax	(1,613)	370
Net change, Tax effect	379	(132)
Total other comprehensive income/(loss), after–tax	(1,234)	238
Translation adjustments
Unrealized gains/(losses) on AFS securities:
Net unrealized gains/(losses) arising during the period/Translation, Pre-tax	389	582
Net unrealized gains/(losses) arising during the period/Translation, Tax effect	(65)	(225)
Net unrealized gains/(losses) arising during the period/Translation, After-tax	324	357
Reclassification, Pre-tax	(389)	(556)
Reclassification, Tax effect	92	206
Reclassifications, After-tax	(297)	(350)
Net change, Pre-tax	0	26
Net change, Tax effect	27	(19)
Total other comprehensive income/(loss), after–tax	27	7
Fair value hedges
Unrealized gains/(losses) on AFS securities:
Net change, Pre-tax	(52)
Net change, Tax effect	12
Total other comprehensive income/(loss), after–tax	(40)
Cash flow hedges
Unrealized gains/(losses) on AFS securities:
Net unrealized gains/(losses) arising during the period/Translation, Pre-tax	(44)	59
Net unrealized gains/(losses) arising during the period/Translation, Tax effect	11	(21)
Net unrealized gains/(losses) arising during the period/Translation, After-tax	(33)	38
Reclassification, Pre-tax	(52)	85
Reclassification, Tax effect	12	(32)
Reclassifications, After-tax	(40)	53
Net change, Pre-tax	(96)	144
Net change, Tax effect	23	(53)
Total other comprehensive income/(loss), after–tax	(73)	91
Defined benefit pension and OPEB plans
Unrealized gains/(losses) on AFS securities:
Net change, Pre-tax	24	(15)
Net change, Tax effect	(3)	0
Total other comprehensive income/(loss), after–tax	21	(15)
Net gain/(losses)/Amortization of net loss
Unrealized gains/(losses) on AFS securities:
Net unrealized gains/(losses) arising during the period/Translation, Pre-tax	23	(58)
Net unrealized gains/(losses) arising during the period/Translation, Tax effect	(6)	21
Net unrealized gains/(losses) arising during the period/Translation, After-tax	17	(37)
Reclassification, Pre-tax	26	62
Reclassification, Tax effect	(6)	(23)
Reclassifications, After-tax	20	39
Prior service costs/(credits)
Unrealized gains/(losses) on AFS securities:
Reclassification, Pre-tax	(6)	(9)
Reclassification, Tax effect	1	3
Reclassifications, After-tax	(5)	(6)
Settlement (gain)/loss
Unrealized gains/(losses) on AFS securities:
Reclassification, Pre-tax	0	(3)
Reclassification, Tax effect	0	1
Reclassifications, After-tax	0	(2)
Foreign exchange and other
Unrealized gains/(losses) on AFS securities:
Reclassification, Pre-tax	(19)	(7)
Reclassification, Tax effect	8	(2)
Reclassifications, After-tax	(11)	(9)
DVA on fair value option elected liabilities, net change
Unrealized gains/(losses) on AFS securities:
Net change, Pre-tax	350	(107)
Net change, Tax effect	(83)	38
Total other comprehensive income/(loss), after–tax	$ 267	$ (69)

Restricted Cash and Other Re141

Restricted Cash and Other Restricted Assets (Details) - USD ($) $ in Billions	Mar. 31, 2018	Dec. 31, 2017
Restricted Cash and Cash Equivalents Items [Line Items]
Total restricted cash	$ 44.4	$ 45.8
Cash and securities pledged with clearing organizations for the benefit of customers	17.6	18
Fair value of securities restricted in relation to customer activity	5.8	3.5
Deposits with banks
Restricted Cash and Cash Equivalents Items [Line Items]
Total restricted cash	43.1	44.8
Cash and due from banks
Restricted Cash and Cash Equivalents Items [Line Items]
Total restricted cash	1.3	1
Cash reserves – Federal Reserve Banks
Restricted Cash and Cash Equivalents Items [Line Items]
Total restricted cash	22.6	25.7
Cash reserves – Federal Reserve Banks | Average
Restricted Cash and Cash Equivalents Items [Line Items]
Total restricted cash	24.5	26.2
Segregated for the benefit of securities and futures brokerage customers
Restricted Cash and Cash Equivalents Items [Line Items]
Total restricted cash	18.7	16.8
Cash reserves at non-U.S. central banks and held for other general purposes
Restricted Cash and Cash Equivalents Items [Line Items]
Total restricted cash	$ 3.1	$ 3.3

Regulatory Capital (Details)

Regulatory Capital (Details) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Basel III Standardized Transitional | JPMorgan Chase & Co.
Regulatory capital
CET1 capital	$ 183,655	$ 183,300
Tier 1 capital	209,296	208,644
Total capital	238,326	238,395
Assets
Risk-weighted	1,552,952	1,499,506
Adjusted average	$ 2,539,183	$ 2,514,270
Capital ratios
CET1	11.80%	12.20%
Tier 1	13.50%	13.90%
Total	15.30%	15.90%
Tier 1 leverage	8.20%	8.30%
Basel III Advanced Transitional | JPMorgan Chase & Co.
Regulatory capital
CET1 capital	$ 183,655	$ 183,300
Tier 1 capital	209,296	208,644
Total capital	228,320	227,933
Assets
Risk-weighted	1,466,095	1,435,825
Adjusted average	$ 2,539,183	$ 2,514,270
Capital ratios
CET1	12.50%	12.80%
Tier 1	14.30%	14.50%
Total	15.60%	15.90%
Tier 1 leverage	8.20%	8.30%
Total leverage exposure		$ 3,204,463
SLR		6.50%
Basel III Advanced Fully Phased-In | JPMorgan Chase & Co.
Capital ratios
Total leverage exposure	$ 3,234,103
SLR	6.50%
Bank Holding Companies | Basel III
Minimum capital ratios
CET1	9.00%	7.50%
Tier 1	10.50%	9.00%
Total	12.50%	11.00%
Tier 1 leverage	4.00%	4.00%
SLR	5.00%
Well-capitalized ratios
CET1	0.00%
Tier 1	6.00%
Total	10.00%
Tier 1 leverage	5.00%
SLR	0.00%
Adjustments to Capital for Deferred Tax Liabilities [Abstract]
Capital conservation buffer phase-in amount	1.875%
Capital conservation buffer	2.50%
GSIB surcharge phase-in amount	2.625%
GSIB surcharge	3.50%
Insured Depository Institutions | Basel III
Minimum capital ratios
CET1	6.375%	5.75%
Tier 1	7.875%	7.25%
Total	9.875%	9.25%
Tier 1 leverage	4.00%	4.00%
SLR	6.00%
Well-capitalized ratios
CET1	6.50%
Tier 1	8.00%
Total	10.00%
Tier 1 leverage	5.00%
SLR	6.00%
Adjustments to Capital for Deferred Tax Liabilities [Abstract]
Capital conservation buffer	2.50%
JPMorgan Chase Bank, N.A. | Basel III Standardized Transitional
Regulatory capital
CET1 capital	$ 187,903	$ 184,375
Tier 1 capital	187,903	184,375
Total capital	199,271	195,839
Assets
Risk-weighted	1,382,770	1,338,970
Adjusted average	$ 2,136,238	$ 2,116,031
Capital ratios
CET1	13.60%	13.80%
Tier 1	13.60%	13.80%
Total	14.40%	14.60%
Tier 1 leverage	8.80%	8.70%
JPMorgan Chase Bank, N.A. | Basel III Advanced Transitional
Regulatory capital
CET1 capital	$ 187,903	$ 184,375
Tier 1 capital	187,903	184,375
Total capital	193,099	189,510
Assets
Risk-weighted	1,260,775	1,241,916
Adjusted average	$ 2,136,238	$ 2,116,031
Capital ratios
CET1	14.90%	14.80%
Tier 1	14.90%	14.80%
Total	15.30%	15.30%
Tier 1 leverage	8.80%	8.70%
Total leverage exposure		$ 2,775,041
SLR		6.60%
JPMorgan Chase Bank, N.A. | Basel III Advanced Fully Phased-In
Capital ratios
Total leverage exposure	$ 2,799,403
SLR	6.70%
Chase Bank USA, N.A. | Basel III Standardized Transitional
Regulatory capital
CET1 capital	$ 21,905	$ 21,600
Tier 1 capital	21,905	21,600
Total capital	27,850	27,691
Assets
Risk-weighted	105,610	113,108
Adjusted average	$ 120,490	$ 126,517
Capital ratios
CET1	20.70%	19.10%
Tier 1	20.70%	19.10%
Total	26.40%	24.50%
Tier 1 leverage	18.20%	17.10%
Chase Bank USA, N.A. | Basel III Advanced Transitional
Regulatory capital
CET1 capital	$ 21,905	$ 21,600
Tier 1 capital	21,905	21,600
Total capital	26,505	26,250
Assets
Risk-weighted	185,468	190,523
Adjusted average	$ 120,490	$ 126,517
Capital ratios
CET1	11.80%	11.30%
Tier 1	11.80%	11.30%
Total	14.30%	13.80%
Tier 1 leverage	18.20%	17.10%
Total leverage exposure		$ 182,803
SLR		11.80%
Chase Bank USA, N.A. | Basel III Advanced Fully Phased-In
Capital ratios
Total leverage exposure	$ 177,666
SLR	12.30%

Off-balance Sheet Lending-re143

Off-balance Sheet Lending-related Financial Instruments, Guarantees, and Other Commitments (Details) - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2018	Dec. 31, 2017	Mar. 31, 2017
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	$ 1,022,023	$ 991,482	$ 993,422
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	703,480
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	144,000
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	148,722
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	25,821
Off-balance sheet lending-related financial commitments, Carrying value	1,626	1,512
Maximum
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Secured clearance advance facility maximum outstanding commitment	1,500	1,500
Wholesale
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	384,275		$ 364,520
Warranty Reserves
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Loan sale and securitization-related indemnifications, Mortgage repurchase liability, Carrying value	111	111
Total Consumer
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	637,748	621,384
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	616,214
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	2,996
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	1,764
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	16,774
Off-balance sheet lending-related financial commitments, Carrying value	33	33
Total consumer, excluding credit card
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	49,516	48,553
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	27,982
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	2,996
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	1,764
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	16,774
Off-balance sheet lending-related financial commitments, Carrying value	33	33
Home equity
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	20,573	20,360
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	1,712
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	1,245
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	1,439
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	16,177
Off-balance sheet lending-related financial commitments, Carrying value	12	12
Residential mortgage
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	6,674	5,736
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	6,661
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	13
Off-balance sheet lending-related financial commitments, Carrying value	0	0
Auto
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	8,784	9,255
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	7,652
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	848
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	219
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	65
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	13,485	13,202
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	11,957
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	903
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	106
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	519
Off-balance sheet lending-related financial commitments, Carrying value	19	19
Credit card
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	588,232	572,831
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	588,232
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	384,275	370,098
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	87,266
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	141,004
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	146,958
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	9,047
Off-balance sheet lending-related financial commitments, Carrying value	$ 1,593	$ 1,479
Total wholesale | Wholesale | U.S.
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Off balance sheet lending related financial commitments, percent	76.00%	77.00%
Other unfunded commitments to extend credit
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	$ 346,518	$ 331,160
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	68,984
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	130,836
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	139,583
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	7,115
Off-balance sheet lending-related financial commitments, Carrying value	870	840
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Risk participations for other unfunded commitments to extend credit	334	334
Standby letters of credit and other financial guarantees
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	34,802	35,226
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	15,543
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	10,086
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	7,241
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	1,932
Off-balance sheet lending-related financial commitments, Carrying value	719	636
Other guarantees and commitments, Carrying value	519	444
Loan sale and securitization-related indemnifications, Mortgage repurchase liability, Carrying value	200	192
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	10,800	10,400
Other letters of credit
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	2,955	3,712
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	2,739
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	82
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	134
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	0
Off-balance sheet lending-related financial commitments, Carrying value	4	3
Other guarantees and commitments, Carrying value	0	0
Loan sale and securitization-related indemnifications, Mortgage repurchase liability, Carrying value	4	3
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Risk participations for other letters of credit	330	405
Securities lending indemnification agreements and guarantees
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	216,863	179,490
Other guarantees and commitments, Contractual amount, Expiring in 1 year or less	216,863
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
Other guarantees and commitments, 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	226,500	188,700
Derivatives qualifying as guarantees
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	55,316	57,174
Other guarantees and commitments, Contractual amount, Expiring in 1 year or less	2,391
Other guarantees and commitments, Contractual amount, Expiring after 1 year through 3 years	326
Other guarantees and commitments, Contractual amount, Expiring after 3 years through 5 years	12,421
Other guarantees and commitments, Contractual amount, Expiring after 5 years	40,178
Other guarantees and commitments, Carrying value	427	304
Unsettled reverse repurchase and securities borrowing agreements
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	128,774	76,859
Other guarantees and commitments, Contractual amount, Expiring in 1 year or less	128,774
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
Other guarantees and commitments, 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	90,034	44,205
Other guarantees and commitments, Contractual amount, Expiring in 1 year or less	90,034
Other guarantees and commitments, 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	1,136	1,169
Loan sale and securitization-related indemnifications, Loans sold with recourse, Carrying value	36	38
Other guarantees and commitments
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	14,249	11,867
Other guarantees and commitments, Contractual amount, Expiring in 1 year or less	9,791
Other guarantees and commitments, Contractual amount, Expiring after 1 year through 3 years	1,118
Other guarantees and commitments, Contractual amount, Expiring after 3 years through 5 years	166
Other guarantees and commitments, Contractual amount, Expiring after 5 years	3,174
Other guarantees and commitments, Carrying Value	$ (584)	$ (76)
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-re144

Off-balance Sheet Lending-related Financial Instruments, Guarantees, and Other Commitments - Standby Letters of Credit and Other Financial Guarantees (Details) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017	Mar. 31, 2017
Standby letters of credit and other financial guarantees and other letters of credit [Abstract]
Total lending-related commitments	$ 1,022,023	$ 991,482	$ 993,422
Total carrying value	1,626	1,512
Standby letters of credit and other financial guarantees
Standby letters of credit and other financial guarantees and other letters of credit [Abstract]
Investment-grade	28,048	28,492
Noninvestment-grade	6,754	6,734
Total lending-related commitments	34,802	35,226
Allowance for lending-related commitments	200	192
Guarantee liability	519	444
Total carrying value	719	636
Commitments with collateral	16,766	17,421
Other letters of credit
Standby letters of credit and other financial guarantees and other letters of credit [Abstract]
Investment-grade	2,101	2,646
Noninvestment-grade	854	1,066
Total lending-related commitments	2,955	3,712
Allowance for lending-related commitments	4	3
Guarantee liability	0	0
Total carrying value	4	3
Commitments with collateral	$ 681	$ 878

Off-balance Sheet Lending-re145

Off-balance Sheet Lending-related Financial Instruments, Guarantees, and Other Commitments - Schedule of Derivatives Qualifying as Guarantees (Details) - USD ($) $ in Millions	Mar. 31, 2018	Dec. 31, 2017
Notional amounts
Stable value contracts with contractually limited exposure	$ 55,418,000	$ 48,386,000
Derivatives qualifying as guarantees
Notional amounts
Derivative guarantees	55,316	57,174
Stable value contracts with contractually limited exposure	28,453	29,104
Maximum exposure of stable value contracts with contractually limited exposure	2,945	3,053
Fair value
Derivative payables	427	304
Derivative receivables	$ 0	$ 0

Pledged Assets and Collateral -

Pledged Assets and Collateral - Schedule of Pledged Assets (Details) - USD ($) $ in Billions	Mar. 31, 2018	Dec. 31, 2017
Pledged assets and Collateral
Assets that may be sold or repledged or otherwise used by secured parties	$ 143.7	$ 129.6
Assets that may not be sold or repledged or otherwise used by secured parties	72.4	67.9
Total assets pledged	704	691.2
Assets pledged at Federal Reserve banks and FHLBs
Pledged assets and Collateral
Total assets pledged	$ 487.9	$ 493.7

Pledged Assets and Collatera147

Pledged Assets and Collateral - Schedule of Collateral Received (Details) - USD ($) $ in Billions	Mar. 31, 2018	Dec. 31, 2017
Commitments and Contingencies Disclosure [Abstract]
Collateral permitted to be sold or repledged, delivered, or otherwise used	$ 1,093.6	$ 968.8
Collateral sold, repledged, delivered or otherwise used	$ 873.5	$ 775.3

Litigation (Details)

Litigation (Details)	1 Months Ended			3 Months Ended
	Sep. 30, 2017asset	Jan. 31, 2017	Jan. 31, 2015action	Mar. 31, 2018USD ($)entityclaimplantiffsdefendant	Mar. 31, 2017USD ($)	Feb. 28, 2018action
Loss Contingencies [Line Items]
Legal expense/(benefit)				$ 70,000,000	$ 218,000,000
Threatened or Pending Litigation | Minimum
Loss Contingencies [Line Items]
Loss contingency range of possible loss				0
Threatened or Pending Litigation | Maximum
Loss Contingencies [Line Items]
Loss contingency range of possible loss				$ 1,700,000,000
Foreign Exchange Investigations and Litigation
Loss Contingencies [Line Items]
Exemption of disqualification period		5 years
Disqualification period		10 years
Number of defendants | defendant				1
Number of actions dismissed | action			1
General Motors Litigation
Loss Contingencies [Line Items]
Syndicated term loan facility for General Motors Corporation				$ 1,500,000,000
Number of representative assets ruled as fixtures | asset	33
Total number of representative assets | asset	40
Hopper Estate Litigation
Loss Contingencies [Line Items]
Damages sought				7,000,000
Total amount of possible loss, including punitive damages				$ 91,000,000
Hopper Estate Litigation | Settlement in Principle
Loss Contingencies [Line Items]
Number of plaintiffs | plantiffs				2
Hopper Estate Litigation | Pending Litigation
Loss Contingencies [Line Items]
Damages sought				$ 14,000,000
Award limit requested (less than)				8,000,000
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
LIBOR and Other Benchmark Rate Investigations and Litigation | District Court Ruling - Class Certification Denied
Loss Contingencies [Line Items]
Number of legal proceedings | action						2
LIBOR and Other Benchmark Rate Investigations and Litigation | Petitioned for Appeal
Loss Contingencies [Line Items]
Number of plaintiffs | plantiffs				2
LIBOR and Other Benchmark Rate Investigations and Litigation | Defendant Banks and ICAP Manipulation of U.S. Dollar ISDAFIX Rates | Pending Litigation
Loss Contingencies [Line Items]
Number of defendants | defendant				1
Municipal Derivatives Litigation | Minimum
Loss Contingencies [Line Items]
Value of warrants the Firm was chosen to underwrite based upon alleged payments made to certain third parties				$ 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
Number of credit facilities entered into with Polaroid | entity				2

Business Segments (Details)

Business Segments (Details) $ in Millions	3 Months Ended
	Mar. 31, 2018USD ($)segment		Mar. 31, 2017USD ($)	Dec. 31, 2017USD ($)	[1]
Segment Reporting Information [Line Items]
Number of reportable segments | segment	4
Noninterest revenue	$ 14,595		$ 12,875
Net interest income	13,312		12,064
Total net revenue	27,907		24,939
Provision for credit losses	1,165		1,315
Noninterest expense	16,080		15,283
Income before income tax expense	10,662		8,341
Income tax expense/(benefit)	1,950		1,893
Net income	8,712		6,448
Average equity	227,615		227,703
Total assets	$ 2,609,785	[1]	$ 2,546,290	$ 2,533,600
Return on equity	15.00%		11.00%
Overhead ratio	58.00%		61.00%
Operating Segments | Consumer & Community Banking
Segment Reporting Information [Line Items]
Noninterest revenue	$ 4,139		$ 3,317
Net interest income	8,458		7,653
Total net revenue	12,597		10,970
Provision for credit losses	1,317		1,430
Noninterest expense	6,909		6,395
Income before income tax expense	4,371		3,145
Income tax expense/(benefit)	1,045		1,157
Net income	3,326		1,988
Average equity	51,000		51,000
Total assets	$ 540,659		$ 524,770
Return on equity	25.00%		15.00%
Overhead ratio	55.00%		58.00%
Operating Segments | Corporate & Investment Bank
Segment Reporting Information [Line Items]
Noninterest revenue	$ 7,917		$ 6,999
Net interest income	2,566		2,600
Total net revenue	10,483		9,599
Provision for credit losses	(158)		(96)
Noninterest expense	5,659		5,184
Income before income tax expense	4,982		4,511
Income tax expense/(benefit)	1,008		1,270
Net income	3,974		3,241
Average equity	70,000		70,000
Total assets	$ 909,845		$ 840,304
Return on equity	22.00%		18.00%
Overhead ratio	54.00%		54.00%
Operating Segments | Commercial Banking
Segment Reporting Information [Line Items]
Noninterest revenue	$ 549		$ 599
Net interest income	1,617		1,419
Total net revenue	2,166		2,018
Provision for credit losses	(5)		(37)
Noninterest expense	844		825
Income before income tax expense	1,327		1,230
Income tax expense/(benefit)	302		431
Net income	1,025		799
Average equity	20,000		20,000
Total assets	$ 220,880		$ 217,348
Return on equity	20.00%		15.00%
Overhead ratio	39.00%		41.00%
Operating Segments | Asset & Wealth Management
Segment Reporting Information [Line Items]
Noninterest revenue	$ 2,630		$ 2,469
Net interest income	876		819
Total net revenue	3,506		3,288
Provision for credit losses	15		18
Noninterest expense	2,581		2,781
Income before income tax expense	910		489
Income tax expense/(benefit)	140		104
Net income	770		385
Average equity	9,000		9,000
Total assets	$ 158,439		$ 141,049
Return on equity	34.00%		16.00%
Overhead ratio	74.00%		85.00%
Operating Segments | Corporate
Segment Reporting Information [Line Items]
Noninterest revenue	$ (185)		$ 73
Net interest income	(47)		(98)
Total net revenue	(232)		(25)
Provision for credit losses	(4)		0
Noninterest expense	87		98
Income before income tax expense	(315)		(123)
Income tax expense/(benefit)	68		(158)
Net income	(383)		35
Average equity	77,615		77,703
Total assets	779,962		822,819
Reconciling Items
Segment Reporting Information [Line Items]
Noninterest revenue	(455)		(582)
Net interest income	(158)		(329)
Total net revenue	(613)		(911)
Provision for credit losses	0		0
Noninterest expense	0		0
Income before income tax expense	(613)		(911)
Income tax expense/(benefit)	(613)		(911)
Net income	0		0
Average equity	$ 0		$ 0
[1]	The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at March 31, 2018, and December 31, 2017. The assets of the consolidated VIEs are used to settle the liabilities of those entities. The holders of the beneficial interests generally do not have recourse to the general credit of JPMorgan Chase. The assets and liabilities in the table below include third-party assets and liabilities of consolidated VIEs and exclude intercompany balances that eliminate in consolidation. For a further discussion, see Note 13.(in millions)Mar 31, 2018 Dec 31, 2017Assets Trading assets$1,222 $1,449Loans57,416 68,995All other assets2,410 2,674Total assets$61,048 $73,118Liabilities Beneficial interests issued by consolidated VIEs$21,584 $26,081All other liabilities348 349Total liabilities$21,932 $26,430