v2.4.0.6
Derivatives Textuals (Details) (USD $)
 12 Months Ended
Dec. 31, 2011
Dec. 31, 2010
Dec. 31, 2009
Derivatives (Textual) [Abstract]      
Notional Basis swaps combined with receive fixed rate/pay floating rate swaps $ 15,500,000,000 $ 20,900,000,000  
Cash collateral netted against derivative assets 6,600,000,000 5,500,000,000  
Cash collateral netted against derivative liabilities 15,400,000,000 12,100,000,000  
Gains (losses) on forward derivatives hedging 53,000,000 3,000,000  
Deferred net gains on derivatives in other comprehensive income 440,000,000    
Maximum length of time hedged in cash flow hedge 6y    
Losses/gains on derivatives used to hedge residential mortgage servicing rights 5,241,000,000 4,485,000,000 6,849,000,000
Aggregate fair value of derivatives used for economic hedges net asset liability 1,400,000,000 (943,000,000)  
Aggregate fair value of derivative loan commitments net asset liability 478,000,000 (271,000,000)  
Aggregate fair value of derivative instruments with credit-risk-related contingent features, net liability 17,100,000,000 12,600,000,000  
Collateral for derivative instruments with credit-risk-related contingent features 15,000,000,000 12,000,000,000  
Additional collateral for derivative instruments with credit-risk-related contingent features 2,100,000,000 1,000,000,000  
Change in value of derivatives excluded from assessment of cash flow hedge effectiveness $ 0 $ 0