JPMorgan Chase & Co. (JPM) 10-Q 1 Aug 18 2018 Q2 Quarterly report Financial data

Document and Entity Information

Document and Entity Information	6 Months Ended
	Jun. 30, 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	Jun. 30, 2018
Amendment Flag	false
Document Fiscal Year Focus	2,018
Document Fiscal Period Focus	Q2
Current Fiscal Year End Date	--12-31
Entity Filer Category	Large Accelerated Filer
Entity Common Stock, Shares Outstanding	3,360,884,107

Consolidated Statements of Inco

Consolidated Statements of Income (Unaudited) - USD ($) shares in Millions, $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Revenue
Investment banking fees	$ 2,168	$ 1,846	$ 3,904	$ 3,726
Principal transactions	3,782	3,137	7,734	6,719
Lending- and deposit-related fees	1,495	1,482	2,972	2,930
Asset management, administration and commissions	4,304	4,047	8,613	7,924
Investment securities losses	(80)	(34)	(325)	(37)
Mortgage fees and related income	324	404	789	810
Card income	1,020	1,167	2,295	2,081
Other income	1,255	1,474	2,881	2,245
Noninterest revenue	14,268	13,523	28,863	26,398
Interest income	18,869	15,650	36,564	30,692
Interest expense	5,384	3,442	9,767	6,420
Net interest income	13,485	12,208	26,797	24,272
Total net revenue	27,753	25,731	55,660	50,670
Provision for credit losses	1,210	1,215	2,375	2,530
Noninterest expense
Compensation expense	8,338	7,757	17,200	16,013
Occupancy expense	981	912	1,869	1,873
Technology, communications and equipment expense	2,168	1,871	4,222	3,705
Professional and outside services	2,126	1,899	4,247	3,691
Marketing	798	756	1,598	1,469
Other expense	1,560	1,572	2,915	3,299
Total noninterest expense	15,971	14,767	32,051	30,050
Income before income tax expense	10,572	9,749	21,234	18,090
Income tax expense	2,256	2,720	4,206	4,613
Net income	8,316	7,029	17,028	13,477
Net income applicable to common stockholders	$ 7,880	$ 6,555	$ 16,119	$ 12,531
Net income per common share data
Basic earnings per share (in dollars per share)	$ 2.31	$ 1.83	$ 4.69	$ 3.49
Diluted earnings per share (in dollars per share)	$ 2.29	$ 1.82	$ 4.66	$ 3.47
Weighted-average basic shares (in shares)	3,415.2	3,574.1	3,436.7	3,587.9
Weighted-average diluted shares (in shares)	3,434.7	3,599	3,457.1	3,614.7
Cash dividends declared per common share (in dollars per share)	$ 0.56	$ 0.50	$ 1.12	$ 1

Consolidated Statements of Comp

Consolidated Statements of Comprehensive Income (Unaudited) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Statement of Comprehensive Income [Abstract]
Net income	$ 8,316	$ 7,029	$ 17,028	$ 13,477
Other comprehensive income/(loss), after–tax
Unrealized gains/(losses) on investment securities	(227)	457	(1,461)	695
Translation adjustments, net of hedges	88	0	115	7
Fair value hedges	(68)		(108)
Cash flow hedges	(166)	53	(239)	144
Defined benefit pension and OPEB plans	38	19	59	4
DVA on fair value option elected liabilities	260	2	527	(67)
Total other comprehensive income/(loss), after–tax	(75)	531	(1,107)	783
Comprehensive income	$ 8,241	$ 7,560	$ 15,921	$ 14,260

Consolidated Balance Sheets (Un

Consolidated Balance Sheets (Unaudited) - USD ($) $ in Millions		Jun. 30, 2018	Dec. 31, 2017
Assets
Cash and due from banks		$ 23,680	$ 25,898
Deposits with banks		381,500	405,406
Federal funds sold and securities purchased under resale agreements (included $12,793 and $14,732 at fair value)		226,505	198,422
Securities borrowed (included $4,052 and $3,049 at fair value)		108,246	105,112
Trading assets (included assets pledged of $121,495 and $109,887)		418,799	381,844
Investment securities (included $202,009 and $202,225 at fair value and assets pledged of $13,307 and $17,969)		233,015	249,958
Loans (included $3,076 and $2,508 at fair value)		948,414	930,697
Allowance for loan losses		(13,250)	(13,604)
Loans, net of allowance for loan losses		935,164	917,093
Accrued interest and accounts receivable		75,669	67,729
Premises and equipment		14,132	14,159
Goodwill, MSRs and other intangible assets		54,535	54,392
Other assets (included $13,869 and $16,128 at fair value and assets pledged of $5,559 and $7,980)		118,805	113,587
Total assets	[1]	2,590,050	2,533,600
Liabilities
Deposits (included $19,696 and $21,321 at fair value)		1,452,122	1,443,982
Federal funds purchased and securities loaned or sold under repurchase agreements (included $866 and $697 at fair value)		175,293	158,916
Short-term borrowings (included $8,730 and $9,191 at fair value)		63,918	51,802
Trading liabilities		149,838	123,663
Accounts payable and other liabilities (included $6,633 and $9,208 at fair value)		196,984	189,383
Beneficial interests issued by consolidated VIEs (included $1 and $45 at fair value)		21,323	26,081
Long-term debt (included $50,096 and $47,519 at fair value)		273,114	284,080
Total liabilities	[1]	2,332,592	2,277,907
Commitments and contingencies (refer to 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		89,392	90,579
Retained earnings		189,881	177,676
Accumulated other comprehensive loss		(1,138)	(119)
Shares held in restricted stock units (“RSU”) Trust, at cost (472,953 shares)		(21)	(21)
Treasury stock, at cost (744,049,788 and 679,635,064 shares)		(50,829)	(42,595)
Total stockholders’ equity		257,458	255,693
Total liabilities and stockholders’ equity		2,590,050	2,533,600
VIEs consolidated by the Firm
Assets
Trading assets (included assets pledged of $121,495 and $109,887)		1,514	1,449
Loans (included $3,076 and $2,508 at fair value)		58,404	68,995
Other assets (included $13,869 and $16,128 at fair value and assets pledged of $5,559 and $7,980)		2,412	2,674
Total assets		62,330	73,118
Liabilities
Beneficial interests issued by consolidated VIEs (included $1 and $45 at fair value)		21,323	26,081
All other liabilities		333	349
Total liabilities		$ 21,656	$ 26,430
[1]	The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at June 30, 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, refer to Note 13.(in millions)Jun 30, 2018 Dec 31, 2017Assets Trading assets$1,514 $1,449Loans58,404 68,995All other assets2,412 2,674Total assets$62,330 $73,118Liabilities Beneficial interests issued by consolidated VIEs$21,323 $26,081All other liabilities333 349Total liabilities$21,656 $26,430

Consolidated Balance Sheets (U5

Consolidated Balance Sheets (Unaudited) (Parenthetical) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Assets
Assets pledged	$ 140,400	$ 135,800
Securities	202,009	202,225
Loans	$ 3,076	$ 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)	744,049,788	679,635,064
Trading assets
Assets
Assets pledged	$ 121,495	$ 109,887
Securities
Assets
Assets pledged	13,307	17,969
Other assets
Assets
Assets pledged	5,559	7,980
Recurring
Assets
Federal funds sold and securities purchased under resale agreements	12,793	14,732
Securities borrowed	4,052	3,049
Securities	202,009	202,225
Loans	3,076	2,508
Liabilities
Deposits	19,696	21,321
Federal funds purchased and securities loaned or sold under repurchase agreements	866	697
Short-term borrowings	8,730	9,191
Accounts payable and other liabilities	6,633	9,208
Beneficial interests issued by consolidated VIEs	1	45
Long-term debt	50,096	47,519
Recurring | Other assets
Assets
Other assets	$ 13,869	$ 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				(865)
Other				(158)
Net income	$ 13,477				13,477
Dividends declared:
Preferred stock					(823)
Common stock ($1.12 and $1.00 per share)					(3,606)
Other comprehensive income/(loss)	783					783
Repurchase								(5,839)
Reissuance								1,324
Ending balance at Jun. 30, 2017	258,483	26,068	4,105	90,604	171,488	(392)	(21)	(33,369)
Beginning balance at Mar. 31, 2017						(923)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	7,029
Dividends declared:
Other comprehensive income/(loss)	531
Ending balance at Jun. 30, 2017	258,483	26,068	4,105	90,604	171,488	(392)	(21)	(33,369)
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					(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				(1,076)
Other				(111)
Net income	17,028				17,028
Dividends declared:
Preferred stock					(788)
Common stock ($1.12 and $1.00 per share)					(3,852)
Other comprehensive income/(loss)	(1,107)					(1,107)
Repurchase								(9,639)
Reissuance								1,405
Ending balance at Jun. 30, 2018	257,458	26,068	4,105	89,392	189,881	(1,138)	(21)	(50,829)
Beginning balance at Mar. 31, 2018						(1,063)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	8,316
Dividends declared:
Other comprehensive income/(loss)	(75)
Ending balance at Jun. 30, 2018	$ 257,458	$ 26,068	$ 4,105	$ 89,392	$ 189,881	$ (1,138)	$ (21)	$ (50,829)

Consolidated Statements of Cha7

Consolidated Statements of Changes in Stockholders' Equity (Unaudited) (Parenthetical) - $ / shares	6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017
Dividends declared:
Dividends declared, Common stock (in dollars per share)	$ 1.12	$ 1

Consolidated Statements of Cash

Consolidated Statements of Cash Flows (Unaudited) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017
Operating activities
Net income	$ 17,028	$ 13,477
Adjustments to reconcile net income to net cash used in operating activities:
Provision for credit losses	2,375	2,530
Depreciation and amortization	3,724	2,968
Deferred tax (benefit)/expense	(216)	(161)
Other	1,611	1,163
Originations and purchases of loans held-for-sale	(43,141)	(58,119)
Proceeds from sales, securitizations and paydowns of loans held-for-sale	41,657	53,053
Net change in:
Trading assets	(42,859)	(22,914)
Securities borrowed	(3,132)	5,845
Accrued interest and accounts receivable	(8,083)	(11,940)
Other assets	(716)	11,212
Trading liabilities	21,997	(12,827)
Accounts payable and other liabilities	12,574	(10,497)
Other operating adjustments	(2,243)	7,724
Net cash provided by/(used in) operating activities	576	(18,486)
Net change in:
Federal funds sold and securities purchased under resale agreements	(28,109)	11,364
Held-to-maturity securities:
Proceeds from paydowns and maturities	1,458	2,289
Purchases	(7,426)	0
Available-for-sale securities:
Proceeds from paydowns and maturities	19,718	29,481
Proceeds from sales	25,228	42,972
Purchases	(27,453)	(45,613)
Proceeds from sales and securitizations of loans held-for-investment	12,963	7,762
Other changes in loans, net	(33,441)	(24,266)
All other investing activities, net	(1,912)	550
Net cash provided by/(used in) investing activities	(38,974)	24,539
Net change in:
Deposits	10,100	53,122
Federal funds purchased and securities loaned or sold under repurchase agreements	16,396	(43)
Short-term borrowings	12,151	18,222
Beneficial interests issued by consolidated VIEs	(165)	(1,067)
Proceeds from long-term borrowings	41,166	35,530
Payments of long-term borrowings	(50,171)	(47,743)
Treasury stock repurchased	(9,639)	(5,839)
Dividends paid	(4,716)	(4,386)
All other financing activities, net	(1,356)	115
Net cash provided by financing activities	13,766	47,911
Effect of exchange rate changes on cash and due from banks and deposits with banks	(1,492)	5,408
Net increase/(decrease) in cash and due from banks and deposits with banks	(26,124)	59,372
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	405,180	450,526
Cash interest paid	9,151	6,322
Cash income taxes paid, net	$ 3,906	$ 1,736

Basis of Presentation

Basis of Presentation	6 Months Ended
	Jun. 30, 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, refer to 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, refer to 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, refer to 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. Based on legislative clarifications published during the second quarter of 2018, which were specific to the deemed repatriation tax on non-U.S. earnings, the Firm recorded a tax benefit of $189 million . The Firm has made and continues to anticipate refinements to both calculations as a result of the issuance of additional 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. Accounting standards adopted January 1, 2018 The following table identifies the standards adopted, and the note where further information on the impact of the new guidance can be found: Revenue recognition – revenue from contracts with customers Note 5 Recognition and measurement of financial assets and financial liabilities Notes 2 and 9 Treatment of restricted cash on the statement of cash flows Note 18 Presentation of net periodic pension cost and net periodic postretirement benefit cost Note 7 Premium amortization on purchased callable debt securities Notes 9 and 17 Hedge accounting Notes 4, 9 and 17 Reclassification of certain tax effects from AOCI Note 17 Certain of the new accounting standards were applied retrospectively and prior period amounts were revised accordingly. The most significant of the new standards was revenue recognition, which requires gross presentation of certain costs that were previously offset against revenue. This change resulted in noninterest revenue and noninterest expense each increasing by $261 million and $525 million for the three and six months ended June 30, 2017, respectively, with no impact to net income. Upon adoption of the restricted cash guidance, 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, resulting in cash and due from banks and deposits with banks increasing by $71 million and $1.1 billion , respectively, and other assets decreasing by $1.2 billion at December 31, 2017.

Fair Value Measurement

Fair Value Measurement	6 Months Ended
	Jun. 30, 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, refer to Note 2 of JPMorgan Chase’s 2017 Annual Report. The following table presents the assets and liabilities reported at fair value as of June 30, 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 June 30, 2018 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 12,793 $ — $ — $ 12,793 Securities borrowed — 4,052 — — 4,052 Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies (a) — 37,805 478 — 38,283 Residential – nonagency — 2,001 87 — 2,088 Commercial – nonagency — 1,299 18 — 1,317 Total mortgage-backed securities — 41,105 583 — 41,688 U.S. Treasury and government agencies (a) 38,363 9,192 — — 47,555 Obligations of U.S. states and municipalities — 8,465 736 — 9,201 Certificates of deposit, bankers’ acceptances and commercial paper — 2,095 — — 2,095 Non-U.S. government debt securities 34,787 31,647 183 — 66,617 Corporate debt securities — 24,571 274 — 24,845 Loans (b) — 43,891 1,986 — 45,877 Asset-backed securities — 3,002 87 — 3,089 Total debt instruments 73,150 163,968 3,849 — 240,967 Equity securities 98,142 485 288 — 98,915 Physical commodities (c) 5,136 1,542 — — 6,678 Other — 13,273 406 — 13,679 Total debt and equity instruments (d) 176,428 179,268 4,543 — 360,239 Derivative receivables: Interest rate 528 278,652 1,831 (258,040 ) 22,971 Credit — 19,917 1,017 (20,310 ) 624 Foreign exchange 1,497 194,169 806 (179,709 ) 16,763 Equity — 41,798 3,167 (34,789 ) 10,176 Commodity — 21,702 166 (13,892 ) 7,976 Total derivative receivables (e) 2,025 556,238 6,987 (506,740 ) 58,510 Total trading assets (f) 178,453 735,506 11,530 (506,740 ) 418,749 Available-for-sale securities: Mortgage-backed securities: U.S. government agencies (a) — 61,922 — — 61,922 Residential – nonagency — 9,679 1 — 9,680 Commercial – nonagency — 7,827 — — 7,827 Total mortgage-backed securities — 79,428 1 — 79,429 U.S. Treasury and government agencies 25,344 — — — 25,344 Obligations of U.S. states and municipalities — 39,330 — — 39,330 Certificates of deposit — 75 — — 75 Non-U.S. government debt securities 17,359 8,327 — — 25,686 Corporate debt securities — 2,133 — — 2,133 Asset-backed securities: Collateralized loan obligations — 20,999 147 — 21,146 Other — 8,866 — — 8,866 Total available-for-sale securities 42,703 159,158 148 — 202,009 Loans — 2,917 159 — 3,076 Mortgage servicing rights — — 6,241 — 6,241 Other assets (f)(g) 11,873 57 1,225 — 13,155 Total assets measured at fair value on a recurring basis $ 233,029 $ 914,483 $ 19,303 $ (506,740 ) $ 660,075 Deposits $ — $ 15,391 $ 4,305 $ — $ 19,696 Federal funds purchased and securities loaned or sold under repurchase agreements — 866 — — 866 Short-term borrowings — 6,521 2,209 — 8,730 Trading liabilities: Debt and equity instruments (d) 82,507 24,777 43 — 107,327 Derivative payables: Interest rate 561 252,080 1,342 (245,368 ) 8,615 Credit — 19,737 1,041 (19,276 ) 1,502 Foreign exchange 1,539 184,977 1,051 (175,046 ) 12,521 Equity — 42,639 5,745 (36,902 ) 11,482 Commodity — 22,232 918 (14,759 ) 8,391 Total derivative payables (e) 2,100 521,665 10,097 (491,351 ) 42,511 Total trading liabilities 84,607 546,442 10,140 (491,351 ) 149,838 Accounts payable and other liabilities 6,568 57 8 — 6,633 Beneficial interests issued by consolidated VIEs — — 1 — 1 Long-term debt — 31,834 18,262 — 50,096 Total liabilities measured at fair value on a recurring basis $ 91,175 $ 601,111 $ 34,925 $ (491,351 ) $ 235,860 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) 1,022 552,533 5,998 (503,030 ) 56,523 Total trading assets (f) 152,937 720,515 11,368 (503,030 ) 381,790 Available-for-sale 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 (g) 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 (f)(g) 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) 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 June 30, 2018 , and December 31, 2017 , included total U.S. government-sponsored enterprise obligations of $65.6 billion and $78.0 billion , respectively, which were predominantly mortgage-related. (b) At June 30, 2018 , and December 31, 2017 , included within trading loans were $14.8 billion and $11.4 billion , respectively, of residential first-lien mortgages, and $5.6 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 $9.7 billion and $5.7 billion , respectively, and reverse mortgages of zero 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, refer to Note 4 . To provide consistent fair value disclosure information, all physical commodities inventories have been included in each period presented. (d) Balances reflect the reduction of securities owned (long positions) by the amount of identical securities sold but not yet purchased (short positions). (e) As permitted under U.S. GAAP, the Firm has elected to net derivative receivables and derivative payables and the related cash collateral received and paid when a legally enforceable master netting agreement exists. For purposes of the tables above, the Firm does not reduce derivative receivables and derivative payables balances for this netting adjustment, either within or across the levels of the fair value hierarchy, as such netting is not relevant to a presentation based on the transparency of inputs to the valuation of an asset or liability. The level 3 balances would be reduced if netting were applied, including the netting benefit associated with cash collateral. (f) Certain investments that are measured at fair value using the net asset value per share (or its equivalent) as a practical expedient are not required to be classified in the fair value hierarchy. At June 30, 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 $764 million and $779 million , respectively. Included in these balances at June 30, 2018 , and December 31, 2017 , were trading assets of $50 million and $54 million , respectively, and other assets of $714 million and $725 million , respectively. (g) 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 and six months ended June 30, 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, refer to 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 June 30, 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 distributed across 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. Prepayment speed inputs used in estimating fair value of interest rate 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) June 30, 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) $ 798 Discounted cash flows Yield 0 % – 23 % 6 % Prepayment speed 0 % – 50 % 8 % Conditional default rate 0 % – 20 % 1 % Loss severity 0 % – 100 % 6 % Commercial mortgage-backed securities and loans (c) 445 Market comparables Price $ 6 – $ 101 $ 91 Obligations of U.S. states and municipalities 736 Market comparables Price $ 59 – $ 100 $ 97 Corporate debt securities 274 Market comparables Price $ 2 – $ 107 $ 82 Loans (d) 1,486 Market comparables Price $ 4 – $ 104 $ 87 Asset-backed securities 147 Discounted cash flows Credit spread 216 bps 216 bps Prepayment speed 20 % 20 % Conditional default rate 2 % 2 % Loss severity 30 % 30 % 87 Market comparables Price $ 4 – $ 100 $ 59 Net interest rate derivatives 293 Option pricing Interest rate spread volatility 16 bps – 38 bps Interest rate correlation (50 )% – 97 % IR-FX correlation 55 % – 60 % 196 Discounted cash flows Prepayment speed 0 % – 30 % Net credit derivatives (27 ) Discounted cash flows Credit correlation 35 % – 65 % Credit spread 8 bps – 1,497 bps Recovery rate 20 % – 70 % Yield 1 % – 36 % Prepayment speed 0 % – 18 % Conditional default rate 0 % – 93 % Loss severity 0 % – 100 % 3 Market comparables Price $ 10 – $ 98 Net foreign exchange derivatives (62 ) Option pricing IR-FX correlation (50 )% – 60 % (183 ) Discounted cash flows Prepayment speed 8 % – 9 % Net equity derivatives (2,578 ) Option pricing Equity volatility 10 % – 60 % Equity correlation 10 % – 95 % Equity-FX correlation (70 )% – 60 % Equity-IR correlation 20 % – 40 % Net commodity derivatives (752 ) Option pricing Forward commodity price $ 52 – $ 80 per barrel Commodity volatility 5 % – 53 % Commodity correlation (52 )% – 95 % MSRs 6,241 Discounted cash flows Refer to Note 14 Other assets 289 Discounted cash flows Credit spread 70 bps 70 bps Yield 8 % – 10 % 8 % 1,342 Market comparables Price $ 35 – $ 104 $ 46 EBITDA multiple 3.0x – 8.4x 8.0x Long-term debt, short-term borrowings, and deposits (e) 24,776 Option pricing Interest rate spread volatility 16 bps – 38 bps Interest rate correlation (50 )% – 97 % IR-FX correlation (50 )% – 60 % Equity correlation 10 % – 95 % Equity-FX correlation (70 )% – 60 % Equity-IR correlation 20 % – 40 % Other level 3 assets and liabilities, net (f) 419 (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 $471 million , nonagency securities of $88 million and trading loans of $239 million . (c) Includes U.S. government agency securities of $7 million , nonagency securities of $18 million , trading loans of $261 million and non-trading loans of $159 million . (d) Comprises trading loans. (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 refer to 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 and six months ended June 30, 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 $ 508 $ — $ 5 $ (11 ) $ (19 ) $ 5 $ (10 ) $ 478 $ — Residential – nonagency 55 2 45 (11 ) (1 ) 11 (14 ) 87 1 Commercial – nonagency 14 2 1 (1 ) (12 ) 17 (3 ) 18 1 Total mortgage-backed securities 577 4 51 (23 ) (32 ) 33 (27 ) 583 2 U.S. Treasury and government agencies — — — — — — — — — Obligations of U.S. states and municipalities 704 (9 ) 42 — (1 ) — — 736 (9 ) Non-U.S. government debt securities 197 (12 ) 126 (92 ) — — (36 ) 183 (12 ) Corporate debt securities 306 (3 ) 60 (40 ) (10 ) 36 (75 ) 274 4 Loans 2,368 (21 ) 565 (806 ) (192 ) 251 (179 ) 1,986 (30 ) Asset-backed securities 63 4 45 (9 ) (6 ) 2 (12 ) 87 4 Total debt instruments 4,215 (37 ) 889 (970 ) (241 ) 322 (329 ) 3,849 (41 ) Equity securities 300 (13 ) 65 (50 ) (1 ) — (13 ) 288 (8 ) Other 698 (254 ) 16 (34 ) (18 ) — (2 ) 406 (259 ) Total trading assets – debt and equity instruments 5,213 (304 ) (c) 970 (1,054 ) (260 ) 322 (344 ) 4,543 (308 ) (c) Net derivative receivables: (a) Interest rate 472 287 38 (51 ) (179 ) (54 ) (24 ) 489 254 Credit 5 21 1 (5 ) (29 ) (4 ) (13 ) (24 ) 9 Foreign exchange (288 ) 94 13 (3 ) (8 ) (74 ) 21 (245 ) 95 Equity (2,512 ) 143 606 (1,042 ) (13 ) 38 202 (2,578 ) (24 ) Commodity (519 ) (35 ) — — (186 ) (9 ) (3 ) (752 ) (65 ) Total net derivative receivables (2,842 ) 510 (c) 658 (1,101 ) (415 ) (103 ) 183 (3,110 ) 269 (c) Available-for-sale securities: Asset-backed securities 204 — — — (57 ) — — 147 — Other 1 — — — — — — 1 — Total available-for-sale securities 205 — (d) — — (57 ) — — 148 — (d) Loans 396 (9 ) (c) — — (154 ) — (74 ) 159 (9 ) (c) Mortgage servicing rights 6,202 94 (e) 236 (104 ) (187 ) — — 6,241 94 (e) Other assets 1,220 (13 ) (c) 24 (2 ) (5 ) 1 — 1,225 (17 ) (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 $ 4,017 $ 49 (c)(i) $ — $ — $ 434 $ (57 ) $ 1 $ (139 ) $ 4,305 $ 50 (c)(i) Short-term borrowings 2,125 (197 ) (c)(i) — — 862 (614 ) 43 (10 ) 2,209 (27 ) (c)(i) Trading liabilities – debt and equity instruments 50 (11 ) (c) (25 ) 33 — — — (4 ) 43 (4 ) (c) Accounts payable and other liabilities 7 (1 ) — 1 — — 1 — 8 (1 ) Beneficial interests issued by consolidated VIEs 1 — — — — — — — 1 — Long-term debt 16,950 (344 ) (c)(i) — — 3,740 (2,083 ) 219 (220 ) 18,262 (427 ) (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 $ 353 $ (11 ) $ 82 $ (54 ) $ (19 ) $ 20 $ (6 ) $ 365 $ (14 ) Residential – nonagency 35 (1 ) 31 (3 ) (5 ) 46 (5 ) 98 (4 ) Commercial – nonagency 45 (1 ) 10 (6 ) (2 ) 30 (11 ) 65 (1 ) Total mortgage-backed securities 433 (13 ) 123 (63 ) (26 ) 96 (22 ) 528 (19 ) Obligations of U.S. states and municipalities 668 4 9 — — — — 681 3 Non-U.S. government debt securities 47 3 102 (95 ) — 1 (21 ) 37 2 Corporate debt securities 738 2 74 (38 ) (254 ) 27 (88 ) 461 1 Loans 4,588 68 729 (323 ) (390 ) 122 (306 ) 4,488 83 Asset-backed securities 245 8 11 (30 ) (25 ) 6 (132 ) 83 6 Total debt instruments 6,719 72 1,048 (549 ) (695 ) 252 (569 ) 6,278 76 Equity securities 271 21 57 (41 ) — 1 (25 ) 284 10 Other 763 43 3 (7 ) (65 ) 2 (8 ) 731 31 Total trading assets – debt and equity instruments 7,753 136 (c) 1,108 (597 ) (760 ) 255 (602 ) 7,293 117 (c) Net derivative receivables: (a) Interest rate 1,009 37 21 (30 ) (348 ) 30 (7 ) 712 (90 ) Credit 17 (48 ) 1 (1 ) (20 ) 6 — (45 ) (37 ) Foreign exchange (1,490 ) 95 3 (2 ) 656 12 40 (686 ) 101 Equity (1,896 ) (35 ) 149 (83 ) (504 ) (108 ) 33 (2,444 ) (38 ) Commodity (56 ) (22 ) — — 23 (2 ) (1 ) (58 ) (32 ) Total net derivative receivables (2,416 ) 27 (c) 174 (116 ) (193 ) (62 ) 65 (2,521 ) (96 ) (c) Available-for-sale securities: Asset-backed securities 622 2 — — (77 ) — — 547 2 Other 1 — — — — — — 1 — Total available-for-sale securities 623 2 (d) — — (77 ) — — 548 2 (d) Loans 404 18 (c) — — (117 ) — — 305 13 (c) Mortgage servicing rights 6,079 (200 ) (e) 154 (67 ) (213 ) — — 5,753 (200 ) (e) Other assets 2,077 193 (c) 28 (78 ) (286 ) — — 1,934 120 (c) Fair value measurements using significant unobservable inputs Three months ended Fair at April 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 $ 2,133 $ 30 (c) $ — $ — $ 292 $ (31 ) $ — $ (293 ) $ 2,131 $ 27 (c) Short-term borrowings 1,261 46 (c) — — 683 (657 ) 23 (42 ) 1,314 53 (c) Trading liabilities – debt and equity instruments 45 (1 ) (7 ) 2 — — 1 (4 ) 36 — Accounts payable and other liabilities 11 — (1 ) — — — — — 10 — Beneficial interests issued by consolidated VIEs 51 — (44 ) — — (6 ) — — 1 — Long-term debt 14,094 70 (c)(j) — — 2,941 (j) (2,274 ) 53 (152 ) 14,732 (j) 15 (c)(j) Fair value measurements using significant unobservable inputs Six months ended Fair Total realized/unrealized gains/(losses) Transfers into (h) Transfers (out of) level 3 (h) Fair value at Change in unrealized gains/(losses) related Purchases (f) Sales Settlements (g) Assets: Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies $ 307 $ 3 $ 334 $ (98 ) $ (39 ) $ 9 $ (38 ) $ 478 $ 1 Residential – nonagency 60 — 45 (13 ) (3 ) 40 (42 ) 87 1 Commercial – nonagency 11 3 7 (8 ) (13 ) 21 (3 ) 18 (2 ) Total mortgage-backed securities 378 6 386 (119 ) (55 ) 70 (83 ) 583 — U.S. Treasury and government agencies 1 — — — — — (1 ) — — Obligations of U.S. states and municipalities 744 (11 ) 81 — (78 ) — — 736 (11 ) Non-U.S. government debt securities 78 (10 ) 351 (184 ) — 17 (69 ) 183 (9 ) Corporate debt securities 312 (4 ) 141 (140 ) (11 ) 167 (191 ) 274 3 Loans 2,719 41 1,035 (1,534 ) (329 ) 374 (320 ) 1,986 (24 ) Asset-backed securities 153 9 59 (22 ) (40 ) 13 (85 ) 87 5 Total debt instruments 4,385 31 2,053 (1,999 ) (513 ) 641 (749 ) 3,849 (36 ) Equity securities 295 (21 ) 93 (60 ) (1 ) 4 (22 ) 288 (8 ) Other 690 (239 ) 34 (40 ) (38 ) 1 (2 ) 406 (251 ) Total trading assets – debt and equity instruments 5,370 (229 ) (c) 2,180 (2,099 ) (552 ) 646 (773 ) 4,543 (295 ) (c) Net derivative receivables: (a) Interest rate 264 340 55 (55 ) (133 ) (28 ) 46 489 314 Credit (35 ) 38 2 (7 ) (25 ) (1 ) 4 (24 ) 11 Foreign exchange (396 ) 240 13 (8 ) 3 (112 ) 15 (245 ) 190 Equity (3,409 ) 782 824 (1,284 ) 421 (73 ) 161 (2,578 ) 514 Commodity (674 ) 150 — — (174 ) (8 ) (46 ) (752 ) 154 Total net derivative receivables (4,250 ) 1,550 (c) 894 (1,354 ) 92 (222 ) 180 (3,110 ) 1,183 (c) Available-for-sale securities: Asset-backed securities 276 1 — — (130 ) — — 147 1 Other 1 — — — — — — 1 — Total available-for-sale securities 277 1 (d) — — (130 ) — — 148 1 (d) Loans 276 (4 ) (c) 122 — (161 ) — (74 ) 159 (5 ) (c) Mortgage servicing rights 6,030 478 (e) 479 (399 ) (347 ) — — 6,241 478 (e) Other assets 1,265 (50 ) (c) 47 (16 ) (21 ) 1 (1 ) 1,225 (52 ) (c) Fair value measurements using significant unobservable inputs Six months ended Fair Total realized/unrealized (gains)/losses Transfers into (h) Transfers (out of) level 3 (h) Fair value at Change in unrealized (gains)/ Purchases Sales Issuances Settlements (g) Liabilities: (b) Deposits $ 4,142 $ (41 ) (c)(i) $ — $ — $ 755 $ (255 ) $ 1 $ (297 ) $ 4,305 $ (86 ) (c)(i) Short-term borrowings 1,665 (182 ) (c)(i) — — 2,070 (1,360 ) 55 (39 ) 2,209 (31 ) (c)(i) Trading liabilities – debt and equity instruments 39 (8 ) (c) (62 ) 76 — 1 2 (5 ) 43 (1 ) (c) Accounts payable and other liabilities 13 (1 ) (6 ) 1 — — 1 — 8 (1 ) Beneficial interests issued by consolidated VIEs 39 — — — — (38 ) — — 1 — Long-term debt 16,125 (590 ) (c)(i) — — 6,831 (4,346 ) 594 (352 ) 18,262 (706 ) (c)(i) Fair value measurements using significant unobservable inputs Six months ended Fair Total realized/unrealized gains/(losses) Transfers into (h) Transfers (out of) level 3 (h) Fair value at Change in unrealized gains/(losses) related Purchases (f) Sales Settlements (g) Assets: Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies $ 392 $ (7 ) $ 161 $ (151 ) $ (35 ) $ 27 $ (22 ) $ 365 $ (16 ) Residential – nonagency 83 8 36 (20 ) (9 ) 61 (61 ) 98 1 Commercial – nonagency 17 2 17 (14 ) (5 ) 60 (12 ) 65 (1 ) Total mortgage-backed securities 492 3 214 (185 ) (49 ) 148 (95 ) 528 (16 ) Obligations of U.S. states and municipalities 649 12 95 (70 ) (5 ) — 681 11 Non-U.S. government debt securities 46 3 174 (178 ) — 27 (35 ) 37 3 Corporate debt securities 576 (7 ) 497 (146 ) (376 ) 60 (143 ) 461 1 Loans 4,837 178 1,491 (1,067 ) (765 ) 318 (504 ) 4,488 98 Asset-backed securities 302 22 109 (168 ) (36 ) 14 (160 ) 83 7 Total debt instruments 6,902 211 2,580 (1,814 ) (1,231 ) 567 (937 ) 6,278 104 Equity securities 231 34 113 (47 ) — 2 (49 ) 284 20 Other 761 65 22 (7 ) (112 ) 10 (8 ) 731 49 Total trading assets – debt and equity instruments 7,894 310 (c) 2,715 (1,868 ) (1,343 ) 579 (994 ) 7,293 173 (c) Net derivative receivables: (a) Interest rate 1,263 81 37 (53 ) (651 ) 34 1 712 (151 ) Credit 98 (94 ) 1 (3 ) (62 ) 17 (2 ) (45 ) (50 ) Foreign exchange (1,384 ) 70 4 (4 ) 565 23 40 (686 ) 60 Equity (2,252 ) 34 485 (128 ) (528 ) (181 ) 126 (2,444 ) (37 ) Commodity (85 ) (4 ) — — 25 4 2 (58 ) 30 Total net derivative receivables (2,360 ) 87 (c) 527 (188 ) (651 ) (103 ) 167 (2,521 ) (148 ) (c) Available-for-sale securities: Asset-backed securities 663 12 — (50 ) (78 ) — — 547 10 Other 1 — — — — — — 1 — Total available-for-sale securities 664 12 (d) — (50 ) (78 ) — — 548 10 (d) Loans 570 24 (c) — — (289 ) — — 305 16 (c) Mortgage servicing rights 6,096 (157 ) (e) 371 (138 ) (419 ) — — 5,753 (157 ) (e) Other assets 2,223 230 (c) 32 (155 ) (396 ) — — 1,934 132 (c) Fair value measurements using significant unobservable inputs Six months ended Fair Total realized/unrealized (gains)/losses Transfers into (h) Transfers (out of) level 3 (h) Fair value at Change in unrealized (gains)/ Purchases Sales Issuances Settlements (g) Liabilities: (b) Deposits $ 2,117 $ 6 (c)(i) $ — $ — $ 601 $ (111 ) $ — $ (482 ) $ 2,131 $ 45 (c)(i) Short-term borrowings 1,134 47 (c)(i) — 1,390 (1,242 ) 40 (55 ) 1,314 49 (c)(i) Trading liabilities – debt and equity instruments 43 (1 ) (c) (8 ) 4 — 1 3 (6 ) 36 — Accounts payable and other liabilities 13 — (1 ) — — (2 ) — — 10 — Beneficial interests issued by consolidated VIEs 48 3 (44 ) — — (6 ) — — 1 — Long-term debt 12,850 599 (c)(j) — — 6,733 (j) (5,085 ) 88 (453 ) 14,732 (j) 398 (c)(i) (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 15% at both June 30, 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 and six months ended June 30, 2018 and 2017 , respectively. Unrealized gains/(losses) recorded on AFS securities in OCI were zero and $2 million for the three months ended June 30, 2018 and 2017 , respectively and $1 million and $12 million for

Fair Value Option

Fair Value Option	6 Months Ended
	Jun. 30, 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, refer to 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 June 30, 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 June 30, 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 $ (33 ) $ — $ (33 ) $ (12 ) $ — $ (12 ) Securities borrowed 29 — 29 13 — 13 Trading assets: Debt and equity instruments, excluding loans (259 ) 1 (c) (258 ) 334 2 (c) 336 Loans reported as trading assets: Changes in instrument-specific credit risk 214 (1 ) (c) 213 69 9 (c) 78 Other changes in fair value 29 65 (c) 94 43 229 (c) 272 Loans: Changes in instrument-specific credit risk (1 ) — (1 ) — — — Other changes in fair value (1 ) — (1 ) 1 3 (c) 4 Other assets — (3 ) (d) (3 ) 3 (16 ) (d) (13 ) Deposits (a) 129 — 129 (86 ) — (86 ) Federal funds purchased and securities loaned or sold under repurchase agreements 9 — 9 (3 ) — (3 ) Short-term borrowings (a) (162 ) — (162 ) 43 — 43 Trading liabilities 6 — 6 — — — Beneficial interests issued by consolidated VIEs — — — — — — Long-term debt (a)(b) 196 — 196 (170 ) — (170 ) Six months ended June 30, 2018 2017 (in millions) Principal transactions All other income Total changes in fair value recorded (e) Principal transactions All other income Total changes in fair value recorded (e) Federal funds sold and securities purchased under resale agreements $ (26 ) $ — $ (26 ) $ (33 ) $ — $ (33 ) Securities borrowed 2 — 2 90 — 90 Trading assets: — Debt and equity instruments, excluding loans (445 ) 1 (c) (444 ) 695 2 (c) 697 Loans reported as trading assets: — Changes in instrument-specific credit risk 336 4 (c) 340 243 15 (c) 258 Other changes in fair value 70 (25 ) (c) 45 77 352 (c) 429 Loans: — Changes in instrument-specific credit risk (1 ) — (1 ) (1 ) — (1 ) Other changes in fair value (2 ) — (2 ) 1 3 (c) 4 Other assets 2 (10 ) (d) (8 ) 7 (22 ) (d) (15 ) Deposits (a) 339 — 339 (245 ) — (245 ) Federal funds purchased and securities loaned or sold under repurchase agreements 19 — 19 2 — 2 Other borrowed funds (a) 111 — 111 (431 ) — (431 ) Trading liabilities (1 ) — (1 ) (1 ) — (1 ) Beneficial interests issued by consolidated VIEs — — — — — — Other liabilities — — — — — — Long-term debt (a)(b) 1,227 — 1,227 (923 ) — (923 ) (a) Unrealized gains/(losses) due to instrument-specific credit risk (DVA) for liabilities for which the fair value option has been elected is recorded in OCI, while realized gains/(losses) are recorded in principal transactions revenue. Realized gains/(losses) due to instrument-specific credit risk recorded in principal transaction revenue were not material for the three and six months ended June 30, 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, refer to 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 June 30, 2018 , and December 31, 2017 , for loans, long-term debt and long-term beneficial interests for which the fair value option has been elected. June 30, 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 $ 4,078 $ 1,159 $ (2,919 ) $ 4,219 $ 1,371 $ (2,848 ) Loans — — — 39 — (39 ) Subtotal 4,078 1,159 (2,919 ) 4,258 1,371 (2,887 ) All other performing loans Loans reported as trading assets 46,105 44,718 (1,387 ) 38,157 36,590 (1,567 ) Loans 3,167 3,076 (91 ) 2,539 2,508 (31 ) Total loans $ 53,350 $ 48,953 $ (4,397 ) $ 44,954 $ 40,469 $ (4,485 ) Long-term debt Principal-protected debt $ 29,380 (c) $ 25,563 $ (3,817 ) $ 26,297 (c) $ 23,848 $ (2,449 ) Nonprincipal-protected debt (b) NA 24,533 NA NA 23,671 NA Total long-term debt NA $ 50,096 NA NA $ 47,519 NA Long-term beneficial interests Nonprincipal-protected debt NA $ 1 NA NA $ 45 NA Total long-term beneficial interests NA $ 1 NA NA $ 45 NA (a) There were no performing loans that were ninety days or more past due as of June 30, 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 June 30, 2018 , and December 31, 2017 , the contractual amount of lending-related commitments for which the fair value option was elected was $10.9 billion and $7.4 billion , respectively, with a corresponding fair value of $(225) million and $(76) million , respectively. For further information regarding off-balance sheet lending-related financial instruments, refer to 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. June 30, 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 $ 22,895 $ 120 $ 8,352 $ 31,367 $ 22,056 $ 69 $ 8,058 $ 30,183 Credit 3,976 1,134 — 5,110 4,329 1,312 — 5,641 Foreign exchange 2,801 91 39 2,931 2,841 147 38 3,026 Equity 19,688 6,969 6,891 33,548 17,581 7,106 6,548 31,235 Commodity 259 13 2,256 2,528 230 15 4,468 4,713 Total structured notes $ 49,619 $ 8,327 $ 17,538 $ 75,484 $ 47,037 $ 8,649 $ 19,112 $ 74,798

Derivative Instruments

Derivative Instruments	6 Months Ended
	Jun. 30, 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, refer to 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 in the first quarter of 2018 better aligns hedge accounting with the economics of the Firm’s risk management activities. For additional information, refer to Note 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 115-116 • Interest rate Hedge floating-rate assets and liabilities Cash flow hedge Corporate 117 • Foreign exchange Hedge foreign currency-denominated assets and liabilities Fair value hedge Corporate 115-116 • Foreign exchange Hedge foreign currency-denominated forecasted revenue and expense Cash flow hedge Corporate 117 • Foreign exchange Hedge the value of the Firm’s investments in non-U.S. dollar functional currency entities Net investment hedge Corporate 118 • Commodity Hedge commodity inventory Fair value hedge CIB 115-116 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 118 • Credit Manage the credit risk of wholesale lending exposures Specified risk management CIB 118 • Interest rate and foreign exchange Manage the risk of certain other specified assets and liabilities Specified risk management Corporate 118 Market-making derivatives and other activities: • Various Market-making and related risk management Market-making and other CIB 118 • Various Other derivatives Market-making and other CIB, Corporate 118 Notional amount of derivative contracts The following table summarizes the notional amount of derivative contracts outstanding as of June 30, 2018 , and December 31, 2017 . Notional amounts (b) (in billions) June 30, 2018 December 31, 2017 Interest rate contracts Swaps $ 25,329 $ 21,043 Futures and forwards 6,335 4,904 Written options 4,402 3,576 Purchased options 4,691 3,987 Total interest rate contracts 40,757 33,510 Credit derivatives (a) 1,528 1,522 Foreign exchange contracts Cross-currency swaps 3,920 3,953 Spot, futures and forwards 7,143 5,923 Written options 910 786 Purchased options 898 776 Total foreign exchange contracts 12,871 11,438 Equity contracts Swaps 377 367 Futures and forwards 87 90 Written options 579 531 Purchased options 529 453 Total equity contracts 1,572 1,441 Commodity contracts Swaps 144 116 Spot, futures and forwards 177 168 Written options 142 98 Purchased options 128 93 Total commodity contracts 591 475 Total derivative notional amounts $ 57,319 $ 48,386 (a) For more information on volumes and types of credit derivative contracts, refer to the Credit derivatives discussion on page 119 . (b) Represents the sum of gross long and gross short third-party notional derivative contracts. While the notional amounts disclosed above give an indication of the volume of the Firm’s derivatives activity, the notional amounts significantly exceed, in the Firm’s view, the possible losses that could arise from such transactions. For most derivative transactions, the notional amount is not exchanged; it is used simply as a reference to calculate payments. Impact of derivatives on the Consolidated balance sheets The following table summarizes information on derivative receivables and payables (before and after netting adjustments) that are reflected on the Firm’s Consolidated balance sheets as of June 30, 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 June 30, 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 $ 280,176 $ 835 $ 281,011 $ 22,971 $ 253,982 $ 1 $ 253,983 $ 8,615 Credit 20,934 — 20,934 624 20,778 — 20,778 1,502 Foreign exchange 195,436 1,036 196,472 16,763 186,487 1,080 187,567 12,521 Equity 44,965 — 44,965 10,176 48,384 — 48,384 11,482 Commodity 21,637 231 21,868 7,976 23,049 101 23,150 8,391 Total fair value of trading assets and liabilities $ 563,148 $ 2,102 $ 565,250 $ 58,510 $ 532,680 $ 1,182 $ 533,862 $ 42,511 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 $ 314,962 (c) $ 1,030 (c) $ 315,992 $ 24,673 $ 284,433 (c) $ 3 (c) $ 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 $ 558,013 (c) $ 1,540 (c) $ 559,553 $ 56,523 $ 529,179 (c) $ 1,627 (c) $ 530,806 $ 37,777 (a) Balances exclude structured notes for which the fair value option has been elected. Refer to 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. (c) The prior period amounts have been revised to conform with the current period presentation. Derivatives netting The following tables present, as of June 30, 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. June 30, 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”) $ 269,291 $ (249,903 ) $ 19,388 $ 305,569 $ (284,917 ) $ 20,652 OTC–cleared 7,958 (7,936 ) 22 6,531 (6,318 ) 213 Exchange-traded (a) 310 (201 ) 109 185 (84 ) 101 Total interest rate contracts 277,559 (258,040 ) 19,519 312,285 (291,319 ) 20,966 Credit contracts: OTC 12,588 (12,244 ) 344 15,390 (15,165 ) 225 OTC–cleared 8,137 (8,066 ) 71 7,225 (7,170 ) 55 Total credit contracts 20,725 (20,310 ) 415 22,615 (22,335 ) 280 Foreign exchange contracts: OTC 192,088 (179,280 ) 12,808 155,289 (142,420 ) 12,869 OTC–cleared 417 (408 ) 9 1,696 (1,654 ) 42 Exchange-traded (a) 39 (21 ) 18 141 (7 ) 134 Total foreign exchange contracts 192,544 (179,709 ) 12,835 157,126 (144,081 ) 13,045 Equity contracts: OTC 24,300 (21,376 ) 2,924 22,024 (19,917 ) 2,107 Exchange-traded (a) 15,836 (13,413 ) 2,423 14,188 (12,241 ) 1,947 Total equity contracts 40,136 (34,789 ) 5,347 36,212 (32,158 ) 4,054 Commodity contracts: OTC 11,443 (4,553 ) 6,890 10,903 (4,436 ) 6,467 Exchange-traded (a) 9,806 (9,339 ) 467 8,854 (8,701 ) 153 Total commodity contracts 21,249 (13,892 ) 7,357 19,757 (13,137 ) 6,620 Derivative receivables with appropriate legal opinion 552,213 (506,740 ) (b) 45,473 547,995 (503,030 ) (b) 44,965 Derivative receivables where an appropriate legal opinion has not been either sought or obtained 13,037 13,037 11,558 11,558 Total derivative receivables recognized on the Consolidated balance sheets $ 565,250 $ 58,510 $ 559,553 $ 56,523 Collateral not nettable on the Consolidated balance sheets (c)(d) (13,572 ) (13,363 ) Net amounts $ 44,938 $ 43,160 June 30, 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 $ 244,282 $ (237,947 ) $ 6,335 $ 276,960 $ (271,294 ) $ 5,666 OTC–cleared 7,301 (7,220 ) 81 6,004 (5,928 ) 76 Exchange-traded (a) 210 (201 ) 9 127 (84 ) 43 Total interest rate contracts 251,793 (245,368 ) 6,425 283,091 (277,306 ) 5,785 Credit contracts: OTC 13,255 (11,898 ) 1,357 16,194 (15,170 ) 1,024 OTC–cleared 7,420 (7,378 ) 42 6,801 (6,784 ) 17 Total credit contracts 20,675 (19,276 ) 1,399 22,995 (21,954 ) 1,041 Foreign exchange contracts: OTC 183,951 (174,600 ) 9,351 150,966 (141,789 ) 9,177 OTC–cleared 450 (439 ) 11 1,555 (1,553 ) 2 Exchange-traded (a) 23 (7 ) 16 98 (7 ) 91 Total foreign exchange contracts 184,424 (175,046 ) 9,378 152,619 (143,349 ) 9,270 Equity contracts: OTC 28,247 (23,402 ) 4,845 28,193 (23,969 ) 4,224 Exchange-traded (a) 14,243 (13,500 ) 743 12,720 (12,234 ) 486 Total equity contracts 42,490 (36,902 ) 5,588 40,913 (36,203 ) 4,710 Commodity contracts: OTC 13,215 (5,492 ) 7,723 12,645 (5,508 ) 7,137 Exchange-traded (a) 9,402 (9,267 ) 135 8,870 (8,709 ) 161 Total commodity contracts 22,617 (14,759 ) 7,858 21,515 (14,217 ) 7,298 Derivative payables with appropriate legal opinion 521,999 (491,351 ) (b) 30,648 521,133 (493,029 ) (b) 28,104 Derivative payables where an appropriate legal opinion has not been either sought or obtained 11,863 11,863 9,673 9,673 Total derivative payables recognized on the Consolidated balance sheets $ 533,862 $ 42,511 $ 530,806 $ 37,777 Collateral not nettable on the Consolidated balance sheets (c)(d) (4,363 ) (4,180 ) Net amounts $ 38,148 $ 33,597 (a) Exchange-traded derivative balances that relate to futures contracts are settled daily. (b) Net derivatives receivable included cash collateral netted of $57.3 billion and $55.5 billion at June 30, 2018 , and December 31, 2017 , respectively. Net derivatives payable included cash collateral netted of $41.9 billion and $45.5 billion related to OTC and OTC-cleared derivatives at June 30, 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, refer to 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 June 30, 2018 , and December 31, 2017 . OTC and OTC-cleared derivative payables containing downgrade triggers (in millions) June 30, 2018 December 31, 2017 Aggregate fair value of net derivative payables $ 10,796 $ 11,916 Collateral posted 9,066 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 June 30, 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 June 30, 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) $ 118 $ 2,027 $ 79 $ 1,989 Amount required to settle contracts with termination triggers upon downgrade (b) 242 860 320 650 (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 June 30, 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 and six months ended June 30, 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 June 30, 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) $ (400 ) $ 553 $ 153 $ — $ 152 $ — Foreign exchange (c) 376 (254 ) 122 (145 ) 122 (89 ) Commodity (d) 11 (18 ) (7 ) — 16 — Total $ (13 ) $ 281 $ 268 $ (145 ) $ 290 $ (89 ) Gains/(losses) recorded in income Income statement impact due to: Three months ended June 30, 2017 Derivatives Hedged items Income statement impact Hedge ineffectiveness (e) Excluded components (f) Contract type Interest rate (a)(b) $ 128 $ 46 $ 174 $ (13 ) $ 187 Foreign exchange (c) (1,497 ) 1,493 (4 ) — (4 ) Commodity (d) 97 (64 ) 33 3 30 Total $ (1,272 ) $ 1,475 $ 203 $ (10 ) $ 213 Gains/(losses) recorded in income Income statement impact of (f) OCI impact Six months ended June 30, 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) $ (1,877 ) $ 2,182 $ 305 $ — $ 299 $ — Foreign exchange (c) 520 (287 ) 233 (267 ) 233 (141 ) Commodity (d) 195 (165 ) 30 — 34 — Total $ (1,162 ) $ 1,730 $ 568 $ (267 ) $ 566 $ (141 ) Gains/(losses) recorded in income Income statement impact due to: Six months ended June 30, 2017 Derivatives Hedged items Income statement impact Hedge ineffectiveness (e) Excluded components (f) Contract type Interest rate (a)(b) $ (153 ) $ 577 $ 424 $ (14 ) $ 438 Foreign exchange (c) (2,272 ) 2,233 (39 ) — (39 ) Commodity (d) (366 ) 400 34 19 15 Total $ (2,791 ) $ 3,210 $ 419 $ 5 $ 414 (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 June 30, 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: June 30, 2018 Active hedging relationships Discontinued hedging relationships (d) Total Assets Investment securities - AFS $ 47,402 (c) $ (1,861 ) $ 488 $ (1,373 ) Liabilities Long-term debt $ 131,705 $ (1,413 ) $ (11 ) $ (1,424 ) Beneficial interests issued by consolidated VIEs 7,665 — (51 ) (51 ) (a) Excludes physical commodities with a carrying value of $6.2 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 securities is $15.4 billion and for long-term debt is $7.2 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 and six months ended June 30, 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 June 30, 2018 Amounts reclassified from AOCI to income Amounts recorded in OCI Total change Contract type Interest rate (a) $ 13 $ (33 ) $ (46 ) Foreign exchange (b) 6 (166 ) (172 ) Total $ 19 $ (199 ) $ (218 ) Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended June 30, 2017 Amounts reclassified from AOCI to income Amounts recorded in OCI (c) Total change Contract type Interest rate (a) $ (6 ) $ 1 $ 7 Foreign exchange (b) (59 ) 22 81 Total $ (65 ) $ 23 $ 88 Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Six months ended June 30, 2018 Amounts reclassified from AOCI to income Amounts recorded in OCI Total change in OCI for period Contract type Interest rate (a) $ 26 $ (111 ) $ (137 ) Foreign exchange (b) 45 (132 ) (177 ) Total $ 71 $ (243 ) $ (314 ) Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Six months ended June 30, 2017 Amounts reclassified from AOCI to income Amounts recorded in OCI (c) Total change Contract type Interest rate (a) $ (17 ) $ 12 $ 29 Foreign exchange (b) (133 ) 70 203 Total $ (150 ) $ 82 $ 232 (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 and six months ended June 30, 2017. The Firm did not experience any forecasted transactions that failed to occur for the three and six months ended June 30, 2018 and 2017 . Over the next 12 months, the Firm expects that approximately $(54) million (after-tax) of net losses recorded in AOCI at June 30, 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 and six months ended June 30, 2018 and 2017 . 2018 2017 Three months ended June 30, (in millions) Amounts recorded in income (a)(c) Amounts recorded in OCI Amounts recorded in income (a)(c) Amounts recorded in OCI (b) Foreign exchange derivatives $ 4 $ 1,204 $ (50 ) $ (319 ) 2018 2017 Six months ended June 30, (in millions) Amounts recorded in income (a)(c) Amounts recorded in OCI Amounts recorded in income (a)(c) Amounts recorded in OCI (b) Foreign exchange derivatives $ (7 ) $ 815 $ (112 ) $ (828 ) (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 and six months ended June 30, 2017 . (c) Excludes amounts reclassified from AOCI to income on the sale or liquidation of hedged entities. For additional information, refer to Note 17. 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 June 30, Six months ended June 30, (in millions) 2018 2017 2018 2017 Contract type Interest rate (a) $ (25 ) $ 238 $ (235 ) $ 221 Credit (b) (3 ) (7 ) (10 ) (52 ) Foreign exchange (c) 130 (14 ) 100 (34 ) Total $ 102 $ 217 $ (145 ) $ 135 (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 catego

Noninterest Revenue and Noninte

Noninterest Revenue and Noninterest Expense	6 Months Ended
	Jun. 30, 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, refer to Note 6 of JPMorgan Chase ’s 2017 Annual Report . The adoption of the revenue recognition guidance in the first quarter of 2018, 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, refer to Note 1 . Investment banking fees The following table presents the components of investment banking fees. Three months ended June 30, Six months ended June 30, (in millions) 2018 2017 2018 2017 Underwriting Equity $ 573 $ 379 $ 925 $ 803 Debt 964 968 1,760 1,928 Total underwriting 1,537 1,347 2,685 2,731 Advisory 631 499 1,219 995 Total investment banking fees $ 2,168 $ 1,846 $ 3,904 $ 3,726 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. Refer to Note 6 for further information on interest income and interest expense. Trading revenue is presented primarily by instrument type. The Firm’s client-driven market-making businesses generally utilize a variety of instrument types in connection with their market-making and related risk-management activities; accordingly, the trading revenue presented in the table below is not representative of the total revenue of any individual line of business. Three months ended June 30, Six months ended June 30, (in millions) 2018 2017 2018 2017 Trading revenue by instrument type Interest rate $ 672 $ 588 $ 1,446 $ 1,383 Credit 648 278 1,028 958 Foreign exchange 745 901 1,769 1,682 Equity 1,386 1,118 3,013 2,238 Commodity 246 120 523 305 Total trading revenue 3,697 3,005 7,779 6,566 Private equity gains/(losses) 85 132 (45 ) 153 Principal transactions $ 3,782 $ 3,137 $ 7,734 $ 6,719 Lending- and deposit-related fees The following table presents the components of lending- and deposit-related fees. Three months ended June 30, Six months ended June 30, (in millions) 2018 2017 2018 2017 Lending-related fees $ 280 $ 269 $ 554 $ 544 Deposit-related fees 1,215 1,213 2,418 2,386 Total lending- and deposit-related fees $ 1,495 $ 1,482 $ 2,972 $ 2,930 Asset management, administration and commissions The following table presents the components of Firmwide asset management, administration and commissions. Three months ended June 30, Six months ended June 30, (in millions) 2018 2017 2018 2017 Asset management fees Investment management fees (a) $ 2,671 $ 2,551 $ 5,365 $ 4,967 All other asset management fees (b) 66 84 132 163 Total asset management fees 2,737 2,635 5,497 5,130 Total administration fees (c) 557 504 1,118 986 Commission and other fees Brokerage commissions 631 567 1,283 1,145 All other commissions and fees 379 341 715 663 Total commissions and fees 1,010 908 1,998 1,808 Total asset management, administration and commissions $ 4,304 $ 4,047 $ 8,613 $ 7,924 (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 June 30, Six months ended June 30, (in millions) 2018 2017 2018 2017 Interchange and merchant processing income $ 4,723 $ 4,309 $ 9,082 $ 8,215 Rewards costs and partner payments (a) (3,527 ) (2,689 ) (6,411 ) (5,214 ) Other card income (b) (176 ) (453 ) (376 ) (920 ) Total card income $ 1,020 $ 1,167 $ 2,295 $ 2,081 (a) Includes an adjustment to the credit card rewards liability of approximately $330 million . (b) Predominantly represents annual fees and 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 June 30, Six months ended June 30, (in millions) 2018 2017 2018 2017 Operating lease income $ 1,112 $ 873 $ 2,159 $ 1,697 Noninterest expense Other expense Other expense on the Firm’s Consolidated statements of income included the following: Three months ended June 30, Six months ended June 30, (in millions) 2018 2017 2018 2017 Legal expense $ — $ 61 $ 70 $ 279 FDIC-related expense 368 376 751 757

Interest Income and Interest Ex

Interest Income and Interest Expense	6 Months Ended
	Jun. 30, 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, refer to Note 7 of JPMorgan Chase ’s 2017 Annual Report . The following table presents the components of interest income and interest expense. Three months ended Six months ended (in millions) 2018 2017 2018 2017 Interest income Loans (a) $ 11,634 $ 9,995 $ 22,708 $ 19,746 Taxable securities 1,383 1,410 2,696 2,840 Non-taxable securities (b) 395 479 805 937 Total investment securities (a) 1,778 1,889 3,501 3,777 Trading assets 2,111 1,806 4,214 3,664 Federal funds sold and securities purchased under resale agreements 807 528 1,538 1,054 Securities borrowed (c) 148 (21 ) 210 (65 ) Deposits with banks 1,543 1,018 2,864 1,743 All other interest-earning assets (d) 848 435 1,529 773 Total interest income 18,869 15,650 36,564 30,692 Interest expense Interest-bearing deposits 1,340 629 2,400 1,112 Federal funds purchased and securities loaned or sold under repurchase agreements 759 387 1,337 680 Short-term borrowings (e) 260 96 469 169 Trading liabilities – debt and all other interest-bearing liabilities (f) 901 515 1,561 920 Long-term debt 2,003 1,687 3,756 3,276 Beneficial interest issued by consolidated VIEs 121 128 244 263 Total interest expense 5,384 3,442 9,767 6,420 Net interest income 13,485 12,208 26,797 24,272 Provision for credit losses 1,210 1,215 2,375 2,530 Net interest income after provision for credit losses $ 12,275 $ 10,993 $ 24,422 $ 21,742 (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	6 Months Ended
	Jun. 30, 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, refer to 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. Three months ended June 30, Six months ended June 30, 2018 2017 2018 2017 2018 2017 2018 2017 (in millions) Defined benefit pension plans OPEB plans Defined benefit pension plans OPEB plans Components of net periodic benefit cost Benefits earned during the period $ 89 $ 82 $ — $ — $ 179 $ 164 $ — $ — Interest cost on benefit obligations 139 150 6 7 278 299 12 14 Expected return on plan assets (247 ) (242 ) (26 ) (24 ) (495 ) (483 ) (52 ) (48 ) Amortization: Net (gain)/loss 26 62 — — 52 124 — — Prior service cost/(credit) (6 ) (9 ) — — (12 ) (18 ) — — Settlement — — — — — (3 ) — — Net periodic defined benefit cost (a) 1 43 (20 ) (17 ) 2 83 (40 ) (34 ) Other defined benefit pension plans (b) 9 6 NA NA 15 10 NA NA Total defined benefit plans 10 49 (20 ) (17 ) 17 93 (40 ) (34 ) Total defined contribution plans 222 210 NA NA 432 396 NA NA Total pension and OPEB cost included in noninterest expense $ 232 $ 259 $ (20 ) $ (17 ) $ 449 $ 489 $ (40 ) $ (34 ) (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. (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) June 30, 2018 December 31, 2017 Fair value of plan assets Defined benefit pension plans $ 19.2 $ 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	6 Months Ended
	Jun. 30, 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, refer to 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 Six months ended (in millions) 2018 2017 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 $ 276 $ 290 $ 674 $ 600 Accrual of estimated costs of share-based awards to be granted in future periods including those to full-career eligible employees 304 235 612 526 Total noncash compensation expense related to employee share-based incentive plans $ 580 $ 525 $ 1,286 $ 1,126 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 values of $111.17 per RSU and $110.46 per PSU.

Investment Securities

Investment Securities	6 Months Ended
	Jun. 30, 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 June 30, 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, refer to Note 10 of JPMorgan Chase’s 2017 Annual Report. As a result of the adoption of the premium amortization accounting guidance in the first quarter of 2018, 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, refer to Note 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 in the first quarter of 2018. This transfer was a non-cash transaction. For additional information, refer to Note 17 . The amortized costs and estimated fair values of the investment securities portfolio were as follows for the dates indicated. June 30, 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 securities Mortgage-backed securities: U.S. government agencies (a) $ 62,595 $ 521 $ 1,194 $ 61,922 $ 69,879 $ 736 $ 335 $ 70,280 Residential: U.S. 6,996 152 30 7,118 8,193 185 14 8,364 Non-U.S. 2,457 107 2 2,562 2,882 122 1 3,003 Commercial 7,961 75 209 7,827 4,932 98 5 5,025 Total mortgage-backed securities 80,009 855 1,435 79,429 85,886 1,141 355 86,672 U.S. Treasury and government agencies 24,962 524 142 25,344 22,510 266 31 22,745 Obligations of U.S. states and municipalities 37,459 1,926 55 39,330 30,490 1,881 33 32,338 Certificates of deposit 75 — — 75 59 — — 59 Non-U.S. government debt securities 25,307 413 34 25,686 26,900 426 32 27,294 Corporate debt securities 2,078 58 3 2,133 2,657 101 1 2,757 Asset-backed securities: Collateralized loan obligations 21,145 22 21 21,146 20,928 69 1 20,996 Other 8,819 74 27 8,866 8,764 77 24 8,817 Total available-for-sale debt securities 199,854 3,872 1,717 202,009 198,194 3,961 477 201,678 Available-for-sale equity securities (b) — — — — 547 — — 547 Total available-for-sale securities 199,854 3,872 1,717 202,009 198,741 3,961 477 202,225 Held-to-maturity securities Mortgage-backed securities: U.S. government agencies (c) 26,168 60 269 25,959 27,577 558 40 28,095 Commercial — — — — 5,783 1 74 5,710 Total mortgage-backed securities 26,168 60 269 25,959 33,360 559 114 33,805 Obligations of U.S. states and municipalities 4,838 96 20 4,914 14,373 554 80 14,847 Total held-to-maturity securities 31,006 156 289 30,873 47,733 1,113 194 48,652 Total investment securities $ 230,860 $ 4,028 $ 2,006 $ 232,882 $ 246,474 $ 5,074 $ 671 $ 250,877 (a) Includes total U.S. government-sponsored enterprise obligations with fair values of $39.1 billion and $45.8 billion at June 30, 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 $20.1 billion and $22.0 billion at June 30, 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 June 30, 2018 , and December 31, 2017 . Investment securities with gross unrealized losses Less than 12 months 12 months or more June 30, 2018 (in millions) Fair value Gross unrealized losses Fair value Gross unrealized losses Total fair value Total gross unrealized losses Available-for-sale securities Mortgage-backed securities: U.S. government agencies $ 36,060 $ 868 $ 6,309 $ 326 $ 42,369 $ 1,194 Residential: U.S. 1,345 23 455 7 1,800 30 Non-U.S. 513 1 157 1 670 2 Commercial 3,248 124 1,463 85 4,711 209 Total mortgage-backed securities 41,166 1,016 8,384 419 49,550 1,435 U.S. Treasury and government agencies 3,761 118 294 24 4,055 142 Obligations of U.S. states and municipalities 2,217 21 1,220 34 3,437 55 Certificates of deposit — — — — — — Non-U.S. government debt securities 3,786 13 1,308 21 5,094 34 Corporate debt securities 191 3 — — 191 3 Asset-backed securities: Collateralized loan obligations 7,379 21 — — 7,379 21 Other 4,650 24 482 3 5,132 27 Total available-for-sale securities 63,150 1,216 11,688 501 74,838 1,717 Held-to-maturity securities Mortgage-backed securities U.S. government agencies 15,887 201 1,607 68 17,494 269 Commercial — — — — — — Total mortgage-backed securities 15,887 201 1,607 68 17,494 269 Obligations of U.S. states and municipalities 546 4 683 16 1,229 20 Total held-to-maturity securities 16,433 205 2,290 84 18,723 289 Total investment securities with gross unrealized losses $ 79,583 $ 1,421 $ 13,978 $ 585 $ 93,561 $ 2,006 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 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 securities 50,481 201 12,792 276 63,273 477 Held-to-maturity 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 June 30, 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 June 30, 2018 , are not other-than-temporarily impaired. For additional information on other-than-temporary impairment, refer to 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 June 30, Six months ended June 30, (in millions) 2018 2017 2018 2017 Realized gains $ 9 $ 393 $ 79 $ 542 Realized losses (88 ) (427 ) (403 ) (572 ) OTTI losses (1 ) — (1 ) (7 ) Net investment securities gains/(losses) $ (80 ) $ (34 ) $ (325 ) $ (37 ) OTTI losses Credit-related losses recognized in income $ — $ — $ — $ — Investment securities the Firm intends to sell (a) (1 ) — (1 ) (7 ) Total OTTI losses recognized in income $ (1 ) $ — $ (1 ) $ (7 ) (a) Excludes realized losses on securities sold of $20 million and $5 million for the six months ended June 30, 2018 and 2017 that had been previously reported as an OTTI loss due to the intention to sell the securities. Changes in the credit loss component of credit-impaired debt securities The cumulative credit loss component, including any changes therein, of OTTI losses that have been recognized in income related to AFS securities that the Firm does not intend to sell was not material as of and during the six month periods ended June 30, 2018 and 2017 . Contractual maturities and yields The following table presents the amortized cost and estimated fair value at June 30, 2018 , of JPMorgan Chase ’s investment securities portfolio by contractual maturity. By remaining maturity June 30, 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 securities Mortgage-backed securities (a) Amortized cost $ 261 $ 429 $ 5,664 $ 73,655 $ 80,009 Fair value 264 433 5,742 72,990 79,429 Average yield (b) 1.81 % 2.49 % 3.49 % 3.48 % 3.47 % U.S. Treasury and government agencies Amortized cost $ 79 $ — $ 19,446 $ 5,437 $ 24,962 Fair value 79 — 19,516 5,749 25,344 Average yield (b) 1.99 % — % 3.53 % 2.91 % 3.39 % Obligations of U.S. states and municipalities Amortized cost $ 148 $ 701 $ 2,501 $ 34,109 $ 37,459 Fair value 149 716 2,597 35,868 39,330 Average yield (b) 1.94 % 3.39 % 4.98 % 4.91 % 4.87 % Certificates of deposit Amortized cost $ 75 $ — $ — $ — $ 75 Fair value 75 — — — 75 Average yield (b) 0.49 % — % — % — % 0.49 % Non-U.S. government debt securities Amortized cost $ 4,745 $ 14,565 $ 5,997 $ — $ 25,307 Fair value 4,745 14,782 6,159 — 25,686 Average yield (b) 3.27 % 1.61 % 1.37 % — % 1.86 % Corporate debt securities Amortized cost $ 70 $ 968 $ 901 $ 139 $ 2,078 Fair value 70 989 929 145 2,133 Average yield (b) 3.98 % 4.34 % 4.52 % 3.45 % 4.34 % Asset-backed securities Amortized cost $ — $ 4,295 $ 7,785 $ 17,884 $ 29,964 Fair value — 4,271 7,790 17,951 30,012 Average yield (b) — % 2.61 % 3.25 % 2.98 % 3.00 % Total available-for-sale securities Amortized cost $ 5,378 $ 20,958 $ 42,294 $ 131,224 $ 199,854 Fair value 5,382 21,191 42,733 132,703 202,009 Average yield (b) 3.11 % 2.02 % 3.28 % 3.76 % 3.46 % Held-to-maturity securities Mortgage-backed securities (a) Amortized cost $ — $ — $ 2,083 $ 24,085 $ 26,168 Fair value — — 2,068 23,891 25,959 Average yield (b) — % — % 3.52 % 3.33 % 3.34 % Obligations of U.S. states and municipalities Amortized cost $ — $ — $ — $ 4,838 $ 4,838 Fair value — — — 4,914 4,914 Average yield (b) — % — % — % 4.12 % 4.12 % Total held-to-maturity securities Amortized cost $ — $ — $ 2,083 $ 28,923 $ 31,006 Fair value — — 2,068 28,805 30,873 Average yield (b) — % — % 3.52 % 3.46 % 3.46 % (a) As of June 30, 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 $51.3 billion and $51.1 billion , respectively. (b) Average yield is computed using the effective yield of each security owned at the end of the period, weighted based on the amortized cost of each security. The effective yield considers the contractual coupon, amortization of premiums and accretion of discounts, and the effect of related hedging derivatives. Taxable-equivalent amounts are used where applicable. The effective yield excludes unscheduled principal prepayments; and accordingly, actual maturities of securities may differ from their contractual or expected maturities as certain securities may be prepaid. (c) Includes 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	6 Months Ended
	Jun. 30, 2018
Securities Financing Transactions Disclosures [Abstract]
Securities Financing Activities	Securities financing activities For a discussion of accounting policies relating to securities financing activities, refer to 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, refer to Note 3 . For further information regarding assets pledged and collateral received in securities financing agreements, refer to Note 21 . The table below summarizes the gross and net amounts of the Firm’s securities financing agreements as of June 30, 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. June 30, 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 $ 541,760 $ (315,405 ) $ 226,355 $ (217,139 ) $ 9,216 Securities borrowed 127,331 (19,085 ) 108,246 (75,197 ) 33,049 Liabilities Securities sold under repurchase agreements $ 480,097 $ (315,405 ) $ 164,692 $ (149,808 ) $ 14,884 Securities loaned and other (a) 35,520 (19,085 ) 16,435 (16,015 ) 420 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 $6.6 billion and $9.2 billion at June 30, 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 June 30, 2018 and December 31, 2017 , included securities purchased under resale agreements of $12.8 billion and $14.7 billion , respectively and securities sold under agreements to repurchase of $866 million and $697 million , respectively. There were $4.1 billion and $3.0 billion of securities borrowed at June 30, 2018 and December 31, 2017 , respectively. There were no securities loaned accounted for at fair value in either period. (c) In some cases, collateral exchanged with a counterparty exceeds the net asset or liability balance with that counterparty. In such cases, the amounts reported in this column are limited to the related asset or liability with that counterparty. (d) Includes securities financing agreements that provide collateral rights, but where an appropriate legal opinion with respect to the master netting agreement has not been either sought or obtained. At June 30, 2018 and December 31, 2017 , included $5.2 billion and $7.5 billion , respectively, of securities purchased under resale agreements; $30.0 billion and $25.5 billion , respectively, of securities borrowed; $13.4 billion and $16.5 billion , respectively, of securities sold under agreements to repurchase; and $50 million and $29 million , respectively, of securities loaned and other. The tables below present as of June 30, 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 June 30, 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 19,277 — 13,100 — Residential - nonagency 2,337 — 2,972 — Commercial - nonagency 1,415 — 1,594 — U.S. Treasury and government agencies 226,381 250 177,581 14 Obligations of U.S. states and municipalities 405 — 1,557 — Non-U.S. government debt 197,813 1,481 170,196 2,485 Corporate debt securities 14,390 194 14,231 287 Asset-backed securities 3,320 — 3,508 — Equity securities 14,759 33,595 13,479 24,442 Total $ 480,097 $ 35,520 $ 398,218 $ 27,228 Remaining contractual maturity of the agreements Overnight and continuous Greater than 90 days June 30, 2018 (in millions) Up to 30 days 30 – 90 days Total Total securities sold under repurchase agreements $ 190,179 $ 176,526 $ 53,653 $ 59,739 $ 480,097 Total securities loaned and other (a) 28,747 869 3,324 2,580 35,520 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 $6.6 billion and $9.2 billion at June 30, 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 June 30, 2018 , and December 31, 2017 , the Firm held $1.4 billion and $1.5 billion respectively, of financial assets for which the rights have been transferred to third parties; however, the transfers did not qualify as a sale in accordance with U.S. GAAP. These transfers have been recognized as collateralized financing transactions. The transferred assets are recorded in trading assets and loans, and the corresponding liabilities are recorded predominantly in short-term borrowings on the Consolidated balance sheets.

Loans

Loans	6 Months Ended
	Jun. 30, 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, refer to Note 12 of JPMorgan Chase ’s 2017 Annual Report . Refer to Note 3 of this Form 10-Q for further information on the Firm’s elections of fair value accounting under the fair value option. Refer to 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 (predominantly Wealth Management clients within AWM), SPEs, and private education and civic organizations. For more information on SPEs, refer to Note 14 of JPMorgan Chase ’s 2017 Annual Report . The following tables summarize the Firm’s loan balances by portfolio segment. June 30, 2018 Consumer, excluding credit card Credit card (a) Wholesale Total (in millions) Retained $ 374,587 $ 145,221 $ 420,632 $ 940,440 (b) Held-for-sale 110 34 4,754 4,898 At fair value — — 3,076 3,076 Total $ 374,697 $ 145,255 $ 428,462 $ 948,414 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 June 30, 2018 , and December 31, 2017 . The following tables provide information about the carrying value of retained loans purchased, sold and reclassified to held-for-sale during the periods indicated. Reclassifications of loans 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 that were reclassified to held-for-sale and sold in a subsequent period are excluded from the sales line of this table. 2018 2017 Three months ended June 30, (in millions) Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Purchases $ 532 (a)(b) $ — $ 532 $ 1,064 $ 626 (a)(b) $ — $ 594 $ 1,220 Sales 2,391 — 4,943 7,334 763 — 2,377 3,140 Retained loans reclassified to held-for-sale — — 392 392 31 — 307 338 2018 2017 Six months ended June 30, (in millions) Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Purchases $ 1,603 (a)(b) $ — $ 1,630 $ 3,233 $ 1,566 (a)(b) $ — $ 878 $ 2,444 Sales 2,872 — 8,632 11,504 1,353 — 4,824 6,177 Retained loans reclassified to held-for-sale 36 — 1,260 1,296 6,340 (c) — 768 7,108 (a) Purchases predominantly represent the Firm’s voluntary repurchase of certain delinquent loans from loan pools as permitted by Government National Mortgage Association (“Ginnie Mae”) guidelines. The Firm typically elects to repurchase these delinquent loans as it continues to service them and/or manage the foreclosure process in accordance with applicable requirements of Ginnie Mae, FHA, RHS, and/or VA. (b) Excludes purchases of retained loans sourced through the correspondent origination channel and underwritten in accordance with the Firm’s standards. Such purchases were $5.3 billion and $5.9 billion for the three months ended June 30, 2018 and 2017 , respectively, and $8.9 billion and $11.3 billion for the six months ended June 30, 2018 and 2017 , respectively. (c) Includes the Firm’s student loan portfolio which was sold in 2017. Gains and losses on sales of loans Gains and losses on sales of loans (including adjustments to record loans held-for-sale at the lower of cost or fair value) recognized in other income were not material to the Firm for the three and six months ended June 30, 2018 and 2017 . In addition, the sale of loans may result in write downs, recoveries or changes in the allowance recognized in the provision for credit losses. 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 following table provides information about retained consumer loans, excluding credit card, by class. In 2017, the Firm sold its student loan portfolio. (in millions) June 30, December 31, Residential real estate – excluding PCI Residential mortgage $ 225,864 $ 216,496 Home equity 30,460 33,450 Other consumer loans Auto 65,014 66,242 Consumer & Business Banking 26,272 25,789 Residential real estate – PCI Home equity 9,849 10,799 Prime mortgage 5,437 6,479 Subprime mortgage 2,249 2,609 Option ARMs 9,442 10,689 Total retained loans $ 374,587 $ 372,553 For further information on consumer credit quality indicators, refer to 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 Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Loan delinquency (a) Current $ 219,735 $ 208,713 $ 29,664 $ 32,391 $ 249,399 $ 241,104 30–149 days past due 2,948 4,234 457 671 3,405 4,905 150 or more days past due 3,181 3,549 339 388 3,520 3,937 Total retained loans $ 225,864 $ 216,496 $ 30,460 $ 33,450 $ 256,324 $ 249,946 % of 30+ days past due to total retained loans (b) 0.54 % 0.77 % 2.61 % 3.17 % 0.79 % 1.09 % 90 or more days past due and government guaranteed (c) $ 3,179 $ 4,172 $ — $ — $ 3,179 $ 4,172 Nonaccrual loans 2,101 2,175 1,481 1,610 3,582 3,785 Current estimated LTV ratios (d)(e) Greater than 125% and refreshed FICO scores: Equal to or greater than 660 $ 26 $ 37 $ 7 $ 10 $ 33 $ 47 Less than 660 16 19 2 3 18 22 101% to 125% and refreshed FICO scores: Equal to or greater than 660 24 36 165 296 189 332 Less than 660 61 88 51 95 112 183 80% to 100% and refreshed FICO scores: Equal to or greater than 660 3,323 4,369 1,180 1,676 4,503 6,045 Less than 660 316 483 392 569 708 1,052 Less than 80% and refreshed FICO scores: Equal to or greater than 660 206,159 194,758 23,607 25,262 229,766 220,020 Less than 660 6,605 6,952 3,604 3,850 10,209 10,802 No FICO/LTV available 1,255 1,259 1,452 1,689 2,707 2,948 U.S. government-guaranteed 8,079 8,495 — — 8,079 8,495 Total retained loans $ 225,864 $ 216,496 $ 30,460 $ 33,450 $ 256,324 $ 249,946 Geographic region California $ 72,207 $ 68,855 $ 6,028 $ 6,582 $ 78,235 $ 75,437 New York 28,523 27,473 6,257 6,866 34,780 34,339 Illinois 14,977 14,501 2,290 2,521 17,267 17,022 Texas 13,430 12,508 1,895 2,021 15,325 14,529 Florida 10,196 9,598 1,669 1,847 11,865 11,445 New Jersey 7,305 7,142 1,768 1,957 9,073 9,099 Washington 7,635 6,962 938 1,026 8,573 7,988 Colorado 7,834 7,335 552 632 8,386 7,967 Massachusetts 6,360 6,323 263 295 6,623 6,618 Arizona 4,397 4,109 1,273 1,439 5,670 5,548 All other (f) 53,000 51,690 7,527 8,264 60,527 59,954 Total retained loans $ 225,864 $ 216,496 $ 30,460 $ 33,450 $ 256,324 $ 249,946 (a) Individual delinquency classifications include mortgage loans insured by U.S. government agencies as follows: current included $3.2 billion and $2.4 billion ; 30 – 149 days past due included $2.3 billion and $3.2 billion ; and 150 or more days past due included $2.6 billion and $2.9 billion at June 30, 2018 , and December 31, 2017 , respectively. (b) At June 30, 2018 , and December 31, 2017 , residential mortgage loans excluded mortgage loans insured by U.S. government agencies of $4.9 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 June 30, 2018 , and December 31, 2017 , these balances included $1.3 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 June 30, 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 June 30, 2018 , and December 31, 2017 , included mortgage loans insured by U.S. government agencies of $8.1 billion and $8.5 billion , respectively. Approximately 37% of the home equity portfolio are senior lien loans; the remaining balance are junior lien HELOANs or HELOCs. The following table represents the Firm’s delinquency statistics for junior lien home equity loans and lines of credit as of June 30, 2018 , and December 31, 2017 . Total loans Total 30+ day delinquency rate (in millions, except ratios) Jun 30, Dec 31, Jun 30, Dec 31, HELOCs: (a) Within the revolving period (b) $ 5,455 $ 6,363 0.26 % 0.50 % Beyond the revolving period 12,631 13,532 2.72 3.56 HELOANs 1,190 1,371 2.77 3.50 Total $ 19,276 $ 21,266 2.03 % 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 Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Impaired loans With an allowance $ 3,816 $ 4,407 $ 1,211 $ 1,236 $ 5,027 $ 5,643 Without an allowance (a) 1,208 1,213 881 882 2,089 2,095 Total impaired loans (b)(c) $ 5,024 $ 5,620 $ 2,092 $ 2,118 $ 7,116 $ 7,738 Allowance for loan losses related to impaired loans $ 94 $ 62 $ 62 $ 111 $ 156 $ 173 Unpaid principal balance of impaired loans (d) 6,870 7,741 3,604 3,701 10,474 11,442 Impaired loans on nonaccrual status (e) 1,730 1,743 1,041 1,032 2,771 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 June 30, 2018 , Chapter 7 residential real estate loans included approximately 13% of residential mortgages and 9% of home equity that were 30 days or more past due. (b) At June 30, 2018 , and December 31, 2017 , $4.3 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 June 30, 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) At both June 30, 2018 and December 31, 2017 , nonaccrual loans included $2.2 billion of TDRs for which the borrowers were less than 90 days past due. For additional information about loans modified in a TDR that are on nonaccrual status refer to the Loan accounting framework in Note 12 of JPMorgan Chase ’s 2017 Annual Report . The following tables present average impaired loans and the related interest income reported by the Firm. Three months ended June 30, Average impaired loans Interest income on impaired loans (a) Interest income on impaired (a) 2018 2017 2018 2017 2018 2017 Residential mortgage $ 5,254 $ 5,865 $ 66 $ 68 $ 20 $ 14 Home equity 2,087 2,241 33 30 21 18 Total residential real estate – excluding PCI $ 7,341 $ 8,106 $ 99 $ 98 $ 41 $ 32 Six months ended June 30, Average impaired loans Interest income on impaired loans (a) Interest income on impaired loans on a cash basis (a) 2018 2017 2018 2017 2018 2017 Residential mortgage $ 5,431 $ 5,921 $ 136 $ 141 $ 39 $ 33 Home equity 2,105 2,245 65 61 42 38 Total residential real estate – excluding PCI $ 7,536 $ 8,166 $ 201 $ 202 $ 81 $ 71 (a) Generally, interest income on loans modified in TDRs is recognized on a cash basis until the borrower has made a minimum of six payments under the new terms, unless the loan is deemed to be collateral-dependent. Loan modifications Modifications of residential real estate loans, excluding PCI loans, are generally accounted for and reported as TDRs. There were no additional commitments to lend to borrowers whose residential real estate loans, excluding PCI loans, have been modified in TDRs. The following table presents new TDRs reported by the Firm. Three months ended June 30, Six months ended June 30, (in millions) 2018 2017 2018 2017 Residential mortgage $ 100 $ 96 $ 247 $ 168 Home equity 83 69 186 150 Total residential real estate – excluding PCI $ 183 $ 165 $ 433 $ 318 Nature and extent of modifications The U.S. Treasury’s Making Home Affordable programs, as well as the Firm’s proprietary modification programs, generally provide various concessions to financially troubled borrowers including, but not limited to, interest rate reductions, term or payment extensions and deferral of principal and/or interest payments that would otherwise have been required under the terms of the original agreement. The following tables provide information about how residential real estate loans, excluding PCI loans, were modified under the Firm’s loss mitigation programs described above during the periods presented. These tables exclude Chapter 7 loans where the sole concession granted is the discharge of debt . Three months ended June 30, Total residential real estate – excluding PCI Residential mortgage Home equity 2018 2017 2018 2017 2018 2017 Number of loans approved for a trial modification 977 390 849 565 1,826 955 Number of loans permanently modified 686 659 1,268 1,583 1,954 2,242 Concession granted: (a) Interest rate reduction 37 % 69 % 53 % 59 % 48 % 62 % Term or payment extension 46 82 59 78 55 79 Principal and/or interest deferred 50 20 27 9 35 13 Principal forgiveness 8 18 10 9 9 12 Other (b) 32 23 57 15 48 18 Six months ended June 30, Total residential Residential mortgage Home equity 2018 2017 2018 2017 2018 2017 Number of loans approved for a trial modification 1,276 846 1,309 1,308 2,585 2,154 Number of loans permanently modified 1,655 1,442 3,066 2,800 4,721 4,242 Concession granted: (a) Interest rate reduction 27 % 76 % 51 % 71 % 42 % 72 % Term or payment extension 35 86 54 84 48 84 Principal and/or interest deferred 54 14 26 13 36 14 Principal forgiveness 7 19 7 9 7 12 Other (b) 42 27 58 13 53 18 (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. Concessions offered on trial modifications are generally consistent with those granted on permanent modifications. (b) Includes variable interest rate to fixed interest rate modifications for the three and six months ended June 30, 2018 and 2017. Also includes forbearances that meet the definition of a TDR for the three and six months ended June 30, 2018. Forbearances suspend or reduce monthly payments for a specific period of time to address a temporary hardship. Financial effects of modifications and redefaults The following tables provide information about the financial effects of the various concessions granted in modifications of residential real estate loans, excluding PCI loans, under the loss mitigation programs described above and about redefaults of certain loans modified in TDRs for the periods presented. The following tables present only the financial effects of permanent modifications and does not include temporary concessions offered through trial modifications. These tables also exclude Chapter 7 loans where the sole concession granted is the discharge of debt. Three months ended June 30, 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 4.97 % 5.13 % 5.21 % 5.04 % 5.10 % 5.09 % Weighted-average interest rate of loans with interest rate reductions – after TDR 3.15 3.12 3.31 2.39 3.24 2.79 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR 25 23 18 26 23 25 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR 37 37 37 38 38 38 Charge-offs recognized upon permanent modification $ — $ $ $ $ $ Principal deferred 4 4 3 2 7 6 Principal forgiven 3 6 2 3 5 9 Balance of loans that redefaulted within one year of permanent modification (a) $ 25 $ 30 $ 19 $ 12 $ 44 $ 42 Six months ended June 30, 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 5.03 % 5.25 % 5.16 % 4.82 % 5.11 % 5.06 % Weighted-average interest rate of loans with interest rate reductions – after TDR 3.28 3.00 3.16 2.42 3.21 2.74 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR 25 24 19 23 22 24 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR 37 38 39 39 38 38 Charge-offs recognized upon permanent modification $ — $ 1 $ 1 $ 1 $ 1 $ 2 Principal deferred 10 7 5 7 15 14 Principal forgiven 6 11 4 5 10 16 Balance of loans that redefaulted within one year of permanent modification (a) $ 45 $ 58 $ 33 $ 21 $ 78 $ 79 (a) Represents loans permanently modified in TDRs that experienced a payment default in the periods presented, and for which the payment default occurred within one year of the modification. The dollar amounts presented represent the balance of such loans at the end of the reporting period in which such loans defaulted. For residential real estate loans modified in TDRs, payment default is deemed to occur when the loan becomes two contractual payments past due. In the event that a modified loan redefaults, it is probable that the loan will ultimately be liquidated through foreclosure or another similar type of liquidation transaction. Redefaults of loans modified within the last 12 months may not be representative of ultimate redefault levels. At June 30, 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 June 30, 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 $763 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 Jun 30, 2018 Dec 31, 2017 Jun 30, 2018 Dec 31, 2017 Jun 30, 2018 Dec 31, 2017 Loan delinquency Current $ 64,516 $ 65,651 $ 25,964 $ 25,454 $ 90,480 $ 91,105 30–119 days past due 487 584 197 213 684 797 120 or more days past due 11 7 111 122 122 129 Total retained loans $ 65,014 $ 66,242 $ 26,272 $ 25,789 $ 91,286 $ 92,031 % of 30+ days past due to total retained loans 0.77 % 0.89 % 1.17 % 1.30 % 0.88 % 1.01 % Nonaccrual loans (a) 124 141 273 283 397 424 Geographic region California $ 8,512 $ 8,445 $ 5,299 $ 5,032 $ 13,811 $ 13,477 Texas 6,675 7,013 3,014 2,916 9,689 9,929 New York 3,901 4,023 4,222 4,195 8,123 8,218 Illinois 3,793 3,916 2,066 2,017 5,859 5,933 Florida 3,389 3,350 1,428 1,424 4,817 4,774 Arizona 2,103 2,221 1,422 1,383 3,525 3,604 Ohio 2,044 2,105 1,356 1,380 3,400 3,485 Michigan 1,417 1,418 1,304 1,357 2,721 2,775 New Jersey 1,978 2,044 738 721 2,716 2,765 Louisiana 1,602 1,656 885 849 2,487 2,505 All other 29,600 30,051 4,538 4,515 34,138 34,566 Total retained loans $ 65,014 $ 66,242 $ 26,272 $ 25,789 $ 91,286 $ 92,031 Loans by risk ratings (b) Noncriticized $ 15,150 $ 15,604 $ 18,387 $ 17,938 $ 33,537 $ 33,542 Criticized performing 261 93 759 791 1,020 884 Criticized nonaccrual 7 9 204 213 211 222 (a) There were no loans that were 90 or more days past due and still accruing interest at June 30, 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) June 30, December 31, Impaired loans With an allowance $ 245 $ 272 Without an allowance (a) 26 26 Total impaired loans (b)(c) $ 271 $ 298 Allowance for loan losses related to impaired loans $ 70 $ 73 Unpaid principal balance of impaired loans (d) 373 402 Impaired loans on nonaccrual status 246 268 (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 $277 million and $381 million for the three months ended June 30, 2018 and 2017 , respectively, and $287 million and $501 million for the six months ended June 30, 2018 and 2017 , respectively. The related interest income on impaired loans, including those on a cash basis, was not material for the three and six months ended June 30, 2018 and 2017 . (d) Represents the contractual amount of principal owed at June 30, 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. Refer to Note 12 of JPMorgan Chase’s 2017 Annual Report for further information on other consumer loans modified in TDRs. At June 30, 2018 and December 31, 2017 other consumer loans modified in TDRs were $91 million and $102 million , respectively. New TDRs, as well as the impact of these modifications were not material to the Firm for the three and six months ended June 30, 2018 and 2017 . Additional commitments to lend to borrowers whose loans have been modified in TDRs as of June 30, 2018 and December 31, 2017 were not material. TDRs on nonaccrual status were $66 million and $72 million at June 30, 2018 and December 31, 2017 , respectively. Purchased credit-impaired loans For a detailed discussion of PCI loans, including the related accounting policies, refer to 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 Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Carrying value (a) $ 9,849 $ 10,799 $ 5,437 $ 6,479 $ 2,249 $ 2,609 $ 9,442 $ 10,689 $ 26,977 $ 30,576 Loan delinquency (based on unpaid principal balance) Current $ 9,465 $ 10,272 $ 4,893 $ 5,839 $ 2,326 $ 2,640 $ 8,509 $ 9,662 $ 25,193 $ 28,413 30–149 days past due 248 356 271 336 295 381 446 547 1,260 1,620 150 or more days past due 310 392 296 327 163 176 585 689 1,354 1,584 Total loans $ 10,023 $ 11,020 $ 5,460 $ 6,502 $ 2,784 $ 3,197 $ 9,540 $ 10,898 $ 27,807 $ 31,617 % of 30+ days past due to total loans 5.57 % 6.79 % 10.38 % 10.20 % 16.45 % 17.42 % 10.81 % 11.34 % 9.40 % 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 $ 22 $ 33 $ 2 $ 4 $ 1 $ 2 $ 4 $ 6 $ 29 $ 45 Less than 660 14 21 12 16 13 20 8 9 47 66 101% to 125% and refreshed FICO scores: Equal to or greater than 660 176 274 10 16 10 20 29 43 225 353 Less than 660 86 132 26 42 42 75 55 71 209 320 80% to 100% and refreshed FICO scores: Equal to or greater than 660 928 1,195 119 221 80 119 168 316 1,295 1,851 Less than 660 419 559 154 230 213 309 241 371 1,027 1,469 Lower than 80% and refreshed FICO scores: Equal to or greater than 660 5,844 6,134 3,022 3,551 824 895 5,613 6,113 15,303 16,693 Less than 660 2,011 2,095 1,827 2,103 1,467 1,608 3,006 3,499 8,311 9,305 No FICO/LTV available 523 577 288 319 134 149 416 470 1,361 1,515 Total unpaid principal balance $ 10,023 $ 11,020 $ 5,460 $ 6,502 $ 2,784 $ 3,197 $ 9,540 $ 10,898 $ 27,807 $ 31,617 Geographic region (based on unpaid principal balance) California $ 5,954 $ 6,555 $ 3,048 $ 3,716 $ 679 $ 797 $ 5,415 $ 6,225 $ 15,096 $ 17,293 Florida 1,053 1,137 374 428 264 296 794 878 2,485 2,739 New York 563 607 396 457 292 330 561 628 1,812 2,022 Washington 471 532 112 135 51 61 201 238 835 966 Illinois 252 273 176 200 142 161 221 249 791 883 New Jersey 225 242 157 178 97 110 293 336 772 866 Massachusetts 71 79 133 149 84 98 278 307 566 633 Maryland 53 57 109 129 113 132 199 232 474 550 Arizona 184 203 87 106 52 60 137 156 460 525 Virginia 59 66 100 123 43 51 245 280 447 520 All other 1,138 1,269 768 881 967 1,101 1,196 1,369 4,069 4,620 Total unpaid principal balance $ 10,023 $ 11,020 $ 5,460 $ 6,502 $ 2,784 $ 3,197 $ 9,540 $ 10,898 $ 27,807 $ 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 represents the Firm’s delinquency statistics for PCI junior lien home equity loans and lines of credit based on the unpaid principal balance as of June 30, 2018 , and December 31, 2017 . Total loans Total 30+ day delinquency rate (in millions, except ratios) Jun 30, D

Allowance for Credit Losses

Allowance for Credit Losses	6 Months Ended
	Jun. 30, 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, refer to Note 13 of JPMorgan Chase ’s 2017 Annual Report . Allowance for credit losses and related information The table below summarizes information about the allowances for loan losses and lending-related commitments, and includes a breakdown of loans and lending-related commitments by impairment methodology. 2018 2017 Six months ended June 30, Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Allowance for loan losses Beginning balance at January 1, $ 4,579 $ 4,884 $ 4,141 $ 13,604 5,198 $ 4,034 $ 4,544 $ 13,776 Gross charge-offs 539 2,578 241 3,358 1,105 2,223 99 3,427 Gross recoveries (451 ) (244 ) (76 ) (771 ) (307 ) (193 ) (69 ) (569 ) Net charge-offs 88 2,334 165 2,587 798 2,030 30 2,858 Write-offs of PCI loans (a) 93 — — 93 46 — — 46 Provision for loan losses 90 2,334 (98 ) 2,326 448 2,380 (337 ) 2,491 Other — — — — (2 ) — 2 — Ending balance at June 30, $ 4,488 $ 4,884 $ 3,878 $ 13,250 $ 4,800 $ 4,384 $ 4,179 $ 13,363 Allowance for loan losses by impairment methodology Asset-specific (b) $ 226 $ 402 (c) $ 318 $ 946 $ 296 $ 370 (c) $ 345 $ 1,011 Formula-based 2,130 4,482 3,560 10,172 2,239 4,014 3,834 10,087 PCI 2,132 — — 2,132 2,265 — — 2,265 Total allowance for loan losses $ 4,488 $ 4,884 $ 3,878 $ 13,250 $ 4,800 $ 4,384 $ 4,179 $ 13,363 Loans by impairment methodology Asset-specific $ 7,387 $ 1,252 $ 1,327 $ 9,966 $ 8,340 $ 1,204 $ 1,760 $ 11,304 Formula-based 340,223 143,969 419,302 903,494 323,711 138,831 392,663 855,205 PCI 26,977 — 3 26,980 33,064 — 3 33,067 Total retained loans $ 374,587 $ 145,221 $ 420,632 $ 940,440 $ 365,115 $ 140,035 $ 394,426 $ 899,576 Impaired collateral-dependent loans Net charge-offs $ 14 $ — $ — $ 14 $ 36 $ — $ 16 $ 52 Loans measured at fair value of collateral less cost to sell 2,124 — 300 2,424 2,234 — 296 2,530 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 — — 49 49 6 — 33 39 Other — — — — — — — — Ending balance at June 30, $ 33 $ — $ 1,084 $ 1,117 $ 32 $ — $ 1,085 $ 1,117 Allowance for lending-related commitments by impairment methodology Asset-specific $ — $ — $ 139 $ 139 $ — $ — $ 211 $ 211 Formula-based 33 — 945 978 32 — 874 906 Total allowance for lending-related commitments $ 33 $ — $ 1,084 $ 1,117 $ 32 $ — $ 1,085 $ 1,117 Lending-related commitments by impairment methodology Asset-specific $ — $ — $ 712 $ 712 $ — $ — $ 750 $ 750 Formula-based 51,784 592,452 401,045 1,045,281 53,872 (d) 576,264 365,748 995,884 (d) Total lending-related commitments $ 51,784 $ 592,452 $ 401,757 $ 1,045,993 $ 53,872 (d) $ 576,264 $ 366,498 $ 996,634 (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	6 Months Ended
	Jun. 30, 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, refer to 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 145 Mortgage securitization trusts Servicing and securitization of both originated and purchased residential mortgages 145-147 CIB Mortgage and other securitization trusts Securitization of both originated and purchased residential and commercial mortgages, and other consumer loans 145-147 Multi-seller conduits Assist clients in accessing the financial markets in a cost-efficient manner and structures transactions to meet investor needs 147 Municipal bond vehicles Financing of municipal bond investments 147 The Firm also invests in and provides financing and other services to VIEs sponsored by third parties. Refer to page 148 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, refer to 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. Refer to the table on page 148 of this Note for further information on consolidated VIE assets and liabilities. Firm-sponsored mortgage and other securitization trusts The Firm securitizes (or has securitized) originated and purchased residential mortgages, commercial mortgages and other consumer loans 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, refer to 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. Refer to Securitization activity on page 149 of this Note for further information regarding the Firm’s cash flows associated with and interests retained in nonconsolidated VIEs, and page 149 of this Note for information on the Firm’s loan sales to U.S. government agencies. Principal amount outstanding JPMorgan Chase interest in securitized assets in nonconsolidated VIEs (c)(d)(e) June 30, 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 $ 67,033 $ 3,414 $ 52,235 $ 434 $ 770 $ — $ 1,204 Subprime 17,891 10 16,517 63 — — 63 Commercial and other (b) 100,825 — 65,166 538 1,037 217 1,792 Total $ 185,749 $ 3,424 $ 133,918 $ 1,035 $ 1,807 $ 217 $ 3,059 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. Refer to page 149 of this Note for information on the Firm’s loan sales to U.S. government agencies. (b) Consists of securities backed by commercial loans (predominantly real estate) and non-mortgage-related consumer receivables purchased from third parties. (c) Excludes the following: retained servicing (refer to 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 (Refer to Note 4 for further information on derivatives); senior and subordinated securities of $345 million and $79 million , respectively, at June 30, 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 June 30, 2018 , and December 31, 2017 , 60% 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 $1.2 billion and $1.3 billion of investment-grade and $30 million and $48 million of noninvestment-grade retained interests at June 30, 2018 , and December 31, 2017 , respectively. The retained interests in commercial and other securitizations trusts consisted of $1.4 billion and $1.6 billion of investment-grade and $427 million and $412 million of noninvestment-grade retained interests at June 30, 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, refer to Note 14 of JPMorgan Chase’s 2017 Annual Report . Refer to the table on page 148 of this Note for more information on the consolidated residential mortgage securitizations, and the table on the previous page of this Note for further information on interests held in nonconsolidated residential mortgage securitizations. Commercial mortgages and other consumer securitizations CIB originates and securitizes commercial mortgage loans, and engages in underwriting and trading activities involving the securities issued by securitization trusts. For a more detailed description of the Firm’s involvement with commercial mortgage and other consumer securitizations, refer to Note 14 of JPMorgan Chase’s 2017 Annual Report . Refer to the table on page 148 of this Note for more information on the consolidated commercial mortgage securitizations, and the table on the previous page of this Note for 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, refer to 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 Six months ended (in millions) 2018 2017 2018 2017 Transfers of securities to VIEs Agency $ 3,995 $ 1,462 $ 8,781 $ 4,686 The following table presents information on nonconsolidated re-securitization VIEs. Nonconsolidated re-securitization VIEs (in millions) June 30, 2018 December 31, 2017 Firm-sponsored private-label Assets held in VIEs with continuing involvement (a) $ 414 $ 783 Interest in VIEs 14 29 Agency Interest in VIEs 2,249 2,250 (a) represents the principal amount and includes the notional amount of interest-only securities. As of June 30, 2018 , and December 31, 2017 , the Firm did not consolidate any agency re-securitization VIEs or any Firm-sponsored private-label re-securitization VIEs. Multi-seller conduits For a more detailed description of JPMorgan Chase’s principal involvement with Firm -administered multi-seller conduits, refer to 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 $20.5 billion and $20.4 billion of the commercial paper issued by the Firm -administered multi-seller conduits at June 30, 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 $9.7 billion and $8.8 billion at June 30, 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, refer to 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; refer to page 148 of 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, refer to Note 14 of JPMorgan Chase’s 2017 Annual Report . The Firm had no exposure to nonconsolidated Firm- sponsored municipal bond vehicles at June 30, 2018 and December 31, 2017 , respectively. Refer to page 148 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 June 30, 2018 , and December 31, 2017 . Assets Liabilities June 30, 2018 (in millions) Trading assets Loans Other (b) Total assets (c) Beneficial interests in VIE assets (d) Other (e) Total liabilities VIE program type Firm-sponsored credit card trusts $ — $ 31,815 $ 535 $ 32,350 $ 16,505 $ 15 $ 16,520 Firm-administered multi-seller conduits 2 23,128 49 23,179 2,969 30 2,999 Municipal bond vehicles 1,370 — 3 1,373 1,401 2 1,403 Mortgage securitization entities (a) 9 3,461 48 3,518 296 181 477 Other 133 — 1,777 1,910 152 105 257 Total $ 1,514 $ 58,404 $ 2,412 $ 62,330 $ 21,323 $ 333 $ 21,656 Assets Liabilities December 31, 2017 (in millions) Trading assets Loans Other (b) Total assets (c) Beneficial interests in VIE assets (d) Other (e) Total liabilities VIE program type 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 (a) 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) Includes residential and commercial mortgage securitizations. (b) Includes assets classified as cash and other assets on the Consolidated balance sheets. (c) 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. (d) 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, refer to note 14 of JPMorgan Chase’s 2017 Annual Report. Included in beneficial interests in VIE assets are long-term beneficial interests of $17.0 billion and $21.8 billion at June 30, 2018 , and December 31, 2017 , respectively. (e) 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 $ 13.4 billion as of June 30, 2018 and December 31, 2017 , of which $ 2.9 billion and $3.2 billion was unfunded, 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, refer to Note 24 of JPMorgan Chase’s 2017 Annual Report. For more information on off-balance sheet lending-related commitments, refer to 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 June 30, 2018 and December 31, 2017 was $5.2 billion and $5.3 billion , respectively. The fair value of assets held by such VIEs at June 30, 2018 and December 31, 2017 , was $8.6 billion and $9.2 million , respectively. For more information on off-balance sheet lending-related commitments, refer to 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, refer to 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 and six months ended June 30, 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 June 30, Six months ended June 30, 2018 2017 2018 2017 (in millions) Residential mortgage (e) Commercial and other (f) Residential mortgage (e) Commercial and other (f) Residential mortgage (e) Commercial and other (f) Residential mortgage (e) Commercial and other (f) Principal securitized $ 3,129 $ 2,181 $ 1,020 $ 1,997 $ 4,459 $ 5,172 $ 2,049 $ 3,312 All cash flows during the period (a) : Proceeds received from loan sales as financial instruments (b) $ 3,122 $ 2,196 $ 1,048 $ 2,029 $ 4,460 $ 5,187 $ 2,083 $ 3,377 Servicing fees collected (c) 45 — 52 1 91 — 102 2 Purchases of previously transferred financial assets (or the underlying collateral) (d) — — 1 — — — 1 — Cash flows received on interests 137 84 128 206 229 131 259 541 (a) Excludes re-securitization transactions. (b) Predominantly includes Level 2 assets. (c) The prior period amounts have been revised to conform with the current period presentation. (d) 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. (e) Includes prime, Alt-A, subprime, and option ARMs. Excludes loan securitization transactions entered into with Ginnie Mae, Fannie Mae and Freddie Mac. (f) 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. Refer to 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. Refer to Note 14 for additional information about the impact of the Firm ’s sale of certain excess MSRs. The following table summarizes the activities related to loans sold to the U.S. GSEs, loans in securitization transactions pursuant to Ginnie Mae guidelines, and other third-party-sponsored securitization entities. Three months ended June 30, Six months ended June 30, (in millions) 2018 2017 2018 2017 Carrying value of loans sold $ 8,076 $ 11,711 $ 16,836 $ 28,880 Proceeds received from loan sales as cash — 4 — 13 Proceeds from loan sales as securities (a) 7,959 11,602 16,578 28,589 Total proceeds received from loan sales (b) $ 7,959 $ 11,606 $ 16,578 $ 28,602 Gains on loan sales (c)(d) $ 9 $ 42 $ 23 $ 73 (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 June 30, 2018 and December 31, 2017 . Substantially all of these loans and real estate are insured or guaranteed by U.S. government agencies. (in millions) June 30, 2018 Dec 31, Loans repurchased or option to repurchase (a) $ 8,196 $ 8,629 Real estate owned 84 95 Foreclosed government-guaranteed residential mortgage loans (b) 455 527 (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 June 30, 2018 , and December 31, 2017 . Net liquidation losses (a) Securitized assets 90 days past due Three months ended June 30, Six months ended June 30, (in millions) Jun 30, Dec 31, Jun 30, Dec 31, 2018 2017 2018 2017 Securitized loans Residential mortgage: Prime / Alt-A & option ARMs $ 52,235 $ 52,280 $ 4,087 $ 4,870 $ 168 $ 226 $ 271 $ 438 Subprime 16,517 17,612 2,880 3,276 140 201 (462 ) 376 Commercial and other 65,166 63,411 628 957 21 5 48 57 Total loans securitized $ 133,918 $ 133,303 $ 7,595 $ 9,103 $ 329 $ 432 $ (143 ) $ 871 (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	6 Months Ended
	Jun. 30, 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, refer to Note 15 of JPMorgan Chase ’s 2017 Annual Report . Goodwill The following table presents goodwill attributed to the business segments. (in millions) June 30, December 31, Consumer & Community Banking $ 30,999 $ 31,013 Corporate & Investment Bank 6,772 6,776 Commercial Banking 2,860 2,860 Asset & Wealth Management 6,857 6,858 Total goodwill $ 47,488 $ 47,507 The following table presents changes in the carrying amount of goodwill. Three months ended June 30, Six months ended June 30, (in millions) 2018 2017 2018 2017 Balance at beginning of period $ 47,499 $ 47,292 $ 47,507 $ 47,288 Changes during the period from: Other (a) (11 ) 8 (19 ) 12 Balance at June 30, $ 47,488 $ 47,300 $ 47,488 $ 47,300 (a) Includes foreign currency remeasurement. 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, refer to Impairment testing on pages 244–245 of JPMorgan Chase ’s 2017 Annual Report . Goodwill was not impaired at June 30, 2018 , or December 31, 2017 , nor was goodwill written off due to impairment during the six months ended June 30, 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, refer to Note s 2 and 15 of JPMorgan Chase ’s 2017 Annual Report . The following table summarizes MSR activity for the three and six months ended June 30, 2018 and 2017 . As of or for the three months As of or for the six months (in millions, except where otherwise noted) 2018 2017 2018 2017 Fair value at beginning of period $ 6,202 $ 6,079 $ 6,030 $ 6,096 MSR activity: Originations of MSRs 157 154 333 371 Purchase of MSRs 79 — 146 — Disposition of MSRs (a) (104 ) (67 ) (399 ) (138 ) Net additions/(dispositions) 132 87 80 233 Changes due to collection/realization of expected cash flows (187 ) (213 ) (347 ) (419 ) Changes in valuation due to inputs and assumptions: Changes due to market interest rates and other (b) 103 (178 ) 485 (121 ) Changes in valuation due to other inputs and assumptions: Projected cash flows (e.g., cost to service) — 2 — 14 Discount rates — (7 ) 24 (19 ) Prepayment model changes and other (c) (9 ) (17 ) (31 ) (31 ) Total changes in valuation due to other inputs and assumptions (9 ) (22 ) (7 ) (36 ) Total changes in valuation due to inputs and assumptions 94 (200 ) 478 (157 ) Fair value at June 30, $ 6,241 $ 5,753 $ 6,241 $ 5,753 Change in unrealized gains/(losses) included in income related to MSRs held at June 30, $ 94 $ (200 ) $ 478 $ (157 ) Contractual service fees, late fees and other ancillary fees included in income 446 477 911 964 Third-party mortgage loans serviced at June 30, (in billions) 534 569 534 569 Net servicer advances at June 30, (in billions) (d) 3.3 4.1 3.3 4.1 (a) Includes excess MSRs transferred to agency-sponsored trusts in exchange for stripped mortgage backed securities (“SMBS”). In each transaction, a portion of the SMBS was acquired by third parties at the transaction date; the Firm acquired the remaining balance of those SMBS as trading securities. (b) Represents both the impact of changes in estimated future prepayments due to changes in market interest rates, and the difference between actual and expected prepayments. (c) Represents changes in prepayments other than those attributable to changes in market interest rates. (d) Represents amounts the Firm pays as the servicer (e.g., scheduled principal and interest, taxes and insurance), which will generally be reimbursed within a short period of time after the advance from future cash flows from the trust or the underlying loans. The Firm’s credit risk associated with these servicer advances is minimal because reimbursement of the advances is typically senior to all cash payments to investors. In addition, the Firm maintains the right to stop payment to investors if the collateral is insufficient to cover the advance. However, certain of these servicer advances may not be recoverable if they were not made in accordance with applicable rules and agreements. The following table presents the components of mortgage fees and related income (including the impact of MSR risk management activities) for the three and six months ended June 30, 2018 and 2017 . Three months ended June 30, Six months ended June 30, (in millions) 2018 2017 2018 2017 CCB mortgage fees and related income Net production revenue $ 93 $ 152 $ 188 $ 293 Net mortgage servicing revenue: Operating revenue: Loan servicing revenue 441 518 954 1,040 Changes in MSR asset fair value due to collection/realization of expected cash flows (187 ) (212 ) (347 ) (417 ) Total operating revenue 254 306 607 623 Risk management: Changes in MSR asset fair value due to market interest rates and other (a) 104 (178 ) 486 (121 ) Other changes in MSR asset fair value due to other inputs and assumptions in model (b) (9 ) (22 ) (7 ) (36 ) Change in derivative fair value and other (118 ) 143 (485 ) 48 Total risk management (23 ) (57 ) (6 ) (109 ) Total net mortgage servicing revenue 231 249 601 514 Total CCB mortgage fees and related income 324 401 789 807 All other — 3 — 3 Mortgage fees and related income $ 324 $ 404 $ 789 $ 810 (a) Represents both the impact of changes in estimated future prepayments due to changes in market interest rates, and the difference between actual and expected prepayments. (b) Represents the aggregate impact of changes in model inputs and assumptions such as projected cash flows (e.g., cost to service), discount rates and changes in prepayments other than those attributable to changes in market interest rates (e.g., changes in prepayments due to changes in home prices). The table below outlines the key economic assumptions used to determine the fair value of the Firm’s MSRs at June 30, 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) Jun 30, Dec 31, Weighted-average prepayment speed assumption (“CPR”) 8.43 % 9.35 % Impact on fair value of 10% adverse change $ (195 ) $ (221 ) Impact on fair value of 20% adverse change (379 ) (427 ) Weighted-average option adjusted spread 8.72 % 9.04 % Impact on fair value of a 100 basis point adverse change $ (245 ) $ (250 ) Impact on fair value of a 200 basis point adverse change (472 ) (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	6 Months Ended
	Jun. 30, 2018
Deposits [Abstract]
Deposits	Deposits For further information on deposits, refer to Note 17 of JPMorgan Chase’s 2017 Annual Report. At June 30, 2018 , and December 31, 2017 , noninterest-bearing and interest-bearing deposits were as follows. (in millions) June 30, December 31, 2017 U.S. offices Noninterest-bearing $ 385,741 $ 393,645 Interest-bearing (included $15,542 and $14,947 at fair value) (a) 819,454 793,618 Total deposits in U.S. offices 1,205,195 1,187,263 Non-U.S. offices Noninterest-bearing 16,602 15,576 Interest-bearing (included $4,154 and $6,374 at fair value) (a) 230,325 241,143 Total deposits in non-U.S. offices 246,927 256,719 Total deposits $ 1,452,122 $ 1,443,982 (a) Includes structured notes classified as deposits for which the fair value option has been elected. For a further discussion, refer to Note 3 of JPMorgan Chase’s 2017 Annual Report .

Earnings per Share

Earnings per Share	6 Months Ended
	Jun. 30, 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”), refer to Note 22 of JPMorgan Chase ’s 2017 Annual Report . The following table presents the calculation of basic and diluted EPS for the three and six months ended June 30, 2018 and 2017 . (in millions, except per share amounts) Three months ended Six months ended 2018 2017 2018 2017 Basic earnings per share Net income $ 8,316 $ 7,029 $ 17,028 $ 13,477 Less: Preferred stock dividends 379 411 788 823 Net income applicable to common equity 7,937 6,618 16,240 12,654 Less: Dividends and undistributed earnings allocated to participating securities 57 63 121 123 Net income applicable to common stockholders $ 7,880 $ 6,555 $ 16,119 $ 12,531 Total weighted-average basic shares outstanding 3,415.2 3,574.1 3,436.7 3,587.9 Net income per share $ 2.31 $ 1.83 $ 4.69 $ 3.49 Diluted earnings per share Net income applicable to common stockholders $ 7,880 $ 6,555 $ 16,119 $ 12,531 Total weighted-average basic shares outstanding 3,415.2 3,574.1 3,436.7 3,587.9 Add: Employee stock options, SARs, warrants and unvested PSUs 19.5 24.9 20.4 26.8 Total weighted-average diluted shares outstanding 3,434.7 3,599.0 3,457.1 3,614.7 Net income per share $ 2.29 $ 1.82 $ 4.66 $ 3.47

Accumulated Other Comprehensive

Accumulated Other Comprehensive Income/(Loss)	6 Months Ended
	Jun. 30, 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 April 1, 2018 $ 1,826 $ (720 ) $ (94 ) $ 19 $ (1,914 ) $ (180 ) $ (1,063 ) Net change (227 ) 88 (68 ) (166 ) 38 260 (75 ) Balance at June 30, 2018 $ 1,599 $ (632 ) $ (162 ) $ (147 ) $ (1,876 ) $ 80 $ (1,138 ) 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 April 1, 2017 $ 1,762 $ (157 ) NA $ (9 ) $ (2,274 ) $ (245 ) $ (923 ) Net change 457 — NA 53 19 2 531 Balance at June 30, 2017 $ 2,219 $ (157 ) NA $ 44 $ (2,255 ) $ (243 ) $ (392 ) As of or for the six months ended Unrealized Translation adjustments, net of hedges Fair value hedges 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 (1,461 ) 115 (108 ) (239 ) 59 527 (1,107 ) Balance at June 30, 2018 $ 1,599 $ (632 ) $ (162 ) $ (147 ) $ (1,876 ) $ 80 $ (1,138 ) As of or for the six 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 695 7 NA 144 4 (67 ) 783 Balance at June 30, 2017 $ 2,219 $ (157 ) NA $ 44 $ (2,255 ) $ (243 ) $ (392 ) (a) Represents the adjustment to AOCI as a result of the new accounting standards adopted in the first quarter of 2018. (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 June 30, (in millions) Pre-tax Tax effect After-tax Pre-tax Tax effect After-tax Unrealized gains/(losses) on investment securities: Net unrealized gains/(losses) arising during the period $ (376 ) $ 88 $ (288 ) $ 695 $ (259 ) $ 436 Reclassification adjustment for realized (gains)/losses included in net income (a) 80 (19 ) 61 34 (13 ) 21 Net change (296 ) 69 (227 ) 729 (272 ) 457 Translation adjustments (b) : Translation (1,056 ) 208 (848 ) 317 (117 ) 200 Hedges 1,227 (291 ) 936 (319 ) 119 (200 ) Net change 171 (83 ) 88 (2 ) 2 — Fair value hedges, net change (c) : (89 ) 21 (68 ) NA NA NA Cash flow hedges: Net unrealized gains/(losses) arising during the period (199 ) 47 (152 ) 23 (10 ) 13 Reclassification adjustment for realized (gains)/losses included in net income (d) (19 ) 5 (14 ) 65 (25 ) 40 Net change (218 ) 52 (166 ) 88 (35 ) 53 Defined benefit pension and OPEB plans: Net gains/(losses) arising during the period 2 — 2 6 (2 ) 4 Reclassification adjustments included in net income (e) : Amortization of net loss 26 (6 ) 20 62 (23 ) 39 Prior service costs/(credits) (6 ) 2 (4 ) (9 ) 4 (5 ) Foreign exchange and other 31 (11 ) 20 (25 ) 6 (19 ) Net change 53 (15 ) 38 34 (15 ) 19 DVA on fair value option elected liabilities, net change: 340 (80 ) 260 2 — 2 Total other comprehensive income/(loss) $ (39 ) $ (36 ) $ (75 ) $ 851 $ (320 ) $ 531 2018 2017 Six months ended June 30, (in millions) Pre-tax Tax effect After-tax Pre-tax Tax effect After-tax Unrealized gains/(losses) on investment securities: Net unrealized gains/(losses) arising during the period $ (2,234 ) $ 525 $ (1,709 ) $ 1,062 $ (390 ) $ 672 Reclassification adjustment for realized (gains)/losses included in net income (a) 325 (77 ) 248 37 (14 ) 23 Net change (1,909 ) 448 (1,461 ) 1,099 (404 ) 695 Translation adjustments: (b) Translation (667 ) 143 (524 ) 899 (342 ) 557 Hedges 838 (199 ) 639 (875 ) 325 (550 ) Net change 171 (56 ) 115 24 (17 ) 7 Fair value hedges, net change (c) : (141 ) 33 (108 ) NA NA NA Cash flow hedges: Net unrealized gains/(losses) arising during the period (243 ) 58 (185 ) 82 (31 ) 51 Reclassification adjustment for realized (gains)/losses included in net income (d) (71 ) 17 (54 ) 150 (57 ) 93 Net change (314 ) 75 (239 ) 232 (88 ) 144 Defined benefit pension and OPEB plans: Net gains/(losses) arising during the period 25 (6 ) 19 (52 ) 19 (33 ) Reclassification adjustments included in net income (e) : Amortization of net loss 52 (12 ) 40 124 (46 ) 78 Prior service costs/(credits) (12 ) 3 (9 ) (18 ) 7 (11 ) Settlement (gain)/loss — — — (3 ) 1 (2 ) Foreign exchange and other 12 (3 ) 9 (32 ) 4 (28 ) Net change 77 (18 ) 59 19 (15 ) 4 DVA on fair value option elected liabilities, net change: $ 690 $ (163 ) $ 527 $ (105 ) $ 38 $ (67 ) Total other comprehensive income/(loss) $ (1,426 ) $ 319 $ (1,107 ) $ 1,269 $ (486 ) $ 783 (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. During the three and six months ended June 30, 2018, the Firm reclassified a net pre-tax loss of $174 million to other expense related to the liquidation of a legal entity, comprised of $23 million related to net investment hedge losses and $151 million related to cumulative translation adjustments. During the six months ended June 30, 2017, the Firm reclassified a net pre-tax loss of $25 million to other expense related to the liquidation of a legal entity, comprised of $47 million related to net investment hedge gains and $72 million related to cumulative translation adjustments. There were no such reclassifications during the three months ended June 30, 2017. (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	6 Months Ended
	Jun. 30, 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, refer to Note 25 of JPMorgan Chase’s 2017 Annual Report. As a result of the adoption of the restricted cash accounting guidance in the first quarter of 2018, 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) June 30, December 31, 2017 Cash reserves – Federal Reserve Banks $ 22.8 $ 25.7 Segregated for the benefit of securities and futures brokerage customers 15.3 16.8 Cash reserves at non-U.S. central banks and held for other general purposes 3.2 3.3 Total restricted cash (a) $ 41.3 $ 45.8 (a) Comprises $40.0 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 June 30, 2018 and December 31, 2017 , respectively. Also, as of June 30, 2018 and December 31, 2017 , the Firm had: • Cash and securities pledged with clearing organizations for the benefit of customers of $18.4 billion and $18.0 billion , respectively. • Securities with a fair value of $5.2 billion and $3.5 billion , respectively, were also restricted in relation to customer activity.

Regulatory Capital

Regulatory Capital	6 Months Ended
	Jun. 30, 2018
Banking and Thrift [Abstract]
Regulatory Capital	Regulatory capital For a detailed discussion on regulatory capital, refer to 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 June 30, 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 June 30, 2018 . At June 30, 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 June 30, 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. June 30, 2018 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 $ 184,708 $ 188,784 $ 22,447 $ 184,708 $ 188,784 $ 22,447 Tier 1 capital 210,321 188,784 22,447 210,321 188,784 22,447 Total capital 238,630 200,065 27,321 229,027 193,844 25,947 Assets Risk-weighted 1,543,370 1,356,526 107,938 1,438,747 1,216,608 178,118 Adjusted average (a) 2,566,013 2,153,804 114,160 2,566,013 2,153,804 114,160 Capital ratios (b) CET1 12.0 % 13.9 % 20.8 % 12.8 % 15.5 % 12.6 % Tier 1 13.6 13.9 20.8 14.6 15.5 12.6 Total 15.5 14.7 25.3 15.9 15.9 14.6 Tier 1 leverage (c) 8.2 8.8 19.7 8.2 8.8 19.7 December 31, 2017 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 208,644 184,375 21,600 208,644 184,375 21,600 Total capital 238,395 195,839 27,691 227,933 189,510 (d) 26,250 Assets Risk-weighted 1,499,506 1,338,970 (d) 113,108 1,435,825 1,241,916 (d) 190,523 Adjusted average (a) 2,514,270 2,116,031 126,517 2,514,270 2,116,031 126,517 Capital ratios (b) CET1 12.2 % 13.8 % 19.1 % 12.8 % 14.8 % (d) 11.3 % Tier 1 13.9 13.8 19.1 14.5 14.8 (d) 11.3 Total 15.9 14.6 (d) 24.5 15.9 15.3 (d) 13.8 Tier 1 leverage (c) 8.3 8.7 17.1 8.3 8.7 17.1 (a) 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. (b) 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”). (c) The Tier 1 leverage ratio is not a risk-based measure of capital. (d) The prior period amounts have been revised to conform with the current period presentation. June 30, 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) $ 3,255,296 $ 2,799,458 $ 172,003 $ 3,204,463 $ 2,775,041 $ 182,803 SLR (a) 6.5 % 6.7 % 13.1 % 6.5 % 6.6 % 11.8 % (a) Effective January 1, 2018, the SLR was fully phased-in under Basel III. The December 31, 2017, 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	6 Months Ended
	Jun. 30, 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 address the financing needs of its customers and clients. The contractual amount of these financial instruments represents the maximum possible credit risk to the Firm should the customer or client draw upon the commitment or the Firm be required to fulfill its obligation under the guarantee, and should the customer or client 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, refer to 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. Refer to Note 12 for further information regarding the allowance for credit losses on lending-related commitments. The following table summarizes the contractual amounts and carrying values of off-balance sheet lending-related financial instruments, guarantees and other commitments at June 30, 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) June 30, 2018 Dec 31, Jun 30, Dec 31, By remaining maturity Expires in 1 year or less Expires after Expires after Expires after 5 years Total Total Lending-related Consumer, excluding credit card: Home equity $ 1,202 $ 1,163 $ 1,559 $ 16,606 $ 20,530 $ 20,360 $ 12 $ 12 Residential mortgage (a) 8,342 — — 12 8,354 5,736 — — Auto 7,770 949 187 153 9,059 9,255 2 2 Consumer & Business Banking 12,410 796 110 525 13,841 13,202 19 19 Total consumer, excluding credit card 29,724 2,908 1,856 17,296 51,784 48,553 33 33 Credit card 592,452 — — — 592,452 572,831 — — Total consumer (b) 622,176 2,908 1,856 17,296 644,236 621,384 33 33 Wholesale: Other unfunded commitments to extend credit (c) 86,217 130,739 140,327 9,395 366,678 331,160 942 840 Standby letters of credit and other financial guarantees (c) 14,469 8,744 7,042 1,708 31,963 35,226 593 636 Other letters of credit (c) 2,914 54 148 3,116 3,712 4 3 Total wholesale (d) 103,600 139,537 147,517 11,103 401,757 370,098 1,539 1,479 Total lending-related $ 725,776 $ 142,445 $ 149,373 $ 28,399 $ 1,045,993 $ 991,482 $ 1,572 $ 1,512 Other guarantees and commitments Securities lending indemnification agreements and guarantees (e) $ 202,797 $ — $ — $ — $ 202,797 $ 179,490 $ — $ — Derivatives qualifying as guarantees 4,737 334 12,415 40,235 57,721 57,174 457 304 Unsettled reverse repurchase and securities borrowing agreements 102,480 — — — 102,480 76,859 — — Unsettled repurchase and securities lending agreements 92,150 — — — 92,150 44,205 — — Loan sale and securitization-related indemnifications: Mortgage repurchase liability NA NA NA NA NA NA 123 111 Loans sold with recourse NA NA NA NA 1,084 1,169 33 38 Other guarantees and commitments (f) 11,754 1,458 209 2,664 16,085 11,867 (225 ) (76 ) (a) Includes certain commitments to purchase loans from correspondents. (b) Predominantly all consumer lending-related commitments are in the U.S. (c) At June 30, 2018 , and December 31, 2017 , reflected the contractual amount net of risk participations totaling $287 million and $334 million respectively, for other unfunded commitments to extend credit; $9.8 billion and $10.4 billion , respectively, for standby letters of credit and other financial guarantees; and $407 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 June 30, 2018 , and December 31, 2017 , the U.S. portion of the contractual amount of total wholesale lending-related commitments was 78% and 77% , respectively. (e) At June 30, 2018 , and December 31, 2017 , collateral held by the Firm in support of securities lending indemnification agreements was $213.7 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 June 30, 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 in part 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 extended 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 December 31, 2017 the secured clearance advance facility maximum outstanding commitment amount was $1.5 billion . As of June 30, 2018 the Firm no longer offers such arrangements to its clients. 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 June 30, 2018 , and December 31, 2017 . Standby letters of credit, other financial guarantees and other letters of credit June 30, 2018 December 31, 2017 (in millions) Standby letters of Other letters of credit Standby letters of Other letters of credit Investment-grade (a) $ 25,512 $ 2,267 $ 28,492 $ 2,646 Noninvestment-grade (a) 6,451 849 6,734 1,066 Total contractual amount $ 31,963 $ 3,116 $ 35,226 $ 3,712 Allowance for lending-related commitments $ 139 $ 4 $ 192 $ 3 Guarantee liability 454 — 444 — Total carrying value $ 593 $ 4 $ 636 $ 3 Commitments with collateral $ 16,326 $ 597 $ 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, refer to Note 27 of JPMorgan Chase’s 2017 Annual Report. The following table summarizes the derivatives qualifying as guarantees as of June 30, 2018 , and December 31, 2017 . (in millions) June 30, 2018 December 31, 2017 Notional amounts Derivative guarantees $ 57,721 $ 57,174 Stable value contracts with contractually limited exposure 28,487 29,104 Maximum exposure of stable value contracts with contractually limited exposure 2,946 3,053 Fair value Derivative payables 457 304 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, refer to 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, refer to 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, refer to 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	6 Months Ended
	Jun. 30, 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, refer to 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 parenthetically identified on the Consolidated balance sheets as assets pledged. The following table presents the Firm ’s pledged assets. (in billions) June 30, 2018 December 31, Assets that may be sold or repledged or otherwise used by secured parties $ 140.4 $ 135.8 Assets that may not be sold or repledged or otherwise used by secured parties 76.7 68.1 Assets pledged at Federal Reserve banks and FHLBs 487.0 493.7 Total assets pledged $ 704.1 $ 697.6 Total assets pledged do not include assets of consolidated VIEs; these assets are used to settle the liabilities of those entities. Refer to Note 13 for additional information on assets and liabilities of consolidated VIEs. For additional information on the Firm ’s securities financing activities, refer to Note 10 . For additional information on the Firm ’s long-term debt, refer to 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) June 30, 2018 December 31, Collateral permitted to be sold or repledged, delivered, or otherwise used $ 1,102.8 $ 968.8 Collateral sold, repledged, delivered or otherwise used 908.2 771.0 Certain prior period amounts for both collateral and pledged assets (including the corresponding pledged assets parenthetical disclosure for trading assets and other assets on the Consolidated balance sheets) have been revised to conform with the current period presentation.

Litigation

Litigation	6 Months Ended
	Jun. 30, 2018
Litigation [Abstract]
Litigation	Litigation Contingencies As of June 30, 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 June 30, 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. American Depositary Receipts Pre-Release Inquiry. The Staff of the U.S. Securities and Exchange Commission’s Enforcement Division has been investigating depositary banks and broker-dealers, including the Firm, in connection with activity relating to pre-released American Depositary Receipts. The Staff’s investigation focuses on the period of 2011 to 2015. The Firm has been cooperating with this investigation. Foreign Exchange Investigations and Litigation. The Firm previously reported settlements with certain government authorities relating to its foreign exchange (“FX”) sales and trading activities and controls related to those activities. 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. The Court granted final approval of that settlement agreement in 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 United States Court of Appeals for the Second Circuit affirmed that dismissal in July 2018. 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 have 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. In July 2018, the parties informed the Bankruptcy Court that, at this time, they do not believe that they will be able to reach a global settlement of the adversary proceeding through mediation, and that they intend to present the Bankrupt cy Court with a proposed schedule for ongoing litigation. The parties will continue to mediate specific disputes involving certain issues, principally relating to whether certain of the additional collateral should be characterized as fixtures. 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, a temporary reduction of credit card interchange, and modifications to certain credit card network rules. In December 2013, the District Court granted final approval of the settlement. A number of merchants appealed the settlement 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 was remanded to the District Court for further proceedings consistent with the appellate decision. The original class action was divided into two separate actions, one seeking primarily monetary relief and the other seeking primarily injunctive relief. The parties to the class action seeking monetary relief have reached a settlement agreement in principle, subject to documentation and court approval, and are engaged in ongoing negotiations. 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 investigations to the extent that they are ongoing. The Firm has recently reached a resolution with the CFTC concerning the CFTC’s U.S. dollar ISDAFIX-related investigation. 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 of that decision with the European General Court, and that appeal is pending. 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 putative class actions related to exchange-traded Eurodollar futures contracts, Swiss franc LIBOR, the Singapore Interbank Offered Rate, the Singapore Swap Offer Rate and the Australian Bank Bill Swap Reference Rate. Those settlements are all subject to further documentation and 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 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 plaintiffs have petitioned for leave to appeal the denial of class certification as to exchange-traded Eurodollar futures contracts. In July 2018, the United States Court of Appeals for the Second Circuit denied the plaintiff lending institutions’ petition for leave to appeal the denial of their motion for class certification. 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. 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 has received Court approval. 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 for litigation and investigations was $0 million and $61 million for the three months ended June 30, 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 and after consultation with counsel, consideration of the material legal proceedings described above and after taking into account its current litigation reserves and its estimated aggregate range of possible losses, that the other 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	6 Months Ended
	Jun. 30, 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, refer to 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 and six months ended June 30, 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, refer to Line of business equity on pages 88-89 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, refer to Note 1 . Net income in 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 June 30, Consumer & Corporate & Commercial Banking Asset & Wealth Management 2018 2017 2018 2017 2018 2017 2018 2017 Noninterest revenue $ 3,748 $ 3,684 $ 7,532 $ 6,480 $ 633 $ 583 $ 2,687 $ 2,591 Net interest income 8,749 7,728 2,391 2,445 1,683 1,505 885 846 Total net revenue 12,497 11,412 9,923 8,925 2,316 2,088 3,572 3,437 Provision for credit losses 1,108 1,394 58 (53 ) 43 (130 ) 2 4 Noninterest expense 6,879 6,500 5,403 4,877 844 790 2,566 2,417 Income before income tax expense 4,510 3,518 4,462 4,101 1,429 1,428 1,004 1,016 Income tax expense 1,098 1,295 1,264 1,391 342 526 249 392 Net income $ 3,412 $ 2,223 $ 3,198 $ 2,710 $ 1,087 $ 902 $ 755 $ 624 Average equity $ 51,000 $ 51,000 $ 70,000 $ 70,000 $ 20,000 $ 20,000 $ 9,000 $ 9,000 Total assets 552,674 529,859 908,954 847,377 220,232 220,676 161,474 147,508 Return on equity 26 % 17 % 17 % 15 % 21 % 17 % 33 % 27 % Overhead ratio 55 57 54 55 36 38 72 70 As of or for the three months ended June 30, Corporate Reconciling Items (a) Total 2018 2017 2018 2017 2018 2017 Noninterest revenue $ 142 $ 781 $ (474 ) $ (596 ) $ 14,268 $ 13,523 Net interest income (62 ) 23 (161 ) $ (339 ) 13,485 12,208 Total net revenue 80 804 (635 ) $ (935 ) 27,753 25,731 Provision for credit losses (1 ) — — — 1,210 1,215 Noninterest expense 279 183 — — 15,971 14,767 Income/(loss) before income tax expense/(benefit) (198 ) 621 (635 ) (935 ) 10,572 9,749 Income tax expense/(benefit) (62 ) 51 (635 ) (935 ) 2,256 2,720 Net income/(loss) $ (136 ) $ 570 $ — $ — $ 8,316 $ 7,029 Average equity $ 78,901 $ 80,200 $ — $ — $ 228,901 $ 230,200 Total assets 746,716 817,754 NA NA 2,590,050 2,563,174 Return on equity NM NM NM NM 14 % 12 % Overhead ratio NM NM NM NM 58 57 (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. Segment results and reconciliation (a) As of or for the six months ended June 30, Consumer & Corporate & Commercial Banking Asset & Wealth Management 2018 2017 2018 2017 2018 2017 2018 2017 Noninterest revenue $ 7,887 $ 7,001 $ 15,449 $ 13,479 $ 1,182 $ 1,182 $ 5,317 $ 5,060 Net interest income 17,207 15,381 4,957 5,045 3,300 2,924 1,761 1,665 Total net revenue 25,094 22,382 20,406 18,524 4,482 4,106 7,078 6,725 Provision for credit losses 2,425 2,824 (100 ) (149 ) 38 (167 ) 17 22 Noninterest expense 13,788 12,895 11,062 10,061 1,688 1,615 5,147 5,198 Income before income tax expense 8,881 6,663 9,444 8,612 2,756 2,658 1,914 1,505 Income tax expense 2,143 2,452 2,272 2,661 644 957 389 496 Net income $ 6,738 $ 4,211 $ 7,172 $ 5,951 $ 2,112 $ 1,701 $ 1,525 $ 1,009 Average equity $ 51,000 $ 51,000 $ 70,000 $ 70,000 $ 20,000 $ 20,000 $ 9,000 $ 9,000 Total assets 552,674 529,859 908,954 847,377 220,232 220,676 161,474 147,508 Return on equity 26 % 16 % 20 % 16 % 20 % 16 % 33 % 22 % Overhead ratio 55 58 54 54 38 39 73 77 As of or for the six months ended June 30, Corporate Reconciling Items (a) Total 2018 2017 2018 2017 2018 2017 Noninterest revenue $ (43 ) $ 854 $ (929 ) $ (1,178 ) $ 28,863 $ 26,398 Net interest income (109 ) (75 ) (319 ) $ (668 ) 26,797 24,272 Total net revenue (152 ) 779 (1,248 ) $ (1,846 ) 55,660 50,670 Provision for credit losses (5 ) — — — 2,375 2,530 Noninterest expense 366 281 — — 32,051 30,050 Income/(loss) before income tax expense/(benefit) (513 ) 498 (1,248 ) (1,846 ) 21,234 18,090 Income tax expense/(benefit) 6 (107 ) (1,248 ) (1,846 ) 4,206 4,613 Net income/(loss) $ (519 ) $ 605 $ — $ — $ 17,028 $ 13,477 Average equity $ 78,261 $ 78,959 $ — $ — $ 228,261 $ 228,959 Total assets 746,716 817,754 NA NA 2,590,050 2,563,174 Return on equity NM NM NM NM 14 % 11 % Overhead ratio NM NM NM NM 58 59 (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)	6 Months Ended
	Jun. 30, 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, refer to Note 1 of JPMorgan Chase ’s 2017 Annual Report.
Accounting standards adopted January 1, 2018	Certain of the new accounting standards were applied retrospectively and prior period amounts were revised accordingly. The most significant of the new standards was revenue recognition, which requires gross presentation of certain costs that were previously offset against revenue. This change resulted in noninterest revenue and noninterest expense each increasing by $261 million and $525 million for the three and six months ended June 30, 2017, respectively, with no impact to net income. Upon adoption of the restricted cash guidance, 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, resulting in cash and due from banks and deposits with banks increasing by $71 million and $1.1 billion , respectively, and other assets decreasing by $1.2 billion at December 31, 2017.
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)	6 Months Ended
	Jun. 30, 2018
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Schedule of adoption of new accounting standards	The following table identifies the standards adopted, and the note where further information on the impact of the new guidance can be found: Revenue recognition – revenue from contracts with customers Note 5 Recognition and measurement of financial assets and financial liabilities Notes 2 and 9 Treatment of restricted cash on the statement of cash flows Note 18 Presentation of net periodic pension cost and net periodic postretirement benefit cost Note 7 Premium amortization on purchased callable debt securities Notes 9 and 17 Hedge accounting Notes 4, 9 and 17 Reclassification of certain tax effects from AOCI Note 17

Fair Value Measurement (Tables)

Fair Value Measurement (Tables)	6 Months Ended
	Jun. 30, 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 June 30, 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 June 30, 2018 (in millions) Level 1 Level 2 Level 3 Total fair value Federal funds sold and securities purchased under resale agreements $ — $ 12,793 $ — $ — $ 12,793 Securities borrowed — 4,052 — — 4,052 Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies (a) — 37,805 478 — 38,283 Residential – nonagency — 2,001 87 — 2,088 Commercial – nonagency — 1,299 18 — 1,317 Total mortgage-backed securities — 41,105 583 — 41,688 U.S. Treasury and government agencies (a) 38,363 9,192 — — 47,555 Obligations of U.S. states and municipalities — 8,465 736 — 9,201 Certificates of deposit, bankers’ acceptances and commercial paper — 2,095 — — 2,095 Non-U.S. government debt securities 34,787 31,647 183 — 66,617 Corporate debt securities — 24,571 274 — 24,845 Loans (b) — 43,891 1,986 — 45,877 Asset-backed securities — 3,002 87 — 3,089 Total debt instruments 73,150 163,968 3,849 — 240,967 Equity securities 98,142 485 288 — 98,915 Physical commodities (c) 5,136 1,542 — — 6,678 Other — 13,273 406 — 13,679 Total debt and equity instruments (d) 176,428 179,268 4,543 — 360,239 Derivative receivables: Interest rate 528 278,652 1,831 (258,040 ) 22,971 Credit — 19,917 1,017 (20,310 ) 624 Foreign exchange 1,497 194,169 806 (179,709 ) 16,763 Equity — 41,798 3,167 (34,789 ) 10,176 Commodity — 21,702 166 (13,892 ) 7,976 Total derivative receivables (e) 2,025 556,238 6,987 (506,740 ) 58,510 Total trading assets (f) 178,453 735,506 11,530 (506,740 ) 418,749 Available-for-sale securities: Mortgage-backed securities: U.S. government agencies (a) — 61,922 — — 61,922 Residential – nonagency — 9,679 1 — 9,680 Commercial – nonagency — 7,827 — — 7,827 Total mortgage-backed securities — 79,428 1 — 79,429 U.S. Treasury and government agencies 25,344 — — — 25,344 Obligations of U.S. states and municipalities — 39,330 — — 39,330 Certificates of deposit — 75 — — 75 Non-U.S. government debt securities 17,359 8,327 — — 25,686 Corporate debt securities — 2,133 — — 2,133 Asset-backed securities: Collateralized loan obligations — 20,999 147 — 21,146 Other — 8,866 — — 8,866 Total available-for-sale securities 42,703 159,158 148 — 202,009 Loans — 2,917 159 — 3,076 Mortgage servicing rights — — 6,241 — 6,241 Other assets (f)(g) 11,873 57 1,225 — 13,155 Total assets measured at fair value on a recurring basis $ 233,029 $ 914,483 $ 19,303 $ (506,740 ) $ 660,075 Deposits $ — $ 15,391 $ 4,305 $ — $ 19,696 Federal funds purchased and securities loaned or sold under repurchase agreements — 866 — — 866 Short-term borrowings — 6,521 2,209 — 8,730 Trading liabilities: Debt and equity instruments (d) 82,507 24,777 43 — 107,327 Derivative payables: Interest rate 561 252,080 1,342 (245,368 ) 8,615 Credit — 19,737 1,041 (19,276 ) 1,502 Foreign exchange 1,539 184,977 1,051 (175,046 ) 12,521 Equity — 42,639 5,745 (36,902 ) 11,482 Commodity — 22,232 918 (14,759 ) 8,391 Total derivative payables (e) 2,100 521,665 10,097 (491,351 ) 42,511 Total trading liabilities 84,607 546,442 10,140 (491,351 ) 149,838 Accounts payable and other liabilities 6,568 57 8 — 6,633 Beneficial interests issued by consolidated VIEs — — 1 — 1 Long-term debt — 31,834 18,262 — 50,096 Total liabilities measured at fair value on a recurring basis $ 91,175 $ 601,111 $ 34,925 $ (491,351 ) $ 235,860 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) 1,022 552,533 5,998 (503,030 ) 56,523 Total trading assets (f) 152,937 720,515 11,368 (503,030 ) 381,790 Available-for-sale 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 (g) 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 (f)(g) 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) 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 June 30, 2018 , and December 31, 2017 , included total U.S. government-sponsored enterprise obligations of $65.6 billion and $78.0 billion , respectively, which were predominantly mortgage-related. (b) At June 30, 2018 , and December 31, 2017 , included within trading loans were $14.8 billion and $11.4 billion , respectively, of residential first-lien mortgages, and $5.6 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 $9.7 billion and $5.7 billion , respectively, and reverse mortgages of zero 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, refer to Note 4 . To provide consistent fair value disclosure information, all physical commodities inventories have been included in each period presented. (d) Balances reflect the reduction of securities owned (long positions) by the amount of identical securities sold but not yet purchased (short positions). (e) As permitted under U.S. GAAP, the Firm has elected to net derivative receivables and derivative payables and the related cash collateral received and paid when a legally enforceable master netting agreement exists. For purposes of the tables above, the Firm does not reduce derivative receivables and derivative payables balances for this netting adjustment, either within or across the levels of the fair value hierarchy, as such netting is not relevant to a presentation based on the transparency of inputs to the valuation of an asset or liability. The level 3 balances would be reduced if netting were applied, including the netting benefit associated with cash collateral. (f) Certain investments that are measured at fair value using the net asset value per share (or its equivalent) as a practical expedient are not required to be classified in the fair value hierarchy. At June 30, 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 $764 million and $779 million , respectively. Included in these balances at June 30, 2018 , and December 31, 2017 , were trading assets of $50 million and $54 million , respectively, and other assets of $714 million and $725 million , respectively. (g) 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) June 30, 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) $ 798 Discounted cash flows Yield 0 % – 23 % 6 % Prepayment speed 0 % – 50 % 8 % Conditional default rate 0 % – 20 % 1 % Loss severity 0 % – 100 % 6 % Commercial mortgage-backed securities and loans (c) 445 Market comparables Price $ 6 – $ 101 $ 91 Obligations of U.S. states and municipalities 736 Market comparables Price $ 59 – $ 100 $ 97 Corporate debt securities 274 Market comparables Price $ 2 – $ 107 $ 82 Loans (d) 1,486 Market comparables Price $ 4 – $ 104 $ 87 Asset-backed securities 147 Discounted cash flows Credit spread 216 bps 216 bps Prepayment speed 20 % 20 % Conditional default rate 2 % 2 % Loss severity 30 % 30 % 87 Market comparables Price $ 4 – $ 100 $ 59 Net interest rate derivatives 293 Option pricing Interest rate spread volatility 16 bps – 38 bps Interest rate correlation (50 )% – 97 % IR-FX correlation 55 % – 60 % 196 Discounted cash flows Prepayment speed 0 % – 30 % Net credit derivatives (27 ) Discounted cash flows Credit correlation 35 % – 65 % Credit spread 8 bps – 1,497 bps Recovery rate 20 % – 70 % Yield 1 % – 36 % Prepayment speed 0 % – 18 % Conditional default rate 0 % – 93 % Loss severity 0 % – 100 % 3 Market comparables Price $ 10 – $ 98 Net foreign exchange derivatives (62 ) Option pricing IR-FX correlation (50 )% – 60 % (183 ) Discounted cash flows Prepayment speed 8 % – 9 % Net equity derivatives (2,578 ) Option pricing Equity volatility 10 % – 60 % Equity correlation 10 % – 95 % Equity-FX correlation (70 )% – 60 % Equity-IR correlation 20 % – 40 % Net commodity derivatives (752 ) Option pricing Forward commodity price $ 52 – $ 80 per barrel Commodity volatility 5 % – 53 % Commodity correlation (52 )% – 95 % MSRs 6,241 Discounted cash flows Refer to Note 14 Other assets 289 Discounted cash flows Credit spread 70 bps 70 bps Yield 8 % – 10 % 8 % 1,342 Market comparables Price $ 35 – $ 104 $ 46 EBITDA multiple 3.0x – 8.4x 8.0x Long-term debt, short-term borrowings, and deposits (e) 24,776 Option pricing Interest rate spread volatility 16 bps – 38 bps Interest rate correlation (50 )% – 97 % IR-FX correlation (50 )% – 60 % Equity correlation 10 % – 95 % Equity-FX correlation (70 )% – 60 % Equity-IR correlation 20 % – 40 % Other level 3 assets and liabilities, net (f) 419 (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 $471 million , nonagency securities of $88 million and trading loans of $239 million . (c) Includes U.S. government agency securities of $7 million , nonagency securities of $18 million , trading loans of $261 million and non-trading loans of $159 million . (d) Comprises trading loans. (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 and six months ended June 30, 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 $ 508 $ — $ 5 $ (11 ) $ (19 ) $ 5 $ (10 ) $ 478 $ — Residential – nonagency 55 2 45 (11 ) (1 ) 11 (14 ) 87 1 Commercial – nonagency 14 2 1 (1 ) (12 ) 17 (3 ) 18 1 Total mortgage-backed securities 577 4 51 (23 ) (32 ) 33 (27 ) 583 2 U.S. Treasury and government agencies — — — — — — — — — Obligations of U.S. states and municipalities 704 (9 ) 42 — (1 ) — — 736 (9 ) Non-U.S. government debt securities 197 (12 ) 126 (92 ) — — (36 ) 183 (12 ) Corporate debt securities 306 (3 ) 60 (40 ) (10 ) 36 (75 ) 274 4 Loans 2,368 (21 ) 565 (806 ) (192 ) 251 (179 ) 1,986 (30 ) Asset-backed securities 63 4 45 (9 ) (6 ) 2 (12 ) 87 4 Total debt instruments 4,215 (37 ) 889 (970 ) (241 ) 322 (329 ) 3,849 (41 ) Equity securities 300 (13 ) 65 (50 ) (1 ) — (13 ) 288 (8 ) Other 698 (254 ) 16 (34 ) (18 ) — (2 ) 406 (259 ) Total trading assets – debt and equity instruments 5,213 (304 ) (c) 970 (1,054 ) (260 ) 322 (344 ) 4,543 (308 ) (c) Net derivative receivables: (a) Interest rate 472 287 38 (51 ) (179 ) (54 ) (24 ) 489 254 Credit 5 21 1 (5 ) (29 ) (4 ) (13 ) (24 ) 9 Foreign exchange (288 ) 94 13 (3 ) (8 ) (74 ) 21 (245 ) 95 Equity (2,512 ) 143 606 (1,042 ) (13 ) 38 202 (2,578 ) (24 ) Commodity (519 ) (35 ) — — (186 ) (9 ) (3 ) (752 ) (65 ) Total net derivative receivables (2,842 ) 510 (c) 658 (1,101 ) (415 ) (103 ) 183 (3,110 ) 269 (c) Available-for-sale securities: Asset-backed securities 204 — — — (57 ) — — 147 — Other 1 — — — — — — 1 — Total available-for-sale securities 205 — (d) — — (57 ) — — 148 — (d) Loans 396 (9 ) (c) — — (154 ) — (74 ) 159 (9 ) (c) Mortgage servicing rights 6,202 94 (e) 236 (104 ) (187 ) — — 6,241 94 (e) Other assets 1,220 (13 ) (c) 24 (2 ) (5 ) 1 — 1,225 (17 ) (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 $ 4,017 $ 49 (c)(i) $ — $ — $ 434 $ (57 ) $ 1 $ (139 ) $ 4,305 $ 50 (c)(i) Short-term borrowings 2,125 (197 ) (c)(i) — — 862 (614 ) 43 (10 ) 2,209 (27 ) (c)(i) Trading liabilities – debt and equity instruments 50 (11 ) (c) (25 ) 33 — — — (4 ) 43 (4 ) (c) Accounts payable and other liabilities 7 (1 ) — 1 — — 1 — 8 (1 ) Beneficial interests issued by consolidated VIEs 1 — — — — — — — 1 — Long-term debt 16,950 (344 ) (c)(i) — — 3,740 (2,083 ) 219 (220 ) 18,262 (427 ) (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 $ 353 $ (11 ) $ 82 $ (54 ) $ (19 ) $ 20 $ (6 ) $ 365 $ (14 ) Residential – nonagency 35 (1 ) 31 (3 ) (5 ) 46 (5 ) 98 (4 ) Commercial – nonagency 45 (1 ) 10 (6 ) (2 ) 30 (11 ) 65 (1 ) Total mortgage-backed securities 433 (13 ) 123 (63 ) (26 ) 96 (22 ) 528 (19 ) Obligations of U.S. states and municipalities 668 4 9 — — — — 681 3 Non-U.S. government debt securities 47 3 102 (95 ) — 1 (21 ) 37 2 Corporate debt securities 738 2 74 (38 ) (254 ) 27 (88 ) 461 1 Loans 4,588 68 729 (323 ) (390 ) 122 (306 ) 4,488 83 Asset-backed securities 245 8 11 (30 ) (25 ) 6 (132 ) 83 6 Total debt instruments 6,719 72 1,048 (549 ) (695 ) 252 (569 ) 6,278 76 Equity securities 271 21 57 (41 ) — 1 (25 ) 284 10 Other 763 43 3 (7 ) (65 ) 2 (8 ) 731 31 Total trading assets – debt and equity instruments 7,753 136 (c) 1,108 (597 ) (760 ) 255 (602 ) 7,293 117 (c) Net derivative receivables: (a) Interest rate 1,009 37 21 (30 ) (348 ) 30 (7 ) 712 (90 ) Credit 17 (48 ) 1 (1 ) (20 ) 6 — (45 ) (37 ) Foreign exchange (1,490 ) 95 3 (2 ) 656 12 40 (686 ) 101 Equity (1,896 ) (35 ) 149 (83 ) (504 ) (108 ) 33 (2,444 ) (38 ) Commodity (56 ) (22 ) — — 23 (2 ) (1 ) (58 ) (32 ) Total net derivative receivables (2,416 ) 27 (c) 174 (116 ) (193 ) (62 ) 65 (2,521 ) (96 ) (c) Available-for-sale securities: Asset-backed securities 622 2 — — (77 ) — — 547 2 Other 1 — — — — — — 1 — Total available-for-sale securities 623 2 (d) — — (77 ) — — 548 2 (d) Loans 404 18 (c) — — (117 ) — — 305 13 (c) Mortgage servicing rights 6,079 (200 ) (e) 154 (67 ) (213 ) — — 5,753 (200 ) (e) Other assets 2,077 193 (c) 28 (78 ) (286 ) — — 1,934 120 (c) Fair value measurements using significant unobservable inputs Three months ended Fair at April 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 $ 2,133 $ 30 (c) $ — $ — $ 292 $ (31 ) $ — $ (293 ) $ 2,131 $ 27 (c) Short-term borrowings 1,261 46 (c) — — 683 (657 ) 23 (42 ) 1,314 53 (c) Trading liabilities – debt and equity instruments 45 (1 ) (7 ) 2 — — 1 (4 ) 36 — Accounts payable and other liabilities 11 — (1 ) — — — — — 10 — Beneficial interests issued by consolidated VIEs 51 — (44 ) — — (6 ) — — 1 — Long-term debt 14,094 70 (c)(j) — — 2,941 (j) (2,274 ) 53 (152 ) 14,732 (j) 15 (c)(j) Fair value measurements using significant unobservable inputs Six months ended Fair Total realized/unrealized gains/(losses) Transfers into (h) Transfers (out of) level 3 (h) Fair value at Change in unrealized gains/(losses) related Purchases (f) Sales Settlements (g) Assets: Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies $ 307 $ 3 $ 334 $ (98 ) $ (39 ) $ 9 $ (38 ) $ 478 $ 1 Residential – nonagency 60 — 45 (13 ) (3 ) 40 (42 ) 87 1 Commercial – nonagency 11 3 7 (8 ) (13 ) 21 (3 ) 18 (2 ) Total mortgage-backed securities 378 6 386 (119 ) (55 ) 70 (83 ) 583 — U.S. Treasury and government agencies 1 — — — — — (1 ) — — Obligations of U.S. states and municipalities 744 (11 ) 81 — (78 ) — — 736 (11 ) Non-U.S. government debt securities 78 (10 ) 351 (184 ) — 17 (69 ) 183 (9 ) Corporate debt securities 312 (4 ) 141 (140 ) (11 ) 167 (191 ) 274 3 Loans 2,719 41 1,035 (1,534 ) (329 ) 374 (320 ) 1,986 (24 ) Asset-backed securities 153 9 59 (22 ) (40 ) 13 (85 ) 87 5 Total debt instruments 4,385 31 2,053 (1,999 ) (513 ) 641 (749 ) 3,849 (36 ) Equity securities 295 (21 ) 93 (60 ) (1 ) 4 (22 ) 288 (8 ) Other 690 (239 ) 34 (40 ) (38 ) 1 (2 ) 406 (251 ) Total trading assets – debt and equity instruments 5,370 (229 ) (c) 2,180 (2,099 ) (552 ) 646 (773 ) 4,543 (295 ) (c) Net derivative receivables: (a) Interest rate 264 340 55 (55 ) (133 ) (28 ) 46 489 314 Credit (35 ) 38 2 (7 ) (25 ) (1 ) 4 (24 ) 11 Foreign exchange (396 ) 240 13 (8 ) 3 (112 ) 15 (245 ) 190 Equity (3,409 ) 782 824 (1,284 ) 421 (73 ) 161 (2,578 ) 514 Commodity (674 ) 150 — — (174 ) (8 ) (46 ) (752 ) 154 Total net derivative receivables (4,250 ) 1,550 (c) 894 (1,354 ) 92 (222 ) 180 (3,110 ) 1,183 (c) Available-for-sale securities: Asset-backed securities 276 1 — — (130 ) — — 147 1 Other 1 — — — — — — 1 — Total available-for-sale securities 277 1 (d) — — (130 ) — — 148 1 (d) Loans 276 (4 ) (c) 122 — (161 ) — (74 ) 159 (5 ) (c) Mortgage servicing rights 6,030 478 (e) 479 (399 ) (347 ) — — 6,241 478 (e) Other assets 1,265 (50 ) (c) 47 (16 ) (21 ) 1 (1 ) 1,225 (52 ) (c) Fair value measurements using significant unobservable inputs Six months ended Fair Total realized/unrealized (gains)/losses Transfers into (h) Transfers (out of) level 3 (h) Fair value at Change in unrealized (gains)/ Purchases Sales Issuances Settlements (g) Liabilities: (b) Deposits $ 4,142 $ (41 ) (c)(i) $ — $ — $ 755 $ (255 ) $ 1 $ (297 ) $ 4,305 $ (86 ) (c)(i) Short-term borrowings 1,665 (182 ) (c)(i) — — 2,070 (1,360 ) 55 (39 ) 2,209 (31 ) (c)(i) Trading liabilities – debt and equity instruments 39 (8 ) (c) (62 ) 76 — 1 2 (5 ) 43 (1 ) (c) Accounts payable and other liabilities 13 (1 ) (6 ) 1 — — 1 — 8 (1 ) Beneficial interests issued by consolidated VIEs 39 — — — — (38 ) — — 1 — Long-term debt 16,125 (590 ) (c)(i) — — 6,831 (4,346 ) 594 (352 ) 18,262 (706 ) (c)(i) Fair value measurements using significant unobservable inputs Six months ended Fair Total realized/unrealized gains/(losses) Transfers into (h) Transfers (out of) level 3 (h) Fair value at Change in unrealized gains/(losses) related Purchases (f) Sales Settlements (g) Assets: Trading assets: Debt instruments: Mortgage-backed securities: U.S. government agencies $ 392 $ (7 ) $ 161 $ (151 ) $ (35 ) $ 27 $ (22 ) $ 365 $ (16 ) Residential – nonagency 83 8 36 (20 ) (9 ) 61 (61 ) 98 1 Commercial – nonagency 17 2 17 (14 ) (5 ) 60 (12 ) 65 (1 ) Total mortgage-backed securities 492 3 214 (185 ) (49 ) 148 (95 ) 528 (16 ) Obligations of U.S. states and municipalities 649 12 95 (70 ) (5 ) — 681 11 Non-U.S. government debt securities 46 3 174 (178 ) — 27 (35 ) 37 3 Corporate debt securities 576 (7 ) 497 (146 ) (376 ) 60 (143 ) 461 1 Loans 4,837 178 1,491 (1,067 ) (765 ) 318 (504 ) 4,488 98 Asset-backed securities 302 22 109 (168 ) (36 ) 14 (160 ) 83 7 Total debt instruments 6,902 211 2,580 (1,814 ) (1,231 ) 567 (937 ) 6,278 104 Equity securities 231 34 113 (47 ) — 2 (49 ) 284 20 Other 761 65 22 (7 ) (112 ) 10 (8 ) 731 49 Total trading assets – debt and equity instruments 7,894 310 (c) 2,715 (1,868 ) (1,343 ) 579 (994 ) 7,293 173 (c) Net derivative receivables: (a) Interest rate 1,263 81 37 (53 ) (651 ) 34 1 712 (151 ) Credit 98 (94 ) 1 (3 ) (62 ) 17 (2 ) (45 ) (50 ) Foreign exchange (1,384 ) 70 4 (4 ) 565 23 40 (686 ) 60 Equity (2,252 ) 34 485 (128 ) (528 ) (181 ) 126 (2,444 ) (37 ) Commodity (85 ) (4 ) — — 25 4 2 (58 ) 30 Total net derivative receivables (2,360 ) 87 (c) 527 (188 ) (651 ) (103 ) 167 (2,521 ) (148 ) (c) Available-for-sale securities: Asset-backed securities 663 12 — (50 ) (78 ) — — 547 10 Other 1 — — — — — — 1 — Total available-for-sale securities 664 12 (d) — (50 ) (78 ) — — 548 10 (d) Loans 570 24 (c) — — (289 ) — — 305 16 (c) Mortgage servicing rights 6,096 (157 ) (e) 371 (138 ) (419 ) — — 5,753 (157 ) (e) Other assets 2,223 230 (c) 32 (155 ) (396 ) — — 1,934 132 (c) Fair value measurements using significant unobservable inputs Six months ended Fair Total realized/unrealized (gains)/losses Transfers into (h) Transfers (out of) level 3 (h) Fair value at Change in unrealized (gains)/ Purchases Sales Issuances Settlements (g) Liabilities: (b) Deposits $ 2,117 $ 6 (c)(i) $ — $ — $ 601 $ (111 ) $ — $ (482 ) $ 2,131 $ 45 (c)(i) Short-term borrowings 1,134 47 (c)(i) — 1,390 (1,242 ) 40 (55 ) 1,314 49 (c)(i) Trading liabilities – debt and equity instruments 43 (1 ) (c) (8 ) 4 — 1 3 (6 ) 36 — Accounts payable and other liabilities 13 — (1 ) — — (2 ) — — 10 — Beneficial interests issued by consolidated VIEs 48 3 (44 ) — — (6 ) — — 1 — Long-term debt 12,850 599 (c)(j) — — 6,733 (j) (5,085 ) 88 (453 ) 14,732 (j) 398 (c)(i) (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 15% at both June 30, 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 and six months ended June 30, 2018 and 2017 , respectively. Unrealized gains/(losses) recorded on AFS securities in OCI were zero and $2 million for the three months ended June 30, 2018 and 2017 , respectively and $1 million and $12 million for the six months ended June 30, 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 gains were $71 million and $123 million for the three and six months ended June 30, 2018, respectively. There were no realized gains for the three and six months ended June 30, 2018, respectively. (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 June 30, Six months ended June 30, (in millions) 2018 2017 2018 2017 Credit and funding adjustments: Derivatives CVA $ 73 $ 249 $ 157 $ 470 Derivatives FVA 97 (60 ) 14 (67 )
Assets and liabilities measured at fair value on a nonrecurring basis	The following tables present the assets still held as of June 30, 2018 and 2017, respectively, for which a nonrecurring fair value adjustment was recorded during the six months ended June 30, 2018 and 2017, respectively, by major product category and fair value hierarchy. Fair value hierarchy Total fair value June 30, 2018 (in millions) Level 1 Level 2 Level 3 Loans $ — $ 325 $ 210 (a) $ 535 Other assets (b) — 217 823 1,040 Total assets measured at fair value on a nonrecurring basis $ — $ 542 $ 1,033 $ 1,575 Fair value hierarchy Total fair value June 30, 2017 (in millions) Level 1 Level 2 Level 3 Loans $ — $ 292 $ 430 $ 722 Other assets — 10 245 255 Total assets measured at fair value on a nonrecurring basis $ — $ 302 $ 675 $ 977 (a) Of the $210 million in level 3 assets measured at fair value on a nonrecurring basis as of June 30, 2018, $166 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 40% with a weighted average of 22% . (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 $823 million in level 3 assets measured at fair value on a nonrecurring basis as of June 30, 2018, $641 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 and six months ended June 30, 2018 and 2017, related to financial instruments held at those dates. Three months ended Six months ended June 30, 2018 2017 2018 2017 Loans $ (18 ) $ (60 ) $ (22 ) $ (109 ) Other assets 37 (a) (17 ) 528 (a) (44 ) Accounts payable and other liabilities — (1 ) — (1 ) Total nonrecurring fair value gains/(losses) $ 19 $ (78 ) $ 506 $ (154 ) (a) Included $67 million and $562 million for the three months and six months ended June 30, 2018, respectively, of fair value gains as a result of the measurement alternative.
Carrying value and estimated fair value of financial assets and liabilities	The following table presents by fair value hierarchy classification the carrying values and estimated fair values at June 30, 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, refer to Note 2 of JPMorgan Chase’s 2017 Annual Report. June 30, 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 $ 23.7 $ 23.7 $ — $ — $ 23.7 $ 25.9 $ 25.9 $ — $ — $ 25.9 Deposits with banks 381.5 377.7 3.8 — 381.5 405.4 401.8 3.6 — 405.4 Accrued interest and accounts receivable 74.9 — 74.8 0.1 74.9 67.0 — 67.0 — 67.0 Federal funds sold and securities purchased under resale agreements 213.7 — 213.7 — 213.7 183.7 — 183.7 — 183.7 Securities borrowed 104.2 — 104.2 — 104.2 102.1 — 102.1 — 102.1 Securities, held-to-maturity 31.0 — 30.9 — 30.9 47.7 — 48.7 — 48.7 Loans, net of allowance for loan losses (a) 932.1 — 221.9 709.2 931.1 914.6 — 213.2 707.1 920.3 Other (b) 56.5 — 55.6 1.0 56.6 53.9 — 52.1 9.2 61.3 Financial liabilities Deposits $ 1,432.4 $ — $ 1,432.4 $ — $ 1,432.4 $ 1,422.7 $ — $ 1,422.7 $ — $ 1,422.7 Federal funds purchased and securities loaned or sold under repurchase agreements 174.4 — 174.4 — 174.4 158.2 — 158.2 — 158.2 Short-term borrowings 55.1 — 54.9 0.2 55.1 42.6 — 42.4 0.2 42.6 Accounts payable and other liabilities 165.2 — 162.6 2.4 165.0 152.0 — 148.9 2.9 151.8 Beneficial interests issued by consolidated VIEs 21.3 — 21.3 — 21.3 26.0 — 26.0 — 26.0 Long-term debt and junior subordinated deferrable interest debentures 223.0 — 219.5 3.2 222.7 236.6 — 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. (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, refer to 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. June 30, 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 $ — $ — $ 1.7 $ 1.7 $ 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 the carrying value of equity securities without readily determinable fair values still held as of June 30, 2018, that are measured under the measurement alternative and the related adjustments recorded during the periods presented 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 the (in millions) Three months ended June 30, 2018 Six months ended June 30, 2018 Other assets Carrying value $ 1,471 $ 1,471 Upward carrying value changes 67 562 Downward carrying value changes/impairment (26 ) (28 )

Fair Value Option (Tables)

Fair Value Option (Tables)	6 Months Ended
	Jun. 30, 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 June 30, 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 June 30, 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 $ (33 ) $ — $ (33 ) $ (12 ) $ — $ (12 ) Securities borrowed 29 — 29 13 — 13 Trading assets: Debt and equity instruments, excluding loans (259 ) 1 (c) (258 ) 334 2 (c) 336 Loans reported as trading assets: Changes in instrument-specific credit risk 214 (1 ) (c) 213 69 9 (c) 78 Other changes in fair value 29 65 (c) 94 43 229 (c) 272 Loans: Changes in instrument-specific credit risk (1 ) — (1 ) — — — Other changes in fair value (1 ) — (1 ) 1 3 (c) 4 Other assets — (3 ) (d) (3 ) 3 (16 ) (d) (13 ) Deposits (a) 129 — 129 (86 ) — (86 ) Federal funds purchased and securities loaned or sold under repurchase agreements 9 — 9 (3 ) — (3 ) Short-term borrowings (a) (162 ) — (162 ) 43 — 43 Trading liabilities 6 — 6 — — — Beneficial interests issued by consolidated VIEs — — — — — — Long-term debt (a)(b) 196 — 196 (170 ) — (170 ) Six months ended June 30, 2018 2017 (in millions) Principal transactions All other income Total changes in fair value recorded (e) Principal transactions All other income Total changes in fair value recorded (e) Federal funds sold and securities purchased under resale agreements $ (26 ) $ — $ (26 ) $ (33 ) $ — $ (33 ) Securities borrowed 2 — 2 90 — 90 Trading assets: — Debt and equity instruments, excluding loans (445 ) 1 (c) (444 ) 695 2 (c) 697 Loans reported as trading assets: — Changes in instrument-specific credit risk 336 4 (c) 340 243 15 (c) 258 Other changes in fair value 70 (25 ) (c) 45 77 352 (c) 429 Loans: — Changes in instrument-specific credit risk (1 ) — (1 ) (1 ) — (1 ) Other changes in fair value (2 ) — (2 ) 1 3 (c) 4 Other assets 2 (10 ) (d) (8 ) 7 (22 ) (d) (15 ) Deposits (a) 339 — 339 (245 ) — (245 ) Federal funds purchased and securities loaned or sold under repurchase agreements 19 — 19 2 — 2 Other borrowed funds (a) 111 — 111 (431 ) — (431 ) Trading liabilities (1 ) — (1 ) (1 ) — (1 ) Beneficial interests issued by consolidated VIEs — — — — — — Other liabilities — — — — — — Long-term debt (a)(b) 1,227 — 1,227 (923 ) — (923 ) (a) Unrealized gains/(losses) due to instrument-specific credit risk (DVA) for liabilities for which the fair value option has been elected is recorded in OCI, while realized gains/(losses) are recorded in principal transactions revenue. Realized gains/(losses) due to instrument-specific credit risk recorded in principal transaction revenue were not material for the three and six months ended June 30, 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, refer to 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 June 30, 2018 , and December 31, 2017 , for loans, long-term debt and long-term beneficial interests for which the fair value option has been elected. June 30, 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 $ 4,078 $ 1,159 $ (2,919 ) $ 4,219 $ 1,371 $ (2,848 ) Loans — — — 39 — (39 ) Subtotal 4,078 1,159 (2,919 ) 4,258 1,371 (2,887 ) All other performing loans Loans reported as trading assets 46,105 44,718 (1,387 ) 38,157 36,590 (1,567 ) Loans 3,167 3,076 (91 ) 2,539 2,508 (31 ) Total loans $ 53,350 $ 48,953 $ (4,397 ) $ 44,954 $ 40,469 $ (4,485 ) Long-term debt Principal-protected debt $ 29,380 (c) $ 25,563 $ (3,817 ) $ 26,297 (c) $ 23,848 $ (2,449 ) Nonprincipal-protected debt (b) NA 24,533 NA NA 23,671 NA Total long-term debt NA $ 50,096 NA NA $ 47,519 NA Long-term beneficial interests Nonprincipal-protected debt NA $ 1 NA NA $ 45 NA Total long-term beneficial interests NA $ 1 NA NA $ 45 NA (a) There were no performing loans that were ninety days or more past due as of June 30, 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. June 30, 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 $ 22,895 $ 120 $ 8,352 $ 31,367 $ 22,056 $ 69 $ 8,058 $ 30,183 Credit 3,976 1,134 — 5,110 4,329 1,312 — 5,641 Foreign exchange 2,801 91 39 2,931 2,841 147 38 3,026 Equity 19,688 6,969 6,891 33,548 17,581 7,106 6,548 31,235 Commodity 259 13 2,256 2,528 230 15 4,468 4,713 Total structured notes $ 49,619 $ 8,327 $ 17,538 $ 75,484 $ 47,037 $ 8,649 $ 19,112 $ 74,798

Derivative Instruments (Tables)

Derivative Instruments (Tables)	6 Months Ended
	Jun. 30, 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 115-116 • Interest rate Hedge floating-rate assets and liabilities Cash flow hedge Corporate 117 • Foreign exchange Hedge foreign currency-denominated assets and liabilities Fair value hedge Corporate 115-116 • Foreign exchange Hedge foreign currency-denominated forecasted revenue and expense Cash flow hedge Corporate 117 • Foreign exchange Hedge the value of the Firm’s investments in non-U.S. dollar functional currency entities Net investment hedge Corporate 118 • Commodity Hedge commodity inventory Fair value hedge CIB 115-116 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 118 • Credit Manage the credit risk of wholesale lending exposures Specified risk management CIB 118 • Interest rate and foreign exchange Manage the risk of certain other specified assets and liabilities Specified risk management Corporate 118 Market-making derivatives and other activities: • Various Market-making and related risk management Market-making and other CIB 118 • Various Other derivatives Market-making and other CIB, Corporate 118
Notional amount of derivative contracts	The following table summarizes the notional amount of derivative contracts outstanding as of June 30, 2018 , and December 31, 2017 . Notional amounts (b) (in billions) June 30, 2018 December 31, 2017 Interest rate contracts Swaps $ 25,329 $ 21,043 Futures and forwards 6,335 4,904 Written options 4,402 3,576 Purchased options 4,691 3,987 Total interest rate contracts 40,757 33,510 Credit derivatives (a) 1,528 1,522 Foreign exchange contracts Cross-currency swaps 3,920 3,953 Spot, futures and forwards 7,143 5,923 Written options 910 786 Purchased options 898 776 Total foreign exchange contracts 12,871 11,438 Equity contracts Swaps 377 367 Futures and forwards 87 90 Written options 579 531 Purchased options 529 453 Total equity contracts 1,572 1,441 Commodity contracts Swaps 144 116 Spot, futures and forwards 177 168 Written options 142 98 Purchased options 128 93 Total commodity contracts 591 475 Total derivative notional amounts $ 57,319 $ 48,386 (a) For more information on volumes and types of credit derivative contracts, refer to the Credit derivatives discussion on page 119 . (b) Represents the sum of gross long and gross short third-party notional derivative contracts.
Impact of derivatives on the Consolidated Balance Sheets	The following table summarizes information on derivative receivables and payables (before and after netting adjustments) that are reflected on the Firm’s Consolidated balance sheets as of June 30, 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 June 30, 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 $ 280,176 $ 835 $ 281,011 $ 22,971 $ 253,982 $ 1 $ 253,983 $ 8,615 Credit 20,934 — 20,934 624 20,778 — 20,778 1,502 Foreign exchange 195,436 1,036 196,472 16,763 186,487 1,080 187,567 12,521 Equity 44,965 — 44,965 10,176 48,384 — 48,384 11,482 Commodity 21,637 231 21,868 7,976 23,049 101 23,150 8,391 Total fair value of trading assets and liabilities $ 563,148 $ 2,102 $ 565,250 $ 58,510 $ 532,680 $ 1,182 $ 533,862 $ 42,511 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 $ 314,962 (c) $ 1,030 (c) $ 315,992 $ 24,673 $ 284,433 (c) $ 3 (c) $ 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 $ 558,013 (c) $ 1,540 (c) $ 559,553 $ 56,523 $ 529,179 (c) $ 1,627 (c) $ 530,806 $ 37,777 (a) Balances exclude structured notes for which the fair value option has been elected. Refer to 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. (c) The prior period amounts have been revised to conform with the current period presentation.
Offsetting assets	The following tables present, as of June 30, 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. June 30, 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”) $ 269,291 $ (249,903 ) $ 19,388 $ 305,569 $ (284,917 ) $ 20,652 OTC–cleared 7,958 (7,936 ) 22 6,531 (6,318 ) 213 Exchange-traded (a) 310 (201 ) 109 185 (84 ) 101 Total interest rate contracts 277,559 (258,040 ) 19,519 312,285 (291,319 ) 20,966 Credit contracts: OTC 12,588 (12,244 ) 344 15,390 (15,165 ) 225 OTC–cleared 8,137 (8,066 ) 71 7,225 (7,170 ) 55 Total credit contracts 20,725 (20,310 ) 415 22,615 (22,335 ) 280 Foreign exchange contracts: OTC 192,088 (179,280 ) 12,808 155,289 (142,420 ) 12,869 OTC–cleared 417 (408 ) 9 1,696 (1,654 ) 42 Exchange-traded (a) 39 (21 ) 18 141 (7 ) 134 Total foreign exchange contracts 192,544 (179,709 ) 12,835 157,126 (144,081 ) 13,045 Equity contracts: OTC 24,300 (21,376 ) 2,924 22,024 (19,917 ) 2,107 Exchange-traded (a) 15,836 (13,413 ) 2,423 14,188 (12,241 ) 1,947 Total equity contracts 40,136 (34,789 ) 5,347 36,212 (32,158 ) 4,054 Commodity contracts: OTC 11,443 (4,553 ) 6,890 10,903 (4,436 ) 6,467 Exchange-traded (a) 9,806 (9,339 ) 467 8,854 (8,701 ) 153 Total commodity contracts 21,249 (13,892 ) 7,357 19,757 (13,137 ) 6,620 Derivative receivables with appropriate legal opinion 552,213 (506,740 ) (b) 45,473 547,995 (503,030 ) (b) 44,965 Derivative receivables where an appropriate legal opinion has not been either sought or obtained 13,037 13,037 11,558 11,558 Total derivative receivables recognized on the Consolidated balance sheets $ 565,250 $ 58,510 $ 559,553 $ 56,523 Collateral not nettable on the Consolidated balance sheets (c)(d) (13,572 ) (13,363 ) Net amounts $ 44,938 $ 43,160
Offsetting liabilities	June 30, 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 $ 244,282 $ (237,947 ) $ 6,335 $ 276,960 $ (271,294 ) $ 5,666 OTC–cleared 7,301 (7,220 ) 81 6,004 (5,928 ) 76 Exchange-traded (a) 210 (201 ) 9 127 (84 ) 43 Total interest rate contracts 251,793 (245,368 ) 6,425 283,091 (277,306 ) 5,785 Credit contracts: OTC 13,255 (11,898 ) 1,357 16,194 (15,170 ) 1,024 OTC–cleared 7,420 (7,378 ) 42 6,801 (6,784 ) 17 Total credit contracts 20,675 (19,276 ) 1,399 22,995 (21,954 ) 1,041 Foreign exchange contracts: OTC 183,951 (174,600 ) 9,351 150,966 (141,789 ) 9,177 OTC–cleared 450 (439 ) 11 1,555 (1,553 ) 2 Exchange-traded (a) 23 (7 ) 16 98 (7 ) 91 Total foreign exchange contracts 184,424 (175,046 ) 9,378 152,619 (143,349 ) 9,270 Equity contracts: OTC 28,247 (23,402 ) 4,845 28,193 (23,969 ) 4,224 Exchange-traded (a) 14,243 (13,500 ) 743 12,720 (12,234 ) 486 Total equity contracts 42,490 (36,902 ) 5,588 40,913 (36,203 ) 4,710 Commodity contracts: OTC 13,215 (5,492 ) 7,723 12,645 (5,508 ) 7,137 Exchange-traded (a) 9,402 (9,267 ) 135 8,870 (8,709 ) 161 Total commodity contracts 22,617 (14,759 ) 7,858 21,515 (14,217 ) 7,298 Derivative payables with appropriate legal opinion 521,999 (491,351 ) (b) 30,648 521,133 (493,029 ) (b) 28,104 Derivative payables where an appropriate legal opinion has not been either sought or obtained 11,863 11,863 9,673 9,673 Total derivative payables recognized on the Consolidated balance sheets $ 533,862 $ 42,511 $ 530,806 $ 37,777 Collateral not nettable on the Consolidated balance sheets (c)(d) (4,363 ) (4,180 ) Net amounts $ 38,148 $ 33,597 (a) Exchange-traded derivative balances that relate to futures contracts are settled daily. (b) Net derivatives receivable included cash collateral netted of $57.3 billion and $55.5 billion at June 30, 2018 , and December 31, 2017 , respectively. Net derivatives payable included cash collateral netted of $41.9 billion and $45.5 billion related to OTC and OTC-cleared derivatives at June 30, 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 June 30, 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 June 30, 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) $ 118 $ 2,027 $ 79 $ 1,989 Amount required to settle contracts with termination triggers upon downgrade (b) 242 860 320 650 (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 June 30, 2018 , and December 31, 2017 . OTC and OTC-cleared derivative payables containing downgrade triggers (in millions) June 30, 2018 December 31, 2017 Aggregate fair value of net derivative payables $ 10,796 $ 11,916 Collateral posted 9,066 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 and six months ended June 30, 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 June 30, 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) $ (400 ) $ 553 $ 153 $ — $ 152 $ — Foreign exchange (c) 376 (254 ) 122 (145 ) 122 (89 ) Commodity (d) 11 (18 ) (7 ) — 16 — Total $ (13 ) $ 281 $ 268 $ (145 ) $ 290 $ (89 ) Gains/(losses) recorded in income Income statement impact due to: Three months ended June 30, 2017 Derivatives Hedged items Income statement impact Hedge ineffectiveness (e) Excluded components (f) Contract type Interest rate (a)(b) $ 128 $ 46 $ 174 $ (13 ) $ 187 Foreign exchange (c) (1,497 ) 1,493 (4 ) — (4 ) Commodity (d) 97 (64 ) 33 3 30 Total $ (1,272 ) $ 1,475 $ 203 $ (10 ) $ 213 Gains/(losses) recorded in income Income statement impact of (f) OCI impact Six months ended June 30, 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) $ (1,877 ) $ 2,182 $ 305 $ — $ 299 $ — Foreign exchange (c) 520 (287 ) 233 (267 ) 233 (141 ) Commodity (d) 195 (165 ) 30 — 34 — Total $ (1,162 ) $ 1,730 $ 568 $ (267 ) $ 566 $ (141 ) Gains/(losses) recorded in income Income statement impact due to: Six months ended June 30, 2017 Derivatives Hedged items Income statement impact Hedge ineffectiveness (e) Excluded components (f) Contract type Interest rate (a)(b) $ (153 ) $ 577 $ 424 $ (14 ) $ 438 Foreign exchange (c) (2,272 ) 2,233 (39 ) — (39 ) Commodity (d) (366 ) 400 34 19 15 Total $ (2,791 ) $ 3,210 $ 419 $ 5 $ 414 (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 June 30, 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: June 30, 2018 Active hedging relationships Discontinued hedging relationships (d) Total Assets Investment securities - AFS $ 47,402 (c) $ (1,861 ) $ 488 $ (1,373 ) Liabilities Long-term debt $ 131,705 $ (1,413 ) $ (11 ) $ (1,424 ) Beneficial interests issued by consolidated VIEs 7,665 — (51 ) (51 ) (a) Excludes physical commodities with a carrying value of $6.2 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 securities is $15.4 billion and for long-term debt is $7.2 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 and six months ended June 30, 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 June 30, 2018 Amounts reclassified from AOCI to income Amounts recorded in OCI Total change Contract type Interest rate (a) $ 13 $ (33 ) $ (46 ) Foreign exchange (b) 6 (166 ) (172 ) Total $ 19 $ (199 ) $ (218 ) Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Three months ended June 30, 2017 Amounts reclassified from AOCI to income Amounts recorded in OCI (c) Total change Contract type Interest rate (a) $ (6 ) $ 1 $ 7 Foreign exchange (b) (59 ) 22 81 Total $ (65 ) $ 23 $ 88 Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Six months ended June 30, 2018 Amounts reclassified from AOCI to income Amounts recorded in OCI Total change in OCI for period Contract type Interest rate (a) $ 26 $ (111 ) $ (137 ) Foreign exchange (b) 45 (132 ) (177 ) Total $ 71 $ (243 ) $ (314 ) Derivatives gains/(losses) recorded in income and other comprehensive income/(loss) Six months ended June 30, 2017 Amounts reclassified from AOCI to income Amounts recorded in OCI (c) Total change Contract type Interest rate (a) $ (17 ) $ 12 $ 29 Foreign exchange (b) (133 ) 70 203 Total $ (150 ) $ 82 $ 232 (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 and six months ended June 30, 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 and six months ended June 30, 2018 and 2017 . 2018 2017 Three months ended June 30, (in millions) Amounts recorded in income (a)(c) Amounts recorded in OCI Amounts recorded in income (a)(c) Amounts recorded in OCI (b) Foreign exchange derivatives $ 4 $ 1,204 $ (50 ) $ (319 ) 2018 2017 Six months ended June 30, (in millions) Amounts recorded in income (a)(c) Amounts recorded in OCI Amounts recorded in income (a)(c) Amounts recorded in OCI (b) Foreign exchange derivatives $ (7 ) $ 815 $ (112 ) $ (828 ) (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 and six months ended June 30, 2017 . (c) Excludes amounts reclassified from AOCI to income on the sale or liquidation of hedged entities. For additional information, refer to Note 17.
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 June 30, Six months ended June 30, (in millions) 2018 2017 2018 2017 Contract type Interest rate (a) $ (25 ) $ 238 $ (235 ) $ 221 Credit (b) (3 ) (7 ) (10 ) (52 ) Foreign exchange (c) 130 (14 ) 100 (34 ) Total $ 102 $ 217 $ (145 ) $ 135 (a) Primarily represents interest rate derivatives used to hedge the interest rate risk inherent in the mortgage pipeline, warehouse loans and MSRs, as well as written commitments to originate warehouse loans. Gains and losses were recorded predominantly in mortgage fees and related income. (b) Relates to credit derivatives used to mitigate credit risk associated with lending exposures in the Firm’s wholesale businesses. These derivatives do not include credit derivatives used to mitigate counterparty credit risk arising from derivative receivables, which is included in gains and losses on derivatives related to market-making activities and other derivatives. Gains and losses were recorded in principal transactions revenue. (c) Primarily relates to derivatives used to mitigate foreign exchange risk of specified foreign currency-denominated assets and liabilities. Gains and losses were recorded in principal transactions revenue.
Credit derivatives table	Total credit derivatives and credit-related notes Maximum payout/Notional amount June 30, 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 $ (699,082 ) $ 709,891 $ 10,809 $ 5,492 Other credit derivatives (a) (50,995 ) 52,285 1,290 10,956 Total credit derivatives (750,077 ) 762,176 12,099 16,448 Credit-related notes (18 ) — (18 ) 7,516 Total $ (750,095 ) $ 762,176 $ 12,081 $ 23,964 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 June 30, 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 June 30, 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 $ (124,866 ) $ (359,780 ) $ (43,198 ) $ (527,844 ) $ 6,831 $ (1,926 ) $ 4,905 Noninvestment-grade (59,660 ) (145,949 ) (16,642 ) (222,251 ) 6,925 (4,435 ) 2,490 Total $ (184,526 ) $ (505,729 ) $ (59,840 ) $ (750,095 ) $ 13,756 $ (6,361 ) $ 7,395 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)	6 Months Ended
	Jun. 30, 2018
Noninterest Income (Expense) [Abstract]
Components of investment banking fees	The following table presents the components of investment banking fees. Three months ended June 30, Six months ended June 30, (in millions) 2018 2017 2018 2017 Underwriting Equity $ 573 $ 379 $ 925 $ 803 Debt 964 968 1,760 1,928 Total underwriting 1,537 1,347 2,685 2,731 Advisory 631 499 1,219 995 Total investment banking fees $ 2,168 $ 1,846 $ 3,904 $ 3,726
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. Refer to Note 6 for further information on interest income and interest expense. Trading revenue is presented primarily by instrument type. The Firm’s client-driven market-making businesses generally utilize a variety of instrument types in connection with their market-making and related risk-management activities; accordingly, the trading revenue presented in the table below is not representative of the total revenue of any individual line of business. Three months ended June 30, Six months ended June 30, (in millions) 2018 2017 2018 2017 Trading revenue by instrument type Interest rate $ 672 $ 588 $ 1,446 $ 1,383 Credit 648 278 1,028 958 Foreign exchange 745 901 1,769 1,682 Equity 1,386 1,118 3,013 2,238 Commodity 246 120 523 305 Total trading revenue 3,697 3,005 7,779 6,566 Private equity gains/(losses) 85 132 (45 ) 153 Principal transactions $ 3,782 $ 3,137 $ 7,734 $ 6,719
Components of lending and deposit-related fees	The following table presents the components of lending- and deposit-related fees. Three months ended June 30, Six months ended June 30, (in millions) 2018 2017 2018 2017 Lending-related fees $ 280 $ 269 $ 554 $ 544 Deposit-related fees 1,215 1,213 2,418 2,386 Total lending- and deposit-related fees $ 1,495 $ 1,482 $ 2,972 $ 2,930
Components of asset management, administration and commissions	The following table presents the components of Firmwide asset management, administration and commissions. Three months ended June 30, Six months ended June 30, (in millions) 2018 2017 2018 2017 Asset management fees Investment management fees (a) $ 2,671 $ 2,551 $ 5,365 $ 4,967 All other asset management fees (b) 66 84 132 163 Total asset management fees 2,737 2,635 5,497 5,130 Total administration fees (c) 557 504 1,118 986 Commission and other fees Brokerage commissions 631 567 1,283 1,145 All other commissions and fees 379 341 715 663 Total commissions and fees 1,010 908 1,998 1,808 Total asset management, administration and commissions $ 4,304 $ 4,047 $ 8,613 $ 7,924 (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 June 30, Six months ended June 30, (in millions) 2018 2017 2018 2017 Interchange and merchant processing income $ 4,723 $ 4,309 $ 9,082 $ 8,215 Rewards costs and partner payments (a) (3,527 ) (2,689 ) (6,411 ) (5,214 ) Other card income (b) (176 ) (453 ) (376 ) (920 ) Total card income $ 1,020 $ 1,167 $ 2,295 $ 2,081 (a) Includes an adjustment to the credit card rewards liability of approximately $330 million . (b) Predominantly represents annual fees and 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 June 30, Six months ended June 30, (in millions) 2018 2017 2018 2017 Operating lease income $ 1,112 $ 873 $ 2,159 $ 1,697
Components of noninterest expense	Other expense on the Firm’s Consolidated statements of income included the following: Three months ended June 30, Six months ended June 30, (in millions) 2018 2017 2018 2017 Legal expense $ — $ 61 $ 70 $ 279 FDIC-related expense 368 376 751 757

Interest Income and Interest 38

Interest Income and Interest Expense (Tables)	6 Months Ended
	Jun. 30, 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 Six months ended (in millions) 2018 2017 2018 2017 Interest income Loans (a) $ 11,634 $ 9,995 $ 22,708 $ 19,746 Taxable securities 1,383 1,410 2,696 2,840 Non-taxable securities (b) 395 479 805 937 Total investment securities (a) 1,778 1,889 3,501 3,777 Trading assets 2,111 1,806 4,214 3,664 Federal funds sold and securities purchased under resale agreements 807 528 1,538 1,054 Securities borrowed (c) 148 (21 ) 210 (65 ) Deposits with banks 1,543 1,018 2,864 1,743 All other interest-earning assets (d) 848 435 1,529 773 Total interest income 18,869 15,650 36,564 30,692 Interest expense Interest-bearing deposits 1,340 629 2,400 1,112 Federal funds purchased and securities loaned or sold under repurchase agreements 759 387 1,337 680 Short-term borrowings (e) 260 96 469 169 Trading liabilities – debt and all other interest-bearing liabilities (f) 901 515 1,561 920 Long-term debt 2,003 1,687 3,756 3,276 Beneficial interest issued by consolidated VIEs 121 128 244 263 Total interest expense 5,384 3,442 9,767 6,420 Net interest income 13,485 12,208 26,797 24,272 Provision for credit losses 1,210 1,215 2,375 2,530 Net interest income after provision for credit losses $ 12,275 $ 10,993 $ 24,422 $ 21,742 (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)	6 Months Ended
	Jun. 30, 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. Three months ended June 30, Six months ended June 30, 2018 2017 2018 2017 2018 2017 2018 2017 (in millions) Defined benefit pension plans OPEB plans Defined benefit pension plans OPEB plans Components of net periodic benefit cost Benefits earned during the period $ 89 $ 82 $ — $ — $ 179 $ 164 $ — $ — Interest cost on benefit obligations 139 150 6 7 278 299 12 14 Expected return on plan assets (247 ) (242 ) (26 ) (24 ) (495 ) (483 ) (52 ) (48 ) Amortization: Net (gain)/loss 26 62 — — 52 124 — — Prior service cost/(credit) (6 ) (9 ) — — (12 ) (18 ) — — Settlement — — — — — (3 ) — — Net periodic defined benefit cost (a) 1 43 (20 ) (17 ) 2 83 (40 ) (34 ) Other defined benefit pension plans (b) 9 6 NA NA 15 10 NA NA Total defined benefit plans 10 49 (20 ) (17 ) 17 93 (40 ) (34 ) Total defined contribution plans 222 210 NA NA 432 396 NA NA Total pension and OPEB cost included in noninterest expense $ 232 $ 259 $ (20 ) $ (17 ) $ 449 $ 489 $ (40 ) $ (34 ) (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. (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) June 30, 2018 December 31, 2017 Fair value of plan assets Defined benefit pension plans $ 19.2 $ 19.6 OPEB plans 2.7 2.8

Employee Share-based Incentiv40

Employee Share-based Incentives (Tables)	6 Months Ended
	Jun. 30, 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 Six months ended (in millions) 2018 2017 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 $ 276 $ 290 $ 674 $ 600 Accrual of estimated costs of share-based awards to be granted in future periods including those to full-career eligible employees 304 235 612 526 Total noncash compensation expense related to employee share-based incentive plans $ 580 $ 525 $ 1,286 $ 1,126

Investment Securities (Tables)

Investment Securities (Tables)	6 Months Ended
	Jun. 30, 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. June 30, 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 securities Mortgage-backed securities: U.S. government agencies (a) $ 62,595 $ 521 $ 1,194 $ 61,922 $ 69,879 $ 736 $ 335 $ 70,280 Residential: U.S. 6,996 152 30 7,118 8,193 185 14 8,364 Non-U.S. 2,457 107 2 2,562 2,882 122 1 3,003 Commercial 7,961 75 209 7,827 4,932 98 5 5,025 Total mortgage-backed securities 80,009 855 1,435 79,429 85,886 1,141 355 86,672 U.S. Treasury and government agencies 24,962 524 142 25,344 22,510 266 31 22,745 Obligations of U.S. states and municipalities 37,459 1,926 55 39,330 30,490 1,881 33 32,338 Certificates of deposit 75 — — 75 59 — — 59 Non-U.S. government debt securities 25,307 413 34 25,686 26,900 426 32 27,294 Corporate debt securities 2,078 58 3 2,133 2,657 101 1 2,757 Asset-backed securities: Collateralized loan obligations 21,145 22 21 21,146 20,928 69 1 20,996 Other 8,819 74 27 8,866 8,764 77 24 8,817 Total available-for-sale debt securities 199,854 3,872 1,717 202,009 198,194 3,961 477 201,678 Available-for-sale equity securities (b) — — — — 547 — — 547 Total available-for-sale securities 199,854 3,872 1,717 202,009 198,741 3,961 477 202,225 Held-to-maturity securities Mortgage-backed securities: U.S. government agencies (c) 26,168 60 269 25,959 27,577 558 40 28,095 Commercial — — — — 5,783 1 74 5,710 Total mortgage-backed securities 26,168 60 269 25,959 33,360 559 114 33,805 Obligations of U.S. states and municipalities 4,838 96 20 4,914 14,373 554 80 14,847 Total held-to-maturity securities 31,006 156 289 30,873 47,733 1,113 194 48,652 Total investment securities $ 230,860 $ 4,028 $ 2,006 $ 232,882 $ 246,474 $ 5,074 $ 671 $ 250,877 (a) Includes total U.S. government-sponsored enterprise obligations with fair values of $39.1 billion and $45.8 billion at June 30, 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 $20.1 billion and $22.0 billion at June 30, 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 June 30, 2018 , and December 31, 2017 . Investment securities with gross unrealized losses Less than 12 months 12 months or more June 30, 2018 (in millions) Fair value Gross unrealized losses Fair value Gross unrealized losses Total fair value Total gross unrealized losses Available-for-sale securities Mortgage-backed securities: U.S. government agencies $ 36,060 $ 868 $ 6,309 $ 326 $ 42,369 $ 1,194 Residential: U.S. 1,345 23 455 7 1,800 30 Non-U.S. 513 1 157 1 670 2 Commercial 3,248 124 1,463 85 4,711 209 Total mortgage-backed securities 41,166 1,016 8,384 419 49,550 1,435 U.S. Treasury and government agencies 3,761 118 294 24 4,055 142 Obligations of U.S. states and municipalities 2,217 21 1,220 34 3,437 55 Certificates of deposit — — — — — — Non-U.S. government debt securities 3,786 13 1,308 21 5,094 34 Corporate debt securities 191 3 — — 191 3 Asset-backed securities: Collateralized loan obligations 7,379 21 — — 7,379 21 Other 4,650 24 482 3 5,132 27 Total available-for-sale securities 63,150 1,216 11,688 501 74,838 1,717 Held-to-maturity securities Mortgage-backed securities U.S. government agencies 15,887 201 1,607 68 17,494 269 Commercial — — — — — — Total mortgage-backed securities 15,887 201 1,607 68 17,494 269 Obligations of U.S. states and municipalities 546 4 683 16 1,229 20 Total held-to-maturity securities 16,433 205 2,290 84 18,723 289 Total investment securities with gross unrealized losses $ 79,583 $ 1,421 $ 13,978 $ 585 $ 93,561 $ 2,006 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 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 securities 50,481 201 12,792 276 63,273 477 Held-to-maturity 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 June 30, Six months ended June 30, (in millions) 2018 2017 2018 2017 Realized gains $ 9 $ 393 $ 79 $ 542 Realized losses (88 ) (427 ) (403 ) (572 ) OTTI losses (1 ) — (1 ) (7 ) Net investment securities gains/(losses) $ (80 ) $ (34 ) $ (325 ) $ (37 ) OTTI losses Credit-related losses recognized in income $ — $ — $ — $ — Investment securities the Firm intends to sell (a) (1 ) — (1 ) (7 ) Total OTTI losses recognized in income $ (1 ) $ — $ (1 ) $ (7 ) (a) Excludes realized losses on securities sold of $20 million and $5 million for the six months ended June 30, 2018 and 2017 that had been previously reported as an OTTI loss due to the intention to sell the securities.
Amortized cost and estimated fair value by contractual maturity	The following table presents the amortized cost and estimated fair value at June 30, 2018 , of JPMorgan Chase ’s investment securities portfolio by contractual maturity. By remaining maturity June 30, 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 securities Mortgage-backed securities (a) Amortized cost $ 261 $ 429 $ 5,664 $ 73,655 $ 80,009 Fair value 264 433 5,742 72,990 79,429 Average yield (b) 1.81 % 2.49 % 3.49 % 3.48 % 3.47 % U.S. Treasury and government agencies Amortized cost $ 79 $ — $ 19,446 $ 5,437 $ 24,962 Fair value 79 — 19,516 5,749 25,344 Average yield (b) 1.99 % — % 3.53 % 2.91 % 3.39 % Obligations of U.S. states and municipalities Amortized cost $ 148 $ 701 $ 2,501 $ 34,109 $ 37,459 Fair value 149 716 2,597 35,868 39,330 Average yield (b) 1.94 % 3.39 % 4.98 % 4.91 % 4.87 % Certificates of deposit Amortized cost $ 75 $ — $ — $ — $ 75 Fair value 75 — — — 75 Average yield (b) 0.49 % — % — % — % 0.49 % Non-U.S. government debt securities Amortized cost $ 4,745 $ 14,565 $ 5,997 $ — $ 25,307 Fair value 4,745 14,782 6,159 — 25,686 Average yield (b) 3.27 % 1.61 % 1.37 % — % 1.86 % Corporate debt securities Amortized cost $ 70 $ 968 $ 901 $ 139 $ 2,078 Fair value 70 989 929 145 2,133 Average yield (b) 3.98 % 4.34 % 4.52 % 3.45 % 4.34 % Asset-backed securities Amortized cost $ — $ 4,295 $ 7,785 $ 17,884 $ 29,964 Fair value — 4,271 7,790 17,951 30,012 Average yield (b) — % 2.61 % 3.25 % 2.98 % 3.00 % Total available-for-sale securities Amortized cost $ 5,378 $ 20,958 $ 42,294 $ 131,224 $ 199,854 Fair value 5,382 21,191 42,733 132,703 202,009 Average yield (b) 3.11 % 2.02 % 3.28 % 3.76 % 3.46 % Held-to-maturity securities Mortgage-backed securities (a) Amortized cost $ — $ — $ 2,083 $ 24,085 $ 26,168 Fair value — — 2,068 23,891 25,959 Average yield (b) — % — % 3.52 % 3.33 % 3.34 % Obligations of U.S. states and municipalities Amortized cost $ — $ — $ — $ 4,838 $ 4,838 Fair value — — — 4,914 4,914 Average yield (b) — % — % — % 4.12 % 4.12 % Total held-to-maturity securities Amortized cost $ — $ — $ 2,083 $ 28,923 $ 31,006 Fair value — — 2,068 28,805 30,873 Average yield (b) — % — % 3.52 % 3.46 % 3.46 % (a) As of June 30, 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 $51.3 billion and $51.1 billion , respectively. (b) Average yield is computed using the effective yield of each security owned at the end of the period, weighted based on the amortized cost of each security. The effective yield considers the contractual coupon, amortization of premiums and accretion of discounts, and the effect of related hedging derivatives. Taxable-equivalent amounts are used where applicable. The effective yield excludes unscheduled principal prepayments; and accordingly, actual maturities of securities may differ from their contractual or expected maturities as certain securities may be prepaid. (c) Includes 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)	6 Months Ended
	Jun. 30, 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 June 30, 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. June 30, 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 $ 541,760 $ (315,405 ) $ 226,355 $ (217,139 ) $ 9,216 Securities borrowed 127,331 (19,085 ) 108,246 (75,197 ) 33,049 Liabilities Securities sold under repurchase agreements $ 480,097 $ (315,405 ) $ 164,692 $ (149,808 ) $ 14,884 Securities loaned and other (a) 35,520 (19,085 ) 16,435 (16,015 ) 420 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 $6.6 billion and $9.2 billion at June 30, 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 June 30, 2018 and December 31, 2017 , included securities purchased under resale agreements of $12.8 billion and $14.7 billion , respectively and securities sold under agreements to repurchase of $866 million and $697 million , respectively. There were $4.1 billion and $3.0 billion of securities borrowed at June 30, 2018 and December 31, 2017 , respectively. There were no securities loaned accounted for at fair value in either period. (c) In some cases, collateral exchanged with a counterparty exceeds the net asset or liability balance with that counterparty. In such cases, the amounts reported in this column are limited to the related asset or liability with that counterparty. (d) Includes securities financing agreements that provide collateral rights, but where an appropriate legal opinion with respect to the master netting agreement has not been either sought or obtained. At June 30, 2018 and December 31, 2017 , included $5.2 billion and $7.5 billion , respectively, of securities purchased under resale agreements; $30.0 billion and $25.5 billion , respectively, of securities borrowed; $13.4 billion and $16.5 billion , respectively, of securities sold under agreements to repurchase; and $50 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 June 30, 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 June 30, 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 19,277 — 13,100 — Residential - nonagency 2,337 — 2,972 — Commercial - nonagency 1,415 — 1,594 — U.S. Treasury and government agencies 226,381 250 177,581 14 Obligations of U.S. states and municipalities 405 — 1,557 — Non-U.S. government debt 197,813 1,481 170,196 2,485 Corporate debt securities 14,390 194 14,231 287 Asset-backed securities 3,320 — 3,508 — Equity securities 14,759 33,595 13,479 24,442 Total $ 480,097 $ 35,520 $ 398,218 $ 27,228 Remaining contractual maturity of the agreements Overnight and continuous Greater than 90 days June 30, 2018 (in millions) Up to 30 days 30 – 90 days Total Total securities sold under repurchase agreements $ 190,179 $ 176,526 $ 53,653 $ 59,739 $ 480,097 Total securities loaned and other (a) 28,747 869 3,324 2,580 35,520 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 $6.6 billion and $9.2 billion at June 30, 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)	6 Months Ended
	Jun. 30, 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 (predominantly Wealth Management clients within AWM), SPEs, and private education and civic organizations. For more information on SPEs, refer to 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. June 30, 2018 Consumer, excluding credit card Credit card (a) Wholesale Total (in millions) Retained $ 374,587 $ 145,221 $ 420,632 $ 940,440 (b) Held-for-sale 110 34 4,754 4,898 At fair value — — 3,076 3,076 Total $ 374,697 $ 145,255 $ 428,462 $ 948,414 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 June 30, 2018 , and December 31, 2017 . The following table provides information about retained consumer loans, excluding credit card, by class. In 2017, the Firm sold its student loan portfolio. (in millions) June 30, December 31, Residential real estate – excluding PCI Residential mortgage $ 225,864 $ 216,496 Home equity 30,460 33,450 Other consumer loans Auto 65,014 66,242 Consumer & Business Banking 26,272 25,789 Residential real estate – PCI Home equity 9,849 10,799 Prime mortgage 5,437 6,479 Subprime mortgage 2,249 2,609 Option ARMs 9,442 10,689 Total retained loans $ 374,587 $ 372,553
Schedule of retained loans purchased, sold and reclassified to held-for-sale	The following tables provide information about the carrying value of retained loans purchased, sold and reclassified to held-for-sale during the periods indicated. Reclassifications of loans 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 that were reclassified to held-for-sale and sold in a subsequent period are excluded from the sales line of this table. 2018 2017 Three months ended June 30, (in millions) Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Purchases $ 532 (a)(b) $ — $ 532 $ 1,064 $ 626 (a)(b) $ — $ 594 $ 1,220 Sales 2,391 — 4,943 7,334 763 — 2,377 3,140 Retained loans reclassified to held-for-sale — — 392 392 31 — 307 338 2018 2017 Six months ended June 30, (in millions) Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Purchases $ 1,603 (a)(b) $ — $ 1,630 $ 3,233 $ 1,566 (a)(b) $ — $ 878 $ 2,444 Sales 2,872 — 8,632 11,504 1,353 — 4,824 6,177 Retained loans reclassified to held-for-sale 36 — 1,260 1,296 6,340 (c) — 768 7,108 (a) Purchases predominantly represent the Firm’s voluntary repurchase of certain delinquent loans from loan pools as permitted by Government National Mortgage Association (“Ginnie Mae”) guidelines. The Firm typically elects to repurchase these delinquent loans as it continues to service them and/or manage the foreclosure process in accordance with applicable requirements of Ginnie Mae, FHA, RHS, and/or VA. (b) Excludes purchases of retained loans sourced through the correspondent origination channel and underwritten in accordance with the Firm’s standards. Such purchases were $5.3 billion and $5.9 billion for the three months ended June 30, 2018 and 2017 , respectively, and $8.9 billion and $11.3 billion for the six months ended June 30, 2018 and 2017 , respectively. (c) Includes 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 Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Carrying value (a) $ 9,849 $ 10,799 $ 5,437 $ 6,479 $ 2,249 $ 2,609 $ 9,442 $ 10,689 $ 26,977 $ 30,576 Loan delinquency (based on unpaid principal balance) Current $ 9,465 $ 10,272 $ 4,893 $ 5,839 $ 2,326 $ 2,640 $ 8,509 $ 9,662 $ 25,193 $ 28,413 30–149 days past due 248 356 271 336 295 381 446 547 1,260 1,620 150 or more days past due 310 392 296 327 163 176 585 689 1,354 1,584 Total loans $ 10,023 $ 11,020 $ 5,460 $ 6,502 $ 2,784 $ 3,197 $ 9,540 $ 10,898 $ 27,807 $ 31,617 % of 30+ days past due to total loans 5.57 % 6.79 % 10.38 % 10.20 % 16.45 % 17.42 % 10.81 % 11.34 % 9.40 % 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 $ 22 $ 33 $ 2 $ 4 $ 1 $ 2 $ 4 $ 6 $ 29 $ 45 Less than 660 14 21 12 16 13 20 8 9 47 66 101% to 125% and refreshed FICO scores: Equal to or greater than 660 176 274 10 16 10 20 29 43 225 353 Less than 660 86 132 26 42 42 75 55 71 209 320 80% to 100% and refreshed FICO scores: Equal to or greater than 660 928 1,195 119 221 80 119 168 316 1,295 1,851 Less than 660 419 559 154 230 213 309 241 371 1,027 1,469 Lower than 80% and refreshed FICO scores: Equal to or greater than 660 5,844 6,134 3,022 3,551 824 895 5,613 6,113 15,303 16,693 Less than 660 2,011 2,095 1,827 2,103 1,467 1,608 3,006 3,499 8,311 9,305 No FICO/LTV available 523 577 288 319 134 149 416 470 1,361 1,515 Total unpaid principal balance $ 10,023 $ 11,020 $ 5,460 $ 6,502 $ 2,784 $ 3,197 $ 9,540 $ 10,898 $ 27,807 $ 31,617 Geographic region (based on unpaid principal balance) California $ 5,954 $ 6,555 $ 3,048 $ 3,716 $ 679 $ 797 $ 5,415 $ 6,225 $ 15,096 $ 17,293 Florida 1,053 1,137 374 428 264 296 794 878 2,485 2,739 New York 563 607 396 457 292 330 561 628 1,812 2,022 Washington 471 532 112 135 51 61 201 238 835 966 Illinois 252 273 176 200 142 161 221 249 791 883 New Jersey 225 242 157 178 97 110 293 336 772 866 Massachusetts 71 79 133 149 84 98 278 307 566 633 Maryland 53 57 109 129 113 132 199 232 474 550 Arizona 184 203 87 106 52 60 137 156 460 525 Virginia 59 66 100 123 43 51 245 280 447 520 All other 1,138 1,269 768 881 967 1,101 1,196 1,369 4,069 4,620 Total unpaid principal balance $ 10,023 $ 11,020 $ 5,460 $ 6,502 $ 2,784 $ 3,197 $ 9,540 $ 10,898 $ 27,807 $ 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 Jun 30, 2018 Dec 31, 2017 Jun 30, 2018 Dec 31, 2017 Jun 30, 2018 Dec 31, 2017 Loan delinquency Current $ 64,516 $ 65,651 $ 25,964 $ 25,454 $ 90,480 $ 91,105 30–119 days past due 487 584 197 213 684 797 120 or more days past due 11 7 111 122 122 129 Total retained loans $ 65,014 $ 66,242 $ 26,272 $ 25,789 $ 91,286 $ 92,031 % of 30+ days past due to total retained loans 0.77 % 0.89 % 1.17 % 1.30 % 0.88 % 1.01 % Nonaccrual loans (a) 124 141 273 283 397 424 Geographic region California $ 8,512 $ 8,445 $ 5,299 $ 5,032 $ 13,811 $ 13,477 Texas 6,675 7,013 3,014 2,916 9,689 9,929 New York 3,901 4,023 4,222 4,195 8,123 8,218 Illinois 3,793 3,916 2,066 2,017 5,859 5,933 Florida 3,389 3,350 1,428 1,424 4,817 4,774 Arizona 2,103 2,221 1,422 1,383 3,525 3,604 Ohio 2,044 2,105 1,356 1,380 3,400 3,485 Michigan 1,417 1,418 1,304 1,357 2,721 2,775 New Jersey 1,978 2,044 738 721 2,716 2,765 Louisiana 1,602 1,656 885 849 2,487 2,505 All other 29,600 30,051 4,538 4,515 34,138 34,566 Total retained loans $ 65,014 $ 66,242 $ 26,272 $ 25,789 $ 91,286 $ 92,031 Loans by risk ratings (b) Noncriticized $ 15,150 $ 15,604 $ 18,387 $ 17,938 $ 33,537 $ 33,542 Criticized performing 261 93 759 791 1,020 884 Criticized nonaccrual 7 9 204 213 211 222 (a) There were no loans that were 90 or more days past due and still accruing interest at June 30, 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 represents the Firm’s delinquency statistics for PCI junior lien home equity loans and lines of credit based on the unpaid principal balance as of June 30, 2018 , and December 31, 2017 . Total loans Total 30+ day delinquency rate (in millions, except ratios) Jun 30, Dec 31, Jun 30, Dec 31, HELOCs: (a) Within the revolving period (b) $ 7 $ 51 — % 1.96 % Beyond the revolving period (c) 7,175 7,875 3.74 4.63 HELOANs 315 360 3.81 5.28 Total $ 7,497 $ 8,286 3.73 % 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. Approximately 37% of the home equity portfolio are senior lien loans; the remaining balance are junior lien HELOANs or HELOCs. The following table represents the Firm’s delinquency statistics for junior lien home equity loans and lines of credit as of June 30, 2018 , and December 31, 2017 . Total loans Total 30+ day delinquency rate (in millions, except ratios) Jun 30, Dec 31, Jun 30, Dec 31, HELOCs: (a) Within the revolving period (b) $ 5,455 $ 6,363 0.26 % 0.50 % Beyond the revolving period 12,631 13,532 2.72 3.56 HELOANs 1,190 1,371 2.77 3.50 Total $ 19,276 $ 21,266 2.03 % 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 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 Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Loan delinquency (a) Current $ 219,735 $ 208,713 $ 29,664 $ 32,391 $ 249,399 $ 241,104 30–149 days past due 2,948 4,234 457 671 3,405 4,905 150 or more days past due 3,181 3,549 339 388 3,520 3,937 Total retained loans $ 225,864 $ 216,496 $ 30,460 $ 33,450 $ 256,324 $ 249,946 % of 30+ days past due to total retained loans (b) 0.54 % 0.77 % 2.61 % 3.17 % 0.79 % 1.09 % 90 or more days past due and government guaranteed (c) $ 3,179 $ 4,172 $ — $ — $ 3,179 $ 4,172 Nonaccrual loans 2,101 2,175 1,481 1,610 3,582 3,785 Current estimated LTV ratios (d)(e) Greater than 125% and refreshed FICO scores: Equal to or greater than 660 $ 26 $ 37 $ 7 $ 10 $ 33 $ 47 Less than 660 16 19 2 3 18 22 101% to 125% and refreshed FICO scores: Equal to or greater than 660 24 36 165 296 189 332 Less than 660 61 88 51 95 112 183 80% to 100% and refreshed FICO scores: Equal to or greater than 660 3,323 4,369 1,180 1,676 4,503 6,045 Less than 660 316 483 392 569 708 1,052 Less than 80% and refreshed FICO scores: Equal to or greater than 660 206,159 194,758 23,607 25,262 229,766 220,020 Less than 660 6,605 6,952 3,604 3,850 10,209 10,802 No FICO/LTV available 1,255 1,259 1,452 1,689 2,707 2,948 U.S. government-guaranteed 8,079 8,495 — — 8,079 8,495 Total retained loans $ 225,864 $ 216,496 $ 30,460 $ 33,450 $ 256,324 $ 249,946 Geographic region California $ 72,207 $ 68,855 $ 6,028 $ 6,582 $ 78,235 $ 75,437 New York 28,523 27,473 6,257 6,866 34,780 34,339 Illinois 14,977 14,501 2,290 2,521 17,267 17,022 Texas 13,430 12,508 1,895 2,021 15,325 14,529 Florida 10,196 9,598 1,669 1,847 11,865 11,445 New Jersey 7,305 7,142 1,768 1,957 9,073 9,099 Washington 7,635 6,962 938 1,026 8,573 7,988 Colorado 7,834 7,335 552 632 8,386 7,967 Massachusetts 6,360 6,323 263 295 6,623 6,618 Arizona 4,397 4,109 1,273 1,439 5,670 5,548 All other (f) 53,000 51,690 7,527 8,264 60,527 59,954 Total retained loans $ 225,864 $ 216,496 $ 30,460 $ 33,450 $ 256,324 $ 249,946 (a) Individual delinquency classifications include mortgage loans insured by U.S. government agencies as follows: current included $3.2 billion and $2.4 billion ; 30 – 149 days past due included $2.3 billion and $3.2 billion ; and 150 or more days past due included $2.6 billion and $2.9 billion at June 30, 2018 , and December 31, 2017 , respectively. (b) At June 30, 2018 , and December 31, 2017 , residential mortgage loans excluded mortgage loans insured by U.S. government agencies of $4.9 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 June 30, 2018 , and December 31, 2017 , these balances included $1.3 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 June 30, 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 June 30, 2018 , and December 31, 2017 , included mortgage loans insured by U.S. government agencies of $8.1 billion and $8.5 billion , respectively. The table below sets forth information about the Firm’s credit card loans. (in millions, except ratios) June 30, December 31, Loan delinquency Current and less than 30 days past due and still accruing $ 142,822 $ 146,704 30–89 days past due and still accruing 1,171 1,305 90 or more days past due and still accruing 1,228 1,378 Total retained credit card loans $ 145,221 $ 149,387 Loan delinquency ratios % of 30+ days past due to total retained loans 1.65 % 1.80 % % of 90+ days past due to total retained loans 0.85 0.92 Credit card loans by geographic region California $ 21,716 $ 22,245 Texas 13,962 14,200 New York 12,664 13,021 Florida 8,855 9,138 Illinois 8,358 8,585 New Jersey 6,255 6,506 Ohio 4,795 4,997 Pennsylvania 4,661 4,883 Colorado 4,012 4,006 Michigan 3,664 3,826 All other 56,279 57,980 Total retained credit card loans $ 145,221 $ 149,387 Percentage of portfolio based on carrying value with estimated refreshed FICO scores Equal to or greater than 660 84.0 % 84.0 % Less than 660 14.6 14.6 No FICO available 1.4 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, refer to Note 12 of JPMorgan Chase ’s 2017 Annual Report . (in millions, except ratios) Multifamily Other commercial Total real estate loans Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Real estate retained loans $ 78,093 $ 77,597 $ 35,247 $ 36,051 $ 113,340 $ 113,648 Criticized exposure 437 491 267 355 704 846 % of total criticized exposure to total real estate retained loans 0.56 % 0.63 % 0.76 % 0.98 % 0.62 % 0.74 % Criticized nonaccrual $ 53 $ 44 $ 85 $ 92 $ 138 $ 136 % of criticized nonaccrual loans to total real estate retained loans 0.07 % 0.06 % 0.24 % 0.26 % 0.12 % 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) Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Loans by risk ratings Investment-grade $ 70,285 $ 68,071 $ 98,684 $ 98,467 $ 29,585 $ 26,791 $ 15,332 $ 15,140 $ 108,219 $ 103,212 $ 322,105 $ 311,681 Noninvestment-grade: Noncriticized 50,197 46,558 13,952 14,335 14,907 13,071 166 369 14,087 9,988 93,309 84,321 Criticized performing 3,131 3,983 566 710 134 210 — — 231 259 4,062 5,162 Criticized nonaccrual 813 1,357 138 136 2 2 — — 203 239 1,156 1,734 Total noninvestment- grade 54,141 51,898 14,656 15,181 15,043 13,283 166 369 14,521 10,486 98,527 91,217 Total retained loans $ 124,426 $ 119,969 $ 113,340 $ 113,648 $ 44,628 $ 40,074 $ 15,498 $ 15,509 $ 122,740 $ 113,698 $ 420,632 $ 402,898 % of total criticized exposure to total retained loans 3.17 % 4.45 % 0.62 % 0.74 % 0.30 % 0.53 % — % — % 0.35 % 0.44 % 1.24 % 1.71 % % of criticized nonaccrual to total retained loans 0.65 1.13 0.12 0.12 — — — — 0.17 0.21 0.27 0.43 Loans by geographic distribution (a) Total non-U.S. $ 30,725 $ 28,470 $ 2,668 $ 3,101 $ 17,506 $ 16,790 $ 2,966 $ 2,906 $ 49,813 $ 44,112 $ 103,678 $ 95,379 Total U.S. 93,701 91,499 110,672 110,547 27,122 23,284 12,532 12,603 72,927 69,586 316,954 307,519 Total retained loans $ 124,426 $ 119,969 $ 113,340 $ 113,648 $ 44,628 $ 40,074 $ 15,498 $ 15,509 $ 122,740 $ 113,698 $ 420,632 $ 402,898 Loan delinquency (b) Current and less than 30 days past due and still accruing $ 123,396 $ 118,288 $ 112,506 $ 113,258 $ 44,607 $ 40,042 $ 15,491 $ 15,493 $ 121,748 $ 112,559 $ 417,748 $ 399,640 30–89 days past due and still accruing 188 216 675 242 11 15 3 12 788 898 1,665 1,383 90 or more days past due and still accruing (c) 29 108 21 12 8 15 4 4 1 2 63 141 Criticized nonaccrual 813 1,357 138 136 2 2 — — 203 239 1,156 1,734 Total retained loans $ 124,426 $ 119,969 $ 113,340 $ 113,648 $ 44,628 $ 40,074 $ 15,498 $ 15,509 $ 122,740 $ 113,698 $ 420,632 $ 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, refer to 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 (predominantly Wealth Management clients within AWM), SPEs, and private education and civic organizations. For more information on SPEs, refer to 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 Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Impaired loans With an allowance $ 3,816 $ 4,407 $ 1,211 $ 1,236 $ 5,027 $ 5,643 Without an allowance (a) 1,208 1,213 881 882 2,089 2,095 Total impaired loans (b)(c) $ 5,024 $ 5,620 $ 2,092 $ 2,118 $ 7,116 $ 7,738 Allowance for loan losses related to impaired loans $ 94 $ 62 $ 62 $ 111 $ 156 $ 173 Unpaid principal balance of impaired loans (d) 6,870 7,741 3,604 3,701 10,474 11,442 Impaired loans on nonaccrual status (e) 1,730 1,743 1,041 1,032 2,771 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 June 30, 2018 , Chapter 7 residential real estate loans included approximately 13% of residential mortgages and 9% of home equity that were 30 days or more past due. (b) At June 30, 2018 , and December 31, 2017 , $4.3 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 June 30, 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) At both June 30, 2018 and December 31, 2017 , nonaccrual loans included $2.2 billion of TDRs for which the borrowers were less than 90 days past due. For additional information about loans modified in a TDR that are on nonaccrual status refer to the Loan accounting framework in Note 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) June 30, December 31, Impaired loans With an allowance $ 245 $ 272 Without an allowance (a) 26 26 Total impaired loans (b)(c) $ 271 $ 298 Allowance for loan losses related to impaired loans $ 70 $ 73 Unpaid principal balance of impaired loans (d) 373 402 Impaired loans on nonaccrual status 246 268 (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 $277 million and $381 million for the three months ended June 30, 2018 and 2017 , respectively, and $287 million and $501 million for the six months ended June 30, 2018 and 2017 , respectively. The related interest income on impaired loans, including those on a cash basis, was not material for the three and six months ended June 30, 2018 and 2017 . (d) Represents the contractual amount of principal owed at June 30, 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) June 30, December 31, Impaired credit card loans with an allowance (a)(b) Credit card loans with modified payment terms (c) $ 1,191 $ 1,135 Modified credit card loans that have reverted to pre-modification payment terms (d) 61 80 Total impaired credit card loans (e) $ 1,252 $ 1,215 Allowance for loan losses related to impaired credit card loans $ 402 $ 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 June 30, 2018 , and December 31, 2017 , $29 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 $32 million and $37 million at June 30, 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 Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Impaired loans With an allowance $ 773 $ 1,170 $ 85 $ 78 $ 89 $ 93 $ — $ — $ 162 $ 168 $ 1,109 $ 1,509 Without an allowance (a) 110 228 53 60 — — — — 55 70 218 358 Total impaired loans $ 883 $ 1,398 $ 138 $ 138 $ 89 $ 93 $ — $ — $ 217 $ 238 $ 1,327 (c) $ 1,867 (c) Allowance for loan losses related to impaired loans $ 250 $ 404 $ 16 $ 11 $ 4 $ 4 $ — $ — $ 48 $ 42 $ 318 $ 461 Unpaid principal balance of impaired loans (b) 1,067 1,604 205 201 89 94 — — 428 255 1,789 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 June 30, 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 tables present average impaired loans and the related interest income reported by the Firm. Three months ended June 30, Average impaired loans Interest income on impaired loans (a) Interest income on impaired (a) 2018 2017 2018 2017 2018 2017 Residential mortgage $ 5,254 $ 5,865 $ 66 $ 68 $ 20 $ 14 Home equity 2,087 2,241 33 30 21 18 Total residential real estate – excluding PCI $ 7,341 $ 8,106 $ 99 $ 98 $ 41 $ 32 Six months ended June 30, Average impaired loans Interest income on impaired loans (a) Interest income on impaired loans on a cash basis (a) 2018 2017 2018 2017 2018 2017 Residential mortgage $ 5,431 $ 5,921 $ 136 $ 141 $ 39 $ 33 Home equity 2,105 2,245 65 61 42 38 Total residential real estate – excluding PCI $ 7,536 $ 8,166 $ 201 $ 202 $ 81 $ 71 (a) Generally, interest income on loans modified in TDRs is recognized on a cash basis until the borrower has made a minimum of six payments under the new terms, unless the loan is deemed to be collateral-dependent. The following table presents average balances of impaired credit card loans and interest income recognized on those loans. Three months ended June 30, Six months ended June 30, (in millions) 2018 2017 2018 2017 Average impaired credit card loans $ 1,244 $ 1,212 $ 1,234 $ 1,220 Interest income on impaired credit card loans 16 15 31 29 The following table presents the Firm’s average impaired loans for the periods indicated. Three months ended June 30, Six months ended June 30, (in millions) 2018 2017 2018 2017 Commercial and industrial $ 1,106 $ 1,201 $ 1,224 $ 1,321 Real estate 142 165 142 179 Financial institutions 90 15 91 13 Government agencies — — — — Other 208 274 219 254 Total (a)(b) $ 1,546 $ 1,655 $ 1,676 $ 1,767 (a) The related interest income on accruing impaired loans and interest income recognized on a cash basis were not material for the three and six months ended June 30, 2018 and 2017 . (b) The prior period amounts have been revised to conform with the current period presentation.
Troubled debt restructuring on financing receivables	The following table presents new TDRs reported by the Firm. Three months ended June 30, Six months ended June 30, (in millions) 2018 2017 2018 2017 Residential mortgage $ 100 $ 96 $ 247 $ 168 Home equity 83 69 186 150 Total residential real estate – excluding PCI $ 183 $ 165 $ 433 $ 318
Troubled debt restructuring on financing receivables nature and extent of modifications	The following tables provide information about how residential real estate loans, excluding PCI loans, were modified under the Firm’s loss mitigation programs described above during the periods presented. These tables exclude Chapter 7 loans where the sole concession granted is the discharge of debt . Three months ended June 30, Total residential real estate – excluding PCI Residential mortgage Home equity 2018 2017 2018 2017 2018 2017 Number of loans approved for a trial modification 977 390 849 565 1,826 955 Number of loans permanently modified 686 659 1,268 1,583 1,954 2,242 Concession granted: (a) Interest rate reduction 37 % 69 % 53 % 59 % 48 % 62 % Term or payment extension 46 82 59 78 55 79 Principal and/or interest deferred 50 20 27 9 35 13 Principal forgiveness 8 18 10 9 9 12 Other (b) 32 23 57 15 48 18 Six months ended June 30, Total residential Residential mortgage Home equity 2018 2017 2018 2017 2018 2017 Number of loans approved for a trial modification 1,276 846 1,309 1,308 2,585 2,154 Number of loans permanently modified 1,655 1,442 3,066 2,800 4,721 4,242 Concession granted: (a) Interest rate reduction 27 % 76 % 51 % 71 % 42 % 72 % Term or payment extension 35 86 54 84 48 84 Principal and/or interest deferred 54 14 26 13 36 14 Principal forgiveness 7 19 7 9 7 12 Other (b) 42 27 58 13 53 18 (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. Concessions offered on trial modifications are generally consistent with those granted on permanent modifications. (b) Includes variable interest rate to fixed interest rate modifications for the three and six months ended June 30, 2018 and 2017. Also includes forbearances that meet the definition of a TDR for the three and six months ended June 30, 2018. Forbearances suspend or reduce monthly payments for a specific period of time to address a temporary hardship.
Troubled debt restructuring on financing receivables, financial effects of modifications and re-defaults	The following tables provide information about the financial effects of the various concessions granted in modifications of residential real estate loans, excluding PCI loans, under the loss mitigation programs described above and about redefaults of certain loans modified in TDRs for the periods presented. The following tables present only the financial effects of permanent modifications and does not include temporary concessions offered through trial modifications. These tables also exclude Chapter 7 loans where the sole concession granted is the discharge of debt. Three months ended June 30, 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 4.97 % 5.13 % 5.21 % 5.04 % 5.10 % 5.09 % Weighted-average interest rate of loans with interest rate reductions – after TDR 3.15 3.12 3.31 2.39 3.24 2.79 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR 25 23 18 26 23 25 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR 37 37 37 38 38 38 Charge-offs recognized upon permanent modification $ — $ $ $ $ $ Principal deferred 4 4 3 2 7 6 Principal forgiven 3 6 2 3 5 9 Balance of loans that redefaulted within one year of permanent modification (a) $ 25 $ 30 $ 19 $ 12 $ 44 $ 42 Six months ended June 30, 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 5.03 % 5.25 % 5.16 % 4.82 % 5.11 % 5.06 % Weighted-average interest rate of loans with interest rate reductions – after TDR 3.28 3.00 3.16 2.42 3.21 2.74 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR 25 24 19 23 22 24 Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR 37 38 39 39 38 38 Charge-offs recognized upon permanent modification $ — $ 1 $ 1 $ 1 $ 1 $ 2 Principal deferred 10 7 5 7 15 14 Principal forgiven 6 11 4 5 10 16 Balance of loans that redefaulted within one year of permanent modification (a) $ 45 $ 58 $ 33 $ 21 $ 78 $ 79 (a) Represents loans permanently modified in TDRs that experienced a payment default in the periods presented, and for which the payment default occurred within one year of the modification. The dollar amounts presented represent the balance of such loans at the end of the reporting period in which such loans defaulted. For residential real estate loans modified in TDRs, payment default is deemed to occur when the loan becomes two contractual payments past due. In the event that a modified loan redefaults, it is probable that the loan will ultimately be liquidated through foreclosure or another similar type of liquidation transaction. Redefaults of loans modified within the last 12 months may not be representative of ultimate redefault levels. The following table provides information about the financial effects of the concessions granted on credit card loans modified in TDRs and redefaults for the periods presented. (in millions, except weighted-average data) Three months ended June 30, Six months ended June 30, 2018 2017 2018 2017 Weighted-average interest rate of loans – before TDR 18.00 % 16.55 % 17.61 % 16.35 % Weighted-average interest rate of loans – after TDR 5.06 4.80 5.13 4.78 Loans that redefaulted within one year of modification (a) $ 25 $ 24 $ 51 $ 45 (a) Represents loans modified in TDRs that experienced a payment default in the periods presented, and for which the payment default occurred within one year of the modification. The amounts presented represent the balance of such loans as of the end of the quarter in which they defaulted.
Certain loans acquired in transfer accretable yield movement roll forward	The table below sets forth the accretable yield activity for the Firm’s PCI consumer loans for the three and six months ended June 30, 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 June 30, Six months ended June 30, 2018 2017 2018 2017 Beginning balance $ 10,250 $ 13,122 $ 11,159 $ 11,768 Accretion into interest income (327 ) (357 ) (655 ) (716 ) Changes in interest rates on variable-rate loans (548 ) 51 (268 ) 167 Other changes in expected cash flows (a) (653 ) (177 ) (1,514 ) 1,420 Balance at June 30 $ 8,722 $ 12,639 $ 8,722 $ 12,639 Accretable yield percentage 4.93 % 4.55 % 4.86 % 4.45 % (a) Other changes in expected cash flows may vary from period to period as the Firm continues to refine its cash flow model, for example cash flows expected to be collected due to the impact of modifications and changes in prepayment assumptions.

Allowance for Credit Losses (Ta

Allowance for Credit Losses (Tables)	6 Months Ended
	Jun. 30, 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 Six months ended June 30, Consumer, excluding credit card Credit card Wholesale Total Consumer, excluding credit card Credit card Wholesale Total Allowance for loan losses Beginning balance at January 1, $ 4,579 $ 4,884 $ 4,141 $ 13,604 5,198 $ 4,034 $ 4,544 $ 13,776 Gross charge-offs 539 2,578 241 3,358 1,105 2,223 99 3,427 Gross recoveries (451 ) (244 ) (76 ) (771 ) (307 ) (193 ) (69 ) (569 ) Net charge-offs 88 2,334 165 2,587 798 2,030 30 2,858 Write-offs of PCI loans (a) 93 — — 93 46 — — 46 Provision for loan losses 90 2,334 (98 ) 2,326 448 2,380 (337 ) 2,491 Other — — — — (2 ) — 2 — Ending balance at June 30, $ 4,488 $ 4,884 $ 3,878 $ 13,250 $ 4,800 $ 4,384 $ 4,179 $ 13,363 Allowance for loan losses by impairment methodology Asset-specific (b) $ 226 $ 402 (c) $ 318 $ 946 $ 296 $ 370 (c) $ 345 $ 1,011 Formula-based 2,130 4,482 3,560 10,172 2,239 4,014 3,834 10,087 PCI 2,132 — — 2,132 2,265 — — 2,265 Total allowance for loan losses $ 4,488 $ 4,884 $ 3,878 $ 13,250 $ 4,800 $ 4,384 $ 4,179 $ 13,363 Loans by impairment methodology Asset-specific $ 7,387 $ 1,252 $ 1,327 $ 9,966 $ 8,340 $ 1,204 $ 1,760 $ 11,304 Formula-based 340,223 143,969 419,302 903,494 323,711 138,831 392,663 855,205 PCI 26,977 — 3 26,980 33,064 — 3 33,067 Total retained loans $ 374,587 $ 145,221 $ 420,632 $ 940,440 $ 365,115 $ 140,035 $ 394,426 $ 899,576 Impaired collateral-dependent loans Net charge-offs $ 14 $ — $ — $ 14 $ 36 $ — $ 16 $ 52 Loans measured at fair value of collateral less cost to sell 2,124 — 300 2,424 2,234 — 296 2,530 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 — — 49 49 6 — 33 39 Other — — — — — — — — Ending balance at June 30, $ 33 $ — $ 1,084 $ 1,117 $ 32 $ — $ 1,085 $ 1,117 Allowance for lending-related commitments by impairment methodology Asset-specific $ — $ — $ 139 $ 139 $ — $ — $ 211 $ 211 Formula-based 33 — 945 978 32 — 874 906 Total allowance for lending-related commitments $ 33 $ — $ 1,084 $ 1,117 $ 32 $ — $ 1,085 $ 1,117 Lending-related commitments by impairment methodology Asset-specific $ — $ — $ 712 $ 712 $ — $ — $ 750 $ 750 Formula-based 51,784 592,452 401,045 1,045,281 53,872 (d) 576,264 365,748 995,884 (d) Total lending-related commitments $ 51,784 $ 592,452 $ 401,757 $ 1,045,993 $ 53,872 (d) $ 576,264 $ 366,498 $ 996,634 (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)	6 Months Ended
	Jun. 30, 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 145 Mortgage securitization trusts Servicing and securitization of both originated and purchased residential mortgages 145-147 CIB Mortgage and other securitization trusts Securitization of both originated and purchased residential and commercial mortgages, and other consumer loans 145-147 Multi-seller conduits Assist clients in accessing the financial markets in a cost-efficient manner and structures transactions to meet investor needs 147 Municipal bond vehicles Financing of municipal bond investments 147
Firm-sponsored mortgage and other consumer securitization trusts	The following table presents the total unpaid principal amount of assets held in Firm-sponsored private-label securitization entities, including those in which the Firm has continuing involvement, and those that are consolidated by the Firm. Continuing involvement includes servicing the loans, holding senior interests or subordinated interests (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. Refer to Securitization activity on page 149 of this Note for further information regarding the Firm’s cash flows associated with and interests retained in nonconsolidated VIEs, and page 149 of this Note for information on the Firm’s loan sales to U.S. government agencies. Principal amount outstanding JPMorgan Chase interest in securitized assets in nonconsolidated VIEs (c)(d)(e) June 30, 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 $ 67,033 $ 3,414 $ 52,235 $ 434 $ 770 $ — $ 1,204 Subprime 17,891 10 16,517 63 — — 63 Commercial and other (b) 100,825 — 65,166 538 1,037 217 1,792 Total $ 185,749 $ 3,424 $ 133,918 $ 1,035 $ 1,807 $ 217 $ 3,059 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. Refer to page 149 of this Note for information on the Firm’s loan sales to U.S. government agencies. (b) Consists of securities backed by commercial loans (predominantly real estate) and non-mortgage-related consumer receivables purchased from third parties. (c) Excludes the following: retained servicing (refer to 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 (Refer to Note 4 for further information on derivatives); senior and subordinated securities of $345 million and $79 million , respectively, at June 30, 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 June 30, 2018 , and December 31, 2017 , 60% 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 $1.2 billion and $1.3 billion of investment-grade and $30 million and $48 million of noninvestment-grade retained interests at June 30, 2018 , and December 31, 2017 , respectively. The retained interests in commercial and other securitizations trusts consisted of $1.4 billion and $1.6 billion of investment-grade and $427 million and $412 million of noninvestment-grade retained interests at June 30, 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 Six months ended (in millions) 2018 2017 2018 2017 Transfers of securities to VIEs Agency $ 3,995 $ 1,462 $ 8,781 $ 4,686 The following table presents information on nonconsolidated re-securitization VIEs. Nonconsolidated re-securitization VIEs (in millions) June 30, 2018 December 31, 2017 Firm-sponsored private-label Assets held in VIEs with continuing involvement (a) $ 414 $ 783 Interest in VIEs 14 29 Agency Interest in VIEs 2,249 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 June 30, 2018 , and December 31, 2017 . Assets Liabilities June 30, 2018 (in millions) Trading assets Loans Other (b) Total assets (c) Beneficial interests in VIE assets (d) Other (e) Total liabilities VIE program type Firm-sponsored credit card trusts $ — $ 31,815 $ 535 $ 32,350 $ 16,505 $ 15 $ 16,520 Firm-administered multi-seller conduits 2 23,128 49 23,179 2,969 30 2,999 Municipal bond vehicles 1,370 — 3 1,373 1,401 2 1,403 Mortgage securitization entities (a) 9 3,461 48 3,518 296 181 477 Other 133 — 1,777 1,910 152 105 257 Total $ 1,514 $ 58,404 $ 2,412 $ 62,330 $ 21,323 $ 333 $ 21,656 Assets Liabilities December 31, 2017 (in millions) Trading assets Loans Other (b) Total assets (c) Beneficial interests in VIE assets (d) Other (e) Total liabilities VIE program type 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 (a) 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) Includes residential and commercial mortgage securitizations. (b) Includes assets classified as cash and other assets on the Consolidated balance sheets. (c) 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. (d) 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, refer to note 14 of JPMorgan Chase’s 2017 Annual Report. Included in beneficial interests in VIE assets are long-term beneficial interests of $17.0 billion and $21.8 billion at June 30, 2018 , and December 31, 2017 , respectively. (e) Includes liabilities classified as accounts payable and other liabilities on the Consolidated balance sheets.
Securitization activities	The following table provides information related to the Firm’s securitization activities for the three and six months ended June 30, 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 June 30, Six months ended June 30, 2018 2017 2018 2017 (in millions) Residential mortgage (e) Commercial and other (f) Residential mortgage (e) Commercial and other (f) Residential mortgage (e) Commercial and other (f) Residential mortgage (e) Commercial and other (f) Principal securitized $ 3,129 $ 2,181 $ 1,020 $ 1,997 $ 4,459 $ 5,172 $ 2,049 $ 3,312 All cash flows during the period (a) : Proceeds received from loan sales as financial instruments (b) $ 3,122 $ 2,196 $ 1,048 $ 2,029 $ 4,460 $ 5,187 $ 2,083 $ 3,377 Servicing fees collected (c) 45 — 52 1 91 — 102 2 Purchases of previously transferred financial assets (or the underlying collateral) (d) — — 1 — — — 1 — Cash flows received on interests 137 84 128 206 229 131 259 541 (a) Excludes re-securitization transactions. (b) Predominantly includes Level 2 assets. (c) The prior period amounts have been revised to conform with the current period presentation. (d) 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. (e) Includes prime, Alt-A, subprime, and option ARMs. Excludes loan securitization transactions entered into with Ginnie Mae, Fannie Mae and Freddie Mac. (f) 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 June 30, Six months ended June 30, (in millions) 2018 2017 2018 2017 Carrying value of loans sold $ 8,076 $ 11,711 $ 16,836 $ 28,880 Proceeds received from loan sales as cash — 4 — 13 Proceeds from loan sales as securities (a) 7,959 11,602 16,578 28,589 Total proceeds received from loan sales (b) $ 7,959 $ 11,606 $ 16,578 $ 28,602 Gains on loan sales (c)(d) $ 9 $ 42 $ 23 $ 73 (a) Predominantly includes securities from U.S. GSEs and Ginnie Mae that are generally sold shortly after receipt. (b) Excludes the value of MSRs retained upon the sale of loans. (c) Gains on loan sales include the value of MSRs. (d) The carrying value of the loans accounted for at fair value approximated the proceeds received upon loan sale.
Schedule options to repurchase delinquent loans	The following table presents loans the Firm repurchased or had an option to repurchase, real estate owned, and foreclosed government-guaranteed residential mortgage loans recognized on the Firm’s Consolidated balance sheets as of June 30, 2018 and December 31, 2017 . Substantially all of these loans and real estate are insured or guaranteed by U.S. government agencies. (in millions) June 30, 2018 Dec 31, Loans repurchased or option to repurchase (a) $ 8,196 $ 8,629 Real estate owned 84 95 Foreclosed government-guaranteed residential mortgage loans (b) 455 527 (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 June 30, 2018 , and December 31, 2017 . Net liquidation losses (a) Securitized assets 90 days past due Three months ended June 30, Six months ended June 30, (in millions) Jun 30, Dec 31, Jun 30, Dec 31, 2018 2017 2018 2017 Securitized loans Residential mortgage: Prime / Alt-A & option ARMs $ 52,235 $ 52,280 $ 4,087 $ 4,870 $ 168 $ 226 $ 271 $ 438 Subprime 16,517 17,612 2,880 3,276 140 201 (462 ) 376 Commercial and other 65,166 63,411 628 957 21 5 48 57 Total loans securitized $ 133,918 $ 133,303 $ 7,595 $ 9,103 $ 329 $ 432 $ (143 ) $ 871 (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)	6 Months Ended
	Jun. 30, 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) June 30, December 31, Consumer & Community Banking $ 30,999 $ 31,013 Corporate & Investment Bank 6,772 6,776 Commercial Banking 2,860 2,860 Asset & Wealth Management 6,857 6,858 Total goodwill $ 47,488 $ 47,507 The following table presents changes in the carrying amount of goodwill. Three months ended June 30, Six months ended June 30, (in millions) 2018 2017 2018 2017 Balance at beginning of period $ 47,499 $ 47,292 $ 47,507 $ 47,288 Changes during the period from: Other (a) (11 ) 8 (19 ) 12 Balance at June 30, $ 47,488 $ 47,300 $ 47,488 $ 47,300 (a) Includes foreign currency remeasurement.
Mortgage servicing rights activity	The following table summarizes MSR activity for the three and six months ended June 30, 2018 and 2017 . As of or for the three months As of or for the six months (in millions, except where otherwise noted) 2018 2017 2018 2017 Fair value at beginning of period $ 6,202 $ 6,079 $ 6,030 $ 6,096 MSR activity: Originations of MSRs 157 154 333 371 Purchase of MSRs 79 — 146 — Disposition of MSRs (a) (104 ) (67 ) (399 ) (138 ) Net additions/(dispositions) 132 87 80 233 Changes due to collection/realization of expected cash flows (187 ) (213 ) (347 ) (419 ) Changes in valuation due to inputs and assumptions: Changes due to market interest rates and other (b) 103 (178 ) 485 (121 ) Changes in valuation due to other inputs and assumptions: Projected cash flows (e.g., cost to service) — 2 — 14 Discount rates — (7 ) 24 (19 ) Prepayment model changes and other (c) (9 ) (17 ) (31 ) (31 ) Total changes in valuation due to other inputs and assumptions (9 ) (22 ) (7 ) (36 ) Total changes in valuation due to inputs and assumptions 94 (200 ) 478 (157 ) Fair value at June 30, $ 6,241 $ 5,753 $ 6,241 $ 5,753 Change in unrealized gains/(losses) included in income related to MSRs held at June 30, $ 94 $ (200 ) $ 478 $ (157 ) Contractual service fees, late fees and other ancillary fees included in income 446 477 911 964 Third-party mortgage loans serviced at June 30, (in billions) 534 569 534 569 Net servicer advances at June 30, (in billions) (d) 3.3 4.1 3.3 4.1 (a) Includes excess MSRs transferred to agency-sponsored trusts in exchange for stripped mortgage backed securities (“SMBS”). In each transaction, a portion of the SMBS was acquired by third parties at the transaction date; the Firm acquired the remaining balance of those SMBS as trading securities. (b) Represents both the impact of changes in estimated future prepayments due to changes in market interest rates, and the difference between actual and expected prepayments. (c) Represents changes in prepayments other than those attributable to changes in market interest rates. (d) Represents amounts the Firm pays as the servicer (e.g., scheduled principal and interest, taxes and insurance), which will generally be reimbursed within a short period of time after the advance from future cash flows from the trust or the underlying loans. The Firm’s credit risk associated with these servicer advances is minimal because reimbursement of the advances is typically senior to all cash payments to investors. In addition, the Firm maintains the right to stop payment to investors if the collateral is insufficient to cover the advance. However, certain of these servicer advances may not be recoverable if they were not made in accordance with applicable rules and agreements.
CCB mortgage fees and related income	The following table presents the components of mortgage fees and related income (including the impact of MSR risk management activities) for the three and six months ended June 30, 2018 and 2017 . Three months ended June 30, Six months ended June 30, (in millions) 2018 2017 2018 2017 CCB mortgage fees and related income Net production revenue $ 93 $ 152 $ 188 $ 293 Net mortgage servicing revenue: Operating revenue: Loan servicing revenue 441 518 954 1,040 Changes in MSR asset fair value due to collection/realization of expected cash flows (187 ) (212 ) (347 ) (417 ) Total operating revenue 254 306 607 623 Risk management: Changes in MSR asset fair value due to market interest rates and other (a) 104 (178 ) 486 (121 ) Other changes in MSR asset fair value due to other inputs and assumptions in model (b) (9 ) (22 ) (7 ) (36 ) Change in derivative fair value and other (118 ) 143 (485 ) 48 Total risk management (23 ) (57 ) (6 ) (109 ) Total net mortgage servicing revenue 231 249 601 514 Total CCB mortgage fees and related income 324 401 789 807 All other — 3 — 3 Mortgage fees and related income $ 324 $ 404 $ 789 $ 810 (a) Represents both the impact of changes in estimated future prepayments due to changes in market interest rates, and the difference between actual and expected prepayments. (b) Represents the aggregate impact of changes in model inputs and assumptions such as projected cash flows (e.g., cost to service), discount rates and changes in prepayments other than those attributable to changes in market interest rates (e.g., changes in prepayments due to changes in home prices).
Key economic assumptions used to determine FV of MSRs	The table below outlines the key economic assumptions used to determine the fair value of the Firm’s MSRs at June 30, 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) Jun 30, Dec 31, Weighted-average prepayment speed assumption (“CPR”) 8.43 % 9.35 % Impact on fair value of 10% adverse change $ (195 ) $ (221 ) Impact on fair value of 20% adverse change (379 ) (427 ) Weighted-average option adjusted spread 8.72 % 9.04 % Impact on fair value of a 100 basis point adverse change $ (245 ) $ (250 ) Impact on fair value of a 200 basis point adverse change (472 ) (481 ) CPR: Constant prepayment rate.

Deposits (Tables)

Deposits (Tables)	6 Months Ended
	Jun. 30, 2018
Deposits [Abstract]
Noninterest-bearing and interest-bearing deposits	At June 30, 2018 , and December 31, 2017 , noninterest-bearing and interest-bearing deposits were as follows. (in millions) June 30, December 31, 2017 U.S. offices Noninterest-bearing $ 385,741 $ 393,645 Interest-bearing (included $15,542 and $14,947 at fair value) (a) 819,454 793,618 Total deposits in U.S. offices 1,205,195 1,187,263 Non-U.S. offices Noninterest-bearing 16,602 15,576 Interest-bearing (included $4,154 and $6,374 at fair value) (a) 230,325 241,143 Total deposits in non-U.S. offices 246,927 256,719 Total deposits $ 1,452,122 $ 1,443,982 (a) Includes structured notes classified as deposits for which the fair value option has been elected. For a further discussion, refer to Note 3 of JPMorgan Chase’s 2017 Annual Report .

Earnings per Share (Tables)

Earnings per Share (Tables)	6 Months Ended
	Jun. 30, 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 and six months ended June 30, 2018 and 2017 . (in millions, except per share amounts) Three months ended Six months ended 2018 2017 2018 2017 Basic earnings per share Net income $ 8,316 $ 7,029 $ 17,028 $ 13,477 Less: Preferred stock dividends 379 411 788 823 Net income applicable to common equity 7,937 6,618 16,240 12,654 Less: Dividends and undistributed earnings allocated to participating securities 57 63 121 123 Net income applicable to common stockholders $ 7,880 $ 6,555 $ 16,119 $ 12,531 Total weighted-average basic shares outstanding 3,415.2 3,574.1 3,436.7 3,587.9 Net income per share $ 2.31 $ 1.83 $ 4.69 $ 3.49 Diluted earnings per share Net income applicable to common stockholders $ 7,880 $ 6,555 $ 16,119 $ 12,531 Total weighted-average basic shares outstanding 3,415.2 3,574.1 3,436.7 3,587.9 Add: Employee stock options, SARs, warrants and unvested PSUs 19.5 24.9 20.4 26.8 Total weighted-average diluted shares outstanding 3,434.7 3,599.0 3,457.1 3,614.7 Net income per share $ 2.29 $ 1.82 $ 4.66 $ 3.47

Accumulated Other Comprehensi49

Accumulated Other Comprehensive Income/(Loss) (Tables)	6 Months Ended
	Jun. 30, 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 April 1, 2018 $ 1,826 $ (720 ) $ (94 ) $ 19 $ (1,914 ) $ (180 ) $ (1,063 ) Net change (227 ) 88 (68 ) (166 ) 38 260 (75 ) Balance at June 30, 2018 $ 1,599 $ (632 ) $ (162 ) $ (147 ) $ (1,876 ) $ 80 $ (1,138 ) 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 April 1, 2017 $ 1,762 $ (157 ) NA $ (9 ) $ (2,274 ) $ (245 ) $ (923 ) Net change 457 — NA 53 19 2 531 Balance at June 30, 2017 $ 2,219 $ (157 ) NA $ 44 $ (2,255 ) $ (243 ) $ (392 ) As of or for the six months ended Unrealized Translation adjustments, net of hedges Fair value hedges 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 (1,461 ) 115 (108 ) (239 ) 59 527 (1,107 ) Balance at June 30, 2018 $ 1,599 $ (632 ) $ (162 ) $ (147 ) $ (1,876 ) $ 80 $ (1,138 ) As of or for the six 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 695 7 NA 144 4 (67 ) 783 Balance at June 30, 2017 $ 2,219 $ (157 ) NA $ 44 $ (2,255 ) $ (243 ) $ (392 ) (a) Represents the adjustment to AOCI as a result of the new accounting standards adopted in the first quarter of 2018. (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 June 30, (in millions) Pre-tax Tax effect After-tax Pre-tax Tax effect After-tax Unrealized gains/(losses) on investment securities: Net unrealized gains/(losses) arising during the period $ (376 ) $ 88 $ (288 ) $ 695 $ (259 ) $ 436 Reclassification adjustment for realized (gains)/losses included in net income (a) 80 (19 ) 61 34 (13 ) 21 Net change (296 ) 69 (227 ) 729 (272 ) 457 Translation adjustments (b) : Translation (1,056 ) 208 (848 ) 317 (117 ) 200 Hedges 1,227 (291 ) 936 (319 ) 119 (200 ) Net change 171 (83 ) 88 (2 ) 2 — Fair value hedges, net change (c) : (89 ) 21 (68 ) NA NA NA Cash flow hedges: Net unrealized gains/(losses) arising during the period (199 ) 47 (152 ) 23 (10 ) 13 Reclassification adjustment for realized (gains)/losses included in net income (d) (19 ) 5 (14 ) 65 (25 ) 40 Net change (218 ) 52 (166 ) 88 (35 ) 53 Defined benefit pension and OPEB plans: Net gains/(losses) arising during the period 2 — 2 6 (2 ) 4 Reclassification adjustments included in net income (e) : Amortization of net loss 26 (6 ) 20 62 (23 ) 39 Prior service costs/(credits) (6 ) 2 (4 ) (9 ) 4 (5 ) Foreign exchange and other 31 (11 ) 20 (25 ) 6 (19 ) Net change 53 (15 ) 38 34 (15 ) 19 DVA on fair value option elected liabilities, net change: 340 (80 ) 260 2 — 2 Total other comprehensive income/(loss) $ (39 ) $ (36 ) $ (75 ) $ 851 $ (320 ) $ 531 2018 2017 Six months ended June 30, (in millions) Pre-tax Tax effect After-tax Pre-tax Tax effect After-tax Unrealized gains/(losses) on investment securities: Net unrealized gains/(losses) arising during the period $ (2,234 ) $ 525 $ (1,709 ) $ 1,062 $ (390 ) $ 672 Reclassification adjustment for realized (gains)/losses included in net income (a) 325 (77 ) 248 37 (14 ) 23 Net change (1,909 ) 448 (1,461 ) 1,099 (404 ) 695 Translation adjustments: (b) Translation (667 ) 143 (524 ) 899 (342 ) 557 Hedges 838 (199 ) 639 (875 ) 325 (550 ) Net change 171 (56 ) 115 24 (17 ) 7 Fair value hedges, net change (c) : (141 ) 33 (108 ) NA NA NA Cash flow hedges: Net unrealized gains/(losses) arising during the period (243 ) 58 (185 ) 82 (31 ) 51 Reclassification adjustment for realized (gains)/losses included in net income (d) (71 ) 17 (54 ) 150 (57 ) 93 Net change (314 ) 75 (239 ) 232 (88 ) 144 Defined benefit pension and OPEB plans: Net gains/(losses) arising during the period 25 (6 ) 19 (52 ) 19 (33 ) Reclassification adjustments included in net income (e) : Amortization of net loss 52 (12 ) 40 124 (46 ) 78 Prior service costs/(credits) (12 ) 3 (9 ) (18 ) 7 (11 ) Settlement (gain)/loss — — — (3 ) 1 (2 ) Foreign exchange and other 12 (3 ) 9 (32 ) 4 (28 ) Net change 77 (18 ) 59 19 (15 ) 4 DVA on fair value option elected liabilities, net change: $ 690 $ (163 ) $ 527 $ (105 ) $ 38 $ (67 ) Total other comprehensive income/(loss) $ (1,426 ) $ 319 $ (1,107 ) $ 1,269 $ (486 ) $ 783 (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. During the three and six months ended June 30, 2018, the Firm reclassified a net pre-tax loss of $174 million to other expense related to the liquidation of a legal entity, comprised of $23 million related to net investment hedge losses and $151 million related to cumulative translation adjustments. During the six months ended June 30, 2017, the Firm reclassified a net pre-tax loss of $25 million to other expense related to the liquidation of a legal entity, comprised of $47 million related to net investment hedge gains and $72 million related to cumulative translation adjustments. There were no such reclassifications during the three months ended June 30, 2017. (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)	6 Months Ended
	Jun. 30, 2018
Cash and Cash Equivalents [Abstract]
Components of restricted cash	The following table presents the components of the Firm’s restricted cash: (in billions) June 30, December 31, 2017 Cash reserves – Federal Reserve Banks $ 22.8 $ 25.7 Segregated for the benefit of securities and futures brokerage customers 15.3 16.8 Cash reserves at non-U.S. central banks and held for other general purposes 3.2 3.3 Total restricted cash (a) $ 41.3 $ 45.8 (a) Comprises $40.0 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 June 30, 2018 and December 31, 2017 , respectively.

Regulatory Capital (Tables)

Regulatory Capital (Tables)	6 Months Ended
	Jun. 30, 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 June 30, 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 June 30, 2018 . At June 30, 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 June 30, 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. June 30, 2018 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 $ 184,708 $ 188,784 $ 22,447 $ 184,708 $ 188,784 $ 22,447 Tier 1 capital 210,321 188,784 22,447 210,321 188,784 22,447 Total capital 238,630 200,065 27,321 229,027 193,844 25,947 Assets Risk-weighted 1,543,370 1,356,526 107,938 1,438,747 1,216,608 178,118 Adjusted average (a) 2,566,013 2,153,804 114,160 2,566,013 2,153,804 114,160 Capital ratios (b) CET1 12.0 % 13.9 % 20.8 % 12.8 % 15.5 % 12.6 % Tier 1 13.6 13.9 20.8 14.6 15.5 12.6 Total 15.5 14.7 25.3 15.9 15.9 14.6 Tier 1 leverage (c) 8.2 8.8 19.7 8.2 8.8 19.7 December 31, 2017 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 208,644 184,375 21,600 208,644 184,375 21,600 Total capital 238,395 195,839 27,691 227,933 189,510 (d) 26,250 Assets Risk-weighted 1,499,506 1,338,970 (d) 113,108 1,435,825 1,241,916 (d) 190,523 Adjusted average (a) 2,514,270 2,116,031 126,517 2,514,270 2,116,031 126,517 Capital ratios (b) CET1 12.2 % 13.8 % 19.1 % 12.8 % 14.8 % (d) 11.3 % Tier 1 13.9 13.8 19.1 14.5 14.8 (d) 11.3 Total 15.9 14.6 (d) 24.5 15.9 15.3 (d) 13.8 Tier 1 leverage (c) 8.3 8.7 17.1 8.3 8.7 17.1 (a) 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. (b) 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”). (c) The Tier 1 leverage ratio is not a risk-based measure of capital. (d) The prior period amounts have been revised to conform with the current period presentation. June 30, 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) $ 3,255,296 $ 2,799,458 $ 172,003 $ 3,204,463 $ 2,775,041 $ 182,803 SLR (a) 6.5 % 6.7 % 13.1 % 6.5 % 6.6 % 11.8 % (a) Effective January 1, 2018, the SLR was fully phased-in under Basel III. The December 31, 2017, 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)	6 Months Ended
	Jun. 30, 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 June 30, 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) June 30, 2018 Dec 31, Jun 30, Dec 31, By remaining maturity Expires in 1 year or less Expires after Expires after Expires after 5 years Total Total Lending-related Consumer, excluding credit card: Home equity $ 1,202 $ 1,163 $ 1,559 $ 16,606 $ 20,530 $ 20,360 $ 12 $ 12 Residential mortgage (a) 8,342 — — 12 8,354 5,736 — — Auto 7,770 949 187 153 9,059 9,255 2 2 Consumer & Business Banking 12,410 796 110 525 13,841 13,202 19 19 Total consumer, excluding credit card 29,724 2,908 1,856 17,296 51,784 48,553 33 33 Credit card 592,452 — — — 592,452 572,831 — — Total consumer (b) 622,176 2,908 1,856 17,296 644,236 621,384 33 33 Wholesale: Other unfunded commitments to extend credit (c) 86,217 130,739 140,327 9,395 366,678 331,160 942 840 Standby letters of credit and other financial guarantees (c) 14,469 8,744 7,042 1,708 31,963 35,226 593 636 Other letters of credit (c) 2,914 54 148 3,116 3,712 4 3 Total wholesale (d) 103,600 139,537 147,517 11,103 401,757 370,098 1,539 1,479 Total lending-related $ 725,776 $ 142,445 $ 149,373 $ 28,399 $ 1,045,993 $ 991,482 $ 1,572 $ 1,512 Other guarantees and commitments Securities lending indemnification agreements and guarantees (e) $ 202,797 $ — $ — $ — $ 202,797 $ 179,490 $ — $ — Derivatives qualifying as guarantees 4,737 334 12,415 40,235 57,721 57,174 457 304 Unsettled reverse repurchase and securities borrowing agreements 102,480 — — — 102,480 76,859 — — Unsettled repurchase and securities lending agreements 92,150 — — — 92,150 44,205 — — Loan sale and securitization-related indemnifications: Mortgage repurchase liability NA NA NA NA NA NA 123 111 Loans sold with recourse NA NA NA NA 1,084 1,169 33 38 Other guarantees and commitments (f) 11,754 1,458 209 2,664 16,085 11,867 (225 ) (76 ) (a) Includes certain commitments to purchase loans from correspondents. (b) Predominantly all consumer lending-related commitments are in the U.S. (c) At June 30, 2018 , and December 31, 2017 , reflected the contractual amount net of risk participations totaling $287 million and $334 million respectively, for other unfunded commitments to extend credit; $9.8 billion and $10.4 billion , respectively, for standby letters of credit and other financial guarantees; and $407 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 June 30, 2018 , and December 31, 2017 , the U.S. portion of the contractual amount of total wholesale lending-related commitments was 78% and 77% , respectively. (e) At June 30, 2018 , and December 31, 2017 , collateral held by the Firm in support of securities lending indemnification agreements was $213.7 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 June 30, 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 June 30, 2018 , and December 31, 2017 . Standby letters of credit, other financial guarantees and other letters of credit June 30, 2018 December 31, 2017 (in millions) Standby letters of Other letters of credit Standby letters of Other letters of credit Investment-grade (a) $ 25,512 $ 2,267 $ 28,492 $ 2,646 Noninvestment-grade (a) 6,451 849 6,734 1,066 Total contractual amount $ 31,963 $ 3,116 $ 35,226 $ 3,712 Allowance for lending-related commitments $ 139 $ 4 $ 192 $ 3 Guarantee liability 454 — 444 — Total carrying value $ 593 $ 4 $ 636 $ 3 Commitments with collateral $ 16,326 $ 597 $ 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 June 30, 2018 , and December 31, 2017 . (in millions) June 30, 2018 December 31, 2017 Notional amounts Derivative guarantees $ 57,721 $ 57,174 Stable value contracts with contractually limited exposure 28,487 29,104 Maximum exposure of stable value contracts with contractually limited exposure 2,946 3,053 Fair value Derivative payables 457 304 Derivative receivables — —

Pledged Assets and Collateral (

Pledged Assets and Collateral (Tables)	6 Months Ended
	Jun. 30, 2018
Commitments and Contingencies Disclosure [Abstract]
Schedule of pledged assets	The following table presents the Firm ’s pledged assets. (in billions) June 30, 2018 December 31, Assets that may be sold or repledged or otherwise used by secured parties $ 140.4 $ 135.8 Assets that may not be sold or repledged or otherwise used by secured parties 76.7 68.1 Assets pledged at Federal Reserve banks and FHLBs 487.0 493.7 Total assets pledged $ 704.1 $ 697.6
Schedule of collateral received	The following table presents the fair value of collateral accepted. (in billions) June 30, 2018 December 31, Collateral permitted to be sold or repledged, delivered, or otherwise used $ 1,102.8 $ 968.8 Collateral sold, repledged, delivered or otherwise used 908.2 771.0

Business Segments (Tables)

Business Segments (Tables)	6 Months Ended
	Jun. 30, 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 and six months ended June 30, 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, refer to Line of business equity on pages 88-89 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, refer to Note 1 . Net income in 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 June 30, Consumer & Corporate & Commercial Banking Asset & Wealth Management 2018 2017 2018 2017 2018 2017 2018 2017 Noninterest revenue $ 3,748 $ 3,684 $ 7,532 $ 6,480 $ 633 $ 583 $ 2,687 $ 2,591 Net interest income 8,749 7,728 2,391 2,445 1,683 1,505 885 846 Total net revenue 12,497 11,412 9,923 8,925 2,316 2,088 3,572 3,437 Provision for credit losses 1,108 1,394 58 (53 ) 43 (130 ) 2 4 Noninterest expense 6,879 6,500 5,403 4,877 844 790 2,566 2,417 Income before income tax expense 4,510 3,518 4,462 4,101 1,429 1,428 1,004 1,016 Income tax expense 1,098 1,295 1,264 1,391 342 526 249 392 Net income $ 3,412 $ 2,223 $ 3,198 $ 2,710 $ 1,087 $ 902 $ 755 $ 624 Average equity $ 51,000 $ 51,000 $ 70,000 $ 70,000 $ 20,000 $ 20,000 $ 9,000 $ 9,000 Total assets 552,674 529,859 908,954 847,377 220,232 220,676 161,474 147,508 Return on equity 26 % 17 % 17 % 15 % 21 % 17 % 33 % 27 % Overhead ratio 55 57 54 55 36 38 72 70 As of or for the three months ended June 30, Corporate Reconciling Items (a) Total 2018 2017 2018 2017 2018 2017 Noninterest revenue $ 142 $ 781 $ (474 ) $ (596 ) $ 14,268 $ 13,523 Net interest income (62 ) 23 (161 ) $ (339 ) 13,485 12,208 Total net revenue 80 804 (635 ) $ (935 ) 27,753 25,731 Provision for credit losses (1 ) — — — 1,210 1,215 Noninterest expense 279 183 — — 15,971 14,767 Income/(loss) before income tax expense/(benefit) (198 ) 621 (635 ) (935 ) 10,572 9,749 Income tax expense/(benefit) (62 ) 51 (635 ) (935 ) 2,256 2,720 Net income/(loss) $ (136 ) $ 570 $ — $ — $ 8,316 $ 7,029 Average equity $ 78,901 $ 80,200 $ — $ — $ 228,901 $ 230,200 Total assets 746,716 817,754 NA NA 2,590,050 2,563,174 Return on equity NM NM NM NM 14 % 12 % Overhead ratio NM NM NM NM 58 57 (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. Segment results and reconciliation (a) As of or for the six months ended June 30, Consumer & Corporate & Commercial Banking Asset & Wealth Management 2018 2017 2018 2017 2018 2017 2018 2017 Noninterest revenue $ 7,887 $ 7,001 $ 15,449 $ 13,479 $ 1,182 $ 1,182 $ 5,317 $ 5,060 Net interest income 17,207 15,381 4,957 5,045 3,300 2,924 1,761 1,665 Total net revenue 25,094 22,382 20,406 18,524 4,482 4,106 7,078 6,725 Provision for credit losses 2,425 2,824 (100 ) (149 ) 38 (167 ) 17 22 Noninterest expense 13,788 12,895 11,062 10,061 1,688 1,615 5,147 5,198 Income before income tax expense 8,881 6,663 9,444 8,612 2,756 2,658 1,914 1,505 Income tax expense 2,143 2,452 2,272 2,661 644 957 389 496 Net income $ 6,738 $ 4,211 $ 7,172 $ 5,951 $ 2,112 $ 1,701 $ 1,525 $ 1,009 Average equity $ 51,000 $ 51,000 $ 70,000 $ 70,000 $ 20,000 $ 20,000 $ 9,000 $ 9,000 Total assets 552,674 529,859 908,954 847,377 220,232 220,676 161,474 147,508 Return on equity 26 % 16 % 20 % 16 % 20 % 16 % 33 % 22 % Overhead ratio 55 58 54 54 38 39 73 77 As of or for the six months ended June 30, Corporate Reconciling Items (a) Total 2018 2017 2018 2017 2018 2017 Noninterest revenue $ (43 ) $ 854 $ (929 ) $ (1,178 ) $ 28,863 $ 26,398 Net interest income (109 ) (75 ) (319 ) $ (668 ) 26,797 24,272 Total net revenue (152 ) 779 (1,248 ) $ (1,846 ) 55,660 50,670 Provision for credit losses (5 ) — — — 2,375 2,530 Noninterest expense 366 281 — — 32,051 30,050 Income/(loss) before income tax expense/(benefit) (513 ) 498 (1,248 ) (1,846 ) 21,234 18,090 Income tax expense/(benefit) 6 (107 ) (1,248 ) (1,846 ) 4,206 4,613 Net income/(loss) $ (519 ) $ 605 $ — $ — $ 17,028 $ 13,477 Average equity $ 78,261 $ 78,959 $ — $ — $ 228,261 $ 228,959 Total assets 746,716 817,754 NA NA 2,590,050 2,563,174 Return on equity NM NM NM NM 14 % 11 % Overhead ratio NM NM NM NM 58 59 (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) - USD ($)	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017	Dec. 31, 2017
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Tax benefit recorded	$ 189,000,000
Increase to noninterest revenue	14,268,000,000	$ 13,523,000,000	$ 28,863,000,000	$ 26,398,000,000
Increase to noninterest expense	15,971,000,000	14,767,000,000	32,051,000,000	30,050,000,000
Impact to net income	8,316,000,000	7,029,000,000	17,028,000,000	13,477,000,000
Increase in cash and due from banks	23,680,000,000		23,680,000,000		$ 25,898,000,000
Increase in deposits with banks	381,500,000,000		381,500,000,000		405,406,000,000
Decrease in other assets	$ (118,805,000,000)		$ (118,805,000,000)		(113,587,000,000)
Accounting Standards Update 2014-09 | Revisions
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Increase to noninterest revenue		261,000,000		525,000,000
Increase to noninterest expense		261,000,000		525,000,000
Impact to net income		$ 0		$ 0
Accounting Standards Update 2016-18 | Revisions
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Increase in cash and due from banks					71,000,000
Increase in deposits with banks					1,100,000,000
Decrease in other assets					$ 1,200,000,000

Fair Value Measurement - Recurr

Fair Value Measurement - Recurring Basis (Details) - USD ($)	Jun. 30, 2018	Mar. 31, 2018	Dec. 31, 2017	Jun. 30, 2017	Mar. 31, 2017	Dec. 31, 2016
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	$ 565,250,000,000		$ 559,553,000,000
Derivative netting adjustments	(506,740,000,000)		(503,030,000,000)
Net derivative receivables	58,510,000,000		56,523,000,000
Trading assets	418,799,000,000		381,844,000,000
Available-for-sale securities	202,009,000,000		202,225,000,000
Loans	3,076,000,000		2,508,000,000
Mortgage servicing rights	6,241,000,000	$ 6,202,000,000	6,030,000,000	$ 5,753,000,000	$ 6,079,000,000	$ 6,096,000,000
Gross derivative payables	533,862,000,000		530,806,000,000
Derivative netting adjustments	(491,351,000,000)		(493,029,000,000)
Net derivative payables	42,511,000,000		37,777,000,000
Fair value assets and liabilities measured on recurring basis - supplemental data
Alternative investments, net asset value, fair value	764,000,000		779,000,000
Interest rate
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	281,011,000,000		315,992,000,000
Derivative netting adjustments	(258,040,000,000)		(291,319,000,000)
Net derivative receivables	22,971,000,000		24,673,000,000
Gross derivative payables	253,983,000,000		284,436,000,000
Derivative netting adjustments	(245,368,000,000)		(277,306,000,000)
Net derivative payables	8,615,000,000		7,129,000,000
Credit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	20,934,000,000		23,205,000,000
Derivative netting adjustments	(20,310,000,000)		(22,335,000,000)
Net derivative receivables	624,000,000		869,000,000
Gross derivative payables	20,778,000,000		23,252,000,000
Derivative netting adjustments	(19,276,000,000)		(21,954,000,000)
Net derivative payables	1,502,000,000		1,299,000,000
Foreign exchange
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	196,472,000,000		160,231,000,000
Derivative netting adjustments	(179,709,000,000)		(144,081,000,000)
Net derivative receivables	16,763,000,000		16,151,000,000
Gross derivative payables	187,567,000,000		155,822,000,000
Derivative netting adjustments	(175,046,000,000)		(143,349,000,000)
Net derivative payables	12,521,000,000		12,473,000,000
Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	44,965,000,000		40,040,000,000
Derivative netting adjustments	(34,789,000,000)		(32,158,000,000)
Net derivative receivables	10,176,000,000		7,882,000,000
Gross derivative payables	48,384,000,000		45,395,000,000
Derivative netting adjustments	(36,902,000,000)		(36,203,000,000)
Net derivative payables	11,482,000,000		9,192,000,000
Commodity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	21,868,000,000		20,085,000,000
Derivative netting adjustments	(13,892,000,000)		(13,137,000,000)
Net derivative receivables	7,976,000,000		6,948,000,000
Gross derivative payables	23,150,000,000		21,901,000,000
Derivative netting adjustments	(14,759,000,000)		(14,217,000,000)
Net derivative payables	8,391,000,000		7,684,000,000
Other assets
Fair value assets and liabilities measured on recurring basis - supplemental data
Alternative investments, net asset value, fair value	714,000,000		725,000,000
Trading assets
Fair value assets and liabilities measured on recurring basis - supplemental data
Alternative investments, net asset value, fair value	50,000,000		54,000,000
U.S. government-sponsored enterprise obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	39,100,000,000		45,800,000,000
Residential mortgage
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	14,800,000,000		11,400,000,000
Commercial mortgage
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	5,600,000,000		4,200,000,000
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	9,700,000,000		5,700,000,000
Reverse mortgage
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	0		836,000,000
Recurring
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Federal funds sold and securities purchased under resale agreements	12,793,000,000		14,732,000,000
Securities borrowed	4,052,000,000		3,049,000,000
Trading assets, debt and equity instruments	360,239,000,000		325,267,000,000
Derivative netting adjustments	(506,740,000,000)		(503,030,000,000)
Net derivative receivables	58,510,000,000		56,523,000,000
Trading assets	418,749,000,000		381,790,000,000
Available-for-sale securities	202,009,000,000		202,225,000,000
Loans	3,076,000,000		2,508,000,000
Mortgage servicing rights	6,241,000,000		6,030,000,000
Total assets measured at fair value on a recurring basis	660,075,000,000		625,737,000,000
Deposits	19,696,000,000		21,321,000,000
Federal funds purchased and securities loaned or sold under repurchase agreements	866,000,000		697,000,000
Short-term borrowings	8,730,000,000		9,191,000,000
Trading liabilities, Debt and equity instruments	107,327,000,000		85,886,000,000
Derivative netting adjustments	(491,351,000,000)		(493,029,000,000)
Net derivative payables	42,511,000,000		37,777,000,000
Trading liabilities	149,838,000,000		123,663,000,000
Accounts payable and other liabilities	6,633,000,000		9,208,000,000
Beneficial interests issued by consolidated VIEs	1,000,000		45,000,000
Long-term debt	50,096,000,000		47,519,000,000
Total liabilities measured at fair value on a recurring basis	235,860,000,000		211,644,000,000
Recurring | Interest rate
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Derivative netting adjustments	(258,040,000,000)		(291,319,000,000)
Net derivative receivables	22,971,000,000		24,673,000,000
Derivative netting adjustments	(245,368,000,000)		(277,306,000,000)
Net derivative payables	8,615,000,000		7,129,000,000
Recurring | Credit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Derivative netting adjustments	(20,310,000,000)		(22,335,000,000)
Net derivative receivables	624,000,000		869,000,000
Derivative netting adjustments	(19,276,000,000)		(21,954,000,000)
Net derivative payables	1,502,000,000		1,299,000,000
Recurring | Foreign exchange
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Derivative netting adjustments	(179,709,000,000)		(144,081,000,000)
Net derivative receivables	16,763,000,000		16,151,000,000
Derivative netting adjustments	(175,046,000,000)		(143,349,000,000)
Net derivative payables	12,521,000,000		12,473,000,000
Recurring | Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Derivative netting adjustments	(34,789,000,000)		(32,158,000,000)
Net derivative receivables	10,176,000,000		7,882,000,000
Derivative netting adjustments	(36,902,000,000)		(36,203,000,000)
Net derivative payables	11,482,000,000		9,192,000,000
Recurring | Commodity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Derivative netting adjustments	(13,892,000,000)		(13,137,000,000)
Net derivative receivables	7,976,000,000		6,948,000,000
Derivative netting adjustments	(14,759,000,000)		(14,217,000,000)
Net derivative payables	8,391,000,000		7,684,000,000
Recurring | Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other assets	13,155,000,000		15,403,000,000
Recurring | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	240,967,000,000		216,296,000,000
Recurring | Total mortgage-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	41,688,000,000		45,373,000,000
Available-for-sale securities	79,429,000,000		86,672,000,000
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	38,283,000,000		41,822,000,000
Available-for-sale securities	61,922,000,000		70,280,000,000
Recurring | Mortgage-backed securities, Residential - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	2,088,000,000		1,895,000,000
Available-for-sale securities	9,680,000,000		11,367,000,000
Recurring | Mortgage-backed securities, Commercial - nonagency
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	1,317,000,000		1,656,000,000
Available-for-sale securities	7,827,000,000		5,025,000,000
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	47,555,000,000		37,234,000,000
Available-for-sale securities	25,344,000,000		22,745,000,000
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	9,201,000,000		9,811,000,000
Available-for-sale securities	39,330,000,000		32,338,000,000
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	2,095,000,000		226,000,000
Recurring | Certificates of deposit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	75,000,000		59,000,000
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	66,617,000,000		57,796,000,000
Available-for-sale securities	25,686,000,000		27,294,000,000
Recurring | Corporate debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	24,845,000,000		24,458,000,000
Available-for-sale securities	2,133,000,000		2,757,000,000
Recurring | Loans
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	45,877,000,000		37,961,000,000
Recurring | Asset-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	3,089,000,000		3,437,000,000
Recurring | Asset-backed securities, Collateralized loan obligations
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	21,146,000,000		20,996,000,000
Recurring | Asset-backed securities, Other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	8,866,000,000		8,817,000,000
Recurring | Equity securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	98,915,000,000		87,838,000,000
Available-for-sale securities			547,000,000
Recurring | Physical commodities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	6,678,000,000		6,246,000,000
Recurring | Other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	13,679,000,000		14,887,000,000
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	65,600,000,000		78,000,000,000
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	176,428,000,000		151,915,000,000
Gross derivative receivables	2,025,000,000		1,022,000,000
Trading assets	178,453,000,000		152,937,000,000
Available-for-sale securities	42,703,000,000		41,432,000,000
Loans	0		0
Mortgage servicing rights	0		0
Total assets measured at fair value on a recurring basis	233,029,000,000		208,164,000,000
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	82,507,000,000		64,664,000,000
Gross derivative payables	2,100,000,000		964,000,000
Trading liabilities	84,607,000,000		65,628,000,000
Accounts payable and other liabilities	6,568,000,000		9,074,000,000
Beneficial interests issued by consolidated VIEs	0		0
Long-term debt	0		0
Total liabilities measured at fair value on a recurring basis	91,175,000,000		74,702,000,000
Recurring | Level 1 | Interest rate
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	528,000,000		181,000,000
Gross derivative payables	561,000,000		170,000,000
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	1,497,000,000		841,000,000
Gross derivative payables	1,539,000,000		794,000,000
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	11,873,000,000		13,795,000,000
Recurring | Level 1 | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	73,150,000,000		59,645,000,000
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	38,363,000,000		30,758,000,000
Available-for-sale securities	25,344,000,000		22,745,000,000
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	34,787,000,000		28,887,000,000
Available-for-sale securities	17,359,000,000		18,140,000,000
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	98,142,000,000		87,346,000,000
Available-for-sale securities			547,000,000
Recurring | Level 1 | Physical commodities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	5,136,000,000		4,924,000,000
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	12,793,000,000		14,732,000,000
Securities borrowed	4,052,000,000		3,049,000,000
Trading assets, debt and equity instruments	179,268,000,000		167,982,000,000
Gross derivative receivables	556,238,000,000		552,533,000,000
Trading assets	735,506,000,000		720,515,000,000
Available-for-sale securities	159,158,000,000		160,516,000,000
Loans	2,917,000,000		2,232,000,000
Mortgage servicing rights	0		0
Total assets measured at fair value on a recurring basis	914,483,000,000		901,387,000,000
Deposits	15,391,000,000		17,179,000,000
Federal funds purchased and securities loaned or sold under repurchase agreements	866,000,000		697,000,000
Short-term borrowings	6,521,000,000		7,526,000,000
Trading liabilities, Debt and equity instruments	24,777,000,000		21,183,000,000
Gross derivative payables	521,665,000,000		519,594,000,000
Trading liabilities	546,442,000,000		540,777,000,000
Accounts payable and other liabilities	57,000,000		121,000,000
Beneficial interests issued by consolidated VIEs	0		6,000,000
Long-term debt	31,834,000,000		31,394,000,000
Total liabilities measured at fair value on a recurring basis	601,111,000,000		597,700,000,000
Recurring | Level 2 | Interest rate
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	278,652,000,000		314,107,000,000
Gross derivative payables	252,080,000,000		282,825,000,000
Recurring | Level 2 | Credit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	19,917,000,000		21,995,000,000
Gross derivative payables	19,737,000,000		22,009,000,000
Recurring | Level 2 | Foreign exchange
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	194,169,000,000		158,834,000,000
Gross derivative payables	184,977,000,000		154,075,000,000
Recurring | Level 2 | Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	41,798,000,000		37,722,000,000
Gross derivative payables	42,639,000,000		39,668,000,000
Recurring | Level 2 | Commodity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	21,702,000,000		19,875,000,000
Gross derivative payables	22,232,000,000		21,017,000,000
Recurring | Level 2 | Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other assets	57,000,000		343,000,000
Recurring | Level 2 | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	163,968,000,000		152,266,000,000
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	41,105,000,000		44,995,000,000
Available-for-sale securities	79,428,000,000		86,671,000,000
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	37,805,000,000		41,515,000,000
Available-for-sale securities	61,922,000,000		70,280,000,000
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	2,001,000,000		1,835,000,000
Available-for-sale securities	9,679,000,000		11,366,000,000
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	1,299,000,000		1,645,000,000
Available-for-sale securities	7,827,000,000		5,025,000,000
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	9,192,000,000		6,475,000,000
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	8,465,000,000		9,067,000,000
Available-for-sale securities	39,330,000,000		32,338,000,000
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	2,095,000,000		226,000,000
Recurring | Level 2 | Certificates of deposit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	75,000,000		59,000,000
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	31,647,000,000		28,831,000,000
Available-for-sale securities	8,327,000,000		9,154,000,000
Recurring | Level 2 | Corporate debt securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	24,571,000,000		24,146,000,000
Available-for-sale securities	2,133,000,000		2,757,000,000
Recurring | Level 2 | Loans
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	43,891,000,000		35,242,000,000
Recurring | Level 2 | Asset-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	3,002,000,000		3,284,000,000
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	20,999,000,000		20,720,000,000
Recurring | Level 2 | Asset-backed securities, Other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Available-for-sale securities	8,866,000,000		8,817,000,000
Recurring | Level 2 | Equity securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	485,000,000		197,000,000
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	1,542,000,000		1,322,000,000
Recurring | Level 2 | Other
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	13,273,000,000		14,197,000,000
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	4,543,000,000		5,370,000,000
Gross derivative receivables	6,987,000,000		5,998,000,000
Trading assets	11,530,000,000		11,368,000,000
Available-for-sale securities	148,000,000		277,000,000
Loans	159,000,000		276,000,000
Mortgage servicing rights	6,241,000,000		6,030,000,000
Total assets measured at fair value on a recurring basis	19,303,000,000		19,216,000,000
Deposits	4,305,000,000		4,142,000,000
Federal funds purchased and securities loaned or sold under repurchase agreements	0		0
Short-term borrowings	2,209,000,000		1,665,000,000
Trading liabilities, Debt and equity instruments	43,000,000		39,000,000
Gross derivative payables	10,097,000,000		10,248,000,000
Trading liabilities	10,140,000,000		10,287,000,000
Accounts payable and other liabilities	8,000,000		13,000,000
Beneficial interests issued by consolidated VIEs	1,000,000		39,000,000
Long-term debt	18,262,000,000		16,125,000,000
Total liabilities measured at fair value on a recurring basis	34,925,000,000		32,271,000,000
Recurring | Level 3 | Interest rate
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	1,831,000,000		1,704,000,000
Gross derivative payables	1,342,000,000		1,440,000,000
Recurring | Level 3 | Credit
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	1,017,000,000		1,209,000,000
Gross derivative payables	1,041,000,000		1,244,000,000
Recurring | Level 3 | Foreign exchange
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	806,000,000		557,000,000
Gross derivative payables	1,051,000,000		953,000,000
Recurring | Level 3 | Equity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	3,167,000,000		2,318,000,000
Gross derivative payables	5,745,000,000		5,727,000,000
Recurring | Level 3 | Commodity
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Gross derivative receivables	166,000,000		210,000,000
Gross derivative payables	918,000,000		884,000,000
Recurring | Level 3 | Other assets
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Other assets	1,225,000,000		1,265,000,000
Recurring | Level 3 | Total debt instruments
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	3,849,000,000		4,385,000,000
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	583,000,000		378,000,000
Available-for-sale securities	1,000,000		1,000,000
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	478,000,000		307,000,000
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	87,000,000		60,000,000
Available-for-sale securities	1,000,000		1,000,000
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	18,000,000		11,000,000
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		1,000,000
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	736,000,000		744,000,000
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	183,000,000		78,000,000
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	274,000,000		312,000,000
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	1,986,000,000		2,719,000,000
Recurring | Level 3 | Asset-backed securities
Assets and liabilities measured at fair value on a recurring basis [Abstract]
Trading assets, debt and equity instruments	87,000,000		153,000,000
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	147,000,000		276,000,000
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	288,000,000		295,000,000
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	$ 406,000,000		$ 690,000,000

Fair Value Measurement - Level

Fair Value Measurement - Level 3 Inputs (Details) $ / shares in Units, $ in Millions	Jun. 30, 2018USD ($)$ / shares$ / bbl	Mar. 31, 2018USD ($)	Dec. 31, 2017USD ($)	Jun. 30, 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)	$ (3,110)	$ (2,842)	$ (4,250)	$ (2,521)	$ (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	$ 235,860		211,644
Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Liability fair value	34,925		32,271
Other level 3 asset and liabilities, net	$ 419
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	0.16%
Interest rate correlation	(50.00%)
IR-FX correlation	(50.00%)
Equity correlation	10.00%
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	97.00%
IR-FX correlation	60.00%
Equity correlation	95.00%
Equity-FX correlation	60.00%
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	$ 24,776
Interest rate
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ 489	472	264	712	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)	$ 196
Interest rate | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Interest rate spread volatility	0.16%
Interest rate correlation	(50.00%)
IR-FX correlation	55.00%
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	97.00%
IR-FX correlation	60.00%
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)	$ 293
Credit
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (24)	5	(35)	(45)	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	0.00%
Conditional default rate	0.00%
Loss severity	0.00%
Credit spread	0.08%
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	18.00%
Conditional default rate	93.00%
Loss severity	100.00%
Credit spread	14.97%
Credit correlation	65.00%
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)	$ (27)
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)	$ 3
Foreign exchange
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (245)	(288)	(396)	(686)	(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)	$ (183)
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	60.00%
Foreign exchange | Option pricing | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (62)
Equity
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (2,578)	(2,512)	(3,409)	(2,444)	(1,896)	(2,252)
Equity | Option pricing | Minimum
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Equity volatility	10.00%
Equity correlation	10.00%
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	95.00%
Equity-FX correlation	60.00%
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)	$ (2,578)
Commodity
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (752)	$ (519)	$ (674)	$ (58)	$ (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	80
Commodity volatility	53.00%
Commodity correlation	95.00%
Commodity | Option pricing | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Net derivative asset (liability)	$ (752)
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	0.00%
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	23.00%
Prepayment speed	50.00%
Conditional default rate	20.00%
Loss severity	100.00%
Residential mortgage-backed securities and loans | Discounted cash flows | Weighted average
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Yield	6.00%
Prepayment speed	8.00%
Conditional default rate	1.00%
Loss severity	6.00%
Residential mortgage-backed securities and loans | Discounted cash flows | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	$ 798
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	$ 6
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	101
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	$ 91
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	$ 445
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	$ 97
Obligations of U.S. states and municipalities | Market comparables | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	$ 736
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	$ 2
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	107
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	$ 82
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	$ 274
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	104
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	$ 87
Trading loans | Market comparables | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	$ 1,486
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	2.16%
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	2.16%
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	2.16%
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	$ 147
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	$ 4
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	100
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	$ 59
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	$ 87
MSRs | Discounted cash flows | Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Asset fair value	$ 6,241
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	$ 289
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	$ 35
EBITDA multiple	3
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	$ 104
EBITDA multiple	8.4
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	$ 46
EBITDA multiple	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	$ 1,342
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	471
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	88
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	239
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	7
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	18
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	261
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	$ 159

Fair Value Measurement - Change

Fair Value Measurement - Changes in Level 3 Recurring Measurements (Details) - USD ($)	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017	Dec. 31, 2017
Net derivative receivables:
Fair value, beginning balance	$ (2,842,000,000)	$ (2,416,000,000)	$ (4,250,000,000)	$ (2,360,000,000)
Total realized/unrealized gains/(losses)	510,000,000	27,000,000	1,550,000,000	87,000,000
Purchases	658,000,000	174,000,000	894,000,000	527,000,000
Sales	(1,101,000,000)	(116,000,000)	(1,354,000,000)	(188,000,000)
Settlements	(415,000,000)	(193,000,000)	92,000,000	(651,000,000)
Transfers into level 3	(103,000,000)	(62,000,000)	(222,000,000)	(103,000,000)
Transfers (out of) level 3	183,000,000	65,000,000	180,000,000	167,000,000
Fair value, ending balance	(3,110,000,000)	(2,521,000,000)	(3,110,000,000)	(2,521,000,000)
Change in unrealized gains/(losses) related to financial instruments held	$ 269,000,000	(96,000,000)	$ 1,183,000,000	(148,000,000)
Level 3 Rollforward Supplemental Data [Abstract]
Level 3 liabilities as a percentage of total firm liabilities at fair value	15.00%		15.00%		15.00%
Deposits
Liabilities:
Fair value, beginning balance	$ 4,017,000,000	2,133,000,000	$ 4,142,000,000	2,117,000,000
Total realized/unrealized (gains)/losses	49,000,000	30,000,000	(41,000,000)	6,000,000
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	434,000,000	292,000,000	755,000,000	601,000,000
Settlements	(57,000,000)	(31,000,000)	(255,000,000)	(111,000,000)
Transfers into level 3	1,000,000	0	1,000,000	0
Transfers (out of) level 3	(139,000,000)	(293,000,000)	(297,000,000)	(482,000,000)
Fair value, ending balance	4,305,000,000	2,131,000,000	4,305,000,000	2,131,000,000
Change in unrealized (gains)/losses related to financials instruments held	50,000,000	27,000,000	(86,000,000)	45,000,000
Short-term borrowings
Liabilities:
Fair value, beginning balance	2,125,000,000	1,261,000,000	1,665,000,000	1,134,000,000
Total realized/unrealized (gains)/losses	(197,000,000)	46,000,000	(182,000,000)	47,000,000
Purchases	0	0	0	0
Sales	0	0	0
Issuances	862,000,000	683,000,000	2,070,000,000	1,390,000,000
Settlements	(614,000,000)	(657,000,000)	(1,360,000,000)	(1,242,000,000)
Transfers into level 3	43,000,000	23,000,000	55,000,000	40,000,000
Transfers (out of) level 3	(10,000,000)	(42,000,000)	(39,000,000)	(55,000,000)
Fair value, ending balance	2,209,000,000	1,314,000,000	2,209,000,000	1,314,000,000
Change in unrealized (gains)/losses related to financials instruments held	(27,000,000)	53,000,000	(31,000,000)	49,000,000
Trading liabilities – debt and equity instruments
Liabilities:
Fair value, beginning balance	50,000,000	45,000,000	39,000,000	43,000,000
Total realized/unrealized (gains)/losses	(11,000,000)	(1,000,000)	(8,000,000)	(1,000,000)
Purchases	(25,000,000)	(7,000,000)	(62,000,000)	(8,000,000)
Sales	33,000,000	2,000,000	76,000,000	4,000,000
Issuances	0	0	0	0
Settlements	0	0	1,000,000	1,000,000
Transfers into level 3	0	1,000,000	2,000,000	3,000,000
Transfers (out of) level 3	(4,000,000)	(4,000,000)	(5,000,000)	(6,000,000)
Fair value, ending balance	43,000,000	36,000,000	43,000,000	36,000,000
Change in unrealized (gains)/losses related to financials instruments held	(4,000,000)	0	(1,000,000)	0
Accounts payable and other liabilities
Liabilities:
Fair value, beginning balance	7,000,000	11,000,000	13,000,000	13,000,000
Total realized/unrealized (gains)/losses	(1,000,000)	0	(1,000,000)	0
Purchases	0	(1,000,000)	(6,000,000)	(1,000,000)
Sales	1,000,000	0	1,000,000	0
Issuances	0	0	0	0
Settlements	0	0	0	(2,000,000)
Transfers into level 3	1,000,000	0	1,000,000	0
Transfers (out of) level 3	0	0	0	0
Fair value, ending balance	8,000,000	10,000,000	8,000,000	10,000,000
Change in unrealized (gains)/losses related to financials instruments held	(1,000,000)	0	(1,000,000)	0
Beneficial interests issued by consolidated VIEs
Liabilities:
Fair value, beginning balance	1,000,000	51,000,000	39,000,000	48,000,000
Total realized/unrealized (gains)/losses	0	0	0	3,000,000
Purchases	0	(44,000,000)	0	(44,000,000)
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	0	(6,000,000)	(38,000,000)	(6,000,000)
Transfers into level 3	0	0	0	0
Transfers (out of) level 3	0	0	0	0
Fair value, ending balance	1,000,000	1,000,000	1,000,000	1,000,000
Change in unrealized (gains)/losses related to financials instruments held	0	0	0	0
Long-term debt
Liabilities:
Fair value, beginning balance	16,950,000,000	14,094,000,000	16,125,000,000	12,850,000,000
Total realized/unrealized (gains)/losses	(344,000,000)	70,000,000	(590,000,000)	599,000,000
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	3,740,000,000	2,941,000,000	6,831,000,000	6,733,000,000
Settlements	(2,083,000,000)	(2,274,000,000)	(4,346,000,000)	(5,085,000,000)
Transfers into level 3	219,000,000	53,000,000	594,000,000	88,000,000
Transfers (out of) level 3	(220,000,000)	(152,000,000)	(352,000,000)	(453,000,000)
Fair value, ending balance	18,262,000,000	14,732,000,000	18,262,000,000	14,732,000,000
Change in unrealized (gains)/losses related to financials instruments held	(427,000,000)	15,000,000	(706,000,000)	398,000,000
Debit valuation adjustment for fair value option financial liabilities
Level 3 Rollforward Supplemental Data [Abstract]
Unrealized gains/(losses) on liabilities recorded in OCI	71,000,000		123,000,000
Realized gains/(losses) on liabilities recorded in income	0	0	0	0
Interest rate
Net derivative receivables:
Fair value, beginning balance	472,000,000	1,009,000,000	264,000,000	1,263,000,000
Total realized/unrealized gains/(losses)	287,000,000	37,000,000	340,000,000	81,000,000
Purchases	38,000,000	21,000,000	55,000,000	37,000,000
Sales	(51,000,000)	(30,000,000)	(55,000,000)	(53,000,000)
Settlements	(179,000,000)	(348,000,000)	(133,000,000)	(651,000,000)
Transfers into level 3	(54,000,000)	30,000,000	(28,000,000)	34,000,000
Transfers (out of) level 3	(24,000,000)	(7,000,000)	46,000,000	1,000,000
Fair value, ending balance	489,000,000	712,000,000	489,000,000	712,000,000
Change in unrealized gains/(losses) related to financial instruments held	254,000,000	(90,000,000)	314,000,000	(151,000,000)
Credit
Net derivative receivables:
Fair value, beginning balance	5,000,000	17,000,000	(35,000,000)	98,000,000
Total realized/unrealized gains/(losses)	21,000,000	(48,000,000)	38,000,000	(94,000,000)
Purchases	1,000,000	1,000,000	2,000,000	1,000,000
Sales	(5,000,000)	(1,000,000)	(7,000,000)	(3,000,000)
Settlements	(29,000,000)	(20,000,000)	(25,000,000)	(62,000,000)
Transfers into level 3	(4,000,000)	6,000,000	(1,000,000)	17,000,000
Transfers (out of) level 3	(13,000,000)	0	4,000,000	(2,000,000)
Fair value, ending balance	(24,000,000)	(45,000,000)	(24,000,000)	(45,000,000)
Change in unrealized gains/(losses) related to financial instruments held	9,000,000	(37,000,000)	11,000,000	(50,000,000)
Foreign exchange
Net derivative receivables:
Fair value, beginning balance	(288,000,000)	(1,490,000,000)	(396,000,000)	(1,384,000,000)
Total realized/unrealized gains/(losses)	94,000,000	95,000,000	240,000,000	70,000,000
Purchases	13,000,000	3,000,000	13,000,000	4,000,000
Sales	(3,000,000)	(2,000,000)	(8,000,000)	(4,000,000)
Settlements	(8,000,000)	656,000,000	3,000,000	565,000,000
Transfers into level 3	(74,000,000)	12,000,000	(112,000,000)	23,000,000
Transfers (out of) level 3	21,000,000	40,000,000	15,000,000	40,000,000
Fair value, ending balance	(245,000,000)	(686,000,000)	(245,000,000)	(686,000,000)
Change in unrealized gains/(losses) related to financial instruments held	95,000,000	101,000,000	190,000,000	60,000,000
Equity
Net derivative receivables:
Fair value, beginning balance	(2,512,000,000)	(1,896,000,000)	(3,409,000,000)	(2,252,000,000)
Total realized/unrealized gains/(losses)	143,000,000	(35,000,000)	782,000,000	34,000,000
Purchases	606,000,000	149,000,000	824,000,000	485,000,000
Sales	(1,042,000,000)	(83,000,000)	(1,284,000,000)	(128,000,000)
Settlements	(13,000,000)	(504,000,000)	421,000,000	(528,000,000)
Transfers into level 3	38,000,000	(108,000,000)	(73,000,000)	(181,000,000)
Transfers (out of) level 3	202,000,000	33,000,000	161,000,000	126,000,000
Fair value, ending balance	(2,578,000,000)	(2,444,000,000)	(2,578,000,000)	(2,444,000,000)
Change in unrealized gains/(losses) related to financial instruments held	(24,000,000)	(38,000,000)	514,000,000	(37,000,000)
Commodity
Net derivative receivables:
Fair value, beginning balance	(519,000,000)	(56,000,000)	(674,000,000)	(85,000,000)
Total realized/unrealized gains/(losses)	(35,000,000)	(22,000,000)	150,000,000	(4,000,000)
Purchases	0	0	0	0
Sales	0	0	0	0
Settlements	(186,000,000)	23,000,000	(174,000,000)	25,000,000
Transfers into level 3	(9,000,000)	(2,000,000)	(8,000,000)	4,000,000
Transfers (out of) level 3	(3,000,000)	(1,000,000)	(46,000,000)	2,000,000
Fair value, ending balance	(752,000,000)	(58,000,000)	(752,000,000)	(58,000,000)
Change in unrealized gains/(losses) related to financial instruments held	(65,000,000)	(32,000,000)	154,000,000	30,000,000
Total mortgage-backed securities
Assets:
Fair value, beginning balance	577,000,000	433,000,000	378,000,000	492,000,000
Total realized/unrealized gains/(losses)	4,000,000	(13,000,000)	6,000,000	3,000,000
Purchases	51,000,000	123,000,000	386,000,000	214,000,000
Sales	(23,000,000)	(63,000,000)	(119,000,000)	(185,000,000)
Settlements	(32,000,000)	(26,000,000)	(55,000,000)	(49,000,000)
Transfers into level 3	33,000,000	96,000,000	70,000,000	148,000,000
Transfers (out of) level 3	(27,000,000)	(22,000,000)	(83,000,000)	(95,000,000)
Fair value, ending balance	583,000,000	528,000,000	583,000,000	528,000,000
Change in unrealized gains/(losses) related to financial instruments held	2,000,000	(19,000,000)	0	(16,000,000)
Mortgage-backed securities, U.S. government agencies
Assets:
Fair value, beginning balance	508,000,000	353,000,000	307,000,000	392,000,000
Total realized/unrealized gains/(losses)	0	(11,000,000)	3,000,000	(7,000,000)
Purchases	5,000,000	82,000,000	334,000,000	161,000,000
Sales	(11,000,000)	(54,000,000)	(98,000,000)	(151,000,000)
Settlements	(19,000,000)	(19,000,000)	(39,000,000)	(35,000,000)
Transfers into level 3	5,000,000	20,000,000	9,000,000	27,000,000
Transfers (out of) level 3	(10,000,000)	(6,000,000)	(38,000,000)	(22,000,000)
Fair value, ending balance	478,000,000	365,000,000	478,000,000	365,000,000
Change in unrealized gains/(losses) related to financial instruments held	0	(14,000,000)	1,000,000	(16,000,000)
Mortgage-backed securities, Residential - nonagency
Assets:
Fair value, beginning balance	55,000,000	35,000,000	60,000,000	83,000,000
Total realized/unrealized gains/(losses)	2,000,000	(1,000,000)	0	8,000,000
Purchases	45,000,000	31,000,000	45,000,000	36,000,000
Sales	(11,000,000)	(3,000,000)	(13,000,000)	(20,000,000)
Settlements	(1,000,000)	(5,000,000)	(3,000,000)	(9,000,000)
Transfers into level 3	11,000,000	46,000,000	40,000,000	61,000,000
Transfers (out of) level 3	(14,000,000)	(5,000,000)	(42,000,000)	(61,000,000)
Fair value, ending balance	87,000,000	98,000,000	87,000,000	98,000,000
Change in unrealized gains/(losses) related to financial instruments held	1,000,000	(4,000,000)	1,000,000	1,000,000
Mortgage-backed securities, Commercial - nonagency
Assets:
Fair value, beginning balance	14,000,000	45,000,000	11,000,000	17,000,000
Total realized/unrealized gains/(losses)	2,000,000	(1,000,000)	3,000,000	2,000,000
Purchases	1,000,000	10,000,000	7,000,000	17,000,000
Sales	(1,000,000)	(6,000,000)	(8,000,000)	(14,000,000)
Settlements	(12,000,000)	(2,000,000)	(13,000,000)	(5,000,000)
Transfers into level 3	17,000,000	30,000,000	21,000,000	60,000,000
Transfers (out of) level 3	(3,000,000)	(11,000,000)	(3,000,000)	(12,000,000)
Fair value, ending balance	18,000,000	65,000,000	18,000,000	65,000,000
Change in unrealized gains/(losses) related to financial instruments held	1,000,000	(1,000,000)	(2,000,000)	(1,000,000)
Trading liabilities – debt and equity instruments
Assets:
Fair value, beginning balance	5,213,000,000	7,753,000,000	5,370,000,000	7,894,000,000
Total realized/unrealized gains/(losses)	(304,000,000)	136,000,000	(229,000,000)	310,000,000
Purchases	970,000,000	1,108,000,000	2,180,000,000	2,715,000,000
Sales	(1,054,000,000)	(597,000,000)	(2,099,000,000)	(1,868,000,000)
Settlements	(260,000,000)	(760,000,000)	(552,000,000)	(1,343,000,000)
Transfers into level 3	322,000,000	255,000,000	646,000,000	579,000,000
Transfers (out of) level 3	(344,000,000)	(602,000,000)	(773,000,000)	(994,000,000)
Fair value, ending balance	4,543,000,000	7,293,000,000	4,543,000,000	7,293,000,000
Change in unrealized gains/(losses) related to financial instruments held	(308,000,000)	117,000,000	(295,000,000)	173,000,000
Total debt instruments
Assets:
Fair value, beginning balance	4,215,000,000	6,719,000,000	4,385,000,000	6,902,000,000
Total realized/unrealized gains/(losses)	(37,000,000)	72,000,000	31,000,000	211,000,000
Purchases	889,000,000	1,048,000,000	2,053,000,000	2,580,000,000
Sales	(970,000,000)	(549,000,000)	(1,999,000,000)	(1,814,000,000)
Settlements	(241,000,000)	(695,000,000)	(513,000,000)	(1,231,000,000)
Transfers into level 3	322,000,000	252,000,000	641,000,000	567,000,000
Transfers (out of) level 3	(329,000,000)	(569,000,000)	(749,000,000)	(937,000,000)
Fair value, ending balance	3,849,000,000	6,278,000,000	3,849,000,000	6,278,000,000
Change in unrealized gains/(losses) related to financial instruments held	(41,000,000)	76,000,000	(36,000,000)	104,000,000
U.S. Treasury and government agencies
Assets:
Fair value, beginning balance	0		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		(1,000,000)
Fair value, ending balance	0		0
Change in unrealized gains/(losses) related to financial instruments held	0		0
Obligations of U.S. states and municipalities
Assets:
Fair value, beginning balance	704,000,000	668,000,000	744,000,000	649,000,000
Total realized/unrealized gains/(losses)	(9,000,000)	4,000,000	(11,000,000)	12,000,000
Purchases	42,000,000	9,000,000	81,000,000	95,000,000
Sales	0	0	0	(70,000,000)
Settlements	(1,000,000)	0	(78,000,000)	(5,000,000)
Transfers into level 3	0	0	0
Transfers (out of) level 3	0	0	0	0
Fair value, ending balance	736,000,000	681,000,000	736,000,000	681,000,000
Change in unrealized gains/(losses) related to financial instruments held	(9,000,000)	3,000,000	(11,000,000)	11,000,000
Non-U.S. government debt securities
Assets:
Fair value, beginning balance	197,000,000	47,000,000	78,000,000	46,000,000
Total realized/unrealized gains/(losses)	(12,000,000)	3,000,000	(10,000,000)	3,000,000
Purchases	126,000,000	102,000,000	351,000,000	174,000,000
Sales	(92,000,000)	(95,000,000)	(184,000,000)	(178,000,000)
Settlements	0	0	0	0
Transfers into level 3	0	1,000,000	17,000,000	27,000,000
Transfers (out of) level 3	(36,000,000)	(21,000,000)	(69,000,000)	(35,000,000)
Fair value, ending balance	183,000,000	37,000,000	183,000,000	37,000,000
Change in unrealized gains/(losses) related to financial instruments held	(12,000,000)	2,000,000	(9,000,000)	3,000,000
Corporate debt securities
Assets:
Fair value, beginning balance	306,000,000	738,000,000	312,000,000	576,000,000
Total realized/unrealized gains/(losses)	(3,000,000)	2,000,000	(4,000,000)	(7,000,000)
Purchases	60,000,000	74,000,000	141,000,000	497,000,000
Sales	(40,000,000)	(38,000,000)	(140,000,000)	(146,000,000)
Settlements	(10,000,000)	(254,000,000)	(11,000,000)	(376,000,000)
Transfers into level 3	36,000,000	27,000,000	167,000,000	60,000,000
Transfers (out of) level 3	(75,000,000)	(88,000,000)	(191,000,000)	(143,000,000)
Fair value, ending balance	274,000,000	461,000,000	274,000,000	461,000,000
Change in unrealized gains/(losses) related to financial instruments held	4,000,000	1,000,000	3,000,000	1,000,000
Loans
Assets:
Fair value, beginning balance	2,368,000,000	4,588,000,000	2,719,000,000	4,837,000,000
Total realized/unrealized gains/(losses)	(21,000,000)	68,000,000	41,000,000	178,000,000
Purchases	565,000,000	729,000,000	1,035,000,000	1,491,000,000
Sales	(806,000,000)	(323,000,000)	(1,534,000,000)	(1,067,000,000)
Settlements	(192,000,000)	(390,000,000)	(329,000,000)	(765,000,000)
Transfers into level 3	251,000,000	122,000,000	374,000,000	318,000,000
Transfers (out of) level 3	(179,000,000)	(306,000,000)	(320,000,000)	(504,000,000)
Fair value, ending balance	1,986,000,000	4,488,000,000	1,986,000,000	4,488,000,000
Change in unrealized gains/(losses) related to financial instruments held	(30,000,000)	83,000,000	(24,000,000)	98,000,000
Asset-backed securities
Assets:
Fair value, beginning balance	63,000,000	245,000,000	153,000,000	302,000,000
Total realized/unrealized gains/(losses)	4,000,000	8,000,000	9,000,000	22,000,000
Purchases	45,000,000	11,000,000	59,000,000	109,000,000
Sales	(9,000,000)	(30,000,000)	(22,000,000)	(168,000,000)
Settlements	(6,000,000)	(25,000,000)	(40,000,000)	(36,000,000)
Transfers into level 3	2,000,000	6,000,000	13,000,000	14,000,000
Transfers (out of) level 3	(12,000,000)	(132,000,000)	(85,000,000)	(160,000,000)
Fair value, ending balance	87,000,000	83,000,000	87,000,000	83,000,000
Change in unrealized gains/(losses) related to financial instruments held	4,000,000	6,000,000	5,000,000	7,000,000
Equity securities
Assets:
Fair value, beginning balance	300,000,000	271,000,000	295,000,000	231,000,000
Total realized/unrealized gains/(losses)	(13,000,000)	21,000,000	(21,000,000)	34,000,000
Purchases	65,000,000	57,000,000	93,000,000	113,000,000
Sales	(50,000,000)	(41,000,000)	(60,000,000)	(47,000,000)
Settlements	(1,000,000)	0	(1,000,000)	0
Transfers into level 3	0	1,000,000	4,000,000	2,000,000
Transfers (out of) level 3	(13,000,000)	(25,000,000)	(22,000,000)	(49,000,000)
Fair value, ending balance	288,000,000	284,000,000	288,000,000	284,000,000
Change in unrealized gains/(losses) related to financial instruments held	(8,000,000)	10,000,000	(8,000,000)	20,000,000
Other
Assets:
Fair value, beginning balance	698,000,000	763,000,000	690,000,000	761,000,000
Total realized/unrealized gains/(losses)	(254,000,000)	43,000,000	(239,000,000)	65,000,000
Purchases	16,000,000	3,000,000	34,000,000	22,000,000
Sales	(34,000,000)	(7,000,000)	(40,000,000)	(7,000,000)
Settlements	(18,000,000)	(65,000,000)	(38,000,000)	(112,000,000)
Transfers into level 3	0	2,000,000	1,000,000	10,000,000
Transfers (out of) level 3	(2,000,000)	(8,000,000)	(2,000,000)	(8,000,000)
Fair value, ending balance	406,000,000	731,000,000	406,000,000	731,000,000
Change in unrealized gains/(losses) related to financial instruments held	(259,000,000)	31,000,000	(251,000,000)	49,000,000
Total available-for-sale securities
Assets:
Fair value, beginning balance	205,000,000	623,000,000	277,000,000	664,000,000
Total realized/unrealized gains/(losses)	0	2,000,000	1,000,000	12,000,000
Purchases	0	0	0	0
Sales	0	0	0	(50,000,000)
Settlements	(57,000,000)	(77,000,000)	(130,000,000)	(78,000,000)
Transfers into level 3	0	0	0	0
Transfers (out of) level 3	0	0	0	0
Fair value, ending balance	148,000,000	548,000,000	148,000,000	548,000,000
Change in unrealized gains/(losses) related to financial instruments held	0	2,000,000	1,000,000	10,000,000
Level 3 Rollforward Supplemental Data [Abstract]
Realized gains/(losses) recorded in income	0	0	0	0
Unrealized gains/(losses) recorded in OCI	0	2,000,000	1,000,000	12,000,000
Asset-backed securities
Assets:
Fair value, beginning balance	204,000,000	622,000,000	276,000,000	663,000,000
Total realized/unrealized gains/(losses)	0	2,000,000	1,000,000	12,000,000
Purchases	0	0	0	0
Sales	0	0	0	(50,000,000)
Settlements	(57,000,000)	(77,000,000)	(130,000,000)	(78,000,000)
Transfers into level 3	0	0	0	0
Transfers (out of) level 3	0	0	0	0
Fair value, ending balance	147,000,000	547,000,000	147,000,000	547,000,000
Change in unrealized gains/(losses) related to financial instruments held	0	2,000,000	1,000,000	10,000,000
Other
Assets:
Fair value, beginning balance	1,000,000	1,000,000	1,000,000	1,000,000
Total realized/unrealized gains/(losses)	0	0	0	0
Purchases	0	0	0	0
Sales	0	0	0	0
Settlements	0	0	0	0
Transfers into level 3	0	0	0	0
Transfers (out of) level 3	0	0	0	0
Fair value, ending balance	1,000,000	1,000,000	1,000,000	1,000,000
Change in unrealized gains/(losses) related to financial instruments held	0	0	0	0
Loans
Assets:
Fair value, beginning balance	396,000,000	404,000,000	276,000,000	570,000,000
Total realized/unrealized gains/(losses)	(9,000,000)	18,000,000	(4,000,000)	24,000,000
Purchases	0	0	122,000,000	0
Sales	0	0	0	0
Settlements	(154,000,000)	(117,000,000)	(161,000,000)	(289,000,000)
Transfers into level 3	0	0	0	0
Transfers (out of) level 3	(74,000,000)	0	(74,000,000)	0
Fair value, ending balance	159,000,000	305,000,000	159,000,000	305,000,000
Change in unrealized gains/(losses) related to financial instruments held	(9,000,000)	13,000,000	(5,000,000)	16,000,000
Mortgage servicing rights
Assets:
Fair value, beginning balance	6,202,000,000	6,079,000,000	6,030,000,000	6,096,000,000
Total realized/unrealized gains/(losses)	94,000,000	(200,000,000)	478,000,000	(157,000,000)
Purchases	236,000,000	154,000,000	479,000,000	371,000,000
Sales	(104,000,000)	(67,000,000)	(399,000,000)	(138,000,000)
Settlements	(187,000,000)	(213,000,000)	(347,000,000)	(419,000,000)
Transfers into level 3	0	0	0	0
Transfers (out of) level 3	0	0	0	0
Fair value, ending balance	6,241,000,000	5,753,000,000	6,241,000,000	5,753,000,000
Change in unrealized gains/(losses) related to financial instruments held	94,000,000	(200,000,000)	478,000,000	(157,000,000)
Other assets
Assets:
Fair value, beginning balance	1,220,000,000	2,077,000,000	1,265,000,000	2,223,000,000
Total realized/unrealized gains/(losses)	(13,000,000)	193,000,000	(50,000,000)	230,000,000
Purchases	24,000,000	28,000,000	47,000,000	32,000,000
Sales	(2,000,000)	(78,000,000)	(16,000,000)	(155,000,000)
Settlements	(5,000,000)	(286,000,000)	(21,000,000)	(396,000,000)
Transfers into level 3	1,000,000	0	1,000,000	0
Transfers (out of) level 3	0	0	(1,000,000)	0
Fair value, ending balance	1,225,000,000	1,934,000,000	1,225,000,000	1,934,000,000
Change in unrealized gains/(losses) related to financial instruments held	$ (17,000,000)	$ 120,000,000	$ (52,000,000)	$ 132,000,000

Fair Value Measurement - Leve59

Fair Value Measurement - Level 3 Analysis (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017	Dec. 31, 2017
Level 3 Analysis - Supplemental Data [Abstract]
Percentage of level 3 assets in total Firm assets	0.80%		0.80%
Total realized/unrealized gains/(losses)	$ 510	$ 27	$ 1,550	$ 87
Recurring
Level 3 Analysis - Supplemental Data [Abstract]
Assets fair value	660,075		660,075		$ 625,737
Recurring | Level 3
Level 3 Analysis - Supplemental Data [Abstract]
Assets fair value	19,303		19,303		$ 19,216
Decrease in level 3 assets	180
Increase in level 3 assets			87
Recurring | Level 3 | Liabilities
Level 3 Analysis - Supplemental Data [Abstract]
Total realized/unrealized gains/(losses)	504	(145)	822	(654)
Recurring | Level 3 | Assets
Level 3 Analysis - Supplemental Data [Abstract]
Total realized/unrealized gains/(losses)	$ 278	$ 176	$ 1,700	$ 506

Fair Value Measurement - Impact

Fair Value Measurement - Impact of Credit Adjustments (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Credit and funding adjustments:
Derivatives CVA	$ 73	$ 249	$ 157	$ 470
Derivatives FVA	$ 97	$ (60)	$ 14	$ (67)

Fair Value Measurement - Nonrec

Fair Value Measurement - Nonrecurring Basis (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Equity securities without readily determinable fair values	$ 1,471		$ 1,471
Fair value gains as a result of measurement alternative	67		$ 562
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			40.00%
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			22.00%
Nonrecurring
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total assets measured at fair value on a nonrecurring basis	1,575	$ 977	$ 1,575	$ 977
Total nonrecurring fair value gains/(losses)	19	(78)	506	(154)
Nonrecurring | Accounts payable and other liabilities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total nonrecurring fair value gains/(losses)	0	(1)	0	(1)
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	535	722	535	722
Total nonrecurring fair value gains/(losses)	(18)	(60)	(22)	(109)
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	1,040	255	1,040	255
Total nonrecurring fair value gains/(losses)	37	(17)	528	(44)
Fair value gains as a result of measurement alternative	67		562
Nonrecurring | Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total assets measured at fair value on a nonrecurring basis	0	0	0	0
Nonrecurring | Level 1 | Loans
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total assets measured at fair value on a nonrecurring basis	0	0	0	0
Nonrecurring | Level 1 | Other assets
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total assets measured at fair value on a nonrecurring basis	0	0	0	0
Nonrecurring | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Total assets measured at fair value on a nonrecurring basis	542	302	542	302
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	325	292	325	292
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	217	10	217	10
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	1,033	675	1,033	675
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	210	430	210	430
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	823	$ 245	823	$ 245
Equity securities without readily determinable fair values	641		641
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	$ 166		$ 166

Fair Value Measurement - Carryi

Fair Value Measurement - Carrying Value and Estimated Fair Value (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Financial assets
Cash and due from banks	$ 23,680	$ 25,898
Deposits with banks	381,500	405,406
Federal funds sold and securities purchased under resale agreements	226,505	198,422
Securities, held-to-maturity	30,873	48,652
Loans, net of allowance for loan losses	3,076	2,508
Financial liabilities
Beneficial interests issued by consolidated VIEs	21,323	26,081
Carrying value
Financial assets
Cash and due from banks	23,700	25,900
Deposits with banks	381,500	405,400
Accrued interest and accounts receivable	74,900	67,000
Federal funds sold and securities purchased under resale agreements	213,700	183,700
Securities borrowed	104,200	102,100
Securities, held-to-maturity	31,000	47,700
Loans, net of allowance for loan losses	932,100	914,600
Other	56,500	53,900
Financial liabilities
Deposits	1,432,400	1,422,700
Federal funds purchased and securities loaned or sold under repurchase agreements	174,400	158,200
Short-term borrowings	55,100	42,600
Accounts payable and other liabilities	165,200	152,000
Beneficial interests issued by consolidated VIEs	21,300	26,000
Long-term debt and junior subordinated deferrable interest debentures	223,000	236,600
Wholesale lending-related commitments	1,100	1,100
Total estimated fair value
Financial assets
Cash and due from banks	23,700	25,900
Deposits with banks	381,500	405,400
Accrued interest and accounts receivable	74,900	67,000
Federal funds sold and securities purchased under resale agreements	213,700	183,700
Securities borrowed	104,200	102,100
Securities, held-to-maturity	30,900	48,700
Loans, net of allowance for loan losses	931,100	920,300
Other	56,600	61,300
Financial liabilities
Deposits	1,432,400	1,422,700
Federal funds purchased and securities loaned or sold under repurchase agreements	174,400	158,200
Short-term borrowings	55,100	42,600
Accounts payable and other liabilities	165,000	151,800
Beneficial interests issued by consolidated VIEs	21,300	26,000
Long-term debt and junior subordinated deferrable interest debentures	222,700	243,500
Wholesale lending-related commitments	1,700	1,600
Total estimated fair value | Level 1
Financial assets
Cash and due from banks	23,700	25,900
Deposits with banks	377,700	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	3,800	3,600
Accrued interest and accounts receivable	74,800	67,000
Federal funds sold and securities purchased under resale agreements	213,700	183,700
Securities borrowed	104,200	102,100
Securities, held-to-maturity	30,900	48,700
Loans, net of allowance for loan losses	221,900	213,200
Other	55,600	52,100
Financial liabilities
Deposits	1,432,400	1,422,700
Federal funds purchased and securities loaned or sold under repurchase agreements	174,400	158,200
Short-term borrowings	54,900	42,400
Accounts payable and other liabilities	162,600	148,900
Beneficial interests issued by consolidated VIEs	21,300	26,000
Long-term debt and junior subordinated deferrable interest debentures	219,500	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	709,200	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	2,400	2,900
Beneficial interests issued by consolidated VIEs	0	0
Long-term debt and junior subordinated deferrable interest debentures	3,200	3,200
Wholesale lending-related commitments	$ 1,700	$ 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	6 Months Ended
	Jun. 30, 2018USD ($)shares	Jun. 30, 2018USD ($)shares
Fair Value Disclosures [Abstract]
Carrying value	$ 1,471	$ 1,471
Upward carrying value changes	67	562
Downward carrying value changes/impairment	$ (26)	$ (28)
Common stock | Class B | VISA
Investment Holdings [Line Items]
Interest owned, included in other assets (in shares) | shares	40	40
Conversion rate	1.6298	1.6298

Fair Value Option - Changes in

Fair Value Option - Changes in Fair Value Under the Fair Value Option (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 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)	$ (33)	$ (12)	$ (26)	$ (33)
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)	(33)	(12)	(26)	(33)
Federal funds sold and securities purchased under resale agreements | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	0	0	0
Securities borrowed
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	29	13	2	90
Securities borrowed | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	29	13	2	90
Securities borrowed | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	0	0	0
Debt and equity instruments, excluding loans
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(258)	336	(444)	697
Debt and equity instruments, excluding loans | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(259)	334	(445)	695
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)	1	2	1	2
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)	213	78	340	258
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)	214	69	336	243
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)	(1)	9	4	15
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)	94	272	45	429
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)	29	43	70	77
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)	65	229	(25)	352
Loans: Changes in instrument-specific credit risk
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(1)	0	(1)	(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)	(1)	0	(1)	(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	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)	4	(2)	4
Loans: Other changes in fair value | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(1)	1	(2)	1
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	3	0	3
Other assets
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(3)	(13)	(8)	(15)
Other assets | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	3	2	7
Other assets | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(3)	(16)	(10)	(22)
Deposits
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	129	(86)	339	(245)
Deposits | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	129	(86)	339	(245)
Deposits | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	0	0	0
Federal funds purchased and securities loaned or sold under repurchase agreements
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	9	(3)	19	2
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)	9	(3)	19	2
Federal funds purchased and securities loaned or sold under repurchase agreements | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	0	0	0
Short-term borrowings
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(162)	43
Short-term borrowings | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	(162)	43
Short-term borrowings | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	0
Other borrowed funds
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)			111	(431)
Other borrowed funds | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)			111	(431)
Other borrowed funds | 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)	6	0	(1)	(1)
Trading liabilities | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	6	0	(1)	(1)
Trading liabilities | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	0	0	0
Beneficial interests issued by consolidated VIEs
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	0	0	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	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	0	0
Other liabilities
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)			0	0
Other liabilities | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)			0	0
Other liabilities | 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)	196	(170)	1,227	(923)
Long-term debt | Principal transactions
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	196	(170)	1,227	(923)
Long-term debt | All other income
Changes in fair value under the fair value option election
Total nonrecurring fair value gains/(losses)	$ 0	$ 0	$ 0	$ 0

Fair Value Option - Aggregate D

Fair Value Option - Aggregate Differences (Details) - USD ($)	Jun. 30, 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	10,900,000,000	7,400,000,000
Contractual lending-related commitments, fair value	(225,000,000)	(76,000,000)
Contractual principal outstanding
Loans
Nonaccrual loans	4,078,000,000	4,258,000,000
Total loans	53,350,000,000	44,954,000,000
Contractual principal outstanding | Principal-protected debt
Long-term debt
Total long-term debt	29,380,000,000	26,297,000,000
Contractual principal outstanding | Loans reported as trading assets
Loans
Nonaccrual loans	4,078,000,000	4,219,000,000
All other performing loans	46,105,000,000	38,157,000,000
Contractual principal outstanding | Loans
Loans
Nonaccrual loans	0	39,000,000
All other performing loans	3,167,000,000	2,539,000,000
Fair value
Loans
Nonaccrual loans	1,159,000,000	1,371,000,000
Total loans	48,953,000,000	40,469,000,000
Long-term debt
Total long-term debt	50,096,000,000	47,519,000,000
Long-term beneficial interests
Total long-term beneficial interests	1,000,000	45,000,000
Fair value | Principal-protected debt
Long-term debt
Total long-term debt	25,563,000,000	23,848,000,000
Fair value | Nonprincipal-protected debt
Long-term debt
Total long-term debt	24,533,000,000	23,671,000,000
Long-term beneficial interests
Total long-term beneficial interests	1,000,000	45,000,000
Fair value | Loans reported as trading assets
Loans
Nonaccrual loans	1,159,000,000	1,371,000,000
All other performing loans	44,718,000,000	36,590,000,000
Fair value | Loans
Loans
Nonaccrual loans	0	0
All other performing loans	3,076,000,000	2,508,000,000
Fair value over/(under) contractual principal outstanding
Loans
Nonaccrual loans, Fair value over/(under) contractual principal outstanding	(2,919,000,000)	(2,887,000,000)
Total loans	(4,397,000,000)	(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	(3,817,000,000)	(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	(2,919,000,000)	(2,848,000,000)
All other performing loans	(1,387,000,000)	(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	$ (91,000,000)	$ (31,000,000)

Fair Value Option - Structured

Fair Value Option - Structured Note Products by Balance Sheet Classification and Risk Component (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	$ 75,484	$ 74,798
Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	31,367	30,183
Credit
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	5,110	5,641
Foreign exchange
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	2,931	3,026
Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	33,548	31,235
Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	2,528	4,713
Long-term debt
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	49,619	47,037
Long-term debt | Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	22,895	22,056
Long-term debt | Credit
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	3,976	4,329
Long-term debt | Foreign exchange
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	2,801	2,841
Long-term debt | Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	19,688	17,581
Long-term debt | Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	259	230
Short-term borrowings
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	8,327	8,649
Short-term borrowings | Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	120	69
Short-term borrowings | Credit
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	1,134	1,312
Short-term borrowings | Foreign exchange
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	91	147
Short-term borrowings | Equity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	6,969	7,106
Short-term borrowings | Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	13	15
Deposits
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	17,538	19,112
Deposits | Interest rate
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	8,352	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	6,891	6,548
Deposits | Commodity
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total structured notes	$ 2,256	$ 4,468

Derivative Instruments - Notion

Derivative Instruments - Notional Amount of Derivative Contracts (Details) - USD ($) $ in Billions	Jun. 30, 2018	Dec. 31, 2017
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	$ 57,319	$ 48,386
Interest rate contracts
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	40,757	33,510
Swaps
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	25,329	21,043
Futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	6,335	4,904
Options | Written options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	4,402	3,576
Options | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	4,691	3,987
Credit derivatives
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	1,528	1,522
Foreign exchange contracts
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	12,871	11,438
Cross-currency swaps
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	3,920	3,953
Spot, futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	7,143	5,923
Options | Written options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	910	786
Options | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	898	776
Equity contracts
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	1,572	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	87	90
Options | Written options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	579	531
Options | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	529	453
Commodity contracts
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	591	475
Swaps
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	144	116
Spot, futures and forwards
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	177	168
Options | Written options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	142	98
Options | Purchased options
Notional amount of derivative contracts outstanding [Abstract]
Derivative notional amounts	$ 128	$ 93

Derivative Instruments - Impact

Derivative Instruments - Impact on Balance Sheet (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Derivatives, Fair Value [Line Items]
Gross derivative receivables	$ 565,250	$ 559,553
Net derivative receivables	58,510	56,523
Gross derivative payables	533,862	530,806
Net derivative payables	42,511	37,777
Interest rate
Derivatives, Fair Value [Line Items]
Gross derivative receivables	281,011	315,992
Net derivative receivables	22,971	24,673
Gross derivative payables	253,983	284,436
Net derivative payables	8,615	7,129
Credit
Derivatives, Fair Value [Line Items]
Gross derivative receivables	20,934	23,205
Net derivative receivables	624	869
Gross derivative payables	20,778	23,252
Net derivative payables	1,502	1,299
Foreign exchange
Derivatives, Fair Value [Line Items]
Gross derivative receivables	196,472	160,231
Net derivative receivables	16,763	16,151
Gross derivative payables	187,567	155,822
Net derivative payables	12,521	12,473
Equity
Derivatives, Fair Value [Line Items]
Gross derivative receivables	44,965	40,040
Net derivative receivables	10,176	7,882
Gross derivative payables	48,384	45,395
Net derivative payables	11,482	9,192
Commodity
Derivatives, Fair Value [Line Items]
Gross derivative receivables	21,868	20,085
Net derivative receivables	7,976	6,948
Gross derivative payables	23,150	21,901
Net derivative payables	8,391	7,684
Not designated as hedges
Derivatives, Fair Value [Line Items]
Gross derivative receivables	563,148	558,013
Gross derivative payables	532,680	529,179
Not designated as hedges | Interest rate
Derivatives, Fair Value [Line Items]
Gross derivative receivables	280,176	314,962
Gross derivative payables	253,982	284,433
Not designated as hedges | Credit
Derivatives, Fair Value [Line Items]
Gross derivative receivables	20,934	23,205
Gross derivative payables	20,778	23,252
Not designated as hedges | Foreign exchange
Derivatives, Fair Value [Line Items]
Gross derivative receivables	195,436	159,740
Gross derivative payables	186,487	154,601
Not designated as hedges | Equity
Derivatives, Fair Value [Line Items]
Gross derivative receivables	44,965	40,040
Gross derivative payables	48,384	45,395
Not designated as hedges | Commodity
Derivatives, Fair Value [Line Items]
Gross derivative receivables	21,637	20,066
Gross derivative payables	23,049	21,498
Designated as hedges
Derivatives, Fair Value [Line Items]
Gross derivative receivables	2,102	1,540
Gross derivative payables	1,182	1,627
Designated as hedges | Interest rate
Derivatives, Fair Value [Line Items]
Gross derivative receivables	835	1,030
Gross derivative payables	1	3
Designated as hedges | Credit
Derivatives, Fair Value [Line Items]
Gross derivative receivables	0	0
Gross derivative payables	0	0
Designated as hedges | Foreign exchange
Derivatives, Fair Value [Line Items]
Gross derivative receivables	1,036	491
Gross derivative payables	1,080	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	231	19
Gross derivative payables	$ 101	$ 403

Derivative Instruments - Deriva

Derivative Instruments - Derivatives Netting (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	$ 552,213	$ 547,995
Amounts netted on the Consolidated balance sheets	(506,740)	(503,030)
Net derivative receivables	45,473	44,965
Derivative receivables where an appropriate legal opinion has not been either sought or obtained	13,037	11,558
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	565,250	559,553
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	58,510	56,523
Collateral not nettable on the Consolidated balance sheets	(13,572)	(13,363)
Net amounts	44,938	43,160
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	521,999	521,133
Amounts netted on the Consolidated balance sheets	(491,351)	(493,029)
Net derivative payables	30,648	28,104
Derivative payables where an appropriate legal opinion has not been either sought or obtained	11,863	9,673
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	533,862	530,806
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	42,511	37,777
Collateral not nettable on the Consolidated balance sheets	(4,363)	(4,180)
Net amounts	38,148	33,597
Net cash collateral receivables	57,300	55,500
Net cash collateral payables	41,900	45,500
Interest rate contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	277,559	312,285
Amounts netted on the Consolidated balance sheets	(258,040)	(291,319)
Net derivative receivables	19,519	20,966
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	281,011	315,992
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	22,971	24,673
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	251,793	283,091
Amounts netted on the Consolidated balance sheets	(245,368)	(277,306)
Net derivative payables	6,425	5,785
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	253,983	284,436
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	8,615	7,129
Interest rate contracts | Over-the-counter (“OTC”)
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	269,291	305,569
Amounts netted on the Consolidated balance sheets	(249,903)	(284,917)
Net derivative receivables	19,388	20,652
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	244,282	276,960
Amounts netted on the Consolidated balance sheets	(237,947)	(271,294)
Net derivative payables	6,335	5,666
Interest rate contracts | OTC–cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	7,958	6,531
Amounts netted on the Consolidated balance sheets	(7,936)	(6,318)
Net derivative receivables	22	213
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	7,301	6,004
Amounts netted on the Consolidated balance sheets	(7,220)	(5,928)
Net derivative payables	81	76
Interest rate contracts | Exchange-traded
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	310	185
Amounts netted on the Consolidated balance sheets	(201)	(84)
Net derivative receivables	109	101
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	210	127
Amounts netted on the Consolidated balance sheets	(201)	(84)
Net derivative payables	9	43
Credit contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	20,725	22,615
Amounts netted on the Consolidated balance sheets	(20,310)	(22,335)
Net derivative receivables	415	280
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	20,934	23,205
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	624	869
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	20,675	22,995
Amounts netted on the Consolidated balance sheets	(19,276)	(21,954)
Net derivative payables	1,399	1,041
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	20,778	23,252
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	1,502	1,299
Credit contracts | Over-the-counter (“OTC”)
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	12,588	15,390
Amounts netted on the Consolidated balance sheets	(12,244)	(15,165)
Net derivative receivables	344	225
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	13,255	16,194
Amounts netted on the Consolidated balance sheets	(11,898)	(15,170)
Net derivative payables	1,357	1,024
Credit contracts | OTC–cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	8,137	7,225
Amounts netted on the Consolidated balance sheets	(8,066)	(7,170)
Net derivative receivables	71	55
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	7,420	6,801
Amounts netted on the Consolidated balance sheets	(7,378)	(6,784)
Net derivative payables	42	17
Foreign exchange contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	192,544	157,126
Amounts netted on the Consolidated balance sheets	(179,709)	(144,081)
Net derivative receivables	12,835	13,045
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	196,472	160,231
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	16,763	16,151
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	184,424	152,619
Amounts netted on the Consolidated balance sheets	(175,046)	(143,349)
Net derivative payables	9,378	9,270
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	187,567	155,822
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	12,521	12,473
Foreign exchange contracts | Over-the-counter (“OTC”)
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	192,088	155,289
Amounts netted on the Consolidated balance sheets	(179,280)	(142,420)
Net derivative receivables	12,808	12,869
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	183,951	150,966
Amounts netted on the Consolidated balance sheets	(174,600)	(141,789)
Net derivative payables	9,351	9,177
Foreign exchange contracts | OTC–cleared
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	417	1,696
Amounts netted on the Consolidated balance sheets	(408)	(1,654)
Net derivative receivables	9	42
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	450	1,555
Amounts netted on the Consolidated balance sheets	(439)	(1,553)
Net derivative payables	11	2
Foreign exchange contracts | Exchange-traded
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	39	141
Amounts netted on the Consolidated balance sheets	(21)	(7)
Net derivative receivables	18	134
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	23	98
Amounts netted on the Consolidated balance sheets	(7)	(7)
Net derivative payables	16	91
Equity contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	40,136	36,212
Amounts netted on the Consolidated balance sheets	(34,789)	(32,158)
Net derivative receivables	5,347	4,054
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	44,965	40,040
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	10,176	7,882
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	42,490	40,913
Amounts netted on the Consolidated balance sheets	(36,902)	(36,203)
Net derivative payables	5,588	4,710
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	48,384	45,395
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	11,482	9,192
Equity contracts | Over-the-counter (“OTC”)
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	24,300	22,024
Amounts netted on the Consolidated balance sheets	(21,376)	(19,917)
Net derivative receivables	2,924	2,107
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	28,247	28,193
Amounts netted on the Consolidated balance sheets	(23,402)	(23,969)
Net derivative payables	4,845	4,224
Equity contracts | Exchange-traded
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	15,836	14,188
Amounts netted on the Consolidated balance sheets	(13,413)	(12,241)
Net derivative receivables	2,423	1,947
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	14,243	12,720
Amounts netted on the Consolidated balance sheets	(13,500)	(12,234)
Net derivative payables	743	486
Commodity contracts
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	21,249	19,757
Amounts netted on the Consolidated balance sheets	(13,892)	(13,137)
Net derivative receivables	7,357	6,620
Total derivative receivables recognized on the Consolidated balance sheets, Gross derivative receivables	21,868	20,085
Total derivative receivables recognized on the Consolidated balance sheets, Net derivative receivables	7,976	6,948
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	22,617	21,515
Amounts netted on the Consolidated balance sheets	(14,759)	(14,217)
Net derivative payables	7,858	7,298
Total derivative payables recognized on the Consolidated balance sheets, Gross derivative payables	23,150	21,901
Total derivative payables recognized on the Consolidated balance sheets, Net derivative payables	8,391	7,684
Commodity contracts | Over-the-counter (“OTC”)
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	11,443	10,903
Amounts netted on the Consolidated balance sheets	(4,553)	(4,436)
Net derivative receivables	6,890	6,467
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	13,215	12,645
Amounts netted on the Consolidated balance sheets	(5,492)	(5,508)
Net derivative payables	7,723	7,137
Commodity contracts | Exchange-traded
Gross and Net Derivative Receivables by Contract and Settlement Type:
Gross derivative receivables	9,806	8,854
Amounts netted on the Consolidated balance sheets	(9,339)	(8,701)
Net derivative receivables	467	153
Gross and Net Derivative Payables by Contract and Settlement Type:
Gross derivative payables	9,402	8,870
Amounts netted on the Consolidated balance sheets	(9,267)	(8,709)
Net derivative payables	$ 135	$ 161

Derivative Instruments - Liquid

Derivative Instruments - Liquidity Risk and Credit-Related Contingent Features (Details) - USD ($)	Jun. 30, 2018	Dec. 31, 2017
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Aggregate fair value of net derivative payables	$ 10,796,000,000	$ 11,916,000,000
Collateral posted	9,066,000,000	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	118,000,000	79,000,000
Amount required to settle contracts with termination triggers upon downgrade	242,000,000	320,000,000
Two-notch downgrade
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Amount of additional collateral to be posted upon downgrade	2,027,000,000	1,989,000,000
Amount required to settle contracts with termination triggers upon downgrade	$ 860,000,000	$ 650,000,000

Derivative Instruments - Impa71

Derivative Instruments - Impact on Statements of Income, Fair Value Hedges (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Gains/(losses) recorded in income
Derivatives	$ (13)	$ (1,272)	$ (1,162)	$ (2,791)
Hedged items	281	1,475	1,730	3,210
Income statement impact	268	203	568	419
Income statement impact due to:
Excluded components: Amortization approach	(145)		(267)
Excluded components: Changes in fair value	290		566
Hedge ineffectiveness		(10)		5
Excluded components		213		414
OCI impact
Derivatives - Gains/(losses) recorded in OCI	(89)		(141)
Interest rate
Gains/(losses) recorded in income
Derivatives	(400)	128	(1,877)	(153)
Hedged items	553	46	2,182	577
Income statement impact	153	174	305	424
Income statement impact due to:
Excluded components: Amortization approach	0		0
Excluded components: Changes in fair value	152		299
Hedge ineffectiveness		(13)		(14)
Excluded components		187		438
OCI impact
Derivatives - Gains/(losses) recorded in OCI	0		0
Foreign exchange
Gains/(losses) recorded in income
Derivatives	376	(1,497)	520	(2,272)
Hedged items	(254)	1,493	(287)	2,233
Income statement impact	122	(4)	233	(39)
Income statement impact due to:
Excluded components: Amortization approach	(145)		(267)
Excluded components: Changes in fair value	122		233
Hedge ineffectiveness		0		0
Excluded components		(4)		(39)
OCI impact
Derivatives - Gains/(losses) recorded in OCI	(89)		(141)
Commodity
Gains/(losses) recorded in income
Derivatives	11	97	195	(366)
Hedged items	(18)	(64)	(165)	400
Income statement impact	(7)	33	30	34
Income statement impact due to:
Excluded components: Amortization approach	0		0
Excluded components: Changes in fair value	16		34
Hedge ineffectiveness		3		19
Excluded components		$ 30		$ 15
OCI impact
Derivatives - Gains/(losses) recorded in OCI	$ 0		$ 0

Derivative Instruments - Cumula

Derivative Instruments - Cumulative Fair Value Hedging Adjustments (Details) $ in Millions	Jun. 30, 2018USD ($)
Physical Commodities
Assets
Carrying amount of the hedged items	$ 6,200
Long-term debt
Liabilities
Carrying amount of the hedged items	131,705
Cumulative amount of fair value hedging adjustments included in the carrying amount of hedged items:
Active hedging relationships	(1,413)
Discontinued hedging relationships	(11)
Total	(1,424)
Long-term debt | Not designated as hedges
Liabilities
Carrying amount of the hedged items	7,200
Beneficial interests issued by consolidated VIEs
Liabilities
Carrying amount of the hedged items	7,665
Cumulative amount of fair value hedging adjustments included in the carrying amount of hedged items:
Active hedging relationships	0
Discontinued hedging relationships	(51)
Total	(51)
Investment securities - AFS
Assets
Carrying amount of the hedged items	47,402
Cumulative amount of fair value hedging adjustments included in the carrying amount of hedged items:
Active hedging relationships	(1,861)
Discontinued hedging relationships	488
Total	(1,373)
Investment securities - AFS | Not designated as hedges
Assets
Carrying amount of the hedged items	$ 15,400

Derivative Instruments - Impa73

Derivative Instruments - Impact on Statements of Income, Cash Flow Hedges (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Derivatives gains/(losses) recorded in income and other comprehensive income/(loss)
Recognition of gain (loss) related to cash flow hedges in Income			$ (54)
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	$ 19	$ (65)	$ 71	$ (150)
Amounts recorded in OCI	(199)	23	(243)	82
Total change in OCI for period	(218)	88	(314)	232
Cash Flow Hedging | Interest rate
Derivatives gains/(losses) recorded in income and other comprehensive income/(loss)
Amounts reclassified from AOCI to income	13	(6)	26	(17)
Amounts recorded in OCI	(33)	1	(111)	12
Total change in OCI for period	(46)	7	(137)	29
Cash Flow Hedging | Foreign exchange
Derivatives gains/(losses) recorded in income and other comprehensive income/(loss)
Amounts reclassified from AOCI to income	6	(59)	45	(133)
Amounts recorded in OCI	(166)	22	(132)	70
Total change in OCI for period	$ (172)	$ 81	$ (177)	$ 203

Derivative Instruments - Impa74

Derivative Instruments - Impact on Statements of Income, Net Investment Hedges (Details) - Net Investment Hedging - Foreign exchange derivatives - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Gains/(losses) recorded in income and other comprehensive income/(loss)
Amounts recorded in income	$ 4	$ (50)	$ (7)	$ (112)
Amounts recorded in OCI	$ 1,204	$ (319)	$ 815	$ (828)

Derivative Instruments - Impa75

Derivative Instruments - Impact on Statements of Income, Risk Management Derivatives (Details) - Risk Management Activities - Not designated as hedges - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Derivatives gains/(losses) recorded in income	$ 102	$ 217	$ (145)	$ 135
Interest rate
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Derivatives gains/(losses) recorded in income	(25)	238	(235)	221
Credit
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Derivatives gains/(losses) recorded in income	(3)	(7)	(10)	(52)
Foreign exchange
Gain (Loss) on Derivative Instruments, Net, Pretax [Abstract]
Derivatives gains/(losses) recorded in income	$ 130	$ (14)	$ 100	$ (34)

Derivative Instruments - Credit

Derivative Instruments - Credit Derivatives (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Total credit derivatives and credit-related notes
Protection sold	$ (750,095)	$ (744,399)
Protection purchased with identical underlyings	762,176	761,256
Net protection (sold)/purchased	12,081	16,857
Other protection purchased	23,964	24,707
Total credit derivatives
Total credit derivatives and credit-related notes
Protection sold	(750,077)	(744,381)
Protection purchased with identical underlyings	762,176	761,256
Net protection (sold)/purchased	12,099	16,875
Other protection purchased	16,448	16,792
Credit default swaps
Total credit derivatives and credit-related notes
Protection sold	(699,082)	(690,224)
Protection purchased with identical underlyings	709,891	702,098
Net protection (sold)/purchased	10,809	11,874
Other protection purchased	5,492	5,045
Other credit derivatives
Total credit derivatives and credit-related notes
Protection sold	(50,995)	(54,157)
Protection purchased with identical underlyings	52,285	59,158
Net protection (sold)/purchased	1,290	5,001
Other protection purchased	10,956	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	$ 7,516	$ 7,915

Derivative Instruments - Cred77

Derivative Instruments - Credit Derivatives, Protection Sold, Notional and Fair Value (Details) - USD ($) $ in Millions	Jun. 30, 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	$ (184,526)	$ (232,680)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - from 1-5 years	(505,729)	(453,851)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - more than 5 years	(59,840)	(57,868)
Total notional amount	(750,095)	(744,399)
Fair value of receivables	13,756	15,923
Fair value of payables	(6,361)	(6,447)
Net fair value	7,395	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	(124,866)	(159,286)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - from 1-5 years	(359,780)	(319,726)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - more than 5 years	(43,198)	(39,429)
Total notional amount	(527,844)	(518,441)
Fair value of receivables	6,831	8,516
Fair value of payables	(1,926)	(1,134)
Net fair value	4,905	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	(59,660)	(73,394)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - from 1-5 years	(145,949)	(134,125)
Protection sold credit derivatives and credit-related notes ratings/maturity profile - more than 5 years	(16,642)	(18,439)
Total notional amount	(222,251)	(225,958)
Fair value of receivables	6,925	7,407
Fair value of payables	(4,435)	(5,313)
Net fair value	$ 2,490	$ 2,094

Noninterest Revenue and Nonin78

Noninterest Revenue and Noninterest Expense - Investment Banking Fees (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Schedule of Noninterest revenue [Line Items]
Underwriting	$ 1,537	$ 1,347	$ 2,685	$ 2,731
Advisory	631	499	1,219	995
Total investment banking fees	2,168	1,846	3,904	3,726
Equity
Schedule of Noninterest revenue [Line Items]
Underwriting	573	379	925	803
Debt
Schedule of Noninterest revenue [Line Items]
Underwriting	$ 964	$ 968	$ 1,760	$ 1,928

Noninterest Revenue and Nonin79

Noninterest Revenue and Noninterest Expense - Principal Transactions (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Principal transactions revenue
Total trading revenue	$ 3,697	$ 3,005	$ 7,779	$ 6,566
Private equity gains/(losses)	85	132	(45)	153
Principal transactions	3,782	3,137	7,734	6,719
Interest rate
Principal transactions revenue
Total trading revenue	672	588	1,446	1,383
Credit
Principal transactions revenue
Total trading revenue	648	278	1,028	958
Foreign exchange
Principal transactions revenue
Total trading revenue	745	901	1,769	1,682
Equity
Principal transactions revenue
Total trading revenue	1,386	1,118	3,013	2,238
Commodity
Principal transactions revenue
Total trading revenue	$ 246	$ 120	$ 523	$ 305

Noninterest Revenue and Nonin80

Noninterest Revenue and Noninterest Expense - Lending and Deposit-Related Fees (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Noninterest Income (Expense) [Abstract]
Lending-related fees	$ 280	$ 269	$ 554	$ 544
Deposit-related fees	1,215	1,213	2,418	2,386
Total lending- and deposit-related fees	$ 1,495	$ 1,482	$ 2,972	$ 2,930

Noninterest Revenue and Nonin81

Noninterest Revenue and Noninterest Expense - Asset Management, Administration and Commissions (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Asset management fees
Investment management fees	$ 2,671	$ 2,551	$ 5,365	$ 4,967
All other asset management fees	66	84	132	163
Total asset management fees	2,737	2,635	5,497	5,130
Total administration fees	557	504	1,118	986
Commission and other fees
Brokerage commissions	631	567	1,283	1,145
All other commissions and fees	379	341	715	663
Total commissions and fees	1,010	908	1,998	1,808
Total asset management, administration and commissions	$ 4,304	$ 4,047	$ 8,613	$ 7,924

Noninterest Revenue and Nonin82

Noninterest Revenue and Noninterest Expense - Card Income (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Disaggregation of Revenue [Line Items]
Total card income	$ 1,020	$ 1,167	$ 2,295	$ 2,081
Interchange and merchant processing income
Disaggregation of Revenue [Line Items]
Total card income	4,723	4,309	9,082	8,215
Rewards costs and partner payments
Disaggregation of Revenue [Line Items]
Total card income	(3,527)	(2,689)	(6,411)	(5,214)
Adjustment to credit card rewards liability			330
Other card income
Disaggregation of Revenue [Line Items]
Total card income	$ (176)	$ (453)	$ (376)	$ (920)
Deferred revenues, recognition period			12 months

Noninterest Revenue and Nonin83

Noninterest Revenue and Noninterest Expense - Other Income (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Noninterest Income (Expense) [Abstract]
Operating lease income	$ 1,112	$ 873	$ 2,159	$ 1,697

Noninterest Revenue and Nonin84

Noninterest Revenue and Noninterest Expense - Components of Noninterest Expense (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Noninterest Income (Expense) [Abstract]
Legal expense	$ 0	$ 61	$ 70	$ 279
FDIC-related expense	$ 368	$ 376	$ 751	$ 757

Interest Income and Interest 85

Interest Income and Interest Expense (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Interest income
Loans	$ 11,634	$ 9,995	$ 22,708	$ 19,746
Taxable securities	1,383	1,410	2,696	2,840
Non-taxable securities	395	479	805	937
Total investment securities	1,778	1,889	3,501	3,777
Trading assets	2,111	1,806	4,214	3,664
Federal funds sold and securities purchased under resale agreements	807	528	1,538	1,054
Securities borrowed	148	(21)	210	(65)
Deposits with banks	1,543	1,018	2,864	1,743
All other interest-earning assets	848	435	1,529	773
Total interest income	18,869	15,650	36,564	30,692
Interest expense
Interest-bearing deposits	1,340	629	2,400	1,112
Federal funds purchased and securities loaned or sold under repurchase agreements	759	387	1,337	680
Short-term borrowings	260	96	469	169
Trading liabilities – debt and all other interest-bearing liabilities	901	515	1,561	920
Long-term debt	2,003	1,687	3,756	3,276
Beneficial interest issued by consolidated VIEs	121	128	244	263
Total interest expense	5,384	3,442	9,767	6,420
Net interest income	13,485	12,208	26,797	24,272
Provision for credit losses	1,210	1,215	2,375	2,530
Net interest income after provision for credit losses	$ 12,275	$ 10,993	$ 24,422	$ 21,742

Pension and Other Postretirem86

Pension and Other Postretirement Employee Benefit Plans - Net Periodic Benefit Costs (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Defined benefit pension plans
Components of net periodic benefit cost
Benefits earned during the period	$ 89	$ 82	$ 179	$ 164
Interest cost on benefit obligations	139	150	278	299
Expected return on plan assets	(247)	(242)	(495)	(483)
Amortization:
Net (gain)/loss	26	62	52	124
Prior service cost/(credit)	(6)	(9)	(12)	(18)
Settlement	0	0	0	(3)
Net periodic defined benefit cost	1	43	2	83
Other defined benefit pension plans	9	6	15	10
Total defined benefit plans	10	49	17	93
Total defined contribution plans	222	210	432	396
Total pension and OPEB cost included in noninterest expense	232	259	449	489
OPEB plans
Components of net periodic benefit cost
Benefits earned during the period	0	0	0	0
Interest cost on benefit obligations	6	7	12	14
Expected return on plan assets	(26)	(24)	(52)	(48)
Amortization:
Net (gain)/loss	0	0	0	0
Prior service cost/(credit)	0	0	0	0
Settlement	0	0	0	0
Net periodic defined benefit cost	(20)	(17)	(40)	(34)
Total defined benefit plans	(20)	(17)	(40)	(34)
Total pension and OPEB cost included in noninterest expense	$ (20)	$ (17)	$ (40)	$ (34)

Pension and Other Postretirem87

Pension and Other Postretirement Employee Benefit Plans - Schedule of Fair Values of Plan Assets (Details) - USD ($)	Jun. 30, 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	19,200,000,000	$ 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 Incentiv88

Employee Share-based Incentives - Compensation Expense (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 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	$ 276	$ 290	$ 674	$ 600
Accrual of estimated costs of share-based awards to be granted in future periods including those to full-career eligible employees	304	235	612	526
Total noncash compensation expense related to employee share-based incentive plans	$ 580	$ 525	$ 1,286	$ 1,126

Employee Share-based Incentiv89

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) $ in Billions	3 Months Ended
	Mar. 31, 2018USD ($)
Hedge accounting
Schedule of Available-for-sale Securities [Line Items]
HTM securities transferred to AFS, carrying value	$ 22.4

Investment Securities - Amortiz

Investment Securities - Amortized Costs and Estimated Fair Values (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Available-for-sale securities
Amortized cost	$ 199,854	$ 198,194
Gross unrealized gains	3,872	3,961
Gross unrealized losses	1,717	477
Fair value	202,009	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	199,854	198,741
Gross unrealized gains	3,872	3,961
Gross unrealized losses	1,717	477
Fair value	202,009	202,225
Held-to-maturity securities
Amortized cost	31,006	47,733
Gross unrealized gains	156	1,113
Gross unrealized losses	289	194
Fair value	30,873	48,652
Total investment securities
Amortized cost	230,860	246,474
Gross unrealized gains	4,028	5,074
Gross unrealized losses	2,006	671
Fair value	232,882	250,877
Total mortgage-backed securities
Available-for-sale securities
Amortized cost	80,009	85,886
Gross unrealized gains	855	1,141
Gross unrealized losses	1,435	355
Fair value	79,429	86,672
Held-to-maturity securities
Amortized cost	26,168	33,360
Gross unrealized gains	60	559
Gross unrealized losses	269	114
Fair value	25,959	33,805
U.S. government agencies
Available-for-sale securities
Amortized cost	62,595	69,879
Gross unrealized gains	521	736
Gross unrealized losses	1,194	335
Fair value	61,922	70,280
Held-to-maturity securities
Amortized cost	26,168	27,577
Gross unrealized gains	60	558
Gross unrealized losses	269	40
Fair value	25,959	28,095
Residential: U.S. | Residential mortgage-backed securities
Available-for-sale securities
Amortized cost	6,996	8,193
Gross unrealized gains	152	185
Gross unrealized losses	30	14
Fair value	7,118	8,364
Residential: Non-U.S. | Residential mortgage-backed securities
Available-for-sale securities
Amortized cost	2,457	2,882
Gross unrealized gains	107	122
Gross unrealized losses	2	1
Fair value	2,562	3,003
Commercial
Available-for-sale securities
Amortized cost	7,961	4,932
Gross unrealized gains	75	98
Gross unrealized losses	209	5
Fair value	7,827	5,025
Held-to-maturity 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 securities
Amortized cost	24,962	22,510
Gross unrealized gains	524	266
Gross unrealized losses	142	31
Fair value	25,344	22,745
Obligations of U.S. states and municipalities
Available-for-sale securities
Amortized cost	37,459	30,490
Gross unrealized gains	1,926	1,881
Gross unrealized losses	55	33
Fair value	39,330	32,338
Held-to-maturity securities
Amortized cost	4,838	14,373
Gross unrealized gains	96	554
Gross unrealized losses	20	80
Fair value	4,914	14,847
Certificates of deposit
Available-for-sale securities
Amortized cost	75	59
Gross unrealized gains	0	0
Gross unrealized losses	0	0
Fair value	75	59
Non-U.S. government debt securities
Available-for-sale securities
Amortized cost	25,307	26,900
Gross unrealized gains	413	426
Gross unrealized losses	34	32
Fair value	25,686	27,294
Corporate debt securities
Available-for-sale securities
Amortized cost	2,078	2,657
Gross unrealized gains	58	101
Gross unrealized losses	3	1
Fair value	2,133	2,757
Asset-backed securities: Collateralized loan obligations
Available-for-sale securities
Amortized cost	21,145	20,928
Gross unrealized gains	22	69
Gross unrealized losses	21	1
Fair value	21,146	20,996
Asset-backed securities: Other
Available-for-sale securities
Amortized cost	8,819	8,764
Gross unrealized gains	74	77
Gross unrealized losses	27	24
Fair value	8,866	8,817
U.S. government-sponsored enterprise obligations
Total available-for-sale securities
Fair value	39,100	45,800
Held-to-maturity securities
Amortized cost	$ 20,100	$ 22,000

Investment Securities - Fair Va

Investment Securities - Fair Value and Gross Unrealized Losses by Aging Category (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Held-to-maturity securities
Less than 12 months, Fair value	$ 16,433	$ 8,360
Less than 12 months, Gross unrealized losses	205	88
12 months or more, Fair value	2,290	4,218
12 months or more, Gross unrealized losses	84	106
Total fair value	18,723	12,578
Total gross unrealized losses	289	194
Total investment securities with gross unrealized losses
Less than 12 months, Fair value	79,583	58,841
Less than 12 months, Gross unrealized losses	1,421	289
12 months or more, Fair value	13,978	17,010
12 months or more, Gross unrealized losses	585	382
Total fair value	93,561	75,851
Total gross unrealized losses	2,006	671
Total available-for-sale securities
Available-for-sale securities
Less than 12 months, Fair value	63,150	50,481
Less than 12 months, Gross unrealized losses	1,216	201
12 months or more, Fair Value	11,688	12,792
12 months or more, Gross unrealized losses	501	276
Total fair value	74,838	63,273
Total gross unrealized losses	1,717	477
Total mortgage-backed securities
Available-for-sale securities
Less than 12 months, Fair value	41,166	37,677
Less than 12 months, Gross unrealized losses	1,016	148
12 months or more, Fair Value	8,384	8,908
12 months or more, Gross unrealized losses	419	207
Total fair value	49,550	46,585
Total gross unrealized losses	1,435	355
Held-to-maturity securities
Less than 12 months, Fair value	15,887	7,776
Less than 12 months, Gross unrealized losses	201	79
12 months or more, Fair value	1,607	2,087
12 months or more, Gross unrealized losses	68	35
Total fair value	17,494	9,863
Total gross unrealized losses	269	114
U.S. government agencies
Available-for-sale securities
Less than 12 months, Fair value	36,060	36,037
Less than 12 months, Gross unrealized losses	868	139
12 months or more, Fair Value	6,309	7,711
12 months or more, Gross unrealized losses	326	196
Total fair value	42,369	43,748
Total gross unrealized losses	1,194	335
Held-to-maturity securities
Less than 12 months, Fair value	15,887	4,070
Less than 12 months, Gross unrealized losses	201	38
12 months or more, Fair value	1,607	205
12 months or more, Gross unrealized losses	68	2
Total fair value	17,494	4,275
Total gross unrealized losses	269	40
Residential: U.S. | Residential mortgage-backed securities
Available-for-sale securities
Less than 12 months, Fair value	1,345	1,112
Less than 12 months, Gross unrealized losses	23	5
12 months or more, Fair Value	455	596
12 months or more, Gross unrealized losses	7	9
Total fair value	1,800	1,708
Total gross unrealized losses	30	14
Residential: Non-U.S. | Residential mortgage-backed securities
Available-for-sale securities
Less than 12 months, Fair value	513	0
Less than 12 months, Gross unrealized losses	1	0
12 months or more, Fair Value	157	266
12 months or more, Gross unrealized losses	1	1
Total fair value	670	266
Total gross unrealized losses	2	1
Commercial
Available-for-sale securities
Less than 12 months, Fair value	3,248	528
Less than 12 months, Gross unrealized losses	124	4
12 months or more, Fair Value	1,463	335
12 months or more, Gross unrealized losses	85	1
Total fair value	4,711	863
Total gross unrealized losses	209	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 securities
Less than 12 months, Fair value	3,761	1,834
Less than 12 months, Gross unrealized losses	118	11
12 months or more, Fair Value	294	373
12 months or more, Gross unrealized losses	24	20
Total fair value	4,055	2,207
Total gross unrealized losses	142	31
Obligations of U.S. states and municipalities
Available-for-sale securities
Less than 12 months, Fair value	2,217	949
Less than 12 months, Gross unrealized losses	21	7
12 months or more, Fair Value	1,220	1,652
12 months or more, Gross unrealized losses	34	26
Total fair value	3,437	2,601
Total gross unrealized losses	55	33
Held-to-maturity securities
Less than 12 months, Fair value	546	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	16	71
Total fair value	1,229	2,715
Total gross unrealized losses	20	80
Certificates of deposit
Available-for-sale 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 securities
Less than 12 months, Fair value	3,786	6,500
Less than 12 months, Gross unrealized losses	13	15
12 months or more, Fair Value	1,308	811
12 months or more, Gross unrealized losses	21	17
Total fair value	5,094	7,311
Total gross unrealized losses	34	32
Corporate debt securities
Available-for-sale securities
Less than 12 months, Fair value	191	0
Less than 12 months, Gross unrealized losses	3	0
12 months or more, Fair Value	0	52
12 months or more, Gross unrealized losses	0	1
Total fair value	191	52
Total gross unrealized losses	3	1
Asset-backed securities: Collateralized loan obligations
Available-for-sale securities
Less than 12 months, Fair value	7,379	0
Less than 12 months, Gross unrealized losses	21	0
12 months or more, Fair Value	0	276
12 months or more, Gross unrealized losses	0	1
Total fair value	7,379	276
Total gross unrealized losses	21	1
Asset-backed securities: Other
Available-for-sale securities
Less than 12 months, Fair value	4,650	3,521
Less than 12 months, Gross unrealized losses	24	20
12 months or more, Fair Value	482	720
12 months or more, Gross unrealized losses	3	4
Total fair value	5,132	4,241
Total gross unrealized losses	$ 27	$ 24

Investment Securities - Realize

Investment Securities - Realized Gains and Losses and OTTI Losses (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Securities gains and losses
Realized gains	$ 9	$ 393	$ 79	$ 542
Realized losses	(88)	(427)	(403)	(572)
OTTI losses	(1)	0	(1)	(7)
Net investment securities gains/(losses)	(80)	(34)	(325)	(37)
Excluded realized losses on securities sold previously reported as OTTI loss due to intention to sell			20	5
Credit-related losses recognized in income
Securities gains and losses
OTTI losses	0	0	0	0
Investment securities the Firm intends to sell
Securities gains and losses
OTTI losses	$ (1)	$ 0	$ (1)	$ (7)

Investment Securities - Amort94

Investment Securities - Amortized Cost and Estimated Fair Value by Contractual Maturity (Details) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2018	Dec. 31, 2017
Available-for-sale securities, Amortized cost
Due in one year or less	$ 5,378
Due after one year through five years	20,958
Due after five years through 10 years	42,294
Due after 10 years	131,224
Amortized cost	199,854	$ 198,194
Available-for-sale securities, Fair value
Due in one year or less	5,382
Due after one year through five years	21,191
Due after five years through 10 years	42,733
Due after 10 years	132,703
Fair value	$ 202,009	201,678
Available-for-sale securities, Average yield
Due in one year or less	3.11%
Due after one year through five years	2.02%
Due after five years through 10 years	3.28%
Due after 10 years	3.76%
Average yield	3.46%
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	2,083
Due after 10 years	28,923
Amortized cost	31,006	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	2,068
Due after 10 years	28,805
Fair value	$ 30,873	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	3.52%
Due after 10 years	3.46%
Average yield	3.46%
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 securities, Amortized cost
Due in one year or less	$ 261
Due after one year through five years	429
Due after five years through 10 years	5,664
Due after 10 years	73,655
Amortized cost	80,009	85,886
Available-for-sale securities, Fair value
Due in one year or less	264
Due after one year through five years	433
Due after five years through 10 years	5,742
Due after 10 years	72,990
Fair value	$ 79,429	86,672
Available-for-sale securities, Average yield
Due in one year or less	1.81%
Due after one year through five years	2.49%
Due after five years through 10 years	3.49%
Due after 10 years	3.48%
Average yield	3.47%
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	2,083
Due after 10 years	24,085
Amortized cost	26,168	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	2,068
Due after 10 years	23,891
Fair value	$ 25,959	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	3.52%
Due after 10 years	3.33%
Average yield	3.34%
Mortgage-backed securities | Fannie Mae
Supplemental information
Securities exceeding 10% of total stockholders' equity, Amortized cost	$ 51,300
Securities exceeding 10% of total stockholders' equity, Fair value	51,100
U.S. Treasury and government agencies
Available-for-sale securities, Amortized cost
Due in one year or less	79
Due after one year through five years	0
Due after five years through 10 years	19,446
Due after 10 years	5,437
Amortized cost	24,962	22,510
Available-for-sale securities, Fair value
Due in one year or less	79
Due after one year through five years	0
Due after five years through 10 years	19,516
Due after 10 years	5,749
Fair value	$ 25,344	22,745
Available-for-sale securities, Average yield
Due in one year or less	1.99%
Due after one year through five years	0.00%
Due after five years through 10 years	3.53%
Due after 10 years	2.91%
Average yield	3.39%
Obligations of U.S. states and municipalities
Available-for-sale securities, Amortized cost
Due in one year or less	$ 148
Due after one year through five years	701
Due after five years through 10 years	2,501
Due after 10 years	34,109
Amortized cost	37,459	30,490
Available-for-sale securities, Fair value
Due in one year or less	149
Due after one year through five years	716
Due after five years through 10 years	2,597
Due after 10 years	35,868
Fair value	$ 39,330	32,338
Available-for-sale securities, Average yield
Due in one year or less	1.94%
Due after one year through five years	3.39%
Due after five years through 10 years	4.98%
Due after 10 years	4.91%
Average yield	4.87%
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	4,838
Amortized cost	4,838	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	4,914
Fair value	$ 4,914	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	4.12%
Average yield	4.12%
Certificates of deposit
Available-for-sale securities, Amortized cost
Due in one year or less	$ 75
Due after one year through five years	0
Due after five years through 10 years	0
Due after 10 years	0
Amortized cost	75	59
Available-for-sale securities, Fair value
Due in one year or less	75
Due after one year through five years	0
Due after five years through 10 years	0
Due after 10 years	0
Fair value	$ 75	59
Available-for-sale securities, Average yield
Due in one year or less	0.49%
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	0.49%
Non-U.S. government debt securities
Available-for-sale securities, Amortized cost
Due in one year or less	$ 4,745
Due after one year through five years	14,565
Due after five years through 10 years	5,997
Due after 10 years	0
Amortized cost	25,307	26,900
Available-for-sale securities, Fair value
Due in one year or less	4,745
Due after one year through five years	14,782
Due after five years through 10 years	6,159
Due after 10 years	0
Fair value	$ 25,686	27,294
Available-for-sale securities, Average yield
Due in one year or less	3.27%
Due after one year through five years	1.61%
Due after five years through 10 years	1.37%
Due after 10 years	0.00%
Average yield	1.86%
Corporate debt securities
Available-for-sale securities, Amortized cost
Due in one year or less	$ 70
Due after one year through five years	968
Due after five years through 10 years	901
Due after 10 years	139
Amortized cost	2,078	2,657
Available-for-sale securities, Fair value
Due in one year or less	70
Due after one year through five years	989
Due after five years through 10 years	929
Due after 10 years	145
Fair value	$ 2,133	$ 2,757
Available-for-sale securities, Average yield
Due in one year or less	3.98%
Due after one year through five years	4.34%
Due after five years through 10 years	4.52%
Due after 10 years	3.45%
Average yield	4.34%
Asset-backed securities
Available-for-sale securities, Amortized cost
Due in one year or less	$ 0
Due after one year through five years	4,295
Due after five years through 10 years	7,785
Due after 10 years	17,884
Amortized cost	29,964
Available-for-sale securities, Fair value
Due in one year or less	0
Due after one year through five years	4,271
Due after five years through 10 years	7,790
Due after 10 years	17,951
Fair value	$ 30,012
Available-for-sale securities, Average yield
Due in one year or less	0.00%
Due after one year through five years	2.61%
Due after five years through 10 years	3.25%
Due after 10 years	2.98%
Average yield	3.00%

Securities Financing Activiti95

Securities Financing Activities - Gross and Net Amounts of Securities Financing Agreements (Details) - USD ($)	Jun. 30, 2018	Dec. 31, 2017
Assets
Securities purchased under resale agreements, Gross amounts	$ 541,760,000,000	$ 448,608,000,000
Securities purchased under resale agreements, Amounts netted on the Consolidated balance sheets	(315,405,000,000)	(250,505,000,000)
Securities purchased under resale agreements, Amounts presented on the Consolidated balance sheets	226,355,000,000	198,103,000,000
Securities purchased under resale agreements, Amounts not nettable on the Consolidated balance sheets	(217,139,000,000)	(188,502,000,000)
Securities purchased under resale agreements, Net amounts	9,216,000,000	9,601,000,000
Securities borrowed, Gross amounts	127,331,000,000	113,926,000,000
Securities borrowed, Amounts netted on the Consolidated balance sheets	(19,085,000,000)	(8,814,000,000)
Securities borrowed, Amounts presented on the Consolidated balance sheets	108,246,000,000	105,112,000,000
Securities borrowed, Amounts not nettable on the Consolidated balance sheets	(75,197,000,000)	(76,805,000,000)
Securities borrowed, Net amounts	33,049,000,000	28,307,000,000
Liabilities
Securities sold under repurchase agreements, Gross amounts	480,097,000,000	398,218,000,000
Securities sold under repurchase agreements, Amounts netted on the Consolidated balance sheets	(315,405,000,000)	(250,505,000,000)
Securities sold under repurchase agreements, Amounts presented on the Consolidated balance sheets	164,692,000,000	147,713,000,000
Securities sold under repurchase agreements, Amounts not nettable on the Consolidated balance sheets	(149,808,000,000)	(129,178,000,000)
Securities sold under repurchase agreements, Net amounts	14,884,000,000	18,535,000,000
Securities loaned and other, Gross amounts	35,520,000,000	27,228,000,000
Securities loaned and other, Amounts netted on the Consolidated balance sheets	(19,085,000,000)	(8,814,000,000)
Securities loaned and other, Amounts presented on the Consolidated balance sheets	16,435,000,000	18,414,000,000
Securities loaned and other, Amounts not nettable on the Consolidated balance sheets	(16,015,000,000)	(18,151,000,000)
Securities loaned and other, Net amounts	420,000,000	263,000,000
Securities purchased under resale agreements where an appropriate legal opinion has not been either sought or obtained, Gross asset balance	5,200,000,000	7,500,000,000
Securities borrowed where an appropriate legal opinion has not been either sought or obtained	30,000,000,000	25,500,000,000
Securities sold under agreements to repurchase	13,400,000,000	16,500,000,000
Securities loaned and other	50,000,000	29,000,000
Securities-for-securities
Liabilities
Securities loaned and other, Amounts presented on the Consolidated balance sheets	6,600,000,000	9,200,000,000
Securities financing agreements accounted for at fair value
Assets
Securities purchased under resale agreements, Amounts presented on the Consolidated balance sheets	12,800,000,000	14,700,000,000
Liabilities
Securities sold under repurchase agreements, Amounts presented on the Consolidated balance sheets	866,000,000	697,000,000
Securities borrowed, fair value	4,100,000,000	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 Activiti96

Securities Financing Activities - Types of Financial Assets Pledged and Remaining Maturity (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	$ 480,097	$ 398,218
Securities loaned and other	35,520	27,228
Lending transactions	16,435	18,414
Securities-for-securities
Securities Financing Transaction [Line Items]
Lending transactions	6,600	9,200
Overnight and continuous
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	190,179	166,425
Securities loaned and other	28,747	22,876
Up to 30 days
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	176,526	156,434
Securities loaned and other	869	375
30 – 90 days
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	53,653	41,611
Securities loaned and other	3,324	2,328
Greater than 90 days
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	59,739	33,748
Securities loaned and other	2,580	1,649
Mortgage-backed securities, U.S. government agencies
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	19,277	13,100
Securities loaned and other	0	0
Mortgage-backed securities, Residential - nonagency
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	2,337	2,972
Securities loaned and other	0	0
Mortgage-backed securities, Commercial - nonagency
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	1,415	1,594
Securities loaned and other	0	0
U.S. Treasury and government agencies
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	226,381	177,581
Securities loaned and other	250	14
Obligations of U.S. states and municipalities
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	405	1,557
Securities loaned and other	0	0
Non-U.S. government debt
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	197,813	170,196
Securities loaned and other	1,481	2,485
Corporate debt securities
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	14,390	14,231
Securities loaned and other	194	287
Asset-backed securities
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	3,320	3,508
Securities loaned and other	0	0
Equity securities
Securities Financing Transaction [Line Items]
Securities sold under repurchase agreements	14,759	13,479
Securities loaned and other	$ 33,595	$ 24,442

Securities Financing Activiti97

Securities Financing Activities - Transfers Not Qualifying for Sale Accounting (Details) - USD ($) $ in Billions	Jun. 30, 2018	Dec. 31, 2017
Securities Financing Transactions Disclosures [Abstract]
Transfers not qualifying for sale accounting	$ 1.4	$ 1.5

Loans - By Portfolio Segment (D

Loans - By Portfolio Segment (Details) $ in Millions	6 Months Ended
	Jun. 30, 2018USD ($)loan_segment	Dec. 31, 2017USD ($)	Jun. 30, 2017USD ($)
Receivables [Abstract]
Number of portfolio segments | loan_segment	3
Loan balances by portfolio segment:
Retained loans	$ 940,440	$ 924,838	$ 899,576
Held-for-sale	4,898	3,351
At fair value	3,076	2,508
Total	948,414	930,697
Consumer, excluding credit card
Loan balances by portfolio segment:
Retained loans	374,587	372,553	365,115
Held-for-sale	110	128
At fair value	0	0
Total	374,697	372,681
Credit card
Loan balances by portfolio segment:
Retained loans	145,221	149,387
Held-for-sale	34	124
At fair value	0	0
Total	145,255	149,511
Wholesale
Loan balances by portfolio segment:
Retained loans	420,632	402,898	$ 394,426
Held-for-sale	4,754	3,099
At fair value	3,076	2,508
Total	$ 428,462	$ 408,505

Loans - Purchased, Sold and Rec

Loans - Purchased, Sold and Reclassified to Held-for-Sale (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Accounts, Notes, Loans and Financing Receivable [Line Items]
Purchases	$ 1,064	$ 1,220	$ 3,233	$ 2,444
Sales	7,334	3,140	11,504	6,177
Retained loans reclassified to held-for-sale	392	338	1,296	7,108
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Purchases	532	626	1,603	1,566
Sales	2,391	763	2,872	1,353
Retained loans reclassified to held-for-sale	0	31	36	6,340
Excluded retained loans purchased from correspondents that were originated in accordance with the Firm's underwriting standards	5,300	5,900	8,900	11,300
Credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Purchases	0	0	0	0
Sales	0	0	0	0
Retained loans reclassified to held-for-sale	0	0	0	0
Wholesale
Accounts, Notes, Loans and Financing Receivable [Line Items]
Purchases	532	594	1,630	878
Sales	4,943	2,377	8,632	4,824
Retained loans reclassified to held-for-sale	$ 392	$ 307	$ 1,260	$ 768

Loans - Consumer, Excluding Cre

Loans - Consumer, Excluding Credit Card Loan Portfolio (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017	Jun. 30, 2017
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 940,440	$ 924,838	$ 899,576
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	374,587	372,553	$ 365,115
Consumer, excluding credit card | Residential mortgage
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	225,864	216,496
Consumer, excluding credit card | Residential mortgage | Residential real estate – PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	26,977	30,576
Consumer, excluding credit card | Home equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	30,460	33,450
Consumer, excluding credit card | Home equity | Residential real estate – PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	9,849	10,799
Consumer, excluding credit card | Auto
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	65,014	66,242
Consumer, excluding credit card | Consumer & Business Banking
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	26,272	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	5,437	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	2,249	2,609
Consumer, excluding credit card | Option ARMs | Residential real estate – PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 9,442	$ 10,689

Loans - Consumer, Excluding 101

Loans - Consumer, Excluding Credit Card Loan Portfolio, Residential Real Estate, Excluding PCI Loans (Details) - USD ($)	Jun. 30, 2018	Dec. 31, 2017	Jun. 30, 2017
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 940,440,000,000	$ 924,838,000,000	$ 899,576,000,000
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	374,587,000,000	372,553,000,000	$ 365,115,000,000
90 or more days past due and government guaranteed	0	0
Consumer, excluding credit card | Total residential real estate – excluding PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 256,324,000,000	$ 249,946,000,000
% of 30 plus days past due to total retained loans	0.79%	1.09%
Nonaccrual loans	$ 3,582,000,000	$ 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	78,235,000,000	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	34,780,000,000	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	17,267,000,000	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	15,325,000,000	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	11,865,000,000	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	9,073,000,000	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	8,573,000,000	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	8,386,000,000	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	6,623,000,000	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	5,670,000,000	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	60,527,000,000	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	8,079,000,000	8,495,000,000
90 or more days past due and government guaranteed	3,179,000,000	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	8,100,000,000	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	2,707,000,000	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	33,000,000	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	18,000,000	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	189,000,000	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	112,000,000	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	4,503,000,000	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	708,000,000	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	229,766,000,000	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	10,209,000,000	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	249,399,000,000	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	3,200,000,000	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	3,405,000,000	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	2,300,000,000	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	3,520,000,000	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	2,600,000,000	2,900,000,000
Consumer, excluding credit card | Total residential real estate – excluding PCI | 30 or more days past due | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	4,900,000,000	6,100,000,000
Consumer, excluding credit card | Total residential real estate – excluding PCI | 90 or more days past due | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Nonaccrual loans	1,300,000,000	1,500,000,000
Consumer, excluding credit card | Residential mortgage
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 225,864,000,000	$ 216,496,000,000
% of 30 plus days past due to total retained loans	0.54%	0.77%
Nonaccrual loans	$ 2,101,000,000	$ 2,175,000,000
Consumer, excluding credit card | Residential mortgage | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	72,207,000,000	68,855,000,000
Consumer, excluding credit card | Residential mortgage | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	28,523,000,000	27,473,000,000
Consumer, excluding credit card | Residential mortgage | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	14,977,000,000	14,501,000,000
Consumer, excluding credit card | Residential mortgage | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	13,430,000,000	12,508,000,000
Consumer, excluding credit card | Residential mortgage | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	10,196,000,000	9,598,000,000
Consumer, excluding credit card | Residential mortgage | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	7,305,000,000	7,142,000,000
Consumer, excluding credit card | Residential mortgage | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	7,635,000,000	6,962,000,000
Consumer, excluding credit card | Residential mortgage | Colorado
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	7,834,000,000	7,335,000,000
Consumer, excluding credit card | Residential mortgage | Massachusetts
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	6,360,000,000	6,323,000,000
Consumer, excluding credit card | Residential mortgage | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	4,397,000,000	4,109,000,000
Consumer, excluding credit card | Residential mortgage | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	53,000,000,000	51,690,000,000
Consumer, excluding credit card | Residential mortgage | U.S. government-guaranteed
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	8,079,000,000	8,495,000,000
90 or more days past due and government guaranteed	3,179,000,000	4,172,000,000
Consumer, excluding credit card | Residential mortgage | No FICO/LTV available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,255,000,000	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	26,000,000	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	16,000,000	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	24,000,000	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	61,000,000	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	3,323,000,000	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	316,000,000	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	206,159,000,000	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	6,605,000,000	6,952,000,000
Consumer, excluding credit card | Residential mortgage | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	219,735,000,000	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	2,948,000,000	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	3,181,000,000	3,549,000,000
Consumer, excluding credit card | Residential mortgage | 90 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	0	0
Consumer, excluding credit card | Home equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 30,460,000,000	$ 33,450,000,000
% of 30 plus days past due to total retained loans	2.61%	3.17%
Nonaccrual loans	$ 1,481,000,000	$ 1,610,000,000
Consumer, excluding credit card | Home equity | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	6,028,000,000	6,582,000,000
Consumer, excluding credit card | Home equity | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	6,257,000,000	6,866,000,000
Consumer, excluding credit card | Home equity | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,290,000,000	2,521,000,000
Consumer, excluding credit card | Home equity | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,895,000,000	2,021,000,000
Consumer, excluding credit card | Home equity | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,669,000,000	1,847,000,000
Consumer, excluding credit card | Home equity | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,768,000,000	1,957,000,000
Consumer, excluding credit card | Home equity | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	938,000,000	1,026,000,000
Consumer, excluding credit card | Home equity | Colorado
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	552,000,000	632,000,000
Consumer, excluding credit card | Home equity | Massachusetts
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	263,000,000	295,000,000
Consumer, excluding credit card | Home equity | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,273,000,000	1,439,000,000
Consumer, excluding credit card | Home equity | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	7,527,000,000	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 government guaranteed	0	0
Consumer, excluding credit card | Home equity | No FICO/LTV available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,452,000,000	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	165,000,000	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	51,000,000	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	1,180,000,000	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	392,000,000	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	23,607,000,000	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	3,604,000,000	3,850,000,000
Consumer, excluding credit card | Home equity | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	29,664,000,000	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	457,000,000	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	$ 339,000,000	$ 388,000,000

Loans - Consumer, Excluding 102

Loans - Consumer, Excluding Credit Card Loan Portfolio, Delinquency Statistics Junior Lien Home Equity Loans (Details) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2018	Dec. 31, 2017	Jun. 30, 2017
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 940,440	$ 924,838	$ 899,576
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	374,587	372,553	$ 365,115
Consumer, excluding credit card | Total
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 30,460	$ 33,450
Total 30 plus day delinquency rate	2.61%	3.17%
Consumer, excluding credit card | Total | Junior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 19,276	$ 21,266
Total 30 plus day delinquency rate	2.03%	2.64%
Consumer, excluding credit card | HELOANs | Junior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 1,190	$ 1,371
Total 30 plus day delinquency rate	2.77%	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 | Senior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Percentage of senior liens to total financing receivables	37.00%
Consumer, excluding credit card | HELOCs, Within the revolving period | HELOCs | Junior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 5,455	$ 6,363
Total 30 plus day delinquency rate	0.26%	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	$ 12,631	$ 13,532
Total 30 plus day delinquency rate	2.72%	3.56%

Loans - Consumer, Excluding 103

Loans - Consumer, Excluding Credit Card Loan Portfolio, Impaired Loans (Details) - Consumer, excluding credit card $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018USD ($)	Jun. 30, 2017USD ($)	Jun. 30, 2018USD ($)payment	Jun. 30, 2017USD ($)	Dec. 31, 2017USD ($)
Impaired loans
Loans modified subsequent to repurchase from Ginnie Mae	$ 4,300		$ 4,300		$ 3,800
TDRs less than 90 days past due	2,200		2,200		2,200
Total residential real estate – excluding PCI
Impaired loans
With an allowance	5,027		5,027		5,643
Without an allowance	2,089		2,089		2,095
Total impaired loans	7,116		7,116		7,738
Allowance for loan losses related to impaired loans	156		156		173
Unpaid principal balance of impaired loans	10,474		10,474		11,442
Impaired loans on nonaccrual status	2,771		2,771		2,775
Average impaired loans	7,341	$ 8,106	7,536	$ 8,166
Interest income on impaired loans	99	98	201	202
Interest income on impaired loans on a cash basis	41	32	$ 81	71
Number of payments under modified terms to recognize interest on cash basis | payment			6
Residential mortgage
Impaired loans
With an allowance	3,816		$ 3,816		4,407
Without an allowance	1,208		1,208		1,213
Total impaired loans	5,024		5,024		5,620
Allowance for loan losses related to impaired loans	94		94		62
Unpaid principal balance of impaired loans	6,870		6,870		7,741
Impaired loans on nonaccrual status	1,730		1,730		1,743
Average impaired loans	5,254	5,865	5,431	5,921
Interest income on impaired loans	66	68	136	141
Interest income on impaired loans on a cash basis	20	14	$ 39	33
Residential mortgage | Permanent Modification
Impaired loans
Rate of default for modified loans, estimated weighted average			13.00%
Home equity
Impaired loans
With an allowance	1,211		$ 1,211		1,236
Without an allowance	881		881		882
Total impaired loans	2,092		2,092		2,118
Allowance for loan losses related to impaired loans	62		62		111
Unpaid principal balance of impaired loans	3,604		3,604		3,701
Impaired loans on nonaccrual status	1,041		1,041		$ 1,032
Average impaired loans	2,087	2,241	2,105	2,245
Interest income on impaired loans	33	30	65	61
Interest income on impaired loans on a cash basis	$ 21	$ 18	$ 42	$ 38
Home equity | Permanent Modification
Impaired loans
Rate of default for modified loans, estimated weighted average			9.00%

Loans - Consumer, Excluding 104

Loans - Consumer, Excluding Credit Card Loan Portfolio, Loan Modifications, New TDRs (Details) - Consumer, excluding credit card - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Total residential real estate – excluding PCI
Financing Receivable, Impaired [Line Items]
New TDRs	$ 183	$ 165	$ 433	$ 318
Residential mortgage
Financing Receivable, Impaired [Line Items]
New TDRs	100	96	247	168
Home equity
Financing Receivable, Impaired [Line Items]
New TDRs	$ 83	$ 69	$ 186	$ 150

Loans - Consumer, Excluding 105

Loans - Consumer, Excluding Credit Card Loan Portfolio, Loan Modifications, Nature and Extent of Modifications (Details) - Consumer, excluding credit card - loan	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 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	1,826	955	2,585	2,154
Total residential real estate – excluding PCI | Permanent Modification
Financing Receivable, Impaired [Line Items]
Number of loans modified	1,954	2,242	4,721	4,242
Total residential real estate – excluding PCI | Interest rate reduction
Financing Receivable, Impaired [Line Items]
Concession granted	48.00%	62.00%	42.00%	72.00%
Total residential real estate – excluding PCI | Term or payment extension
Financing Receivable, Impaired [Line Items]
Concession granted	55.00%	79.00%	48.00%	84.00%
Total residential real estate – excluding PCI | Principal and/or interest deferred
Financing Receivable, Impaired [Line Items]
Concession granted	35.00%	13.00%	36.00%	14.00%
Total residential real estate – excluding PCI | Principal forgiveness
Financing Receivable, Impaired [Line Items]
Concession granted	9.00%	12.00%	7.00%	12.00%
Total residential real estate – excluding PCI | Other
Financing Receivable, Impaired [Line Items]
Concession granted	48.00%	18.00%	53.00%	18.00%
Residential mortgage | Trial Modification
Financing Receivable, Impaired [Line Items]
Number of loans modified	977	390	1,276	846
Residential mortgage | Permanent Modification
Financing Receivable, Impaired [Line Items]
Number of loans modified	686	659	1,655	1,442
Residential mortgage | Interest rate reduction
Financing Receivable, Impaired [Line Items]
Concession granted	37.00%	69.00%	27.00%	76.00%
Residential mortgage | Term or payment extension
Financing Receivable, Impaired [Line Items]
Concession granted	46.00%	82.00%	35.00%	86.00%
Residential mortgage | Principal and/or interest deferred
Financing Receivable, Impaired [Line Items]
Concession granted	50.00%	20.00%	54.00%	14.00%
Residential mortgage | Principal forgiveness
Financing Receivable, Impaired [Line Items]
Concession granted	8.00%	18.00%	7.00%	19.00%
Residential mortgage | Other
Financing Receivable, Impaired [Line Items]
Concession granted	32.00%	23.00%	42.00%	27.00%
Home equity | Trial Modification
Financing Receivable, Impaired [Line Items]
Number of loans modified	849	565	1,309	1,308
Home equity | Permanent Modification
Financing Receivable, Impaired [Line Items]
Number of loans modified	1,268	1,583	3,066	2,800
Home equity | Interest rate reduction
Financing Receivable, Impaired [Line Items]
Concession granted	53.00%	59.00%	51.00%	71.00%
Home equity | Term or payment extension
Financing Receivable, Impaired [Line Items]
Concession granted	59.00%	78.00%	54.00%	84.00%
Home equity | Principal and/or interest deferred
Financing Receivable, Impaired [Line Items]
Concession granted	27.00%	9.00%	26.00%	13.00%
Home equity | Principal forgiveness
Financing Receivable, Impaired [Line Items]
Concession granted	10.00%	9.00%	7.00%	9.00%
Home equity | Other
Financing Receivable, Impaired [Line Items]
Concession granted	57.00%	15.00%	58.00%	13.00%

Loans - Consumer, Excluding 106

Loans - Consumer, Excluding Credit Card Loan Portfolio, Financial Effects of Modifications and Redefaults (Details) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018USD ($)	Jun. 30, 2017USD ($)	Jun. 30, 2018USD ($)loan_payment	Jun. 30, 2017USD ($)	Dec. 31, 2017USD ($)
Financing Receivable, Impaired [Line Items]
Number of years before payment default under a modified loan			1 year
Carrying value	$ 940,440	$ 899,576	$ 940,440	$ 899,576	$ 924,838
Consumer, excluding credit card
Financing Receivable, Impaired [Line Items]
Carrying value	374,587	$ 365,115	374,587	$ 365,115	372,553
Consumer, excluding credit card | In Process of Active or Suspended Foreclosure
Financing Receivable, Impaired [Line Items]
Carrying value	763		$ 763		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	$ 256,324		$ 256,324		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	5.10%	5.09%	5.11%	5.06%
Weighted-average interest rate of loans with interest rate reductions – after TDR	3.24%	2.79%	3.21%	2.74%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	23 years	25 years	22 years	24 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	38 years	38 years	38 years	38 years
Charge-offs recognized upon permanent modification	$ 0	$ 0	$ 1	$ 2
Principal deferred	7	6	15	14
Principal forgiven	5	9	10	16
Balance of loans that redefaulted within one year of permanent modification	44	$ 42	78	$ 79
Consumer, excluding credit card | Residential mortgage
Financing Receivable, Impaired [Line Items]
Carrying value	$ 225,864		$ 225,864		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	4.97%	5.13%	5.03%	5.25%
Weighted-average interest rate of loans with interest rate reductions – after TDR	3.15%	3.12%	3.28%	3.00%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	25 years	23 years	25 years	24 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	37 years	37 years	37 years	38 years
Charge-offs recognized upon permanent modification	$ 0	$ 0	$ 0	$ 1
Principal deferred	4	4	10	7
Principal forgiven	3	6	6	11
Balance of loans that redefaulted within one year of permanent modification	25	$ 30	$ 45	$ 58
Modifications, weighted-average remaining life			9 years
Consumer, excluding credit card | Home equity
Financing Receivable, Impaired [Line Items]
Carrying value	$ 30,460		$ 30,460		$ 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	5.21%	5.04%	5.16%	4.82%
Weighted-average interest rate of loans with interest rate reductions – after TDR	3.31%	2.39%	3.16%	2.42%
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – before TDR	18 years	26 years	19 years	23 years
Weighted-average remaining contractual term (in years) of loans with term or payment extensions – after TDR	37 years	38 years	39 years	39 years
Charge-offs recognized upon permanent modification	$ 0	$ 0	$ 1	$ 1
Principal deferred	3	2	5	7
Principal forgiven	2	3	4	5
Balance of loans that redefaulted within one year of permanent modification	$ 19	$ 12	$ 33	$ 21
Modifications, weighted-average remaining life			8 years

Loans - Consumer, Excluding 107

Loans - Consumer, Excluding Credit Card Loan Portfolio, Other Consumer Loans (Details) - USD ($)	Jun. 30, 2018	Dec. 31, 2017	Jun. 30, 2017
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 940,440,000,000	$ 924,838,000,000	$ 899,576,000,000
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	374,587,000,000	372,553,000,000	$ 365,115,000,000
90 or more days past due and still accruing	0	0
Consumer, excluding credit card | Auto
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 65,014,000,000	$ 66,242,000,000
% of 30 plus days past due to total retained loans	0.77%	0.89%
Nonaccrual loans	$ 124,000,000	$ 141,000,000
Consumer, excluding credit card | Auto | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	15,150,000,000	15,604,000,000
Consumer, excluding credit card | Auto | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	261,000,000	93,000,000
Consumer, excluding credit card | Auto | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	7,000,000	9,000,000
Consumer, excluding credit card | Auto | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	8,512,000,000	8,445,000,000
Consumer, excluding credit card | Auto | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	6,675,000,000	7,013,000,000
Consumer, excluding credit card | Auto | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,901,000,000	4,023,000,000
Consumer, excluding credit card | Auto | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,793,000,000	3,916,000,000
Consumer, excluding credit card | Auto | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,389,000,000	3,350,000,000
Consumer, excluding credit card | Auto | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,103,000,000	2,221,000,000
Consumer, excluding credit card | Auto | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,044,000,000	2,105,000,000
Consumer, excluding credit card | Auto | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,417,000,000	1,418,000,000
Consumer, excluding credit card | Auto | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,978,000,000	2,044,000,000
Consumer, excluding credit card | Auto | Louisiana
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,602,000,000	1,656,000,000
Consumer, excluding credit card | Auto | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	29,600,000,000	30,051,000,000
Consumer, excluding credit card | Auto | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	64,516,000,000	65,651,000,000
Consumer, excluding credit card | Auto | 30–119 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	487,000,000	584,000,000
Consumer, excluding credit card | Auto | 120 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	11,000,000	7,000,000
Consumer, excluding credit card | Consumer and Business Banking
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 26,272,000,000	$ 25,789,000,000
% of 30 plus days past due to total retained loans	1.17%	1.30%
Nonaccrual loans	$ 273,000,000	$ 283,000,000
Consumer, excluding credit card | Consumer and Business Banking | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	18,387,000,000	17,938,000,000
Consumer, excluding credit card | Consumer and Business Banking | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	759,000,000	791,000,000
Consumer, excluding credit card | Consumer and Business Banking | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	204,000,000	213,000,000
Consumer, excluding credit card | Consumer and Business Banking | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	5,299,000,000	5,032,000,000
Consumer, excluding credit card | Consumer and Business Banking | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,014,000,000	2,916,000,000
Consumer, excluding credit card | Consumer and Business Banking | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	4,222,000,000	4,195,000,000
Consumer, excluding credit card | Consumer and Business Banking | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,066,000,000	2,017,000,000
Consumer, excluding credit card | Consumer and Business Banking | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,428,000,000	1,424,000,000
Consumer, excluding credit card | Consumer and Business Banking | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,422,000,000	1,383,000,000
Consumer, excluding credit card | Consumer and Business Banking | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,356,000,000	1,380,000,000
Consumer, excluding credit card | Consumer and Business Banking | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,304,000,000	1,357,000,000
Consumer, excluding credit card | Consumer and Business Banking | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	738,000,000	721,000,000
Consumer, excluding credit card | Consumer and Business Banking | Louisiana
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	885,000,000	849,000,000
Consumer, excluding credit card | Consumer and Business Banking | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	4,538,000,000	4,515,000,000
Consumer, excluding credit card | Consumer and Business Banking | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	25,964,000,000	25,454,000,000
Consumer, excluding credit card | Consumer and Business Banking | 30–119 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	197,000,000	213,000,000
Consumer, excluding credit card | Consumer and Business Banking | 120 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	111,000,000	122,000,000
Consumer, excluding credit card | Total other consumer
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 91,286,000,000	$ 92,031,000,000
% of 30 plus days past due to total retained loans	0.88%	1.01%
Nonaccrual loans	$ 397,000,000	$ 424,000,000
Consumer, excluding credit card | Total other consumer | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	33,537,000,000	33,542,000,000
Consumer, excluding credit card | Total other consumer | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,020,000,000	884,000,000
Consumer, excluding credit card | Total other consumer | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	211,000,000	222,000,000
Consumer, excluding credit card | Total other consumer | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	13,811,000,000	13,477,000,000
Consumer, excluding credit card | Total other consumer | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	9,689,000,000	9,929,000,000
Consumer, excluding credit card | Total other consumer | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	8,123,000,000	8,218,000,000
Consumer, excluding credit card | Total other consumer | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	5,859,000,000	5,933,000,000
Consumer, excluding credit card | Total other consumer | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	4,817,000,000	4,774,000,000
Consumer, excluding credit card | Total other consumer | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,525,000,000	3,604,000,000
Consumer, excluding credit card | Total other consumer | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,400,000,000	3,485,000,000
Consumer, excluding credit card | Total other consumer | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,721,000,000	2,775,000,000
Consumer, excluding credit card | Total other consumer | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,716,000,000	2,765,000,000
Consumer, excluding credit card | Total other consumer | Louisiana
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,487,000,000	2,505,000,000
Consumer, excluding credit card | Total other consumer | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	34,138,000,000	34,566,000,000
Consumer, excluding credit card | Total other consumer | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	90,480,000,000	91,105,000,000
Consumer, excluding credit card | Total other consumer | 30–119 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	684,000,000	797,000,000
Consumer, excluding credit card | Total other consumer | 120 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 122,000,000	$ 129,000,000

Loans - Consumer, Excluding 108

Loans - Consumer, Excluding Credit Card Loan Portfolio, Other Consumer Impaired Loans and Loan Modifications (Details) - Consumer, excluding credit card - Other consumer - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017	Dec. 31, 2017
Financing Receivable, Impaired [Line Items]
With an allowance	$ 245		$ 245		$ 272
Without an allowance	26		26		26
Total impaired loans	271		271		298
Allowance for loan losses related to impaired loans	70		70		73
Unpaid principal balance of impaired loans	373		373		402
Impaired loans on nonaccrual status	246		246		268
Average impaired loans	277	$ 381	287	$ 501
Loans modified in TDRs	91		91		102
TDRs on nonaccrual status	$ 66		$ 66		$ 72

Loans - Consumer, Excluding 109

Loans - Consumer, Excluding Credit Card Loan Portfolio, PCI Loans (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017	Jun. 30, 2017
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	$ 940,440	$ 924,838	$ 899,576
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	374,587	372,553	$ 365,115
Consumer, excluding credit card | Total PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	225,864	216,496
Unpaid principal balance of impaired loans	6,870	7,741
Consumer, excluding credit card | Total PCI | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	72,207	68,855
Consumer, excluding credit card | Total PCI | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	10,196	9,598
Consumer, excluding credit card | Total PCI | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	28,523	27,473
Consumer, excluding credit card | Total PCI | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	7,635	6,962
Consumer, excluding credit card | Total PCI | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	14,977	14,501
Consumer, excluding credit card | Total PCI | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	7,305	7,142
Consumer, excluding credit card | Total PCI | Massachusetts
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	6,360	6,323
Consumer, excluding credit card | Total PCI | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	4,397	4,109
Consumer, excluding credit card | Total PCI | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	53,000	51,690
Consumer, excluding credit card | Total PCI | No FICO/LTV available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	1,255	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	26	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	16	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	24	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	61	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	3,323	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	316	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	206,159	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	6,605	6,952
Consumer, excluding credit card | Total PCI | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	219,735	208,713
Consumer, excluding credit card | Total PCI | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	2,948	4,234
Consumer, excluding credit card | Total PCI | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	3,181	3,549
Consumer, excluding credit card | Home equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	30,460	33,450
Unpaid principal balance of impaired loans	3,604	3,701
Consumer, excluding credit card | Home equity | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	6,028	6,582
Consumer, excluding credit card | Home equity | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	1,669	1,847
Consumer, excluding credit card | Home equity | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	6,257	6,866
Consumer, excluding credit card | Home equity | Washington
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	938	1,026
Consumer, excluding credit card | Home equity | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	2,290	2,521
Consumer, excluding credit card | Home equity | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	1,768	1,957
Consumer, excluding credit card | Home equity | Massachusetts
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	263	295
Consumer, excluding credit card | Home equity | Arizona
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	1,273	1,439
Consumer, excluding credit card | Home equity | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	7,527	8,264
Consumer, excluding credit card | Home equity | No FICO/LTV available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	1,452	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	165	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	51	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	1,180	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	392	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	23,607	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	3,604	3,850
Consumer, excluding credit card | Home equity | Current
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	29,664	32,391
Consumer, excluding credit card | Home equity | 30–149 days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	457	671
Consumer, excluding credit card | Home equity | 150 or more days past due
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	339	388
Consumer, excluding credit card | Residential real estate – PCI | Total PCI
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	26,977	30,576
Unpaid principal balance of impaired loans	$ 27,807	$ 31,617
% of 30 days past due to total loans	9.40%	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	$ 15,096	$ 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	2,485	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	1,812	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	835	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	791	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	772	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	566	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	474	550
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	460	525
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	447	520
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	4,069	4,620
Consumer, excluding credit card | Residential real estate – PCI | Total PCI | No FICO/LTV available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	1,361	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	29	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	47	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	225	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	209	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	1,295	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	1,027	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	15,303	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	8,311	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	25,193	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	1,260	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	1,354	1,584
Consumer, excluding credit card | Residential real estate – PCI | Home equity
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	9,849	10,799
Unpaid principal balance of impaired loans	$ 10,023	$ 11,020
% of 30 days past due to total loans	5.57%	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	$ 5,954	$ 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	1,053	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	563	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	471	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	252	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	225	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	71	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	53	57
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	184	203
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	59	66
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	1,138	1,269
Consumer, excluding credit card | Residential real estate – PCI | Home equity | No FICO/LTV available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	523	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	22	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	14	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	176	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	86	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	928	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	419	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	5,844	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	2,011	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	9,465	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	248	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	310	392
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Prime mortgage
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	5,437	6,479
Unpaid principal balance of impaired loans	$ 5,460	$ 6,502
% of 30 days past due to total loans	10.38%	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	$ 3,048	$ 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	374	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	396	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	112	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	176	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	157	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	133	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	109	129
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	87	106
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	100	123
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	768	881
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Prime mortgage | No FICO/LTV available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	288	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	2	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	10	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	26	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	119	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	154	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	3,022	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	1,827	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	4,893	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	271	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	296	327
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Subprime mortgage
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	2,249	2,609
Unpaid principal balance of impaired loans	$ 2,784	$ 3,197
% of 30 days past due to total loans	16.45%	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	$ 679	$ 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	264	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	292	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	51	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	142	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	97	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	84	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	113	132
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	52	60
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	43	51
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	967	1,101
Consumer, excluding credit card | Residential real estate – PCI | Mortgage | Subprime mortgage | No FICO/LTV available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	134	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	1	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	13	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	10	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	42	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	80	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	213	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	824	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	1,467	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	2,326	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	295	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	163	176
Consumer, excluding credit card | Residential real estate – PCI | Option ARMs
Accounts, Notes, Loans and Financing Receivable [Line Items]
Carrying value	9,442	10,689
Unpaid principal balance of impaired loans	$ 9,540	$ 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	$ 5,415	$ 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	794	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	561	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	201	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	221	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	293	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	278	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	199	232
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	137	156
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	245	280
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	1,196	1,369
Consumer, excluding credit card | Residential real estate – PCI | Option ARMs | No FICO/LTV available
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unpaid principal balance of impaired loans	416	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	4	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	29	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	55	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	168	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	241	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	5,613	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	3,006	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	8,509	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	446	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	$ 585	$ 689

Loans - Consumer, Excluding 110

Loans - Consumer, Excluding Credit Card Loan Portfolio, PCI Delinquency Statistics (Details) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2018	Dec. 31, 2017	Jun. 30, 2017
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 940,440	$ 924,838	$ 899,576
Consumer, excluding credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	374,587	372,553	$ 365,115
Consumer, excluding credit card | Total
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 30,460	$ 33,450
Total 30 day delinquency rate	2.61%	3.17%
Consumer, excluding credit card | Total | Junior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 19,276	$ 21,266
Total 30 day delinquency rate	2.03%	2.64%
Consumer, excluding credit card | HELOANs | Junior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 1,190	$ 1,371
Total 30 day delinquency rate	2.77%	3.50%
Consumer, excluding credit card | Residential real estate – PCI | Total
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 9,849	$ 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	$ 7,497	$ 8,286
Total 30 day delinquency rate	3.73%	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	$ 7	$ 51
Total 30 day delinquency rate	0.00%	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	$ 7,175	$ 7,875
Total 30 day delinquency rate	3.74%	4.63%
Consumer, excluding credit card | Residential real estate – PCI | HELOANs | Junior lien
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 315	$ 360
Total 30 day delinquency rate	3.81%	5.28%

Loans - Consumer, Excluding 111

Loans - Consumer, Excluding Credit Card Loan Portfolio, PCI Accretable Yield Activity (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017	Dec. 31, 2017
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Loans	$ 940,440	$ 899,576	$ 940,440	$ 899,576	$ 924,838
Consumer, excluding credit card
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Loans	374,587	365,115	374,587	365,115	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	763		763		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	225,864		225,864		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	10,250	13,122	11,159	11,768
Accretion into interest income	(327)	(357)	(655)	(716)
Changes in interest rates on variable-rate loans	(548)	51	(268)	167
Other changes in expected cash flows	(653)	(177)	(1,514)	1,420
Ending balance	$ 8,722	$ 12,639	$ 8,722	$ 12,639
Accretable yield percentage	4.93%	4.55%	4.86%	4.45%
Loans	$ 26,977		$ 26,977		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	$ 1,200		$ 1,200		$ 1,300

Loans - Credit Card Loan Portfo

Loans - Credit Card Loan Portfolio (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017	Jun. 30, 2017
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 940,440	$ 924,838	$ 899,576
Credit card
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 145,221	$ 149,387
% of 30 plus days past due to total retained loans	1.65%	1.80%
% of 90 plus days past due to total retained loans	0.85%	0.92%
Percentage of portfolio based on carrying value with estimated refreshed FICO scores, Equal to or greater than 660	84.00%	84.00%
Percentage of portfolio based on carrying value with estimated refreshed FICO scores, Less than 660	14.60%	14.60%
Percentage of portfolio based on carrying value with estimated refreshed FICO scores, No FICO available	1.40%	1.40%
Credit card | California
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 21,716	$ 22,245
Credit card | Texas
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	13,962	14,200
Credit card | New York
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	12,664	13,021
Credit card | Florida
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	8,855	9,138
Credit card | Illinois
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	8,358	8,585
Credit card | New Jersey
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	6,255	6,506
Credit card | Ohio
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	4,795	4,997
Credit card | Pennsylvania
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	4,661	4,883
Credit card | Colorado
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	4,012	4,006
Credit card | Michigan
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,664	3,826
Credit card | All other
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	56,279	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	142,822	146,704
Credit card | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,171	1,305
Credit card | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 1,228	$ 1,378

Loans - Credit Card Portfolio -

Loans - Credit Card Portfolio - Impaired Loans (Details) - Credit card - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017	Dec. 31, 2017
Financing Receivable, Impaired [Line Items]
Impaired credit card loans with an allowance	$ 1,252		$ 1,252		$ 1,215
Allowance for loan losses related to impaired credit card loans	402		402		383
Average impaired credit card loans	1,244	$ 1,212	1,234	$ 1,220
Interest income on impaired credit card loans	16	$ 15	31	$ 29
Credit card loans with modified payment terms
Financing Receivable, Impaired [Line Items]
Impaired credit card loans with an allowance	1,191		1,191		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	61		61		80
Noncompliance with Modified Terms
Financing Receivable, Impaired [Line Items]
Impaired credit card loans with an allowance	29		29		43
Completion of Short Term Modification
Financing Receivable, Impaired [Line Items]
Impaired credit card loans with an allowance	$ 32		$ 32		$ 37

Loans - Credit Card Portfoli114

Loans - Credit Card Portfolio - Loan Modifications (Details) $ in Millions	3 Months Ended		6 Months Ended		12 Months Ended
	Jun. 30, 2018USD ($)	Jun. 30, 2017USD ($)	Jun. 30, 2018USD ($)payment	Jun. 30, 2017USD ($)	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	$ 202	$ 176	$ 425	$ 361
Weighted-average interest rate of loans – before TDR	18.00%	16.55%	17.61%	16.35%
Weighted-average interest rate of loans – after TDR	5.06%	4.80%	5.13%	4.78%
Loans that redefaulted within one year of modification	$ 25	$ 24	$ 51	$ 45
Modified loans, payment default, number of payments past due | payment			2
Rate of default for modified loans, estimated weighted average			32.10%		31.54%

Loans - Wholesale Loan Portfoli

Loans - Wholesale Loan Portfolio - By Class of Receivable (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017	Jun. 30, 2017
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 940,440	$ 924,838	$ 899,576
Wholesale
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 420,632	$ 402,898	$ 394,426
% of total criticized exposure to total retained loans	1.24%	1.71%
% of criticized nonaccrual to total retained loans	0.27%	0.43%
Wholesale | Current and less than 30 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 417,748	$ 399,640
Wholesale | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,665	1,383
Wholesale | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	63	141
Wholesale | Total non-U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	103,678	95,379
Wholesale | Total U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	316,954	307,519
Wholesale | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	322,105	311,681
Wholesale | Total noninvestment- grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	98,527	91,217
Wholesale | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	93,309	84,321
Wholesale | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	4,062	5,162
Wholesale | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1,156	1,734
Wholesale | Commercial and industrial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 124,426	$ 119,969
% of total criticized exposure to total retained loans	3.17%	4.45%
% of criticized nonaccrual to total retained loans	0.65%	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	$ 123,396	$ 118,288
Wholesale | Commercial and industrial | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	188	216
Wholesale | Commercial and industrial | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	29	108
Wholesale | Commercial and industrial | Total non-U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	30,725	28,470
Wholesale | Commercial and industrial | Total U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	93,701	91,499
Wholesale | Commercial and industrial | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	70,285	68,071
Wholesale | Commercial and industrial | Total noninvestment- grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	54,141	51,898
Wholesale | Commercial and industrial | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	50,197	46,558
Wholesale | Commercial and industrial | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3,131	3,983
Wholesale | Commercial and industrial | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	813	1,357
Wholesale | Real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 113,340	$ 113,648
% of total criticized exposure to total retained loans	0.62%	0.74%
% of criticized nonaccrual to total retained loans	0.12%	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	$ 112,506	$ 113,258
Wholesale | Real estate | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	675	242
Wholesale | Real estate | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	21	12
Wholesale | Real estate | Total non-U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,668	3,101
Wholesale | Real estate | Total U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	110,672	110,547
Wholesale | Real estate | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	98,684	98,467
Wholesale | Real estate | Total noninvestment- grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	14,656	15,181
Wholesale | Real estate | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	13,952	14,335
Wholesale | Real estate | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	566	710
Wholesale | Real estate | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	138	136
Wholesale | Financial institutions
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 44,628	$ 40,074
% of total criticized exposure to total retained loans	0.30%	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	$ 44,607	$ 40,042
Wholesale | Financial institutions | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	11	15
Wholesale | Financial institutions | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	8	15
Wholesale | Financial institutions | Total non-U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	17,506	16,790
Wholesale | Financial institutions | Total U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	27,122	23,284
Wholesale | Financial institutions | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	29,585	26,791
Wholesale | Financial institutions | Total noninvestment- grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	15,043	13,283
Wholesale | Financial institutions | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	14,907	13,071
Wholesale | Financial institutions | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	134	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	$ 15,498	$ 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	$ 15,491	$ 15,493
Wholesale | Government agencies | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	3	12
Wholesale | Government agencies | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	4	4
Wholesale | Government agencies | Total non-U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	2,966	2,906
Wholesale | Government agencies | Total U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	12,532	12,603
Wholesale | Government agencies | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	15,332	15,140
Wholesale | Government agencies | Total noninvestment- grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	166	369
Wholesale | Government agencies | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	166	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	$ 122,740	$ 113,698
% of total criticized exposure to total retained loans	0.35%	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	$ 121,748	$ 112,559
Wholesale | Other | 30–89 days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	788	898
Wholesale | Other | 90 or more days past due and still accruing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	1	2
Wholesale | Other | Total non-U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	49,813	44,112
Wholesale | Other | Total U.S.
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	72,927	69,586
Wholesale | Other | Investment-grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	108,219	103,212
Wholesale | Other | Total noninvestment- grade
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	14,521	10,486
Wholesale | Other | Noncriticized
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	14,087	9,988
Wholesale | Other | Criticized performing
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	231	259
Wholesale | Other | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 203	$ 239

Loans - Wholesale Loan Portf116

Loans - Wholesale Loan Portfolio - Real Estate Class of Loans (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017	Jun. 30, 2017
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 940,440	$ 924,838	$ 899,576
Wholesale
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 420,632	$ 402,898	$ 394,426
% of total criticized exposure to total retained loans	1.24%	1.71%
% of criticized nonaccrual loans to total real estate retained loans	0.27%	0.43%
Wholesale | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 1,156	$ 1,734
Wholesale | Real estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 113,340	$ 113,648
% of total criticized exposure to total retained loans	0.62%	0.74%
% of criticized nonaccrual loans to total real estate retained loans	0.12%	0.12%
Wholesale | Real estate | Multifamily
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 78,093	$ 77,597
% of total criticized exposure to total retained loans	0.56%	0.63%
% of criticized nonaccrual loans to total real estate retained loans	0.07%	0.06%
Wholesale | Real estate | Other commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 35,247	$ 36,051
% of total criticized exposure to total retained loans	0.76%	0.98%
% of criticized nonaccrual loans to total real estate retained loans	0.24%	0.26%
Wholesale | Real estate | Criticized exposure
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 704	$ 846
Wholesale | Real estate | Criticized exposure | Multifamily
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	437	491
Wholesale | Real estate | Criticized exposure | Other commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	267	355
Wholesale | Real estate | Criticized nonaccrual
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	138	136
Wholesale | Real estate | Criticized nonaccrual | Multifamily
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	53	44
Wholesale | Real estate | Criticized nonaccrual | Other commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Retained loans	$ 85	$ 92

Loans - Wholesale Loan Portf117

Loans - Wholesale Loan Portfolio - Impaired Loans (Details) - Wholesale - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017	Dec. 31, 2017
Impaired loans
With an allowance	$ 1,109		$ 1,109		$ 1,509
Without an allowance	218		218		358
Total impaired loans	1,327		1,327		1,867
Allowance for loan losses related to impaired loans	318		318		461
Unpaid principal balance of impaired loans	1,789		1,789		2,154
Average impaired credit card loans	1,546	$ 1,655	1,676	$ 1,767
Troubled debt restructuring	865		865		614
Commercial and industrial
Impaired loans
With an allowance	773		773		1,170
Without an allowance	110		110		228
Total impaired loans	883		883		1,398
Allowance for loan losses related to impaired loans	250		250		404
Unpaid principal balance of impaired loans	1,067		1,067		1,604
Average impaired credit card loans	1,106	1,201	1,224	1,321
Real estate
Impaired loans
With an allowance	85		85		78
Without an allowance	53		53		60
Total impaired loans	138		138		138
Allowance for loan losses related to impaired loans	16		16		11
Unpaid principal balance of impaired loans	205		205		201
Average impaired credit card loans	142	165	142	179
Financial institutions
Impaired loans
With an allowance	89		89		93
Without an allowance	0		0		0
Total impaired loans	89		89		93
Allowance for loan losses related to impaired loans	4		4		4
Unpaid principal balance of impaired loans	89		89		94
Average impaired credit card loans	90	15	91	13
Government agencies
Impaired loans
With an allowance	0		0		0
Without an allowance	0		0		0
Total impaired loans	0		0		0
Allowance for loan losses related to impaired loans	0		0		0
Unpaid principal balance of impaired loans	0		0		0
Average impaired credit card loans	0	0	0	0
Other
Impaired loans
With an allowance	162		162		168
Without an allowance	55		55		70
Total impaired loans	217		217		238
Allowance for loan losses related to impaired loans	48		48		42
Unpaid principal balance of impaired loans	428		428		$ 255
Average impaired credit card loans	$ 208	$ 274	$ 219	$ 254

Allowance for Credit Losses (De

Allowance for Credit Losses (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Dec. 31, 2017	Jun. 30, 2017
Allowance for loan losses
Gross charge-offs/Write-offs of PCI loans			$ 93	$ 46
Provision for loan losses/lending-related commitments	$ 1,210	$ 1,215	2,375	2,530
Loans by impairment methodology
Asset-specific					$ 9,966		$ 11,304
Formula-based					903,494		855,205
PCI					26,980		33,067
Total retained loans					940,440	$ 924,838	899,576
Lending-related commitments by impairment methodology
Asset-specific					712		750
Formula-based					1,045,281		995,884
Total lending-related commitments					1,045,993	991,482	996,634
Impaired collateral-dependent loans
Allowance for loan losses
Net charge-offs			14	52
Impaired collateral-dependent loans
Loans measured at fair value of collateral less cost to sell					2,424		2,530
Allowance for loan losses
Allowance for loan losses
Beginning balance			13,604	13,776
Gross charge-offs/Write-offs of PCI loans			3,358	3,427
Gross recoveries			(771)	(569)
Net charge-offs			2,587	2,858
Provision for loan losses/lending-related commitments			2,326	2,491
Other			0	0
Ending balance	13,250	13,363	13,250	13,363
Allowance for loan losses/lending-related commitments by impairment methodology
Asset-specific					946		1,011
Formula-based					10,172		10,087
PCI					2,132		2,265
Total allowance for loan losses/lending-related commitments	13,250	13,363	13,604	13,776	13,250	13,604	13,363
Allowance for lending-related commitments
Allowance for loan losses
Beginning balance			1,068	1,078
Provision for loan losses/lending-related commitments			49	39
Other			0	0
Ending balance	1,117	1,117	1,117	1,117
Allowance for loan losses/lending-related commitments by impairment methodology
Allowance for lending-related commitments by impairment methodology, Asset-specific					139		211
Allowance for lending-related commitments by impairment methodology, Formula-based					978		906
Total allowance for loan losses/lending-related commitments	1,117	1,117	1,068	1,078	1,117	1,068	1,117
Consumer, excluding credit card
Allowance for loan losses
Gross charge-offs/Write-offs of PCI loans			93	46
Loans by impairment methodology
Asset-specific					7,387		8,340
Formula-based					340,223		323,711
PCI					26,977		33,064
Total retained loans					374,587	372,553	365,115
Lending-related commitments by impairment methodology
Asset-specific					0		0
Formula-based					51,784		53,872
Total lending-related commitments					51,784		53,872
Consumer, excluding credit card | Impaired collateral-dependent loans
Allowance for loan losses
Net charge-offs			14	36
Impaired collateral-dependent loans
Loans measured at fair value of collateral less cost to sell					2,124		2,234
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			539	1,105
Gross recoveries			(451)	(307)
Net charge-offs			88	798
Provision for loan losses/lending-related commitments			90	448
Other			0	(2)
Ending balance	4,488	4,800	4,488	4,800
Allowance for loan losses/lending-related commitments by impairment methodology
Asset-specific					226		296
Formula-based					2,130		2,239
PCI					2,132		2,265
Total allowance for loan losses/lending-related commitments	4,488	4,800	4,579	5,198	4,488	4,579	4,800
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	6
Other			0	0
Ending balance	33	32	33	32
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		32
Total allowance for loan losses/lending-related commitments	33	32	33	26	33	33	32
Credit card
Allowance for loan losses
Gross charge-offs/Write-offs of PCI loans			0	0
Loans by impairment methodology
Asset-specific					1,252		1,204
Formula-based					143,969		138,831
PCI					0		0
Total retained loans					145,221		140,035
Lending-related commitments by impairment methodology
Asset-specific					0		0
Formula-based					592,452		576,264
Total lending-related commitments					592,452		576,264
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			2,578	2,223
Gross recoveries			(244)	(193)
Net charge-offs			2,334	2,030
Provision for loan losses/lending-related commitments			2,334	2,380
Other			0	0
Ending balance	4,884	4,384	4,884	4,384
Allowance for loan losses/lending-related commitments by impairment methodology
Asset-specific					402		370
Formula-based					4,482		4,014
PCI					0		0
Total allowance for loan losses/lending-related commitments	4,884	4,384	4,884	4,034	4,884	4,884	4,384
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	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	0	0
Wholesale
Allowance for loan losses
Gross charge-offs/Write-offs of PCI loans			0	0
Loans by impairment methodology
Asset-specific					1,327		1,760
Formula-based					419,302		392,663
PCI					3		3
Total retained loans					420,632	402,898	394,426
Lending-related commitments by impairment methodology
Asset-specific					712		750
Formula-based					401,045		365,748
Total lending-related commitments					401,757		366,498
Wholesale | Impaired collateral-dependent loans
Allowance for loan losses
Net charge-offs			0	16
Impaired collateral-dependent loans
Loans measured at fair value of collateral less cost to sell					300		296
Wholesale | Allowance for loan losses
Allowance for loan losses
Beginning balance			4,141	4,544
Gross charge-offs/Write-offs of PCI loans			241	99
Gross recoveries			(76)	(69)
Net charge-offs			165	30
Provision for loan losses/lending-related commitments			(98)	(337)
Other			0	2
Ending balance	3,878	4,179	3,878	4,179
Allowance for loan losses/lending-related commitments by impairment methodology
Asset-specific					318		345
Formula-based					3,560		3,834
PCI					0		0
Total allowance for loan losses/lending-related commitments	3,878	4,179	4,141	4,544	3,878	4,141	4,179
Wholesale | Allowance for lending-related commitments
Allowance for loan losses
Beginning balance			1,035	1,052
Provision for loan losses/lending-related commitments			49	33
Other			0	0
Ending balance	1,084	1,085	1,084	1,085
Allowance for loan losses/lending-related commitments by impairment methodology
Allowance for lending-related commitments by impairment methodology, Asset-specific					139		211
Allowance for lending-related commitments by impairment methodology, Formula-based					945		874
Total allowance for loan losses/lending-related commitments	$ 1,084	$ 1,085	$ 1,035	$ 1,052	$ 1,084	$ 1,035	$ 1,085

Variable Interest Entities - Fi

Variable Interest Entities - Firm Sponsored VIEs (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Firm-sponsored mortgage and other consumer securitization trusts
Total assets held by securitization VIEs	$ 185,749	$ 182,763
Retained securitization interests, risk-rated 'A' or better, at fair value	60.00%	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	$ 345	$ 88
Subordinated securities purchased in connection with CIB's secondary market-making activities	79	48
Residential mortgage | Prime / Alt-A & option ARMs
Firm-sponsored mortgage and other consumer securitization trusts
Total assets held by securitization VIEs	67,033	68,874
Residential mortgage | Subprime
Firm-sponsored mortgage and other consumer securitization trusts
Total assets held by securitization VIEs	17,891	18,984
Residential mortgage | Investment-grade
Firm-sponsored mortgage and other consumer securitization trusts
Fair value of retained interests	1,200	1,300
Residential mortgage | Noninvestment-grade
Firm-sponsored mortgage and other consumer securitization trusts
Fair value of retained interests	30	48
Commercial and other
Firm-sponsored mortgage and other consumer securitization trusts
Total assets held by securitization VIEs	100,825	94,905
Commercial and other | Investment-grade
Firm-sponsored mortgage and other consumer securitization trusts
Fair value of retained interests	1,400	1,600
Commercial and other | Noninvestment-grade
Firm-sponsored mortgage and other consumer securitization trusts
Fair value of retained interests	427	412
VIEs consolidated by the Firm
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in consolidated securitization VIEs	3,424	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	3,414	3,615
VIEs consolidated by the Firm | Residential mortgage | Subprime
Firm-sponsored mortgage and other consumer securitization trusts
Assets held in consolidated securitization VIEs	10	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	133,918	133,303
Interest in securitized assets in nonconsolidated VIEs	3,059	3,481
Nonconsolidated re-securitization VIEs | Trading assets
Firm-sponsored mortgage and other consumer securitization trusts
Interest in securitized assets in nonconsolidated VIEs	1,035	1,248
Nonconsolidated re-securitization VIEs | Investment securities
Firm-sponsored mortgage and other consumer securitization trusts
Interest in securitized assets in nonconsolidated VIEs	1,807	2,076
Nonconsolidated re-securitization VIEs | Other financial assets
Firm-sponsored mortgage and other consumer securitization trusts
Interest in securitized assets in nonconsolidated VIEs	217	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	52,235	52,280
Interest in securitized assets in nonconsolidated VIEs	1,204	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	16,517	17,612
Interest in securitized assets in nonconsolidated VIEs	63	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	434	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	63	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	770	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	65,166	63,411
Interest in securitized assets in nonconsolidated VIEs	1,792	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	538	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	1,037	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	$ 217	$ 157

Variable Interest Entities - Re

Variable Interest Entities - Re-securitizations (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017	Dec. 31, 2017
Transfers of securities to VIEs
Agency	$ 3,995	$ 1,462	$ 8,781	$ 4,686
Variable Interest Entity [Line Items]
Assets held in VIEs with continuing involvement	185,749		185,749		$ 182,763
Firm-sponsored private-label | Nonconsolidated re-securitization VIEs
Variable Interest Entity [Line Items]
Assets held in VIEs with continuing involvement	414		414		783
Interest in VIEs	14		14		29
Agency | Nonconsolidated re-securitization VIEs
Variable Interest Entity [Line Items]
Interest in VIEs	$ 2,249		$ 2,249		$ 2,250

Variable Interest Entities - Mu

Variable Interest Entities - Multi-seller conduits (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017	Jun. 30, 2017
Variable Interest Entity [Line Items]
Unfunded lending-related commitments	$ 1,045,993	$ 991,482	$ 996,634
Multi-seller conduits
Variable Interest Entity [Line Items]
Commercial paper eliminated in consolidation	20,500	20,400
Multi-seller conduits | Commercial and other
Variable Interest Entity [Line Items]
Unfunded lending-related commitments	$ 9,700	$ 8,800

Variable Interest Entities - Co

Variable Interest Entities - Consolidated VIE Assets and Liabilities (Details) - USD ($) $ in Millions		Jun. 30, 2018		Dec. 31, 2017		Jun. 30, 2017
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Trading assets		$ 418,799		$ 381,844
Loans		940,440		924,838		$ 899,576
Other		118,805		113,587
Total assets		2,590,050	[1]	2,533,600	[1]	$ 2,563,174
Beneficial interests in VIE assets		21,323		26,081
Total liabilities	[1]	2,332,592		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		1,514		1,449
Loans		58,404		68,995
Other		2,412		2,674
Total assets		62,330		73,118
Beneficial interests in VIE assets		21,323		26,081
Other		333		349
Total liabilities		21,656		26,430
Beneficial interests in VIE assets, long term		17,000		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		1,514		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		31,815		41,923
Other		535		652
Total assets		32,350		42,575
Beneficial interests in VIE assets		16,505		21,278
Other		15		16
Total liabilities		16,520		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		23,128		23,411
Other		49		48
Total assets		23,179		23,459
Beneficial interests in VIE assets		2,969		3,045
Other		30		28
Total liabilities		2,999		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		2		0
VIEs consolidated by the Firm | Municipal bond vehicles
Information on assets and liabilities related to VIEs that are consolidated by the Firm [Abstract]
Loans		0		0
Other		3		3
Total assets		1,373		1,281
Beneficial interests in VIE assets		1,401		1,265
Other		2		2
Total liabilities		1,403		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		1,370		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		3,461		3,661
Other		48		55
Total assets		3,518		3,782
Beneficial interests in VIE assets		296		359
Other		181		199
Total liabilities		477		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		9		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		1,777		1,916
Total assets		1,910		2,021
Beneficial interests in VIE assets		152		134
Other		105		104
Total liabilities		257		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		$ 133		$ 105
[1]	The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at June 30, 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, refer to Note 13.(in millions)Jun 30, 2018 Dec 31, 2017Assets Trading assets$1,514 $1,449Loans58,404 68,995All other assets2,412 2,674Total assets$62,330 $73,118Liabilities Beneficial interests issued by consolidated VIEs$21,323 $26,081All other liabilities333 349Total liabilities$21,656 $26,430

Variable Interest Entities - VI

Variable Interest Entities - VIEs Sponsored by Third Parties (Details) - Nonconsolidated entities - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Tax credit vehicles
Variable Interest Entity [Line Items]
Maximum exposure	$ 13,400	$ 13,400
Unfunded commitments	2,900	3,200
Municipal bond vehicles
Variable Interest Entity [Line Items]
Maximum exposure	5,200	5,300
Fair value of assets held by VIE	$ 8,600	$ 9.2

Variable Interest Entities - Se

Variable Interest Entities - Securitization Activity (Details) - Securitization entities not consolidated - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Residential mortgage
Securitization activity [Abstract]
Principal securitized	$ 3,129	$ 1,020	$ 4,459	$ 2,049
All cash flows during the period:
Proceeds received from loan sales as financial instruments	3,122	1,048	4,460	2,083
Servicing fees collected	45	52	91	102
Purchases of previously transferred financial assets (or the underlying collateral)	0	1	0	1
Cash flows received on interests	137	128	229	259
Commercial and other
Securitization activity [Abstract]
Principal securitized	2,181	1,997	5,172	3,312
All cash flows during the period:
Proceeds received from loan sales as financial instruments	2,196	2,029	5,187	3,377
Servicing fees collected	0	1	0	2
Purchases of previously transferred financial assets (or the underlying collateral)	0	0	0	0
Cash flows received on interests	$ 84	$ 206	$ 131	$ 541

Variable Interest Entities - Lo

Variable Interest Entities - Loans Sold to Third-Party Sponsored Securitization Entities (Details) - Nonconsolidated entities - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Summary of loan sale activities [Abstract]
Carrying value of loans sold	$ 8,076	$ 11,711	$ 16,836	$ 28,880
Proceeds received from loan sales as cash	0	4	0	13
Proceeds from loans sales as securities	7,959	11,602	16,578	28,589
Total proceeds received from loan sales	7,959	11,606	16,578	28,602
Gains on loan sales	$ 9	$ 42	$ 23	$ 73

Variable Interest Entities - Sc

Variable Interest Entities - Schedule of Options to Repurchase Delinquent Loans (Details) - Nonconsolidated entities - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Variable Interest Entity [Line Items]
Loans repurchased or option to repurchase	$ 8,196	$ 8,629
Real estate acquired through foreclosure	84	95
Residential mortgage
Variable Interest Entity [Line Items]
Real estate acquired through foreclosure	$ 455	$ 527

Variable Interest Entities -127

Variable Interest Entities - Loan Delinquencies and Net Charge-offs (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 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	$ 7,595		$ 7,595		$ 9,103
Net liquidation losses	329	$ 432	(143)	$ 871
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	628		628		957
Net liquidation losses	21	5	48	57
Nonconsolidated entities
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Securitized assets	133,918		133,918		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	65,166		65,166		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	4,087		4,087		4,870
Net liquidation losses	168	226	271	438
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	52,235		52,235		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	2,880		2,880		3,276
Net liquidation losses	140	$ 201	(462)	$ 376
Subprime | Nonconsolidated entities | Residential mortgage
Information about delinquencies, net charge-offs, and components of off-balance sheet securitized financial assets [Abstract]
Securitized assets	$ 16,517		$ 16,517		$ 17,612

Goodwill and Mortgage Servic128

Goodwill and Mortgage Servicing Rights - by Business Segment (Details) - USD ($) $ in Millions	Jun. 30, 2018	Mar. 31, 2018	Dec. 31, 2017	Jun. 30, 2017	Mar. 31, 2017	Dec. 31, 2016
Goodwill [Line Items]
Total goodwill	$ 47,488	$ 47,499	$ 47,507	$ 47,300	$ 47,292	$ 47,288
Consumer & Community Banking
Goodwill [Line Items]
Total goodwill	30,999		31,013
Corporate & Investment Bank
Goodwill [Line Items]
Total goodwill	6,772		6,776
Commercial Banking
Goodwill [Line Items]
Total goodwill	2,860		2,860
Asset & Wealth Management
Goodwill [Line Items]
Total goodwill	$ 6,857		$ 6,858

Goodwill and Mortgage Servic129

Goodwill and Mortgage Servicing Rights - Changes During Period (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Goodwill [Roll Forward]
Balance at beginning of period	$ 47,499	$ 47,292	$ 47,507	$ 47,288
Changes during the period from:
Other	(11)	8	(19)	12
Balance at end of period	$ 47,488	$ 47,300	$ 47,488	$ 47,300

Goodwill and Mortgage Servic130

Goodwill and Mortgage Servicing Rights - Mortgage Servicing Rights (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Mortgage servicing rights activity [Abstract]
Fair value at beginning of period	$ 6,202	$ 6,079	$ 6,030	$ 6,096
MSR activity:
Originations of MSRs	157	154	333	371
Purchase of MSRs	79	0	146	0
Disposition of MSRs	(104)	(67)	(399)	(138)
Net additions/(dispositions)	132	87	80	233
Changes due to collection/realization of expected cash flows	(187)	(213)	(347)	(419)
Changes in valuation due to inputs and assumptions:
Changes due to market interest rates and other	103	(178)	485	(121)
Changes in valuation due to other inputs and assumptions:
Projected cash flows (e.g., cost to service)	0	2	0	14
Discount rates	0	(7)	24	(19)
Prepayment model changes and other	(9)	(17)	(31)	(31)
Total changes in valuation due to other inputs and assumptions	(9)	(22)	(7)	(36)
Total changes in valuation due to inputs and assumptions	94	(200)	478	(157)
Fair value at end of period	6,241	5,753	6,241	5,753
Change in unrealized gains/(losses) included in income related to MSRs	94	(200)	478	(157)
Contractual service fees, late fees and other ancillary fees included in income	446	477	911	964
Third-party mortgage loans serviced	534,000	569,000	534,000	569,000
Net servicer advances	$ 3,300	$ 4,100	$ 3,300	$ 4,100

Goodwill and Mortgage Servic131

Goodwill and Mortgage Servicing Rights - Mortgage Fees and Related Income (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Risk management:
All other	$ 0	$ 3	$ 0	$ 3
Mortgage fees and related income	324	404	789	810
Consumer & Community Banking
CCB mortgage fees and related income
Net production revenue	93	152	188	293
Operating revenue:
Loan servicing revenue	441	518	954	1,040
Changes in MSR asset fair value due to collection/realization of expected cash flows	(187)	(212)	(347)	(417)
Total operating revenue	254	306	607	623
Risk management:
Changes in MSR asset fair value due to market interest rates and other	104	(178)	486	(121)
Other changes in MSR asset fair value due to other inputs and assumptions in model	(9)	(22)	(7)	(36)
Change in derivative fair value and other	(118)	143	(485)	48
Total risk management	(23)	(57)	(6)	(109)
Total net mortgage servicing revenue	231	249	601	514
Mortgage fees and related income	$ 324	$ 401	$ 789	$ 807

Goodwill and Mortgage Servic132

Goodwill and Mortgage Servicing Rights - Key Economic Assumptions (Details) - USD ($) $ in Millions	6 Months Ended	12 Months Ended
	Jun. 30, 2018	Dec. 31, 2017
Goodwill and Intangible Assets Disclosure [Abstract]
Weighted-average prepayment speed assumption (“CPR”)	8.43%	9.35%
Impact on fair value of 10% adverse change	$ (195)	$ (221)
Impact on fair value of 20% adverse change	$ (379)	$ (427)
Weighted-average option adjusted spread	8.72%	9.04%
Impact on fair value of a 100 basis point adverse change	$ (245)	$ (250)
Impact on fair value of a 200 basis point adverse change	$ (472)	$ (481)

Deposits - Noninterest and Inte

Deposits - Noninterest and Interest-bearing (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
U.S. offices
Noninterest-bearing	$ 385,741	$ 393,645
Interest-bearing (included $15,542 and $14,947 at fair value)	819,454	793,618
Total deposits in U.S. offices	1,205,195	1,187,263
Non-U.S. offices
Noninterest-bearing	16,602	15,576
Interest-bearing (included $4,154 and $6,374 at fair value)	230,325	241,143
Total deposits in non-U.S. offices	246,927	256,719
Total deposits	1,452,122	1,443,982
Fair value
U.S. offices
Interest-bearing, fair value	15,542	14,947
Non-U.S. offices
Interest-bearing, fair value	$ 4,154	$ 6,374

Earnings per Share (Details)

Earnings per Share (Details) - USD ($) $ / shares in Units, shares in Millions, $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Basic earnings per share
Net income	$ 8,316	$ 7,029	$ 17,028	$ 13,477
Less: Preferred stock dividends	379	411	788	823
Net income applicable to common equity	7,937	6,618	16,240	12,654
Less: Dividends and undistributed earnings allocated to participating securities	57	63	121	123
Net income applicable to common stockholders	$ 7,880	$ 6,555	$ 16,119	$ 12,531
Total weighted-average basic shares outstanding (in shares)	3,415.2	3,574.1	3,436.7	3,587.9
Net income per share (in dollars per share)	$ 2.31	$ 1.83	$ 4.69	$ 3.49
Diluted earnings per share
Net income applicable to common stockholders	$ 7,880	$ 6,555	$ 16,119	$ 12,531
Total weighted-average basic shares outstanding (in shares)	3,415.2	3,574.1	3,436.7	3,587.9
Add: Employee stock options, SARs, warrants and unvested PSUs (in shares)	19.5	24.9	20.4	26.8
Total weighted-average diluted shares outstanding (in shares)	3,434.7	3,599	3,457.1	3,614.7
Net income per share (in dollars per share)	$ 2.29	$ 1.82	$ 4.66	$ 3.47

Accumulated Other Comprehens135

Accumulated Other Comprehensive Income/(Loss) - Rollforward (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017	Dec. 31, 2017	Dec. 31, 2016
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance			$ 255,693
Net change	$ (75)	$ 531	(1,107)	$ 783
Ending balance	257,458	258,483	257,458	258,483
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
Reclassification of certain tax effects from AOCI
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Cumulative effect of changes in accounting principles					(288)
Unrealized gains/(losses) on investment securities
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning balance	1,826	1,762	2,164	1,524
Net change	(227)	457	(1,461)	695
Ending balance	1,599	2,219	1,599	2,219
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	(720)	(157)	(470)	(164)
Net change	88	0	115	7
Ending balance	(632)	(157)	(632)	(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	(94)		0
Net change	(68)		(108)
Ending balance	(162)		(162)
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	19	(9)	76	(100)
Net change	(166)	53	(239)	144
Ending balance	(147)	44	(147)	44
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	(1,914)	(2,274)	(1,521)	(2,259)
Net change	38	19	59	4
Ending balance	(1,876)	(2,255)	(1,876)	(2,255)
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	(180)	(245)	(368)	(176)
Net change	260	2	527	(67)
Ending balance	80	(243)	80	(243)
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	(1,063)	(923)	(119)	(1,175)
Cumulative effect of changes in accounting principles					$ 88	$ 0
Net change			(1,107)	783
Ending balance	$ (1,138)	$ (392)	$ (1,138)	$ (392)

Accumulated Other Comprehens136

Accumulated Other Comprehensive Income/(Loss) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Unrealized gains/(losses) on AFS securities:
Net change, Pre-tax	$ (39)	$ 851	$ (1,426)	$ 1,269
Net change, Tax effect	(36)	(320)	319	(486)
Total other comprehensive income/(loss), after–tax	(75)	531	(1,107)	783
Accumulated other comprehensive income/(loss)
Unrealized gains/(losses) on AFS securities:
Total other comprehensive income/(loss), after–tax			(1,107)	783
Net pre-tax loss reclassified to other expense related to liquidation of legal entity	174	0	174	25
Unrealized gains/(losses) on investment securities
Unrealized gains/(losses) on AFS securities:
Net unrealized gains/(losses) arising during the period/Translation, Pre-tax	(376)	695	(2,234)	1,062
Net unrealized gains/(losses) arising during the period/Translation, Tax effect	88	(259)	525	(390)
Net unrealized gains/(losses) arising during the period/Translation, After-tax	(288)	436	(1,709)	672
Reclassification, Pre-tax	80	34	325	37
Reclassification, Tax effect	(19)	(13)	(77)	(14)
Reclassifications, After-tax	61	21	248	23
Net change, Pre-tax	(296)	729	(1,909)	1,099
Net change, Tax effect	69	(272)	448	(404)
Total other comprehensive income/(loss), after–tax	(227)	457	(1,461)	695
Net pre-tax loss reclassified to other expense related to liquidation of legal entity	23		23	47
Translation adjustments
Unrealized gains/(losses) on AFS securities:
Net unrealized gains/(losses) arising during the period/Translation, Pre-tax	(1,056)	317	(667)	899
Net unrealized gains/(losses) arising during the period/Translation, Tax effect	208	(117)	143	(342)
Net unrealized gains/(losses) arising during the period/Translation, After-tax	(848)	200	(524)	557
Reclassification, Pre-tax	1,227	(319)	838	(875)
Reclassification, Tax effect	(291)	119	(199)	325
Reclassifications, After-tax	936	(200)	639	(550)
Net change, Pre-tax	171	(2)	171	24
Net change, Tax effect	(83)	2	(56)	(17)
Total other comprehensive income/(loss), after–tax	88	0	115	7
Net pre-tax loss reclassified to other expense related to liquidation of legal entity	151		151	72
Fair value hedges
Unrealized gains/(losses) on AFS securities:
Net change, Pre-tax	(89)		(141)
Net change, Tax effect	21		33
Total other comprehensive income/(loss), after–tax	(68)		(108)
Cash flow hedges
Unrealized gains/(losses) on AFS securities:
Net unrealized gains/(losses) arising during the period/Translation, Pre-tax	(199)	23	(243)	82
Net unrealized gains/(losses) arising during the period/Translation, Tax effect	47	(10)	58	(31)
Net unrealized gains/(losses) arising during the period/Translation, After-tax	(152)	13	(185)	51
Reclassification, Pre-tax	(19)	65	(71)	150
Reclassification, Tax effect	5	(25)	17	(57)
Reclassifications, After-tax	(14)	40	(54)	93
Net change, Pre-tax	(218)	88	(314)	232
Net change, Tax effect	52	(35)	75	(88)
Total other comprehensive income/(loss), after–tax	(166)	53	(239)	144
Defined benefit pension and OPEB plans
Unrealized gains/(losses) on AFS securities:
Net change, Pre-tax	53	34	77	19
Net change, Tax effect	(15)	(15)	(18)	(15)
Total other comprehensive income/(loss), after–tax	38	19	59	4
Net gain/(losses)/Amortization of net loss
Unrealized gains/(losses) on AFS securities:
Net unrealized gains/(losses) arising during the period/Translation, Pre-tax	2	6	25	(52)
Net unrealized gains/(losses) arising during the period/Translation, Tax effect	0	(2)	(6)	19
Net unrealized gains/(losses) arising during the period/Translation, After-tax	2	4	19	(33)
Reclassification, Pre-tax	26	62	52	124
Reclassification, Tax effect	(6)	(23)	(12)	(46)
Reclassifications, After-tax	20	39	40	78
Prior service costs/(credits)
Unrealized gains/(losses) on AFS securities:
Reclassification, Pre-tax	(6)	(9)	(12)	(18)
Reclassification, Tax effect	2	4	3	7
Reclassifications, After-tax	(4)	(5)	(9)	(11)
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	31	(25)	12	(32)
Reclassification, Tax effect	(11)	6	(3)	4
Reclassifications, After-tax	20	(19)	9	(28)
DVA on fair value option elected liabilities, net change
Unrealized gains/(losses) on AFS securities:
Net change, Pre-tax	340	2	690	(105)
Net change, Tax effect	(80)	0	(163)	38
Total other comprehensive income/(loss), after–tax	$ 260	$ 2	$ 527	$ (67)

Restricted Cash and Other Re137

Restricted Cash and Other Restricted Assets (Details) - USD ($) $ in Billions	Jun. 30, 2018	Dec. 31, 2017
Restricted Cash and Cash Equivalents Items [Line Items]
Total restricted cash	$ 41.3	$ 45.8
Cash and securities pledged with clearing organizations for the benefit of customers	18.4	18
Fair value of securities restricted in relation to customer activity	5.2	3.5
Deposits with banks
Restricted Cash and Cash Equivalents Items [Line Items]
Total restricted cash	40	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	22.8	25.7
Segregated for the benefit of securities and futures brokerage customers
Restricted Cash and Cash Equivalents Items [Line Items]
Total restricted cash	15.3	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	$ 3.2	$ 3.3

Regulatory Capital (Details)

Regulatory Capital (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Basel III Standardized Transitional | JPMorgan Chase & Co.
Regulatory capital
CET1 capital	$ 184,708	$ 183,300
Tier 1 capital	210,321	208,644
Total capital	238,630	238,395
Assets
Risk-weighted	1,543,370	1,499,506
Adjusted average	$ 2,566,013	$ 2,514,270
Capital ratios
CET1	12.00%	12.20%
Tier 1	13.60%	13.90%
Total	15.50%	15.90%
Tier 1 leverage	8.20%	8.30%
Basel III Advanced Transitional | JPMorgan Chase & Co.
Regulatory capital
CET1 capital	$ 184,708	$ 183,300
Tier 1 capital	210,321	208,644
Total capital	229,027	227,933
Assets
Risk-weighted	1,438,747	1,435,825
Adjusted average	$ 2,566,013	$ 2,514,270
Capital ratios
CET1	12.80%	12.80%
Tier 1	14.60%	14.50%
Total	15.90%	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	$ 3,255,296
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	$ 188,784	$ 184,375
Tier 1 capital	188,784	184,375
Total capital	200,065	195,839
Assets
Risk-weighted	1,356,526	1,338,970
Adjusted average	$ 2,153,804	$ 2,116,031
Capital ratios
CET1	13.90%	13.80%
Tier 1	13.90%	13.80%
Total	14.70%	14.60%
Tier 1 leverage	8.80%	8.70%
JPMorgan Chase Bank, N.A. | Basel III Advanced Transitional
Regulatory capital
CET1 capital	$ 188,784	$ 184,375
Tier 1 capital	188,784	184,375
Total capital	193,844	189,510
Assets
Risk-weighted	1,216,608	1,241,916
Adjusted average	$ 2,153,804	$ 2,116,031
Capital ratios
CET1	15.50%	14.80%
Tier 1	15.50%	14.80%
Total	15.90%	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	$ 2,799,458
SLR	6.70%
Chase Bank USA, N.A. | Basel III Standardized Transitional
Regulatory capital
CET1 capital	$ 22,447	$ 21,600
Tier 1 capital	22,447	21,600
Total capital	27,321	27,691
Assets
Risk-weighted	107,938	113,108
Adjusted average	$ 114,160	$ 126,517
Capital ratios
CET1	20.80%	19.10%
Tier 1	20.80%	19.10%
Total	25.30%	24.50%
Tier 1 leverage	19.70%	17.10%
Chase Bank USA, N.A. | Basel III Advanced Transitional
Regulatory capital
CET1 capital	$ 22,447	$ 21,600
Tier 1 capital	22,447	21,600
Total capital	25,947	26,250
Assets
Risk-weighted	178,118	190,523
Adjusted average	$ 114,160	$ 126,517
Capital ratios
CET1	12.60%	11.30%
Tier 1	12.60%	11.30%
Total	14.60%	13.80%
Tier 1 leverage	19.70%	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	$ 172,003
SLR	13.10%

Off-balance Sheet Lending-re139

Off-balance Sheet Lending-related Financial Instruments, Guarantees, and Other Commitments (Details) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2018	Dec. 31, 2017	Jun. 30, 2017
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	$ 1,045,993	$ 991,482	$ 996,634
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	725,776
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	142,445
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	149,373
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	28,399
Off-balance sheet lending-related financial commitments, Carrying value	1,572	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
Wholesale
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	401,757		$ 366,498
Warranty Reserves
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Loan sale and securitization-related indemnifications, Mortgage repurchase liability, Carrying value	123	111
Total Consumer
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	644,236	621,384
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	622,176
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	2,908
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	1,856
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	17,296
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	51,784	48,553
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	29,724
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	2,908
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	1,856
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	17,296
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	20,530	20,360
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	1,202
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	1,163
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	1,559
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	16,606
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	8,354	5,736
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	8,342
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	12
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	9,059	9,255
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	7,770
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	949
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	187
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	153
Off-balance sheet lending-related financial commitments, Carrying value	2	2
Consumer & Business Banking
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	13,841	13,202
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	12,410
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	796
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	110
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	525
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	592,452	572,831
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	592,452
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	401,757	370,098
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	103,600
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	139,537
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	147,517
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	11,103
Off-balance sheet lending-related financial commitments, Carrying value	$ 1,539	$ 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	78.00%	77.00%
Other unfunded commitments to extend credit
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	$ 366,678	$ 331,160
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	86,217
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	130,739
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	140,327
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	9,395
Off-balance sheet lending-related financial commitments, Carrying value	942	840
Off balance sheet lending related financial instruments guarantees and other commitments - supplemental information [Abstract]
Risk participations for other unfunded commitments to extend credit	287	334
Standby letters of credit and other financial guarantees
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	31,963	35,226
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	14,469
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	8,744
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	7,042
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years	1,708
Off-balance sheet lending-related financial commitments, Carrying value	593	636
Other guarantees and commitments, Carrying value	454	444
Loan sale and securitization-related indemnifications, Mortgage repurchase liability, Carrying value	139	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	9,800	10,400
Other letters of credit
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Total lending-related commitments	3,116	3,712
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring in 1 year or less	2,914
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 1 year through 3 years	54
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 3 years through 5 years	148
Off-balance sheet lending-related financial commitments, Contractual amount, Expiring after 5 years
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	407	405
Securities lending indemnification agreements and guarantees
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	202,797	179,490
Other guarantees and commitments, Contractual amount, Expiring in 1 year or less	202,797
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	213,700	188,700
Derivatives qualifying as guarantees
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	57,721	57,174
Other guarantees and commitments, Contractual amount, Expiring in 1 year or less	4,737
Other guarantees and commitments, Contractual amount, Expiring after 1 year through 3 years	334
Other guarantees and commitments, Contractual amount, Expiring after 3 years through 5 years	12,415
Other guarantees and commitments, Contractual amount, Expiring after 5 years	40,235
Other guarantees and commitments, Carrying value	457	304
Unsettled reverse repurchase and securities borrowing agreements
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	102,480	76,859
Other guarantees and commitments, Contractual amount, Expiring in 1 year or less	102,480
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	92,150	44,205
Other guarantees and commitments, Contractual amount, Expiring in 1 year or less	92,150
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	1,084	1,169
Loan sale and securitization-related indemnifications, Loans sold with recourse, Carrying value	33	38
Other guarantees and commitments
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Other guarantees and commitments, Contractual amount	16,085	11,867
Other guarantees and commitments, Contractual amount, Expiring in 1 year or less	11,754
Other guarantees and commitments, Contractual amount, Expiring after 1 year through 3 years	1,458
Other guarantees and commitments, Contractual amount, Expiring after 3 years through 5 years	209
Other guarantees and commitments, Contractual amount, Expiring after 5 years	2,664
Other guarantees and commitments, Carrying Value	$ (225)	$ (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-re140

Off-balance Sheet Lending-related Financial Instruments, Guarantees, and Other Commitments - Standby Letters of Credit and Other Financial Guarantees (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017	Jun. 30, 2017
Standby letters of credit and other financial guarantees and other letters of credit [Abstract]
Total lending-related commitments	$ 1,045,993	$ 991,482	$ 996,634
Total carrying value	1,572	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	25,512	28,492
Noninvestment-grade	6,451	6,734
Total lending-related commitments	31,963	35,226
Allowance for lending-related commitments	139	192
Guarantee liability	454	444
Total carrying value	593	636
Commitments with collateral	16,326	17,421
Other letters of credit
Standby letters of credit and other financial guarantees and other letters of credit [Abstract]
Investment-grade	2,267	2,646
Noninvestment-grade	849	1,066
Total lending-related commitments	3,116	3,712
Allowance for lending-related commitments	4	3
Guarantee liability	0	0
Total carrying value	4	3
Commitments with collateral	$ 597	$ 878

Off-balance Sheet Lending-re141

Off-balance Sheet Lending-related Financial Instruments, Guarantees, and Other Commitments - Schedule of Derivatives Qualifying as Guarantees (Details) - USD ($) $ in Millions	Jun. 30, 2018	Dec. 31, 2017
Notional amounts
Stable value contracts with contractually limited exposure	$ 57,319,000	$ 48,386,000
Derivatives qualifying as guarantees
Notional amounts
Derivative guarantees	57,721	57,174
Stable value contracts with contractually limited exposure	28,487	29,104
Maximum exposure of stable value contracts with contractually limited exposure	2,946	3,053
Fair value
Derivative payables	457	304
Derivative receivables	$ 0	$ 0

Pledged Assets and Collateral -

Pledged Assets and Collateral - Schedule of Pledged Assets (Details) - USD ($) $ in Billions	Jun. 30, 2018	Dec. 31, 2017
Pledged assets and Collateral
Assets that may be sold or repledged or otherwise used by secured parties	$ 140.4	$ 135.8
Assets that may not be sold or repledged or otherwise used by secured parties	76.7	68.1
Total assets pledged	704.1	697.6
Assets pledged at Federal Reserve banks and FHLBs
Pledged assets and Collateral
Total assets pledged	$ 487	$ 493.7

Pledged Assets and Collatera143

Pledged Assets and Collateral - Schedule of Collateral Received (Details) - USD ($) $ in Billions	Jun. 30, 2018	Dec. 31, 2017
Commitments and Contingencies Disclosure [Abstract]
Collateral permitted to be sold or repledged, delivered, or otherwise used	$ 1,102.8	$ 968.8
Collateral sold, repledged, delivered or otherwise used	$ 908.2	$ 771

Litigation (Details)

Litigation (Details)	1 Months Ended			3 Months Ended		6 Months Ended
	Sep. 30, 2017asset	Jan. 31, 2017	Jan. 31, 2015action	Jun. 30, 2018USD ($)entityclaim	Jun. 30, 2017USD ($)	Jun. 30, 2018USD ($)entityclaimdefendant	Jun. 30, 2017USD ($)	Feb. 28, 2018action	Mar. 31, 2017action
Loss Contingencies [Line Items]
Legal expense				$ 0	$ 61,000,000	$ 70,000,000	$ 279,000,000
Threatened or Pending Litigation | Minimum
Loss Contingencies [Line Items]
Loss contingency range of possible loss				0		0
Threatened or Pending Litigation | Maximum
Loss Contingencies [Line Items]
Loss contingency range of possible loss				1,700,000,000		$ 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		$ 1,500,000,000
Number of representative assets ruled as fixtures | asset	33
Total number of representative assets | asset	40
Interchange Litigation
Loss Contingencies [Line Items]
Number of actions pending | action									2
LIBOR and Other Benchmark Rate Investigations and Litigation, Common Law Claims | Pending Litigation
Loss Contingencies [Line Items]
Number of actions pending | claim				2		2
LIBOR and Other Benchmark Rate Investigations and Litigation | District Court Ruling - Class Certification Denied
Loss Contingencies [Line Items]
Number of legal proceedings | action								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		3
Number of credit facilities entered into with Polaroid | entity				2		2

Business Segments (Details)

Business Segments (Details) $ in Millions	3 Months Ended			6 Months Ended
	Jun. 30, 2018USD ($)		Jun. 30, 2017USD ($)	Jun. 30, 2018USD ($)segment		Jun. 30, 2017USD ($)	Dec. 31, 2017USD ($)	[1]
Segment Reporting Information [Line Items]
Number of reportable segments | segment				4
Noninterest revenue	$ 14,268		$ 13,523	$ 28,863		$ 26,398
Net interest income	13,485		12,208	26,797		24,272
Total net revenue	27,753		25,731	55,660		50,670
Provision for credit losses	1,210		1,215	2,375		2,530
Noninterest expense	15,971		14,767	32,051		30,050
Income before income tax expense	10,572		9,749	21,234		18,090
Income tax expense/(benefit)	2,256		2,720	4,206		4,613
Net income	8,316		7,029	17,028		13,477
Average equity	228,901		230,200	228,261		228,959
Total assets	$ 2,590,050	[1]	$ 2,563,174	$ 2,590,050	[1]	$ 2,563,174	$ 2,533,600
Return on equity	14.00%		12.00%	14.00%		11.00%
Overhead ratio	58.00%		57.00%	58.00%		59.00%
Operating Segments | Consumer & Community Banking
Segment Reporting Information [Line Items]
Noninterest revenue	$ 3,748		$ 3,684	$ 7,887		$ 7,001
Net interest income	8,749		7,728	17,207		15,381
Total net revenue	12,497		11,412	25,094		22,382
Provision for credit losses	1,108		1,394	2,425		2,824
Noninterest expense	6,879		6,500	13,788		12,895
Income before income tax expense	4,510		3,518	8,881		6,663
Income tax expense/(benefit)	1,098		1,295	2,143		2,452
Net income	3,412		2,223	6,738		4,211
Average equity	51,000		51,000	51,000		51,000
Total assets	$ 552,674		$ 529,859	$ 552,674		$ 529,859
Return on equity	26.00%		17.00%	26.00%		16.00%
Overhead ratio	55.00%		57.00%	55.00%		58.00%
Operating Segments | Corporate & Investment Bank
Segment Reporting Information [Line Items]
Noninterest revenue	$ 7,532		$ 6,480	$ 15,449		$ 13,479
Net interest income	2,391		2,445	4,957		5,045
Total net revenue	9,923		8,925	20,406		18,524
Provision for credit losses	58		(53)	(100)		(149)
Noninterest expense	5,403		4,877	11,062		10,061
Income before income tax expense	4,462		4,101	9,444		8,612
Income tax expense/(benefit)	1,264		1,391	2,272		2,661
Net income	3,198		2,710	7,172		5,951
Average equity	70,000		70,000	70,000		70,000
Total assets	$ 908,954		$ 847,377	$ 908,954		$ 847,377
Return on equity	17.00%		15.00%	20.00%		16.00%
Overhead ratio	54.00%		55.00%	54.00%		54.00%
Operating Segments | Commercial Banking
Segment Reporting Information [Line Items]
Noninterest revenue	$ 633		$ 583	$ 1,182		$ 1,182
Net interest income	1,683		1,505	3,300		2,924
Total net revenue	2,316		2,088	4,482		4,106
Provision for credit losses	43		(130)	38		(167)
Noninterest expense	844		790	1,688		1,615
Income before income tax expense	1,429		1,428	2,756		2,658
Income tax expense/(benefit)	342		526	644		957
Net income	1,087		902	2,112		1,701
Average equity	20,000		20,000	20,000		20,000
Total assets	$ 220,232		$ 220,676	$ 220,232		$ 220,676
Return on equity	21.00%		17.00%	20.00%		16.00%
Overhead ratio	36.00%		38.00%	38.00%		39.00%
Operating Segments | Asset & Wealth Management
Segment Reporting Information [Line Items]
Noninterest revenue	$ 2,687		$ 2,591	$ 5,317		$ 5,060
Net interest income	885		846	1,761		1,665
Total net revenue	3,572		3,437	7,078		6,725
Provision for credit losses	2		4	17		22
Noninterest expense	2,566		2,417	5,147		5,198
Income before income tax expense	1,004		1,016	1,914		1,505
Income tax expense/(benefit)	249		392	389		496
Net income	755		624	1,525		1,009
Average equity	9,000		9,000	9,000		9,000
Total assets	$ 161,474		$ 147,508	$ 161,474		$ 147,508
Return on equity	33.00%		27.00%	33.00%		22.00%
Overhead ratio	72.00%		70.00%	73.00%		77.00%
Operating Segments | Corporate
Segment Reporting Information [Line Items]
Noninterest revenue	$ 142		$ 781	$ (43)		$ 854
Net interest income	(62)		23	(109)		(75)
Total net revenue	80		804	(152)		779
Provision for credit losses	(1)		0	(5)		0
Noninterest expense	279		183	366		281
Income before income tax expense	(198)		621	(513)		498
Income tax expense/(benefit)	(62)		51	6		(107)
Net income	(136)		570	(519)		605
Average equity	78,901		80,200	78,261		78,959
Total assets	746,716		817,754	746,716		817,754
Reconciling Items
Segment Reporting Information [Line Items]
Noninterest revenue	(474)		(596)	(929)		(1,178)
Net interest income	(161)		(339)	(319)		(668)
Total net revenue	(635)		(935)	(1,248)		(1,846)
Provision for credit losses	0		0	0		0
Noninterest expense	0		0	0		0
Income before income tax expense	(635)		(935)	(1,248)		(1,846)
Income tax expense/(benefit)	(635)		(935)	(1,248)		(1,846)
Net income	0		0	0		0
Average equity	$ 0		$ 0	$ 0		$ 0
[1]	The following table presents information on assets and liabilities related to VIEs that are consolidated by the Firm at June 30, 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, refer to Note 13.(in millions)Jun 30, 2018 Dec 31, 2017Assets Trading assets$1,514 $1,449Loans58,404 68,995All other assets2,412 2,674Total assets$62,330 $73,118Liabilities Beneficial interests issued by consolidated VIEs$21,323 $26,081All other liabilities333 349Total liabilities$21,656 $26,430