Notional by type, fair value, hedge designation, CVA/DVA
| Claim | Value | State | Source |
|---|---|---|---|
| Derivative notional — interest rate | 12,875 $ millions | source-linked | Derivative Instruments |
| Derivative notional — currency / FX | 64,069 $ millions | source-linked | Derivative Instruments |
| Derivative notional (total) | Derivative instruments designated as accounting hedges: Foreign exchange contracts $ 62,647 $ 64,069 Interest rate contracts $ 12,875 $ 14,575 Derivative instruments not designated as accounting hedges: Foreign exchange contracts $ 109,079 $ 91,493 | source-linked | Derivative Instruments |
| Notional in economic hedge under FVO | Derivative instruments not designated as accounting hedges: Foreign exchange contracts $ 109,079 $ 91,493 | source-linked | Derivative Instruments |
| Notional designated as fair value hedge | 13.5 billion $ billions | source-linked | Derivative Instruments |
| Derivative notional (total) | 170,137 $ millions | system-reconciled | Derivative Instruments |
| Derivative notional — interest rate | 14,575 $ millions | source-linked | Derivative Instruments |
| Derivative notional — currency / FX | 91,493 $ millions | source-linked | Derivative Instruments |