MIME-Version: 1.0 X-Document-Type: Workbook Content-Type: multipart/related; boundary="----=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c" This document is a Single File Web Page, also known as a Web Archive file. If you are seeing this message, your browser or editor doesn't support Web Archive files. Please download a browser that supports Web Archive, such as Microsoft Internet Explorer. ------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Workbook.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

This page should be opened with Microsoft Excel XP or newer.

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet01.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Document and Entity Information	3 Months Ended
Mar. 31, 2013	Apr. 30, 2013
Document and Entity Information [Abstract]
Entity Registrant Name	WELLS FARGO & COMPANY/MN
Entity Central Index Key	0000072971
Document Type	10-Q
Document Period End Date	Mar 31, 2013
Amendment Flag	false
Document Fiscal Year Focus	2013
Document Fiscal Period Focus	Q1
Current Fiscal Year End Date	--12-31
Entity Well-known Seasoned Issuer	Yes
Entity Voluntary Filers	No
Entity Current Reporting Status	Yes
Entity Filer Category	Large Accelerated Filer
Entity Common Stock, Shares Outstanding		5,296,386,944

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet02.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Consolidated Statement of Income (Unaudited) (USD $) In Millions, except Per Share data, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012
Interest income
Trading assets	$ 327		$ 377
Securities available for sale	1,925		2,088
Mortgages held for sale	371		459
Loans held for sale	3		9
Loans	8,861		9,197
Other interest income	163		125
Total interest income	11,650		12,255
Interest expense:
Deposits	369		457
Short-term borrowings	20		16
Long-term debt	697		830
Other interest expense	65		64
Total interest expense	1,151		1,367
Net interest income	10,499		10,888
Provision for credit losses	1,219		1,995
Net interest income after provision for credit losses	9,280		8,893
Noninterest income
Service charges on deposit accounts	1,214		1,084
Trust and investment fees	3,202		2,839
Card fees	738		654
Other fees	1,034		1,095
Mortgage banking	2,794		2,870
Insurance	463		519
Net gains from trading activities	570		640
Net gains (losses) on debt securities available for sale	45	[1]	(7)	[1]
Net gains from equity investments	113	[2]	364	[2]
Lease income	130		59
Other	457		631
Total noninterest income	10,760		10,748
Noninterest expense
Salaries	3,663		3,601
Commission and incentive compensation	2,577		2,417
Employee benefits	1,583		1,608
Equipment	528		557
Net occupancy	719		704
Core deposit and other intangibles	377		419
FDIC and other deposit assessments	292		357
Other	2,661		3,330
Total noninterest expense	12,400		12,993
Income before income tax expense	7,640		6,648
Income tax expense	2,420		2,328
Net income before noncontrolling interests	5,220		4,320
Less: Net income from noncontrolling interests	49		72
Wells Fargo net income	5,171		4,248
Less: Preferred stock dividends and other	240		226
Wells Fargo net income applicable to common stock	$ 4,931		$ 4,022
Per share information
Earnings per common share	$ 0.93		$ 0.76
Diluted earnings per common share	$ 0.92		$ 0.75
Dividends declared per common share	$ 0.25		$ 0.22
Average common shares outstanding	5,279		5,282.6
Diluted average common shares outstanding	5,353.5		5,337.8
[1]	Total other-than-temporary impairment (OTTI) losses (gains) were $(15) million and $35 million for first quarter 2013 and 2012, respectively. Of total OTTI, losses of $34 million and $50 million were recognized in earnings, and gains of $(49) million and $(15) million were recognized as non-credit-related OTTI in other comprehensive income for first quarter 2013 and 2012, respectively.
[2]	Includes OTTI losses of $44 million and $15 million for first quarter 2013 and 2012, respectively.

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet03.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Consolidated Statement of Income (Parenthetical) (Unaudited) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012
Noninterest income
Total OTTI recorded as part of gross realized losses	$ 38	$ 51
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net, Available-for-sale Equity Securities and Nonmarketable Equity Securities	44	15
Debt Securities [Member]
Noninterest income
Total OTTI losses (gains) recorded on debt securities	(15)	35
Total OTTI recorded as part of gross realized losses	34	50
Total recorded directly to OCI for non-credit-related impairment	$ (49)	$ (15)

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet04.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Consolidated Statement of Comprehensive Income (Unaudited) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012
Wells Fargo net income	$ 5,171		$ 4,248
Foreign currency translation adjustments:
Net unrealized gains (losses) arising during the period, Before tax	(18)	[1]	10	[1]
Securities available for sale:
Net unrealized gains (losses) arising during the period, Before tax	(634)		1,874
Reclassification of net (gains) losses to net income, Before tax	(113)		(226)
Derivatives and hedging activities:
Net unrealized gains arising during the period, Before tax	7		42
Reclassification of net (gains) losses on cash flow hedges to net income, Before tax	(87)		(107)
Defined benefit plans adjustments:
Net actuarial gains (losses) arising during the period, Before tax	6		(5)
Amortization of net actuarial loss and other costs to net income, Before tax	49		36
Other comprehensive income (loss), Before tax	(790)		1,624
Income tax (expense) benefit related to other comprehensive income	288		(611)
Other comprehensive income (loss), Net of tax	(502)		1,013
Less: Other comprehensive income from noncontrolling interests	3		4
Wells Fargo other comprehensive income (loss), net of tax	(505)		1,009
Wells Fargo Comprehensive Income	4,666		5,257
Comprehensive income from noncontrolling interests	52		76
Total comprehensive income	4,718		5,333
Total Wells Fargo stockholders' equity [Member]
Wells Fargo net income	5,171		4,248
Defined benefit plans adjustments:
Wells Fargo other comprehensive income (loss), net of tax	(505)		1,009
Noncontrolling interests [Member]
Defined benefit plans adjustments:
Less: Other comprehensive income from noncontrolling interests	$ 3		$ 4
[1]	There was no sale or liquidation of an investment in a foreign entity, and therefore no reclassification adjustment for the quarters ended March 31, 2013 and 2012, respectively.

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet05.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Consolidated Statement of Comprehensive Income (Alternative) (Unaudited) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012
Statement of Income and Comprehensive Income [Abstract]
Total comprehensive income	$ 4,718	$ 5,333
Comprehensive income from noncontrolling interests	52	76
Wells Fargo Comprehensive Income	$ 4,666	$ 5,257

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet06.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Consolidated Balance Sheet (Unaudited) (USD $) In Millions, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012
Assets
Cash and Due from Banks	$ 16,217		$ 21,860
Federal funds sold, securities purchased under resale agreements and other short-term investments	143,804		137,313
Trading assets	62,274		57,482
Securities available for sale	248,160		235,199
Mortgages held for sale (includes $42,624 and $42,305 carried at fair value)	46,702		47,149
Loans held for sale (includes $0 and $6 carried at fair value)	194		110
Loans (includes $6,183 and $6,206 carried at fair value)	799,966		799,574
Allowance for loan losses	(16,711)		(17,060)
Net loans	783,255		782,514
Mortgage servicing rights:
Measured at fair value	12,061		11,538
Amortized	1,181		1,160
Premises and equipment, net	9,263		9,428
Goodwill	25,637		25,637
Other assets (includes $197 and $0 carried at fair value)	87,886		93,578
Total assets	1,436,634	[1]	1,422,968	[1]
Liabilities
Noninterest-bearing deposits	278,909		288,207
Interest-bearing deposits	731,824		714,628
Total deposits	1,010,733		1,002,835
Short-term borrowings	60,693		57,175
Accrued expenses and other liabilities	75,622		76,668
Long-term debt (includes $0 and $1 carried at fair value)	126,191		127,379
Total liabilities	1,273,239	[2]	1,264,057	[2]
Wells Fargo stockholders' equity:
Preferred stock	14,412		12,883
Common stock - $1-2/3 par value, authorized 9,000,000,000 shares; issued 5,481,811,474 shares and 5,481,811,474 shares	9,136		9,136
Additional paid-in capital	60,136		59,802
Retained earnings	81,264		77,679
Cumulative other comprehensive income	5,145		5,650
Treasury stock - 193,038,624 shares and 215,497,298 shares	(6,036)		(6,610)
Unearned ESOP shares	(1,971)		(986)
Total Wells Fargo stockholders' equity	162,086		157,554
Noncontrolling interests	1,309		1,357
Total equity	163,395		158,911
Total liabilities and equity	$ 1,436,634		$ 1,422,968
[1]	Our consolidated assets at March 31, 2013 and December 31, 2012, include the following assets of certain variable interest entities (VIEs) that can only be used to settle the liabilities of those VIEs: Cash and due from banks, $156 million and $260 million; Trading assets, $135 million and $114 million; Securities available for sale, $2.6 billion and $2.8 billion; Mortgages held for sale, $257 million and $469 million; Net loans, $9.7 billion and $10.6 billion; Other assets, $434 million and 457 million, and Total assets, $13.2 billion and $14.6 billion, respectively.
[2]	Our consolidated liabilities at March 31, 2013 and December 31, 2012, include the following VIE liabilities for which the VIE creditors do not have recourse to Wells Fargo: Short-term borrowings, $3 million and $0 million; Accrued expenses and other liabilities, $105 million and $134 million; Long-term debt, $2.9 billion and $3.5 billion; and Total liabilities, $3.0 billion and $3.6 billion, respectively.

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet07.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Consolidated Balance Sheet (Parenthetical) (Unaudited) (USD $) In Millions, except Share data, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012
Assets
Cash and Due from Banks	$ 16,217		$ 21,860
Trading assets	62,274		57,482
Securities available for sale	248,160		235,199
Mortgages held for sale	46,702		47,149
Mortgages held for sale, carried at fair value	42,624		42,305
Loans held for sale, carried at fair value	0		6
Loans, carried at fair value	6,183		6,206
Net loans	783,255		782,514
Other assets	87,886		93,578
Other assets, carried at fair value	197		0
Total assets	1,436,634	[1]	1,422,968	[1]
Liabilities
Short-term borrowings	60,693		57,175
Accrued expenses and other liabilities	75,622		76,668
Long-term debt (includes $0 and $1 carried at fair value)	126,191		127,379
Long-term debt, carried at fair value	0		1
Total liabilities	1,273,239	[2]	1,264,057	[2]
Wells Fargo stockholders' equity:
Common stock, par value	$ 1.67		$ 1.67
Common stock, shares issued	5,481,811,474		5,481,811,474
Common stock, shares authorized	9,000,000,000		9,000,000,000
Treasury stock, shares	193,038,624		215,497,298
VIEs that we consolidate [Member]
Assets
Cash and Due from Banks	156		260
Trading assets	135		114
Securities available for sale	2,600		2,772
Mortgages held for sale	257		469
Net loans	9,660		10,553
Other assets	434		457
Total assets	13,242		14,625
Liabilities
Short-term borrowings	2,067		2,059
Accrued expenses and other liabilities	834		901
Long-term debt (includes $0 and $1 carried at fair value)	2,973		3,483
Total liabilities	5,874		6,443
Vies That We Consolidate No Recourse [Member]
Liabilities
Short-term borrowings	3		0
Accrued expenses and other liabilities	105		134
Long-term debt (includes $0 and $1 carried at fair value)	2,900		3,500
Total liabilities	$ 3,000		$ 3,600
[1]	Our consolidated assets at March 31, 2013 and December 31, 2012, include the following assets of certain variable interest entities (VIEs) that can only be used to settle the liabilities of those VIEs: Cash and due from banks, $156 million and $260 million; Trading assets, $135 million and $114 million; Securities available for sale, $2.6 billion and $2.8 billion; Mortgages held for sale, $257 million and $469 million; Net loans, $9.7 billion and $10.6 billion; Other assets, $434 million and 457 million, and Total assets, $13.2 billion and $14.6 billion, respectively.
[2]	Our consolidated liabilities at March 31, 2013 and December 31, 2012, include the following VIE liabilities for which the VIE creditors do not have recourse to Wells Fargo: Short-term borrowings, $3 million and $0 million; Accrued expenses and other liabilities, $105 million and $134 million; Long-term debt, $2.9 billion and $3.5 billion; and Total liabilities, $3.0 billion and $3.6 billion, respectively.

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet08.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Consolidated Statement of Changes in Equity (Unaudited) (USD $) In Millions, except Share data	Total	Total Wells Fargo stockholders' equity [Member]	Preferred stock [Member]	Common stock [Member]	Additional paid-in capital [Member]	Retained earnings [Member]	Cumulative other comprehensive income [Member]	Treasury stock [Member]	Unearned Employee Stock Option Plan Shares [Member]	Noncontrolling interests [Member]
Beginning Balance at Dec. 31, 2010
Cumulative effect of fair value election for certain residential mortgage servicing rights	$ 2	$ 2				$ 2
Adjusted beginning balance at Jan. 1, 2012	141,689	140,243				64,387
Ending Balance at Dec. 31, 2011	141,687	140,241	11,431	8,931	55,957	64,385	3,207	(2,744)	(926)	1,446
Shares, Beginning Balance at Dec. 31, 2011			10,450,690	5,262,611,636
Cumulative effect of fair value election for certain residential mortgage servicing rights						2
Net Income Attributable to Parent	4,248	4,248				4,248
Net Income Attributable to Noncontrolling interests	72									72
Net income	4,320
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent	1,009	1,009					1,009
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Noncontrolling Interest	4									4
Other comprehensive income (loss), net of tax	1,013
Noncontrolling interests, adjustments to Additional Paid in Capital		(6)			(6)
Noncontrolling interests										(189)
Total change in noncontrolling interests	(195)
Common stock, issued	879	879		64	815
Common stock, shares issued				38,592,451
Common stock repurchased	(64)	(64)			150			(214)
Common stock repurchased, shares				(7,631,609)
Preferred stock issued to ESOP	0	0	940		88				(1,028)
Preferred stock issued to ESOP, shares			940,000
Preferred stock released by ESOP	270	270			(25)				295
Preferred stock converted to common shares	0	0	(270)	13	257
Preferred stock converted to common shares, shares			(269,694)	7,928,700
Common stock dividends	(1,165)	(1,165)				(1,177)
Common stock dividends, adjustment to Additional Paid in Capital					12
Preferred stock dividends	(219)	(219)				(219)
Tax benefit from stock incentive compensation	104	104			104
Stock incentive compensation expense	269	269			269
Net change in deferred compensation and related plans	(52)	(52)			(52)
Net change	5,160	5,273	670	77	1,612	2,852	1,009	(214)	(733)	(113)
Net change, shares			670,306	38,889,542
Ending Balance at Mar. 31, 2012	146,849	145,516	12,101	9,008	57,569	67,239	4,216	(2,958)	(1,659)	1,333
Shares, Ending Balance at Mar. 31, 2012			11,120,996	5,301,501,178
Beginning Balance at Dec. 31, 2012	158,911	157,554	12,883	9,136	59,802	77,679	5,650	(6,610)	(986)	1,357
Shares, Beginning Balance at Dec. 31, 2012			10,558,865	5,266,314,176
Net Income Attributable to Parent	5,171	5,171				5,171
Net Income Attributable to Noncontrolling interests	49									49
Net income	5,220
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent	(505)	(505)					(505)
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Noncontrolling Interest	3									3
Other comprehensive income (loss), net of tax	(502)
Noncontrolling interests, adjustments to Additional Paid in Capital		0
Noncontrolling interests										(100)
Total change in noncontrolling interests	(100)
Common stock, issued	878	878
Common stock, shares issued				31,062,036
Common stock, Treasury Stock reissued					(10)			898
Common stock, Treasury Stock reissued, effect on Retained Earnings						(10)
Common stock repurchased	(383)	(383)			200			(583)
Common stock repurchased, shares				(16,635,291)
Preferred stock issued to ESOP	0	0	1,200		108				(1,308)
Preferred stock issued to ESOP, shares			1,200,000
Preferred stock released by ESOP	296	296			(27)				323
Preferred stock converted to common shares	0	0	(296)		51			245
Preferred stock converted to common shares, shares			(295,879)	8,031,929
Preferred stock, issued	610	610	625		(15)
Preferred stock, shares issued			25,000
Common stock dividends	(1,319)	(1,319)				(1,336)
Common stock dividends, adjustment to Additional Paid in Capital					17
Preferred stock dividends	(240)	(240)				(240)
Tax benefit from stock incentive compensation	84	84			84
Stock incentive compensation expense	317	317			317
Net change in deferred compensation and related plans	(377)	(377)			(391)			14
Net change	4,484	4,532	1,529	0	334	3,585	(505)	574	(985)	(48)
Net change, shares			929,121	22,458,674
Ending Balance at Mar. 31, 2013	$ 163,395	$ 162,086	$ 14,412	$ 9,136	$ 60,136	$ 81,264	$ 5,145	$ (6,036)	$ (1,971)	$ 1,309
Shares, Ending Balance at Mar. 31, 2013			11,487,986	5,288,772,850

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet09.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Consolidated Statement of Cash Flows (Unaudited) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012
Cash flows from operating activities:
Net income (loss) before noncontrolling interests	$ 5,220	$ 4,320
Adjustments to reconcile net income to net cash provided by operating activities:
Provision for credit losses	1,219	1,995
Changes in fair value of MSRs, MHFS and LHFS carried at fair value	(984)	(1,007)
Depreciation and amortization	834	649
Other net gains	(2,695)	(1,663)
Stock-based compensation	625	539
Excess tax benefits related to stock incentive compensation	(86)	(98)
Originations of MHFS	(99,777)	(123,671)
Proceeds from sales of and principal collected on mortgages originated for sale	86,880	91,464
Originations of LHFS	0	(5)
Proceeds from sales of and principal collected on LHFS	92	2,893
Purchases of LHFS	(75)	(2,095)
Net change in:
Trading assets	13,135	43,480
Deferred income taxes	235	87
Accrued interest receivable	(288)	(113)
Accrued interest payable	156	184
Other assets, net	3,110	5,561
Other accrued expenses and liabilities, net	1,536	(6,615)
Net cash provided by operating activities	9,137	15,905
Cash flows from investing activities:
Net change in Federal funds sold, securities purchased under resale agreements and other short term investments	(8,186)	(29,776)
Securities available for sale:
Sales proceeds	1,303	4,242
Prepayments and maturities	13,302	12,317
Purchases	(32,098)	(18,156)
Nonmarketable equity investments:
Sales proceeds	283	390
Purchases	(467)	(524)
Loans:
Loans originated by banking subsidiaries, net of principal collected	(6,252)	(3,103)
Proceeds from sales (including participations) of loans originated for investment	2,764	2,193
Purchases (including participations) of loans	(1,105)	(2,423)
Principal collected on nonbank entities' loans	5,828	2,003
Loans originated by nonbank entities	(5,289)	(1,620)
Net cash paid for acquisitions	0	(426)
Proceeds from sales of foreclosed assets	2,001	2,365
Changes in MSRs from purchases and sales	396	(14)
Other, net	1,363	(429)
Net cash used by investing activities	(26,157)	(32,961)
Cash flows from financing activities:
Net change in deposits	7,898	10,194
Net change in short-term borrowings	3,507	1,488
Long-term debt:
Proceeds from issuance	7,820	8,999
Repayment	(7,134)	(5,237)
Preferred stock:
Proceeds from issuance	610	0
Cash dividends paid	(306)	(286)
Common stock:
Proceeds from issuance	644	879
Repurchased	(383)	(64)
Cash dividends paid	(1,284)	(1,165)
Excess tax benefits related to stock incentive compensation	86	98
Net change in noncontrolling interests	(81)	(290)
Net cash provided by financing activities	11,377	14,616
Net change in cash and due from banks	(5,643)	(2,440)
Cash and due from banks at beginning of period	21,860	19,440
Cash and due from banks at end of period	16,217	17,000
Supplemental cash flow disclosures:
Cash paid for interest	995	1,183
Cash paid for income taxes	$ 377	$ 333

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet10.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Summary of Significant Accounting Policies	3 Months Ended
Mar. 31, 2013
Summary of Significant Accounting Policies [Abstract]
Summary of Significant Accounting Policies	Wells Fargo & Company is a diversified financial services company. We provide banking, insurance, trust and investments, mortgage banking, investment banking, retail banking, brokerage, and consumer and commercial finance through banking stores, the internet and other distribution channels to consumers, businesses and institutions in all 50 states, the District of Columbia, and in foreign countries. When we refer to “Wells Fargo,” “the Company,” “we,” “our” or “us,” we mean Wells Fargo & Company and Subsidiaries (consolidated). Wells Fargo & Company (the Parent) is a financial holding company and a bank holding company. We also hold a majority interest in a real estate investment trust, which has publicly traded preferred stock outstanding.        Our accounting and reporting policies conform with U.S. generally accepted accounting principles (GAAP) and practices in the financial services industry. To prepare the financial statements in conformity with GAAP, management must make estimates based on assumptions about future economic and market conditions (for example, unemployment, market liquidity, real estate prices, etc.) that affect the reported amounts of assets and liabilities at the date of the financial statements and income and expenses during the reporting period and the related disclosures. Although our estimates contemplate current conditions and how we expect them to change in the future, it is reasonably possible that actual conditions could be worse than anticipated in those estimates, which could materially affect our results of operations and financial condition. Management has made significant estimates in several areas, including allowance for credit losses and purchased credit-impaired (PCI) loans (Note 5), valuations of residential mortgage servicing rights (MSRs) (Notes 7 and 8) and financial instruments (Note 13), liability for mortgage loan repurchase losses (Note 8) and income taxes. Actual results could differ from those estimates.        These unaudited interim financial statements reflect all adjustments that are, in the opinion of management, necessary for a fair statement of the results for the periods presented. These adjustments are of a normal recurring nature, unless otherwise disclosed in this Form 10-Q. The results of operations in the interim financial statements do not necessarily indicate the results that may be expected for the full year. The interim financial information should be read in conjunction with our Annual Report on Form 10-K for the year ended December 31, 2012 (2012 Form 10-K).   Accounting Standards Adopted in 2013 In first quarter 2013, we adopted the following new accounting guidance: Accounting Standards Update (ASU or Update) 2011-11, Disclosures about Offsetting Assets and Liabilities; ASU 2013-01, Clarifying the Scope of Disclosures about Offsetting Assets and Liabilities; and ASU 2013-02, Reporting of Amounts Reclassified Out of Accumulated Other Comprehensive Income.   ASU 2011-11 expands the disclosure requirements for certain financial instruments and derivatives that are subject to enforceable master netting agreements or similar arrangements. The disclosures are required regardless of whether the instruments have been offset (or netted) in the statement of financial position. Under ASU 2011-11, companies must describe the nature of offsetting arrangements and provide quantitative information about those agreements, including the gross and net amounts of financial instruments that are recognized in the statement of financial position. In January 2013, the FASB issued ASU 2013-01, which clarifies the scope of ASU 2011-11 by limiting the disclosures to derivatives, repurchase agreements, and securities lending transactions to the extent they are subject to an enforceable master netting or similar arrangement. We adopted this guidance in first quarter 2013 with retrospective application. These Updates did not affect our consolidated financial results since they amend only the disclosure requirements for offsetting financial instruments. See Notes 10 and 12 for the new disclosures.   ASU 2013-02 requires companies to disclose the effect on net income line items from significant amounts reclassified out of accumulated other comprehensive income and entirely into net income. If reclassifications are partially or entirely capitalized on the balance sheet, then companies must provide a cross-reference to disclosures that provide information about the effect of the reclassifications. We adopted this guidance in first quarter 2013 with retrospective application. This Update did not affect our consolidated financial results as it amends only the disclosure requirements for accumulated other comprehensive income. See Note 17 for expanded disclosures on reclassification adjustments.   Private Share Repurchases In December 2012, we entered into a private forward repurchase contract with an unrelated third party. This contract settled in first quarter 2013 for approximately 6 million shares of our common stock. We entered into this transaction to complement our open-market common stock repurchase strategies, to allow us to manage our share repurchases in a manner consistent with our capital plan submitted under the 2012 Comprehensive Capital Analysis and Review (CCAR), and to provide an economic benefit to the Company. In connection with this contract, we paid $200 million to the counterparty, which was recorded in permanent equity in the quarter paid and was not subject to re-measurement. The classification of the up-front payment as permanent equity assured that we would have appropriate repurchase timing consistent with our 2012 capital plan, which contemplated a fixed dollar amount available per quarter for share repurchases pursuant to Federal Reserve Board (FRB) supervisory guidance. In return, the counterparty agreed to deliver a variable number of shares based on a per share discount to the volume-weighted average stock price over the contract period. The counterparty had the right to accelerate settlement with delivery of shares prior to the contractual settlement. There were no scenarios where the contracts would not either physically settle in shares or allow us to choose the settlement method.        In April 2013 we entered into a similar private forward repurchase contract and paid $500 million to an unrelated third party. This contract expires in third quarter 2013; however, the counterparty has the right to accelerate settlement. The amount we paid to the counterparty meets accounting requirements to be treated as a permanent equity reduction. Supplemental Cash Flow InformationNoncash activities are presented below, including information on transfers affecting MHFS, LHFS, and MSRs.                         Quarter ended March 31, (in millions)   2013   2012 Transfers from (to) loans to (from) securities available for sale $ (108)   588 Trading assets retained from securitization of MHFS   17,940   41,362 Capitalization of MSRs from sale of MHFS   991   1,484 Transfers from MHFS to foreclosed assets   9   59 Transfers from loans to MHFS   2,475   1,355 Transfers from loans to LHFS   86   36 Transfers from loans to foreclosed assets   1,308   2,335 Changes in consolidations (deconsolidations) of variable interest entities:         Loans   (304)   (515) Long-term debt   (342)   (515)                     Subsequent EventsWe have evaluated the effects of events that have occurred subsequent to period end March 31, 2013, and there have been no material events that would require recognition in our first quarter 2013 consolidated financial statements or disclosure in the Notes to the financial statements.

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet11.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Business Combinations	3 Months Ended
Mar. 31, 2013
Business Combinations [Abstract]
Business Combinations	We regularly explore opportunities to acquire financial services companies and businesses. Generally, we do not make a public announcement about an acquisition opportunity until a definitive agreement has been signed. For information on additional contingent consideration related to acquisitions, which is considered to be a guarantee, see Note 10.        We did not complete any acquisitions in the first quarter 2013 and we had no pending business combinations as of March 31, 2013.

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet12.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Federal Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments	3 Months Ended
Mar. 31, 2013
Federal Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments [Abstract]
Federal Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments	The following table provides the detail of federal funds sold, securities purchased under short-term resale agreements (generally less than one year) and other short-term investments. The majority of interest-earning deposits at March 31, 2013 and December 31, 2012, were held at the Federal Reserve.                   Mar. 31,   Dec. 31, (in millions)   2013   2012 Federal funds sold and securities           purchased under resale agreements $ 37,582   33,884 Interest-earning deposits   105,506   102,408 Other short-term investments   716   1,021   Total $ 143,804   137,313                    We have classified securities purchased under long-term resale agreements (generally one year or more), which totaled $10.5 billion and $9.5 billion at March 31, 2013 and December 31, 2012, respectively, in loans. For additional information on the collateral we receive from other entities under resale agreements and securities borrowings, see the “Offsetting of Resale and Repurchase Agreements and Securities Borrowing and Lending Agreements” section of Note 10.

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet13.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Securities Available for Sale	3 Months Ended
Mar. 31, 2013
Securities Available for Sale [Abstract]
Securities available for sale	The following table provides the amortized cost and fair value by major categories of securities available for sale carried at fair value. The net unrealized gains (losses) are reported on an after-tax basis as a component of cumulative OCI. There were no securities classified as held to maturity as of the periods presented.                                                                     Gross Gross                     unrealized unrealized Fair (in millions)   Cost gains losses value                         March 31, 2013                                   Securities of U.S. Treasury and federal agencies $ 6,862 34 (12) 6,884 Securities of U.S. states and political subdivisions   38,925 1,932 (401) 40,456 Mortgage-backed securities:             Federal agencies   101,876 3,767 (171) 105,472   Residential   13,472 1,829 (42) 15,259   Commercial   18,492 1,623 (195) 19,920     Total mortgage-backed securities   133,840 7,219 (408) 140,651 Corporate debt securities   20,223 1,286 (60) 21,449 Collateralized loan and other debt obligations (1)   16,085 647 (69) 16,663 Other (2)   18,792 555 (69) 19,278       Total debt securities   234,727 11,673 (1,019) 245,381 Marketable equity securities:             Perpetual preferred securities   1,930 357 (25) 2,262   Other marketable equity securities   333 192 (8) 517       Total marketable equity securities   2,263 549 (33) 2,779         Total $ 236,990 12,222 (1,052) 248,160                         December 31, 2012                                   Securities of U.S. Treasury and federal agencies $ 7,099 47 - 7,146 Securities of U.S. states and political subdivisions   37,120 2,000 (444) 38,676 Mortgage-backed securities:             Federal agencies   92,855 4,434 (4) 97,285   Residential   14,178 1,802 (49) 15,931   Commercial   18,438 1,798 (268) 19,968     Total mortgage-backed securities   125,471 8,034 (321) 133,184 Corporate debt securities   20,120 1,282 (69) 21,333 Collateralized loan and other debt obligations (1)   12,726 557 (95) 13,188 Other (2)   18,410 553 (76) 18,887       Total debt securities   220,946 12,473 (1,005) 232,414 Marketable equity securities:             Perpetual preferred securities   1,935 281 (40) 2,176   Other marketable equity securities   402 216 (9) 609       Total marketable equity securities   2,337 497 (49) 2,785         Total $ 223,283 12,970 (1,054) 235,199                         Includes collateralized debt obligations with a cost basis and fair value of $543 million and $674 million, respectively, at March 31, 2013, and $556 million and $644 million, respectively, at December 31, 2012. Included in the “Other” category are asset-backed securities collateralized by auto leases or loans and cash reserves with a cost basis and fair value of $5.6 billion and $5.7 billion, respectively, at March 31, 2013, and $5.9 billion each at December 31, 2012. Also included in the "Other" category are asset-backed securities collateralized by home equity loans with a cost basis and fair value of $626 million and $853 million, respectively, at March 31, 2013, and $695 million and $918 million, respectively, at December 31, 2012. The remaining balances primarily include asset-backed securities collateralized by credit cards and student loans.   Gross Unrealized Losses and Fair Value The following table shows the gross unrealized losses and fair value of securities in the securities available-for-sale portfolio by length of time that individual securities in each category had been in a continuous loss position. Debt securities on which we have taken credit-related OTTI write-downs are categorized as being “less than 12 months” or “12 months or more” in a continuous loss position based on the point in time that the fair value declined to below the cost basis and not the period of time since the credit-related OTTI write-down.                                                                           Less than 12 months   12 months or more   Total               Gross     Gross     Gross               unrealized Fair unrealized Fair unrealized Fair (in millions)   losses value   losses value   losses value                               March 31, 2013                                                 Securities of U.S. Treasury and federal agencies $ (12) 4,369   - -   (12) 4,369 Securities of U.S. states and political subdivisions   (81) 5,053   (320) 4,031   (401) 9,084 Mortgage-backed securities:                     Federal agencies   (171) 20,109   - -   (171) 20,109   Residential   (16) 791   (26) 975   (42) 1,766   Commercial   (14) 1,672   (181) 2,268   (195) 3,940     Total mortgage-backed securities   (201) 22,572   (207) 3,243   (408) 25,815 Corporate debt securities   (15) 1,351   (45) 249   (60) 1,600 Collateralized loan and other debt obligations   (2) 2,879   (67) 490   (69) 3,369 Other   (11) 1,928   (58) 1,005   (69) 2,933       Total debt securities   (322) 38,152   (697) 9,018   (1,019) 47,170 Marketable equity securities:                     Perpetual preferred securities   (3) 175   (22) 446   (25) 621   Other marketable equity securities   (8) 58   - -   (8) 58       Total marketable equity securities   (11) 233   (22) 446   (33) 679         Total $ (333) 38,385   (719) 9,464   (1,052) 47,849                               December 31, 2012                                                 Securities of U.S. Treasury and federal agencies $ - -   - -   - - Securities of U.S. states and political subdivisions   (55) 2,709   (389) 4,662   (444) 7,371 Mortgage-backed securities:                     Federal agencies   (4) 2,247   - -   (4) 2,247   Residential   (4) 261   (45) 1,564   (49) 1,825   Commercial   (6) 491   (262) 2,564   (268) 3,055     Total mortgage-backed securities   (14) 2,999   (307) 4,128   (321) 7,127 Corporate debt securities   (14) 1,217   (55) 305   (69) 1,522 Collateralized loan and other debt obligations   (2) 1,485   (93) 798   (95) 2,283 Other   (11) 2,153   (65) 1,010   (76) 3,163       Total debt securities   (96) 10,563   (909) 10,903   (1,005) 21,466 Marketable equity securities:                     Perpetual preferred securities   (3) 116   (37) 538   (40) 654   Other marketable equity securities   (9) 48   - -   (9) 48       Total marketable equity securities   (12) 164   (37) 538   (49) 702         Total $ (108) 10,727   (946) 11,441   (1,054) 22,168        We do not have the intent to sell any securities included in the previous table. For debt securities included in the table, we have concluded it is more likely than not that we will not be required to sell prior to recovery of the amortized cost basis. We have assessed each security with gross unrealized losses for credit impairment. For debt securities, we evaluate, where necessary, whether credit impairment exists by comparing the present value of the expected cash flows to the securities' amortized cost basis. For equity securities, we consider numerous factors in determining whether impairment exists, including our intent and ability to hold the securities for a period of time sufficient to recover the cost basis of the securities.        For complete descriptions of the factors we consider when analyzing debt securities for impairment, see Note 1 and Note 5 in our 2012 Form 10-K. There have been no material changes to our methodologies for assessing impairment in first quarter 2013.        The following table shows the gross unrealized losses and fair value of debt and perpetual preferred securities available for sale by those rated investment grade and those rated less than investment grade, according to their lowest credit rating by Standard & Poor's Rating Services (S&P) or Moody's Investors Service (Moody's). Credit ratings express opinions about the credit quality of a security. Securities rated investment grade, that is those rated BBB- or higher by S&P or Baa3 or higher by Moody's, are generally considered by the rating agencies and market participants to be low credit risk. Conversely, securities rated below investment grade, labeled as “speculative grade” by the rating agencies, are considered to be distinctively higher credit risk than investment grade securities. We have also included securities not rated by S&P or Moody's in the table below based on the internal credit grade of the securities (used for credit risk management purposes) equivalent to the credit rating assigned by major credit agencies. The unrealized losses and fair value of unrated securities categorized as investment grade based on internal credit grades were $22 million and $2.5 billion, respectively, at March 31, 2013, and $19 million and $2.0 billion, respectively, at December 31, 2012. If an internal credit grade was not assigned, we categorized the security as non-investment grade.                                                                     Investment grade   Non-investment grade                 Gross     Gross                   unrealized Fair   unrealized Fair (in millions)   losses value   losses value                           March 31, 2013                                       Securities of U.S. Treasury and federal agencies $ (12) 4,369   - - Securities of U.S. states and political subdivisions   (346) 8,556   (55) 528 Mortgage-backed securities:               Federal agencies   (171) 20,109   - -   Residential   (3) 64   (39) 1,702   Commercial   (35) 2,993   (160) 947     Total mortgage-backed securities   (209) 23,166   (199) 2,649 Corporate debt securities   (23) 1,170   (37) 430 Collateralized loan and other debt obligations   (36) 3,183   (33) 186 Other   (46) 2,844   (23) 89       Total debt securities   (672) 43,288   (347) 3,882 Perpetual preferred securities   (25) 621   - -         Total $ (697) 43,909   (347) 3,882                           December 31, 2012                                       Securities of U.S. Treasury and federal agencies $ - -   - - Securities of U.S. states and political subdivisions   (378) 6,839   (66) 532 Mortgage-backed securities:               Federal agencies   (4) 2,247   - -   Residential   (3) 78   (46) 1,747   Commercial   (31) 2,110   (237) 945     Total mortgage-backed securities   (38) 4,435   (283) 2,692 Corporate debt securities   (19) 1,112   (50) 410 Collateralized loan and other debt obligations   (49) 2,065   (46) 218 Other   (49) 3,034   (27) 129       Total debt securities   (533) 17,485   (472) 3,981 Perpetual preferred securities   (40) 654   - -         Total $ (573) 18,139   (472) 3,981 Contractual Maturities The following table shows the remaining contractual maturities and contractual yields (taxable-equivalent basis) of debt securities available for sale. The remaining contractual principal maturities for MBS do not consider prepayments. Remaining expected maturities will differ from contractual maturities because borrowers may have the right to prepay obligations before the underlying mortgages mature.                                                                                                                                 Remaining contractual maturity                   Weighted-           After one year   After five years                         Total average   Within one year   through five years   through ten years     After ten years   (in millions)   amount   yield     Amount Yield     Amount Yield     Amount Yield     Amount Yield                                                         March 31, 2013                                                                                                 Securities of U.S. Treasury                                           and federal agencies $ 6,884   1.62 % $ 386 0.42 % $ 498 1.57 % $ 6,000 1.70 % $ - - % Securities of U.S. states and                                           political subdivisions   40,456   5.22     2,050 2.49     11,156 2.15     3,209 5.57     24,041 6.82   Mortgage-backed securities:                                           Federal agencies   105,472   3.64     3 3.46     172 4.97     988 3.42     104,309 3.64     Residential   15,259   4.36     - -     4 3.14     533 2.04     14,722 4.44     Commercial   19,920   5.34     9 5.74     93 3.81     108 2.88     19,710 5.36       Total mortgage-backed                                               securities   140,651   3.96     12 5.13     269 4.54     1,629 2.93     138,741 3.97   Corporate debt securities   21,449   4.26     1,564 4.07     12,373 3.23     6,159 6.04     1,353 5.78   Collateralized loan and                                             other debt obligations   16,663   1.49     84 0.63     1,065 0.80     7,246 1.09     8,268 1.94   Other   19,278   1.74     1,973 1.60     9,035 1.70     3,242 1.74     5,028 1.85         Total debt securities                                                 at fair value $ 245,381   3.78 % $ 6,069 2.45 % $ 34,396 2.39 % $ 27,485 3.04 % $ 177,431 4.21 %                                                       December 31, 2012                                                                                                 Securities of U.S. Treasury                                             and federal agencies $ 7,146   1.59 % $ 376 0.43 % $ 661 1.24 % $ 6,109 1.70 % $ - - % Securities of U.S. states and                                             political subdivisions   38,676   5.29     1,861 2.61     11,620 2.18     3,380 5.51     21,815 7.15   Mortgage-backed securities:                                             Federal agencies   97,285   3.82     1 5.40     106 4.87     1,144 3.41     96,034 3.83     Residential   15,931   4.38     - -     - -     569 2.06     15,362 4.47     Commercial   19,968   5.33     - -     78 3.69     101 2.84     19,789 5.35       Total mortgage-backed                                               securities   133,184   4.12     1 5.40     184 4.37     1,814 2.95     131,185 4.13   Corporate debt securities   21,333   4.26     1,037 4.29     12,792 3.19     6,099 6.14     1,405 5.88   Collateralized loan and                                             other debt obligations   13,188   1.35     44 0.96     1,246 0.71     7,376 1.01     4,522 2.08   Other   18,887   1.85     1,715 1.14     9,589 1.75     3,274 2.11     4,309 2.14         Total debt securities                                                 at fair value $ 232,414   3.91 % $ 5,034 2.28 % $ 36,092 2.37 % $ 28,052 3.07 % $ 163,236 4.44 %                                                       Realized Gains and Losses The following table shows the gross realized gains and losses on sales and OTTI write-downs related to the securities available-for-sale portfolio, which includes marketable equity securities, as well as net realized gains and losses on nonmarketable equity investments (see Note 6 – Other Assets).                           Quarter ended March 31, (in millions)   2013 2012 Gross realized gains $ 156 281 Gross realized losses   (5) (4) OTTI write-downs   (38) (51)   Net realized gains from securities available for sale   113 226 Net realized gains from private equity investments   45 131     Net realized gains from debt securities and equity investments $ 158 357                 Other-Than-Temporary Impairment The following table shows the detail of total OTTI write-downs included in earnings for debt securities, marketable securities and nonmarketable equity investments.                                   Quarter ended March 31, (in millions)     2013 2012 OTTI write-downs included in earnings         Debt securities:           U.S. states and political subdivisions $ - -     Mortgage-backed securities:             Residential   15 14       Commercial   15 30     Corporate debt securities   2 1     Collateralized loan and other debt obligations   - -     Other debt securities   2 5         Total debt securities   34 50   Equity securities:           Marketable equity securities:             Perpetual preferred securities   - 1       Other marketable equity securities   4 -         Total marketable equity securities   4 1           Total securities available for sale   38 51     Nonmarketable equity investments   40 14             Total OTTI write-downs included in earnings $ 78 65                     Other-Than-Temporarily Impaired Debt Securities The following table shows the detail of OTTI write-downs on debt securities available for sale included in earnings and the related changes in OCI for the same securities.                               Quarter ended March 31, (in millions)     2013 2012 OTTI on debt securities         Recorded as part of gross realized losses:           Credit-related OTTI $ 23 50     Intent-to-sell OTTI   11 -       Total recorded as part of gross realized losses   34 50   Changes to OCI for increase (decrease) in non-credit-related OTTI (1):           U.S. states and political subdivisions   - -     Residential mortgage-backed securities   (9) (9)     Commercial mortgage-backed securities   (41) (6)     Corporate debt securities   - (1)     Collateralized loan and other debt obligations   (1) -     Other debt securities   2 1       Total changes to OCI for non-credit-related OTTI   (49) (15)         Total OTTI losses (gains) recorded on debt securities $ (15) 35                   Represents amounts recorded to OCI on debt securities in periods where credit-related OTTI write-downs have occurred. Increases represent initial or subsequent non-credit-related OTTI on debt securities. Decreases represent partial to full reversal of impairment due to recoveries in the fair value of securities due to factors other than credit.        The following table presents a rollforward of the credit loss component recognized in earnings for debt securities we still own (referred to as “credit-impaired” debt securities). The credit loss component of the amortized cost represents the difference between the present value of expected future cash flows discounted using the security's current effective interest rate and the amortized cost basis of the security prior to considering credit losses. OTTI recognized in earnings for credit-impaired debt securities is presented as additions and is classified into one of two components based upon whether the current period is the first time the debt security was credit-impaired (initial credit impairment) or if the debt security was previously credit-impaired (subsequent credit impairments). The credit loss component is reduced if we sell, intend to sell or believe we will be required to sell previously credit-impaired debt securities. Additionally, the credit loss component is reduced if we receive or expect to receive cash flows in excess of what we previously expected to receive over the remaining life of the credit-impaired debt security, the security matures or is fully written down.        Changes in the credit loss component of credit-impaired debt securities that were recognized in earnings and related to securities that we do not intend to sell were:                               Quarter ended March 31, (in millions)   2013 2012 Credit loss component, beginning of period $ 1,289 1,272 Additions:         Initial credit impairments   1 5   Subsequent credit impairments   22 45     Total additions   23 50 Reductions:         For securities sold   (52) (12)   For recoveries of previous credit impairments (1)   (8) (8)     Total reductions   (60) (20) Credit loss component, end of period $ 1,252 1,302                   Recoveries of previous credit impairments result from increases in expected cash flows subsequent to credit loss recognition. Such recoveries are reflected prospectively as interest yield adjustments using the effective interest method.        To determine credit impairment losses for asset-backed securities (e.g., residential MBS, commercial MBS), we estimate expected future cash flows of the security by estimating the expected future cash flows of the underlying collateral and applying those collateral cash flows, together with any credit enhancements such as subordinated interests owned by third parties, to the security. The expected future cash flows of the underlying collateral are determined using the remaining contractual cash flows adjusted for future expected credit losses (which consider current delinquencies and nonperforming assets (NPAs), future expected default rates and collateral value by vintage and geographic region) and prepayments. The expected cash flows of the security are then discounted at the security's current effective interest rate to arrive at a present value amount. Total credit impairment losses on residential MBS that we do not intend to sell are shown in the table below. The table also presents a summary of the significant inputs considered in determining the measurement of the credit loss component recognized in earnings for residential MBS.                                 Quarter ended March 31, ($ in millions)   2013   2012 Credit impairment losses on residential MBS           Non-investment grade $ 15   14                     Significant inputs (non-agency – non-investment grade MBS)         Expected remaining life of loan loss rate (1):           Range (2)   1-20 % 1-44   Credit impairment loss rate distribution (3):             0 - 10% range   94   46     10 - 20% range   4   11     20 - 30% range   2   1     Greater than 30%   -   42   Weighted average loss rate (4)   6   9 Current subordination levels (5):           Range (2)   0-41   0-57   Weighted average (4)   -   2 Prepayment speed (annual CPR (6)):           Range (2)   4-18   5-29   Weighted average (4)   14   15                                         Represents future expected credit losses on each pool of loans underlying respective securities expressed as a percentage of the total current outstanding loan balance of the pool for each respective security. Represents the range of inputs/assumptions based upon the individual securities within each category. Represents distribution of credit impairment losses recognized in earnings categorized based on range of expected remaining life of loan losses. For example 94% of credit impairment losses recognized in earnings for the quarter ended March 31, 2013, had expected remaining life of loan loss assumptions of 0 to 10%. Calculated by weighting the relevant input/assumption for each individual security by current outstanding amortized cost basis of the security. Represents current level of credit protection provided by tranches subordinate to our security holdings (subordination), expressed as a percentage of total current underlying loan balance. Constant prepayment rate. Total credit impairment losses on commercial MBS that we do not intend to sell were $6 million and $30 million for the quarters ended March 31, 2013 and 2012, respectively. Significant inputs considered in determining the credit impairment losses for commercial MBS are the expected remaining life of loan loss rates and current subordination levels. Prepayment activity on commercial MBS does not significantly impact the determination of their credit impairment because, unlike residential MBS, commercial MBS experience significantly lower prepayments due to certain contractual restrictions, impacting the borrower's ability to prepay the mortgage. The expected remaining life of loan loss rates for commercial MBS with credit impairment losses ranged from 4% to 14% and 5% to 14%, while the current subordination level ranges were 0% to 21% and 0% to 12% for the quarters ended March 31, 2013 and 2012, respectively.

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet14.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Loans and Allowance for Credit Losses	3 Months Ended
Mar. 31, 2013
Loans and Allowance for Credit Losses [Abstract]
Loans and Allowance for Credit Losses	The following table presents total loans outstanding by portfolio segment and class of financing receivable. Outstanding balances include a total net reduction of $7.0 billion and $7.4 billion at March 31, 2013 and December 31, 2012, respectively, for unearned income, net deferred loan fees, and unamortized discounts and premiums. Outstanding balances also include PCI loans net of any remaining purchase accounting adjustments. Information about PCI loans is presented separately in the “Purchased Credit-Impaired Loans” section of this Note.                                   Mar. 31,   Dec. 31, (in millions)   2013   2012 Commercial:           Commercial and industrial $ 185,623   187,759   Real estate mortgage   106,119   106,340   Real estate construction   16,650   16,904   Lease financing   12,402   12,424   Foreign (1)   40,920   37,771     Total commercial   361,714   361,198 Consumer:           Real estate 1-4 family first mortgage   252,307   249,900   Real estate 1-4 family junior lien mortgage   72,543   75,465   Credit card   24,120   24,640   Automobile   47,259   45,998   Other revolving credit and installment   42,023   42,373     Total consumer   438,252   438,376       Total loans $ 799,966   799,574                     Substantially all of our foreign loan portfolio is commercial loans. Loans are classified as foreign if the borrower's primary address is outside of the United States.   Loan Purchases, Sales, and Transfers The following table summarizes the proceeds paid or received for purchases and sales of loans and transfers from loans held for investment to mortgages/loans held for sale at lower of cost or market. This loan activity primarily includes loans added in business combinations and asset acquisitions, as well as purchases or sales of commercial loan participation interests, whereby we receive or transfer a portion of a loan after origination. The table excludes PCI loans and loans recorded at fair value, including loans originated for sale because their loan activity normally does not impact the allowance for credit losses.                                         Quarter ended March 31,                   2013       2012 (in millions) Commercial Consumer Total   Commercial Consumer Total Loans - held for investment:                 Purchases (1) $ 1,026 79 1,105   1,956 83 2,039 Sales   (2,016) (316) (2,332)   (1,820) (153) (1,973) Transfers to MHFS/LHFS (1)   (80) (7) (87)   (36) (1) (37)                                                 The “Purchases” and “Transfers to MHFS/LHFS" categories exclude activity in government insured/guaranteed loans. As servicer, we are able to buy delinquent insured/guaranteed loans out of the Government National Mortgage Association (GNMA) pools. These loans have different risk characteristics from the rest of our consumer portfolio, whereby this activity does not impact the allowance for loan losses in the same manner because the loans are predominantly insured by the Federal Housing Administration (FHA) or guaranteed by the Department of Veterans Affairs (VA). On a net basis, such purchases net of transfers to MHFS were $2.0 billion and $3.5 billion for the quarters ended March 31, 2013 and 2012, respectively. Commitments to Lend A commitment to lend is a legally binding agreement to lend funds to a customer, usually at a stated interest rate, if funded, and for specific purposes and time periods. We generally require a fee to extend such commitments. Certain commitments are subject to loan agreements with covenants regarding the financial performance of the customer or borrowing base formulas on an ongoing basis that must be met before we are required to fund the commitment. We may reduce or cancel consumer commitments, including home equity lines and credit card lines, in accordance with the contracts and applicable law. When we make commitments, we are exposed to credit risk. The maximum credit risk for these commitments will generally be lower than the contractual amount because a significant portion of these commitments are expected to expire without being used by the customer. In addition, we manage the potential risk in commitments to lend by limiting the total amount of commitments, both by individual customer and in total, by monitoring the size and maturity structure of these commitments and by applying the same credit standards for these commitments as for all of our credit activities. In some cases, we participate a portion of our interest in a commitment to others in an arrangement that reduces our contractual commitment amount. We also originate multipurpose lending commitments under which borrowers have the option to draw on the facility for different purposes in one of several forms, including a standby letter of credit. See Note 10 for information on standby letters of credit.        For certain loans and commitments to lend, we may require collateral or a guarantee, based on our assessment of a customer's credit risk. We may require various types of collateral, including commercial and consumer real estate, autos, other short-term liquid assets such as accounts receivable or inventory and long-lived asset, such as equipment and other business assets. Collateral requirements for each loan or commitment may vary according to the specific credit underwriting, including terms and structure of loans funded immediately or under a commitment to fund at a later date.        The contractual amount of our unfunded credit commitments, net of participations and net of all standby and commercial letters of credit issued under the terms of these commitments, is summarized by portfolio segment and class of financing receivable in the following table:                                 Mar. 31, Dec. 31, (in millions)   2013 2012 Commercial:         Commercial and industrial $ 223,784 215,626   Real estate mortgage   6,887 6,165   Real estate construction   9,328 9,109   Foreign   8,151 8,423     Total commercial   248,150 239,323 Consumer:         Real estate 1-4 family first mortgage   37,064 42,657   Real estate 1-4 family           junior lien mortgage   50,237 50,934   Credit card   73,911 70,960   Other revolving credit and installment   20,852 19,791     Total consumer   182,064 184,342       Total unfunded               credit commitments $ 430,214 423,665 Allowance for Credit Losses The allowance for credit losses consists of the allowance for loan losses and the allowance for unfunded credit commitments. Changes in the allowance for credit losses were:                                   Quarter ended March 31, (in millions)     2013   2012 Balance, beginning of period $ 17,477   19,668 Provision for credit losses   1,219   1,995 Interest income on certain impaired loans (1)   (73)   (87) Loan charge-offs:           Commercial:             Commercial and industrial   (181)   (359)     Real estate mortgage   (60)   (82)     Real estate construction   (5)   (80)     Lease financing   (3)   (8)     Foreign   (11)   (29)       Total commercial   (260)   (558)   Consumer:               Real estate 1-4 family first mortgage   (475)   (828)     Real estate 1-4 family junior lien mortgage   (514)   (820)     Credit card   (266)   (301)     Automobile   (164)   (179)     Other revolving credit and installment   (182)   (194)       Total consumer   (1,601)   (2,322)         Total loan charge-offs   (1,861)   (2,880) Loan recoveries:           Commercial:             Commercial and industrial   88   103     Real estate mortgage   31   36     Real estate construction   39   13     Lease financing   4   6     Foreign   8   15       Total commercial   170   173   Consumer:               Real estate 1-4 family first mortgage   46   37     Real estate 1-4 family junior lien mortgage   65   57     Credit card   31   59     Automobile   88   105     Other revolving credit and installment   42   54       Total consumer   272   312         Total loan recoveries   442   485           Net loan charge-offs (2)   (1,419)   (2,395) Allowances related to business combinations/other   (11)   (52) Balance, end of period $ 17,193   19,129 Components:             Allowance for loan losses $ 16,711   18,852   Allowance for unfunded credit commitments   482   277     Allowance for credit losses (3) $ 17,193   19,129 Net loan charge-offs (annualized) as a percentage of average total loans (2)   0.72 % 1.25 Allowance for loan losses as a percentage of total loans (3)   2.09   2.46 Allowance for credit losses as a percentage of total loans (3)   2.15   2.50                     Certain impaired loans with an allowance calculated by discounting expected cash flows using the loan's effective interest rate over the remaining life of the loan recognize reductions in the allowance as interest income. For PCI loans, charge-offs are only recorded to the extent that losses exceed the purchase accounting estimates. The allowance for credit losses includes $80 million and $245 million at March 31, 2013 and 2012, respectively, related to PCI loans acquired from Wachovia. Loans acquired from Wachovia are included in total loans net of related purchase accounting net write-downs. The following table summarizes the activity in the allowance for credit losses by our commercial and consumer portfolio segments.                                   Quarter ended March 31,               2013       2012 (in millions) Commercial Consumer Total   Commercial Consumer Total Balance, beginning of period $ 5,714 11,763 17,477   6,358 13,310 19,668   Provision for credit losses   192 1,027 1,219   188 1,807 1,995   Interest income on certain impaired loans   (19) (54) (73)   (31) (56) (87)                           Loan charge-offs   (260) (1,601) (1,861)   (558) (2,322) (2,880)   Loan recoveries   170 272 442   173 312 485     Net loan charge-offs   (90) (1,329) (1,419)   (385) (2,010) (2,395)   Allowance related to business combinations/other   (11) - (11)   - (52) (52) Balance, end of period $ 5,786 11,407 17,193   6,130 12,999 19,129                         The following table disaggregates our allowance for credit losses and recorded investment in loans by impairment methodology.                                   Allowance for credit losses   Recorded investment in loans (in millions)   Commercial Consumer Total   Commercial Consumer Total                         March 31, 2013                                         Collectively evaluated (1) $ 4,200 7,150 11,350   350,765 389,084 739,849 Individually evaluated (2)   1,533 4,230 5,763   7,447 22,941 30,388 PCI (3)   53 27 80   3,502 26,227 29,729   Total $ 5,786 11,407 17,193   361,714 438,252 799,966                         December 31, 2012                   Collectively evaluated (1) $ 3,951 7,524 11,475   349,035 389,559 738,594 Individually evaluated (2)   1,675 4,210 5,885   8,186 21,826 30,012 PCI (3)   88 29 117   3,977 26,991 30,968   Total $ 5,714 11,763 17,477   361,198 438,376 799,574                         Represents loans collectively evaluated for impairment in accordance with Accounting Standards Codification (ASC) 450-20, Loss Contingencies (formerly FAS 5), and pursuant to amendments by ASU 2010-20 regarding allowance for non-impaired loans. Represents loans individually evaluated for impairment in accordance with ASC 310-10, Receivables (formerly FAS 114), and pursuant to amendments by ASU 2010-20 regarding allowance for impaired loans. Represents the allowance and related loan carrying value determined in accordance with ASC 310-30, Receivables – Loans and Debt Securities Acquired with Deteriorated Credit Quality (formerly SOP 03-3) and pursuant to amendments by ASU 2010-20 regarding allowance for PCI loans.   Credit Quality We monitor credit quality by evaluating various attributes and utilize such information in our evaluation of the appropriateness of the allowance for credit losses. The following sections provide the credit quality indicators we most closely monitor. The credit quality indicators are generally based on information as of our financial statement date, with the exception of updated Fair Isaac Corporation (FICO) scores and updated loan-to-value (LTV)/combined LTV (CLTV), which are obtained at least quarterly. Generally, these indicators are updated in the second month of each quarter, with updates no older than December 31, 2012. See the “Purchased Credit-Impaired Loans” section of this Note for credit quality information on our PCI portfolio. Commercial Credit Quality Indicators In addition to monitoring commercial loan concentration risk, we manage a consistent process for assessing commercial loan credit quality. Generally, commercial loans are subject to individual risk assessment using our internal borrower and collateral quality ratings. Our ratings are aligned to Pass and Criticized categories. The Criticized category includes Special Mention, Substandard, and Doubtful categories which are defined by bank regulatory agencies.        The following table provides a breakdown of outstanding commercial loans by risk category. Of the $18.6 billion in criticized commercial real estate (CRE) loans, $4.0 billion has been placed on nonaccrual status and written down to net realizable collateral value. CRE loans have a high level of monitoring in place to manage these assets and mitigate loss exposure.                                   Commercial Real Real                   and estate estate Lease     (in millions)   industrial mortgage construction financing Foreign Total                         March 31, 2013                                       By risk category:               Pass $ 167,516 88,613 12,983 11,776 39,014 319,902   Criticized   17,916 15,667 2,900 626 1,201 38,310     Total commercial loans (excluding PCI)   185,432 104,280 15,883 12,402 40,215 358,212 Total commercial PCI loans (carrying value)   191 1,839 767 - 705 3,502       Total commercial loans $ 185,623 106,119 16,650 12,402 40,920 361,714                         December 31, 2012                                       By risk category:               Pass $ 169,293 87,183 12,224 11,787 35,380 315,867   Criticized   18,207 17,187 3,803 637 1,520 41,354     Total commercial loans (excluding PCI)   187,500 104,370 16,027 12,424 36,900 357,221 Total commercial PCI loans (carrying value)   259 1,970 877 - 871 3,977       Total commercial loans $ 187,759 106,340 16,904 12,424 37,771 361,198                                The following table provides past due information for commercial loans, which we monitor as part of our credit risk management practices.                           Commercial Real Real                   and estate estate Lease     (in millions)   industrial mortgage construction financing Foreign Total                         March 31, 2013                                       By delinquency status:               Current-29 DPD and still accruing $ 183,759 100,399 14,827 12,339 40,140 351,464   30-89 DPD and still accruing   433 619 139 38 12 1,241   90+ DPD and still accruing   47 164 47 - 7 265 Nonaccrual loans   1,193 3,098 870 25 56 5,242     Total commercial loans (excluding PCI)   185,432 104,280 15,883 12,402 40,215 358,212 Total commercial PCI loans (carrying value)   191 1,839 767 - 705 3,502       Total commercial loans $ 185,623 106,119 16,650 12,402 40,920 361,714                         December 31, 2012                                       By delinquency status:               Current-29 DPD and still accruing $ 185,614 100,317 14,861 12,344 36,837 349,973   30-89 DPD and still accruing   417 503 136 53 12 1,121   90+ DPD and still accruing   47 228 27 - 1 303 Nonaccrual loans   1,422 3,322 1,003 27 50 5,824     Total commercial loans (excluding PCI)   187,500 104,370 16,027 12,424 36,900 357,221 Total commercial PCI loans (carrying value)   259 1,970 877 - 871 3,977       Total commercial loans $ 187,759 106,340 16,904 12,424 37,771 361,198                         Consumer Credit Quality Indicators We have various classes of consumer loans that present unique risks. Loan delinquency, FICO credit scores and LTV for loan types are common credit quality indicators that we monitor and utilize in our evaluation of the appropriateness of the allowance for credit losses for the consumer portfolio segment. Many of our loss estimation techniques used for the allowance for credit losses rely on delinquency-based models; therefore, delinquency is an important indicator of credit quality and the establishment of our allowance for credit losses. The following table provides the outstanding balances of our consumer portfolio by delinquency status.                                     Real estate Real estate     Other               1-4 family 1-4 family     revolving               first junior lien Credit   credit and   (in millions)   mortgage mortgage card Automobile installment Total                         March 31, 2013                                       By delinquency status:               Current-29 DPD $ 183,532 70,561 23,527 46,580 29,766 353,966   30-59 DPD   3,071 521 163 532 162 4,449   60-89 DPD   1,340 284 124 103 97 1,948   90-119 DPD   700 215 111 39 65 1,130   120-179 DPD   960 300 193 5 24 1,482   180+ DPD   6,251 521 2 - 5 6,779 Government insured/guaranteed loans (1)   30,367 - - - 11,904 42,271   Total consumer loans (excluding PCI)   226,221 72,402 24,120 47,259 42,023 412,025 Total consumer PCI loans (carrying value)   26,086 141 - - - 26,227     Total consumer loans $ 252,307 72,543 24,120 47,259 42,023 438,252                         December 31, 2012                                       By delinquency status:               Current-29 DPD $ 179,870 73,256 23,976 44,973 29,546 351,621   30-59 DPD   3,295 577 211 798 168 5,049   60-89 DPD   1,528 339 143 164 108 2,282   90-119 DPD   853 265 122 57 73 1,370   120-179 DPD   1,141 358 187 5 28 1,719   180+ DPD   6,655 518 1 1 4 7,179 Government insured/guaranteed loans (1)   29,719 - - - 12,446 42,165   Total consumer loans (excluding PCI)   223,061 75,313 24,640 45,998 42,373 411,385 Total consumer PCI loans (carrying value)   26,839 152 - - - 26,991     Total consumer loans $ 249,900 75,465 24,640 45,998 42,373 438,376                         Represents loans whose repayments are predominantly insured by the FHA or guaranteed by the VA and student loans whose repayments are predominantly guaranteed by agencies on behalf of the U.S. Department of Education under the Federal Family Education Loan Program (FFELP). Loans insured/guaranteed by the FHA/VA and 90+ DPD totaled $20.2 billion at March 31, 2013, and at December 31, 2012. Student loans 90+ DPD totaled $1.0 billion at March 31, 2013, compared with $1.1 billion at December 31, 2012.        Of the $9.4 billion of consumer loans not government insured/guaranteed that are 90 days or more past due at March 31, 2013, $1.1 billion was accruing, compared with $10.3 billion past due and $1.1 billion accruing at December 31, 2012.        Real estate 1-4 family first mortgage loans 180 days or more past due totaled $6.3 billion, or 2.8% of total first mortgages (excluding PCI), at March 31, 2013, compared with $6.7 billion, or 3.0%, at December 31, 2012.        The following table provides a breakdown of our consumer portfolio by updated FICO. We obtain FICO scores at loan origination and the scores are updated at least quarterly. The majority of our portfolio is underwritten with a FICO score of 680 and above. FICO is not available for certain loan types and may not be obtained if we deem it unnecessary due to strong collateral and other borrower attributes, primarily securities-based margin loans of $5.1 billion at March 31, 2013, and $5.4 billion at December 31, 2012.                                     Real estate Real estate     Other               1-4 family 1-4 family     revolving               first junior lien Credit   credit and   (in millions)   mortgage mortgage card Automobile installment Total                         March 31, 2013                                       By updated FICO:               < 600 $ 17,358 5,935 2,400 8,506 1,157 35,356   600-639   10,055 3,576 1,965 5,716 976 22,288   640-679   15,852 6,419 3,693 8,410 2,049 36,423   680-719   24,669 11,012 4,846 8,141 3,787 52,455   720-759   31,648 15,218 4,898 5,934 4,986 62,684   760-799   65,842 20,773 3,843 5,568 7,086 103,112   800+   27,530 8,323 1,998 4,648 1,957 44,456 No FICO available   2,900 1,146 477 336 3,049 7,908 FICO not required   - - - - 5,072 5,072 Government insured/guaranteed loans (1)   30,367 - - - 11,904 42,271     Total consumer loans (excluding PCI)   226,221 72,402 24,120 47,259 42,023 412,025 Total consumer PCI loans (carrying value)   26,086 141 - - - 26,227       Total consumer loans $ 252,307 72,543 24,120 47,259 42,023 438,252                         December 31, 2012                                       By updated FICO:               < 600 $ 17,662 6,122 2,314 7,928 1,163 35,189   600-639   10,208 3,660 1,961 5,451 952 22,232   640-679   15,764 6,574 3,772 8,142 2,011 36,263   680-719   24,725 11,361 4,990 7,949 3,691 52,716   720-759   31,502 15,992 5,114 5,787 4,942 63,337   760-799   63,946 21,874 4,109 5,400 6,971 102,300   800+   26,044 8,526 2,223 4,443 1,912 43,148 No FICO available   3,491 1,204 157 898 2,882 8,632 FICO not required   - - - - 5,403 5,403 Government insured/guaranteed loans (1)   29,719 - - - 12,446 42,165     Total consumer loans (excluding PCI)   223,061 75,313 24,640 45,998 42,373 411,385 Total consumer PCI loans (carrying value)   26,839 152 - - - 26,991       Total consumer loans $ 249,900 75,465 24,640 45,998 42,373 438,376                         Represents loans whose repayments are predominantly insured by the FHA or guaranteed by the VA and student loans whose repayments are predominantly guaranteed by agencies on behalf of the U.S. Department of Education under FFELP.        LTV refers to the ratio comparing the loan's unpaid principal balance to the property's collateral value. CLTV refers to the combination of first mortgage and junior lien mortgage (including unused line amounts for credit line products) ratios. LTVs and CLTVs are updated quarterly using a cascade approach which first uses values provided by automated valuation models (AVMs) for the property. If an AVM is not available, then the value is estimated using the original appraised value adjusted by the change in Home Price Index (HPI) for the property location. If an HPI is not available, the original appraised value is used. The HPI value is normally the only method considered for high value properties, generally with an original value of $1 million or more, as the AVM values have proven less accurate for these properties.        The following table shows the most updated LTV and CLTV distribution of the real estate 1-4 family first and junior lien mortgage loan portfolios. In recent years, the residential real estate markets experienced significant declines in property values and several markets, particularly California and Florida have experienced more significant declines than the national decline. These trends are considered in the way that we monitor credit risk and establish our allowance for credit losses. LTV does not necessarily reflect the likelihood of performance of a given loan, but does provide an indication of collateral value. In the event of a default, any loss should be limited to the portion of the loan amount in excess of the net realizable value of the underlying real estate collateral value. Certain loans do not have an LTV or CLTV primarily due to industry data availability and portfolios acquired from or serviced by other institutions.                                       March 31, 2013   December 31, 2012             Real estate Real estate     Real estate Real estate               1-4 family 1-4 family     1-4 family 1-4 family               first junior lien     first junior lien               mortgage mortgage     mortgage mortgage   (in millions)   by LTV by CLTV Total   by LTV by CLTV Total By LTV/CLTV:                 0-60% $ 58,559 11,626 70,185   56,247 12,170 68,417   60.01-80%   70,413 14,796 85,209   69,759 15,168 84,927   80.01-100%   36,406 17,464 53,870   34,830 18,038 52,868   100.01-120% (1)   16,626 13,259 29,885   17,004 13,576 30,580   > 120% (1)   12,268 13,675 25,943   13,529 14,610 28,139 No LTV/CLTV available   1,582 1,582 3,164   1,973 1,751 3,724 Government insured/guaranteed loans (2)   30,367 - 30,367   29,719 - 29,719     Total consumer loans (excluding PCI)   226,221 72,402 298,623   223,061 75,313 298,374 Total consumer PCI loans (carrying value)   26,086 141 26,227   26,839 152 26,991       Total consumer loans $ 252,307 72,543 324,850   249,900 75,465 325,365                           Reflects total loan balances with LTV/CLTV amounts in excess of 100%. In the event of default, the loss content would generally be limited to only the amount in excess of 100% LTV/CLTV. Represents loans whose repayments are predominantly insured by the FHA or guaranteed by the VA.       Nonaccrual Loans The following table provides loans on nonaccrual status. PCI loans are excluded from this table due to the existence of the accretable yield.                                 Mar. 31, Dec. 31, (in millions)     2013 2012 Commercial:         Commercial and industrial $ 1,193 1,422   Real estate mortgage   3,098 3,322   Real estate construction   870 1,003   Lease financing   25 27   Foreign   56 50     Total commercial (1)   5,242 5,824 Consumer:         Real estate 1-4 family first mortgage (2)   11,320 11,455   Real estate 1-4 family junior lien mortgage 2,712 2,922   Automobile 220 245   Other revolving credit and installment   32 40     Total consumer   14,284 14,662       Total nonaccrual loans               (excluding PCI) $ 19,526 20,486                   Includes LHFS of $15 million and $16 million at March 31, 2013 and December 31, 2012, respectively. Includes MHFS of $368 million and $336 million at March 31, 2013 and December 31,2012, respectively. LOANS 90 Days OR MORE Past Due and Still Accruing Certain loans 90 days or more past due as to interest or principal are still accruing, because they are (1) well-secured and in the process of collection or (2) real estate 1-4 family mortgage loans or consumer loans exempt under regulatory rules from being classified as nonaccrual until later delinquency, usually 120 days past due. PCI loans of $5.8 billion at March 31, 2013, and $6.0 billion at December 31, 2012, are not included in these past due and still accruing loans even though they are 90 days or more contractually past due. These PCI loans are considered to be accruing due to the existence of the accretable yield and not based on consideration given to contractual interest payments. Loans 90 days or more past due and still accruing whose repayments are predominantly insured by the FHA or guaranteed by the VA for mortgages and the U.S. Department of Education for student loans under the FFELP were $21.7 billion at March 31, 2013, down from $21.8 billion at December 31, 2012.        The following table shows non-PCI loans 90 days or more past due and still accruing by class for loans not government insured/guaranteed                                 Mar. 31, Dec. 31, (in millions) 2013 2012 Loan 90 days or more past due and still accruing:       Total (excluding PCI): $ 23,082 23,245   Less: FHA insured/guaranteed by the VA (1)(2) 20,745 20,745   Less: Student loans guaranteed           under the FFELP (3)   977 1,065       Total, not government               insured/guaranteed $ 1,360 1,435                   By segment and class, not government         insured/guaranteed:     Commercial:         Commercial and industrial $ 47 47   Real estate mortgage   164 228   Real estate construction   47 27   Foreign   7 1     Total commercial   265 303 Consumer:         Real estate 1-4 family first mortgage (2)   563 564   Real estate 1-4 family junior lien mortgage (2) 112 133   Credit card   306 310   Automobile   33 40   Other revolving credit and installment   81 85     Total consumer   1,095 1,132       Total, not government               insured/guaranteed $ 1,360 1,435                   Represents loans whose repayments are predominantly insured by the FHA or guaranteed by the VA. Includes mortgage loans held for sale 90 days or more past due and still accruing. Represents loans whose repayments are predominantly guaranteed by agencies on behalf of the U.S. Department of Education under the FFELP. Impaired Loans The table below summarizes key information for impaired loans. Our impaired loans predominantly include loans on nonaccrual status in the commercial portfolio segment and loans modified in a TDR, whether on accrual or nonaccrual status. These impaired loans generally have estimated losses which are included in the allowance for credit losses. Impaired loans exclude PCI loans. The table below includes trial modifications that totaled $723 million at March 31, 2013, and $705 million at December 31, 2012.                                   Recorded investment                   Impaired loans               Unpaid   with related Related             principal Impaired allowance for allowance for (in millions)   balance loans credit losses credit losses                     March 31, 2013                               Commercial:             Commercial and industrial $ 2,851 1,821 1,732 305   Real estate mortgage   5,567 4,371 4,249 984   Real estate construction   1,701 1,181 1,166 228   Lease financing   50 35 35 10   Foreign   104 39 22 6     Total commercial (1)   10,273 7,447 7,204 1,533 Consumer:             Real estate 1-4 family first mortgage   22,547 19,610 15,116 3,063   Real estate 1-4 family junior lien mortgage   2,911 2,523 2,143 942   Credit card   502 501 501 203   Automobile   331 279 162 21   Other revolving credit and installment   34 27 21 1     Total consumer   26,325 22,940 17,943 4,230       Total impaired loans (excluding PCI) $ 36,598 30,387 25,147 5,763                     December 31, 2012                               Commercial:             Commercial and industrial $ 3,331 2,086 2,086 353   Real estate mortgage   5,766 4,673 4,537 1,025   Real estate construction   1,975 1,345 1,345 276   Lease financing   54 39 39 11   Foreign   109 43 43 9     Total commercial (1)   11,235 8,186 8,050 1,674 Consumer:             Real estate 1-4 family first mortgage   21,293 18,472 15,224 3,074   Real estate 1-4 family junior lien mortgage   2,855 2,483 2,070 859   Credit card   531 531 531 244   Automobile   314 314 314 27   Other revolving credit and installment   27 26 26 6     Total consumer   25,020 21,826 18,165 4,210       Total impaired loans (excluding PCI) $ 36,255 30,012 26,215 5,884                     Excludes the unpaid principal balance for loans with zero recorded investment.          Commitments to lend additional funds on loans whose terms have been modified in a TDR amounted to $409 million at March 31, 2013, and $421 million at December 31, 2012.        The following tables provide the average recorded investment in impaired loans and the amount of interest income recognized on impaired loans by portfolio segment and class.                                   Quarter ended March 31,           2013   2012             Average   Recognized   Average Recognized             recorded   interest   recorded interest (in millions)   investment   income   investment income Commercial:                 Commercial and industrial $ 1,943   26   2,888 39   Real estate mortgage   4,421   32   5,135 17   Real estate construction   1,271   12   2,197 10   Lease financing   37   -   63 -   Foreign   32   -   30 -     Total commercial   7,704   70   10,313 66 Consumer:                 Real estate 1-4 family first mortgage   18,944   251   14,501 189   Real estate 1-4 family junior lien mortgage   2,482   35   2,054 22   Credit card   517   15   594 14   Automobile   298   10   309 18   Other revolving credit and installment   26   1   23 -     Total consumer (1)   22,267   312   17,481 243       Total impaired loans (excluding PCI) $ 29,971   382   27,794 309                         Interest income:                 Cash basis of accounting     $ 123     49   Other (2)       259     260     Total interest income     $ 382     309                         Quarter ended March 31, 2013, reflects the OCC guidance issued in third quarter 2012, which requires consumer loans discharged in bankruptcy to be classified as TDRs, as well as written down to net realizable collateral value. Includes interest recognized on accruing TDRs, interest recognized related to certain impaired loans which have an allowance calculated using discounting, and amortization of purchase accounting adjustments related to certain impaired loans. See footnote 1 to the table of changes in the allowance for credit losses.     TROUBLED DEBT RESTRUCTURINGs (TDRs) When, for economic or legal reasons related to a borrower's financial difficulties, we grant a concession for other than an insignificant period of time to a borrower that we would not otherwise consider, the related loan is classified as a TDR. We do not consider any loans modified through a loan resolution such as foreclosure or short sale to be a TDR.        We may require some borrowers experiencing financial difficulty to make trial payments generally for a period of three to four months, according to the terms of a planned permanent modification, to determine if they can perform according to those terms. These arrangements represent trial modifications, which we classify and account for as TDRs. While loans are in trial payment programs, their original terms are not considered modified and they continue to advance through delinquency status and accrue interest according to their original terms. The planned modifications for these arrangements predominantly involve interest rate reductions or other interest rate concessions; however, the exact concession type and resulting financial effect are usually not finalized and do not take effect until the loan is permanently modified. The trial period terms are developed in accordance with our proprietary programs or the U.S. Treasury's Making Homes Affordable programs for real estate 1-4 family first lien (i.e. Home Affordable Modification Program – HAMP) and junior lien (i.e. Second Lien Modification Program – 2MP) mortgage loans.        At March 31, 2013, the loans in trial modification period were $395 million under HAMP, $47 million under 2MP and $281 million under proprietary programs, compared with $402 million, $45 million and $258 million at December 31, 2012, respectively. Trial modifications with a recorded investment of $306 million at March 31, 2013, and $429 million at December 31, 2012, were accruing loans and $417 million and $276 million, respectively, were nonaccruing loans. Our recent experience is that most of the mortgages that enter a trial payment period program are successful in completing the program requirements and are then permanently modified at the end of the trial period. As previously discussed, our allowance process considers the impact of those modifications that are probable to occur including the associated credit cost and related re-default risk.        The following table summarizes our TDR modifications for the periods presented by primary modification type and includes the financial effects of these modifications. For those loans that may be modified more than once, the table reflects each modification.                                               Primary modification type (1)   Financial effects of modifications                         Weighted   Recorded                 Other       average   investment               Interest interest       interest   related to               rate rate     Charge- rate   interest rate (in millions) Principal (2) reduction concessions (3) Total   offs (4) reduction   reduction (5) Quarter ended March 31, 2013                   Commercial:                         Commercial and industrial $ - 67 327 394   1 7.60 % $ 67   Real estate mortgage   24 75 422 521   5 1.82     75   Real estate construction   - - 109 109   4 -     -   Lease financing   - - - -   - -     -   Foreign   15 - - 15   - -     -     Total commercial   39 142 858 1,039   10 4.54     142 Consumer:                         Real estate 1-4 family first mortgage   344 379 1,381 2,104   97 2.43     623   Real estate 1-4 family junior lien mortgage   27 48 168 243   15 3.24     72   Credit card   - 46 - 46   - 10.73     46   Automobile   1 6 24 31   8 6.39     6   Other revolving credit and installment   - 2 3 5   - 3.89     2   Trial modifications (6)   - - 32 32   - -     -     Total consumer   372 481 1,608 2,461   120 3.06     749       Total $ 411 623 2,466 3,500   130 3.29 % $ 891                                 Quarter ended March 31, 2012                   Commercial:                         Commercial and industrial $ 1 8 401 410   3 1.28 % $ 9   Real estate mortgage   4 52 485 541   - 1.90     53   Real estate construction   - 2 107 109   8 1.06     1   Lease financing   - - 1 1   - -     -   Foreign   - - 2 2   - -     -     Total commercial   5 62 996 1,063   11 1.79     63 Consumer:                         Real estate 1-4 family first mortgage   306 297 199 802   59 2.83     540   Real estate 1-4 family junior lien mortgage   19 70 34 123   9 4.02     86   Credit card   - 74 - 74   - 10.88     74   Automobile   2 19 22 43   6 7.51     20   Other revolving credit and installment   - - 1 1   - -     -   Trial modifications (6)   - - 577 577   - -     -     Total consumer   327 460 833 1,620   74 3.93     720       Total $ 332 522 1,829 2,683   85 3.76 % $ 783                                 (1) Amounts represent the recorded investment in loans after recognizing the effects of the TDR, if any. TDRs with multiple types of concessions are presented only once in the table in the first category type based on the order presented. (2) Principal modifications include principal forgiveness at the time of the modification, contingent principal forgiveness granted over the life of the loan based on borrower performance, and principal that has been legally separated and deferred to the end of the loan, with a zero percent contractual interest rate. (3) Other interest rate concessions include loans modified to an interest rate that is not commensurate with the credit risk, even though the rate may have been increased. These modifications would include renewals, term extensions and other interest adjustments, but exclude modifications that also forgive principal and/or reduce the interest rate. Quarter ended March 31, 2013, includes $1.3 billion of consumer loans resulting from the OCC guidance issued in third quarter 2012, which requires consumer loans discharged in bankruptcy to be classified as TDRs, as well as written down to net realizable collateral value. (4) Charge-offs include write-downs of the investment in the loan in the period it is contractually modified. The amount of charge-off will differ from the modification terms if the loan has been charged down prior to the modification based on our policies. In addition, there may be cases where we have a charge-off/down with no legal principal modification. Modifications resulted in legally forgiving principal (actual, contingent or deferred) of $134 million and $92 million for quarters ended March 31, 2013 and 2012, respectively. (5) Reflects the effect of reduced interest rates on loans with principal or interest rate reduction primary modification type. (6) Trial modifications are granted a delay in payments due under the original terms during the trial payment period. However, these loans continue to advance through delinquency status and accrue interest according to their original terms. Any subsequent permanent modification generally includes interest rate related concessions; however, the exact concession type and resulting financial effect are usually not known until the loan is permanently modified. Trial modifications for the period are presented net of previously reported trial modifications that became permanent in the current period.                                        The table below summarizes permanent modification TDRs that have defaulted in the current period within 12 months of their permanent modification date. We are reporting these defaulted TDRs based on a payment default definition of 90 days past due for the commercial portfolio segment and 60 days past due for the consumer portfolio segment.                                         Recorded           investment of defaults           Quarter ended March 31, (in millions)   2013 2012 Commercial:         Commercial and industrial $ 21 110   Real estate mortgage   61 252   Real estate construction   28 155     Total commercial   110 517 Consumer:         Real estate 1-4 family first mortgage   83 147   Real estate 1-4 family junior lien mortgage 10 20   Credit card   16 27   Automobile   4 6     Total consumer   113 200       Total $ 223 717       Purchased Credit-Impaired Loans Substantially all of our PCI loans were acquired from Wachovia on December 31, 2008. The following table presents PCI loans net of any remaining purchase accounting adjustments. Real estate 1-4 family first mortgage PCI loans are predominantly Pick-a-Pay loans.                                   March 31,   December 31, (in millions)   2013   2012 2008 Commercial:             Commercial and industrial $ 191   259 4,580   Real estate mortgage   1,839   1,970 5,803   Real estate construction   767   877 6,462   Foreign   705   871 1,859     Total commercial   3,502   3,977 18,704 Consumer:             Real estate 1-4 family first mortgage   26,086   26,839 39,214   Real estate 1-4 family junior lien mortgage   141   152 728   Automobile   -   - 151     Total consumer   26,227   26,991 40,093       Total PCI loans (carrying value) $ 29,729   30,968 58,797 Total PCI loans (unpaid principal balance) $ 42,971   45,174 98,182                     Accretable Yield The excess of cash flows expected to be collected over the carrying value of PCI loans is referred to as the accretable yield and is recognized in interest income using an effective yield method over the remaining life of the loan, or pools of loans. The accretable yield is affected by: changes in interest rate indices for variable rate PCI loans – expected future cash flows are based on the variable rates in effect at the time of the regular evaluations of cash flows expected to be collected; changes in prepayment assumptions – prepayments affect the estimated life of PCI loans which may change the amount of interest income, and possibly principal, expected to be collected; and changes in the expected principal and interest payments over the estimated life – updates to expected cash flows are driven by the credit outlook and actions taken with borrowers. Changes in expected future cash flows from loan modifications are included in the regular evaluations of cash flows expected to be collected.   The change in the accretable yield related to PCI loans is presented in the following table.                   (in millions)     Balance, December 31, 2008 $ 10,447   Addition of accretable yield due to acquisitions   131   Accretion into interest income (1)   (9,351)   Accretion into noninterest income due to sales (2)   (242)   Reclassification from nonaccretable difference for loans with improving credit-related cash flows   5,354   Changes in expected cash flows that do not affect nonaccretable difference (3)   12,209 Balance, December 31, 2012   18,548   Addition of accretable yield due to acquisitions   -   Accretion into interest income (1)   (447)   Accretion into noninterest income due to sales (2)   (151)   Reclassification from nonaccretable difference for loans with improving credit-related cash flows   31   Changes in expected cash flows that do not affect nonaccretable difference (3)   (16) Balance, March 31, 2013 $ 17,965                 (1) Includes accretable yield released as a result of settlements with borrowers, which is included in interest income. (2) Includes accretable yield released as a result of sales to third parties, which is included in noninterest income. (3) Represents changes in cash flows expected to be collected due to the impact of modifications, changes in prepayment assumptions, changes in interest rates on variable rate PCI loans and sales to third parties. PCI Allowance Based on our regular evaluation of estimates of cash flows expected to be collected, we may establish an allowance for a PCI loan or pool of loans, with a charge to income though the provision for losses. The following table summarizes the changes in allowance for PCI loan losses.                               Other   (in millions)   Commercial Pick-a-Pay consumer Total Balance, December 31, 2008 $ - - - -   Provision for losses due to credit deterioration   1,693 - 123 1,816   Charge-offs   (1,605) - (94) (1,699) Balance, December 31, 2012   88 - 29 117   Reversal of provision for losses   (32) - - (32)   Charge-offs   (3) - (2) (5) Balance, March 31, 2013 $ 53 - 27 80                 Commercial PCI Credit Quality Indicators The following table provides a breakdown of commercial PCI loans by risk category.                                 Commercial Real Real                 and estate estate     (in millions)   industrial mortgage construction Foreign Total                       March 31, 2013                                   By risk category:             Pass $ 96 341 222 8 667   Criticized   95 1,498 545 697 2,835     Total commercial PCI loans $ 191 1,839 767 705 3,502                       December 31, 2012                         By risk category:             Pass $ 95 341 207 255 898   Criticized   164 1,629 670 616 3,079     Total commercial PCI loans $ 259 1,970 877 871 3,977                              The following table provides past due information for commercial PCI loans.                         Commercial Real Real                 and estate estate     (in millions)   industrial mortgage construction Foreign Total                       March 31, 2013                                   By delinquency status:             Current-29 DPD and still accruing $ 187 1,703 608 533 3,031   30-89 DPD and still accruing   2 57 28 - 87   90+ DPD and still accruing   2 79 131 172 384     Total commercial PCI loans $ 191 1,839 767 705 3,502                       December 31, 2012                                   By delinquency status:             Current-29 DPD and still accruing $ 235 1,804 699 704 3,442   30-89 DPD and still accruing   1 26 51 - 78   90+ DPD and still accruing   23 140 127 167 457     Total commercial PCI loans $ 259 1,970 877 871 3,977                       Consumer PCI Credit Quality Indicators Our consumer PCI loans were aggregated into several pools of loans at acquisition. Below, we have provided credit quality indicators based on the unpaid principal balance (adjusted for write-downs) of the individual loans included in the pool, but we have not allocated the remaining purchase accounting adjustments, which were established at a pool level. The following table provides the delinquency status of consumer PCI loans.                                       March 31, 2013   December 31, 2012             Real estate Real estate     Real estate Real estate               1-4 family 1-4 family     1-4 family 1-4 family               first junior lien     first junior lien   (in millions)   mortgage mortgage Total   mortgage mortgage Total By delinquency status:                   Current-29 DPD and still accruing $ 21,608 188 21,796   22,304 198 22,502   30-59 DPD and still accruing   2,341 9 2,350   2,587 11 2,598   60-89 DPD and still accruing   1,243 5 1,248   1,361 7 1,368   90-119 DPD and still accruing   555 3 558   650 6 656   120-179 DPD and still accruing   706 7 713   804 7 811   180+ DPD and still accruing   5,245 109 5,354   5,356 116 5,472     Total consumer PCI loans (adjusted unpaid principal balance) $ 31,698 321 32,019   33,062 345 33,407     Total consumer PCI loans (carrying value) $ 26,086 141 26,227   26,839 152 26,991                           The following table provides FICO scores for consumer PCI loans.                                       March 31, 2013   December 31, 2012             Real estate Real estate     Real estate Real estate               1-4 family 1-4 family     1-4 family 1-4 family               first junior lien     first junior lien   (in millions)   mortgage mortgage Total   mortgage mortgage Total By FICO:         < 600 $ 12,638 134 12,772   13,163 144 13,307   600-639   6,388 64 6,452   6,673 68 6,741   640-679   6,358 69 6,427   6,602 73 6,675   680-719   3,443 35 3,478   3,635 39 3,674   720-759   1,675 10 1,685   1,757 11 1,768   760-799   840 5 845   874 6 880   800+   192 1 193   202 1 203 No FICO available   164 3 167   156 3 159     Total consumer PCI loans (adjusted unpaid principal balance) $ 31,698 321 32,019   33,062 345 33,407     Total consumer PCI loans (carrying value) $ 26,086 141 26,227   26,839 152 26,991                                  The following table shows the distribution of consumer PCI loans by LTV for real estate 1-4 family first mortgages and by CLTV for real estate 1-4 family junior lien mortgages.                                       March 31, 2013   December 31, 2012           Real estate Real estate     Real estate Real estate               1-4 family 1-4 family     1-4 family 1-4 family               first junior lien     first junior lien               mortgage mortgage     mortgage mortgage   (in millions)   by LTV by CLTV Total   by LTV by CLTV Total By LTV/CLTV:                   0-60% $ 1,414 21 1,435   1,374 21 1,395   60.01-80%   4,484 30 4,514   4,119 30 4,149   80.01-100%   9,987 59 10,046   9,576 61 9,637   100.01-120% (1)   7,617 90 7,707   8,084 93 8,177   > 120% (1)   8,150 120 8,270   9,889 138 10,027 No LTV/CLTV available   46 1 47   20 2 22     Total consumer PCI loans (adjusted unpaid principal balance) $ 31,698 321 32,019   33,062 345 33,407     Total consumer PCI loans (carrying value) $ 26,086 141 26,227   26,839 152 26,991                           Reflects total loan balances with LTV/CLTV amounts in excess of 100%. In the event of default, the loss content would generally be limited to only the amount in excess of 100% LTV/CLTV.

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet15.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Other Assets	3 Months Ended
Mar. 31, 2013
Other Assets [Abstract]
Other Assets	The components of other assets were:                                 Mar. 31, Dec. 31, (in millions)   2013 2012 Nonmarketable equity investments:       Cost method:           Private equity investments $ 2,451 2,572     Federal bank stock   4,198 4,227       Total cost method   6,649 6,799   Equity method and other:           LIHTC investments (1)   4,863 4,767     Private equity and other (2)   6,667 6,156       Total equity method and other   11,530 10,923         Total nonmarketable                 equity investments 18,179 17,722 Corporate/bank-owned life insurance   18,721 18,649 Accounts receivable   24,091 25,828 Interest receivable   5,294 5,006 Core deposit intangibles   5,605 5,915 Customer relationship and         other amortized intangibles   1,284 1,352 Foreclosed assets:         GNMA (3)   969 1,509   Other   2,381 2,514 Operating lease assets   1,984 2,001 Due from customers on acceptances 275 282 Other   9,103 12,800           Total other assets $ 87,886 93,578                   Represents low income housing tax credit investments. March 31, 2013, includes $197 million in nonmarketable equity investments that are measured at fair value. See Note 13 for additional information. These are foreclosed real estate securing GNMA loans. Both principal and interest for government insured/guaranteed loans secured by the foreclosed real estate are collectible because the loans are insured by the FHA or guaranteed by the VA.   Income related to nonmarketable equity investments was:                             Quarter ended March 31, (in millions)   2013 2012 Net realized gains from         private equity investments $ 45 131 All other   37 21   Total $ 82 152

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet16.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Securitizations and Variable Interest Entities	3 Months Ended	12 Months Ended
Mar. 31, 2013	Dec. 31, 2013
Securitizations and Variable Interest Entities [Abstract]
Securitizations and Variable Interest Entities	Involvement with SPEs In the normal course of business, we enter into various types of on- and off-balance sheet transactions with special purpose entities (SPEs), which are corporations, trusts or partnerships that are established for a limited purpose. Generally, SPEs are formed in connection with securitization transactions. In a securitization transaction, assets from our balance sheet are transferred to an SPE, which then issues to investors various forms of interests in those assets and may also enter into derivative transactions. In a securitization transaction, we typically receive cash and/or other interests in an SPE as proceeds for the assets we transfer. Also, in certain transactions, we may retain the right to service the transferred receivables and to repurchase those receivables from the SPE if the outstanding balance of the receivables falls to a level where the cost exceeds the benefits of servicing such receivables. In addition, we may purchase the right to service loans in an SPE that were transferred to the SPE by a third party.        In connection with our securitization activities, we have various forms of ongoing involvement with SPEs, which may include: •       underwriting securities issued by SPEs and subsequently making markets in those securities; •       providing liquidity facilities to support short-term obligations of SPEs issued to third party investors; providing credit enhancement on securities issued by SPEs or market value guarantees of assets held by SPEs through the use of letters of credit, financial guarantees, credit default swaps and total return swaps; •       entering into other derivative contracts with SPEs; •       holding senior or subordinated interests in SPEs; •       acting as servicer or investment manager for SPEs; and •       providing administrative or trustee services to SPEs.           SPEs are generally considered variable interest entities (VIEs). A VIE is an entity that has either a total equity investment that is insufficient to finance its activities without additional subordinated financial support or whose equity investors lack the ability to control the entity's activities. A VIE is consolidated by its primary beneficiary, the party that has both the power to direct the activities that most significantly impact the VIE and a variable interest that could potentially be significant to the VIE. A variable interest is a contractual, ownership or other interest that changes with changes in the fair value of the VIE's net assets. To determine whether or not a variable interest we hold could potentially be significant to the VIE, we consider both qualitative and quantitative factors regarding the nature, size and form of our involvement with the VIE. We assess whether or not we are the primary beneficiary of a VIE on an on-going basis.        We have segregated our involvement with VIEs between those VIEs which we consolidate, those which we do not consolidate and those for which we account for the transfers of financial assets as secured borrowings. Secured borrowings are transactions involving transfers of our financial assets to third parties that are accounted for as financings with the assets pledged as collateral. Accordingly, the transferred assets remain recognized on our balance sheet. Subsequent tables within this Note further segregate these transactions by structure type. The classifications of assets and liabilities in our balance sheet associated with our transactions with VIEs follow:                                         Transfers that             VIEs that we   VIEs we account             do not   that we for as secured     (in millions) consolidate consolidate borrowings   Total                         March 31, 2013                                         Cash $ -   156   8   164 Trading assets   2,034   135   215   2,384 Securities available for sale (1)   20,586   2,600   14,711   37,897 Mortgages held for sale   -   257   -   257 Loans   9,686   9,660   6,900   26,246 Mortgage servicing rights   11,688   -   -   11,688 Other assets   5,058   434   172   5,664   Total assets   49,052   13,242   22,006   84,300 Short-term borrowings   -   2,067 (2) 12,305   14,372 Accrued expenses and other liabilities   3,938   834 (2) 7   4,779 Long-term debt   -   2,973 (2) 6,379   9,352   Total liabilities   3,938   5,874   18,691   28,503 Noncontrolling interests   -   25   -   25     Net assets $ 45,114   7,343   3,315   55,772                         December 31, 2012                                         Cash $ -   260   30   290 Trading assets   1,902   114   218   2,234 Securities available for sale (1)   19,900   2,772   14,848   37,520 Mortgages held for sale   -   469   -   469 Loans   9,841   10,553   7,088   27,482 Mortgage servicing rights   11,114   -   -   11,114 Other assets   4,993   457   161   5,611   Total assets   47,750   14,625   22,345   84,720 Short-term borrowings   -   2,059 (2) 13,228   15,287 Accrued expenses and other liabilities   3,441   901 (2) 20   4,362 Long-term debt   -   3,483 (2) 6,520   10,003   Total liabilities   3,441   6,443   19,768   29,652 Noncontrolling interests   -   48   -   48     Net assets $ 44,309   8,134   2,577   55,020                         Excludes certain debt securities related to loans serviced for the Federal National Mortgage Association (FNMA), Federal Home Loan Mortgage Corporation (FHLMC) and GNMA. Includes the following VIE liabilities at March 31, 2013 and December 31, 2012, respectively, with recourse to the general credit of Wells Fargo: Short-term borrowings, $2.1 billion and $2.1 billion; Accrued expenses and other liabilities, $729 million and $767 million; and Long-term debt, $29 million and $29 million.   Transactions with Unconsolidated VIEs Our transactions with VIEs include securitizations of residential mortgage loans, CRE loans, student loans and auto loans and leases; investment and financing activities involving CDOs backed by asset-backed and CRE securities, collateralized loan obligations (CLOs) backed by corporate loans, and other types of structured financing. We have various forms of involvement with VIEs, including holding senior or subordinated interests, entering into liquidity arrangements, credit default swaps and other derivative contracts. Involvements with these unconsolidated VIEs are recorded on our balance sheet primarily in trading assets, securities available for sale, loans, MSRs, other assets and other liabilities, as appropriate.        The following tables provide a summary of unconsolidated VIEs with which we have significant continuing involvement, but we are not the primary beneficiary. We do not consider our continuing involvement in an unconsolidated VIE to be significant when it relates to third-party sponsored VIEs for which we were not the transferor or if we were the sponsor but do not have any other significant continuing involvement.        Significant continuing involvement includes transactions where we were the sponsor or transferor and have other significant forms of involvement. Sponsorship includes transactions with unconsolidated VIEs where we solely or materially participated in the initial design or structuring of the entity or marketing of the transaction to investors. When we transfer assets to a VIE and account for the transfer as a sale, we are considered the transferor. We consider investments in securities held outside of trading, loans, guarantees, liquidity agreements, written options and servicing of collateral to be other forms of involvement that may be significant. We have excluded certain transactions with unconsolidated VIEs from the balances presented in the table below where we have determined that our continuing involvement is not significant due to the temporary nature and size of our variable interests, because we were not the transferor or because we were not involved in the design or operations of the unconsolidated VIEs.                                                 Other               Total   Debt and     commitments               VIE   equity Servicing   and Net (in millions)   assets interests (1) assets Derivatives guarantees assets March 31, 2013                               Carrying value - asset (liability) Residential mortgage loan                   securitizations:                     Conforming $ 1,274,961   3,712 10,970 - (1,931) 12,751     Other/nonconforming   46,968   2,119 258 - (33) 2,344 Commercial mortgage securitizations   174,917   7,809 433 373 - 8,615 Collateralized debt obligations:                     Debt securities   6,737   12 - 422 (138) 296     Loans (2)   8,102   7,920 - - - 7,920 Asset-based finance structures   11,623   7,437 - (94) - 7,343 Tax credit structures   21,047   5,256 - - (1,624) 3,632 Collateralized loan obligations   5,618   1,233 - 0 - 1,233 Investment funds   4,409   53 - - - 53 Other (3)   9,994   980 27 (41) (39) 927     Total $ 1,564,376   36,531 11,688 660 (3,765) 45,114                                           Maximum exposure to loss Residential mortgage loan                   securitizations:                     Conforming     $ 3,712 10,970 - 5,458 20,140     Other/nonconforming       2,119 258 - 353 2,730 Commercial mortgage securitizations       7,809 433 426 - 8,668 Collateralized debt obligations:                     Debt securities       12 - 422 138 572     Loans (2)       7,920 - - - 7,920 Asset-based finance structures       7,437 - 94 1,974 9,505 Tax credit structures       5,256 - - 387 5,643 Collateralized loan obligations       1,233 - 0 261 1,494 Investment funds       53 - - 24 77 Other (3)       980 27 214 119 1,340     Total     $ 36,531 11,688 1,156 8,714 58,089                           (continued on following page)               (continued from previous page)                                                                                       Other               Total   Debt and     commitments               VIE   equity Servicing   and Net (in millions)   assets   interests (1) assets Derivatives guarantees assets December 31, 2012                                 Carrying value - asset (liability) Residential mortgage loan securitizations:                   Conforming $ 1,268,494   3,620 10,336 - (1,690) 12,266   Other/nonconforming   49,794   2,188 284 0 (53) 2,419 Commercial mortgage securitizations   168,126   7,081 466 404 - 7,951 Collateralized debt obligations:                   Debt securities   6,940   13 - 471 144 628   Loans (2)   8,155   7,962 - - - 7,962 Asset-based finance structures   10,404   7,155 - (104) - 7,051 Tax credit structures   20,098   5,180 - - (1,657) 3,523 Collateralized loan obligations   6,641   1,439 - 1 - 1,440 Investment funds   4,771   49 - - - 49 Other (3)   10,401   977 28 14 1 1,020   Total $ 1,553,824   35,664 11,114 786 (3,255) 44,309                                           Maximum exposure to loss Residential mortgage loan securitizations:                   Conforming     $ 3,620 10,336 - 5,061 19,017   Other/nonconforming       2,188 284 - 353 2,825 Commercial mortgage securitizations       7,081 466 446 - 7,993 Collateralized debt obligations:               -   Debt securities       13 - 471 144 628   Loans (2)       7,962 - - - 7,962 Asset-based finance structures       7,155 - 104 1,967 9,226 Tax credit structures       5,180 - - 247 5,427 Collateralized loan obligations       1,439 - 1 261 1,701 Investment funds       49 - - 27 76 Other (3)       977 28 318 119 1,442   Total     $ 35,664 11,114 1,340 8,179 56,297                           Includes total equity interests of $5.9 billion and $5.8 billion at March 31, 2013 and December 31, 2012, respectively. Also includes debt interests in the form of both loans and securities. Excludes certain debt securities held related to loans serviced for FNMA, FHLMC and GNMA. Represents senior loans to trusts that are collateralized by asset-backed securities. The trusts invest primarily in senior tranches from a diversified pool of primarily U.S. asset securitizations, of which all are current, and over 77% and 83% were rated as investment grade by the primary rating agencies at March 31, 2013 and December 31, 2012, respectively. These senior loans are accounted for at amortized cost and are subject to the Company's allowance and credit charge-off policies. Includes structured financing, student loan securitizations, auto loan and lease securitizations and credit-linked note structures. Also contains investments in auction rate securities (ARS) issued by VIEs that we do not sponsor and, accordingly, are unable to obtain the total assets of the entity.          In the two preceding tables, “Total VIE assets” represents the remaining principal balance of assets held by unconsolidated VIEs using the most current information available. For VIEs that obtain exposure to assets synthetically through derivative instruments, the remaining notional amount of the derivative is included in the asset balance. “Carrying value” is the amount in our consolidated balance sheet related to our involvement with the unconsolidated VIEs. “Maximum exposure to loss” from our involvement with off-balance sheet entities, which is a required disclosure under GAAP, is determined as the carrying value of our involvement with off-balance sheet (unconsolidated) VIEs plus the remaining undrawn liquidity and lending commitments, the notional amount of net written derivative contracts, and generally the notional amount of, or stressed loss estimate for, other commitments and guarantees. It represents estimated loss that would be incurred under severe, hypothetical circumstances, for which we believe the possibility is extremely remote, such as where the value of our interests and any associated collateral declines to zero, without any consideration of recovery or offset from any economic hedges. Accordingly, this required disclosure is not an indication of expected loss.        For complete descriptions of our types of transactions with unconsolidated VIEs with which we have significant continuing involvement, but we are not the primary beneficiary, see Note 8 in our 2012 Form 10-K.   OTHER TRANSACTIONS WITH VIEs In 2008, legacy Wachovia reached an agreement to purchase auction rate securities (ARS) at par that were sold to third-party investors by certain of its subsidiaries. ARS are debt instruments with long-term maturities, but which re-price more frequently, and preferred equities with no maturity. We purchased all outstanding ARS that were issued by VIEs and subject to the agreement. At March 31, 2013, we held in our securities available-for-sale portfolio $358 million of ARS issued by VIEs redeemed pursuant to this agreement, compared with $357 million at December 31, 2012.        In 2009, we reached agreements to purchase additional ARS from eligible investors who bought ARS through one of our broker-dealer subsidiaries. We purchased all outstanding ARS that were issued by VIEs and subject to the agreement. As of March 31, 2013, we held in our securities available-for-sale portfolio $336 million of ARS issued by VIEs redeemed pursuant to this agreement, compared with $329 million at December 31, 2012.        We do not consolidate the VIEs that issued the ARS because we do not have power over the activities of the VIEs.   TRUST PREFERRED SECURITIES In addition to the involvements disclosed in the preceding table, through the issuance of trust preferred securities we had junior subordinated debt financing with a carrying value of $2.1 billion at March 31, 2013, and $4.9 billion at December 31, 2012 and $2.5 billion of preferred stock at both March 31, 2013, and December 31, 2012. In these transactions, VIEs that we wholly own issue debt securities or preferred equity to third party investors. All of the proceeds of the issuance are invested in debt securities or preferred equity that we issue to the VIEs. The VIEs' operations and cash flows relate only to the issuance, administration and repayment of the securities held by third parties. We do not consolidate these VIEs because the sole assets of the VIEs are receivables from us. This is the case even though we own all of the voting equity shares of the VIEs, have fully guaranteed the obligations of the VIEs and may have the right to redeem the third party securities under certain circumstances. We report the debt securities issued to the VIEs as long-term junior subordinated debt and the preferred equity securities issued to the VIEs as preferred stock in our consolidated balance sheet.        In first quarter 2013, we redeemed $2.8 billion of trust preferred securities that will no longer count as Tier 1 capital under the Dodd-Frank Act and the Basel Committee recommendations known as the Basel III standards.   Securitization Activity Related to Unconsolidated VIEs We use VIEs to securitize consumer and CRE loans and other types of financial assets, including student loans and auto loans. We typically retain the servicing rights from these sales and may continue to hold other beneficial interests in the VIEs. We may also provide liquidity to investors in the beneficial interests and credit enhancements in the form of standby letters of credit. Through these securitizations we may be exposed to liability under limited amounts of recourse as well as standard representations and warranties we make to purchasers and issuers. We had the following cash flows with our securitization trusts that were involved in transfers accounted for as sales.                       2013   2012         Other     Other     Mortgage financial   Mortgage financial (in millions)   loans assets   loans assets Quarter ended March 31,             Sales proceeds from securitizations (1) $ 106,306 -   143,105 - Servicing fees   1,076 2   1,111 3 Other interests held   406 27   426 49 Purchases of delinquent assets   9 -   - - Net servicing advances   802 -   14 -                                 Represents cash flow data for all loans securitized in the period presented.          In first quarter 2013 and 2012, we recognized net gains of $64 million and $11 million, respectively, from transfers accounted for as sales of financial assets in securitizations. These net gains primarily relate to commercial mortgage securitizations and residential mortgage securitizations where the loans were not already carried at fair value.               Sales with continuing involvement during the first quarter of 2013 and 2012 predominantly related to conforming residential mortgage securitizations. During the first quarter of 2013 and 2012 we transferred $100.7 billion and $139.4 billion respectively, in fair value of conforming residential mortgages to unconsolidated VIEs and recorded the transfers as sales. Substantially all of these transfers did not result in a gain or loss because the loans were already carried at fair value. In connection with all of these transfers, in the first quarter of 2013 we recorded a $935 million servicing asset, measured at fair value using a Level 3 measurement technique, and a $59 million liability for probable repurchase losses. In the first quarter of 2012, we recorded a $1.5 billion servicing asset and a $62 million liability.        We used the following key weighted-average assumptions to measure mortgage servicing assets at the date of securitization:                   Residential mortgage servicing rights       2013   2012 Quarter ended March 31,         Prepayment speed (1)   11.9 % 13.1 Discount rate   7.1   7.1 Cost to service ($ per loan) (2) $ 178   119                         The prepayment speed assumption for residential mortgage servicing rights includes a blend of prepayment speeds and default rates. Prepayment speed assumptions are influenced by mortgage interest rate inputs as well as our estimation of drivers of borrower behavior. Includes costs to service and unreimbursed foreclosure costs. During first quarter 2013 we transferred $1.7 billion in fair value of commercial mortgages to unconsolidated VIEs and recorded the transfers as sales. These transfers resulted in a gain of $62 million in first quarter 2013 because the loans were carried at LOCOM. In connection with these transfers, in first quarter 2013 we recorded a servicing asset of $5 million, initially measured at fair value using a Level 3 measurement technique, and securities available-for-sale of $23 million, classified as Level 2. In first quarter 2012, we did not transfer commercial mortgages to unconsolidated VIEs. The following table provides key economic assumptions and the sensitivity of the current fair value of residential mortgage servicing rights and other retained interests to immediate adverse changes in those assumptions. “Other interests held” relate predominantly to residential and commercial mortgage loan securitizations. Residential mortgage-backed securities retained in securitizations issued through GSEs, such as FNMA, FHLMC and GNMA, are excluded from the table because these securities have a remote risk of credit loss due to the GSE guarantee. These securities also have economic characteristics similar to GSE mortgage-backed securities that we purchase, which are not included in the table. Subordinated interests include only those bonds whose credit rating was below AAA by a major rating agency at issuance. Senior interests include only those bonds whose credit rating was AAA by a major rating agency at issuance. The information presented excludes trading positions held in inventory.                                                       Other interests held           Residential                                 mortgage Interest-     Consumer   Commercial (2)           servicing   only   Subordinated   Senior Subordinated   Senior ($ in millions, except cost to service amounts)   rights (1)   strips     bonds   bonds   bonds   bonds Fair value of interests held at March 31, 2013 $ 12,061   176     42   -   252   988 Expected weighted-average life (in years)   5.2   4.0     6.0   -   4.6   5.7                                     Key economic assumptions:                             Prepayment speed assumption (3)   14.2 % 10.4     6.7   -             Decrease in fair value from:                                 10% adverse change $ 862   5     -   -               25% adverse change   2,030   11     -   -                                               Discount rate assumption   7.3 % 17.3     3.8   -   2.8   3.2     Decrease in fair value from:                                 100 basis point increase $ 619   4     2   -   10   47       200 basis point increase   1,175   8     4   -   19   90                                       Cost to service assumption ($ per loan)   216                           Decrease in fair value from:                                 10% adverse change   626                             25% adverse change   1,566                                                             Credit loss assumption             0.4 % -   8.4   -     Decrease in fair value from:                                 10% higher losses           $ -   -   9   -       25% higher losses             -   -   15   -                                     Fair value of interests held at December 31, 2012 $ 11,538   187     40   -   249   982 Expected weighted-average life (in years)   4.8   4.1     5.9   -   4.7   5.3                                     Key economic assumptions:                           Prepayment speed assumption (3)   15.7 % 10.6     6.8   -           Decrease in fair value from:                               10% adverse change $ 869   5     -   -             25% adverse change   2,038   12     -   -                                               Discount rate assumption   7.4 % 16.9     8.9   -   3.5   2.2     Decrease in fair value from:                                 100 basis point increase $ 562   4     2   -   12   43       200 basis point increase   1,073   8     4   -   21   84                                       Cost to service assumption ($ per loan)   219                           Decrease in fair value from:                                 10% adverse change   615                             25% adverse change   1,537                                                             Credit loss assumption             0.4 % -   10.0   -     Decrease in fair value from:                                 10% higher losses           $ -   -   12   -       25% higher losses             -   -   19   -                                                                         See narrative following this table for a discussion of commercial mortgage servicing rights. Prepayment speed assumptions do not significantly impact the value of commercial mortgage securitization bonds as the underlying commercial mortgage loans experience significantly lower prepayments due to certain contractual restrictions, impacting the borrower's ability to prepay the mortgage. The prepayment speed assumption for residential mortgage servicing rights includes a blend of prepayment speeds and default rates. Prepayment speed assumptions are influenced by mortgage interest rate inputs as well as our estimation of drivers of borrower behavior.        In addition to residential mortgage servicing rights (MSRs) included in the previous table, we have a small portfolio of commercial MSRs with a fair value of $1.4 billion at March 31, 2013, and December 31, 2012. The nature of our commercial MSRs, which are carried at LOCOM, is different from our residential MSRs. Prepayment activity on serviced loans does not significantly impact the value of commercial MSRs because, unlike residential mortgages, commercial mortgages experience significantly lower prepayments due to certain contractual restrictions, impacting the borrower's ability to prepay the mortgage. Additionally, for our commercial MSR portfolio, we are typically master/primary servicer, but not the special servicer, who is separately responsible for the servicing and workout of delinquent and foreclosed loans. It is the special servicer, similar to our role as servicer of residential mortgage loans, who is affected by higher servicing and foreclosure costs due to an increase in delinquent and foreclosed loans. Accordingly, prepayment speeds and costs to service are not key assumptions for commercial MSRs as they do not significantly impact the valuation. The primary economic driver impacting the fair value of our commercial MSRs is forward interest rates, which are derived from market observable yield curves used to price capital markets instruments. Market interest rates most significantly affect interest earned on custodial deposit balances. The sensitivity of the current fair value to an immediate adverse 25% change in the assumption about interest earned on deposit balances at March 31, 2013, and December 31, 2012, results in a decrease in fair value of $143 million and $139 million, respectively. See Note 8 for further information on our commercial MSRs.        The sensitivities in the preceding paragraph and table are hypothetical and caution should be exercised when relying on this data. Changes in value based on variations in assumptions generally cannot be extrapolated because the relationship of the change in the assumption to the change in value may not be linear. Also, the effect of a variation in a particular assumption on the value of the other interests held is calculated independently without changing any other assumptions. In reality, changes in one factor may result in changes in others (for example, changes in prepayment speed estimates could result in changes in the credit losses), which might magnify or counteract the sensitivities.        The following table presents information about the principal balances of off-balance sheet securitized loans, including residential mortgages sold to FNMA, FHLMC, GNMA and securitizations where servicing is our only form of continuing involvement. Delinquent loans include loans 90 days or more past due and still accruing interest as well as nonaccrual loans. In securitizations where servicing is our only form of continuing involvement, we would only experience a loss if required to repurchase a delinquent loan due to a breach in representations and warranties associated with our loan sale or servicing contracts.                                                     Net charge-offs             Total loans   Delinquent loans   Three months ended             Mar. 31, Dec. 31,   Mar. 31, Dec. 31,   Mar. 31, (in millions)   2013 2012   2013 2012   2013 2012 Commercial:                     Real estate mortgage $ 118,408 128,564   9,049 12,216   72 54     Total commercial   118,408 128,564   9,049 12,216   72 54 Consumer:                     Real estate 1-4 family first mortgage   1,283,304 1,283,504   20,574 21,574   255 286   Real estate 1-4 family junior lien mortgage   1 1   - -   - -   Other revolving credit and installment   1,980 2,034   101 110   - -     Total consumer   1,285,285 1,285,539   20,675 21,684   255 286       Total off-balance sheet securitized loans (1) $ 1,403,693 1,414,103   29,724 33,900   327 340                             At March 31, 2013 and December 31, 2012, the table includes total loans of $1.3 trillion and $1.3 trillion, respectively, and delinquent loans of $16.9 billion and $17.4 billion, respectively for FNMA, FHLMC and GNMA. Net charge-offs exclude loans sold to FNMA, FHLMC and GNMA as we do not service or manage the underlying real estate upon foreclosure and, as such, do not have access to net charge-off information.   Transactions with Consolidated VIEs and Secured Borrowings The following table presents a summary of transfers of financial assets accounted for as secured borrowings and involvements with consolidated VIEs. “Consolidated assets” are presented using GAAP measurement methods, which may include fair value, credit impairment or other adjustments, and therefore in some instances will differ from “Total VIE assets.” For VIEs that obtain exposure synthetically through derivative instruments, the remaining notional amount of the derivative is included in “Total VIE assets.” On the consolidated balance sheet, we separately disclose the consolidated assets of certain VIEs that can only be used to settle the liabilities of those VIEs.                                                                             Carrying value             Total       Third                     VIE Consolidated   party Noncontrolling   Net (in millions)   assets   assets   liabilities   interests   assets March 31, 2013                                                   Secured borrowings:                       Municipal tender option bond securitizations $ 16,726   15,001   (12,313)   -   2,688   Commercial real estate loans   897   897   (642)   -   255   Residential mortgage securitizations   5,672   6,108   (5,736)   -   372     Total secured borrowings   23,295   22,006   (18,691)   -   3,315 Consolidated VIEs:                       Nonconforming residential                         mortgage loan securitizations   8,165   7,264   (2,761)   -   4,503   Multi-seller commercial paper conduit   2,064   2,050   (2,061)   -   (11)   Structured asset finance   64   64   (17)   -   47   Investment funds   1,749   1,749   (36)   -   1,713   Other   2,220   2,115   (999)   (25)   1,091     Total consolidated VIEs   14,262   13,242   (5,874)   (25)   7,343       Total secured borrowings and consolidated VIEs $ 37,557   35,248   (24,565)   (25)   10,658 December 31, 2012                                                   Secured borrowings:                       Municipal tender option bond securitizations $ 16,782   15,130   (13,248)   -   1,882   Commercial real estate loans   975   975   (696)   -   279   Residential mortgage securitizations   5,757   6,240   (5,824)   -   416     Total secured borrowings   23,514   22,345   (19,768)   -   2,577 Consolidated VIEs:                       Nonconforming residential                         mortgage loan securitizations   8,633   7,707   (2,933)   -   4,774   Multi-seller commercial paper conduit   2,059   2,036   (2,053)   -   (17)   Structured asset finance   71   71   (17)   -   54   Investment funds   1,837   1,837   (2)   -   1,835   Other   3,454   2,974   (1,438)   (48)   1,488     Total consolidated VIEs   16,054   14,625   (6,443)   (48)   8,134       Total secured borrowings and consolidated VIEs $ 39,568   36,970   (26,211)   (48)   10,711                               In addition to the transactions included in the previous table, at both March 31, 2013, and December 31, 2012, we had approximately $6.0 billion of private placement debt financing issued through a consolidated VIE. The issuance is classified as long-term debt in our consolidated financial statements. At March 31, 2013, and December 31, 2012, we pledged approximately $6.6 billion and $6.4 billion in loans (principal and interest eligible to be capitalized), $147 million and $179 million in securities available for sale, and $180 million and $138 million in cash and cash equivalents to collateralize the VIE's borrowings, respectively. These assets were not transferred to the VIE, and accordingly we have excluded the VIE from the previous table.        For complete descriptions of our accounting for transfers accounted for as secured borrowings and involvements with consolidated VIEs see Note 8 in our 2012 Form 10-K.	Note 7: Securitizations and Variable Interest Entities

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet17.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Mortgage Banking Activities	3 Months Ended
Mar. 31, 2013
Mortgage Banking Activities [Abstract]
Mortgage Banking Activities	Mortgage banking activities, included in the Community Banking and Wholesale Banking operating segments, consist of residential and commercial mortgage originations, sale activity and servicing.        We apply the amortization method to all commercial MSRs and apply the fair value method to only residential MSRs. The changes in MSRs measured using the fair value method were:                           Quarter ended March 31, (in millions)     2013 2012 Fair value, beginning of period $ 11,538 12,603   Servicing from securitizations or asset transfers (1)   935 1,776   Sales   (423) -     Net additions   512 1,776   Changes in fair value:           Due to changes in valuation model inputs or assumptions:             Mortgage interest rates (2)   1,030 147       Servicing and foreclosure costs (3)   (58) (54)       Discount rates (4)   - (344)       Prepayment estimates and other (5)   (211) 93         Net changes in valuation model inputs or assumptions   761 (158)     Other changes in fair value (6)   (750) (643)       Total changes in fair value   11 (801) Fair value, end of period $ 12,061 13,578                 Quarter ended March 31, 2012, includes $315 million residential MSRs transferred from amortized MSRs that we elected to carry at fair value effective January 1, 2012. Primarily represents prepayment speed changes due to changes in mortgage interest rates, but also includes other valuation changes due to changes in mortgage interest rates (such as changes in estimated interest earned on custodial deposit balances). Includes costs to service and unreimbursed foreclosure costs. Reflects discount rate assumption change, excluding portion attributable to changes in mortgage interest rates; the first quarter 2012 change reflects increased capital return requirements from market participants. Represents changes driven by other valuation model inputs or assumptions including prepayment speed estimation changes and other assumption updates. Prepayment speed estimation changes are influenced by observed changes in borrower behavior that occur independent of interest rate changes. Represents changes due to collection/realization of expected cash flows over time.          The changes in amortized MSRs were:                         Quarter ended March 31, (in millions)   2013 2012 Balance, beginning of period $ 1,160 1,445   Purchases   27 14   Servicing from securitizations or asset transfers (1)   56 (327)   Amortization   (62) (58) Balance, end of period   1,181 1,074 Valuation allowance:       Balance, beginning of period   - (37)   Reversal of provision for MSRs in excess of fair value   - 37 Balance, end of period (2)   - - Amortized MSRs, net $ 1,181 1,074 Fair value of amortized MSRs (3):         Beginning of period $ 1,400 1,756   End of period   1,404 1,263                             Quarter ended March 31, 2012, is net of $350 million ($313 million after valuation allowance) of residential MSRs that we elected to carry at fair value effective January 1, 2012. A cumulative adjustment of $2 million to fair value was recorded in retained earnings at January 1, 2012. Commercial amortized MSRs are evaluated for impairment purposes by the following risk strata: agency (GSEs) and non-agency. There was no valuation allowance recorded for the periods presented on the commercial amortized MSRs. Residential amortized MSRs are evaluated for impairment purposes by the following risk strata: mortgages sold to GSEs (FHLMC and FNMA) and mortgages sold to GNMA, each by interest rate stratifications. For quarter ended March 31, 2012, valuation allowance of $37 million for residential MSRs was reversed upon election to carry at fair value. Represent commercial amortized MSRs. The beginning of period balance for quarter ended March 31, 2012 also includes fair value of $316 million in residential amortized MSRs. We present the components of our managed servicing portfolio in the following table at unpaid principal balance for loans serviced and subserviced for others and at book value for owned loans serviced.                                                   Mar. 31,   Dec. 31, (in billions)     2013   2012 Residential mortgage servicing:           Serviced for others $ 1,486   1,498   Owned loans serviced   367   368   Subservicing   7   7     Total residential servicing   1,860   1,873 Commercial mortgage servicing:           Serviced for others   404   408   Owned loans serviced   106   106   Subservicing   14   13     Total commercial servicing   524   527       Total managed servicing portfolio $ 2,384   2,400 Total serviced for others $ 1,890   1,906 Ratio of MSRs to related loans serviced for others   0.70 % 0.67                   The components of mortgage banking noninterest income were:                                   Quarter ended March 31, (in millions)   2013 2012 Servicing income, net:         Servicing fees           Contractually specified servicing fees $ 1,125 1,148     Late charges   60 66     Ancillary fees   82 77     Unreimbursed direct servicing costs (1)   (270) (280)       Net servicing fees   997 1,011   Changes in fair value of MSRs carried at fair value:           Due to changes in valuation model inputs or assumptions (2)   761 (158)     Other changes in fair value (3)   (750) (643)       Total changes in fair value of MSRs carried at fair value   11 (801)   Amortization   (62) (58)   Net derivative gains (losses) from economic hedges (4)   (632) 100         Total servicing income, net   314 252 Net gains on mortgage loan origination/sales activities   2,480 2,618           Total mortgage banking noninterest income $ 2,794 2,870 Market-related valuation changes to MSRs, net of hedge results (2) + (4) $ 129 (58)                                         Primarily associated with foreclosure expenses and other interest costs. Refer to the changes in fair value of MSRs table in this Note for more detail. Represents changes due to collection/realization of expected cash flows over time. Represents results from free-standing derivatives (economic hedges) used to hedge the risk of changes in fair value of MSRs. See Note 12 – Free-Standing Derivatives for additional discussion and detail.   The table below summarizes the changes in our liability for mortgage loan repurchase losses. This liability is in “Accrued expenses and other liabilities” in our consolidated financial statements and the provision for repurchase losses reduces net gains on mortgage loan origination/sales activities. Because the level of mortgage loan repurchase losses depends upon economic factors, investor demand strategies and other external conditions that may change over the life of the underlying loans, the level of the liability for mortgage loan repurchase losses is difficult to estimate and requires considerable management judgment. We maintain regular contact with the GSEs, the Federal Housing Finance Agency (FHFA), and other significant investors to monitor their repurchase demand practices and issues as part of our process to update our repurchase liability estimate as new information becomes available. Because of the uncertainty in the various estimates underlying the mortgage repurchase liability, there is a range of losses in excess of the recorded mortgage repurchase liability that is reasonably possible. The estimate of the range of possible loss for representations and warranties does not represent a probable loss, and is based on currently available information, significant judgment, and a number of assumptions that are subject to change. The high end of this range of reasonably possible losses in excess of our recorded liability was $2.2 billion at March 31, 2013, and was determined based upon modifying the assumptions (particularly to assume significant changes in investor repurchase demand practices) utilized in our best estimate of probable loss to reflect what we believe to be the high end of reasonably possible adverse assumptions.                           Quarter ended March 31, (in millions)   2013 2012 Balance, beginning of period $ 2,206 1,326   Provision for repurchase losses:           Loan sales   59 62     Change in estimate (1)   250 368       Total additions   309 430   Losses   (198) (312) Balance, end of period $ 2,317 1,444                 Results from such factors as changes in investor demand and mortgage insurer practices, credit deterioration and changes in the financial stability of correspondent lenders.

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet18.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Intangible Assets	3 Months Ended
Mar. 31, 2013
Intangible Assets [Abstract]
Intangible Assets	The gross carrying value of intangible assets and accumulated amortization was:                                                                       March 31, 2013   December 31, 2012             Gross     Net   Gross     Net             carrying Accumulated carrying   carrying Accumulated carrying (in millions)   value amortization value   value amortization value Amortized intangible assets (1):                       MSRs (2) $ 2,400   (1,219) 1,181   2,317   (1,157) 1,160   Core deposit intangibles   12,834   (7,229) 5,605   12,836   (6,921) 5,915   Customer relationship and other intangibles   3,146   (1,862) 1,284   3,147   (1,795) 1,352     Total amortized intangible assets $ 18,380   (10,310) 8,070   18,300   (9,873) 8,427 Unamortized intangible assets:                       MSRs (carried at fair value) (2) $ 12,061         11,538         Goodwill   25,637         25,637         Trademark   14         14                                                                   Excludes fully amortized intangible assets. See Note 8 for additional information on MSRs. The following table provides the current year-to-date period and estimated future amortization expense for amortized intangible assets. We based our projections of amortization expense shown below on existing asset balances at March 31, 2013. Future amortization expense may vary from these projections.                                               Customer             Core relationship         Amortized   deposit and other     (in millions)   MSRs intangibles intangibles   Total Three months ended March 31, 2013 (actual) $ 62   310   68   440 Estimate for the remainder of 2013 $ 180   931   199   1,310 Estimate for year ended December 31,                 2014   212   1,113   250   1,575 2015   186   1,022   227   1,435 2016   153   919   212   1,284 2017   109   851   195   1,155 2018   78   769   184   1,031                                     For our goodwill impairment analysis, we allocate all of the goodwill to the individual operating segments. We identify reporting units that are one level below an operating segment (referred to as a component), and distinguish these reporting units based on how the segments and components are managed, taking into consideration the economic characteristics, nature of the products and customers of the components. We allocate goodwill to reporting units based on relative fair value, using certain performance metrics. See Note 18 for further information on management reporting.        The following table shows the allocation of goodwill to our operating segments for purposes of goodwill impairment testing.                                                               Wealth,             Community   Wholesale Brokerage and Consolidated (in millions)   Banking   Banking   Retirement   Company December 31, 2011 $ 17,924   6,820   371   25,115   Goodwill from business combinations   (2)   27   -   25 March 31, 2012 $ 17,922   6,847   371   25,140 December 31, 2012 and March 31, 2013 $ 17,922   7,344   371   25,637

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet19.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Guarantees, Pledged Assets and Collateral	3 Months Ended
Mar. 31, 2013
Guarantees, Pledged Assets and Collateral [Abstract]
Guarantees, Pledged Assets and Collateral	Guarantees are contracts that contingently require us to make payments to a guaranteed party based on an event or a change in an underlying asset, liability, rate or index. Guarantees are generally in the form of standby letters of credit, securities lending and other indemnifications, liquidity agreements, written put options, recourse obligations, residual value guarantees, and contingent consideration. The following table shows carrying value, maximum exposure to loss on our guarantees and the related non-investment grade amounts.                                                             March 31, 2013             Maximum exposure to loss               Expires after Expires after                   Expires in one year three years Expires   Non-           Carrying one year through through after five   investment (in millions)   value or less three years five years years Total grade Standby letters of credit (1) $ 43 17,231 11,455 5,161 2,977 36,824 9,717 Securities lending and                   other indemnifications   - 2 17 11 3,101 3,131 75 Liquidity agreements (2)   - - - - 46 46 3 Written put options (2)(3)   1,037 3,462 3,844 2,324 2,555 12,185 3,563 Loans and MHFS sold with recourse 93 226 350 788 4,757 6,121 3,739 Contingent consideration   33 10 75 34 - 119 119 Other guarantees   3 688 22 1 730 1,441 3   Total guarantees $ 1,209 21,619 15,763 8,319 14,166 59,867 17,219                                   December 31, 2012             Maximum exposure to loss               Expires after Expires after                   Expires in one year three years     Non-           Carrying one year through through Expires after   investment (in millions)   value or less three years five years five years Total grade Standby letters of credit (1) $ 42 19,463 11,782 6,531 1,983 39,759 11,331 Securities lending and                   other indemnifications   - 3 7 20 2,511 2,541 118 Liquidity agreements (2)   - - - - 3 3 3 Written put options (2)(3)   1,427 2,951 3,873 2,475 2,575 11,874 3,953 Loans and MHFS sold with recourse   99 443 357 647 4,426 5,873 3,905 Contingent consideration   35 11 24 94 - 129 129 Other guarantees   3 677 26 1 717 1,421 4   Total guarantees $ 1,606 23,548 16,069 9,768 12,215 61,600 19,443                         Total maximum exposure to loss includes direct pay letters of credit (DPLCs) of $18.2 billion and $18.5 billion at March 31, 2013 and December 31, 2012, respectively. We issue DPLCs to provide credit enhancements for certain bond issuances. Beneficiaries (bond trustees) may draw upon these instruments to make scheduled principal and interest payments, redeem all outstanding bonds because a default event has occurred, or for other reasons as permitted by the agreement. We also originate multipurpose lending commitments under which borrowers have the option to draw on the facility in one of several forms, including as a standby letter of credit. Total maximum exposure to loss includes the portion of these facilities for which we have issued standby letters of credit under the commitments. Certain of these agreements included in this table are related to off-balance sheet entities and, accordingly, are also disclosed in Note 7. Written put options, which are in the form of derivatives, are also included in the derivative disclosures in Note 12. “Maximum exposure to loss” and “Non-investment grade” are required disclosures under GAAP. Non-investment grade represents those guarantees on which we have a higher risk of being required to perform under the terms of the guarantee. If the underlying assets under the guarantee are non-investment grade (that is, an external rating that is below investment grade or an internal credit default grade that is equivalent to a below investment grade external rating), we consider the risk of performance to be high. Internal credit default grades are determined based upon the same credit policies that we use to evaluate the risk of payment or performance when making loans and other extensions of credit. These credit policies are further described in Note 5.        Maximum exposure to loss represents the estimated loss that would be incurred under an assumed hypothetical circumstance, despite what we believe is its extremely remote possibility, where the value of our interests and any associated collateral declines to zero. Maximum exposure to loss estimates in the table above do not reflect economic hedges or collateral we could use to offset or recover losses we may incur under our guarantee agreements. Accordingly, this required disclosure is not an indication of expected loss. We believe the carrying value, which is either fair value for derivative related products or the allowance for lending related commitments, is more representative of our exposure to loss than maximum exposure to loss.   Standby letters of credit We issue standby letters of credit, which include performance and financial guarantees, for customers in connection with contracts between our customers and third parties. Standby letters of credit are agreements where we are obligated to make payment to a third party on behalf of a customer in the event the customer fails to meet their contractual obligations. We consider the credit risk in standby letters of credit and commercial and similar letters of credit in determining the allowance for credit losses. Standby letters of credit include direct pay letters of credit we issue to provide credit enhancements for certain bond issuances.   Securities lending and other indemnifications As a securities lending agent, we lend debt and equity securities from participating institutional clients' portfolios to third-party borrowers. These arrangements are for an indefinite period of time whereby we indemnify our clients against default by the borrower in returning these lent securities. This indemnity is supported by collateral received from the borrowers and is generally in the form of cash or highly liquid securities that are marked to market daily. There was $454 million at March 31, 2013 and $443 million at December 31, 2012, in collateral supporting loaned securities with values of $443 million and $436 million, respectively.        We use certain third party clearing agents to clear and settle transactions on behalf of some of our institutional brokerage customers. We indemnify the clearing agents against loss that could occur for non-performance by our customers on transactions that are not sufficiently collateralized. Transactions subject to the indemnifications may include customer obligations related to the settlement of margin accounts and short positions, such as written call options and securities borrowing transactions. Outstanding customer obligations and related collateral were $741 million and $3.6 billion, respectively, as of March 31, 2013. Our estimate of maximum exposure to loss, which requires judgement regarding the range and likelihood of future events, was $2.7 billion as of March 31, 2013.        We enter into other types of indemnification agreements in the ordinary course of business under which we agree to indemnify third parties against any damages, losses and expenses incurred in connection with legal and other proceedings arising from relationships or transactions with us. These relationships or transactions include those arising from service as a director or officer of the Company, underwriting agreements relating to our securities, acquisition agreements and various other business transactions or arrangements. Because the extent of our obligations under these agreements depends entirely upon the occurrence of future events, we are unable to determine our potential future liability under these agreements. We do, however, record a liability for residential mortgage loans that we expect to repurchase pursuant to various representations and warranties. See Note 8 for additional information on the liability for mortgage loan repurchase losses.   Liquidity agreements We provide liquidity facilities on all commercial paper issued by the conduit we administer. We also provide liquidity to certain off-balance sheet entities that hold securitized fixed-rate municipal bonds and consumer or commercial assets that are partially funded with the issuance of money market and other short-term notes. See Note 7 for additional information on these arrangements.   Written put options Written put options are contracts that give the counterparty the right to sell to us an underlying instrument held by the counterparty at a specified price, and include options, floors, caps and credit default swaps. These written put option contracts generally permit net settlement. While these derivative transactions expose us to risk in the event the option is exercised, we manage this risk by entering into offsetting trades or by taking short positions in the underlying instrument. We offset substantially all put options written to customers with purchased options. Additionally, for certain of these contracts, we require the counterparty to pledge the underlying instrument as collateral for the transaction. Our ultimate obligation under written put options is based on future market conditions and is only quantifiable at settlement. See Note 7 for additional information regarding transactions with VIEs and Note 12 for additional information regarding written derivative contracts.   Loans AND MHFS SOLD with recourse In certain loan sales or securitizations, we provide recourse to the buyer whereby we are required to indemnify the buyer for any loss on the loan up to par value plus accrued interest. We provide recourse, predominantly to the GSEs, on loans sold under various programs and arrangements. Primarily all of these programs and arrangements require that we share in the loans' credit exposure for their remaining life by providing recourse to the GSE, up to 33.33% of actual losses incurred on a pro-rata basis, in the event of borrower default. Under the remaining recourse programs and arrangements, if certain events occur within a specified period of time from transfer date, we have to provide limited recourse to the buyer to indemnify them for losses incurred for the remaining life of the loans. The maximum exposure to loss reported in the accompanying table represents the outstanding principal balance of the loans sold or securitized that are subject to recourse provisions or the maximum losses per the contractual agreements. However, we believe the likelihood of loss of the entire balance due to these recourse agreements is remote and amounts paid can be recovered in whole or in part from the sale of collateral. In first quarter 2013, we repurchased $11 million of loans associated with these agreements. We also provide representation and warranty guarantees on loans sold under the various recourse programs and arrangements. Our loss exposure relative to these guarantees is separately considered and provided for, as necessary, in determination of our liability for loan repurchases due to breaches of representation and warranties. See Note 8 for additional information on the liability for mortgage loan repurchase losses.   Contingent consideration In connection with certain brokerage, asset management, insurance agency and other acquisitions we have made, the terms of the acquisition agreements provide for deferred payments or additional consideration, based on certain performance targets.   Other Guarantees We are members of exchanges and clearing houses that we use to clear our trades and those of our customers. It is common that all members in these organizations are required to collectively guarantee the performance of other members. Our obligations under the guarantees are based on either a fixed amount or a multiple of the collateral we are required to maintain with these organizations. We have not recorded a liability for these arrangements as of the dates presented in the previous table because we believe the likelihood of loss is remote.        We also have contingent performance arrangements related to various customer relationships and lease transactions. We are required to pay the counterparties to these agreements if third parties default on certain obligations.   Pledged Assets As part of our liquidity management strategy, we pledge assets to secure trust and public deposits, borrowings from the FHLB and FRB, securities sold under agreements to repurchase (repurchase agreements), and for other purposes as required or permitted by law. The types of collateral we pledge include securities issued by federal agencies, government-sponsored entities (GSEs), domestic and foreign companies and various commercial and consumer loans. The following table provides the total carrying amount of pledged assets by asset type, of which substantially all are pursuant to agreements that do not permit the secured party to sell or repledge the collateral. The table excludes pledged consolidated VIE assets of $13.2 billion and $14.6 billion at March 31, 2013 and December 31, 2012, respectively, which can only be used to settle the liabilities of those entities. See Note 7 for additional information on consolidated VIE assets.                                           Mar. 31,   Dec. 31, (in millions)   2013   2012 Trading assets and other (1) $ 32,397   28,031 Securities available for sale (2)   92,788   96,018 Loans (3)   379,711   360,171   Total pledged assets $ 504,896   484,220                 (1) Represent assets pledged to collateralize repurchase agreements and other securities financings. Balance includes $31.4 billion and $27.4 billion at March 31, 2013, and December 31, 2012, respectively, under agreements that permit the secured parties to sell or repledge the collateral. (2) Includes $8.6 billion and $8.4 billion in collateral for repurchase agreements at March 31, 2013, and December 31, 2012, respectively, which are pledged under agreements that do not permit the secured parties to sell or repledge the collateral. (3) Represent loans carried at amortized cost, which are pledged under agreements that do not permit the secured parties to sell or repledge the collateral.                 Offsetting of Resale and Repurchase Agreements and Securities Borrowing and Lending Agreements The table below presents resale and repurchase agreements subject to master repurchase agreements (MRA) and securities borrowing and lending agreements subject to master securities lending agreements (MSLA). We account for transactions subject to these agreements as collateralized financings and those with a single counterparty are presented net on our balance sheet, provided certain criteria are met that permit balance sheet netting under U.S. GAAP. Most transactions subject to these agreements do not meet those criteria and thus are not eligible for balance sheet netting.        Collateral we pledged consists of non-cash instruments, such as securities or loans, and is not netted on the balance sheet against the related collateralized liability. Collateral we received includes securities or loans and is not recognized on our balance sheet. Collateral received or pledged may be increased or decreased over time to maintain certain contractual thresholds as the assets underlying each arrangement fluctuate in value. Generally, these agreements require collateral to exceed the asset or liability recognized on the balance sheet. The following table includes the amount of collateral pledged or received related to exposures subject to enforceable MRAs or MSLAs. While these agreements are typically over-collateralized, U.S. GAAP requires disclosure in this table to limit the amount of such collateral to the amount of the related recognized asset or liability for each counterparty.        In addition to the amounts included in the table below, we also have balance sheet netting related to derivatives that are disclosed within Note 12.                                           Mar. 31,   Dec. 31, (in millions)   2013   2012 Assets:         Resale and securities borrowing agreements             Gross amounts recognized $ 50,645   45,847     Gross amounts offset in consolidated balance sheet (1)   (2,586)   (2,561)     Net amounts in consolidated balance sheet (2)   48,059   43,286     Noncash collateral not recognized in consolidated balance sheet (3)   (47,474)   (42,920)   Net amount (4) $ 585   366 Liabilities:         Repurchase and securities lending agreements             Gross amounts recognized $ 39,782   35,876     Gross amounts offset in consolidated balance sheet (1)   (2,586)   (2,561)     Net amounts in consolidated balance sheet (5)   37,196   33,315     Noncash collateral pledged but not netted in consolidated balance sheet (6)   (36,926)   (33,050)   Net amount (7) $ 270   265                 (1) Represents recognized amount of resale and repurchase agreements with counterparties subject to enforceable MRAs or MSLAs that have been offset in the consolidated balance sheet. (2) At March 31, 2013 and December 31, 2012, includes $37.6 billion and $33.8 billion, respectively, classified on our consolidated balance sheet in Federal Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments and $10.5 billion and $9.5 billion, respectively, in Loans. (3) Represents the fair value of non-cash collateral we have received under enforceable MRAs or MSLAs, limited for table presentation purposes to the amount of the recognized asset due from each counterparty. At March 31, 2013 and December 31, 2012, we have received total collateral with a fair value of $52.0 billion and $46.6 billion, respectively, all of which, we have the right to sell or repledge. These amounts include securities we have sold or repledged to others with a fair value of $34.0 billion at March 31, 2013 and $29.7 billion at December 31, 2012. (4) Represents the amount of our exposure that is not collateralized and/or is not subject to an enforceable MRA or MSLA. (5) Amount is classified in Short-Term Borrowings on our consolidated balance sheet. (6) Represents the fair value of non-cash collateral we have pledged, related to enforceable MRAs or MSLAs, limited for table presentation purposes to the amount of the recognized liability owed to each counterparty. At March 31, 2013 and December 31, 2012, we have pledged total collateral with a fair value of $41.0 billion and $36.4 billion, respectively, of which, the counterparty does not have the right to sell or repledge $9.6 billion as of March 31, 2013 and $9.1 billion as of December 31, 2012. (7) Represents the amount of our exposure that is not covered by pledged collateral and/or is not subject to an enforceable MRA or MSLA.

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet20.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Legal Actions	3 Months Ended
Mar. 31, 2013
Legal Actions [Abstract]
Legal Actions	The following supplements our discussion of certain matters previously reported in Part I, Item 3 (Legal Proceedings) of our 2012 Form 10-K for events occurring during first quarter 2013.   FHA INSURANCE LITIGATION On October 9, 2012, the United States filed a complaint, captioned United States of America v. Wells Fargo Bank, N.A., in the U.S. District Court for the Southern District of New York. The complaint makes claims with respect to Wells Fargo's Federal Housing Administration (FHA) lending program for the period 2001 to 2010. The complaint alleges, among other allegations, that Wells Fargo improperly certified certain FHA mortgage loans for United States Department of Housing and Urban Development (HUD) insurance that did not qualify for the program, and therefore Wells Fargo should not have received insurance proceeds from HUD when some of the loans later defaulted. The complaint further alleges Wells Fargo knew some of the mortgages did not qualify for insurance and did not disclose the deficiencies to HUD before making insurance claims. On December 1, 2012, Wells Fargo filed a motion in the U.S. District Court for the District of Columbia seeking to enforce a release of Wells Fargo given by the United States, which was denied on February 12, 2013. On April 11, 2013, Wells Fargo filed a notice of appeal. On December 14, 2012, the United States filed an amended complaint. On January 16, 2013, Wells Fargo filed a motion in the Southern District of New York to dismiss the amended complaint. Oral argument of the motion was held on April 17, 2013.   MEDICAL CAPITAL CORPORATION LITIGATION Wells Fargo Bank, N.A. served as indenture trustee for debt issued by affiliates of Medical Capital Corporation, which was placed in receivership at the request of the Securities and Exchange Commission (SEC) in August 2009. Since September 2009, Wells Fargo has been named as a defendant in various class and mass actions brought by holders of Medical Capital Corporation's debt, alleging that Wells Fargo breached contractual and other legal obligations owed to them and seeking unspecified damages. On April 16, 2013, the parties reached a settlement in principle of all claims which provides for Wells Fargo to pay $105 million to the plaintiffs. The settlement is subject to Court approval.   MARYLAND MORTGAGE LENDING LITIGATION On July 8, 2008, a class action complaint captioned Stacey and Bradley Petry, et al., v. Wells Fargo Bank, N.A., et al., was filed. The complaint alleges that Wells Fargo and others violated the Maryland Finder's Fee Act in the closing of mortgage loans in Maryland. On March 13, 2013, the Court held the plaintiff class did not have sufficient evidence to proceed to trial, which was previously set for March 18, 2013. The Court is considering whether to dismiss the case or to certify an appellate question to the Maryland Court of Appeals.   MORTGAGE-BACKED CERTIFICATES LITIGATION Several securities law based putative class actions were consolidated in the U.S. District Court for the Northern District of California on July 16, 2009, under the caption In re Wells Fargo Mortgage-Backed Certificates Litigation. The case asserted claims against several Wells Fargo mortgage-backed securities trusts, Wells Fargo Bank, N.A. and other affiliated entities, individual employee defendants, along with various underwriters and rating agencies. The plaintiffs alleged that the offering documents contain untrue statements of material fact, or omit to state material facts necessary to make the registration statements and accompanying prospectuses not misleading. The parties agreed to settle the case on May 27, 2011, for $125 million. Final approval of the settlement was entered on November 14, 2011. Some class members opted out of the settlement. Wells Fargo settled the opt out claims of Federal National Mortgage Association for an amount that was within a previously established accrual.   OUTLOOK When establishing a liability for contingent litigation losses, the Company determines a range of potential losses for each matter that is both probable and estimable, and records the amount it considers to be the best estimate within the range. The high end of the range of reasonably possible potential litigation losses in excess of the Company's liability for probable and estimable losses was $1.1 billion as of March 31, 2013. For these matters and others where an unfavorable outcome is reasonably possible but not probable, there may be a range of possible losses in excess of the established liability that cannot be estimated. Based on information currently available, advice of counsel, available insurance coverage and established reserves, Wells Fargo believes that the eventual outcome of the actions against Wells Fargo and/or its subsidiaries, including the matters described above, will not, individually or in the aggregate, have a material adverse effect on Wells Fargo's consolidated financial position. However, in the event of unexpected future developments, it is possible that the ultimate resolution of those matters, if unfavorable, may be material to Wells Fargo's results of operations for any particular period.

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet21.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Derivatives	3 Months Ended
Mar. 31, 2013
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivatives	We primarily use derivatives to manage exposure to market risk, including interest rate risk, credit risk and foreign currency risk, and to assist customers with their risk management objectives. We designate derivatives either as hedging instruments in a qualifying hedge accounting relationship (fair value or cash flow hedge) or as free-standing derivatives. Free-standing derivatives include economic hedges that do not qualify for hedge accounting and derivatives held for customer accommodation or other trading purposes.        Our asset/liability management approach to interest rate, foreign currency and certain other risks includes the use of derivatives. Such derivatives are typically designated as fair value or cash flow hedges, or economic hedges. This helps minimize significant, unplanned fluctuations in earnings, fair values of assets and liabilities, and cash flows caused by interest rate, foreign currency and other market value volatility. This approach involves modifying the repricing characteristics of certain assets and liabilities so that changes in interest rates, foreign currency and other exposures do not have a significantly adverse effect on the net interest margin, cash flows and earnings. As a result of fluctuations in these exposures, hedged assets and liabilities will gain or lose market value. In a fair value or economic hedge, the effect of this unrealized gain or loss will generally be offset by the gain or loss on the derivatives linked to the hedged assets and liabilities. In a cash flow hedge, where we manage the variability of cash payments due to interest rate fluctuations by the effective use of derivatives linked to hedged assets and liabilities, the unrealized gain or loss on the derivatives or the hedged asset or liability is generally reflected in other comprehensive income and not in earnings.        We also offer various derivatives, including interest rate, commodity, equity, credit and foreign exchange contracts, to our customers as part of our trading businesses but usually offset our exposure from such contracts by entering into other financial contracts. These derivative transactions are conducted in an effort to help customers manage their market price risks. The customer accommodations and any offsetting derivative contracts are treated as free-standing derivatives. To a much lesser extent, we take positions executed for our own account based on market expectations or to benefit from price differentials between financial instruments and markets. Additionally, free-standing derivatives include embedded derivatives that are required to be accounted for separately from their host contracts.        The following table presents the total notional or contractual amounts and fair values for our derivatives. Derivative transactions can be measured in terms of the notional amount, but this amount is not recorded on the balance sheet and is not, when viewed in isolation, a meaningful measure of the risk profile of the instruments. The notional amount is generally not exchanged, but is used only as the basis on which interest and other payments are determined. Derivatives designated as qualifying hedge contracts and free-standing derivatives (economic hedges) are recorded on the balance sheet at fair value in other assets or other liabilities. Customer accommodation, trading and other free-standing derivatives are recorded on the balance sheet at fair value in trading assets, other assets or other liabilities.                                                 March 31, 2013   December 31, 2012             Notional or     Fair value Notional or   Fair value             contractual     Asset Liability contractual   Asset Liability (in millions)     amount   derivatives derivatives   amount   derivatives derivatives Derivatives designated as hedging instruments                         Interest rate contracts (1) $ 91,096     6,507 2,509   92,004   7,284 2,696   Foreign exchange contracts   28,386     1,538 404   27,382   1,808 274 Total derivatives designated as                         qualifying hedging instruments         8,045 2,913       9,092 2,970 Derivatives not designated as hedging instruments                         Free-standing derivatives (economic hedges):                           Interest rate contracts (2)   297,491     527 767   334,555   450 694     Equity contracts   611     64 65   75   - 50     Foreign exchange contracts   2,208     5 19   3,074   3 64     Credit contracts - protection purchased   6     - 3   16   - -     Other derivatives   2,234     - 52   2,296   - 78       Subtotal         596 906       453 886   Customer accommodation, trading and other                           free-standing derivatives:                           Interest rate contracts   3,056,974     54,959 56,619   2,774,783   63,617 65,305     Commodity contracts   94,106     2,962 3,045   90,732   3,456 3,590     Equity contracts   74,770     4,543 4,861   71,958   3,783 4,114     Foreign exchange contracts   175,322     3,795 3,422   166,061   3,713 3,241     Credit contracts - protection sold   24,351     311 2,307   26,455   315 2,623     Credit contracts - protection purchased   26,651     1,277 314   29,021   1,495 329       Subtotal         67,847 70,568       76,379 79,202 Total derivatives not designated as hedging instruments         68,443 71,474       76,832 80,088 Total derivatives before netting         76,488 74,387       85,924 83,058 Netting (3)         (59,572) (66,419)       (62,108) (71,116)         Total       $ 16,916 7,968       23,816 11,942                                   Notional amounts presented exclude $2.7 billion at March 31, 2013, and $4.7 billion at December 31, 2012, of basis swaps that are combined with receive fixed-rate/pay floating-rate swaps and designated as one hedging instrument. Includes free-standing derivatives (economic hedges) used to hedge the risk of changes in the fair value of residential MSRs, MHFS, loans and other interests held. Represents balance sheet netting of derivative asset and liability balances, and related cash collateral. See the next table in this Note for further information. The following table provides information on the gross fair values of derivative assets and liabilities, the balance sheet netting adjustments and the resulting net fair value amount recorded on our balance sheet, as well as the non-cash collateral associated with such arrangements. We execute substantially all of our derivative transactions under master netting arrangements. We reflect all derivative balances and related cash collateral subject to enforceable master netting arrangements on a net basis within the balance sheet.        We determine the balance sheet netting adjustments based on the terms specified within each master netting arrangement. We disclose the balance sheet netting amounts within the column titled “Gross amounts offset in consolidated balance sheet”. Balance sheet netting adjustments are determined at the counterparty level for which there may be multiple contract types. For disclosure purposes, we allocate these adjustments to the contract type for each counterparty proportionally based upon the “Gross amounts recognized” by counterparty. As a result, the net amounts disclosed by contract type may not represent the actual exposure upon settlement of the contracts.        Balance sheet netting does not include non-cash collateral that we pledge. For disclosure purposes, we present these amounts in the column “Gross amounts not offset in consolidated balance sheet (Disclosure-only netting)” within the next table. We determine and allocate the Disclosure-only netting amounts in the same manner as balance sheet netting amounts.        The “Net amounts” column within the following table represents the aggregate of our net exposure to each counterparty after considering the balance sheet and Disclosure-only netting adjustments. We manage derivative exposure by monitoring the credit risk associated with each counterparty using counterparty specific credit risk limits, the use of master netting arrangements and obtaining collateral. Derivative contracts executed in over the counter markets are typically bilateral contractual arrangements that are not cleared through a central clearing party and are subject to master netting arrangements. The percentage of derivatives executed in such markets, based on gross fair value, is provided within the next table. In addition to the netting amounts included in the table, we also have balance sheet netting related to resale and repurchase agreements that are disclosed within Note 10.                                             Gross amounts                     Gross amounts   not offset in                     offset in Net amounts in consolidated   Percent                 consolidated consolidated balance sheet   exchanged in               Gross amounts balance balance (Disclosure-only   over-the-counter   (in millions)   recognized (1) sheet (2) sheet (3) netting) (4) Net amounts market (5)   March 31, 2013                 Derivative assets                   Interest rate contracts $ 61,993 (50,559) 11,434 (1,202) 10,232 92 %   Commodity contracts   2,962 (1,031) 1,931 (60) 1,871 55     Equity contracts   4,607 (2,287) 2,320 (24) 2,296 86     Foreign exchange contracts   5,338 (4,394) 944 (8) 936 100     Credit contracts-protection sold   311 (276) 35 - 35 98     Credit contracts-protection purchased   1,277 (1,025) 252 (34) 218 100       Total derivative assets $ 76,488 (59,572) 16,916 (1,328) 15,588     Derivative liabilities                   Interest rate contracts $ 59,895 (57,681) 2,214 (187) 2,027 90 %   Commodity contracts   3,045 (1,369) 1,676 (7) 1,669 76     Equity contracts   4,926 (2,779) 2,147 (107) 2,040 95     Foreign exchange contracts   3,845 (2,102) 1,743 - 1,743 100     Credit contracts-protection sold   2,307 (2,199) 108 - 108 100     Credit contracts-protection purchased   317 (289) 28 - 28 97     Other contracts   52 - 52 - 52 100       Total derivative liabilities $ 74,387 (66,419) 7,968 (301) 7,667     December 31, 2012                 Derivative assets                   Interest rate contracts $ 71,351 (53,708) 17,643 (2,692) 14,951 94 %   Commodity contracts   3,456 (1,080) 2,376 (27) 2,349 48     Equity contracts   3,783 (2,428) 1,355 - 1,355 89     Foreign exchange contracts   5,524 (3,449) 2,075 (105) 1,970 100     Credit contracts-protection sold   315 (296) 19 (4) 15 100     Credit contracts-protection purchased   1,495 (1,147) 348 (56) 292 100       Total derivative assets $ 85,924 (62,108) 23,816 (2,884) 20,932     Derivative liabilities                   Interest rate contracts $ 68,695 (62,559) 6,136 (287) 5,849 92 %   Commodity contracts   3,590 (1,394) 2,196 - 2,196 79     Equity contracts   4,164 (2,618) 1,546 - 1,546 95     Foreign exchange contracts   3,579 (1,804) 1,775 (55) 1,720 100     Credit contracts-protection sold   2,623 (2,450) 173 - 173 100     Credit contracts-protection purchased   329 (291) 38 - 38 100     Other contracts   78 - 78 - 78 100       Total derivative liabilities $ 83,058 (71,116) 11,942 (342) 11,600                               (1) Includes $61.9 billion and $68.1 billion of gross derivative assets and liabilities, respectively, at March 31, 2013, and $68.9 billion and $75.8 billion, respectively, at December 31, 2012, with counterparties subject to enforceable master netting arrangements that are carried on the balance sheet net of offsetting amounts.   (2) Represents amounts with counterparties subject to enforceable master netting arrangements that have been offset in the consolidated balance sheet, including related cash collateral and portfolio level counterparty valuation adjustments. Counterparty valuation adjustments were $288 million and $352 million related to derivative assets and $69 million and $68 million related to derivative liabilities as of March 31, 2013, and December 31, 2012, respectively. Cash collateral totaled $6.6 billion and $13.6 billion, netted against derivative assets and liabilities, respectively, at March 31, 2013, and $5.0 billion and $14.5 billion, respectively, at December 31, 2012.   (3) Net derivative assets of $15.1 billion and $18.3 billion are classified in Trading assets as of March 31, 2013, and December 31, 2012, respectively. $1.9 billion and $5.5 billion are classified in Other assets in the consolidated balance sheet as of March 31, 2013, and December 31, 2012, respectively. Net derivative liabilities are classified in Accrued expenses and other liabilities in the consolidated balance sheet.   (4) Represents non-cash collateral pledged and received against derivative assets and liabilities with the same counterparty that are subject to enforceable master netting arrangements. U.S. GAAP does not permit netting of such non-cash collateral balances in the consolidated balance sheet but requires disclosure of these amounts.   (5) Calculated based on Gross amounts recognized as of the respective balance sheet date. The remaining percentage represents exchange-traded derivatives and derivatives cleared through central clearinghouses.                             Fair Value Hedges We use interest rate swaps to convert certain of our fixed-rate long-term debt and CDs to floating rates to hedge our exposure to interest rate risk. We also enter into cross-currency swaps, cross-currency interest rate swaps and forward contracts to hedge our exposure to foreign currency risk and interest rate risk associated with the issuance of non-U.S. dollar denominated long-term debt. In addition, we use interest rate swaps, cross-currency swaps, cross-currency interest rate swaps and forward contracts to hedge against changes in fair value of certain investments in available-for-sale debt securities due to changes in interest rates, foreign currency rates, or both. We also use interest rate swaps to hedge against changes in fair value for certain mortgages held for sale. The entire derivative gain or loss is included in the assessment of hedge effectiveness for all fair value hedge relationships, except for those involving foreign-currency denominated securities available for sale and long-term debt hedged with foreign currency forward derivatives for which the time value component of the derivative gain or loss related to the changes in the difference between the spot and forward price is excluded from the assessment of hedge effectiveness.        We use statistical regression analysis to assess hedge effectiveness, both at inception of the hedging relationship and on an ongoing basis. The regression analysis involves regressing the periodic change in fair value of the hedging instrument against the periodic changes in fair value of the asset or liability being hedged due to changes in the hedged risk(s). The assessment includes an evaluation of the quantitative measures of the regression results used to validate the conclusion of high effectiveness.        The following table shows the net gains (losses) recognized in the income statement related to derivatives in fair value hedging relationships.                                       Interest rate   Foreign exchange Total net             contracts hedging:   contracts hedging: gains                         (losses)             Securities Mortgages     Securities   on fair             available held for Long-term   available Long-term value (in millions)   for sale sale debt   for sale debt hedges                           Quarter ended March 31, 2013                 Gains (losses) recorded in net interest income $ (125) 1 397   - 68 341                           Gains (losses) recorded in noninterest income                   Recognized on derivatives   304 2 (728)   208 (773) (987)   Recognized on hedged item   (288) (5) 688   (203) 771 963   Recognized on fair value hedges (ineffective portion) (1) $ 16 (3) (40)   5 (2) (24)                           Quarter ended March 31, 2012                 Gains (losses) recorded in net interest income $ (112) - 419   (3) 71 375                           Gains (losses) recorded in noninterest income                   Recognized on derivatives   302 5 (868)   41 566 46   Recognized on hedged item   (296) (6) 802   (14) (648) (162)   Recognized on fair value hedges (ineffective portion) (1) $ 6 (1) (66)   27 (82) (116)                           Includes $(3) million and $(1) million, respectively, for the quarters ended March 31, 2013 and 2012, of losses on forward derivatives hedging foreign currency securities available for sale and long-term debt, representing the portion of derivative gains (losses) excluded from the assessment of hedge effectiveness. Cash Flow Hedges We hedge floating-rate debt against future interest rate increases by using interest rate swaps, caps, floors and futures to limit variability of cash flows due to changes in the benchmark interest rate. We also use interest rate swaps and floors to hedge the variability in interest payments received on certain floating-rate commercial loans, due to changes in the benchmark interest rate. We use forward contracts to hedge our exposure to foreign currency risk associated with certain non-U.S. dollar denominated operating expenses. Gains and losses on derivatives that are reclassified from OCI to interest income, interest expense and noninterest expense in the current period are included in the line item in which the hedged item's effect on earnings is recorded. All parts of gain or loss on these derivatives are included in the assessment of hedge effectiveness. We assess hedge effectiveness using regression analysis, both at inception of the hedging relationship and on an ongoing basis. The regression analysis involves regressing the periodic changes in cash flows of the hedging instrument against the periodic changes in cash flows of the forecasted transaction being hedged due to changes in the hedged risk(s). The assessment includes an evaluation of the quantitative measures of the regression results used to validate the conclusion of high effectiveness.        Based upon current interest rates, we estimate that $416 million (pre tax) of deferred net gains on derivatives in OCI at March 31, 2013, will be reclassified into interest income and interest expense during the next twelve months. Future changes to interest rates may significantly change actual amounts reclassified to earnings. We are hedging our exposure to the variability of future cash flows for all forecasted transactions for a maximum of 5 years for both hedges of floating-rate debt and floating-rate commercial loans.        The following table shows the net gains recognized related to derivatives in cash flow hedging relationships. None of the change in value of the derivatives was excluded from the assessment of hedge effectiveness.                         Quarter ended         March 31, (in millions)   2013 2012 Gains (pre tax) recognized in OCI on derivatives $ 7 42 Gains (pre tax) reclassified from cumulative OCI into net income (1)   87 107                             Amounts were recorded in net interest income and noninterest expense. Free-Standing Derivatives We use free-standing derivatives (economic hedges) to hedge the risk of changes in the fair value of certain residential MHFS, certain loans held for investment, residential MSRs measured at fair value, derivative loan commitments and other interests held. The resulting gain or loss on these economic hedges is reflected in mortgage banking noninterest income and other noninterest income.        The derivatives used to hedge MSRs measured at fair value, which include swaps, swaptions, constant maturity mortgages, forwards, Eurodollar and Treasury futures and options contracts, resulted in net derivative losses of $632 million in first quarter 2013 and net derivative gains of $100 million in first quarter 2012, which are included in mortgage banking noninterest income. The aggregate fair value of these derivatives was a net asset of $113 million and $87 million at March 31, 2013 and December 31, 2012, respectively. The change in fair value of these derivatives for each period end is due to changes in the underlying market indices and interest rates as well as the purchase and sale of derivative financial instruments throughout the period as part of our dynamic MSR risk management process.        Interest rate lock commitments for residential mortgage loans that we intend to sell are considered free-standing derivatives. Our interest rate exposure on these derivative loan commitments, as well as substantially all residential MHFS, is hedged with free-standing derivatives (economic hedges) such as swaps, forwards and options, Eurodollar futures and options, and Treasury futures, forwards and options contracts. The commitments, free-standing derivatives and residential MHFS are carried at fair value with changes in fair value included in mortgage banking noninterest income. For the fair value measurement of interest rate lock commitments we include, at inception and during the life of the loan commitment, the expected net future cash flows related to the associated servicing of the loan. Fair value changes subsequent to inception are based on changes in fair value of the underlying loan resulting from the exercise of the commitment and changes in the probability that the loan will not fund within the terms of the commitment (referred to as a fall-out factor). The value of the underlying loan is affected primarily by changes in interest rates and the passage of time. However, changes in investor demand can also cause changes in the value of the underlying loan value that cannot be hedged. The aggregate fair value of derivative loan commitments in the balance sheet was a net asset of $415 million and $497 million at March 31, 2013 and December 31, 2012, respectively, and is included in the caption “Interest rate contracts” under “Customer accommodation, trading and other free-standing derivatives” in the first table in this Note.        We also enter into various derivatives primarily to provide derivative products to customers. To a lesser extent, we take positions based on market expectations or to benefit from price differentials between financial instruments and markets. These derivatives are not linked to specific assets and liabilities in the balance sheet or to forecasted transactions in an accounting hedge relationship and, therefore, do not qualify for hedge accounting. We also enter into free-standing derivatives for risk management that do not otherwise qualify for hedge accounting. They are carried at fair value with changes in fair value recorded as other noninterest income.        Free-standing derivatives also include embedded derivatives that are required to be accounted for separately from their host contract. We periodically issue hybrid long-term notes and CDs where the performance of the hybrid instrument notes is linked to an equity, commodity or currency index, or basket of such indices. These notes contain explicit terms that affect some or all of the cash flows or the value of the note in a manner similar to a derivative instrument and therefore are considered to contain an “embedded” derivative instrument. The indices on which the performance of the hybrid instrument is calculated are not clearly and closely related to the host debt instrument. The “embedded” derivative is separated from the host contract and accounted for as a free-standing derivative. Additionally, we may invest in hybrid instruments that contain embedded derivatives, such as credit derivatives, that are not clearly and closely related to the host contract. In such instances, we either elect fair value option for the hybrid instrument or separate the embedded derivative from the host contract and account for the host contract and derivative separately.        The following table shows the net gains recognized in the income statement related to derivatives not designated as hedging instruments.                                 Quarter ended               March 31, (in millions)     2013 2012 Net gains (losses) recognized on free-standing derivatives (economic hedges):         Interest rate contracts           Recognized in noninterest income:             Mortgage banking (1) $ 381 (196)       Other (2)   24 42   Equity contracts (3)   (14) -   Foreign exchange contracts (2)   8 (85)   Credit contracts (2)   (4) (5)         Subtotal   395 (244) Net gains (losses) recognized on customer accommodation, trading and other free-standing derivatives:         Interest rate contracts           Recognized in noninterest income:             Mortgage banking (4)   270 1,071       Other (5)   205 240   Commodity contracts (5)   161 (23)   Equity contracts (5)   (250) (285)   Foreign exchange contracts (5)   277 129   Credit contracts (5)   (48) 59   Other (5)   - (1)         Subtotal   615 1,190 Net gains recognized related to derivatives not designated as hedging instruments $ 1,010 946                   Predominantly mortgage banking noninterest income including gains (losses) on the derivatives used as economic hedges of MSRs measured at fair value, interest rate lock commitments and mortgages held for sale. Predominantly included in other noninterest income. Predominantly included in net gains (losses) from equity investments. Predominantly mortgage banking noninterest income including gains (losses) on interest rate lock commitments. Predominantly included in net gains from trading activities in noninterest income. Credit Derivatives We use credit derivatives primarily to assist customers with their risk management objectives. We may also use credit derivatives in structured product transactions or liquidity agreements written to special purpose vehicles. The maximum exposure of sold credit derivatives is managed through posted collateral, purchased credit derivatives and similar products in order to achieve our desired credit risk profile. This credit risk management provides an ability to recover a significant portion of any amounts that would be paid under the sold credit derivatives. We would be required to perform under the noted credit derivatives in the event of default by the referenced obligors. Events of default include events such as bankruptcy, capital restructuring or lack of principal and/or interest payment. In certain cases, other triggers may exist, such as the credit downgrade of the referenced obligors or the inability of the special purpose vehicle for which we have provided liquidity to obtain funding. The following table provides details of sold and purchased credit derivatives.                                             Notional amount                   Protection   Protection                       sold -   purchased Net                     non-   with protection Other               Fair value Protection investment   identical sold protection Range of (in millions)   liability sold (A) grade underlyings (B) (A) - (B) purchased maturities March 31, 2013                   Credit default swaps on:                     Corporate bonds $ 133 14,301 7,252   7,872 6,429 7,725 2013-2021   Structured products   1,596 2,720 2,342   954 1,766 837 2016-2056 Credit protection on:                     Default swap index   11 2,737 267   2,374 363 525 2013-2018   Commercial mortgage-                       backed securities index   510 1,334 318   667 667 626 2049-2063   Asset-backed securities index   56 63 63   4 59 92 2037-2046 Other   1 3,196 3,196   29 3,167 4,946 2013-2056   Total credit derivatives $ 2,307 24,351 13,438   11,900 12,451 14,751                               December 31, 2012                   Credit default swaps on:                     Corporate bonds $ 240 15,845 8,448   9,636 6,209 7,701 2013-2021   Structured products   1,787 2,433 2,039   948 1,485 393 2016-2056 Credit protection on:                     Default swap index   4 3,520 348   3,444 76 616 2013-2017   Commercial mortgage-backed securities index   531 1,249 861   790 459 524 2049-2052   Asset-backed securities index   57 64 64   6 58 92 2037-2046 Other   4 3,344 3,344   106 3,238 4,655 2013-2056   Total credit derivatives $ 2,623 26,455 15,104   14,930 11,525 13,981                                      Protection sold represents the estimated maximum exposure to loss that would be incurred under an assumed hypothetical circumstance, where the value of our interests and any associated collateral declines to zero, without any consideration of recovery or offset from any economic hedges. We believe this hypothetical circumstance to be an extremely remote possibility and accordingly, this required disclosure is not an indication of expected loss. The amounts under non-investment grade represent the notional amounts of those credit derivatives on which we have a higher risk of being required to perform under the terms of the credit derivative and are a function of the underlying assets. We consider the risk of performance to be high if the underlying assets under the credit derivative have an external rating that is below investment grade or an internal credit default grade that is equivalent thereto. We believe the net protection sold, which is representative of the net notional amount of protection sold and purchased with identical underlyings, in combination with other protection purchased, is more representative of our exposure to loss than either non-investment grade or protection sold. Other protection purchased represents additional protection, which may offset the exposure to loss for protection sold, that was not purchased with an identical underlying of the protection sold.   Credit-Risk Contingent Features Certain of our derivative contracts contain provisions whereby if the credit rating of our debt were to be downgraded by certain major credit rating agencies, the counterparty could demand additional collateral or require termination or replacement of derivative instruments in a net liability position. The aggregate fair value of all derivative instruments with such credit-risk-related contingent features that are in a net liability position was $15.1 billion at March 31, 2013, and $16.2 billion at December 31, 2012, respectively, for which we posted $12.8 billion and$14.3 billion, respectively, in collateral in the normal course of business. If the credit rating of our debt had been downgraded below investment grade, which is the credit-risk-related contingent feature that if triggered requires the maximum amount of collateral to be posted, on March 31, 2013, or December 31, 2012, we would have been required to post additional collateral of $2.2 billion or $1.9 billion, respectively, or potentially settle the contract in an amount equal to its fair value.   Counterparty Credit Risk By using derivatives, we are exposed to counterparty credit risk if counterparties to the derivative contracts do not perform as expected. If a counterparty fails to perform, our counterparty credit risk is equal to the amount reported as a derivative asset on our balance sheet. The amounts reported as a derivative asset are derivative contracts in a gain position, and to the extent subject to legally enforceable master netting arrangements, net of derivatives in a loss position with the same counterparty and cash collateral received. We minimize counterparty credit risk through credit approvals, limits, monitoring procedures, executing master netting arrangements and obtaining collateral, where appropriate. To the extent the master netting arrangements and other criteria meet the applicable requirements, including determining the legal enforceability of the arrangement, it is our policy to present derivatives balances and related cash collateral amounts net in the balance sheet. Counterparty credit risk related to derivatives is considered in determining fair value and our assessment of hedge effectiveness. Credit valuation adjustments (“CVA”) are taken to reflect the counterparty credit risk of each counterparty in the valuation of derivatives. CVA adjustments are necessary when the market price (or parameter) is not indicative of the credit quality of the counterparty.

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet22.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Fair Values of Assets and Liabilities	3 Months Ended
Mar. 31, 2013
Fair Value Disclosures [Abstract]
Fair Values of Assets and Liabilities	We use fair value measurements to record fair value adjustments to certain assets and liabilities and to determine fair value disclosures. Trading assets (excluding derivatives), securities available for sale, derivatives, substantially all residential MHFS, certain commercial LHFS, certain loans held for investment, fair value MSRs and securities sold but not yet purchased (short sale liabilities) are recorded at fair value on a recurring basis. Additionally, from time to time, we may be required to record at fair value other assets on a nonrecurring basis, such as certain residential and commercial MHFS, certain LHFS, loans held for investment and certain other assets. These nonrecurring fair value adjustments typically involve application of lower-of-cost-or-market accounting or write-downs of individual assets.        See Note 1 in our 2012 Form 10-K for discussion of how we determine fair value and classify assets and liabilities within the fair value hierarchy. For descriptions of the valuation methodologies we use for assets and liabilities recorded at fair value on a recurring or nonrecurring basis and for estimating fair value for financial instruments not recorded at fair value, see Note 17 in our 2012 Form 10-K.                Level 3 Asset and Liability Valuation Processes We generally determine fair value of our Level 3 assets and liabilities by using internally developed models and, to a lesser extent, prices obtained from third-party pricing services or brokers (collectively, vendors). Our valuation processes vary depending on which approach is utilized.   INTERNAL MODEL VALUATIONS Our internally developed models primarily consist of discounted cash flow techniques. Use of such techniques requires determining relevant inputs, some of which are unobservable. Unobservable inputs are generally derived from historic performance of similar assets or determined from previous market trades in similar instruments. These unobservable inputs usually consist of discount rates, default rates, loss severity upon default, volatilities, correlations and prepayment rates, which are inherent within our Level 3 instruments. Such inputs can be correlated to similar portfolios with known historic experience or recent trades where particular unobservable inputs may be implied; but due to the nature of various inputs being reflected within a particular trade, the value of each input is considered unobservable. We attempt to correlate each unobservable input to historic experience and other third party data where available.        Internal valuation models are subject to review prescribed within our model risk management policies and procedures which includes model validation. The purpose of model validation includes ensuring the model is appropriate for its intended use and the appropriate controls exist to help mitigate risk of invalid valuations. Model validation assesses the adequacy and appropriateness of the model, including reviewing its key components such as inputs, processing components, logic or theory, output results and supporting model documentation. Validation also includes ensuring significant unobservable model inputs are appropriate given observable market transactions or other market data within the same or similar asset classes. This ensures modeled approaches are appropriate given similar product valuation techniques and are in line with their intended purpose.        We have ongoing monitoring procedures in place for our Level 3 assets and liabilities that use such internal valuation models. These procedures, which are designed to provide reasonable assurance that models continue to perform as expected after approved, include: ongoing analysis and benchmarking to market transactions and other independent market data (including pricing vendors, if available); back-testing of modeled fair values to actual realized transactions; and review of modeled valuation results against expectations, including review of significant or unusual value fluctuations.          We update model inputs and methodologies periodically to reflect these monitoring procedures. Additionally, procedures and controls are in place to ensure existing models are subject to periodic reviews, and we perform full model revalidations as necessary.        All internal valuation models are subject to ongoing review by business-unit-level management. More complex models are subject to additional oversight by a corporate-level risk management department. Corporate oversight responsibilities include evaluating adequacy of business unit risk management programs, maintaining company-wide model validation policies and standards and reporting the results of these activities to management and our Enterprise Risk Management Committee (ERMC). The ERMC, which consists of senior executive management and reports on top risks to the Company's Board of Directors, monitors all company-wide risks, including credit risk, market risk, and reputational risk.   VENDOR-DEVELOPED VALUATIONS In certain limited circumstances we obtain pricing from third party vendors for the value of our Level 3 assets or liabilities. We have processes in place to approve such vendors to ensure information obtained and valuation techniques used are appropriate. Once these vendors are approved to provide pricing information, we monitor and review the results to ensure the fair values are reasonable and in line with market experience in similar asset classes. While the input amounts used by the pricing vendor in determining fair value are not provided, and therefore unavailable for our review, we do perform one or more of the following procedures to validate the prices received: comparison to other pricing vendors (if available); variance analysis of prices; corroboration of pricing by reference to other independent market data such as market transactions and relevant benchmark indices; review of pricing by Company personnel familiar with market liquidity and other market-related conditions; and investigation of prices on a specific instrument-by-instrument basis. Fair Value Measurements from Brokers or Third Party Pricing Services For certain assets and liabilities, we obtain fair value measurements from brokers or third party pricing services and record the unadjusted fair value in our financial statements. The detail by level is shown in the table below. Fair value measurements obtained from brokers or third party pricing services that we have adjusted to determine the fair value recorded in our financial statements are not included in the following table.                                                                             Brokers   Third party pricing services (in millions)   Level 1 Level 2 Level 3   Level 1 Level 2 Level 3                               March 31, 2013                 Trading assets (excluding derivatives) $ - 664 7   1,335 813 - Securities available for sale:                   Securities of U.S. Treasury and federal agencies   - - -   716 6,168 -   Securities of U.S. states and political subdivisions   - 161 -   - 36,630 -   Mortgage-backed securities   - 365 4   - 139,882 283   Other debt securities   - 14,839 2,588   - 29,621 73     Total debt securities   - 15,365 2,592   716 212,301 356     Total marketable equity securities   - 3 -   - 810 -       Total securities available for sale   - 15,368 2,592   716 213,111 356 Derivatives (trading and other assets)   - 8 -   - 591 2 Derivatives (liabilities)   - 71 -   - 593 - Other liabilities   6 218 -   - 41 -                                                             December 31, 2012                 Trading assets (excluding derivatives) $ - 406 8   1,314 1,016 - Securities available for sale:                   Securities of U.S. Treasury and federal agencies   - - -   915 6,231 -   Securities of U.S. states and political subdivisions   - - -   - 35,036 -   Mortgage-backed securities   - 138 4   - 121,703 292   Other debt securities   - 1,516 12,465   - 28,314 149     Total debt securities   - 1,654 12,469   915 191,284 441     Total marketable equity securities   - 3 -   29 774 -       Total securities available for sale   - 1,657 12,469   944 192,058 441 Derivatives (trading and other assets)   - 8 -   - 602 - Derivatives (liabilities)   - 26 -   - 634 - Other liabilities   - 121 -   - 104 -                               Assets and Liabilities Recorded at Fair Value on a Recurring Basis The following two tables present the balances of assets and liabilities measured at fair value on a recurring basis.                                                             (in millions)   Level 1 Level 2 Level 3   Netting   Total March 31, 2013                 Trading assets (excluding derivatives)                   Securities of U.S. Treasury and federal agencies $ 8,378 4,318 -   -   12,696   Securities of U.S. states and political subdivisions   - 3,758 36   -   3,794   Collateralized loan and other debt obligations (1)   - 202 505   -   707   Corporate debt securities   - 8,018 29   -   8,047   Mortgage-backed securities   - 12,805 5   -   12,810   Asset-backed securities   - 708 143   -   851   Equity securities   4,089 55 -   -   4,144     Total trading securities(2)   12,467 29,864 718   -   43,049   Other trading assets   2,190 1,900 70   -   4,160       Total trading assets (excluding derivatives)   14,657 31,764 788   -   47,209 Securities of U.S. Treasury and federal agencies   716 6,168 -   -   6,884 Securities of U.S. states and political subdivisions   - 36,927 3,529 (3) -   40,456 Mortgage-backed securities:                   Federal agencies   - 105,472 -   -   105,472   Residential   - 15,164 95   -   15,259   Commercial   - 19,728 192   -   19,920     Total mortgage-backed securities   - 140,364 287   -   140,651 Corporate debt securities   104 21,064 281   -   21,449 Collateralized loan and other debt obligations(4)   - 13,725 2,938 (3) -   16,663 Asset-backed securities:                   Auto loans and leases   - 18 5,704 (3) -   5,722   Home equity loans   - 853 -   -   853   Other asset-backed securities   - 8,383 3,436 (3) -   11,819     Total asset-backed securities   - 9,254 9,140   -   18,394 Other debt securities   - 884 -   -   884       Total debt securities   820 228,386 16,175   -   245,381 Marketable equity securities:                   Perpetual preferred securities (5)   659 796 807 (3) -   2,262   Other marketable equity securities   475 42 -   -   517       Total marketable equity securities   1,134 838 807   -   2,779         Total securities available for sale   1,954 229,224 16,982   -   248,160 Mortgages held for sale   - 39,437 3,187   -   42,624 Loans   - 208 5,975   -   6,183 Mortgage servicing rights (residential)   - - 12,061   -   12,061 Derivative assets:                   Interest rate contracts   6 61,054 933   -   61,993   Commodity contracts   - 2,928 34   -   2,962   Equity contracts   621 3,081 905   -   4,607   Foreign exchange contracts   36 5,297 5   -   5,338   Credit contracts   - 1,009 579   -   1,588   Other derivative contracts   - - -   -   -     Netting   - - -   (59,572) (6) (59,572)       Total derivative assets (7)   663 73,369 2,456   (59,572)   16,916 Other assets   324 5 348   -   677           Total assets recorded at fair value $ 17,598 374,007 41,797   (59,572)   373,830 Derivative liabilities:                   Interest rate contracts $ (32) (59,488) (375)   -   (59,895)   Commodity contracts   - (3,008) (37)   -   (3,045)   Equity contracts   (271) (3,621) (1,034)   -   (4,926)   Foreign exchange contracts   (14) (3,792) (39)   -   (3,845)   Credit contracts   - (1,020) (1,604)   -   (2,624)   Other derivative contracts   - - (52)   -   (52)     Netting   - - -   66,419 (6) 66,419       Total derivative liabilities (7)   (317) (70,929) (3,141)   66,419   (7,968) Short sale liabilities:                   Securities of U.S. Treasury and federal agencies   (6,915) (1,370) -   -   (8,285)   Securities of U.S. states and political subdivisions   - (18) -   -   (18)   Corporate debt securities   - (4,801) -   -   (4,801)   Equity securities   (1,731) - -   -   (1,731)   Other securities   (1) (147) (8)   -   (156)     Total short sale liabilities   (8,647) (6,336) (8)   -   (14,991) Other liabilities   - (31) (48)   -   (79)           Total liabilities recorded at fair value $ (8,964) (77,296) (3,197)   66,419   (23,038)                               Includes collateralized debt obligations of $8 million that are classified as trading assets. Net gains (losses) from trading activities recognized in the income statement include $(141) million and $138 million in net unrealized gains (losses) on trading securities held at March 31, 2013 and 2012, respectively. Balances consist of securities that are predominantly investment grade based on ratings received from the ratings agencies or internal credit grades categorized as investment grade if external ratings are not available. The securities are classified as Level 3 due to limited market activity. Includes collateralized debt obligations of $674 million that are classified as securities available for sale. Perpetual preferred securities include ARS and corporate preferred securities. See Note 7 for additional information. Derivatives are reported net of cash collateral received and paid and, to the extent that the criteria of the accounting guidance covering the offsetting of amounts related to certain contracts are met, positions with the same counterparty are netted as part of a legally enforceable master netting agreement. Derivative assets and derivative liabilities include contracts qualifying for hedge accounting, economic hedges, and derivatives included in trading assets and trading liabilities, respectively.   (continued from previous page)                                                                         (in millions)   Level 1 Level 2 Level 3   Netting   Total December 31, 2012                 Trading assets (excluding derivatives)                   Securities of U.S. Treasury and federal agencies $ 5,104 3,774 -   -   8,878   Securities of U.S. states and political subdivisions   - 1,587 46   -   1,633   Collateralized loans and other debt obligations (1)   - - 742   -   742   Corporate debt securities   - 6,664 52   -   6,716   Mortgage-backed securities   - 13,380 6   -   13,386   Asset-backed securities   - 722 138   -   860   Equity securities   3,481 356 3   -   3,840     Total trading securities(2)   8,585 26,483 987   -   36,055   Other trading assets   2,150 887 76   -   3,113       Total trading assets (excluding derivatives)   10,735 27,370 1,063   -   39,168 Securities of U.S. Treasury and federal agencies   915 6,231 -   -   7,146 Securities of U.S. states and political subdivisions   - 35,045 3,631 (3) -   38,676 Mortgage-backed securities:                   Federal agencies   - 97,285 -   -   97,285   Residential   - 15,837 94   -   15,931   Commercial   - 19,765 203   -   19,968     Total mortgage-backed securities   - 132,887 297   -   133,184 Corporate debt securities   125 20,934 274   -   21,333 Collateralized loan and other debt obligations (4)   - - 13,188 (3) -   13,188 Asset-backed securities:                   Auto loans and leases   - 7 5,921 (3) -   5,928   Home equity loans   - 867 51   -   918   Other asset-backed securities   - 7,828 3,283 (3) -   11,111     Total asset-backed securities   - 8,702 9,255   -   17,957 Other debt securities   - 930 -   -   930       Total debt securities   1,040 204,729 26,645   -   232,414 Marketable equity securities:                   Perpetual preferred securities (5)   629 753 794 (3) -   2,176   Other marketable equity securities   554 55 -   -   609       Total marketable equity securities   1,183 808 794   -   2,785         Total securities available for sale   2,223 205,537 27,439   -   235,199 Mortgages held for sale   - 39,055 3,250   -   42,305 Loans held for sale   - 6 -   -   6 Loans   - 185 6,021   -   6,206 Mortgage servicing rights (residential)   - - 11,538   -   11,538 Derivative assets:                   Interest rate contracts   16 70,277 1,058   -   71,351   Commodity contracts   - 3,386 70   -   3,456   Equity contracts   432 2,747 604   -   3,783   Foreign exchange contracts   19 5,481 24   -   5,524   Credit contracts   - 1,160 650   -   1,810   Other derivative contracts   - - -   -   -     Netting   - - -   (62,108) (6) (62,108)       Total derivative assets (7)   467 83,051 2,406   (62,108)   23,816 Other assets   136 123 162   -   421           Total assets recorded at fair value $ 13,561 355,327 51,879   (62,108)   358,659 Derivative liabilities:                   Interest rate contracts $ (52) (68,244) (399)   -   (68,695)   Commodity contracts   - (3,541) (49)   -   (3,590)   Equity contracts   (199) (3,239) (726)   -   (4,164)   Foreign exchange contracts   (23) (3,553) (3)   -   (3,579)   Credit contracts   - (1,152) (1,800)   -   (2,952)   Other derivative contracts   - - (78)   -   (78)     Netting   - - -   71,116 (6) 71,116       Total derivative liabilities (7)   (274) (79,729) (3,055)   71,116   (11,942) Short sale liabilities:                   Securities of U.S. Treasury and federal agencies   (4,225) (875) -   -   (5,100)   Securities of U.S. states and political subdivisions   - (9) -   -   (9)   Corporate debt securities   - (3,941) -   -   (3,941)   Equity securities   (1,233) (35) -   -   (1,268)   Other securities   - (47) -   -   (47)     Total short sale liabilities   (5,458) (4,907) -   -   (10,365) Other liabilities   - (34) (49)   -   (83)           Total liabilities recorded at fair value $ (5,732) (84,670) (3,104)   71,116   (22,390)                               Includes collateralized debt obligations of $21 million that are classified as trading assets. Net gains from trading activities recognized in the income statement include $305 million in net unrealized gains on trading securities we held at December 31, 2012. Balances consist of securities that are predominantly investment grade based on ratings received from the ratings agencies or internal credit grades categorized as investment grade if external ratings are not available. The securities are classified as Level 3 due to limited market activity. Includes collateralized debt obligations of $644 million that are classified as securities available for sale. Perpetual preferred securities include ARS and corporate preferred securities. See Note 7 for additional information. Derivatives are reported net of cash collateral received and paid and, to the extent that the criteria of the accounting guidance covering the offsetting of amounts related to certain contracts are met, positions with the same counterparty are netted as part of a legally enforceable master netting agreement. Derivative assets and derivative liabilities include contracts qualifying for hedge accounting, economic hedges, and derivatives included in trading assets and trading liabilities, respectively.   Changes in Fair Value Levels We monitor the availability of observable market data to assess the appropriate classification of financial instruments within the fair value hierarchy and transfer between Level 1, Level 2, and Level 3 accordingly. Observable market data includes but is not limited to quoted prices and market transactions. Changes in economic conditions or market liquidity generally will drive changes in availability of observable market data. Changes in availability of observable market data, which also may result in changing the valuation technique used, are generally the cause of transfers between Level 1, Level 2, and Level 3.        All current period transfers into and out of Level 1, Level 2, and Level 3 are provided within the following table. The amounts reported as transfers represent the fair value as of the beginning of the quarter in which the transfer occurred.                                 Transfers Between Fair Value Levels         Level 1   Level 2   Level 3 (1)   (in millions)   In Out   In Out   In Out Total Quarter ended March 31, 2013                     Trading securities (2) $ - -   202 (25)   25 (202) - Securities available for sale (2)   17 -   10,676 (17)   - (10,676) - Mortgages held for sale   - -   93 (97)   97 (93) - Loans   - -   48 -   - (48) - Net derivative assets and liabilities   - -   (21) -   - 21 -   Total transfers $ 17 -   10,998 (139)   122 (10,998) - Quarter ended March 31, 2012                     Trading securities $ - -   10 (14)   14 (10) - Securities available for sale   - -   93 (43)   43 (93) - Mortgages held for sale   - -   86 (87)   87 (86) - Loans   - -   - -   - - - Net derivative assets and liabilities   - -   12 8   (8) (12) -   Total transfers $ - -   201 (136)   136 (201) -                         All transfers in and out of Level 3 are disclosed within the recurring level 3 rollforward table in this Note. For quarter ended March 31, 2013, consists of $202 million of collateralized loan obligations classified as trading assets and $10.6 billion classified as securities available for sale that we transferred from Level 3 to Level 2 as a result of increased observable market data in the valuation of such instruments. The changes in Level 3 assets and liabilities measured at fair value on a recurring basis for the quarter ended March 31, 2013, are summarized as follows:                                                                                                     Net unrealized                     Total net gains Purchases,       gains (losses)                     (losses) included in sales,       included in                       Other issuances       income related                   Balance,   compre- and Transfers Transfers Balance, to assets and                 beginning Net hensive settlements, into out of end of liabilities held   (in millions)     of period income income net (1) Level 3 Level 3 period at period end (2)   Quarter ended March 31, 2013                     Trading assets                       (excluding derivatives):                       Securities of U.S. states and                         political subdivisions $ 46 3 - (13) - - 36 1     Collateralized loan and other debt obligations   742 39 - (74) - (202) 505 4     Corporate debt securities   52 2 - (25) - - 29 2     Mortgage-backed securities   6 - - (1) - - 5 -     Asset-backed securities   138 5 - (25) 25 - 143 -     Equity securities   3 - - (3) - - - -       Total trading securities   987 49 - (141) 25 (202) 718 7     Other trading assets   76 (6) - - - - 70 (2)         Total trading assets                             (excluding derivatives)   1,063 43 - (141) 25 (202) 788 5 (3) Securities available for sale:                       Securities of U.S. states and                         political subdivisions   3,631 2 (9) (95) - - 3,529 -     Mortgage-backed securities:                         Residential   94 (4) 6 - - (1) 95 -       Commercial   203 (3) 8 (5) - (11) 192 (1)         Total mortgage-backed                             securities   297 (7) 14 (5) - (12) 287 (1)     Corporate debt securities   274 2 8 - - (3) 281 -     Collateralized loan and other debt obligations   13,188 (1) 69 295 - (10,613) 2,938 -     Asset-backed securities:                         Auto loans and leases   5,921 - 9 (226) - - 5,704 -       Home equity loans   51 3 (1) (5) - (48) - -       Other asset-backed securities   3,283 28 (5) 130 - - 3,436 -         Total asset-backed securities   9,255 31 3 (101) - (48) 9,140 -           Total debt securities   26,645 27 85 94 - (10,676) 16,175 (1) (4)   Marketable equity securities:                         Perpetual preferred securities   794 1 21 (9) - - 807 -       Other marketable equity securities   - - - - - - - -           Total marketable                               equity securities   794 1 21 (9) - - 807 - (5)           Total securities                                 available for sale   27,439 28 106 85 - (10,676) 16,982 (1)   Mortgages held for sale   3,250 (7) - (60) 97 (93) 3,187 (7) (6) Loans   6,021 (47) - 49 - (48) 5,975 (39) (6) Mortgage servicing rights   11,538 11 - 512 - - 12,061 761 (6) Net derivative assets and liabilities:                       Interest rate contracts   659 268 - (369) - - 558 357     Commodity contracts   21 10 - (23) - (11) (3) -     Equity contracts   (122) (39) - - - 32 (129) 8     Foreign exchange contracts   21 (53) - (2) - - (34) (56)     Credit contracts   (1,150) (13) - 138 - - (1,025) 17     Other derivative contracts   (78) 26 - - - - (52) -       Total derivative contracts   (649) 199 - (256) - 21 (685) 326 (7) Other assets   162 (2) - 188 - - 348 (1) (3) Short sale liabilities   - - - (8) - - (8) - (3) Other liabilities (excluding derivatives)   (49) 1 - - - - (48) - (6)                                                                     See next page for detail. Represents only net gains (losses) that are due to changes in economic conditions and management's estimates of fair value and excludes changes due to the collection/realization of cash flows over time. Included in trading activities and other noninterest income in the income statement. Included in debt securities available for sale in the income statement. Included in equity investments in the income statement. Included in mortgage banking and other noninterest income in the income statement. Included in mortgage banking, trading activities and other noninterest income in the income statement. The following table presents gross purchases, sales, issuances and settlements related to the changes in Level 3 assets and liabilities measured at fair value on a recurring basis for the quarter ended March 31, 2013.                                                                               (in millions)     Purchases Sales Issuances Settlements Net Quarter ended March 31, 2013             Trading assets               (excluding derivatives):               Securities of U.S. states and                 political subdivisions $ 77 (90) - - (13)   Collateralized loan and other debt obligations   249 (323) - - (74)   Corporate debt securities   58 (83) - - (25)   Mortgage-backed securities   - (1) - - (1)   Asset-backed securities   6 (20) - (11) (25)   Equity securities   - (3) - - (3)     Total trading securities   390 (520) - (11) (141)   Other trading assets   - - - - -       Total trading assets                     (excluding derivatives)   390 (520) - (11) (141) Securities available for sale:               Securities of U.S. states and                 political subdivisions   - (67) 75 (103) (95)   Mortgage-backed securities:                 Residential   - - - - -     Commercial   - (1) - (4) (5)       Total mortgage-backed                     securities   - (1) - (4) (5)   Corporate debt securities   - - - - -   Collateralized loan and other debt obligations   402 (14) - (93) 295   Asset-backed securities:                 Auto loans and leases   351 - 148 (725) (226)     Home equity loans   - (5) - - (5)     Other asset-backed securities   511 (34) 302 (649) 130       Total asset-backed securities   862 (39) 450 (1,374) (101)         Total debt securities   1,264 (121) 525 (1,574) 94   Marketable equity securities:                 Perpetual preferred securities   - - - (9) (9)     Other marketable equity securities   - - - - -         Total marketable                       equity securities   - - - (9) (9)           Total securities                         available for sale   1,264 (121) 525 (1,583) 85 Mortgages held for sale   102 - - (162) (60) Loans   1 - 117 (69) 49 Mortgage servicing rights   - (423) 935 - 512 Net derivative assets and liabilities:               Interest rate contracts   - 1 - (370) (369)   Commodity contracts   1 (1) - (23) (23)   Equity contracts   99 (67) - (32) -   Foreign exchange contracts   - - - (2) (2)   Credit contracts   (3) 1 - 140 138   Other derivative contracts   - - - - -     Total derivative contracts   97 (66) - (287) (256) Other assets   197 - - (9) 188 Short sale liabilities   - (8) - - (8) Other liabilities (excluding derivatives)   - - (3) 3 -                                                     The changes in Level 3 assets and liabilities measured at fair value on a recurring basis for the quarter ended March 31, 2012, are summarized as follows:                                                                                                     Net unrealized                     Total net gains Purchases,       gains (losses)                     (losses) included in sales,       included in                       Other issuances       income related                   Balance,   compre- and Transfers Transfers Balance, to assets and                 beginning Net hensive settlements, into out of end of liabilities held   (in millions)     of period income income net (1) Level 3 Level 3 period at period end (2)   Quarter ended March 31, 2012                     Trading assets                       (excluding derivatives):                       Securities of U.S. states and                         political subdivisions $ 53 - - 50 - - 103 -     Collateralized loan and other debt obligations   1,582 17 - (60) - - 1,539 (12)     Corporate debt securities   97 - - 35 - - 132 (2)     Mortgage-backed securities   108 (1) - (43) - (10) 54 (3)     Asset-backed securities   190 11 - (51) 14 - 164 4     Equity securities   4 - - (1) - - 3 -       Total trading securities   2,034 27 - (70) 14 (10) 1,995 (13)     Other trading assets   115 (7) - - - - 108 -         Total trading assets                             (excluding derivatives)   2,149 20 - (70) 14 (10) 2,103 (13) (3) Securities available for sale:                       Securities of U.S. states and                         political subdivisions   11,516 (4) 164 838 - - 12,514 (6)     Mortgage-backed securities:                         Residential   61 - 1 (1) 27 (30) 58 -       Commercial   232 (15) 22 (7) - - 232 -         Total mortgage-backed                             securities   293 (15) 23 (8) 27 (30) 290 -     Corporate debt securities   295 5 11 (4) 1 - 308 -     Collateralized loan and other debt obligations   8,599 57 183 324 - - 9,163 -     Asset-backed securities:                         Auto loans and leases   6,641 1 20 251 - - 6,913 -       Home equity loans   282 7 18 (1) 14 (63) 257 -       Other asset-backed securities   2,863 3 57 (55) 1 - 2,869 -         Total asset-backed securities   9,786 11 95 195 15 (63) 10,039 -           Total debt securities   30,489 54 476 1,345 43 (93) 32,314 (6) (4)   Marketable equity securities:                         Perpetual preferred securities   1,344 31 8 (210) - - 1,173 -       Other marketable equity securities   23 - (15) (5) - - 3 -           Total marketable                               equity securities   1,367 31 (7) (215) - - 1,176 - (5)           Total securities                                 available for sale   31,856 85 469 1,130 43 (93) 33,490 (6)   Mortgages held for sale   3,410 (35) - (46) 87 (86) 3,330 (36) (6) Loans   23 - - 2 - - 25 - (6) Mortgage servicing rights   12,603 (801) - 1,776 - - 13,578 (158) (6) Net derivative assets and liabilities:                       Interest rate contracts   609 1,158 - (1,432) - - 335 199     Commodity contracts   - 1 - (7) (8) - (14) (7)     Equity contracts   (75) (95) - 3 - (13) (180) (88)     Foreign exchange contracts   (7) 27 - (5) - 1 16 24     Credit contracts   (1,998) 171 - 74 - - (1,753) 233     Other derivative contracts   (117) 51 - - - - (66) -       Total derivative contracts   (1,588) 1,313 - (1,367) (8) (12) (1,662) 361 (7) Other assets   244 (3) - (13) - - 228 (11) (3) Short sale liabilities   - - - - - - - - (3) Other liabilities (excluding derivatives)   (44) 1 - 1 - - (42) - (6)                                                                     See next page for detail. Represents only net gains (losses) that are due to changes in economic conditions and management's estimates of fair value and excludes changes due to the collection/realization of cash flows over time. Included in trading activities and other noninterest income in the income statement. Included in debt securities available for sale in the income statement. Included in equity investments in the income statement. Included in mortgage banking and other noninterest income in the income statement. Included in mortgage banking, trading activities and other noninterest income in the income statement. The following table presents gross purchases, sales, issuances and settlements related to the changes in Level 3 assets and liabilities measured at fair value on a recurring basis for the quarter ended March 31, 2012.                                                                               (in millions)     Purchases Sales Issuances Settlements Net Quarter ended March 31, 2012             Trading assets               (excluding derivatives):               Securities of U.S. states and                 political subdivisions $ 59 (9) - - 50   Collateralized loan and other debt obligations   190 (250) - - (60)   Corporate debt securities   81 (46) - - 35   Mortgage-backed securities   3 (46) - - (43)   Asset-backed securities   72 (111) - (12) (51)   Equity securities   - (1) - - (1)     Total trading securities   405 (463) - (12) (70)   Other trading assets   - - - - -       Total trading assets                     (excluding derivatives)   405 (463) - (12) (70) Securities available for sale:               Securities of U.S. states and                 political subdivisions   582 - 588 (332) 838   Mortgage-backed securities:                 Residential   - - - (1) (1)     Commercial   - - - (7) (7)       Total mortgage-backed                     securities   - - - (8) (8)   Corporate debt securities   - - - (4) (4)   Collateralized loan and other debt obligations   550 - - (226) 324   Asset-backed securities:                 Auto loans and leases   1,835 - 163 (1,747) 251     Home equity loans   - - - (1) (1)     Other asset-backed securities   399 (26) 335 (763) (55)       Total asset-backed securities   2,234 (26) 498 (2,511) 195         Total debt securities   3,366 (26) 1,086 (3,081) 1,345   Marketable equity securities:                 Perpetual preferred securities   - - - (210) (210)     Other marketable equity securities   - (4) - (1) (5)         Total marketable                       equity securities   - (4) - (211) (215)           Total securities                         available for sale   3,366 (30) 1,086 (3,292) 1,130 Mortgages held for sale   111 - - (157) (46) Loans   2 - - - 2 Mortgage servicing rights   - - 1,776 - 1,776 Net derivative assets and liabilities:               Interest rate contracts   - (1) - (1,431) (1,432)   Commodity contracts   5 (7) - (5) (7)   Equity contracts   115 (165) - 53 3   Foreign exchange contracts   - - - (5) (5)   Credit contracts   1 (1) - 74 74   Other derivative contracts   - - - - -     Total derivative contracts   121 (174) - (1,314) (1,367) Other assets   3 - - (16) (13) Short sale liabilities   - - - - - Other liabilities (excluding derivatives)   (1) 2 - - 1                                                     The following table provides quantitative information about the valuation techniques and significant unobservable inputs used in the valuation of substantially all of our Level 3 assets and liabilities measured at fair value on a recurring basis for which we use an internal model.        The significant unobservable inputs for Level 3 assets and liabilities that are valued using fair values obtained from third party vendors are not included in the table as the specific inputs applied are not provided by the vendor (see discussion regarding vendor-developed valuations within the “Level 3 Asset and Liabilities Valuation Processes” section previously within this Note). In addition, the table excludes the valuation techniques and significant unobservable inputs for certain classes of Level 3 assets and liabilities measured using an internal model that we consider, both individually and in the aggregate, insignificant relative to our overall Level 3 assets and liabilities. We made this determination based upon an evaluation of each class which considered the magnitude of the positions, nature of the unobservable inputs and potential for significant changes in fair value due to changes in those inputs.                                         Fair Value     Significant Range of   Weighted ($ in millions, except cost to service amounts) Level 3   Valuation Technique(s) Unobservable Input Inputs   Average (1) March 31, 2013                     Trading and available for sale securities:                       Securities of U.S. states and                       political subdivisions:                         Government, healthcare and                           other revenue bonds $ 2,983   Discounted cash flow Discount rate 0.5 - 5.0 % 1.4                                   Auction rate securities and other municipal bonds   582   Discounted cash flow Discount rate 0.5 - 13.3   5.2                 Weighted average life 3.0 - 13.0 yrs 3.6   Collateralized loan and other debt obligations(2)   876   Market comparable pricing Comparability adjustment (22.3) - 24.0 % (3.0)         2,567   Vendor priced               Asset-backed securities:                         Auto loans and leases   5,704   Discounted cash flow Default rate 2.0 - 9.3   3.0                   Discount rate 0.4 - 1.8   0.8                   Loss severity 50.0 - 66.5   53.0                   Prepayment rate 0.6 - 0.9   0.7     Other asset-backed securities:                           Dealer floor plan   1,472   Discounted cash flow Discount rate 0.6 - 2.2   1.6       Diversified payment rights (3)   620   Discounted cash flow Discount rate 1.2 - 2.8   1.9       Other commercial and consumer   1,413 (4) Discounted cash flow Discount rate 0.6 - 8.7   2.8                   Weighted average life 0.8 - 7.3 yrs 2.1             74   Vendor priced               Marketable equity securities: perpetual                       preferred   807 (5) Discounted cash flow Discount rate 4.4 - 9.2 % 5.9                 Weighted average life 1.0 - 7.0 yrs 5.5 Mortgages held for sale (residential)   3,187   Discounted cash flow Default rate 0.7 - 14.9 % 3.5                   Discount rate 3.4 - 7.9   5.5                   Loss severity 1.4 - 36.2   26.6                   Prepayment rate 1.0 - 10.6   5.7 Loans   5,975 (6) Discounted cash flow Discount rate 2.3 - 3.0   2.8                   Prepayment rate 1.9 - 42.1   11.9                   Utilization rate 0.0 - 2.0   0.8 Mortgage servicing rights (residential)   12,061   Discounted cash flow Cost to service per loan (7) $ 90 - 854   216                   Discount rate 6.4 - 10.8 % 7.3                   Prepayment rate (8) 7.5 - 23.3   14.2 Net derivative assets and (liabilities):                       Interest rate contracts   143   Discounted cash flow Default rate 0.0 - 20.0   5.6                   Loss severity 50.0 - 81.8   51.3                   Prepayment rate 5.8 - 15.6   15.0   Interest rate contracts: derivative loan                         commitments   415   Discounted cash flow Fall-out factor 1.0 - 99.0   21.9               Initial-value servicing (13.7) - 124.3 bps 79.7   Equity contracts   (129)   Option model Correlation factor (25.0) - 94.5 % 67.3                   Volatility factor 9.5 - 68.2   22.9   Credit contracts   (1,031)   Market comparable pricing Comparability adjustment (32.8) - 33.5   0.1             6   Option model Credit spread 0.1 - 14.0   1.2             Loss severity 16.5 - 87.5   45.6                               Insignificant Level 3 assets,                       net of liabilities   875 (9)                   Total level 3 assets, net of liabilities $ 38,600 (10)                                             Weighted averages are calculated using outstanding unpaid principal balance for cash instruments such as loans and securities, and notional amounts for derivative instruments. Includes $682 million of collateralized debt obligations. Securities backed by specified sources of current and future receivables generated from foreign originators. Consists primarily of investments in asset-backed securities that are revolving in nature, in which the timing of advances and repayments of principal are uncertain. Consists of auction rate preferred equity securities with no maturity date that are callable by the issuer. Consists predominantly of reverse mortgage loans securitized with GNMA which were accounted for as secured borrowing transactions. The high end of the range of inputs is for servicing modified loans. For non-modified loans the range is $90 - $383. Includes a blend of prepayment speeds and expected defaults. Prepayment speeds are influenced by mortgage interest rates as well as our estimation of drivers of borrower behavior. Represents the aggregate amount of Level 3 assets and liabilities measured at fair value on a recurring basis that are individually and in the aggregate insignificant. The amount includes corporate debt securities, mortgage-backed securities, asset-backed securities backed by home equity loans, other marketable equity securities, other assets, other liabilities and certain net derivative assets and liabilities, such as commodity contracts, foreign exchange contracts and other derivative contracts. Consists of total Level 3 assets of $41.8 billion and total Level 3 liabilities of $3.2 billion, before netting of derivative balances.                                         Fair Value     Significant Range of   Weighted ($ in millions, except cost to service amounts) Level 3   Valuation Technique(s) Unobservable Input Inputs   Average (1) December 31, 2012                     Trading and available for sale securities:                       Securities of U.S. states and                       political subdivisions:                         Government, healthcare and                           other revenue bonds $ 3,081   Discounted cash flow Discount rate 0.5 - 4.8 % 1.8                                   Auction rate securities and other municipal bonds   596   Discounted cash flow Discount rate 2.0 - 12.9   4.4                 Weighted average life 3.0 - 7.5 yrs 3.4   Collateralized loan and other debt obligations(2)   1,423   Market comparable pricing Comparability adjustment (22.5) - 24.7 % 3.5         12,507   Vendor priced               Asset-backed securities:                         Auto loans and leases   5,921   Discounted cash flow Default rate 2.1 - 9.7   3.2                   Discount rate 0.6 - 1.6   1.0                   Loss severity 50.0 - 66.6   51.8                   Prepayment rate 0.6 - 0.9   0.7     Other asset-backed securities:                           Dealer floor plan   1,030   Discounted cash flow Discount rate 0.5 - 2.2   1.9       Diversified payment rights (3)   639   Discounted cash flow Discount rate 1.0 - 2.9   1.8       Other commercial and consumer   1,665 (4) Discounted cash flow Discount rate 0.6 - 6.8   2.7                   Weighted average life 1.0 - 7.5 yrs 2.9             87   Vendor priced               Marketable equity securities: perpetual                         preferred   794 (5) Discounted cash flow Discount rate 4.3 - 9.3 % 6.3                 Weighted average life 1.0 - 7.0 yrs 5.3 Mortgages held for sale (residential)   3,250   Discounted cash flow Default rate 0.6 - 14.8 % 5.5                   Discount rate 3.4 - 7.5   5.4                   Loss severity 1.3 - 35.3   26.4                   Prepayment rate 1.0 - 11.0   6.2 Loans   6,021 (6) Discounted cash flow Discount rate 2.4 - 2.8   2.6                   Prepayment rate 1.6 - 44.4   11.6                   Utilization rate 0.0 - 2.0   0.8 Mortgage servicing rights (residential)   11,538   Discounted cash flow Cost to service per loan (7) $ 90 - 854   219                   Discount rate 6.7 - 10.9 % 7.4                   Prepayment rate (8) 7.3 - 23.7   15.7 Net derivative assets and (liabilities):                       Interest rate contracts   162   Discounted cash flow Default rate 0.0 - 20.0   5.4                   Loss severity 45.8 - 83.2   51.6                   Prepayment rate 7.4 - 15.6   14.9   Interest rate contracts: derivative loan                         commitments   497   Discounted cash flow Fall-out factor 1.0 - 99.0   22.9               Initial-value servicing (13.7) - 137.2 bps 85.6   Equity contracts   (122)   Option model Correlation factor (43.6) - 94.5 % 50.3                   Volatility factor 3.0 - 68.9   26.5   Credit contracts   (1,157)   Market comparable pricing Comparability adjustment (34.4) - 30.5   0.1             8   Option model Credit spread 0.1 - 14.0   2.0             Loss severity 16.5 - 87.5   52.3                               Insignificant Level 3 assets,                       net of liabilities   835 (9)                   Total level 3 assets, net of liabilities $ 48,775 (10)                                             Weighted averages are calculated using outstanding unpaid principal balance for cash instruments such as loans and securities, and notional amounts for derivative instruments. Includes $665 million of collateralized debt obligations. Securities backed by specified sources of current and future receivables generated from foreign originators. Consists primarily of investments in asset-backed securities that are revolving in nature, in which the timing of advances and repayments of principal are uncertain. Consists of auction rate preferred equity securities with no maturity date that are callable by the issuer. Consists predominantly of reverse mortgage loans securitized with GNMA which were accounted for as secured borrowing transactions. The high end of the range of inputs is for servicing modified loans. For non-modified loans the range is $90 - $437. Includes a blend of prepayment speeds and expected defaults. Prepayment speeds are influenced by mortgage interest rates as well as our estimation of drivers of borrower behavior. Represents the aggregate amount of Level 3 assets and liabilities measured at fair value on a recurring basis that are individually and in the aggregate insignificant. The amount includes corporate debt securities, mortgage-backed securities, asset-backed securities backed by home equity loans, other marketable equity securities, other assets, other liabilities and certain net derivative assets and liabilities, such as commodity contracts, foreign exchange contracts and other derivative contracts. Consists of total Level 3 assets of $51.9 billion and total Level 3 liabilities of $3.1 billion, before netting of derivative balances. The valuation techniques used for our Level 3 assets and liabilities, as presented in the previous table, are described as follows: Discounted cash flow - Discounted cash flow valuation techniques generally consist of developing an estimate of future cash flows that are expected to occur over the life of an instrument and then discounting those cash flows at a rate of return that results in the fair value amount. Option model - Option model valuation techniques are generally used for instruments in which the holder has a contingent right or obligation based on the occurrence of a future event, such as the price of a referenced asset going above or below a predetermined strike price. Option models estimate the likelihood of the specified event occurring by incorporating assumptions such as volatility estimates, price of the underlying instrument and expected rate of return. Market comparable pricing - Market comparable pricing valuation techniques are used to determine the fair value of certain instruments by incorporating known inputs such as recent transaction prices, pending transactions, or prices of other similar investments which require significant adjustment to reflect differences in instrument characteristics. Vendor-priced – Prices obtained from third party pricing vendors or brokers that are used to record the fair value of the asset or liability, of which the related valuation technique and significant unobservable inputs are not provided.          Significant unobservable inputs presented in the previous table are those we consider significant to the fair value of the Level 3 asset or liability. We consider unobservable inputs to be significant, if by their exclusion, the fair value of the Level 3 asset or liability would be impacted by a predetermined percentage change or based on qualitative factors such as nature of the instrument, type of valuation technique used, and the significance of the unobservable inputs relative to other inputs used within the valuation. Following is a description of the significant unobservable inputs provided in the table.   Comparability adjustment – is an adjustment made to observed market data such as a transaction price in order to reflect dissimilarities in underlying collateral, issuer, rating, or other factors used within a market valuation approach, expressed as a percentage of an observed price. Correlation factor - is the likelihood of one instrument changing in price relative to another based on an established relationship expressed as a percentage of relative change in price over a period over time. Cost to service - is the expected cost per loan of servicing a portfolio of loans which includes estimates for unreimbursed expenses (including delinquency and foreclosure costs) that may occur as a result of servicing such loan portfolios. Credit spread – is the portion of the interest rate in excess of a benchmark interest rate, such as LIBOR or U.S. Treasury rates, that when applied to an investment captures changes in the obligor's creditworthiness. Default rate – is an estimate of the likelihood of not collecting contractual amounts owed expressed as a constant default rate (CDR). Discount rate – is a rate of return used to present value the future expected cash flow to arrive at the fair value of an instrument. The discount rate consists of a benchmark rate component and a risk premium component. The benchmark rate component, for example, LIBOR or U.S. Treasury rates, is generally observable within the market and is necessary to appropriately reflect the time value of money. The risk premium component reflects the amount of compensation market participants require due to the uncertainty inherent in the instruments' cash flows resulting from risks such as credit and liquidity. Fall-out factor - is the expected percentage of loans associated with our interest rate lock commitment portfolio that are likely of not funding. Initial-value servicing - is the estimated value of the underlying loan, including the value attributable to the embedded servicing right, expressed in basis points of outstanding unpaid principal balance. Loss severity – is the percentage of contractual cash flows lost in the event of a default. Prepayment rate – is the estimated rate at which forecasted prepayments of principal of the related loan or debt instrument are expected to occur, expressed as a constant prepayment rate (CPR). Utilization rate – is the estimated rate in which incremental portions of existing reverse mortgage credit lines are expected to be drawn by borrowers, expressed as an annualized rate. Volatility factor – is the extent of change in price an item is estimated to fluctuate over a specified period of time expressed as a percentage of relative change in price over a period over time. Weighted average life – is the weighted average number of years an investment is expected to remain outstanding, based on its expected cash flows reflecting the estimated date the issuer will call or extend the maturity of the instrument or otherwise reflecting an estimate of the timing of an instrument's cash flows whose timing is not contractually fixed.   Significant Recurring Level 3 Fair Value Asset and Liability Input Sensitivity We generally use discounted cash flow or similar internal modeling techniques to determine the fair value of our Level 3 assets and liabilities. Use of these techniques requires determination of relevant inputs and assumptions, some of which represent significant unobservable inputs as indicated in the preceding table. Accordingly, changes in these unobservable inputs may have a significant impact on fair value.        Certain of these unobservable inputs will (in isolation) have a directionally consistent impact on the fair value of the instrument for a given change in that input. Alternatively, the fair value of the instrument may move in an opposite direction for a given change in another input. Where multiple inputs are used within the valuation technique of an asset or liability, a change in one input in a certain direction may be offset by an opposite change in another input having a potentially muted impact to the overall fair value of that particular instrument. Additionally, a change in one unobservable input may result in a change to another unobservable input (that is, changes in certain inputs are interrelated to one another), which may counteract or magnify the fair value impact.   SECURITIES, LOANS and MORTGAGES HELD FOR SALE The fair values of predominantly all Level 3 trading securities, mortgages held for sale, loans and securities available for sale have consistent inputs, valuation techniques and correlation to changes in underlying inputs. The internal models used to determine fair value for these Level 3 instruments use certain significant unobservable inputs within a discounted cash flow or market comparable pricing valuation technique. Such inputs include discount rate, prepayment rate, default rate, loss severity, utilization rate and weighted average life.        These Level 3 assets would decrease (increase) in value based upon an increase (decrease) in discount rate, default rate, loss severity, or weighted average life inputs. Conversely, the fair value of these Level 3 assets would generally increase (decrease) in value if the prepayment rate input were to increase (decrease) or if the utilization rate input were to increase (decrease).        Generally, a change in the assumption used for default rate is accompanied by a directionally similar change in the risk premium component of the discount rate (specifically, the portion related to credit risk) and a directionally opposite change in the assumption used for prepayment rates. Unobservable inputs for loss severity, utilization rate and weighted average life do not increase or decrease based on movements in the other significant unobservable inputs for these Level 3 assets.   DERIVATIVE INSTRUMENTS Level 3 derivative instruments are valued using market comparable pricing, option pricing and discounted cash flow valuation techniques. We utilize certain unobservable inputs within these techniques to determine the fair value of the Level 3 derivative instruments. The significant unobservable inputs consist of credit spread, a comparability adjustment, prepayment rate, default rate, loss severity, initial value servicing, fall-out factor, volatility factor, and correlation factor.        Level 3 derivative assets (liabilities) would decrease (increase) in value upon an increase (decrease) in default rate, fall-out factor, credit spread or loss severity inputs. Conversely, Level 3 derivative assets (liabilities) would increase (decrease) in value upon an increase (decrease) in prepayment rate, initial-value servicing or volatility factor inputs. The correlation factor and comparability adjustment inputs may have a positive or negative impact on the fair value of these derivative instruments depending on the change in value of the item the correlation factor and comparability adjustment is referencing. The correlation factor and comparability adjustment is considered independent from movements in other significant unobservable inputs for derivative instruments.        Generally, for derivative instruments for which we are subject to changes in the value of the underlying referenced instrument, change in the assumption used for default rate is accompanied by directionally similar change in the risk premium component of the discount rate (specifically, the portion related to credit risk) and a directionally opposite change in the assumption used for prepayment rates. Unobservable inputs for loss severity, fall-out factor, initial-value servicing, and volatility do not increase or decrease based on movements in other significant unobservable inputs for these Level 3 instruments.   MORTGAGE SERVICING RIGHTS We use a discounted cash flow valuation technique to determine the fair value of Level 3 mortgage servicing rights. These models utilize certain significant unobservable inputs including prepayment rate, discount rate and costs to service. An increase in any of these unobservable inputs will reduce the fair value of the mortgage servicing rights and alternatively, a decrease in any one of these inputs would result in the mortgage servicing rights increasing in value. Generally, a change in the assumption used for the default rate is accompanied by a directionally similar change in the assumption used for cost to service and a directionally opposite change in the assumption used for prepayment. The sensitivity of our residential MSRs is discussed further in Note 7. Assets and Liabilities Recorded at Fair Value on a Nonrecurring Basis We may be required, from time to time, to measure certain assets at fair value on a nonrecurring basis in accordance with GAAP. These adjustments to fair value usually result from application of LOCOM accounting or write-downs of individual assets. For assets measured at fair value on a nonrecurring basis in the quarter ended March 31, 2013 and year ended December 31, 2012, that were still held in the balance sheet at each respective period end, the following table provides the fair value hierarchy and the fair value of the related individual assets or portfolios at period end.                                                                                     March 31, 2013   December 31, 2012 (in millions)     Level 1 Level 2 Level 3 Total   Level 1 Level 2 Level 3 Total Mortgages held for sale (LOCOM) (1) $ - 2,155 1,042 3,197   - 1,509 1,045 2,554 Loans held for sale   - - - -   - 4 - 4 Loans:                       Commercial   - 228 3 231   - 1,507 - 1,507   Consumer   - 1,541 4 1,545   - 5,889 4 5,893     Total loans (2)   - 1,769 7 1,776   - 7,396 4 7,400 Other assets (3)   - 290 66 356   - 989 144 1,133                                                                     Predominantly real estate 1-4 family first mortgage loans. Represents carrying value of loans for which adjustments are based on the appraised value of the collateral. Includes the fair value of foreclosed real estate and other collateral owned that were measured at fair value subsequent to their initial classification as foreclosed assets.        The following table presents the increase (decrease) in value of certain assets that are measured at fair value on a nonrecurring basis for which a fair value adjustment has been recognized in the periods presented.                                                           Quarter ended March 31, (in millions)   2013   2012 Mortgages held for sale (LOCOM) $ 39   48 Loans held for sale   -   (1) Loans:           Commercial   (91)   (301)   Consumer(1)   (907)   (1,203)     Total loans   (998)   (1,504) Other assets (2)   (79)   (140)       Total $ (1,038)   (1,597)                         Represents write-downs of loans based on the appraised value of the collateral. Includes the losses on foreclosed real estate and other collateral owned that were measured at fair value subsequent to their initial classification as foreclosed assets.        The table below provides quantitative information about the valuation techniques and significant unobservable inputs used in the valuation of substantially all of our Level 3 assets and liabilities measured at fair value on a nonrecurring basis for which we use an internal model.        We have excluded from the table classes of Level 3 assets and liabilities measured using an internal model that we consider, both individually and in the aggregate, insignificant relative to our overall Level 3 nonrecurring measurements. We made this determination based upon an evaluation of each class which considered the magnitude of the positions, nature of the unobservable inputs and potential for significant changes in fair value due to changes in those inputs.                                                                                             Fair Value     Significant   Range   Weighted   ($ in millions)   Level 3   Valuation Technique(s) (1) Unobservable Inputs (1)   of inputs   Average (2)   March 31, 2013                         Residential mortgages held for sale                           (LOCOM) $ 1,042 (3) Discounted cash flow Default rate (4) 1.1 - 6.5 % 3.0 %                       Discount rate   4.0 - 11.8   10.7                         Loss severity   2.0 - 42.6   5.8                         Prepayment rate (5) 1.0 - 100.0   66.3   Insignificant level 3 assets   73                       Total       1,115                                                           December 31, 2012                         Residential mortgages held for sale $ 1,045 (3) Discounted cash flow Default rate (4) 2.9 - 21.2 % 7.9 %   (LOCOM)         Discount rate   4.1 - 11.9   10.9                         Loss severity   2.0 - 45.0   6.0                         Prepayment rate (5) 1.0 - 100.0   66.7   Insignificant level 3 assets   148                       Total       1,193                     Refer to the narrative following the recurring quantitative Level 3 table of this Note for a definition of the valuation technique(s) and significant unobservable inputs. Weighted averages are calculated using outstanding unpaid principal balance of the loans. Consists of approximately $942 million government insured/guaranteed loans purchased from GNMA-guaranteed mortgage securitization, for both March 31, 2013 and December 31, 2012, and $100 million and $103 million of other mortgage loans which are not government insured/guaranteed for March 31, 2013 and December 31, 2012, respectively. Applies only to non-government insured/guaranteed loans. Includes the impact on prepayment rate of expected defaults for the government insured/guaranteed loans, which impacts the frequency and timing of early resolution of loans.   Alternative Investments The following table summarizes our investments in various types of funds, which are included in trading assets, securities available for sale and other assets. We use the funds' net asset values (NAVs) per share as a practical expedient to measure fair value on recurring and nonrecurring bases. The fair values presented in the table are based upon the funds' NAVs or an equivalent measure.                                                                       Redemption                 Fair Unfunded Redemption notice (in millions)   value commitments frequency period March 31, 2013           Offshore funds $ 444 - Daily - Annually 1 - 180 days Funds of funds   1 - Quarterly 90 days Hedge funds   2 - Daily - Annually 5 - 95 days Private equity funds   773 183 N/A N/A Venture capital funds   78 19 N/A N/A   Total $ 1,298 202     December 31, 2012           Offshore funds $ 379 - Daily - Annually 1 - 180 days Funds of funds   1 - Quarterly 90 days Hedge funds   2 - Daily - Annually 5 - 95 days Private equity funds   807 195 N/A N/A Venture capital funds   82 21 N/A N/A   Total $ 1,271 216                             N/A - Not applicable Offshore funds primarily invest in investment grade European fixed-income securities. Redemption restrictions are in place for these investments with a fair value of $216 million and $189 million at March 31, 2013 and December 31, 2012, respectively, due to lock-up provisions that will remain in effect until February 2016.        Private equity funds invest in equity and debt securities issued by private and publicly-held companies in connection with leveraged buyouts, recapitalizations and expansion opportunities. Substantially all of these investments do not allow redemptions. Alternatively, we receive distributions as the underlying assets of the funds liquidate, which we expect to occur over the next eight years.        Venture capital funds invest in domestic and foreign companies in a variety of industries, including information technology, financial services and healthcare. These investments can never be redeemed with the funds. Instead, we receive distributions as the underlying assets of the fund liquidate, which we expect to occur over the next five years. Fair Value Option We measure MHFS at fair value for prime MHFS originations for which an active secondary market and readily available market prices exist to reliably support fair value pricing models used for these loans. Loan origination fees on these loans are recorded when earned, and related direct loan origination costs are recognized when incurred. We also measure at fair value certain of our other interests held related to residential loan sales and securitizations. We believe fair value measurement for prime MHFS and other interests held, which we hedge with free-standing derivatives (economic hedges) along with our MSRs measured at fair value, reduces certain timing differences and better matches changes in the value of these assets with changes in the value of derivatives used as economic hedges for these assets.        We elected to measure certain LHFS portfolios at fair value in conjunction with customer accommodation activities, to better align the measurement basis of the assets held with our management objectives given the trading nature of these portfolios. In addition, we elected to measure at fair value certain letters of credit and nonmarketable equity securities that are hedged with derivative instruments to better reflect the economics of the transactions. The letters of credit are included in trading account assets or liabilities, and the nonmarketable equity securities are included in other assets.        Loans that we measure at fair value consist predominantly of reverse mortgage loans previously transferred under a GNMA reverse mortgage securitization program accounted for as a secured borrowing. Before the transfer, they were classified as MHFS measured at fair value and, as such, remain carried on our balance sheet under the fair value option.        Similarly, we may elect fair value option for the assets and liabilities of certain consolidated VIEs. This option is generally elected for newly consolidated VIEs for which predominantly all of our interests, prior to consolidation, are carried at fair value with changes in fair value recorded to earnings. Accordingly, such an election allows us to continue fair value accounting through earnings for those interests and eliminate income statement mismatch otherwise caused by differences in the measurement basis of the consolidated VIEs assets and liabilities.        The following table reflects the differences between fair value carrying amount of certain assets and liabilities for which we have elected the fair value option and the contractual aggregate unpaid principal amount at maturity.                                                         March 31, 2013   December 31, 2012               Fair value       Fair value               carrying       carrying               amount       amount               less       less         Fair value Aggregate aggregate   Fair value Aggregate aggregate           carrying unpaid unpaid   carrying unpaid unpaid   (in millions)   amount principal principal   amount principal principal   Mortgages held for sale:                     Total loans $ 42,624 41,907 717 (1) 42,305 41,183 1,122 (1)   Nonaccrual loans   336 633 (297)   309 655 (346)     Loans 90 days or more past due and still accruing   49 66 (17)   49 64 (15)   Loans held for sale:                     Total loans   - 9 (9)   6 10 (4)     Nonaccrual loans   - 6 (6)   2 6 (4)   Loans:                     Total loans   6,183 5,693 490   6,206 5,669 537     Nonaccrual loans   112 110 2   89 89 -   Other assets   197 n/a n/a   - n/a n/a   Long-term debt   - (199) 199 (2) (1) (1,157) 1,156 (2)                                                 The difference between fair value carrying amount and aggregate unpaid principal includes changes in fair value recorded at and subsequent to funding, gains and losses on the related loan commitment prior to funding, and premiums on acquired loans. Represents collateralized, non-recourse debt securities issued by certain of our consolidated securitization VIEs that are held by third party investors. To the extent cash flows from the underlying collateral are not sufficient to pay the unpaid principal amount of the debt, those third party investors absorb losses.          The assets and liabilities accounted for under the fair value option are initially measured at fair value. Gains and losses from initial measurement and subsequent changes in fair value are recognized in earnings. The changes in fair value related to initial measurement and subsequent changes in fair value included in earnings for these assets and liabilities measured at fair value are shown, by income statement line item, below.                                             2013   2012       Net gains       Net gains       Mortgage (losses)     Mortgage (losses)       banking from Other   banking from Other     noninterest trading noninterest   noninterest trading noninterest   (in millions)   income activities income   income activities income   Quarter ended March 31,                   Mortgages held for sale $ 973 - -   1,795 - 1   Loans held for sale   - - -   - - 13   Loans   - - (47)   - - 42   Other assets   - - 14   - - -   Other interests held   - (7) 6   - (9) 23                                           For performing loans, instrument-specific credit risk gains or losses were derived principally by determining the change in fair value of the loans due to changes in the observable or implied credit spread. Credit spread is the market yield on the loans less the relevant risk-free benchmark interest rate. In recent years spreads have been significantly affected by the lack of liquidity in the secondary market for mortgage loans. For nonperforming loans, we attribute all changes in fair value to instrument-specific credit risk. The following table shows the estimated gains and losses from earnings attributable to instrument-specific credit risk related to assets accounted for under the fair value option.                   Quarter ended March 31, (in millions)   2013 2012 Gains (losses) attributable to         instrument-specific credit risk:         Mortgages held for sale $ 37 (39)   Loans held for sale   - 13     Total $ 37 (26)             Disclosures about Fair Value of Financial Instruments The table below is a summary of fair value estimates for financial instruments, excluding financial instruments recorded at fair value on a recurring basis as they are included within the Assets and Liabilities Recorded at Fair Value on a Recurring Basis table included earlier in this Note. The carrying amounts in the following table are recorded in the balance sheet under the indicated captions. We have not included assets and liabilities that are not financial instruments in our disclosure, such as the value of the long-term relationships with our deposit, credit card and trust customers, amortized MSRs, premises and equipment, goodwill and other intangibles, deferred taxes and other liabilities. The total of the fair value calculations presented does not represent, and should not be construed to represent, the underlying value of the Company.                                                                     Estimated fair value   (in millions)   Carrying amount   Level 1   Level 2   Level 3   Total   March 31, 2013                                                   Financial assets                         Cash and due from banks (1) $ 16,217   16,217   -   -   16,217     Federal funds sold, securities purchased under resale                           agreements and other short-term investments (1)   143,804   4,505   139,299   -   143,804     Mortgages held for sale (2)   4,078   -   3,032   1,042   4,074     Loans held for sale (2)   194   -   190   13   203     Loans, net (3)   764,756   -   57,607   717,077   774,684     Nonmarketable equity investments (cost method)   6,649   -   2   8,146   8,148   Financial liabilities                         Deposits   1,010,733   -   956,330   55,308   1,011,638     Short-term borrowings (1)   60,693   -   60,693   -   60,693     Long-term debt (4)   126,179   -   118,812   10,842   129,654   December 31, 2012                                                   Financial assets                         Cash and due from banks (1) $ 21,860   21,860   -   -   21,860     Federal funds sold, securities purchased under resale                           agreements and other short-term investments (1)   137,313   5,046   132,267   -   137,313     Mortgages held for sale (2)   4,844   -   3,808   1,045   4,853     Loans held for sale (2)   104   -   83   29   112     Loans, net (3)   763,968   -   56,237   716,114   772,351     Nonmarketable equity investments (cost method)   6,799   -   2   8,229   8,231   Financial liabilities                         Deposits   1,002,835   -   946,922   57,020   1,003,942     Short-term borrowings (1)   57,175   -   57,175   -   57,175     Long-term debt (4)   127,366   -   119,220   11,063   130,283                               Amounts consist of financial instruments in which carrying value approximates fair value. Balance reflects MHFS and LHFS, as applicable, other than those MHFS and LHFS for which election of the fair value option was made. Loans exclude balances for which the fair value option was elected and also exclude lease financing with a carrying amount of $12.4 billion at both March 31, 2013 and December 31, 2012, respectively. The carrying amount and fair value exclude balances for which the fair value option was elected and obligations under capital leases of $12 million at both March 31, 2013 and December 31, 2012, respectively.   Loan commitments, standby letters of credit and commercial and similar letters of credit are not included in the table above. A reasonable estimate of the fair value of these instruments is the carrying value of deferred fees plus the related allowance. This amounted to $629 million and $586 million at March 31, 2013 and December 31, 2012, respectively.

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet23.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Preferred Stock	3 Months Ended
Mar. 31, 2013
Preferred Stock [Abstract]
Preferred Stock	We are authorized to issue 20 million shares of preferred stock and 4 million shares of preference stock, both without par value. Preferred shares outstanding rank senior to common shares both as to dividends and liquidation preference but have no general voting rights. We have not issued any preference shares under this authorization. If issued, preference shares would be limited to one vote per share. Our total issued and outstanding preferred stock includes Dividend Equalization Preferred (DEP) shares and Series I, J, K, L, N, O and P which are presented in the following two tables, and Employee Stock Ownership Plan (ESOP) Cumulative Convertible Preferred Stock, which is presented in the second table below and the table on the following page.                                                                       March 31, 2013   December 31, 2012                 Liquidation Shares     Liquidation Shares                 preference authorized     preference authorized     per share and designated     per share and designated DEP Shares               Dividend Equalization Preferred Shares $ 10 97,000   $ 10 97,000 Series G               7.25% Class A Preferred Stock   15,000 50,000     15,000 50,000 Series H               Floating Class A Preferred Stock   20,000 50,000     20,000 50,000 Series I               Floating Class A Preferred Stock   100,000 25,010     100,000 25,010 Series J               8.00% Non-Cumulative Perpetual Class A Preferred Stock   1,000 2,300,000     1,000 2,300,000 Series K               7.98% Fixed-to-Floating Non-Cumulative Perpetual Class A Preferred Stock   1,000 3,500,000     1,000 3,500,000 Series L               7.50% Non-Cumulative Perpetual Convertible Class A Preferred Stock   1,000 4,025,000     1,000 4,025,000 Series N               5.20% Non-Cumulative Perpetual Class A Preferred Stock   25,000 30,000     25,000 30,000 Series O               5.125% Non-Cumulative Perpetual Class A Preferred Stock   25,000 27,600     25,000 27,600 Series P               5.25% Non-Cumulative Perpetual Class A Preferred Stock   25,000 26,400     - -   Total     10,131,010       10,104,610                                                                                                                   March 31, 2013   December 31, 2012               Shares           Shares           issued and   Par Carrying     issued and   Par Carrying   (in millions, except shares) outstanding   value value Discount   outstanding   value value Discount DEP Shares                       Dividend Equalization Preferred Shares 96,546 $ - - -   96,546 $ - - - Series I (1)                       Floating Class A Preferred Stock 25,010   2,501 2,501 -   25,010   2,501 2,501 - Series J (1)                       8.00% Non-Cumulative Perpetual Class A Preferred Stock 2,150,375   2,150 1,995 155   2,150,375   2,150 1,995 155 Series K (1)                       7.98% Fixed-to-Floating Non-Cumulative Perpetual Class A Preferred Stock 3,352,000   3,352 2,876 476   3,352,000   3,352 2,876 476 Series L (1)                       7.50% Non-Cumulative Perpetual Convertible Class A Preferred Stock 3,968,000   3,968 3,200 768   3,968,000   3,968 3,200 768 Series N (1)                       5.20% Non-Cumulative Perpetual Class A Preferred Stock 30,000   750 750 -   30,000   750 750 - Series O (1)                       5.125% Non-Cumulative Perpetual Class A Preferred Stock 26,000   650 650 -   26,000   650 650 - Series P (1)                       5.25% Non-Cumulative Perpetual Class A Preferred Stock 25,000   625 625 -   -   - - - ESOP                       Cumulative Convertible Preferred Stock 1,815,055   1,815 1,815 -   910,934   911 911 -   Total 11,487,986 $ 15,811 14,412 1,399   10,558,865 $ 14,282 12,883 1,399                                     Preferred shares qualify as Tier 1 capital.        In March 2013, we issued 25 million Depositary Shares, each representing a 1/1,000th interest in a share of the Non-Cumulative Perpetual Class A Preferred Stock, Series P, for an aggregate public offering price of $625 million.        See Note 7 for additional information on our trust preferred securities. We do not have a commitment to issue Series G or H preferred stock. ESOP Cumulative Convertible Preferred Stock All shares of our ESOP Cumulative Convertible Preferred Stock (ESOP Preferred Stock) were issued to a trustee acting on behalf of the Wells Fargo & Company 401(k) Plan (the 401(k) Plan). Dividends on the ESOP Preferred Stock are cumulative from the date of initial issuance and are payable quarterly at annual rates based upon the year of issuance. Each share of ESOP Preferred Stock released from the unallocated reserve of the 401(k) Plan is converted into shares of our common stock based on the stated value of the ESOP Preferred Stock and the then current market price of our common stock. The ESOP Preferred Stock is also convertible at the option of the holder at any time, unless previously redeemed. We have the option to redeem the ESOP Preferred Stock at any time, in whole or in part, at a redemption price per share equal to the higher of (a) $1,000 per share plus accrued and unpaid dividends or (b) the fair market value, as defined in the Certificates of Designation for the ESOP Preferred Stock.                                                                                         Shares issued and outstanding     Carrying value   Adjustable               Mar. 31, Dec. 31,     Mar. 31,   Dec. 31,   dividend rate (in millions, except shares) 2013 2012     2013   2012   Minimum Maximum ESOP Preferred Stock                       $1,000 liquidation preference per share                         2013       904,121 -   $ 904   -   8.50 % 11.00   2012       245,604 245,604     246   246   10.00   11.00   2011       277,263 277,263     277   277   9.00   10.00   2010       201,011 201,011     201   201   9.50   10.50   2008       73,434 73,434     73   73   10.50   11.50   2007       53,768 53,768     54   54   10.75   11.75   2006       33,559 33,559     34   34   10.75   11.75   2005     18,882 18,882     19   19   9.75   10.75   2004       7,413 7,413     7   7   8.50   9.50 Total ESOP Preferred Stock (1) 1,815,055 910,934   $ 1,815   911         Unearned ESOP shares (2)       $ (1,971)   (986)                                                                                 At March 31, 2013 and December 31, 2012, additional paid-in capital included $156 million and $75 million, respectively, related to ESOP preferred stock.        We recorded a corresponding charge to unearned ESOP shares in connection with the issuance of the ESOP Preferred Stock. The unearned ESOP shares are reduced as shares of the ESOP Preferred Stock are committed to be released.

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet24.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Employee Benefits	3 Months Ended
Mar. 31, 2013
Pension and Other Postretirement Benefit Expense [Abstract]
Employee Benefits	We sponsor a noncontributory qualified defined benefit retirement plan, the Wells Fargo & Company Cash Balance Plan (Cash Balance Plan), which covers eligible employees of Wells Fargo. Benefits accrued under the Cash Balance Plan were frozen effective July 1, 2009.        The net periodic benefit cost was:                                       2013   2012             Pension benefits     Pension benefits                 Non- Other     Non- Other (in millions) Qualified qualified benefits   Qualified qualified benefits Quarter ended March 31,         Service cost $ - - 3   - - 3 Interest cost   113 7 12   128 8 15 Expected return on plan assets   (171) - (9)   (162) - (9) Amortization of net actuarial loss   42 4 -   33 3 - Amortization of prior service credit   - - (1)   - - (1) Settlement   - 4 -   1 - -   Net periodic benefit cost (income) $ (16) 15 5   - 11 8

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet25.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Earnings Per Common Share	3 Months Ended
Mar. 31, 2013
Earnings Per Common Share [Abstract]
Earnings Per Common Share	The table below shows earnings per common share and diluted earnings per common share and reconciles the numerator and denominator of both earnings per common share calculations.                               Quarter ended March 31, (in millions, except per share amounts)   2013 2012 Wells Fargo net income $ 5,171 4,248 Less: Preferred stock dividends and other (1)   240 226 Wells Fargo net income applicable to common stock (numerator) $ 4,931 4,022 Earnings per common share       Average common shares outstanding (denominator)   5,279.0 5,282.6 Per share $ 0.93 0.76 Diluted earnings per common share       Average common shares outstanding   5,279.0 5,282.6 Add: Stock options   28.8 24.9     Restricted share rights   43.9 30.3     Warrants   1.8 - Diluted average common shares outstanding (denominator)   5,353.5 5,337.8 Per share $ 0.92 0.75                   Includes $240 million and $219 million of preferred stock dividends for first quarter 2013 and 2012, respectively. The following table presents the outstanding options and warrants to purchase shares of common stock that were anti-dilutive (the exercise price was higher than the weighted-average market price), and therefore not included in the calculation of diluted earnings per common share.         Weighted-average shares   Quarter ended March 31, (in millions) 2013 2012 Options 14.4 135.5 Warrants - 39.2

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet26.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Other Comprehensive Income	3 Months Ended
Mar. 31, 2013
Other Comprehensive Income [Abstract]
Other Comprehensive Income	The components of other comprehensive income (OCI), reclassifications to net income by income statement line item, and the related tax effects were:                                                                           Quarter ended March 31,               2013   2012               Before Tax   Net of   Before Tax Net of (in millions)   tax effect   tax   tax effect tax Foreign currency translation adjustments:                     Net unrealized gains (losses) arising during the period $ (18) 2   (16)   10 (4) 6 Securities available for sale:                     Net unrealized gains (losses) arising during the period   (634) 230   (404)   1,874 (704) 1,170   Reclassification of net (gains) losses to net income:                       Net (gains) losses on debt securities available for sale   (45) 17   (28)   7 (2) 5     Net gains from equity investments   (68) 26   (42)   (233) 82 (151)       Subtotal reclassifications to net income   (113) 43   (70)   (226) 80 (146) Net unrealized gains (losses) arising during the period   (747) 273   (474)   1,648 (624) 1,024 Derivatives and hedging activities:                     Net unrealized gains arising during the period   7 (2)   5   42 (12) 30   Reclassification of net (gains) losses on cash flow hedges to                       net income:                         Interest income on loans   (116) 47   (69)   (129) 48 (81)       Interest expense on long-term debt   27 (10)   17   22 (8) 14       Salaries expense   2 (1)   1   - - -         Subtotal reclassifications to net income (87) 36   (51)   (107) 40 (67) Net unrealized losses arising during the period   (80) 34   (46)   (65) 28 (37) Defined benefit plans adjustments:                     Net actuarial gains (losses) arising during the period   6 (2)   4   (5) 2 (3)   Reclassification of amounts to net periodic benefit costs (1):                       Amortization of net actuarial loss   46 (18)   28   36 (13) 23     Other   3 (1)   2   - - -       Subtotal reclassifications to net periodic benefit costs   49 (19)   30   36 (13) 23 Net gains arising during the period   55 (21)   34   31 (11) 20 Other comprehensive income (loss) $ (790) 288   (502)   1,624 (611) 1,013 Less: Other comprehensive income from noncontrolling                       interests, net of tax         3       4       Wells Fargo other comprehensive income (loss), net of tax       $ (505)       1,009                               These items are included in the computation of net periodic benefit cost which is recorded in employee benefit expense (see Note 15 for additional details).   Cumulative OCI balances were:                                                                               Cumulative         Foreign       Derivatives   Defined   other         currency   Securities   and   benefit   compre-         translation   available   hedging   plans   hensive (in millions)   adjustments   for sale   activities   adjustments   income Quarter ended March 31, 2013                     Balance, beginning of period $ 80   7,462   289   (2,181)   5,650   Net unrealized gains (losses)                         arising during the period   (16)   (404)   5   4   (411)   Amounts reclassified from accumulated                         other comprehensive income   -   (70)   (51)   30   (91)   Net change   (16)   (474)   (46)   34   (502)   Less: Other comprehensive income                         from noncontrolling interests   -   3   -   -   3 Balance, end of period $ 64   6,985   243   (2,147)   5,145 Quarter ended March 31, 2012                     Balance, beginning of period $ 90   4,413   490   (1,786)   3,207   Net unrealized gains (losses)                         arising during the period   6   1,170   30   (3)   1,203   Amounts reclassified from accumulated                         other comprehensive income   -   (146)   (67)   23   (190)   Net change   6   1,024   (37)   20   1,013   Less: Other comprehensive income                         from noncontrolling interests   -   4   -   -   4 Balance, end of period $ 96   5,433   453   (1,766)   4,216

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet27.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Operating Segments	3 Months Ended
Mar. 31, 2013
Operating Segments [Abstract]
Operating Segments	We have three operating segments for management reporting: Community Banking; Wholesale Banking; and Wealth, Brokerage and Retirement. The results for these operating segments are based on our management accounting process, for which there is no comprehensive, authoritative guidance equivalent to GAAP for financial accounting. The management accounting process measures the performance of the operating segments based on our management structure and is not necessarily comparable with similar information for other financial services companies. We define our operating segments by product type and customer segment. If the management structure and/or the allocation process changes, allocations, transfers and assignments may change. In first quarter 2012, we modified internal funds transfer rates and the allocation of funding.   Community Banking offers a complete line of diversified financial products and services to consumers and small businesses with annual sales generally up to $20 million in which the owner generally is the financial decision maker. Community Banking also offers investment management and other services to retail customers and securities brokerage through affiliates. These products and services include the Wells Fargo Advantage FundsSM, a family of mutual funds. Loan products include lines of credit, auto floor plan lines, equity lines and loans, equipment and transportation loans, education loans, origination and purchase of residential mortgage loans and servicing of mortgage loans and credit cards. Other credit products and financial services available to small businesses and their owners include equipment leases, real estate and other commercial financing, Small Business Administration financing, venture capital financing, cash management, payroll services, retirement plans, Health Savings Accounts, credit cards, and merchant payment processing. Community Banking also offers private label financing solutions for retail merchants across the United States and purchases retail installment contracts from auto dealers in the United States and Puerto Rico. Consumer and business deposit products include checking accounts, savings deposits, market rate accounts, Individual Retirement Accounts, time deposits, global remittance and debit cards.        Community Banking serves customers through a complete range of channels, including traditional banking stores, in-store banking centers, business centers, ATMs, Online and Mobile Banking, and Wells Fargo Customer Connection, a 24-hours a day, seven days a week telephone service.   Wholesale Banking provides financial solutions to businesses across the United States with annual sales generally in excess of $20 million and to financial institutions globally. Wholesale Banking provides a complete line of commercial, corporate, capital markets, cash management and real estate banking products and services. These include traditional commercial loans and lines of credit, letters of credit, asset-based lending, equipment leasing, international trade facilities, trade financing, collection services, foreign exchange services, treasury management, investment management, institutional fixed-income sales, interest rate, commodity and equity risk management, online/electronic products such as the Commercial Electronic Office® (CEO®) portal, insurance, corporate trust fiduciary and agency services, and investment banking services. Wholesale Banking manages customer investments through institutional separate accounts and mutual funds, including the Wells Fargo Advantage Funds and Wells Capital Management. Wholesale Banking also supports the CRE market with products and services such as construction loans for commercial and residential development, land acquisition and development loans, secured and unsecured lines of credit, interim financing arrangements for completed structures, rehabilitation loans, affordable housing loans and letters of credit, permanent loans for securitization, CRE loan servicing and real estate and mortgage brokerage services.   Wealth, Brokerage and Retirement provides a full range of financial advisory services to clients using a planning approach to meet each client's needs. Wealth Management provides affluent and high net worth clients with a complete range of wealth management solutions, including financial planning, private banking, credit, investment management and trust. Abbot Downing, a Wells Fargo business, provides comprehensive wealth management services to ultra high net worth families and individuals as well as their endowments and foundations. Brokerage serves customers' advisory, brokerage and financial needs as part of one of the largest full-service brokerage firms in the United States. Retirement is a national leader in providing institutional retirement and trust services (including 401(k) and pension plan record keeping) for businesses, retail retirement solutions for individuals, and reinsurance services for the life insurance industry.   Other includes corporate items (such as integration expenses related to the Wachovia merger) not specific to a business segment and elimination of certain items that are included in more than one business segment.                                                         Wealth, Brokerage         Consolidated (income/expense in millions,   Community Banking   Wholesale Banking   and Retirement   Other (1)   Company average balances in billions)   2013 2012   2013 2012   2013 2012   2013 2012   2013 2012 Quarter ended March 31,                               Net interest income (2) $ 7,119 7,326   3,005 3,181   669 701   (294) (320)   10,499 10,888 Provision (reversal of provision)                                 for credit losses   1,262 1,878   (58) 95   14 43   1 (21)   1,219 1,995 Noninterest income   5,780 6,095   3,081 2,852   2,528 2,361   (629) (560)   10,760 10,748 Noninterest expense   7,377 7,825   3,091 3,054   2,639 2,547   (707) (433)   12,400 12,993 Income (loss) before income                                 tax expense (benefit)   4,260 3,718   3,053 2,884   544 472   (217) (426)   7,640 6,648 Income tax expense (benefit)   1,288 1,293   1,007 1,016   207 181   (82) (162)   2,420 2,328 Net income (loss) before                                 noncontrolling interests   2,972 2,425   2,046 1,868   337 291   (135) (264)   5,220 4,320 Less: Net income (loss) from                                 noncontrolling interests   48 77   1 -   - (5)   - -   49 72 Net income (loss) (3) $ 2,924 2,348   2,045 1,868   337 296   (135) (264)   5,171 4,248 Average loans $ 498.9 486.1   284.5 268.6   43.8 42.5   (29.1) (28.6)   798.1 768.6 Average assets   799.6 738.3   496.1 467.8   180.3 161.9   (71.7) (65.1)   1,404.3 1,302.9 Average core deposits   619.2 575.2   224.1 220.9   149.4 135.6   (66.8) (61.2)   925.9 870.5                                                                             Includes Wachovia integration expenses, through completion in the first quarter of 2012, and the elimination of items that are included in both Community Banking and Wealth, Brokerage and Retirement, largely representing services and products for wealth management customers provided in Community Banking stores. Net interest income is the difference between interest earned on assets and the cost of liabilities to fund those assets. Interest earned includes actual interest earned on segment assets and, if the segment has excess liabilities, interest credits for providing funding to other segments. The cost of liabilities includes interest expense on segment liabilities and, if the segment does not have enough liabilities to fund its assets, a funding charge based on the cost of excess liabilities from another segment. Represents segment net income (loss) for Community Banking; Wholesale Banking; and Wealth, Brokerage and Retirement segments and Wells Fargo net income for the consolidated company.

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet28.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Regulatory and Agency Capital Requirements	3 Months Ended
Mar. 31, 2013
Regulatory and Agency Capital Requirements [Abstract]
Regulatory and Agency Capital Requirements	The Company and each of its subsidiary banks are subject to regulatory capital adequacy requirements promulgated by federal regulatory agencies. The Federal Reserve establishes capital requirements, including well capitalized standards, for the consolidated financial holding company, and the OCC has similar requirements for the Company's national banks, including Wells Fargo Bank, N.A.        We do not consolidate our wholly-owned trust (the Trust) formed solely to issue trust preferred and preferred purchase securities (the Securities). Securities issued by the Trust includable in Tier 1 capital were $2.1 billion at March 31, 2013. Since December 31, 2012, we have redeemed $2.8 billion of trust preferred securities. Under applicable regulatory capital guidelines issued by bank regulatory agencies, upon notice of redemption, the redeemed trust preferred securities no longer qualify as Tier 1 Capital for the Company. This redemption is consistent with the Capital Plan the Company submitted to the Federal Reserve Board and the actions the Company previously announced on March 13, 2012.        Certain subsidiaries of the Company are approved seller/servicers, and are therefore required to maintain minimum levels of shareholders' equity, as specified by various agencies, including the United States Department of Housing and Urban Development, GNMA, FHLMC and FNMA. At March 31, 2013, each seller/servicer met these requirements. Certain broker-dealer subsidiaries of the Company are subject to SEC Rule 15c3-1 (the Net Capital Rule), which requires that we maintain minimum levels of net capital, as defined. At March 31, 2013, each of these subsidiaries met these requirements.               The following table presents regulatory capital information for Wells Fargo & Company and Wells Fargo Bank, N.A.                                                                           Wells Fargo & Company   Wells Fargo Bank, N.A.   Well-   Minimum           Mar. 31,   Dec. 31,   Mar. 31,   Dec. 31,   capitalized   capital (in billions, except ratios)   2013   2012   2013   2012   ratios (1)   ratios (1) Regulatory capital:                         Tier 1 $ 129.1   126.6   105.5   101.3         Total   161.6   157.6   130.5   124.8                                         Assets:                         Risk-weighted $ 1,094.3   1,077.1   1,001.5   1,002.0         Adjusted average (2)   1,354.5   1,336.4   1,211.3   1,195.9                                         Capital ratios:                         Tier 1 capital (3)   11.80 % 11.75   10.54   10.11   6.00   4.00 Total capital (3)   14.76   14.63   13.03   12.45   10.00   8.00 Tier 1 leverage (2)   9.53   9.47   8.71   8.47   5.00   4.00                                                                 As defined by the regulations issued by the Federal Reserve, OCC and FDIC. The leverage ratio consists of Tier 1 capital divided by quarterly average total assets, excluding goodwill and certain other items. The minimum leverage ratio guideline is 3% for banking organizations that do not anticipate significant growth and that have well-diversified risk, excellent asset quality, high liquidity, good earnings, effective management and monitoring of market risk and, in general, are considered top-rated, strong banking organizations. Effective September 30, 2012, we refined our determination of the risk weighting of certain unused lending commitments that provide for the ability to issue standby letters of credit and commitments to issue standby letters of credit under syndication arrangements where we have an obligation to issue in a lead agent or similar capacity beyond our contractual participation level.

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet29.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Summary of Significant Accounting Policies (Policies)	3 Months Ended
Mar. 31, 2013
Significant Accounting Policies [Line Items]
Nature of Operations	Wells Fargo & Company is a diversified financial services company. We provide banking, insurance, trust and investments, mortgage banking, investment banking, retail banking, brokerage, and consumer and commercial finance through banking stores, the internet and other distribution channels to consumers, businesses and institutions in all 50 states, the District of Columbia, and in foreign countries. When we refer to “Wells Fargo,” “the Company,” “we,” “our” or “us,” we mean Wells Fargo & Company and Subsidiaries (consolidated). Wells Fargo & Company (the Parent) is a financial holding company and a bank holding company. We also hold a majority interest in a real estate investment trust, which has publicly traded preferred stock outstanding.
Use of Estimates	Our accounting and reporting policies conform with U.S. generally accepted accounting principles (GAAP) and practices in the financial services industry. To prepare the financial statements in conformity with GAAP, management must make estimates based on assumptions about future economic and market conditions (for example, unemployment, market liquidity, real estate prices, etc.) that affect the reported amounts of assets and liabilities at the date of the financial statements and income and expenses during the reporting period and the related disclosures. Although our estimates contemplate current conditions and how we expect them to change in the future, it is reasonably possible that actual conditions could be worse than anticipated in those estimates, which could materially affect our results of operations and financial condition. Management has made significant estimates in several areas, including allowance for credit losses and purchased credit-impaired (PCI) loans (Note 5), valuations of residential mortgage servicing rights (MSRs) (Notes 7 and 8) and financial instruments (Note 13), liability for mortgage loan repurchase losses (Note 8) and income taxes. Actual results could differ from those estimates.
Comparability of Prior Year Financial Data	These unaudited interim financial statements reflect all adjustments that are, in the opinion of management, necessary for a fair statement of the results for the periods presented. These adjustments are of a normal recurring nature, unless otherwise disclosed in this Form 10-Q. The results of operations in the interim financial statements do not necessarily indicate the results that may be expected for the full year. The interim financial information should be read in conjunction with our Annual Report on Form 10-K for the year ended December 31, 2012 (2012 Form 10-K).
Accounting Standards Adopted in 2013	Accounting Standards Adopted in 2013 In first quarter 2013, we adopted the following new accounting guidance: Accounting Standards Update (ASU or Update) 2011-11, Disclosures about Offsetting Assets and Liabilities; ASU 2013-01, Clarifying the Scope of Disclosures about Offsetting Assets and Liabilities; and ASU 2013-02, Reporting of Amounts Reclassified Out of Accumulated Other Comprehensive Income.
Private Share Repurchases	Private Share Repurchases In December 2012, we entered into a private forward repurchase contract with an unrelated third party. This contract settled in first quarter 2013 for approximately 6 million shares of our common stock. We entered into this transaction to complement our open-market common stock repurchase strategies, to allow us to manage our share repurchases in a manner consistent with our capital plan submitted under the 2012 Comprehensive Capital Analysis and Review (CCAR), and to provide an economic benefit to the Company. In connection with this contract, we paid $200 million to the counterparty, which was recorded in permanent equity in the quarter paid and was not subject to re-measurement. The classification of the up-front payment as permanent equity assured that we would have appropriate repurchase timing consistent with our 2012 capital plan, which contemplated a fixed dollar amount available per quarter for share repurchases pursuant to Federal Reserve Board (FRB) supervisory guidance. In return, the counterparty agreed to deliver a variable number of shares based on a per share discount to the volume-weighted average stock price over the contract period. The counterparty had the right to accelerate settlement with delivery of shares prior to the contractual settlement. There were no scenarios where the contracts would not either physically settle in shares or allow us to choose the settlement method.        In April 2013 we entered into a similar private forward repurchase contract and paid $500 million to an unrelated third party. This contract expires in third quarter 2013; however, the counterparty has the right to accelerate settlement. The amount we paid to the counterparty meets accounting requirements to be treated as a permanent equity reduction.
Subsequent Events	Subsequent EventsWe have evaluated the effects of events that have occurred subsequent to period end March 31, 2013, and there have been no material events that would require recognition in our first quarter 2013 consolidated financial statements or disclosure in the Notes to the financial statements.
ASU 2011-11, Disclosure about Offsetting Assets and Liabilities [Member]
Significant Accounting Policies [Line Items]
Accounting Standards Adopted in 2013	ASU 2011-11 expands the disclosure requirements for certain financial instruments and derivatives that are subject to enforceable master netting agreements or similar arrangements. The disclosures are required regardless of whether the instruments have been offset (or netted) in the statement of financial position. Under ASU 2011-11, companies must describe the nature of offsetting arrangements and provide quantitative information about those agreements, including the gross and net amounts of financial instruments that are recognized in the statement of financial position. We adopted this guidance in first quarter 2013 with retrospective application. These Updates did not affect our consolidated financial results since they amend only the disclosure requirements for offsetting financial instruments. See Notes 10 and 12 for the new disclosures.
ASU 2013-01, Clarifying the Scope of Disclosures about Offsetting Assets and Liabilities [Member]
Significant Accounting Policies [Line Items]
Accounting Standards Adopted in 2013	In January 2013, the FASB issued ASU 2013-01, which clarifies the scope of ASU 2011-11 by limiting the disclosures to derivatives, repurchase agreements, and securities lending transactions to the extent they are subject to an enforceable master netting or similar arrangement.
ASU 2013-02, Reporting of Amounts Reclassified Out of Accumulated Other Comprehensive Income [Member]
Significant Accounting Policies [Line Items]
Accounting Standards Adopted in 2013	ASU 2013-02 requires companies to disclose the effect on net income line items from significant amounts reclassified out of accumulated other comprehensive income and entirely into net income. If reclassifications are partially or entirely capitalized on the balance sheet, then companies must provide a cross-reference to disclosures that provide information about the effect of the reclassifications. We adopted this guidance in first quarter 2013 with retrospective application. This Update did not affect our consolidated financial results as it amends only the disclosure requirements for accumulated other comprehensive income. See Note 17 for expanded disclosures on reclassification adjustments.

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet30.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Summary of Significant Accounting Policies (Tables)	3 Months Ended
Mar. 31, 2013
Summary of Significant Accounting Policies [Abstract]
Supplemental Cash Flow Information	Quarter ended March 31, (in millions)   2013   2012 Transfers from (to) loans to (from) securities available for sale $ (108)   588 Trading assets retained from securitization of MHFS   17,940   41,362 Capitalization of MSRs from sale of MHFS   991   1,484 Transfers from MHFS to foreclosed assets   9   59 Transfers from loans to MHFS   2,475   1,355 Transfers from loans to LHFS   86   36 Transfers from loans to foreclosed assets   1,308   2,335 Changes in consolidations (deconsolidations) of variable interest entities:         Loans   (304)   (515) Long-term debt   (342)   (515)

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet31.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Federal Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments (Tables)	3 Months Ended
Mar. 31, 2013
Federal Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments [Abstract]
Federal Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments	Mar. 31,   Dec. 31, (in millions)   2013   2012 Federal funds sold and securities           purchased under resale agreements $ 37,582   33,884 Interest-earning deposits   105,506   102,408 Other short-term investments   716   1,021   Total $ 143,804   137,313

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet32.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Securities Available for Sale (Tables)	3 Months Ended
Mar. 31, 2013
Securities Available for Sale (Tables) [Abstract]
Securities Available For Sale Major Categories	Gross Gross                     unrealized unrealized Fair (in millions)   Cost gains losses value                         March 31, 2013                                   Securities of U.S. Treasury and federal agencies $ 6,862 34 (12) 6,884 Securities of U.S. states and political subdivisions   38,925 1,932 (401) 40,456 Mortgage-backed securities:             Federal agencies   101,876 3,767 (171) 105,472   Residential   13,472 1,829 (42) 15,259   Commercial   18,492 1,623 (195) 19,920     Total mortgage-backed securities   133,840 7,219 (408) 140,651 Corporate debt securities   20,223 1,286 (60) 21,449 Collateralized loan and other debt obligations (1)   16,085 647 (69) 16,663 Other (2)   18,792 555 (69) 19,278       Total debt securities   234,727 11,673 (1,019) 245,381 Marketable equity securities:             Perpetual preferred securities   1,930 357 (25) 2,262   Other marketable equity securities   333 192 (8) 517       Total marketable equity securities   2,263 549 (33) 2,779         Total $ 236,990 12,222 (1,052) 248,160                         December 31, 2012                                   Securities of U.S. Treasury and federal agencies $ 7,099 47 - 7,146 Securities of U.S. states and political subdivisions   37,120 2,000 (444) 38,676 Mortgage-backed securities:             Federal agencies   92,855 4,434 (4) 97,285   Residential   14,178 1,802 (49) 15,931   Commercial   18,438 1,798 (268) 19,968     Total mortgage-backed securities   125,471 8,034 (321) 133,184 Corporate debt securities   20,120 1,282 (69) 21,333 Collateralized loan and other debt obligations (1)   12,726 557 (95) 13,188 Other (2)   18,410 553 (76) 18,887       Total debt securities   220,946 12,473 (1,005) 232,414 Marketable equity securities:             Perpetual preferred securities   1,935 281 (40) 2,176   Other marketable equity securities   402 216 (9) 609       Total marketable equity securities   2,337 497 (49) 2,785         Total $ 223,283 12,970 (1,054) 235,199                         Includes collateralized debt obligations with a cost basis and fair value of $543 million and $674 million, respectively, at March 31, 2013, and $556 million and $644 million, respectively, at December 31, 2012. Included in the “Other” category are asset-backed securities collateralized by auto leases or loans and cash reserves with a cost basis and fair value of $5.6 billion and $5.7 billion, respectively, at March 31, 2013, and $5.9 billion each at December 31, 2012. Also included in the "Other" category are asset-backed securities collateralized by home equity loans with a cost basis and fair value of $626 million and $853 million, respectively, at March 31, 2013, and $695 million and $918 million, respectively, at December 31, 2012. The remaining balances primarily include asset-backed securities collateralized by credit cards and student loans.
Securities Available For Sale Gross Unrealized Losses Over And Under 12 Months	Less than 12 months   12 months or more   Total               Gross     Gross     Gross               unrealized Fair unrealized Fair unrealized Fair (in millions)   losses value   losses value   losses value                               March 31, 2013                                                 Securities of U.S. Treasury and federal agencies $ (12) 4,369   - -   (12) 4,369 Securities of U.S. states and political subdivisions   (81) 5,053   (320) 4,031   (401) 9,084 Mortgage-backed securities:                     Federal agencies   (171) 20,109   - -   (171) 20,109   Residential   (16) 791   (26) 975   (42) 1,766   Commercial   (14) 1,672   (181) 2,268   (195) 3,940     Total mortgage-backed securities   (201) 22,572   (207) 3,243   (408) 25,815 Corporate debt securities   (15) 1,351   (45) 249   (60) 1,600 Collateralized loan and other debt obligations   (2) 2,879   (67) 490   (69) 3,369 Other   (11) 1,928   (58) 1,005   (69) 2,933       Total debt securities   (322) 38,152   (697) 9,018   (1,019) 47,170 Marketable equity securities:                     Perpetual preferred securities   (3) 175   (22) 446   (25) 621   Other marketable equity securities   (8) 58   - -   (8) 58       Total marketable equity securities   (11) 233   (22) 446   (33) 679         Total $ (333) 38,385   (719) 9,464   (1,052) 47,849                               December 31, 2012                                                 Securities of U.S. Treasury and federal agencies $ - -   - -   - - Securities of U.S. states and political subdivisions   (55) 2,709   (389) 4,662   (444) 7,371 Mortgage-backed securities:                     Federal agencies   (4) 2,247   - -   (4) 2,247   Residential   (4) 261   (45) 1,564   (49) 1,825   Commercial   (6) 491   (262) 2,564   (268) 3,055     Total mortgage-backed securities   (14) 2,999   (307) 4,128   (321) 7,127 Corporate debt securities   (14) 1,217   (55) 305   (69) 1,522 Collateralized loan and other debt obligations   (2) 1,485   (93) 798   (95) 2,283 Other   (11) 2,153   (65) 1,010   (76) 3,163       Total debt securities   (96) 10,563   (909) 10,903   (1,005) 21,466 Marketable equity securities:                     Perpetual preferred securities   (3) 116   (37) 538   (40) 654   Other marketable equity securities   (9) 48   - -   (9) 48       Total marketable equity securities   (12) 164   (37) 538   (49) 702         Total $ (108) 10,727   (946) 11,441   (1,054) 22,168
Securities Available For Sale Gross Unrealized Losses By Investment Grade	Investment grade   Non-investment grade                 Gross     Gross                   unrealized Fair   unrealized Fair (in millions)   losses value   losses value                           March 31, 2013                                       Securities of U.S. Treasury and federal agencies $ (12) 4,369   - - Securities of U.S. states and political subdivisions   (346) 8,556   (55) 528 Mortgage-backed securities:               Federal agencies   (171) 20,109   - -   Residential   (3) 64   (39) 1,702   Commercial   (35) 2,993   (160) 947     Total mortgage-backed securities   (209) 23,166   (199) 2,649 Corporate debt securities   (23) 1,170   (37) 430 Collateralized loan and other debt obligations   (36) 3,183   (33) 186 Other   (46) 2,844   (23) 89       Total debt securities   (672) 43,288   (347) 3,882 Perpetual preferred securities   (25) 621   - -         Total $ (697) 43,909   (347) 3,882                           December 31, 2012                                       Securities of U.S. Treasury and federal agencies $ - -   - - Securities of U.S. states and political subdivisions   (378) 6,839   (66) 532 Mortgage-backed securities:               Federal agencies   (4) 2,247   - -   Residential   (3) 78   (46) 1,747   Commercial   (31) 2,110   (237) 945     Total mortgage-backed securities   (38) 4,435   (283) 2,692 Corporate debt securities   (19) 1,112   (50) 410 Collateralized loan and other debt obligations   (49) 2,065   (46) 218 Other   (49) 3,034   (27) 129       Total debt securities   (533) 17,485   (472) 3,981 Perpetual preferred securities   (40) 654   - -         Total $ (573) 18,139   (472) 3,981
Debt Securities Available For Sale Contractual Maturities	Remaining contractual maturity                   Weighted-           After one year   After five years                         Total average   Within one year   through five years   through ten years     After ten years   (in millions)   amount   yield     Amount Yield     Amount Yield     Amount Yield     Amount Yield                                                         March 31, 2013                                                                                                 Securities of U.S. Treasury                                           and federal agencies $ 6,884   1.62 % $ 386 0.42 % $ 498 1.57 % $ 6,000 1.70 % $ - - % Securities of U.S. states and                                           political subdivisions   40,456   5.22     2,050 2.49     11,156 2.15     3,209 5.57     24,041 6.82   Mortgage-backed securities:                                           Federal agencies   105,472   3.64     3 3.46     172 4.97     988 3.42     104,309 3.64     Residential   15,259   4.36     - -     4 3.14     533 2.04     14,722 4.44     Commercial   19,920   5.34     9 5.74     93 3.81     108 2.88     19,710 5.36       Total mortgage-backed                                               securities   140,651   3.96     12 5.13     269 4.54     1,629 2.93     138,741 3.97   Corporate debt securities   21,449   4.26     1,564 4.07     12,373 3.23     6,159 6.04     1,353 5.78   Collateralized loan and                                             other debt obligations   16,663   1.49     84 0.63     1,065 0.80     7,246 1.09     8,268 1.94   Other   19,278   1.74     1,973 1.60     9,035 1.70     3,242 1.74     5,028 1.85         Total debt securities                                                 at fair value $ 245,381   3.78 % $ 6,069 2.45 % $ 34,396 2.39 % $ 27,485 3.04 % $ 177,431 4.21 %                                                       December 31, 2012                                                                                                 Securities of U.S. Treasury                                             and federal agencies $ 7,146   1.59 % $ 376 0.43 % $ 661 1.24 % $ 6,109 1.70 % $ - - % Securities of U.S. states and                                             political subdivisions   38,676   5.29     1,861 2.61     11,620 2.18     3,380 5.51     21,815 7.15   Mortgage-backed securities:                                             Federal agencies   97,285   3.82     1 5.40     106 4.87     1,144 3.41     96,034 3.83     Residential   15,931   4.38     - -     - -     569 2.06     15,362 4.47     Commercial   19,968   5.33     - -     78 3.69     101 2.84     19,789 5.35       Total mortgage-backed                                               securities   133,184   4.12     1 5.40     184 4.37     1,814 2.95     131,185 4.13   Corporate debt securities   21,333   4.26     1,037 4.29     12,792 3.19     6,099 6.14     1,405 5.88   Collateralized loan and                                             other debt obligations   13,188   1.35     44 0.96     1,246 0.71     7,376 1.01     4,522 2.08   Other   18,887   1.85     1,715 1.14     9,589 1.75     3,274 2.11     4,309 2.14         Total debt securities                                                 at fair value $ 232,414   3.91 % $ 5,034 2.28 % $ 36,092 2.37 % $ 28,052 3.07 % $ 163,236 4.44 %
Securities Available For Sale Realized Gains And Losses	Quarter ended March 31, (in millions)   2013 2012 Gross realized gains $ 156 281 Gross realized losses   (5) (4) OTTI write-downs   (38) (51)   Net realized gains from securities available for sale   113 226 Net realized gains from private equity investments   45 131     Net realized gains from debt securities and equity investments $ 158 357
Securities Available For Sale And Nonmarketable Equity Securities Other Than Temporary Impairment	Quarter ended March 31, (in millions)     2013 2012 OTTI write-downs included in earnings         Debt securities:           U.S. states and political subdivisions $ - -     Mortgage-backed securities:             Residential   15 14       Commercial   15 30     Corporate debt securities   2 1     Collateralized loan and other debt obligations   - -     Other debt securities   2 5         Total debt securities   34 50   Equity securities:           Marketable equity securities:             Perpetual preferred securities   - 1       Other marketable equity securities   4 -         Total marketable equity securities   4 1           Total securities available for sale   38 51     Nonmarketable equity investments   40 14             Total OTTI write-downs included in earnings $ 78 65
Debt Securities Available For Sale Other Than Temporary Impairment	Quarter ended March 31, (in millions)     2013 2012 OTTI on debt securities         Recorded as part of gross realized losses:           Credit-related OTTI $ 23 50     Intent-to-sell OTTI   11 -       Total recorded as part of gross realized losses   34 50   Changes to OCI for increase (decrease) in non-credit-related OTTI (1):           U.S. states and political subdivisions   - -     Residential mortgage-backed securities   (9) (9)     Commercial mortgage-backed securities   (41) (6)     Corporate debt securities   - (1)     Collateralized loan and other debt obligations   (1) -     Other debt securities   2 1       Total changes to OCI for non-credit-related OTTI   (49) (15)         Total OTTI losses (gains) recorded on debt securities $ (15) 35                   Represents amounts recorded to OCI on debt securities in periods where credit-related OTTI write-downs have occurred. Increases represent initial or subsequent non-credit-related OTTI on debt securities. Decreases represent partial to full reversal of impairment due to recoveries in the fair value of securities due to factors other than credit.
Credit Loss Component Of Credit-Impaired Debt Securities	Quarter ended March 31, (in millions)   2013 2012 Credit loss component, beginning of period $ 1,289 1,272 Additions:         Initial credit impairments   1 5   Subsequent credit impairments   22 45     Total additions   23 50 Reductions:         For securities sold   (52) (12)   For recoveries of previous credit impairments (1)   (8) (8)     Total reductions   (60) (20) Credit loss component, end of period $ 1,252 1,302                   Recoveries of previous credit impairments result from increases in expected cash flows subsequent to credit loss recognition. Such recoveries are reflected prospectively as interest yield adjustments using the effective interest method.
Credit Loss Component Of Residential Mortgage Backed Securities Inputs To Measure	Quarter ended March 31, ($ in millions)   2013   2012 Credit impairment losses on residential MBS           Non-investment grade $ 15   14                     Significant inputs (non-agency – non-investment grade MBS)         Expected remaining life of loan loss rate (1):           Range (2)   1-20 % 1-44   Credit impairment loss rate distribution (3):             0 - 10% range   94   46     10 - 20% range   4   11     20 - 30% range   2   1     Greater than 30%   -   42   Weighted average loss rate (4)   6   9 Current subordination levels (5):           Range (2)   0-41   0-57   Weighted average (4)   -   2 Prepayment speed (annual CPR (6)):           Range (2)   4-18   5-29   Weighted average (4)   14   15                                         Represents future expected credit losses on each pool of loans underlying respective securities expressed as a percentage of the total current outstanding loan balance of the pool for each respective security. Represents the range of inputs/assumptions based upon the individual securities within each category. Represents distribution of credit impairment losses recognized in earnings categorized based on range of expected remaining life of loan losses. For example 94% of credit impairment losses recognized in earnings for the quarter ended March 31, 2013, had expected remaining life of loan loss assumptions of 0 to 10%. Calculated by weighting the relevant input/assumption for each individual security by current outstanding amortized cost basis of the security. Represents current level of credit protection provided by tranches subordinate to our security holdings (subordination), expressed as a percentage of total current underlying loan balance. Constant prepayment rate.

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet33.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Loans and Allowance for Credit Losses (Tables)	3 Months Ended
Mar. 31, 2013
Loans And Allowance For Credit Losses Tables [Abstract]
Loans and Allowance for Credit Losses, Loans Outstanding	Mar. 31,   Dec. 31, (in millions)   2013   2012 Commercial:           Commercial and industrial $ 185,623   187,759   Real estate mortgage   106,119   106,340   Real estate construction   16,650   16,904   Lease financing   12,402   12,424   Foreign (1)   40,920   37,771     Total commercial   361,714   361,198 Consumer:           Real estate 1-4 family first mortgage   252,307   249,900   Real estate 1-4 family junior lien mortgage   72,543   75,465   Credit card   24,120   24,640   Automobile   47,259   45,998   Other revolving credit and installment   42,023   42,373     Total consumer   438,252   438,376       Total loans $ 799,966   799,574                     Substantially all of our foreign loan portfolio is commercial loans. Loans are classified as foreign if the borrower's primary address is outside of the United States.
Loans and Allowance for Credit Losses, Significant Activity	Quarter ended March 31,                   2013       2012 (in millions) Commercial Consumer Total   Commercial Consumer Total Loans - held for investment:                 Purchases (1) $ 1,026 79 1,105   1,956 83 2,039 Sales   (2,016) (316) (2,332)   (1,820) (153) (1,973) Transfers to MHFS/LHFS (1)   (80) (7) (87)   (36) (1) (37)                                                 The “Purchases” and “Transfers to MHFS/LHFS" categories exclude activity in government insured/guaranteed loans. As servicer, we are able to buy delinquent insured/guaranteed loans out of the Government National Mortgage Association (GNMA) pools. These loans have different risk characteristics from the rest of our consumer portfolio, whereby this activity does not impact the allowance for loan losses in the same manner because the loans are predominantly insured by the Federal Housing Administration (FHA) or guaranteed by the Department of Veterans Affairs (VA). On a net basis, such purchases net of transfers to MHFS were $2.0 billion and $3.5 billion for the quarters ended March 31, 2013 and 2012, respectively.
Loans and Allowance for Credit Losses, Commitments to Lend	Mar. 31, Dec. 31, (in millions)   2013 2012 Commercial:         Commercial and industrial $ 223,784 215,626   Real estate mortgage   6,887 6,165   Real estate construction   9,328 9,109   Foreign   8,151 8,423     Total commercial   248,150 239,323 Consumer:         Real estate 1-4 family first mortgage   37,064 42,657   Real estate 1-4 family           junior lien mortgage   50,237 50,934   Credit card   73,911 70,960   Other revolving credit and installment   20,852 19,791     Total consumer   182,064 184,342       Total unfunded               credit commitments $ 430,214 423,665
Loans and Allowance for Credit Losses, Allowance for Credit Losses	Quarter ended March 31, (in millions)     2013   2012 Balance, beginning of period $ 17,477   19,668 Provision for credit losses   1,219   1,995 Interest income on certain impaired loans (1)   (73)   (87) Loan charge-offs:           Commercial:             Commercial and industrial   (181)   (359)     Real estate mortgage   (60)   (82)     Real estate construction   (5)   (80)     Lease financing   (3)   (8)     Foreign   (11)   (29)       Total commercial   (260)   (558)   Consumer:               Real estate 1-4 family first mortgage   (475)   (828)     Real estate 1-4 family junior lien mortgage   (514)   (820)     Credit card   (266)   (301)     Automobile   (164)   (179)     Other revolving credit and installment   (182)   (194)       Total consumer   (1,601)   (2,322)         Total loan charge-offs   (1,861)   (2,880) Loan recoveries:           Commercial:             Commercial and industrial   88   103     Real estate mortgage   31   36     Real estate construction   39   13     Lease financing   4   6     Foreign   8   15       Total commercial   170   173   Consumer:               Real estate 1-4 family first mortgage   46   37     Real estate 1-4 family junior lien mortgage   65   57     Credit card   31   59     Automobile   88   105     Other revolving credit and installment   42   54       Total consumer   272   312         Total loan recoveries   442   485           Net loan charge-offs (2)   (1,419)   (2,395) Allowances related to business combinations/other   (11)   (52) Balance, end of period $ 17,193   19,129 Components:             Allowance for loan losses $ 16,711   18,852   Allowance for unfunded credit commitments   482   277     Allowance for credit losses (3) $ 17,193   19,129 Net loan charge-offs (annualized) as a percentage of average total loans (2)   0.72 % 1.25 Allowance for loan losses as a percentage of total loans (3)   2.09   2.46 Allowance for credit losses as a percentage of total loans (3)   2.15   2.50                     Certain impaired loans with an allowance calculated by discounting expected cash flows using the loan's effective interest rate over the remaining life of the loan recognize reductions in the allowance as interest income. For PCI loans, charge-offs are only recorded to the extent that losses exceed the purchase accounting estimates. The allowance for credit losses includes $80 million and $245 million at March 31, 2013 and 2012, respectively, related to PCI loans acquired from Wachovia. Loans acquired from Wachovia are included in total loans net of related purchase accounting net write-downs.
Loans and Allowance for Credit Losses, Allowance for Credit Losses by Category	Quarter ended March 31,               2013       2012 (in millions) Commercial Consumer Total   Commercial Consumer Total Balance, beginning of period $ 5,714 11,763 17,477   6,358 13,310 19,668   Provision for credit losses   192 1,027 1,219   188 1,807 1,995   Interest income on certain impaired loans   (19) (54) (73)   (31) (56) (87)                           Loan charge-offs   (260) (1,601) (1,861)   (558) (2,322) (2,880)   Loan recoveries   170 272 442   173 312 485     Net loan charge-offs   (90) (1,329) (1,419)   (385) (2,010) (2,395)   Allowance related to business combinations/other   (11) - (11)   - (52) (52) Balance, end of period $ 5,786 11,407 17,193   6,130 12,999 19,129
Loans and Allowance for Credit Losses, by Impairment Methodology	Allowance for credit losses   Recorded investment in loans (in millions)   Commercial Consumer Total   Commercial Consumer Total                         March 31, 2013                                         Collectively evaluated (1) $ 4,200 7,150 11,350   350,765 389,084 739,849 Individually evaluated (2)   1,533 4,230 5,763   7,447 22,941 30,388 PCI (3)   53 27 80   3,502 26,227 29,729   Total $ 5,786 11,407 17,193   361,714 438,252 799,966                         December 31, 2012                   Collectively evaluated (1) $ 3,951 7,524 11,475   349,035 389,559 738,594 Individually evaluated (2)   1,675 4,210 5,885   8,186 21,826 30,012 PCI (3)   88 29 117   3,977 26,991 30,968   Total $ 5,714 11,763 17,477   361,198 438,376 799,574                         Represents loans collectively evaluated for impairment in accordance with Accounting Standards Codification (ASC) 450-20, Loss Contingencies (formerly FAS 5), and pursuant to amendments by ASU 2010-20 regarding allowance for non-impaired loans. Represents loans individually evaluated for impairment in accordance with ASC 310-10, Receivables (formerly FAS 114), and pursuant to amendments by ASU 2010-20 regarding allowance for impaired loans. Represents the allowance and related loan carrying value determined in accordance with ASC 310-30, Receivables – Loans and Debt Securities Acquired with Deteriorated Credit Quality (formerly SOP 03-3) and pursuant to amendments by ASU 2010-20 regarding allowance for PCI loans.
Loans by Credit Quality Indicator	Commercial Real Real                   and estate estate Lease     (in millions)   industrial mortgage construction financing Foreign Total                         March 31, 2013                                       By risk category:               Pass $ 167,516 88,613 12,983 11,776 39,014 319,902   Criticized   17,916 15,667 2,900 626 1,201 38,310     Total commercial loans (excluding PCI)   185,432 104,280 15,883 12,402 40,215 358,212 Total commercial PCI loans (carrying value)   191 1,839 767 - 705 3,502       Total commercial loans $ 185,623 106,119 16,650 12,402 40,920 361,714                         December 31, 2012                                       By risk category:               Pass $ 169,293 87,183 12,224 11,787 35,380 315,867   Criticized   18,207 17,187 3,803 637 1,520 41,354     Total commercial loans (excluding PCI)   187,500 104,370 16,027 12,424 36,900 357,221 Total commercial PCI loans (carrying value)   259 1,970 877 - 871 3,977       Total commercial loans $ 187,759 106,340 16,904 12,424 37,771 361,198
Loans by Delinquency Status, Commercial	Commercial Real Real                   and estate estate Lease     (in millions)   industrial mortgage construction financing Foreign Total                         March 31, 2013                                       By delinquency status:               Current-29 DPD and still accruing $ 183,759 100,399 14,827 12,339 40,140 351,464   30-89 DPD and still accruing   433 619 139 38 12 1,241   90+ DPD and still accruing   47 164 47 - 7 265 Nonaccrual loans   1,193 3,098 870 25 56 5,242     Total commercial loans (excluding PCI)   185,432 104,280 15,883 12,402 40,215 358,212 Total commercial PCI loans (carrying value)   191 1,839 767 - 705 3,502       Total commercial loans $ 185,623 106,119 16,650 12,402 40,920 361,714                         December 31, 2012                                       By delinquency status:               Current-29 DPD and still accruing $ 185,614 100,317 14,861 12,344 36,837 349,973   30-89 DPD and still accruing   417 503 136 53 12 1,121   90+ DPD and still accruing   47 228 27 - 1 303 Nonaccrual loans   1,422 3,322 1,003 27 50 5,824     Total commercial loans (excluding PCI)   187,500 104,370 16,027 12,424 36,900 357,221 Total commercial PCI loans (carrying value)   259 1,970 877 - 871 3,977       Total commercial loans $ 187,759 106,340 16,904 12,424 37,771 361,198
Loans by Delinquency Status, Consumer	Real estate Real estate     Other               1-4 family 1-4 family     revolving               first junior lien Credit   credit and   (in millions)   mortgage mortgage card Automobile installment Total                         March 31, 2013                                       By delinquency status:               Current-29 DPD $ 183,532 70,561 23,527 46,580 29,766 353,966   30-59 DPD   3,071 521 163 532 162 4,449   60-89 DPD   1,340 284 124 103 97 1,948   90-119 DPD   700 215 111 39 65 1,130   120-179 DPD   960 300 193 5 24 1,482   180+ DPD   6,251 521 2 - 5 6,779 Government insured/guaranteed loans (1)   30,367 - - - 11,904 42,271   Total consumer loans (excluding PCI)   226,221 72,402 24,120 47,259 42,023 412,025 Total consumer PCI loans (carrying value)   26,086 141 - - - 26,227     Total consumer loans $ 252,307 72,543 24,120 47,259 42,023 438,252                         December 31, 2012                                       By delinquency status:               Current-29 DPD $ 179,870 73,256 23,976 44,973 29,546 351,621   30-59 DPD   3,295 577 211 798 168 5,049   60-89 DPD   1,528 339 143 164 108 2,282   90-119 DPD   853 265 122 57 73 1,370   120-179 DPD   1,141 358 187 5 28 1,719   180+ DPD   6,655 518 1 1 4 7,179 Government insured/guaranteed loans (1)   29,719 - - - 12,446 42,165   Total consumer loans (excluding PCI)   223,061 75,313 24,640 45,998 42,373 411,385 Total consumer PCI loans (carrying value)   26,839 152 - - - 26,991     Total consumer loans $ 249,900 75,465 24,640 45,998 42,373 438,376                         Represents loans whose repayments are predominantly insured by the FHA or guaranteed by the VA and student loans whose repayments are predominantly guaranteed by agencies on behalf of the U.S. Department of Education under the Federal Family Education Loan Program (FFELP). Loans insured/guaranteed by the FHA/VA and 90+ DPD totaled $20.2 billion at March 31, 2013, and at December 31, 2012. Student loans 90+ DPD totaled $1.0 billion at March 31, 2013, compared with $1.1 billion at December 31, 2012.
Loans by FICO Score, Consumer	Real estate Real estate     Other               1-4 family 1-4 family     revolving               first junior lien Credit   credit and   (in millions)   mortgage mortgage card Automobile installment Total                         March 31, 2013                                       By updated FICO:               < 600 $ 17,358 5,935 2,400 8,506 1,157 35,356   600-639   10,055 3,576 1,965 5,716 976 22,288   640-679   15,852 6,419 3,693 8,410 2,049 36,423   680-719   24,669 11,012 4,846 8,141 3,787 52,455   720-759   31,648 15,218 4,898 5,934 4,986 62,684   760-799   65,842 20,773 3,843 5,568 7,086 103,112   800+   27,530 8,323 1,998 4,648 1,957 44,456 No FICO available   2,900 1,146 477 336 3,049 7,908 FICO not required   - - - - 5,072 5,072 Government insured/guaranteed loans (1)   30,367 - - - 11,904 42,271     Total consumer loans (excluding PCI)   226,221 72,402 24,120 47,259 42,023 412,025 Total consumer PCI loans (carrying value)   26,086 141 - - - 26,227       Total consumer loans $ 252,307 72,543 24,120 47,259 42,023 438,252                         December 31, 2012                                       By updated FICO:               < 600 $ 17,662 6,122 2,314 7,928 1,163 35,189   600-639   10,208 3,660 1,961 5,451 952 22,232   640-679   15,764 6,574 3,772 8,142 2,011 36,263   680-719   24,725 11,361 4,990 7,949 3,691 52,716   720-759   31,502 15,992 5,114 5,787 4,942 63,337   760-799   63,946 21,874 4,109 5,400 6,971 102,300   800+   26,044 8,526 2,223 4,443 1,912 43,148 No FICO available   3,491 1,204 157 898 2,882 8,632 FICO not required   - - - - 5,403 5,403 Government insured/guaranteed loans (1)   29,719 - - - 12,446 42,165     Total consumer loans (excluding PCI)   223,061 75,313 24,640 45,998 42,373 411,385 Total consumer PCI loans (carrying value)   26,839 152 - - - 26,991       Total consumer loans $ 249,900 75,465 24,640 45,998 42,373 438,376                         Represents loans whose repayments are predominantly insured by the FHA or guaranteed by the VA and student loans whose repayments are predominantly guaranteed by agencies on behalf of the U.S. Department of Education under FFELP.
Loans by Loan to Value Ratio, Consumer	March 31, 2013   December 31, 2012             Real estate Real estate     Real estate Real estate               1-4 family 1-4 family     1-4 family 1-4 family               first junior lien     first junior lien               mortgage mortgage     mortgage mortgage   (in millions)   by LTV by CLTV Total   by LTV by CLTV Total By LTV/CLTV:                 0-60% $ 58,559 11,626 70,185   56,247 12,170 68,417   60.01-80%   70,413 14,796 85,209   69,759 15,168 84,927   80.01-100%   36,406 17,464 53,870   34,830 18,038 52,868   100.01-120% (1)   16,626 13,259 29,885   17,004 13,576 30,580   > 120% (1)   12,268 13,675 25,943   13,529 14,610 28,139 No LTV/CLTV available   1,582 1,582 3,164   1,973 1,751 3,724 Government insured/guaranteed loans (2)   30,367 - 30,367   29,719 - 29,719     Total consumer loans (excluding PCI)   226,221 72,402 298,623   223,061 75,313 298,374 Total consumer PCI loans (carrying value)   26,086 141 26,227   26,839 152 26,991       Total consumer loans $ 252,307 72,543 324,850   249,900 75,465 325,365                           Reflects total loan balances with LTV/CLTV amounts in excess of 100%. In the event of default, the loss content would generally be limited to only the amount in excess of 100% LTV/CLTV. Represents loans whose repayments are predominantly insured by the FHA or guaranteed by the VA.
Nonaccrual Loans	Mar. 31, Dec. 31, (in millions)     2013 2012 Commercial:         Commercial and industrial $ 1,193 1,422   Real estate mortgage   3,098 3,322   Real estate construction   870 1,003   Lease financing   25 27   Foreign   56 50     Total commercial (1)   5,242 5,824 Consumer:         Real estate 1-4 family first mortgage (2)   11,320 11,455   Real estate 1-4 family junior lien mortgage 2,712 2,922   Automobile 220 245   Other revolving credit and installment   32 40     Total consumer   14,284 14,662       Total nonaccrual loans               (excluding PCI) $ 19,526 20,486                   Includes LHFS of $15 million and $16 million at March 31, 2013 and December 31, 2012, respectively. Includes MHFS of $368 million and $336 million at March 31, 2013 and December 31,2012, respectively.
90 days or More Past Due and Still Accruing Loans	Mar. 31, Dec. 31, (in millions) 2013 2012 Loan 90 days or more past due and still accruing:       Total (excluding PCI): $ 23,082 23,245   Less: FHA insured/guaranteed by the VA (1)(2) 20,745 20,745   Less: Student loans guaranteed           under the FFELP (3)   977 1,065       Total, not government               insured/guaranteed $ 1,360 1,435                   By segment and class, not government         insured/guaranteed:     Commercial:         Commercial and industrial $ 47 47   Real estate mortgage   164 228   Real estate construction   47 27   Foreign   7 1     Total commercial   265 303 Consumer:         Real estate 1-4 family first mortgage (2)   563 564   Real estate 1-4 family junior lien mortgage (2) 112 133   Credit card   306 310   Automobile   33 40   Other revolving credit and installment   81 85     Total consumer   1,095 1,132       Total, not government               insured/guaranteed $ 1,360 1,435                   Represents loans whose repayments are predominantly insured by the FHA or guaranteed by the VA. Includes mortgage loans held for sale 90 days or more past due and still accruing. Represents loans whose repayments are predominantly guaranteed by agencies on behalf of the U.S. Department of Education under the FFELP.
Impaired Loans	Recorded investment                   Impaired loans               Unpaid   with related Related             principal Impaired allowance for allowance for (in millions)   balance loans credit losses credit losses                     March 31, 2013                               Commercial:             Commercial and industrial $ 2,851 1,821 1,732 305   Real estate mortgage   5,567 4,371 4,249 984   Real estate construction   1,701 1,181 1,166 228   Lease financing   50 35 35 10   Foreign   104 39 22 6     Total commercial (1)   10,273 7,447 7,204 1,533 Consumer:             Real estate 1-4 family first mortgage   22,547 19,610 15,116 3,063   Real estate 1-4 family junior lien mortgage   2,911 2,523 2,143 942   Credit card   502 501 501 203   Automobile   331 279 162 21   Other revolving credit and installment   34 27 21 1     Total consumer   26,325 22,940 17,943 4,230       Total impaired loans (excluding PCI) $ 36,598 30,387 25,147 5,763                     December 31, 2012                               Commercial:             Commercial and industrial $ 3,331 2,086 2,086 353   Real estate mortgage   5,766 4,673 4,537 1,025   Real estate construction   1,975 1,345 1,345 276   Lease financing   54 39 39 11   Foreign   109 43 43 9     Total commercial (1)   11,235 8,186 8,050 1,674 Consumer:             Real estate 1-4 family first mortgage   21,293 18,472 15,224 3,074   Real estate 1-4 family junior lien mortgage   2,855 2,483 2,070 859   Credit card   531 531 531 244   Automobile   314 314 314 27   Other revolving credit and installment   27 26 26 6     Total consumer   25,020 21,826 18,165 4,210       Total impaired loans (excluding PCI) $ 36,255 30,012 26,215 5,884                     Excludes the unpaid principal balance for loans with zero recorded investment.
Impaired Loans, Average Recorded Investment and Interest Income	Quarter ended March 31,           2013   2012             Average   Recognized   Average Recognized             recorded   interest   recorded interest (in millions)   investment   income   investment income Commercial:                 Commercial and industrial $ 1,943   26   2,888 39   Real estate mortgage   4,421   32   5,135 17   Real estate construction   1,271   12   2,197 10   Lease financing   37   -   63 -   Foreign   32   -   30 -     Total commercial   7,704   70   10,313 66 Consumer:                 Real estate 1-4 family first mortgage   18,944   251   14,501 189   Real estate 1-4 family junior lien mortgage   2,482   35   2,054 22   Credit card   517   15   594 14   Automobile   298   10   309 18   Other revolving credit and installment   26   1   23 -     Total consumer (1)   22,267   312   17,481 243       Total impaired loans (excluding PCI) $ 29,971   382   27,794 309                         Interest income:                 Cash basis of accounting     $ 123     49   Other (2)       259     260     Total interest income     $ 382     309                         Quarter ended March 31, 2013, reflects the OCC guidance issued in third quarter 2012, which requires consumer loans discharged in bankruptcy to be classified as TDRs, as well as written down to net realizable collateral value. Includes interest recognized on accruing TDRs, interest recognized related to certain impaired loans which have an allowance calculated using discounting, and amortization of purchase accounting adjustments related to certain impaired loans. See footnote 1 to the table of changes in the allowance for credit losses.
Troubled Debt Restructurings, Modification by Type	Primary modification type (1)   Financial effects of modifications                         Weighted   Recorded                 Other       average   investment               Interest interest       interest   related to               rate rate     Charge- rate   interest rate (in millions) Principal (2) reduction concessions (3) Total   offs (4) reduction   reduction (5) Quarter ended March 31, 2013                   Commercial:                         Commercial and industrial $ - 67 327 394   1 7.60 % $ 67   Real estate mortgage   24 75 422 521   5 1.82     75   Real estate construction   - - 109 109   4 -     -   Lease financing   - - - -   - -     -   Foreign   15 - - 15   - -     -     Total commercial   39 142 858 1,039   10 4.54     142 Consumer:                         Real estate 1-4 family first mortgage   344 379 1,381 2,104   97 2.43     623   Real estate 1-4 family junior lien mortgage   27 48 168 243   15 3.24     72   Credit card   - 46 - 46   - 10.73     46   Automobile   1 6 24 31   8 6.39     6   Other revolving credit and installment   - 2 3 5   - 3.89     2   Trial modifications (6)   - - 32 32   - -     -     Total consumer   372 481 1,608 2,461   120 3.06     749       Total $ 411 623 2,466 3,500   130 3.29 % $ 891                                 Quarter ended March 31, 2012                   Commercial:                         Commercial and industrial $ 1 8 401 410   3 1.28 % $ 9   Real estate mortgage   4 52 485 541   - 1.90     53   Real estate construction   - 2 107 109   8 1.06     1   Lease financing   - - 1 1   - -     -   Foreign   - - 2 2   - -     -     Total commercial   5 62 996 1,063   11 1.79     63 Consumer:                         Real estate 1-4 family first mortgage   306 297 199 802   59 2.83     540   Real estate 1-4 family junior lien mortgage   19 70 34 123   9 4.02     86   Credit card   - 74 - 74   - 10.88     74   Automobile   2 19 22 43   6 7.51     20   Other revolving credit and installment   - - 1 1   - -     -   Trial modifications (6)   - - 577 577   - -     -     Total consumer   327 460 833 1,620   74 3.93     720       Total $ 332 522 1,829 2,683   85 3.76 % $ 783                                 (1) Amounts represent the recorded investment in loans after recognizing the effects of the TDR, if any. TDRs with multiple types of concessions are presented only once in the table in the first category type based on the order presented. (2) Principal modifications include principal forgiveness at the time of the modification, contingent principal forgiveness granted over the life of the loan based on borrower performance, and principal that has been legally separated and deferred to the end of the loan, with a zero percent contractual interest rate. (3) Other interest rate concessions include loans modified to an interest rate that is not commensurate with the credit risk, even though the rate may have been increased. These modifications would include renewals, term extensions and other interest adjustments, but exclude modifications that also forgive principal and/or reduce the interest rate. Quarter ended March 31, 2013, includes $1.3 billion of consumer loans resulting from the OCC guidance issued in third quarter 2012, which requires consumer loans discharged in bankruptcy to be classified as TDRs, as well as written down to net realizable collateral value. (4) Charge-offs include write-downs of the investment in the loan in the period it is contractually modified. The amount of charge-off will differ from the modification terms if the loan has been charged down prior to the modification based on our policies. In addition, there may be cases where we have a charge-off/down with no legal principal modification. Modifications resulted in legally forgiving principal (actual, contingent or deferred) of $134 million and $92 million for quarters ended March 31, 2013 and 2012, respectively. (5) Reflects the effect of reduced interest rates on loans with principal or interest rate reduction primary modification type. (6) Trial modifications are granted a delay in payments due under the original terms during the trial payment period. However, these loans continue to advance through delinquency status and accrue interest according to their original terms. Any subsequent permanent modification generally includes interest rate related concessions; however, the exact concession type and resulting financial effect are usually not known until the loan is permanently modified. Trial modifications for the period are presented net of previously reported trial modifications that became permanent in the current period.
Troubled Debt Restructuring, Current Defaults	Recorded           investment of defaults           Quarter ended March 31, (in millions)   2013 2012 Commercial:         Commercial and industrial $ 21 110   Real estate mortgage   61 252   Real estate construction   28 155     Total commercial   110 517 Consumer:         Real estate 1-4 family first mortgage   83 147   Real estate 1-4 family junior lien mortgage 10 20   Credit card   16 27   Automobile   4 6     Total consumer   113 200       Total $ 223 717
Purchased Credit Impaired Loans, Loans Outstanding	March 31,   December 31, (in millions)   2013   2012 2008 Commercial:             Commercial and industrial $ 191   259 4,580   Real estate mortgage   1,839   1,970 5,803   Real estate construction   767   877 6,462   Foreign   705   871 1,859     Total commercial   3,502   3,977 18,704 Consumer:             Real estate 1-4 family first mortgage   26,086   26,839 39,214   Real estate 1-4 family junior lien mortgage   141   152 728   Automobile   -   - 151     Total consumer   26,227   26,991 40,093       Total PCI loans (carrying value) $ 29,729   30,968 58,797 Total PCI loans (unpaid principal balance) $ 42,971   45,174 98,182
Purchased Credit Impaired Loans, Accretable Yield	(in millions)     Balance, December 31, 2008 $ 10,447   Addition of accretable yield due to acquisitions   131   Accretion into interest income (1)   (9,351)   Accretion into noninterest income due to sales (2)   (242)   Reclassification from nonaccretable difference for loans with improving credit-related cash flows   5,354   Changes in expected cash flows that do not affect nonaccretable difference (3)   12,209 Balance, December 31, 2012   18,548   Addition of accretable yield due to acquisitions   -   Accretion into interest income (1)   (447)   Accretion into noninterest income due to sales (2)   (151)   Reclassification from nonaccretable difference for loans with improving credit-related cash flows   31   Changes in expected cash flows that do not affect nonaccretable difference (3)   (16) Balance, March 31, 2013 $ 17,965                 (1) Includes accretable yield released as a result of settlements with borrowers, which is included in interest income. (2) Includes accretable yield released as a result of sales to third parties, which is included in noninterest income. (3) Represents changes in cash flows expected to be collected due to the impact of modifications, changes in prepayment assumptions, changes in interest rates on variable rate PCI loans and sales to third parties.
Purchased Credit Impaired Loans, Allowance for Credit Losses	Other   (in millions)   Commercial Pick-a-Pay consumer Total Balance, December 31, 2008 $ - - - -   Provision for losses due to credit deterioration   1,693 - 123 1,816   Charge-offs   (1,605) - (94) (1,699) Balance, December 31, 2012   88 - 29 117   Reversal of provision for losses   (32) - - (32)   Charge-offs   (3) - (2) (5) Balance, March 31, 2013 $ 53 - 27 80
Purchased Credit Impaired Loans by Credit Quality Indicator	Commercial Real Real                 and estate estate     (in millions)   industrial mortgage construction Foreign Total                       March 31, 2013                                   By risk category:             Pass $ 96 341 222 8 667   Criticized   95 1,498 545 697 2,835     Total commercial PCI loans $ 191 1,839 767 705 3,502                       December 31, 2012                         By risk category:             Pass $ 95 341 207 255 898   Criticized   164 1,629 670 616 3,079     Total commercial PCI loans $ 259 1,970 877 871 3,977
Purchased Credit Impaired Loans by Delinquency Status, Commercial	Commercial Real Real                 and estate estate     (in millions)   industrial mortgage construction Foreign Total                       March 31, 2013                                   By delinquency status:             Current-29 DPD and still accruing $ 187 1,703 608 533 3,031   30-89 DPD and still accruing   2 57 28 - 87   90+ DPD and still accruing   2 79 131 172 384     Total commercial PCI loans $ 191 1,839 767 705 3,502                       December 31, 2012                                   By delinquency status:             Current-29 DPD and still accruing $ 235 1,804 699 704 3,442   30-89 DPD and still accruing   1 26 51 - 78   90+ DPD and still accruing   23 140 127 167 457     Total commercial PCI loans $ 259 1,970 877 871 3,977
Purchased Credit Impaired Loans by Delinquency Status, Consumer	March 31, 2013   December 31, 2012             Real estate Real estate     Real estate Real estate               1-4 family 1-4 family     1-4 family 1-4 family               first junior lien     first junior lien   (in millions)   mortgage mortgage Total   mortgage mortgage Total By delinquency status:                   Current-29 DPD and still accruing $ 21,608 188 21,796   22,304 198 22,502   30-59 DPD and still accruing   2,341 9 2,350   2,587 11 2,598   60-89 DPD and still accruing   1,243 5 1,248   1,361 7 1,368   90-119 DPD and still accruing   555 3 558   650 6 656   120-179 DPD and still accruing   706 7 713   804 7 811   180+ DPD and still accruing   5,245 109 5,354   5,356 116 5,472     Total consumer PCI loans (adjusted unpaid principal balance) $ 31,698 321 32,019   33,062 345 33,407     Total consumer PCI loans (carrying value) $ 26,086 141 26,227   26,839 152 26,991
Purchased Credit Impaired Loans by FICO Score, Consumer	March 31, 2013   December 31, 2012             Real estate Real estate     Real estate Real estate               1-4 family 1-4 family     1-4 family 1-4 family               first junior lien     first junior lien   (in millions)   mortgage mortgage Total   mortgage mortgage Total By FICO:         < 600 $ 12,638 134 12,772   13,163 144 13,307   600-639   6,388 64 6,452   6,673 68 6,741   640-679   6,358 69 6,427   6,602 73 6,675   680-719   3,443 35 3,478   3,635 39 3,674   720-759   1,675 10 1,685   1,757 11 1,768   760-799   840 5 845   874 6 880   800+   192 1 193   202 1 203 No FICO available   164 3 167   156 3 159     Total consumer PCI loans (adjusted unpaid principal balance) $ 31,698 321 32,019   33,062 345 33,407     Total consumer PCI loans (carrying value) $ 26,086 141 26,227   26,839 152 26,991
Purchased Credit Impaired Loans by Loan to Value Ratio, Consumer	March 31, 2013   December 31, 2012           Real estate Real estate     Real estate Real estate               1-4 family 1-4 family     1-4 family 1-4 family               first junior lien     first junior lien               mortgage mortgage     mortgage mortgage   (in millions)   by LTV by CLTV Total   by LTV by CLTV Total By LTV/CLTV:                   0-60% $ 1,414 21 1,435   1,374 21 1,395   60.01-80%   4,484 30 4,514   4,119 30 4,149   80.01-100%   9,987 59 10,046   9,576 61 9,637   100.01-120% (1)   7,617 90 7,707   8,084 93 8,177   > 120% (1)   8,150 120 8,270   9,889 138 10,027 No LTV/CLTV available   46 1 47   20 2 22     Total consumer PCI loans (adjusted unpaid principal balance) $ 31,698 321 32,019   33,062 345 33,407     Total consumer PCI loans (carrying value) $ 26,086 141 26,227   26,839 152 26,991                           Reflects total loan balances with LTV/CLTV amounts in excess of 100%. In the event of default, the loss content would generally be limited to only the amount in excess of 100% LTV/CLTV.

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet34.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Other Assets (Tables)	3 Months Ended
Mar. 31, 2013
Other Assets (Tables) [Abstract]
Components of Other Assets	Mar. 31, Dec. 31, (in millions)   2013 2012 Nonmarketable equity investments:       Cost method:           Private equity investments $ 2,451 2,572     Federal bank stock   4,198 4,227       Total cost method   6,649 6,799   Equity method and other:           LIHTC investments (1)   4,863 4,767     Private equity and other (2)   6,667 6,156       Total equity method and other   11,530 10,923         Total nonmarketable                 equity investments 18,179 17,722 Corporate/bank-owned life insurance   18,721 18,649 Accounts receivable   24,091 25,828 Interest receivable   5,294 5,006 Core deposit intangibles   5,605 5,915 Customer relationship and         other amortized intangibles   1,284 1,352 Foreclosed assets:         GNMA (3)   969 1,509   Other   2,381 2,514 Operating lease assets   1,984 2,001 Due from customers on acceptances 275 282 Other   9,103 12,800           Total other assets $ 87,886 93,578                   Represents low income housing tax credit investments. March 31, 2013, includes $197 million in nonmarketable equity investments that are measured at fair value. See Note 13 for additional information. These are foreclosed real estate securing GNMA loans. Both principal and interest for government insured/guaranteed loans secured by the foreclosed real estate are collectible because the loans are insured by the FHA or guaranteed by the VA.
Income Related to Nonmarketable Equity Investments	Quarter ended March 31, (in millions)   2013 2012 Net realized gains from         private equity investments $ 45 131 All other   37 21   Total $ 82 152

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet35.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Securitizations and Variable Interest Entities (Tables)	3 Months Ended
Mar. 31, 2013
Securitizations and Variable Interest Entities (Tables) [Abstract]
Assets and Liabilities associated with Variable Interest entities	Transfers that             VIEs that we   VIEs we account             do not   that we for as secured     (in millions) consolidate consolidate borrowings   Total                         March 31, 2013                                         Cash $ -   156   8   164 Trading assets   2,034   135   215   2,384 Securities available for sale (1)   20,586   2,600   14,711   37,897 Mortgages held for sale   -   257   -   257 Loans   9,686   9,660   6,900   26,246 Mortgage servicing rights   11,688   -   -   11,688 Other assets   5,058   434   172   5,664   Total assets   49,052   13,242   22,006   84,300 Short-term borrowings   -   2,067 (2) 12,305   14,372 Accrued expenses and other liabilities   3,938   834 (2) 7   4,779 Long-term debt   -   2,973 (2) 6,379   9,352   Total liabilities   3,938   5,874   18,691   28,503 Noncontrolling interests   -   25   -   25     Net assets $ 45,114   7,343   3,315   55,772                         December 31, 2012                                         Cash $ -   260   30   290 Trading assets   1,902   114   218   2,234 Securities available for sale (1)   19,900   2,772   14,848   37,520 Mortgages held for sale   -   469   -   469 Loans   9,841   10,553   7,088   27,482 Mortgage servicing rights   11,114   -   -   11,114 Other assets   4,993   457   161   5,611   Total assets   47,750   14,625   22,345   84,720 Short-term borrowings   -   2,059 (2) 13,228   15,287 Accrued expenses and other liabilities   3,441   901 (2) 20   4,362 Long-term debt   -   3,483 (2) 6,520   10,003   Total liabilities   3,441   6,443   19,768   29,652 Noncontrolling interests   -   48   -   48     Net assets $ 44,309   8,134   2,577   55,020                         Excludes certain debt securities related to loans serviced for the Federal National Mortgage Association (FNMA), Federal Home Loan Mortgage Corporation (FHLMC) and GNMA. Includes the following VIE liabilities at March 31, 2013 and December 31, 2012, respectively, with recourse to the general credit of Wells Fargo: Short-term borrowings, $2.1 billion and $2.1 billion; Accrued expenses and other liabilities, $729 million and $767 million; and Long-term debt, $29 million and $29 million.
Transactions with Variable Interest Entity	Other               Total   Debt and     commitments               VIE   equity Servicing   and Net (in millions)   assets interests (1) assets Derivatives guarantees assets March 31, 2013                               Carrying value - asset (liability) Residential mortgage loan                   securitizations:                     Conforming $ 1,274,961   3,712 10,970 - (1,931) 12,751     Other/nonconforming   46,968   2,119 258 - (33) 2,344 Commercial mortgage securitizations   174,917   7,809 433 373 - 8,615 Collateralized debt obligations:                     Debt securities   6,737   12 - 422 (138) 296     Loans (2)   8,102   7,920 - - - 7,920 Asset-based finance structures   11,623   7,437 - (94) - 7,343 Tax credit structures   21,047   5,256 - - (1,624) 3,632 Collateralized loan obligations   5,618   1,233 - 0 - 1,233 Investment funds   4,409   53 - - - 53 Other (3)   9,994   980 27 (41) (39) 927     Total $ 1,564,376   36,531 11,688 660 (3,765) 45,114                                           Maximum exposure to loss Residential mortgage loan                   securitizations:                     Conforming     $ 3,712 10,970 - 5,458 20,140     Other/nonconforming       2,119 258 - 353 2,730 Commercial mortgage securitizations       7,809 433 426 - 8,668 Collateralized debt obligations:                     Debt securities       12 - 422 138 572     Loans (2)       7,920 - - - 7,920 Asset-based finance structures       7,437 - 94 1,974 9,505 Tax credit structures       5,256 - - 387 5,643 Collateralized loan obligations       1,233 - 0 261 1,494 Investment funds       53 - - 24 77 Other (3)       980 27 214 119 1,340     Total     $ 36,531 11,688 1,156 8,714 58,089                           (continued on following page)               (continued from previous page)                                                                                       Other               Total   Debt and     commitments               VIE   equity Servicing   and Net (in millions)   assets   interests (1) assets Derivatives guarantees assets December 31, 2012                                 Carrying value - asset (liability) Residential mortgage loan securitizations:                   Conforming $ 1,268,494   3,620 10,336 - (1,690) 12,266   Other/nonconforming   49,794   2,188 284 0 (53) 2,419 Commercial mortgage securitizations   168,126   7,081 466 404 - 7,951 Collateralized debt obligations:                   Debt securities   6,940   13 - 471 144 628   Loans (2)   8,155   7,962 - - - 7,962 Asset-based finance structures   10,404   7,155 - (104) - 7,051 Tax credit structures   20,098   5,180 - - (1,657) 3,523 Collateralized loan obligations   6,641   1,439 - 1 - 1,440 Investment funds   4,771   49 - - - 49 Other (3)   10,401   977 28 14 1 1,020   Total $ 1,553,824   35,664 11,114 786 (3,255) 44,309                                           Maximum exposure to loss Residential mortgage loan securitizations:                   Conforming     $ 3,620 10,336 - 5,061 19,017   Other/nonconforming       2,188 284 - 353 2,825 Commercial mortgage securitizations       7,081 466 446 - 7,993 Collateralized debt obligations:               -   Debt securities       13 - 471 144 628   Loans (2)       7,962 - - - 7,962 Asset-based finance structures       7,155 - 104 1,967 9,226 Tax credit structures       5,180 - - 247 5,427 Collateralized loan obligations       1,439 - 1 261 1,701 Investment funds       49 - - 27 76 Other (3)       977 28 318 119 1,442   Total     $ 35,664 11,114 1,340 8,179 56,297                           Includes total equity interests of $5.9 billion and $5.8 billion at March 31, 2013 and December 31, 2012, respectively. Also includes debt interests in the form of both loans and securities. Excludes certain debt securities held related to loans serviced for FNMA, FHLMC and GNMA. Represents senior loans to trusts that are collateralized by asset-backed securities. The trusts invest primarily in senior tranches from a diversified pool of primarily U.S. asset securitizations, of which all are current, and over 77% and 83% were rated as investment grade by the primary rating agencies at March 31, 2013 and December 31, 2012, respectively. These senior loans are accounted for at amortized cost and are subject to the Company's allowance and credit charge-off policies. Includes structured financing, student loan securitizations, auto loan and lease securitizations and credit-linked note structures. Also contains investments in auction rate securities (ARS) issued by VIEs that we do not sponsor and, accordingly, are unable to obtain the total assets of the entity.
Cash flows with securitization trusts	2013   2012         Other     Other     Mortgage financial   Mortgage financial (in millions)   loans assets   loans assets Quarter ended March 31,             Sales proceeds from securitizations (1) $ 106,306 -   143,105 - Servicing fees   1,076 2   1,111 3 Other interests held   406 27   426 49 Purchases of delinquent assets   9 -   - - Net servicing advances   802 -   14 -                                 Represents cash flow data for all loans securitized in the period presented.
Key Assumptions To Measure Mortgage Servicing Assets At Date Of Securitization	Residential mortgage servicing rights       2013   2012 Quarter ended March 31,         Prepayment speed (1)   11.9 % 13.1 Discount rate   7.1   7.1 Cost to service ($ per loan) (2) $ 178   119                         The prepayment speed assumption for residential mortgage servicing rights includes a blend of prepayment speeds and default rates. Prepayment speed assumptions are influenced by mortgage interest rate inputs as well as our estimation of drivers of borrower behavior. Includes costs to service and unreimbursed foreclosure costs.
Key Assumptions To Measure Mortgage Servicing Rights And Other Interests Held At Balance Sheet Date	Other interests held           Residential                                 mortgage Interest-     Consumer   Commercial (2)           servicing   only   Subordinated   Senior Subordinated   Senior ($ in millions, except cost to service amounts)   rights (1)   strips     bonds   bonds   bonds   bonds Fair value of interests held at March 31, 2013 $ 12,061   176     42   -   252   988 Expected weighted-average life (in years)   5.2   4.0     6.0   -   4.6   5.7                                     Key economic assumptions:                             Prepayment speed assumption (3)   14.2 % 10.4     6.7   -             Decrease in fair value from:                                 10% adverse change $ 862   5     -   -               25% adverse change   2,030   11     -   -                                               Discount rate assumption   7.3 % 17.3     3.8   -   2.8   3.2     Decrease in fair value from:                                 100 basis point increase $ 619   4     2   -   10   47       200 basis point increase   1,175   8     4   -   19   90                                       Cost to service assumption ($ per loan)   216                           Decrease in fair value from:                                 10% adverse change   626                             25% adverse change   1,566                                                             Credit loss assumption             0.4 % -   8.4   -     Decrease in fair value from:                                 10% higher losses           $ -   -   9   -       25% higher losses             -   -   15   -                                     Fair value of interests held at December 31, 2012 $ 11,538   187     40   -   249   982 Expected weighted-average life (in years)   4.8   4.1     5.9   -   4.7   5.3                                     Key economic assumptions:                           Prepayment speed assumption (3)   15.7 % 10.6     6.8   -           Decrease in fair value from:                               10% adverse change $ 869   5     -   -             25% adverse change   2,038   12     -   -                                               Discount rate assumption   7.4 % 16.9     8.9   -   3.5   2.2     Decrease in fair value from:                                 100 basis point increase $ 562   4     2   -   12   43       200 basis point increase   1,073   8     4   -   21   84                                       Cost to service assumption ($ per loan)   219                           Decrease in fair value from:                                 10% adverse change   615                             25% adverse change   1,537                                                             Credit loss assumption             0.4 % -   10.0   -     Decrease in fair value from:                                 10% higher losses           $ -   -   12   -       25% higher losses             -   -   19   -                                                                         See narrative following this table for a discussion of commercial mortgage servicing rights. Prepayment speed assumptions do not significantly impact the value of commercial mortgage securitization bonds as the underlying commercial mortgage loans experience significantly lower prepayments due to certain contractual restrictions, impacting the borrower's ability to prepay the mortgage. The prepayment speed assumption for residential mortgage servicing rights includes a blend of prepayment speeds and default rates. Prepayment speed assumptions are influenced by mortgage interest rate inputs as well as our estimation of drivers of borrower behavior.
Principal Balances - Off-Balance Sheet Securitized Loans	Net charge-offs             Total loans   Delinquent loans   Three months ended             Mar. 31, Dec. 31,   Mar. 31, Dec. 31,   Mar. 31, (in millions)   2013 2012   2013 2012   2013 2012 Commercial:                     Real estate mortgage $ 118,408 128,564   9,049 12,216   72 54     Total commercial   118,408 128,564   9,049 12,216   72 54 Consumer:                     Real estate 1-4 family first mortgage   1,283,304 1,283,504   20,574 21,574   255 286   Real estate 1-4 family junior lien mortgage   1 1   - -   - -   Other revolving credit and installment   1,980 2,034   101 110   - -     Total consumer   1,285,285 1,285,539   20,675 21,684   255 286       Total off-balance sheet securitized loans (1) $ 1,403,693 1,414,103   29,724 33,900   327 340                             At March 31, 2013 and December 31, 2012, the table includes total loans of $1.3 trillion and $1.3 trillion, respectively, and delinquent loans of $16.9 billion and $17.4 billion, respectively for FNMA, FHLMC and GNMA. Net charge-offs exclude loans sold to FNMA, FHLMC and GNMA as we do not service or manage the underlying real estate upon foreclosure and, as such, do not have access to net charge-off information.
Transactions With Consolidated Variable Interest Entities	Carrying value             Total       Third                     VIE Consolidated   party Noncontrolling   Net (in millions)   assets   assets   liabilities   interests   assets March 31, 2013                                                   Secured borrowings:                       Municipal tender option bond securitizations $ 16,726   15,001   (12,313)   -   2,688   Commercial real estate loans   897   897   (642)   -   255   Residential mortgage securitizations   5,672   6,108   (5,736)   -   372     Total secured borrowings   23,295   22,006   (18,691)   -   3,315 Consolidated VIEs:                       Nonconforming residential                         mortgage loan securitizations   8,165   7,264   (2,761)   -   4,503   Multi-seller commercial paper conduit   2,064   2,050   (2,061)   -   (11)   Structured asset finance   64   64   (17)   -   47   Investment funds   1,749   1,749   (36)   -   1,713   Other   2,220   2,115   (999)   (25)   1,091     Total consolidated VIEs   14,262   13,242   (5,874)   (25)   7,343       Total secured borrowings and consolidated VIEs $ 37,557   35,248   (24,565)   (25)   10,658 December 31, 2012                                                   Secured borrowings:                       Municipal tender option bond securitizations $ 16,782   15,130   (13,248)   -   1,882   Commercial real estate loans   975   975   (696)   -   279   Residential mortgage securitizations   5,757   6,240   (5,824)   -   416     Total secured borrowings   23,514   22,345   (19,768)   -   2,577 Consolidated VIEs:                       Nonconforming residential                         mortgage loan securitizations   8,633   7,707   (2,933)   -   4,774   Multi-seller commercial paper conduit   2,059   2,036   (2,053)   -   (17)   Structured asset finance   71   71   (17)   -   54   Investment funds   1,837   1,837   (2)   -   1,835   Other   3,454   2,974   (1,438)   (48)   1,488     Total consolidated VIEs   16,054   14,625   (6,443)   (48)   8,134       Total secured borrowings and consolidated VIEs $ 39,568   36,970   (26,211)   (48)   10,711

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet36.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Mortgage Banking Activities (Tables)	3 Months Ended
Mar. 31, 2013
Mortgage Banking Activities (Tables) [Abstract]
Changes In Mortgage Servicing Rights Carried at Fair Value	Quarter ended March 31, (in millions)     2013 2012 Fair value, beginning of period $ 11,538 12,603   Servicing from securitizations or asset transfers (1)   935 1,776   Sales   (423) -     Net additions   512 1,776   Changes in fair value:           Due to changes in valuation model inputs or assumptions:             Mortgage interest rates (2)   1,030 147       Servicing and foreclosure costs (3)   (58) (54)       Discount rates (4)   - (344)       Prepayment estimates and other (5)   (211) 93         Net changes in valuation model inputs or assumptions   761 (158)     Other changes in fair value (6)   (750) (643)       Total changes in fair value   11 (801) Fair value, end of period $ 12,061 13,578                 Quarter ended March 31, 2012, includes $315 million residential MSRs transferred from amortized MSRs that we elected to carry at fair value effective January 1, 2012. Primarily represents prepayment speed changes due to changes in mortgage interest rates, but also includes other valuation changes due to changes in mortgage interest rates (such as changes in estimated interest earned on custodial deposit balances). Includes costs to service and unreimbursed foreclosure costs. Reflects discount rate assumption change, excluding portion attributable to changes in mortgage interest rates; the first quarter 2012 change reflects increased capital return requirements from market participants. Represents changes driven by other valuation model inputs or assumptions including prepayment speed estimation changes and other assumption updates. Prepayment speed estimation changes are influenced by observed changes in borrower behavior that occur independent of interest rate changes. Represents changes due to collection/realization of expected cash flows over time.
Changes In Amortized Mortgage Servicing Rights	Quarter ended March 31, (in millions)   2013 2012 Balance, beginning of period $ 1,160 1,445   Purchases   27 14   Servicing from securitizations or asset transfers (1)   56 (327)   Amortization   (62) (58) Balance, end of period   1,181 1,074 Valuation allowance:       Balance, beginning of period   - (37)   Reversal of provision for MSRs in excess of fair value   - 37 Balance, end of period (2)   - - Amortized MSRs, net $ 1,181 1,074 Fair value of amortized MSRs (3):         Beginning of period $ 1,400 1,756   End of period   1,404 1,263                             Quarter ended March 31, 2012, is net of $350 million ($313 million after valuation allowance) of residential MSRs that we elected to carry at fair value effective January 1, 2012. A cumulative adjustment of $2 million to fair value was recorded in retained earnings at January 1, 2012. Commercial amortized MSRs are evaluated for impairment purposes by the following risk strata: agency (GSEs) and non-agency. There was no valuation allowance recorded for the periods presented on the commercial amortized MSRs. Residential amortized MSRs are evaluated for impairment purposes by the following risk strata: mortgages sold to GSEs (FHLMC and FNMA) and mortgages sold to GNMA, each by interest rate stratifications. For quarter ended March 31, 2012, valuation allowance of $37 million for residential MSRs was reversed upon election to carry at fair value. Represent commercial amortized MSRs. The beginning of period balance for quarter ended March 31, 2012 also includes fair value of $316 million in residential amortized MSRs.
Components of Managed Servicing Portfolio	Mar. 31,   Dec. 31, (in billions)     2013   2012 Residential mortgage servicing:           Serviced for others $ 1,486   1,498   Owned loans serviced   367   368   Subservicing   7   7     Total residential servicing   1,860   1,873 Commercial mortgage servicing:           Serviced for others   404   408   Owned loans serviced   106   106   Subservicing   14   13     Total commercial servicing   524   527       Total managed servicing portfolio $ 2,384   2,400 Total serviced for others $ 1,890   1,906 Ratio of MSRs to related loans serviced for others   0.70 % 0.67
Components of Mortgage Banking Noninterest Income	Quarter ended March 31, (in millions)   2013 2012 Servicing income, net:         Servicing fees           Contractually specified servicing fees $ 1,125 1,148     Late charges   60 66     Ancillary fees   82 77     Unreimbursed direct servicing costs (1)   (270) (280)       Net servicing fees   997 1,011   Changes in fair value of MSRs carried at fair value:           Due to changes in valuation model inputs or assumptions (2)   761 (158)     Other changes in fair value (3)   (750) (643)       Total changes in fair value of MSRs carried at fair value   11 (801)   Amortization   (62) (58)   Net derivative gains (losses) from economic hedges (4)   (632) 100         Total servicing income, net   314 252 Net gains on mortgage loan origination/sales activities   2,480 2,618           Total mortgage banking noninterest income $ 2,794 2,870 Market-related valuation changes to MSRs, net of hedge results (2) + (4) $ 129 (58)                                         Primarily associated with foreclosure expenses and other interest costs. Refer to the changes in fair value of MSRs table in this Note for more detail. Represents changes due to collection/realization of expected cash flows over time. Represents results from free-standing derivatives (economic hedges) used to hedge the risk of changes in fair value of MSRs. See Note 12 – Free-Standing Derivatives for additional discussion and detail.
Liability for Mortgage Loan Repurchase Losses	Quarter ended March 31, (in millions)   2013 2012 Balance, beginning of period $ 2,206 1,326   Provision for repurchase losses:           Loan sales   59 62     Change in estimate (1)   250 368       Total additions   309 430   Losses   (198) (312) Balance, end of period $ 2,317 1,444                 Results from such factors as changes in investor demand and mortgage insurer practices, credit deterioration and changes in the financial stability of correspondent lenders.

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet37.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Intangible Assets (Tables)	3 Months Ended
Mar. 31, 2013
Intangible Assets (Tables) [Abstract]
Gross Carrying Value of Intangible Assets And Accumulated Amortization	March 31, 2013   December 31, 2012             Gross     Net   Gross     Net             carrying Accumulated carrying   carrying Accumulated carrying (in millions)   value amortization value   value amortization value Amortized intangible assets (1):                       MSRs (2) $ 2,400   (1,219) 1,181   2,317   (1,157) 1,160   Core deposit intangibles   12,834   (7,229) 5,605   12,836   (6,921) 5,915   Customer relationship and other intangibles   3,146   (1,862) 1,284   3,147   (1,795) 1,352     Total amortized intangible assets $ 18,380   (10,310) 8,070   18,300   (9,873) 8,427 Unamortized intangible assets:                       MSRs (carried at fair value) (2) $ 12,061         11,538         Goodwill   25,637         25,637         Trademark   14         14                                                                   Excludes fully amortized intangible assets. See Note 8 for additional information on MSRs.
Amortization Expense for Intangible Assets	Customer             Core relationship         Amortized   deposit and other     (in millions)   MSRs intangibles intangibles   Total Three months ended March 31, 2013 (actual) $ 62   310   68   440 Estimate for the remainder of 2013 $ 180   931   199   1,310 Estimate for year ended December 31,                 2014   212   1,113   250   1,575 2015   186   1,022   227   1,435 2016   153   919   212   1,284 2017   109   851   195   1,155 2018   78   769   184   1,031
Allocation of Goodwill to Operating Segments	Wealth,             Community   Wholesale Brokerage and Consolidated (in millions)   Banking   Banking   Retirement   Company December 31, 2011 $ 17,924   6,820   371   25,115   Goodwill from business combinations   (2)   27   -   25 March 31, 2012 $ 17,922   6,847   371   25,140 December 31, 2012 and March 31, 2013 $ 17,922   7,344   371   25,637

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet38.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Guarantees, Pledged Assets and Collateral (Tables)	3 Months Ended
Mar. 31, 2013
Guarantees (Tables) [Abstract]
Schedule of Guarantor Obligations	March 31, 2013             Maximum exposure to loss               Expires after Expires after                   Expires in one year three years Expires   Non-           Carrying one year through through after five   investment (in millions)   value or less three years five years years Total grade Standby letters of credit (1) $ 43 17,231 11,455 5,161 2,977 36,824 9,717 Securities lending and                   other indemnifications   - 2 17 11 3,101 3,131 75 Liquidity agreements (2)   - - - - 46 46 3 Written put options (2)(3)   1,037 3,462 3,844 2,324 2,555 12,185 3,563 Loans and MHFS sold with recourse 93 226 350 788 4,757 6,121 3,739 Contingent consideration   33 10 75 34 - 119 119 Other guarantees   3 688 22 1 730 1,441 3   Total guarantees $ 1,209 21,619 15,763 8,319 14,166 59,867 17,219                                   December 31, 2012             Maximum exposure to loss               Expires after Expires after                   Expires in one year three years     Non-           Carrying one year through through Expires after   investment (in millions)   value or less three years five years five years Total grade Standby letters of credit (1) $ 42 19,463 11,782 6,531 1,983 39,759 11,331 Securities lending and                   other indemnifications   - 3 7 20 2,511 2,541 118 Liquidity agreements (2)   - - - - 3 3 3 Written put options (2)(3)   1,427 2,951 3,873 2,475 2,575 11,874 3,953 Loans and MHFS sold with recourse   99 443 357 647 4,426 5,873 3,905 Contingent consideration   35 11 24 94 - 129 129 Other guarantees   3 677 26 1 717 1,421 4   Total guarantees $ 1,606 23,548 16,069 9,768 12,215 61,600 19,443                         Total maximum exposure to loss includes direct pay letters of credit (DPLCs) of $18.2 billion and $18.5 billion at March 31, 2013 and December 31, 2012, respectively. We issue DPLCs to provide credit enhancements for certain bond issuances. Beneficiaries (bond trustees) may draw upon these instruments to make scheduled principal and interest payments, redeem all outstanding bonds because a default event has occurred, or for other reasons as permitted by the agreement. We also originate multipurpose lending commitments under which borrowers have the option to draw on the facility in one of several forms, including as a standby letter of credit. Total maximum exposure to loss includes the portion of these facilities for which we have issued standby letters of credit under the commitments. Certain of these agreements included in this table are related to off-balance sheet entities and, accordingly, are also disclosed in Note 7. Written put options, which are in the form of derivatives, are also included in the derivative disclosures in Note 12.
Significant Components of Assets Pledged	Mar. 31,   Dec. 31, (in millions)   2013   2012 Trading assets and other (1) $ 32,397   28,031 Securities available for sale (2)   92,788   96,018 Loans (3)   379,711   360,171   Total pledged assets $ 504,896   484,220                 (1) Represent assets pledged to collateralize repurchase agreements and other securities financings. Balance includes $31.4 billion and $27.4 billion at March 31, 2013, and December 31, 2012, respectively, under agreements that permit the secured parties to sell or repledge the collateral. (2) Includes $8.6 billion and $8.4 billion in collateral for repurchase agreements at March 31, 2013, and December 31, 2012, respectively, which are pledged under agreements that do not permit the secured parties to sell or repledge the collateral. (3) Represent loans carried at amortized cost, which are pledged under agreements that do not permit the secured parties to sell or repledge the collateral.
Offsetting of Resale and Repurchase Agreements and Securities Borrowing and Lending	Mar. 31,   Dec. 31, (in millions)   2013   2012 Assets:         Resale and securities borrowing agreements             Gross amounts recognized $ 50,645   45,847     Gross amounts offset in consolidated balance sheet (1)   (2,586)   (2,561)     Net amounts in consolidated balance sheet (2)   48,059   43,286     Noncash collateral not recognized in consolidated balance sheet (3)   (47,474)   (42,920)   Net amount (4) $ 585   366 Liabilities:         Repurchase and securities lending agreements             Gross amounts recognized $ 39,782   35,876     Gross amounts offset in consolidated balance sheet (1)   (2,586)   (2,561)     Net amounts in consolidated balance sheet (5)   37,196   33,315     Noncash collateral pledged but not netted in consolidated balance sheet (6)   (36,926)   (33,050)   Net amount (7) $ 270   265                 (1) Represents recognized amount of resale and repurchase agreements with counterparties subject to enforceable MRAs or MSLAs that have been offset in the consolidated balance sheet. (2) At March 31, 2013 and December 31, 2012, includes $37.6 billion and $33.8 billion, respectively, classified on our consolidated balance sheet in Federal Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments and $10.5 billion and $9.5 billion, respectively, in Loans. (3) Represents the fair value of non-cash collateral we have received under enforceable MRAs or MSLAs, limited for table presentation purposes to the amount of the recognized asset due from each counterparty. At March 31, 2013 and December 31, 2012, we have received total collateral with a fair value of $52.0 billion and $46.6 billion, respectively, all of which, we have the right to sell or repledge. These amounts include securities we have sold or repledged to others with a fair value of $34.0 billion at March 31, 2013 and $29.7 billion at December 31, 2012. (4) Represents the amount of our exposure that is not collateralized and/or is not subject to an enforceable MRA or MSLA. (5) Amount is classified in Short-Term Borrowings on our consolidated balance sheet. (6) Represents the fair value of non-cash collateral we have pledged, related to enforceable MRAs or MSLAs, limited for table presentation purposes to the amount of the recognized liability owed to each counterparty. At March 31, 2013 and December 31, 2012, we have pledged total collateral with a fair value of $41.0 billion and $36.4 billion, respectively, of which, the counterparty does not have the right to sell or repledge $9.6 billion as of March 31, 2013 and $9.1 billion as of December 31, 2012. (7) Represents the amount of our exposure that is not covered by pledged collateral and/or is not subject to an enforceable MRA or MSLA.

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet39.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Derivatives (Tables)	3 Months Ended
Mar. 31, 2013
Derivatives (Tables) [Abstract]
Total Notional or Contractual Amounts and Fair Values for Derivatives	March 31, 2013   December 31, 2012             Notional or     Fair value Notional or   Fair value             contractual     Asset Liability contractual   Asset Liability (in millions)     amount   derivatives derivatives   amount   derivatives derivatives Derivatives designated as hedging instruments                         Interest rate contracts (1) $ 91,096     6,507 2,509   92,004   7,284 2,696   Foreign exchange contracts   28,386     1,538 404   27,382   1,808 274 Total derivatives designated as                         qualifying hedging instruments         8,045 2,913       9,092 2,970 Derivatives not designated as hedging instruments                         Free-standing derivatives (economic hedges):                           Interest rate contracts (2)   297,491     527 767   334,555   450 694     Equity contracts   611     64 65   75   - 50     Foreign exchange contracts   2,208     5 19   3,074   3 64     Credit contracts - protection purchased   6     - 3   16   - -     Other derivatives   2,234     - 52   2,296   - 78       Subtotal         596 906       453 886   Customer accommodation, trading and other                           free-standing derivatives:                           Interest rate contracts   3,056,974     54,959 56,619   2,774,783   63,617 65,305     Commodity contracts   94,106     2,962 3,045   90,732   3,456 3,590     Equity contracts   74,770     4,543 4,861   71,958   3,783 4,114     Foreign exchange contracts   175,322     3,795 3,422   166,061   3,713 3,241     Credit contracts - protection sold   24,351     311 2,307   26,455   315 2,623     Credit contracts - protection purchased   26,651     1,277 314   29,021   1,495 329       Subtotal         67,847 70,568       76,379 79,202 Total derivatives not designated as hedging instruments         68,443 71,474       76,832 80,088 Total derivatives before netting         76,488 74,387       85,924 83,058 Netting (3)         (59,572) (66,419)       (62,108) (71,116)         Total       $ 16,916 7,968       23,816 11,942                                   Notional amounts presented exclude $2.7 billion at March 31, 2013, and $4.7 billion at December 31, 2012, of basis swaps that are combined with receive fixed-rate/pay floating-rate swaps and designated as one hedging instrument. Includes free-standing derivatives (economic hedges) used to hedge the risk of changes in the fair value of residential MSRs, MHFS, loans and other interests held. Represents balance sheet netting of derivative asset and liability balances, and related cash collateral. See the next table in this Note for further information.
Balance Sheet Offsetting of Derivative Assets and Liabilities	Gross amounts                     Gross amounts   not offset in                     offset in Net amounts in consolidated   Percent                 consolidated consolidated balance sheet   exchanged in               Gross amounts balance balance (Disclosure-only   over-the-counter   (in millions)   recognized (1) sheet (2) sheet (3) netting) (4) Net amounts market (5)   March 31, 2013                 Derivative assets                   Interest rate contracts $ 61,993 (50,559) 11,434 (1,202) 10,232 92 %   Commodity contracts   2,962 (1,031) 1,931 (60) 1,871 55     Equity contracts   4,607 (2,287) 2,320 (24) 2,296 86     Foreign exchange contracts   5,338 (4,394) 944 (8) 936 100     Credit contracts-protection sold   311 (276) 35 - 35 98     Credit contracts-protection purchased   1,277 (1,025) 252 (34) 218 100       Total derivative assets $ 76,488 (59,572) 16,916 (1,328) 15,588     Derivative liabilities                   Interest rate contracts $ 59,895 (57,681) 2,214 (187) 2,027 90 %   Commodity contracts   3,045 (1,369) 1,676 (7) 1,669 76     Equity contracts   4,926 (2,779) 2,147 (107) 2,040 95     Foreign exchange contracts   3,845 (2,102) 1,743 - 1,743 100     Credit contracts-protection sold   2,307 (2,199) 108 - 108 100     Credit contracts-protection purchased   317 (289) 28 - 28 97     Other contracts   52 - 52 - 52 100       Total derivative liabilities $ 74,387 (66,419) 7,968 (301) 7,667     December 31, 2012                 Derivative assets                   Interest rate contracts $ 71,351 (53,708) 17,643 (2,692) 14,951 94 %   Commodity contracts   3,456 (1,080) 2,376 (27) 2,349 48     Equity contracts   3,783 (2,428) 1,355 - 1,355 89     Foreign exchange contracts   5,524 (3,449) 2,075 (105) 1,970 100     Credit contracts-protection sold   315 (296) 19 (4) 15 100     Credit contracts-protection purchased   1,495 (1,147) 348 (56) 292 100       Total derivative assets $ 85,924 (62,108) 23,816 (2,884) 20,932     Derivative liabilities                   Interest rate contracts $ 68,695 (62,559) 6,136 (287) 5,849 92 %   Commodity contracts   3,590 (1,394) 2,196 - 2,196 79     Equity contracts   4,164 (2,618) 1,546 - 1,546 95     Foreign exchange contracts   3,579 (1,804) 1,775 (55) 1,720 100     Credit contracts-protection sold   2,623 (2,450) 173 - 173 100     Credit contracts-protection purchased   329 (291) 38 - 38 100     Other contracts   78 - 78 - 78 100       Total derivative liabilities $ 83,058 (71,116) 11,942 (342) 11,600                               (1) Includes $61.9 billion and $68.1 billion of gross derivative assets and liabilities, respectively, at March 31, 2013, and $68.9 billion and $75.8 billion, respectively, at December 31, 2012, with counterparties subject to enforceable master netting arrangements that are carried on the balance sheet net of offsetting amounts.   (2) Represents amounts with counterparties subject to enforceable master netting arrangements that have been offset in the consolidated balance sheet, including related cash collateral and portfolio level counterparty valuation adjustments. Counterparty valuation adjustments were $288 million and $352 million related to derivative assets and $69 million and $68 million related to derivative liabilities as of March 31, 2013, and December 31, 2012, respectively. Cash collateral totaled $6.6 billion and $13.6 billion, netted against derivative assets and liabilities, respectively, at March 31, 2013, and $5.0 billion and $14.5 billion, respectively, at December 31, 2012.   (3) Net derivative assets of $15.1 billion and $18.3 billion are classified in Trading assets as of March 31, 2013, and December 31, 2012, respectively. $1.9 billion and $5.5 billion are classified in Other assets in the consolidated balance sheet as of March 31, 2013, and December 31, 2012, respectively. Net derivative liabilities are classified in Accrued expenses and other liabilities in the consolidated balance sheet.   (4) Represents non-cash collateral pledged and received against derivative assets and liabilities with the same counterparty that are subject to enforceable master netting arrangements. U.S. GAAP does not permit netting of such non-cash collateral balances in the consolidated balance sheet but requires disclosure of these amounts.   (5) Calculated based on Gross amounts recognized as of the respective balance sheet date. The remaining percentage represents exchange-traded derivatives and derivatives cleared through central clearinghouses.
Net Gains (Losses) Recognized in the Income Statement Related to Derivatives in Fair Value Hedging Relationships	Interest rate   Foreign exchange Total net             contracts hedging:   contracts hedging: gains                         (losses)             Securities Mortgages     Securities   on fair             available held for Long-term   available Long-term value (in millions)   for sale sale debt   for sale debt hedges                           Quarter ended March 31, 2013                 Gains (losses) recorded in net interest income $ (125) 1 397   - 68 341                           Gains (losses) recorded in noninterest income                   Recognized on derivatives   304 2 (728)   208 (773) (987)   Recognized on hedged item   (288) (5) 688   (203) 771 963   Recognized on fair value hedges (ineffective portion) (1) $ 16 (3) (40)   5 (2) (24)                           Quarter ended March 31, 2012                 Gains (losses) recorded in net interest income $ (112) - 419   (3) 71 375                           Gains (losses) recorded in noninterest income                   Recognized on derivatives   302 5 (868)   41 566 46   Recognized on hedged item   (296) (6) 802   (14) (648) (162)   Recognized on fair value hedges (ineffective portion) (1) $ 6 (1) (66)   27 (82) (116)                           Includes $(3) million and $(1) million, respectively, for the quarters ended March 31, 2013 and 2012, of losses on forward derivatives hedging foreign currency securities available for sale and long-term debt, representing the portion of derivative gains (losses) excluded from the assessment of hedge effectiveness.
Net Gains (Losses) Recognized Related to Derivatives in Cash Flow Hedging Relationships	Quarter ended         March 31, (in millions)   2013 2012 Gains (pre tax) recognized in OCI on derivatives $ 7 42 Gains (pre tax) reclassified from cumulative OCI into net income (1)   87 107                             Amounts were recorded in net interest income and noninterest expense.
Net Gains (Losses) Recognized in the Income Statement Related to Derivatives not Designated as Hedging Instruments	Quarter ended               March 31, (in millions)     2013 2012 Net gains (losses) recognized on free-standing derivatives (economic hedges):         Interest rate contracts           Recognized in noninterest income:             Mortgage banking (1) $ 381 (196)       Other (2)   24 42   Equity contracts (3)   (14) -   Foreign exchange contracts (2)   8 (85)   Credit contracts (2)   (4) (5)         Subtotal   395 (244) Net gains (losses) recognized on customer accommodation, trading and other free-standing derivatives:         Interest rate contracts           Recognized in noninterest income:             Mortgage banking (4)   270 1,071       Other (5)   205 240   Commodity contracts (5)   161 (23)   Equity contracts (5)   (250) (285)   Foreign exchange contracts (5)   277 129   Credit contracts (5)   (48) 59   Other (5)   - (1)         Subtotal   615 1,190 Net gains recognized related to derivatives not designated as hedging instruments $ 1,010 946                   Predominantly mortgage banking noninterest income including gains (losses) on the derivatives used as economic hedges of MSRs measured at fair value, interest rate lock commitments and mortgages held for sale. Predominantly included in other noninterest income. Predominantly included in net gains (losses) from equity investments. Predominantly mortgage banking noninterest income including gains (losses) on interest rate lock commitments. Predominantly included in net gains from trading activities in noninterest income.
Details of Sold and Purchased Credit Derivatives	Notional amount                   Protection   Protection                       sold -   purchased Net                     non-   with protection Other               Fair value Protection investment   identical sold protection Range of (in millions)   liability sold (A) grade underlyings (B) (A) - (B) purchased maturities March 31, 2013                   Credit default swaps on:                     Corporate bonds $ 133 14,301 7,252   7,872 6,429 7,725 2013-2021   Structured products   1,596 2,720 2,342   954 1,766 837 2016-2056 Credit protection on:                     Default swap index   11 2,737 267   2,374 363 525 2013-2018   Commercial mortgage-                       backed securities index   510 1,334 318   667 667 626 2049-2063   Asset-backed securities index   56 63 63   4 59 92 2037-2046 Other   1 3,196 3,196   29 3,167 4,946 2013-2056   Total credit derivatives $ 2,307 24,351 13,438   11,900 12,451 14,751                               December 31, 2012                   Credit default swaps on:                     Corporate bonds $ 240 15,845 8,448   9,636 6,209 7,701 2013-2021   Structured products   1,787 2,433 2,039   948 1,485 393 2016-2056 Credit protection on:                     Default swap index   4 3,520 348   3,444 76 616 2013-2017   Commercial mortgage-backed securities index   531 1,249 861   790 459 524 2049-2052   Asset-backed securities index   57 64 64   6 58 92 2037-2046 Other   4 3,344 3,344   106 3,238 4,655 2013-2056   Total credit derivatives $ 2,623 26,455 15,104   14,930 11,525 13,981

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet40.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Fair Values of Assets and Liabilities (Tables)	3 Months Ended
Mar. 31, 2013
Fair Values of Assets and Liabilities (Tables) [Abstract]
Fair Value, Measurements from Brokers or Third Party Pricing Services	Brokers   Third party pricing services (in millions)   Level 1 Level 2 Level 3   Level 1 Level 2 Level 3                               March 31, 2013                 Trading assets (excluding derivatives) $ - 664 7   1,335 813 - Securities available for sale:                   Securities of U.S. Treasury and federal agencies   - - -   716 6,168 -   Securities of U.S. states and political subdivisions   - 161 -   - 36,630 -   Mortgage-backed securities   - 365 4   - 139,882 283   Other debt securities   - 14,839 2,588   - 29,621 73     Total debt securities   - 15,365 2,592   716 212,301 356     Total marketable equity securities   - 3 -   - 810 -       Total securities available for sale   - 15,368 2,592   716 213,111 356 Derivatives (trading and other assets)   - 8 -   - 591 2 Derivatives (liabilities)   - 71 -   - 593 - Other liabilities   6 218 -   - 41 -                                                             December 31, 2012                 Trading assets (excluding derivatives) $ - 406 8   1,314 1,016 - Securities available for sale:                   Securities of U.S. Treasury and federal agencies   - - -   915 6,231 -   Securities of U.S. states and political subdivisions   - - -   - 35,036 -   Mortgage-backed securities   - 138 4   - 121,703 292   Other debt securities   - 1,516 12,465   - 28,314 149     Total debt securities   - 1,654 12,469   915 191,284 441     Total marketable equity securities   - 3 -   29 774 -       Total securities available for sale   - 1,657 12,469   944 192,058 441 Derivatives (trading and other assets)   - 8 -   - 602 - Derivatives (liabilities)   - 26 -   - 634 - Other liabilities   - 121 -   - 104 -
Assets and Liabilities Recorded at Fair Value on a Recurring Basis	(in millions)   Level 1 Level 2 Level 3   Netting   Total March 31, 2013                 Trading assets (excluding derivatives)                   Securities of U.S. Treasury and federal agencies $ 8,378 4,318 -   -   12,696   Securities of U.S. states and political subdivisions   - 3,758 36   -   3,794   Collateralized loan and other debt obligations (1)   - 202 505   -   707   Corporate debt securities   - 8,018 29   -   8,047   Mortgage-backed securities   - 12,805 5   -   12,810   Asset-backed securities   - 708 143   -   851   Equity securities   4,089 55 -   -   4,144     Total trading securities(2)   12,467 29,864 718   -   43,049   Other trading assets   2,190 1,900 70   -   4,160       Total trading assets (excluding derivatives)   14,657 31,764 788   -   47,209 Securities of U.S. Treasury and federal agencies   716 6,168 -   -   6,884 Securities of U.S. states and political subdivisions   - 36,927 3,529 (3) -   40,456 Mortgage-backed securities:                   Federal agencies   - 105,472 -   -   105,472   Residential   - 15,164 95   -   15,259   Commercial   - 19,728 192   -   19,920     Total mortgage-backed securities   - 140,364 287   -   140,651 Corporate debt securities   104 21,064 281   -   21,449 Collateralized loan and other debt obligations(4)   - 13,725 2,938 (3) -   16,663 Asset-backed securities:                   Auto loans and leases   - 18 5,704 (3) -   5,722   Home equity loans   - 853 -   -   853   Other asset-backed securities   - 8,383 3,436 (3) -   11,819     Total asset-backed securities   - 9,254 9,140   -   18,394 Other debt securities   - 884 -   -   884       Total debt securities   820 228,386 16,175   -   245,381 Marketable equity securities:                   Perpetual preferred securities (5)   659 796 807 (3) -   2,262   Other marketable equity securities   475 42 -   -   517       Total marketable equity securities   1,134 838 807   -   2,779         Total securities available for sale   1,954 229,224 16,982   -   248,160 Mortgages held for sale   - 39,437 3,187   -   42,624 Loans   - 208 5,975   -   6,183 Mortgage servicing rights (residential)   - - 12,061   -   12,061 Derivative assets:                   Interest rate contracts   6 61,054 933   -   61,993   Commodity contracts   - 2,928 34   -   2,962   Equity contracts   621 3,081 905   -   4,607   Foreign exchange contracts   36 5,297 5   -   5,338   Credit contracts   - 1,009 579   -   1,588   Other derivative contracts   - - -   -   -     Netting   - - -   (59,572) (6) (59,572)       Total derivative assets (7)   663 73,369 2,456   (59,572)   16,916 Other assets   324 5 348   -   677           Total assets recorded at fair value $ 17,598 374,007 41,797   (59,572)   373,830 Derivative liabilities:                   Interest rate contracts $ (32) (59,488) (375)   -   (59,895)   Commodity contracts   - (3,008) (37)   -   (3,045)   Equity contracts   (271) (3,621) (1,034)   -   (4,926)   Foreign exchange contracts   (14) (3,792) (39)   -   (3,845)   Credit contracts   - (1,020) (1,604)   -   (2,624)   Other derivative contracts   - - (52)   -   (52)     Netting   - - -   66,419 (6) 66,419       Total derivative liabilities (7)   (317) (70,929) (3,141)   66,419   (7,968) Short sale liabilities:                   Securities of U.S. Treasury and federal agencies   (6,915) (1,370) -   -   (8,285)   Securities of U.S. states and political subdivisions   - (18) -   -   (18)   Corporate debt securities   - (4,801) -   -   (4,801)   Equity securities   (1,731) - -   -   (1,731)   Other securities   (1) (147) (8)   -   (156)     Total short sale liabilities   (8,647) (6,336) (8)   -   (14,991) Other liabilities   - (31) (48)   -   (79)           Total liabilities recorded at fair value $ (8,964) (77,296) (3,197)   66,419   (23,038)                               Includes collateralized debt obligations of $8 million that are classified as trading assets. Net gains (losses) from trading activities recognized in the income statement include $(141) million and $138 million in net unrealized gains (losses) on trading securities held at March 31, 2013 and 2012, respectively. Balances consist of securities that are predominantly investment grade based on ratings received from the ratings agencies or internal credit grades categorized as investment grade if external ratings are not available. The securities are classified as Level 3 due to limited market activity. Includes collateralized debt obligations of $674 million that are classified as securities available for sale. Perpetual preferred securities include ARS and corporate preferred securities. See Note 7 for additional information. Derivatives are reported net of cash collateral received and paid and, to the extent that the criteria of the accounting guidance covering the offsetting of amounts related to certain contracts are met, positions with the same counterparty are netted as part of a legally enforceable master netting agreement. Derivative assets and derivative liabilities include contracts qualifying for hedge accounting, economic hedges, and derivatives included in trading assets and trading liabilities, respectively.   (continued from previous page)                                                                         (in millions)   Level 1 Level 2 Level 3   Netting   Total December 31, 2012                 Trading assets (excluding derivatives)                   Securities of U.S. Treasury and federal agencies $ 5,104 3,774 -   -   8,878   Securities of U.S. states and political subdivisions   - 1,587 46   -   1,633   Collateralized loans and other debt obligations (1)   - - 742   -   742   Corporate debt securities   - 6,664 52   -   6,716   Mortgage-backed securities   - 13,380 6   -   13,386   Asset-backed securities   - 722 138   -   860   Equity securities   3,481 356 3   -   3,840     Total trading securities(2)   8,585 26,483 987   -   36,055   Other trading assets   2,150 887 76   -   3,113       Total trading assets (excluding derivatives)   10,735 27,370 1,063   -   39,168 Securities of U.S. Treasury and federal agencies   915 6,231 -   -   7,146 Securities of U.S. states and political subdivisions   - 35,045 3,631 (3) -   38,676 Mortgage-backed securities:                   Federal agencies   - 97,285 -   -   97,285   Residential   - 15,837 94   -   15,931   Commercial   - 19,765 203   -   19,968     Total mortgage-backed securities   - 132,887 297   -   133,184 Corporate debt securities   125 20,934 274   -   21,333 Collateralized loan and other debt obligations (4)   - - 13,188 (3) -   13,188 Asset-backed securities:                   Auto loans and leases   - 7 5,921 (3) -   5,928   Home equity loans   - 867 51   -   918   Other asset-backed securities   - 7,828 3,283 (3) -   11,111     Total asset-backed securities   - 8,702 9,255   -   17,957 Other debt securities   - 930 -   -   930       Total debt securities   1,040 204,729 26,645   -   232,414 Marketable equity securities:                   Perpetual preferred securities (5)   629 753 794 (3) -   2,176   Other marketable equity securities   554 55 -   -   609       Total marketable equity securities   1,183 808 794   -   2,785         Total securities available for sale   2,223 205,537 27,439   -   235,199 Mortgages held for sale   - 39,055 3,250   -   42,305 Loans held for sale   - 6 -   -   6 Loans   - 185 6,021   -   6,206 Mortgage servicing rights (residential)   - - 11,538   -   11,538 Derivative assets:                   Interest rate contracts   16 70,277 1,058   -   71,351   Commodity contracts   - 3,386 70   -   3,456   Equity contracts   432 2,747 604   -   3,783   Foreign exchange contracts   19 5,481 24   -   5,524   Credit contracts   - 1,160 650   -   1,810   Other derivative contracts   - - -   -   -     Netting   - - -   (62,108) (6) (62,108)       Total derivative assets (7)   467 83,051 2,406   (62,108)   23,816 Other assets   136 123 162   -   421           Total assets recorded at fair value $ 13,561 355,327 51,879   (62,108)   358,659 Derivative liabilities:                   Interest rate contracts $ (52) (68,244) (399)   -   (68,695)   Commodity contracts   - (3,541) (49)   -   (3,590)   Equity contracts   (199) (3,239) (726)   -   (4,164)   Foreign exchange contracts   (23) (3,553) (3)   -   (3,579)   Credit contracts   - (1,152) (1,800)   -   (2,952)   Other derivative contracts   - - (78)   -   (78)     Netting   - - -   71,116 (6) 71,116       Total derivative liabilities (7)   (274) (79,729) (3,055)   71,116   (11,942) Short sale liabilities:                   Securities of U.S. Treasury and federal agencies   (4,225) (875) -   -   (5,100)   Securities of U.S. states and political subdivisions   - (9) -   -   (9)   Corporate debt securities   - (3,941) -   -   (3,941)   Equity securities   (1,233) (35) -   -   (1,268)   Other securities   - (47) -   -   (47)     Total short sale liabilities   (5,458) (4,907) -   -   (10,365) Other liabilities   - (34) (49)   -   (83)           Total liabilities recorded at fair value $ (5,732) (84,670) (3,104)   71,116   (22,390)                               Includes collateralized debt obligations of $21 million that are classified as trading assets. Net gains from trading activities recognized in the income statement include $305 million in net unrealized gains on trading securities we held at December 31, 2012. Balances consist of securities that are predominantly investment grade based on ratings received from the ratings agencies or internal credit grades categorized as investment grade if external ratings are not available. The securities are classified as Level 3 due to limited market activity. Includes collateralized debt obligations of $644 million that are classified as securities available for sale. Perpetual preferred securities include ARS and corporate preferred securities. See Note 7 for additional information. Derivatives are reported net of cash collateral received and paid and, to the extent that the criteria of the accounting guidance covering the offsetting of amounts related to certain contracts are met, positions with the same counterparty are netted as part of a legally enforceable master netting agreement. Derivative assets and derivative liabilities include contracts qualifying for hedge accounting, economic hedges, and derivatives included in trading assets and trading liabilities, respectively.
Fair Value, Transfers Between Fair Value Levels	Transfers Between Fair Value Levels         Level 1   Level 2   Level 3 (1)   (in millions)   In Out   In Out   In Out Total Quarter ended March 31, 2013                     Trading securities (2) $ - -   202 (25)   25 (202) - Securities available for sale (2)   17 -   10,676 (17)   - (10,676) - Mortgages held for sale   - -   93 (97)   97 (93) - Loans   - -   48 -   - (48) - Net derivative assets and liabilities   - -   (21) -   - 21 -   Total transfers $ 17 -   10,998 (139)   122 (10,998) - Quarter ended March 31, 2012                     Trading securities $ - -   10 (14)   14 (10) - Securities available for sale   - -   93 (43)   43 (93) - Mortgages held for sale   - -   86 (87)   87 (86) - Loans   - -   - -   - - - Net derivative assets and liabilities   - -   12 8   (8) (12) -   Total transfers $ - -   201 (136)   136 (201) -                         All transfers in and out of Level 3 are disclosed within the recurring level 3 rollforward table in this Note. For quarter ended March 31, 2013, consists of $202 million of collateralized loan obligations classified as trading assets and $10.6 billion classified as securities available for sale that we transferred from Level 3 to Level 2 as a result of increased observable market data in the valuation of such instruments.
Fair Value, Assets and Liabilities Measured on Recurring Basis, Level 3 Reconciliation	Net unrealized                     Total net gains Purchases,       gains (losses)                     (losses) included in sales,       included in                       Other issuances       income related                   Balance,   compre- and Transfers Transfers Balance, to assets and                 beginning Net hensive settlements, into out of end of liabilities held   (in millions)     of period income income net (1) Level 3 Level 3 period at period end (2)   Quarter ended March 31, 2013                     Trading assets                       (excluding derivatives):                       Securities of U.S. states and                         political subdivisions $ 46 3 - (13) - - 36 1     Collateralized loan and other debt obligations   742 39 - (74) - (202) 505 4     Corporate debt securities   52 2 - (25) - - 29 2     Mortgage-backed securities   6 - - (1) - - 5 -     Asset-backed securities   138 5 - (25) 25 - 143 -     Equity securities   3 - - (3) - - - -       Total trading securities   987 49 - (141) 25 (202) 718 7     Other trading assets   76 (6) - - - - 70 (2)         Total trading assets                             (excluding derivatives)   1,063 43 - (141) 25 (202) 788 5 (3) Securities available for sale:                       Securities of U.S. states and                         political subdivisions   3,631 2 (9) (95) - - 3,529 -     Mortgage-backed securities:                         Residential   94 (4) 6 - - (1) 95 -       Commercial   203 (3) 8 (5) - (11) 192 (1)         Total mortgage-backed                             securities   297 (7) 14 (5) - (12) 287 (1)     Corporate debt securities   274 2 8 - - (3) 281 -     Collateralized loan and other debt obligations   13,188 (1) 69 295 - (10,613) 2,938 -     Asset-backed securities:                         Auto loans and leases   5,921 - 9 (226) - - 5,704 -       Home equity loans   51 3 (1) (5) - (48) - -       Other asset-backed securities   3,283 28 (5) 130 - - 3,436 -         Total asset-backed securities   9,255 31 3 (101) - (48) 9,140 -           Total debt securities   26,645 27 85 94 - (10,676) 16,175 (1) (4)   Marketable equity securities:                         Perpetual preferred securities   794 1 21 (9) - - 807 -       Other marketable equity securities   - - - - - - - -           Total marketable                               equity securities   794 1 21 (9) - - 807 - (5)           Total securities                                 available for sale   27,439 28 106 85 - (10,676) 16,982 (1)   Mortgages held for sale   3,250 (7) - (60) 97 (93) 3,187 (7) (6) Loans   6,021 (47) - 49 - (48) 5,975 (39) (6) Mortgage servicing rights   11,538 11 - 512 - - 12,061 761 (6) Net derivative assets and liabilities:                       Interest rate contracts   659 268 - (369) - - 558 357     Commodity contracts   21 10 - (23) - (11) (3) -     Equity contracts   (122) (39) - - - 32 (129) 8     Foreign exchange contracts   21 (53) - (2) - - (34) (56)     Credit contracts   (1,150) (13) - 138 - - (1,025) 17     Other derivative contracts   (78) 26 - - - - (52) -       Total derivative contracts   (649) 199 - (256) - 21 (685) 326 (7) Other assets   162 (2) - 188 - - 348 (1) (3) Short sale liabilities   - - - (8) - - (8) - (3) Other liabilities (excluding derivatives)   (49) 1 - - - - (48) - (6)                                                                     See next page for detail. Represents only net gains (losses) that are due to changes in economic conditions and management's estimates of fair value and excludes changes due to the collection/realization of cash flows over time. Included in trading activities and other noninterest income in the income statement. Included in debt securities available for sale in the income statement. Included in equity investments in the income statement. Included in mortgage banking and other noninterest income in the income statement. Included in mortgage banking, trading activities and other noninterest income in the income statement.                                                                                                   Net unrealized                     Total net gains Purchases,       gains (losses)                     (losses) included in sales,       included in                       Other issuances       income related                   Balance,   compre- and Transfers Transfers Balance, to assets and                 beginning Net hensive settlements, into out of end of liabilities held   (in millions)     of period income income net (1) Level 3 Level 3 period at period end (2)   Quarter ended March 31, 2012                     Trading assets                       (excluding derivatives):                       Securities of U.S. states and                         political subdivisions $ 53 - - 50 - - 103 -     Collateralized loan and other debt obligations   1,582 17 - (60) - - 1,539 (12)     Corporate debt securities   97 - - 35 - - 132 (2)     Mortgage-backed securities   108 (1) - (43) - (10) 54 (3)     Asset-backed securities   190 11 - (51) 14 - 164 4     Equity securities   4 - - (1) - - 3 -       Total trading securities   2,034 27 - (70) 14 (10) 1,995 (13)     Other trading assets   115 (7) - - - - 108 -         Total trading assets                             (excluding derivatives)   2,149 20 - (70) 14 (10) 2,103 (13) (3) Securities available for sale:                       Securities of U.S. states and                         political subdivisions   11,516 (4) 164 838 - - 12,514 (6)     Mortgage-backed securities:                         Residential   61 - 1 (1) 27 (30) 58 -       Commercial   232 (15) 22 (7) - - 232 -         Total mortgage-backed                             securities   293 (15) 23 (8) 27 (30) 290 -     Corporate debt securities   295 5 11 (4) 1 - 308 -     Collateralized loan and other debt obligations   8,599 57 183 324 - - 9,163 -     Asset-backed securities:                         Auto loans and leases   6,641 1 20 251 - - 6,913 -       Home equity loans   282 7 18 (1) 14 (63) 257 -       Other asset-backed securities   2,863 3 57 (55) 1 - 2,869 -         Total asset-backed securities   9,786 11 95 195 15 (63) 10,039 -           Total debt securities   30,489 54 476 1,345 43 (93) 32,314 (6) (4)   Marketable equity securities:                         Perpetual preferred securities   1,344 31 8 (210) - - 1,173 -       Other marketable equity securities   23 - (15) (5) - - 3 -           Total marketable                               equity securities   1,367 31 (7) (215) - - 1,176 - (5)           Total securities                                 available for sale   31,856 85 469 1,130 43 (93) 33,490 (6)   Mortgages held for sale   3,410 (35) - (46) 87 (86) 3,330 (36) (6) Loans   23 - - 2 - - 25 - (6) Mortgage servicing rights   12,603 (801) - 1,776 - - 13,578 (158) (6) Net derivative assets and liabilities:                       Interest rate contracts   609 1,158 - (1,432) - - 335 199     Commodity contracts   - 1 - (7) (8) - (14) (7)     Equity contracts   (75) (95) - 3 - (13) (180) (88)     Foreign exchange contracts   (7) 27 - (5) - 1 16 24     Credit contracts   (1,998) 171 - 74 - - (1,753) 233     Other derivative contracts   (117) 51 - - - - (66) -       Total derivative contracts   (1,588) 1,313 - (1,367) (8) (12) (1,662) 361 (7) Other assets   244 (3) - (13) - - 228 (11) (3) Short sale liabilities   - - - - - - - - (3) Other liabilities (excluding derivatives)   (44) 1 - 1 - - (42) - (6)                                                                     See next page for detail. Represents only net gains (losses) that are due to changes in economic conditions and management's estimates of fair value and excludes changes due to the collection/realization of cash flows over time. Included in trading activities and other noninterest income in the income statement. Included in debt securities available for sale in the income statement. Included in equity investments in the income statement. Included in mortgage banking and other noninterest income in the income statement. Included in mortgage banking, trading activities and other noninterest income in the income statement.
Fair Value, Assets and Liabilities Measured on Recurring Basis, Level 3 Reconciliation Detail	(in millions)     Purchases Sales Issuances Settlements Net Quarter ended March 31, 2013             Trading assets               (excluding derivatives):               Securities of U.S. states and                 political subdivisions $ 77 (90) - - (13)   Collateralized loan and other debt obligations   249 (323) - - (74)   Corporate debt securities   58 (83) - - (25)   Mortgage-backed securities   - (1) - - (1)   Asset-backed securities   6 (20) - (11) (25)   Equity securities   - (3) - - (3)     Total trading securities   390 (520) - (11) (141)   Other trading assets   - - - - -       Total trading assets                     (excluding derivatives)   390 (520) - (11) (141) Securities available for sale:               Securities of U.S. states and                 political subdivisions   - (67) 75 (103) (95)   Mortgage-backed securities:                 Residential   - - - - -     Commercial   - (1) - (4) (5)       Total mortgage-backed                     securities   - (1) - (4) (5)   Corporate debt securities   - - - - -   Collateralized loan and other debt obligations   402 (14) - (93) 295   Asset-backed securities:                 Auto loans and leases   351 - 148 (725) (226)     Home equity loans   - (5) - - (5)     Other asset-backed securities   511 (34) 302 (649) 130       Total asset-backed securities   862 (39) 450 (1,374) (101)         Total debt securities   1,264 (121) 525 (1,574) 94   Marketable equity securities:                 Perpetual preferred securities   - - - (9) (9)     Other marketable equity securities   - - - - -         Total marketable                       equity securities   - - - (9) (9)           Total securities                         available for sale   1,264 (121) 525 (1,583) 85 Mortgages held for sale   102 - - (162) (60) Loans   1 - 117 (69) 49 Mortgage servicing rights   - (423) 935 - 512 Net derivative assets and liabilities:               Interest rate contracts   - 1 - (370) (369)   Commodity contracts   1 (1) - (23) (23)   Equity contracts   99 (67) - (32) -   Foreign exchange contracts   - - - (2) (2)   Credit contracts   (3) 1 - 140 138   Other derivative contracts   - - - - -     Total derivative contracts   97 (66) - (287) (256) Other assets   197 - - (9) 188 Short sale liabilities   - (8) - - (8) Other liabilities (excluding derivatives)   - - (3) 3 -                                                                                                                                 (in millions)     Purchases Sales Issuances Settlements Net Quarter ended March 31, 2012             Trading assets               (excluding derivatives):               Securities of U.S. states and                 political subdivisions $ 59 (9) - - 50   Collateralized loan and other debt obligations   190 (250) - - (60)   Corporate debt securities   81 (46) - - 35   Mortgage-backed securities   3 (46) - - (43)   Asset-backed securities   72 (111) - (12) (51)   Equity securities   - (1) - - (1)     Total trading securities   405 (463) - (12) (70)   Other trading assets   - - - - -       Total trading assets                     (excluding derivatives)   405 (463) - (12) (70) Securities available for sale:               Securities of U.S. states and                 political subdivisions   582 - 588 (332) 838   Mortgage-backed securities:                 Residential   - - - (1) (1)     Commercial   - - - (7) (7)       Total mortgage-backed                     securities   - - - (8) (8)   Corporate debt securities   - - - (4) (4)   Collateralized loan and other debt obligations   550 - - (226) 324   Asset-backed securities:                 Auto loans and leases   1,835 - 163 (1,747) 251     Home equity loans   - - - (1) (1)     Other asset-backed securities   399 (26) 335 (763) (55)       Total asset-backed securities   2,234 (26) 498 (2,511) 195         Total debt securities   3,366 (26) 1,086 (3,081) 1,345   Marketable equity securities:                 Perpetual preferred securities   - - - (210) (210)     Other marketable equity securities   - (4) - (1) (5)         Total marketable                       equity securities   - (4) - (211) (215)           Total securities                         available for sale   3,366 (30) 1,086 (3,292) 1,130 Mortgages held for sale   111 - - (157) (46) Loans   2 - - - 2 Mortgage servicing rights   - - 1,776 - 1,776 Net derivative assets and liabilities:               Interest rate contracts   - (1) - (1,431) (1,432)   Commodity contracts   5 (7) - (5) (7)   Equity contracts   115 (165) - 53 3   Foreign exchange contracts   - - - (5) (5)   Credit contracts   1 (1) - 74 74   Other derivative contracts   - - - - -     Total derivative contracts   121 (174) - (1,314) (1,367) Other assets   3 - - (16) (13) Short sale liabilities   - - - - - Other liabilities (excluding derivatives)   (1) 2 - - 1
Fair Value, Assets and Liabilities Measured on Recurring Basis, Quantative Information about Valuation Techniques and Unobservable Inputs	Fair Value     Significant Range of   Weighted ($ in millions, except cost to service amounts) Level 3   Valuation Technique(s) Unobservable Input Inputs   Average (1) March 31, 2013                     Trading and available for sale securities:                       Securities of U.S. states and                       political subdivisions:                         Government, healthcare and                           other revenue bonds $ 2,983   Discounted cash flow Discount rate 0.5 - 5.0 % 1.4                                   Auction rate securities and other municipal bonds   582   Discounted cash flow Discount rate 0.5 - 13.3   5.2                 Weighted average life 3.0 - 13.0 yrs 3.6   Collateralized loan and other debt obligations(2)   876   Market comparable pricing Comparability adjustment (22.3) - 24.0 % (3.0)         2,567   Vendor priced               Asset-backed securities:                         Auto loans and leases   5,704   Discounted cash flow Default rate 2.0 - 9.3   3.0                   Discount rate 0.4 - 1.8   0.8                   Loss severity 50.0 - 66.5   53.0                   Prepayment rate 0.6 - 0.9   0.7     Other asset-backed securities:                           Dealer floor plan   1,472   Discounted cash flow Discount rate 0.6 - 2.2   1.6       Diversified payment rights (3)   620   Discounted cash flow Discount rate 1.2 - 2.8   1.9       Other commercial and consumer   1,413 (4) Discounted cash flow Discount rate 0.6 - 8.7   2.8                   Weighted average life 0.8 - 7.3 yrs 2.1             74   Vendor priced               Marketable equity securities: perpetual                       preferred   807 (5) Discounted cash flow Discount rate 4.4 - 9.2 % 5.9                 Weighted average life 1.0 - 7.0 yrs 5.5 Mortgages held for sale (residential)   3,187   Discounted cash flow Default rate 0.7 - 14.9 % 3.5                   Discount rate 3.4 - 7.9   5.5                   Loss severity 1.4 - 36.2   26.6                   Prepayment rate 1.0 - 10.6   5.7 Loans   5,975 (6) Discounted cash flow Discount rate 2.3 - 3.0   2.8                   Prepayment rate 1.9 - 42.1   11.9                   Utilization rate 0.0 - 2.0   0.8 Mortgage servicing rights (residential)   12,061   Discounted cash flow Cost to service per loan (7) $ 90 - 854   216                   Discount rate 6.4 - 10.8 % 7.3                   Prepayment rate (8) 7.5 - 23.3   14.2 Net derivative assets and (liabilities):                       Interest rate contracts   143   Discounted cash flow Default rate 0.0 - 20.0   5.6                   Loss severity 50.0 - 81.8   51.3                   Prepayment rate 5.8 - 15.6   15.0   Interest rate contracts: derivative loan                         commitments   415   Discounted cash flow Fall-out factor 1.0 - 99.0   21.9               Initial-value servicing (13.7) - 124.3 bps 79.7   Equity contracts   (129)   Option model Correlation factor (25.0) - 94.5 % 67.3                   Volatility factor 9.5 - 68.2   22.9   Credit contracts   (1,031)   Market comparable pricing Comparability adjustment (32.8) - 33.5   0.1             6   Option model Credit spread 0.1 - 14.0   1.2             Loss severity 16.5 - 87.5   45.6                               Insignificant Level 3 assets,                       net of liabilities   875 (9)                   Total level 3 assets, net of liabilities $ 38,600 (10)                                             Weighted averages are calculated using outstanding unpaid principal balance for cash instruments such as loans and securities, and notional amounts for derivative instruments. Includes $682 million of collateralized debt obligations. Securities backed by specified sources of current and future receivables generated from foreign originators. Consists primarily of investments in asset-backed securities that are revolving in nature, in which the timing of advances and repayments of principal are uncertain. Consists of auction rate preferred equity securities with no maturity date that are callable by the issuer. Consists predominantly of reverse mortgage loans securitized with GNMA which were accounted for as secured borrowing transactions. The high end of the range of inputs is for servicing modified loans. For non-modified loans the range is $90 - $383. Includes a blend of prepayment speeds and expected defaults. Prepayment speeds are influenced by mortgage interest rates as well as our estimation of drivers of borrower behavior. Represents the aggregate amount of Level 3 assets and liabilities measured at fair value on a recurring basis that are individually and in the aggregate insignificant. The amount includes corporate debt securities, mortgage-backed securities, asset-backed securities backed by home equity loans, other marketable equity securities, other assets, other liabilities and certain net derivative assets and liabilities, such as commodity contracts, foreign exchange contracts and other derivative contracts. Consists of total Level 3 assets of $41.8 billion and total Level 3 liabilities of $3.2 billion, before netting of derivative balances.                                         Fair Value     Significant Range of   Weighted ($ in millions, except cost to service amounts) Level 3   Valuation Technique(s) Unobservable Input Inputs   Average (1) December 31, 2012                     Trading and available for sale securities:                       Securities of U.S. states and                       political subdivisions:                         Government, healthcare and                           other revenue bonds $ 3,081   Discounted cash flow Discount rate 0.5 - 4.8 % 1.8                                   Auction rate securities and other municipal bonds   596   Discounted cash flow Discount rate 2.0 - 12.9   4.4                 Weighted average life 3.0 - 7.5 yrs 3.4   Collateralized loan and other debt obligations(2)   1,423   Market comparable pricing Comparability adjustment (22.5) - 24.7 % 3.5         12,507   Vendor priced               Asset-backed securities:                         Auto loans and leases   5,921   Discounted cash flow Default rate 2.1 - 9.7   3.2                   Discount rate 0.6 - 1.6   1.0                   Loss severity 50.0 - 66.6   51.8                   Prepayment rate 0.6 - 0.9   0.7     Other asset-backed securities:                           Dealer floor plan   1,030   Discounted cash flow Discount rate 0.5 - 2.2   1.9       Diversified payment rights (3)   639   Discounted cash flow Discount rate 1.0 - 2.9   1.8       Other commercial and consumer   1,665 (4) Discounted cash flow Discount rate 0.6 - 6.8   2.7                   Weighted average life 1.0 - 7.5 yrs 2.9             87   Vendor priced               Marketable equity securities: perpetual                         preferred   794 (5) Discounted cash flow Discount rate 4.3 - 9.3 % 6.3                 Weighted average life 1.0 - 7.0 yrs 5.3 Mortgages held for sale (residential)   3,250   Discounted cash flow Default rate 0.6 - 14.8 % 5.5                   Discount rate 3.4 - 7.5   5.4                   Loss severity 1.3 - 35.3   26.4                   Prepayment rate 1.0 - 11.0   6.2 Loans   6,021 (6) Discounted cash flow Discount rate 2.4 - 2.8   2.6                   Prepayment rate 1.6 - 44.4   11.6                   Utilization rate 0.0 - 2.0   0.8 Mortgage servicing rights (residential)   11,538   Discounted cash flow Cost to service per loan (7) $ 90 - 854   219                   Discount rate 6.7 - 10.9 % 7.4                   Prepayment rate (8) 7.3 - 23.7   15.7 Net derivative assets and (liabilities):                       Interest rate contracts   162   Discounted cash flow Default rate 0.0 - 20.0   5.4                   Loss severity 45.8 - 83.2   51.6                   Prepayment rate 7.4 - 15.6   14.9   Interest rate contracts: derivative loan                         commitments   497   Discounted cash flow Fall-out factor 1.0 - 99.0   22.9               Initial-value servicing (13.7) - 137.2 bps 85.6   Equity contracts   (122)   Option model Correlation factor (43.6) - 94.5 % 50.3                   Volatility factor 3.0 - 68.9   26.5   Credit contracts   (1,157)   Market comparable pricing Comparability adjustment (34.4) - 30.5   0.1             8   Option model Credit spread 0.1 - 14.0   2.0             Loss severity 16.5 - 87.5   52.3                               Insignificant Level 3 assets,                       net of liabilities   835 (9)                   Total level 3 assets, net of liabilities $ 48,775 (10)                                             Weighted averages are calculated using outstanding unpaid principal balance for cash instruments such as loans and securities, and notional amounts for derivative instruments. Includes $665 million of collateralized debt obligations. Securities backed by specified sources of current and future receivables generated from foreign originators. Consists primarily of investments in asset-backed securities that are revolving in nature, in which the timing of advances and repayments of principal are uncertain. Consists of auction rate preferred equity securities with no maturity date that are callable by the issuer. Consists predominantly of reverse mortgage loans securitized with GNMA which were accounted for as secured borrowing transactions. The high end of the range of inputs is for servicing modified loans. For non-modified loans the range is $90 - $437. Includes a blend of prepayment speeds and expected defaults. Prepayment speeds are influenced by mortgage interest rates as well as our estimation of drivers of borrower behavior. Represents the aggregate amount of Level 3 assets and liabilities measured at fair value on a recurring basis that are individually and in the aggregate insignificant. The amount includes corporate debt securities, mortgage-backed securities, asset-backed securities backed by home equity loans, other marketable equity securities, other assets, other liabilities and certain net derivative assets and liabilities, such as commodity contracts, foreign exchange contracts and other derivative contracts. Consists of total Level 3 assets of $51.9 billion and total Level 3 liabilities of $3.1 billion, before netting of derivative balances.
Fair Value, Assets Recorded at Fair Value on a Nonrecurring Basis	March 31, 2013   December 31, 2012 (in millions)     Level 1 Level 2 Level 3 Total   Level 1 Level 2 Level 3 Total Mortgages held for sale (LOCOM) (1) $ - 2,155 1,042 3,197   - 1,509 1,045 2,554 Loans held for sale   - - - -   - 4 - 4 Loans:                       Commercial   - 228 3 231   - 1,507 - 1,507   Consumer   - 1,541 4 1,545   - 5,889 4 5,893     Total loans (2)   - 1,769 7 1,776   - 7,396 4 7,400 Other assets (3)   - 290 66 356   - 989 144 1,133                                                                     Predominantly real estate 1-4 family first mortgage loans. Represents carrying value of loans for which adjustments are based on the appraised value of the collateral. Includes the fair value of foreclosed real estate and other collateral owned that were measured at fair value subsequent to their initial classification as foreclosed assets.
Changes in Fair Value of Assets Recorded at Fair Value on Nonrecurring Basis	Quarter ended March 31, (in millions)   2013   2012 Mortgages held for sale (LOCOM) $ 39   48 Loans held for sale   -   (1) Loans:           Commercial   (91)   (301)   Consumer(1)   (907)   (1,203)     Total loans   (998)   (1,504) Other assets (2)   (79)   (140)       Total $ (1,038)   (1,597)                         Represents write-downs of loans based on the appraised value of the collateral. Includes the losses on foreclosed real estate and other collateral owned that were measured at fair value subsequent to their initial classification as foreclosed assets.
Fair Value, Assets and Liabilities Measured on Nonrecurring Basis, Quantative Information about Valuation Techniques and Unobservable Inputs	Fair Value     Significant   Range   Weighted   ($ in millions)   Level 3   Valuation Technique(s) (1) Unobservable Inputs (1)   of inputs   Average (2)   March 31, 2013                         Residential mortgages held for sale                           (LOCOM) $ 1,042 (3) Discounted cash flow Default rate (4) 1.1 - 6.5 % 3.0 %                       Discount rate   4.0 - 11.8   10.7                         Loss severity   2.0 - 42.6   5.8                         Prepayment rate (5) 1.0 - 100.0   66.3   Insignificant level 3 assets   73                       Total       1,115                                                           December 31, 2012                         Residential mortgages held for sale $ 1,045 (3) Discounted cash flow Default rate (4) 2.9 - 21.2 % 7.9 %   (LOCOM)         Discount rate   4.1 - 11.9   10.9                         Loss severity   2.0 - 45.0   6.0                         Prepayment rate (5) 1.0 - 100.0   66.7   Insignificant level 3 assets   148                       Total       1,193                     Refer to the narrative following the recurring quantitative Level 3 table of this Note for a definition of the valuation technique(s) and significant unobservable inputs. Weighted averages are calculated using outstanding unpaid principal balance of the loans. Consists of approximately $942 million government insured/guaranteed loans purchased from GNMA-guaranteed mortgage securitization, for both March 31, 2013 and December 31, 2012, and $100 million and $103 million of other mortgage loans which are not government insured/guaranteed for March 31, 2013 and December 31, 2012, respectively. Applies only to non-government insured/guaranteed loans. Includes the impact on prepayment rate of expected defaults for the government insured/guaranteed loans, which impacts the frequency and timing of early resolution of loans.
Fair Value Investments in Entites that Calculate Net Asset Value Per Share	Redemption                 Fair Unfunded Redemption notice (in millions)   value commitments frequency period March 31, 2013           Offshore funds $ 444 - Daily - Annually 1 - 180 days Funds of funds   1 - Quarterly 90 days Hedge funds   2 - Daily - Annually 5 - 95 days Private equity funds   773 183 N/A N/A Venture capital funds   78 19 N/A N/A   Total $ 1,298 202     December 31, 2012           Offshore funds $ 379 - Daily - Annually 1 - 180 days Funds of funds   1 - Quarterly 90 days Hedge funds   2 - Daily - Annually 5 - 95 days Private equity funds   807 195 N/A N/A Venture capital funds   82 21 N/A N/A   Total $ 1,271 216                             N/A - Not applicable
Fair Value Option, Carrying Amount	March 31, 2013   December 31, 2012               Fair value       Fair value               carrying       carrying               amount       amount               less       less         Fair value Aggregate aggregate   Fair value Aggregate aggregate           carrying unpaid unpaid   carrying unpaid unpaid   (in millions)   amount principal principal   amount principal principal   Mortgages held for sale:                     Total loans $ 42,624 41,907 717 (1) 42,305 41,183 1,122 (1)   Nonaccrual loans   336 633 (297)   309 655 (346)     Loans 90 days or more past due and still accruing   49 66 (17)   49 64 (15)   Loans held for sale:                     Total loans   - 9 (9)   6 10 (4)     Nonaccrual loans   - 6 (6)   2 6 (4)   Loans:                     Total loans   6,183 5,693 490   6,206 5,669 537     Nonaccrual loans   112 110 2   89 89 -   Other assets   197 n/a n/a   - n/a n/a   Long-term debt   - (199) 199 (2) (1) (1,157) 1,156 (2)                                                 The difference between fair value carrying amount and aggregate unpaid principal includes changes in fair value recorded at and subsequent to funding, gains and losses on the related loan commitment prior to funding, and premiums on acquired loans. Represents collateralized, non-recourse debt securities issued by certain of our consolidated securitization VIEs that are held by third party investors. To the extent cash flows from the underlying collateral are not sufficient to pay the unpaid principal amount of the debt, those third party investors absorb losses.
Fair Value Option, Gains and Losses	2013   2012       Net gains       Net gains       Mortgage (losses)     Mortgage (losses)       banking from Other   banking from Other     noninterest trading noninterest   noninterest trading noninterest   (in millions)   income activities income   income activities income   Quarter ended March 31,                   Mortgages held for sale $ 973 - -   1,795 - 1   Loans held for sale   - - -   - - 13   Loans   - - (47)   - - 42   Other assets   - - 14   - - -   Other interests held   - (7) 6   - (9) 23
Fair Value Option, Instrument Specific Credit Risk	Quarter ended March 31, (in millions)   2013 2012 Gains (losses) attributable to         instrument-specific credit risk:         Mortgages held for sale $ 37 (39)   Loans held for sale   - 13     Total $ 37 (26)
Fair Value, Estimated for Financial Instruments Not Carried at Fair Value	Estimated fair value   (in millions)   Carrying amount   Level 1   Level 2   Level 3   Total   March 31, 2013                                                   Financial assets                         Cash and due from banks (1) $ 16,217   16,217   -   -   16,217     Federal funds sold, securities purchased under resale                           agreements and other short-term investments (1)   143,804   4,505   139,299   -   143,804     Mortgages held for sale (2)   4,078   -   3,032   1,042   4,074     Loans held for sale (2)   194   -   190   13   203     Loans, net (3)   764,756   -   57,607   717,077   774,684     Nonmarketable equity investments (cost method)   6,649   -   2   8,146   8,148   Financial liabilities                         Deposits   1,010,733   -   956,330   55,308   1,011,638     Short-term borrowings (1)   60,693   -   60,693   -   60,693     Long-term debt (4)   126,179   -   118,812   10,842   129,654   December 31, 2012                                                   Financial assets                         Cash and due from banks (1) $ 21,860   21,860   -   -   21,860     Federal funds sold, securities purchased under resale                           agreements and other short-term investments (1)   137,313   5,046   132,267   -   137,313     Mortgages held for sale (2)   4,844   -   3,808   1,045   4,853     Loans held for sale (2)   104   -   83   29   112     Loans, net (3)   763,968   -   56,237   716,114   772,351     Nonmarketable equity investments (cost method)   6,799   -   2   8,229   8,231   Financial liabilities                         Deposits   1,002,835   -   946,922   57,020   1,003,942     Short-term borrowings (1)   57,175   -   57,175   -   57,175     Long-term debt (4)   127,366   -   119,220   11,063   130,283                               Amounts consist of financial instruments in which carrying value approximates fair value. Balance reflects MHFS and LHFS, as applicable, other than those MHFS and LHFS for which election of the fair value option was made. Loans exclude balances for which the fair value option was elected and also exclude lease financing with a carrying amount of $12.4 billion at both March 31, 2013 and December 31, 2012, respectively. The carrying amount and fair value exclude balances for which the fair value option was elected and obligations under capital leases of $12 million at both March 31, 2013 and December 31, 2012, respectively.

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet41.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Preferred Stock (Tables)	3 Months Ended
Mar. 31, 2013
Preferred Stock (Tables) [Abstract]
Detail of Preferred Stock	March 31, 2013   December 31, 2012                 Liquidation Shares     Liquidation Shares                 preference authorized     preference authorized     per share and designated     per share and designated DEP Shares               Dividend Equalization Preferred Shares $ 10 97,000   $ 10 97,000 Series G               7.25% Class A Preferred Stock   15,000 50,000     15,000 50,000 Series H               Floating Class A Preferred Stock   20,000 50,000     20,000 50,000 Series I               Floating Class A Preferred Stock   100,000 25,010     100,000 25,010 Series J               8.00% Non-Cumulative Perpetual Class A Preferred Stock   1,000 2,300,000     1,000 2,300,000 Series K               7.98% Fixed-to-Floating Non-Cumulative Perpetual Class A Preferred Stock   1,000 3,500,000     1,000 3,500,000 Series L               7.50% Non-Cumulative Perpetual Convertible Class A Preferred Stock   1,000 4,025,000     1,000 4,025,000 Series N               5.20% Non-Cumulative Perpetual Class A Preferred Stock   25,000 30,000     25,000 30,000 Series O               5.125% Non-Cumulative Perpetual Class A Preferred Stock   25,000 27,600     25,000 27,600 Series P               5.25% Non-Cumulative Perpetual Class A Preferred Stock   25,000 26,400     - -   Total     10,131,010       10,104,610                                                                                                                   March 31, 2013   December 31, 2012               Shares           Shares           issued and   Par Carrying     issued and   Par Carrying   (in millions, except shares) outstanding   value value Discount   outstanding   value value Discount DEP Shares                       Dividend Equalization Preferred Shares 96,546 $ - - -   96,546 $ - - - Series I (1)                       Floating Class A Preferred Stock 25,010   2,501 2,501 -   25,010   2,501 2,501 - Series J (1)                       8.00% Non-Cumulative Perpetual Class A Preferred Stock 2,150,375   2,150 1,995 155   2,150,375   2,150 1,995 155 Series K (1)                       7.98% Fixed-to-Floating Non-Cumulative Perpetual Class A Preferred Stock 3,352,000   3,352 2,876 476   3,352,000   3,352 2,876 476 Series L (1)                       7.50% Non-Cumulative Perpetual Convertible Class A Preferred Stock 3,968,000   3,968 3,200 768   3,968,000   3,968 3,200 768 Series N (1)                       5.20% Non-Cumulative Perpetual Class A Preferred Stock 30,000   750 750 -   30,000   750 750 - Series O (1)                       5.125% Non-Cumulative Perpetual Class A Preferred Stock 26,000   650 650 -   26,000   650 650 - Series P (1)                       5.25% Non-Cumulative Perpetual Class A Preferred Stock 25,000   625 625 -   -   - - - ESOP                       Cumulative Convertible Preferred Stock 1,815,055   1,815 1,815 -   910,934   911 911 -   Total 11,487,986 $ 15,811 14,412 1,399   10,558,865 $ 14,282 12,883 1,399                                     Preferred shares qualify as Tier 1 capital.
Detail of Employee Stock Ownership Plan Preferred Stock	Shares issued and outstanding     Carrying value   Adjustable               Mar. 31, Dec. 31,     Mar. 31,   Dec. 31,   dividend rate (in millions, except shares) 2013 2012     2013   2012   Minimum Maximum ESOP Preferred Stock                       $1,000 liquidation preference per share                         2013       904,121 -   $ 904   -   8.50 % 11.00   2012       245,604 245,604     246   246   10.00   11.00   2011       277,263 277,263     277   277   9.00   10.00   2010       201,011 201,011     201   201   9.50   10.50   2008       73,434 73,434     73   73   10.50   11.50   2007       53,768 53,768     54   54   10.75   11.75   2006       33,559 33,559     34   34   10.75   11.75   2005     18,882 18,882     19   19   9.75   10.75   2004       7,413 7,413     7   7   8.50   9.50 Total ESOP Preferred Stock (1) 1,815,055 910,934   $ 1,815   911         Unearned ESOP shares (2)       $ (1,971)   (986)                                                                                 At March 31, 2013 and December 31, 2012, additional paid-in capital included $156 million and $75 million, respectively, related to ESOP preferred stock.        We recorded a corresponding charge to unearned ESOP shares in connection with the issuance of the ESOP Preferred Stock. The unearned ESOP shares are reduced as shares of the ESOP Preferred Stock are committed to be released.

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet42.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Employee Benefits (Tables)	3 Months Ended
Mar. 31, 2013
Employee Benefits and Other Expenses (Tables) [Abstract]
Components of Net Periodic Benefit Cost	2013   2012             Pension benefits     Pension benefits                 Non- Other     Non- Other (in millions) Qualified qualified benefits   Qualified qualified benefits Quarter ended March 31,         Service cost $ - - 3   - - 3 Interest cost   113 7 12   128 8 15 Expected return on plan assets   (171) - (9)   (162) - (9) Amortization of net actuarial loss   42 4 -   33 3 - Amortization of prior service credit   - - (1)   - - (1) Settlement   - 4 -   1 - -   Net periodic benefit cost (income) $ (16) 15 5   - 11 8

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet43.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Earnings Per Common Share (Tables)	3 Months Ended
Mar. 31, 2013
Earnings Per Common Share (Tables) [Abstract]
Earnings Per Common Share	Quarter ended March 31, (in millions, except per share amounts)   2013 2012 Wells Fargo net income $ 5,171 4,248 Less: Preferred stock dividends and other (1)   240 226 Wells Fargo net income applicable to common stock (numerator) $ 4,931 4,022 Earnings per common share       Average common shares outstanding (denominator)   5,279.0 5,282.6 Per share $ 0.93 0.76 Diluted earnings per common share       Average common shares outstanding   5,279.0 5,282.6 Add: Stock options   28.8 24.9     Restricted share rights   43.9 30.3     Warrants   1.8 - Diluted average common shares outstanding (denominator)   5,353.5 5,337.8 Per share $ 0.92 0.75                   Includes $240 million and $219 million of preferred stock dividends for first quarter 2013 and 2012, respectively.
Antidilutive Warrants And Options Outstanding	Weighted-average shares   Quarter ended March 31, (in millions) 2013 2012 Options 14.4 135.5 Warrants - 39.2

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet44.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Other Comprehensive Income (Tables)	3 Months Ended
Mar. 31, 2013
Other Comprehensive Income Tables [Abstract]
Components of other comprehensive income, reclassifications to net income by income statement line item, and the related tax effects	Quarter ended March 31,               2013   2012               Before Tax   Net of   Before Tax Net of (in millions)   tax effect   tax   tax effect tax Foreign currency translation adjustments:                     Net unrealized gains (losses) arising during the period $ (18) 2   (16)   10 (4) 6 Securities available for sale:                     Net unrealized gains (losses) arising during the period   (634) 230   (404)   1,874 (704) 1,170   Reclassification of net (gains) losses to net income:                       Net (gains) losses on debt securities available for sale   (45) 17   (28)   7 (2) 5     Net gains from equity investments   (68) 26   (42)   (233) 82 (151)       Subtotal reclassifications to net income   (113) 43   (70)   (226) 80 (146) Net unrealized gains (losses) arising during the period   (747) 273   (474)   1,648 (624) 1,024 Derivatives and hedging activities:                     Net unrealized gains arising during the period   7 (2)   5   42 (12) 30   Reclassification of net (gains) losses on cash flow hedges to                       net income:                         Interest income on loans   (116) 47   (69)   (129) 48 (81)       Interest expense on long-term debt   27 (10)   17   22 (8) 14       Salaries expense   2 (1)   1   - - -         Subtotal reclassifications to net income (87) 36   (51)   (107) 40 (67) Net unrealized losses arising during the period   (80) 34   (46)   (65) 28 (37) Defined benefit plans adjustments:                     Net actuarial gains (losses) arising during the period   6 (2)   4   (5) 2 (3)   Reclassification of amounts to net periodic benefit costs (1):                       Amortization of net actuarial loss   46 (18)   28   36 (13) 23     Other   3 (1)   2   - - -       Subtotal reclassifications to net periodic benefit costs   49 (19)   30   36 (13) 23 Net gains arising during the period   55 (21)   34   31 (11) 20 Other comprehensive income (loss) $ (790) 288   (502)   1,624 (611) 1,013 Less: Other comprehensive income from noncontrolling                       interests, net of tax         3       4       Wells Fargo other comprehensive income (loss), net of tax       $ (505)       1,009                               These items are included in the computation of net periodic benefit cost which is recorded in employee benefit expense (see Note 15 for additional details).
Cumulative other comprehensive income	Cumulative         Foreign       Derivatives   Defined   other         currency   Securities   and   benefit   compre-         translation   available   hedging   plans   hensive (in millions)   adjustments   for sale   activities   adjustments   income Quarter ended March 31, 2013                     Balance, beginning of period $ 80   7,462   289   (2,181)   5,650   Net unrealized gains (losses)                         arising during the period   (16)   (404)   5   4   (411)   Amounts reclassified from accumulated                         other comprehensive income   -   (70)   (51)   30   (91)   Net change   (16)   (474)   (46)   34   (502)   Less: Other comprehensive income                         from noncontrolling interests   -   3   -   -   3 Balance, end of period $ 64   6,985   243   (2,147)   5,145 Quarter ended March 31, 2012                     Balance, beginning of period $ 90   4,413   490   (1,786)   3,207   Net unrealized gains (losses)                         arising during the period   6   1,170   30   (3)   1,203   Amounts reclassified from accumulated                         other comprehensive income   -   (146)   (67)   23   (190)   Net change   6   1,024   (37)   20   1,013   Less: Other comprehensive income                         from noncontrolling interests   -   4   -   -   4 Balance, end of period $ 96   5,433   453   (1,766)   4,216

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet45.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Operating Segments (Tables)	3 Months Ended
Mar. 31, 2013
Operating Segment (Tables) [Abstract]
Financial Information of Operating Segment	Wealth, Brokerage         Consolidated (income/expense in millions,   Community Banking   Wholesale Banking   and Retirement   Other (1)   Company average balances in billions)   2013 2012   2013 2012   2013 2012   2013 2012   2013 2012 Quarter ended March 31,                               Net interest income (2) $ 7,119 7,326   3,005 3,181   669 701   (294) (320)   10,499 10,888 Provision (reversal of provision)                                 for credit losses   1,262 1,878   (58) 95   14 43   1 (21)   1,219 1,995 Noninterest income   5,780 6,095   3,081 2,852   2,528 2,361   (629) (560)   10,760 10,748 Noninterest expense   7,377 7,825   3,091 3,054   2,639 2,547   (707) (433)   12,400 12,993 Income (loss) before income                                 tax expense (benefit)   4,260 3,718   3,053 2,884   544 472   (217) (426)   7,640 6,648 Income tax expense (benefit)   1,288 1,293   1,007 1,016   207 181   (82) (162)   2,420 2,328 Net income (loss) before                                 noncontrolling interests   2,972 2,425   2,046 1,868   337 291   (135) (264)   5,220 4,320 Less: Net income (loss) from                                 noncontrolling interests   48 77   1 -   - (5)   - -   49 72 Net income (loss) (3) $ 2,924 2,348   2,045 1,868   337 296   (135) (264)   5,171 4,248 Average loans $ 498.9 486.1   284.5 268.6   43.8 42.5   (29.1) (28.6)   798.1 768.6 Average assets   799.6 738.3   496.1 467.8   180.3 161.9   (71.7) (65.1)   1,404.3 1,302.9 Average core deposits   619.2 575.2   224.1 220.9   149.4 135.6   (66.8) (61.2)   925.9 870.5                                                                             Includes Wachovia integration expenses, through completion in the first quarter of 2012, and the elimination of items that are included in both Community Banking and Wealth, Brokerage and Retirement, largely representing services and products for wealth management customers provided in Community Banking stores. Net interest income is the difference between interest earned on assets and the cost of liabilities to fund those assets. Interest earned includes actual interest earned on segment assets and, if the segment has excess liabilities, interest credits for providing funding to other segments. The cost of liabilities includes interest expense on segment liabilities and, if the segment does not have enough liabilities to fund its assets, a funding charge based on the cost of excess liabilities from another segment. Represents segment net income (loss) for Community Banking; Wholesale Banking; and Wealth, Brokerage and Retirement segments and Wells Fargo net income for the consolidated company.

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet46.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Regulatory and Agency Capital Requirements (Tables)	3 Months Ended
Mar. 31, 2013
Regulatory and Agency Capital Requirements (Tables) [Abstract]
Regulatory And Agency Capital Requirements	Wells Fargo & Company   Wells Fargo Bank, N.A.   Well-   Minimum           Mar. 31,   Dec. 31,   Mar. 31,   Dec. 31,   capitalized   capital (in billions, except ratios)   2013   2012   2013   2012   ratios (1)   ratios (1) Regulatory capital:                         Tier 1 $ 129.1   126.6   105.5   101.3         Total   161.6   157.6   130.5   124.8                                         Assets:                         Risk-weighted $ 1,094.3   1,077.1   1,001.5   1,002.0         Adjusted average (2)   1,354.5   1,336.4   1,211.3   1,195.9                                         Capital ratios:                         Tier 1 capital (3)   11.80 % 11.75   10.54   10.11   6.00   4.00 Total capital (3)   14.76   14.63   13.03   12.45   10.00   8.00 Tier 1 leverage (2)   9.53   9.47   8.71   8.47   5.00   4.00                                                                 As defined by the regulations issued by the Federal Reserve, OCC and FDIC. The leverage ratio consists of Tier 1 capital divided by quarterly average total assets, excluding goodwill and certain other items. The minimum leverage ratio guideline is 3% for banking organizations that do not anticipate significant growth and that have well-diversified risk, excellent asset quality, high liquidity, good earnings, effective management and monitoring of market risk and, in general, are considered top-rated, strong banking organizations. Effective September 30, 2012, we refined our determination of the risk weighting of certain unused lending commitments that provide for the ability to issue standby letters of credit and commitments to issue standby letters of credit under syndication arrangements where we have an obligation to issue in a lead agent or similar capacity beyond our contractual participation level.

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet47.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Summary of Significant Accounting Policies (Details) (USD $) In Millions, except Share data, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012	Mar. 31, 2013 Private Forward Repurchase Transaction [Member]	Apr. 30, 2013 Private Forward Repurchase Transaction [Member]	Dec. 31, 2012 Private Forward Repurchase Transaction [Member]
Supplemental cash flow information - Noncash activities
Transfers from (to) loans to (from) securities available for sale	$ (108)	$ 588
Trading assets retained from securitizations of MHFS	17,940	41,362
Capitalization of MSRs from sale of MHFS	991	1,484
Transfers from MHFS to foreclosed assets	9	59
Transfers from loans to MHFS	2,475	1,355
Transfers from loans to LHFS	86	36
Transfers from loans to foreclosed assets	1,308	2,335
Changes in consolidations (deconsolidations) of variable interest entities:
Loans	(304)	(515)
Long-term debt	(342)	(515)
Summary Of Significant Accounting Policies Textuals [Abstract]
Forward Contract Indexed to Issuer's Equity, Contract Amount				$ 500	$ 200
Common stock repurchased, shares			6,000,000

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet48.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Business Combinations (Details)	3 Months Ended
Mar. 31, 2013
Business Acquisition [Line Items]
Business Acquisition, Number Completed during period	0
Pending Acquisition [Member]
Business Acquisition [Line Items]
Business Acquisition, Number Completed during period	0

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet49.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Federal Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments (Details) (USD $)	Mar. 31, 2013	Dec. 31, 2012
Federal Funds Sold, Securities Purchased Under Resale Agreements and Other Short-Term Investments
Federal funds sold and securities purchased under resale agreements	$ 37,582,000,000	$ 33,884,000,000
Interest-earning deposits	105,506,000,000	102,408,000,000
Other short-term investments	716,000,000	1,021,000,000
Total	143,804,000,000	137,313,000,000
Loans [Member]
Federal Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments Textual [Abstract]
Securities purchased under long-term resale agreements	$ 10,500,000,000	$ 9,500,000,000

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet50.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Securities Available for Sale Textuals (Details) (USD $)	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012	Dec. 31, 2012
Securities Available For Sale (Textual) [Abstract]
Cost	$ 236,990,000,000		$ 223,283,000,000
Fair value	248,160,000,000		235,199,000,000
Gross unrealized losses	1,052,000,000		1,054,000,000
OTTI	38,000,000	51,000,000
Held-to-maturity Securities	0		0
Collateralized debt obligations [Member]
Securities Available For Sale (Textual) [Abstract]
Cost	543,000,000		556,000,000
Fair value	674,000,000		644,000,000
Asset-backed Securities Collateralized by Auto Leases or Loans and Cash Reserves [Member]
Securities Available For Sale (Textual) [Abstract]
Cost	5,600,000,000		5,900,000,000
Fair value	5,700,000,000		5,900,000,000
Asset-backed Securities Collateralized by Home Equity Loans [Member]
Securities Available For Sale (Textual) [Abstract]
Cost	626,000,000		695,000,000
Fair value	853,000,000		918,000,000
Mortgage Backed Securities [Member]
Securities Available For Sale (Textual) [Abstract]
Cost	133,840,000,000		125,471,000,000
Fair value	140,651,000,000		133,184,000,000
Gross unrealized losses	408,000,000		321,000,000
Federal agencies [Member]
Securities Available For Sale (Textual) [Abstract]
Cost	101,876,000,000		92,855,000,000
Fair value	105,472,000,000		97,285,000,000
Gross unrealized losses	171,000,000		4,000,000
Commercial [Member]
Securities Available For Sale (Textual) [Abstract]
Cost	18,492,000,000		18,438,000,000
Fair value	19,920,000,000		19,968,000,000
Gross unrealized losses	195,000,000		268,000,000
OTTI	15,000,000	30,000,000
Expected remaining life of loan losses From	4.00%	5.00%
Expected remaining life of loan losses To	14.00%	14.00%
Current subordination levels From	0.00%	0.00%
Current subordination levels To	21.00%	12.00%
Securities we Intend to Sell [Member]
Securities Available For Sale (Textual) [Abstract]
Fair value	0		0
Securities we do not Intend to Sell [Member] | Commercial [Member]
Securities Available For Sale (Textual) [Abstract]
OTTI	6,000,000	30,000,000
Investment Grade [Member]
Securities Available For Sale (Textual) [Abstract]
Fair value	43,909,000,000		18,139,000,000
Gross unrealized losses	697,000,000		573,000,000
Investment Grade [Member] | Mortgage Backed Securities [Member]
Securities Available For Sale (Textual) [Abstract]
Fair value	23,166,000,000		4,435,000,000
Gross unrealized losses	209,000,000		38,000,000
Investment Grade [Member] | Federal agencies [Member]
Securities Available For Sale (Textual) [Abstract]
Fair value	20,109,000,000		2,247,000,000
Gross unrealized losses	171,000,000		4,000,000
Investment Grade [Member] | Commercial [Member]
Securities Available For Sale (Textual) [Abstract]
Fair value	2,993,000,000		2,110,000,000
Gross unrealized losses	35,000,000		31,000,000
Unrated Investment Grade Securities [Member]
Securities Available For Sale (Textual) [Abstract]
Fair value	2,500,000,000		2,000,000,000
Gross unrealized losses	$ 22,000,000		$ 19,000,000

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet51.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Securities Available for Sale, Major Categories (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012
Schedule of Available-for-sale Securities [Line Items]
Cost	$ 236,990	$ 223,283
Gross unrealized gains	12,222	12,970
Gross unrealized losses	(1,052)	(1,054)
Securities available for sale	248,160	235,199
Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	234,727	220,946
Gross unrealized gains	11,673	12,473
Gross unrealized losses	(1,019)	(1,005)
Securities available for sale	245,381	232,414
US Treasury and Government [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	6,862	7,099
Gross unrealized gains	34	47
Gross unrealized losses	(12)	0
Securities available for sale	6,884	7,146
US States and Political Subdivisions [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	38,925	37,120
Gross unrealized gains	1,932	2,000
Gross unrealized losses	(401)	(444)
Securities available for sale	40,456	38,676
Mortgage Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	133,840	125,471
Gross unrealized gains	7,219	8,034
Gross unrealized losses	(408)	(321)
Securities available for sale	140,651	133,184
Federal agencies [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	101,876	92,855
Gross unrealized gains	3,767	4,434
Gross unrealized losses	(171)	(4)
Securities available for sale	105,472	97,285
Residential [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	13,472	14,178
Gross unrealized gains	1,829	1,802
Gross unrealized losses	(42)	(49)
Securities available for sale	15,259	15,931
Commercial [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	18,492	18,438
Gross unrealized gains	1,623	1,798
Gross unrealized losses	(195)	(268)
Securities available for sale	19,920	19,968
Corporate debt securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	20,223	20,120
Gross unrealized gains	1,286	1,282
Gross unrealized losses	(60)	(69)
Securities available for sale	21,449	21,333
Collateralized loan and other debt obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	16,085	12,726
Gross unrealized gains	647	557
Gross unrealized losses	(69)	(95)
Securities available for sale	16,663	13,188
Other Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	18,792	18,410
Gross unrealized gains	555	553
Gross unrealized losses	(69)	(76)
Securities available for sale	19,278	18,887
Equity Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	2,263	2,337
Gross unrealized gains	549	497
Gross unrealized losses	(33)	(49)
Securities available for sale	2,779	2,785
Perpetual preferred securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	1,930	1,935
Gross unrealized gains	357	281
Gross unrealized losses	(25)	(40)
Securities available for sale	2,262	2,176
Other equity securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	333	402
Gross unrealized gains	192	216
Gross unrealized losses	(8)	(9)
Securities available for sale	$ 517	$ 609

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet52.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Securities Available for Sale, Gross Unrealized Losses and Fair Value (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	$ (333)	$ (108)
Less than 12 months, Fair Value	38,385	10,727
12 months or more, Gross Unrealized Losses	(719)	(946)
12 months or more, Fair Value	9,464	11,441
Total Gross Unrealized Losses	(1,052)	(1,054)
Total, Fair Value	47,849	22,168
Debt Securities [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	(322)	(96)
Less than 12 months, Fair Value	38,152	10,563
12 months or more, Gross Unrealized Losses	(697)	(909)
12 months or more, Fair Value	9,018	10,903
Total Gross Unrealized Losses	(1,019)	(1,005)
Total, Fair Value	47,170	21,466
US Treasury and Government [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	(12)	0
Less than 12 months, Fair Value	4,369	0
12 months or more, Gross Unrealized Losses	0	0
12 months or more, Fair Value	0	0
Total Gross Unrealized Losses	(12)	0
Total, Fair Value	4,369	0
US States and Political Subdivisions [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	(81)	(55)
Less than 12 months, Fair Value	5,053	2,709
12 months or more, Gross Unrealized Losses	(320)	(389)
12 months or more, Fair Value	4,031	4,662
Total Gross Unrealized Losses	(401)	(444)
Total, Fair Value	9,084	7,371
Mortgage Backed Securities [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	(201)	(14)
Less than 12 months, Fair Value	22,572	2,999
12 months or more, Gross Unrealized Losses	(207)	(307)
12 months or more, Fair Value	3,243	4,128
Total Gross Unrealized Losses	(408)	(321)
Total, Fair Value	25,815	7,127
Federal agencies [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	(171)	(4)
Less than 12 months, Fair Value	20,109	2,247
12 months or more, Gross Unrealized Losses	0	0
12 months or more, Fair Value	0	0
Total Gross Unrealized Losses	(171)	(4)
Total, Fair Value	20,109	2,247
Residential [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	(16)	(4)
Less than 12 months, Fair Value	791	261
12 months or more, Gross Unrealized Losses	(26)	(45)
12 months or more, Fair Value	975	1,564
Total Gross Unrealized Losses	(42)	(49)
Total, Fair Value	1,766	1,825
Commercial [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	(14)	(6)
Less than 12 months, Fair Value	1,672	491
12 months or more, Gross Unrealized Losses	(181)	(262)
12 months or more, Fair Value	2,268	2,564
Total Gross Unrealized Losses	(195)	(268)
Total, Fair Value	3,940	3,055
Corporate debt securities [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	(15)	(14)
Less than 12 months, Fair Value	1,351	1,217
12 months or more, Gross Unrealized Losses	(45)	(55)
12 months or more, Fair Value	249	305
Total Gross Unrealized Losses	(60)	(69)
Total, Fair Value	1,600	1,522
Collateralized loan and other debt obligations [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	(2)	(2)
Less than 12 months, Fair Value	2,879	1,485
12 months or more, Gross Unrealized Losses	(67)	(93)
12 months or more, Fair Value	490	798
Total Gross Unrealized Losses	(69)	(95)
Total, Fair Value	3,369	2,283
Other Debt Securities [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	(11)	(11)
Less than 12 months, Fair Value	1,928	2,153
12 months or more, Gross Unrealized Losses	(58)	(65)
12 months or more, Fair Value	1,005	1,010
Total Gross Unrealized Losses	(69)	(76)
Total, Fair Value	2,933	3,163
Equity Securities [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	(11)	(12)
Less than 12 months, Fair Value	233	164
12 months or more, Gross Unrealized Losses	(22)	(37)
12 months or more, Fair Value	446	538
Total Gross Unrealized Losses	(33)	(49)
Total, Fair Value	679	702
Perpetual preferred securities [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	(3)	(3)
Less than 12 months, Fair Value	175	116
12 months or more, Gross Unrealized Losses	(22)	(37)
12 months or more, Fair Value	446	538
Total Gross Unrealized Losses	(25)	(40)
Total, Fair Value	621	654
Other equity securities [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	(8)	(9)
Less than 12 months, Fair Value	58	48
12 months or more, Gross Unrealized Losses	0	0
12 months or more, Fair Value	0	0
Total Gross Unrealized Losses	(8)	(9)
Total, Fair Value	$ 58	$ 48

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet53.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Securities Available for Sale, Unrealized Loss Position, by Credit Rating (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	$ (1,052)	$ (1,054)
Fair value	248,160	235,199
Debt Securities [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(1,019)	(1,005)
Fair value	245,381	232,414
US Treasury and Government [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(12)	0
Fair value	6,884	7,146
US States and Political Subdivisions [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(401)	(444)
Fair value	40,456	38,676
Mortgage Backed Securities [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(408)	(321)
Fair value	140,651	133,184
Federal agencies [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(171)	(4)
Fair value	105,472	97,285
Residential [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(42)	(49)
Fair value	15,259	15,931
Commercial [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(195)	(268)
Fair value	19,920	19,968
Corporate debt securities [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(60)	(69)
Fair value	21,449	21,333
Collateralized loan and other debt obligations [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(69)	(95)
Fair value	16,663	13,188
Other Debt Securities [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(69)	(76)
Fair value	19,278	18,887
Equity Securities [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(33)	(49)
Fair value	2,779	2,785
Perpetual preferred securities [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(25)	(40)
Fair value	2,262	2,176
Investment Grade [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(697)	(573)
Fair value	43,909	18,139
Investment Grade [Member] | Debt Securities [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(672)	(533)
Fair value	43,288	17,485
Investment Grade [Member] | US Treasury and Government [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(12)	0
Fair value	4,369	0
Investment Grade [Member] | US States and Political Subdivisions [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(346)	(378)
Fair value	8,556	6,839
Investment Grade [Member] | Mortgage Backed Securities [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(209)	(38)
Fair value	23,166	4,435
Investment Grade [Member] | Federal agencies [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(171)	(4)
Fair value	20,109	2,247
Investment Grade [Member] | Residential [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(3)	(3)
Fair value	64	78
Investment Grade [Member] | Commercial [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(35)	(31)
Fair value	2,993	2,110
Investment Grade [Member] | Corporate debt securities [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(23)	(19)
Fair value	1,170	1,112
Investment Grade [Member] | Collateralized loan and other debt obligations [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(36)	(49)
Fair value	3,183	2,065
Investment Grade [Member] | Other Debt Securities [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(46)	(49)
Fair value	2,844	3,034
Investment Grade [Member] | Perpetual preferred securities [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(25)	(40)
Fair value	621	654
Non-investment Grade [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(347)	(472)
Fair value	3,882	3,981
Non-investment Grade [Member] | Debt Securities [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(347)	(472)
Fair value	3,882	3,981
Non-investment Grade [Member] | US Treasury and Government [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	0	0
Fair value	0	0
Non-investment Grade [Member] | US States and Political Subdivisions [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(55)	(66)
Fair value	528	532
Non-investment Grade [Member] | Mortgage Backed Securities [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(199)	(283)
Fair value	2,649	2,692
Non-investment Grade [Member] | Federal agencies [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	0	0
Fair value	0	0
Non-investment Grade [Member] | Residential [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(39)	(46)
Fair value	1,702	1,747
Non-investment Grade [Member] | Commercial [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(160)	(237)
Fair value	947	945
Non-investment Grade [Member] | Corporate debt securities [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(37)	(50)
Fair value	430	410
Non-investment Grade [Member] | Collateralized loan and other debt obligations [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(33)	(46)
Fair value	186	218
Non-investment Grade [Member] | Other Debt Securities [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(23)	(27)
Fair value	89	129
Non-investment Grade [Member] | Perpetual preferred securities [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	0	0
Fair value	$ 0	$ 0

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet54.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Securities Available for Sale, Contractual Maturities (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	12 Months Ended
Mar. 31, 2013	Dec. 31, 2012
Available-for-sale Securities, Debt Maturities, Fair Value [Abstract]
Contractual Maturities,Total	$ 245,381	$ 232,414
Weighted Average Yield Contractual Maturities, Total	3.78%	3.91%
Due in 1 year, Contractual Maturities	6,069	5,034
Percentage of Weighted Average Yield, Due In 1 year	2.45%	2.28%
Due in 1-5 years, Contractual Maturities	34,396	36,092
Percentage of Weighted Average Yield, Due in 1-5 Years	2.39%	2.37%
Due in 5-10 years, Contractual Maturities	27,485	28,052
Percentage of Weighted Average Yield, Due In 5-10 years	3.04%	3.07%
Due in 10 years or More, Contractual Maturities	177,431	163,236
Percentage of Weighted Average Yield, Due After 10 Years	4.21%	4.44%
US Treasury and Government [Member]
Available-for-sale Securities, Debt Maturities, Fair Value [Abstract]
Contractual Maturities,Total	6,884	7,146
Weighted Average Yield Contractual Maturities, Total	1.62%	1.59%
Due in 1 year, Contractual Maturities	386	376
Percentage of Weighted Average Yield, Due In 1 year	0.42%	0.43%
Due in 1-5 years, Contractual Maturities	498	661
Percentage of Weighted Average Yield, Due in 1-5 Years	1.57%	1.24%
Due in 5-10 years, Contractual Maturities	6,000	6,109
Percentage of Weighted Average Yield, Due In 5-10 years	1.70%	1.70%
Due in 10 years or More, Contractual Maturities	0	0
Percentage of Weighted Average Yield, Due After 10 Years	0.00%	0.00%
US States and Political Subdivisions [Member]
Available-for-sale Securities, Debt Maturities, Fair Value [Abstract]
Contractual Maturities,Total	40,456	38,676
Weighted Average Yield Contractual Maturities, Total	5.22%	5.29%
Due in 1 year, Contractual Maturities	2,050	1,861
Percentage of Weighted Average Yield, Due In 1 year	2.49%	2.61%
Due in 1-5 years, Contractual Maturities	11,156	11,620
Percentage of Weighted Average Yield, Due in 1-5 Years	2.15%	2.18%
Due in 5-10 years, Contractual Maturities	3,209	3,380
Percentage of Weighted Average Yield, Due In 5-10 years	5.57%	5.51%
Due in 10 years or More, Contractual Maturities	24,041	21,815
Percentage of Weighted Average Yield, Due After 10 Years	6.82%	7.15%
Mortgage Backed Securities [Member]
Available-for-sale Securities, Debt Maturities, Fair Value [Abstract]
Contractual Maturities,Total	140,651	133,184
Weighted Average Yield Contractual Maturities, Total	3.96%	4.12%
Due in 1 year, Contractual Maturities	12	1
Percentage of Weighted Average Yield, Due In 1 year	5.13%	5.40%
Due in 1-5 years, Contractual Maturities	269	184
Percentage of Weighted Average Yield, Due in 1-5 Years	4.54%	4.37%
Due in 5-10 years, Contractual Maturities	1,629	1,814
Percentage of Weighted Average Yield, Due In 5-10 years	2.93%	2.95%
Due in 10 years or More, Contractual Maturities	138,741	131,185
Percentage of Weighted Average Yield, Due After 10 Years	3.97%	4.13%
Federal agencies [Member]
Available-for-sale Securities, Debt Maturities, Fair Value [Abstract]
Contractual Maturities,Total	105,472	97,285
Weighted Average Yield Contractual Maturities, Total	3.64%	3.82%
Due in 1 year, Contractual Maturities	3	1
Percentage of Weighted Average Yield, Due In 1 year	3.46%	5.40%
Due in 1-5 years, Contractual Maturities	172	106
Percentage of Weighted Average Yield, Due in 1-5 Years	4.97%	4.87%
Due in 5-10 years, Contractual Maturities	988	1,144
Percentage of Weighted Average Yield, Due In 5-10 years	3.42%	3.41%
Due in 10 years or More, Contractual Maturities	104,309	96,034
Percentage of Weighted Average Yield, Due After 10 Years	3.64%	3.83%
Residential [Member]
Available-for-sale Securities, Debt Maturities, Fair Value [Abstract]
Contractual Maturities,Total	15,259	15,931
Weighted Average Yield Contractual Maturities, Total	4.36%	4.38%
Due in 1 year, Contractual Maturities	0	0
Percentage of Weighted Average Yield, Due In 1 year	0.00%	0.00%
Due in 1-5 years, Contractual Maturities	4	0
Percentage of Weighted Average Yield, Due in 1-5 Years	3.14%	0.00%
Due in 5-10 years, Contractual Maturities	533	569
Percentage of Weighted Average Yield, Due In 5-10 years	2.04%	2.06%
Due in 10 years or More, Contractual Maturities	14,722	15,362
Percentage of Weighted Average Yield, Due After 10 Years	4.44%	4.47%
Commercial [Member]
Available-for-sale Securities, Debt Maturities, Fair Value [Abstract]
Contractual Maturities,Total	19,920	19,968
Weighted Average Yield Contractual Maturities, Total	5.34%	5.33%
Due in 1 year, Contractual Maturities	9	0
Percentage of Weighted Average Yield, Due In 1 year	5.74%	0.00%
Due in 1-5 years, Contractual Maturities	93	78
Percentage of Weighted Average Yield, Due in 1-5 Years	3.81%	3.69%
Due in 5-10 years, Contractual Maturities	108	101
Percentage of Weighted Average Yield, Due In 5-10 years	2.88%	2.84%
Due in 10 years or More, Contractual Maturities	19,710	19,789
Percentage of Weighted Average Yield, Due After 10 Years	5.36%	5.35%
Corporate debt securities [Member]
Available-for-sale Securities, Debt Maturities, Fair Value [Abstract]
Contractual Maturities,Total	21,449	21,333
Weighted Average Yield Contractual Maturities, Total	4.26%	4.26%
Due in 1 year, Contractual Maturities	1,564	1,037
Percentage of Weighted Average Yield, Due In 1 year	4.07%	4.29%
Due in 1-5 years, Contractual Maturities	12,373	12,792
Percentage of Weighted Average Yield, Due in 1-5 Years	3.23%	3.19%
Due in 5-10 years, Contractual Maturities	6,159	6,099
Percentage of Weighted Average Yield, Due In 5-10 years	6.04%	6.14%
Due in 10 years or More, Contractual Maturities	1,353	1,405
Percentage of Weighted Average Yield, Due After 10 Years	5.78%	5.88%
Collateralized loan and other debt obligations [Member]
Available-for-sale Securities, Debt Maturities, Fair Value [Abstract]
Contractual Maturities,Total	16,663	13,188
Weighted Average Yield Contractual Maturities, Total	1.49%	1.35%
Due in 1 year, Contractual Maturities	84	44
Percentage of Weighted Average Yield, Due In 1 year	0.63%	0.96%
Due in 1-5 years, Contractual Maturities	1,065	1,246
Percentage of Weighted Average Yield, Due in 1-5 Years	0.80%	0.71%
Due in 5-10 years, Contractual Maturities	7,246	7,376
Percentage of Weighted Average Yield, Due In 5-10 years	1.09%	1.01%
Due in 10 years or More, Contractual Maturities	8,268	4,522
Percentage of Weighted Average Yield, Due After 10 Years	1.94%	2.08%
Other Debt Securities [Member]
Available-for-sale Securities, Debt Maturities, Fair Value [Abstract]
Contractual Maturities,Total	19,278	18,887
Weighted Average Yield Contractual Maturities, Total	1.74%	1.85%
Due in 1 year, Contractual Maturities	1,973	1,715
Percentage of Weighted Average Yield, Due In 1 year	1.60%	1.14%
Due in 1-5 years, Contractual Maturities	9,035	9,589
Percentage of Weighted Average Yield, Due in 1-5 Years	1.70%	1.75%
Due in 5-10 years, Contractual Maturities	3,242	3,274
Percentage of Weighted Average Yield, Due In 5-10 years	1.74%	2.11%
Due in 10 years or More, Contractual Maturities	$ 5,028	$ 4,309
Percentage of Weighted Average Yield, Due After 10 Years	1.85%	2.14%

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet55.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Securities Available for Sale, Realized Gains and Losses (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012
Available-for-sale Securities, Gross Realized Gain (Loss) [Abstract]
Gross realized gains	$ 156	$ 281
Gross realized losses	(5)	(4)
OTTI Write-downs	(38)	(51)
Net realized gains from securities available for sale	113	226
Net realized gains from private equity investments	45	131
Net realized gains from debt securities and equity investments	$ 158	$ 357

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet56.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Securities Available for Sale, Other-Than-Temporary Impairment (OTTI), Included in Earnings (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Securities available for sale	$ 38	$ 51
Nonmarketable equity investments	40	14
Total OTTI write-downs included in earnings	78	65
Debt Securities [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Securities available for sale	34	50
US States and Political Subdivisions [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Securities available for sale	0	0
Residential [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Securities available for sale	15	14
Commercial [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Securities available for sale	15	30
Corporate debt securities [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Securities available for sale	2	1
Collateralized loan and other debt obligations [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Securities available for sale	0	0
Other Debt Securities [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Securities available for sale	2	5
Equity Securities [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Securities available for sale	4	1
Perpetual preferred securities [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Securities available for sale	0	1
Other equity securities [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Securities available for sale	$ 4	$ 0

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet57.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Securities Available for Sale, Other-Than-Temporary Impaired Debt Securities (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Total OTTI recorded as part of gross realized losses	$ 38	$ 51
Debt Securities [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Total OTTI recorded as part of gross realized losses	34	50
Total changes to OCI for non-credit-related OTTI	(49)	(15)
Total OTTI losses (gains) recorded on debt securities	(15)	35
Debt Securities [Member] | Credit-related OTTI [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Total OTTI recorded as part of gross realized losses	23	50
Debt Securities [Member] | Intent-to-sell OTTI [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Total OTTI recorded as part of gross realized losses	11	0
US States and Political Subdivisions [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Total OTTI recorded as part of gross realized losses	0	0
Total changes to OCI for non-credit-related OTTI	0	0
Residential [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Total OTTI recorded as part of gross realized losses	15	14
Total changes to OCI for non-credit-related OTTI	(9)	(9)
Commercial [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Total OTTI recorded as part of gross realized losses	15	30
Total changes to OCI for non-credit-related OTTI	(41)	(6)
Collateralized loan and other debt obligations [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Total OTTI recorded as part of gross realized losses	0	0
Total changes to OCI for non-credit-related OTTI	(1)	0
Other Debt Securities [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Total OTTI recorded as part of gross realized losses	2	5
Total changes to OCI for non-credit-related OTTI	2	1
Corporate debt securities [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Total OTTI recorded as part of gross realized losses	2	1
Total changes to OCI for non-credit-related OTTI	$ 0	$ (1)

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet58.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Securities Available for Sale, Credit Loss Component (Details) (Debt Securities [Member], USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012
Debt Securities [Member]
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]
Credit loss component, beginning of period	$ 1,289	$ 1,272
Initial credit impairments	1	5
Subsequent credit impairments	22	45
Total Additions	23	50
For securities sold	(52)	(12)
For recoveries of previous credit impairments	(8)	(8)
Total reductions	(60)	(20)
Credit loss component, end of period	$ 1,252	$ 1,302

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet59.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Securities Available for Sale, Residential Mortgage-Backed Securities, Credit Loss Component (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012
Credit Impairment Losses On Residential Mortgage Backed Securities [Abstract]
Securities available for sale	$ 38	$ 51
Residential [Member]
Credit Impairment Losses On Residential Mortgage Backed Securities [Abstract]
Securities available for sale	15	14
Significant inputs (non-agency - non-investment grade MBS) [Abstract]
Expected remaining life of loan losses From	1.00%	1.00%
Expected remaining life of loan losses To	20.00%	44.00%
Credit impairment distribution [Abstract]
0 - 10% range	94.00%	46.00%
10 - 20% range	4.00%	11.00%
20 - 30% range	2.00%	1.00%
Greater than 30%	0.00%	42.00%
Weighted average	6.00%	9.00%
Current subordination levels [Abstract]
Current subordination levels From	0.00%	0.00%
Current subordination levels To	41.00%	57.00%
Current subordination levels Weighted average	0.00%	2.00%
Prepayment speed (annual CPR)
Prepayment speed From	4.00%	5.00%
Prepayment speed To	18.00%	29.00%
Prepayment speed Weighted average	14.00%	15.00%
Non-investment Grade [Member] | Residential [Member]
Credit Impairment Losses On Residential Mortgage Backed Securities [Abstract]
Securities available for sale	$ 15	$ 14

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet60.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Loans and Allowance for Credit Losses Textual (Details) (USD $)	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012	Dec. 31, 2012
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Unearned income, net deferred loan fees and unamortized discount and premium	$ 7,000,000,000		$ 7,400,000,000
Loan charge-offs	1,861,000,000	2,880,000,000
Allowance for Credit Losses, Purchased Credit-Impaired	80,000,000	245,000,000	117,000,000
Financing Receivable, Recorded Investment, nonaccrual status	19,526,000,000		20,486,000,000
90 days or more past due and still accruing	23,082,000,000		23,245,000,000
Impaired loans, Recorded Investment	30,387,000,000		30,012,000,000
Unpaid principal balance	36,598,000,000		36,255,000,000
Total unfunded loan commitments on troubled debt restructurings	409,000,000		421,000,000
Financing Receivable Modifications, principal forgiven	134,000,000	92,000,000
Other interest rate concessions, primary modification type	2,466,000,000	1,829,000,000
High Value Properties, Threshold	1,000,000
Home Affordable Modification Program [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Impaired loans, Recorded Investment	395,000,000		402,000,000
Second Lien Modification Program [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Impaired loans, Recorded Investment	47,000,000		45,000,000
Proprietary Program [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Impaired loans, Recorded Investment	281,000,000		258,000,000
Purchased Credit-Impaired Loans [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
90 days or more past due and still accruing	5,800,000,000		6,000,000,000
Trial modifications [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Impaired loans, Recorded Investment	723,000,000		705,000,000
Trial modifications [Member] | Financing Receivable Accruing [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Impaired loans, Recorded Investment	306,000,000		429,000,000
Trial modifications [Member] | Financing Receivable Nonaccruing [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Impaired loans, Recorded Investment	417,000,000		276,000,000
Commercial and Industrial Loans [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Loan charge-offs	181,000,000	359,000,000
Financing Receivable, Recorded Investment, nonaccrual status	1,193,000,000		1,422,000,000
Impaired loans, Recorded Investment	1,821,000,000		2,086,000,000
Unpaid principal balance	2,851,000,000		3,331,000,000
Commercial and Industrial Loans [Member] | Purchased Credit-Impaired Loans [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
90 days or more past due and still accruing	2,000,000		23,000,000
Commercial Real Estate Mortgage [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Loan charge-offs	60,000,000	82,000,000
Financing Receivable, Recorded Investment, nonaccrual status	3,098,000,000		3,322,000,000
Impaired loans, Recorded Investment	4,371,000,000		4,673,000,000
Unpaid principal balance	5,567,000,000		5,766,000,000
Commercial Real Estate Mortgage [Member] | Purchased Credit-Impaired Loans [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
90 days or more past due and still accruing	79,000,000		140,000,000
Commercial Real Estate Construction [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Loan charge-offs	5,000,000	80,000,000
Financing Receivable, Recorded Investment, nonaccrual status	870,000,000		1,003,000,000
Impaired loans, Recorded Investment	1,181,000,000		1,345,000,000
Unpaid principal balance	1,701,000,000		1,975,000,000
Commercial Real Estate Construction [Member] | Purchased Credit-Impaired Loans [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
90 days or more past due and still accruing	131,000,000		127,000,000
Commercial Real Estate Mortgage and Construction Loans [Member] | Criticized [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Loans, excluding Purchased Credit Impaired Loans	18,600,000,000
Financing Receivable, Recorded Investment, nonaccrual status	4,000,000,000
Total Commercial [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Loan charge-offs	260,000,000	558,000,000
Allowance for Credit Losses, Purchased Credit-Impaired	53,000,000		88,000,000
Financing Receivable, Recorded Investment, nonaccrual status	5,242,000,000		5,824,000,000
Impaired loans, Recorded Investment	7,447,000,000		8,186,000,000
Unpaid principal balance	10,273,000,000		11,235,000,000
Total Commercial [Member] | Loans held for sale [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Financing Receivable, Recorded Investment, nonaccrual status	15,000,000		16,000,000
Total Commercial [Member] | Purchased Credit-Impaired Loans [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
90 days or more past due and still accruing	384,000,000		457,000,000
Total Consumer [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Loan charge-offs	1,601,000,000	2,322,000,000
Allowance for Credit Losses, Purchased Credit-Impaired	27,000,000		29,000,000
Financing Receivable, Recorded Investment, nonaccrual status	14,284,000,000		14,662,000,000
Financing Receivable, Recorded Investment, equal to or greater than 90 days past due	9,400,000,000		10,300,000,000
90 days or more past due and still accruing	1,100,000,000		1,100,000,000
Impaired loans, Recorded Investment	22,940,000,000		21,826,000,000
Unpaid principal balance	26,325,000,000		25,020,000,000
Total Consumer [Member] | Loans Discharged in Bankruptcy [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Other interest rate concessions, primary modification type	1,300,000,000
Real estate 1-4 family first mortgage [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Loan charge-offs	475,000,000	828,000,000
Financing Receivable, Recorded Investment, nonaccrual status	11,320,000,000		11,455,000,000
Financing Receivables equal to or greater than 180 days past due, Percentage of Portfolio	2.80%		3.00%
Impaired loans, Recorded Investment	19,610,000,000		18,472,000,000
Unpaid principal balance	22,547,000,000		21,293,000,000
Real estate 1-4 family first mortgage [Member] | Mortgages held for sale [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Financing Receivable, Recorded Investment, nonaccrual status	368,000,000		336,000,000
Real estate 1-4 family junior lien mortgage [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Loan charge-offs	514,000,000	820,000,000
Financing Receivable, Recorded Investment, nonaccrual status	2,712,000,000		2,922,000,000
Impaired loans, Recorded Investment	2,523,000,000		2,483,000,000
Unpaid principal balance	2,911,000,000		2,855,000,000
Automobile [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Loan charge-offs	164,000,000	179,000,000
Financing Receivable, Recorded Investment, nonaccrual status	220,000,000		245,000,000
Impaired loans, Recorded Investment	279,000,000		314,000,000
Unpaid principal balance	331,000,000		314,000,000
FHA Insured/VA Guaranteed [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Financing Receivable, certain purchases net of certain transfers to held for sale	2,000,000,000	3,500,000,000
90 days or more past due and still accruing	20,745,000,000		20,745,000,000
FHA Insured/VA Guaranteed [Member] | Financing Receivable 90 Days Or More Past Due [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Government insured/guaranteed loans	20,200,000,000		20,200,000,000
FHA Insured, VA Or FFELP Guaranteed [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
90 days or more past due and still accruing	21,700,000,000		21,800,000,000
Student Loans under FFELP [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
90 days or more past due and still accruing	977,000,000		1,065,000,000
Student Loans under FFELP [Member] | Financing Receivable 90 Days Or More Past Due [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Government insured/guaranteed loans	1,000,000,000		1,100,000,000
Lease Financing [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Loan charge-offs	3,000,000	8,000,000
Financing Receivable, Recorded Investment, nonaccrual status	25,000,000		27,000,000
Impaired loans, Recorded Investment	35,000,000		39,000,000
Unpaid principal balance	$ 50,000,000		$ 54,000,000

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet61.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Loans and Allowance for Credit Losses, Loans Outstanding (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 799,966	$ 799,574
Total Commercial [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	361,714	361,198
Commercial and Industrial Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	185,623	187,759
Commercial Real Estate Mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	106,119	106,340
Commercial Real Estate Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	16,650	16,904
Lease Financing [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	12,402	12,424
Foreign Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	40,920	37,771
Total Consumer [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	438,252	438,376
Real estate 1-4 family first mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	252,307	249,900
Real estate 1-4 family junior lien mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	72,543	75,465
Credit Card [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	24,120	24,640
Automobile [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	47,259	45,998
Other revolving credit and installment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 42,023	$ 42,373

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet62.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Loans and Allowance for Credit Losses, Significant Activity (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012
Loans and Allowance for Credit Losses, Significant Activity [Abstract]
Purchases	$ 1,105	$ 2,039
Sales	(2,332)	(1,973)
Transfers (to) MHFS/LHFS	(87)	(37)
Commercial Portfolio Segment [Member]
Loans and Allowance for Credit Losses, Significant Activity [Abstract]
Purchases	1,026	1,956
Sales	(2,016)	(1,820)
Transfers (to) MHFS/LHFS	(80)	(36)
Consumer Portfolio Segment [Member]
Loans and Allowance for Credit Losses, Significant Activity [Abstract]
Purchases	79	83
Sales	(316)	(153)
Transfers (to) MHFS/LHFS	$ (7)	$ (1)

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet63.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Loans and Allowance for Credit Losses, Commitments to Lend (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total unfunded credit commitments	$ 430,214	$ 423,665
Total Commercial [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total unfunded credit commitments	248,150	239,323
Commercial and Industrial Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total unfunded credit commitments	223,784	215,626
Commercial Real Estate Mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total unfunded credit commitments	6,887	6,165
Commercial Real Estate Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total unfunded credit commitments	9,328	9,109
Foreign Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total unfunded credit commitments	8,151	8,423
Total Consumer [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total unfunded credit commitments	182,064	184,342
Real estate 1-4 family first mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total unfunded credit commitments	37,064	42,657
Real estate 1-4 family junior lien mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total unfunded credit commitments	50,237	50,934
Credit Card [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total unfunded credit commitments	73,911	70,960
Other revolving credit and installment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total unfunded credit commitments	$ 20,852	$ 19,791

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet64.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Loans and Allowance for Credit Losses, Allowance for Credit Losses (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012	Dec. 31, 2012
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses, beginning balance	$ 17,477	$ 19,668
Provision for credit losses	1,219	1,995
Interest income on certain impaired loans	(73)	(87)
Loan charge-offs	(1,861)	(2,880)
Loan recoveries	442	485
Net loan charge-offs	(1,419)	(2,395)
Allowances related to business combinations/other	(11)	(52)
Allowance for credit losses, ending balance	17,193	19,129
Components: Allowance for loan losses	16,711	18,852	17,060
Components: Allowance for unfunded credit commitments	482	277
Components: Allowance for credit losses	17,193	19,129
Net loan charge-offs (annualized) as a percentage of average total loans	0.72%	1.25%
Allowance for loan losses as a percentage of total loans	2.09%	2.46%
Allowance for credit losses as a percentage of total loans	2.15%	2.50%
Total Commercial [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses, beginning balance	5,714	6,358
Provision for credit losses	192	188
Interest income on certain impaired loans	(19)	(31)
Loan charge-offs	(260)	(558)
Loan recoveries	170	173
Net loan charge-offs	(90)	(385)
Allowances related to business combinations/other	(11)	0
Allowance for credit losses, ending balance	5,786	6,130
Components: Allowance for credit losses	5,786	6,130
Commercial and Industrial Loans [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(181)	(359)
Loan recoveries	88	103
Commercial Real Estate Mortgage [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(60)	(82)
Loan recoveries	31	36
Commercial Real Estate Construction [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(5)	(80)
Loan recoveries	39	13
Lease Financing [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(3)	(8)
Loan recoveries	4	6
Foreign Loans [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(11)	(29)
Loan recoveries	8	15
Total Consumer [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses, beginning balance	11,763	13,310
Provision for credit losses	1,027	1,807
Interest income on certain impaired loans	(54)	(56)
Loan charge-offs	(1,601)	(2,322)
Loan recoveries	272	312
Net loan charge-offs	(1,329)	(2,010)
Allowances related to business combinations/other	0	(52)
Allowance for credit losses, ending balance	11,407	12,999
Components: Allowance for credit losses	11,407	12,999
Real estate 1-4 family first mortgage [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(475)	(828)
Loan recoveries	46	37
Real estate 1-4 family junior lien mortgage [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(514)	(820)
Loan recoveries	65	57
Credit Card [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(266)	(301)
Loan recoveries	31	59
Automobile [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(164)	(179)
Loan recoveries	88	105
Other revolving credit and installment [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(182)	(194)
Loan recoveries	$ 42	$ 54

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet65.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Loans and Allowance for Credit Losses, Allowance for Credit Losses by Category (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses, beginning balance	$ 17,477	$ 19,668
Provision for credit losses	1,219	1,995
Interest income on certain impaired loans	(73)	(87)
Loan charge-offs	(1,861)	(2,880)
Loan recoveries	442	485
Net loan charge-offs	(1,419)	(2,395)
Allowances related to business combinations/other	(11)	(52)
Allowance for credit losses, ending balance	17,193	19,129
Commercial Portfolio Segment [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses, beginning balance	5,714	6,358
Provision for credit losses	192	188
Interest income on certain impaired loans	(19)	(31)
Loan charge-offs	(260)	(558)
Loan recoveries	170	173
Net loan charge-offs	(90)	(385)
Allowances related to business combinations/other	(11)	0
Allowance for credit losses, ending balance	5,786	6,130
Consumer Portfolio Segment [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses, beginning balance	11,763	13,310
Provision for credit losses	1,027	1,807
Interest income on certain impaired loans	(54)	(56)
Loan charge-offs	(1,601)	(2,322)
Loan recoveries	272	312
Net loan charge-offs	(1,329)	(2,010)
Allowances related to business combinations/other	0	(52)
Allowance for credit losses, ending balance	$ 11,407	$ 12,999

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet66.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Loans and Allowance for Credit Losses, Loans by Credit Impairment Methodology (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012	Mar. 31, 2012	Dec. 31, 2011	Dec. 31, 2008
Loans and Allowance for Credit Losses, by Credit Impairment Method [Abstract]
Allowance for Credit Losses, Collectively evaluated	$ 11,350	$ 11,475
Allowance for Credit Losses, Individually evaluated	5,763	5,885
Allowance for Credit Losses, Purchased Credit-Impaired	80	117	245
Total allowance for credit losses	17,193	17,477	19,129	19,668
Financing Receivable, Collectively evaluated	739,849	738,594
Financing Receivable, Individually evaluated	30,388	30,012
Purchased Credit Impaired Loans	29,729	30,968			58,797
Loans	799,966	799,574
Commercial Portfolio Segment [Member]
Loans and Allowance for Credit Losses, by Credit Impairment Method [Abstract]
Allowance for Credit Losses, Collectively evaluated	4,200	3,951
Allowance for Credit Losses, Individually evaluated	1,533	1,675
Allowance for Credit Losses, Purchased Credit-Impaired	53	88
Total allowance for credit losses	5,786	5,714	6,130	6,358
Financing Receivable, Collectively evaluated	350,765	349,035
Financing Receivable, Individually evaluated	7,447	8,186
Purchased Credit Impaired Loans	3,502	3,977			18,704
Loans	361,714	361,198
Consumer Portfolio Segment [Member]
Loans and Allowance for Credit Losses, by Credit Impairment Method [Abstract]
Allowance for Credit Losses, Collectively evaluated	7,150	7,524
Allowance for Credit Losses, Individually evaluated	4,230	4,210
Allowance for Credit Losses, Purchased Credit-Impaired	27	29
Total allowance for credit losses	11,407	11,763	12,999	13,310
Financing Receivable, Collectively evaluated	389,084	389,559
Financing Receivable, Individually evaluated	22,941	21,826
Purchased Credit Impaired Loans	26,227	26,991			40,093
Loans	$ 438,252	$ 438,376

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet67.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Loans and Allowance for Credit Losses, Loans by Credit Quality Indicator, Commercial (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012	Dec. 31, 2008
Loans and Leases Receivable Disclosure [Abstract]
Purchased Credit Impaired Loans	$ 29,729	$ 30,968	$ 58,797
Loans	799,966	799,574
Total Commercial [Member]
Loans and Leases Receivable Disclosure [Abstract]
Purchased Credit Impaired Loans	3,502	3,977	18,704
Loans	361,714	361,198
Commercial and Industrial Loans [Member]
Loans and Leases Receivable Disclosure [Abstract]
Purchased Credit Impaired Loans	191	259	4,580
Loans	185,623	187,759
Commercial Real Estate Mortgage [Member]
Loans and Leases Receivable Disclosure [Abstract]
Purchased Credit Impaired Loans	1,839	1,970	5,803
Loans	106,119	106,340
Commercial Real Estate Construction [Member]
Loans and Leases Receivable Disclosure [Abstract]
Purchased Credit Impaired Loans	767	877	6,462
Loans	16,650	16,904
Lease Financing [Member]
Loans and Leases Receivable Disclosure [Abstract]
Purchased Credit Impaired Loans	0	0
Loans	12,402	12,424
Foreign Loans [Member]
Loans and Leases Receivable Disclosure [Abstract]
Purchased Credit Impaired Loans	705	871	1,859
Loans	40,920	37,771
Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Commercial [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	358,212	357,221
Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Commercial [Member] | Pass [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	319,902	315,867
Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Commercial [Member] | Criticized [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	38,310	41,354
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial and Industrial Loans [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	185,432	187,500
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial and Industrial Loans [Member] | Pass [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	167,516	169,293
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial and Industrial Loans [Member] | Criticized [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	17,916	18,207
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Mortgage [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	104,280	104,370
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Mortgage [Member] | Pass [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	88,613	87,183
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Mortgage [Member] | Criticized [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	15,667	17,187
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Construction [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	15,883	16,027
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Construction [Member] | Pass [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	12,983	12,224
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Construction [Member] | Criticized [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	2,900	3,803
Loans Excluding Purchased Credit-Impaired Loans [Member] | Lease Financing [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	12,402	12,424
Loans Excluding Purchased Credit-Impaired Loans [Member] | Lease Financing [Member] | Pass [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	11,776	11,787
Loans Excluding Purchased Credit-Impaired Loans [Member] | Lease Financing [Member] | Criticized [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	626	637
Loans Excluding Purchased Credit-Impaired Loans [Member] | Foreign Loans [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	40,215	36,900
Loans Excluding Purchased Credit-Impaired Loans [Member] | Foreign Loans [Member] | Pass [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	39,014	35,380
Loans Excluding Purchased Credit-Impaired Loans [Member] | Foreign Loans [Member] | Criticized [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	$ 1,201	$ 1,520

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet68.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Loans and Allowance for Credit Losses, Loans by Delinquency Status, Commercial (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012	Dec. 31, 2008
Financing Receivable, Recorded Investment, Aging [Abstract]
90+ DPD and still accruing	$ 23,082	$ 23,245
Nonaccrual loans	19,526	20,486
Purchased Credit Impaired Loans	29,729	30,968	58,797
Loans	799,966	799,574
Total Commercial [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Nonaccrual loans	5,242	5,824
Purchased Credit Impaired Loans	3,502	3,977	18,704
Loans	361,714	361,198
Commercial and Industrial Loans [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Nonaccrual loans	1,193	1,422
Purchased Credit Impaired Loans	191	259	4,580
Loans	185,623	187,759
Commercial Real Estate Mortgage [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Nonaccrual loans	3,098	3,322
Purchased Credit Impaired Loans	1,839	1,970	5,803
Loans	106,119	106,340
Commercial Real Estate Construction [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Nonaccrual loans	870	1,003
Purchased Credit Impaired Loans	767	877	6,462
Loans	16,650	16,904
Lease Financing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Nonaccrual loans	25	27
Purchased Credit Impaired Loans	0	0
Loans	12,402	12,424
Foreign Loans [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Nonaccrual loans	56	50
Purchased Credit Impaired Loans	705	871	1,859
Loans	40,920	37,771
Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Commercial [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current-29 DPD and still accruing	351,464	349,973
30-89 DPD and still accruing	1,241	1,121
90+ DPD and still accruing	265	303
Nonaccrual loans	5,242	5,824
Loans, excluding Purchased Credit Impaired Loans	358,212	357,221
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial and Industrial Loans [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current-29 DPD and still accruing	183,759	185,614
30-89 DPD and still accruing	433	417
90+ DPD and still accruing	47	47
Nonaccrual loans	1,193	1,422
Loans, excluding Purchased Credit Impaired Loans	185,432	187,500
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Mortgage [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current-29 DPD and still accruing	100,399	100,317
30-89 DPD and still accruing	619	503
90+ DPD and still accruing	164	228
Nonaccrual loans	3,098	3,322
Loans, excluding Purchased Credit Impaired Loans	104,280	104,370
Loans Excluding Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Construction [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current-29 DPD and still accruing	14,827	14,861
30-89 DPD and still accruing	139	136
90+ DPD and still accruing	47	27
Nonaccrual loans	870	1,003
Loans, excluding Purchased Credit Impaired Loans	15,883	16,027
Loans Excluding Purchased Credit-Impaired Loans [Member] | Lease Financing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current-29 DPD and still accruing	12,339	12,344
30-89 DPD and still accruing	38	53
90+ DPD and still accruing	0	0
Nonaccrual loans	25	27
Loans, excluding Purchased Credit Impaired Loans	12,402	12,424
Loans Excluding Purchased Credit-Impaired Loans [Member] | Foreign Loans [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current-29 DPD and still accruing	40,140	36,837
30-89 DPD and still accruing	12	12
90+ DPD and still accruing	7	1
Nonaccrual loans	56	50
Loans, excluding Purchased Credit Impaired Loans	$ 40,215	$ 36,900

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet69.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Loans and Allowance for Credit Losses, Loans by Delinquency Status, Consumer (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012	Dec. 31, 2008
Financing Receivable, Recorded Investment, Aging [Abstract]
Purchased Credit Impaired Loans (carrying value)	$ 29,729	$ 30,968	$ 58,797
Loans	799,966	799,574
Total Consumer [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Purchased Credit Impaired Loans (carrying value)	26,227	26,991	40,093
Loans	438,252	438,376
Real estate 1-4 family first mortgage [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Purchased Credit Impaired Loans (carrying value)	26,086	26,839	39,214
Loans	252,307	249,900
Real estate 1-4 family junior lien mortgage [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Purchased Credit Impaired Loans (carrying value)	141	152	728
Loans	72,543	75,465
Credit Card [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Purchased Credit Impaired Loans (carrying value)	0	0
Loans	24,120	24,640
Automobile [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Purchased Credit Impaired Loans (carrying value)	0	0	151
Loans	47,259	45,998
Other revolving credit and installment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Purchased Credit Impaired Loans (carrying value)	0	0
Loans	42,023	42,373
Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Consumer [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current-29 DPD	353,966	351,621
30-59 DPD	4,449	5,049
60-89 DPD	1,948	2,282
90-119 DPD and still accruing	1,130	1,370
120-179 DPD and still accruing	1,482	1,719
180+ DPD and still accruing	6,779	7,179
Government insured/guaranteed loans	42,271	42,165
Loans, excluding Purchased Credit Impaired Loans	412,025	411,385
Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family first mortgage [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current-29 DPD	183,532	179,870
30-59 DPD	3,071	3,295
60-89 DPD	1,340	1,528
90-119 DPD and still accruing	700	853
120-179 DPD and still accruing	960	1,141
180+ DPD and still accruing	6,251	6,655
Government insured/guaranteed loans	30,367	29,719
Loans, excluding Purchased Credit Impaired Loans	226,221	223,061
Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family junior lien mortgage [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current-29 DPD	70,561	73,256
30-59 DPD	521	577
60-89 DPD	284	339
90-119 DPD and still accruing	215	265
120-179 DPD and still accruing	300	358
180+ DPD and still accruing	521	518
Government insured/guaranteed loans	0	0
Loans, excluding Purchased Credit Impaired Loans	72,402	75,313
Loans Excluding Purchased Credit-Impaired Loans [Member] | Credit Card [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current-29 DPD	23,527	23,976
30-59 DPD	163	211
60-89 DPD	124	143
90-119 DPD and still accruing	111	122
120-179 DPD and still accruing	193	187
180+ DPD and still accruing	2	1
Government insured/guaranteed loans	0	0
Loans, excluding Purchased Credit Impaired Loans	24,120	24,640
Loans Excluding Purchased Credit-Impaired Loans [Member] | Automobile [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current-29 DPD	46,580	44,973
30-59 DPD	532	798
60-89 DPD	103	164
90-119 DPD and still accruing	39	57
120-179 DPD and still accruing	5	5
180+ DPD and still accruing	0	1
Government insured/guaranteed loans	0	0
Loans, excluding Purchased Credit Impaired Loans	47,259	45,998
Loans Excluding Purchased Credit-Impaired Loans [Member] | Other revolving credit and installment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current-29 DPD	29,766	29,546
30-59 DPD	162	168
60-89 DPD	97	108
90-119 DPD and still accruing	65	73
120-179 DPD and still accruing	24	28
180+ DPD and still accruing	5	4
Government insured/guaranteed loans	11,904	12,446
Loans, excluding Purchased Credit Impaired Loans	$ 42,023	$ 42,373

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet70.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Loans and Allowance for Credit Losses, Loans by FICO Score, Consumer (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012	Dec. 31, 2008
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Purchased Credit Impaired Loans (carrying value)	$ 29,729	$ 30,968	$ 58,797
Loans	799,966	799,574
Total Consumer [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Purchased Credit Impaired Loans (carrying value)	26,227	26,991	40,093
Loans	438,252	438,376
Real estate 1-4 family first mortgage [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Purchased Credit Impaired Loans (carrying value)	26,086	26,839	39,214
Loans	252,307	249,900
Real estate 1-4 family junior lien mortgage [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Purchased Credit Impaired Loans (carrying value)	141	152	728
Loans	72,543	75,465
Credit Card [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Purchased Credit Impaired Loans (carrying value)	0	0
Loans	24,120	24,640
Automobile [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Purchased Credit Impaired Loans (carrying value)	0	0	151
Loans	47,259	45,998
Other revolving credit and installment [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Purchased Credit Impaired Loans (carrying value)	0	0
Loans	42,023	42,373
Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Consumer [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Less than 600	35,356	35,189
600-639	22,288	22,232
640-679	36,423	36,263
680-719	52,455	52,716
720-759	62,684	63,337
760-799	103,112	102,300
Greater than 800	44,456	43,148
No FICO available	7,908	8,632
FICO not required	5,072	5,403
Government insured/guaranteed loans	42,271	42,165
Loans, excluding Purchased Credit Impaired Loans	412,025	411,385
Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family first mortgage [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Less than 600	17,358	17,662
600-639	10,055	10,208
640-679	15,852	15,764
680-719	24,669	24,725
720-759	31,648	31,502
760-799	65,842	63,946
Greater than 800	27,530	26,044
No FICO available	2,900	3,491
FICO not required	0	0
Government insured/guaranteed loans	30,367	29,719
Loans, excluding Purchased Credit Impaired Loans	226,221	223,061
Loans Excluding Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family junior lien mortgage [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Less than 600	5,935	6,122
600-639	3,576	3,660
640-679	6,419	6,574
680-719	11,012	11,361
720-759	15,218	15,992
760-799	20,773	21,874
Greater than 800	8,323	8,526
No FICO available	1,146	1,204
FICO not required	0	0
Government insured/guaranteed loans	0	0
Loans, excluding Purchased Credit Impaired Loans	72,402	75,313
Loans Excluding Purchased Credit-Impaired Loans [Member] | Credit Card [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Less than 600	2,400	2,314
600-639	1,965	1,961
640-679	3,693	3,772
680-719	4,846	4,990
720-759	4,898	5,114
760-799	3,843	4,109
Greater than 800	1,998	2,223
No FICO available	477	157
FICO not required	0	0
Government insured/guaranteed loans	0	0
Loans, excluding Purchased Credit Impaired Loans	24,120	24,640
Loans Excluding Purchased Credit-Impaired Loans [Member] | Automobile [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Less than 600	8,506	7,928
600-639	5,716	5,451
640-679	8,410	8,142
680-719	8,141	7,949
720-759	5,934	5,787
760-799	5,568	5,400
Greater than 800	4,648	4,443
No FICO available	336	898
FICO not required	0	0
Government insured/guaranteed loans	0	0
Loans, excluding Purchased Credit Impaired Loans	47,259	45,998
Loans Excluding Purchased Credit-Impaired Loans [Member] | Other revolving credit and installment [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Less than 600	1,157	1,163
600-639	976	952
640-679	2,049	2,011
680-719	3,787	3,691
720-759	4,986	4,942
760-799	7,086	6,971
Greater than 800	1,957	1,912
No FICO available	3,049	2,882
FICO not required	5,072	5,403
Government insured/guaranteed loans	11,904	12,446
Loans, excluding Purchased Credit Impaired Loans	$ 42,023	$ 42,373

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet71.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Loans and Allowance for Credit Losses, Loans by Loan to Value Ratio, Consumer (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012	Dec. 31, 2008
Loans by Loan to Value, Excluding Purchased Credit Impaired Loans [Abstract]
Purchased Credit Impaired Loans (carrying value)	$ 29,729	$ 30,968	$ 58,797
Loans	799,966	799,574
Residential Mortgage [Member]
Loans by Loan to Value, Excluding Purchased Credit Impaired Loans [Abstract]
Purchased Credit Impaired Loans (carrying value)	26,227	26,991
Loans	324,850	325,365
Residential Mortgage [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value, Excluding Purchased Credit Impaired Loans [Abstract]
0-60%	70,185	68,417
60.01-80%	85,209	84,927
80.01-100%	53,870	52,868
100.01-120%	29,885	30,580
Greater than 120%	25,943	28,139
No LTV/CLTV Available	3,164	3,724
Government insured/guaranteed loans	30,367	29,719
Loans, excluding Purchased Credit Impaired Loans	298,623	298,374
Real estate 1-4 family first mortgage [Member]
Loans by Loan to Value, Excluding Purchased Credit Impaired Loans [Abstract]
Purchased Credit Impaired Loans (carrying value)	26,086	26,839	39,214
Loans	252,307	249,900
Real estate 1-4 family first mortgage [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value, Excluding Purchased Credit Impaired Loans [Abstract]
0-60%	58,559	56,247
60.01-80%	70,413	69,759
80.01-100%	36,406	34,830
100.01-120%	16,626	17,004
Greater than 120%	12,268	13,529
No LTV/CLTV Available	1,582	1,973
Government insured/guaranteed loans	30,367	29,719
Loans, excluding Purchased Credit Impaired Loans	226,221	223,061
Real estate 1-4 family junior lien mortgage [Member]
Loans by Loan to Value, Excluding Purchased Credit Impaired Loans [Abstract]
Purchased Credit Impaired Loans (carrying value)	141	152	728
Loans	72,543	75,465
Real estate 1-4 family junior lien mortgage [Member] | Loans Excluding Purchased Credit-Impaired Loans [Member]
Loans by Loan to Value, Excluding Purchased Credit Impaired Loans [Abstract]
0-60%	11,626	12,170
60.01-80%	14,796	15,168
80.01-100%	17,464	18,038
100.01-120%	13,259	13,576
Greater than 120%	13,675	14,610
No LTV/CLTV Available	1,582	1,751
Government insured/guaranteed loans	0	0
Loans, excluding Purchased Credit Impaired Loans	$ 72,402	$ 75,313

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet72.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Loans and Allowance for Credit Losses, Nonaccrual (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012
Nonaccrual Loans [Abstract]
Financing Receivable, Recorded Investment, nonaccrual status	$ 19,526	$ 20,486
Total Commercial [Member]
Nonaccrual Loans [Abstract]
Financing Receivable, Recorded Investment, nonaccrual status	5,242	5,824
Commercial and Industrial Loans [Member]
Nonaccrual Loans [Abstract]
Financing Receivable, Recorded Investment, nonaccrual status	1,193	1,422
Commercial Real Estate Mortgage [Member]
Nonaccrual Loans [Abstract]
Financing Receivable, Recorded Investment, nonaccrual status	3,098	3,322
Commercial Real Estate Construction [Member]
Nonaccrual Loans [Abstract]
Financing Receivable, Recorded Investment, nonaccrual status	870	1,003
Lease Financing [Member]
Nonaccrual Loans [Abstract]
Financing Receivable, Recorded Investment, nonaccrual status	25	27
Foreign Loans [Member]
Nonaccrual Loans [Abstract]
Financing Receivable, Recorded Investment, nonaccrual status	56	50
Total Consumer [Member]
Nonaccrual Loans [Abstract]
Financing Receivable, Recorded Investment, nonaccrual status	14,284	14,662
Real estate 1-4 family first mortgage [Member]
Nonaccrual Loans [Abstract]
Financing Receivable, Recorded Investment, nonaccrual status	11,320	11,455
Real estate 1-4 family junior lien mortgage [Member]
Nonaccrual Loans [Abstract]
Financing Receivable, Recorded Investment, nonaccrual status	2,712	2,922
Automobile [Member]
Nonaccrual Loans [Abstract]
Financing Receivable, Recorded Investment, nonaccrual status	220	245
Other revolving credit and installment [Member]
Nonaccrual Loans [Abstract]
Financing Receivable, Recorded Investment, nonaccrual status	$ 32	$ 40

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet73.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Loans and Allowance for Credit Losses, 90 Days or More Past Due and Still Accruing (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012
90 days or More Past Due and Still Accruing Loans [Abstract]
90 days or more past due and still accruing	$ 23,082	$ 23,245
FHA Insured/VA Guaranteed [Member]
90 days or More Past Due and Still Accruing Loans [Abstract]
90 days or more past due and still accruing	20,745	20,745
Student Loans under FFELP [Member]
90 days or More Past Due and Still Accruing Loans [Abstract]
90 days or more past due and still accruing	977	1,065
Total Consumer [Member]
90 days or More Past Due and Still Accruing Loans [Abstract]
90 days or more past due and still accruing	1,100	1,100
Total, not government insured/guaranteed [Member]
90 days or More Past Due and Still Accruing Loans [Abstract]
90 days or more past due and still accruing	1,360	1,435
Total, not government insured/guaranteed [Member] | Total Commercial [Member]
90 days or More Past Due and Still Accruing Loans [Abstract]
90 days or more past due and still accruing	265	303
Total, not government insured/guaranteed [Member] | Commercial and Industrial Loans [Member]
90 days or More Past Due and Still Accruing Loans [Abstract]
90 days or more past due and still accruing	47	47
Total, not government insured/guaranteed [Member] | Commercial Real Estate Mortgage [Member]
90 days or More Past Due and Still Accruing Loans [Abstract]
90 days or more past due and still accruing	164	228
Total, not government insured/guaranteed [Member] | Commercial Real Estate Construction [Member]
90 days or More Past Due and Still Accruing Loans [Abstract]
90 days or more past due and still accruing	47	27
Total, not government insured/guaranteed [Member] | Foreign Loans [Member]
90 days or More Past Due and Still Accruing Loans [Abstract]
90 days or more past due and still accruing	7	1
Total, not government insured/guaranteed [Member] | Total Consumer [Member]
90 days or More Past Due and Still Accruing Loans [Abstract]
90 days or more past due and still accruing	1,095	1,132
Total, not government insured/guaranteed [Member] | Real estate 1-4 family first mortgage [Member]
90 days or More Past Due and Still Accruing Loans [Abstract]
90 days or more past due and still accruing	563	564
Total, not government insured/guaranteed [Member] | Real estate 1-4 family junior lien mortgage [Member]
90 days or More Past Due and Still Accruing Loans [Abstract]
90 days or more past due and still accruing	112	133
Total, not government insured/guaranteed [Member] | Credit Card [Member]
90 days or More Past Due and Still Accruing Loans [Abstract]
90 days or more past due and still accruing	306	310
Total, not government insured/guaranteed [Member] | Automobile [Member]
90 days or More Past Due and Still Accruing Loans [Abstract]
90 days or more past due and still accruing	33	40
Total, not government insured/guaranteed [Member] | Other revolving credit and installment [Member]
90 days or More Past Due and Still Accruing Loans [Abstract]
90 days or more past due and still accruing	$ 81	$ 85

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet74.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Loans and Allowance for Credit Losses, Impaired Loans (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012
Impaired Loans [Abstract]
Unpaid principal balance	$ 36,598	$ 36,255
Impaired loans, Recorded Investment	30,387	30,012
Impaired Financing Receivable, with Related Allowance, Recorded Investment	25,147	26,215
Related allowance for credit losses	5,763	5,884
Total Commercial [Member]
Impaired Loans [Abstract]
Unpaid principal balance	10,273	11,235
Impaired loans, Recorded Investment	7,447	8,186
Impaired Financing Receivable, with Related Allowance, Recorded Investment	7,204	8,050
Related allowance for credit losses	1,533	1,674
Commercial and Industrial Loans [Member]
Impaired Loans [Abstract]
Unpaid principal balance	2,851	3,331
Impaired loans, Recorded Investment	1,821	2,086
Impaired Financing Receivable, with Related Allowance, Recorded Investment	1,732	2,086
Related allowance for credit losses	305	353
Commercial Real Estate Mortgage [Member]
Impaired Loans [Abstract]
Unpaid principal balance	5,567	5,766
Impaired loans, Recorded Investment	4,371	4,673
Impaired Financing Receivable, with Related Allowance, Recorded Investment	4,249	4,537
Related allowance for credit losses	984	1,025
Commercial Real Estate Construction [Member]
Impaired Loans [Abstract]
Unpaid principal balance	1,701	1,975
Impaired loans, Recorded Investment	1,181	1,345
Impaired Financing Receivable, with Related Allowance, Recorded Investment	1,166	1,345
Related allowance for credit losses	228	276
Lease Financing [Member]
Impaired Loans [Abstract]
Unpaid principal balance	50	54
Impaired loans, Recorded Investment	35	39
Impaired Financing Receivable, with Related Allowance, Recorded Investment	35	39
Related allowance for credit losses	10	11
Foreign Loans [Member]
Impaired Loans [Abstract]
Unpaid principal balance	104	109
Impaired loans, Recorded Investment	39	43
Impaired Financing Receivable, with Related Allowance, Recorded Investment	22	43
Related allowance for credit losses	6	9
Total Consumer [Member]
Impaired Loans [Abstract]
Unpaid principal balance	26,325	25,020
Impaired loans, Recorded Investment	22,940	21,826
Impaired Financing Receivable, with Related Allowance, Recorded Investment	17,943	18,165
Related allowance for credit losses	4,230	4,210
Real estate 1-4 family first mortgage [Member]
Impaired Loans [Abstract]
Unpaid principal balance	22,547	21,293
Impaired loans, Recorded Investment	19,610	18,472
Impaired Financing Receivable, with Related Allowance, Recorded Investment	15,116	15,224
Related allowance for credit losses	3,063	3,074
Real estate 1-4 family junior lien mortgage [Member]
Impaired Loans [Abstract]
Unpaid principal balance	2,911	2,855
Impaired loans, Recorded Investment	2,523	2,483
Impaired Financing Receivable, with Related Allowance, Recorded Investment	2,143	2,070
Related allowance for credit losses	942	859
Credit Card [Member]
Impaired Loans [Abstract]
Unpaid principal balance	502	531
Impaired loans, Recorded Investment	501	531
Impaired Financing Receivable, with Related Allowance, Recorded Investment	501	531
Related allowance for credit losses	203	244
Automobile [Member]
Impaired Loans [Abstract]
Unpaid principal balance	331	314
Impaired loans, Recorded Investment	279	314
Impaired Financing Receivable, with Related Allowance, Recorded Investment	162	314
Related allowance for credit losses	21	27
Other revolving credit and installment [Member]
Impaired Loans [Abstract]
Unpaid principal balance	34	27
Impaired loans, Recorded Investment	27	26
Impaired Financing Receivable, with Related Allowance, Recorded Investment	21	26
Related allowance for credit losses	$ 1	$ 6

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet75.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Loans and Allowance for Credit Losses, Impaired Loans, Average Recorded Investment and Interest Income (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	$ 29,971	$ 27,794
Recognized interest income	382	309
Interest Income On Impaired Loans [Abstract]
Interest income, cash basis of accounting	123	49
Interest income, other	259	260
Total Commercial [Member]
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	7,704	10,313
Recognized interest income	70	66
Commercial and Industrial Loans [Member]
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	1,943	2,888
Recognized interest income	26	39
Commercial Real Estate Mortgage [Member]
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	4,421	5,135
Recognized interest income	32	17
Commercial Real Estate Construction [Member]
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	1,271	2,197
Recognized interest income	12	10
Lease Financing [Member]
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	37	63
Recognized interest income	0	0
Foreign Loans [Member]
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	32	30
Recognized interest income	0	0
Total Consumer [Member]
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	22,267	17,481
Recognized interest income	312	243
Real estate 1-4 family first mortgage [Member]
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	18,944	14,501
Recognized interest income	251	189
Real estate 1-4 family junior lien mortgage [Member]
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	2,482	2,054
Recognized interest income	35	22
Credit Card [Member]
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	517	594
Recognized interest income	15	14
Automobile [Member]
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	298	309
Recognized interest income	10	18
Other revolving credit and installment [Member]
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	26	23
Recognized interest income	$ 1	$ 0

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet76.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Loans and Allowance for Credit Losses, Troubled Debt Restructurings Modifications by Type (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012
Primary Modification Type [Abstract]
Principal	$ 411	$ 332
Interest rate reduction	623	522
Other interest rate concessions	2,466	1,829
Total	3,500	2,683
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	130	85
Weighted average interest rate reduction	3.29%	3.76%
Recorded investment related to interest rate reduction	891	783
Total Commercial [Member]
Primary Modification Type [Abstract]
Principal	39	5
Interest rate reduction	142	62
Other interest rate concessions	858	996
Total	1,039	1,063
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	10	11
Weighted average interest rate reduction	4.54%	1.79%
Recorded investment related to interest rate reduction	142	63
Commercial and Industrial Loans [Member]
Primary Modification Type [Abstract]
Principal	0	1
Interest rate reduction	67	8
Other interest rate concessions	327	401
Total	394	410
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	1	3
Weighted average interest rate reduction	7.60%	1.28%
Recorded investment related to interest rate reduction	67	9
Commercial Real Estate Mortgage [Member]
Primary Modification Type [Abstract]
Principal	24	4
Interest rate reduction	75	52
Other interest rate concessions	422	485
Total	521	541
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	5	0
Weighted average interest rate reduction	1.82%	1.90%
Recorded investment related to interest rate reduction	75	53
Commercial Real Estate Construction [Member]
Primary Modification Type [Abstract]
Principal	0	0
Interest rate reduction	0	2
Other interest rate concessions	109	107
Total	109	109
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	4	8
Weighted average interest rate reduction	0.00%	1.06%
Recorded investment related to interest rate reduction	0	1
Lease Financing [Member]
Primary Modification Type [Abstract]
Principal	0	0
Interest rate reduction	0	0
Other interest rate concessions	0	1
Total	0	1
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	0	0
Weighted average interest rate reduction	0.00%	0.00%
Recorded investment related to interest rate reduction	0	0
Foreign Loans [Member]
Primary Modification Type [Abstract]
Principal	15	0
Interest rate reduction	0	0
Other interest rate concessions	0	2
Total	15	2
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	0	0
Weighted average interest rate reduction	0.00%	0.00%
Recorded investment related to interest rate reduction	0	0
Total Consumer [Member]
Primary Modification Type [Abstract]
Principal	372	327
Interest rate reduction	481	460
Other interest rate concessions	1,608	833
Total	2,461	1,620
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	120	74
Weighted average interest rate reduction	3.06%	3.93%
Recorded investment related to interest rate reduction	749	720
Real estate 1-4 family first mortgage [Member]
Primary Modification Type [Abstract]
Principal	344	306
Interest rate reduction	379	297
Other interest rate concessions	1,381	199
Total	2,104	802
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	97	59
Weighted average interest rate reduction	2.43%	2.83%
Recorded investment related to interest rate reduction	623	540
Real estate 1-4 family junior lien mortgage [Member]
Primary Modification Type [Abstract]
Principal	27	19
Interest rate reduction	48	70
Other interest rate concessions	168	34
Total	243	123
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	15	9
Weighted average interest rate reduction	3.24%	4.02%
Recorded investment related to interest rate reduction	72	86
Credit Card [Member]
Primary Modification Type [Abstract]
Principal	0	0
Interest rate reduction	46	74
Other interest rate concessions	0	0
Total	46	74
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	0	0
Weighted average interest rate reduction	10.73%	10.88%
Recorded investment related to interest rate reduction	46	74
Automobile [Member]
Primary Modification Type [Abstract]
Principal	1	2
Interest rate reduction	6	19
Other interest rate concessions	24	22
Total	31	43
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	8	6
Weighted average interest rate reduction	6.39%	7.51%
Recorded investment related to interest rate reduction	6	20
Other revolving credit and installment [Member]
Primary Modification Type [Abstract]
Principal	0	0
Interest rate reduction	2	0
Other interest rate concessions	3	1
Total	5	1
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	0	0
Weighted average interest rate reduction	3.89%	0.00%
Recorded investment related to interest rate reduction	2	0
Trial modifications [Member]
Primary Modification Type [Abstract]
Principal	0	0
Interest rate reduction	0	0
Other interest rate concessions	32	577
Total	32	577
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	0	0
Weighted average interest rate reduction	0.00%	0.00%
Recorded investment related to interest rate reduction	$ 0	$ 0

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet77.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Loans and Allowance for Credit Losses, Troubled Debt Restructurings, Current Defaults (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2013	Mar. 31, 2012
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	$ 223	$ 717
Total Commercial [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	110	517
Commercial and Industrial Loans [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	21	110
Commercial Real Estate Mortgage [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	61	252
Commercial Real Estate Construction [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	28	155
Total Consumer [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	113	200
Real estate 1-4 family first mortgage [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	83	147
Real estate 1-4 family junior lien mortgage [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	10	20
Credit Card [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	16	27
Automobile [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	$ 4	$ 6

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet78.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Loans and Allowance for Credit Losses, PCI Loans Outstanding (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012	Dec. 31, 2008
PCI loans [Abstract]
Purchased Credit Impaired Loans (carrying value)	$ 29,729	$ 30,968	$ 58,797
Total PCI loans (unpaid principal balance)	42,971	45,174	98,182
Total Commercial [Member]
PCI loans [Abstract]
Purchased Credit Impaired Loans (carrying value)	3,502	3,977	18,704
Commercial and Industrial Loans [Member]
PCI loans [Abstract]
Purchased Credit Impaired Loans (carrying value)	191	259	4,580
Commercial Real Estate Mortgage [Member]
PCI loans [Abstract]
Purchased Credit Impaired Loans (carrying value)	1,839	1,970	5,803
Commercial Real Estate Construction [Member]
PCI loans [Abstract]
Purchased Credit Impaired Loans (carrying value)	767	877	6,462
Foreign Loans [Member]
PCI loans [Abstract]
Purchased Credit Impaired Loans (carrying value)	705	871	1,859
Total Consumer [Member]
PCI loans [Abstract]
Purchased Credit Impaired Loans (carrying value)	26,227	26,991	40,093
Real estate 1-4 family first mortgage [Member]
PCI loans [Abstract]
Purchased Credit Impaired Loans (carrying value)	26,086	26,839	39,214
Real estate 1-4 family junior lien mortgage [Member]
PCI loans [Abstract]
Purchased Credit Impaired Loans (carrying value)	141	152	728
Automobile [Member]
PCI loans [Abstract]
Purchased Credit Impaired Loans (carrying value)	$ 0	$ 0	$ 151

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet79.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Loans and Allowance for Credit Losses, PCI, Accretable Yield (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	48 Months Ended
Mar. 31, 2013	Dec. 31, 2012
Change in accretable yield related to PCI loans [Abstract]
Total, beginning of period	$ 18,548	$ 10,447
Addition of accretable yield due to acquisitions	0	131
Accretion into interest income	(447)	(9,351)
Accretion into noninterest income due to sales	(151)	(242)
Reclassification from nonaccretable difference for loans with improving credit-related cash flows	31	5,354
Changes in expected cash flows that do not affect nonaccretable difference	(16)	12,209
Total, end of period	$ 17,965	$ 18,548

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet80.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Loans and Allowance for Credit Losses, PCI, Allowance for Credit Losses (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	48 Months Ended
Mar. 31, 2013	Dec. 31, 2012
Changes in allowance for PCI loan losses [Abstract]
Balance, beginning of period	$ 117	$ 0
Provision for losses due to credit deterioration	(32)	1,816
Charge-offs	(5)	(1,699)
Balance, end of period	80	117
Commercial Portfolio Segment [Member]
Changes in allowance for PCI loan losses [Abstract]
Balance, beginning of period	88	0
Provision for losses due to credit deterioration	(32)	1,693
Charge-offs	(3)	(1,605)
Balance, end of period	53	88
Pick-a-pay [Member]
Changes in allowance for PCI loan losses [Abstract]
Balance, beginning of period	0	0
Provision for losses due to credit deterioration	0	0
Charge-offs	0	0
Balance, end of period	0	0
Other Consumer [Member]
Changes in allowance for PCI loan losses [Abstract]
Balance, beginning of period	29	0
Provision for losses due to credit deterioration	0	123
Charge-offs	(2)	(94)
Balance, end of period	$ 27	$ 29

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet81.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Loans and Allowance for Credit Losses, PCI, by Credit Quality Indicator (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012	Dec. 31, 2008
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	$ 29,729	$ 30,968	$ 58,797
Total Commercial [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	3,502	3,977	18,704
Commercial and Industrial Loans [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	191	259	4,580
Commercial Real Estate Mortgage [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	1,839	1,970	5,803
Commercial Real Estate Construction [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	767	877	6,462
Foreign Loans [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	705	871	1,859
Purchased Credit-Impaired Loans [Member] | Total Commercial [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	3,502	3,977
Purchased Credit-Impaired Loans [Member] | Commercial and Industrial Loans [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	191	259
Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Mortgage [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	1,839	1,970
Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Construction [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	767	877
Purchased Credit-Impaired Loans [Member] | Foreign Loans [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	705	871
Pass [Member] | Purchased Credit-Impaired Loans [Member] | Total Commercial [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	667	898
Pass [Member] | Purchased Credit-Impaired Loans [Member] | Commercial and Industrial Loans [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	96	95
Pass [Member] | Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Mortgage [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	341	341
Pass [Member] | Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Construction [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	222	207
Pass [Member] | Purchased Credit-Impaired Loans [Member] | Foreign Loans [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	8	255
Criticized [Member] | Purchased Credit-Impaired Loans [Member] | Total Commercial [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	2,835	3,079
Criticized [Member] | Purchased Credit-Impaired Loans [Member] | Commercial and Industrial Loans [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	95	164
Criticized [Member] | Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Mortgage [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	1,498	1,629
Criticized [Member] | Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Construction [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	545	670
Criticized [Member] | Purchased Credit-Impaired Loans [Member] | Foreign Loans [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	$ 697	$ 616

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet82.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Loans and Allowance for Credit Losses, PCI, by Delinquency Status, Commercial (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012	Dec. 31, 2008
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
90+ DPD and still accruing	$ 23,082	$ 23,245
Purchased Credit Impaired Loans	29,729	30,968	58,797
Purchased Credit-Impaired Loans [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
90+ DPD and still accruing	5,800	6,000
Total Commercial [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
Purchased Credit Impaired Loans	3,502	3,977	18,704
Total Commercial [Member] | Purchased Credit-Impaired Loans [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
Current-29 DPD and still accruing	3,031	3,442
30-89 DPD and still accruing	87	78
90+ DPD and still accruing	384	457
Purchased Credit Impaired Loans	3,502	3,977
Commercial and Industrial Loans [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
Purchased Credit Impaired Loans	191	259	4,580
Commercial and Industrial Loans [Member] | Purchased Credit-Impaired Loans [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
Current-29 DPD and still accruing	187	235
30-89 DPD and still accruing	2	1
90+ DPD and still accruing	2	23
Purchased Credit Impaired Loans	191	259
Commercial Real Estate Mortgage [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
Purchased Credit Impaired Loans	1,839	1,970	5,803
Commercial Real Estate Mortgage [Member] | Purchased Credit-Impaired Loans [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
Current-29 DPD and still accruing	1,703	1,804
30-89 DPD and still accruing	57	26
90+ DPD and still accruing	79	140
Purchased Credit Impaired Loans	1,839	1,970
Commercial Real Estate Construction [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
Purchased Credit Impaired Loans	767	877	6,462
Commercial Real Estate Construction [Member] | Purchased Credit-Impaired Loans [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
Current-29 DPD and still accruing	608	699
30-89 DPD and still accruing	28	51
90+ DPD and still accruing	131	127
Purchased Credit Impaired Loans	767	877
Foreign Loans [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
Purchased Credit Impaired Loans	705	871	1,859
Foreign Loans [Member] | Purchased Credit-Impaired Loans [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
Current-29 DPD and still accruing	533	704
30-89 DPD and still accruing	0	0
90+ DPD and still accruing	172	167
Purchased Credit Impaired Loans	$ 705	$ 871

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet83.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Loans and Allowance for Credit Losses, PCI, by Delinquency Status, Consumer (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012	Dec. 31, 2008
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Purchased Credit Impaired Loans (carrying value)	$ 29,729	$ 30,968	$ 58,797
Residential Mortgage [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Purchased Credit Impaired Loans (carrying value)	26,227	26,991
Residential Mortgage [Member] | Purchased Credit-Impaired Loans [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Current-29 DPD and still accruing	21,796	22,502
30-59 DPD and still accruing	2,350	2,598
60-89 DPD and still accruing	1,248	1,368
90-119 DPD and still accruing	558	656
120-179 DPD and still accruing	713	811
180+ DPD and still accruing	5,354	5,472
Total consumer PCI loans (adjusted unpaid principal balance)	32,019	33,407
Purchased Credit Impaired Loans (carrying value)	26,227	26,991
Real estate 1-4 family first mortgage [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Purchased Credit Impaired Loans (carrying value)	26,086	26,839	39,214
Real estate 1-4 family first mortgage [Member] | Purchased Credit-Impaired Loans [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Current-29 DPD and still accruing	21,608	22,304
30-59 DPD and still accruing	2,341	2,587
60-89 DPD and still accruing	1,243	1,361
90-119 DPD and still accruing	555	650
120-179 DPD and still accruing	706	804
180+ DPD and still accruing	5,245	5,356
Total consumer PCI loans (adjusted unpaid principal balance)	31,698	33,062
Purchased Credit Impaired Loans (carrying value)	26,086	26,839
Real estate 1-4 family junior lien mortgage [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Purchased Credit Impaired Loans (carrying value)	141	152	728
Real estate 1-4 family junior lien mortgage [Member] | Purchased Credit-Impaired Loans [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Current-29 DPD and still accruing	188	198
30-59 DPD and still accruing	9	11
60-89 DPD and still accruing	5	7
90-119 DPD and still accruing	3	6
120-179 DPD and still accruing	7	7
180+ DPD and still accruing	109	116
Total consumer PCI loans (adjusted unpaid principal balance)	321	345
Purchased Credit Impaired Loans (carrying value)	$ 141	$ 152

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet84.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Loans and Allowance for Credit Losses, PCI, by FICO Score, Consumer (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012	Dec. 31, 2008
Purchased Credit Impaired Loans by FICO [Abstract]
Purchased Credit Impaired Loans (carrying value)	$ 29,729	$ 30,968	$ 58,797
Residential Mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Purchased Credit Impaired Loans (carrying value)	26,227	26,991
Residential Mortgage [Member] | Purchased Credit-Impaired Loans [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Less than 600	12,772	13,307
600-639	6,452	6,741
640-679	6,427	6,675
680-719	3,478	3,674
720-759	1,685	1,768
760-799	845	880
Greater than 800	193	203
No FICO available	167	159
Total consumer PCI loans (adjusted unpaid principal balance)	32,019	33,407
Purchased Credit Impaired Loans (carrying value)	26,227	26,991
Real estate 1-4 family first mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Purchased Credit Impaired Loans (carrying value)	26,086	26,839	39,214
Real estate 1-4 family first mortgage [Member] | Purchased Credit-Impaired Loans [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Less than 600	12,638	13,163
600-639	6,388	6,673
640-679	6,358	6,602
680-719	3,443	3,635
720-759	1,675	1,757
760-799	840	874
Greater than 800	192	202
No FICO available	164	156
Total consumer PCI loans (adjusted unpaid principal balance)	31,698	33,062
Purchased Credit Impaired Loans (carrying value)	26,086	26,839
Real estate 1-4 family junior lien mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Purchased Credit Impaired Loans (carrying value)	141	152	728
Real estate 1-4 family junior lien mortgage [Member] | Purchased Credit-Impaired Loans [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Less than 600	134	144
600-639	64	68
640-679	69	73
680-719	35	39
720-759	10	11
760-799	5	6
Greater than 800	1	1
No FICO available	3	3
Total consumer PCI loans (adjusted unpaid principal balance)	321	345
Purchased Credit Impaired Loans (carrying value)	$ 141	$ 152

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet85.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Loans and Allowance for Credit Losses, PCI, by Loan to Value Ratio, Consumer (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012	Dec. 31, 2008
Purchased Credit Impaired Loans by Loan to Value [Abstract]
Purchased Credit Impaired Loans (carrying value)	$ 29,729	$ 30,968	$ 58,797
Residential Mortgage [Member]
Purchased Credit Impaired Loans by Loan to Value [Abstract]
Purchased Credit Impaired Loans (carrying value)	26,227	26,991
Real estate 1-4 family first mortgage [Member]
Purchased Credit Impaired Loans by Loan to Value [Abstract]
Purchased Credit Impaired Loans (carrying value)	26,086	26,839	39,214
Real estate 1-4 family junior lien mortgage [Member]
Purchased Credit Impaired Loans by Loan to Value [Abstract]
Purchased Credit Impaired Loans (carrying value)	141	152	728
Purchased Credit-Impaired Loans [Member] | Residential Mortgage [Member]
Purchased Credit Impaired Loans by Loan to Value [Abstract]
0-60%	1,435	1,395
60.01-80%	4,514	4,149
80.01-100%	10,046	9,637
100.01-120%	7,707	8,177
Greater than 120%	8,270	10,027
No LTV/CLTV Available	47	22
Total consumer PCI loans (adjusted unpaid principal balance)	32,019	33,407
Purchased Credit Impaired Loans (carrying value)	26,227	26,991
Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family first mortgage [Member]
Purchased Credit Impaired Loans by Loan to Value [Abstract]
0-60%	1,414	1,374
60.01-80%	4,484	4,119
80.01-100%	9,987	9,576
100.01-120%	7,617	8,084
Greater than 120%	8,150	9,889
No LTV/CLTV Available	46	20
Total consumer PCI loans (adjusted unpaid principal balance)	31,698	33,062
Purchased Credit Impaired Loans (carrying value)	26,086	26,839
Purchased Credit-Impaired Loans [Member] | Real estate 1-4 family junior lien mortgage [Member]
Purchased Credit Impaired Loans by Loan to Value [Abstract]
0-60%	21	21
60.01-80%	30	30
80.01-100%	59	61
100.01-120%	90	93
Greater than 120%	120	138
No LTV/CLTV Available	1	2
Total consumer PCI loans (adjusted unpaid principal balance)	321	345
Purchased Credit Impaired Loans (carrying value)	$ 141	$ 152

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet86.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Other Assets Textuals (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012
Other Assets Textual [Abstract]
Nonmarketable equity investments measured at fair value	$ 197	$ 0

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet87.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Other Assets (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012	Dec. 31, 2012
Components of other assets [Line Items]
Cost method investments	$ 6,649		$ 6,799
Equity method investments	11,530		10,923
Total nonmarketable equity investments	18,179		17,722
Corporate/bank-owned life insurance	18,721		18,649
Accounts receivable	24,091		25,828
Interest receivable	5,294		5,006
Customer relationship and other amortized intangibles	8,070		8,427
Operating lease assets	1,984		2,001
Due from customers on acceptances	275		282
Other	9,103		12,800
Other assets	87,886		93,578
Income Related to Nonmarketable Equity Investments [Abstract]
Net realized gains from private equity investments	45	131
All other	37	21
Total	82	152
Government Insured Or Guaranteed [Member]
Components of other assets [Line Items]
Foreclosed assets	969		1,509
Non Government Insured Or Guaranteed [Member]
Components of other assets [Line Items]
Foreclosed assets	2,381		2,514
Core deposit intangibles [Member]
Components of other assets [Line Items]
Customer relationship and other amortized intangibles	5,605		5,915
Customer Relationships And Other [Member]
Components of other assets [Line Items]
Customer relationship and other amortized intangibles	1,284		1,352
Federal Bank Stock [Member]
Components of other assets [Line Items]
Cost method investments	4,198		4,227
Private Equity Investments Cost Method [Member]
Components of other assets [Line Items]
Cost method investments	2,451		2,572
Low Income Housing Tax Credit Equity Method Investments [Member]
Components of other assets [Line Items]
Equity method investments	4,863		4,767
Private Equity and Other Investments [Member]
Components of other assets [Line Items]
Equity method investments	$ 6,667		$ 6,156

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet88.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Securitizations and Variable Interest Entities Textual (Details) (USD $)	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012	Dec. 31, 2012
Securitizations and Variable Interest Entities (Textual) [Abstract]
Short-term borrowings, Amount	$ 60,693,000,000		$ 57,175,000,000
Accrued expenses and other liabilities	75,622,000,000		76,668,000,000
Long-term Debt	126,191,000,000		127,379,000,000
% of underlying collateral rated as investment grade	77.00%		83.00%
Net Gains from Sale of Assets Securitizations	64,000,000	11,000,000
Amount of servicing asset at fair value	12,061,000,000		11,538,000,000
Amount of servicing asset at amortized cost	1,181,000,000		1,160,000,000
Total Loans	1,403,693,000,000		1,414,103,000,000
Delinquent loans	29,724,000,000		33,900,000,000
VIEs that we consolidate, recourse [Member]
Securitizations and Variable Interest Entities (Textual) [Abstract]
Short-term borrowings, Amount	2,100,000,000		2,100,000,000
Accrued expenses and other liabilities	729,000,000		767,000,000
Long-term Debt	29,000,000		29,000,000
FNMA, FHLMC and GNMA [Member]
Securitizations and Variable Interest Entities (Textual) [Abstract]
Total Loans	1,300,000,000,000		1,300,000,000,000
Delinquent loans	16,900,000,000		17,400,000,000
Residential Mortgage [Member]
Securitizations and Variable Interest Entities (Textual) [Abstract]
Amount transferred related to mortgages to unconsolidated VIE	100,700,000,000	139,400,000,000
Gain Loss on Transfer of Unconsolidated VIE Debt Investments	0	0
Commercial Mortgage [Member]
Securitizations and Variable Interest Entities (Textual) [Abstract]
Amount transferred related to mortgages to unconsolidated VIE	1,700,000,000	0
Gain Loss on Transfer of Unconsolidated VIE Debt Investments	62,000,000
Loans [Member]
Securitizations and Variable Interest Entities (Textual) [Abstract]
Assets pledged to collateralize the borrowings of variable interest entity	6,600,000,000		6,400,000,000
Available for sale Securities [Member]
Securitizations and Variable Interest Entities (Textual) [Abstract]
Assets pledged to collateralize the borrowings of variable interest entity	147,000,000		179,000,000
Cash and cash equivalents [Member]
Securitizations and Variable Interest Entities (Textual) [Abstract]
Assets pledged to collateralize the borrowings of variable interest entity	180,000,000		138,000,000
Level 3 [Member] | Residential Mortgage [Member]
Securitizations and Variable Interest Entities (Textual) [Abstract]
Amount of servicing asset at fair value	935,000,000	1,500,000,000
Amount of liability for repurchase reserves at fair value	59,000,000	62,000,000
Level 3 [Member] | Commercial Mortgage [Member]
Securitizations and Variable Interest Entities (Textual) [Abstract]
Amount of servicing asset at fair value	5,000,000
Equity Interests [Member]
Securitizations and Variable Interest Entities (Textual) [Abstract]
Total equity interest	5,900,000,000		5,800,000,000
Long-term debt [Member]
Securitizations and Variable Interest Entities (Textual) [Abstract]
Private placement debt financing	6,000,000,000		6,000,000,000
Commercial Mortgage Servicing [Member]
Securitizations and Variable Interest Entities (Textual) [Abstract]
Fair value of interests held	1,400,000,000		1,400,000,000
Decrease in fair value from 25% adverse change	143,000,000		139,000,000
Commercial Mortgage Servicing [Member] | Level 2 [Member] | Commercial Mortgage [Member]
Securitizations and Variable Interest Entities (Textual) [Abstract]
Securities available for sale	23,000,000
Trust Preferred Securities [Member]
Securitizations and Variable Interest Entities (Textual) [Abstract]
Trust Preferred Securities Notice Redeemed During Period, Value	2,800,000,000
Trust Preferred Securities [Member] | Preferred stock [Member]
Securitizations and Variable Interest Entities (Textual) [Abstract]
Carrying value - equity	2,500,000,000		2,500,000,000
Trust Preferred Securities [Member] | Junior Subordinated Debt [Member]
Securitizations and Variable Interest Entities (Textual) [Abstract]
Carrying value - asset (liability)	(2,100,000,000)		(4,900,000,000)
Other Investments [Member]
Securitizations and Variable Interest Entities (Textual) [Abstract]
Securities Available for sale Portfolio of ARS issued by VIEs	336,000,000		329,000,000
Legacy Wachovia [Member]
Securitizations and Variable Interest Entities (Textual) [Abstract]
Securities Available for sale Portfolio of ARS issued by VIEs	$ 358,000,000		$ 357,000,000

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet89.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Securitizations and Variable Interest Entities (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012	Mar. 31, 2012	Dec. 31, 2011
Variable Interest Entity Consolidated Carrying Amount Assets and Liabilities
Cash and due from banks	$ 16,217		$ 21,860		$ 17,000	$ 19,440
Trading assets	62,274		57,482
Securities available for sale	248,160		235,199
Mortgages held for sale	46,702		47,149
Loans	799,966		799,574
MSRs (carried at fair value)	12,061		11,538
Other assets	87,886		93,578
Total assets	1,436,634	[1]	1,422,968	[1]
Short-term borrowings, Amount	60,693		57,175
Accrued expenses and other liabilities	75,622		76,668
Long-term debt (includes $0 and $1 carried at fair value)	126,191		127,379
Total liabilities	1,273,239	[2]	1,264,057	[2]
Noncontrolling interests	1,309		1,357
VIEs that we do not consolidate [Member]
Variable Interest Entity Consolidated Carrying Amount Assets and Liabilities
Cash and due from banks	0		0
Trading assets	2,034		1,902
Securities available for sale	20,586		19,900
Mortgages held for sale	0		0
Loans	9,686		9,841
MSRs (carried at fair value)	11,688		11,114
Other assets	5,058		4,993
Total assets	49,052		47,750
Short-term borrowings, Amount	0		0
Accrued expenses and other liabilities	3,938		3,441
Long-term debt (includes $0 and $1 carried at fair value)	0		0
Total liabilities	3,938		3,441
Noncontrolling interests	0		0
Net assets	45,114		44,309
VIEs that we consolidate [Member]
Variable Interest Entity Consolidated Carrying Amount Assets and Liabilities
Cash and due from banks	156		260
Trading assets	135		114
Securities available for sale	2,600		2,772
Mortgages held for sale	257		469
Loans	9,660		10,553
MSRs (carried at fair value)	0		0
Other assets	434		457
Total assets	13,242		14,625
Short-term borrowings, Amount	2,067		2,059
Accrued expenses and other liabilities	834		901
Long-term debt (includes $0 and $1 carried at fair value)	2,973		3,483
Total liabilities	5,874		6,443
Noncontrolling interests	25		48
Net assets	7,343		8,134
Transfers Accounted For As Secured Borrowings [Member]
Variable Interest Entity Consolidated Carrying Amount Assets and Liabilities
Cash and due from banks	8		30
Trading assets	215		218
Securities available for sale	14,711		14,848
Mortgages held for sale	0		0
Loans	6,900		7,088
MSRs (carried at fair value)	0		0
Other assets	172		161
Total assets	22,006		22,345
Short-term borrowings, Amount	12,305		13,228
Accrued expenses and other liabilities	7		20
Long-term debt (includes $0 and $1 carried at fair value)	6,379		6,520
Total liabilities	18,691		19,768
Noncontrolling interests	0		0
Net assets	3,315		2,577
Total VIE [Member]
Variable Interest Entity Consolidated Carrying Amount Assets and Liabilities
Cash and due from banks	164		290
Trading assets	2,384		2,234
Securities available for sale	37,897		37,520
Mortgages held for sale	257		469
Loans	26,246		27,482
MSRs (carried at fair value)	11,688		11,114
Other assets	5,664		5,611
Total assets	84,300		84,720
Short-term borrowings, Amount	14,372		15,287
Accrued expenses and other liabilities	4,779		4,362
Long-term debt (includes $0 and $1 carried at fair value)	9,352		10,003
Total liabilities	28,503		29,652
Noncontrolling interests	25		48
Net assets	$ 55,772		$ 55,020
[1]	Our consolidated assets at March 31, 2013 and December 31, 2012, include the following assets of certain variable interest entities (VIEs) that can only be used to settle the liabilities of those VIEs: Cash and due from banks, $156 million and $260 million; Trading assets, $135 million and $114 million; Securities available for sale, $2.6 billion and $2.8 billion; Mortgages held for sale, $257 million and $469 million; Net loans, $9.7 billion and $10.6 billion; Other assets, $434 million and 457 million, and Total assets, $13.2 billion and $14.6 billion, respectively.
[2]	Our consolidated liabilities at March 31, 2013 and December 31, 2012, include the following VIE liabilities for which the VIE creditors do not have recourse to Wells Fargo: Short-term borrowings, $3 million and $0 million; Accrued expenses and other liabilities, $105 million and $134 million; Long-term debt, $2.9 billion and $3.5 billion; and Total liabilities, $3.0 billion and $3.6 billion, respectively.

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet90.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Securitizations and Variable Interest Entities, Significant Continuing Involvement - Unconsolidated VIEs (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012
Variable Interest Entity [Line Items]
Total VIE assets	$ 1,564,376	$ 1,553,824
Conforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Total VIE assets	1,274,961	1,268,494
Other/Nonconforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Total VIE assets	46,968	49,794
Commercial mortgage securitizations [Member]
Variable Interest Entity [Line Items]
Total VIE assets	174,917	168,126
Collateralized Debt Obligations Debt Securities [Member]
Variable Interest Entity [Line Items]
Total VIE assets	6,737	6,940
Collateralized Debt Obligations Loans [Member]
Variable Interest Entity [Line Items]
Total VIE assets	8,102	8,155
Asset-based finance structures [Member]
Variable Interest Entity [Line Items]
Total VIE assets	11,623	10,404
Tax Credit Structures [Member]
Variable Interest Entity [Line Items]
Total VIE assets	21,047	20,098
Collateralized loan obligations [Member]
Variable Interest Entity [Line Items]
Total VIE assets	5,618	6,641
Investment funds [Member]
Variable Interest Entity [Line Items]
Total VIE assets	4,409	4,771
Other securitizations and transactions [Member]
Variable Interest Entity [Line Items]
Total VIE assets	9,994	10,401
Debt and equity interests [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	36,531	35,664
Maximum exposure to loss	36,531	35,664
Debt and equity interests [Member] | Conforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	3,712	3,620
Maximum exposure to loss	3,712	3,620
Debt and equity interests [Member] | Other/Nonconforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	2,119	2,188
Maximum exposure to loss	2,119	2,188
Debt and equity interests [Member] | Commercial mortgage securitizations [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	7,809	7,081
Maximum exposure to loss	7,809	7,081
Debt and equity interests [Member] | Collateralized Debt Obligations Debt Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	12	13
Maximum exposure to loss	12	13
Debt and equity interests [Member] | Collateralized Debt Obligations Loans [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	7,920	7,962
Maximum exposure to loss	7,920	7,962
Debt and equity interests [Member] | Asset-based finance structures [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	7,437	7,155
Maximum exposure to loss	7,437	7,155
Debt and equity interests [Member] | Tax Credit Structures [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	5,256	5,180
Maximum exposure to loss	5,256	5,180
Debt and equity interests [Member] | Collateralized loan obligations [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	1,233	1,439
Maximum exposure to loss	1,233	1,439
Debt and equity interests [Member] | Investment funds [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	53	49
Maximum exposure to loss	53	49
Debt and equity interests [Member] | Other securitizations and transactions [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	980	977
Maximum exposure to loss	980	977
Servicing assets [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	11,688	11,114
Maximum exposure to loss	11,688	11,114
Servicing assets [Member] | Conforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	10,970	10,336
Maximum exposure to loss	10,970	10,336
Servicing assets [Member] | Other/Nonconforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	258	284
Maximum exposure to loss	258	284
Servicing assets [Member] | Commercial mortgage securitizations [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	433	466
Maximum exposure to loss	433	466
Servicing assets [Member] | Collateralized Debt Obligations Debt Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	0	0
Maximum exposure to loss	0	0
Servicing assets [Member] | Collateralized Debt Obligations Loans [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	0	0
Maximum exposure to loss	0	0
Servicing assets [Member] | Asset-based finance structures [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	0	0
Maximum exposure to loss	0	0
Servicing assets [Member] | Tax Credit Structures [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	0	0
Maximum exposure to loss	0	0
Servicing assets [Member] | Collateralized loan obligations [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	0	0
Maximum exposure to loss	0	0
Servicing assets [Member] | Investment funds [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	0	0
Maximum exposure to loss	0	0
Servicing assets [Member] | Other securitizations and transactions [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	27	28
Maximum exposure to loss	27	28
Variable Interest Entity Derivatives [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	660	786
Maximum exposure to loss	1,156	1,340
Variable Interest Entity Derivatives [Member] | Conforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	0	0
Maximum exposure to loss	0	0
Variable Interest Entity Derivatives [Member] | Other/Nonconforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	0	0
Maximum exposure to loss	0	0
Variable Interest Entity Derivatives [Member] | Commercial mortgage securitizations [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	373	404
Maximum exposure to loss	426	446
Variable Interest Entity Derivatives [Member] | Collateralized Debt Obligations Debt Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	422	471
Maximum exposure to loss	422	471
Variable Interest Entity Derivatives [Member] | Collateralized Debt Obligations Loans [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	0	0
Maximum exposure to loss	0	0
Variable Interest Entity Derivatives [Member] | Asset-based finance structures [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	(94)	(104)
Maximum exposure to loss	94	104
Variable Interest Entity Derivatives [Member] | Tax Credit Structures [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	0	0
Maximum exposure to loss	0	0
Variable Interest Entity Derivatives [Member] | Collateralized loan obligations [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	0	1
Maximum exposure to loss	0	1
Variable Interest Entity Derivatives [Member] | Investment funds [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	0	0
Maximum exposure to loss	0	0
Variable Interest Entity Derivatives [Member] | Other securitizations and transactions [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	(41)	14
Maximum exposure to loss	214	318
Other commitments and guarantees [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	(3,765)	(3,255)
Maximum exposure to loss	8,714	8,179
Other commitments and guarantees [Member] | Conforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	(1,931)	(1,690)
Maximum exposure to loss	5,458	5,061
Other commitments and guarantees [Member] | Other/Nonconforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	(33)	(53)
Maximum exposure to loss	353	353
Other commitments and guarantees [Member] | Commercial mortgage securitizations [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	0	0
Maximum exposure to loss	0	0
Other commitments and guarantees [Member] | Collateralized Debt Obligations Debt Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	(138)	144
Maximum exposure to loss	138	144
Other commitments and guarantees [Member] | Collateralized Debt Obligations Loans [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	0	0
Maximum exposure to loss	0	0
Other commitments and guarantees [Member] | Asset-based finance structures [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	0	0
Maximum exposure to loss	1,974	1,967
Other commitments and guarantees [Member] | Tax Credit Structures [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	(1,624)	(1,657)
Maximum exposure to loss	387	247
Other commitments and guarantees [Member] | Collateralized loan obligations [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	0	0
Maximum exposure to loss	261	261
Other commitments and guarantees [Member] | Investment funds [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	0	0
Maximum exposure to loss	24	27
Other commitments and guarantees [Member] | Other securitizations and transactions [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	(39)	1
Maximum exposure to loss	119	119
Net assets [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	45,114	44,309
Maximum exposure to loss	58,089	56,297
Net assets [Member] | Conforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	12,751	12,266
Maximum exposure to loss	20,140	19,017
Net assets [Member] | Other/Nonconforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	2,344	2,419
Maximum exposure to loss	2,730	2,825
Net assets [Member] | Commercial mortgage securitizations [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	8,615	7,951
Maximum exposure to loss	8,668	7,993
Net assets [Member] | Collateralized Debt Obligations Debt Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	296	628
Maximum exposure to loss	572	628
Net assets [Member] | Collateralized Debt Obligations Loans [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	7,920	7,962
Maximum exposure to loss	7,920	7,962
Net assets [Member] | Asset-based finance structures [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	7,343	7,051
Maximum exposure to loss	9,505	9,226
Net assets [Member] | Tax Credit Structures [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	3,632	3,523
Maximum exposure to loss	5,643	5,427
Net assets [Member] | Collateralized loan obligations [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	1,233	1,440
Maximum exposure to loss	1,494	1,701
Net assets [Member] | Investment funds [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	53	49
Maximum exposure to loss	77	76
Net assets [Member] | Other securitizations and transactions [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	927	1,020
Maximum exposure to loss	$ 1,340	$ 1,442

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet91.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Securitizations and Variable Interest Entities, Cash Flow Securitizations (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012
Mortgage loans [Member]
Cash Flow Securitizations [Abstract]
Sales proceeds from securitizations	$ 106,306	$ 143,105
Servicing fees	1,076	1,111
Other interests held	406	426
Purchases of delinquent assets	9	0
Net servicing advances	802	14
Other financial assets [Member]
Cash Flow Securitizations [Abstract]
Sales proceeds from securitizations	0	0
Servicing fees	2	3
Other interests held	27	49
Purchases of delinquent assets	0	0
Net servicing advances	$ 0	$ 0

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet92.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Securitizations and Variable Interest Entities, Key Economic Assumptions - Mortgage Servicing Assets (Details) (USD $)	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012
Fair Value Assumption, Date of Securitization or Asset-backed Financing Arrangement, Transferor's Continuing Involvement, Servicing Assets or Liabilities [Line Items]
Prepayment speed (annual CPR)	11.90%	13.10%
Discount rate	7.10%	7.10%
Cost to service ($ per loan)	$ 178	$ 119

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet93.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Securitizations and Variable Interest Entities, Key Economic Assumptions - Mortgage Servicing Rights (Details) (USD $)	3 Months Ended	12 Months Ended
Mar. 31, 2013	Dec. 31, 2012
Residential Mortgage Servicing [Member]
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]
Fair value of interests held	$ 12,061,000,000	$ 11,538,000,000
Expected weighted-average life (in years)	5 years 2 months 12 days	4 years 9 months 21 days
Prepayment speed assumption (annual CPR)	14.20%	15.70%
Decrease in fair value from 10% adverse change	862,000,000	869,000,000
Decrease in fair value from 25% adverse change	2,030,000,000	2,038,000,000
Discount rate assumption	7.30%	7.40%
Decrease in fair value from 100 basis point increase	619,000,000	562,000,000
Decrease in fair value from 200 basis point increase	1,175,000,000	1,073,000,000
Cost to service assumption ($ per loan)	216	219
Decrease in fair value from 10% adverse change	626	615
Decrease in fair value from 25% adverse change	1,566	1,537
Interest-Only Strips [Member]
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]
Fair value of interests held	176,000,000	187,000,000
Expected weighted-average life (in years)	4 years 0 months 0 days	4 years 1 month 8 days
Prepayment speed assumption (annual CPR)	10.40%	10.60%
Decrease in fair value from 10% adverse change	5,000,000	5,000,000
Decrease in fair value from 25% adverse change	11,000,000	12,000,000
Discount rate assumption	17.30%	16.90%
Decrease in fair value from 100 basis point increase	4,000,000	4,000,000
Decrease in fair value from 200 basis point increase	8,000,000	8,000,000
Subordinated bonds [Member] | Commercial Securitizations [Member]
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]
Fair value of interests held	252,000,000	249,000,000
Expected weighted-average life (in years)	4 years 7 months 5 days	4 years 8 months 15 days
Discount rate assumption	2.80%	3.50%
Decrease in fair value from 100 basis point increase	10,000,000	12,000,000
Decrease in fair value from 200 basis point increase	19,000,000	21,000,000
Credit loss assumption	8.40%	10.00%
Decrease in fair value from 10% higher losses	9,000,000	12,000,000
Decrease in fair value from 25% higher losses	15,000,000	19,000,000
Subordinated bonds [Member] | Consumer Securitizations [Member]
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]
Fair value of interests held	42,000,000	40,000,000
Expected weighted-average life (in years)	6 years 0 months 0 days	5 years 10 months 28 days
Prepayment speed assumption (annual CPR)	6.70%	6.80%
Decrease in fair value from 10% adverse change	0	0
Decrease in fair value from 25% adverse change	0	0
Discount rate assumption	3.80%	8.90%
Decrease in fair value from 100 basis point increase	2,000,000	2,000,000
Decrease in fair value from 200 basis point increase	4,000,000	4,000,000
Credit loss assumption	0.40%	0.40%
Decrease in fair value from 10% higher losses	0	0
Decrease in fair value from 25% higher losses	0	0
Senior bonds [Member] | Commercial Securitizations [Member]
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]
Fair value of interests held	988,000,000	982,000,000
Expected weighted-average life (in years)	5 years 8 months 10 days	5 years 3 months 22 days
Discount rate assumption	3.20%	2.20%
Decrease in fair value from 100 basis point increase	47,000,000	43,000,000
Decrease in fair value from 200 basis point increase	90,000,000	84,000,000
Credit loss assumption	0.00%	0.00%
Decrease in fair value from 10% higher losses	0	0
Decrease in fair value from 25% higher losses	0	0
Senior bonds [Member] | Consumer Securitizations [Member]
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]
Fair value of interests held	0	0
Expected weighted-average life (in years)	0 years 0 months 0 days	0 years 0 months 0 days
Prepayment speed assumption (annual CPR)	0.00%	0.00%
Decrease in fair value from 10% adverse change	0	0
Decrease in fair value from 25% adverse change	0	0
Discount rate assumption	0.00%	0.00%
Decrease in fair value from 100 basis point increase	0	0
Decrease in fair value from 200 basis point increase	0	0
Credit loss assumption	0.00%	0.00%
Decrease in fair value from 10% higher losses	0	0
Decrease in fair value from 25% higher losses	$ 0	$ 0

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet94.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Securitizations and Variable Interest Entities, Principal Balances of Off-Balance Sheet Securitized Loans (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012	Dec. 31, 2012
Principal Balances - Off-Balance Sheet Securitized Loans [Abstract]
Total Loans	$ 1,403,693		$ 1,414,103
Delinquent loans	29,724		33,900
Net charge-offs (recoveries)	327	340
Total Commercial [Member]
Principal Balances - Off-Balance Sheet Securitized Loans [Abstract]
Total Loans	118,408		128,564
Delinquent loans	9,049		12,216
Net charge-offs (recoveries)	72	54
Real estate mortgage [Member]
Principal Balances - Off-Balance Sheet Securitized Loans [Abstract]
Total Loans	118,408		128,564
Delinquent loans	9,049		12,216
Net charge-offs (recoveries)	72	54
Total Consumer [Member]
Principal Balances - Off-Balance Sheet Securitized Loans [Abstract]
Total Loans	1,285,285		1,285,539
Delinquent loans	20,675		21,684
Net charge-offs (recoveries)	255	286
Real estate 1-4 family first mortgage [Member]
Principal Balances - Off-Balance Sheet Securitized Loans [Abstract]
Total Loans	1,283,304		1,283,504
Delinquent loans	20,574		21,574
Net charge-offs (recoveries)	255	286
Real estate 1-4 family junior lien mortgage [Member]
Principal Balances - Off-Balance Sheet Securitized Loans [Abstract]
Total Loans	1		1
Delinquent loans	0		0
Net charge-offs (recoveries)	0	0
Other revolving credit and installment [Member]
Principal Balances - Off-Balance Sheet Securitized Loans [Abstract]
Total Loans	1,980		2,034
Delinquent loans	101		110
Net charge-offs (recoveries)	$ 0	$ 0

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet95.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Securitizations and Variable Interest Entities, Secured Borrowing and Consolidated Variable Interest Entity (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012
Variable Interest Entity [Line Items]
Consolidated assets	$ 1,436,634	[1]	$ 1,422,968	[1]
Third party liabilities	(1,273,239)	[2]	(1,264,057)	[2]
Noncontrolling interests	(1,309)		(1,357)
VIEs that we consolidate [Member]
Variable Interest Entity [Line Items]
Total VIE assets	14,262		16,054
Consolidated assets	13,242		14,625
Third party liabilities	(5,874)		(6,443)
Noncontrolling interests	(25)		(48)
Net assets	7,343		8,134
VIEs that we consolidate [Member] | Variable Interest Entity Consolidated Carrying Amount [Member]
Variable Interest Entity [Line Items]
Consolidated assets	13,242		14,625
Third party liabilities	(5,874)		(6,443)
Noncontrolling interests	(25)		(48)
Net assets	7,343		8,134
VIEs that we consolidate [Member] | Nonconforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Total VIE assets	8,165		8,633
VIEs that we consolidate [Member] | Nonconforming Residential Mortgage Backed Securities [Member] | Variable Interest Entity Consolidated Carrying Amount [Member]
Variable Interest Entity [Line Items]
Consolidated assets	7,264		7,707
Third party liabilities	(2,761)		(2,933)
Noncontrolling interests	0		0
Net assets	4,503		4,774
VIEs that we consolidate [Member] | Multi-seller commercial paper conduit [Member]
Variable Interest Entity [Line Items]
Total VIE assets	2,064		2,059
VIEs that we consolidate [Member] | Multi-seller commercial paper conduit [Member] | Variable Interest Entity Consolidated Carrying Amount [Member]
Variable Interest Entity [Line Items]
Consolidated assets	2,050		2,036
Third party liabilities	(2,061)		(2,053)
Noncontrolling interests	0		0
Net assets	(11)		(17)
VIEs that we consolidate [Member] | Structured Asset Finance [Member]
Variable Interest Entity [Line Items]
Total VIE assets	64		71
VIEs that we consolidate [Member] | Structured Asset Finance [Member] | Variable Interest Entity Consolidated Carrying Amount [Member]
Variable Interest Entity [Line Items]
Consolidated assets	64		71
Third party liabilities	(17)		(17)
Noncontrolling interests	0		0
Net assets	47		54
VIEs that we consolidate [Member] | Investment funds [Member]
Variable Interest Entity [Line Items]
Total VIE assets	1,749		1,837
VIEs that we consolidate [Member] | Investment funds [Member] | Variable Interest Entity Consolidated Carrying Amount [Member]
Variable Interest Entity [Line Items]
Consolidated assets	1,749		1,837
Third party liabilities	(36)		(2)
Noncontrolling interests	0		0
Net assets	1,713		1,835
VIEs that we consolidate [Member] | Other securitizations and transactions [Member]
Variable Interest Entity [Line Items]
Total VIE assets	2,220		3,454
VIEs that we consolidate [Member] | Other securitizations and transactions [Member] | Variable Interest Entity Consolidated Carrying Amount [Member]
Variable Interest Entity [Line Items]
Consolidated assets	2,115		2,974
Third party liabilities	(999)		(1,438)
Noncontrolling interests	(25)		(48)
Net assets	1,091		1,488
Secured Borrowings [Member]
Variable Interest Entity [Line Items]
Total VIE assets	23,295		23,514
Secured Borrowings [Member] | Variable Interest Entity Consolidated Carrying Amount [Member]
Variable Interest Entity [Line Items]
Consolidated assets	22,006		22,345
Third party liabilities	(18,691)		(19,768)
Noncontrolling interests	0		0
Net assets	3,315		2,577
Secured Borrowings [Member] | Commercial Real Estate Loans [Member]
Variable Interest Entity [Line Items]
Total VIE assets	897		975
Secured Borrowings [Member] | Commercial Real Estate Loans [Member] | Variable Interest Entity Consolidated Carrying Amount [Member]
Variable Interest Entity [Line Items]
Consolidated assets	897		975
Third party liabilities	(642)		(696)
Noncontrolling interests	0		0
Net assets	255		279
Secured Borrowings [Member] | Municipal tender option bond securitizations [Member]
Variable Interest Entity [Line Items]
Total VIE assets	16,726		16,782
Secured Borrowings [Member] | Municipal tender option bond securitizations [Member] | Variable Interest Entity Consolidated Carrying Amount [Member]
Variable Interest Entity [Line Items]
Consolidated assets	15,001		15,130
Third party liabilities	(12,313)		(13,248)
Noncontrolling interests	0		0
Net assets	2,688		1,882
Secured Borrowings [Member] | Residental mortgage securitizations [Member]
Variable Interest Entity [Line Items]
Total VIE assets	5,672		5,757
Secured Borrowings [Member] | Residental mortgage securitizations [Member] | Variable Interest Entity Consolidated Carrying Amount [Member]
Variable Interest Entity [Line Items]
Consolidated assets	6,108		6,240
Third party liabilities	(5,736)		(5,824)
Noncontrolling interests	0		0
Net assets	372		416
Secured Borrowings And Variable Interest Entity [Member]
Variable Interest Entity [Line Items]
Total VIE assets	37,557		39,568
Secured Borrowings And Variable Interest Entity [Member] | Variable Interest Entity Consolidated Carrying Amount [Member]
Variable Interest Entity [Line Items]
Consolidated assets	35,248		36,970
Third party liabilities	(24,565)		(26,211)
Noncontrolling interests	(25)		(48)
Net assets	$ 10,658		$ 10,711
[1]	Our consolidated assets at March 31, 2013 and December 31, 2012, include the following assets of certain variable interest entities (VIEs) that can only be used to settle the liabilities of those VIEs: Cash and due from banks, $156 million and $260 million; Trading assets, $135 million and $114 million; Securities available for sale, $2.6 billion and $2.8 billion; Mortgages held for sale, $257 million and $469 million; Net loans, $9.7 billion and $10.6 billion; Other assets, $434 million and 457 million, and Total assets, $13.2 billion and $14.6 billion, respectively.
[2]	Our consolidated liabilities at March 31, 2013 and December 31, 2012, include the following VIE liabilities for which the VIE creditors do not have recourse to Wells Fargo: Short-term borrowings, $3 million and $0 million; Accrued expenses and other liabilities, $105 million and $134 million; Long-term debt, $2.9 billion and $3.5 billion; and Total liabilities, $3.0 billion and $3.6 billion, respectively.

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet96.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Mortgage Banking Activities Textuals (Details) (USD $)	12 Months Ended	3 Months Ended	12 Months Ended
Dec. 31, 2011	Mar. 31, 2012 Retained earnings [Member]	Dec. 31, 2011 Retained earnings [Member]	Mar. 31, 2013 Liability For Mortgage Loans Repurchase Losses [Member]	Mar. 31, 2013 Commercial Mortgage Servicing [Member]	Dec. 31, 2012 Commercial Mortgage Servicing [Member]	Mar. 31, 2012 Commercial Mortgage Servicing [Member]	Dec. 31, 2011 Commercial Mortgage Servicing [Member]	Dec. 31, 2011 Residential Mortgage Servicing [Member]	Mar. 31, 2012 Residential Mortgage Servicing [Member] Election of fair value option [Member]	Mar. 31, 2013 Amortized [Member]	Dec. 31, 2012 Amortized [Member]	Mar. 31, 2012 Amortized [Member]	Dec. 31, 2011 Amortized [Member]	Mar. 31, 2012 Amortized [Member] Residential Mortgage Servicing [Member]
Mortgage Banking Activities (Textual) [Abstract]
Residential MSRs transferred from amortized MSRs										$ 315,000,000
Residential MSRs transferred to MSRs carried at Fair Value, Gross															350,000,000
Residential MSRs transferred to MSRs carried at Fair Value, Net															313,000,000
Cumulative effect of fair value election for certain residential mortgage servicing rights	2,000,000	2,000,000	2,000,000
Fair Value of amortized MSRs					1,404,000,000	1,400,000,000	1,263,000,000	1,440,000,000	316,000,000		1,404,000,000	1,400,000,000	1,263,000,000	1,756,000,000
Loss Contingency, Range of Possible Loss, Portion Not Accrued				$ 2,200,000,000

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet97.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Mortgage Banking Activities, Mortgage Servicing Rights Carried at Fair Value (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012
Changes in MSRs measured at fair value
Fair value, beginning of period	$ 11,538
Changes in fair value of MSRs carried at fair value:
Net changes in valuation model inputs or assumptions	761	(158)
Other changes in fair value	(750)	(643)
Total changes in fair value	11	(801)
Fair value, end of period	12,061
Carried at Fair Value [Member]
Changes in MSRs measured at fair value
Fair value, beginning of period	11,538	12,603
Servicing from securitizations or asset transfers	935	1,776
Sales	(423)	0
Net additions	512	1,776
Changes in fair value of MSRs carried at fair value:
Net changes in valuation model inputs or assumptions	761	(158)
Other changes in fair value	(750)	(643)
Total changes in fair value	11	(801)
Fair value, end of period	12,061	13,578
Carried at Fair Value [Member] | Mortgage interest rates [Member]
Changes in fair value of MSRs carried at fair value:
Net changes in valuation model inputs or assumptions	1,030	147
Carried at Fair Value [Member] | Servicing and foreclosure costs [Member]
Changes in fair value of MSRs carried at fair value:
Net changes in valuation model inputs or assumptions	(58)	(54)
Carried at Fair Value [Member] | Discount rates [Member]
Changes in fair value of MSRs carried at fair value:
Net changes in valuation model inputs or assumptions	0	(344)
Carried at Fair Value [Member] | Prepayment estimates and other [Member]
Changes in fair value of MSRs carried at fair value:
Net changes in valuation model inputs or assumptions	$ (211)	$ 93

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet98.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Mortgage Banking Activities, Amortized Mortgage Servicing Rights (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012	Dec. 31, 2012
Changes in amortized MSRs
Amortization	$ (62)	$ (58)
Valuation Allowance
Amortized MSRs, net	1,181		1,160
Amortized [Member]
Changes in amortized MSRs
Balance, beginning of period	1,160	1,445
Purchases	27	14
Servicing from securitizations or asset transfers	56	(327)
Amortization	(62)	(58)
Balance, end of period	1,181	1,074
Valuation Allowance
Balance, beginning of period	0	(37)
Reversal of provision for MSRs in excess of fair value	0	37
Balance, end of period	0	0
Amortized MSRs, net	1,181	1,074
Fair value of amortized MSRs:
Beginning of period	1,400	1,756
End of period	$ 1,404	$ 1,263

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet99.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Mortgage Banking Activities, Managed Servicing Portfolio Components (Details) (USD $) In Billions, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012
Components of Managed Servicing Portfolio [Abstract]
Serviced for others	$ 1,890	$ 1,906
Total managed servicing portfolio	2,384	2,400
Ratio of MSRs to related loans serviced for others	0.70%	0.67%
Commercial Mortgage Servicing [Member]
Components of Managed Servicing Portfolio [Abstract]
Serviced for others	404	408
Owned loans serviced	106	106
Subservicing	14	13
Total managed servicing portfolio	524	527
Residential Mortgage Servicing [Member]
Components of Managed Servicing Portfolio [Abstract]
Serviced for others	1,486	1,498
Owned loans serviced	367	368
Subservicing	7	7
Total managed servicing portfolio	$ 1,860	$ 1,873

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet100.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Mortgage Banking Activities, Noninterest Income (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012
Servicing fees:
Contractually specified servicing fees	$ 1,125	$ 1,148
Late charges	60	66
Ancillary fees	82	77
Unreimbursed direct servicing costs	(270)	(280)
Net servicing fees	997	1,011
Changes in fair value of MSRs carried at fair value:
Net changes in valuation model inputs or assumptions	761	(158)
Other changes in fair value	(750)	(643)
Total changes in fair value of MSRs carried at fair value	11	(801)
Amortization	(62)	(58)
Net derivative gains (losses) from economic hedges	(632)	100
Total servicing income, net	314	252
Net gains on mortgage loan origination/sales activities	2,480	2,618
Total mortgage banking noninterest income	2,794	2,870
Market-related valuation changes to MSRs, net of hedge results	$ 129	$ (58)

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet101.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Mortgage Banking Activities, Liability for Mortgage Loan Repurchase Losses (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012
Liability For Mortgage Loan Repurchase Losses [Abstract]
Balance, beginning of period	$ 2,206	$ 1,326
Provision for repurchase losses:
Loan sales	59	62
Change in estimate	250	368
Total additions	309	430
Losses	(198)	(312)
Balance, end of period	$ 2,317	$ 1,444

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet102.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Intangible Assets (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012	Mar. 31, 2012	Dec. 31, 2011
Amortized intangible assets:
Gross carrying value	$ 18,380	$ 18,300
Accumulated amortization	(10,310)	(9,873)
Net carrying Value	8,070	8,427
Unamortized intangible assets:
MSRs (carried at fair value)	12,061	11,538
Goodwill	25,637	25,637	25,140	25,115
Trademark	14	14
Amortized MSRs [Member]
Amortized intangible assets:
Gross carrying value	2,400	2,317
Accumulated amortization	(1,219)	(1,157)
Net carrying Value	1,181	1,160
Core deposit intangibles [Member]
Amortized intangible assets:
Gross carrying value	12,834	12,836
Accumulated amortization	(7,229)	(6,921)
Net carrying Value	5,605	5,915
Customer Relationships And Other [Member]
Amortized intangible assets:
Gross carrying value	3,146	3,147
Accumulated amortization	(1,862)	(1,795)
Net carrying Value	$ 1,284	$ 1,352

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet103.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Intangible Assets, Amortization Expense (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012
Finite-Lived Intangible Assets, Future Amortization Expense, Current and Five Succeeding Fiscal Years [Abstract]
Three months ended March 31, 2013 (actual)	$ 377	$ 419
Finite Lived Intangible Assets [Member]
Finite-Lived Intangible Assets, Future Amortization Expense, Current and Five Succeeding Fiscal Years [Abstract]
Three months ended March 31, 2013 (actual)	440
Estimate for the remainder of 2013	1,310
Estimate for year ended December 31,
2014	1,575
2015	1,435
2016	1,284
2017	1,155
2018	1,031
Amortized MSRs [Member]
Finite-Lived Intangible Assets, Future Amortization Expense, Current and Five Succeeding Fiscal Years [Abstract]
Three months ended March 31, 2013 (actual)	62
Estimate for the remainder of 2013	180
Estimate for year ended December 31,
2014	212
2015	186
2016	153
2017	109
2018	78
Core deposit intangibles [Member]
Finite-Lived Intangible Assets, Future Amortization Expense, Current and Five Succeeding Fiscal Years [Abstract]
Three months ended March 31, 2013 (actual)	310
Estimate for the remainder of 2013	931
Estimate for year ended December 31,
2014	1,113
2015	1,022
2016	919
2017	851
2018	769
Customer Relationships And Other [Member]
Finite-Lived Intangible Assets, Future Amortization Expense, Current and Five Succeeding Fiscal Years [Abstract]
Three months ended March 31, 2013 (actual)	68
Estimate for the remainder of 2013	199
Estimate for year ended December 31,
2014	250
2015	227
2016	212
2017	195
2018	$ 184

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet104.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Intangible Assets, Allocation of Goodwill to Operating Segments (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2012	Mar. 31, 2013	Dec. 31, 2012
Intangible Assets [Abstract]
Goodwill, Beginning Balance	$ 25,115	$ 25,637	$ 25,637
Goodwill from business combinations	25
Goodwill, Ending Balance	25,140	25,637	25,637
Wealth Brokerage and Retirement [Member]
Intangible Assets [Abstract]
Goodwill, Beginning Balance	371	371	371
Goodwill from business combinations	0
Goodwill, Ending Balance	371	371	371
Wholesale Banking [Member]
Intangible Assets [Abstract]
Goodwill, Beginning Balance	6,820	7,344	7,344
Goodwill from business combinations	27
Goodwill, Ending Balance	6,847	7,344	7,344
Community Banking [Member]
Intangible Assets [Abstract]
Goodwill, Beginning Balance	17,924	17,922	17,922
Goodwill from business combinations	(2)
Goodwill, Ending Balance	$ 17,922	$ 17,922	$ 17,922

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet105.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Guarantees, Pledged Assets and Collateral Textuals (Details) (USD $)	3 Months Ended
Mar. 31, 2013	Dec. 31, 2012
Guarantees (Textuals) [Abstract]
Maximum exposure to loss	$ 59,867,000,000	$ 61,600,000,000
Collateral	454,000,000	443,000,000
Securities Loaned	443,000,000	436,000,000
Percentage share of losses owed on loans and MHFS sold with recourse	Primarily all of these programs and arrangements require that we share in the loans’ credit exposure for their remaining life by providing recourse to the GSE, up to 33.33% of actual losses incurred on a pro-rata basis.
Pledged collateral assets related to consolidated VIEs	13,200,000,000	14,600,000,000
Securities owned and pledged as collateral related to repurchase agreements not available to be repledged, Fair Value	9,600,000,000	9,100,000,000
Net amounts in consolidated balance sheet	48,059,000,000	43,286,000,000
Non-cash collateral received, fair value	52,000,000,000	46,600,000,000
Collateral received with the right to sell or repledge	52,000,000,000	46,600,000,000
Collateral sold or repledged	34,000,000,000	29,700,000,000
Non-cash collateral pledged, fair value	41,000,000,000	36,400,000,000
Fed Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments [Member]
Guarantees (Textuals) [Abstract]
Net amounts in consolidated balance sheet	37,600,000,000	33,800,000,000
Loans [Member]
Guarantees (Textuals) [Abstract]
Net amounts in consolidated balance sheet	10,500,000,000	9,500,000,000
Direct pay letters of credit (DPLCs) [Member]
Guarantees (Textuals) [Abstract]
Maximum exposure to loss	18,200,000,000	18,500,000,000
Third party clearing indemnifications [Member]
Guarantees (Textuals) [Abstract]
Maximum exposure to loss	2,700,000,000
Third-party clearing customer obligations	741,000,000
Collateral provided to third-party clearing agents	3,600,000,000
Securities lending and other indemnifications [Member]
Guarantees (Textuals) [Abstract]
Maximum exposure to loss	3,131,000,000	2,541,000,000
Guarantor Obligations, Term	These arrangements are for an indefinite period of time whereby we indemnify our clients against default by the borrower in returning these lent securities. This indemnity is supported by collateral received from the borrowers and is generally in the form of cash or highly liquid securities that are marked to market daily.
Loans and MHFS sold with recourse [Member]
Guarantees (Textuals) [Abstract]
Loans repurchased	11,000,000
Trading assets and other [Member]
Guarantees (Textuals) [Abstract]
Securities owned and pledged as collateral available to be repledged, Fair Value	31,400,000,000	27,400,000,000
Available for sale Securities [Member]
Guarantees (Textuals) [Abstract]
Securities owned and pledged as collateral related to repurchase agreements not available to be repledged, Fair Value	$ 8,600,000,000	$ 8,400,000,000

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet106.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Guarantees, Pledged Assets and Collateral (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012
Guarantees [Abstract]
Carrying value	$ 1,209	$ 1,606
Maximum exposure to loss, expires in one year or less	21,619	23,548
Maximum exposure to loss, expires in one year through three years	15,763	16,069
Maximum exposure to loss, expires in three years through five years	8,319	9,768
Maximum exposure to loss, expires after five years	14,166	12,215
Maximum exposure to loss	59,867	61,600
Pledged Assets
Trading assets and other	32,397	28,031
Securities available for sale	92,788	96,018
Loans	379,711	360,171
Total pledged assets	504,896	484,220
Non-investment grade [Member]
Guarantees [Abstract]
Maximum exposure to loss	17,219	19,443
Standby Letters of Credit [Member]
Guarantees [Abstract]
Carrying value	43	42
Maximum exposure to loss, expires in one year or less	17,231	19,463
Maximum exposure to loss, expires in one year through three years	11,455	11,782
Maximum exposure to loss, expires in three years through five years	5,161	6,531
Maximum exposure to loss, expires after five years	2,977	1,983
Maximum exposure to loss	36,824	39,759
Standby Letters of Credit [Member] | Non-investment grade [Member]
Guarantees [Abstract]
Maximum exposure to loss	9,717	11,331
Securities lending and other indemnifications [Member]
Guarantees [Abstract]
Carrying value	0	0
Maximum exposure to loss, expires in one year or less	2	3
Maximum exposure to loss, expires in one year through three years	17	7
Maximum exposure to loss, expires in three years through five years	11	20
Maximum exposure to loss, expires after five years	3,101	2,511
Maximum exposure to loss	3,131	2,541
Securities lending and other indemnifications [Member] | Non-investment grade [Member]
Guarantees [Abstract]
Maximum exposure to loss	75	118
Liquidity agreements [Member]
Guarantees [Abstract]
Carrying value	0	0
Maximum exposure to loss, expires in one year or less	0	0
Maximum exposure to loss, expires in one year through three years	0	0
Maximum exposure to loss, expires in three years through five years	0	0
Maximum exposure to loss, expires after five years	46	3
Maximum exposure to loss	46	3
Liquidity agreements [Member] | Non-investment grade [Member]
Guarantees [Abstract]
Maximum exposure to loss	3	3
Written put options [Member]
Guarantees [Abstract]
Carrying value	1,037	1,427
Maximum exposure to loss, expires in one year or less	3,462	2,951
Maximum exposure to loss, expires in one year through three years	3,844	3,873
Maximum exposure to loss, expires in three years through five years	2,324	2,475
Maximum exposure to loss, expires after five years	2,555	2,575
Maximum exposure to loss	12,185	11,874
Written put options [Member] | Non-investment grade [Member]
Guarantees [Abstract]
Maximum exposure to loss	3,563	3,953
Loans and MHFS sold with recourse [Member]
Guarantees [Abstract]
Carrying value	93	99
Maximum exposure to loss, expires in one year or less	226	443
Maximum exposure to loss, expires in one year through three years	350	357
Maximum exposure to loss, expires in three years through five years	788	647
Maximum exposure to loss, expires after five years	4,757	4,426
Maximum exposure to loss	6,121	5,873
Loans and MHFS sold with recourse [Member] | Non-investment grade [Member]
Guarantees [Abstract]
Maximum exposure to loss	3,739	3,905
Contingent consideration [Member]
Guarantees [Abstract]
Carrying value	33	35
Maximum exposure to loss, expires in one year or less	10	11
Maximum exposure to loss, expires in one year through three years	75	24
Maximum exposure to loss, expires in three years through five years	34	94
Maximum exposure to loss, expires after five years	0	0
Maximum exposure to loss	119	129
Contingent consideration [Member] | Non-investment grade [Member]
Guarantees [Abstract]
Maximum exposure to loss	119	129
Other guarantees [Member]
Guarantees [Abstract]
Carrying value	3	3
Maximum exposure to loss, expires in one year or less	688	677
Maximum exposure to loss, expires in one year through three years	22	26
Maximum exposure to loss, expires in three years through five years	1	1
Maximum exposure to loss, expires after five years	730	717
Maximum exposure to loss	1,441	1,421
Other guarantees [Member] | Non-investment grade [Member]
Guarantees [Abstract]
Maximum exposure to loss	$ 3	$ 4

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet107.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Guarantees, Offsetting of Resale and Repurchase Agreements and Securities Borrowing and Lending (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012
Resale and securities borrowing arrangements
Gross amounts recognized	$ 50,645	$ 45,847
Gross amounts offset in consolidated balance sheet	(2,586)	(2,561)
Net amounts in consolidated balance sheet	48,059	43,286
Noncash collateral not recognized in consolidated balance sheet	(47,474)	(42,920)
Net amount	585	366
Repurchase and securities lending arrangements
Gross amounts recognized	39,782	35,876
Gross amounts offset in consolidated balance sheet	(2,586)	(2,561)
Net amounts in consolidated balance sheet	37,196	33,315
Noncash collateral pledged but not netted in consolidated balance sheet	(36,926)	(33,050)
Net amount	$ 270	$ 265

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet108.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Legal Actions (Details) (USD $)	3 Months Ended
Mar. 31, 2013
Medical Capital Corporation Litigation [Member]
Legal Actions (Textual) [Abstract]
Amounts to be paid in connection with legal or regulatory matters	$ 105,000,000
In re Wells Fargo Mortgage-Backed Certificates Litigation [Member]
Legal Actions (Textual) [Abstract]
Amounts to be paid in connection with legal or regulatory matters	125,000,000
Liability for Contingent Litigation Losses [Member]
Legal Actions (Textual) [Abstract]
Loss Contingency, Range of Possible Loss, Portion Not Accrued	$ 1,100,000,000

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet109.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Derivatives Textuals (Details) (USD $)	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012	Dec. 31, 2012
Derivatives (Textual) [Abstract]
Notional Basis swaps combined with receive fixed rate/pay floating rate swaps	$ 2,700,000,000		$ 4,700,000,000
Derivative assets subject to enforceable master netting arrangements	61,900,000,000		68,900,000,000
Derivative liabilities subject to enforceable master netting arrangements	68,100,000,000		75,800,000,000
Valuation adjustments for derivative assets	288,000,000		352,000,000
Valuation adjustments for derivative liabilities	69,000,000		68,000,000
Cash collateral netted against derivative assets	6,600,000,000		5,000,000,000
Cash collateral netted against derivative liabilities	13,600,000,000		14,500,000,000
Fair Value Asset derivatives, net	16,916,000,000		23,816,000,000
Gains (losses) on forward derivatives hedging	(3,000,000)	(1,000,000)
Deferred net gains on derivatives in other comprehensive income	416,000,000
Maximum length of time hedged in cash flow hedge	5 years
Change in value of derivatives excluded from assessment of cash flow hedge effectiveness	0	0
Gains (losses) on derivatives used to hedge residential mortgage servicing rights	(632,000,000)	100,000,000
Aggregate fair value of derivatives used for economic hedges net asset liability	113,000,000		87,000,000
Aggregate fair value of derivative loan commitments net asset liability	415,000,000		497,000,000
Aggregate fair value of derivative instruments with credit-risk-related contingent features, net liability	15,100,000,000		16,200,000,000
Collateral for derivative instruments with credit-risk-related contingent features	12,800,000,000		14,300,000,000
Additional collateral for derivative instruments with credit-risk-related contingent features	2,200,000,000		1,900,000,000
Trading assets [Member]
Derivatives (Textual) [Abstract]
Fair Value Asset derivatives, net	15,100,000,000		18,300,000,000
Other Assets [Member]
Derivatives (Textual) [Abstract]
Fair Value Asset derivatives, net	$ 1,900,000,000		$ 5,500,000,000

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet110.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Derivatives, Notional or Contractual Amounts (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair value asset derivatives, netting	$ (59,572)	$ (62,108)
Fair Value Asset derivatives, net	16,916	23,816
Fair Value Liability Derivatives, netting	(66,419)	(71,116)
Fair Value Liability derivatives, net	7,968	11,942
Interest Rate Contract [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Asset derivatives	61,993	71,351
Fair value asset derivatives, netting	(50,559)	(53,708)
Fair Value Asset derivatives, net	11,434	17,643
Fair Value Liability derivatives	59,895	68,695
Fair Value Liability Derivatives, netting	(57,681)	(62,559)
Fair Value Liability derivatives, net	2,214	6,136
Foreign Exchange Contract [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Asset derivatives	5,338	5,524
Fair value asset derivatives, netting	(4,394)	(3,449)
Fair Value Asset derivatives, net	944	2,075
Fair Value Liability derivatives	3,845	3,579
Fair Value Liability Derivatives, netting	(2,102)	(1,804)
Fair Value Liability derivatives, net	1,743	1,775
Equity Contract [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Asset derivatives	4,607	3,783
Fair value asset derivatives, netting	(2,287)	(2,428)
Fair Value Asset derivatives, net	2,320	1,355
Fair Value Liability derivatives	4,926	4,164
Fair Value Liability Derivatives, netting	(2,779)	(2,618)
Fair Value Liability derivatives, net	2,147	1,546
Commodity Contract [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Asset derivatives	2,962	3,456
Fair value asset derivatives, netting	(1,031)	(1,080)
Fair Value Asset derivatives, net	1,931	2,376
Fair Value Liability derivatives	3,045	3,590
Fair Value Liability Derivatives, netting	(1,369)	(1,394)
Fair Value Liability derivatives, net	1,676	2,196
Credit Contracts Protection Purchased [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Asset derivatives	1,277	1,495
Fair value asset derivatives, netting	(1,025)	(1,147)
Fair Value Asset derivatives, net	252	348
Fair Value Liability derivatives	317	329
Fair Value Liability Derivatives, netting	(289)	(291)
Fair Value Liability derivatives, net	28	38
Credit Contracts Protection Sold [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Asset derivatives	311	315
Fair value asset derivatives, netting	(276)	(296)
Fair Value Asset derivatives, net	35	19
Fair Value Liability derivatives	2,307	2,623
Fair Value Liability Derivatives, netting	(2,199)	(2,450)
Fair Value Liability derivatives, net	108	173
Other Contract [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Liability derivatives	52	78
Fair Value Liability Derivatives, netting	0	0
Fair Value Liability derivatives, net	52	78
Derivatives [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Asset derivatives	76,488	85,924
Fair Value Liability derivatives	74,387	83,058
Designated as Hedging Instrument [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Asset derivatives	8,045	9,092
Fair Value Liability derivatives	2,913	2,970
Designated as Hedging Instrument [Member] | Interest Rate Contract [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	91,096	92,004
Fair Value Asset derivatives	6,507	7,284
Fair Value Liability derivatives	2,509	2,696
Designated as Hedging Instrument [Member] | Foreign Exchange Contract [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	28,386	27,382
Fair Value Asset derivatives	1,538	1,808
Fair Value Liability derivatives	404	274
Not Designated as Hedging Instrument [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Asset derivatives	68,443	76,832
Fair Value Liability derivatives	71,474	80,088
Not Designated as Hedging Instrument [Member] | Customer accommodation trading and other free standing derivatives [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Asset derivatives	67,847	76,379
Fair Value Liability derivatives	70,568	79,202
Not Designated as Hedging Instrument [Member] | Free standing derivatives (economic hedges) [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Asset derivatives	596	453
Fair Value Liability derivatives	906	886
Not Designated as Hedging Instrument [Member] | Interest Rate Contract [Member] | Customer accommodation trading and other free standing derivatives [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	3,056,974	2,774,783
Fair Value Asset derivatives	54,959	63,617
Fair Value Liability derivatives	56,619	65,305
Not Designated as Hedging Instrument [Member] | Interest Rate Contract [Member] | Free standing derivatives (economic hedges) [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	297,491	334,555
Fair Value Asset derivatives	527	450
Fair Value Liability derivatives	767	694
Not Designated as Hedging Instrument [Member] | Foreign Exchange Contract [Member] | Customer accommodation trading and other free standing derivatives [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	175,322	166,061
Fair Value Asset derivatives	3,795	3,713
Fair Value Liability derivatives	3,422	3,241
Not Designated as Hedging Instrument [Member] | Foreign Exchange Contract [Member] | Free standing derivatives (economic hedges) [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	2,208	3,074
Fair Value Asset derivatives	5	3
Fair Value Liability derivatives	19	64
Not Designated as Hedging Instrument [Member] | Equity Contract [Member] | Customer accommodation trading and other free standing derivatives [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	74,770	71,958
Fair Value Asset derivatives	4,543	3,783
Fair Value Liability derivatives	4,861	4,114
Not Designated as Hedging Instrument [Member] | Equity Contract [Member] | Free standing derivatives (economic hedges) [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	611	75
Fair Value Asset derivatives	64	0
Fair Value Liability derivatives	65	50
Not Designated as Hedging Instrument [Member] | Commodity Contract [Member] | Customer accommodation trading and other free standing derivatives [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	94,106	90,732
Fair Value Asset derivatives	2,962	3,456
Fair Value Liability derivatives	3,045	3,590
Not Designated as Hedging Instrument [Member] | Credit Contracts Protection Purchased [Member] | Customer accommodation trading and other free standing derivatives [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	26,651	29,021
Fair Value Asset derivatives	1,277	1,495
Fair Value Liability derivatives	314	329
Not Designated as Hedging Instrument [Member] | Credit Contracts Protection Purchased [Member] | Free standing derivatives (economic hedges) [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	6	16
Fair Value Asset derivatives	0	0
Fair Value Liability derivatives	3	0
Not Designated as Hedging Instrument [Member] | Credit Contracts Protection Sold [Member] | Customer accommodation trading and other free standing derivatives [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	24,351	26,455
Fair Value Asset derivatives	311	315
Fair Value Liability derivatives	2,307	2,623
Not Designated as Hedging Instrument [Member] | Other Contract [Member] | Free standing derivatives (economic hedges) [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Notional or contractual amount	2,234	2,296
Fair Value Asset derivatives	0	0
Fair Value Liability derivatives	$ 52	$ 78

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet111.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Derivatives, Balance Sheet Offsetting of Assets and Liabilities (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	12 Months Ended
Mar. 31, 2013	Dec. 31, 2012
Derivative Assets
Fair value asset derivatives, netting	$ (59,572)	$ (62,108)
Fair Value Asset derivatives, net	16,916	23,816
Gross amounts not offset in consolidated balance sheet	(1,328)	(2,884)
Net amounts	15,588	20,932
Derivative Liabilities
Fair Value Liability Derivatives, netting	(66,419)	(71,116)
Net amounts in consolidated balance sheet	7,968	11,942
Gross amounts not offset in consolidated balance sheet	(301)	(342)
Net amounts	7,667	11,600
Interest Rate Contract [Member]
Derivative Assets
Gross amounts recognized	61,993	71,351
Fair value asset derivatives, netting	(50,559)	(53,708)
Fair Value Asset derivatives, net	11,434	17,643
Gross amounts not offset in consolidated balance sheet	(1,202)	(2,692)
Net amounts	10,232	14,951
Percent exchanged in the over the counter market	92.00%	94.00%
Derivative Liabilities
Gross amounts recognized	59,895	68,695
Fair Value Liability Derivatives, netting	(57,681)	(62,559)
Net amounts in consolidated balance sheet	2,214	6,136
Gross amounts not offset in consolidated balance sheet	(187)	(287)
Net amounts	2,027	5,849
Percent exchanged in the over the counter market	90.00%	92.00%
Foreign Exchange Contract [Member]
Derivative Assets
Gross amounts recognized	5,338	5,524
Fair value asset derivatives, netting	(4,394)	(3,449)
Fair Value Asset derivatives, net	944	2,075
Gross amounts not offset in consolidated balance sheet	(8)	(105)
Net amounts	936	1,970
Percent exchanged in the over the counter market	100.00%	100.00%
Derivative Liabilities
Gross amounts recognized	3,845	3,579
Fair Value Liability Derivatives, netting	(2,102)	(1,804)
Net amounts in consolidated balance sheet	1,743	1,775
Gross amounts not offset in consolidated balance sheet	0	(55)
Net amounts	1,743	1,720
Percent exchanged in the over the counter market	100.00%	100.00%
Equity Contract [Member]
Derivative Assets
Gross amounts recognized	4,607	3,783
Fair value asset derivatives, netting	(2,287)	(2,428)
Fair Value Asset derivatives, net	2,320	1,355
Gross amounts not offset in consolidated balance sheet	(24)	0
Net amounts	2,296	1,355
Percent exchanged in the over the counter market	86.00%	89.00%
Derivative Liabilities
Gross amounts recognized	4,926	4,164
Fair Value Liability Derivatives, netting	(2,779)	(2,618)
Net amounts in consolidated balance sheet	2,147	1,546
Gross amounts not offset in consolidated balance sheet	(107)	0
Net amounts	2,040	1,546
Percent exchanged in the over the counter market	95.00%	95.00%
Commodity Contract [Member]
Derivative Assets
Gross amounts recognized	2,962	3,456
Fair value asset derivatives, netting	(1,031)	(1,080)
Fair Value Asset derivatives, net	1,931	2,376
Gross amounts not offset in consolidated balance sheet	(60)	(27)
Net amounts	1,871	2,349
Percent exchanged in the over the counter market	55.00%	48.00%
Derivative Liabilities
Gross amounts recognized	3,045	3,590
Fair Value Liability Derivatives, netting	(1,369)	(1,394)
Net amounts in consolidated balance sheet	1,676	2,196
Gross amounts not offset in consolidated balance sheet	(7)	0
Net amounts	1,669	2,196
Percent exchanged in the over the counter market	76.00%	79.00%
Credit Contracts Protection Purchased [Member]
Derivative Assets
Gross amounts recognized	1,277	1,495
Fair value asset derivatives, netting	(1,025)	(1,147)
Fair Value Asset derivatives, net	252	348
Gross amounts not offset in consolidated balance sheet	(34)	(56)
Net amounts	218	292
Percent exchanged in the over the counter market	100.00%	100.00%
Derivative Liabilities
Gross amounts recognized	317	329
Fair Value Liability Derivatives, netting	(289)	(291)
Net amounts in consolidated balance sheet	28	38
Gross amounts not offset in consolidated balance sheet	0	0
Net amounts	28	38
Percent exchanged in the over the counter market	97.00%	100.00%
Credit Contracts Protection Sold [Member]
Derivative Assets
Gross amounts recognized	311	315
Fair value asset derivatives, netting	(276)	(296)
Fair Value Asset derivatives, net	35	19
Gross amounts not offset in consolidated balance sheet	0	(4)
Net amounts	35	15
Percent exchanged in the over the counter market	98.00%	100.00%
Derivative Liabilities
Gross amounts recognized	2,307	2,623
Fair Value Liability Derivatives, netting	(2,199)	(2,450)
Net amounts in consolidated balance sheet	108	173
Gross amounts not offset in consolidated balance sheet	0	0
Net amounts	108	173
Percent exchanged in the over the counter market	100.00%	100.00%
Other Contract [Member]
Derivative Liabilities
Gross amounts recognized	52	78
Fair Value Liability Derivatives, netting	0	0
Net amounts in consolidated balance sheet	52	78
Gross amounts not offset in consolidated balance sheet	0	0
Net amounts	52	78
Percent exchanged in the over the counter market	100.00%	100.00%
Derivatives [Member]
Derivative Assets
Gross amounts recognized	76,488	85,924
Derivative Liabilities
Gross amounts recognized	$ 74,387	$ 83,058

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet112.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Derivatives, Net Gains (Losses) in Income related to Fair Value Hedges (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012
Net Gains Losses Recognized In Income Statement Related To Derivatives In Fair Value Hedging Relationships [Abstract]
Gains (losses) recorded in net interest income	$ 341	$ 375
Gains (losses) recorded in noninterest income Recognized on derivatives	(987)	46
Gains (losses) recorded in noninterest income Recognized on hedged item	963	(162)
Gains (losses) recorded in noninterest income Recognized on fair value hedges (ineffective portion)	(24)	(116)
Available for sale Securities [Member] | Interest Rate Contract [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives In Fair Value Hedging Relationships [Abstract]
Gains (losses) recorded in net interest income	(125)	(112)
Gains (losses) recorded in noninterest income Recognized on derivatives	304	302
Gains (losses) recorded in noninterest income Recognized on hedged item	(288)	(296)
Gains (losses) recorded in noninterest income Recognized on fair value hedges (ineffective portion)	16	6
Available for sale Securities [Member] | Foreign Exchange Contract [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives In Fair Value Hedging Relationships [Abstract]
Gains (losses) recorded in net interest income	0	(3)
Gains (losses) recorded in noninterest income Recognized on derivatives	208	41
Gains (losses) recorded in noninterest income Recognized on hedged item	(203)	(14)
Gains (losses) recorded in noninterest income Recognized on fair value hedges (ineffective portion)	5	27
Long-term debt [Member] | Interest Rate Contract [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives In Fair Value Hedging Relationships [Abstract]
Gains (losses) recorded in net interest income	397	419
Gains (losses) recorded in noninterest income Recognized on derivatives	(728)	(868)
Gains (losses) recorded in noninterest income Recognized on hedged item	688	802
Gains (losses) recorded in noninterest income Recognized on fair value hedges (ineffective portion)	(40)	(66)
Long-term debt [Member] | Foreign Exchange Contract [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives In Fair Value Hedging Relationships [Abstract]
Gains (losses) recorded in net interest income	68	71
Gains (losses) recorded in noninterest income Recognized on derivatives	(773)	566
Gains (losses) recorded in noninterest income Recognized on hedged item	771	(648)
Gains (losses) recorded in noninterest income Recognized on fair value hedges (ineffective portion)	(2)	(82)
Mortgages held for sale [Member] | Interest Rate Contract [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives In Fair Value Hedging Relationships [Abstract]
Gains (losses) recorded in net interest income	1	0
Gains (losses) recorded in noninterest income Recognized on derivatives	2	5
Gains (losses) recorded in noninterest income Recognized on hedged item	(5)	(6)
Gains (losses) recorded in noninterest income Recognized on fair value hedges (ineffective portion)	$ (3)	$ (1)

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet113.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Derivatives, Net Gains (Losses) related to Cash Flow Hedges (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012
Net Gains Losses Recognized Related to Derivatives in Cash Flow Hedging Relationships [Abstract]
Gains (pre tax) recognized in OCI on derivatives	$ 7	$ 42
Gains (pre tax) reclassified from cumulative OCI into net income	$ 87	$ 107

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet114.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Derivatives, Net Gains (Losses) in Income related to Derivatives Not Designated as Hedging Instruments (Details) (Not Designated as Hedging Instrument [Member], USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Net gains recognized related to derivatives not designated as hedging instruments	$ 1,010	$ 946
Customer accommodation trading and other free standing derivatives [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Gain (Loss) on Derivative Instruments	615	1,190
Free standing derivatives (economic hedges) [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Gain (Loss) on Derivative Instruments	395	(244)
Foreign Exchange Contract [Member] | Customer accommodation trading and other free standing derivatives [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Gain (Loss) on Derivative Instruments	277	129
Foreign Exchange Contract [Member] | Free standing derivatives (economic hedges) [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Gain (Loss) on Derivative Instruments	8	(85)
Equity Contract [Member] | Customer accommodation trading and other free standing derivatives [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Gain (Loss) on Derivative Instruments	(250)	(285)
Equity Contract [Member] | Free standing derivatives (economic hedges) [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Gain (Loss) on Derivative Instruments	(14)	0
Commodity Contract [Member] | Customer accommodation trading and other free standing derivatives [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Gain (Loss) on Derivative Instruments	161	(23)
Other Contract [Member] | Customer accommodation trading and other free standing derivatives [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Gain (Loss) on Derivative Instruments	0	(1)
Credit Contract [Member] | Customer accommodation trading and other free standing derivatives [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Gain (Loss) on Derivative Instruments	(48)	59
Credit Contract [Member] | Free standing derivatives (economic hedges) [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Gain (Loss) on Derivative Instruments	(4)	(5)
Interest Rate Contracts Recognized In Noninterest Income Other [Member] | Customer accommodation trading and other free standing derivatives [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Gain (Loss) on Derivative Instruments	205	240
Interest Rate Contracts Recognized In Noninterest Income Other [Member] | Free standing derivatives (economic hedges) [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Gain (Loss) on Derivative Instruments	24	42
Interest Rate Contracts Recognized In Noninterest Income Mortgage Banking [Member] | Customer accommodation trading and other free standing derivatives [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Gain (Loss) on Derivative Instruments	270	1,071
Interest Rate Contracts Recognized In Noninterest Income Mortgage Banking [Member] | Free standing derivatives (economic hedges) [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives Not Designated As Hedging Instruments [Abstract]
Gain (Loss) on Derivative Instruments	$ 381	$ (196)

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet115.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Derivatives, Sold and Purchased Credit Derivatives (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	12 Months Ended
Mar. 31, 2013	Dec. 31, 2012
Details of Sold and Purchased Credit Derivatives [Abstract]
Fair value liability	2,307	2,623
Notional amount Protection sold	24,351	26,455
Notional amount Protection purchased with identical underlyings	11,900	14,930
Notional Net protection sold	12,451	11,525
Notional Other protection purchased	14,751	13,981
Non-investment Grade [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Notional amount Protection sold	13,438	15,104
Structured products [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Fair value liability	1,596	1,787
Notional amount Protection sold	2,720	2,433
Notional amount Protection purchased with identical underlyings	954	948
Notional Net protection sold	1,766	1,485
Notional Other protection purchased	837	393
Structured products [Member] | Minimum [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Derivative range of maturity dates	Jan 1, 2016	Jan 1, 2016
Structured products [Member] | Maximum [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Derivative range of maturity dates	Dec 31, 2056	Dec 31, 2056
Structured products [Member] | Non-investment Grade [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Notional amount Protection sold	2,342	2,039
Credit Default Swap [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Fair value liability	11	4
Notional amount Protection sold	2,737	3,520
Notional amount Protection purchased with identical underlyings	2,374	3,444
Notional Net protection sold	363	76
Notional Other protection purchased	525	616
Credit Default Swap [Member] | Minimum [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Derivative range of maturity dates	Jan 1, 2013	Jan 1, 2013
Credit Default Swap [Member] | Maximum [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Derivative range of maturity dates	Dec 31, 2018	Dec 31, 2017
Credit Default Swap [Member] | Non-investment Grade [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Notional amount Protection sold	267	348
Corporate Bond Securities [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Fair value liability	133	240
Notional amount Protection sold	14,301	15,845
Notional amount Protection purchased with identical underlyings	7,872	9,636
Notional Net protection sold	6,429	6,209
Notional Other protection purchased	7,725	7,701
Corporate Bond Securities [Member] | Minimum [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Derivative range of maturity dates	Jan 1, 2013	Jan 1, 2013
Corporate Bond Securities [Member] | Maximum [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Derivative range of maturity dates	Dec 31, 2021	Dec 31, 2021
Corporate Bond Securities [Member] | Non-investment Grade [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Notional amount Protection sold	7,252	8,448
Total asset-backed securities [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Fair value liability	56	57
Notional amount Protection sold	63	64
Notional amount Protection purchased with identical underlyings	4	6
Notional Net protection sold	59	58
Notional Other protection purchased	92	92
Total asset-backed securities [Member] | Minimum [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Derivative range of maturity dates	Jan 1, 2037	Jan 1, 2037
Total asset-backed securities [Member] | Maximum [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Derivative range of maturity dates	Dec 31, 2046	Dec 31, 2046
Total asset-backed securities [Member] | Non-investment Grade [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Notional amount Protection sold	63	64
Commercial [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Fair value liability	510	531
Notional amount Protection sold	1,334	1,249
Notional amount Protection purchased with identical underlyings	667	790
Notional Net protection sold	667	459
Notional Other protection purchased	626	524
Commercial [Member] | Minimum [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Derivative range of maturity dates	Jan 1, 2049	Jan 1, 2049
Commercial [Member] | Maximum [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Derivative range of maturity dates	Dec 31, 2063	Dec 31, 2052
Commercial [Member] | Non-investment Grade [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Notional amount Protection sold	318	861
Other Credit Derivatives [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Fair value liability	1	4
Notional amount Protection sold	3,196	3,344
Notional amount Protection purchased with identical underlyings	29	106
Notional Net protection sold	3,167	3,238
Notional Other protection purchased	4,946	4,655
Other Credit Derivatives [Member] | Minimum [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Derivative range of maturity dates	Jan 1, 2013	Jan 1, 2013
Other Credit Derivatives [Member] | Maximum [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Derivative range of maturity dates	Dec 31, 2056	Dec 31, 2056
Other Credit Derivatives [Member] | Non-investment Grade [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Notional amount Protection sold	3,196	3,344

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet116.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Fair Values of Assets and Liabilities Textuals (Details) (USD $)	3 Months Ended	12 Months Ended
Mar. 31, 2013	Mar. 31, 2012	Dec. 31, 2012
Fair Values of Assets and Liabilities (Textual) [Abstract]
Securities available for sale	$ 248,160,000,000		$ 235,199,000,000
Net unrealized gains (losses) on trading securities	(141,000,000)	138,000,000	305,000,000
Mortgages held for sale	42,624,000,000		42,305,000,000
Loans	799,966,000,000		799,574,000,000
Capital Lease Obligation	12,000,000		12,000,000
Private Equity Funds [Member]
Fair Values of Assets and Liabilities (Textual) [Abstract]
Liquidation period	8 years
Venture Capital Funds [Member]
Fair Values of Assets and Liabilities (Textual) [Abstract]
Liquidation period	5 years
Offshore Funds [Member]
Fair Values of Assets and Liabilities (Textual) [Abstract]
Redemption restriction for investment	216,000,000		189,000,000
Lease Financing [Member]
Fair Values of Assets and Liabilities (Textual) [Abstract]
Loans	12,402,000,000		12,424,000,000
Non modified loans [Member] | Maximum [Member]
Fair Values of Assets and Liabilities (Textual) [Abstract]
Cost to service per loan	383		437
Non modified loans [Member] | Minimum [Member]
Fair Values of Assets and Liabilities (Textual) [Abstract]
Cost to service per loan	90		90
Residential [Member] | Government Insured Or Guaranteed [Member]
Fair Values of Assets and Liabilities (Textual) [Abstract]
Mortgages held for sale	942,000,000		942,000,000
Residential [Member] | Non Government Insured Or Guaranteed [Member]
Fair Values of Assets and Liabilities (Textual) [Abstract]
Mortgages held for sale	100,000,000		103,000,000
Consumer [Member]
Fair Values of Assets and Liabilities (Textual) [Abstract]
Loans	438,252,000,000		438,376,000,000
Collateralized debt obligations [Member]
Fair Values of Assets and Liabilities (Textual) [Abstract]
Total trading assets (excluding derivatives)	8,000,000		21,000,000
Securities available for sale	674,000,000		644,000,000
Trading and available for sale securities	682,000,000		665,000,000
Collateralized loan obligations [Member]
Fair Values of Assets and Liabilities (Textual) [Abstract]
Fair Value Disclosure, Transfers from Level 3 to Level 2	202,000,000
Available for sale Securities [Member]
Fair Values of Assets and Liabilities (Textual) [Abstract]
Fair Value Disclosure, Transfers from Level 3 to Level 2	10,600,000,000
Carrying amount [Member]
Fair Values of Assets and Liabilities (Textual) [Abstract]
Loan Commitments And Standby, Commercial And Similar Letters of Credit	629,000,000		586,000,000
Estimated fair value [Member]
Fair Values of Assets and Liabilities (Textual) [Abstract]
Loans	774,684,000,000		772,351,000,000
Loan Commitments And Standby, Commercial And Similar Letters of Credit	629,000,000		586,000,000
Estimated fair value [Member] | Level 1 [Member]
Fair Values of Assets and Liabilities (Textual) [Abstract]
Loans	0		0
Estimated fair value [Member] | Level 2 [Member]
Fair Values of Assets and Liabilities (Textual) [Abstract]
Loans	57,607,000,000		56,237,000,000
Estimated fair value [Member] | Level 3 [Member]
Fair Values of Assets and Liabilities (Textual) [Abstract]
Loans	$ 717,077,000,000		$ 716,114,000,000

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet117.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Fair Value, Measurements From Brokers or Third Party Pricing Services (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012
Financial assets:
Loans held for sale	$ 0	$ 6
Brokers [Member] | Level 1 [Member]
Financial assets:
Trading assets (excluding derivatives)	0	0
Total Securities Available for Sale	0	0
Derivatives (trading and other assets)	0	0
Financial liabilities:
Fair Value Liability derivatives	0	0
Other liabilities	6	0
Brokers [Member] | Level 1 [Member] | Debt Securities [Member]
Financial assets:
Total Securities Available for Sale	0	0
Brokers [Member] | Level 1 [Member] | US Treasury and Government [Member]
Financial assets:
Total Securities Available for Sale	0	0
Brokers [Member] | Level 1 [Member] | US States and Political Subdivisions [Member]
Financial assets:
Total Securities Available for Sale	0	0
Brokers [Member] | Level 1 [Member] | Mortgage Backed Securities [Member]
Financial assets:
Total Securities Available for Sale	0	0
Brokers [Member] | Level 1 [Member] | Other Debt Securities [Member]
Financial assets:
Total Securities Available for Sale	0	0
Brokers [Member] | Level 1 [Member] | Equity Securities [Member]
Financial assets:
Total Securities Available for Sale	0	0
Brokers [Member] | Level 2 [Member]
Financial assets:
Trading assets (excluding derivatives)	664	406
Total Securities Available for Sale	15,368	1,657
Derivatives (trading and other assets)	8	8
Financial liabilities:
Fair Value Liability derivatives	71	26
Other liabilities	218	121
Brokers [Member] | Level 2 [Member] | Debt Securities [Member]
Financial assets:
Total Securities Available for Sale	15,365	1,654
Brokers [Member] | Level 2 [Member] | US Treasury and Government [Member]
Financial assets:
Total Securities Available for Sale	0	0
Brokers [Member] | Level 2 [Member] | US States and Political Subdivisions [Member]
Financial assets:
Total Securities Available for Sale	161	0
Brokers [Member] | Level 2 [Member] | Mortgage Backed Securities [Member]
Financial assets:
Total Securities Available for Sale	365	138
Brokers [Member] | Level 2 [Member] | Other Debt Securities [Member]
Financial assets:
Total Securities Available for Sale	14,839	1,516
Brokers [Member] | Level 2 [Member] | Equity Securities [Member]
Financial assets:
Total Securities Available for Sale	3	3
Brokers [Member] | Level 3 [Member]
Financial assets:
Trading assets (excluding derivatives)	7	8
Total Securities Available for Sale	2,592	12,469
Derivatives (trading and other assets)	0	0
Financial liabilities:
Fair Value Liability derivatives	0	0
Other liabilities	0	0
Brokers [Member] | Level 3 [Member] | Debt Securities [Member]
Financial assets:
Total Securities Available for Sale	2,592	12,469
Brokers [Member] | Level 3 [Member] | US Treasury and Government [Member]
Financial assets:
Total Securities Available for Sale	0	0
Brokers [Member] | Level 3 [Member] | US States and Political Subdivisions [Member]
Financial assets:
Total Securities Available for Sale	0	0
Brokers [Member] | Level 3 [Member] | Mortgage Backed Securities [Member]
Financial assets:
Total Securities Available for Sale	4	4
Brokers [Member] | Level 3 [Member] | Other Debt Securities [Member]
Financial assets:
Total Securities Available for Sale	2,588	12,465
Brokers [Member] | Level 3 [Member] | Equity Securities [Member]
Financial assets:
Total Securities Available for Sale	0	0
Third party pricing services [Member] | Level 1 [Member]
Financial assets:
Trading assets (excluding derivatives)	1,335	1,314
Total Securities Available for Sale	716	944
Derivatives (trading and other assets)	0	0
Financial liabilities:
Fair Value Liability derivatives	0	0
Other liabilities	0	0
Third party pricing services [Member] | Level 1 [Member] | Debt Securities [Member]
Financial assets:
Total Securities Available for Sale	716	915
Third party pricing services [Member] | Level 1 [Member] | US Treasury and Government [Member]
Financial assets:
Total Securities Available for Sale	716	915
Third party pricing services [Member] | Level 1 [Member] | US States and Political Subdivisions [Member]
Financial assets:
Total Securities Available for Sale	0	0
Third party pricing services [Member] | Level 1 [Member] | Mortgage Backed Securities [Member]
Financial assets:
Total Securities Available for Sale	0	0
Third party pricing services [Member] | Level 1 [Member] | Other Debt Securities [Member]
Financial assets:
Total Securities Available for Sale	0	0
Third party pricing services [Member] | Level 1 [Member] | Equity Securities [Member]
Financial assets:
Total Securities Available for Sale	0	29
Third party pricing services [Member] | Level 2 [Member]
Financial assets:
Trading assets (excluding derivatives)	813	1,016
Total Securities Available for Sale	213,111	192,058
Derivatives (trading and other assets)	591	602
Financial liabilities:
Fair Value Liability derivatives	593	634
Other liabilities	41	104
Third party pricing services [Member] | Level 2 [Member] | Debt Securities [Member]
Financial assets:
Total Securities Available for Sale	212,301	191,284
Third party pricing services [Member] | Level 2 [Member] | US Treasury and Government [Member]
Financial assets:
Total Securities Available for Sale	6,168	6,231
Third party pricing services [Member] | Level 2 [Member] | US States and Political Subdivisions [Member]
Financial assets:
Total Securities Available for Sale	36,630	35,036
Third party pricing services [Member] | Level 2 [Member] | Mortgage Backed Securities [Member]
Financial assets:
Total Securities Available for Sale	139,882	121,703
Third party pricing services [Member] | Level 2 [Member] | Other Debt Securities [Member]
Financial assets:
Total Securities Available for Sale	29,621	28,314
Third party pricing services [Member] | Level 2 [Member] | Equity Securities [Member]
Financial assets:
Total Securities Available for Sale	810	774
Third party pricing services [Member] | Level 3 [Member]
Financial assets:
Trading assets (excluding derivatives)	0	0
Total Securities Available for Sale	356	441
Derivatives (trading and other assets)	2	0
Financial liabilities:
Fair Value Liability derivatives	0	0
Other liabilities	0	0
Third party pricing services [Member] | Level 3 [Member] | Debt Securities [Member]
Financial assets:
Total Securities Available for Sale	356	441
Third party pricing services [Member] | Level 3 [Member] | US Treasury and Government [Member]
Financial assets:
Total Securities Available for Sale	0	0
Third party pricing services [Member] | Level 3 [Member] | US States and Political Subdivisions [Member]
Financial assets:
Total Securities Available for Sale	0	0
Third party pricing services [Member] | Level 3 [Member] | Mortgage Backed Securities [Member]
Financial assets:
Total Securities Available for Sale	283	292
Third party pricing services [Member] | Level 3 [Member] | Other Debt Securities [Member]
Financial assets:
Total Securities Available for Sale	73	149
Third party pricing services [Member] | Level 3 [Member] | Equity Securities [Member]
Financial assets:
Total Securities Available for Sale	$ 0	$ 0

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet118.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Fair Value, Assets and Liabilities Recorded at Fair Value on a Recurring Basis (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012
Assets:
Mortgages held for sale	$ 42,624	$ 42,305
Loans held for sale	0	6
Loans	6,183	6,206
MSRs (carried at fair value)	12,061	11,538
Fair value asset derivatives, netting	(59,572)	(62,108)
Fair Value Asset derivatives, net	16,916	23,816
Liabilities:
Fair Value Liability Derivatives, netting	66,419	71,116
Fair Value Liability derivatives, net	(7,968)	(11,942)
Interest Rate Contract [Member]
Assets:
Fair Value Asset derivatives	61,993	71,351
Fair value asset derivatives, netting	(50,559)	(53,708)
Fair Value Asset derivatives, net	11,434	17,643
Liabilities:
Total derivative liabilities	(59,895)	(68,695)
Fair Value Liability Derivatives, netting	57,681	62,559
Fair Value Liability derivatives, net	(2,214)	(6,136)
Commodity Contract [Member]
Assets:
Fair Value Asset derivatives	2,962	3,456
Fair value asset derivatives, netting	(1,031)	(1,080)
Fair Value Asset derivatives, net	1,931	2,376
Liabilities:
Total derivative liabilities	(3,045)	(3,590)
Fair Value Liability Derivatives, netting	1,369	1,394
Fair Value Liability derivatives, net	(1,676)	(2,196)
Equity Contract [Member]
Assets:
Fair Value Asset derivatives	4,607	3,783
Fair value asset derivatives, netting	(2,287)	(2,428)
Fair Value Asset derivatives, net	2,320	1,355
Liabilities:
Total derivative liabilities	(4,926)	(4,164)
Fair Value Liability Derivatives, netting	2,779	2,618
Fair Value Liability derivatives, net	(2,147)	(1,546)
Foreign Exchange Contract [Member]
Assets:
Fair Value Asset derivatives	5,338	5,524
Fair value asset derivatives, netting	(4,394)	(3,449)
Fair Value Asset derivatives, net	944	2,075
Liabilities:
Total derivative liabilities	(3,845)	(3,579)
Fair Value Liability Derivatives, netting	2,102	1,804
Fair Value Liability derivatives, net	(1,743)	(1,775)
Other Contract [Member]
Liabilities:
Total derivative liabilities	(52)	(78)
Fair Value Liability Derivatives, netting	0	0
Fair Value Liability derivatives, net	(52)	(78)
Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	43,049	36,055
Total trading assets (excluding derivatives)	47,209	39,168
Securities available for sale	248,160	235,199
Mortgages held for sale	42,624	42,305
Loans held for sale		6
Loans	6,183	6,206
MSRs (carried at fair value)	12,061	11,538
Fair value asset derivatives, netting	(59,572)	(62,108)
Fair Value Asset derivatives, net	16,916	23,816
Other Assets, Excluding Derivatives	677	421
Total assets recorded at fair value	373,830	358,659
Liabilities:
Fair Value Liability Derivatives, netting	66,419	71,116
Fair Value Liability derivatives, net	(7,968)	(11,942)
Total short sale liabilities	(14,991)	(10,365)
Other Liabilities, Excluding Derivatives and Short Sale Liabilities	(79)	(83)
Total liabilities recorded at fair value	(23,038)	(22,390)
Fair Value, Measurements, Recurring [Member] | Interest Rate Contract [Member]
Assets:
Fair Value Asset derivatives	61,993	71,351
Liabilities:
Total derivative liabilities	(59,895)	(68,695)
Fair Value, Measurements, Recurring [Member] | Commodity Contract [Member]
Assets:
Fair Value Asset derivatives	2,962	3,456
Liabilities:
Total derivative liabilities	(3,045)	(3,590)
Fair Value, Measurements, Recurring [Member] | Equity Contract [Member]
Assets:
Fair Value Asset derivatives	4,607	3,783
Liabilities:
Total derivative liabilities	(4,926)	(4,164)
Fair Value, Measurements, Recurring [Member] | Foreign Exchange Contract [Member]
Assets:
Fair Value Asset derivatives	5,338	5,524
Liabilities:
Total derivative liabilities	(3,845)	(3,579)
Fair Value, Measurements, Recurring [Member] | Credit Contract [Member]
Assets:
Fair Value Asset derivatives	1,588	1,810
Liabilities:
Total derivative liabilities	(2,624)	(2,952)
Fair Value, Measurements, Recurring [Member] | Other Contract [Member]
Assets:
Fair Value Asset derivatives	0	0
Liabilities:
Total derivative liabilities	(52)	(78)
Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	245,381	232,414
Trading Account Assets Other [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading assets (excluding derivatives)	4,160	3,113
US Treasury and Government [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	12,696	8,878
Securities available for sale	6,884	7,146
Liabilities:
Total short sale liabilities	(8,285)	(5,100)
US States and Political Subdivisions [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	3,794	1,633
Securities available for sale	40,456	38,676
Liabilities:
Total short sale liabilities	(18)	(9)
Mortgage Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	12,810	13,386
Securities available for sale	140,651	133,184
Federal agencies [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	105,472	97,285
Residential [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	15,259	15,931
Commercial [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	19,920	19,968
Collateralized loan and other debt obligations [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	707	742
Securities available for sale	16,663	13,188
Corporate debt securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	8,047	6,716
Securities available for sale	21,449	21,333
Liabilities:
Total short sale liabilities	(4,801)	(3,941)
Total asset-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	851	860
Securities available for sale	18,394	17,957
Auto loans and leases [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	5,722	5,928
Home Equity Loans [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	853	918
Other asset-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	11,819	11,111
Other Debt Securities, Excluding Asset Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	884	930
Short sale liabilities [Member] | Fair Value, Measurements, Recurring [Member]
Liabilities:
Total short sale liabilities	(156)	(47)
Equity Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	4,144	3,840
Securities available for sale	2,779	2,785
Liabilities:
Total short sale liabilities	(1,731)	(1,268)
Perpetual preferred securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	2,262	2,176
Other equity securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	517	609
Level 1 [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	12,467	8,585
Total trading assets (excluding derivatives)	14,657	10,735
Securities available for sale	1,954	2,223
Mortgages held for sale	0	0
Loans held for sale		0
Loans	0	0
MSRs (carried at fair value)	0	0
Fair value asset derivatives, netting	0	0
Fair Value Asset derivatives, net	663	467
Other Assets, Excluding Derivatives	324	136
Total assets recorded at fair value	17,598	13,561
Liabilities:
Fair Value Liability Derivatives, netting	0	0
Fair Value Liability derivatives, net	(317)	(274)
Total short sale liabilities	(8,647)	(5,458)
Other Liabilities, Excluding Derivatives and Short Sale Liabilities	0	0
Total liabilities recorded at fair value	(8,964)	(5,732)
Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | Interest Rate Contract [Member]
Assets:
Fair Value Asset derivatives	6	16
Liabilities:
Total derivative liabilities	(32)	(52)
Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | Commodity Contract [Member]
Assets:
Fair Value Asset derivatives	0	0
Liabilities:
Total derivative liabilities	0	0
Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | Equity Contract [Member]
Assets:
Fair Value Asset derivatives	621	432
Liabilities:
Total derivative liabilities	(271)	(199)
Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | Foreign Exchange Contract [Member]
Assets:
Fair Value Asset derivatives	36	19
Liabilities:
Total derivative liabilities	(14)	(23)
Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | Credit Contract [Member]
Assets:
Fair Value Asset derivatives	0	0
Liabilities:
Total derivative liabilities	0	0
Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | Other Contract [Member]
Assets:
Fair Value Asset derivatives	0	0
Liabilities:
Total derivative liabilities	0	0
Level 1 [Member] | Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	820	1,040
Level 1 [Member] | Trading Account Assets Other [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading assets (excluding derivatives)	2,190	2,150
Level 1 [Member] | US Treasury and Government [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	8,378	5,104
Securities available for sale	716	915
Liabilities:
Total short sale liabilities	(6,915)	(4,225)
Level 1 [Member] | US States and Political Subdivisions [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	0	0
Securities available for sale	0	0
Liabilities:
Total short sale liabilities	0	0
Level 1 [Member] | Mortgage Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	0	0
Securities available for sale	0	0
Level 1 [Member] | Federal agencies [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	0
Level 1 [Member] | Residential [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	0
Level 1 [Member] | Commercial [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	0
Level 1 [Member] | Collateralized loan and other debt obligations [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	0	0
Securities available for sale	0	0
Level 1 [Member] | Corporate debt securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	0	0
Securities available for sale	104	125
Liabilities:
Total short sale liabilities	0	0
Level 1 [Member] | Total asset-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	0	0
Securities available for sale	0	0
Level 1 [Member] | Auto loans and leases [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	0
Level 1 [Member] | Home Equity Loans [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	0
Level 1 [Member] | Other asset-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	0
Level 1 [Member] | Other Debt Securities, Excluding Asset Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	0
Level 1 [Member] | Short sale liabilities [Member] | Fair Value, Measurements, Recurring [Member]
Liabilities:
Total short sale liabilities	(1)	0
Level 1 [Member] | Equity Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	4,089	3,481
Securities available for sale	1,134	1,183
Liabilities:
Total short sale liabilities	(1,731)	(1,233)
Level 1 [Member] | Perpetual preferred securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	659	629
Level 1 [Member] | Other equity securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	475	554
Level 2 [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	29,864	26,483
Total trading assets (excluding derivatives)	31,764	27,370
Securities available for sale	229,224	205,537
Mortgages held for sale	39,437	39,055
Loans held for sale		6
Loans	208	185
MSRs (carried at fair value)	0	0
Fair value asset derivatives, netting	0	0
Fair Value Asset derivatives, net	73,369	83,051
Other Assets, Excluding Derivatives	5	123
Total assets recorded at fair value	374,007	355,327
Liabilities:
Fair Value Liability Derivatives, netting	0	0
Fair Value Liability derivatives, net	(70,929)	(79,729)
Total short sale liabilities	(6,336)	(4,907)
Other Liabilities, Excluding Derivatives and Short Sale Liabilities	(31)	(34)
Total liabilities recorded at fair value	(77,296)	(84,670)
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Interest Rate Contract [Member]
Assets:
Fair Value Asset derivatives	61,054	70,277
Liabilities:
Total derivative liabilities	(59,488)	(68,244)
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Commodity Contract [Member]
Assets:
Fair Value Asset derivatives	2,928	3,386
Liabilities:
Total derivative liabilities	(3,008)	(3,541)
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Equity Contract [Member]
Assets:
Fair Value Asset derivatives	3,081	2,747
Liabilities:
Total derivative liabilities	(3,621)	(3,239)
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Foreign Exchange Contract [Member]
Assets:
Fair Value Asset derivatives	5,297	5,481
Liabilities:
Total derivative liabilities	(3,792)	(3,553)
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Credit Contract [Member]
Assets:
Fair Value Asset derivatives	1,009	1,160
Liabilities:
Total derivative liabilities	(1,020)	(1,152)
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Other Contract [Member]
Assets:
Fair Value Asset derivatives	0	0
Liabilities:
Total derivative liabilities	0	0
Level 2 [Member] | Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	228,386	204,729
Level 2 [Member] | Trading Account Assets Other [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading assets (excluding derivatives)	1,900	887
Level 2 [Member] | US Treasury and Government [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	4,318	3,774
Securities available for sale	6,168	6,231
Liabilities:
Total short sale liabilities	(1,370)	(875)
Level 2 [Member] | US States and Political Subdivisions [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	3,758	1,587
Securities available for sale	36,927	35,045
Liabilities:
Total short sale liabilities	(18)	(9)
Level 2 [Member] | Mortgage Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	12,805	13,380
Securities available for sale	140,364	132,887
Level 2 [Member] | Federal agencies [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	105,472	97,285
Level 2 [Member] | Residential [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	15,164	15,837
Level 2 [Member] | Commercial [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	19,728	19,765
Level 2 [Member] | Collateralized loan and other debt obligations [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	202	0
Securities available for sale	13,725	0
Level 2 [Member] | Corporate debt securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	8,018	6,664
Securities available for sale	21,064	20,934
Liabilities:
Total short sale liabilities	(4,801)	(3,941)
Level 2 [Member] | Total asset-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	708	722
Securities available for sale	9,254	8,702
Level 2 [Member] | Auto loans and leases [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	18	7
Level 2 [Member] | Home Equity Loans [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	853	867
Level 2 [Member] | Other asset-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	8,383	7,828
Level 2 [Member] | Other Debt Securities, Excluding Asset Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	884	930
Level 2 [Member] | Short sale liabilities [Member] | Fair Value, Measurements, Recurring [Member]
Liabilities:
Total short sale liabilities	(147)	(47)
Level 2 [Member] | Equity Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	55	356
Securities available for sale	838	808
Liabilities:
Total short sale liabilities	0	(35)
Level 2 [Member] | Perpetual preferred securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	796	753
Level 2 [Member] | Other equity securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	42	55
Level 3 [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	718	987
Total trading assets (excluding derivatives)	788	1,063
Securities available for sale	16,982	27,439
Mortgages held for sale	3,187	3,250
Loans held for sale		0
Loans	5,975	6,021
MSRs (carried at fair value)	12,061	11,538
Fair value asset derivatives, netting	0	0
Fair Value Asset derivatives, net	2,456	2,406
Other Assets, Excluding Derivatives	348	162
Total assets recorded at fair value	41,797	51,879
Liabilities:
Fair Value Liability Derivatives, netting	0	0
Fair Value Liability derivatives, net	(3,141)	(3,055)
Total short sale liabilities	(8)	0
Other Liabilities, Excluding Derivatives and Short Sale Liabilities	(48)	(49)
Total liabilities recorded at fair value	(3,197)	(3,104)
Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Interest Rate Contract [Member]
Assets:
Fair Value Asset derivatives	933	1,058
Liabilities:
Total derivative liabilities	(375)	(399)
Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Commodity Contract [Member]
Assets:
Fair Value Asset derivatives	34	70
Liabilities:
Total derivative liabilities	(37)	(49)
Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Equity Contract [Member]
Assets:
Fair Value Asset derivatives	905	604
Liabilities:
Total derivative liabilities	(1,034)	(726)
Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Foreign Exchange Contract [Member]
Assets:
Fair Value Asset derivatives	5	24
Liabilities:
Total derivative liabilities	(39)	(3)
Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Credit Contract [Member]
Assets:
Fair Value Asset derivatives	579	650
Liabilities:
Total derivative liabilities	(1,604)	(1,800)
Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Other Contract [Member]
Assets:
Fair Value Asset derivatives	0	0
Liabilities:
Total derivative liabilities	(52)	(78)
Level 3 [Member] | Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	16,175	26,645
Level 3 [Member] | Trading Account Assets Other [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading assets (excluding derivatives)	70	76
Level 3 [Member] | US Treasury and Government [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	0	0
Securities available for sale	0	0
Liabilities:
Total short sale liabilities	0	0
Level 3 [Member] | US States and Political Subdivisions [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	36	46
Securities available for sale	3,529	3,631
Liabilities:
Total short sale liabilities	0	0
Level 3 [Member] | Mortgage Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	5	6
Securities available for sale	287	297
Level 3 [Member] | Federal agencies [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	0
Level 3 [Member] | Residential [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	95	94
Level 3 [Member] | Commercial [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	192	203
Level 3 [Member] | Collateralized loan and other debt obligations [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	505	742
Securities available for sale	2,938	13,188
Level 3 [Member] | Corporate debt securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	29	52
Securities available for sale	281	274
Liabilities:
Total short sale liabilities	0	0
Level 3 [Member] | Total asset-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	143	138
Securities available for sale	9,140	9,255
Level 3 [Member] | Auto loans and leases [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	5,704	5,921
Level 3 [Member] | Home Equity Loans [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	51
Level 3 [Member] | Other asset-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	3,436	3,283
Level 3 [Member] | Other Debt Securities, Excluding Asset Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	0
Level 3 [Member] | Short sale liabilities [Member] | Fair Value, Measurements, Recurring [Member]
Liabilities:
Total short sale liabilities	(8)	0
Level 3 [Member] | Equity Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	0	3
Securities available for sale	807	794
Liabilities:
Total short sale liabilities	0	0
Level 3 [Member] | Perpetual preferred securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	807	794
Level 3 [Member] | Other equity securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	0
Netting [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	0	0
Total trading assets (excluding derivatives)	0	0
Securities available for sale	0	0
Mortgages held for sale	0	0
Loans held for sale		0
Loans	0	0
MSRs (carried at fair value)	0	0
Fair value asset derivatives, netting	(59,572)	(62,108)
Fair Value Asset derivatives, net	(59,572)	(62,108)
Other Assets, Excluding Derivatives	0	0
Total assets recorded at fair value	(59,572)	(62,108)
Liabilities:
Fair Value Liability Derivatives, netting	66,419	71,116
Fair Value Liability derivatives, net	66,419	71,116
Total short sale liabilities	0	0
Other Liabilities, Excluding Derivatives and Short Sale Liabilities	0	0
Total liabilities recorded at fair value	66,419	71,116
Netting [Member] | Fair Value, Measurements, Recurring [Member] | Interest Rate Contract [Member]
Assets:
Fair Value Asset derivatives	0	0
Liabilities:
Total derivative liabilities	0	0
Netting [Member] | Fair Value, Measurements, Recurring [Member] | Commodity Contract [Member]
Assets:
Fair Value Asset derivatives	0	0
Liabilities:
Total derivative liabilities	0	0
Netting [Member] | Fair Value, Measurements, Recurring [Member] | Equity Contract [Member]
Assets:
Fair Value Asset derivatives	0	0
Liabilities:
Total derivative liabilities	0	0
Netting [Member] | Fair Value, Measurements, Recurring [Member] | Foreign Exchange Contract [Member]
Assets:
Fair Value Asset derivatives	0	0
Liabilities:
Total derivative liabilities	0	0
Netting [Member] | Fair Value, Measurements, Recurring [Member] | Credit Contract [Member]
Assets:
Fair Value Asset derivatives	0	0
Liabilities:
Total derivative liabilities	0	0
Netting [Member] | Fair Value, Measurements, Recurring [Member] | Other Contract [Member]
Assets:
Fair Value Asset derivatives	0	0
Liabilities:
Total derivative liabilities	0	0
Netting [Member] | Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	0
Netting [Member] | Trading Account Assets Other [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading assets (excluding derivatives)	0	0
Netting [Member] | US Treasury and Government [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	0	0
Securities available for sale	0	0
Liabilities:
Total short sale liabilities	0	0
Netting [Member] | US States and Political Subdivisions [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	0	0
Securities available for sale	0	0
Liabilities:
Total short sale liabilities	0	0
Netting [Member] | Mortgage Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	0	0
Securities available for sale	0	0
Netting [Member] | Federal agencies [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	0
Netting [Member] | Residential [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	0
Netting [Member] | Commercial [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	0
Netting [Member] | Collateralized loan and other debt obligations [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	0	0
Securities available for sale	0	0
Netting [Member] | Corporate debt securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	0	0
Securities available for sale	0	0
Liabilities:
Total short sale liabilities	0	0
Netting [Member] | Total asset-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	0	0
Securities available for sale	0	0
Netting [Member] | Auto loans and leases [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	0
Netting [Member] | Home Equity Loans [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	0
Netting [Member] | Other asset-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	0
Netting [Member] | Other Debt Securities, Excluding Asset Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	0
Netting [Member] | Short sale liabilities [Member] | Fair Value, Measurements, Recurring [Member]
Liabilities:
Total short sale liabilities	0	0
Netting [Member] | Equity Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	0	0
Securities available for sale	0	0
Liabilities:
Total short sale liabilities	0	0
Netting [Member] | Perpetual preferred securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	0	0
Netting [Member] | Other equity securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	$ 0	$ 0

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet119.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Fair Value, Transfers Between Fair Value Levels (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Total	$ 0	$ 0
Trading Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Total	0	0
Available for sale Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Total	0	0
Mortgages held for sale [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Total	0	0
Loans [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Total	0	0
Net derivative assets and liabilities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Total	0	0
Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	17	0
Transfer Out	0	0
Level 1 [Member] | Trading Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	0	0
Transfer Out	0	0
Level 1 [Member] | Available for sale Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	17	0
Transfer Out	0	0
Level 1 [Member] | Mortgages held for sale [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	0	0
Transfer Out	0	0
Level 1 [Member] | Loans [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	0	0
Transfer Out	0	0
Level 1 [Member] | Net derivative assets and liabilities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	0	0
Transfer Out	0	0
Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	10,998	201
Transfer Out	(139)	(136)
Level 2 [Member] | Trading Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	202	10
Transfer Out	(25)	(14)
Level 2 [Member] | Available for sale Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	10,676	93
Transfer Out	(17)	(43)
Level 2 [Member] | Mortgages held for sale [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	93	86
Transfer Out	(97)	(87)
Level 2 [Member] | Loans [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	48	0
Transfer Out	0	0
Level 2 [Member] | Net derivative assets and liabilities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	(21)	12
Transfer Out	0	8
Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	122	136
Transfer Out	(10,998)	(201)
Level 3 [Member] | Trading Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	25	14
Transfer Out	(202)	(10)
Level 3 [Member] | Available for sale Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	0	43
Transfer Out	(10,676)	(93)
Level 3 [Member] | Mortgages held for sale [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	97	87
Transfer Out	(93)	(86)
Level 3 [Member] | Loans [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	0	0
Transfer Out	(48)	0
Level 3 [Member] | Net derivative assets and liabilities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	0	(8)
Transfer Out	$ 21	$ (12)

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet120.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Fair Value, Assets and Liabilities Measured on Recurring Basis Level 3 Reconciliation (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012
Trading Securities [Member]
Assets:
Balance, beginning of period	$ 987	$ 2,034
Net gains (losses) included in net income	49	27
Net gains (losses) included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	(141)	(70)
Transfers into Level 3	25	14
Transfers out of Level 3	(202)	(10)
Balance, end of period	718	1,995
Net unrealized gains (losses) included in trading activities and other noninterest income in the income statement related to assets held at period end	7	(13)
Trading Securities [Member] | US States and Political Subdivisions [Member]
Assets:
Balance, beginning of period	46	53
Net gains (losses) included in net income	3	0
Net gains (losses) included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	(13)	50
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	36	103
Net unrealized gains (losses) included in trading activities and other noninterest income in the income statement related to assets held at period end	1	0
Trading Securities [Member] | Mortgage Backed Securities [Member]
Assets:
Balance, beginning of period	6	108
Net gains (losses) included in net income	0	(1)
Net gains (losses) included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	(1)	(43)
Transfers into Level 3	0	0
Transfers out of Level 3	0	(10)
Balance, end of period	5	54
Net unrealized gains (losses) included in trading activities and other noninterest income in the income statement related to assets held at period end	0	(3)
Trading Securities [Member] | Collateralized loan and other debt obligations [Member]
Assets:
Balance, beginning of period	742	1,582
Net gains (losses) included in net income	39	17
Net gains (losses) included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	(74)	(60)
Transfers into Level 3	0	0
Transfers out of Level 3	(202)	0
Balance, end of period	505	1,539
Net unrealized gains (losses) included in trading activities and other noninterest income in the income statement related to assets held at period end	4	(12)
Trading Securities [Member] | Corporate debt securities [Member]
Assets:
Balance, beginning of period	52	97
Net gains (losses) included in net income	2	0
Net gains (losses) included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	(25)	35
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	29	132
Net unrealized gains (losses) included in trading activities and other noninterest income in the income statement related to assets held at period end	2	(2)
Trading Securities [Member] | Total asset-backed securities [Member]
Assets:
Balance, beginning of period	138	190
Net gains (losses) included in net income	5	11
Net gains (losses) included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	(25)	(51)
Transfers into Level 3	25	14
Transfers out of Level 3	0	0
Balance, end of period	143	164
Net unrealized gains (losses) included in trading activities and other noninterest income in the income statement related to assets held at period end	0	4
Trading Securities [Member] | Equity Securities [Member]
Assets:
Balance, beginning of period	3	4
Net gains (losses) included in net income	0	0
Net gains (losses) included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	(3)	(1)
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	0	3
Net unrealized gains (losses) included in trading activities and other noninterest income in the income statement related to assets held at period end	0	0
Trading assets (excluding derivatives) [Member]
Assets:
Balance, beginning of period	1,063	2,149
Net gains (losses) included in net income	43	20
Net gains (losses) included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	(141)	(70)
Transfers into Level 3	25	14
Transfers out of Level 3	(202)	(10)
Balance, end of period	788	2,103
Net unrealized gains (losses) included in trading activities and other noninterest income in the income statement related to assets held at period end	5	(13)
Trading assets (excluding derivatives) [Member] | Trading Account Assets Other [Member]
Assets:
Balance, beginning of period	76	115
Net gains (losses) included in net income	(6)	(7)
Net gains (losses) included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	0	0
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	70	108
Net unrealized gains (losses) included in trading activities and other noninterest income in the income statement related to assets held at period end	(2)	0
Mortgages held for sale [Member]
Assets:
Balance, beginning of period	3,250	3,410
Net gains (losses) included in net income	(7)	(35)
Net gains (losses) included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	(60)	(46)
Transfers into Level 3	97	87
Transfers out of Level 3	(93)	(86)
Balance, end of period	3,187	3,330
Net unrealized gains (losses) included in mortgage banking and other noninterest income in the income statement related to assets held at period end	(7)	(36)
Loans Receivable [Member]
Assets:
Balance, beginning of period	6,021	23
Net gains (losses) included in net income	(47)	0
Net gains (losses) included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	49	2
Transfers into Level 3	0	0
Transfers out of Level 3	(48)	0
Balance, end of period	5,975	25
Net unrealized gains (losses) included in mortgage banking and other noninterest income in the income statement related to assets held at period end	(39)	0
Mortgage servicing rights [Member]
Assets:
Balance, beginning of period	11,538	12,603
Net gains (losses) included in net income	11	(801)
Net gains (losses) included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	512	1,776
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	12,061	13,578
Net unrealized gains (losses) included in mortgage banking and other noninterest income in the income statement related to assets held at period end	761	(158)
Derivatives [Member]
Assets and Liabilities:
Balance, beginning of period	(649)	(1,588)
Net gains (losses) included in net income	199	1,313
Net gains (losses) included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	(256)	(1,367)
Transfers into Level 3	0	(8)
Transfers out of Level 3	21	(12)
Balance, end of period	(685)	(1,662)
Net unrealized gains (losses) included in mortgage banking, trading activities and other noninterest income in the income statement related to assets and liabilities held at period end	326	361
Derivatives [Member] | Interest Rate Contract [Member]
Assets and Liabilities:
Balance, beginning of period	659	609
Net gains (losses) included in net income	268	1,158
Net gains (losses) included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	(369)	(1,432)
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	558	335
Net unrealized gains (losses) included in mortgage banking, trading activities and other noninterest income in the income statement related to assets and liabilities held at period end	357	199
Derivatives [Member] | Commodity Contract [Member]
Assets and Liabilities:
Balance, beginning of period	21	0
Net gains (losses) included in net income	10	1
Net gains (losses) included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	(23)	(7)
Transfers into Level 3	0	(8)
Transfers out of Level 3	(11)	0
Balance, end of period	(3)	(14)
Net unrealized gains (losses) included in mortgage banking, trading activities and other noninterest income in the income statement related to assets and liabilities held at period end	0	(7)
Derivatives [Member] | Equity Contract [Member]
Assets and Liabilities:
Balance, beginning of period	(122)	(75)
Net gains (losses) included in net income	(39)	(95)
Net gains (losses) included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	0	3
Transfers into Level 3	0	0
Transfers out of Level 3	32	(13)
Balance, end of period	(129)	(180)
Net unrealized gains (losses) included in mortgage banking, trading activities and other noninterest income in the income statement related to assets and liabilities held at period end	8	(88)
Derivatives [Member] | Foreign Exchange Contract [Member]
Assets and Liabilities:
Balance, beginning of period	21	(7)
Net gains (losses) included in net income	(53)	27
Net gains (losses) included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	(2)	(5)
Transfers into Level 3	0	0
Transfers out of Level 3	0	1
Balance, end of period	(34)	16
Net unrealized gains (losses) included in mortgage banking, trading activities and other noninterest income in the income statement related to assets and liabilities held at period end	(56)	24
Derivatives [Member] | Credit Contract [Member]
Assets and Liabilities:
Balance, beginning of period	(1,150)	(1,998)
Net gains (losses) included in net income	(13)	171
Net gains (losses) included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	138	74
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	(1,025)	(1,753)
Net unrealized gains (losses) included in mortgage banking, trading activities and other noninterest income in the income statement related to assets and liabilities held at period end	17	233
Derivatives [Member] | Other Contract [Member]
Assets and Liabilities:
Balance, beginning of period	(78)	(117)
Net gains (losses) included in net income	26	51
Net gains (losses) included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	0	0
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	(52)	(66)
Net unrealized gains (losses) included in mortgage banking, trading activities and other noninterest income in the income statement related to assets and liabilities held at period end	0	0
Other Assets [Member]
Assets:
Balance, beginning of period	162	244
Net gains (losses) included in net income	(2)	(3)
Net gains (losses) included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	188	(13)
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	348	228
Net unrealized gains (losses) included in trading activities and other noninterest income in the income statement related to assets held at period end	(1)	(11)
Short sale liabilities [Member]
Liabilities:
Balance, beginning of period	0	0
Net gains (losses) included in net income	0	0
Net gains (losses) included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	(8)	0
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	(8)	0
Net unrealized gains (losses) included in trading activities and other noninterest income in the income statement related to liabilities held at period end	0	0
Other Liabilities Excluding Derivatives And Short Sale Liabilities [Member]
Liabilities:
Balance, beginning of period	(49)	(44)
Net gains (losses) included in net income	1	1
Net gains (losses) included in other comprehensive income	0	0
Purchases, sales, issuances and settlements, net	0	1
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	(48)	(42)
Net unrealized gains (losses) included in mortgage banking and other noninterest income in the income statement related to liabilities held at period end	0	0
Available for sale Securities [Member]
Assets:
Balance, beginning of period	27,439	31,856
Net gains (losses) included in net income	28	85
Net gains (losses) included in other comprehensive income	106	469
Purchases, sales, issuances and settlements, net	85	1,130
Transfers into Level 3	0	43
Transfers out of Level 3	(10,676)	(93)
Balance, end of period	16,982	33,490
Net unrealized gains (losses) included in debt securities available for sale and equity investments in the income statement related to assets held at period end	(1)	(6)
Available for sale Securities [Member] | Debt Securities [Member]
Assets:
Balance, beginning of period	26,645	30,489
Net gains (losses) included in net income	27	54
Net gains (losses) included in other comprehensive income	85	476
Purchases, sales, issuances and settlements, net	94	1,345
Transfers into Level 3	0	43
Transfers out of Level 3	(10,676)	(93)
Balance, end of period	16,175	32,314
Net unrealized gains (losses) included in debt securities available for sale in the income statement related to assets held at period end	(1)	(6)
Available for sale Securities [Member] | US States and Political Subdivisions [Member]
Assets:
Balance, beginning of period	3,631	11,516
Net gains (losses) included in net income	2	(4)
Net gains (losses) included in other comprehensive income	(9)	164
Purchases, sales, issuances and settlements, net	(95)	838
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	3,529	12,514
Net unrealized gains (losses) included in debt securities available for sale in the income statement related to assets held at period end	0	(6)
Available for sale Securities [Member] | Mortgage Backed Securities [Member]
Assets:
Balance, beginning of period	297	293
Net gains (losses) included in net income	(7)	(15)
Net gains (losses) included in other comprehensive income	14	23
Purchases, sales, issuances and settlements, net	(5)	(8)
Transfers into Level 3	0	27
Transfers out of Level 3	(12)	(30)
Balance, end of period	287	290
Net unrealized gains (losses) included in debt securities available for sale in the income statement related to assets held at period end	(1)	0
Available for sale Securities [Member] | Residential [Member]
Assets:
Balance, beginning of period	94	61
Net gains (losses) included in net income	(4)	0
Net gains (losses) included in other comprehensive income	6	1
Purchases, sales, issuances and settlements, net	0	(1)
Transfers into Level 3	0	27
Transfers out of Level 3	(1)	(30)
Balance, end of period	95	58
Net unrealized gains (losses) included in debt securities available for sale in the income statement related to assets held at period end	0	0
Available for sale Securities [Member] | Commercial [Member]
Assets:
Balance, beginning of period	203	232
Net gains (losses) included in net income	(3)	(15)
Net gains (losses) included in other comprehensive income	8	22
Purchases, sales, issuances and settlements, net	(5)	(7)
Transfers into Level 3	0	0
Transfers out of Level 3	(11)	0
Balance, end of period	192	232
Net unrealized gains (losses) included in debt securities available for sale in the income statement related to assets held at period end	(1)	0
Available for sale Securities [Member] | Collateralized loan and other debt obligations [Member]
Assets:
Balance, beginning of period	13,188	8,599
Net gains (losses) included in net income	(1)	57
Net gains (losses) included in other comprehensive income	69	183
Purchases, sales, issuances and settlements, net	295	324
Transfers into Level 3	0	0
Transfers out of Level 3	(10,613)	0
Balance, end of period	2,938	9,163
Net unrealized gains (losses) included in debt securities available for sale in the income statement related to assets held at period end	0	0
Available for sale Securities [Member] | Corporate debt securities [Member]
Assets:
Balance, beginning of period	274	295
Net gains (losses) included in net income	2	5
Net gains (losses) included in other comprehensive income	8	11
Purchases, sales, issuances and settlements, net	0	(4)
Transfers into Level 3	0	1
Transfers out of Level 3	(3)	0
Balance, end of period	281	308
Net unrealized gains (losses) included in debt securities available for sale in the income statement related to assets held at period end	0	0
Available for sale Securities [Member] | Total asset-backed securities [Member]
Assets:
Balance, beginning of period	9,255	9,786
Net gains (losses) included in net income	31	11
Net gains (losses) included in other comprehensive income	3	95
Purchases, sales, issuances and settlements, net	(101)	195
Transfers into Level 3	0	15
Transfers out of Level 3	(48)	(63)
Balance, end of period	9,140	10,039
Net unrealized gains (losses) included in debt securities available for sale in the income statement related to assets held at period end	0	0
Available for sale Securities [Member] | Auto loans and leases [Member]
Assets:
Balance, beginning of period	5,921	6,641
Net gains (losses) included in net income	0	1
Net gains (losses) included in other comprehensive income	9	20
Purchases, sales, issuances and settlements, net	(226)	251
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	5,704	6,913
Net unrealized gains (losses) included in debt securities available for sale in the income statement related to assets held at period end	0	0
Available for sale Securities [Member] | Home Equity Loans [Member]
Assets:
Balance, beginning of period	51	282
Net gains (losses) included in net income	3	7
Net gains (losses) included in other comprehensive income	(1)	18
Purchases, sales, issuances and settlements, net	(5)	(1)
Transfers into Level 3	0	14
Transfers out of Level 3	(48)	(63)
Balance, end of period	0	257
Net unrealized gains (losses) included in debt securities available for sale in the income statement related to assets held at period end	0	0
Available for sale Securities [Member] | Other asset-backed securities [Member]
Assets:
Balance, beginning of period	3,283	2,863
Net gains (losses) included in net income	28	3
Net gains (losses) included in other comprehensive income	(5)	57
Purchases, sales, issuances and settlements, net	130	(55)
Transfers into Level 3	0	1
Transfers out of Level 3	0	0
Balance, end of period	3,436	2,869
Net unrealized gains (losses) included in debt securities available for sale in the income statement related to assets held at period end	0	0
Available for sale Securities [Member] | Equity Securities [Member]
Assets:
Balance, beginning of period	794	1,367
Net gains (losses) included in net income	1	31
Net gains (losses) included in other comprehensive income	21	(7)
Purchases, sales, issuances and settlements, net	(9)	(215)
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	807	1,176
Net unrealized gains (losses) included in equity investments in the income statement related to assets held at period end	0	0
Available for sale Securities [Member] | Perpetual preferred securities [Member]
Assets:
Balance, beginning of period	794	1,344
Net gains (losses) included in net income	1	31
Net gains (losses) included in other comprehensive income	21	8
Purchases, sales, issuances and settlements, net	(9)	(210)
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	807	1,173
Net unrealized gains (losses) included in equity investments in the income statement related to assets held at period end	0	0
Available for sale Securities [Member] | Other equity securities [Member]
Assets:
Balance, beginning of period	0	23
Net gains (losses) included in net income	0	0
Net gains (losses) included in other comprehensive income	0	(15)
Purchases, sales, issuances and settlements, net	0	(5)
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	0	3
Net unrealized gains (losses) included in equity investments in the income statement related to assets held at period end	$ 0	$ 0

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet121.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Fair Value, Assets and Liabilities Measured on Recurring Basis Level 3 Reconciliation Breakout (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012
Trading Securities [Member]
Assets:
Purchases	$ 390	$ 405
Sales	(520)	(463)
Issuances	0	0
Settlements	(11)	(12)
Purchases, sales, issuances and settlements, net	(141)	(70)
Trading Securities [Member] | US States and Political Subdivisions [Member]
Assets:
Purchases	77	59
Sales	(90)	(9)
Issuances	0	0
Settlements	0	0
Purchases, sales, issuances and settlements, net	(13)	50
Trading Securities [Member] | Mortgage Backed Securities [Member]
Assets:
Purchases	0	3
Sales	(1)	(46)
Issuances	0	0
Settlements	0	0
Purchases, sales, issuances and settlements, net	(1)	(43)
Trading Securities [Member] | Collateralized loan and other debt obligations [Member]
Assets:
Purchases	249	190
Sales	(323)	(250)
Issuances	0	0
Settlements	0	0
Purchases, sales, issuances and settlements, net	(74)	(60)
Trading Securities [Member] | Corporate debt securities [Member]
Assets:
Purchases	58	81
Sales	(83)	(46)
Issuances	0	0
Settlements	0	0
Purchases, sales, issuances and settlements, net	(25)	35
Trading Securities [Member] | Total asset-backed securities [Member]
Assets:
Purchases	6	72
Sales	(20)	(111)
Issuances	0	0
Settlements	(11)	(12)
Purchases, sales, issuances and settlements, net	(25)	(51)
Trading Securities [Member] | Equity Securities [Member]
Assets:
Purchases	0	0
Sales	(3)	(1)
Issuances	0	0
Settlements	0	0
Purchases, sales, issuances and settlements, net	(3)	(1)
Trading assets (excluding derivatives) [Member]
Assets:
Purchases	390	405
Sales	(520)	(463)
Issuances	0	0
Settlements	(11)	(12)
Purchases, sales, issuances and settlements, net	(141)	(70)
Trading assets (excluding derivatives) [Member] | Trading Account Assets Other [Member]
Assets:
Purchases	0	0
Sales	0	0
Issuances	0	0
Settlements	0	0
Purchases, sales, issuances and settlements, net	0	0
Mortgages held for sale [Member]
Assets:
Purchases	102	111
Sales	0	0
Issuances	0	0
Settlements	(162)	(157)
Purchases, sales, issuances and settlements, net	(60)	(46)
Loans Receivable [Member]
Assets:
Purchases	1	2
Sales	0	0
Issuances	117	0
Settlements	(69)	0
Purchases, sales, issuances and settlements, net	49	2
Mortgage servicing rights [Member]
Assets:
Purchases	0	0
Sales	(423)	0
Issuances	935	1,776
Settlements	0	0
Purchases, sales, issuances and settlements, net	512	1,776
Derivatives [Member]
Assets and Liabilities:
Purchases	97	121
Sales	(66)	(174)
Issuances	0	0
Settlements	(287)	(1,314)
Purchases, sales, issuances and settlements, net	(256)	(1,367)
Derivatives [Member] | Interest Rate Contract [Member]
Assets and Liabilities:
Purchases	0	0
Sales	1	(1)
Issuances	0	0
Settlements	(370)	(1,431)
Purchases, sales, issuances and settlements, net	(369)	(1,432)
Derivatives [Member] | Commodity Contract [Member]
Assets and Liabilities:
Purchases	1	5
Sales	(1)	(7)
Issuances	0	0
Settlements	(23)	(5)
Purchases, sales, issuances and settlements, net	(23)	(7)
Derivatives [Member] | Equity Contract [Member]
Assets and Liabilities:
Purchases	99	115
Sales	(67)	(165)
Issuances	0	0
Settlements	(32)	53
Purchases, sales, issuances and settlements, net	0	3
Derivatives [Member] | Foreign Exchange Contract [Member]
Assets and Liabilities:
Purchases	0	0
Sales	0	0
Issuances	0	0
Settlements	(2)	(5)
Purchases, sales, issuances and settlements, net	(2)	(5)
Derivatives [Member] | Credit Contract [Member]
Assets and Liabilities:
Purchases	(3)	1
Sales	1	(1)
Issuances	0	0
Settlements	140	74
Purchases, sales, issuances and settlements, net	138	74
Derivatives [Member] | Other Contract [Member]
Assets and Liabilities:
Purchases	0	0
Sales	0	0
Issuances	0	0
Settlements	0	0
Purchases, sales, issuances and settlements, net	0	0
Other Assets [Member]
Assets:
Purchases	197	3
Sales	0	0
Issuances	0	0
Settlements	(9)	(16)
Purchases, sales, issuances and settlements, net	188	(13)
Short sale liabilities [Member]
Liabilities:
Purchases	0	0
Sales	(8)	0
Issuances	0	0
Settlements	0	0
Purchases, sales, issuances and settlements, net	(8)	0
Other Liabilities Excluding Derivatives And Short Sale Liabilities [Member]
Liabilities:
Purchases	0	(1)
Sales	0	2
Issuances	(3)	0
Settlements	3	0
Purchases, sales, issuances and settlements, net	0	1
Available for sale Securities [Member]
Assets:
Purchases	1,264	3,366
Sales	(121)	(30)
Issuances	525	1,086
Settlements	(1,583)	(3,292)
Purchases, sales, issuances and settlements, net	85	1,130
Available for sale Securities [Member] | Debt Securities [Member]
Assets:
Purchases	1,264	3,366
Sales	(121)	(26)
Issuances	525	1,086
Settlements	(1,574)	(3,081)
Purchases, sales, issuances and settlements, net	94	1,345
Available for sale Securities [Member] | US States and Political Subdivisions [Member]
Assets:
Purchases	0	582
Sales	(67)	0
Issuances	75	588
Settlements	(103)	(332)
Purchases, sales, issuances and settlements, net	(95)	838
Available for sale Securities [Member] | Mortgage Backed Securities [Member]
Assets:
Purchases	0	0
Sales	(1)	0
Issuances	0	0
Settlements	(4)	(8)
Purchases, sales, issuances and settlements, net	(5)	(8)
Available for sale Securities [Member] | Residential [Member]
Assets:
Purchases	0	0
Sales	0	0
Issuances	0	0
Settlements	0	(1)
Purchases, sales, issuances and settlements, net	0	(1)
Available for sale Securities [Member] | Commercial [Member]
Assets:
Purchases	0	0
Sales	(1)	0
Issuances	0	0
Settlements	(4)	(7)
Purchases, sales, issuances and settlements, net	(5)	(7)
Available for sale Securities [Member] | Collateralized loan and other debt obligations [Member]
Assets:
Purchases	402	550
Sales	(14)	0
Issuances	0	0
Settlements	(93)	(226)
Purchases, sales, issuances and settlements, net	295	324
Available for sale Securities [Member] | Corporate debt securities [Member]
Assets:
Purchases	0	0
Sales	0	0
Issuances	0	0
Settlements	0	(4)
Purchases, sales, issuances and settlements, net	0	(4)
Available for sale Securities [Member] | Total asset-backed securities [Member]
Assets:
Purchases	862	2,234
Sales	(39)	(26)
Issuances	450	498
Settlements	(1,374)	(2,511)
Purchases, sales, issuances and settlements, net	(101)	195
Available for sale Securities [Member] | Auto loans and leases [Member]
Assets:
Purchases	351	1,835
Sales	0	0
Issuances	148	163
Settlements	(725)	(1,747)
Purchases, sales, issuances and settlements, net	(226)	251
Available for sale Securities [Member] | Home Equity Loans [Member]
Assets:
Purchases	0	0
Sales	(5)	0
Issuances	0	0
Settlements	0	(1)
Purchases, sales, issuances and settlements, net	(5)	(1)
Available for sale Securities [Member] | Other asset-backed securities [Member]
Assets:
Purchases	511	399
Sales	(34)	(26)
Issuances	302	335
Settlements	(649)	(763)
Purchases, sales, issuances and settlements, net	130	(55)
Available for sale Securities [Member] | Equity Securities [Member]
Assets:
Purchases	0	0
Sales	0	(4)
Issuances	0	0
Settlements	(9)	(211)
Purchases, sales, issuances and settlements, net	(9)	(215)
Available for sale Securities [Member] | Perpetual preferred securities [Member]
Assets:
Purchases	0	0
Sales	0	0
Issuances	0	0
Settlements	(9)	(210)
Purchases, sales, issuances and settlements, net	(9)	(210)
Available for sale Securities [Member] | Other equity securities [Member]
Assets:
Purchases	0	0
Sales	0	(4)
Issuances	0	0
Settlements	0	(1)
Purchases, sales, issuances and settlements, net	$ 0	$ (5)

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet122.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Fair Value, Assets and Liabilities Measured on a Recurring Basis Level 3 Valuation Techniques and Significant Unobservable Inputs (Details) (USD $)	3 Months Ended	12 Months Ended
Mar. 31, 2013	Dec. 31, 2012
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Mortgages held for sale, carried at fair value	42,624,000,000	42,305,000,000
Loans	6,183,000,000	6,206,000,000
MSRs (carried at fair value)	12,061,000,000	11,538,000,000
Interest Rate Contract [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Prepayment rate	5.80%	7.40%
Loss severity	50.00%	45.80%
Default rate	0.00%	0.00%
Interest Rate Contract [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Prepayment rate	15.60%	15.60%
Loss severity	81.80%	83.20%
Default rate	20.00%	20.00%
Interest Rate Contract [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Prepayment rate	15.00%	14.90%
Loss severity	51.30%	51.60%
Default rate	5.60%	5.40%
Derivative Loan Commitments [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Fall-out factor	1.00%	1.00%
Initial-value servicing (in bps)	(13.7)	(13.7)
Derivative Loan Commitments [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Fall-out factor	99.00%	99.00%
Initial-value servicing (in bps)	124.3	137.2
Derivative Loan Commitments [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Fall-out factor	21.90%	22.90%
Initial-value servicing (in bps)	79.7	85.6
Equity Contract [Member] | Minimum [Member] | Option model [Member]
Fair Value Inputs [Abstract]
Volatility factor	9.50%	3.00%
Correlation factor	(25.00%)	(43.60%)
Equity Contract [Member] | Maximum [Member] | Option model [Member]
Fair Value Inputs [Abstract]
Volatility factor	68.20%	68.90%
Correlation factor	94.50%	94.50%
Equity Contract [Member] | Weighted Average [Member] | Option model [Member]
Fair Value Inputs [Abstract]
Volatility factor	22.90%	26.50%
Correlation factor	67.30%	50.30%
Credit Contract [Member] | Minimum [Member] | Market comparable pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	(32.80%)	(34.40%)
Credit Contract [Member] | Minimum [Member] | Option model [Member]
Fair Value Inputs [Abstract]
Loss severity	16.50%	16.50%
Credit spread	0.10%	0.10%
Credit Contract [Member] | Maximum [Member] | Market comparable pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	33.50%	30.50%
Credit Contract [Member] | Maximum [Member] | Option model [Member]
Fair Value Inputs [Abstract]
Loss severity	87.50%	87.50%
Credit spread	14.00%	14.00%
Credit Contract [Member] | Weighted Average [Member] | Market comparable pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	0.10%	0.10%
Credit Contract [Member] | Weighted Average [Member] | Option model [Member]
Fair Value Inputs [Abstract]
Loss severity	45.60%	52.30%
Credit spread	1.20%	2.00%
Government, healthcare and other revenue bonds [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	0.50%	0.50%
Government, healthcare and other revenue bonds [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	5.00%	4.80%
Government, healthcare and other revenue bonds [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	1.40%	1.80%
Auction rate and other municipal bonds [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	0.50%	2.00%
Weighted average life	3 years	3 years
Auction rate and other municipal bonds [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	13.30%	12.90%
Weighted average life	13 years	7 years 6 months 7 days
Auction rate and other municipal bonds [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	5.20%	4.40%
Weighted average life	3 years 7 months 6 days	3 years 4 months 28 days
Collateralized loan and other debt obligations [Member] | Minimum [Member] | Market comparable pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	(22.30%)	(22.50%)
Collateralized loan and other debt obligations [Member] | Maximum [Member] | Market comparable pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	24.00%	24.70%
Collateralized loan and other debt obligations [Member] | Weighted Average [Member] | Market comparable pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	(3.00%)	3.50%
Auto loans and leases [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	0.40%	0.60%
Prepayment rate	0.60%	0.60%
Loss severity	50.00%	50.00%
Default rate	2.00%	2.10%
Auto loans and leases [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	1.80%	1.60%
Prepayment rate	0.90%	0.90%
Loss severity	66.50%	66.60%
Default rate	9.30%	9.70%
Auto loans and leases [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	0.80%	1.00%
Prepayment rate	0.70%	0.70%
Loss severity	53.00%	51.80%
Default rate	3.00%	3.20%
Dealer Floorplan [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	0.60%	0.50%
Dealer Floorplan [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	2.20%	2.20%
Dealer Floorplan [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	1.60%	1.90%
Diversified Payment Rights [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	1.20%	1.00%
Diversified Payment Rights [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	2.80%	2.90%
Diversified Payment Rights [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	1.90%	1.80%
Other Commercial and Consumer [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	0.60%	0.60%
Weighted average life	0 years 9 months 18 days	1 year
Other Commercial and Consumer [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	8.70%	6.80%
Weighted average life	7 years 3 months 17 days	7 years 6 months 7 days
Other Commercial and Consumer [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	2.80%	2.70%
Weighted average life	2 years 2 months 13 days	2 years 10 months 26 days
Perpetual preferred securities [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	4.40%	4.30%
Weighted average life	1 year	1 year
Perpetual preferred securities [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	9.20%	9.30%
Weighted average life	7 years	7 years
Perpetual preferred securities [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	5.90%	6.30%
Weighted average life	5 years 5 months 29 days	5 years 3 months 22 days
Mortgages held for sale [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	3.40%	3.40%
Prepayment rate	1.00%	1.00%
Loss severity	1.40%	1.30%
Default rate	0.70%	0.60%
Mortgages held for sale [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	7.90%	7.50%
Prepayment rate	10.60%	11.00%
Loss severity	36.20%	35.30%
Default rate	14.90%	14.80%
Mortgages held for sale [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	5.50%	5.40%
Prepayment rate	5.70%	6.20%
Loss severity	26.60%	26.40%
Default rate	3.50%	5.50%
Loans Receivable [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	2.30%	2.40%
Prepayment rate	1.90%	1.60%
Utilization rate	0.00%	0.00%
Loans Receivable [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	3.00%	2.80%
Prepayment rate	42.10%	44.40%
Utilization rate	2.00%	2.00%
Loans Receivable [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	2.80%	2.60%
Prepayment rate	11.90%	11.60%
Utilization rate	0.80%	0.80%
Residential Mortgage Servicing [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	6.40%	6.70%
Prepayment rate	7.50%	7.30%
Cost to service per loan	90	90
Residential Mortgage Servicing [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	10.80%	10.90%
Prepayment rate	23.30%	23.70%
Cost to service per loan	854	854
Residential Mortgage Servicing [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	7.30%	7.40%
Prepayment rate	14.20%	15.70%
Cost to service per loan	216	219
Recurring [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Mortgages held for sale, carried at fair value	42,624,000,000	42,305,000,000
Loans	6,183,000,000	6,206,000,000
MSRs (carried at fair value)	12,061,000,000	11,538,000,000
Level 3 [Member] | Recurring [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Mortgages held for sale, carried at fair value	3,187,000,000	3,250,000,000
Loans	5,975,000,000	6,021,000,000
MSRs (carried at fair value)	12,061,000,000	11,538,000,000
Total insignificant level 3 assets, net of liabilities	875,000,000	835,000,000
Total level 3 assets, net of liabilities	38,600,000,000	48,775,000,000
Level 3 [Member] | Recurring [Member] | Discounted cash flow [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Mortgages held for sale, carried at fair value	3,187,000,000	3,250,000,000
Loans	5,975,000,000	6,021,000,000
MSRs (carried at fair value)		11,538,000,000
Level 3 [Member] | Recurring [Member] | Interest Rate Contract [Member] | Discounted cash flow [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Net derivative assets and liabilities	143,000,000	162,000,000
Level 3 [Member] | Recurring [Member] | Derivative Loan Commitments [Member] | Discounted cash flow [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Net derivative assets and liabilities	415,000,000	497,000,000
Level 3 [Member] | Recurring [Member] | Equity Contract [Member] | Option model [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Net derivative assets and liabilities	(129,000,000)	(122,000,000)
Level 3 [Member] | Recurring [Member] | Credit Contract [Member] | Market comparable pricing [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Net derivative assets and liabilities	(1,031,000,000)	(1,157,000,000)
Level 3 [Member] | Recurring [Member] | Credit Contract [Member] | Option model [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Net derivative assets and liabilities	6,000,000	8,000,000
Level 3 [Member] | Recurring [Member] | Government, healthcare and other revenue bonds [Member] | Discounted cash flow [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Trading and available for sale securities	2,983,000,000	3,081,000,000
Level 3 [Member] | Recurring [Member] | Auction rate and other municipal bonds [Member] | Discounted cash flow [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Trading and available for sale securities	582,000,000	596,000,000
Level 3 [Member] | Recurring [Member] | Collateralized loan and other debt obligations [Member] | Market comparable pricing [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Trading and available for sale securities	876,000,000	1,423,000,000
Level 3 [Member] | Recurring [Member] | Collateralized loan and other debt obligations [Member] | Vendor priced [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Trading and available for sale securities	2,567,000,000	12,507,000,000
Level 3 [Member] | Recurring [Member] | Auto loans and leases [Member] | Discounted cash flow [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Trading and available for sale securities	5,704,000,000	5,921,000,000
Level 3 [Member] | Recurring [Member] | Dealer Floorplan [Member] | Discounted cash flow [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Trading and available for sale securities	1,472,000,000	1,030,000,000
Level 3 [Member] | Recurring [Member] | Diversified Payment Rights [Member] | Discounted cash flow [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Trading and available for sale securities	620,000,000	639,000,000
Level 3 [Member] | Recurring [Member] | Other Commercial and Consumer [Member] | Discounted cash flow [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Trading and available for sale securities	1,413,000,000	1,665,000,000
Level 3 [Member] | Recurring [Member] | Other Commercial and Consumer [Member] | Vendor priced [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Trading and available for sale securities	74,000,000	87,000,000
Level 3 [Member] | Recurring [Member] | Perpetual preferred securities [Member] | Discounted cash flow [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Trading and available for sale securities	807,000,000	794,000,000
Level 3 [Member] | Recurring [Member] | Residential Mortgage Servicing [Member] | Discounted cash flow [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
MSRs (carried at fair value)	12,061,000,000

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet123.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Fair Value, Assets Recorded at Fair Value on Nonrecurring Basis (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Mortgages held for sale	$ 42,624	$ 42,305
Loans held for sale	0	6
Loans	6,183	6,206
MSRs (carried at fair value)	12,061	11,538
Other assets	197	0
Nonrecurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Mortgages held for sale	3,197	2,554
Loans held for sale	0	4
Loans	1,776	7,400
Other assets	356	1,133
Nonrecurring [Member] | Commercial Portfolio Segment [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	231	1,507
Nonrecurring [Member] | Consumer Portfolio Segment [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	1,545	5,893
Level 1 [Member] | Nonrecurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Mortgages held for sale	0	0
Loans held for sale	0	0
Loans	0	0
Other assets	0	0
Level 1 [Member] | Nonrecurring [Member] | Commercial Portfolio Segment [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	0	0
Level 1 [Member] | Nonrecurring [Member] | Consumer Portfolio Segment [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	0	0
Level 2 [Member] | Nonrecurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Mortgages held for sale	2,155	1,509
Loans held for sale	0	4
Loans	1,769	7,396
Other assets	290	989
Level 2 [Member] | Nonrecurring [Member] | Commercial Portfolio Segment [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	228	1,507
Level 2 [Member] | Nonrecurring [Member] | Consumer Portfolio Segment [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	1,541	5,889
Level 3 [Member] | Nonrecurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Mortgages held for sale	1,042	1,045
Loans held for sale	0	0
Loans	7	4
Other assets	66	144
Level 3 [Member] | Nonrecurring [Member] | Commercial Portfolio Segment [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	3	0
Level 3 [Member] | Nonrecurring [Member] | Consumer Portfolio Segment [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	$ 4	$ 4

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet124.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Fair Value, Changes in Fair Value of Assets Recorded at Fair Value on Nonrecurring Basis (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012
Fair Value Assets Measured On Nonrecurring Basis Increase Decrease [Line Items]
Mortgages held for sale	$ 39	$ 48
Loans held for sale	0	(1)
Loans	(998)	(1,504)
Other Assets	(79)	(140)
Total	(1,038)	(1,597)
Commercial Portfolio Segment [Member]
Fair Value Assets Measured On Nonrecurring Basis Increase Decrease [Line Items]
Loans	(91)	(301)
Consumer Portfolio Segment [Member]
Fair Value Assets Measured On Nonrecurring Basis Increase Decrease [Line Items]
Loans	$ (907)	$ (1,203)

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet125.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Fair Value, Assets Recorded at Fair Value on a Nonrecurring Basis Level 3 Valuation Techniques and Significant Unobservable Inputs (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	12 Months Ended
Mar. 31, 2013	Dec. 31, 2012
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Mortgages held for sale	42,624	42,305
Minimum [Member] | Mortgages held for sale [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	3.40%	3.40%
Loss severity	1.40%	1.30%
Default rate	0.70%	0.60%
Prepayment rate	1.00%	1.00%
Minimum [Member] | Residential Portfolio Segment [Member] | Mortgages held for sale [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	4.00%	4.10%
Loss severity	2.00%	2.00%
Default rate	1.10%	2.90%
Prepayment rate	1.00%	1.00%
Maximum [Member] | Mortgages held for sale [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	7.90%	7.50%
Loss severity	36.20%	35.30%
Default rate	14.90%	14.80%
Prepayment rate	10.60%	11.00%
Maximum [Member] | Residential Portfolio Segment [Member] | Mortgages held for sale [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	11.80%	11.90%
Loss severity	42.60%	45.00%
Default rate	6.50%	21.20%
Prepayment rate	100.00%	100.00%
Weighted Average [Member] | Mortgages held for sale [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	5.50%	5.40%
Loss severity	26.60%	26.40%
Default rate	3.50%	5.50%
Prepayment rate	5.70%	6.20%
Weighted Average [Member] | Residential Portfolio Segment [Member] | Mortgages held for sale [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	10.70%	10.90%
Loss severity	5.80%	6.00%
Default rate	3.00%	7.90%
Prepayment rate	66.30%	66.70%
Nonrecurring [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Mortgages held for sale	3,197	2,554
Level 3 [Member] | Nonrecurring [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Mortgages held for sale	1,042	1,045
Total insignificant level 3 assets	73	148
Total	1,115	1,193
Level 3 [Member] | Nonrecurring [Member] | Residential Portfolio Segment [Member] | Discounted cash flow [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Mortgages held for sale	1,042	1,045

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet126.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Fair Value, Investments in Entities That Calculate Net Asset Value Per Share (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	12 Months Ended
Mar. 31, 2013	Dec. 31, 2012
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]
Fair value	$ 1,298	$ 1,271
Unfunded commitments	202	216
Offshore Funds [Member]
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]
Fair value	444	379
Unfunded commitments	0	0
Redemption frequency	Daily - Annually	Daily - Annually
Redemption notice period	1 - 180 days	1 - 180 days
Funds of funds [Member]
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]
Fair value	1	1
Unfunded commitments	0	0
Redemption frequency	Quarterly	Quarterly
Redemption notice period	90 days	90 days
Hedge Funds [Member]
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]
Fair value	2	2
Unfunded commitments	0	0
Redemption frequency	Daily - Annually	Daily - Annually
Redemption notice period	5 - 95 days	5 - 95 days
Private Equity Funds [Member]
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]
Fair value	773	807
Unfunded commitments	183	195
Redemption frequency	N/A	N/A
Redemption notice period	N/A	N/A
Venture Capital Funds [Member]
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]
Fair value	78	82
Unfunded commitments	$ 19	$ 21
Redemption frequency	N/A	N/A
Redemption notice period	N/A	N/A

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet127.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Fair Value, Option, Carrying Amount (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	12 Months Ended
Mar. 31, 2013	Dec. 31, 2012
Fair Value, Option, Quantitative Disclosures [Line Items]
Mortgages held for sale	$ 42,624	$ 42,305
Loans held for sale	0	6
Loans	6,183	6,206
Other assets	197	0
Long-term debt	0	(1)
Mortgages held for sale [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Mortgages held for sale	42,624	42,305
Mortgages held for sale, Unpaid principal	41,907	41,183
Loans, Loans held for sale and Mortgages held for sale, aggregate difference	717	1,122
Nonaccrual loans	336	309
Nonaccrual loans, Unpaid principal	633	655
Nonaccrual loans, Aggregate difference	(297)	(346)
Loans 90 days or more past due and still accruing	49	49
Loans 90 days or more past due and still accruing, Unpaid principal	66	64
Loans 90 days or more past due and still accruing, Aggregate difference	(17)	(15)
Loans held for sale [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Loans held for sale	0	6
Loans, Unpaid principal	9	10
Loans, Loans held for sale and Mortgages held for sale, aggregate difference	(9)	(4)
Nonaccrual loans	0	2
Nonaccrual loans, Unpaid principal	6	6
Nonaccrual loans, Aggregate difference	(6)	(4)
Loans [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Loans	6,183	6,206
Loans, Unpaid principal	5,693	5,669
Loans, Loans held for sale and Mortgages held for sale, aggregate difference	490	537
Nonaccrual loans	112	89
Nonaccrual loans, Unpaid principal	110	89
Nonaccrual loans, Aggregate difference	2	0
Other Assets [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Other assets	197	0
Other Assets, Unpaid principal	n/a	n/a
Other assets, aggregate difference	n/a	n/a
Long-term debt [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Long-term debt	0	(1)
Long-term debt, Unpaid principal	(199)	(1,157)
Long-term debt, Aggregate differences	$ 199	$ 1,156

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet128.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Fair Value, Option, Gains and Losses (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012
Mortgage banking noninterest income [Member] | Mortgages held for sale [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	$ 973	$ 1,795
Mortgage banking noninterest income [Member] | Loans held for sale [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	0	0
Mortgage banking noninterest income [Member] | Loans Receivable [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	0	0
Mortgage banking noninterest income [Member] | Other Assets [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	0	0
Mortgage banking noninterest income [Member] | Other interests held [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	0	0
Other noninterest income [Member] | Mortgages held for sale [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	0	1
Other noninterest income [Member] | Loans held for sale [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	0	13
Other noninterest income [Member] | Loans Receivable [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	(47)	42
Other noninterest income [Member] | Other Assets [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	14	0
Other noninterest income [Member] | Other interests held [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	6	23
Net gains (losses) from trading activities [Member] | Mortgages held for sale [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	0	0
Net gains (losses) from trading activities [Member] | Loans held for sale [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	0	0
Net gains (losses) from trading activities [Member] | Loans Receivable [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	0	0
Net gains (losses) from trading activities [Member] | Other Assets [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	0	0
Net gains (losses) from trading activities [Member] | Other interests held [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	$ (7)	$ (9)

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet129.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Fair Value, Option, Instrument Specific Credit Risk (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (losses) attributable to instrument-specific credit risk	$ 37	$ (26)
Mortgages held for sale [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (losses) attributable to instrument-specific credit risk	37	(39)
Loans held for sale [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (losses) attributable to instrument-specific credit risk	$ 0	$ 13

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet130.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Fair Value, Estimates for Financial Instruments Not Carried at Fair Value (Details) (USD $) In Millions, unless otherwise specified	Mar. 31, 2013	Dec. 31, 2012	Mar. 31, 2012	Dec. 31, 2011
Financial assets:
Cash and due from banks	$ 16,217	$ 21,860	$ 17,000	$ 19,440
Federal funds sold, securities purchased under resale agreements and other short-term investments	143,804	137,313
Mortgages held for sale	46,702	47,149
Loans held for sale	194	110
Loans	799,966	799,574
Nonmarketable equity investments (cost method)	6,649	6,799
Financial liabilities:
Deposits	1,010,733	1,002,835
Short-term borrowings	60,693	57,175
Long-term debt	126,191	127,379
Carrying amount [Member]
Financial assets:
Cash and due from banks	16,217	21,860
Federal funds sold, securities purchased under resale agreements and other short-term investments	143,804	137,313
Mortgages held for sale	4,078	4,844
Loans held for sale	194	104
Loans	764,756	763,968
Nonmarketable equity investments (cost method)	6,649	6,799
Financial liabilities:
Deposits	1,010,733	1,002,835
Short-term borrowings	60,693	57,175
Long-term debt	126,179	127,366
Estimated fair value [Member]
Financial assets:
Cash and due from banks	16,217	21,860
Federal funds sold, securities purchased under resale agreements and other short-term investments	143,804	137,313
Mortgages held for sale	4,074	4,853
Loans held for sale	203	112
Loans	774,684	772,351
Nonmarketable equity investments (cost method)	8,148	8,231
Financial liabilities:
Deposits	1,011,638	1,003,942
Short-term borrowings	60,693	57,175
Long-term debt	129,654	130,283
Estimated fair value [Member] | Level 1 [Member]
Financial assets:
Cash and due from banks	16,217	21,860
Federal funds sold, securities purchased under resale agreements and other short-term investments	4,505	5,046
Mortgages held for sale	0	0
Loans held for sale	0	0
Loans	0	0
Nonmarketable equity investments (cost method)	0	0
Financial liabilities:
Deposits	0	0
Short-term borrowings	0	0
Long-term debt	0	0
Estimated fair value [Member] | Level 2 [Member]
Financial assets:
Cash and due from banks	0	0
Federal funds sold, securities purchased under resale agreements and other short-term investments	139,299	132,267
Mortgages held for sale	3,032	3,808
Loans held for sale	190	83
Loans	57,607	56,237
Nonmarketable equity investments (cost method)	2	2
Financial liabilities:
Deposits	956,330	946,922
Short-term borrowings	60,693	57,175
Long-term debt	118,812	119,220
Estimated fair value [Member] | Level 3 [Member]
Financial assets:
Cash and due from banks	0	0
Federal funds sold, securities purchased under resale agreements and other short-term investments	0	0
Mortgages held for sale	1,042	1,045
Loans held for sale	13	29
Loans	717,077	716,114
Nonmarketable equity investments (cost method)	8,146	8,229
Financial liabilities:
Deposits	55,308	57,020
Short-term borrowings	0	0
Long-term debt	$ 10,842	$ 11,063

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet131.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Preferred Stock Textuals (Details) (USD $)	3 Months Ended
Mar. 31, 2013	Dec. 31, 2012
Preferred Stock (Textual) [Abstract]
Par value	$ 15,811,000,000	$ 14,282,000,000
Shares issued and outstanding	11,487,986	10,558,865
Additional paid-in capital included related to preferred stock	156,000,000	75,000,000
Preferred Stock, No Voting Rights [Member]
Preferred Stock (Textual) [Abstract]
Preferred Stock, Shares Authorized	20,000,000
Par value	0
Preferred Stock, Voting Rights [Member]
Preferred Stock (Textual) [Abstract]
Preferred Stock, Shares Authorized	4,000,000
Par value	0
Shares issued and outstanding	0
Voting Rights	If issued, preference shares would be limited to one vote per share
Employee Stock Ownership Plan Preferred Stock [Member]
Preferred Stock (Textual) [Abstract]
Redemption terms	We have the option to redeem the ESOP Preferred Stock at any time, in whole or in part, at a redemption price per share equal to the higher of (a) $1,000 per share plus accrued and unpaid dividends or (b) the fair market value
Series P - 5.25% Non-Cumulative Perpetual Class A Preferred Stock [Member]
Preferred Stock (Textual) [Abstract]
Par value	625,000,000	0
Shares issued and outstanding	25,000	0
Depositary shares issued and outstanding	25,000,000
Percentage Interest in a share of issued preferred stock	0.10%
Series G - 7.25% Class A Preferred Stock [Member]
Preferred Stock (Textual) [Abstract]
Preferred stock, commitment to issue	0
Series H - Floating Class A Preferred Stock [Member]
Preferred Stock (Textual) [Abstract]
Preferred stock, commitment to issue	$ 0

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet132.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Preferred Stock (Details) (USD $)	Mar. 31, 2013	Dec. 31, 2012
Detail of Preferred Stock [Abstract]
Preferred Stock Shares Authorized And Designated	10,131,010	10,104,610
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares issued and outstanding	11,487,986	10,558,865
Par value	$ 15,811,000,000	$ 14,282,000,000
Carrying value	14,412,000,000	12,883,000,000
Discount	1,399,000,000	1,399,000,000
ESOP Shares issued and outstanding	1,815,055	910,934
ESOP Par value	1,815,000,000	911,000,000
ESOP Carrying value	1,815,000,000	911,000,000
ESOP Discount	0	0
Series G - 7.25% Class A Preferred Stock [Member]
Detail of Preferred Stock [Abstract]
Preferred Stock, Liquidation Preference Per Share	$ 15,000	$ 15,000
Preferred Stock Shares Authorized And Designated	50,000	50,000
Series H - Floating Class A Preferred Stock [Member]
Detail of Preferred Stock [Abstract]
Preferred Stock, Liquidation Preference Per Share	$ 20,000	$ 20,000
Preferred Stock Shares Authorized And Designated	50,000	50,000
Series I - Floating Class A Preferred Stock [Member]
Detail of Preferred Stock [Abstract]
Preferred Stock, Liquidation Preference Per Share	$ 100,000	$ 100,000
Preferred Stock Shares Authorized And Designated	25,010	25,010
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares issued and outstanding	25,010	25,010
Par value	2,501,000,000	2,501,000,000
Carrying value	2,501,000,000	2,501,000,000
Discount	0	0
Series J - 8.00% Non-Cumulative Perpetual Class A Preferred Stock [Member]
Detail of Preferred Stock [Abstract]
Preferred Stock, Liquidation Preference Per Share	$ 1,000	$ 1,000
Preferred Stock Shares Authorized And Designated	2,300,000	2,300,000
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares issued and outstanding	2,150,375	2,150,375
Par value	2,150,000,000	2,150,000,000
Carrying value	1,995,000,000	1,995,000,000
Discount	155,000,000	155,000,000
Series K - 7.98% Fixed-to-Floating Non-Cumulative Perpetual Class A Preferred Stock [Member]
Detail of Preferred Stock [Abstract]
Preferred Stock, Liquidation Preference Per Share	$ 1,000	$ 1,000
Preferred Stock Shares Authorized And Designated	3,500,000	3,500,000
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares issued and outstanding	3,352,000	3,352,000
Par value	3,352,000,000	3,352,000,000
Carrying value	2,876,000,000	2,876,000,000
Discount	476,000,000	476,000,000
Series L - 7.50% Non-Cumulative Perpetual Convertible Class A Preferred Stock [Member]
Detail of Preferred Stock [Abstract]
Preferred Stock, Liquidation Preference Per Share	$ 1,000	$ 1,000
Preferred Stock Shares Authorized And Designated	4,025,000	4,025,000
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares issued and outstanding	3,968,000	3,968,000
Par value	3,968,000,000	3,968,000,000
Carrying value	3,200,000,000	3,200,000,000
Discount	768,000,000	768,000,000
Series N - 5.20% Non-Cumulative Perpetual Class A Preferred Stock [Member]
Detail of Preferred Stock [Abstract]
Preferred Stock, Liquidation Preference Per Share	$ 25,000	$ 25,000
Preferred Stock Shares Authorized And Designated	30,000	30,000
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares issued and outstanding	30,000	30,000
Par value	750,000,000	750,000,000
Carrying value	750,000,000	750,000,000
Discount	0	0
Series O - 5.125% Non-Cumulative Perpetual Class A Preferred Stock [Member]
Detail of Preferred Stock [Abstract]
Preferred Stock, Liquidation Preference Per Share	$ 25,000	$ 25,000
Preferred Stock Shares Authorized And Designated	27,600	27,600
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares issued and outstanding	26,000	26,000
Par value	650,000,000	650,000,000
Carrying value	650,000,000	650,000,000
Discount	0	0
Series P - 5.25% Non-Cumulative Perpetual Class A Preferred Stock [Member]
Detail of Preferred Stock [Abstract]
Preferred Stock, Liquidation Preference Per Share	$ 25,000	$ 0
Preferred Stock Shares Authorized And Designated	26,400	0
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares issued and outstanding	25,000	0
Par value	625,000,000	0
Carrying value	625,000,000	0
Discount	0	0
Dividend Equalization Preferred [Member]
Detail of Preferred Stock [Abstract]
Preferred Stock, Liquidation Preference Per Share	$ 10	$ 10
Preferred Stock Shares Authorized And Designated	97,000	97,000
Preferred Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Shares issued and outstanding	96,546	96,546
Par value	0	0
Carrying value	0	0
Discount	$ 0	$ 0

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet133.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

ESOP Preferred Stock (Details) (USD $) In Millions, except Share data, unless otherwise specified	3 Months Ended	12 Months Ended
Mar. 31, 2013	Dec. 31, 2012
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Shares issued and outstanding	1,815,055	910,934
Carrying value	1,815	911
Unearned ESOP shares	(1,971)	(986)
Employee Stock Ownership Plan Preferred Stock 2004 [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Shares issued and outstanding	7,413	7,413
Carrying value	7	7
Employee Stock Ownership Plan Preferred Stock 2004 [Member] | Minimum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	8.50%	8.50%
Employee Stock Ownership Plan Preferred Stock 2004 [Member] | Maximum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	9.50%	9.50%
Employee Stock Ownership Plan Preferred Stock 2005 [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Shares issued and outstanding	18,882	18,882
Carrying value	19	19
Employee Stock Ownership Plan Preferred Stock 2005 [Member] | Minimum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	9.75%	9.75%
Employee Stock Ownership Plan Preferred Stock 2005 [Member] | Maximum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	10.75%	10.75%
Employee Stock Ownership Plan Preferred Stock 2006 [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Shares issued and outstanding	33,559	33,559
Carrying value	34	34
Employee Stock Ownership Plan Preferred Stock 2006 [Member] | Minimum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	10.75%	10.75%
Employee Stock Ownership Plan Preferred Stock 2006 [Member] | Maximum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	11.75%	11.75%
Employee Stock Ownership Plan Preferred Stock 2007 [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Shares issued and outstanding	53,768	53,768
Carrying value	54	54
Employee Stock Ownership Plan Preferred Stock 2007 [Member] | Minimum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	10.75%	10.75%
Employee Stock Ownership Plan Preferred Stock 2007 [Member] | Maximum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	11.75%	11.75%
Employee Stock Ownership Plan Preferred Stock 2008 [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Shares issued and outstanding	73,434	73,434
Carrying value	73	73
Employee Stock Ownership Plan Preferred Stock 2008 [Member] | Minimum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	10.50%	10.50%
Employee Stock Ownership Plan Preferred Stock 2008 [Member] | Maximum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	11.50%	11.50%
Employee Stock Ownership Plan Preferred Stock 2010 [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Shares issued and outstanding	201,011	201,011
Carrying value	201	201
Employee Stock Ownership Plan Preferred Stock 2010 [Member] | Minimum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	9.50%	9.50%
Employee Stock Ownership Plan Preferred Stock 2010 [Member] | Maximum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	10.50%	10.50%
Employee Stock Ownership Plan Preferred Stock 2011 [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Shares issued and outstanding	277,263	277,263
Carrying value	277	277
Employee Stock Ownership Plan Preferred Stock 2011 [Member] | Minimum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	9.00%	9.00%
Employee Stock Ownership Plan Preferred Stock 2011 [Member] | Maximum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	10.00%	10.00%
Employee Stock Ownership Plan Preferred Stock 2012 [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Shares issued and outstanding	245,604	245,604
Carrying value	246	246
Employee Stock Ownership Plan Preferred Stock 2012 [Member] | Minimum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	10.00%	10.00%
Employee Stock Ownership Plan Preferred Stock 2012 [Member] | Maximum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	11.00%	11.00%
Employee Stock Ownership Plan Preferred Stock 2013 [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Shares issued and outstanding	904,121	0
Carrying value	904	0
Employee Stock Ownership Plan Preferred Stock 2013 [Member] | Minimum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	8.50%
Employee Stock Ownership Plan Preferred Stock 2013 [Member] | Maximum [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Adjustable dividend rate	11.00%

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet134.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Employee Benefits, Components of Net Periodic Benefit Cost (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012
Other Changes In Plan Assets And Benefit Obligations Recognized In Other Comprehensive Income [Abstract]
Net actuarial loss (gain)	$ (6)	$ 5
Total recognized in other comprehensive income	(55)	(31)
Pension Benefits Qualified [Member]
Defined Benefit Plan, Net Periodic Benefit Cost [Abstract]
Service cost	0	0
Interest cost	113	128
Expected return on plan assets	(171)	(162)
Amortization of net actuarial loss	42	33
Amortization of prior service credit	0	0
Settlement loss	0	1
Net periodic benefit cost (income)	(16)	0
Pension Benefits Nonqualified [Member]
Defined Benefit Plan, Net Periodic Benefit Cost [Abstract]
Service cost	0	0
Interest cost	7	8
Expected return on plan assets	0	0
Amortization of net actuarial loss	4	3
Amortization of prior service credit	0	0
Settlement loss	4	0
Net periodic benefit cost (income)	15	11
Other benefits [Member]
Defined Benefit Plan, Net Periodic Benefit Cost [Abstract]
Service cost	3	3
Interest cost	12	15
Expected return on plan assets	(9)	(9)
Amortization of net actuarial loss	0	0
Amortization of prior service credit	(1)	(1)
Settlement loss	0	0
Net periodic benefit cost (income)	$ 5	$ 8

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet135.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Earnings per Common Share Textuals (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012
Earnings Per Common Share (Textual) [Abstract]
Preferred stock dividends	$ 240	$ 219

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet136.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Earnings Per Common Share, Calculation of Earnings and Diluted Earnings per Common Share (Details) (USD $) In Millions, except Per Share data, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012
Earnings Per Common Share [Abstract]
Wells Fargo net income	$ 5,171	$ 4,248
Less: Preferred stock dividends and other	240	226
Wells Fargo net income applicable to common stock (numerator)	$ 4,931	$ 4,022
Earnings per common share
Average common shares outstanding (denominator)	5,279	5,282.6
Per share	$ 0.93	$ 0.76
Diluted earnings per common share
Average common shares outstanding	5,279	5,282.6
Diluted average common shares outstanding (denominator)	5,353.5	5,337.8
Per share	$ 0.92	$ 0.75
Stock Options [Member]
Diluted earnings per common share
Weighted Average Number Diluted Shares Outstanding, Adjustment	28.8	24.9
Restricted Share Rights [Member]
Diluted earnings per common share
Weighted Average Number Diluted Shares Outstanding, Adjustment	43.9	30.3
Warrants [Member]
Diluted earnings per common share
Weighted Average Number Diluted Shares Outstanding, Adjustment	1.8	0

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet137.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Earnings Per Common Share, Antidilutive Securities Excluded from the Calculation of Diluted Earnings per Common Share (Details) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012
Stock Options [Member]
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]
Antidilutive Securities Excluded from Computation of Earnings Per Share, Amount	14.4	135.5
Warrants [Member]
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]
Antidilutive Securities Excluded from Computation of Earnings Per Share, Amount	0	39.2

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet138.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Other Comprehensive Income, Components of Other Comprehensive Income (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012
Foreign currency translation adjustments:
Net unrealized gains (losses) arising during the period, Before tax	$ (18)	[1]	$ 10	[1]
Net unrealized gains (losses) arising during the period, Net of tax	(16)		6
Reclassification of net gains to net income, Net of tax	0		0
Net unrealized gains (losses) arising during the period, Before tax	(18)		10
Net unrealized gains (losses) arising during the period, Tax effect	2		(4)
Net unrealized gains (losses) arising during the period, Net of tax	(16)		6
Securities available for sale:
Net unrealized gains (losses) arising during the period, Before tax	(634)		1,874
Net unrealized gains (losses) arising during the period, Tax effect	230		(704)
Net unrealized gains (losses) arising during the period, Net of tax	(404)		1,170
Reclassification of net (gains) losses to net income, Before tax	(113)		(226)
Reclassification of net (gains) losses to net income, Tax effect	43		80
Reclassification of net (gains) losses to net income, Net of tax	(70)		(146)
Net unrealized gains (losses) arising during the period, Before tax	(747)		1,648
Net unrealized gains (losses) arising during the period, Tax effect	273		(624)
Net unrealized gains (losses) arising during the period, Net of tax	(474)		1,024
Derivatives and hedging activities:
Net unrealized gains arising during the period, Before tax	7		42
Net unrealized gains arising during the period, Tax effect	(2)		(12)
Net unrealized gains arising during the period, Net of tax	5		30
Reclassification of net (gains) losses on cash flow hedges to net income, Before tax	(87)		(107)
Reclassification of net (gains) losses on cash flow hedges to net income, Tax effect	36		40
Reclassification of net (gains) losses on cash flow hedges to net income, Net of tax	(51)		(67)
Net unrealized losses arising during the period, Before tax	(80)		(65)
Net unrealized losses arising during the period, Tax effect	34		28
Net unrealized losses arising during the period, Net of tax	(46)		(37)
Defined benefit plans adjustments:
Net actuarial gains (losses) arising during the period, Before tax	6		(5)
Net actuarial gains (losses) arising during the period, Tax effect	(2)		2
Net actuarial gains (losses) arising during the period, Net of tax	4		(3)
Amortization of net actuarial loss, before tax	46		36
Amortization of net actuarial loss, tax effect	(18)		(13)
Amortization of net actuarial loss, net of tax	28		23
Other, before tax	3		0
Other, tax effect	(1)		0
Other, after tax	2		0
Reclassification to net periodic benefit costs, before tax	49		36
Reclassification to net periodic benefit costs, tax effect	(19)		(13)
Reclassification to net periodic benefit costs, net of tax	30		23
Net gains arising during the period, Before tax	55		31
Net gains arising during the period, Tax effect	(21)		(11)
Net gains arising during the period, Net of tax	34		20
Other comprehensive income (loss), Before tax	(790)		1,624
Income tax (expense) benefit related to other comprehensive income	288		(611)
Other comprehensive income (loss), net of tax	(502)		1,013
Less: Other comprehensive income from noncontrolling interests, net of tax	3		4
Wells Fargo other comprehensive income (loss), net of tax	(505)		1,009
Interest income on loans [Member]
Derivatives and hedging activities:
Reclassification of net (gains) losses on cash flow hedges to net income, Before tax	(116)		(129)
Reclassification of net (gains) losses on cash flow hedges to net income, Tax effect	47		48
Reclassification of net (gains) losses on cash flow hedges to net income, Net of tax	(69)		(81)
Interest expense on long-term debt [Member]
Derivatives and hedging activities:
Reclassification of net (gains) losses on cash flow hedges to net income, Before tax	27		22
Reclassification of net (gains) losses on cash flow hedges to net income, Tax effect	(10)		(8)
Reclassification of net (gains) losses on cash flow hedges to net income, Net of tax	17		14
Salaries expense [Member]
Derivatives and hedging activities:
Reclassification of net (gains) losses on cash flow hedges to net income, Before tax	2		0
Reclassification of net (gains) losses on cash flow hedges to net income, Tax effect	(1)		0
Reclassification of net (gains) losses on cash flow hedges to net income, Net of tax	1		0
Debt securities available for sale [Member]
Securities available for sale:
Reclassification of net (gains) losses to net income, Before tax	(45)		7
Reclassification of net (gains) losses to net income, Tax effect	17		(2)
Reclassification of net (gains) losses to net income, Net of tax	(28)		5
Equity investments [Member]
Securities available for sale:
Reclassification of net (gains) losses to net income, Before tax	(68)		(233)
Reclassification of net (gains) losses to net income, Tax effect	26		82
Reclassification of net (gains) losses to net income, Net of tax	$ (42)		$ (151)
[1]	There was no sale or liquidation of an investment in a foreign entity, and therefore no reclassification adjustment for the quarters ended March 31, 2013 and 2012, respectively.

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet139.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Other Comprehensive Income, Cumulative OCI Balances (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012
Foreign currency translation adjustments:
Cumulative other comprehensive income, Foreign currency translation adjustments, beginning balance	$ 80	$ 90
Net unrealized gains (losses) arising during the period	(16)	6
Amounts reclassified from accumulated other comprehensive income	0	0
Foreign currency translation adjustments, net change	(16)	6
Less: Other comprehensive income (loss) from noncontrolling interests	0	0
Cumulative other comprehensive income, Foreign currency translation adjustments, ending balance	64	96
Securities available for sale:
Cumulative other comprehensive income, Securities available for sale, beginning balance	7,462	4,413
Net unrealized gains (losses) arising during the period	(404)	1,170
Amounts reclassified from accumulated other comprehensive income	(70)	(146)
Securities available for sale, Net change	(474)	1,024
Less: Other comprehensive income (loss) from noncontrolling interests	3	4
Cumulative other comprehensive income, Securities available for sale, ending balance	6,985	5,433
Derivatives and hedging activities:
Cumulative other comprehensive income, Derivatives and hedging activities, beginning balance	289	490
Net unrealized gains arising during the period, Net of tax	5	30
Amounts reclassified from accumulated other comprehensive income	(51)	(67)
Derivatives and hedging activities, Net change	(46)	(37)
Less: Other comprehensive income (loss) from noncontrolling interests	0	0
Cumulative other comprehensive income, Derivatives and hedging activities, ending balance	243	453
Defined benefit plans adjustments:
Cumulative other comprehensive income, Defined benefit plans adjustment, beginning balance	(2,181)	(1,786)
Net unrealized gains (losses) arising during the period	4	(3)
Amounts reclassified from accumulated other comprehensive income	30	23
Defined benefit plans adjustment, Net change	34	20
Less: Other comprehensive income (loss) from noncontrolling interests	0	0
Cumulative other comprehensive income, Defined benefit plans adjustment, ending balance	(2,147)	(1,766)
Cumulative Other Comprehensive Income (Loss), Net of Tax, Beginning Balance	5,650	3,207
Net unrealized gains (losses) arising during the period	(411)	1,203
Amounts reclassified from accumulated other comprehensive income	(91)	(190)
Cumulative other comprehensive income, Net change	(502)	1,013
Less: Other comprehensive income from noncontrolling interests	3	4
Cumulative Other Comprehensive Income (Loss), Net of Tax, Ending Balance	$ 5,145	$ 4,216

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet140.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Operating Segments (Details) (USD $)	3 Months Ended
Mar. 31, 2013	Mar. 31, 2012
Financial Information of Operating Segment [Abstract]
Net interest income	$ 10,499,000,000	$ 10,888,000,000
Provision (reversal of provision) for credit losses	1,219,000,000	1,995,000,000
Noninterest income	10,760,000,000	10,748,000,000
Noninterest expense	12,400,000,000	12,993,000,000
Income (loss) before income tax expense (benefit)	7,640,000,000	6,648,000,000
Income Tax Expense (Benefit)	2,420,000,000	2,328,000,000
Net income (loss) before noncontrolling interests	5,220,000,000	4,320,000,000
Less: Net income from noncontrolling interests	49,000,000	72,000,000
Net income	5,171,000,000	4,248,000,000
Average loans	798,100,000,000	768,600,000,000
Average assets	1,404,300,000,000	1,302,900,000,000
Average core deposits	925,900,000,000	870,500,000,000
Operating Segment (Textual) [Abstract]
Annual sales of wholesale banking customers	in excess of $20 million
Annual sales of small business community banking customers	up to $20 million
Community Banking [Member]
Financial Information of Operating Segment [Abstract]
Net interest income	7,119,000,000	7,326,000,000
Provision (reversal of provision) for credit losses	1,262,000,000	1,878,000,000
Noninterest income	5,780,000,000	6,095,000,000
Noninterest expense	7,377,000,000	7,825,000,000
Income (loss) before income tax expense (benefit)	4,260,000,000	3,718,000,000
Income Tax Expense (Benefit)	1,288,000,000	1,293,000,000
Net income (loss) before noncontrolling interests	2,972,000,000	2,425,000,000
Less: Net income from noncontrolling interests	48,000,000	77,000,000
Net income	2,924,000,000	2,348,000,000
Average loans	498,900,000,000	486,100,000,000
Average assets	799,600,000,000	738,300,000,000
Average core deposits	619,200,000,000	575,200,000,000
Wholesale Banking [Member]
Financial Information of Operating Segment [Abstract]
Net interest income	3,005,000,000	3,181,000,000
Provision (reversal of provision) for credit losses	(58,000,000)	95,000,000
Noninterest income	3,081,000,000	2,852,000,000
Noninterest expense	3,091,000,000	3,054,000,000
Income (loss) before income tax expense (benefit)	3,053,000,000	2,884,000,000
Income Tax Expense (Benefit)	1,007,000,000	1,016,000,000
Net income (loss) before noncontrolling interests	2,046,000,000	1,868,000,000
Less: Net income from noncontrolling interests	1,000,000	0
Net income	2,045,000,000	1,868,000,000
Average loans	284,500,000,000	268,600,000,000
Average assets	496,100,000,000	467,800,000,000
Average core deposits	224,100,000,000	220,900,000,000
Wealth Brokerage and Retirement [Member]
Financial Information of Operating Segment [Abstract]
Net interest income	669,000,000	701,000,000
Provision (reversal of provision) for credit losses	14,000,000	43,000,000
Noninterest income	2,528,000,000	2,361,000,000
Noninterest expense	2,639,000,000	2,547,000,000
Income (loss) before income tax expense (benefit)	544,000,000	472,000,000
Income Tax Expense (Benefit)	207,000,000	181,000,000
Net income (loss) before noncontrolling interests	337,000,000	291,000,000
Less: Net income from noncontrolling interests	0	(5,000,000)
Net income	337,000,000	296,000,000
Average loans	43,800,000,000	42,500,000,000
Average assets	180,300,000,000	161,900,000,000
Average core deposits	149,400,000,000	135,600,000,000
Other [Member]
Financial Information of Operating Segment [Abstract]
Net interest income	(294,000,000)	(320,000,000)
Provision (reversal of provision) for credit losses	1,000,000	(21,000,000)
Noninterest income	(629,000,000)	(560,000,000)
Noninterest expense	(707,000,000)	(433,000,000)
Income (loss) before income tax expense (benefit)	(217,000,000)	(426,000,000)
Income Tax Expense (Benefit)	(82,000,000)	(162,000,000)
Net income (loss) before noncontrolling interests	(135,000,000)	(264,000,000)
Less: Net income from noncontrolling interests	0	0
Net income	(135,000,000)	(264,000,000)
Average loans	(29,100,000,000)	(28,600,000,000)
Average assets	(71,700,000,000)	(65,100,000,000)
Average core deposits	$ (66,800,000,000)	$ (61,200,000,000)

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/Sheet141.html Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii"

Regulatory and Agency Capital Requirements (Details) (USD $) In Billions, unless otherwise specified	3 Months Ended	12 Months Ended
Mar. 31, 2013	Dec. 31, 2012
Regulatory And Agency Capital Requirements [Abstract]
Tier 1 capital ratio required to be well capitalized	6.00%	6.00%
Total capital ratio required to be well capitalized	10.00%	10.00%
Tier 1 leverage capital ratio required to be well capitalized	5.00%	5.00%
Tier 1 capital ratio required for capital adequacy purposes	4.00%	4.00%
Total capital ratio required for capital adequacy purposes	8.00%	8.00%
Tier 1 leverage capital ratio required for capital adequacy purposes	4.00%	4.00%
Regulatory and Agency Capital Requirements (Textual) [Abstract]
Trust preferred and perpetual preferred purchase securities included in Tier 1 capital	$ 2.1
Minimum leverage ratio for banking organizations	3.00%
Trust Preferred Securities [Member]
Regulatory and Agency Capital Requirements (Textual) [Abstract]
Trust preferred securities redeemed	2.8
Wells Fargo & Company [Member]
Regulatory And Agency Capital Requirements [Abstract]
Tier 1 capital, amounts	129.1	126.6
Total capital, amounts	161.6	157.6
Risk Weighted Assets	1,094.3	1,077.1
Adjusted Average Assets	1,354.5	1,336.4
Tier 1 capital ratio	11.80%	11.75%
Total capital ratio	14.76%	14.63%
Tier 1 leverage capital ratio	9.53%	9.47%
Wells Fargo Bank, NA [Member]
Regulatory And Agency Capital Requirements [Abstract]
Tier 1 capital, amounts	105.5	101.3
Total capital, amounts	130.5	124.8
Risk Weighted Assets	1,001.5	1,002
Adjusted Average Assets	$ 1,211.3	$ 1,195.9
Tier 1 capital ratio	10.54%	10.11%
Total capital ratio	13.03%	12.45%
Tier 1 leverage capital ratio	8.71%	8.47%

------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c Content-Location: file:///C:/6e129d51_eee4_451d_bc41_99c454dbae4c/Worksheets/filelist.xml Content-Transfer-Encoding: quoted-printable Content-Type: text/html; charset="us-ascii" ------=_NextPart_6e129d51_eee4_451d_bc41_99c454dbae4c--