Derivatives Textuals (Details) (USD $)	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011	Dec. 31, 2011
Derivatives (Textual) [Abstract]
Notional Basis swaps combined with receive fixed rate/pay floating rate swaps	$ 8,000,000,000		$ 15,500,000,000
Cash collateral netted against derivative assets	6,500,000,000		6,600,000,000
Cash collateral netted against derivative liabilities	14,600,000,000		15,400,000,000
Gains (losses) on forward derivatives hedging	(1,000,000)	8,000,000
Deferred net gains on derivatives in other comprehensive income	415,000,000
Maximum length of time hedged in cash flow hedge	6
Losses/gains on derivatives used to hedge residential mortgage servicing rights	100,000,000	(120,000,000)
Aggregate fair value of derivatives used for economic hedges net asset liability	(375,000,000)		1,400,000,000
Aggregate fair value of derivative loan commitments net asset liability	216,000,000		478,000,000
Aggregate fair value of derivative instruments with credit-risk-related contingent features, net liability	16,400,000,000		17,100,000,000
Collateral for derivative instruments with credit-risk-related contingent features	15,000,000,000		15,000,000,000
Additional collateral for derivative instruments with credit-risk-related contingent features	1,300,000,000		2,100,000,000
Change in value of derivatives excluded from assessment of cash flow hedge effectiveness	$ 0

The aggregate fair value of additional assets that would be required to be posted as collateral for derivative instruments with credit-risk-related contingent features if the credit-risk-related contingent features were triggered at the end of the reporting period.

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-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

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The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

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The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.

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The amount as of the balance sheet date of the fair value of derivative assets that in accordance with the entity's accounting policy was offset against an obligation to return cash collateral under a master netting arrangement.

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The amount as of the balance sheet date of the fair value of derivative liabilities that in accordance with the entity's accounting policy were offset against the right to reclaim cash collateral under a master netting arrangement.

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The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.

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Gain relating to components of the gain (loss) on the fair value hedging instrument excluded from the assessment of fair value hedge effectiveness. Recognized in earnings.

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The net gain (loss) relating to components of the gain (loss) on the cash flow hedging instrument excluded from the assessment of cash flow hedge effectiveness. Recognized in earnings.

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Maximum length of time over which the entity is hedging its exposure to the variability in future cash flows for forecasted transactions, excluding those forecasted transactions related to the payment of variable interest on existing financial instruments.

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- Definition

Aggregate Fair Value Of Derivative Loan Commitments Net Asset Liability.

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- Definition

Basis swaps combined with receive fixed rate pay floating rate swaps, notional.

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Aggregate Fair Value Of Derivatives Used For Economic Hedges Net Asset Liability.

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Net derivative gains (losses) from economic hedges related to mortgage servicing activities.

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