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Document and Entity Information	3 Months Ended
Jun. 30, 2013	Jul. 31, 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	Jun 30, 2013
Amendment Flag	false
Document Fiscal Year Focus	2013
Document Fiscal Period Focus	Q2
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		5,309,782,331

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Consolidated Statement of Income (Unaudited) (USD $) In Millions, except Per Share data, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Interest income
Trading assets	$ 340		$ 343		$ 667		$ 720
Securities available for sale	2,034		2,147		3,959		4,235
Mortgages held for sale	378		477		749		936
Loans held for sale	4		12		7		21
Loans	8,902		9,242		17,763		18,439
Other interest income	169		133		332		258
Total interest income	11,827		12,354		23,477		24,609
Interest expense:
Deposits	353		443		722		900
Short-term borrowings	17		20		37		36
Long-term debt	632		789		1,329		1,619
Other interest expense	75		65		140		129
Total interest expense	1,077		1,317		2,228		2,684
Net interest income	10,750		11,037		21,249		21,925
Provision for credit losses	652		1,800		1,871		3,795
Net interest income after provision for credit losses	10,098		9,237		19,378		18,130
Noninterest income
Service charges on deposit accounts	1,248		1,139		2,462		2,223
Trust and investment fees	3,494		2,898		6,696		5,737
Card fees	813		704		1,551		1,358
Other fees	1,089		1,134		2,123		2,229
Mortgage banking	2,802		2,893		5,596		5,763
Insurance	485		522		948		1,041
Net gains from trading activities	331		263		901		903
Net gains (losses) on debt securities available for sale	(54)	[1]	(61)	[1]	(9)	[1]	(68)	[1]
Net gains from equity investments	203	[2]	242	[2]	316	[2]	606	[2]
Lease income	225		120		355		179
Other	(8)		398		449		1,029
Total noninterest income	10,628		10,252		21,388		21,000
Noninterest expense
Salaries	3,768		3,705		7,431		7,306
Commission and incentive compensation	2,626		2,354		5,203		4,771
Employee benefits	1,118		1,049		2,701		2,657
Equipment	418		459		946		1,016
Net occupancy	716		698		1,435		1,402
Core deposit and other intangibles	377		418		754		837
FDIC and other deposit assessments	259		333		551		690
Other	2,973		3,381		5,634		6,711
Total noninterest expense	12,255		12,397		24,655		25,390
Income before income tax expense	8,471		7,092		16,111		13,740
Income tax expense	2,863		2,371		5,283		4,699
Net income before noncontrolling interests	5,608		4,721		10,828		9,041
Less: Net income from noncontrolling interests	89		99		138		171
Wells Fargo net income	5,519		4,622		10,690		8,870
Less: Preferred stock dividends and other	247		219		487		445
Wells Fargo net income applicable to common stock	$ 5,272		$ 4,403		$ 10,203		$ 8,425
Per share information
Earnings per common share	$ 1		$ 0.83		$ 1.93		$ 1.59
Diluted earnings per common share	$ 0.98		$ 0.82		$ 1.9		$ 1.57
Dividends declared per common share	$ 0.3		$ 0.22		$ 0.55		$ 0.44
Average common shares outstanding	5,304.7		5,306.9		5,291.9		5,294.9
Diluted average common shares outstanding	5,384.6		5,369.9		5,369.9		5,354.3
[1]	Total other-than-temporary impairment (OTTI) losses were $64 million and $47 million for second quarter 2013 and 2012, respectively. Of total OTTI, losses of $71 million and $77 million were recognized in earnings, and gains of $(7) million and $(30) million were recognized as non-credit-related OTTI in other comprehensive income for second quarter 2013 and 2012, respectively. Total other-than-temporary impairment (OTTI) losses were $49 million and $82 million for the first half of 2013 and 2012, respectively. Of total OTTI, losses of $105 million and $127 million were recognized in earnings, and gains of $(56) million and $(45) million were recognized as non-credit-related OTTI in other comprehensive income for the first half of 2013 and 2012, respectively.
[2]	Includes OTTI losses of $40 million and $43 million for second quarter 2013 and 2012, respectively, and $84 million and $58 million for the first half of 2013 and 2012, respectively.

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Consolidated Statement of Income (Parenthetical) (Unaudited) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Noninterest income
Total OTTI losses (gains) recorded on debt securities	$ 64	$ 47	$ 49	$ 82
Total OTTI recorded as part of gross realized losses	76	82	114	133
Total recorded directly to OCI for non-credit-related impairment	(7)	(30)	(56)	(45)
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net, Available-for-sale Equity Securities and Nonmarketable Equity Securities	40	43	84	58
Debt Securities [Member]
Noninterest income
Total OTTI losses (gains) recorded on debt securities	64	47	49	82
Total OTTI recorded as part of gross realized losses	71	77	105	127
Total recorded directly to OCI for non-credit-related impairment	$ (7)	$ (30)	$ (56)	$ (45)

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Consolidated Statement of Comprehensive Income (Unaudited) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Wells Fargo net income	$ 5,519	$ 4,622	$ 10,690	$ 8,870
Foreign currency translation adjustments:
Net unrealized losses arising during the period, Before tax	(21)	(56)	(39)	(46)
Reclassification of net gains to net income, Before tax	(15)	(10)	(15)	(10)
Securities available for sale:
Net unrealized gains (losses) arising during the period, Before tax	(6,130)	831	(6,764)	2,705
Reclassification of net (gains) losses to net income, Before tax	30	(23)	(83)	(249)
Derivatives and hedging activities:
Net unrealized gains arising during the period, Before tax	(10)	(3)	(3)	39
Reclassification of net gains on cash flow hedges to net income, Before tax	(69)	(99)	(156)	(206)
Defined benefit plans adjustments:
Net actuarial gains (losses) arising during the period, Before tax	772	(12)	778	(17)
Amortization of net actuarial loss, settlements and other costs to net income, Before tax	113	40	162	76
Other comprehensive income (loss), Before tax	(5,330)	668	(6,120)	2,292
Income tax (expense) benefit related to other comprehensive income	1,979	(255)	2,267	(866)
Other comprehensive income (loss), Net of tax	(3,351)	413	(3,853)	1,426
Less: Other comprehensive income (loss) from noncontrolling interests	(3)	0	0	4
Wells Fargo other comprehensive income (loss), net of tax	(3,348)	413	(3,853)	1,422
Total comprehensive income	2,257	5,134	6,975	10,467
Total Wells Fargo stockholders' equity [Member]
Wells Fargo net income	5,519	4,622	10,690	8,870
Defined benefit plans adjustments:
Wells Fargo other comprehensive income (loss), net of tax	(3,348)	413	(3,853)	1,422
Wells Fargo Comprehensive Income	2,171	5,035	6,837	10,292
Noncontrolling interests [Member]
Defined benefit plans adjustments:
Less: Other comprehensive income (loss) from noncontrolling interests	(3)	0	0	4
Comprehensive income from noncontrolling interests	$ 86	$ 99	$ 138	$ 175

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Consolidated Statement of Comprehensive Income (Alternative) (Unaudited) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Statement of Income and Comprehensive Income [Abstract]
Total comprehensive income	$ 2,257	$ 5,134	$ 6,975	$ 10,467

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Consolidated Balance Sheet (Unaudited) (USD $) In Millions, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012
Assets
Cash and Due from Banks	$ 17,939		$ 21,860
Federal funds sold, securities purchased under resale agreements and other short-term investments	148,665		137,313
Trading assets	58,619		57,482
Securities available for sale	249,439		235,199
Mortgages held for sale (includes $35,402 and $42,305 carried at fair value)	38,785		47,149
Loans held for sale (includes $2 and $6 carried at fair value)	190		110
Loans (includes $6,088 and $6,206 carried at fair value)	801,974		799,574
Allowance for loan losses	(16,144)		(17,060)
Net loans	785,830		782,514
Mortgage servicing rights:
Measured at fair value	14,185		11,538
Amortized	1,176		1,160
Premises and equipment, net	9,190		9,428
Goodwill	25,637		25,637
Other assets (includes $595 and $0 carried at fair value)	90,908		93,578
Total assets	1,440,563	[1]	1,422,968	[1]
Liabilities
Noninterest-bearing deposits	277,648		288,207
Interest-bearing deposits	743,937		714,628
Total deposits	1,021,585		1,002,835
Short-term borrowings	56,983		57,175
Accrued expenses and other liabilities	74,843		76,668
Long-term debt (includes $0 and $1 carried at fair value)	123,375		127,379
Total liabilities	1,276,786	[2]	1,264,057	[2]
Wells Fargo stockholders' equity:
Preferred stock	13,988		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	59,945		59,802
Retained earnings	84,923		77,679
Cumulative other comprehensive income	1,797		5,650
Treasury stock - 179,654,752 shares and 215,497,298 shares	(5,858)		(6,610)
Unearned ESOP shares	(1,510)		(986)
Total Wells Fargo stockholders' equity	162,421		157,554
Noncontrolling interests	1,356		1,357
Total equity	163,777		158,911
Total liabilities and equity	$ 1,440,563		$ 1,422,968
[1]	Our consolidated assets at June 30, 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, $169 million and $260 million; Trading assets, $152 million and $114 million; Securities available for sale, $1.4 billion and $2.8 billion; Mortgages held for sale, $143 million and $469 million; Net loans, $8.5 billion and $10.6 billion; Other assets, $369 million and 457 million, and Total assets, $10.7 billion and $14.6 billion, respectively.
[2]	Our consolidated liabilities at June 30, 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, $14 million and $0 million; Accrued expenses and other liabilities, $113 million and $134 million; Long-term debt, $2.7 billion and $3.5 billion; and Total liabilities, $2.8 billion and $3.6 billion, respectively.

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Consolidated Balance Sheet (Parenthetical) (Unaudited) (USD $) In Millions, except Share data, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012
Assets
Cash and Due from Banks	$ 17,939		$ 21,860
Trading assets	58,619		57,482
Securities available for sale	249,439		235,199
Mortgages held for sale	38,785		47,149
Mortgages held for sale, carried at fair value	35,402		42,305
Loans held for sale, carried at fair value	2		6
Loans, carried at fair value	6,088		6,206
Net loans	785,830		782,514
Other assets	90,908		93,578
Other assets, carried at fair value	595		0
Total assets	1,440,563	[1]	1,422,968	[1]
Liabilities
Short-term borrowings	56,983		57,175
Accrued expenses and other liabilities	74,843		76,668
Long-term debt	123,375		127,379
Long-term debt, carried at fair value	0		1
Total liabilities	1,276,786	[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	179,654,752		215,497,298
VIEs that we consolidate [Member]
Assets
Cash and Due from Banks	169		260
Trading assets	152		114
Securities available for sale	1,409		2,772
Mortgages held for sale	143		469
Net loans	8,490		10,553
Other assets	369		457
Total assets	10,732		14,625
Liabilities
Short-term borrowings	14		2,059
Accrued expenses and other liabilities	989		901
Long-term debt	2,755		3,483
Total liabilities	3,758		6,443
Vies That We Consolidate No Recourse [Member]
Liabilities
Short-term borrowings	14		0
Accrued expenses and other liabilities	113		134
Long-term debt	2,700		3,500
Total liabilities	$ 2,800		$ 3,600
[1]	Our consolidated assets at June 30, 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, $169 million and $260 million; Trading assets, $152 million and $114 million; Securities available for sale, $1.4 billion and $2.8 billion; Mortgages held for sale, $143 million and $469 million; Net loans, $8.5 billion and $10.6 billion; Other assets, $369 million and 457 million, and Total assets, $10.7 billion and $14.6 billion, respectively.
[2]	Our consolidated liabilities at June 30, 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, $14 million and $0 million; Accrued expenses and other liabilities, $113 million and $134 million; Long-term debt, $2.7 billion and $3.5 billion; and Total liabilities, $2.8 billion and $3.6 billion, respectively.

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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
Net Income Attributable to Parent	8,870	8,870					8,870
Net Income Attributable to Noncontrolling interests	171										171
Net income	9,041
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent	1,422	1,422						1,422
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Noncontrolling Interest	4										4
Other comprehensive income (loss), net of tax	1,426
Noncontrolling interests, adjustments to Additional Paid in Capital		(6)			(6)
Noncontrolling interests											(254)
Total change in noncontrolling interests	(260)
Common stock, issued	1,311	1,311		90	1,221
Common stock, shares issued				54,218,564
Common stock repurchased	(2,101)	(2,101)			(200)				(1,901)
Common stock repurchased, shares				(60,981,696)
Preferred stock issued to ESOP	0	0	940		88					(1,028)
Preferred stock issued to ESOP, shares			940,000
Preferred stock released by ESOP	677	677			(61)					738
Preferred stock converted to common shares	0	0	(677)	33	644
Preferred stock converted to common shares, shares			(677,459)	19,884,113
Common stock dividends	(2,336)	(2,336)					(2,362)
Common stock dividends, adjustment to Additional Paid in Capital					26
Preferred stock dividends	(439)	(439)					(439)
Tax benefit from stock incentive compensation	130	130			130
Stock incentive compensation expense	362	362			362
Net change in deferred compensation and related plans	(63)	(63)			(70)				7
Net change	7,748	7,827	263	123	2,134		6,069	1,422	(1,894)	(290)	(79)
Net change, shares			262,541	13,120,981
Ending Balance at Jun. 30, 2012	149,437	148,070	11,694	9,054	58,091		70,456	4,629	(4,638)	(1,216)	1,367
Shares, Ending Balance at Jun. 30, 2012			10,713,231	5,275,732,617
Beginning Balance at Mar. 31, 2012
Net Income Attributable to Parent	4,622	4,622
Net Income Attributable to Noncontrolling interests	99
Net income	4,721
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent	413	413
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Noncontrolling Interest	0										0
Other comprehensive income (loss), net of tax	413
Ending Balance at Jun. 30, 2012	149,437	148,070									1,367
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	10,690	10,690					10,690
Net Income Attributable to Noncontrolling interests	138										138
Net income	10,828
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent	(3,853)	(3,853)						(3,853)
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Noncontrolling Interest	0										0
Other comprehensive income (loss), net of tax	(3,853)
Noncontrolling interests, adjustments to Additional Paid in Capital		(1)			(1)
Noncontrolling interests											(139)
Total change in noncontrolling interests	(140)
Common stock, issued	1,799	1,799			14		(10)		1,795
Common stock, shares issued				60,150,600
Common stock repurchased	(1,936)	(1,936)			(300)	[1]			(1,636)
Common stock repurchased, shares				(43,293,905)
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	720	720			(64)					784
Preferred stock converted to common shares	0	0	(720)		136				584
Preferred stock converted to common shares, shares			(719,590)	18,985,851
Preferred stock, issued	610	610	625		(15)
Preferred stock, shares issued			25,000
Common stock dividends	(2,911)	(2,911)					(2,950)
Common stock dividends, adjustment to Additional Paid in Capital					39
Preferred stock dividends	(486)	(486)					(486)
Tax benefit from stock incentive compensation	156	156			156
Stock incentive compensation expense	462	462			462
Net change in deferred compensation and related plans	(383)	(383)			(392)				9
Net change	4,866	4,867	1,105	0	143		7,244	(3,853)	752	(524)	(1)
Net change, shares			505,410	35,842,546
Ending Balance at Jun. 30, 2013	163,777	162,421	13,988	9,136	59,945		84,923	1,797	(5,858)	(1,510)	1,356
Shares, Ending Balance at Jun. 30, 2013			11,064,275	5,302,156,722
Beginning Balance at Mar. 31, 2013
Net Income Attributable to Parent	5,519	5,519
Net Income Attributable to Noncontrolling interests	89
Net income	5,608
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent	(3,348)	(3,348)
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Noncontrolling Interest	(3)										(3)
Other comprehensive income (loss), net of tax	(3,351)
Ending Balance at Jun. 30, 2013	$ 163,777	$ 162,421									$ 1,356
[1]	For the six months ended June 30, 2013, includes $500 million related to a private forward repurchase transaction entered into in April 2013 that is expected to settle in third quarter 2013 for an estimated 13 million shares of common stock. See Note 1 for additional information.

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Consolidated Statement of Changes in Equity (Textuals) (USD $) In Millions, except Share data, unless otherwise specified	6 Months Ended
Jun. 30, 2013
Scenario, Forecast [Member]
Consolidated Statement of Changes in Equity (Textuals) [Abstract]
Common stock repurchased, shares	13,000,000
Private Forward Repurchase Transaction [Member]
Consolidated Statement of Changes in Equity (Textuals) [Abstract]
Private forward repurchase contract	500

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Consolidated Statement of Cash Flows (Unaudited) (USD $) In Millions, unless otherwise specified	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012
Cash flows from operating activities:
Net income (loss) before noncontrolling interests	$ 10,828	$ 9,041
Adjustments to reconcile net income to net cash provided by operating activities:
Provision for credit losses	1,871	3,795
Changes in fair value of MSRs, MHFS and LHFS carried at fair value	(2,269)	(1,196)
Depreciation and amortization	1,643	1,384
Other net gains	(6,404)	244
Stock-based compensation	1,139	1,039
Excess tax benefits related to stock incentive compensation	(158)	(125)
Originations of MHFS	(203,840)	(247,940)
Proceeds from sales of and principal collected on mortgages originated for sale	191,426	203,482
Originations of LHFS	0	(10)
Proceeds from sales of and principal collected on LHFS	242	5,786
Purchases of LHFS	(187)	(2,578)
Net change in:
Trading assets	27,924	64,952
Deferred income taxes	2,170	568
Accrued interest receivable	(186)	40
Accrued interest payable	198	74
Other assets, net	(1,156)	1,858
Other accrued expenses and liabilities, net	(1,126)	(5,033)
Net cash provided by operating activities	22,115	35,381
Cash flows from investing activities:
Net change in Federal funds sold, securities purchased under resale agreements and other short term investments	(13,047)	(30,268)
Securities available for sale:
Sales proceeds	2,166	8,283
Prepayments and maturities	27,721	30,599
Purchases	(52,238)	(38,653)
Nonmarketable equity investments:
Sales proceeds	1,133	863
Purchases	(998)	(958)
Loans:
Loans originated by banking subsidiaries, net of principal collected	(13,922)	(14,426)
Proceeds from sales (including participations) of loans originated for investment	4,692	3,612
Purchases (including participations) of loans	(3,729)	(7,584)
Principal collected on nonbank entities' loans	12,012	12,088
Loans originated by nonbank entities	(10,410)	(11,016)
Net cash paid for acquisitions	0	(4,075)
Proceeds from sales of foreclosed assets	4,005	4,987
Changes in MSRs from purchases and sales	530	201
Other, net	1,109	(1,372)
Net cash used by investing activities	(40,976)	(47,719)
Cash flows from financing activities:
Net change in deposits	18,750	8,860
Net change in short-term borrowings	(203)	6,547
Long-term debt:
Proceeds from issuance	15,712	17,133
Repayment	(16,076)	(19,121)
Preferred stock:
Proceeds from issuance	610	0
Cash dividends paid	(486)	(439)
Common stock:
Proceeds from issuance	1,337	1,311
Repurchased	(1,838)	(2,101)
Cash dividends paid	(2,850)	(2,336)
Excess tax benefits related to stock incentive compensation	158	125
Net change in noncontrolling interests	(174)	(270)
Net cash provided by financing activities	14,940	9,709
Net change in cash and due from banks	(3,921)	(2,629)
Cash and due from banks at beginning of period	21,860	19,440
Cash and due from banks at end of period	17,939	16,811
Supplemental cash flow disclosures:
Cash paid for interest	2,030	2,610
Cash paid for income taxes	$ 4,883	$ 2,850

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Summary of Significant Accounting Policies	6 Months Ended
Jun. 30, 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. For discussion of our significant accounting policies, see Note 1 in our Annual Report on Form 10-K for the year ended December 31, 2012 (2012 Form 10-K). There were no material changes to these policies in the first half of 2013. 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 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 April 2013 we entered into a private forward repurchase contract with an unrelated third party. 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 2013 Comprehensive Capital Analysis and Review (CCAR), and to provide an economic benefit to the Company. In connection with this contract, we paid $500 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 2013 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. This contract expires in third quarter 2013; however, the counterparty has the right to accelerate settlement. There were no scenarios where the contract would not either physically settle in shares or allow us to choose the settlement method.        In July 2013 we entered into a similar private forward repurchase contract and paid $500 million to an unrelated third party. 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. 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.                         Six months ended June 30, (in millions)   2013   2012 Transfers from loans to securities available for sale $ 414   875 Trading assets retained from securitization of MHFS   29,074   51,557 Capitalization of MSRs from sale of MHFS   2,081   2,657 Transfers from MHFS to foreclosed assets   31   115 Transfers from loans to MHFS   4,855   2,858 Transfers from loans to LHFS   133   49 Transfers from loans to foreclosed assets (1)   3,072   4,639 Changes in consolidations (deconsolidations) of variable interest entities:         Loans   (306)   (515) Long-term debt   (343)   (523)                     Includes $2.2 billion and $3.2 billion in transfers of government insured/guaranteed loans for the six months ended June 30, 2013 and 2012, respectively.     Subsequent EventsWe have evaluated the effects of events that have occurred subsequent to period end June 30, 2013, and there have been no material events that would require recognition in our second quarter 2013 consolidated financial statements or disclosure in the Notes to the financial statements, other than a legal matter on August 5, 2013, discussed in Note 11.

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Business Combinations	6 Months Ended
Jun. 30, 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 half 2013 and we had no pending business combinations as of June 30, 2013.

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Federal Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments	6 Months Ended
Jun. 30, 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 June 30, 2013 and December 31, 2012, were held at the Federal Reserve.                   Jun. 30,   Dec. 31, (in millions)   2013   2012 Federal funds sold and securities           purchased under resale agreements $ 29,702   33,884 Interest-earning deposits   118,039   102,408 Other short-term investments   924   1,021   Total $ 148,665   137,313             We have classified securities purchased under long-term resale agreements (generally one year or more), which totaled $10.9 billion and $9.5 billion at June 30, 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.

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Securities Available for Sale	6 Months Ended
Jun. 30, 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                         June 30, 2013                                   Securities of U.S. Treasury and federal agencies $ 6,624 20 (261) 6,383 Securities of U.S. states and political subdivisions   40,524 1,166 (800) 40,890 Mortgage-backed securities:             Federal agencies   110,522 2,231 (2,192) 110,561   Residential   12,704 1,478 (65) 14,117   Commercial   18,153 1,331 (178) 19,306     Total mortgage-backed securities   141,379 5,040 (2,435) 143,984 Corporate debt securities   20,176 987 (161) 21,002 Collateralized loan and other debt obligations (1)   16,647 632 (78) 17,201 Other (2)   16,808 458 (44) 17,222       Total debt securities   242,158 8,303 (3,779) 246,682 Marketable equity securities:             Perpetual preferred securities   1,850 342 (32) 2,160   Other marketable equity securities   360 253 (16) 597       Total marketable equity securities   2,210 595 (48) 2,757         Total $ 244,368 8,898 (3,827) 249,439                         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 $551 million and $705 million, respectively, at June 30, 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 $4.8 billion and $4.9 billion, respectively, at June 30, 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 $611 million and $857 million, respectively, at June 30, 2013, and $695 million and $918 million, respectively, at December 31, 2012. The remaining balances primarily include asset-backed securities collateralized by credit cards.   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                               June 30, 2013                                                 Securities of U.S. Treasury and federal agencies $ (261) 5,883   - -   (261) 5,883 Securities of U.S. states and political subdivisions   (431) 9,668   (369) 3,867   (800) 13,535 Mortgage-backed securities:                     Federal agencies   (2,190) 52,866   (2) 712   (2,192) 53,578   Residential   (36) 2,229   (29) 277   (65) 2,506   Commercial   (40) 2,823   (138) 1,728   (178) 4,551     Total mortgage-backed securities   (2,266) 57,918   (169) 2,717   (2,435) 60,635 Corporate debt securities   (109) 3,196   (52) 214   (161) 3,410 Collateralized loan and other debt obligations   (28) 3,898   (50) 396   (78) 4,294 Other   (23) 3,465   (21) 1,119   (44) 4,584       Total debt securities   (3,118) 84,028   (661) 8,313   (3,779) 92,341 Marketable equity securities:                     Perpetual preferred securities   (13) 191   (19) 419   (32) 610   Other marketable equity securities   (16) 90   - -   (16) 90       Total marketable equity securities   (29) 281   (19) 419   (48) 700         Total $ (3,147) 84,309   (680) 8,732   (3,827) 93,041                               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 the first half of 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 $27 million and $2.9 billion, respectively, at June 30, 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                           June 30, 2013                                       Securities of U.S. Treasury and federal agencies $ (261) 5,883   - - Securities of U.S. states and political subdivisions   (744) 12,866   (56) 669 Mortgage-backed securities:               Federal agencies   (2,192) 53,578   - -   Residential   (6) 266   (59) 2,240   Commercial   (61) 3,732   (117) 819     Total mortgage-backed securities   (2,259) 57,576   (176) 3,059 Corporate debt securities   (98) 2,486   (63) 924 Collateralized loan and other debt obligations   (50) 4,068   (28) 226 Other   (39) 4,503   (5) 81       Total debt securities   (3,451) 87,382   (328) 4,959 Perpetual preferred securities   (32) 610   - -         Total $ (3,483) 87,992   (328) 4,959                           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                                                         June 30, 2013                                                                                                 Securities of U.S. Treasury                                           and federal agencies $ 6,383   1.66 % $ 91 0.38 % $ 561 1.48 % $ 5,731 1.70 % $ - - % Securities of U.S. states and                                           political subdivisions   40,890   5.15     2,580 2.00     10,633 2.16     3,160 5.51     24,517 6.73   Mortgage-backed securities:                                           Federal agencies   110,561   3.50     - -     104 5.42     923 3.57     109,534 3.49     Residential   14,117   4.29     - -     - -     480 1.94     13,637 4.38     Commercial   19,306   5.34     - -     84 3.80     100 2.81     19,122 5.36       Total mortgage-backed                                               securities   143,984   3.82     - -     188 4.70     1,503 3.00     142,293 3.83   Corporate debt securities   21,002   4.21     2,252 3.87     11,249 3.15     6,211 5.93     1,290 5.77   Collateralized loan and                                             other debt obligations   17,201   1.49     59 0.77     902 0.66     7,353 1.08     8,887 1.91   Other   17,222   1.77     1,710 1.56     7,480 1.79     2,983 1.71     5,049 1.85         Total debt securities                                                 at fair value $ 246,682   3.71 % $ 6,692 2.49 % $ 31,013 2.39 % $ 26,941 3.03 % $ 182,036 4.09 %                                                       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   Six months           ended June 30,   ended June 30, (in millions)   2013 2012   2013 2012 Gross realized gains $ 54 136   210 417 Gross realized losses   (8) (32)   (13) (36) OTTI write-downs   (76) (82)   (114) (133)   Net realized gains (losses) from securities available for sale   (30) 22   83 248 Net realized gains from private equity investments   179 159   224 290     Net realized gains from debt securities and equity investments $ 149 181   307 538     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   Six months                 ended June 30,   ended June 30, (in millions)     2013 2012   2013 2012 OTTI write-downs included in earnings               Debt securities:                 U.S. states and political subdivisions $ - 9   - 9     Mortgage-backed securities:                   Federal agencies   1 -   1 -       Residential   22 34   37 48       Commercial   26 3   41 33     Corporate debt securities   - 3   2 4     Collateralized loan and other debt obligations   - 1   - 1     Other debt securities   22 27   24 32         Total debt securities   71 77   105 127   Equity securities:                 Marketable equity securities:                   Perpetual preferred securities   - 5   - 6       Other marketable equity securities   5 -   9 -         Total marketable equity securities   5 5   9 6           Total securities available for sale   76 82   114 133     Nonmarketable equity investments   35 38   75 52             Total OTTI write-downs included in earnings $ 111 120   189 185                           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 June 30,   Six months ended June 30, (in millions)     2013 2012   2013 2012 OTTI on debt securities               Recorded as part of gross realized losses:                 Credit-related OTTI $ 33 74   56 124     Intent-to-sell OTTI   38 3   49 3       Total recorded as part of gross realized losses   71 77   105 127   Changes to OCI for increase (decrease) in non-credit related OTTI (1):                 U.S. states and political subdivisions   - (7)   - (7)     Residential mortgage-backed securities   (7) (54)   (16) (63)     Commercial mortgage-backed securities   - -   (41) (6)     Corporate debt securities   - -   - (1)     Collateralized loan and other debt obligations   - 1   (1) 1     Other debt securities   - 30   2 31       Total changes to OCI for non-credit-related OTTI   (7) (30)   (56) (45)         Total OTTI losses recorded on debt securities $ 64 47   49 82                         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 June 30,   Six months ended June 30, (in millions)   2013 2012   2013 2012 Credit loss component, beginning of period $ 1,252 1,302   1,289 1,272 Additions:               Initial credit impairments   4 31   5 36   Subsequent credit impairments   29 43   51 88     Total additions   33 74   56 124 Reductions:               For securities sold or matured   (59) (58)   (111) (70)   For recoveries of previous credit impairments (1)   (8) (4)   (16) (12)     Total reductions   (67) (62)   (127) (82) Credit loss component, end of period $ 1,218 1,314   1,218 1,314                         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 June 30,   Six months ended June 30, ($ in millions)   2013   2012   2013 2012 Credit impairment losses on residential MBS                 Non-investment grade $ 22   34   37 48                           Significant inputs (non-agency – non-investment grade MBS)               Expected remaining life of loan loss rate (1):                 Range (2)   1-20 % 1-37   1-20 1-44   Credit impairment loss rate distribution (3):                   0 - 10% range   98   68   96 62     10 - 20% range   1   18   3 16     20 - 30% range   1   11   1 8     Greater than 30%   -   3   - 14   Weighted average loss rate (4)   6   9   6 9 Current subordination levels (5):                 Range (2)   0-5   0-22   0-41 0-57   Weighted average (4)   1   3   - 2 Prepayment speed (annual CPR (6)):                 Range (2)   6-20   5-24   4-20 5-29   Weighted average (4)   16   14   15 14                                                     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 98% of credit impairment losses recognized in earnings for the quarter ended June 30, 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 $9 million and $4 million for the quarters ended June 30, 2013 and 2012, respectively, and $15 million and $34 million for the six months ended June 30, 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 13% and 5% to 17% for the quarters ended June 30, 2013 and 2012, respectively, and 4% to 14% and 5% to 17% for the six months ended June 30, 2013 and 2012, respectively. The current subordination level ranges were 0% to 15% and 1% to 12% for the quarters ended June 30, 2013 and 2012, respectively

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Loans and Allowance for Credit Losses	6 Months Ended
Jun. 30, 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 $6.7 billion and $7.4 billion at June 30, 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.                                   June 30,   Dec. 31, (in millions)   2013   2012 Commercial:           Commercial and industrial $ 188,758   187,759   Real estate mortgage   104,673   106,340   Real estate construction   16,442   16,904   Lease financing   11,766   12,424   Foreign (1)   41,833   37,771     Total commercial   363,472   361,198 Consumer:           Real estate 1-4 family first mortgage   252,841   249,900   Real estate 1-4 family junior lien mortgage   70,059   75,465   Credit card   24,815   24,640   Automobile   48,648   45,998   Other revolving credit and installment   42,139   42,373     Total consumer   438,502   438,376       Total loans $ 801,974   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 purchased or sales of whole loan or participating 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.                                         2013   2012 (in millions) Commercial Consumer Total   Commercial Consumer Total Quarter ended June 30,                 Loans - held for investment:                   Purchases (1) $ 2,122 502 2,624   7,219 84 7,303   Sales   (1,796) (130) (1,926)   (1,115) (170) (1,285) Transfers to MHFS/LHFS (1)   (53) (5) (58)   18 (4) 14                                         Six months ended June 30,                 Loans - held for investment:                   Purchases (1) $ 3,148 581 3,729   9,175 167 9,342   Sales   (3,812) (446) (4,258)   (2,935) (323) (3,258) Transfers to MHFS/LHFS (1)   (133) (12) (145)   (18) (5) (23)                                                 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 $805 million and $2.0 billion for the second quarter 2013 and 2012, respectively, and $2.8 billion and $5.5 billion for the first half of 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 other financial institutions in an arrangement that reduces our credit risk to the borrower. 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:                                 June 30, Dec. 31, (in millions)   2013 2012 Commercial:         Commercial and industrial $ 222,884 215,626   Real estate mortgage   5,338 6,165   Real estate construction   9,619 9,109   Lease financing   82 -   Foreign   11,548 8,423     Total commercial   249,471 239,323 Consumer:         Real estate 1-4 family first mortgage   37,066 42,657   Real estate 1-4 family           junior lien mortgage   48,949 50,934   Credit card   75,373 70,960   Other revolving credit and installment   21,888 19,791     Total consumer   183,276 184,342       Total unfunded               credit commitments $ 432,747 423,665 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 June 30,   Six months ended June 30, (in millions)     2013   2012   2013   2012 Balance, beginning of period $ 17,193   19,129   17,477   19,668 Provision for credit losses   652   1,800   1,871   3,795 Interest income on certain impaired loans (1)   (73)   (82)   (146)   (169) Loan charge-offs:                   Commercial:                     Commercial and industrial   (184)   (360)   (365)   (719)     Real estate mortgage   (49)   (114)   (109)   (196)     Real estate construction   (7)   (60)   (12)   (140)     Lease financing   (24)   (5)   (27)   (13)     Foreign   (8)   (17)   (19)   (46)       Total commercial   (272)   (556)   (532)   (1,114)   Consumer:                       Real estate 1-4 family first mortgage   (392)   (772)   (867)   (1,600)     Real estate 1-4 family junior lien mortgage   (428)   (757)   (942)   (1,577)     Credit card   (266)   (286)   (532)   (587)     Automobile   (126)   (131)   (290)   (310)     Other revolving credit and installment   (185)   (187)   (367)   (381)       Total consumer   (1,397)   (2,133)   (2,998)   (4,455)         Total loan charge-offs   (1,669)   (2,689)   (3,530)   (5,569) Loan recoveries:                   Commercial:                     Commercial and industrial   107   111   195   214     Real estate mortgage   54   33   85   69     Real estate construction   52   43   91   56     Lease financing   6   5   10   11     Foreign   9   6   17   21       Total commercial   228   198   398   371   Consumer:                       Real estate 1-4 family first mortgage   64   29   110   66     Real estate 1-4 family junior lien mortgage   69   68   134   125     Credit card   32   46   63   105     Automobile   84   103   172   208     Other revolving credit and installment   40   45   82   99       Total consumer   289   291   561   603         Total loan recoveries   517   489   959   974           Net loan charge-offs (2)   (1,152)   (2,200)   (2,571)   (4,595) Allowances related to business combinations/other   (2)   (1)   (13)   (53) Balance, end of period $ 16,618   18,646   16,618   18,646 Components:                     Allowance for loan losses $ 16,144   18,320   16,144   18,320   Allowance for unfunded credit commitments   474   326   474   326     Allowance for credit losses (3) $ 16,618   18,646   16,618   18,646 Net loan charge-offs (annualized) as a percentage of average total loans (2)   0.58 % 1.15   0.65   1.20 Allowance for loan losses as a percentage of total loans (3)   2.01   2.36   2.01   2.36 Allowance for credit losses as a percentage of total loans (3)   2.07   2.41   2.07   2.41                             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 $71 million and $212 million at June 30, 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.                                       2013       2012 (in millions) Commercial Consumer Total   Commercial Consumer Total Quarter ended June 30,                 Balance, beginning of period $ 5,786 11,407 17,193   6,130 12,999 19,129   Provision for credit losses   172 480 652   410 1,390 1,800   Interest income on certain impaired loans   (16) (57) (73)   (23) (59) (82)                           Loan charge-offs   (272) (1,397) (1,669)   (556) (2,133) (2,689)   Loan recoveries   228 289 517   198 291 489     Net loan charge-offs   (44) (1,108) (1,152)   (358) (1,842) (2,200)   Allowance related to business combinations/other   (2) - (2)   - (1) (1) Balance, end of period $ 5,896 10,722 16,618   6,159 12,487 18,646                                                 Six months ended June 30,                 Balance, beginning of period $ 5,714 11,763 17,477   6,358 13,310 19,668   Provision for credit losses   364 1,507 1,871   598 3,197 3,795   Interest income on certain impaired loans   (35) (111) (146)   (54) (115) (169)                           Loan charge-offs   (532) (2,998) (3,530)   (1,114) (4,455) (5,569)   Loan recoveries   398 561 959   371 603 974     Net loan charge-offs   (134) (2,437) (2,571)   (743) (3,852) (4,595)   Allowance related to business combinations/other   (13) - (13)   - (53) (53) Balance, end of period $ 5,896 10,722 16,618   6,159 12,487 18,646                         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                         June 30, 2013                                         Collectively evaluated (1) $ 4,360 6,209 10,569   353,554 389,942 743,496 Individually evaluated (2)   1,487 4,491 5,978   6,661 23,018 29,679 PCI (3)   49 22 71   3,257 25,542 28,799   Total $ 5,896 10,722 16,618   363,472 438,502 801,974                         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 March 31, 2013. 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 $16.4 billion in criticized commercial real estate (CRE) loans, $3.4 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                         June 30, 2013                                       By risk category:               Pass $ 172,072 88,937 13,393 11,180 39,366 324,948   Criticized   16,491 13,990 2,447 586 1,753 35,267     Total commercial loans (excluding PCI)   188,563 102,927 15,840 11,766 41,119 360,215 Total commercial PCI loans (carrying value)   195 1,746 602 - 714 3,257       Total commercial loans $ 188,758 104,673 16,442 11,766 41,833 363,472                         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                         June 30, 2013                                       By delinquency status:                 Current-29 DPD and still accruing $ 187,020 99,544 15,032 11,739 41,027 354,362   30-89 DPD and still accruing   484 500 139 7 52 1,182   90+ DPD and still accruing   37 175 4 - - 216 Nonaccrual loans   1,022 2,708 665 20 40 4,455     Total commercial loans (excluding PCI)   188,563 102,927 15,840 11,766 41,119 360,215 Total commercial PCI loans (carrying value)   195 1,746 602 - 714 3,257       Total commercial loans $ 188,758 104,673 16,442 11,766 41,833 363,472                         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                         June 30, 2013                                       By delinquency status:               Current-29 DPD $ 186,212 68,223 24,268 47,889 30,309 356,901   30-59 DPD   3,034 468 166 587 129 4,384   60-89 DPD   1,256 272 118 127 88 1,861   90-119 DPD   682 192 95 40 68 1,077   120-179 DPD   834 259 168 4 22 1,287   180+ DPD   5,793 511 - 1 7 6,312 Government insured/guaranteed loans (1)   29,622 - - - 11,516 41,138   Total consumer loans (excluding PCI)   227,433 69,925 24,815 48,648 42,139 412,960 Total consumer PCI loans (carrying value)   25,408 134 - - - 25,542     Total consumer loans $ 252,841 70,059 24,815 48,648 42,139 438,502                         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 $19.5 billion at June 30, 2013, compared with $20.2 at December 31, 2012. Student loans 90+ DPD totaled $931 million at June 30, 2013, compared with $1.1 billion at December 31, 2012.        Of the $8.7 billion of consumer loans not government insured/guaranteed that are 90 days or more past due at June 30, 2013, $938 million 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 $5.8 billion, or 2.5% of total first mortgages (excluding PCI), at June 30, 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 $4.9 billion at June 30, 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                         June 30, 2013                                       By updated FICO:               < 600 $ 15,868 5,199 2,239 8,077 876 32,259   600-639   9,727 3,445 1,986 5,829 922 21,909   640-679   15,456 6,318 3,791 8,713 1,956 36,234   680-719   24,695 10,764 4,996 8,674 3,604 52,733   720-759   32,563 14,848 5,089 6,242 4,847 63,589   760-799   67,997 20,326 4,082 5,892 6,222 104,519   800+   28,477 7,967 2,115 4,928 4,645 48,132 No FICO available   3,028 1,058 517 293 2,639 7,535 FICO not required   - - - - 4,912 4,912 Government insured/guaranteed loans (1)   29,622 - - - 11,516 41,138     Total consumer loans (excluding PCI)   227,433 69,925 24,815 48,648 42,139 412,960 Total consumer PCI loans (carrying value)   25,408 134 - - - 25,542       Total consumer loans $ 252,841 70,059 24,815 48,648 42,139 438,502                         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. We consider the trends in residential real estate markets as 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.                                       June 30, 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% $ 64,707 11,703 76,410   56,247 12,170 68,417   60.01-80%   70,525 15,532 86,057   69,759 15,168 84,927   80.01-100%   36,177 17,111 53,288   34,830 18,038 52,868   100.01-120% (1)   14,559 12,194 26,753   17,004 13,576 30,580   > 120% (1)   10,087 11,811 21,898   13,529 14,610 28,139 No LTV/CLTV available   1,756 1,574 3,330   1,973 1,751 3,724 Government insured/guaranteed loans (2)   29,622 - 29,622   29,719 - 29,719     Total consumer loans (excluding PCI)   227,433 69,925 297,358   223,061 75,313 298,374 Total consumer PCI loans (carrying value)   25,408 134 25,542   26,839 152 26,991       Total consumer loans $ 252,841 70,059 322,900   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.                                 June 30, Dec. 31, (in millions)     2013 2012 Commercial:         Commercial and industrial $ 1,022 1,422   Real estate mortgage   2,708 3,322   Real estate construction   665 1,003   Lease financing   20 27   Foreign   40 50     Total commercial (1)   4,455 5,824 Consumer:         Real estate 1-4 family first mortgage (2)   10,705 11,455   Real estate 1-4 family junior lien mortgage 2,522 2,922   Automobile 200 245   Other revolving credit and installment   33 40     Total consumer   13,460 14,662       Total nonaccrual loans               (excluding PCI) $ 17,915 20,486                   Includes LHFS of $15 million and $16 million at June 30, 2013 and December 31, 2012, respectively. Includes MHFS of $293 million and $336 million at June 30, 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 $5.4 billion at June 30, 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 because they continue to earn interest from accretable yield, independent of performance in accordance with their contractual terms. 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 $21.0 billion at June 30, 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                                 June 30, Dec. 31, (in millions) 2013 2012 Loan 90 days or more past due and still accruing:       Total (excluding PCI): $ 22,197 23,245   Less: FHA insured/guaranteed by the VA (1)(2) 20,112 20,745   Less: Student loans guaranteed           under the FFELP (3)   931 1,065       Total, not government               insured/guaranteed $ 1,154 1,435                   By segment and class, not government         insured/guaranteed:     Commercial:         Commercial and industrial $ 37 47   Real estate mortgage   175 228   Real estate construction   4 27   Foreign   0 1     Total commercial   216 303 Consumer:         Real estate 1-4 family first mortgage (2)   476 564   Real estate 1-4 family junior lien mortgage (2) 92 133   Credit card   263 310   Automobile   32 40   Other revolving credit and installment   75 85     Total consumer   938 1,132       Total, not government               insured/guaranteed $ 1,154 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 $716 million at June 30, 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                     June 30, 2013                               Commercial:             Commercial and industrial $ 2,502 1,499 1,323 274   Real estate mortgage   5,130 4,113 3,920 1,014   Real estate construction   1,407 981 954 185   Lease financing   65 27 27 9   Foreign   96 41 41 5     Total commercial (1)   9,200 6,661 6,265 1,487 Consumer:             Real estate 1-4 family first mortgage   22,778 19,754 14,263 3,513   Real estate 1-4 family junior lien mortgage   3,049 2,511 2,093 764   Credit card   477 477 477 197   Automobile   298 246 137 16   Other revolving credit and installment   38 30 24 1     Total consumer   26,640 23,018 16,994 4,491       Total impaired loans (excluding PCI) $ 35,840 29,679 23,259 5,978                     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 $471 million at June 30, 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 June 30,   Six months ended June 30,             2013   2012   2013   2012             Average Recognized   Average Recognized   Average   Recognized   Average Recognized             recorded   interest   recorded interest   recorded   interest   recorded interest (in millions) investment   income   investment income investment   income   investment income Commercial:                               Commercial and industrial $ 1,573   22   2,665 33   1,603   48   2,756 72   Real estate mortgage   4,194   36   5,016 33   4,250   68   5,095 50   Real estate construction   1,082   11   1,986 17   1,174   23   2,124 27   Lease financing   30   -   58 -   32   -   60 -   Foreign   41   -   43 -   37   -   38 -     Total commercial   6,920   69   9,768 83   7,096   139   10,073 149 Consumer:                               Real estate 1-4 family                                 first mortgage   19,669   264   14,641 190   19,275   515   14,563 379   Real estate 1-4 family                                 junior lien mortgage   2,499   38   2,079 22   2,490   73   2,065 44   Credit card   490   14   582 17   503   29   587 31   Automobile   262   7   256 8   280   17   285 26   Other revolving credit                                 and installment   28   -   24 -   27   1   25 -     Total consumer (1)   22,948   323   17,582 237   22,575   635   17,525 480       Total impaired loans                                     (excluding PCI) $ 29,868   392   27,350 320   29,671   774   27,598 629                                       Interest income:                               Cash basis of accounting     $ 119     77       242     126   Other (2)       273     243       532     503     Total interest income     $ 392     320       774     629                                       Quarter and six months ended June 30, 2013, reflect 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 June 30, 2013, the loans in trial modification period were $352 million under HAMP, $53 million under 2MP and $311 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 $295 million at June 30, 2013, and $276 million at December 31, 2012, were accruing loans and $421 million and $429 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.        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 modify more than once, the table reflects each modification that occurred during the period.                                               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 June 30, 2013                   Commercial:                         Commercial and industrial $ - 16 234 250   - 1.46 % $ 16   Real estate mortgage   4 95 346 445   1 1.57     95   Real estate construction   - 3 90 93   - 0.83     3   Lease financing   - - - -   - -     -   Foreign   - - - -   - -     -     Total commercial   4 114 670 788   1 1.54     114 Consumer:                         Real estate 1-4 family first mortgage   282 378 715 1,375   48 2.71     563   Real estate 1-4 family junior lien mortgage   25 46 90 161   1 3.24     70   Credit card   - 46 - 46   - 10.53     46   Automobile   1 2 24 27   8 8.77     2   Other revolving credit and installment   - 4 4 8   - 5.31     4   Trial modifications (6)   - - 22 22   - -     -     Total consumer   308 476 855 1,639   57 3.32     685       Total $ 312 590 1,525 2,427   58 3.06 % $ 799                                 Quarter ended June 30, 2012                   Commercial:                         Commercial and industrial $ 10 14 348 372   23 1.82 % $ 14   Real estate mortgage   7 68 451 526   14 1.14     69   Real estate construction   - 5 177 182   5 2.97     5   Lease financing   - - 1 1   - -     -   Foreign   - - - -   - -     -     Total commercial   17 87 977 1,081   42 1.36     88 Consumer:                         Real estate 1-4 family first mortgage   348 207 173 728   74 3.00     502   Real estate 1-4 family junior lien mortgage   14 67 35 116   7 3.66     79   Credit card   - 59 - 59   - 10.75     59   Automobile   2 13 34 49   13 7.65     14   Other revolving credit and installment   - 1 1 2   1 4.72     1   Trial modifications (6)   - - 94 94   - -     -     Total consumer   364 347 337 1,048   95 3.88     655       Total $ 381 434 1,314 2,129   137 3.58 % $ 743                                 (continued on following page)               (continued from previous page)                                             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)                                 Six months ended June 30, 2013                   Commercial:                         Commercial and industrial $ - 83 561 644   1 6.42 % $ 83   Real estate mortgage   28 170 768 966   6 1.68     170   Real estate construction   - 3 199 202   4 0.91     3   Lease financing   - - - -   - -     -   Foreign   15 - - 15   - -     -     Total commercial   43 256 1,528 1,827   11 3.20     256 Consumer:                         Real estate 1-4 family first mortgage   626 757 2,096 3,479   145 2.56     1,186   Real estate 1-4 family junior lien mortgage   52 94 258 404   16 3.24     142   Credit card   - 92 - 92   - 10.63     92   Automobile   2 8 48 58   16 7.00     8   Other revolving credit and installment   - 6 7 13   - 4.80     6   Trial modifications (6)   - - 54 54   - -     -     Total consumer   680 957 2,463 4,100   177 3.18     1,434       Total $ 723 1,213 3,991 5,927   188 3.19 % $ 1,690                                 Six months ended June 30, 2012                   Commercial:                         Commercial and industrial $ 11 22 749 782   26 1.62 % $ 23   Real estate mortgage   11 120 936 1,067   14 1.47     122   Real estate construction   - 7 284 291   13 2.53     6   Lease financing   - - 2 2   - -     -   Foreign   - - 2 2   - -     -     Total commercial   22 149 1,973 2,144   53 1.54     151 Consumer:                         Real estate 1-4 family first mortgage   654 504 372 1,530   133 2.91     1,042   Real estate 1-4 family junior lien mortgage   33 137 69 239   16 3.85     165   Credit card   - 133 - 133   - 10.82     133   Automobile   4 32 57 93   19 7.56     34   Other revolving credit and installment   - 1 1 2   1 4.72     1   Trial modifications (6)   - - 671 671   - -     -     Total consumer   691 807 1,170 2,668   169 3.90     1,375       Total $ 713 956 3,143 4,812   222 3.67 % $ 1,526                                 (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. The reported amounts include loans remodified in the current reporting period, which total $647 million and $601 million for the second quarters of 2013 and 2012 and $1.6 billion and $1.2 billion for the first half of 2013 and 2012, respectively. (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 and six months ended June 30, 2013, include $617 million and $1.9 billion, respectively, of consumer loans discharged in bankruptcy. The OCC guidance issued in third quarter 2012 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 $95 million and $130 million for the second quarters of 2013 and 2012 and $229 million and $221 million for the first half of 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 June 30,   Six months ended June 30, (in millions)   2013 2012   2013 2012 Commercial:               Commercial and industrial $ 174 40   195 150   Real estate mortgage   116 97   177 349   Real estate construction   24 74   52 229     Total commercial   314 211   424 728 Consumer:               Real estate 1-4 family first mortgage   81 150   164 297   Real estate 1-4 family junior lien mortgage   7 16   17 36   Credit card   16 24   32 51   Automobile   5 21   9 27   Other revolving credit and installment   - 1   - 1     Total consumer   109 212   222 412       Total $ 423 423   646 1,140           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.                                   June 30,   December 31, (in millions)   2013   2012 2008 Commercial:             Commercial and industrial $ 195   259 4,580   Real estate mortgage   1,746   1,970 5,803   Real estate construction   602   877 6,462   Foreign   714   871 1,859     Total commercial   3,257   3,977 18,704 Consumer:             Real estate 1-4 family first mortgage   25,408   26,839 39,214   Real estate 1-4 family junior lien mortgage   134   152 728   Automobile   -   - 151     Total consumer   25,542   26,991 40,093       Total PCI loans (carrying value) $ 28,799   30,968 58,797 Total PCI loans (unpaid principal balance) $ 41,380   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)   (905)   Accretion into noninterest income due to sales (2)   (151)   Reclassification from nonaccretable difference for loans with improving credit-related cash flows   907   Changes in expected cash flows that do not affect nonaccretable difference (3)   1,622 Balance, June 30, 2013 $ 20,021                 Balance, March 31, 2013 $ 17,965   Addition of accretable yield due to acquisitions   -   Accretion into interest income (1)   (458)   Accretion into noninterest income due to sales (2)   -   Reclassification from nonaccretable difference for loans with improving credit-related cash flows   876   Changes in expected cash flows that do not affect nonaccretable difference (3)   1,638 Balance, June 30, 2013 $ 20,021                 (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   Provision for losses due to credit deterioration / (reversal of provision)   (34) - 1 (33)   Charge-offs   (5) - (8) (13) Balance, June 30, 2013 $ 49 - 22 71                 Balance, March 31, 2013 $ 53 - 27 80   Provision for losses due to credit deterioration / (reversal of provision)   (2) - 1 (1)   Charge-offs   (2) - (6) (8) Balance, June 30, 2013 $ 49 - 22 71                 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                       June 30, 2013                                   By risk category:             Pass $ 100 320 204 7 631   Criticized   95 1,426 398 707 2,626     Total commercial PCI loans $ 195 1,746 602 714 3,257                       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                       June 30, 2013                                   By delinquency status:             Current-29 DPD and still accruing $ 186 1,596 483 540 2,805   30-89 DPD and still accruing   3 69 18 11 101   90+ DPD and still accruing   6 81 101 163 351     Total commercial PCI loans $ 195 1,746 602 714 3,257                       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.                                       June 30, 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 $ 21,201 182 21,383   22,304 198 22,502   30-59 DPD and still accruing   2,317 9 2,326   2,587 11 2,598   60-89 DPD and still accruing   1,201 4 1,205   1,361 7 1,368   90-119 DPD and still accruing   553 3 556   650 6 656   120-179 DPD and still accruing   640 5 645   804 7 811   180+ DPD and still accruing   4,953 105 5,058   5,356 116 5,472     Total consumer PCI loans (adjusted unpaid principal balance) $ 30,865 308 31,173   33,062 345 33,407     Total consumer PCI loans (carrying value) $ 25,408 134 25,542   26,839 152 26,991                           The following table provides FICO scores for consumer PCI loans.                                       June 30, 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 $ 11,341 118 11,459   13,163 144 13,307   600-639   6,310 63 6,373   6,673 68 6,741   640-679   6,634 71 6,705   6,602 73 6,675   680-719   3,659 37 3,696   3,635 39 3,674   720-759   1,696 11 1,707   1,757 11 1,768   760-799   884 5 889   874 6 880   800+   206 1 207   202 1 203 No FICO available   135 2 137   156 3 159     Total consumer PCI loans (adjusted unpaid principal balance) $ 30,865 308 31,173   33,062 345 33,407     Total consumer PCI loans (carrying value) $ 25,408 134 25,542   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.                                       June 30, 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% $ 1,665 24 1,689   1,374 21 1,395   60.01-80%   5,212 31 5,243   4,119 30 4,149   80.01-100%   10,314 66 10,380   9,576 61 9,637   100.01-120% (1)   7,027 87 7,114   8,084 93 8,177   > 120% (1)   6,611 99 6,710   9,889 138 10,027 No LTV/CLTV available   36 1 37   20 2 22     Total consumer PCI loans (adjusted unpaid principal balance) $ 30,865 308 31,173   33,062 345 33,407     Total consumer PCI loans (carrying value) $ 25,408 134 25,542   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.

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Other Assets	6 Months Ended
Jun. 30, 2013
Other Assets [Abstract]
Other Assets	The components of other assets were:                                 June 30, Dec. 31, (in millions)   2013 2012 Nonmarketable equity investments:       Cost method:           Private equity investments $ 2,419 2,572     Federal bank stock   4,100 4,227       Total cost method   6,519 6,799   Equity method and other:           LIHTC investments (1)   4,931 4,767     Private equity and other   5,741 6,156       Total equity method and other   10,672 10,923   Fair value (2)   595 -         Total nonmarketable                 equity investments 17,786 17,722 Corporate/bank-owned life insurance   18,692 18,649 Accounts receivable   25,845 25,828 Interest receivable   5,192 5,006 Core deposit intangibles   5,294 5,915 Customer relationship and         other amortized intangibles   1,217 1,352 Foreclosed assets:         GNMA (3)   1,026 1,509   Other   2,114 2,514 Operating lease assets   2,010 2,001 Due from customers on acceptances 353 282 Other   11,379 12,800           Total other assets $ 90,908 93,578                   Represents low income housing tax credit investments. Represents nonmarketable equity investments for which we have elected the fair value option. 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 (expense) related to nonmarketable equity investments was:                                                                         Six months           Quarter ended June 30,   ended June 30, (in millions)   2013 2012   2013 2012 Net realized gains from private equity investments $ 179 159   224 290 All other   (128) (45)   (91) (24)   Total $ 51 114   133 266

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Securitizations and Variable Interest Entities	6 Months Ended
Jun. 30, 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                         June 30, 2013                                         Cash $ -   169   8   177 Trading assets   2,183   152   204   2,539 Securities available for sale (1)   18,899   1,409   13,618   33,926 Mortgages held for sale   -   143   -   143 Loans   9,450   8,490   6,525   24,465 Mortgage servicing rights   13,714   -   -   13,714 Other assets   4,957   369   163   5,489   Total assets   49,203   10,732   20,518   80,453 Short-term borrowings   -   14 (2) 10,873   10,887 Accrued expenses and other liabilities   3,917   989 (2) 7   4,913 Long-term debt   -   2,755 (2) 6,125   8,880   Total liabilities   3,917   3,758   17,005   24,680 Noncontrolling interests   -   10   -   10     Net assets $ 45,286   6,964   3,513   55,763                         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 June 30, 2013 and December 31, 2012, respectively, with recourse to the general credit of Wells Fargo: Short-term borrowings, $0 and $2.1 billion; Accrued expenses and other liabilities, $876 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 following table 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.                                           Carrying value - asset (liability)                       Other               Total   Debt and     commitments               VIE   equity Servicing   and Net (in millions)   assets interests (1) assets Derivatives guarantees assets June 30, 2013               Residential mortgage loan                   securitizations:                     Conforming $ 1,292,918   3,791 13,022 (8) (1,918) 14,887     Other/nonconforming   43,369   1,709 272 - (41) 1,940 Commercial mortgage securitizations   170,679   7,526 395 287 - 8,208 Collateralized debt obligations:                     Debt securities   7,084   36 - 397 (130) 303     Loans (2)   8,089   7,733 - - - 7,733 Asset-based finance structures   10,640   6,606 - (91) - 6,515 Tax credit structures   20,524   5,200 - - (1,485) 3,715 Collateralized loan obligations   5,719   1,089 - - - 1,089 Investment funds   3,801   50 - - - 50 Other (3)   9,343   1,006 25 4 (189) 846     Total $ 1,572,166   34,746 13,714 589 (3,763) 45,286                                           Maximum exposure to loss                       Other                   Debt and     commitments                   equity Servicing   and Total       interests assets Derivatives guarantees exposure Residential mortgage loan                   securitizations:                     Conforming     $ 3,791 13,022 8 5,683 22,504     Other/nonconforming       1,709 272 - 363 2,344 Commercial mortgage securitizations       7,526 395 340 - 8,261 Collateralized debt obligations:                     Debt securities       36 - 397 130 563     Loans (2)       7,733 - - - 7,733 Asset-based finance structures       6,606 - 91 2,005 8,702 Tax credit structures       5,200 - - 432 5,632 Collateralized loan obligations       1,089 - - 158 1,247 Investment funds       50 - - 43 93 Other (3)       1,006 25 192 191 1,414     Total     $ 34,746 13,714 1,028 9,005 58,493                           (continued on following page)               (continued from previous page)                                                                                 Carrying value - asset (liability)                       Other               Total   Debt and     commitments               VIE   equity Servicing   and Net (in millions)   assets   interests (1) assets Derivatives guarantees assets December 31, 2012                 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                       Other                   Debt and     commitments                   equity Servicing   and Total         interests assets Derivatives guarantees exposure 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 $5.8 billion at both June 30, 2013 and December 31, 2012. 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 75% and 83% were rated as investment grade by the primary rating agencies at June 30, 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 Auction rate securities (ARS) are debt instruments with long-term maturities, but which re-price more frequently, and preferred equities with no maturity. At June 30, 2013, we held in our securities available-for-sale portfolio $704 million of ARS issued by VIEs redeemed pursuant to agreements entered into in 2008 and 2009, compared with $686 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 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, 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. In our consolidated balance sheet at June 30, 2013 and December 31, 2012, we reported the debt securities issued to the VIEs as long-term junior subordinated debt with a carrying value of $2.0 billion and $4.9 billion, respectively, and the preferred equity securities issued to the VIEs as preferred stock with a carrying value of $2.5 billion at both dates. These amounts are in addition to the involvements in these VIEs included in the preceding table.        In the first half of 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. The following table presents the 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 June 30,             Sales proceeds from securitizations (1) $ 115,287 -   133,764 - Fees from servicing rights retained   1,051 3   1,113 2 Other interests held   441 21   441 45 Purchases of delinquent assets   7 -   52 - Net servicing advances   12 -   112 -                                 Six months ended June 30,             Sales proceeds from securitizations (1) $ 221,593 -   276,869 - Fees from servicing rights retained   2,127 5   2,224 5 Other interests held   847 48   867 94 Purchases of delinquent assets   16 -   52 - Net servicing advances   814 -   126 -                                 Represents cash flow data for all loans securitized in the period presented.          In the second quarter and first half of 2013, we recognized net gains of $46 million and $110 million, respectively, from transfers accounted for as sales of financial assets in securitizations, compared with $53 million and $64 million, respectively, in the same periods of 2012. 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 second quarter and first half of 2013 and 2012 predominantly related to securitizations of residential mortgages that are sold to the GSEs, including FNMA, FHLMC and GNMA (conforming residential mortgage securitizations). During the second quarter and first half of 2013 we transferred $111.2 billion and $211.9 billion respectively, in fair value of conforming residential mortgages to unconsolidated VIEs and recorded the transfers as sales, compared with $129.7 billion and $269.1 billion, respectively, in the same periods of 2012. 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 half of 2013 we recorded a $2.0 billion servicing asset, measured at fair value using a Level 3 measurement technique, and a $98 million liability for probable repurchase losses which reflects management's estimate of probable losses related to various representations and warranties for the loans transferred, initially measured at fair value. In the first half of 2012, we recorded a $2.6 billion servicing asset and a $134 million liability.        We used the following key weighted-average assumptions to measure mortgage servicing assets at the date of securitization:                   Residential mortgage       servicing rights       2013   2012 Quarter ended June 30,         Prepayment speed (1)   11.7 % 13.2 Discount rate   7.1   7.5 Cost to service ($ per loan) (2) $ 199   146             Six months ended June 30,         Prepayment speed (1)   11.8 % 13.2 Discount rate   7.1   7.3 Cost to service ($ per loan) (2) $ 189   131                         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 the second quarter and first half of 2013 we transferred $1.5 billion and $3.2 billion, respectively, in fair value of commercial mortgages to unconsolidated VIEs and recorded the transfers as sales, compared with $955 million in the second quarter and first half of 2012. These transfers resulted in gains of $38 million and $100 million in the second quarter and first half of 2013, respectively, because the loans were carried at LOCOM, compared with gains of $39 million in the second quarter and first half of 2012. In connection with these transfers, in the first half of 2013 we recorded a servicing asset of $9 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 the first half of 2012, we recorded a servicing asset of $6 million and securities available-for-sale of $41 million. The following table provides key economic assumptions and the sensitivity of the current fair value of residential mortgage servicing rights and other retained interests to immediate adverse changes in those assumptions. “Other interests held” relate predominantly to residential and commercial mortgage loan securitizations. Residential mortgage-backed securities retained in securitizations issued through GSEs, such as FNMA, FHLMC and GNMA, are excluded from the table because these securities have a remote risk of credit loss due to the GSE guarantee. These securities also have economic characteristics similar to GSE mortgage-backed securities that we purchase, which are not included in the table. Subordinated interests include only those bonds whose credit rating was below AAA by a major rating agency at issuance. Senior interests include only those bonds whose credit rating was AAA by a major rating agency at issuance. The information presented excludes trading positions held in inventory.                                                       Other interests held           Residential                                 mortgage Interest-     Consumer   Commercial (2)           servicing   only   Subordinated   Senior Subordinated   Senior ($ in millions, except cost to service amounts)   rights (1)   strips     bonds   bonds   bonds   bonds Fair value of interests held at June 30, 2013 $ 14,185   152     41   -   268   929 Expected weighted-average life (in years)   6.2   4.2     6.0   -   4.3   5.5                                     Key economic assumptions:                             Prepayment speed assumption (3)   11.4 % 9.9     6.7   -             Decrease in fair value from:                                 10% adverse change $ 876   3     -   -               25% adverse change   2,080   8     -   -                                               Discount rate assumption   7.6 % 18.1     4.4   -   1.4   3.5     Decrease in fair value from:                                 100 basis point increase $ 760   3     2   -   9   43       200 basis point increase   1,456   6     4   -   18   82                                       Cost to service assumption ($ per loan)   200                           Decrease in fair value from:                                 10% adverse change   600                             25% adverse change   1,499                                                             Credit loss assumption             0.4 % -   6.8   -     Decrease in fair value from:                                 10% higher losses           $ -   -   6   -       25% higher losses             -   -   14   -                                     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 $1.5 billion and $1.4 billion at June 30, 2013, and December 31, 2012, respectively. 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 June 30, 2013, and December 31, 2012, results in a decrease in fair value of $184 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   Six months ended             June 30, Dec. 31,   June 30, Dec. 31,   June 30, (in millions)   2013 2012   2013 2012   2013 2012 Commercial:                     Real estate mortgage $ 116,226 128,564   9,691 12,216   387 207     Total commercial   116,226 128,564   9,691 12,216   387 207 Consumer:                     Real estate 1-4 family first mortgage   1,296,318 1,283,504   19,866 21,574   471 571   Real estate 1-4 family junior lien mortgage   1 1   - -   - -   Other revolving credit and installment   1,879 2,034   89 110   - -     Total consumer   1,298,198 1,285,539   19,955 21,684   471 571       Total off-balance sheet securitized loans (1) $ 1,414,424 1,414,103   29,646 33,900   858 778                             At June 30, 2013 and December 31, 2012, the table includes total loans of $1.3 trillion at both dates and delinquent loans of $16.4 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 June 30, 2013                                                   Secured borrowings:                       Municipal tender option bond securitizations $ 16,564   13,892   (10,880)   -   3,012   Commercial real estate loans   730   730   (504)   -   226   Residential mortgage securitizations   5,563   5,896   (5,621)   -   275     Total secured borrowings   22,857   20,518   (17,005)   -   3,513 Consolidated VIEs:                       Nonconforming residential                         mortgage loan securitizations   7,654   6,808   (2,559)   -   4,249   Multi-seller commercial paper conduit   -   -   -   -   -   Structured asset finance   62   62   (17)   -   45   Investment funds   1,657   1,657   (63)   -   1,594   Other   2,286   2,205   (1,119)   (10)   1,076     Total consolidated VIEs   11,659   10,732   (3,758)   (10)   6,964       Total secured borrowings and consolidated VIEs $ 34,516   31,250   (20,763)   (10)   10,477 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 June 30, 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 June 30, 2013, and December 31, 2012, we pledged approximately $6.5 billion and $6.4 billion in loans (principal and interest eligible to be capitalized), $183 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. During second quarter 2013, we redeemed the outstanding commercial paper issued from our multi-seller conduit to third party investors at par. The conduit was dissolved in July 2013.        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.

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Mortgage Banking Activities	6 Months Ended
Jun. 30, 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 commercial MSRs and apply the fair value method to residential MSRs. The changes in MSRs measured using the fair value method were:                                                         Quarter ended June 30,   Six months ended June 30, (in millions)     2013 2012   2013 2012 Fair value, beginning of period $ 12,061 13,578   11,538 12,603   Servicing from securitizations or asset transfers (1)   1,060 1,139   1,995 2,915   Sales     (160) (293)   (583) (293)     Net additions   900 846   1,412 2,622   Changes in fair value:                 Due to changes in valuation model inputs or assumptions:                   Mortgage interest rates (2)   2,223 (1,496)   3,253 (1,349)       Servicing and foreclosure costs (3)   (82) (146)   (140) (200)       Discount rates (4)   - -   - (344)       Prepayment estimates and other (5)   (274) 11   (485) 104         Net changes in valuation model inputs or assumptions   1,867 (1,631)   2,628 (1,789)     Other changes in fair value (6)   (643) (712)   (1,393) (1,355)       Total changes in fair value   1,224 (2,343)   1,235 (3,144) Fair value, end of period $ 14,185 12,081   14,185 12,081                       Six months ended June 30, 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 six months ended June 30, 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 June 30,   Six months ended June 30, (in millions)   2013 2012   2013 2012 Balance, beginning of period $ 1,181 1,074   1,160 1,445   Purchases   26 78   53 92   Servicing from securitizations or asset transfers (1)   31 34   87 (293)   Amortization   (62) (56)   (124) (114) Balance, end of period   1,176 1,130   1,176 1,130 Valuation allowance:             Balance, beginning of period   - -   - (37)   Reversal of provision for MSRs in excess of fair value (1)   - -   - 37 Balance, end of period (2)   - -   - - Amortized MSRs, net $ 1,176 1,130   1,176 1,130 Fair value of amortized MSRs (3):               Beginning of period $ 1,404 1,263   1,400 1,756   End of period   1,533 1,450   1,533 1,450                                         Six months ended June 30, 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 six months ended June 30, 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 six months ended June 30, 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.                                                   June 30,   Dec. 31, (in billions)     2013   2012 Residential mortgage servicing:           Serviced for others $ 1,487   1,498   Owned loans serviced   358   368   Subservicing   6   7     Total residential servicing   1,851   1,873 Commercial mortgage servicing:           Serviced for others   409   408   Owned loans serviced   105   106   Subservicing   11   13     Total commercial servicing   525   527       Total managed servicing portfolio $ 2,376   2,400 Total serviced for others $ 1,896   1,906 Ratio of MSRs to related loans serviced for others   0.81 % 0.67                   The components of mortgage banking noninterest income were:                                                                     Quarter ended June 30,   Six months ended June 30, (in millions)   2013 2012   2013 2012 Servicing income, net:               Servicing fees:                 Contractually specified servicing fees $ 1,102 1,164   2,227 2,312     Late charges   58 63   118 129     Ancillary fees   85 63   167 140     Unreimbursed direct servicing costs (1)   (215) (220)   (485) (500)       Net servicing fees   1,030 1,070   2,027 2,081   Changes in fair value of MSRs carried at fair value:                 Due to changes in valuation model inputs or assumptions (2)   1,867 (1,631)   2,628 (1,789)     Other changes in fair value (3)   (643) (712)   (1,393) (1,355)       Total changes in fair value of MSRs carried at fair value   1,224 (2,343)   1,235 (3,144)   Amortization   (62) (56)   (124) (114)   Net derivative gains (losses) from economic hedges (4)   (1,799) 2,008   (2,431) 2,108         Total servicing income, net   393 679   707 931 Net gains on mortgage loan origination/sales activities   2,409 2,214   4,889 4,832           Total mortgage banking noninterest income $ 2,802 2,893   5,596 5,763 Market-related valuation changes to MSRs, net of hedge results (2) + (4) $ 68 377   197 319                                                     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 balance sheet 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 June 30, 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   Six months             ended June 30,   ended June 30, (in millions)   2013 2012   2013 2012 Balance, beginning of period $ 2,317 1,444   2,206 1,326   Provision for                 repurchase losses:                 Loan sales   40 72   99 134     Change in estimate (1) 25 597   275 965       Total additions   65 669   374 1,099   Losses   (160) (349)   (358) (661) Balance, end of period $ 2,222 1,764   2,222 1,764                       Results from such factors as changes in investor demand and mortgage insurer practices, credit deterioration, and changes in the financial stability of correspondent lenders.

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Intangible Assets	6 Months Ended
Jun. 30, 2013
Intangible Assets [Abstract]
Intangible Assets	The gross carrying value of intangible assets and accumulated amortization was:                                                                       June 30, 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) $ 2,457   (1,281) 1,176   2,317   (1,157) 1,160   Core deposit intangibles   12,834   (7,540) 5,294   12,836   (6,921) 5,915   Customer relationship and other intangibles   3,146   (1,929) 1,217   3,147   (1,795) 1,352     Total amortized intangible assets $ 18,437   (10,750) 7,687   18,300   (9,873) 8,427 Unamortized intangible assets:                       MSRs (carried at fair value) (2) $ 14,185         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 June 30, 2013. Future amortization expense may vary from these projections.                                               Customer             Core relationship         Amortized   deposit and other     (in millions)   MSRs intangibles intangibles   Total Six months ended June 30, 2013 (actual) $ 124   621   135   880 Estimate for the remainder of 2013 $ 122   620   132   874 Estimate for year ended December 31,                 2014   220   1,113   250   1,583 2015   191   1,022   227   1,440 2016   158   919   212   1,289 2017   117   851   195   1,163 2018   79   769   184   1,032                                            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. At the time we acquire a business, we allocate goodwill to applicable reporting units based on their relative fair value, and if we have a significant business reorganization, we may reallocate the goodwill. 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)   293   -   291 June 30, 2012 $ 17,922   7,113   371   25,406 December 31, 2012 and June 30, 2013 $ 17,922   7,344   371   25,637

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Guarantees, Pledged Assets and Collateral	6 Months Ended
Jun. 30, 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.                                                             June 30, 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) $ 56 16,214 12,240 4,385 2,641 35,480 8,912 Securities lending and                   other indemnifications   - - 23 24 3,197 3,244 54 Liquidity agreements (2)   - - - - 26 26 4 Written put options (3)   1,146 4,231 4,219 2,417 2,513 13,380 4,920 Loans and MHFS sold with recourse 89 167 437 766 4,759 6,129 3,529 Contingent consideration   32 11 74 34 - 119 118 Other guarantees   3 355 33 17 988 1,393 3   Total guarantees $ 1,326 20,978 17,026 7,643 14,124 59,771 17,540                                   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 $17.2 billion and $18.5 billion at June 30, 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 $397 million at June 30, 2013 and $443 million at December 31, 2012, in collateral supporting loaned securities with values of $385 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 were $655 million and $579 million and the related collateral was $3.6 billion and $3.1 billion at June 30, 2013, and December 31, 2012, respectively. Our estimate of maximum exposure to loss, which requires judgment regarding the range and likelihood of future events, was $2.9 billion as of June 30, 2013, and $2.1 billion as of December 31, 2012.        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 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 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. We repurchased $7 million and $18 million respectively, of loans associated with these agreements in the second quarter and first half of 2013, and $10 million and $16 million respectively in the same periods of 2012. 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 and letters of credit from the FHLB and FRB, securities sold under agreements to repurchase (repurchase agreements), and for other purposes as required or permitted by law or insurance statutory requirements. 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 $10.7 billion and $14.6 billion at June 30, 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.                                           June 30,   Dec. 31, (in millions)   2013   2012 Trading assets and other (1) $ 35,397   28,031 Securities available for sale (2)   96,293   96,018 Loans (3)   384,152   360,171   Total pledged assets $ 515,842   484,220                 (1) Represent assets pledged to collateralize repurchase agreements and other securities financings. Balance includes $34.3 billion and $27.4 billion at June 30, 2013, and December 31, 2012, respectively, under agreements that permit the secured parties to sell or repledge the collateral. (2) Includes $8.8 billion and $8.4 billion in collateral for repurchase agreements at June 30, 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.                                           June 30,   Dec. 31, (in millions)   2013   2012 Assets:         Resale and securities borrowing agreements             Gross amounts recognized $ 45,850   45,847     Gross amounts offset in consolidated balance sheet (1)   (5,315)   (2,561)     Net amounts in consolidated balance sheet (2)   40,535   43,286     Noncash collateral not recognized in consolidated balance sheet (3)   (40,014)   (42,920)   Net amount (4) $ 521   366 Liabilities:         Repurchase and securities lending agreements             Gross amounts recognized $ 42,958   35,876     Gross amounts offset in consolidated balance sheet (1)   (5,315)   (2,561)     Net amounts in consolidated balance sheet (5)   37,643   33,315     Noncash collateral pledged but not netted in consolidated balance sheet (6)   (37,321)   (33,050)   Net amount (7) $ 322   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 June 30, 2013 and December 31, 2012, includes $29.6 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 $10.9 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 June 30, 2013 and December 31, 2012, we have received total collateral with a fair value of $51.3 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 $30.5 billion at June 30, 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 June 30, 2013 and December 31, 2012, we have pledged total collateral with a fair value of $44.2 billion and $36.4 billion, respectively, of which, the counterparty does not have the right to sell or repledge $9.8 billion as of June 30 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.

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Legal Actions	6 Months Ended
Jun. 30, 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 and Part II, Item 1 (Legal Proceedings) of our 2013 first quarter Quarterly Report on Form 10-Q for events occurring during second quarter 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, subject to Court approval, of all claims which provides for Wells Fargo to pay $105 million to the plaintiffs. The Court gave preliminary approval to the settlement on May 6, 2013.   MARYLAND MORTGAGE LENDING LITIGATION On December 26, 2007, a class action complaint captioned Denise Minter, et al., v. Wells Fargo Bank, N.A., et al., was filed in the U.S. District Court for the District of Maryland. The complaint alleges that Wells Fargo and others violated provisions of the Real Estate Settlement Procedures Act and other laws by conducting mortgage lending business improperly through a general partnership, Prosperity Mortgage Company. The complaint asserts that Prosperity Mortgage Company was not a legitimate affiliated business and instead operated to conceal Wells Fargo Bank, N.A.'s role in the loans at issue. A plaintiff class of borrowers who received a mortgage loan from Prosperity Mortgage Company that was funded by Prosperity Mortgage Company's line of credit with Wells Fargo Bank, N.A. from 1993 to May 31, 2012, had been certified. Prior to trial, the Court narrowed the class action to borrowers who were referred to Prosperity Mortgage Company by Wells Fargo's partner and whose loans were transferred to Wells Fargo Bank, N.A. from 1993 to May 31, 2012. On May 6, 2013, the case went to trial. On June 6, 2013, the jury returned a verdict in favor of all defendants, including Wells Fargo. The plaintiffs have requested a new trial on the named plaintiffs' individual claims, and have filed a notice of appeal.        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. On June 20, 2013, the Court entered judgment in favor of the defendants. The plaintiffs have appealed.   ORDER OF POSTING LITIGATION A series of putative class actions have been filed against Wachovia Bank, N.A. and Wells Fargo Bank, N.A., as well as many other banks, challenging the high to low order in which the banks post debit card transactions to consumer deposit accounts. There are currently several such cases pending against Wells Fargo Bank (including the Wachovia Bank cases to which Wells Fargo succeeded), most of which have been consolidated in multi-district litigation proceedings in the U.S. District Court for the Southern District of Florida. The bank defendants moved to compel these cases to arbitration under recent Supreme Court authority. On November 22, 2011, the Judge denied the motion. The bank defendants appealed the decision to the U.S. Court of Appeals for the Eleventh Circuit. On October 26, 2012, the Eleventh Circuit affirmed the District Court's denial of the motion. Wells Fargo renewed its motion to compel arbitration with respect to the unnamed putative class members. On April 8, 2013, the District Court denied the motion. Wells Fargo has appealed the decision to the Eleventh Circuit.        On August 10, 2010, the U.S. District Court for the Northern District of California issued an order in Gutierrez v. Wells Fargo Bank, N.A., a case that was not consolidated in the multi-district proceedings, enjoining the bank's use of the high to low posting method for debit card transactions with respect to the plaintiff class of California depositors, directing the bank to establish a different posting methodology and ordering remediation of approximately $203 million. On October 26, 2010, a final judgment was entered in Gutierrez. On October 28, 2010, Wells Fargo appealed to the U.S. Court of Appeals for the Ninth Circuit. On December 26, 2012, the Ninth Circuit reversed the order requiring Wells Fargo to change its order of posting and vacated the portion of the order granting remediation of approximately $203 million on the grounds of federal preemption. The Ninth Circuit affirmed the District Court's finding that Wells Fargo violated a California state law prohibition on fraudulent representations and remanded the case to the District Court for further proceedings. On May 14, 2013, the District Court entered an order indicating it will reinstate the judgment of approximately $203 million against Wells Fargo and enjoined Wells Fargo from making or disseminating additional misrepresentations about its order of posting of transactions. Wells Fargo has appealed the order to the Ninth Circuit. On August 5, 2013, the District Court entered a judgment against Wells Fargo in the approximate amount of $203 million, together with post-judgment interest thereon from October 25, 2010.   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 June 30, 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.

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Derivatives	6 Months Ended
Jun. 30, 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.                                                 June 30, 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) $ 92,977     5,460 2,372   92,004   7,284 2,696   Foreign exchange contracts   28,260     1,158 740   27,382   1,808 274 Total derivatives designated as                         qualifying hedging instruments         6,618 3,112       9,092 2,970 Derivatives not designated as hedging instruments                         Free-standing derivatives (economic hedges):                           Interest rate contracts (2)   285,161     3,554 2,819   334,555   450 694     Equity contracts   1,621     183 64   75   - 50     Foreign exchange contracts   4,353     28 38   3,074   3 64     Credit contracts - protection purchased   2     - 1   16   - -     Other derivatives   2,212     - 36   2,296   - 78       Subtotal         3,765 2,958       453 886   Customer accommodation, trading and other                           free-standing derivatives:                           Interest rate contracts   3,092,710     52,798 55,248   2,774,783   63,617 65,305     Commodity contracts   97,725     3,024 3,068   90,732   3,456 3,590     Equity contracts   77,978     5,019 5,045   71,958   3,783 4,114     Foreign exchange contracts   193,143     3,664 3,374   166,061   3,713 3,241     Credit contracts - protection sold   22,527     289 2,040   26,455   315 2,623     Credit contracts - protection purchased   26,237     1,244 309   29,021   1,495 329     Other derivatives   241     - -   -   - -       Subtotal         66,038 69,084       76,379 79,202 Total derivatives not designated as hedging instruments         69,803 72,042       76,832 80,088 Total derivatives before netting         76,421 75,154       85,924 83,058 Netting (3)         (58,551) (63,998)       (62,108) (71,116)         Total       $ 17,870 11,156       23,816 11,942                                   Notional amounts presented exclude $2.7 billion at June 30, 2013, and $4.7 billion at December 31, 2012, of certain derivatives that are combined for designation as a hedge on a single 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. The “Gross amounts recognized” in the following table include $61.2 billion and $66.5 billion of gross derivative assets and liabilities, respectively, at June 30, 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. The remaining gross derivative assets and liabilities of $15.2 billion and $8.7 billion, respectively, at June 30, 2013 and $17.0 billion and $7.3 billion, respectively, at December 31, 2012, include those with counterparties subject to master netting arrangements for which we have not assessed the enforceability because they are with counterparties where we do not currently have positions to offset, those subject to master netting arrangements where we have not been able to confirm the enforceability and those not subject to master netting arrangements. As such,we do not net derivative balances or collateral within the balance sheet for these counterparties.        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 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, using 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 sheet (1) sheet (2) netting) (3) Net amounts market (4)   June 30, 2013                 Derivative assets                   Interest rate contracts $ 61,812 (50,346) 11,466 (908) 10,558 78 %   Commodity contracts   3,024 (871) 2,153 (69) 2,084 43     Equity contracts   5,202 (2,382) 2,820 (18) 2,802 89     Foreign exchange contracts   4,850 (3,703) 1,147 - 1,147 100     Credit contracts-protection sold   289 (249) 40 - 40 96     Credit contracts-protection purchased   1,244 (1,000) 244 (35) 209 100       Total derivative assets $ 76,421 (58,551) 17,870 (1,030) 16,840     Derivative liabilities                   Interest rate contracts $ 60,439 (54,972) 5,467 (296) 5,171 78 %   Commodity contracts   3,068 (1,173) 1,895 (3) 1,892 83     Equity contracts   5,109 (2,746) 2,363 (114) 2,249 94     Foreign exchange contracts   4,152 (2,924) 1,228 - 1,228 100     Credit contracts-protection sold   2,040 (1,913) 127 - 127 100     Credit contracts-protection purchased   310 (270) 40 - 40 94     Other contracts   36 - 36 - 36 100       Total derivative liabilities $ 75,154 (63,998) 11,156 (413) 10,743     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) 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 $311 million and $352 million related to derivative assets and $87 million and $68 million related to derivative liabilities as of June 30, 2013, and December 31, 2012, respectively. Cash collateral totaled $5.4 billion and $11.0 billion, netted against derivative assets and liabilities, respectively, at June 30, 2013, and $5.0 billion and $14.5 billion, respectively, at December 31, 2012.   (2) Net derivative assets of $14.2 billion and $18.3 billion are classified in Trading assets as of June 30, 2013, and December 31, 2012, respectively. $3.7 billion and $5.5 billion are classified in Other assets in the consolidated balance sheet as of June 30, 2013, and December 31, 2012, respectively. Net derivative liabilities are classified in Accrued expenses and other liabilities in the consolidated balance sheet.   (3) 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.   (4) 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 June 30, 2013                 Net interest income (expense) recognized on derivatives $ (136) 2 395   (2) 69 328                           Gains (losses) recorded in noninterest income                   Recognized on derivatives   899 (11) (1,666)   104 (607) (1,281)   Recognized on hedged item   (890) 4 1,576   (100) 557 1,147     Net recognized on fair value hedges (ineffective portion) (1) $ 9 (7) (90)   4 (50) (134)                           Quarter ended June 30, 2012                 Net interest income (expense) recognized on derivatives $ (113) 1 447   (1) 60 394                           Gains (losses) recorded in noninterest income                   Recognized on derivatives   (512) (11) 1,202   145 (717) 107   Recognized on hedged item   494 8 (1,014)   (148) 770 110     Net recognized on fair value hedges (ineffective portion) (1) $ (18) (3) 188   (3) 53 217                           Six months ended June 30, 2013                 Net interest income (expense) recognized on derivatives $ (261) 3 792   (2) 137 669                           Gains (losses) recorded in noninterest income                   Recognized on derivatives   1,203 (9) (2,394)   312 (1,380) (2,268)   Recognized on hedged item   (1,178) (1) 2,264   (303) 1,328 2,110     Net recognized on fair value hedges (ineffective portion) (1) $ 25 (10) (130)   9 (52) (158)                           Six months ended June 30, 2012                 Net interest income (expense) recognized on derivatives $ (225) 1 866   (4) 131 769                           Gains (losses) recorded in noninterest income                   Recognized on derivatives   (210) (6) 334   186 (151) 153   Recognized on hedged item   198 2 (212)   (162) 122 (52)     Net recognized on fair value hedges (ineffective portion) (1) $ (12) (4) 122   24 (29) 101                           The second quarter and first half of 2013 included $(1) million and $(4) million, respectively, and the second quarter and first half of 2012 included $(1) million and $(2) million, respectively, of the time value component recognized as net interest income (expense) on forward derivatives hedging foreign currency securities available for sale and long-term debt that were 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 $309 million (pre tax) of deferred net gains on derivatives in OCI at June 30, 2013, will be reclassified into net interest income 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 (losses) recognized related to derivatives in cash flow hedging relationships.                                 Quarter   Six months         ended June 30,   ended June 30, (in millions)   2013 2012   2013 2012 Gains (losses) (pre tax) recognized in OCI on derivatives $ (10) (3)   (3) 39 Gains (pre tax) reclassified from cumulative OCI into net income   69 99   156 206 Gains (losses) (pre tax) recognized in noninterest income for hedge ineffectiveness (1)   1 (1)   1 (1)                                         None of the change in value of the derivatives was excluded from the assessment of hedge effectiveness. 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 $1.8 billion and $2.4 billion in second quarter 2013 and first half 2013, respectively and net derivative gains of $2.0 billion and $2.1 billion in second quarter 2012 and first half of 2012, respectively, which are included in mortgage banking noninterest income. The aggregate fair value of these derivatives was a net liability of $1.5 billion at June 30, 2013 and a net asset of $87 million at December 31, 2012. 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 liability of $615 million at June 30, 2013 and a net asset of $497 million at December 31, 2012, 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   Six months               ended June 30,   ended June 30, (in millions)     2013 2012   2013 2012 Net gains (losses) recognized on free-standing derivatives (economic hedges):             Interest rate contracts                 Recognized in noninterest income:                   Mortgage banking (1) $ 1,347 (630)   1,728 (826)       Other (2)   74 (75)   98 (33)   Equity contracts (3)   (24) 1   (38) 1   Foreign exchange contracts (2)   12 84   20 (1)   Credit contracts (2)   (2) (5)   (6) (10)           Subtotal   1,407 (625)   1,802 (869) Net gains (losses) recognized on customer accommodation, trading               and other free-standing derivatives:                 Interest rate contracts                   Recognized in noninterest income:                     Mortgage banking (4)   (1,176) 2,471   (906) 3,542         Other (5)   376 90   581 330     Commodity contracts (5)   63 (21)   224 (44)     Equity contracts (5)   (7) 206   (257) (79)     Foreign exchange contracts (5)   138 120   415 249     Credit contracts (5)   28 (48)   (20) 11     Other (5)   - 1   - -           Subtotal   (578) 2,819   37 4,009   Net gains recognized related to derivatives not designated                 as hedging instruments $ 829 2,194   1,839 3,140                         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 June 30, 2013                   Credit default swaps on:                     Corporate bonds $ 104 12,727 6,559   6,982 5,745 7,319 2013-2021   Structured products   1,439 1,971 1,599   811 1,160 364 2016-2056 Credit protection on:                     Default swap index   5 3,753 363   3,417 336 586 2014-2018   Commercial mortgage-                       backed securities index   438 1,203 240   634 569 545 2049-2052   Asset-backed securities index   53 60 60   4 56 90 2037-2046 Other   1 2,813 2,795   24 2,789 5,461 2013-2056   Total credit derivatives $ 2,040 22,527 11,616   11,872 10,655 14,365                               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 $15.0 billion at June 30, 2013, and $16.2 billion at December 31, 2012, respectively, for which we posted $11.3 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 June 30, 2013, or December 31, 2012, we would have been required to post additional collateral of $3.8 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. We incorporate credit valuation adjustments (“CVA”) to reflect counterparty credit risk in determining the fair value of our derivatives. Such adjustments, which consider the effects of enforceable master netting agreements and collateral arrangements, reflect market-based views of the credit quality of each counterparty. Our CVA calculation is determined based on observed credit spreads in the credit default swap market and indices indicative of the credit quality of the counterparties to our derivatives.

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Fair Values of Assets and Liabilities	6 Months Ended
Jun. 30, 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. 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.         Fair Value Hierarchy We group our assets and liabilities measured at fair value in three levels, based on the markets in which the assets and liabilities are traded and the reliability of the assumptions used to determine fair value. These levels are: Level 1 – Valuation is based upon quoted prices for identical instruments traded in active markets. Level 2 – Valuation is based upon quoted prices for similar instruments in active markets, quoted prices for identical or similar instruments in markets that are not active, and model-based valuation techniques for which all significant assumptions are observable in the market. Level 3 – Valuation is generated from techniques that use significant assumptions not observable in the market. These unobservable assumptions reflect estimates of assumptions that market participants would use in pricing the asset or liability. Valuation techniques include use of option pricing models, discounted cash flow models and similar techniques.         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                               June 30, 2013                 Trading assets (excluding derivatives) $ - 332 5   1,431 1,423 - Securities available for sale:                   Securities of U.S. Treasury and federal agencies   - - -   520 5,863 -   Securities of U.S. states and political subdivisions   - - -   - 37,050 68   Mortgage-backed securities   - 749 1   - 143,074 286   Other debt securities (1)   - 15,019 2,719   - 28,620 109     Total debt securities   - 15,768 2,720   520 214,607 463     Total marketable equity securities   - - -   8 805 -       Total securities available for sale   - 15,768 2,720   528 215,412 463 Derivatives (trading and other assets)   - 6 -   - 519 2 Derivatives (liabilities)   - 31 -   - 517 - Other liabilities   3 166 -   - 144 -                                                             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)   - 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 -                                                             (1) Includes corporate debt securities, collateralized loan and other debt obligations, asset-backed securities, and other debt securities.                               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 June 30, 2013                 Trading assets (excluding derivatives)                   Securities of U.S. Treasury and federal agencies $ 6,849 3,466 -   -   10,315   Securities of U.S. states and political subdivisions   - 2,354 40   -   2,394   Collateralized loan and other debt obligations (1)   - 191 495   -   686   Corporate debt securities   - 7,763 14   -   7,777   Mortgage-backed securities   - 14,436 9   -   14,445   Asset-backed securities   - 821 109   -   930   Equity securities   4,085 112 -   -   4,197     Total trading securities(2)   10,934 29,143 667   -   40,744   Other trading assets   2,305 1,300 63   -   3,668       Total trading assets (excluding derivatives)   13,239 30,443 730   -   44,412 Securities of U.S. Treasury and federal agencies   520 5,863 -   -   6,383 Securities of U.S. states and political subdivisions   - 37,131 3,759 (3) -   40,890 Mortgage-backed securities:                   Federal agencies   - 110,561 -   -   110,561   Residential   - 14,019 98   -   14,117   Commercial   - 19,112 194   -   19,306     Total mortgage-backed securities   - 143,692 292   -   143,984 Corporate debt securities   84 20,675 243   -   21,002 Collateralized loan and other debt obligations(4)   - 13,974 3,227 (3) -   17,201 Asset-backed securities:                   Auto loans and leases   - 14 4,872 (3) -   4,886   Home equity loans   - 857 -   -   857   Other asset-backed securities   - 7,715 2,948 (3) -   10,663     Total asset-backed securities   - 8,586 7,820   -   16,406 Other debt securities   - 816 -   -   816       Total debt securities   604 230,737 15,341   -   246,682 Marketable equity securities:                   Perpetual preferred securities (5)   573 799 788 (3) -   2,160   Other marketable equity securities   583 14 -   -   597       Total marketable equity securities   1,156 813 788   -   2,757         Total securities available for sale   1,760 231,550 16,129   -   249,439 Mortgages held for sale   - 32,761 2,641   -   35,402 Loans held for sale   - 2 -   -   2 Loans   - 228 5,860   -   6,088 Mortgage servicing rights (residential)   - - 14,185   -   14,185 Derivative assets:                   Interest rate contracts   31 61,357 424   -   61,812   Commodity contracts   - 3,006 18   -   3,024   Equity contracts   592 3,516 1,094   -   5,202   Foreign exchange contracts   45 4,805 -   -   4,850   Credit contracts   - 886 647   -   1,533   Other derivative contracts   - - -   -   -     Netting   - - -   (58,551) (6) (58,551)       Total derivative assets (7)   668 73,570 2,183   (58,551)   17,870 Other assets   341 5 731   -   1,077           Total assets recorded at fair value $ 16,008 368,559 42,459   (58,551)   368,475 Derivative liabilities:                   Interest rate contracts $ (38) (59,416) (985)   -   (60,439)   Commodity contracts   - (3,038) (30)   -   (3,068)   Equity contracts   (301) (3,741) (1,067)   -   (5,109)   Foreign exchange contracts   (39) (4,084) (29)   -   (4,152)   Credit contracts   - (904) (1,446)   -   (2,350)   Other derivative contracts   - - (36)   -   (36)     Netting   - - -   63,998 (6) 63,998       Total derivative liabilities (7)   (378) (71,183) (3,593)   63,998   (11,156) Short sale liabilities:                   Securities of U.S. Treasury and federal agencies   (4,297) (1,207) -   -   (5,504)   Securities of U.S. states and political subdivisions   - (18) -   -   (18)   Corporate debt securities   - (4,612) -   -   (4,612)   Equity securities   (1,617) - -   -   (1,617)   Other securities   - (233) -   -   (233)     Total short sale liabilities   (5,914) (6,070) -   -   (11,984) Other liabilities   - - (43)   -   (43)           Total liabilities recorded at fair value $ (6,292) (77,253) (3,636)   63,998   (23,183)                               Includes collateralized debt obligations of $5 million. Net gains (losses) from trading activities recognized in the income statement include $(646) million and $131 million in net unrealized gains (losses) on trading securities held at June 30, 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 $705 million. 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 loan 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. 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. 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 June 30, 2013                     Trading securities $ - (246)   266 (1)   1 (20) - Securities available for sale   - -   165 -   - (165) - Mortgages held for sale   - -   46 (81)   81 (46) - Loans   - -   58 -   - (58) - Net derivative assets and liabilities   - -   70 -   - (70) -   Total transfers $ - (246)   605 (82)   82 (359) - Quarter ended June 30, 2012                     Trading securities $ - -   - -   - - - Securities available for sale (3)   - -   3,943 (14)   14 (3,943) - Mortgages held for sale   - -   64 (84)   84 (64) - Loans   - -   - -   - - - Net derivative assets and liabilities   - -   1 -   - (1) -   Total transfers $ - -   4,008 (98)   98 (4,008) - Six months ended June 30, 2013                     Trading securities (2) $ - (246)   468 (26)   26 (222) - Securities available for sale (2)   17 -   10,841 (17)   - (10,841) - Mortgages held for sale   - -   139 (178)   178 (139) - Loans   - -   106 -   - (106) - Net derivative assets and liabilities   - -   49 -   - (49) -   Total transfers $ 17 (246)   11,603 (221)   204 (11,357) - Six months ended June 30, 2012                     Trading securities $ - -   10 (14)   14 (10) - Securities available for sale (3)   - -   4,036 (57)   57 (4,036) - Mortgages held for sale   - -   150 (171)   171 (150) - Loans   - -   - -   - - - Net derivative assets and liabilities   - -   13 8   (8) (13) -   Total transfers $ - -   4,209 (234)   234 (4,209) -                         All transfers in and out of Level 3 are disclosed within the recurring level 3 rollforward table in this Note. 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 in first quarter 2013 as a result of increased observable market data in the valuation of such instruments. Includes $3.9 billion of securities of U.S. states and political subdivisions that we transferred from Level 3 to Level 2 during second quarter 2012 as a result of increased use of observable market data in the valuation of such instruments. This transfer was done in conjunction with a change in our valuation technique from an internal model based upon unobservable inputs to third party vendor pricing based upon market observable data. The changes in Level 3 assets and liabilities measured at fair value on a recurring basis for the quarter ended June 30, 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 June 30, 2013                     Trading assets                       (excluding derivatives):                       Securities of U.S. states and                         political subdivisions $ 36 (1) - 5 - - 40 -     Collateralized loan and other debt obligations   505 25 - (35) - - 495 (13)     Corporate debt securities   29 - - (16) 1 - 14 (1)     Mortgage-backed securities   5 1 - 3 - - 9 -     Asset-backed securities   143 (3) - (11) - (20) 109 (10)     Equity securities   - - - - - - - -       Total trading securities   718 22 - (54) 1 (20) 667 (24)     Other trading assets   70 (7) - - - - 63 (2)         Total trading assets                             (excluding derivatives)   788 15 - (54) 1 (20) 730 (26) (3) Securities available for sale:                       Securities of U.S. states and                         political subdivisions   3,529 2 (58) 451 - (165) 3,759 -     Mortgage-backed securities:                         Residential   95 1 5 (3) - - 98 -       Commercial   192 (4) 9 (3) - - 194 (3)         Total mortgage-backed                             securities   287 (3) 14 (6) - - 292 (3)     Corporate debt securities   281 2 (17) (23) - - 243 -     Collateralized loan and other debt obligations   2,938 (3) 22 270 - - 3,227 -     Asset-backed securities:                         Auto loans and leases   5,704 - (34) (798) - - 4,872 -       Home equity loans   - - - - - - - -       Other asset-backed securities   3,436 (4) 5 (489) - - 2,948 (7)         Total asset-backed securities   9,140 (4) (29) (1,287) - - 7,820 (7)           Total debt securities   16,175 (6) (68) (595) - (165) 15,341 (10) (4)   Marketable equity securities:                         Perpetual preferred securities   807 2 2 (23) - - 788 -       Other marketable equity securities   - - - - - - - -           Total marketable                               equity securities   807 2 2 (23) - - 788 - (5)           Total securities                                 available for sale   16,982 (4) (66) (618) - (165) 16,129 (10)   Mortgages held for sale   3,187 34 - (615) 81 (46) 2,641 (54) (6) Loans   5,975 (107) - 50 - (58) 5,860 (99) (6) Mortgage servicing rights   12,061 1,225 - 899 - - 14,185 1,867 (6) Net derivative assets and liabilities:                       Interest rate contracts   558 (1,251) - 132 - - (561) (707)     Commodity contracts   (3) (3) - (8) - 2 (12) 20     Equity contracts   (129) 10 - 218 - (72) 27 (3)     Foreign exchange contracts   (34) (1) - 6 - - (29) 9     Credit contracts   (1,025) - - 226 - - (799) 30     Other derivative contracts   (52) 15 - 1 - - (36) -       Total derivative contracts   (685) (1,230) - 575 - (70) (1,410) (651) (7) Other assets   348 38 - 345 - - 731 16 (3) Short sale liabilities   (8) - - 8 - - - - (3) Other liabilities (excluding derivatives)   (48) 5 - - - - (43) 4 (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, equity investments 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 June 30, 2013.                                                                               (in millions)     Purchases Sales Issuances Settlements Net Quarter ended June 30, 2013             Trading assets               (excluding derivatives):               Securities of U.S. states and                 political subdivisions $ 46 (41) - - 5   Collateralized loan and other debt obligations   270 (302) - (3) (35)   Corporate debt securities   8 (24) - - (16)   Mortgage-backed securities   4 (1) - - 3   Asset-backed securities   6 (7) - (10) (11)   Equity securities   - - - - -     Total trading securities   334 (375) - (13) (54)   Other trading assets   - - - - -       Total trading assets                     (excluding derivatives)   334 (375) - (13) (54) Securities available for sale:               Securities of U.S. states and                 political subdivisions   - - 630 (179) 451   Mortgage-backed securities:                 Residential   - - - (3) (3)     Commercial   - - - (3) (3)       Total mortgage-backed                     securities   - - - (6) (6)   Corporate debt securities   - - - (23) (23)   Collateralized loan and other debt obligations   371 - - (101) 270   Asset-backed securities:                 Auto loans and leases   1 - 156 (955) (798)     Home equity loans   - - - - -     Other asset-backed securities   11 (2) 306 (804) (489)       Total asset-backed securities   12 (2) 462 (1,759) (1,287)         Total debt securities   383 (2) 1,092 (2,068) (595)   Marketable equity securities:                 Perpetual preferred securities   - (20) - (3) (23)     Other marketable equity securities   - - - - -         Total marketable                       equity securities   - (20) - (3) (23)           Total securities                         available for sale   383 (22) 1,092 (2,071) (618) Mortgages held for sale   101 (572) - (144) (615) Loans   21 - 115 (86) 50 Mortgage servicing rights   - (161) 1,060 - 899 Net derivative assets and liabilities:               Interest rate contracts   - 8 - 124 132   Commodity contracts   1 (1) - (8) (8)   Equity contracts   170 (142) - 190 218   Foreign exchange contracts   - - - 6 6   Credit contracts   8 (2) - 220 226   Other derivative contracts   - - - 1 1     Total derivative contracts   179 (137) - 533 575 Other assets   360 (1) - (14) 345 Short sale liabilities   8 - - - 8 Other liabilities (excluding derivatives)   - - (1) 1 -                                                     The changes in Level 3 assets and liabilities measured at fair value on a recurring basis for the quarter ended June 30, 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 June 30, 2012                     Trading assets                       (excluding derivatives):                       Securities of U.S. states and                         political subdivisions $ 103 - - (45) - - 58 -     Collateralized loan and other debt obligations   1,539 1 - (267) - - 1,273 (11)     Corporate debt securities   132 (2) - (74) - - 56 (1)     Mortgage-backed securities   54 4 - 35 - - 93 2     Asset-backed securities   164 17 - (2) - - 179 12     Equity securities   3 1 - (1) - - 3 -       Total trading securities   1,995 21 - (354) - - 1,662 2     Other trading assets   108 (17) - - - - 91 (11)         Total trading assets                             (excluding derivatives)   2,103 4 - (354) - - 1,753 (9) (3) Securities available for sale:                       Securities of U.S. states and                         political subdivisions   12,514 (1) 30 863 - (3,901) 9,505 (3)     Mortgage-backed securities:                         Residential   58 11 10 (34) 1 (31) 15 -       Commercial   232 1 (1) (43) - - 189 (1)         Total mortgage-backed                             securities   290 12 9 (77) 1 (31) 204 (1)     Corporate debt securities   308 (2) (16) (4) - - 286 -     Collateralized loan and other debt obligations   9,163 28 (6) (38) - - 9,147 -     Asset-backed securities:                         Auto loans and leases   6,913 2 (13) (696) - - 6,206 -       Home equity loans   257 4 (4) (2) 13 (11) 257 (4)       Other asset-backed securities   2,869 (26) 5 226 - - 3,074 (16)         Total asset-backed securities   10,039 (20) (12) (472) 13 (11) 9,537 (20)           Total debt securities   32,314 17 5 272 14 (3,943) 28,679 (24) (4)   Marketable equity securities:                         Perpetual preferred securities   1,173 40 (32) (254) - - 927 -       Other marketable equity securities   3 1 - (2) - - 2 -           Total marketable                               equity securities   1,176 41 (32) (256) - - 929 - (5)           Total securities                                 available for sale   33,490 58 (27) 16 14 (3,943) 29,608 (24)   Mortgages held for sale   3,330 1 - (23) 84 (64) 3,328 1 (6) Loans   25 - - (1) - - 24 - (6) Mortgage servicing rights   13,578 (2,343) - 846 - - 12,081 (1,631) (6) Net derivative assets and liabilities:                       Interest rate contracts   335 2,528 - (1,957) - - 906 778     Commodity contracts   (14) 22 - (4) - - 4 9     Equity contracts   (180) 51 - (140) - - (269) (505)     Foreign exchange contracts   16 (25) - 11 - (1) 1 (15)     Credit contracts   (1,753) (60) - 156 - - (1,657) (7)     Other derivative contracts   (66) (40) - - - - (106) -       Total derivative contracts   (1,662) 2,476 - (1,934) - (1) (1,121) 260 (7) Other assets   228 7 - (10) - - 225 5 (3) Short sale liabilities   - - - (9) - - (9) - (3) Other liabilities (excluding derivatives)   (42) (3) - (200) - - (245) - (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 June 30, 2012.                                                                               (in millions)     Purchases Sales Issuances Settlements Net Quarter ended June 30, 2012             Trading assets               (excluding derivatives):               Securities of U.S. states and                 political subdivisions $ 9 (54) - - (45)   Collateralized loan and other debt obligations   181 (448) - - (267)   Corporate debt securities   70 (144) - - (74)   Mortgage-backed securities   41 (6) - - 35   Asset-backed securities   26 (16) - (12) (2)   Equity securities   1 (2) - - (1)     Total trading securities   328 (670) - (12) (354)   Other trading assets   - - - - -       Total trading assets                     (excluding derivatives)   328 (670) - (12) (354) Securities available for sale:               Securities of U.S. states and                 political subdivisions   978 (2) 312 (425) 863   Mortgage-backed securities:                 Residential   1 (34) - (1) (34)     Commercial   10 - - (53) (43)       Total mortgage-backed                     securities   11 (34) - (54) (77)   Corporate debt securities   - - - (4) (4)   Collateralized loan and other debt obligations   665 (185) - (518) (38)   Asset-backed securities:                 Auto loans and leases   205 - 147 (1,048) (696)     Home equity loans   - (2) - - (2)     Other asset-backed securities   503 (68) 425 (634) 226       Total asset-backed securities   708 (70) 572 (1,682) (472)         Total debt securities   2,362 (291) 884 (2,683) 272   Marketable equity securities:                 Perpetual preferred securities   - - - (254) (254)     Other marketable equity securities   - (1) - (1) (2)         Total marketable                       equity securities   - (1) - (255) (256)           Total securities                         available for sale   2,362 (292) 884 (2,938) 16 Mortgages held for sale   144 - - (167) (23) Loans   - - - (1) (1) Mortgage servicing rights   - (293) 1,139 - 846 Net derivative assets and liabilities:               Interest rate contracts   - 1 - (1,958) (1,957)   Commodity contracts   (5) 7 - (6) (4)   Equity contracts   (11) (17) - (112) (140)   Foreign exchange contracts   - - - 11 11   Credit contracts   (6) 3 - 159 156   Other derivative contracts   - - - - -     Total derivative contracts   (22) (6) - (1,906) (1,934) Other assets   14 - - (24) (10) Short sale liabilities   - (9) - - (9) Other liabilities (excluding derivatives)   - 8 (208) - (200)                                                     The changes in Level 3 assets and liabilities measured at fair value on a recurring basis for the six months ended June 30, 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)   Six months ended June 30, 2013                     Trading assets                       (excluding derivatives):                       Securities of U.S. states and                         political subdivisions $ 46 2 - (8) - - 40 -     Collateralized loan and other debt obligations   742 64 - (109) - (202) 495 (11)     Corporate debt securities   52 2 - (41) 1 - 14 -     Mortgage-backed securities   6 1 - 2 - - 9 1     Asset-backed securities   138 2 - (36) 25 (20) 109 (9)     Equity securities   3 - - (3) - - - -       Total trading securities   987 71 - (195) 26 (222) 667 (19)     Other trading assets   76 (13) - - - - 63 (4)         Total trading assets                             (excluding derivatives)   1,063 58 - (195) 26 (222) 730 (23) (3) Securities available for sale:                       Securities of U.S. states and                         political subdivisions   3,631 4 (67) 356 - (165) 3,759 -     Mortgage-backed securities:                         Residential   94 (3) 11 (3) - (1) 98 -       Commercial   203 (7) 17 (8) - (11) 194 (3)         Total mortgage-backed                             securities   297 (10) 28 (11) - (12) 292 (3)     Corporate debt securities   274 4 (9) (23) - (3) 243 -     Collateralized loan and other debt obligations   13,188 (4) 91 565 - (10,613) 3,227 -     Asset-backed securities:                         Auto loans and leases   5,921 - (25) (1,024) - - 4,872 -       Home equity loans   51 3 (1) (5) - (48) - -       Other asset-backed securities   3,283 24 - (359) - - 2,948 (7)         Total asset-backed securities   9,255 27 (26) (1,388) - (48) 7,820 (7)           Total debt securities   26,645 21 17 (501) - (10,841) 15,341 (10) (4)   Marketable equity securities:                         Perpetual preferred securities   794 3 23 (32) - - 788 -       Other marketable equity securities   - - - - - - - -           Total marketable                               equity securities   794 3 23 (32) - - 788 - (5)           Total securities                                 available for sale   27,439 24 40 (533) - (10,841) 16,129 (10)   Mortgages held for sale   3,250 27 - (675) 178 (139) 2,641 (62) (6) Loans   6,021 (154) - 99 - (106) 5,860 (137) (6) Mortgage servicing rights   11,538 1,236 - 1,411 - - 14,185 2,628 (6) Net derivative assets and liabilities:                       Interest rate contracts   659 (983) - (237) - - (561) (710)     Commodity contracts   21 7 - (31) - (9) (12) 26     Equity contracts   (122) (29) - 218 - (40) 27 (31)     Foreign exchange contracts   21 (54) - 4 - - (29) (46)     Credit contracts   (1,150) (13) - 364 - - (799) 37     Other derivative contracts   (78) 41 - 1 - - (36) -       Total derivative contracts   (649) (1,031) - 319 - (49) (1,410) (724) (7) Other assets   162 36 - 533 - - 731 39 (3) Short sale liabilities   - - - - - - - - (3) Other liabilities (excluding derivatives)   (49) 6 - - - - (43) 4 (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, equity investments 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 six months ended June 30, 2013.                                                                               (in millions)     Purchases Sales Issuances Settlements Net Six months ended June 30, 2013             Trading assets               (excluding derivatives):               Securities of U.S. states and                 political subdivisions $ 123 (131) - - (8)   Collateralized loan and other debt obligations   519 (625) - (3) (109)   Corporate debt securities   66 (107) - - (41)   Mortgage-backed securities   4 (2) - - 2   Asset-backed securities   12 (27) - (21) (36)   Equity securities   - (3) - - (3)     Total trading securities   724 (895) - (24) (195)   Other trading assets   - - - - -       Total trading assets                     (excluding derivatives)   724 (895) - (24) (195) Securities available for sale:               Securities of U.S. states and                 political subdivisions   - (67) 705 (282) 356   Mortgage-backed securities:                 Residential   - - - (3) (3)     Commercial   - (1) - (7) (8)       Total mortgage-backed                     securities   - (1) - (10) (11)   Corporate debt securities   - - - (23) (23)   Collateralized loan and other debt obligations   773 (14) - (194) 565   Asset-backed securities:                 Auto loans and leases   352 - 304 (1,680) (1,024)     Home equity loans   - (5) - - (5)     Other asset-backed securities   522 (36) 608 (1,453) (359)       Total asset-backed securities   874 (41) 912 (3,133) (1,388)         Total debt securities   1,647 (123) 1,617 (3,642) (501)   Marketable equity securities:                 Perpetual preferred securities   - (20) - (12) (32)     Other marketable equity securities   - - - - -         Total marketable                       equity securities   - (20) - (12) (32)           Total securities                         available for sale   1,647 (143) 1,617 (3,654) (533) Mortgages held for sale   203 (572) - (306) (675) Loans   22 - 232 (155) 99 Mortgage servicing rights   - (584) 1,995 - 1,411 Net derivative assets and liabilities:               Interest rate contracts   - 9 - (246) (237)   Commodity contracts   2 (2) - (31) (31)   Equity contracts   269 (209) - 158 218   Foreign exchange contracts   - - - 4 4   Credit contracts   5 (1) - 360 364   Other derivative contracts   - - - 1 1     Total derivative contracts   276 (203) - 246 319 Other assets   557 (1) - (23) 533 Short sale liabilities   8 (8) - - - Other liabilities (excluding derivatives)   - - (4) 4 -                                                     The changes in Level 3 assets and liabilities measured at fair value on a recurring basis for the six months ended June 30, 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) Six months ended June 30, 2012                     Trading assets                       (excluding derivatives):                       Securities of U.S. states and                         political subdivisions $ 53 - - 5 - - 58 (1)     Collateralized loan and other debt obligations   1,582 18 - (327) - - 1,273 (16)     Corporate debt securities   97 (2) - (39) - - 56 (2)     Mortgage-backed securities   108 3 - (8) - (10) 93 (2)     Asset-backed securities   190 28 - (53) 14 - 179 16     Equity securities   4 1 - (2) - - 3 -       Total trading securities   2,034 48 - (424) 14 (10) 1,662 (5)     Other trading assets   115 (24) - - - - 91 (11)         Total trading assets                             (excluding derivatives)   2,149 24 - (424) 14 (10) 1,753 (16) (3) Securities available for sale:                       Securities of U.S. states and                         political subdivisions   11,516 (5) 194 1,701 - (3,901) 9,505 (10)     Mortgage-backed securities:                         Residential   61 11 11 (35) 28 (61) 15 (1)       Commercial   232 (14) 21 (50) - - 189 (17)         Total mortgage-backed                             securities   293 (3) 32 (85) 28 (61) 204 (18)     Corporate debt securities   295 3 (5) (8) 1 - 286 -     Collateralized loan and other debt obligations   8,599 85 177 286 - - 9,147 -     Asset-backed securities:                         Auto loans and leases   6,641 3 7 (445) - - 6,206 -       Home equity loans   282 11 14 (3) 27 (74) 257 (4)       Other asset-backed securities   2,863 (23) 62 171 1 - 3,074 (21)         Total asset-backed securities   9,786 (9) 83 (277) 28 (74) 9,537 (25)           Total debt securities   30,489 71 481 1,617 57 (4,036) 28,679 (53) (4)   Marketable equity securities:                         Perpetual preferred securities   1,344 71 (24) (464) - - 927 -       Other marketable equity securities   23 1 (15) (7) - - 2 -           Total marketable                               equity securities   1,367 72 (39) (471) - - 929 - (5)           Total securities                                 available for sale   31,856 143 442 1,146 57 (4,036) 29,608 (53)   Mortgages held for sale   3,410 (34) - (69) 171 (150) 3,328 (30) (6) Loans   23 - - 1 - - 24 - (6) Mortgage servicing rights   12,603 (3,144) - 2,622 - - 12,081 (1,789) (6) Net derivative assets and liabilities:                       Interest rate contracts   609 3,686 - (3,389) - - 906 776     Commodity contracts   - 23 - (11) (8) - 4 13     Equity contracts   (75) (44) - (137) - (13) (269) (629)     Foreign exchange contracts   (7) 2 - 6 - - 1 8     Credit contracts   (1,998) 111 - 230 - - (1,657) 56     Other derivative contracts   (117) 11 - - - - (106) -       Total derivative contracts   (1,588) 3,789 - (3,301) (8) (13) (1,121) 224 (7) Other assets   244 4 - (23) - - 225 (2) (3) Short sale liabilities   - - - (9) - - (9) - (3) Other liabilities (excluding derivatives)   (44) (2) - (199) - - (245) - (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 six months ended June 30, 2012.                                                                               (in millions)     Purchases Sales Issuances Settlements Net Six months ended June 30, 2012             Trading assets               (excluding derivatives):               Securities of U.S. states and                 political subdivisions $ 68 (63) - - 5   Collateralized loan and other debt obligations   371 (698) - - (327)   Corporate debt securities   151 (190) - - (39)   Mortgage-backed securities   44 (52) - - (8)   Asset-backed securities   98 (127) - (24) (53)   Equity securities   1 (3) - - (2)     Total trading securities   733 (1,133) - (24) (424)       Total trading assets                     (excluding derivatives)   733 (1,133) - (24) (424) Securities available for sale:               Securities of U.S. states and                 political subdivisions   1,560 (2) 900 (757) 1,701   Mortgage-backed securities:                 Residential   1 (34) - (2) (35)     Commercial   10 - - (60) (50)       Total mortgage-backed                     securities   11 (34) - (62) (85)   Corporate debt securities   - - - (8) (8)   Collateralized loan and other debt obligations   1,215 (185) - (744) 286   Asset-backed securities:                 Auto loans and leases   2,040 - 310 (2,795) (445)     Home equity loans   - (2) - (1) (3)     Other asset-backed securities   902 (94) 760 (1,397) 171       Total asset-backed securities   2,942 (96) 1,070 (4,193) (277)         Total debt securities   5,728 (317) 1,970 (5,764) 1,617   Marketable equity securities:                 Perpetual preferred securities   - - - (464) (464)     Other marketable equity securities   - (5) - (2) (7)         Total marketable                       equity securities   - (5) - (466) (471)           Total securities                         available for sale   5,728 (322) 1,970 (6,230) 1,146 Mortgages held for sale   255 - - (324) (69) Loans   2 - - (1) 1 Mortgage servicing rights   - (293) 2,915 - 2,622 Net derivative assets and liabilities:               Interest rate contracts   - - - (3,389) (3,389)   Commodity contracts   - - - (11) (11)   Equity contracts   104 (182) - (59) (137)   Foreign exchange contracts   - - - 6 6   Credit contracts   (5) 2 - 233 230   Other derivative contracts   - - - - -     Total derivative contracts   99 (180) - (3,220) (3,301) Other assets   17 - - (40) (23) Short sale liabilities   - (9) - - (9) Other liabilities (excluding derivatives)   (1) 10 (208) - (199)                                                     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) June 30, 2013                     Trading and available for sale securities:                       Securities of U.S. states and                       political subdivisions:                         Government, healthcare and                           other revenue bonds $ 3,229   Discounted cash flow Discount rate 0.4 - 5.4 % 1.4             68   Vendor priced                 Auction rate securities and other municipal bonds   502   Discounted cash flow Discount rate 3.2 - 14.3   5.4                 Weighted average life 2.8 - 7.0 yrs 3.3   Collateralized loan and other debt obligations(2)   1,023   Market comparable pricing Comparability adjustment (20.3) - 22.5 % 1.1         2,699   Vendor priced               Asset-backed securities:                         Auto loans and leases   4,872   Discounted cash flow Default rate 1.6 - 9.0   3.0                   Discount rate 0.5 - 1.2   1.0                   Loss severity 50.0 - 66.3   53.3                   Prepayment rate 0.6 - 1.5   0.8     Other asset-backed securities:                           Dealer floor plan   1,409   Discounted cash flow Discount rate 0.6 - 2.2   1.7       Diversified payment rights (3)   604   Discounted cash flow Discount rate 1.5 - 3.3   2.4       Other commercial and consumer   935 (4) Discounted cash flow Discount rate 0.0 - 12.9   1.6                   Weighted average life 1.1 - 6.9 yrs 2.2             109   Vendor priced               Marketable equity securities: perpetual                       preferred   788 (5) Discounted cash flow Discount rate 4.9 - 9.7 % 6.5                 Weighted average life 1.0 - 7.0 yrs 5.5 Mortgages held for sale (residential)   2,641   Discounted cash flow Default rate 0.6 - 17.9 % 3.3                   Discount rate 3.6 - 7.7   5.6                   Loss severity 1.3 - 33.1   23.2                   Prepayment rate 1.0 - 9.6   5.3 Loans   5,860 (6) Discounted cash flow Discount rate 2.4 - 3.6   3.2                   Prepayment rate 1.7 - 40.7   12.0                   Utilization rate 0.0 - 2.0   0.8 Mortgage servicing rights (residential)   14,185   Discounted cash flow Cost to service per loan (7) $ 88 - 826   200                   Discount rate 5.6 - 10.8 % 7.6                   Prepayment rate (8) 6.5 - 20.5   11.4 Net derivative assets and (liabilities):                       Interest rate contracts   45   Discounted cash flow Default rate 0.0 - 15.0   5.0                   Loss severity 50.0 - 57.9   50.0                   Prepayment rate 11.0 - 16.0   16.0   Interest rate contracts: derivative loan                         commitments   (606) (9) Discounted cash flow Fall-out factor 1.0 - 99.0   17.3               Initial-value servicing (5.3) - 109.7 bps 71.4   Equity contracts   27   Option model Correlation factor 18.0 - 87.8 % 73.6                   Volatility factor 10.8 - 68.2   25.1   Credit contracts   (803)   Market comparable pricing Comparability adjustment (31.4) - 34.2   0.5             4   Option model Credit spread 0.1 - 14.0   1.2             Loss severity 16.5 - 87.5   45.5                               Insignificant Level 3 assets,                       net of liabilities   1,232 (10)                   Total level 3 assets, net of liabilities $ 38,823 (11)                                             Weighted averages are calculated using outstanding unpaid principal balance for cash instruments such as loans and securities, and notional amounts for derivative instruments. Includes $710 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 $88 - $312. 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. Total derivative loan commitments were a net liability of $615 million, of which $606 million were classified as level 3 at June 30, 2013. 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 $42.5 billion and total Level 3 liabilities of $3.6 billion, before netting of derivative balances.                                         Fair Value     Significant Range of   Weighted ($ 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 first half of 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.                                                                                     June 30, 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) $ - 1,552 988 2,540   - 1,509 1,045 2,554 Loans held for sale   - - - -   - 4 - 4 Loans:                       Commercial   - 384 4 388   - 1,507 - 1,507   Consumer   - 2,932 6 2,938   - 5,889 4 5,893     Total loans (2)   - 3,316 10 3,326   - 7,396 4 7,400 Other assets (3)   - 382 105 487   - 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.                                                           Six months ended June 30, (in millions)   2013   2012 Mortgages held for sale (LOCOM) $ (23)   38 Loans held for sale   -   1 Loans:           Commercial   (195)   (471)   Consumer(1)   (1,380)   (2,153)     Total loans   (1,575)   (2,624) Other assets (2)   (151)   (179)       Total $ (1,749)   (2,764)                       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)   June 30, 2013                         Residential mortgages held for sale                           (LOCOM) $ 988 (3) Discounted cash flow Default rate (4) 1.3 - 5.5 % 2.8 %                       Discount rate   4.3 - 12.2   11.3                         Loss severity   1.9 - 50.5   5.1                         Prepayment rate (5) 1.0 - 100.0   66.7   Insignificant level 3 assets   115                       Total       1,103                                                           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 $909 million and $942 million government insured/guaranteed loans purchased from GNMA-guaranteed mortgage securitization, at June 30, 2013 and December 31, 2012, respectively and $79 million and $103 million of other mortgage loans which are not government insured/guaranteed at June 30, 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 June 30, 2013           Offshore funds $ 439 - Daily - Quarterly 1 - 180 days Funds of funds   - - - - Hedge funds   4 - Monthly - Semi Annually 5 - 95 days Private equity funds   758 196 N/A N/A Venture capital funds   80 16 N/A N/A   Total $ 1,281 212     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 June 30, 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 twelve 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.                                                         June 30, 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 $ 35,402 36,098 (696) (1) 42,305 41,183 1,122 (1)   Nonaccrual loans   269 473 (204)   309 655 (346)     Loans 90 days or more past due and still accruing   41 52 (11)   49 64 (15)   Loans held for sale:                     Total loans   2 9 (7)   6 10 (4)     Nonaccrual loans   2 9 (7)   2 6 (4)   Loans:                     Total loans   6,088 5,706 382   6,206 5,669 537     Nonaccrual loans   117 118 (1)   89 89 -   Other assets (2)   595 n/a n/a   - n/a n/a   Long-term debt   - (199) 199 (3) (1) (1,157) 1,156 (3)                                                 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. Consists of nonmarketable equity investments carried at fair value. See Note 6 for more information. 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 June 30,                   Mortgages held for sale $ 61 - -   2,526 - -   Loans held for sale   - - -   - - 6   Loans   - - (107)   - - (15)   Other assets   - - 25   - - -   Long-term debt   - - -   - - (4)   Other interests held   - (6) -   - (15) (8)                       Six months ended June 30,                   Mortgages held for sale $ 1,034 - -   4,321 - 1   Loans held for sale   - - -   - - 19   Loans   - - (154)   - - 27   Other assets   - - 39   - - -   Long-term debt   - - -   - - (4)   Other interests held   - (13) 6   - (24) 15                                           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 June 30,   Six months ended June 30, (in millions)   2013 2012   2013 2012 Gains (losses) attributable to instrument-specific credit risk:               Mortgages held for sale $ 88 (52)   125 (91)   Loans held for sale   - 6   - 19     Total $ 88 (46)   125 (72)                   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   June 30, 2013                                                   Financial assets                         Cash and due from banks (1) $ 17,939   17,939   -   -   17,939     Federal funds sold, securities purchased under resale                           agreements and other short-term investments (1)   148,665   3,834   144,831   -   148,665     Mortgages held for sale (2)   3,383   -   2,395   988   3,383     Loans held for sale (2)   188   -   181   13   194     Loans, net (3)   768,071   -   57,917   715,379   773,296     Nonmarketable equity investments (cost method)   6,519   -   1   8,086   8,087   Financial liabilities                         Deposits   1,021,585   -   971,375   50,682   1,022,057     Short-term borrowings (1)   56,983   -   56,983   -   56,983     Long-term debt (4)   123,364   -   114,926   11,033   125,959   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 $11.8 billion and $12.4 billion at June 30, 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 $11 million and $12 million at June 30, 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 $608 million and $586 million at June 30, 2013 and December 31, 2012, respectively.

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Preferred Stock	6 Months Ended
Jun. 30, 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.                                                                       June 30, 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                                                                                                                   June 30, 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 1,391,344   1,391 1,391 -   910,934   911 911 -   Total 11,064,275 $ 15,387 13,988 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               June 30, Dec. 31,     June 30,   Dec. 31,   dividend rate (in millions, except shares) 2013 2012     2013   2012   Minimum Maximum ESOP Preferred Stock                       $1,000 liquidation preference per share                         2013       558,823 -   $ 559   -   8.50 % 11.00   2012       231,504 245,604     231   246   10.00   11.00   2011       259,263 277,263     259   277   9.00   10.00   2010       186,011 201,011     186   201   9.50   10.50   2008       65,627 73,434     66   73   10.50   11.50   2007       46,508 53,768     46   54   10.75   11.75   2006       27,349 33,559     27   34   10.75   11.75   2005     13,661 18,882     14   19   9.75   10.75   2004       2,598 7,413     3   7   8.50   9.50 Total ESOP Preferred Stock (1) 1,391,344 910,934   $ 1,391   911         Unearned ESOP shares (2)       $ (1,510)   (986)                                                                                 At June 30, 2013 and December 31, 2012, additional paid-in capital included $119 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.

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Employee Benefits	6 Months Ended
Jun. 30, 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 June 30,         Service cost $ - - 2   1 - 3 Interest cost   113 7 12   128 8 15 Expected return on plan assets   (170) - (9)   (163) - (8) Amortization of net actuarial loss   42 3 -   33 2 - Settlement   68 - -   - 5 (1)   Net periodic benefit cost (income) $ 53 10 5   (1) 15 9 Six months ended June 30,         Service cost $ - - 5   1 - 6 Interest cost   226 14 24   256 16 30 Expected return on plan assets   (341) - (18)   (325) - (17) Amortization of net actuarial loss   84 7 -   66 5 - Amortization of prior service credit   - - (1)   - - (1) Settlement   68 4 -   1 5 (1)   Net periodic benefit cost (income) $ 37 25 10   (1) 26 17                           We recognize settlement losses for our Cash Balance Plan based on an assessment of whether our estimated lump sum payments related to the Cash Balance Plan will, in aggregate for the year, exceed the sum of its annual service and interest cost. Settlement losses of $68 million were recognized during second quarter 2013, representing the pro rata portion of the net loss remaining in cumulative other comprehensive income based on the percentage reduction in the Cash Balance Plan's projected benefit obligation. Recognizing settlement losses resulted in a re-measurement that decreased the Cash Balance Plan liability $772 million as of June 30, 2013, and with the impact of the settlement increased other comprehensive income in second quarter 2013 by $840 million pre-tax and $524 million after tax. The re-measurement was based on a discount rate of 4.75% at June 30, 2013, using our consistent methodology of basing the discount rate on an established yield curve methodology.

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Earnings Per Common Share	6 Months Ended
Jun. 30, 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. See Note 1 for discussion of private share repurchases and the Consolidated Statement of Changes in Equity.                                                                     Quarter ended June 30,   Six months ended June 30, (in millions, except per share amounts)   2013   2012   2013   2012 Wells Fargo net income $ 5,519   4,622   10,690   8,870 Less: Preferred stock dividends and other (1)   247   219   487   445 Wells Fargo net income applicable to common stock (numerator) $ 5,272   4,403   10,203   8,425 Earnings per common share                 Average common shares outstanding (denominator)   5,304.7   5,306.9   5,291.9   5,294.9 Per share $ 1.00   0.83   1.93   1.59 Diluted earnings per common share                 Average common shares outstanding   5,304.7   5,306.9   5,291.9   5,294.9 Add: Stock options   32.2   27.3   30.9   26.5     Restricted share rights   42.7   35.7   43.6   32.9     Warrants   5.0   -   3.5   - Diluted average common shares outstanding (denominator)   5,384.6   5,369.9   5,369.9   5,354.3 Per share $ 0.98   0.82   1.90   1.57                             Includes $246 million and $219 million of preferred stock dividends for second quarter 2013 and 2012, respectively, and $486 million and $439 million for the first half of 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 June 30,   Six months ended June 30, (in millions) 2013   2012   2013   2012 Options 10.9   56.1   11.9   89.6 Warrants -   39.2   -   39.2

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Other Comprehensive Income	6 Months Ended
Jun. 30, 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 June 30,   Six months ended June 30,                   2013   2012   2013   2012                   Before Tax   Net of   Before Tax Net of   Before Tax   Net of   Before Tax Net of (in millions)   tax effect   tax   tax effect tax   tax effect   tax   tax effect tax Foreign currency translation adjustments:                                     Net unrealized losses arising                                         during the period $ (21) (8)   (29)   (56) 21 (35)   (39) (6)   (45)   (46) 17 (29)   Reclassification of net gains                                         to net income:                                           Noninterest income   (15) 5   (10)   (10) 4 (6)   (15) 5   (10)   (10) 4 (6)               Net change (36) (3)   (39)   (66) 25 (41)   (54) (1)   (55)   (56) 21 (35) Securities available for sale:                                       Net unrealized gains (losses)                                         arising during the period   (6,130) 2,300   (3,830)   831 (316) 515   (6,764) 2,530   (4,234)   2,705 (1,020) 1,685   Reclassification of net (gains)                                         losses to net income:                                           Net losses on debt securities                                             available for sale   54 (20)   34   61 (24) 37   9 (3)   6   68 (26) 42       Net gains from equity                                           investments   (24) 9   (15)   (84) 38 (46)   (92) 35   (57)   (317) 120 (197)           Subtotal reclassifications                                                 to net income   30 (11)   19   (23) 14 (9)   (83) 32   (51)   (249) 94 (155)               Net change   (6,100) 2,289   (3,811)   808 (302) 506   (6,847) 2,562   (4,285)   2,456 (926) 1,530 Derivatives and hedging activities:                                       Net unrealized gains (losses)                                         arising during the period   (10) 3   (7)   (3) (4) (7)   (3) 1   (2)   39 (16) 23   Reclassification of net (gains) losses                                       on cash flow hedges to net income:                                         Interest income on loans   (115) 40   (75)   (123) 47 (76)   (231) 87   (144)   (252) 95 (157)       Interest expense on long-term debt   27 (10)   17   24 (10) 14   54 (20)   34   46 (18) 28       Noninterest income   17 (6)   11   - - -   17 (6)   11   - - -       Salaries expense   2 (1)   1   - - -   4 (2)   2   - - -           Subtotal reclassifications                                               to net income (69) 23   (46)   (99) 37 (62)   (156) 59   (97)   (206) 77 (129)               Net change (79) 26   (53)   (102) 33 (69)   (159) 60   (99)   (167) 61 (106) Defined benefit plans adjustments:                                       Net actuarial gains (losses) arising                                         during the period   772 (291)   481   (12) 5 (7)   778 (293)   485   (17) 7 (10)   Reclassification of amounts to net                                         periodic benefit costs (1):                                           Amortization of net actuarial loss 45 (16)   29   35 (14) 21   91 (34)   57   71 (27) 44       Settlements and other costs   68 (26)   42   5 (2) 3   71 (27)   44   5 (2) 3           Subtotal reclassifications to                                               net periodic benefit costs 113 (42)   71   40 (16) 24   162 (61)   101   76 (29) 47               Net change 885 (333)   552   28 (11) 17   940 (354)   586   59 (22) 37 Other comprehensive income (loss) $ (5,330) 1,979   (3,351)   668 (255) 413   (6,120) 2,267   (3,853)   2,292 (866) 1,426 Less: Other comprehensive income (loss)                                     from noncontrolling interests, net of tax       (3)       -         -       4     Wells Fargo other comprehensive                                         income (loss), net of tax       $ (3,348)       413         (3,853)       1,422                                                     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 June 30, 2013                     Balance, beginning of period $ 64   6,985   243   (2,147)   5,145   Net unrealized gains (losses)                         arising during the period   (29)   (3,830)   (7)   481   (3,385)   Amounts reclassified from accumulated                         other comprehensive income   (10)   19   (46)   71   34   Net change   (39)   (3,811)   (53)   552   (3,351)   Less: Other comprehensive income (loss) from                           noncontrolling interests   -   (3)   -   -   (3) Balance, end of period $ 25   3,177   190   (1,595)   1,797 Quarter ended June 30, 2012                     Balance, beginning of period $ 96   5,433   453   (1,766)   4,216   Net unrealized gains (losses) arising during the period   (35)   515   (7)   (7)   466   Amounts reclassified from accumulated                         other comprehensive income   (6)   (9)   (62)   24   (53)   Net change   (41)   506   (69)   17   413   Less: Other comprehensive income (loss) from                           noncontrolling interests   -   -   -   -   - Balance, end of period $ 55   5,939   384   (1,749)   4,629 Six months ended June 30, 2013                     Balance, beginning of period $ 80   7,462   289   (2,181)   5,650   Net unrealized gains (losses)                         arising during the period   (45)   (4,234)   (2)   485   (3,796)   Amounts reclassified from accumulated                         other comprehensive income   (10)   (51)   (97)   101   (57)   Net change   (55)   (4,285)   (99)   586   (3,853)   Less: Other comprehensive income (loss) from                           noncontrolling interests   -   -   -   -   - Balance, end of period $ 25   3,177   190   (1,595)   1,797 Six months ended June 30, 2012                     Balance, beginning of period $ 90   4,413   490   (1,786)   3,207   Net unrealized gains (losses) arising during the period   (29)   1,685   23   (10)   1,669   Amounts reclassified from accumulated                         other comprehensive income   (6)   (155)   (129)   47   (243)   Net change   (35)   1,530   (106)   37   1,426   Less: Other comprehensive income (loss) from                           noncontrolling interests   -   4   -   -   4 Balance, end of period $ 55   5,939   384   (1,749)   4,629

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Operating Segments	6 Months Ended
Jun. 30, 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 financial needs. Wealth Management provides affluent and high net worth clients with a complete range of wealth management solutions, including financial planning, private banking, credit and investment fiduciary services. 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 not specific to a business segment and elimination of certain items that are included in more than one business segment, substantially all of which represents products and services for wealth management customers provided in Community Banking stores.                                                                                                   Wealth,                                   Brokerage                       Community   Wholesale     and         Consolidated (income/expense in millions,   Banking   Banking   Retirement   Other (1)   Company average balances in billions)   2013 2012   2013 2012   2013 2012   2013 2012   2013 2012 Quarter ended June 30,                               Net interest income (2) $ 7,251 7,306   3,101 3,347   700 698   (302) (314)   10,750 11,037 Provision (reversal of provision)                                 for credit losses   763 1,573   (118) 188   19 37   (12) 2   652 1,800 Noninterest income   5,691 5,786   3,034 2,770   2,561 2,273   (658) (577)   10,628 10,252 Noninterest expense   7,213 7,580   3,183 3,113   2,542 2,376   (683) (672)   12,255 12,397 Income (loss) before income                                 tax expense (benefit)   4,966 3,939   3,070 2,816   700 558   (265) (221)   8,471 7,092 Income tax expense (benefit)   1,633 1,313   1,065 932   266 210   (101) (84)   2,863 2,371 Net income (loss) before                                 noncontrolling interests   3,333 2,626   2,005 1,884   434 348   (164) (137)   5,608 4,721 Less: Net income from                                 noncontrolling interests   88 91   1 3   - 5   - -   89 99 Net income (loss) (3) $ 3,245 2,535   2,004 1,881   434 343   (164) (137)   5,519 4,622 Average loans $ 498.2 483.9   286.9 270.2   45.4 42.5   (30.3) (28.4)   800.2 768.2 Average assets   820.9 746.6   499.9 478.4   177.1 160.9   (68.9) (64.3)   1,429.0 1,321.6 Average core deposits   623.0 586.1   230.5 220.9   146.4 134.2   (63.8) (60.6)   936.1 880.6                                       Six months ended June 30,                             Net interest income (2) $ 14,370 14,632   6,106 6,528   1,369 1,399   (596) (634)   21,249 21,925 Provision (reversal of provision)                                 for credit losses   2,025 3,451   (176) 283   33 80   (11) (19)   1,871 3,795 Noninterest income   11,471 11,881   6,115 5,622   5,089 4,634   (1,287) (1,137)   21,388 21,000 Noninterest expense   14,590 15,405   6,274 6,167   5,181 4,923   (1,390) (1,105)   24,655 25,390 Income (loss) before income                                 tax expense (benefit)   9,226 7,657   6,123 5,700   1,244 1,030   (482) (647)   16,111 13,740 Income tax expense (benefit)   2,921 2,606   2,072 1,948   473 391   (183) (246)   5,283 4,699 Net income (loss) before                                 noncontrolling interests   6,305 5,051   4,051 3,752   771 639   (299) (401)   10,828 9,041 Less: Net income from                                 noncontrolling interests   136 168   2 3   - -   - -   138 171 Net income (loss) (3) $ 6,169 4,883   4,049 3,749   771 639   (299) (401)   10,690 8,870 Average loans $ 498.6 485.0   285.7 269.4   44.6 42.5   (29.7) (28.5)   799.2 768.4 Average assets   810.3 742.5   498.0 473.1   178.7 161.4   (70.3) (64.7)   1,416.7 1,312.3 Average core deposits   621.1 580.7   227.3 220.9   147.9 134.9   (65.3) (60.9)   931.0 875.6                                                                             Includes corporate items not specific to a business segment and the elimination of certain items that are included in more than one business segment, substantially all of which represents products and services 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.

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Regulatory and Agency Capital Requirements	6 Months Ended
Jun. 30, 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 June 30, 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.        Effective January 1, 2013, the Company implemented changes to the market risk capital rule, commonly referred to as Basel 2.5, as required by U.S. banking regulators. Basel 2.5 requires banking organizations with significant trading activities to adjust their capital requirements to better account for the market risks of those activities. The market risk capital rule is reflected in the Company's calculation of risk-weighted assets and upon initial adoption in first quarter 2013, negatively impacted capital ratios under Basel I by approximately 25 basis points, but did not impact our ratio under Basel III, as its impact has historically been included in our calculations.        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 June 30, 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 June 30, 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           June 30,   Dec. 31,   June 30,   Dec. 31,   capitalized   capital (in billions, except ratios)   2013   2012   2013   2012   ratios (1)   ratios (1) Regulatory capital:                         Tier 1 $ 133.0   126.6   109.6   101.3         Total   165.0   157.6   136.4   124.8                                         Assets:                         Risk-weighted $ 1,097.4   1,077.1   1,012.3   1,002.0         Adjusted average (2)   1,381.3   1,336.4   1,236.9   1,195.9                                         Capital ratios:                         Tier 1 capital (3)   12.12 % 11.75   10.83   10.11   6.00   4.00 Total capital (3)   15.03   14.63   13.48   12.45   10.00   8.00 Tier 1 leverage (2)   9.63   9.47   8.86   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.

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Summary of Significant Accounting Policies (Policies)	6 Months Ended
Jun. 30, 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. For discussion of our significant accounting policies, see Note 1 in our Annual Report on Form 10-K for the year ended December 31, 2012 (2012 Form 10-K). There were no material changes to these policies in the first half of 2013. 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 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 April 2013 we entered into a private forward repurchase contract with an unrelated third party. 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 2013 Comprehensive Capital Analysis and Review (CCAR), and to provide an economic benefit to the Company. In connection with this contract, we paid $500 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 2013 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. This contract expires in third quarter 2013; however, the counterparty has the right to accelerate settlement. There were no scenarios where the contract would not either physically settle in shares or allow us to choose the settlement method.        In July 2013 we entered into a similar private forward repurchase contract and paid $500 million to an unrelated third party. 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. 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 June 30, 2013, and there have been no material events that would require recognition in our second quarter 2013 consolidated financial statements or disclosure in the Notes to the financial statements, other than a legal matter on August 5, 2013, discussed in Note 11.
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.

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Summary of Significant Accounting Policies (Tables)	6 Months Ended
Jun. 30, 2013
Summary of Significant Accounting Policies [Abstract]
Supplemental Cash Flow Information	Six months ended June 30, (in millions)   2013   2012 Transfers from loans to securities available for sale $ 414   875 Trading assets retained from securitization of MHFS   29,074   51,557 Capitalization of MSRs from sale of MHFS   2,081   2,657 Transfers from MHFS to foreclosed assets   31   115 Transfers from loans to MHFS   4,855   2,858 Transfers from loans to LHFS   133   49 Transfers from loans to foreclosed assets (1)   3,072   4,639 Changes in consolidations (deconsolidations) of variable interest entities:         Loans   (306)   (515) Long-term debt   (343)   (523)                     Includes $2.2 billion and $3.2 billion in transfers of government insured/guaranteed loans for the six months ended June 30, 2013 and 2012, respectively.

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Federal Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments (Tables)	6 Months Ended
Jun. 30, 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	Jun. 30,   Dec. 31, (in millions)   2013   2012 Federal funds sold and securities           purchased under resale agreements $ 29,702   33,884 Interest-earning deposits   118,039   102,408 Other short-term investments   924   1,021   Total $ 148,665   137,313

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Securities Available for Sale (Tables)	6 Months Ended
Jun. 30, 2013
Securities Available for Sale (Tables) [Abstract]
Securities Available For Sale Major Categories	Gross Gross                     unrealized unrealized Fair (in millions)   Cost gains losses value                         June 30, 2013                                   Securities of U.S. Treasury and federal agencies $ 6,624 20 (261) 6,383 Securities of U.S. states and political subdivisions   40,524 1,166 (800) 40,890 Mortgage-backed securities:             Federal agencies   110,522 2,231 (2,192) 110,561   Residential   12,704 1,478 (65) 14,117   Commercial   18,153 1,331 (178) 19,306     Total mortgage-backed securities   141,379 5,040 (2,435) 143,984 Corporate debt securities   20,176 987 (161) 21,002 Collateralized loan and other debt obligations (1)   16,647 632 (78) 17,201 Other (2)   16,808 458 (44) 17,222       Total debt securities   242,158 8,303 (3,779) 246,682 Marketable equity securities:             Perpetual preferred securities   1,850 342 (32) 2,160   Other marketable equity securities   360 253 (16) 597       Total marketable equity securities   2,210 595 (48) 2,757         Total $ 244,368 8,898 (3,827) 249,439                         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 $551 million and $705 million, respectively, at June 30, 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 $4.8 billion and $4.9 billion, respectively, at June 30, 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 $611 million and $857 million, respectively, at June 30, 2013, and $695 million and $918 million, respectively, at December 31, 2012. The remaining balances primarily include asset-backed securities collateralized by credit cards.
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                               June 30, 2013                                                 Securities of U.S. Treasury and federal agencies $ (261) 5,883   - -   (261) 5,883 Securities of U.S. states and political subdivisions   (431) 9,668   (369) 3,867   (800) 13,535 Mortgage-backed securities:                     Federal agencies   (2,190) 52,866   (2) 712   (2,192) 53,578   Residential   (36) 2,229   (29) 277   (65) 2,506   Commercial   (40) 2,823   (138) 1,728   (178) 4,551     Total mortgage-backed securities   (2,266) 57,918   (169) 2,717   (2,435) 60,635 Corporate debt securities   (109) 3,196   (52) 214   (161) 3,410 Collateralized loan and other debt obligations   (28) 3,898   (50) 396   (78) 4,294 Other   (23) 3,465   (21) 1,119   (44) 4,584       Total debt securities   (3,118) 84,028   (661) 8,313   (3,779) 92,341 Marketable equity securities:                     Perpetual preferred securities   (13) 191   (19) 419   (32) 610   Other marketable equity securities   (16) 90   - -   (16) 90       Total marketable equity securities   (29) 281   (19) 419   (48) 700         Total $ (3,147) 84,309   (680) 8,732   (3,827) 93,041                               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                           June 30, 2013                                       Securities of U.S. Treasury and federal agencies $ (261) 5,883   - - Securities of U.S. states and political subdivisions   (744) 12,866   (56) 669 Mortgage-backed securities:               Federal agencies   (2,192) 53,578   - -   Residential   (6) 266   (59) 2,240   Commercial   (61) 3,732   (117) 819     Total mortgage-backed securities   (2,259) 57,576   (176) 3,059 Corporate debt securities   (98) 2,486   (63) 924 Collateralized loan and other debt obligations   (50) 4,068   (28) 226 Other   (39) 4,503   (5) 81       Total debt securities   (3,451) 87,382   (328) 4,959 Perpetual preferred securities   (32) 610   - -         Total $ (3,483) 87,992   (328) 4,959                           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                                                         June 30, 2013                                                                                                 Securities of U.S. Treasury                                           and federal agencies $ 6,383   1.66 % $ 91 0.38 % $ 561 1.48 % $ 5,731 1.70 % $ - - % Securities of U.S. states and                                           political subdivisions   40,890   5.15     2,580 2.00     10,633 2.16     3,160 5.51     24,517 6.73   Mortgage-backed securities:                                           Federal agencies   110,561   3.50     - -     104 5.42     923 3.57     109,534 3.49     Residential   14,117   4.29     - -     - -     480 1.94     13,637 4.38     Commercial   19,306   5.34     - -     84 3.80     100 2.81     19,122 5.36       Total mortgage-backed                                               securities   143,984   3.82     - -     188 4.70     1,503 3.00     142,293 3.83   Corporate debt securities   21,002   4.21     2,252 3.87     11,249 3.15     6,211 5.93     1,290 5.77   Collateralized loan and                                             other debt obligations   17,201   1.49     59 0.77     902 0.66     7,353 1.08     8,887 1.91   Other   17,222   1.77     1,710 1.56     7,480 1.79     2,983 1.71     5,049 1.85         Total debt securities                                                 at fair value $ 246,682   3.71 % $ 6,692 2.49 % $ 31,013 2.39 % $ 26,941 3.03 % $ 182,036 4.09 %                                                       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   Six months           ended June 30,   ended June 30, (in millions)   2013 2012   2013 2012 Gross realized gains $ 54 136   210 417 Gross realized losses   (8) (32)   (13) (36) OTTI write-downs   (76) (82)   (114) (133)   Net realized gains (losses) from securities available for sale   (30) 22   83 248 Net realized gains from private equity investments   179 159   224 290     Net realized gains from debt securities and equity investments $ 149 181   307 538
Securities Available For Sale And Nonmarketable Equity Securities Other Than Temporary Impairment	Quarter   Six months                 ended June 30,   ended June 30, (in millions)     2013 2012   2013 2012 OTTI write-downs included in earnings               Debt securities:                 U.S. states and political subdivisions $ - 9   - 9     Mortgage-backed securities:                   Federal agencies   1 -   1 -       Residential   22 34   37 48       Commercial   26 3   41 33     Corporate debt securities   - 3   2 4     Collateralized loan and other debt obligations   - 1   - 1     Other debt securities   22 27   24 32         Total debt securities   71 77   105 127   Equity securities:                 Marketable equity securities:                   Perpetual preferred securities   - 5   - 6       Other marketable equity securities   5 -   9 -         Total marketable equity securities   5 5   9 6           Total securities available for sale   76 82   114 133     Nonmarketable equity investments   35 38   75 52             Total OTTI write-downs included in earnings $ 111 120   189 185
Debt Securities Available For Sale Other Than Temporary Impairment	Quarter ended June 30,   Six months ended June 30, (in millions)     2013 2012   2013 2012 OTTI on debt securities               Recorded as part of gross realized losses:                 Credit-related OTTI $ 33 74   56 124     Intent-to-sell OTTI   38 3   49 3       Total recorded as part of gross realized losses   71 77   105 127   Changes to OCI for increase (decrease) in non-credit related OTTI (1):                 U.S. states and political subdivisions   - (7)   - (7)     Residential mortgage-backed securities   (7) (54)   (16) (63)     Commercial mortgage-backed securities   - -   (41) (6)     Corporate debt securities   - -   - (1)     Collateralized loan and other debt obligations   - 1   (1) 1     Other debt securities   - 30   2 31       Total changes to OCI for non-credit-related OTTI   (7) (30)   (56) (45)         Total OTTI losses recorded on debt securities $ 64 47   49 82                         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 June 30,   Six months ended June 30, (in millions)   2013 2012   2013 2012 Credit loss component, beginning of period $ 1,252 1,302   1,289 1,272 Additions:               Initial credit impairments   4 31   5 36   Subsequent credit impairments   29 43   51 88     Total additions   33 74   56 124 Reductions:               For securities sold or matured   (59) (58)   (111) (70)   For recoveries of previous credit impairments (1)   (8) (4)   (16) (12)     Total reductions   (67) (62)   (127) (82) Credit loss component, end of period $ 1,218 1,314   1,218 1,314                         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 June 30,   Six months ended June 30, ($ in millions)   2013   2012   2013 2012 Credit impairment losses on residential MBS                 Non-investment grade $ 22   34   37 48                           Significant inputs (non-agency – non-investment grade MBS)               Expected remaining life of loan loss rate (1):                 Range (2)   1-20 % 1-37   1-20 1-44   Credit impairment loss rate distribution (3):                   0 - 10% range   98   68   96 62     10 - 20% range   1   18   3 16     20 - 30% range   1   11   1 8     Greater than 30%   -   3   - 14   Weighted average loss rate (4)   6   9   6 9 Current subordination levels (5):                 Range (2)   0-5   0-22   0-41 0-57   Weighted average (4)   1   3   - 2 Prepayment speed (annual CPR (6)):                 Range (2)   6-20   5-24   4-20 5-29   Weighted average (4)   16   14   15 14                                                     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 98% of credit impairment losses recognized in earnings for the quarter ended June 30, 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.

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Loans and Allowance for Credit Losses (Tables)	6 Months Ended
Jun. 30, 2013
Loans And Allowance For Credit Losses Tables [Abstract]
Loans and Allowance for Credit Losses, Loans Outstanding	June 30,   Dec. 31, (in millions)   2013   2012 Commercial:           Commercial and industrial $ 188,758   187,759   Real estate mortgage   104,673   106,340   Real estate construction   16,442   16,904   Lease financing   11,766   12,424   Foreign (1)   41,833   37,771     Total commercial   363,472   361,198 Consumer:           Real estate 1-4 family first mortgage   252,841   249,900   Real estate 1-4 family junior lien mortgage   70,059   75,465   Credit card   24,815   24,640   Automobile   48,648   45,998   Other revolving credit and installment   42,139   42,373     Total consumer   438,502   438,376       Total loans $ 801,974   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	2013   2012 (in millions) Commercial Consumer Total   Commercial Consumer Total Quarter ended June 30,                 Loans - held for investment:                   Purchases (1) $ 2,122 502 2,624   7,219 84 7,303   Sales   (1,796) (130) (1,926)   (1,115) (170) (1,285) Transfers to MHFS/LHFS (1)   (53) (5) (58)   18 (4) 14                                         Six months ended June 30,                 Loans - held for investment:                   Purchases (1) $ 3,148 581 3,729   9,175 167 9,342   Sales   (3,812) (446) (4,258)   (2,935) (323) (3,258) Transfers to MHFS/LHFS (1)   (133) (12) (145)   (18) (5) (23)                                                 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 $805 million and $2.0 billion for the second quarter 2013 and 2012, respectively, and $2.8 billion and $5.5 billion for the first half of 2013 and 2012, respectively.
Loans and Allowance for Credit Losses, Commitments to Lend	June 30, Dec. 31, (in millions)   2013 2012 Commercial:         Commercial and industrial $ 222,884 215,626   Real estate mortgage   5,338 6,165   Real estate construction   9,619 9,109   Lease financing   82 -   Foreign   11,548 8,423     Total commercial   249,471 239,323 Consumer:         Real estate 1-4 family first mortgage   37,066 42,657   Real estate 1-4 family           junior lien mortgage   48,949 50,934   Credit card   75,373 70,960   Other revolving credit and installment   21,888 19,791     Total consumer   183,276 184,342       Total unfunded               credit commitments $ 432,747 423,665
Loans and Allowance for Credit Losses, Allowance for Credit Losses	Quarter ended June 30,   Six months ended June 30, (in millions)     2013   2012   2013   2012 Balance, beginning of period $ 17,193   19,129   17,477   19,668 Provision for credit losses   652   1,800   1,871   3,795 Interest income on certain impaired loans (1)   (73)   (82)   (146)   (169) Loan charge-offs:                   Commercial:                     Commercial and industrial   (184)   (360)   (365)   (719)     Real estate mortgage   (49)   (114)   (109)   (196)     Real estate construction   (7)   (60)   (12)   (140)     Lease financing   (24)   (5)   (27)   (13)     Foreign   (8)   (17)   (19)   (46)       Total commercial   (272)   (556)   (532)   (1,114)   Consumer:                       Real estate 1-4 family first mortgage   (392)   (772)   (867)   (1,600)     Real estate 1-4 family junior lien mortgage   (428)   (757)   (942)   (1,577)     Credit card   (266)   (286)   (532)   (587)     Automobile   (126)   (131)   (290)   (310)     Other revolving credit and installment   (185)   (187)   (367)   (381)       Total consumer   (1,397)   (2,133)   (2,998)   (4,455)         Total loan charge-offs   (1,669)   (2,689)   (3,530)   (5,569) Loan recoveries:                   Commercial:                     Commercial and industrial   107   111   195   214     Real estate mortgage   54   33   85   69     Real estate construction   52   43   91   56     Lease financing   6   5   10   11     Foreign   9   6   17   21       Total commercial   228   198   398   371   Consumer:                       Real estate 1-4 family first mortgage   64   29   110   66     Real estate 1-4 family junior lien mortgage   69   68   134   125     Credit card   32   46   63   105     Automobile   84   103   172   208     Other revolving credit and installment   40   45   82   99       Total consumer   289   291   561   603         Total loan recoveries   517   489   959   974           Net loan charge-offs (2)   (1,152)   (2,200)   (2,571)   (4,595) Allowances related to business combinations/other   (2)   (1)   (13)   (53) Balance, end of period $ 16,618   18,646   16,618   18,646 Components:                     Allowance for loan losses $ 16,144   18,320   16,144   18,320   Allowance for unfunded credit commitments   474   326   474   326     Allowance for credit losses (3) $ 16,618   18,646   16,618   18,646 Net loan charge-offs (annualized) as a percentage of average total loans (2)   0.58 % 1.15   0.65   1.20 Allowance for loan losses as a percentage of total loans (3)   2.01   2.36   2.01   2.36 Allowance for credit losses as a percentage of total loans (3)   2.07   2.41   2.07   2.41                             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 $71 million and $212 million at June 30, 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	2013       2012 (in millions) Commercial Consumer Total   Commercial Consumer Total Quarter ended June 30,                 Balance, beginning of period $ 5,786 11,407 17,193   6,130 12,999 19,129   Provision for credit losses   172 480 652   410 1,390 1,800   Interest income on certain impaired loans   (16) (57) (73)   (23) (59) (82)                           Loan charge-offs   (272) (1,397) (1,669)   (556) (2,133) (2,689)   Loan recoveries   228 289 517   198 291 489     Net loan charge-offs   (44) (1,108) (1,152)   (358) (1,842) (2,200)   Allowance related to business combinations/other   (2) - (2)   - (1) (1) Balance, end of period $ 5,896 10,722 16,618   6,159 12,487 18,646                                                 Six months ended June 30,                 Balance, beginning of period $ 5,714 11,763 17,477   6,358 13,310 19,668   Provision for credit losses   364 1,507 1,871   598 3,197 3,795   Interest income on certain impaired loans   (35) (111) (146)   (54) (115) (169)                           Loan charge-offs   (532) (2,998) (3,530)   (1,114) (4,455) (5,569)   Loan recoveries   398 561 959   371 603 974     Net loan charge-offs   (134) (2,437) (2,571)   (743) (3,852) (4,595)   Allowance related to business combinations/other   (13) - (13)   - (53) (53) Balance, end of period $ 5,896 10,722 16,618   6,159 12,487 18,646
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                         June 30, 2013                                         Collectively evaluated (1) $ 4,360 6,209 10,569   353,554 389,942 743,496 Individually evaluated (2)   1,487 4,491 5,978   6,661 23,018 29,679 PCI (3)   49 22 71   3,257 25,542 28,799   Total $ 5,896 10,722 16,618   363,472 438,502 801,974                         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                         June 30, 2013                                       By risk category:               Pass $ 172,072 88,937 13,393 11,180 39,366 324,948   Criticized   16,491 13,990 2,447 586 1,753 35,267     Total commercial loans (excluding PCI)   188,563 102,927 15,840 11,766 41,119 360,215 Total commercial PCI loans (carrying value)   195 1,746 602 - 714 3,257       Total commercial loans $ 188,758 104,673 16,442 11,766 41,833 363,472                         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                         June 30, 2013                                       By delinquency status:                 Current-29 DPD and still accruing $ 187,020 99,544 15,032 11,739 41,027 354,362   30-89 DPD and still accruing   484 500 139 7 52 1,182   90+ DPD and still accruing   37 175 4 - - 216 Nonaccrual loans   1,022 2,708 665 20 40 4,455     Total commercial loans (excluding PCI)   188,563 102,927 15,840 11,766 41,119 360,215 Total commercial PCI loans (carrying value)   195 1,746 602 - 714 3,257       Total commercial loans $ 188,758 104,673 16,442 11,766 41,833 363,472                         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                         June 30, 2013                                       By delinquency status:               Current-29 DPD $ 186,212 68,223 24,268 47,889 30,309 356,901   30-59 DPD   3,034 468 166 587 129 4,384   60-89 DPD   1,256 272 118 127 88 1,861   90-119 DPD   682 192 95 40 68 1,077   120-179 DPD   834 259 168 4 22 1,287   180+ DPD   5,793 511 - 1 7 6,312 Government insured/guaranteed loans (1)   29,622 - - - 11,516 41,138   Total consumer loans (excluding PCI)   227,433 69,925 24,815 48,648 42,139 412,960 Total consumer PCI loans (carrying value)   25,408 134 - - - 25,542     Total consumer loans $ 252,841 70,059 24,815 48,648 42,139 438,502                         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 $19.5 billion at June 30, 2013, compared with $20.2 at December 31, 2012. Student loans 90+ DPD totaled $931 million at June 30, 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                         June 30, 2013                                       By updated FICO:               < 600 $ 15,868 5,199 2,239 8,077 876 32,259   600-639   9,727 3,445 1,986 5,829 922 21,909   640-679   15,456 6,318 3,791 8,713 1,956 36,234   680-719   24,695 10,764 4,996 8,674 3,604 52,733   720-759   32,563 14,848 5,089 6,242 4,847 63,589   760-799   67,997 20,326 4,082 5,892 6,222 104,519   800+   28,477 7,967 2,115 4,928 4,645 48,132 No FICO available   3,028 1,058 517 293 2,639 7,535 FICO not required   - - - - 4,912 4,912 Government insured/guaranteed loans (1)   29,622 - - - 11,516 41,138     Total consumer loans (excluding PCI)   227,433 69,925 24,815 48,648 42,139 412,960 Total consumer PCI loans (carrying value)   25,408 134 - - - 25,542       Total consumer loans $ 252,841 70,059 24,815 48,648 42,139 438,502                         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	June 30, 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% $ 64,707 11,703 76,410   56,247 12,170 68,417   60.01-80%   70,525 15,532 86,057   69,759 15,168 84,927   80.01-100%   36,177 17,111 53,288   34,830 18,038 52,868   100.01-120% (1)   14,559 12,194 26,753   17,004 13,576 30,580   > 120% (1)   10,087 11,811 21,898   13,529 14,610 28,139 No LTV/CLTV available   1,756 1,574 3,330   1,973 1,751 3,724 Government insured/guaranteed loans (2)   29,622 - 29,622   29,719 - 29,719     Total consumer loans (excluding PCI)   227,433 69,925 297,358   223,061 75,313 298,374 Total consumer PCI loans (carrying value)   25,408 134 25,542   26,839 152 26,991       Total consumer loans $ 252,841 70,059 322,900   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	June 30, Dec. 31, (in millions)     2013 2012 Commercial:         Commercial and industrial $ 1,022 1,422   Real estate mortgage   2,708 3,322   Real estate construction   665 1,003   Lease financing   20 27   Foreign   40 50     Total commercial (1)   4,455 5,824 Consumer:         Real estate 1-4 family first mortgage (2)   10,705 11,455   Real estate 1-4 family junior lien mortgage 2,522 2,922   Automobile 200 245   Other revolving credit and installment   33 40     Total consumer   13,460 14,662       Total nonaccrual loans               (excluding PCI) $ 17,915 20,486                   Includes LHFS of $15 million and $16 million at June 30, 2013 and December 31, 2012, respectively. Includes MHFS of $293 million and $336 million at June 30, 2013 and December 31,2012, respectively.
90 days or More Past Due and Still Accruing Loans	June 30, Dec. 31, (in millions) 2013 2012 Loan 90 days or more past due and still accruing:       Total (excluding PCI): $ 22,197 23,245   Less: FHA insured/guaranteed by the VA (1)(2) 20,112 20,745   Less: Student loans guaranteed           under the FFELP (3)   931 1,065       Total, not government               insured/guaranteed $ 1,154 1,435                   By segment and class, not government         insured/guaranteed:     Commercial:         Commercial and industrial $ 37 47   Real estate mortgage   175 228   Real estate construction   4 27   Foreign   0 1     Total commercial   216 303 Consumer:         Real estate 1-4 family first mortgage (2)   476 564   Real estate 1-4 family junior lien mortgage (2) 92 133   Credit card   263 310   Automobile   32 40   Other revolving credit and installment   75 85     Total consumer   938 1,132       Total, not government               insured/guaranteed $ 1,154 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                     June 30, 2013                               Commercial:             Commercial and industrial $ 2,502 1,499 1,323 274   Real estate mortgage   5,130 4,113 3,920 1,014   Real estate construction   1,407 981 954 185   Lease financing   65 27 27 9   Foreign   96 41 41 5     Total commercial (1)   9,200 6,661 6,265 1,487 Consumer:             Real estate 1-4 family first mortgage   22,778 19,754 14,263 3,513   Real estate 1-4 family junior lien mortgage   3,049 2,511 2,093 764   Credit card   477 477 477 197   Automobile   298 246 137 16   Other revolving credit and installment   38 30 24 1     Total consumer   26,640 23,018 16,994 4,491       Total impaired loans (excluding PCI) $ 35,840 29,679 23,259 5,978                     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 June 30,   Six months ended June 30,             2013   2012   2013   2012             Average Recognized   Average Recognized   Average   Recognized   Average Recognized             recorded   interest   recorded interest   recorded   interest   recorded interest (in millions) investment   income   investment income investment   income   investment income Commercial:                               Commercial and industrial $ 1,573   22   2,665 33   1,603   48   2,756 72   Real estate mortgage   4,194   36   5,016 33   4,250   68   5,095 50   Real estate construction   1,082   11   1,986 17   1,174   23   2,124 27   Lease financing   30   -   58 -   32   -   60 -   Foreign   41   -   43 -   37   -   38 -     Total commercial   6,920   69   9,768 83   7,096   139   10,073 149 Consumer:                               Real estate 1-4 family                                 first mortgage   19,669   264   14,641 190   19,275   515   14,563 379   Real estate 1-4 family                                 junior lien mortgage   2,499   38   2,079 22   2,490   73   2,065 44   Credit card   490   14   582 17   503   29   587 31   Automobile   262   7   256 8   280   17   285 26   Other revolving credit                                 and installment   28   -   24 -   27   1   25 -     Total consumer (1)   22,948   323   17,582 237   22,575   635   17,525 480       Total impaired loans                                     (excluding PCI) $ 29,868   392   27,350 320   29,671   774   27,598 629                                       Interest income:                               Cash basis of accounting     $ 119     77       242     126   Other (2)       273     243       532     503     Total interest income     $ 392     320       774     629                                       Quarter and six months ended June 30, 2013, reflect 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 June 30, 2013                   Commercial:                         Commercial and industrial $ - 16 234 250   - 1.46 % $ 16   Real estate mortgage   4 95 346 445   1 1.57     95   Real estate construction   - 3 90 93   - 0.83     3   Lease financing   - - - -   - -     -   Foreign   - - - -   - -     -     Total commercial   4 114 670 788   1 1.54     114 Consumer:                         Real estate 1-4 family first mortgage   282 378 715 1,375   48 2.71     563   Real estate 1-4 family junior lien mortgage   25 46 90 161   1 3.24     70   Credit card   - 46 - 46   - 10.53     46   Automobile   1 2 24 27   8 8.77     2   Other revolving credit and installment   - 4 4 8   - 5.31     4   Trial modifications (6)   - - 22 22   - -     -     Total consumer   308 476 855 1,639   57 3.32     685       Total $ 312 590 1,525 2,427   58 3.06 % $ 799                                 Quarter ended June 30, 2012                   Commercial:                         Commercial and industrial $ 10 14 348 372   23 1.82 % $ 14   Real estate mortgage   7 68 451 526   14 1.14     69   Real estate construction   - 5 177 182   5 2.97     5   Lease financing   - - 1 1   - -     -   Foreign   - - - -   - -     -     Total commercial   17 87 977 1,081   42 1.36     88 Consumer:                         Real estate 1-4 family first mortgage   348 207 173 728   74 3.00     502   Real estate 1-4 family junior lien mortgage   14 67 35 116   7 3.66     79   Credit card   - 59 - 59   - 10.75     59   Automobile   2 13 34 49   13 7.65     14   Other revolving credit and installment   - 1 1 2   1 4.72     1   Trial modifications (6)   - - 94 94   - -     -     Total consumer   364 347 337 1,048   95 3.88     655       Total $ 381 434 1,314 2,129   137 3.58 % $ 743                                 (continued on following page)               (continued from previous page)                                             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)                                 Six months ended June 30, 2013                   Commercial:                         Commercial and industrial $ - 83 561 644   1 6.42 % $ 83   Real estate mortgage   28 170 768 966   6 1.68     170   Real estate construction   - 3 199 202   4 0.91     3   Lease financing   - - - -   - -     -   Foreign   15 - - 15   - -     -     Total commercial   43 256 1,528 1,827   11 3.20     256 Consumer:                         Real estate 1-4 family first mortgage   626 757 2,096 3,479   145 2.56     1,186   Real estate 1-4 family junior lien mortgage   52 94 258 404   16 3.24     142   Credit card   - 92 - 92   - 10.63     92   Automobile   2 8 48 58   16 7.00     8   Other revolving credit and installment   - 6 7 13   - 4.80     6   Trial modifications (6)   - - 54 54   - -     -     Total consumer   680 957 2,463 4,100   177 3.18     1,434       Total $ 723 1,213 3,991 5,927   188 3.19 % $ 1,690                                 Six months ended June 30, 2012                   Commercial:                         Commercial and industrial $ 11 22 749 782   26 1.62 % $ 23   Real estate mortgage   11 120 936 1,067   14 1.47     122   Real estate construction   - 7 284 291   13 2.53     6   Lease financing   - - 2 2   - -     -   Foreign   - - 2 2   - -     -     Total commercial   22 149 1,973 2,144   53 1.54     151 Consumer:                         Real estate 1-4 family first mortgage   654 504 372 1,530   133 2.91     1,042   Real estate 1-4 family junior lien mortgage   33 137 69 239   16 3.85     165   Credit card   - 133 - 133   - 10.82     133   Automobile   4 32 57 93   19 7.56     34   Other revolving credit and installment   - 1 1 2   1 4.72     1   Trial modifications (6)   - - 671 671   - -     -     Total consumer   691 807 1,170 2,668   169 3.90     1,375       Total $ 713 956 3,143 4,812   222 3.67 % $ 1,526                                 (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. The reported amounts include loans remodified in the current reporting period, which total $647 million and $601 million for the second quarters of 2013 and 2012 and $1.6 billion and $1.2 billion for the first half of 2013 and 2012, respectively. (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 and six months ended June 30, 2013, include $617 million and $1.9 billion, respectively, of consumer loans discharged in bankruptcy. The OCC guidance issued in third quarter 2012 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 $95 million and $130 million for the second quarters of 2013 and 2012 and $229 million and $221 million for the first half of 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 June 30,   Six months ended June 30, (in millions)   2013 2012   2013 2012 Commercial:               Commercial and industrial $ 174 40   195 150   Real estate mortgage   116 97   177 349   Real estate construction   24 74   52 229     Total commercial   314 211   424 728 Consumer:               Real estate 1-4 family first mortgage   81 150   164 297   Real estate 1-4 family junior lien mortgage   7 16   17 36   Credit card   16 24   32 51   Automobile   5 21   9 27   Other revolving credit and installment   - 1   - 1     Total consumer   109 212   222 412       Total $ 423 423   646 1,140
Purchased Credit Impaired Loans, Loans Outstanding	June 30,   December 31, (in millions)   2013   2012 2008 Commercial:             Commercial and industrial $ 195   259 4,580   Real estate mortgage   1,746   1,970 5,803   Real estate construction   602   877 6,462   Foreign   714   871 1,859     Total commercial   3,257   3,977 18,704 Consumer:             Real estate 1-4 family first mortgage   25,408   26,839 39,214   Real estate 1-4 family junior lien mortgage   134   152 728   Automobile   -   - 151     Total consumer   25,542   26,991 40,093       Total PCI loans (carrying value) $ 28,799   30,968 58,797 Total PCI loans (unpaid principal balance) $ 41,380   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)   (905)   Accretion into noninterest income due to sales (2)   (151)   Reclassification from nonaccretable difference for loans with improving credit-related cash flows   907   Changes in expected cash flows that do not affect nonaccretable difference (3)   1,622 Balance, June 30, 2013 $ 20,021                 Balance, March 31, 2013 $ 17,965   Addition of accretable yield due to acquisitions   -   Accretion into interest income (1)   (458)   Accretion into noninterest income due to sales (2)   -   Reclassification from nonaccretable difference for loans with improving credit-related cash flows   876   Changes in expected cash flows that do not affect nonaccretable difference (3)   1,638 Balance, June 30, 2013 $ 20,021                 (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   Provision for losses due to credit deterioration / (reversal of provision)   (34) - 1 (33)   Charge-offs   (5) - (8) (13) Balance, June 30, 2013 $ 49 - 22 71                 Balance, March 31, 2013 $ 53 - 27 80   Provision for losses due to credit deterioration / (reversal of provision)   (2) - 1 (1)   Charge-offs   (2) - (6) (8) Balance, June 30, 2013 $ 49 - 22 71
Purchased Credit Impaired Loans by Credit Quality Indicator	Commercial Real Real                 and estate estate     (in millions)   industrial mortgage construction Foreign Total                       June 30, 2013                                   By risk category:             Pass $ 100 320 204 7 631   Criticized   95 1,426 398 707 2,626     Total commercial PCI loans $ 195 1,746 602 714 3,257                       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                       June 30, 2013                                   By delinquency status:             Current-29 DPD and still accruing $ 186 1,596 483 540 2,805   30-89 DPD and still accruing   3 69 18 11 101   90+ DPD and still accruing   6 81 101 163 351     Total commercial PCI loans $ 195 1,746 602 714 3,257                       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	June 30, 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 $ 21,201 182 21,383   22,304 198 22,502   30-59 DPD and still accruing   2,317 9 2,326   2,587 11 2,598   60-89 DPD and still accruing   1,201 4 1,205   1,361 7 1,368   90-119 DPD and still accruing   553 3 556   650 6 656   120-179 DPD and still accruing   640 5 645   804 7 811   180+ DPD and still accruing   4,953 105 5,058   5,356 116 5,472     Total consumer PCI loans (adjusted unpaid principal balance) $ 30,865 308 31,173   33,062 345 33,407     Total consumer PCI loans (carrying value) $ 25,408 134 25,542   26,839 152 26,991
Purchased Credit Impaired Loans by FICO Score, Consumer	June 30, 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 $ 11,341 118 11,459   13,163 144 13,307   600-639   6,310 63 6,373   6,673 68 6,741   640-679   6,634 71 6,705   6,602 73 6,675   680-719   3,659 37 3,696   3,635 39 3,674   720-759   1,696 11 1,707   1,757 11 1,768   760-799   884 5 889   874 6 880   800+   206 1 207   202 1 203 No FICO available   135 2 137   156 3 159     Total consumer PCI loans (adjusted unpaid principal balance) $ 30,865 308 31,173   33,062 345 33,407     Total consumer PCI loans (carrying value) $ 25,408 134 25,542   26,839 152 26,991
Purchased Credit Impaired Loans by Loan to Value Ratio, Consumer	June 30, 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% $ 1,665 24 1,689   1,374 21 1,395   60.01-80%   5,212 31 5,243   4,119 30 4,149   80.01-100%   10,314 66 10,380   9,576 61 9,637   100.01-120% (1)   7,027 87 7,114   8,084 93 8,177   > 120% (1)   6,611 99 6,710   9,889 138 10,027 No LTV/CLTV available   36 1 37   20 2 22     Total consumer PCI loans (adjusted unpaid principal balance) $ 30,865 308 31,173   33,062 345 33,407     Total consumer PCI loans (carrying value) $ 25,408 134 25,542   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.

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Other Assets (Tables)	6 Months Ended
Jun. 30, 2013
Other Assets (Tables) [Abstract]
Components of Other Assets	June 30, Dec. 31, (in millions)   2013 2012 Nonmarketable equity investments:       Cost method:           Private equity investments $ 2,419 2,572     Federal bank stock   4,100 4,227       Total cost method   6,519 6,799   Equity method and other:           LIHTC investments (1)   4,931 4,767     Private equity and other   5,741 6,156       Total equity method and other   10,672 10,923   Fair value (2)   595 -         Total nonmarketable                 equity investments 17,786 17,722 Corporate/bank-owned life insurance   18,692 18,649 Accounts receivable   25,845 25,828 Interest receivable   5,192 5,006 Core deposit intangibles   5,294 5,915 Customer relationship and         other amortized intangibles   1,217 1,352 Foreclosed assets:         GNMA (3)   1,026 1,509   Other   2,114 2,514 Operating lease assets   2,010 2,001 Due from customers on acceptances 353 282 Other   11,379 12,800           Total other assets $ 90,908 93,578                   Represents low income housing tax credit investments. Represents nonmarketable equity investments for which we have elected the fair value option. 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	Income (expense) related to nonmarketable equity investments was:                                                                         Six months           Quarter ended June 30,   ended June 30, (in millions)   2013 2012   2013 2012 Net realized gains from private equity investments $ 179 159   224 290 All other   (128) (45)   (91) (24)   Total $ 51 114   133 266

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Securitizations and Variable Interest Entities (Tables)	6 Months Ended
Jun. 30, 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                         June 30, 2013                                         Cash $ -   169   8   177 Trading assets   2,183   152   204   2,539 Securities available for sale (1)   18,899   1,409   13,618   33,926 Mortgages held for sale   -   143   -   143 Loans   9,450   8,490   6,525   24,465 Mortgage servicing rights   13,714   -   -   13,714 Other assets   4,957   369   163   5,489   Total assets   49,203   10,732   20,518   80,453 Short-term borrowings   -   14 (2) 10,873   10,887 Accrued expenses and other liabilities   3,917   989 (2) 7   4,913 Long-term debt   -   2,755 (2) 6,125   8,880   Total liabilities   3,917   3,758   17,005   24,680 Noncontrolling interests   -   10   -   10     Net assets $ 45,286   6,964   3,513   55,763                         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 June 30, 2013 and December 31, 2012, respectively, with recourse to the general credit of Wells Fargo: Short-term borrowings, $0 and $2.1 billion; Accrued expenses and other liabilities, $876 million and $767 million; and Long-term debt, $29 million and $29 million.
Transactions with Variable Interest Entity	Carrying value - asset (liability)                       Other               Total   Debt and     commitments               VIE   equity Servicing   and Net (in millions)   assets interests (1) assets Derivatives guarantees assets June 30, 2013               Residential mortgage loan                   securitizations:                     Conforming $ 1,292,918   3,791 13,022 (8) (1,918) 14,887     Other/nonconforming   43,369   1,709 272 - (41) 1,940 Commercial mortgage securitizations   170,679   7,526 395 287 - 8,208 Collateralized debt obligations:                     Debt securities   7,084   36 - 397 (130) 303     Loans (2)   8,089   7,733 - - - 7,733 Asset-based finance structures   10,640   6,606 - (91) - 6,515 Tax credit structures   20,524   5,200 - - (1,485) 3,715 Collateralized loan obligations   5,719   1,089 - - - 1,089 Investment funds   3,801   50 - - - 50 Other (3)   9,343   1,006 25 4 (189) 846     Total $ 1,572,166   34,746 13,714 589 (3,763) 45,286                                           Maximum exposure to loss                       Other                   Debt and     commitments                   equity Servicing   and Total       interests assets Derivatives guarantees exposure Residential mortgage loan                   securitizations:                     Conforming     $ 3,791 13,022 8 5,683 22,504     Other/nonconforming       1,709 272 - 363 2,344 Commercial mortgage securitizations       7,526 395 340 - 8,261 Collateralized debt obligations:                     Debt securities       36 - 397 130 563     Loans (2)       7,733 - - - 7,733 Asset-based finance structures       6,606 - 91 2,005 8,702 Tax credit structures       5,200 - - 432 5,632 Collateralized loan obligations       1,089 - - 158 1,247 Investment funds       50 - - 43 93 Other (3)       1,006 25 192 191 1,414     Total     $ 34,746 13,714 1,028 9,005 58,493                           (continued on following page)               (continued from previous page)                                                                                 Carrying value - asset (liability)                       Other               Total   Debt and     commitments               VIE   equity Servicing   and Net (in millions)   assets   interests (1) assets Derivatives guarantees assets December 31, 2012                 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                       Other                   Debt and     commitments                   equity Servicing   and Total         interests assets Derivatives guarantees exposure 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 $5.8 billion at both June 30, 2013 and December 31, 2012. 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 75% and 83% were rated as investment grade by the primary rating agencies at June 30, 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 June 30,             Sales proceeds from securitizations (1) $ 115,287 -   133,764 - Fees from servicing rights retained   1,051 3   1,113 2 Other interests held   441 21   441 45 Purchases of delinquent assets   7 -   52 - Net servicing advances   12 -   112 -                                 Six months ended June 30,             Sales proceeds from securitizations (1) $ 221,593 -   276,869 - Fees from servicing rights retained   2,127 5   2,224 5 Other interests held   847 48   867 94 Purchases of delinquent assets   16 -   52 - Net servicing advances   814 -   126 -                                 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 June 30,         Prepayment speed (1)   11.7 % 13.2 Discount rate   7.1   7.5 Cost to service ($ per loan) (2) $ 199   146             Six months ended June 30,         Prepayment speed (1)   11.8 % 13.2 Discount rate   7.1   7.3 Cost to service ($ per loan) (2) $ 189   131                         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 June 30, 2013 $ 14,185   152     41   -   268   929 Expected weighted-average life (in years)   6.2   4.2     6.0   -   4.3   5.5                                     Key economic assumptions:                             Prepayment speed assumption (3)   11.4 % 9.9     6.7   -             Decrease in fair value from:                                 10% adverse change $ 876   3     -   -               25% adverse change   2,080   8     -   -                                               Discount rate assumption   7.6 % 18.1     4.4   -   1.4   3.5     Decrease in fair value from:                                 100 basis point increase $ 760   3     2   -   9   43       200 basis point increase   1,456   6     4   -   18   82                                       Cost to service assumption ($ per loan)   200                           Decrease in fair value from:                                 10% adverse change   600                             25% adverse change   1,499                                                             Credit loss assumption             0.4 % -   6.8   -     Decrease in fair value from:                                 10% higher losses           $ -   -   6   -       25% higher losses             -   -   14   -                                     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   Six months ended             June 30, Dec. 31,   June 30, Dec. 31,   June 30, (in millions)   2013 2012   2013 2012   2013 2012 Commercial:                     Real estate mortgage $ 116,226 128,564   9,691 12,216   387 207     Total commercial   116,226 128,564   9,691 12,216   387 207 Consumer:                     Real estate 1-4 family first mortgage   1,296,318 1,283,504   19,866 21,574   471 571   Real estate 1-4 family junior lien mortgage   1 1   - -   - -   Other revolving credit and installment   1,879 2,034   89 110   - -     Total consumer   1,298,198 1,285,539   19,955 21,684   471 571       Total off-balance sheet securitized loans (1) $ 1,414,424 1,414,103   29,646 33,900   858 778                             At June 30, 2013 and December 31, 2012, the table includes total loans of $1.3 trillion at both dates and delinquent loans of $16.4 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 June 30, 2013                                                   Secured borrowings:                       Municipal tender option bond securitizations $ 16,564   13,892   (10,880)   -   3,012   Commercial real estate loans   730   730   (504)   -   226   Residential mortgage securitizations   5,563   5,896   (5,621)   -   275     Total secured borrowings   22,857   20,518   (17,005)   -   3,513 Consolidated VIEs:                       Nonconforming residential                         mortgage loan securitizations   7,654   6,808   (2,559)   -   4,249   Multi-seller commercial paper conduit   -   -   -   -   -   Structured asset finance   62   62   (17)   -   45   Investment funds   1,657   1,657   (63)   -   1,594   Other   2,286   2,205   (1,119)   (10)   1,076     Total consolidated VIEs   11,659   10,732   (3,758)   (10)   6,964       Total secured borrowings and consolidated VIEs $ 34,516   31,250   (20,763)   (10)   10,477 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

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Mortgage Banking Activities (Tables)	6 Months Ended
Jun. 30, 2013
Mortgage Banking Activities (Tables) [Abstract]
Changes In Mortgage Servicing Rights Carried at Fair Value	Quarter ended June 30,   Six months ended June 30, (in millions)     2013 2012   2013 2012 Fair value, beginning of period $ 12,061 13,578   11,538 12,603   Servicing from securitizations or asset transfers (1)   1,060 1,139   1,995 2,915   Sales     (160) (293)   (583) (293)     Net additions   900 846   1,412 2,622   Changes in fair value:                 Due to changes in valuation model inputs or assumptions:                   Mortgage interest rates (2)   2,223 (1,496)   3,253 (1,349)       Servicing and foreclosure costs (3)   (82) (146)   (140) (200)       Discount rates (4)   - -   - (344)       Prepayment estimates and other (5)   (274) 11   (485) 104         Net changes in valuation model inputs or assumptions   1,867 (1,631)   2,628 (1,789)     Other changes in fair value (6)   (643) (712)   (1,393) (1,355)       Total changes in fair value   1,224 (2,343)   1,235 (3,144) Fair value, end of period $ 14,185 12,081   14,185 12,081                       Six months ended June 30, 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 six months ended June 30, 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 June 30,   Six months ended June 30, (in millions)   2013 2012   2013 2012 Balance, beginning of period $ 1,181 1,074   1,160 1,445   Purchases   26 78   53 92   Servicing from securitizations or asset transfers (1)   31 34   87 (293)   Amortization   (62) (56)   (124) (114) Balance, end of period   1,176 1,130   1,176 1,130 Valuation allowance:             Balance, beginning of period   - -   - (37)   Reversal of provision for MSRs in excess of fair value (1)   - -   - 37 Balance, end of period (2)   - -   - - Amortized MSRs, net $ 1,176 1,130   1,176 1,130 Fair value of amortized MSRs (3):               Beginning of period $ 1,404 1,263   1,400 1,756   End of period   1,533 1,450   1,533 1,450                                         Six months ended June 30, 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 six months ended June 30, 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 six months ended June 30, 2012 also includes fair value of $316 million in residential amortized MSRs.
Components of Managed Servicing Portfolio	June 30,   Dec. 31, (in billions)     2013   2012 Residential mortgage servicing:           Serviced for others $ 1,487   1,498   Owned loans serviced   358   368   Subservicing   6   7     Total residential servicing   1,851   1,873 Commercial mortgage servicing:           Serviced for others   409   408   Owned loans serviced   105   106   Subservicing   11   13     Total commercial servicing   525   527       Total managed servicing portfolio $ 2,376   2,400 Total serviced for others $ 1,896   1,906 Ratio of MSRs to related loans serviced for others   0.81 % 0.67
Components of Mortgage Banking Noninterest Income	Quarter ended June 30,   Six months ended June 30, (in millions)   2013 2012   2013 2012 Servicing income, net:               Servicing fees:                 Contractually specified servicing fees $ 1,102 1,164   2,227 2,312     Late charges   58 63   118 129     Ancillary fees   85 63   167 140     Unreimbursed direct servicing costs (1)   (215) (220)   (485) (500)       Net servicing fees   1,030 1,070   2,027 2,081   Changes in fair value of MSRs carried at fair value:                 Due to changes in valuation model inputs or assumptions (2)   1,867 (1,631)   2,628 (1,789)     Other changes in fair value (3)   (643) (712)   (1,393) (1,355)       Total changes in fair value of MSRs carried at fair value   1,224 (2,343)   1,235 (3,144)   Amortization   (62) (56)   (124) (114)   Net derivative gains (losses) from economic hedges (4)   (1,799) 2,008   (2,431) 2,108         Total servicing income, net   393 679   707 931 Net gains on mortgage loan origination/sales activities   2,409 2,214   4,889 4,832           Total mortgage banking noninterest income $ 2,802 2,893   5,596 5,763 Market-related valuation changes to MSRs, net of hedge results (2) + (4) $ 68 377   197 319                                                     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   Six months             ended June 30,   ended June 30, (in millions)   2013 2012   2013 2012 Balance, beginning of period $ 2,317 1,444   2,206 1,326   Provision for                 repurchase losses:                 Loan sales   40 72   99 134     Change in estimate (1) 25 597   275 965       Total additions   65 669   374 1,099   Losses   (160) (349)   (358) (661) Balance, end of period $ 2,222 1,764   2,222 1,764                       Results from such factors as changes in investor demand and mortgage insurer practices, credit deterioration, and changes in the financial stability of correspondent lenders.

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Intangible Assets (Tables)	6 Months Ended
Jun. 30, 2013
Intangible Assets (Tables) [Abstract]
Gross Carrying Value of Intangible Assets And Accumulated Amortization	June 30, 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) $ 2,457   (1,281) 1,176   2,317   (1,157) 1,160   Core deposit intangibles   12,834   (7,540) 5,294   12,836   (6,921) 5,915   Customer relationship and other intangibles   3,146   (1,929) 1,217   3,147   (1,795) 1,352     Total amortized intangible assets $ 18,437   (10,750) 7,687   18,300   (9,873) 8,427 Unamortized intangible assets:                       MSRs (carried at fair value) (2) $ 14,185         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 Six months ended June 30, 2013 (actual) $ 124   621   135   880 Estimate for the remainder of 2013 $ 122   620   132   874 Estimate for year ended December 31,                 2014   220   1,113   250   1,583 2015   191   1,022   227   1,440 2016   158   919   212   1,289 2017   117   851   195   1,163 2018   79   769   184   1,032
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)   293   -   291 June 30, 2012 $ 17,922   7,113   371   25,406 December 31, 2012 and June 30, 2013 $ 17,922   7,344   371   25,637

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Guarantees, Pledged Assets and Collateral (Tables)	6 Months Ended
Jun. 30, 2013
Guarantees (Tables) [Abstract]
Schedule of Guarantor Obligations	June 30, 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) $ 56 16,214 12,240 4,385 2,641 35,480 8,912 Securities lending and                   other indemnifications   - - 23 24 3,197 3,244 54 Liquidity agreements (2)   - - - - 26 26 4 Written put options (3)   1,146 4,231 4,219 2,417 2,513 13,380 4,920 Loans and MHFS sold with recourse 89 167 437 766 4,759 6,129 3,529 Contingent consideration   32 11 74 34 - 119 118 Other guarantees   3 355 33 17 988 1,393 3   Total guarantees $ 1,326 20,978 17,026 7,643 14,124 59,771 17,540                                   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 $17.2 billion and $18.5 billion at June 30, 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	June 30,   Dec. 31, (in millions)   2013   2012 Trading assets and other (1) $ 35,397   28,031 Securities available for sale (2)   96,293   96,018 Loans (3)   384,152   360,171   Total pledged assets $ 515,842   484,220                 (1) Represent assets pledged to collateralize repurchase agreements and other securities financings. Balance includes $34.3 billion and $27.4 billion at June 30, 2013, and December 31, 2012, respectively, under agreements that permit the secured parties to sell or repledge the collateral. (2) Includes $8.8 billion and $8.4 billion in collateral for repurchase agreements at June 30, 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	June 30,   Dec. 31, (in millions)   2013   2012 Assets:         Resale and securities borrowing agreements             Gross amounts recognized $ 45,850   45,847     Gross amounts offset in consolidated balance sheet (1)   (5,315)   (2,561)     Net amounts in consolidated balance sheet (2)   40,535   43,286     Noncash collateral not recognized in consolidated balance sheet (3)   (40,014)   (42,920)   Net amount (4) $ 521   366 Liabilities:         Repurchase and securities lending agreements             Gross amounts recognized $ 42,958   35,876     Gross amounts offset in consolidated balance sheet (1)   (5,315)   (2,561)     Net amounts in consolidated balance sheet (5)   37,643   33,315     Noncash collateral pledged but not netted in consolidated balance sheet (6)   (37,321)   (33,050)   Net amount (7) $ 322   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 June 30, 2013 and December 31, 2012, includes $29.6 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 $10.9 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 June 30, 2013 and December 31, 2012, we have received total collateral with a fair value of $51.3 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 $30.5 billion at June 30, 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 June 30, 2013 and December 31, 2012, we have pledged total collateral with a fair value of $44.2 billion and $36.4 billion, respectively, of which, the counterparty does not have the right to sell or repledge $9.8 billion as of June 30 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.

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Derivatives (Tables)	6 Months Ended
Jun. 30, 2013
Derivatives (Tables) [Abstract]
Total Notional or Contractual Amounts and Fair Values for Derivatives	June 30, 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) $ 92,977     5,460 2,372   92,004   7,284 2,696   Foreign exchange contracts   28,260     1,158 740   27,382   1,808 274 Total derivatives designated as                         qualifying hedging instruments         6,618 3,112       9,092 2,970 Derivatives not designated as hedging instruments                         Free-standing derivatives (economic hedges):                           Interest rate contracts (2)   285,161     3,554 2,819   334,555   450 694     Equity contracts   1,621     183 64   75   - 50     Foreign exchange contracts   4,353     28 38   3,074   3 64     Credit contracts - protection purchased   2     - 1   16   - -     Other derivatives   2,212     - 36   2,296   - 78       Subtotal         3,765 2,958       453 886   Customer accommodation, trading and other                           free-standing derivatives:                           Interest rate contracts   3,092,710     52,798 55,248   2,774,783   63,617 65,305     Commodity contracts   97,725     3,024 3,068   90,732   3,456 3,590     Equity contracts   77,978     5,019 5,045   71,958   3,783 4,114     Foreign exchange contracts   193,143     3,664 3,374   166,061   3,713 3,241     Credit contracts - protection sold   22,527     289 2,040   26,455   315 2,623     Credit contracts - protection purchased   26,237     1,244 309   29,021   1,495 329     Other derivatives   241     - -   -   - -       Subtotal         66,038 69,084       76,379 79,202 Total derivatives not designated as hedging instruments         69,803 72,042       76,832 80,088 Total derivatives before netting         76,421 75,154       85,924 83,058 Netting (3)         (58,551) (63,998)       (62,108) (71,116)         Total       $ 17,870 11,156       23,816 11,942                                   Notional amounts presented exclude $2.7 billion at June 30, 2013, and $4.7 billion at December 31, 2012, of certain derivatives that are combined for designation as a hedge on a single 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 sheet (1) sheet (2) netting) (3) Net amounts market (4)   June 30, 2013                 Derivative assets                   Interest rate contracts $ 61,812 (50,346) 11,466 (908) 10,558 78 %   Commodity contracts   3,024 (871) 2,153 (69) 2,084 43     Equity contracts   5,202 (2,382) 2,820 (18) 2,802 89     Foreign exchange contracts   4,850 (3,703) 1,147 - 1,147 100     Credit contracts-protection sold   289 (249) 40 - 40 96     Credit contracts-protection purchased   1,244 (1,000) 244 (35) 209 100       Total derivative assets $ 76,421 (58,551) 17,870 (1,030) 16,840     Derivative liabilities                   Interest rate contracts $ 60,439 (54,972) 5,467 (296) 5,171 78 %   Commodity contracts   3,068 (1,173) 1,895 (3) 1,892 83     Equity contracts   5,109 (2,746) 2,363 (114) 2,249 94     Foreign exchange contracts   4,152 (2,924) 1,228 - 1,228 100     Credit contracts-protection sold   2,040 (1,913) 127 - 127 100     Credit contracts-protection purchased   310 (270) 40 - 40 94     Other contracts   36 - 36 - 36 100       Total derivative liabilities $ 75,154 (63,998) 11,156 (413) 10,743     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) 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 $311 million and $352 million related to derivative assets and $87 million and $68 million related to derivative liabilities as of June 30, 2013, and December 31, 2012, respectively. Cash collateral totaled $5.4 billion and $11.0 billion, netted against derivative assets and liabilities, respectively, at June 30, 2013, and $5.0 billion and $14.5 billion, respectively, at December 31, 2012.   (2) Net derivative assets of $14.2 billion and $18.3 billion are classified in Trading assets as of June 30, 2013, and December 31, 2012, respectively. $3.7 billion and $5.5 billion are classified in Other assets in the consolidated balance sheet as of June 30, 2013, and December 31, 2012, respectively. Net derivative liabilities are classified in Accrued expenses and other liabilities in the consolidated balance sheet.   (3) 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.   (4) 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 June 30, 2013                 Net interest income (expense) recognized on derivatives $ (136) 2 395   (2) 69 328                           Gains (losses) recorded in noninterest income                   Recognized on derivatives   899 (11) (1,666)   104 (607) (1,281)   Recognized on hedged item   (890) 4 1,576   (100) 557 1,147     Net recognized on fair value hedges (ineffective portion) (1) $ 9 (7) (90)   4 (50) (134)                           Quarter ended June 30, 2012                 Net interest income (expense) recognized on derivatives $ (113) 1 447   (1) 60 394                           Gains (losses) recorded in noninterest income                   Recognized on derivatives   (512) (11) 1,202   145 (717) 107   Recognized on hedged item   494 8 (1,014)   (148) 770 110     Net recognized on fair value hedges (ineffective portion) (1) $ (18) (3) 188   (3) 53 217                           Six months ended June 30, 2013                 Net interest income (expense) recognized on derivatives $ (261) 3 792   (2) 137 669                           Gains (losses) recorded in noninterest income                   Recognized on derivatives   1,203 (9) (2,394)   312 (1,380) (2,268)   Recognized on hedged item   (1,178) (1) 2,264   (303) 1,328 2,110     Net recognized on fair value hedges (ineffective portion) (1) $ 25 (10) (130)   9 (52) (158)                           Six months ended June 30, 2012                 Net interest income (expense) recognized on derivatives $ (225) 1 866   (4) 131 769                           Gains (losses) recorded in noninterest income                   Recognized on derivatives   (210) (6) 334   186 (151) 153   Recognized on hedged item   198 2 (212)   (162) 122 (52)     Net recognized on fair value hedges (ineffective portion) (1) $ (12) (4) 122   24 (29) 101                           The second quarter and first half of 2013 included $(1) million and $(4) million, respectively, and the second quarter and first half of 2012 included $(1) million and $(2) million, respectively, of the time value component recognized as net interest income (expense) on forward derivatives hedging foreign currency securities available for sale and long-term debt that were excluded from the assessment of hedge effectiveness.
Net Gains (Losses) Recognized Related to Derivatives in Cash Flow Hedging Relationships	Quarter   Six months         ended June 30,   ended June 30, (in millions)   2013 2012   2013 2012 Gains (losses) (pre tax) recognized in OCI on derivatives $ (10) (3)   (3) 39 Gains (pre tax) reclassified from cumulative OCI into net income   69 99   156 206 Gains (losses) (pre tax) recognized in noninterest income for hedge ineffectiveness (1)   1 (1)   1 (1)                                         None of the change in value of the derivatives was excluded from the assessment of hedge effectiveness.
Net Gains (Losses) Recognized in the Income Statement Related to Derivatives not Designated as Hedging Instruments	Quarter   Six months               ended June 30,   ended June 30, (in millions)     2013 2012   2013 2012 Net gains (losses) recognized on free-standing derivatives (economic hedges):             Interest rate contracts                 Recognized in noninterest income:                   Mortgage banking (1) $ 1,347 (630)   1,728 (826)       Other (2)   74 (75)   98 (33)   Equity contracts (3)   (24) 1   (38) 1   Foreign exchange contracts (2)   12 84   20 (1)   Credit contracts (2)   (2) (5)   (6) (10)           Subtotal   1,407 (625)   1,802 (869) Net gains (losses) recognized on customer accommodation, trading               and other free-standing derivatives:                 Interest rate contracts                   Recognized in noninterest income:                     Mortgage banking (4)   (1,176) 2,471   (906) 3,542         Other (5)   376 90   581 330     Commodity contracts (5)   63 (21)   224 (44)     Equity contracts (5)   (7) 206   (257) (79)     Foreign exchange contracts (5)   138 120   415 249     Credit contracts (5)   28 (48)   (20) 11     Other (5)   - 1   - -           Subtotal   (578) 2,819   37 4,009   Net gains recognized related to derivatives not designated                 as hedging instruments $ 829 2,194   1,839 3,140                         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 June 30, 2013                   Credit default swaps on:                     Corporate bonds $ 104 12,727 6,559   6,982 5,745 7,319 2013-2021   Structured products   1,439 1,971 1,599   811 1,160 364 2016-2056 Credit protection on:                     Default swap index   5 3,753 363   3,417 336 586 2014-2018   Commercial mortgage-                       backed securities index   438 1,203 240   634 569 545 2049-2052   Asset-backed securities index   53 60 60   4 56 90 2037-2046 Other   1 2,813 2,795   24 2,789 5,461 2013-2056   Total credit derivatives $ 2,040 22,527 11,616   11,872 10,655 14,365                               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

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Fair Values of Assets and Liabilities (Tables)	6 Months Ended
Jun. 30, 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                               June 30, 2013                 Trading assets (excluding derivatives) $ - 332 5   1,431 1,423 - Securities available for sale:                   Securities of U.S. Treasury and federal agencies   - - -   520 5,863 -   Securities of U.S. states and political subdivisions   - - -   - 37,050 68   Mortgage-backed securities   - 749 1   - 143,074 286   Other debt securities (1)   - 15,019 2,719   - 28,620 109     Total debt securities   - 15,768 2,720   520 214,607 463     Total marketable equity securities   - - -   8 805 -       Total securities available for sale   - 15,768 2,720   528 215,412 463 Derivatives (trading and other assets)   - 6 -   - 519 2 Derivatives (liabilities)   - 31 -   - 517 - Other liabilities   3 166 -   - 144 -                                                             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)   - 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 -                                                             (1) Includes corporate debt securities, collateralized loan and other debt obligations, asset-backed securities, and other debt securities.
Assets and Liabilities Recorded at Fair Value on a Recurring Basis	(in millions)   Level 1 Level 2 Level 3   Netting   Total June 30, 2013                 Trading assets (excluding derivatives)                   Securities of U.S. Treasury and federal agencies $ 6,849 3,466 -   -   10,315   Securities of U.S. states and political subdivisions   - 2,354 40   -   2,394   Collateralized loan and other debt obligations (1)   - 191 495   -   686   Corporate debt securities   - 7,763 14   -   7,777   Mortgage-backed securities   - 14,436 9   -   14,445   Asset-backed securities   - 821 109   -   930   Equity securities   4,085 112 -   -   4,197     Total trading securities(2)   10,934 29,143 667   -   40,744   Other trading assets   2,305 1,300 63   -   3,668       Total trading assets (excluding derivatives)   13,239 30,443 730   -   44,412 Securities of U.S. Treasury and federal agencies   520 5,863 -   -   6,383 Securities of U.S. states and political subdivisions   - 37,131 3,759 (3) -   40,890 Mortgage-backed securities:                   Federal agencies   - 110,561 -   -   110,561   Residential   - 14,019 98   -   14,117   Commercial   - 19,112 194   -   19,306     Total mortgage-backed securities   - 143,692 292   -   143,984 Corporate debt securities   84 20,675 243   -   21,002 Collateralized loan and other debt obligations(4)   - 13,974 3,227 (3) -   17,201 Asset-backed securities:                   Auto loans and leases   - 14 4,872 (3) -   4,886   Home equity loans   - 857 -   -   857   Other asset-backed securities   - 7,715 2,948 (3) -   10,663     Total asset-backed securities   - 8,586 7,820   -   16,406 Other debt securities   - 816 -   -   816       Total debt securities   604 230,737 15,341   -   246,682 Marketable equity securities:                   Perpetual preferred securities (5)   573 799 788 (3) -   2,160   Other marketable equity securities   583 14 -   -   597       Total marketable equity securities   1,156 813 788   -   2,757         Total securities available for sale   1,760 231,550 16,129   -   249,439 Mortgages held for sale   - 32,761 2,641   -   35,402 Loans held for sale   - 2 -   -   2 Loans   - 228 5,860   -   6,088 Mortgage servicing rights (residential)   - - 14,185   -   14,185 Derivative assets:                   Interest rate contracts   31 61,357 424   -   61,812   Commodity contracts   - 3,006 18   -   3,024   Equity contracts   592 3,516 1,094   -   5,202   Foreign exchange contracts   45 4,805 -   -   4,850   Credit contracts   - 886 647   -   1,533   Other derivative contracts   - - -   -   -     Netting   - - -   (58,551) (6) (58,551)       Total derivative assets (7)   668 73,570 2,183   (58,551)   17,870 Other assets   341 5 731   -   1,077           Total assets recorded at fair value $ 16,008 368,559 42,459   (58,551)   368,475 Derivative liabilities:                   Interest rate contracts $ (38) (59,416) (985)   -   (60,439)   Commodity contracts   - (3,038) (30)   -   (3,068)   Equity contracts   (301) (3,741) (1,067)   -   (5,109)   Foreign exchange contracts   (39) (4,084) (29)   -   (4,152)   Credit contracts   - (904) (1,446)   -   (2,350)   Other derivative contracts   - - (36)   -   (36)     Netting   - - -   63,998 (6) 63,998       Total derivative liabilities (7)   (378) (71,183) (3,593)   63,998   (11,156) Short sale liabilities:                   Securities of U.S. Treasury and federal agencies   (4,297) (1,207) -   -   (5,504)   Securities of U.S. states and political subdivisions   - (18) -   -   (18)   Corporate debt securities   - (4,612) -   -   (4,612)   Equity securities   (1,617) - -   -   (1,617)   Other securities   - (233) -   -   (233)     Total short sale liabilities   (5,914) (6,070) -   -   (11,984) Other liabilities   - - (43)   -   (43)           Total liabilities recorded at fair value $ (6,292) (77,253) (3,636)   63,998   (23,183)                               Includes collateralized debt obligations of $5 million. Net gains (losses) from trading activities recognized in the income statement include $(646) million and $131 million in net unrealized gains (losses) on trading securities held at June 30, 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 $705 million. 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 loan 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. 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. 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 June 30, 2013                     Trading securities $ - (246)   266 (1)   1 (20) - Securities available for sale   - -   165 -   - (165) - Mortgages held for sale   - -   46 (81)   81 (46) - Loans   - -   58 -   - (58) - Net derivative assets and liabilities   - -   70 -   - (70) -   Total transfers $ - (246)   605 (82)   82 (359) - Quarter ended June 30, 2012                     Trading securities $ - -   - -   - - - Securities available for sale (3)   - -   3,943 (14)   14 (3,943) - Mortgages held for sale   - -   64 (84)   84 (64) - Loans   - -   - -   - - - Net derivative assets and liabilities   - -   1 -   - (1) -   Total transfers $ - -   4,008 (98)   98 (4,008) - Six months ended June 30, 2013                     Trading securities (2) $ - (246)   468 (26)   26 (222) - Securities available for sale (2)   17 -   10,841 (17)   - (10,841) - Mortgages held for sale   - -   139 (178)   178 (139) - Loans   - -   106 -   - (106) - Net derivative assets and liabilities   - -   49 -   - (49) -   Total transfers $ 17 (246)   11,603 (221)   204 (11,357) - Six months ended June 30, 2012                     Trading securities $ - -   10 (14)   14 (10) - Securities available for sale (3)   - -   4,036 (57)   57 (4,036) - Mortgages held for sale   - -   150 (171)   171 (150) - Loans   - -   - -   - - - Net derivative assets and liabilities   - -   13 8   (8) (13) -   Total transfers $ - -   4,209 (234)   234 (4,209) -                         All transfers in and out of Level 3 are disclosed within the recurring level 3 rollforward table in this Note. 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 in first quarter 2013 as a result of increased observable market data in the valuation of such instruments. Includes $3.9 billion of securities of U.S. states and political subdivisions that we transferred from Level 3 to Level 2 during second quarter 2012 as a result of increased use of observable market data in the valuation of such instruments. This transfer was done in conjunction with a change in our valuation technique from an internal model based upon unobservable inputs to third party vendor pricing based upon market observable data.
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 June 30, 2013                     Trading assets                       (excluding derivatives):                       Securities of U.S. states and                         political subdivisions $ 36 (1) - 5 - - 40 -     Collateralized loan and other debt obligations   505 25 - (35) - - 495 (13)     Corporate debt securities   29 - - (16) 1 - 14 (1)     Mortgage-backed securities   5 1 - 3 - - 9 -     Asset-backed securities   143 (3) - (11) - (20) 109 (10)     Equity securities   - - - - - - - -       Total trading securities   718 22 - (54) 1 (20) 667 (24)     Other trading assets   70 (7) - - - - 63 (2)         Total trading assets                             (excluding derivatives)   788 15 - (54) 1 (20) 730 (26) (3) Securities available for sale:                       Securities of U.S. states and                         political subdivisions   3,529 2 (58) 451 - (165) 3,759 -     Mortgage-backed securities:                         Residential   95 1 5 (3) - - 98 -       Commercial   192 (4) 9 (3) - - 194 (3)         Total mortgage-backed                             securities   287 (3) 14 (6) - - 292 (3)     Corporate debt securities   281 2 (17) (23) - - 243 -     Collateralized loan and other debt obligations   2,938 (3) 22 270 - - 3,227 -     Asset-backed securities:                         Auto loans and leases   5,704 - (34) (798) - - 4,872 -       Home equity loans   - - - - - - - -       Other asset-backed securities   3,436 (4) 5 (489) - - 2,948 (7)         Total asset-backed securities   9,140 (4) (29) (1,287) - - 7,820 (7)           Total debt securities   16,175 (6) (68) (595) - (165) 15,341 (10) (4)   Marketable equity securities:                         Perpetual preferred securities   807 2 2 (23) - - 788 -       Other marketable equity securities   - - - - - - - -           Total marketable                               equity securities   807 2 2 (23) - - 788 - (5)           Total securities                                 available for sale   16,982 (4) (66) (618) - (165) 16,129 (10)   Mortgages held for sale   3,187 34 - (615) 81 (46) 2,641 (54) (6) Loans   5,975 (107) - 50 - (58) 5,860 (99) (6) Mortgage servicing rights   12,061 1,225 - 899 - - 14,185 1,867 (6) Net derivative assets and liabilities:                       Interest rate contracts   558 (1,251) - 132 - - (561) (707)     Commodity contracts   (3) (3) - (8) - 2 (12) 20     Equity contracts   (129) 10 - 218 - (72) 27 (3)     Foreign exchange contracts   (34) (1) - 6 - - (29) 9     Credit contracts   (1,025) - - 226 - - (799) 30     Other derivative contracts   (52) 15 - 1 - - (36) -       Total derivative contracts   (685) (1,230) - 575 - (70) (1,410) (651) (7) Other assets   348 38 - 345 - - 731 16 (3) Short sale liabilities   (8) - - 8 - - - - (3) Other liabilities (excluding derivatives)   (48) 5 - - - - (43) 4 (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, equity investments 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 June 30, 2012                     Trading assets                       (excluding derivatives):                       Securities of U.S. states and                         political subdivisions $ 103 - - (45) - - 58 -     Collateralized loan and other debt obligations   1,539 1 - (267) - - 1,273 (11)     Corporate debt securities   132 (2) - (74) - - 56 (1)     Mortgage-backed securities   54 4 - 35 - - 93 2     Asset-backed securities   164 17 - (2) - - 179 12     Equity securities   3 1 - (1) - - 3 -       Total trading securities   1,995 21 - (354) - - 1,662 2     Other trading assets   108 (17) - - - - 91 (11)         Total trading assets                             (excluding derivatives)   2,103 4 - (354) - - 1,753 (9) (3) Securities available for sale:                       Securities of U.S. states and                         political subdivisions   12,514 (1) 30 863 - (3,901) 9,505 (3)     Mortgage-backed securities:                         Residential   58 11 10 (34) 1 (31) 15 -       Commercial   232 1 (1) (43) - - 189 (1)         Total mortgage-backed                             securities   290 12 9 (77) 1 (31) 204 (1)     Corporate debt securities   308 (2) (16) (4) - - 286 -     Collateralized loan and other debt obligations   9,163 28 (6) (38) - - 9,147 -     Asset-backed securities:                         Auto loans and leases   6,913 2 (13) (696) - - 6,206 -       Home equity loans   257 4 (4) (2) 13 (11) 257 (4)       Other asset-backed securities   2,869 (26) 5 226 - - 3,074 (16)         Total asset-backed securities   10,039 (20) (12) (472) 13 (11) 9,537 (20)           Total debt securities   32,314 17 5 272 14 (3,943) 28,679 (24) (4)   Marketable equity securities:                         Perpetual preferred securities   1,173 40 (32) (254) - - 927 -       Other marketable equity securities   3 1 - (2) - - 2 -           Total marketable                               equity securities   1,176 41 (32) (256) - - 929 - (5)           Total securities                                 available for sale   33,490 58 (27) 16 14 (3,943) 29,608 (24)   Mortgages held for sale   3,330 1 - (23) 84 (64) 3,328 1 (6) Loans   25 - - (1) - - 24 - (6) Mortgage servicing rights   13,578 (2,343) - 846 - - 12,081 (1,631) (6) Net derivative assets and liabilities:                       Interest rate contracts   335 2,528 - (1,957) - - 906 778     Commodity contracts   (14) 22 - (4) - - 4 9     Equity contracts   (180) 51 - (140) - - (269) (505)     Foreign exchange contracts   16 (25) - 11 - (1) 1 (15)     Credit contracts   (1,753) (60) - 156 - - (1,657) (7)     Other derivative contracts   (66) (40) - - - - (106) -       Total derivative contracts   (1,662) 2,476 - (1,934) - (1) (1,121) 260 (7) Other assets   228 7 - (10) - - 225 5 (3) Short sale liabilities   - - - (9) - - (9) - (3) Other liabilities (excluding derivatives)   (42) (3) - (200) - - (245) - (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)   Six months ended June 30, 2013                     Trading assets                       (excluding derivatives):                       Securities of U.S. states and                         political subdivisions $ 46 2 - (8) - - 40 -     Collateralized loan and other debt obligations   742 64 - (109) - (202) 495 (11)     Corporate debt securities   52 2 - (41) 1 - 14 -     Mortgage-backed securities   6 1 - 2 - - 9 1     Asset-backed securities   138 2 - (36) 25 (20) 109 (9)     Equity securities   3 - - (3) - - - -       Total trading securities   987 71 - (195) 26 (222) 667 (19)     Other trading assets   76 (13) - - - - 63 (4)         Total trading assets                             (excluding derivatives)   1,063 58 - (195) 26 (222) 730 (23) (3) Securities available for sale:                       Securities of U.S. states and                         political subdivisions   3,631 4 (67) 356 - (165) 3,759 -     Mortgage-backed securities:                         Residential   94 (3) 11 (3) - (1) 98 -       Commercial   203 (7) 17 (8) - (11) 194 (3)         Total mortgage-backed                             securities   297 (10) 28 (11) - (12) 292 (3)     Corporate debt securities   274 4 (9) (23) - (3) 243 -     Collateralized loan and other debt obligations   13,188 (4) 91 565 - (10,613) 3,227 -     Asset-backed securities:                         Auto loans and leases   5,921 - (25) (1,024) - - 4,872 -       Home equity loans   51 3 (1) (5) - (48) - -       Other asset-backed securities   3,283 24 - (359) - - 2,948 (7)         Total asset-backed securities   9,255 27 (26) (1,388) - (48) 7,820 (7)           Total debt securities   26,645 21 17 (501) - (10,841) 15,341 (10) (4)   Marketable equity securities:                         Perpetual preferred securities   794 3 23 (32) - - 788 -       Other marketable equity securities   - - - - - - - -           Total marketable                               equity securities   794 3 23 (32) - - 788 - (5)           Total securities                                 available for sale   27,439 24 40 (533) - (10,841) 16,129 (10)   Mortgages held for sale   3,250 27 - (675) 178 (139) 2,641 (62) (6) Loans   6,021 (154) - 99 - (106) 5,860 (137) (6) Mortgage servicing rights   11,538 1,236 - 1,411 - - 14,185 2,628 (6) Net derivative assets and liabilities:                       Interest rate contracts   659 (983) - (237) - - (561) (710)     Commodity contracts   21 7 - (31) - (9) (12) 26     Equity contracts   (122) (29) - 218 - (40) 27 (31)     Foreign exchange contracts   21 (54) - 4 - - (29) (46)     Credit contracts   (1,150) (13) - 364 - - (799) 37     Other derivative contracts   (78) 41 - 1 - - (36) -       Total derivative contracts   (649) (1,031) - 319 - (49) (1,410) (724) (7) Other assets   162 36 - 533 - - 731 39 (3) Short sale liabilities   - - - - - - - - (3) Other liabilities (excluding derivatives)   (49) 6 - - - - (43) 4 (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, equity investments 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) Six months ended June 30, 2012                     Trading assets                       (excluding derivatives):                       Securities of U.S. states and                         political subdivisions $ 53 - - 5 - - 58 (1)     Collateralized loan and other debt obligations   1,582 18 - (327) - - 1,273 (16)     Corporate debt securities   97 (2) - (39) - - 56 (2)     Mortgage-backed securities   108 3 - (8) - (10) 93 (2)     Asset-backed securities   190 28 - (53) 14 - 179 16     Equity securities   4 1 - (2) - - 3 -       Total trading securities   2,034 48 - (424) 14 (10) 1,662 (5)     Other trading assets   115 (24) - - - - 91 (11)         Total trading assets                             (excluding derivatives)   2,149 24 - (424) 14 (10) 1,753 (16) (3) Securities available for sale:                       Securities of U.S. states and                         political subdivisions   11,516 (5) 194 1,701 - (3,901) 9,505 (10)     Mortgage-backed securities:                         Residential   61 11 11 (35) 28 (61) 15 (1)       Commercial   232 (14) 21 (50) - - 189 (17)         Total mortgage-backed                             securities   293 (3) 32 (85) 28 (61) 204 (18)     Corporate debt securities   295 3 (5) (8) 1 - 286 -     Collateralized loan and other debt obligations   8,599 85 177 286 - - 9,147 -     Asset-backed securities:                         Auto loans and leases   6,641 3 7 (445) - - 6,206 -       Home equity loans   282 11 14 (3) 27 (74) 257 (4)       Other asset-backed securities   2,863 (23) 62 171 1 - 3,074 (21)         Total asset-backed securities   9,786 (9) 83 (277) 28 (74) 9,537 (25)           Total debt securities   30,489 71 481 1,617 57 (4,036) 28,679 (53) (4)   Marketable equity securities:                         Perpetual preferred securities   1,344 71 (24) (464) - - 927 -       Other marketable equity securities   23 1 (15) (7) - - 2 -           Total marketable                               equity securities   1,367 72 (39) (471) - - 929 - (5)           Total securities                                 available for sale   31,856 143 442 1,146 57 (4,036) 29,608 (53)   Mortgages held for sale   3,410 (34) - (69) 171 (150) 3,328 (30) (6) Loans   23 - - 1 - - 24 - (6) Mortgage servicing rights   12,603 (3,144) - 2,622 - - 12,081 (1,789) (6) Net derivative assets and liabilities:                       Interest rate contracts   609 3,686 - (3,389) - - 906 776     Commodity contracts   - 23 - (11) (8) - 4 13     Equity contracts   (75) (44) - (137) - (13) (269) (629)     Foreign exchange contracts   (7) 2 - 6 - - 1 8     Credit contracts   (1,998) 111 - 230 - - (1,657) 56     Other derivative contracts   (117) 11 - - - - (106) -       Total derivative contracts   (1,588) 3,789 - (3,301) (8) (13) (1,121) 224 (7) Other assets   244 4 - (23) - - 225 (2) (3) Short sale liabilities   - - - (9) - - (9) - (3) Other liabilities (excluding derivatives)   (44) (2) - (199) - - (245) - (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 June 30, 2013             Trading assets               (excluding derivatives):               Securities of U.S. states and                 political subdivisions $ 46 (41) - - 5   Collateralized loan and other debt obligations   270 (302) - (3) (35)   Corporate debt securities   8 (24) - - (16)   Mortgage-backed securities   4 (1) - - 3   Asset-backed securities   6 (7) - (10) (11)   Equity securities   - - - - -     Total trading securities   334 (375) - (13) (54)   Other trading assets   - - - - -       Total trading assets                     (excluding derivatives)   334 (375) - (13) (54) Securities available for sale:               Securities of U.S. states and                 political subdivisions   - - 630 (179) 451   Mortgage-backed securities:                 Residential   - - - (3) (3)     Commercial   - - - (3) (3)       Total mortgage-backed                     securities   - - - (6) (6)   Corporate debt securities   - - - (23) (23)   Collateralized loan and other debt obligations   371 - - (101) 270   Asset-backed securities:                 Auto loans and leases   1 - 156 (955) (798)     Home equity loans   - - - - -     Other asset-backed securities   11 (2) 306 (804) (489)       Total asset-backed securities   12 (2) 462 (1,759) (1,287)         Total debt securities   383 (2) 1,092 (2,068) (595)   Marketable equity securities:                 Perpetual preferred securities   - (20) - (3) (23)     Other marketable equity securities   - - - - -         Total marketable                       equity securities   - (20) - (3) (23)           Total securities                         available for sale   383 (22) 1,092 (2,071) (618) Mortgages held for sale   101 (572) - (144) (615) Loans   21 - 115 (86) 50 Mortgage servicing rights   - (161) 1,060 - 899 Net derivative assets and liabilities:               Interest rate contracts   - 8 - 124 132   Commodity contracts   1 (1) - (8) (8)   Equity contracts   170 (142) - 190 218   Foreign exchange contracts   - - - 6 6   Credit contracts   8 (2) - 220 226   Other derivative contracts   - - - 1 1     Total derivative contracts   179 (137) - 533 575 Other assets   360 (1) - (14) 345 Short sale liabilities   8 - - - 8 Other liabilities (excluding derivatives)   - - (1) 1 -                                                                                                                                 (in millions)     Purchases Sales Issuances Settlements Net Quarter ended June 30, 2012             Trading assets               (excluding derivatives):               Securities of U.S. states and                 political subdivisions $ 9 (54) - - (45)   Collateralized loan and other debt obligations   181 (448) - - (267)   Corporate debt securities   70 (144) - - (74)   Mortgage-backed securities   41 (6) - - 35   Asset-backed securities   26 (16) - (12) (2)   Equity securities   1 (2) - - (1)     Total trading securities   328 (670) - (12) (354)   Other trading assets   - - - - -       Total trading assets                     (excluding derivatives)   328 (670) - (12) (354) Securities available for sale:               Securities of U.S. states and                 political subdivisions   978 (2) 312 (425) 863   Mortgage-backed securities:                 Residential   1 (34) - (1) (34)     Commercial   10 - - (53) (43)       Total mortgage-backed                     securities   11 (34) - (54) (77)   Corporate debt securities   - - - (4) (4)   Collateralized loan and other debt obligations   665 (185) - (518) (38)   Asset-backed securities:                 Auto loans and leases   205 - 147 (1,048) (696)     Home equity loans   - (2) - - (2)     Other asset-backed securities   503 (68) 425 (634) 226       Total asset-backed securities   708 (70) 572 (1,682) (472)         Total debt securities   2,362 (291) 884 (2,683) 272   Marketable equity securities:                 Perpetual preferred securities   - - - (254) (254)     Other marketable equity securities   - (1) - (1) (2)         Total marketable                       equity securities   - (1) - (255) (256)           Total securities                         available for sale   2,362 (292) 884 (2,938) 16 Mortgages held for sale   144 - - (167) (23) Loans   - - - (1) (1) Mortgage servicing rights   - (293) 1,139 - 846 Net derivative assets and liabilities:               Interest rate contracts   - 1 - (1,958) (1,957)   Commodity contracts   (5) 7 - (6) (4)   Equity contracts   (11) (17) - (112) (140)   Foreign exchange contracts   - - - 11 11   Credit contracts   (6) 3 - 159 156   Other derivative contracts   - - - - -     Total derivative contracts   (22) (6) - (1,906) (1,934) Other assets   14 - - (24) (10) Short sale liabilities   - (9) - - (9) Other liabilities (excluding derivatives)   - 8 (208) - (200)                                                                                                                                 (in millions)     Purchases Sales Issuances Settlements Net Six months ended June 30, 2013             Trading assets               (excluding derivatives):               Securities of U.S. states and                 political subdivisions $ 123 (131) - - (8)   Collateralized loan and other debt obligations   519 (625) - (3) (109)   Corporate debt securities   66 (107) - - (41)   Mortgage-backed securities   4 (2) - - 2   Asset-backed securities   12 (27) - (21) (36)   Equity securities   - (3) - - (3)     Total trading securities   724 (895) - (24) (195)   Other trading assets   - - - - -       Total trading assets                     (excluding derivatives)   724 (895) - (24) (195) Securities available for sale:               Securities of U.S. states and                 political subdivisions   - (67) 705 (282) 356   Mortgage-backed securities:                 Residential   - - - (3) (3)     Commercial   - (1) - (7) (8)       Total mortgage-backed                     securities   - (1) - (10) (11)   Corporate debt securities   - - - (23) (23)   Collateralized loan and other debt obligations   773 (14) - (194) 565   Asset-backed securities:                 Auto loans and leases   352 - 304 (1,680) (1,024)     Home equity loans   - (5) - - (5)     Other asset-backed securities   522 (36) 608 (1,453) (359)       Total asset-backed securities   874 (41) 912 (3,133) (1,388)         Total debt securities   1,647 (123) 1,617 (3,642) (501)   Marketable equity securities:                 Perpetual preferred securities   - (20) - (12) (32)     Other marketable equity securities   - - - - -         Total marketable                       equity securities   - (20) - (12) (32)           Total securities                         available for sale   1,647 (143) 1,617 (3,654) (533) Mortgages held for sale   203 (572) - (306) (675) Loans   22 - 232 (155) 99 Mortgage servicing rights   - (584) 1,995 - 1,411 Net derivative assets and liabilities:               Interest rate contracts   - 9 - (246) (237)   Commodity contracts   2 (2) - (31) (31)   Equity contracts   269 (209) - 158 218   Foreign exchange contracts   - - - 4 4   Credit contracts   5 (1) - 360 364   Other derivative contracts   - - - 1 1     Total derivative contracts   276 (203) - 246 319 Other assets   557 (1) - (23) 533 Short sale liabilities   8 (8) - - - Other liabilities (excluding derivatives)   - - (4) 4 -                                                                                                                                 (in millions)     Purchases Sales Issuances Settlements Net Six months ended June 30, 2012             Trading assets               (excluding derivatives):               Securities of U.S. states and                 political subdivisions $ 68 (63) - - 5   Collateralized loan and other debt obligations   371 (698) - - (327)   Corporate debt securities   151 (190) - - (39)   Mortgage-backed securities   44 (52) - - (8)   Asset-backed securities   98 (127) - (24) (53)   Equity securities   1 (3) - - (2)     Total trading securities   733 (1,133) - (24) (424)       Total trading assets                     (excluding derivatives)   733 (1,133) - (24) (424) Securities available for sale:               Securities of U.S. states and                 political subdivisions   1,560 (2) 900 (757) 1,701   Mortgage-backed securities:                 Residential   1 (34) - (2) (35)     Commercial   10 - - (60) (50)       Total mortgage-backed                     securities   11 (34) - (62) (85)   Corporate debt securities   - - - (8) (8)   Collateralized loan and other debt obligations   1,215 (185) - (744) 286   Asset-backed securities:                 Auto loans and leases   2,040 - 310 (2,795) (445)     Home equity loans   - (2) - (1) (3)     Other asset-backed securities   902 (94) 760 (1,397) 171       Total asset-backed securities   2,942 (96) 1,070 (4,193) (277)         Total debt securities   5,728 (317) 1,970 (5,764) 1,617   Marketable equity securities:                 Perpetual preferred securities   - - - (464) (464)     Other marketable equity securities   - (5) - (2) (7)         Total marketable                       equity securities   - (5) - (466) (471)           Total securities                         available for sale   5,728 (322) 1,970 (6,230) 1,146 Mortgages held for sale   255 - - (324) (69) Loans   2 - - (1) 1 Mortgage servicing rights   - (293) 2,915 - 2,622 Net derivative assets and liabilities:               Interest rate contracts   - - - (3,389) (3,389)   Commodity contracts   - - - (11) (11)   Equity contracts   104 (182) - (59) (137)   Foreign exchange contracts   - - - 6 6   Credit contracts   (5) 2 - 233 230   Other derivative contracts   - - - - -     Total derivative contracts   99 (180) - (3,220) (3,301) Other assets   17 - - (40) (23) Short sale liabilities   - (9) - - (9) Other liabilities (excluding derivatives)   (1) 10 (208) - (199)
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) June 30, 2013                     Trading and available for sale securities:                       Securities of U.S. states and                       political subdivisions:                         Government, healthcare and                           other revenue bonds $ 3,229   Discounted cash flow Discount rate 0.4 - 5.4 % 1.4             68   Vendor priced                 Auction rate securities and other municipal bonds   502   Discounted cash flow Discount rate 3.2 - 14.3   5.4                 Weighted average life 2.8 - 7.0 yrs 3.3   Collateralized loan and other debt obligations(2)   1,023   Market comparable pricing Comparability adjustment (20.3) - 22.5 % 1.1         2,699   Vendor priced               Asset-backed securities:                         Auto loans and leases   4,872   Discounted cash flow Default rate 1.6 - 9.0   3.0                   Discount rate 0.5 - 1.2   1.0                   Loss severity 50.0 - 66.3   53.3                   Prepayment rate 0.6 - 1.5   0.8     Other asset-backed securities:                           Dealer floor plan   1,409   Discounted cash flow Discount rate 0.6 - 2.2   1.7       Diversified payment rights (3)   604   Discounted cash flow Discount rate 1.5 - 3.3   2.4       Other commercial and consumer   935 (4) Discounted cash flow Discount rate 0.0 - 12.9   1.6                   Weighted average life 1.1 - 6.9 yrs 2.2             109   Vendor priced               Marketable equity securities: perpetual                       preferred   788 (5) Discounted cash flow Discount rate 4.9 - 9.7 % 6.5                 Weighted average life 1.0 - 7.0 yrs 5.5 Mortgages held for sale (residential)   2,641   Discounted cash flow Default rate 0.6 - 17.9 % 3.3                   Discount rate 3.6 - 7.7   5.6                   Loss severity 1.3 - 33.1   23.2                   Prepayment rate 1.0 - 9.6   5.3 Loans   5,860 (6) Discounted cash flow Discount rate 2.4 - 3.6   3.2                   Prepayment rate 1.7 - 40.7   12.0                   Utilization rate 0.0 - 2.0   0.8 Mortgage servicing rights (residential)   14,185   Discounted cash flow Cost to service per loan (7) $ 88 - 826   200                   Discount rate 5.6 - 10.8 % 7.6                   Prepayment rate (8) 6.5 - 20.5   11.4 Net derivative assets and (liabilities):                       Interest rate contracts   45   Discounted cash flow Default rate 0.0 - 15.0   5.0                   Loss severity 50.0 - 57.9   50.0                   Prepayment rate 11.0 - 16.0   16.0   Interest rate contracts: derivative loan                         commitments   (606) (9) Discounted cash flow Fall-out factor 1.0 - 99.0   17.3               Initial-value servicing (5.3) - 109.7 bps 71.4   Equity contracts   27   Option model Correlation factor 18.0 - 87.8 % 73.6                   Volatility factor 10.8 - 68.2   25.1   Credit contracts   (803)   Market comparable pricing Comparability adjustment (31.4) - 34.2   0.5             4   Option model Credit spread 0.1 - 14.0   1.2             Loss severity 16.5 - 87.5   45.5                               Insignificant Level 3 assets,                       net of liabilities   1,232 (10)                   Total level 3 assets, net of liabilities $ 38,823 (11)                                             Weighted averages are calculated using outstanding unpaid principal balance for cash instruments such as loans and securities, and notional amounts for derivative instruments. Includes $710 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 $88 - $312. 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. Total derivative loan commitments were a net liability of $615 million, of which $606 million were classified as level 3 at June 30, 2013. 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 $42.5 billion and total Level 3 liabilities of $3.6 billion, before netting of derivative balances.                                         Fair Value     Significant Range of   Weighted ($ 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	June 30, 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) $ - 1,552 988 2,540   - 1,509 1,045 2,554 Loans held for sale   - - - -   - 4 - 4 Loans:                       Commercial   - 384 4 388   - 1,507 - 1,507   Consumer   - 2,932 6 2,938   - 5,889 4 5,893     Total loans (2)   - 3,316 10 3,326   - 7,396 4 7,400 Other assets (3)   - 382 105 487   - 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	Six months ended June 30, (in millions)   2013   2012 Mortgages held for sale (LOCOM) $ (23)   38 Loans held for sale   -   1 Loans:           Commercial   (195)   (471)   Consumer(1)   (1,380)   (2,153)     Total loans   (1,575)   (2,624) Other assets (2)   (151)   (179)       Total $ (1,749)   (2,764)                       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)   June 30, 2013                         Residential mortgages held for sale                           (LOCOM) $ 988 (3) Discounted cash flow Default rate (4) 1.3 - 5.5 % 2.8 %                       Discount rate   4.3 - 12.2   11.3                         Loss severity   1.9 - 50.5   5.1                         Prepayment rate (5) 1.0 - 100.0   66.7   Insignificant level 3 assets   115                       Total       1,103                                                           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 $909 million and $942 million government insured/guaranteed loans purchased from GNMA-guaranteed mortgage securitization, at June 30, 2013 and December 31, 2012, respectively and $79 million and $103 million of other mortgage loans which are not government insured/guaranteed at June 30, 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 June 30, 2013           Offshore funds $ 439 - Daily - Quarterly 1 - 180 days Funds of funds   - - - - Hedge funds   4 - Monthly - Semi Annually 5 - 95 days Private equity funds   758 196 N/A N/A Venture capital funds   80 16 N/A N/A   Total $ 1,281 212     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	June 30, 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 $ 35,402 36,098 (696) (1) 42,305 41,183 1,122 (1)   Nonaccrual loans   269 473 (204)   309 655 (346)     Loans 90 days or more past due and still accruing   41 52 (11)   49 64 (15)   Loans held for sale:                     Total loans   2 9 (7)   6 10 (4)     Nonaccrual loans   2 9 (7)   2 6 (4)   Loans:                     Total loans   6,088 5,706 382   6,206 5,669 537     Nonaccrual loans   117 118 (1)   89 89 -   Other assets (2)   595 n/a n/a   - n/a n/a   Long-term debt   - (199) 199 (3) (1) (1,157) 1,156 (3)                                                 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. Consists of nonmarketable equity investments carried at fair value. See Note 6 for more information. 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 June 30,                   Mortgages held for sale $ 61 - -   2,526 - -   Loans held for sale   - - -   - - 6   Loans   - - (107)   - - (15)   Other assets   - - 25   - - -   Long-term debt   - - -   - - (4)   Other interests held   - (6) -   - (15) (8)                       Six months ended June 30,                   Mortgages held for sale $ 1,034 - -   4,321 - 1   Loans held for sale   - - -   - - 19   Loans   - - (154)   - - 27   Other assets   - - 39   - - -   Long-term debt   - - -   - - (4)   Other interests held   - (13) 6   - (24) 15
Fair Value Option, Instrument Specific Credit Risk	Quarter ended June 30,   Six months ended June 30, (in millions)   2013 2012   2013 2012 Gains (losses) attributable to instrument-specific credit risk:               Mortgages held for sale $ 88 (52)   125 (91)   Loans held for sale   - 6   - 19     Total $ 88 (46)   125 (72)
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   June 30, 2013                                                   Financial assets                         Cash and due from banks (1) $ 17,939   17,939   -   -   17,939     Federal funds sold, securities purchased under resale                           agreements and other short-term investments (1)   148,665   3,834   144,831   -   148,665     Mortgages held for sale (2)   3,383   -   2,395   988   3,383     Loans held for sale (2)   188   -   181   13   194     Loans, net (3)   768,071   -   57,917   715,379   773,296     Nonmarketable equity investments (cost method)   6,519   -   1   8,086   8,087   Financial liabilities                         Deposits   1,021,585   -   971,375   50,682   1,022,057     Short-term borrowings (1)   56,983   -   56,983   -   56,983     Long-term debt (4)   123,364   -   114,926   11,033   125,959   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 $11.8 billion and $12.4 billion at June 30, 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 $11 million and $12 million at June 30, 2013 and December 31, 2012, respectively.

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Preferred Stock (Tables)	6 Months Ended
Jun. 30, 2013
Preferred Stock (Tables) [Abstract]
Detail of Preferred Stock	June 30, 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                                                                                                                   June 30, 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 1,391,344   1,391 1,391 -   910,934   911 911 -   Total 11,064,275 $ 15,387 13,988 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               June 30, Dec. 31,     June 30,   Dec. 31,   dividend rate (in millions, except shares) 2013 2012     2013   2012   Minimum Maximum ESOP Preferred Stock                       $1,000 liquidation preference per share                         2013       558,823 -   $ 559   -   8.50 % 11.00   2012       231,504 245,604     231   246   10.00   11.00   2011       259,263 277,263     259   277   9.00   10.00   2010       186,011 201,011     186   201   9.50   10.50   2008       65,627 73,434     66   73   10.50   11.50   2007       46,508 53,768     46   54   10.75   11.75   2006       27,349 33,559     27   34   10.75   11.75   2005     13,661 18,882     14   19   9.75   10.75   2004       2,598 7,413     3   7   8.50   9.50 Total ESOP Preferred Stock (1) 1,391,344 910,934   $ 1,391   911         Unearned ESOP shares (2)       $ (1,510)   (986)                                                                                 At June 30, 2013 and December 31, 2012, additional paid-in capital included $119 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.

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Employee Benefits (Tables)	6 Months Ended
Jun. 30, 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 June 30,         Service cost $ - - 2   1 - 3 Interest cost   113 7 12   128 8 15 Expected return on plan assets   (170) - (9)   (163) - (8) Amortization of net actuarial loss   42 3 -   33 2 - Settlement   68 - -   - 5 (1)   Net periodic benefit cost (income) $ 53 10 5   (1) 15 9 Six months ended June 30,         Service cost $ - - 5   1 - 6 Interest cost   226 14 24   256 16 30 Expected return on plan assets   (341) - (18)   (325) - (17) Amortization of net actuarial loss   84 7 -   66 5 - Amortization of prior service credit   - - (1)   - - (1) Settlement   68 4 -   1 5 (1)   Net periodic benefit cost (income) $ 37 25 10   (1) 26 17

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Earnings Per Common Share (Tables)	6 Months Ended
Jun. 30, 2013
Earnings Per Common Share (Tables) [Abstract]
Earnings Per Common Share	Quarter ended June 30,   Six months ended June 30, (in millions, except per share amounts)   2013   2012   2013   2012 Wells Fargo net income $ 5,519   4,622   10,690   8,870 Less: Preferred stock dividends and other (1)   247   219   487   445 Wells Fargo net income applicable to common stock (numerator) $ 5,272   4,403   10,203   8,425 Earnings per common share                 Average common shares outstanding (denominator)   5,304.7   5,306.9   5,291.9   5,294.9 Per share $ 1.00   0.83   1.93   1.59 Diluted earnings per common share                 Average common shares outstanding   5,304.7   5,306.9   5,291.9   5,294.9 Add: Stock options   32.2   27.3   30.9   26.5     Restricted share rights   42.7   35.7   43.6   32.9     Warrants   5.0   -   3.5   - Diluted average common shares outstanding (denominator)   5,384.6   5,369.9   5,369.9   5,354.3 Per share $ 0.98   0.82   1.90   1.57                             Includes $246 million and $219 million of preferred stock dividends for second quarter 2013 and 2012, respectively, and $486 million and $439 million for the first half of 2013 and 2012, respectively.
Antidilutive Warrants And Options Outstanding	Weighted-average shares   Quarter ended June 30,   Six months ended June 30, (in millions) 2013   2012   2013   2012 Options 10.9   56.1   11.9   89.6 Warrants -   39.2   -   39.2

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Other Comprehensive Income (Tables)	6 Months Ended
Jun. 30, 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 June 30,   Six months ended June 30,                   2013   2012   2013   2012                   Before Tax   Net of   Before Tax Net of   Before Tax   Net of   Before Tax Net of (in millions)   tax effect   tax   tax effect tax   tax effect   tax   tax effect tax Foreign currency translation adjustments:                                     Net unrealized losses arising                                         during the period $ (21) (8)   (29)   (56) 21 (35)   (39) (6)   (45)   (46) 17 (29)   Reclassification of net gains                                         to net income:                                           Noninterest income   (15) 5   (10)   (10) 4 (6)   (15) 5   (10)   (10) 4 (6)               Net change (36) (3)   (39)   (66) 25 (41)   (54) (1)   (55)   (56) 21 (35) Securities available for sale:                                       Net unrealized gains (losses)                                         arising during the period   (6,130) 2,300   (3,830)   831 (316) 515   (6,764) 2,530   (4,234)   2,705 (1,020) 1,685   Reclassification of net (gains)                                         losses to net income:                                           Net losses on debt securities                                             available for sale   54 (20)   34   61 (24) 37   9 (3)   6   68 (26) 42       Net gains from equity                                           investments   (24) 9   (15)   (84) 38 (46)   (92) 35   (57)   (317) 120 (197)           Subtotal reclassifications                                                 to net income   30 (11)   19   (23) 14 (9)   (83) 32   (51)   (249) 94 (155)               Net change   (6,100) 2,289   (3,811)   808 (302) 506   (6,847) 2,562   (4,285)   2,456 (926) 1,530 Derivatives and hedging activities:                                       Net unrealized gains (losses)                                         arising during the period   (10) 3   (7)   (3) (4) (7)   (3) 1   (2)   39 (16) 23   Reclassification of net (gains) losses                                       on cash flow hedges to net income:                                         Interest income on loans   (115) 40   (75)   (123) 47 (76)   (231) 87   (144)   (252) 95 (157)       Interest expense on long-term debt   27 (10)   17   24 (10) 14   54 (20)   34   46 (18) 28       Noninterest income   17 (6)   11   - - -   17 (6)   11   - - -       Salaries expense   2 (1)   1   - - -   4 (2)   2   - - -           Subtotal reclassifications                                               to net income (69) 23   (46)   (99) 37 (62)   (156) 59   (97)   (206) 77 (129)               Net change (79) 26   (53)   (102) 33 (69)   (159) 60   (99)   (167) 61 (106) Defined benefit plans adjustments:                                       Net actuarial gains (losses) arising                                         during the period   772 (291)   481   (12) 5 (7)   778 (293)   485   (17) 7 (10)   Reclassification of amounts to net                                         periodic benefit costs (1):                                           Amortization of net actuarial loss 45 (16)   29   35 (14) 21   91 (34)   57   71 (27) 44       Settlements and other costs   68 (26)   42   5 (2) 3   71 (27)   44   5 (2) 3           Subtotal reclassifications to                                               net periodic benefit costs 113 (42)   71   40 (16) 24   162 (61)   101   76 (29) 47               Net change 885 (333)   552   28 (11) 17   940 (354)   586   59 (22) 37 Other comprehensive income (loss) $ (5,330) 1,979   (3,351)   668 (255) 413   (6,120) 2,267   (3,853)   2,292 (866) 1,426 Less: Other comprehensive income (loss)                                     from noncontrolling interests, net of tax       (3)       -         -       4     Wells Fargo other comprehensive                                         income (loss), net of tax       $ (3,348)       413         (3,853)       1,422                                                     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 June 30, 2013                     Balance, beginning of period $ 64   6,985   243   (2,147)   5,145   Net unrealized gains (losses)                         arising during the period   (29)   (3,830)   (7)   481   (3,385)   Amounts reclassified from accumulated                         other comprehensive income   (10)   19   (46)   71   34   Net change   (39)   (3,811)   (53)   552   (3,351)   Less: Other comprehensive income (loss) from                           noncontrolling interests   -   (3)   -   -   (3) Balance, end of period $ 25   3,177   190   (1,595)   1,797 Quarter ended June 30, 2012                     Balance, beginning of period $ 96   5,433   453   (1,766)   4,216   Net unrealized gains (losses) arising during the period   (35)   515   (7)   (7)   466   Amounts reclassified from accumulated                         other comprehensive income   (6)   (9)   (62)   24   (53)   Net change   (41)   506   (69)   17   413   Less: Other comprehensive income (loss) from                           noncontrolling interests   -   -   -   -   - Balance, end of period $ 55   5,939   384   (1,749)   4,629 Six months ended June 30, 2013                     Balance, beginning of period $ 80   7,462   289   (2,181)   5,650   Net unrealized gains (losses)                         arising during the period   (45)   (4,234)   (2)   485   (3,796)   Amounts reclassified from accumulated                         other comprehensive income   (10)   (51)   (97)   101   (57)   Net change   (55)   (4,285)   (99)   586   (3,853)   Less: Other comprehensive income (loss) from                           noncontrolling interests   -   -   -   -   - Balance, end of period $ 25   3,177   190   (1,595)   1,797 Six months ended June 30, 2012                     Balance, beginning of period $ 90   4,413   490   (1,786)   3,207   Net unrealized gains (losses) arising during the period   (29)   1,685   23   (10)   1,669   Amounts reclassified from accumulated                         other comprehensive income   (6)   (155)   (129)   47   (243)   Net change   (35)   1,530   (106)   37   1,426   Less: Other comprehensive income (loss) from                           noncontrolling interests   -   4   -   -   4 Balance, end of period $ 55   5,939   384   (1,749)   4,629

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Operating Segments (Tables)	6 Months Ended
Jun. 30, 2013
Operating Segment (Tables) [Abstract]
Financial Information of Operating Segment	Wealth,                                   Brokerage                       Community   Wholesale     and         Consolidated (income/expense in millions,   Banking   Banking   Retirement   Other (1)   Company average balances in billions)   2013 2012   2013 2012   2013 2012   2013 2012   2013 2012 Quarter ended June 30,                               Net interest income (2) $ 7,251 7,306   3,101 3,347   700 698   (302) (314)   10,750 11,037 Provision (reversal of provision)                                 for credit losses   763 1,573   (118) 188   19 37   (12) 2   652 1,800 Noninterest income   5,691 5,786   3,034 2,770   2,561 2,273   (658) (577)   10,628 10,252 Noninterest expense   7,213 7,580   3,183 3,113   2,542 2,376   (683) (672)   12,255 12,397 Income (loss) before income                                 tax expense (benefit)   4,966 3,939   3,070 2,816   700 558   (265) (221)   8,471 7,092 Income tax expense (benefit)   1,633 1,313   1,065 932   266 210   (101) (84)   2,863 2,371 Net income (loss) before                                 noncontrolling interests   3,333 2,626   2,005 1,884   434 348   (164) (137)   5,608 4,721 Less: Net income from                                 noncontrolling interests   88 91   1 3   - 5   - -   89 99 Net income (loss) (3) $ 3,245 2,535   2,004 1,881   434 343   (164) (137)   5,519 4,622 Average loans $ 498.2 483.9   286.9 270.2   45.4 42.5   (30.3) (28.4)   800.2 768.2 Average assets   820.9 746.6   499.9 478.4   177.1 160.9   (68.9) (64.3)   1,429.0 1,321.6 Average core deposits   623.0 586.1   230.5 220.9   146.4 134.2   (63.8) (60.6)   936.1 880.6                                       Six months ended June 30,                             Net interest income (2) $ 14,370 14,632   6,106 6,528   1,369 1,399   (596) (634)   21,249 21,925 Provision (reversal of provision)                                 for credit losses   2,025 3,451   (176) 283   33 80   (11) (19)   1,871 3,795 Noninterest income   11,471 11,881   6,115 5,622   5,089 4,634   (1,287) (1,137)   21,388 21,000 Noninterest expense   14,590 15,405   6,274 6,167   5,181 4,923   (1,390) (1,105)   24,655 25,390 Income (loss) before income                                 tax expense (benefit)   9,226 7,657   6,123 5,700   1,244 1,030   (482) (647)   16,111 13,740 Income tax expense (benefit)   2,921 2,606   2,072 1,948   473 391   (183) (246)   5,283 4,699 Net income (loss) before                                 noncontrolling interests   6,305 5,051   4,051 3,752   771 639   (299) (401)   10,828 9,041 Less: Net income from                                 noncontrolling interests   136 168   2 3   - -   - -   138 171 Net income (loss) (3) $ 6,169 4,883   4,049 3,749   771 639   (299) (401)   10,690 8,870 Average loans $ 498.6 485.0   285.7 269.4   44.6 42.5   (29.7) (28.5)   799.2 768.4 Average assets   810.3 742.5   498.0 473.1   178.7 161.4   (70.3) (64.7)   1,416.7 1,312.3 Average core deposits   621.1 580.7   227.3 220.9   147.9 134.9   (65.3) (60.9)   931.0 875.6                                                                             Includes corporate items not specific to a business segment and the elimination of certain items that are included in more than one business segment, substantially all of which represents products and services 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.

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Regulatory and Agency Capital Requirements (Tables)	6 Months Ended
Jun. 30, 2013
Regulatory and Agency Capital Requirements (Tables) [Abstract]
Regulatory And Agency Capital Requirements	Wells Fargo & Company   Wells Fargo Bank, N.A.   Well-   Minimum           June 30,   Dec. 31,   June 30,   Dec. 31,   capitalized   capital (in billions, except ratios)   2013   2012   2013   2012   ratios (1)   ratios (1) Regulatory capital:                         Tier 1 $ 133.0   126.6   109.6   101.3         Total   165.0   157.6   136.4   124.8                                         Assets:                         Risk-weighted $ 1,097.4   1,077.1   1,012.3   1,002.0         Adjusted average (2)   1,381.3   1,336.4   1,236.9   1,195.9                                         Capital ratios:                         Tier 1 capital (3)   12.12 % 11.75   10.83   10.11   6.00   4.00 Total capital (3)   15.03   14.63   13.48   12.45   10.00   8.00 Tier 1 leverage (2)   9.63   9.47   8.86   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.

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Summary of Significant Accounting Policies (Details) (USD $) In Millions, unless otherwise specified	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013 Government insured/guaranteed [Member]	Jun. 30, 2012 Government insured/guaranteed [Member]	Jul. 31, 2013 Private Forward Repurchase Transaction [Member]	Jun. 30, 2013 Private Forward Repurchase Transaction [Member]
Supplemental cash flow information - Noncash activities
Transfers from (to) loans to (from) securities available for sale	$ 414	$ 875
Trading assets retained from securitizations of MHFS	29,074	51,557
Capitalization of MSRs from sale of MHFS	2,081	2,657
Transfers from MHFS to foreclosed assets	31	115
Transfers from loans to MHFS	4,855	2,858
Transfers from loans to LHFS	133	49
Transfers from loans to foreclosed assets	3,072	4,639	2,200	3,200
Changes in consolidations (deconsolidations) of variable interest entities:
Loans	(306)	(515)
Long-term debt	(343)	(523)
Summary Of Significant Accounting Policies Textuals [Abstract]
Forward Contract Indexed to Issuer's Equity, Contract Amount					$ 500	$ 500

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Business Combinations (Details)	6 Months Ended
Jun. 30, 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

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Federal Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments (Details) (USD $)	Jun. 30, 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	$ 29,702,000,000	$ 33,884,000,000
Interest-earning deposits	118,039,000,000	102,408,000,000
Other short-term investments	924,000,000	1,021,000,000
Total	148,665,000,000	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	$ 10,900,000,000	$ 9,500,000,000

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Securities Available for Sale Textuals (Details) (USD $)	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012	Dec. 31, 2012
Securities Available For Sale (Textual) [Abstract]
Cost	$ 244,368,000,000		$ 244,368,000,000		$ 223,283,000,000
Fair value	249,439,000,000		249,439,000,000		235,199,000,000
Gross unrealized losses	3,827,000,000		3,827,000,000		1,054,000,000
OTTI	76,000,000	82,000,000	114,000,000	133,000,000
Expected remaining life of loan losses From	1.00%	1.00%	1.00%	1.00%
Expected remaining life of loan losses To	20.00%	37.00%	20.00%	44.00%
Current subordination levels From	0.00%	0.00%	0.00%	0.00%
Current subordination levels To	5.00%	22.00%	41.00%	57.00%
Held-to-maturity Securities	0		0		0
Collateralized debt obligations [Member]
Securities Available For Sale (Textual) [Abstract]
Cost	551,000,000		551,000,000		556,000,000
Fair value	705,000,000		705,000,000		644,000,000
Asset-backed Securities Collateralized by Auto Leases or Loans and Cash Reserves [Member]
Securities Available For Sale (Textual) [Abstract]
Cost	4,800,000,000		4,800,000,000		5,900,000,000
Fair value	4,900,000,000		4,900,000,000		5,900,000,000
Asset-backed Securities Collateralized by Home Equity Loans [Member]
Securities Available For Sale (Textual) [Abstract]
Cost	611,000,000		611,000,000		695,000,000
Fair value	857,000,000		857,000,000		918,000,000
Mortgage Backed Securities [Member]
Securities Available For Sale (Textual) [Abstract]
Cost	141,379,000,000		141,379,000,000		125,471,000,000
Fair value	143,984,000,000		143,984,000,000		133,184,000,000
Gross unrealized losses	2,435,000,000		2,435,000,000		321,000,000
Federal agencies [Member]
Securities Available For Sale (Textual) [Abstract]
Cost	110,522,000,000		110,522,000,000		92,855,000,000
Fair value	110,561,000,000		110,561,000,000		97,285,000,000
Gross unrealized losses	2,192,000,000		2,192,000,000		4,000,000
OTTI	1,000,000	0	1,000,000	0
Commercial [Member]
Securities Available For Sale (Textual) [Abstract]
Cost	18,153,000,000		18,153,000,000		18,438,000,000
Fair value	19,306,000,000		19,306,000,000		19,968,000,000
Gross unrealized losses	178,000,000		178,000,000		268,000,000
OTTI	26,000,000	3,000,000	41,000,000	33,000,000
Expected remaining life of loan losses From	4.00%	5.00%	4.00%	5.00%
Expected remaining life of loan losses To	13.00%	17.00%	14.00%	17.00%
Current subordination levels From	0.00%	1.00%	0.00%	0.00%
Current subordination levels To	15.00%	12.00%	21.00%	12.00%
Securities we Intend to Sell [Member]
Securities Available For Sale (Textual) [Abstract]
Fair value	0		0		0
Securities we do not Intend to Sell [Member] | Commercial [Member]
Securities Available For Sale (Textual) [Abstract]
OTTI	9,000,000	4,000,000	15,000,000	34,000,000
Investment Grade [Member]
Securities Available For Sale (Textual) [Abstract]
Fair value	87,992,000,000		87,992,000,000		18,139,000,000
Gross unrealized losses	3,483,000,000		3,483,000,000		573,000,000
Investment Grade [Member] | Mortgage Backed Securities [Member]
Securities Available For Sale (Textual) [Abstract]
Fair value	57,576,000,000		57,576,000,000		4,435,000,000
Gross unrealized losses	2,259,000,000		2,259,000,000		38,000,000
Investment Grade [Member] | Federal agencies [Member]
Securities Available For Sale (Textual) [Abstract]
Fair value	53,578,000,000		53,578,000,000		2,247,000,000
Gross unrealized losses	2,192,000,000		2,192,000,000		4,000,000
Investment Grade [Member] | Commercial [Member]
Securities Available For Sale (Textual) [Abstract]
Fair value	3,732,000,000		3,732,000,000		2,110,000,000
Gross unrealized losses	61,000,000		61,000,000		31,000,000
Unrated Investment Grade Securities [Member]
Securities Available For Sale (Textual) [Abstract]
Fair value	2,900,000,000		2,900,000,000		2,000,000,000
Gross unrealized losses	$ 27,000,000		$ 27,000,000		$ 19,000,000

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Securities Available for Sale, Major Categories (Details) (USD $) In Millions, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012
Schedule of Available-for-sale Securities [Line Items]
Cost	$ 244,368	$ 223,283
Gross unrealized gains	8,898	12,970
Gross unrealized losses	(3,827)	(1,054)
Securities available for sale	249,439	235,199
Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	242,158	220,946
Gross unrealized gains	8,303	12,473
Gross unrealized losses	(3,779)	(1,005)
Securities available for sale	246,682	232,414
US Treasury and Government [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	6,624	7,099
Gross unrealized gains	20	47
Gross unrealized losses	(261)	0
Securities available for sale	6,383	7,146
US States and Political Subdivisions [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	40,524	37,120
Gross unrealized gains	1,166	2,000
Gross unrealized losses	(800)	(444)
Securities available for sale	40,890	38,676
Mortgage Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	141,379	125,471
Gross unrealized gains	5,040	8,034
Gross unrealized losses	(2,435)	(321)
Securities available for sale	143,984	133,184
Federal agencies [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	110,522	92,855
Gross unrealized gains	2,231	4,434
Gross unrealized losses	(2,192)	(4)
Securities available for sale	110,561	97,285
Residential [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	12,704	14,178
Gross unrealized gains	1,478	1,802
Gross unrealized losses	(65)	(49)
Securities available for sale	14,117	15,931
Commercial [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	18,153	18,438
Gross unrealized gains	1,331	1,798
Gross unrealized losses	(178)	(268)
Securities available for sale	19,306	19,968
Corporate debt securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	20,176	20,120
Gross unrealized gains	987	1,282
Gross unrealized losses	(161)	(69)
Securities available for sale	21,002	21,333
Collateralized loan and other debt obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	16,647	12,726
Gross unrealized gains	632	557
Gross unrealized losses	(78)	(95)
Securities available for sale	17,201	13,188
Other Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	16,808	18,410
Gross unrealized gains	458	553
Gross unrealized losses	(44)	(76)
Securities available for sale	17,222	18,887
Equity Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	2,210	2,337
Gross unrealized gains	595	497
Gross unrealized losses	(48)	(49)
Securities available for sale	2,757	2,785
Perpetual preferred securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	1,850	1,935
Gross unrealized gains	342	281
Gross unrealized losses	(32)	(40)
Securities available for sale	2,160	2,176
Other equity securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Cost	360	402
Gross unrealized gains	253	216
Gross unrealized losses	(16)	(9)
Securities available for sale	$ 597	$ 609

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Securities Available for Sale, Gross Unrealized Losses and Fair Value (Details) (USD $) In Millions, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	$ (3,147)	$ (108)
Less than 12 months, Fair Value	84,309	10,727
12 months or more, Gross Unrealized Losses	(680)	(946)
12 months or more, Fair Value	8,732	11,441
Total Gross Unrealized Losses	(3,827)	(1,054)
Total, Fair Value	93,041	22,168
Debt Securities [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	(3,118)	(96)
Less than 12 months, Fair Value	84,028	10,563
12 months or more, Gross Unrealized Losses	(661)	(909)
12 months or more, Fair Value	8,313	10,903
Total Gross Unrealized Losses	(3,779)	(1,005)
Total, Fair Value	92,341	21,466
US Treasury and Government [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	(261)	0
Less than 12 months, Fair Value	5,883	0
12 months or more, Gross Unrealized Losses	0	0
12 months or more, Fair Value	0	0
Total Gross Unrealized Losses	(261)	0
Total, Fair Value	5,883	0
US States and Political Subdivisions [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	(431)	(55)
Less than 12 months, Fair Value	9,668	2,709
12 months or more, Gross Unrealized Losses	(369)	(389)
12 months or more, Fair Value	3,867	4,662
Total Gross Unrealized Losses	(800)	(444)
Total, Fair Value	13,535	7,371
Mortgage Backed Securities [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	(2,266)	(14)
Less than 12 months, Fair Value	57,918	2,999
12 months or more, Gross Unrealized Losses	(169)	(307)
12 months or more, Fair Value	2,717	4,128
Total Gross Unrealized Losses	(2,435)	(321)
Total, Fair Value	60,635	7,127
Federal agencies [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	(2,190)	(4)
Less than 12 months, Fair Value	52,866	2,247
12 months or more, Gross Unrealized Losses	(2)	0
12 months or more, Fair Value	712	0
Total Gross Unrealized Losses	(2,192)	(4)
Total, Fair Value	53,578	2,247
Residential [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	(36)	(4)
Less than 12 months, Fair Value	2,229	261
12 months or more, Gross Unrealized Losses	(29)	(45)
12 months or more, Fair Value	277	1,564
Total Gross Unrealized Losses	(65)	(49)
Total, Fair Value	2,506	1,825
Commercial [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	(40)	(6)
Less than 12 months, Fair Value	2,823	491
12 months or more, Gross Unrealized Losses	(138)	(262)
12 months or more, Fair Value	1,728	2,564
Total Gross Unrealized Losses	(178)	(268)
Total, Fair Value	4,551	3,055
Corporate debt securities [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	(109)	(14)
Less than 12 months, Fair Value	3,196	1,217
12 months or more, Gross Unrealized Losses	(52)	(55)
12 months or more, Fair Value	214	305
Total Gross Unrealized Losses	(161)	(69)
Total, Fair Value	3,410	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	(28)	(2)
Less than 12 months, Fair Value	3,898	1,485
12 months or more, Gross Unrealized Losses	(50)	(93)
12 months or more, Fair Value	396	798
Total Gross Unrealized Losses	(78)	(95)
Total, Fair Value	4,294	2,283
Other Debt Securities [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	(23)	(11)
Less than 12 months, Fair Value	3,465	2,153
12 months or more, Gross Unrealized Losses	(21)	(65)
12 months or more, Fair Value	1,119	1,010
Total Gross Unrealized Losses	(44)	(76)
Total, Fair Value	4,584	3,163
Equity Securities [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	(29)	(12)
Less than 12 months, Fair Value	281	164
12 months or more, Gross Unrealized Losses	(19)	(37)
12 months or more, Fair Value	419	538
Total Gross Unrealized Losses	(48)	(49)
Total, Fair Value	700	702
Perpetual preferred securities [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	(13)	(3)
Less than 12 months, Fair Value	191	116
12 months or more, Gross Unrealized Losses	(19)	(37)
12 months or more, Fair Value	419	538
Total Gross Unrealized Losses	(32)	(40)
Total, Fair Value	610	654
Other equity securities [Member]
Available-for-sale Securities, Continuous Unrealized Loss Position [Abstract]
Less than 12 months, Gross Unrealized Losses	(16)	(9)
Less than 12 months, Fair Value	90	48
12 months or more, Gross Unrealized Losses	0	0
12 months or more, Fair Value	0	0
Total Gross Unrealized Losses	(16)	(9)
Total, Fair Value	$ 90	$ 48

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Securities Available for Sale, Unrealized Loss Position, by Credit Rating (Details) (USD $) In Millions, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	$ (3,827)	$ (1,054)
Fair value	249,439	235,199
Debt Securities [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(3,779)	(1,005)
Fair value	246,682	232,414
US Treasury and Government [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(261)	0
Fair value	6,383	7,146
US States and Political Subdivisions [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(800)	(444)
Fair value	40,890	38,676
Mortgage Backed Securities [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(2,435)	(321)
Fair value	143,984	133,184
Federal agencies [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(2,192)	(4)
Fair value	110,561	97,285
Residential [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(65)	(49)
Fair value	14,117	15,931
Commercial [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(178)	(268)
Fair value	19,306	19,968
Corporate debt securities [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(161)	(69)
Fair value	21,002	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	(78)	(95)
Fair value	17,201	13,188
Other Debt Securities [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(44)	(76)
Fair value	17,222	18,887
Equity Securities [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(48)	(49)
Fair value	2,757	2,785
Perpetual preferred securities [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(32)	(40)
Fair value	2,160	2,176
Investment Grade [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(3,483)	(573)
Fair value	87,992	18,139
Investment Grade [Member] | Debt Securities [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(3,451)	(533)
Fair value	87,382	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	(261)	0
Fair value	5,883	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	(744)	(378)
Fair value	12,866	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	(2,259)	(38)
Fair value	57,576	4,435
Investment Grade [Member] | Federal agencies [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(2,192)	(4)
Fair value	53,578	2,247
Investment Grade [Member] | Residential [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(6)	(3)
Fair value	266	78
Investment Grade [Member] | Commercial [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(61)	(31)
Fair value	3,732	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	(98)	(19)
Fair value	2,486	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	(50)	(49)
Fair value	4,068	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	(39)	(49)
Fair value	4,503	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	(32)	(40)
Fair value	610	654
Non-investment Grade [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(328)	(472)
Fair value	4,959	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	(328)	(472)
Fair value	4,959	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	(56)	(66)
Fair value	669	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	(176)	(283)
Fair value	3,059	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	(59)	(46)
Fair value	2,240	1,747
Non-investment Grade [Member] | Commercial [Member]
Securities Available for Sale in an Unrealized Loss Position by Investment Grade [Abstract]
Gross unrealized losses	(117)	(237)
Fair value	819	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	(63)	(50)
Fair value	924	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	(28)	(46)
Fair value	226	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	(5)	(27)
Fair value	81	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

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Securities Available for Sale, Contractual Maturities (Details) (USD $) In Millions, unless otherwise specified	6 Months Ended	12 Months Ended
Jun. 30, 2013	Dec. 31, 2012
Available-for-sale Securities, Debt Maturities, Fair Value [Abstract]
Contractual Maturities,Total	$ 246,682	$ 232,414
Weighted Average Yield Contractual Maturities, Total	3.71%	3.91%
Due in 1 year, Contractual Maturities	6,692	5,034
Percentage of Weighted Average Yield, Due In 1 year	2.49%	2.28%
Due in 1-5 years, Contractual Maturities	31,013	36,092
Percentage of Weighted Average Yield, Due in 1-5 Years	2.39%	2.37%
Due in 5-10 years, Contractual Maturities	26,941	28,052
Percentage of Weighted Average Yield, Due In 5-10 years	3.03%	3.07%
Due in 10 years or More, Contractual Maturities	182,036	163,236
Percentage of Weighted Average Yield, Due After 10 Years	4.09%	4.44%
US Treasury and Government [Member]
Available-for-sale Securities, Debt Maturities, Fair Value [Abstract]
Contractual Maturities,Total	6,383	7,146
Weighted Average Yield Contractual Maturities, Total	1.66%	1.59%
Due in 1 year, Contractual Maturities	91	376
Percentage of Weighted Average Yield, Due In 1 year	0.38%	0.43%
Due in 1-5 years, Contractual Maturities	561	661
Percentage of Weighted Average Yield, Due in 1-5 Years	1.48%	1.24%
Due in 5-10 years, Contractual Maturities	5,731	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	40,890	38,676
Weighted Average Yield Contractual Maturities, Total	5.15%	5.29%
Due in 1 year, Contractual Maturities	2,580	1,861
Percentage of Weighted Average Yield, Due In 1 year	2.00%	2.61%
Due in 1-5 years, Contractual Maturities	10,633	11,620
Percentage of Weighted Average Yield, Due in 1-5 Years	2.16%	2.18%
Due in 5-10 years, Contractual Maturities	3,160	3,380
Percentage of Weighted Average Yield, Due In 5-10 years	5.51%	5.51%
Due in 10 years or More, Contractual Maturities	24,517	21,815
Percentage of Weighted Average Yield, Due After 10 Years	6.73%	7.15%
Mortgage Backed Securities [Member]
Available-for-sale Securities, Debt Maturities, Fair Value [Abstract]
Contractual Maturities,Total	143,984	133,184
Weighted Average Yield Contractual Maturities, Total	3.82%	4.12%
Due in 1 year, Contractual Maturities	0	1
Percentage of Weighted Average Yield, Due In 1 year	0.00%	5.40%
Due in 1-5 years, Contractual Maturities	188	184
Percentage of Weighted Average Yield, Due in 1-5 Years	4.70%	4.37%
Due in 5-10 years, Contractual Maturities	1,503	1,814
Percentage of Weighted Average Yield, Due In 5-10 years	3.00%	2.95%
Due in 10 years or More, Contractual Maturities	142,293	131,185
Percentage of Weighted Average Yield, Due After 10 Years	3.83%	4.13%
Federal agencies [Member]
Available-for-sale Securities, Debt Maturities, Fair Value [Abstract]
Contractual Maturities,Total	110,561	97,285
Weighted Average Yield Contractual Maturities, Total	3.50%	3.82%
Due in 1 year, Contractual Maturities	0	1
Percentage of Weighted Average Yield, Due In 1 year	0.00%	5.40%
Due in 1-5 years, Contractual Maturities	104	106
Percentage of Weighted Average Yield, Due in 1-5 Years	5.42%	4.87%
Due in 5-10 years, Contractual Maturities	923	1,144
Percentage of Weighted Average Yield, Due In 5-10 years	3.57%	3.41%
Due in 10 years or More, Contractual Maturities	109,534	96,034
Percentage of Weighted Average Yield, Due After 10 Years	3.49%	3.83%
Residential [Member]
Available-for-sale Securities, Debt Maturities, Fair Value [Abstract]
Contractual Maturities,Total	14,117	15,931
Weighted Average Yield Contractual Maturities, Total	4.29%	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	0	0
Percentage of Weighted Average Yield, Due in 1-5 Years	0.00%	0.00%
Due in 5-10 years, Contractual Maturities	480	569
Percentage of Weighted Average Yield, Due In 5-10 years	1.94%	2.06%
Due in 10 years or More, Contractual Maturities	13,637	15,362
Percentage of Weighted Average Yield, Due After 10 Years	4.38%	4.47%
Commercial [Member]
Available-for-sale Securities, Debt Maturities, Fair Value [Abstract]
Contractual Maturities,Total	19,306	19,968
Weighted Average Yield Contractual Maturities, Total	5.34%	5.33%
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	84	78
Percentage of Weighted Average Yield, Due in 1-5 Years	3.80%	3.69%
Due in 5-10 years, Contractual Maturities	100	101
Percentage of Weighted Average Yield, Due In 5-10 years	2.81%	2.84%
Due in 10 years or More, Contractual Maturities	19,122	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	21,002	21,333
Weighted Average Yield Contractual Maturities, Total	4.21%	4.26%
Due in 1 year, Contractual Maturities	2,252	1,037
Percentage of Weighted Average Yield, Due In 1 year	3.87%	4.29%
Due in 1-5 years, Contractual Maturities	11,249	12,792
Percentage of Weighted Average Yield, Due in 1-5 Years	3.15%	3.19%
Due in 5-10 years, Contractual Maturities	6,211	6,099
Percentage of Weighted Average Yield, Due In 5-10 years	5.93%	6.14%
Due in 10 years or More, Contractual Maturities	1,290	1,405
Percentage of Weighted Average Yield, Due After 10 Years	5.77%	5.88%
Collateralized loan and other debt obligations [Member]
Available-for-sale Securities, Debt Maturities, Fair Value [Abstract]
Contractual Maturities,Total	17,201	13,188
Weighted Average Yield Contractual Maturities, Total	1.49%	1.35%
Due in 1 year, Contractual Maturities	59	44
Percentage of Weighted Average Yield, Due In 1 year	0.77%	0.96%
Due in 1-5 years, Contractual Maturities	902	1,246
Percentage of Weighted Average Yield, Due in 1-5 Years	0.66%	0.71%
Due in 5-10 years, Contractual Maturities	7,353	7,376
Percentage of Weighted Average Yield, Due In 5-10 years	1.08%	1.01%
Due in 10 years or More, Contractual Maturities	8,887	4,522
Percentage of Weighted Average Yield, Due After 10 Years	1.91%	2.08%
Other Debt Securities [Member]
Available-for-sale Securities, Debt Maturities, Fair Value [Abstract]
Contractual Maturities,Total	17,222	18,887
Weighted Average Yield Contractual Maturities, Total	1.77%	1.85%
Due in 1 year, Contractual Maturities	1,710	1,715
Percentage of Weighted Average Yield, Due In 1 year	1.56%	1.14%
Due in 1-5 years, Contractual Maturities	7,480	9,589
Percentage of Weighted Average Yield, Due in 1-5 Years	1.79%	1.75%
Due in 5-10 years, Contractual Maturities	2,983	3,274
Percentage of Weighted Average Yield, Due In 5-10 years	1.71%	2.11%
Due in 10 years or More, Contractual Maturities	$ 5,049	$ 4,309
Percentage of Weighted Average Yield, Due After 10 Years	1.85%	2.14%

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Securities Available for Sale, Realized Gains and Losses (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Available-for-sale Securities, Gross Realized Gain (Loss) [Abstract]
Gross realized gains	$ 54	$ 136	$ 210	$ 417
Gross realized losses	(8)	(32)	(13)	(36)
OTTI Write-downs	(76)	(82)	(114)	(133)
Net realized gains from securities available for sale	(30)	22	83	248
Net realized gains from private equity investments	179	159	224	290
Net realized gains from debt securities and equity investments	$ 149	$ 181	$ 307	$ 538

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Securities Available for Sale, Other-Than-Temporary Impairment (OTTI), Included in Earnings (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Securities available for sale	$ 76	$ 82	$ 114	$ 133
Nonmarketable equity investments	35	38	75	52
Total OTTI write-downs included in earnings	111	120	189	185
Debt Securities [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Securities available for sale	71	77	105	127
US States and Political Subdivisions [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Securities available for sale	0	9	0	9
Residential [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Securities available for sale	22	34	37	48
Commercial [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Securities available for sale	26	3	41	33
Federal agencies [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Securities available for sale	1	0	1	0
Corporate debt securities [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Securities available for sale	0	3	2	4
Collateralized loan and other debt obligations [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Securities available for sale	0	1	0	1
Other Debt Securities [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Securities available for sale	22	27	24	32
Equity Securities [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Securities available for sale	5	5	9	6
Perpetual preferred securities [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Securities available for sale	0	5	0	6
Other equity securities [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Securities available for sale	$ 5	$ 0	$ 9	$ 0

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Securities Available for Sale, Other-Than-Temporary Impaired Debt Securities (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Total OTTI recorded as part of gross realized losses	$ 76	$ 82	$ 114	$ 133
Total changes to OCI for non-credit-related OTTI	(7)	(30)	(56)	(45)
Total OTTI losses (gains) recorded on debt securities	64	47	49	82
Debt Securities [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Total OTTI recorded as part of gross realized losses	71	77	105	127
Total changes to OCI for non-credit-related OTTI	(7)	(30)	(56)	(45)
Total OTTI losses (gains) recorded on debt securities	64	47	49	82
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	33	74	56	124
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	38	3	49	3
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	9	0	9
Total changes to OCI for non-credit-related OTTI	0	(7)	0	(7)
Residential [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Total OTTI recorded as part of gross realized losses	22	34	37	48
Total changes to OCI for non-credit-related OTTI	(7)	(54)	(16)	(63)
Commercial [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Total OTTI recorded as part of gross realized losses	26	3	41	33
Total changes to OCI for non-credit-related OTTI	0	0	(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	1	0	1
Total changes to OCI for non-credit-related OTTI	0	1	(1)	1
Other Debt Securities [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Total OTTI recorded as part of gross realized losses	22	27	24	32
Total changes to OCI for non-credit-related OTTI	0	30	2	31
Corporate debt securities [Member]
Other than Temporary Impairment Losses, Investments, Available-for-sale Securities [Abstract]
Total OTTI recorded as part of gross realized losses	0	3	2	4
Total changes to OCI for non-credit-related OTTI	$ 0	$ 0	$ 0	$ (1)

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Securities Available for Sale, Credit Loss Component (Details) (Debt Securities [Member], USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Debt Securities [Member]
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]
Credit loss component, beginning of period	$ 1,252	$ 1,302	$ 1,289	$ 1,272
Initial credit impairments	4	31	5	36
Subsequent credit impairments	29	43	51	88
Total Additions	33	74	56	124
For securities sold or matured	(59)	(58)	(111)	(70)
For recoveries of previous credit impairments	(8)	(4)	(16)	(12)
Total reductions	(67)	(62)	(127)	(82)
Credit loss component, end of period	$ 1,218	$ 1,314	$ 1,218	$ 1,314

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Securities Available for Sale, Residential Mortgage-Backed Securities, Credit Loss Component (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended	3 Months Ended	6 Months Ended	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013 Residential [Member]	Jun. 30, 2012 Residential [Member]	Jun. 30, 2013 Residential [Member]	Jun. 30, 2012 Residential [Member]	Jun. 30, 2013 Non-investment Grade [Member] Residential [Member]	Mar. 31, 2012 Non-investment Grade [Member] Residential [Member]	Jun. 30, 2013 Non-investment Grade [Member] Residential [Member]	Jun. 30, 2012 Non-investment Grade [Member] Residential [Member]
Credit Impairment Losses On Residential Mortgage Backed Securities [Abstract]
Securities available for sale	$ 76	$ 82	$ 114	$ 133	$ 22	$ 34	$ 37	$ 48	$ 22	$ 34	$ 37	$ 48
Significant inputs (non-agency - non-investment grade MBS) [Abstract]
Expected remaining life of loan losses From	1.00%	1.00%	1.00%	1.00%
Expected remaining life of loan losses To	20.00%	37.00%	20.00%	44.00%
Credit impairment distribution [Abstract]
0 - 10% range	98.00%	68.00%	96.00%	62.00%
10 - 20% range	1.00%	18.00%	3.00%	16.00%
20 - 30% range	1.00%	11.00%	1.00%	8.00%
Greater than 30%	0.00%	3.00%	0.00%	14.00%
Weighted average	6.00%	9.00%	6.00%	9.00%
Current subordination levels [Abstract]
Current subordination levels From	0.00%	0.00%	0.00%	0.00%
Current subordination levels To	5.00%	22.00%	41.00%	57.00%
Current subordination levels Weighted average	1.00%	3.00%	0.00%	2.00%
Prepayment speed (annual CPR)
Prepayment speed From	6.00%	5.00%	4.00%	5.00%
Prepayment speed To	20.00%	24.00%	20.00%	29.00%
Prepayment speed Weighted average	16.00%	14.00%	15.00%	14.00%

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Loans and Allowance for Credit Losses Textual (Details) (USD $)	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012	Dec. 31, 2012
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Unearned income, net deferred loan fees and unamortized discount and premium	$ 6,700,000,000		$ 6,700,000,000		$ 7,400,000,000
Loan charge-offs	1,669,000,000	2,689,000,000	3,530,000,000	5,569,000,000
Allowance for Credit Losses, Purchased Credit-Impaired	71,000,000	212,000,000	71,000,000	212,000,000	117,000,000
Financing Receivable, Recorded Investment, nonaccrual status	17,915,000,000		17,915,000,000		20,486,000,000
90 days or more past due and still accruing	22,197,000,000		22,197,000,000		23,245,000,000
Impaired loans, Recorded Investment	29,679,000,000		29,679,000,000		30,012,000,000
Unpaid principal balance	35,840,000,000		35,840,000,000		36,255,000,000
Total unfunded loan commitments on troubled debt restructurings	471,000,000		471,000,000		421,000,000
Financing Receivable Modifications, principal forgiven	95,000,000	130,000,000	229,000,000	221,000,000
Other interest rate concessions, primary modification type	1,525,000,000	1,314,000,000	3,991,000,000	3,143,000,000
High Value Properties, Threshold	1,000,000		1,000,000
Loans remodified	647,000,000	601,000,000	1,600,000,000	1,200,000,000
Home Affordable Modification Program [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Impaired loans, Recorded Investment	352,000,000		352,000,000		402,000,000
Second Lien Modification Program [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Impaired loans, Recorded Investment	53,000,000		53,000,000		45,000,000
Proprietary Program [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Impaired loans, Recorded Investment	311,000,000		311,000,000		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	5,400,000,000		5,400,000,000		6,000,000,000
Trial modifications [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Impaired loans, Recorded Investment	716,000,000		716,000,000		705,000,000
Trial modifications [Member] | Financing Receivable Accruing [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Impaired loans, Recorded Investment	295,000,000		295,000,000		276,000,000
Trial modifications [Member] | Financing Receivable Nonaccruing [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Impaired loans, Recorded Investment	421,000,000		421,000,000		429,000,000
Commercial and Industrial Loans [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Loan charge-offs	184,000,000	360,000,000	365,000,000	719,000,000
Financing Receivable, Recorded Investment, nonaccrual status	1,022,000,000		1,022,000,000		1,422,000,000
Impaired loans, Recorded Investment	1,499,000,000		1,499,000,000		2,086,000,000
Unpaid principal balance	2,502,000,000		2,502,000,000		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	6,000,000		6,000,000		23,000,000
Commercial Real Estate Mortgage [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Loan charge-offs	49,000,000	114,000,000	109,000,000	196,000,000
Financing Receivable, Recorded Investment, nonaccrual status	2,708,000,000		2,708,000,000		3,322,000,000
Impaired loans, Recorded Investment	4,113,000,000		4,113,000,000		4,673,000,000
Unpaid principal balance	5,130,000,000		5,130,000,000		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	81,000,000		81,000,000		140,000,000
Commercial Real Estate Construction [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Loan charge-offs	7,000,000	60,000,000	12,000,000	140,000,000
Financing Receivable, Recorded Investment, nonaccrual status	665,000,000		665,000,000		1,003,000,000
Impaired loans, Recorded Investment	981,000,000		981,000,000		1,345,000,000
Unpaid principal balance	1,407,000,000		1,407,000,000		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	101,000,000		101,000,000		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	16,400,000,000		16,400,000,000
Financing Receivable, Recorded Investment, nonaccrual status	3,400,000,000		3,400,000,000
Total Commercial [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Loan charge-offs	272,000,000	556,000,000	532,000,000	1,114,000,000
Allowance for Credit Losses, Purchased Credit-Impaired	49,000,000		49,000,000		88,000,000
Financing Receivable, Recorded Investment, nonaccrual status	4,455,000,000		4,455,000,000		5,824,000,000
Impaired loans, Recorded Investment	6,661,000,000		6,661,000,000		8,186,000,000
Unpaid principal balance	9,200,000,000		9,200,000,000		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		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	351,000,000		351,000,000		457,000,000
Total Consumer [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Loan charge-offs	1,397,000,000	2,133,000,000	2,998,000,000	4,455,000,000
Allowance for Credit Losses, Purchased Credit-Impaired	22,000,000		22,000,000		29,000,000
Financing Receivable, Recorded Investment, nonaccrual status	13,460,000,000		13,460,000,000		14,662,000,000
Financing Receivable, Recorded Investment, equal to or greater than 90 days past due	8,700,000,000		8,700,000,000		10,300,000,000
90 days or more past due and still accruing	938,000,000		938,000,000		1,100,000,000
Impaired loans, Recorded Investment	23,018,000,000		23,018,000,000		21,826,000,000
Unpaid principal balance	26,640,000,000		26,640,000,000		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	617,000,000		1,900,000,000
Real estate 1-4 family first mortgage [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Loan charge-offs	392,000,000	772,000,000	867,000,000	1,600,000,000
Financing Receivable, Recorded Investment, nonaccrual status	10,705,000,000		10,705,000,000		11,455,000,000
Financing Receivables equal to or greater than 180 days past due, Percentage of Portfolio	2.50%		2.50%		3.00%
Impaired loans, Recorded Investment	19,754,000,000		19,754,000,000		18,472,000,000
Unpaid principal balance	22,778,000,000		22,778,000,000		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	293,000,000		293,000,000		336,000,000
Real estate 1-4 family junior lien mortgage [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Loan charge-offs	428,000,000	757,000,000	942,000,000	1,577,000,000
Financing Receivable, Recorded Investment, nonaccrual status	2,522,000,000		2,522,000,000		2,922,000,000
Impaired loans, Recorded Investment	2,511,000,000		2,511,000,000		2,483,000,000
Unpaid principal balance	3,049,000,000		3,049,000,000		2,855,000,000
Automobile [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Loan charge-offs	126,000,000	131,000,000	290,000,000	310,000,000
Financing Receivable, Recorded Investment, nonaccrual status	200,000,000		200,000,000		245,000,000
Impaired loans, Recorded Investment	246,000,000		246,000,000		314,000,000
Unpaid principal balance	298,000,000		298,000,000		314,000,000
FHA Insured/VA Guaranteed [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
90 days or more past due and still accruing	20,112,000,000		20,112,000,000		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	19,500,000,000		19,500,000,000		20,200,000,000
FHA Insured, VA Or FFELP Guaranteed [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Financing Receivable, certain purchases net of certain transfers to held for sale	805,000,000	2,000,000,000	2,800,000,000	5,500,000,000
90 days or more past due and still accruing	21,000,000,000		21,000,000,000		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	931,000,000		931,000,000		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	931,000,000		931,000,000		1,100,000,000
Lease Financing [Member]
Accounts Notes Loans And Financing Receivable (Textual) [Abstract]
Loan charge-offs	24,000,000	5,000,000	27,000,000	13,000,000
Financing Receivable, Recorded Investment, nonaccrual status	20,000,000		20,000,000		27,000,000
Impaired loans, Recorded Investment	27,000,000		27,000,000		39,000,000
Unpaid principal balance	$ 65,000,000		$ 65,000,000		$ 54,000,000

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Loans and Allowance for Credit Losses, Loans Outstanding (Details) (USD $) In Millions, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 801,974	$ 799,574
Total Commercial [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	363,472	361,198
Commercial and Industrial Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	188,758	187,759
Commercial Real Estate Mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	104,673	106,340
Commercial Real Estate Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	16,442	16,904
Lease Financing [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	11,766	12,424
Foreign Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	41,833	37,771
Total Consumer [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	438,502	438,376
Real estate 1-4 family first mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	252,841	249,900
Real estate 1-4 family junior lien mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	70,059	75,465
Credit Card [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	24,815	24,640
Automobile [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	48,648	45,998
Other revolving credit and installment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans	$ 42,139	$ 42,373

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Loans and Allowance for Credit Losses, Significant Activity (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Loans and Allowance for Credit Losses, Significant Activity [Abstract]
Purchases	$ 2,624	$ 7,303	$ 3,729	$ 9,342
Sales	(1,926)	(1,285)	(4,258)	(3,258)
Transfers (to) MHFS/LHFS	(58)	14	(145)	(23)
Commercial Portfolio Segment [Member]
Loans and Allowance for Credit Losses, Significant Activity [Abstract]
Purchases	2,122	7,219	3,148	9,175
Sales	(1,796)	(1,115)	(3,812)	(2,935)
Transfers (to) MHFS/LHFS	(53)	18	(133)	(18)
Consumer Portfolio Segment [Member]
Loans and Allowance for Credit Losses, Significant Activity [Abstract]
Purchases	502	84	581	167
Sales	(130)	(170)	(446)	(323)
Transfers (to) MHFS/LHFS	$ (5)	$ (4)	$ (12)	$ (5)

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Loans and Allowance for Credit Losses, Commitments to Lend (Details) (USD $) In Millions, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total unfunded credit commitments	$ 432,747	$ 423,665
Total Commercial [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total unfunded credit commitments	249,471	239,323
Commercial and Industrial Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total unfunded credit commitments	222,884	215,626
Commercial Real Estate Mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total unfunded credit commitments	5,338	6,165
Commercial Real Estate Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total unfunded credit commitments	9,619	9,109
Lease Financing [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total unfunded credit commitments	82	0
Foreign Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total unfunded credit commitments	11,548	8,423
Total Consumer [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total unfunded credit commitments	183,276	184,342
Real estate 1-4 family first mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total unfunded credit commitments	37,066	42,657
Real estate 1-4 family junior lien mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total unfunded credit commitments	48,949	50,934
Credit Card [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total unfunded credit commitments	75,373	70,960
Other revolving credit and installment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total unfunded credit commitments	$ 21,888	$ 19,791

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Loans and Allowance for Credit Losses, Allowance for Credit Losses (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012	Dec. 31, 2012
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses, beginning balance	$ 17,193	$ 19,129	$ 17,477	$ 19,668
Provision for credit losses	652	1,800	1,871	3,795
Interest income on certain impaired loans	(73)	(82)	(146)	(169)
Loan charge-offs	(1,669)	(2,689)	(3,530)	(5,569)
Loan recoveries	517	489	959	974
Net loan charge-offs	(1,152)	(2,200)	(2,571)	(4,595)
Allowances related to business combinations/other	(2)	(1)	(13)	(53)
Allowance for credit losses, ending balance	16,618	18,646	16,618	18,646
Components: Allowance for loan losses	16,144	18,320	16,144	18,320	17,060
Components: Allowance for unfunded credit commitments	474	326	474	326
Components: Allowance for credit losses	16,618	18,646	16,618	18,646
Net loan charge-offs (annualized) as a percentage of average total loans	0.58%	1.15%	0.65%	1.20%
Allowance for loan losses as a percentage of total loans	2.01%	2.36%	2.01%	2.36%
Allowance for credit losses as a percentage of total loans	2.07%	2.41%	2.07%	2.41%
Total Commercial [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses, beginning balance	5,786	6,130	5,714	6,358
Provision for credit losses	172	410	364	598
Interest income on certain impaired loans	(16)	(23)	(35)	(54)
Loan charge-offs	(272)	(556)	(532)	(1,114)
Loan recoveries	228	198	398	371
Net loan charge-offs	(44)	(358)	(134)	(743)
Allowances related to business combinations/other	(2)	0	(13)	0
Allowance for credit losses, ending balance	5,896	6,159	5,896	6,159
Components: Allowance for credit losses	5,896	6,159	5,896	6,159
Commercial and Industrial Loans [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(184)	(360)	(365)	(719)
Loan recoveries	107	111	195	214
Commercial Real Estate Mortgage [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(49)	(114)	(109)	(196)
Loan recoveries	54	33	85	69
Commercial Real Estate Construction [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(7)	(60)	(12)	(140)
Loan recoveries	52	43	91	56
Lease Financing [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(24)	(5)	(27)	(13)
Loan recoveries	6	5	10	11
Foreign Loans [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(8)	(17)	(19)	(46)
Loan recoveries	9	6	17	21
Total Consumer [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses, beginning balance	11,407	12,999	11,763	13,310
Provision for credit losses	480	1,390	1,507	3,197
Interest income on certain impaired loans	(57)	(59)	(111)	(115)
Loan charge-offs	(1,397)	(2,133)	(2,998)	(4,455)
Loan recoveries	289	291	561	603
Net loan charge-offs	(1,108)	(1,842)	(2,437)	(3,852)
Allowances related to business combinations/other	0	(1)	0	(53)
Allowance for credit losses, ending balance	10,722	12,487	10,722	12,487
Components: Allowance for credit losses	10,722	12,487	10,722	12,487
Real estate 1-4 family first mortgage [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(392)	(772)	(867)	(1,600)
Loan recoveries	64	29	110	66
Real estate 1-4 family junior lien mortgage [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(428)	(757)	(942)	(1,577)
Loan recoveries	69	68	134	125
Credit Card [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(266)	(286)	(532)	(587)
Loan recoveries	32	46	63	105
Automobile [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(126)	(131)	(290)	(310)
Loan recoveries	84	103	172	208
Other revolving credit and installment [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Loan charge-offs	(185)	(187)	(367)	(381)
Loan recoveries	$ 40	$ 45	$ 82	$ 99

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Loans and Allowance for Credit Losses, Allowance for Credit Losses by Category (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses, beginning balance	$ 17,193	$ 19,129	$ 17,477	$ 19,668
Provision for credit losses	652	1,800	1,871	3,795
Interest income on certain impaired loans	(73)	(82)	(146)	(169)
Loan charge-offs	(1,669)	(2,689)	(3,530)	(5,569)
Loan recoveries	517	489	959	974
Net loan charge-offs	(1,152)	(2,200)	(2,571)	(4,595)
Allowances related to business combinations/other	(2)	(1)	(13)	(53)
Allowance for credit losses, ending balance	16,618	18,646	16,618	18,646
Commercial Portfolio Segment [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses, beginning balance	5,786	6,130	5,714	6,358
Provision for credit losses	172	410	364	598
Interest income on certain impaired loans	(16)	(23)	(35)	(54)
Loan charge-offs	(272)	(556)	(532)	(1,114)
Loan recoveries	228	198	398	371
Net loan charge-offs	(44)	(358)	(134)	(743)
Allowances related to business combinations/other	(2)	0	(13)	0
Allowance for credit losses, ending balance	5,896	6,159	5,896	6,159
Consumer Portfolio Segment [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses, beginning balance	11,407	12,999	11,763	13,310
Provision for credit losses	480	1,390	1,507	3,197
Interest income on certain impaired loans	(57)	(59)	(111)	(115)
Loan charge-offs	(1,397)	(2,133)	(2,998)	(4,455)
Loan recoveries	289	291	561	603
Net loan charge-offs	(1,108)	(1,842)	(2,437)	(3,852)
Allowances related to business combinations/other	0	(1)	0	(53)
Allowance for credit losses, ending balance	$ 10,722	$ 12,487	$ 10,722	$ 12,487

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Loans and Allowance for Credit Losses, Loans by Credit Impairment Methodology (Details) (USD $) In Millions, unless otherwise specified	Jun. 30, 2013	Mar. 31, 2013	Dec. 31, 2012	Jun. 30, 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	$ 10,569		$ 11,475
Allowance for Credit Losses, Individually evaluated	5,978		5,885
Allowance for Credit Losses, Purchased Credit-Impaired	71		117	212
Total allowance for credit losses	16,618	17,193	17,477	18,646	19,129	19,668
Financing Receivable, Collectively evaluated	743,496		738,594
Financing Receivable, Individually evaluated	29,679		30,012
Purchased Credit Impaired Loans	28,799		30,968				58,797
Loans	801,974		799,574
Commercial Portfolio Segment [Member]
Loans and Allowance for Credit Losses, by Credit Impairment Method [Abstract]
Allowance for Credit Losses, Collectively evaluated	4,360		3,951
Allowance for Credit Losses, Individually evaluated	1,487		1,675
Allowance for Credit Losses, Purchased Credit-Impaired	49		88
Total allowance for credit losses	5,896	5,786	5,714	6,159	6,130	6,358
Financing Receivable, Collectively evaluated	353,554		349,035
Financing Receivable, Individually evaluated	6,661		8,186
Purchased Credit Impaired Loans	3,257		3,977				18,704
Loans	363,472		361,198
Consumer Portfolio Segment [Member]
Loans and Allowance for Credit Losses, by Credit Impairment Method [Abstract]
Allowance for Credit Losses, Collectively evaluated	6,209		7,524
Allowance for Credit Losses, Individually evaluated	4,491		4,210
Allowance for Credit Losses, Purchased Credit-Impaired	22		29
Total allowance for credit losses	10,722	11,407	11,763	12,487	12,999	13,310
Financing Receivable, Collectively evaluated	389,942		389,559
Financing Receivable, Individually evaluated	23,018		21,826
Purchased Credit Impaired Loans	25,542		26,991				40,093
Loans	$ 438,502		$ 438,376

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Loans and Allowance for Credit Losses, Loans by Credit Quality Indicator, Commercial (Details) (USD $) In Millions, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012	Dec. 31, 2008
Loans and Leases Receivable Disclosure [Abstract]
Purchased Credit Impaired Loans	$ 28,799	$ 30,968	$ 58,797
Loans	801,974	799,574
Total Commercial [Member]
Loans and Leases Receivable Disclosure [Abstract]
Purchased Credit Impaired Loans	3,257	3,977	18,704
Loans	363,472	361,198
Commercial and Industrial Loans [Member]
Loans and Leases Receivable Disclosure [Abstract]
Purchased Credit Impaired Loans	195	259	4,580
Loans	188,758	187,759
Commercial Real Estate Mortgage [Member]
Loans and Leases Receivable Disclosure [Abstract]
Purchased Credit Impaired Loans	1,746	1,970	5,803
Loans	104,673	106,340
Commercial Real Estate Construction [Member]
Loans and Leases Receivable Disclosure [Abstract]
Purchased Credit Impaired Loans	602	877	6,462
Loans	16,442	16,904
Lease Financing [Member]
Loans and Leases Receivable Disclosure [Abstract]
Purchased Credit Impaired Loans	0	0
Loans	11,766	12,424
Foreign Loans [Member]
Loans and Leases Receivable Disclosure [Abstract]
Purchased Credit Impaired Loans	714	871	1,859
Loans	41,833	37,771
Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Commercial [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	360,215	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	324,948	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	35,267	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	188,563	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	172,072	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	16,491	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	102,927	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	88,937	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	13,990	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	15,840	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	13,393	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	2,447	3,803
Loans Excluding Purchased Credit-Impaired Loans [Member] | Lease Financing [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	11,766	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	11,180	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	586	637
Loans Excluding Purchased Credit-Impaired Loans [Member] | Foreign Loans [Member]
Loans and Leases Receivable Disclosure [Abstract]
Loans, excluding Purchased Credit Impaired Loans	41,119	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	39,366	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	$ 1,753	$ 1,520

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Loans and Allowance for Credit Losses, Loans by Delinquency Status, Commercial (Details) (USD $) In Millions, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012	Dec. 31, 2008
Financing Receivable, Recorded Investment, Aging [Abstract]
90+ DPD and still accruing	$ 22,197	$ 23,245
Nonaccrual loans	17,915	20,486
Purchased Credit Impaired Loans	28,799	30,968	58,797
Loans	801,974	799,574
Total Commercial [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Nonaccrual loans	4,455	5,824
Purchased Credit Impaired Loans	3,257	3,977	18,704
Loans	363,472	361,198
Commercial and Industrial Loans [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Nonaccrual loans	1,022	1,422
Purchased Credit Impaired Loans	195	259	4,580
Loans	188,758	187,759
Commercial Real Estate Mortgage [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Nonaccrual loans	2,708	3,322
Purchased Credit Impaired Loans	1,746	1,970	5,803
Loans	104,673	106,340
Commercial Real Estate Construction [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Nonaccrual loans	665	1,003
Purchased Credit Impaired Loans	602	877	6,462
Loans	16,442	16,904
Lease Financing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Nonaccrual loans	20	27
Purchased Credit Impaired Loans	0	0
Loans	11,766	12,424
Foreign Loans [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Nonaccrual loans	40	50
Purchased Credit Impaired Loans	714	871	1,859
Loans	41,833	37,771
Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Commercial [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current-29 DPD and still accruing	354,362	349,973
30-89 DPD and still accruing	1,182	1,121
90+ DPD and still accruing	216	303
Nonaccrual loans	4,455	5,824
Loans, excluding Purchased Credit Impaired Loans	360,215	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	187,020	185,614
30-89 DPD and still accruing	484	417
90+ DPD and still accruing	37	47
Nonaccrual loans	1,022	1,422
Loans, excluding Purchased Credit Impaired Loans	188,563	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	99,544	100,317
30-89 DPD and still accruing	500	503
90+ DPD and still accruing	175	228
Nonaccrual loans	2,708	3,322
Loans, excluding Purchased Credit Impaired Loans	102,927	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	15,032	14,861
30-89 DPD and still accruing	139	136
90+ DPD and still accruing	4	27
Nonaccrual loans	665	1,003
Loans, excluding Purchased Credit Impaired Loans	15,840	16,027
Loans Excluding Purchased Credit-Impaired Loans [Member] | Lease Financing [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current-29 DPD and still accruing	11,739	12,344
30-89 DPD and still accruing	7	53
90+ DPD and still accruing	0	0
Nonaccrual loans	20	27
Loans, excluding Purchased Credit Impaired Loans	11,766	12,424
Loans Excluding Purchased Credit-Impaired Loans [Member] | Foreign Loans [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current-29 DPD and still accruing	41,027	36,837
30-89 DPD and still accruing	52	12
90+ DPD and still accruing	0	1
Nonaccrual loans	40	50
Loans, excluding Purchased Credit Impaired Loans	$ 41,119	$ 36,900

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Loans and Allowance for Credit Losses, Loans by Delinquency Status, Consumer (Details) (USD $) In Millions, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012	Dec. 31, 2008
Financing Receivable, Recorded Investment, Aging [Abstract]
Purchased Credit Impaired Loans (carrying value)	$ 28,799	$ 30,968	$ 58,797
Loans	801,974	799,574
Total Consumer [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Purchased Credit Impaired Loans (carrying value)	25,542	26,991	40,093
Loans	438,502	438,376
Real estate 1-4 family first mortgage [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Purchased Credit Impaired Loans (carrying value)	25,408	26,839	39,214
Loans	252,841	249,900
Real estate 1-4 family junior lien mortgage [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Purchased Credit Impaired Loans (carrying value)	134	152	728
Loans	70,059	75,465
Credit Card [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Purchased Credit Impaired Loans (carrying value)	0	0
Loans	24,815	24,640
Automobile [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Purchased Credit Impaired Loans (carrying value)	0	0	151
Loans	48,648	45,998
Other revolving credit and installment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Purchased Credit Impaired Loans (carrying value)	0	0
Loans	42,139	42,373
Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Consumer [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current-29 DPD	356,901	351,621
30-59 DPD	4,384	5,049
60-89 DPD	1,861	2,282
90-119 DPD	1,077	1,370
120-179 DPD	1,287	1,719
180+ DPD	6,312	7,179
Government insured/guaranteed loans	41,138	42,165
Loans, excluding Purchased Credit Impaired Loans	412,960	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	186,212	179,870
30-59 DPD	3,034	3,295
60-89 DPD	1,256	1,528
90-119 DPD	682	853
120-179 DPD	834	1,141
180+ DPD	5,793	6,655
Government insured/guaranteed loans	29,622	29,719
Loans, excluding Purchased Credit Impaired Loans	227,433	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	68,223	73,256
30-59 DPD	468	577
60-89 DPD	272	339
90-119 DPD	192	265
120-179 DPD	259	358
180+ DPD	511	518
Government insured/guaranteed loans	0	0
Loans, excluding Purchased Credit Impaired Loans	69,925	75,313
Loans Excluding Purchased Credit-Impaired Loans [Member] | Credit Card [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current-29 DPD	24,268	23,976
30-59 DPD	166	211
60-89 DPD	118	143
90-119 DPD	95	122
120-179 DPD	168	187
180+ DPD	0	1
Government insured/guaranteed loans	0	0
Loans, excluding Purchased Credit Impaired Loans	24,815	24,640
Loans Excluding Purchased Credit-Impaired Loans [Member] | Automobile [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current-29 DPD	47,889	44,973
30-59 DPD	587	798
60-89 DPD	127	164
90-119 DPD	40	57
120-179 DPD	4	5
180+ DPD	1	1
Government insured/guaranteed loans	0	0
Loans, excluding Purchased Credit Impaired Loans	48,648	45,998
Loans Excluding Purchased Credit-Impaired Loans [Member] | Other revolving credit and installment [Member]
Financing Receivable, Recorded Investment, Aging [Abstract]
Current-29 DPD	30,309	29,546
30-59 DPD	129	168
60-89 DPD	88	108
90-119 DPD	68	73
120-179 DPD	22	28
180+ DPD	7	4
Government insured/guaranteed loans	11,516	12,446
Loans, excluding Purchased Credit Impaired Loans	$ 42,139	$ 42,373

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Loans and Allowance for Credit Losses, Loans by FICO Score, Consumer (Details) (USD $) In Millions, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012	Dec. 31, 2008
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Purchased Credit Impaired Loans (carrying value)	$ 28,799	$ 30,968	$ 58,797
Loans	801,974	799,574
Total Consumer [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Purchased Credit Impaired Loans (carrying value)	25,542	26,991	40,093
Loans	438,502	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)	25,408	26,839	39,214
Loans	252,841	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)	134	152	728
Loans	70,059	75,465
Credit Card [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Purchased Credit Impaired Loans (carrying value)	0	0
Loans	24,815	24,640
Automobile [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Purchased Credit Impaired Loans (carrying value)	0	0	151
Loans	48,648	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	42,139	42,373
Loans Excluding Purchased Credit-Impaired Loans [Member] | Total Consumer [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Less than 600	32,259	35,189
600-639	21,909	22,232
640-679	36,234	36,263
680-719	52,733	52,716
720-759	63,589	63,337
760-799	104,519	102,300
Greater than 800	48,132	43,148
No FICO available	7,535	8,632
FICO not required	4,912	5,403
Government insured/guaranteed loans	41,138	42,165
Loans, excluding Purchased Credit Impaired Loans	412,960	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	15,868	17,662
600-639	9,727	10,208
640-679	15,456	15,764
680-719	24,695	24,725
720-759	32,563	31,502
760-799	67,997	63,946
Greater than 800	28,477	26,044
No FICO available	3,028	3,491
FICO not required	0	0
Government insured/guaranteed loans	29,622	29,719
Loans, excluding Purchased Credit Impaired Loans	227,433	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	5,199	6,122
600-639	3,445	3,660
640-679	6,318	6,574
680-719	10,764	11,361
720-759	14,848	15,992
760-799	20,326	21,874
Greater than 800	7,967	8,526
No FICO available	1,058	1,204
FICO not required	0	0
Government insured/guaranteed loans	0	0
Loans, excluding Purchased Credit Impaired Loans	69,925	75,313
Loans Excluding Purchased Credit-Impaired Loans [Member] | Credit Card [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Less than 600	2,239	2,314
600-639	1,986	1,961
640-679	3,791	3,772
680-719	4,996	4,990
720-759	5,089	5,114
760-799	4,082	4,109
Greater than 800	2,115	2,223
No FICO available	517	157
FICO not required	0	0
Government insured/guaranteed loans	0	0
Loans, excluding Purchased Credit Impaired Loans	24,815	24,640
Loans Excluding Purchased Credit-Impaired Loans [Member] | Automobile [Member]
Loans by FICO, Excluding Purchased Credit Impaired Loans [Abstract]
Less than 600	8,077	7,928
600-639	5,829	5,451
640-679	8,713	8,142
680-719	8,674	7,949
720-759	6,242	5,787
760-799	5,892	5,400
Greater than 800	4,928	4,443
No FICO available	293	898
FICO not required	0	0
Government insured/guaranteed loans	0	0
Loans, excluding Purchased Credit Impaired Loans	48,648	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	876	1,163
600-639	922	952
640-679	1,956	2,011
680-719	3,604	3,691
720-759	4,847	4,942
760-799	6,222	6,971
Greater than 800	4,645	1,912
No FICO available	2,639	2,882
FICO not required	4,912	5,403
Government insured/guaranteed loans	11,516	12,446
Loans, excluding Purchased Credit Impaired Loans	$ 42,139	$ 42,373

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Loans and Allowance for Credit Losses, Loans by Loan to Value Ratio, Consumer (Details) (USD $) In Millions, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012	Dec. 31, 2008
Loans by Loan to Value, Excluding Purchased Credit Impaired Loans [Abstract]
Purchased Credit Impaired Loans (carrying value)	$ 28,799	$ 30,968	$ 58,797
Loans	801,974	799,574
Residential Mortgage [Member]
Loans by Loan to Value, Excluding Purchased Credit Impaired Loans [Abstract]
Purchased Credit Impaired Loans (carrying value)	25,542	26,991
Loans	322,900	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%	76,410	68,417
60.01-80%	86,057	84,927
80.01-100%	53,288	52,868
100.01-120%	26,753	30,580
Greater than 120%	21,898	28,139
No LTV/CLTV Available	3,330	3,724
Government insured/guaranteed loans	29,622	29,719
Loans, excluding Purchased Credit Impaired Loans	297,358	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)	25,408	26,839	39,214
Loans	252,841	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%	64,707	56,247
60.01-80%	70,525	69,759
80.01-100%	36,177	34,830
100.01-120%	14,559	17,004
Greater than 120%	10,087	13,529
No LTV/CLTV Available	1,756	1,973
Government insured/guaranteed loans	29,622	29,719
Loans, excluding Purchased Credit Impaired Loans	227,433	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)	134	152	728
Loans	70,059	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%	11,703	12,170
60.01-80%	15,532	15,168
80.01-100%	17,111	18,038
100.01-120%	12,194	13,576
Greater than 120%	11,811	14,610
No LTV/CLTV Available	1,574	1,751
Government insured/guaranteed loans	0	0
Loans, excluding Purchased Credit Impaired Loans	$ 69,925	$ 75,313

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Loans and Allowance for Credit Losses, Nonaccrual (Details) (USD $) In Millions, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012
Nonaccrual Loans [Abstract]
Nonaccrual loans	$ 17,915	$ 20,486
Total Commercial [Member]
Nonaccrual Loans [Abstract]
Nonaccrual loans	4,455	5,824
Commercial and Industrial Loans [Member]
Nonaccrual Loans [Abstract]
Nonaccrual loans	1,022	1,422
Commercial Real Estate Mortgage [Member]
Nonaccrual Loans [Abstract]
Nonaccrual loans	2,708	3,322
Commercial Real Estate Construction [Member]
Nonaccrual Loans [Abstract]
Nonaccrual loans	665	1,003
Lease Financing [Member]
Nonaccrual Loans [Abstract]
Nonaccrual loans	20	27
Foreign Loans [Member]
Nonaccrual Loans [Abstract]
Nonaccrual loans	40	50
Total Consumer [Member]
Nonaccrual Loans [Abstract]
Nonaccrual loans	13,460	14,662
Real estate 1-4 family first mortgage [Member]
Nonaccrual Loans [Abstract]
Nonaccrual loans	10,705	11,455
Real estate 1-4 family junior lien mortgage [Member]
Nonaccrual Loans [Abstract]
Nonaccrual loans	2,522	2,922
Automobile [Member]
Nonaccrual Loans [Abstract]
Nonaccrual loans	200	245
Other revolving credit and installment [Member]
Nonaccrual Loans [Abstract]
Nonaccrual loans	$ 33	$ 40

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Loans and Allowance for Credit Losses, 90 Days or More Past Due and Still Accruing (Details) (USD $) In Millions, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012
90 days or More Past Due and Still Accruing Loans [Abstract]
90 days or more past due and still accruing	$ 22,197	$ 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	20,112	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	931	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	938	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	1,154	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	216	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	37	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	175	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	4	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	0	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	938	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	476	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	92	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	263	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	32	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	$ 75	$ 85

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Loans and Allowance for Credit Losses, Impaired Loans (Details) (USD $) In Millions, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012
Impaired Loans [Abstract]
Unpaid principal balance	$ 35,840	$ 36,255
Impaired loans, Recorded Investment	29,679	30,012
Impaired Financing Receivable, with Related Allowance, Recorded Investment	23,259	26,215
Related allowance for credit losses	5,978	5,884
Total Commercial [Member]
Impaired Loans [Abstract]
Unpaid principal balance	9,200	11,235
Impaired loans, Recorded Investment	6,661	8,186
Impaired Financing Receivable, with Related Allowance, Recorded Investment	6,265	8,050
Related allowance for credit losses	1,487	1,674
Commercial and Industrial Loans [Member]
Impaired Loans [Abstract]
Unpaid principal balance	2,502	3,331
Impaired loans, Recorded Investment	1,499	2,086
Impaired Financing Receivable, with Related Allowance, Recorded Investment	1,323	2,086
Related allowance for credit losses	274	353
Commercial Real Estate Mortgage [Member]
Impaired Loans [Abstract]
Unpaid principal balance	5,130	5,766
Impaired loans, Recorded Investment	4,113	4,673
Impaired Financing Receivable, with Related Allowance, Recorded Investment	3,920	4,537
Related allowance for credit losses	1,014	1,025
Commercial Real Estate Construction [Member]
Impaired Loans [Abstract]
Unpaid principal balance	1,407	1,975
Impaired loans, Recorded Investment	981	1,345
Impaired Financing Receivable, with Related Allowance, Recorded Investment	954	1,345
Related allowance for credit losses	185	276
Lease Financing [Member]
Impaired Loans [Abstract]
Unpaid principal balance	65	54
Impaired loans, Recorded Investment	27	39
Impaired Financing Receivable, with Related Allowance, Recorded Investment	27	39
Related allowance for credit losses	9	11
Foreign Loans [Member]
Impaired Loans [Abstract]
Unpaid principal balance	96	109
Impaired loans, Recorded Investment	41	43
Impaired Financing Receivable, with Related Allowance, Recorded Investment	41	43
Related allowance for credit losses	5	9
Total Consumer [Member]
Impaired Loans [Abstract]
Unpaid principal balance	26,640	25,020
Impaired loans, Recorded Investment	23,018	21,826
Impaired Financing Receivable, with Related Allowance, Recorded Investment	16,994	18,165
Related allowance for credit losses	4,491	4,210
Real estate 1-4 family first mortgage [Member]
Impaired Loans [Abstract]
Unpaid principal balance	22,778	21,293
Impaired loans, Recorded Investment	19,754	18,472
Impaired Financing Receivable, with Related Allowance, Recorded Investment	14,263	15,224
Related allowance for credit losses	3,513	3,074
Real estate 1-4 family junior lien mortgage [Member]
Impaired Loans [Abstract]
Unpaid principal balance	3,049	2,855
Impaired loans, Recorded Investment	2,511	2,483
Impaired Financing Receivable, with Related Allowance, Recorded Investment	2,093	2,070
Related allowance for credit losses	764	859
Credit Card [Member]
Impaired Loans [Abstract]
Unpaid principal balance	477	531
Impaired loans, Recorded Investment	477	531
Impaired Financing Receivable, with Related Allowance, Recorded Investment	477	531
Related allowance for credit losses	197	244
Automobile [Member]
Impaired Loans [Abstract]
Unpaid principal balance	298	314
Impaired loans, Recorded Investment	246	314
Impaired Financing Receivable, with Related Allowance, Recorded Investment	137	314
Related allowance for credit losses	16	27
Other revolving credit and installment [Member]
Impaired Loans [Abstract]
Unpaid principal balance	38	27
Impaired loans, Recorded Investment	30	26
Impaired Financing Receivable, with Related Allowance, Recorded Investment	24	26
Related allowance for credit losses	$ 1	$ 6

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Loans and Allowance for Credit Losses, Impaired Loans, Average Recorded Investment and Interest Income (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	$ 29,868	$ 27,350	$ 29,671	$ 27,598
Recognized interest income	392	320	774	629
Interest Income On Impaired Loans [Abstract]
Interest income, cash basis of accounting	119	77	242	126
Interest income, other	273	243	532	503
Total Commercial [Member]
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	6,920	9,768	7,096	10,073
Recognized interest income	69	83	139	149
Commercial and Industrial Loans [Member]
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	1,573	2,665	1,603	2,756
Recognized interest income	22	33	48	72
Commercial Real Estate Mortgage [Member]
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	4,194	5,016	4,250	5,095
Recognized interest income	36	33	68	50
Commercial Real Estate Construction [Member]
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	1,082	1,986	1,174	2,124
Recognized interest income	11	17	23	27
Lease Financing [Member]
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	30	58	32	60
Recognized interest income	0	0	0	0
Foreign Loans [Member]
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	41	43	37	38
Recognized interest income	0	0	0	0
Total Consumer [Member]
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	22,948	17,582	22,575	17,525
Recognized interest income	323	237	635	480
Real estate 1-4 family first mortgage [Member]
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	19,669	14,641	19,275	14,563
Recognized interest income	264	190	515	379
Real estate 1-4 family junior lien mortgage [Member]
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	2,499	2,079	2,490	2,065
Recognized interest income	38	22	73	44
Credit Card [Member]
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	490	582	503	587
Recognized interest income	14	17	29	31
Automobile [Member]
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	262	256	280	285
Recognized interest income	7	8	17	26
Other revolving credit and installment [Member]
Impaired Loans, Average Recorded Investment [Abstract]
Average recorded investment	28	24	27	25
Recognized interest income	$ 0	$ 0	$ 1	$ 0

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Loans and Allowance for Credit Losses, Troubled Debt Restructurings Modifications by Type (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Primary Modification Type [Abstract]
Principal	$ 312	$ 381	$ 723	$ 713
Interest rate reduction	590	434	1,213	956
Other interest rate concessions	1,525	1,314	3,991	3,143
Total	2,427	2,129	5,927	4,812
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	58	137	188	222
Weighted average interest rate reduction	3.06%	3.58%	3.19%	3.67%
Recorded investment related to interest rate reduction	799	743	1,690	1,526
Total Commercial [Member]
Primary Modification Type [Abstract]
Principal	4	17	43	22
Interest rate reduction	114	87	256	149
Other interest rate concessions	670	977	1,528	1,973
Total	788	1,081	1,827	2,144
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	1	42	11	53
Weighted average interest rate reduction	1.54%	1.36%	3.20%	1.54%
Recorded investment related to interest rate reduction	114	88	256	151
Commercial and Industrial Loans [Member]
Primary Modification Type [Abstract]
Principal	0	10	0	11
Interest rate reduction	16	14	83	22
Other interest rate concessions	234	348	561	749
Total	250	372	644	782
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	0	23	1	26
Weighted average interest rate reduction	1.46%	1.82%	6.42%	1.62%
Recorded investment related to interest rate reduction	16	14	83	23
Commercial Real Estate Mortgage [Member]
Primary Modification Type [Abstract]
Principal	4	7	28	11
Interest rate reduction	95	68	170	120
Other interest rate concessions	346	451	768	936
Total	445	526	966	1,067
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	1	14	6	14
Weighted average interest rate reduction	1.57%	1.14%	1.68%	1.47%
Recorded investment related to interest rate reduction	95	69	170	122
Commercial Real Estate Construction [Member]
Primary Modification Type [Abstract]
Principal	0	0	0	0
Interest rate reduction	3	5	3	7
Other interest rate concessions	90	177	199	284
Total	93	182	202	291
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	0	5	4	13
Weighted average interest rate reduction	0.83%	2.97%	0.91%	2.53%
Recorded investment related to interest rate reduction	3	5	3	6
Lease Financing [Member]
Primary Modification Type [Abstract]
Principal	0	0	0	0
Interest rate reduction	0	0	0	0
Other interest rate concessions	0	1	0	2
Total	0	1	0	2
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	0	0	0	0
Weighted average interest rate reduction	0.00%	0.00%	0.00%	0.00%
Recorded investment related to interest rate reduction	0	0	0	0
Foreign Loans [Member]
Primary Modification Type [Abstract]
Principal	0	0	15	0
Interest rate reduction	0	0	0	0
Other interest rate concessions	0	0	0	2
Total	0	0	15	2
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	0	0	0	0
Weighted average interest rate reduction	0.00%	0.00%	0.00%	0.00%
Recorded investment related to interest rate reduction	0	0	0	0
Total Consumer [Member]
Primary Modification Type [Abstract]
Principal	308	364	680	691
Interest rate reduction	476	347	957	807
Other interest rate concessions	855	337	2,463	1,170
Total	1,639	1,048	4,100	2,668
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	57	95	177	169
Weighted average interest rate reduction	3.32%	3.88%	3.18%	3.90%
Recorded investment related to interest rate reduction	685	655	1,434	1,375
Real estate 1-4 family first mortgage [Member]
Primary Modification Type [Abstract]
Principal	282	348	626	654
Interest rate reduction	378	207	757	504
Other interest rate concessions	715	173	2,096	372
Total	1,375	728	3,479	1,530
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	48	74	145	133
Weighted average interest rate reduction	2.71%	3.00%	2.56%	2.91%
Recorded investment related to interest rate reduction	563	502	1,186	1,042
Real estate 1-4 family junior lien mortgage [Member]
Primary Modification Type [Abstract]
Principal	25	14	52	33
Interest rate reduction	46	67	94	137
Other interest rate concessions	90	35	258	69
Total	161	116	404	239
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	1	7	16	16
Weighted average interest rate reduction	3.24%	3.66%	3.24%	3.85%
Recorded investment related to interest rate reduction	70	79	142	165
Credit Card [Member]
Primary Modification Type [Abstract]
Principal	0	0	0	0
Interest rate reduction	46	59	92	133
Other interest rate concessions	0	0	0	0
Total	46	59	92	133
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	0	0	0	0
Weighted average interest rate reduction	10.53%	10.75%	10.63%	10.82%
Recorded investment related to interest rate reduction	46	59	92	133
Automobile [Member]
Primary Modification Type [Abstract]
Principal	1	2	2	4
Interest rate reduction	2	13	8	32
Other interest rate concessions	24	34	48	57
Total	27	49	58	93
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	8	13	16	19
Weighted average interest rate reduction	8.77%	7.65%	7.00%	7.56%
Recorded investment related to interest rate reduction	2	14	8	34
Other revolving credit and installment [Member]
Primary Modification Type [Abstract]
Principal	0	0	0	0
Interest rate reduction	4	1	6	1
Other interest rate concessions	4	1	7	1
Total	8	2	13	2
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	0	1	0	1
Weighted average interest rate reduction	5.31%	4.72%	4.80%	4.72%
Recorded investment related to interest rate reduction	4	1	6	1
Trial modifications [Member]
Primary Modification Type [Abstract]
Principal	0	0	0	0
Interest rate reduction	0	0	0	0
Other interest rate concessions	22	94	54	671
Total	22	94	54	671
Financial effects of modifications [Abstract]
Charge-offs, financial effects of modifications	0	0	0	0
Weighted average interest rate reduction	0.00%	0.00%	0.00%	0.00%
Recorded investment related to interest rate reduction	$ 0	$ 0	$ 0	$ 0

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Loans and Allowance for Credit Losses, Troubled Debt Restructurings, Current Defaults (Details)	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	423	423	646	1,140
Total Commercial [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	314	211	424	728
Commercial and Industrial Loans [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	174	40	195	150
Commercial Real Estate Mortgage [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	116	97	177	349
Commercial Real Estate Construction [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	24	74	52	229
Total Consumer [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	109	212	222	412
Real estate 1-4 family first mortgage [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	81	150	164	297
Real estate 1-4 family junior lien mortgage [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	7	16	17	36
Credit Card [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	16	24	32	51
Automobile [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	5	21	9	27
Other revolving credit and installment [Member]
Financing Receivable, Modifications [Line Items]
Recorded investment of defaults	-	1	-	1

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Loans and Allowance for Credit Losses, PCI Loans Outstanding (Details) (USD $) In Millions, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012	Dec. 31, 2008
PCI loans [Abstract]
Purchased Credit Impaired Loans (carrying value)	$ 28,799	$ 30,968	$ 58,797
Total PCI loans (unpaid principal balance)	41,380	45,174	98,182
Total Commercial [Member]
PCI loans [Abstract]
Purchased Credit Impaired Loans (carrying value)	3,257	3,977	18,704
Commercial and Industrial Loans [Member]
PCI loans [Abstract]
Purchased Credit Impaired Loans (carrying value)	195	259	4,580
Commercial Real Estate Mortgage [Member]
PCI loans [Abstract]
Purchased Credit Impaired Loans (carrying value)	1,746	1,970	5,803
Commercial Real Estate Construction [Member]
PCI loans [Abstract]
Purchased Credit Impaired Loans (carrying value)	602	877	6,462
Foreign Loans [Member]
PCI loans [Abstract]
Purchased Credit Impaired Loans (carrying value)	714	871	1,859
Total Consumer [Member]
PCI loans [Abstract]
Purchased Credit Impaired Loans (carrying value)	25,542	26,991	40,093
Real estate 1-4 family first mortgage [Member]
PCI loans [Abstract]
Purchased Credit Impaired Loans (carrying value)	25,408	26,839	39,214
Real estate 1-4 family junior lien mortgage [Member]
PCI loans [Abstract]
Purchased Credit Impaired Loans (carrying value)	134	152	728
Automobile [Member]
PCI loans [Abstract]
Purchased Credit Impaired Loans (carrying value)	$ 0	$ 0	$ 151

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Loans and Allowance for Credit Losses, PCI, Accretable Yield (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended	48 Months Ended
Jun. 30, 2013	Jun. 30, 2013	Dec. 31, 2012
Change in accretable yield related to PCI loans [Abstract]
Total, beginning of period	$ 17,965	$ 18,548	$ 10,447
Addition of accretable yield due to acquisitions	0	0	131
Accretion into interest income	(458)	(905)	(9,351)
Accretion into noninterest income due to sales	0	(151)	(242)
Reclassification from nonaccretable difference for loans with improving credit-related cash flows	876	907	5,354
Changes in expected cash flows that do not affect nonaccretable difference	1,638	1,622	12,209
Total, end of period	$ 20,021	$ 20,021	$ 18,548

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Loans and Allowance for Credit Losses, PCI, Allowance for Credit Losses (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended	48 Months Ended
Jun. 30, 2013	Jun. 30, 2013	Dec. 31, 2012
Changes in allowance for PCI loan losses [Abstract]
Balance, beginning of period	$ 80	$ 117	$ 0
Provision for losses due to credit deterioration	(1)	(33)	1,816
Charge-offs	(8)	(13)	(1,699)
Balance, end of period	71	71	117
Commercial Portfolio Segment [Member]
Changes in allowance for PCI loan losses [Abstract]
Balance, beginning of period	53	88	0
Provision for losses due to credit deterioration	(2)	(34)	1,693
Charge-offs	(2)	(5)	(1,605)
Balance, end of period	49	49	88
Pick-a-pay [Member]
Changes in allowance for PCI loan losses [Abstract]
Balance, beginning of period	0	0	0
Provision for losses due to credit deterioration	0	0	0
Charge-offs	0	0	0
Balance, end of period	0	0	0
Other Consumer [Member]
Changes in allowance for PCI loan losses [Abstract]
Balance, beginning of period	27	29	0
Provision for losses due to credit deterioration	1	1	123
Charge-offs	(6)	(8)	(94)
Balance, end of period	$ 22	$ 22	$ 29

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Loans and Allowance for Credit Losses, PCI, by Credit Quality Indicator (Details) (USD $) In Millions, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012	Dec. 31, 2008
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	$ 28,799	$ 30,968	$ 58,797
Total Commercial [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	3,257	3,977	18,704
Commercial and Industrial Loans [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	195	259	4,580
Commercial Real Estate Mortgage [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	1,746	1,970	5,803
Commercial Real Estate Construction [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	602	877	6,462
Foreign Loans [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	714	871	1,859
Purchased Credit-Impaired Loans [Member] | Total Commercial [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	3,257	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	195	259
Purchased Credit-Impaired Loans [Member] | Commercial Real Estate Mortgage [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	1,746	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	602	877
Purchased Credit-Impaired Loans [Member] | Foreign Loans [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	714	871
Pass [Member] | Purchased Credit-Impaired Loans [Member] | Total Commercial [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	631	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	100	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	320	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	204	207
Pass [Member] | Purchased Credit-Impaired Loans [Member] | Foreign Loans [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	7	255
Criticized [Member] | Purchased Credit-Impaired Loans [Member] | Total Commercial [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	2,626	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	1,426	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	398	670
Criticized [Member] | Purchased Credit-Impaired Loans [Member] | Foreign Loans [Member]
Purchased Credit Impaired Loans by Credit Quality Indicator [Abstract]
Purchased Credit Impaired Loans	$ 707	$ 616

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Loans and Allowance for Credit Losses, PCI, by Delinquency Status, Commercial (Details) (USD $) In Millions, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012	Dec. 31, 2008
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
90+ DPD and still accruing	$ 22,197	$ 23,245
Purchased Credit Impaired Loans	28,799	30,968	58,797
Purchased Credit-Impaired Loans [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
90+ DPD and still accruing	5,400	6,000
Total Commercial [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
Purchased Credit Impaired Loans	3,257	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	2,805	3,442
30-89 DPD and still accruing	101	78
90+ DPD and still accruing	351	457
Purchased Credit Impaired Loans	3,257	3,977
Commercial and Industrial Loans [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
Purchased Credit Impaired Loans	195	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	186	235
30-89 DPD and still accruing	3	1
90+ DPD and still accruing	6	23
Purchased Credit Impaired Loans	195	259
Commercial Real Estate Mortgage [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
Purchased Credit Impaired Loans	1,746	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	1,596	1,804
30-89 DPD and still accruing	69	26
90+ DPD and still accruing	81	140
Purchased Credit Impaired Loans	1,746	1,970
Commercial Real Estate Construction [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
Purchased Credit Impaired Loans	602	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	483	699
30-89 DPD and still accruing	18	51
90+ DPD and still accruing	101	127
Purchased Credit Impaired Loans	602	877
Foreign Loans [Member]
Purchased Credit Impaired Loans Commercial Days Past Due [Abstract]
Purchased Credit Impaired Loans	714	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	540	704
30-89 DPD and still accruing	11	0
90+ DPD and still accruing	163	167
Purchased Credit Impaired Loans	$ 714	$ 871

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Loans and Allowance for Credit Losses, PCI, by Delinquency Status, Consumer (Details) (USD $) In Millions, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012	Dec. 31, 2008
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Purchased Credit Impaired Loans (carrying value)	$ 28,799	$ 30,968	$ 58,797
Residential Mortgage [Member]
Purchased Credit Impaired Loans by Consumer Days Past Due [Abstract]
Purchased Credit Impaired Loans (carrying value)	25,542	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	21,383	22,502
30-59 DPD and still accruing	2,326	2,598
60-89 DPD and still accruing	1,205	1,368
90-119 DPD and still accruing	556	656
120-179 DPD and still accruing	645	811
180+ DPD and still accruing	5,058	5,472
Total consumer PCI loans (adjusted unpaid principal balance)	31,173	33,407
Purchased Credit Impaired Loans (carrying value)	25,542	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)	25,408	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	21,201	22,304
30-59 DPD and still accruing	2,317	2,587
60-89 DPD and still accruing	1,201	1,361
90-119 DPD and still accruing	553	650
120-179 DPD and still accruing	640	804
180+ DPD and still accruing	4,953	5,356
Total consumer PCI loans (adjusted unpaid principal balance)	30,865	33,062
Purchased Credit Impaired Loans (carrying value)	25,408	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)	134	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	182	198
30-59 DPD and still accruing	9	11
60-89 DPD and still accruing	4	7
90-119 DPD and still accruing	3	6
120-179 DPD and still accruing	5	7
180+ DPD and still accruing	105	116
Total consumer PCI loans (adjusted unpaid principal balance)	308	345
Purchased Credit Impaired Loans (carrying value)	$ 134	$ 152

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Loans and Allowance for Credit Losses, PCI, by FICO Score, Consumer (Details) (USD $) In Millions, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012	Dec. 31, 2008
Purchased Credit Impaired Loans by FICO [Abstract]
Purchased Credit Impaired Loans (carrying value)	$ 28,799	$ 30,968	$ 58,797
Residential Mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Purchased Credit Impaired Loans (carrying value)	25,542	26,991
Residential Mortgage [Member] | Purchased Credit-Impaired Loans [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Less than 600	11,459	13,307
600-639	6,373	6,741
640-679	6,705	6,675
680-719	3,696	3,674
720-759	1,707	1,768
760-799	889	880
Greater than 800	207	203
No FICO available	137	159
Total consumer PCI loans (adjusted unpaid principal balance)	31,173	33,407
Purchased Credit Impaired Loans (carrying value)	25,542	26,991
Real estate 1-4 family first mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Purchased Credit Impaired Loans (carrying value)	25,408	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	11,341	13,163
600-639	6,310	6,673
640-679	6,634	6,602
680-719	3,659	3,635
720-759	1,696	1,757
760-799	884	874
Greater than 800	206	202
No FICO available	135	156
Total consumer PCI loans (adjusted unpaid principal balance)	30,865	33,062
Purchased Credit Impaired Loans (carrying value)	25,408	26,839
Real estate 1-4 family junior lien mortgage [Member]
Purchased Credit Impaired Loans by FICO [Abstract]
Purchased Credit Impaired Loans (carrying value)	134	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	118	144
600-639	63	68
640-679	71	73
680-719	37	39
720-759	11	11
760-799	5	6
Greater than 800	1	1
No FICO available	2	3
Total consumer PCI loans (adjusted unpaid principal balance)	308	345
Purchased Credit Impaired Loans (carrying value)	$ 134	$ 152

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Loans and Allowance for Credit Losses, PCI, by Loan to Value Ratio, Consumer (Details) (USD $) In Millions, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012	Dec. 31, 2008
Purchased Credit Impaired Loans by Loan to Value [Abstract]
Purchased Credit Impaired Loans (carrying value)	$ 28,799	$ 30,968	$ 58,797
Residential Mortgage [Member]
Purchased Credit Impaired Loans by Loan to Value [Abstract]
Purchased Credit Impaired Loans (carrying value)	25,542	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)	25,408	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)	134	152	728
Purchased Credit-Impaired Loans [Member] | Residential Mortgage [Member]
Purchased Credit Impaired Loans by Loan to Value [Abstract]
0-60%	1,689	1,395
60.01-80%	5,243	4,149
80.01-100%	10,380	9,637
100.01-120%	7,114	8,177
Greater than 120%	6,710	10,027
No LTV/CLTV Available	37	22
Total consumer PCI loans (adjusted unpaid principal balance)	31,173	33,407
Purchased Credit Impaired Loans (carrying value)	25,542	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%	1,665	1,374
60.01-80%	5,212	4,119
80.01-100%	10,314	9,576
100.01-120%	7,027	8,084
Greater than 120%	6,611	9,889
No LTV/CLTV Available	36	20
Total consumer PCI loans (adjusted unpaid principal balance)	30,865	33,062
Purchased Credit Impaired Loans (carrying value)	25,408	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%	24	21
60.01-80%	31	30
80.01-100%	66	61
100.01-120%	87	93
Greater than 120%	99	138
No LTV/CLTV Available	1	2
Total consumer PCI loans (adjusted unpaid principal balance)	308	345
Purchased Credit Impaired Loans (carrying value)	$ 134	$ 152

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Other Assets (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012	Dec. 31, 2012
Components of other assets [Line Items]
Cost method investments	$ 6,519		$ 6,519		$ 6,799
Equity method investments	10,672		10,672		10,923
Fair value investments	595		595		0
Total nonmarketable equity investments	17,786		17,786		17,722
Corporate/bank-owned life insurance	18,692		18,692		18,649
Accounts receivable	25,845		25,845		25,828
Interest receivable	5,192		5,192		5,006
Customer relationship and other amortized intangibles	7,687		7,687		8,427
Operating lease assets	2,010		2,010		2,001
Due from customers on acceptances	353		353		282
Other	11,379		11,379		12,800
Other assets	90,908		90,908		93,578
Income Related to Nonmarketable Equity Investments [Abstract]
Net realized gains from private equity investments	179	159	224	290
All other	(128)	(45)	(91)	(24)
Total	51	114	133	266
Government Insured Or Guaranteed [Member]
Components of other assets [Line Items]
Foreclosed assets	1,026		1,026		1,509
Non Government Insured Or Guaranteed [Member]
Components of other assets [Line Items]
Foreclosed assets	2,114		2,114		2,514
Core deposit intangibles [Member]
Components of other assets [Line Items]
Customer relationship and other amortized intangibles	5,294		5,294		5,915
Customer Relationships And Other [Member]
Components of other assets [Line Items]
Customer relationship and other amortized intangibles	1,217		1,217		1,352
Federal Bank Stock [Member]
Components of other assets [Line Items]
Cost method investments	4,100		4,100		4,227
Private Equity Investments Cost Method [Member]
Components of other assets [Line Items]
Cost method investments	2,419		2,419		2,572
Low Income Housing Tax Credit Equity Method Investments [Member]
Components of other assets [Line Items]
Equity method investments	4,931		4,931		4,767
Private Equity and Other Investments [Member]
Components of other assets [Line Items]
Equity method investments	$ 5,741		$ 5,741		$ 6,156

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Securitizations and Variable Interest Entities Textual (Details) (USD $)	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012	Dec. 31, 2012
Securitizations and Variable Interest Entities (Textual) [Abstract]
Short-term borrowings, Amount	$ 56,983,000,000		$ 56,983,000,000		$ 57,175,000,000
Accrued expenses and other liabilities	74,843,000,000		74,843,000,000		76,668,000,000
Long-term Debt	123,375,000,000		123,375,000,000		127,379,000,000
% of underlying collateral rated as investment grade	75.00%		75.00%		83.00%
Net Gains from Sale of Assets Securitizations	46,000,000	53,000,000	110,000,000	64,000,000
Amount of servicing asset at fair value	14,185,000,000		14,185,000,000		11,538,000,000
Amount of servicing asset at amortized cost	1,176,000,000		1,176,000,000		1,160,000,000
Total Loans	1,414,424,000,000		1,414,424,000,000		1,414,103,000,000
Delinquent loans	29,646,000,000		29,646,000,000		33,900,000,000
VIEs that we consolidate, recourse [Member]
Securitizations and Variable Interest Entities (Textual) [Abstract]
Short-term borrowings, Amount	0		0		2,100,000,000
Accrued expenses and other liabilities	876,000,000		876,000,000		767,000,000
Long-term Debt	29,000,000		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		1,300,000,000,000
Delinquent loans	16,400,000,000		16,400,000,000		17,400,000,000
Residential Mortgage [Member]
Securitizations and Variable Interest Entities (Textual) [Abstract]
Amount transferred related to mortgages to unconsolidated VIE	111,200,000,000	129,700,000,000	211,900,000,000	269,100,000,000
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	1,500,000,000	955,000,000	3,200,000,000	955,000,000
Gain Loss on Transfer of Unconsolidated VIE Debt Investments	38,000,000	39,000,000	100,000,000	39,000,000
Loans [Member]
Securitizations and Variable Interest Entities (Textual) [Abstract]
Assets pledged to collateralize the borrowings of variable interest entity	6,500,000,000		6,500,000,000		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	183,000,000		183,000,000		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		180,000,000		138,000,000
Level 2 [Member] | Commercial Mortgage [Member]
Securitizations and Variable Interest Entities (Textual) [Abstract]
Securities available for sale	23,000,000	41,000,000	23,000,000	41,000,000
Level 3 [Member] | Residential Mortgage [Member]
Securitizations and Variable Interest Entities (Textual) [Abstract]
Amount of servicing asset at fair value	2,000,000,000	2,600,000,000	2,000,000,000	2,600,000,000
Amount of liability for repurchase reserves at fair value			98,000,000	134,000,000
Level 3 [Member] | Commercial Mortgage [Member]
Securitizations and Variable Interest Entities (Textual) [Abstract]
Amount of servicing asset at fair value	9,000,000	6,000,000	9,000,000	6,000,000
Equity Interests [Member]
Securitizations and Variable Interest Entities (Textual) [Abstract]
Total equity interest	5,800,000,000		5,800,000,000		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		6,000,000,000
Commercial Mortgage Servicing [Member]
Securitizations and Variable Interest Entities (Textual) [Abstract]
Fair value of interests held	1,500,000,000		1,500,000,000		1,400,000,000
Decrease in fair value from 25% adverse change	184,000,000		184,000,000		139,000,000
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		2,500,000,000
Trust Preferred Securities [Member] | Junior Subordinated Debt [Member]
Securitizations and Variable Interest Entities (Textual) [Abstract]
Carrying value - asset (liability)	(2,000,000,000)		(2,000,000,000)		(4,900,000,000)
Other Investments [Member]
Securitizations and Variable Interest Entities (Textual) [Abstract]
Securities Available for sale Portfolio of ARS issued by VIEs	$ 704,000,000		$ 704,000,000		$ 686,000,000

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Securitizations and Variable Interest Entities (Details) (USD $) In Millions, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012	Jun. 30, 2012	Dec. 31, 2011
Variable Interest Entity Consolidated Carrying Amount Assets and Liabilities
Cash and due from banks	$ 17,939		$ 21,860		$ 16,811	$ 19,440
Trading assets	58,619		57,482
Securities available for sale	249,439		235,199
Mortgages held for sale	38,785		47,149
Loans	801,974		799,574
MSRs (carried at fair value)	14,185		11,538
Other assets	90,908		93,578
Total assets	1,440,563	[1]	1,422,968	[1]
Short-term borrowings, Amount	56,983		57,175
Accrued expenses and other liabilities	74,843		76,668
Long-term debt	123,375		127,379
Total liabilities	1,276,786	[2]	1,264,057	[2]
Noncontrolling interests	1,356		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	2,183		1,902
Securities available for sale	18,899		19,900
Mortgages held for sale	0		0
Loans	9,450		9,841
MSRs (carried at fair value)	13,714		11,114
Other assets	4,957		4,993
Total assets	49,203		47,750
Short-term borrowings, Amount	0		0
Accrued expenses and other liabilities	3,917		3,441
Long-term debt	0		0
Total liabilities	3,917		3,441
Noncontrolling interests	0		0
Net assets	45,286		44,309
VIEs that we consolidate [Member]
Variable Interest Entity Consolidated Carrying Amount Assets and Liabilities
Cash and due from banks	169		260
Trading assets	152		114
Securities available for sale	1,409		2,772
Mortgages held for sale	143		469
Loans	8,490		10,553
MSRs (carried at fair value)	0		0
Other assets	369		457
Total assets	10,732		14,625
Short-term borrowings, Amount	14		2,059
Accrued expenses and other liabilities	989		901
Long-term debt	2,755		3,483
Total liabilities	3,758		6,443
Noncontrolling interests	10		48
Net assets	6,964		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	204		218
Securities available for sale	13,618		14,848
Mortgages held for sale	0		0
Loans	6,525		7,088
MSRs (carried at fair value)	0		0
Other assets	163		161
Total assets	20,518		22,345
Short-term borrowings, Amount	10,873		13,228
Accrued expenses and other liabilities	7		20
Long-term debt	6,125		6,520
Total liabilities	17,005		19,768
Noncontrolling interests	0		0
Net assets	3,513		2,577
Total VIE [Member]
Variable Interest Entity Consolidated Carrying Amount Assets and Liabilities
Cash and due from banks	177		290
Trading assets	2,539		2,234
Securities available for sale	33,926		37,520
Mortgages held for sale	143		469
Loans	24,465		27,482
MSRs (carried at fair value)	13,714		11,114
Other assets	5,489		5,611
Total assets	80,453		84,720
Short-term borrowings, Amount	10,887		15,287
Accrued expenses and other liabilities	4,913		4,362
Long-term debt	8,880		10,003
Total liabilities	24,680		29,652
Noncontrolling interests	10		48
Net assets	$ 55,763		$ 55,020
[1]	Our consolidated assets at June 30, 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, $169 million and $260 million; Trading assets, $152 million and $114 million; Securities available for sale, $1.4 billion and $2.8 billion; Mortgages held for sale, $143 million and $469 million; Net loans, $8.5 billion and $10.6 billion; Other assets, $369 million and 457 million, and Total assets, $10.7 billion and $14.6 billion, respectively.
[2]	Our consolidated liabilities at June 30, 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, $14 million and $0 million; Accrued expenses and other liabilities, $113 million and $134 million; Long-term debt, $2.7 billion and $3.5 billion; and Total liabilities, $2.8 billion and $3.6 billion, respectively.

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Securitizations and Variable Interest Entities, Significant Continuing Involvement - Unconsolidated VIEs (Details) (USD $) In Millions, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012
Variable Interest Entity [Line Items]
Total VIE assets	$ 1,572,166	$ 1,553,824
Conforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Total VIE assets	1,292,918	1,268,494
Other/Nonconforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Total VIE assets	43,369	49,794
Commercial mortgage securitizations [Member]
Variable Interest Entity [Line Items]
Total VIE assets	170,679	168,126
Collateralized Debt Obligations Debt Securities [Member]
Variable Interest Entity [Line Items]
Total VIE assets	7,084	6,940
Collateralized Debt Obligations Loans [Member]
Variable Interest Entity [Line Items]
Total VIE assets	8,089	8,155
Asset-based finance structures [Member]
Variable Interest Entity [Line Items]
Total VIE assets	10,640	10,404
Tax Credit Structures [Member]
Variable Interest Entity [Line Items]
Total VIE assets	20,524	20,098
Collateralized loan obligations [Member]
Variable Interest Entity [Line Items]
Total VIE assets	5,719	6,641
Investment funds [Member]
Variable Interest Entity [Line Items]
Total VIE assets	3,801	4,771
Other securitizations and transactions [Member]
Variable Interest Entity [Line Items]
Total VIE assets	9,343	10,401
Debt and equity interests [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	34,746	35,664
Maximum exposure to loss	34,746	35,664
Debt and equity interests [Member] | Conforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	3,791	3,620
Maximum exposure to loss	3,791	3,620
Debt and equity interests [Member] | Other/Nonconforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	1,709	2,188
Maximum exposure to loss	1,709	2,188
Debt and equity interests [Member] | Commercial mortgage securitizations [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	7,526	7,081
Maximum exposure to loss	7,526	7,081
Debt and equity interests [Member] | Collateralized Debt Obligations Debt Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	36	13
Maximum exposure to loss	36	13
Debt and equity interests [Member] | Collateralized Debt Obligations Loans [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	7,733	7,962
Maximum exposure to loss	7,733	7,962
Debt and equity interests [Member] | Asset-based finance structures [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	6,606	7,155
Maximum exposure to loss	6,606	7,155
Debt and equity interests [Member] | Tax Credit Structures [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	5,200	5,180
Maximum exposure to loss	5,200	5,180
Debt and equity interests [Member] | Collateralized loan obligations [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	1,089	1,439
Maximum exposure to loss	1,089	1,439
Debt and equity interests [Member] | Investment funds [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	50	49
Maximum exposure to loss	50	49
Debt and equity interests [Member] | Other securitizations and transactions [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	1,006	977
Maximum exposure to loss	1,006	977
Servicing assets [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	13,714	11,114
Maximum exposure to loss	13,714	11,114
Servicing assets [Member] | Conforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	13,022	10,336
Maximum exposure to loss	13,022	10,336
Servicing assets [Member] | Other/Nonconforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	272	284
Maximum exposure to loss	272	284
Servicing assets [Member] | Commercial mortgage securitizations [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	395	466
Maximum exposure to loss	395	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)	25	28
Maximum exposure to loss	25	28
Variable Interest Entity Derivatives [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	589	786
Maximum exposure to loss	1,028	1,340
Variable Interest Entity Derivatives [Member] | Conforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	(8)	0
Maximum exposure to loss	8	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)	287	404
Maximum exposure to loss	340	446
Variable Interest Entity Derivatives [Member] | Collateralized Debt Obligations Debt Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	397	471
Maximum exposure to loss	397	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)	(91)	(104)
Maximum exposure to loss	91	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)	4	14
Maximum exposure to loss	192	318
Other commitments and guarantees [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	(3,763)	(3,255)
Maximum exposure to loss	9,005	8,179
Other commitments and guarantees [Member] | Conforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	(1,918)	(1,690)
Maximum exposure to loss	5,683	5,061
Other commitments and guarantees [Member] | Other/Nonconforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	(41)	(53)
Maximum exposure to loss	363	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)	(130)	144
Maximum exposure to loss	130	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	2,005	1,967
Other commitments and guarantees [Member] | Tax Credit Structures [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	(1,485)	(1,657)
Maximum exposure to loss	432	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	158	261
Other commitments and guarantees [Member] | Investment funds [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	0	0
Maximum exposure to loss	43	27
Other commitments and guarantees [Member] | Other securitizations and transactions [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	(189)	1
Maximum exposure to loss	191	119
Net assets [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	45,286	44,309
Net assets [Member] | Conforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	14,887	12,266
Net assets [Member] | Other/Nonconforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	1,940	2,419
Net assets [Member] | Commercial mortgage securitizations [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	8,208	7,951
Net assets [Member] | Collateralized Debt Obligations Debt Securities [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	303	628
Net assets [Member] | Collateralized Debt Obligations Loans [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	7,733	7,962
Net assets [Member] | Asset-based finance structures [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	6,515	7,051
Net assets [Member] | Tax Credit Structures [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	3,715	3,523
Net assets [Member] | Collateralized loan obligations [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	1,089	1,440
Net assets [Member] | Investment funds [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	50	49
Net assets [Member] | Other securitizations and transactions [Member]
Variable Interest Entity [Line Items]
Carrying value asset (liability)	846	1,020
Total exposure [Member]
Variable Interest Entity [Line Items]
Maximum exposure to loss	58,493	56,297
Total exposure [Member] | Conforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Maximum exposure to loss	22,504	19,017
Total exposure [Member] | Other/Nonconforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Maximum exposure to loss	2,344	2,825
Total exposure [Member] | Commercial mortgage securitizations [Member]
Variable Interest Entity [Line Items]
Maximum exposure to loss	8,261	7,993
Total exposure [Member] | Collateralized Debt Obligations Debt Securities [Member]
Variable Interest Entity [Line Items]
Maximum exposure to loss	563	628
Total exposure [Member] | Collateralized Debt Obligations Loans [Member]
Variable Interest Entity [Line Items]
Maximum exposure to loss	7,733	7,962
Total exposure [Member] | Asset-based finance structures [Member]
Variable Interest Entity [Line Items]
Maximum exposure to loss	8,702	9,226
Total exposure [Member] | Tax Credit Structures [Member]
Variable Interest Entity [Line Items]
Maximum exposure to loss	5,632	5,427
Total exposure [Member] | Collateralized loan obligations [Member]
Variable Interest Entity [Line Items]
Maximum exposure to loss	1,247	1,701
Total exposure [Member] | Investment funds [Member]
Variable Interest Entity [Line Items]
Maximum exposure to loss	93	76
Total exposure [Member] | Other securitizations and transactions [Member]
Variable Interest Entity [Line Items]
Maximum exposure to loss	$ 1,414	$ 1,442

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Securitizations and Variable Interest Entities, Cash Flow Securitizations (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Mortgage loans [Member]
Cash Flow Securitizations [Abstract]
Sales proceeds from securitizations	$ 115,287	$ 133,764	$ 221,593	$ 276,869
Servicing fees	1,051	1,113	2,127	2,224
Other interests held	441	441	847	867
Purchases of delinquent assets	7	52	16	52
Net servicing advances	12	112	814	126
Other financial assets [Member]
Cash Flow Securitizations [Abstract]
Sales proceeds from securitizations	0	0	0	0
Servicing fees	3	2	5	5
Other interests held	21	45	48	94
Purchases of delinquent assets	0	0	0	0
Net servicing advances	$ 0	$ 0	$ 0	$ 0

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Securitizations and Variable Interest Entities, Key Economic Assumptions - Mortgage Servicing Assets (Details) (Residential Mortgage Servicing [Member], USD $)	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Residential Mortgage Servicing [Member]
Fair Value Assumption, Date of Securitization or Asset-backed Financing Arrangement, Transferor's Continuing Involvement, Servicing Assets or Liabilities [Line Items]
Prepayment speed (annual CPR)	11.70%	13.20%	11.80%	13.20%
Discount rate	7.10%	7.50%	7.10%	7.30%
Cost to service ($ per loan)	$ 199	$ 146	$ 189	$ 131

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Securitizations and Variable Interest Entities, Key Economic Assumptions - Mortgage Servicing Rights (Details) (USD $)	6 Months Ended	12 Months Ended
Jun. 30, 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	$ 14,185,000,000	$ 11,538,000,000
Expected weighted-average life (in years)	6 years 2 months 12 days	4 years 9 months 21 days
Prepayment speed assumption (annual CPR)	11.40%	15.70%
Decrease in fair value from 10% adverse change	876,000,000	869,000,000
Decrease in fair value from 25% adverse change	2,080,000,000	2,038,000,000
Discount rate assumption	7.60%	7.40%
Decrease in fair value from 100 basis point increase	760,000,000	562,000,000
Decrease in fair value from 200 basis point increase	1,456,000,000	1,073,000,000
Cost to service assumption ($ per loan)	200	219
Decrease in fair value from 10% adverse change	600	615
Decrease in fair value from 25% adverse change	1,499	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	152,000,000	187,000,000
Expected weighted-average life (in years)	4 years 2 months 12 days	4 years 1 month 8 days
Prepayment speed assumption (annual CPR)	9.90%	10.60%
Decrease in fair value from 10% adverse change	3,000,000	5,000,000
Decrease in fair value from 25% adverse change	8,000,000	12,000,000
Discount rate assumption	18.10%	16.90%
Decrease in fair value from 100 basis point increase	3,000,000	4,000,000
Decrease in fair value from 200 basis point increase	6,000,000	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	268,000,000	249,000,000
Expected weighted-average life (in years)	4 years 3 months 17 days	4 years 8 months 15 days
Discount rate assumption	1.40%	3.50%
Decrease in fair value from 100 basis point increase	9,000,000	12,000,000
Decrease in fair value from 200 basis point increase	18,000,000	21,000,000
Credit loss assumption	6.80%	10.00%
Decrease in fair value from 10% higher losses	6,000,000	12,000,000
Decrease in fair value from 25% higher losses	14,000,000	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	41,000,000	40,000,000
Expected weighted-average life (in years)	5 years 11 months 29 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	4.40%	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	929,000,000	982,000,000
Expected weighted-average life (in years)	5 years 5 months 29 days	5 years 3 months 22 days
Discount rate assumption	3.50%	2.20%
Decrease in fair value from 100 basis point increase	43,000,000	43,000,000
Decrease in fair value from 200 basis point increase	82,000,000	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

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Securitizations and Variable Interest Entities, Principal Balances of Off-Balance Sheet Securitized Loans (Details) (USD $) In Millions, unless otherwise specified	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Dec. 31, 2012
Principal Balances - Off-Balance Sheet Securitized Loans [Abstract]
Total Loans	$ 1,414,424		$ 1,414,103
Delinquent loans	29,646		33,900
Net charge-offs (recoveries)	858	778
Total Commercial [Member]
Principal Balances - Off-Balance Sheet Securitized Loans [Abstract]
Total Loans	116,226		128,564
Delinquent loans	9,691		12,216
Net charge-offs (recoveries)	387	207
Real estate mortgage [Member]
Principal Balances - Off-Balance Sheet Securitized Loans [Abstract]
Total Loans	116,226		128,564
Delinquent loans	9,691		12,216
Net charge-offs (recoveries)	387	207
Total Consumer [Member]
Principal Balances - Off-Balance Sheet Securitized Loans [Abstract]
Total Loans	1,298,198		1,285,539
Delinquent loans	19,955		21,684
Net charge-offs (recoveries)	471	571
Real estate 1-4 family first mortgage [Member]
Principal Balances - Off-Balance Sheet Securitized Loans [Abstract]
Total Loans	1,296,318		1,283,504
Delinquent loans	19,866		21,574
Net charge-offs (recoveries)	471	571
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	1,879		2,034
Delinquent loans	89		110
Net charge-offs (recoveries)	$ 0	$ 0

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Securitizations and Variable Interest Entities, Secured Borrowing and Consolidated Variable Interest Entity (Details) (USD $) In Millions, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012
Variable Interest Entity [Line Items]
Consolidated assets	$ 1,440,563	[1]	$ 1,422,968	[1]
Third party liabilities	(1,276,786)	[2]	(1,264,057)	[2]
Noncontrolling interests	(1,356)		(1,357)
VIEs that we consolidate [Member]
Variable Interest Entity [Line Items]
Total VIE assets	11,659		16,054
Consolidated assets	10,732		14,625
Third party liabilities	(3,758)		(6,443)
Noncontrolling interests	(10)		(48)
Net assets	6,964		8,134
VIEs that we consolidate [Member] | Variable Interest Entity Consolidated Carrying Amount [Member]
Variable Interest Entity [Line Items]
Consolidated assets	10,732		14,625
Third party liabilities	(3,758)		(6,443)
Noncontrolling interests	(10)		(48)
Net assets	6,964		8,134
VIEs that we consolidate [Member] | Nonconforming Residential Mortgage Backed Securities [Member]
Variable Interest Entity [Line Items]
Total VIE assets	7,654		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	6,808		7,707
Third party liabilities	(2,559)		(2,933)
Noncontrolling interests	0		0
Net assets	4,249		4,774
VIEs that we consolidate [Member] | Multi-seller commercial paper conduit [Member]
Variable Interest Entity [Line Items]
Total VIE assets	0		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	0		2,036
Third party liabilities	0		(2,053)
Noncontrolling interests	0		0
Net assets	0		(17)
VIEs that we consolidate [Member] | Structured Asset Finance [Member]
Variable Interest Entity [Line Items]
Total VIE assets	62		71
VIEs that we consolidate [Member] | Structured Asset Finance [Member] | Variable Interest Entity Consolidated Carrying Amount [Member]
Variable Interest Entity [Line Items]
Consolidated assets	62		71
Third party liabilities	(17)		(17)
Noncontrolling interests	0		0
Net assets	45		54
VIEs that we consolidate [Member] | Investment funds [Member]
Variable Interest Entity [Line Items]
Total VIE assets	1,657		1,837
VIEs that we consolidate [Member] | Investment funds [Member] | Variable Interest Entity Consolidated Carrying Amount [Member]
Variable Interest Entity [Line Items]
Consolidated assets	1,657		1,837
Third party liabilities	(63)		(2)
Noncontrolling interests	0		0
Net assets	1,594		1,835
VIEs that we consolidate [Member] | Other securitizations and transactions [Member]
Variable Interest Entity [Line Items]
Total VIE assets	2,286		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	2,205		2,974
Third party liabilities	(1,119)		(1,438)
Noncontrolling interests	(10)		(48)
Net assets	1,076		1,488
Secured Borrowings [Member]
Variable Interest Entity [Line Items]
Total VIE assets	22,857		23,514
Secured Borrowings [Member] | Variable Interest Entity Consolidated Carrying Amount [Member]
Variable Interest Entity [Line Items]
Consolidated assets	20,518		22,345
Third party liabilities	(17,005)		(19,768)
Noncontrolling interests	0		0
Net assets	3,513		2,577
Secured Borrowings [Member] | Commercial Real Estate Loans [Member]
Variable Interest Entity [Line Items]
Total VIE assets	730		975
Secured Borrowings [Member] | Commercial Real Estate Loans [Member] | Variable Interest Entity Consolidated Carrying Amount [Member]
Variable Interest Entity [Line Items]
Consolidated assets	730		975
Third party liabilities	(504)		(696)
Noncontrolling interests	0		0
Net assets	226		279
Secured Borrowings [Member] | Municipal tender option bond securitizations [Member]
Variable Interest Entity [Line Items]
Total VIE assets	16,564		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	13,892		15,130
Third party liabilities	(10,880)		(13,248)
Noncontrolling interests	0		0
Net assets	3,012		1,882
Secured Borrowings [Member] | Residental mortgage securitizations [Member]
Variable Interest Entity [Line Items]
Total VIE assets	5,563		5,757
Secured Borrowings [Member] | Residental mortgage securitizations [Member] | Variable Interest Entity Consolidated Carrying Amount [Member]
Variable Interest Entity [Line Items]
Consolidated assets	5,896		6,240
Third party liabilities	(5,621)		(5,824)
Noncontrolling interests	0		0
Net assets	275		416
Secured Borrowings And Variable Interest Entity [Member]
Variable Interest Entity [Line Items]
Total VIE assets	34,516		39,568
Secured Borrowings And Variable Interest Entity [Member] | Variable Interest Entity Consolidated Carrying Amount [Member]
Variable Interest Entity [Line Items]
Consolidated assets	31,250		36,970
Third party liabilities	(20,763)		(26,211)
Noncontrolling interests	(10)		(48)
Net assets	$ 10,477		$ 10,711
[1]	Our consolidated assets at June 30, 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, $169 million and $260 million; Trading assets, $152 million and $114 million; Securities available for sale, $1.4 billion and $2.8 billion; Mortgages held for sale, $143 million and $469 million; Net loans, $8.5 billion and $10.6 billion; Other assets, $369 million and 457 million, and Total assets, $10.7 billion and $14.6 billion, respectively.
[2]	Our consolidated liabilities at June 30, 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, $14 million and $0 million; Accrued expenses and other liabilities, $113 million and $134 million; Long-term debt, $2.7 billion and $3.5 billion; and Total liabilities, $2.8 billion and $3.6 billion, respectively.

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Mortgage Banking Activities Textuals (Details) (USD $)	12 Months Ended
Dec. 31, 2011	Dec. 31, 2011 Retained earnings [Member]	Jun. 30, 2013 Liability For Mortgage Loans Repurchase Losses [Member]	Jun. 30, 2013 Residential Mortgage Servicing [Member]	Jun. 30, 2013 Residential Mortgage Servicing [Member] Election of fair value option [Member]	Jun. 30, 2013 Amortized [Member]	Mar. 31, 2013 Amortized [Member]	Dec. 31, 2012 Amortized [Member]	Jun. 30, 2012 Amortized [Member]	Mar. 31, 2012 Amortized [Member]	Dec. 31, 2011 Amortized [Member]	Jun. 30, 2013 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
Fair Value of amortized MSRs				316,000,000		1,533,000,000	1,404,000,000	1,400,000,000	1,450,000,000	1,263,000,000	1,756,000,000
Loss Contingency, Range of Possible Loss, Portion Not Accrued			$ 2,200,000,000

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Mortgage Banking Activities, Mortgage Servicing Rights Carried at Fair Value (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 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	1,867	(1,631)	2,628	(1,789)
Other changes in fair value	(643)	(712)	(1,393)	(1,355)
Total changes in fair value	1,224	(2,343)	1,235	(3,144)
Fair value, end of period	14,185		14,185
Mortgage interest rates [Member]
Changes in fair value of MSRs carried at fair value:
Net changes in valuation model inputs or assumptions	2,223	(1,496)	3,253	(1,349)
Servicing and foreclosure costs [Member]
Changes in fair value of MSRs carried at fair value:
Net changes in valuation model inputs or assumptions	(82)	(146)	(140)	(200)
Discount rates [Member]
Changes in fair value of MSRs carried at fair value:
Net changes in valuation model inputs or assumptions	0	0	0	(344)
Prepayment estimates and other [Member]
Changes in fair value of MSRs carried at fair value:
Net changes in valuation model inputs or assumptions	(274)	11	(485)	104
Carried at Fair Value [Member]
Changes in MSRs measured at fair value
Fair value, beginning of period	12,061	13,578	11,538	12,603
Servicing from securitizations or asset transfers	1,060	1,139	1,995	2,915
Sales	(160)	(293)	(583)	(293)
Net additions	900	846	1,412	2,622
Changes in fair value of MSRs carried at fair value:
Net changes in valuation model inputs or assumptions	1,867	(1,631)	2,628	(1,789)
Other changes in fair value	(643)	(712)	(1,393)	(1,355)
Total changes in fair value	1,224	(2,343)	1,235	(3,144)
Fair value, end of period	$ 14,185	$ 12,081	$ 14,185	$ 12,081

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Mortgage Banking Activities, Amortized Mortgage Servicing Rights (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012	Dec. 31, 2012
Changes in amortized MSRs
Amortization	$ (62)	$ (56)	$ (124)	$ (114)
Valuation Allowance
Amortized MSRs, net	1,176		1,176		1,160
Amortized [Member]
Changes in amortized MSRs
Balance, beginning of period	1,181	1,074	1,160	1,445
Purchases	26	78	53	92
Servicing from securitizations or asset transfers	31	34	87	(293)
Amortization	(62)	(56)	(124)	(114)
Balance, end of period	1,176	1,130	1,176	1,130
Valuation Allowance
Balance, beginning of period	0	0	0	(37)
Reversal of provision for MSRs in excess of fair value	0	0	0	37
Balance, end of period	0	0	0	0
Fair value of amortized MSRs:
Beginning of period	1,404	1,263	1,400	1,756
End of period	$ 1,533	$ 1,450	$ 1,533	$ 1,450

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Mortgage Banking Activities, Managed Servicing Portfolio Components (Details) (USD $) In Billions, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012
Components of Managed Servicing Portfolio [Abstract]
Serviced for others	$ 1,896	$ 1,906
Total managed servicing portfolio	2,376	2,400
Ratio of MSRs to related loans serviced for others	0.81%	0.67%
Commercial Mortgage Servicing [Member]
Components of Managed Servicing Portfolio [Abstract]
Serviced for others	409	408
Owned loans serviced	105	106
Subservicing	11	13
Total managed servicing portfolio	525	527
Residential Mortgage Servicing [Member]
Components of Managed Servicing Portfolio [Abstract]
Serviced for others	1,487	1,498
Owned loans serviced	358	368
Subservicing	6	7
Total managed servicing portfolio	$ 1,851	$ 1,873

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Mortgage Banking Activities, Noninterest Income (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Servicing fees:
Contractually specified servicing fees	$ 1,102	$ 1,164	$ 2,227	$ 2,312
Late charges	58	63	118	129
Ancillary fees	85	63	167	140
Unreimbursed direct servicing costs	(215)	(220)	(485)	(500)
Net servicing fees	1,030	1,070	2,027	2,081
Changes in fair value of MSRs carried at fair value:
Net changes in valuation model inputs or assumptions	1,867	(1,631)	2,628	(1,789)
Other changes in fair value	(643)	(712)	(1,393)	(1,355)
Total changes in fair value of MSRs carried at fair value	1,224	(2,343)	1,235	(3,144)
Amortization	(62)	(56)	(124)	(114)
Net derivative gains (losses) from economic hedges	(1,799)	2,008	(2,431)	2,108
Total servicing income, net	393	679	707	931
Net gains on mortgage loan origination/sales activities	2,409	2,214	4,889	4,832
Total mortgage banking noninterest income	2,802	2,893	5,596	5,763
Market-related valuation changes to MSRs, net of hedge results	$ 68	$ 377	$ 197	$ 319

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Mortgage Banking Activities, Liability for Mortgage Loan Repurchase Losses (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Liability For Mortgage Loan Repurchase Losses [Abstract]
Balance, beginning of period	$ 2,317	$ 1,444	$ 2,206	$ 1,326
Provision for repurchase losses:
Loan sales	40	72	99	134
Change in estimate	25	597	275	965
Total additions	65	669	374	1,099
Losses	(160)	(349)	(358)	(661)
Balance, end of period	$ 2,222	$ 1,764	$ 2,222	$ 1,764

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Intangible Assets (Details) (USD $) In Millions, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012	Jun. 30, 2012	Dec. 31, 2011
Amortized intangible assets:
Gross carrying value	$ 18,437	$ 18,300
Accumulated amortization	(10,750)	(9,873)
Net carrying Value	7,687	8,427
Unamortized intangible assets:
MSRs (carried at fair value)	14,185	11,538
Goodwill	25,637	25,637	25,406	25,115
Trademark	14	14
Amortized MSRs [Member]
Amortized intangible assets:
Gross carrying value	2,457	2,317
Accumulated amortization	(1,281)	(1,157)
Net carrying Value	1,176	1,160
Core deposit intangibles [Member]
Amortized intangible assets:
Gross carrying value	12,834	12,836
Accumulated amortization	(7,540)	(6,921)
Net carrying Value	5,294	5,915
Customer Relationships And Other [Member]
Amortized intangible assets:
Gross carrying value	3,146	3,147
Accumulated amortization	(1,929)	(1,795)
Net carrying Value	$ 1,217	$ 1,352

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Intangible Assets, Amortization Expense (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Finite-Lived Intangible Assets, Future Amortization Expense, Current and Five Succeeding Fiscal Years [Abstract]
Six months ended June 30, 2013 (actual)	$ 377	$ 418	$ 754	$ 837
Finite Lived Intangible Assets [Member]
Finite-Lived Intangible Assets, Future Amortization Expense, Current and Five Succeeding Fiscal Years [Abstract]
Six months ended June 30, 2013 (actual)	880
Estimate for the remainder of 2013	874		874
Estimate for year ended December 31,
2014	1,583		1,583
2015	1,440		1,440
2016	1,289		1,289
2017	1,163		1,163
2018	1,032		1,032
Amortized MSRs [Member]
Finite-Lived Intangible Assets, Future Amortization Expense, Current and Five Succeeding Fiscal Years [Abstract]
Six months ended June 30, 2013 (actual)	124
Estimate for the remainder of 2013	122		122
Estimate for year ended December 31,
2014	220		220
2015	191		191
2016	158		158
2017	117		117
2018	79		79
Core deposit intangibles [Member]
Finite-Lived Intangible Assets, Future Amortization Expense, Current and Five Succeeding Fiscal Years [Abstract]
Six months ended June 30, 2013 (actual)	621
Estimate for the remainder of 2013	620		620
Estimate for year ended December 31,
2014	1,113		1,113
2015	1,022		1,022
2016	919		919
2017	851		851
2018	769		769
Customer Relationships And Other [Member]
Finite-Lived Intangible Assets, Future Amortization Expense, Current and Five Succeeding Fiscal Years [Abstract]
Six months ended June 30, 2013 (actual)	135
Estimate for the remainder of 2013	132		132
Estimate for year ended December 31,
2014	250		250
2015	227		227
2016	212		212
2017	195		195
2018	$ 184		$ 184

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Intangible Assets, Allocation of Goodwill to Operating Segments (Details) (USD $) In Millions, unless otherwise specified	6 Months Ended
Jun. 30, 2012	Jun. 30, 2013	Dec. 31, 2012
Intangible Assets [Abstract]
Goodwill, Beginning Balance	$ 25,115	$ 25,637	$ 25,637
Goodwill from business combinations	291
Goodwill, Ending Balance	25,406	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	293
Goodwill, Ending Balance	7,113	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

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Guarantees, Pledged Assets and Collateral Textuals (Details) (USD $)	3 Months Ended										6 Months Ended		3 Months Ended	6 Months Ended
Jun. 30, 2013	Dec. 31, 2012	Jun. 30, 2013 Fed Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments [Member]	Dec. 31, 2012 Fed Funds Sold, Securities Purchased under Resale Agreements and Other Short-Term Investments [Member]	Jun. 30, 2013 Loans [Member]	Dec. 31, 2012 Loans [Member]	Jun. 30, 2013 Direct pay letters of credit (DPLCs) [Member]	Dec. 31, 2012 Direct pay letters of credit (DPLCs) [Member]	Jun. 30, 2013 Third party clearing indemnifications [Member]	Dec. 31, 2012 Third party clearing indemnifications [Member]	Jun. 30, 2013 Securities lending and other indemnifications [Member]	Dec. 31, 2012 Securities lending and other indemnifications [Member]	Jun. 30, 2013 Loans and MHFS sold with recourse [Member]	Jun. 30, 2012 Loans and MHFS sold with recourse [Member]	Jun. 30, 2013 Loans and MHFS sold with recourse [Member]	Jun. 30, 2012 Loans and MHFS sold with recourse [Member]	Jun. 30, 2013 Trading assets and other [Member]	Dec. 31, 2012 Trading assets and other [Member]	Jun. 30, 2013 Available for sale Securities [Member]	Dec. 31, 2012 Available for sale Securities [Member]
Guarantees (Textuals) [Abstract]
Maximum exposure to loss	$ 59,771,000,000	$ 61,600,000,000					$ 17,200,000,000	$ 18,500,000,000	$ 2,900,000,000	$ 2,100,000,000	$ 3,244,000,000	$ 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.
Collateral	397,000,000	443,000,000
Securities Loaned	385,000,000	436,000,000
Third-party clearing customer obligations									655,000,000	579,000,000
Collateral provided to third-party clearing agents									3,600,000,000	3,100,000,000
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.
Loans repurchased													7,000,000	10,000,000	18,000,000	16,000,000
Pledged collateral assets related to consolidated VIEs	10,700,000,000	14,600,000,000
Securities owned and pledged as collateral available to be repledged, Fair Value																	34,300,000,000	27,400,000,000
Securities owned and pledged as collateral related to repurchase agreements not available to be repledged, Fair Value	9,800,000,000	9,100,000,000																	8,800,000,000	8,400,000,000
Net amounts in consolidated balance sheet	40,535,000,000	43,286,000,000	29,600,000,000	33,800,000,000	10,900,000,000	9,500,000,000
Non-cash collateral received, fair value	51,300,000,000	46,600,000,000
Collateral received with the right to sell or repledge	51,300,000,000	46,600,000,000
Collateral sold or repledged	30,500,000,000	29,700,000,000
Non-cash collateral pledged, fair value	$ 44,200,000,000	$ 36,400,000,000

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Guarantees, Pledged Assets and Collateral (Details) (USD $) In Millions, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012
Guarantees [Abstract]
Carrying value	$ 1,326	$ 1,606
Maximum exposure to loss, expires in one year or less	20,978	23,548
Maximum exposure to loss, expires in one year through three years	17,026	16,069
Maximum exposure to loss, expires in three years through five years	7,643	9,768
Maximum exposure to loss, expires after five years	14,124	12,215
Maximum exposure to loss	59,771	61,600
Pledged Assets
Trading assets and other	35,397	28,031
Securities available for sale	96,293	96,018
Loans	384,152	360,171
Total pledged assets	515,842	484,220
Non-investment grade [Member]
Guarantees [Abstract]
Maximum exposure to loss	17,540	19,443
Standby Letters of Credit [Member]
Guarantees [Abstract]
Carrying value	56	42
Maximum exposure to loss, expires in one year or less	16,214	19,463
Maximum exposure to loss, expires in one year through three years	12,240	11,782
Maximum exposure to loss, expires in three years through five years	4,385	6,531
Maximum exposure to loss, expires after five years	2,641	1,983
Maximum exposure to loss	35,480	39,759
Standby Letters of Credit [Member] | Non-investment grade [Member]
Guarantees [Abstract]
Maximum exposure to loss	8,912	11,331
Securities lending and other indemnifications [Member]
Guarantees [Abstract]
Carrying value	0	0
Maximum exposure to loss, expires in one year or less	0	3
Maximum exposure to loss, expires in one year through three years	23	7
Maximum exposure to loss, expires in three years through five years	24	20
Maximum exposure to loss, expires after five years	3,197	2,511
Maximum exposure to loss	3,244	2,541
Securities lending and other indemnifications [Member] | Non-investment grade [Member]
Guarantees [Abstract]
Maximum exposure to loss	54	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	26	3
Maximum exposure to loss	26	3
Liquidity agreements [Member] | Non-investment grade [Member]
Guarantees [Abstract]
Maximum exposure to loss	4	3
Written put options [Member]
Guarantees [Abstract]
Carrying value	1,146	1,427
Maximum exposure to loss, expires in one year or less	4,231	2,951
Maximum exposure to loss, expires in one year through three years	4,219	3,873
Maximum exposure to loss, expires in three years through five years	2,417	2,475
Maximum exposure to loss, expires after five years	2,513	2,575
Maximum exposure to loss	13,380	11,874
Written put options [Member] | Non-investment grade [Member]
Guarantees [Abstract]
Maximum exposure to loss	4,920	3,953
Loans and MHFS sold with recourse [Member]
Guarantees [Abstract]
Carrying value	89	99
Maximum exposure to loss, expires in one year or less	167	443
Maximum exposure to loss, expires in one year through three years	437	357
Maximum exposure to loss, expires in three years through five years	766	647
Maximum exposure to loss, expires after five years	4,759	4,426
Maximum exposure to loss	6,129	5,873
Loans and MHFS sold with recourse [Member] | Non-investment grade [Member]
Guarantees [Abstract]
Maximum exposure to loss	3,529	3,905
Contingent consideration [Member]
Guarantees [Abstract]
Carrying value	32	35
Maximum exposure to loss, expires in one year or less	11	11
Maximum exposure to loss, expires in one year through three years	74	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	118	129
Other guarantees [Member]
Guarantees [Abstract]
Carrying value	3	3
Maximum exposure to loss, expires in one year or less	355	677
Maximum exposure to loss, expires in one year through three years	33	26
Maximum exposure to loss, expires in three years through five years	17	1
Maximum exposure to loss, expires after five years	988	717
Maximum exposure to loss	1,393	1,421
Other guarantees [Member] | Non-investment grade [Member]
Guarantees [Abstract]
Maximum exposure to loss	$ 3	$ 4

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Guarantees, Offsetting of Resale and Repurchase Agreements and Securities Borrowing and Lending (Details) (USD $) In Millions, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012
Resale and securities borrowing arrangements
Gross amounts recognized	$ 45,850	$ 45,847
Gross amounts offset in consolidated balance sheet	(5,315)	(2,561)
Net amounts in consolidated balance sheet	40,535	43,286
Noncash collateral not recognized in consolidated balance sheet	(40,014)	(42,920)
Net amount	521	366
Repurchase and securities lending arrangements
Gross amounts recognized	42,958	35,876
Gross amounts offset in consolidated balance sheet	(5,315)	(2,561)
Net amounts in consolidated balance sheet	37,643	33,315
Noncash collateral pledged but not netted in consolidated balance sheet	(37,321)	(33,050)
Net amount	$ 322	$ 265

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Legal Actions (Details) (USD $)	6 Months Ended
Jun. 30, 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 Order of Posting Litigation [Member]
Legal Actions (Textual) [Abstract]
Amounts to be paid in connection with legal or regulatory matters	203,000,000
Liability for Contingent Litigation Losses [Member]
Legal Actions (Textual) [Abstract]
Loss Contingency, Range of Possible Loss, Portion Not Accrued	$ 1,100,000,000

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Derivatives Textuals (Details) (USD $)	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012	Dec. 31, 2012
Derivatives (Textual) [Abstract]
Certain derivatives combined for designation as a hedge on a single instrument	$ 2,700,000,000		$ 2,700,000,000		$ 4,700,000,000
Derivative assets subject to enforceable master netting arrangements	61,200,000,000		61,200,000,000		68,900,000,000
Derivative liabilities subject to enforceable master netting arrangements	66,500,000,000		66,500,000,000		75,800,000,000
Valuation adjustments for derivative assets	311,000,000		311,000,000		352,000,000
Valuation adjustments for derivative liabilities	87,000,000		87,000,000		68,000,000
Cash collateral netted against derivative assets	5,400,000,000		5,400,000,000		5,000,000,000
Cash collateral netted against derivative liabilities	11,000,000,000		11,000,000,000		14,500,000,000
Fair Value Asset derivatives, net	17,870,000,000		17,870,000,000		23,816,000,000
Time value component recognized as net interest income (expense) on forward derivatives excluded from the assessment of hedge effectiveness	(1,000,000)	(1,000,000)	(4,000,000)	(2,000,000)
Deferred net gains on derivatives in other comprehensive income			309,000,000
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	0	0
Gains (losses) on derivatives used to hedge residential mortgage servicing rights	(1,799,000,000)	2,008,000,000	(2,431,000,000)	2,108,000,000
Aggregate fair value of derivatives used for economic hedges net asset (liability)	(1,500,000,000)		(1,500,000,000)		87,000,000
Aggregate fair value of derivative loan commitments net asset (liability)	(615,000,000)		(615,000,000)		497,000,000
Aggregate fair value of derivative instruments with credit-risk-related contingent features, net liability	15,000,000,000		15,000,000,000		16,200,000,000
Collateral for derivative instruments with credit-risk-related contingent features	11,300,000,000		11,300,000,000		14,300,000,000
Additional collateral for derivative instruments with credit-risk-related contingent features	3,800,000,000		3,800,000,000		1,900,000,000
Derivative assets not subject to enforceable master netting arrangements	15,200,000,000		15,200,000,000		17,000,000,000
Derivative liabilities not subject to enforceable master netting arrangements	8,700,000,000		8,700,000,000		7,300,000,000
Trading assets [Member]
Derivatives (Textual) [Abstract]
Fair Value Asset derivatives, net	14,200,000,000		14,200,000,000		18,300,000,000
Other Assets [Member]
Derivatives (Textual) [Abstract]
Fair Value Asset derivatives, net	$ 3,700,000,000		$ 3,700,000,000		$ 5,500,000,000

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Derivatives, Notional or Contractual Amounts (Details) (USD $) In Millions, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair value asset derivatives, netting	$ (58,551)	$ (62,108)
Fair Value Asset derivatives, net	17,870	23,816
Fair Value Liability Derivatives, netting	(63,998)	(71,116)
Fair Value Liability derivatives, net	11,156	11,942
Interest Rate Contract [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Asset derivatives	61,812	71,351
Fair value asset derivatives, netting	(50,346)	(53,708)
Fair Value Asset derivatives, net	11,466	17,643
Fair Value Liability derivatives	60,439	68,695
Fair Value Liability Derivatives, netting	(54,972)	(62,559)
Fair Value Liability derivatives, net	5,467	6,136
Foreign Exchange Contract [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Asset derivatives	4,850	5,524
Fair value asset derivatives, netting	(3,703)	(3,449)
Fair Value Asset derivatives, net	1,147	2,075
Fair Value Liability derivatives	4,152	3,579
Fair Value Liability Derivatives, netting	(2,924)	(1,804)
Fair Value Liability derivatives, net	1,228	1,775
Equity Contract [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Asset derivatives	5,202	3,783
Fair value asset derivatives, netting	(2,382)	(2,428)
Fair Value Asset derivatives, net	2,820	1,355
Fair Value Liability derivatives	5,109	4,164
Fair Value Liability Derivatives, netting	(2,746)	(2,618)
Fair Value Liability derivatives, net	2,363	1,546
Commodity Contract [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Asset derivatives	3,024	3,456
Fair value asset derivatives, netting	(871)	(1,080)
Fair Value Asset derivatives, net	2,153	2,376
Fair Value Liability derivatives	3,068	3,590
Fair Value Liability Derivatives, netting	(1,173)	(1,394)
Fair Value Liability derivatives, net	1,895	2,196
Credit Contracts Protection Purchased [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Asset derivatives	1,244	1,495
Fair value asset derivatives, netting	(1,000)	(1,147)
Fair Value Asset derivatives, net	244	348
Fair Value Liability derivatives	310	329
Fair Value Liability Derivatives, netting	(270)	(291)
Fair Value Liability derivatives, net	40	38
Credit Contracts Protection Sold [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Asset derivatives	289	315
Fair value asset derivatives, netting	(249)	(296)
Fair Value Asset derivatives, net	40	19
Fair Value Liability derivatives	2,040	2,623
Fair Value Liability Derivatives, netting	(1,913)	(2,450)
Fair Value Liability derivatives, net	127	173
Other Contract [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Liability derivatives	36	78
Fair Value Liability Derivatives, netting	0	0
Fair Value Liability derivatives, net	36	78
Derivatives [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Asset derivatives	76,421	85,924
Fair Value Liability derivatives	75,154	83,058
Designated as Hedging Instrument [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Asset derivatives	6,618	9,092
Fair Value Liability derivatives	3,112	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	92,977	92,004
Fair Value Asset derivatives	5,460	7,284
Fair Value Liability derivatives	2,372	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	28,260	27,382
Fair Value Asset derivatives	1,158	1,808
Fair Value Liability derivatives	740	274
Not Designated as Hedging Instrument [Member]
Notional Or Contractual Amounts And Fair Values For Derivatives [Abstract]
Fair Value Asset derivatives	69,803	76,832
Fair Value Liability derivatives	72,042	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	66,038	76,379
Fair Value Liability derivatives	69,084	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	3,765	453
Fair Value Liability derivatives	2,958	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	3,092,710	2,774,783
Fair Value Asset derivatives	52,798	63,617
Fair Value Liability derivatives	55,248	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	285,161	334,555
Fair Value Asset derivatives	3,554	450
Fair Value Liability derivatives	2,819	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	193,143	166,061
Fair Value Asset derivatives	3,664	3,713
Fair Value Liability derivatives	3,374	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	4,353	3,074
Fair Value Asset derivatives	28	3
Fair Value Liability derivatives	38	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	77,978	71,958
Fair Value Asset derivatives	5,019	3,783
Fair Value Liability derivatives	5,045	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	1,621	75
Fair Value Asset derivatives	183	0
Fair Value Liability derivatives	64	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	97,725	90,732
Fair Value Asset derivatives	3,024	3,456
Fair Value Liability derivatives	3,068	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	26,237	29,021
Fair Value Asset derivatives	1,244	1,495
Fair Value Liability derivatives	309	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	2	16
Fair Value Asset derivatives	0	0
Fair Value Liability derivatives	1	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	22,527	26,455
Fair Value Asset derivatives	289	315
Fair Value Liability derivatives	2,040	2,623
Not Designated as Hedging Instrument [Member] | Other 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	241	0
Fair Value Asset derivatives	0	0
Fair Value Liability derivatives	0	0
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	2,212	2,296
Fair Value Asset derivatives	0	0
Fair Value Liability derivatives	$ 36	$ 78

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Derivatives, Balance Sheet Offsetting of Assets and Liabilities (Details) (USD $) In Millions, unless otherwise specified	6 Months Ended	12 Months Ended
Jun. 30, 2013	Dec. 31, 2012
Derivative Assets
Fair value asset derivatives, netting	$ (58,551)	$ (62,108)
Fair Value Asset derivatives, net	17,870	23,816
Gross amounts not offset in consolidated balance sheet	(1,030)	(2,884)
Net amounts	16,840	20,932
Derivative Liabilities
Fair Value Liability Derivatives, netting	(63,998)	(71,116)
Net amounts in consolidated balance sheet	11,156	11,942
Gross amounts not offset in consolidated balance sheet	(413)	(342)
Net amounts	10,743	11,600
Interest Rate Contract [Member]
Derivative Assets
Gross amounts recognized	61,812	71,351
Fair value asset derivatives, netting	(50,346)	(53,708)
Fair Value Asset derivatives, net	11,466	17,643
Gross amounts not offset in consolidated balance sheet	(908)	(2,692)
Net amounts	10,558	14,951
Percent exchanged in the over the counter market	78.00%	94.00%
Derivative Liabilities
Gross amounts recognized	60,439	68,695
Fair Value Liability Derivatives, netting	(54,972)	(62,559)
Net amounts in consolidated balance sheet	5,467	6,136
Gross amounts not offset in consolidated balance sheet	(296)	(287)
Net amounts	5,171	5,849
Percent exchanged in the over the counter market	78.00%	92.00%
Foreign Exchange Contract [Member]
Derivative Assets
Gross amounts recognized	4,850	5,524
Fair value asset derivatives, netting	(3,703)	(3,449)
Fair Value Asset derivatives, net	1,147	2,075
Gross amounts not offset in consolidated balance sheet	0	(105)
Net amounts	1,147	1,970
Percent exchanged in the over the counter market	100.00%	100.00%
Derivative Liabilities
Gross amounts recognized	4,152	3,579
Fair Value Liability Derivatives, netting	(2,924)	(1,804)
Net amounts in consolidated balance sheet	1,228	1,775
Gross amounts not offset in consolidated balance sheet	0	(55)
Net amounts	1,228	1,720
Percent exchanged in the over the counter market	100.00%	100.00%
Equity Contract [Member]
Derivative Assets
Gross amounts recognized	5,202	3,783
Fair value asset derivatives, netting	(2,382)	(2,428)
Fair Value Asset derivatives, net	2,820	1,355
Gross amounts not offset in consolidated balance sheet	(18)	0
Net amounts	2,802	1,355
Percent exchanged in the over the counter market	89.00%	89.00%
Derivative Liabilities
Gross amounts recognized	5,109	4,164
Fair Value Liability Derivatives, netting	(2,746)	(2,618)
Net amounts in consolidated balance sheet	2,363	1,546
Gross amounts not offset in consolidated balance sheet	(114)	0
Net amounts	2,249	1,546
Percent exchanged in the over the counter market	94.00%	95.00%
Commodity Contract [Member]
Derivative Assets
Gross amounts recognized	3,024	3,456
Fair value asset derivatives, netting	(871)	(1,080)
Fair Value Asset derivatives, net	2,153	2,376
Gross amounts not offset in consolidated balance sheet	(69)	(27)
Net amounts	2,084	2,349
Percent exchanged in the over the counter market	43.00%	48.00%
Derivative Liabilities
Gross amounts recognized	3,068	3,590
Fair Value Liability Derivatives, netting	(1,173)	(1,394)
Net amounts in consolidated balance sheet	1,895	2,196
Gross amounts not offset in consolidated balance sheet	(3)	0
Net amounts	1,892	2,196
Percent exchanged in the over the counter market	83.00%	79.00%
Credit Contracts Protection Purchased [Member]
Derivative Assets
Gross amounts recognized	1,244	1,495
Fair value asset derivatives, netting	(1,000)	(1,147)
Fair Value Asset derivatives, net	244	348
Gross amounts not offset in consolidated balance sheet	(35)	(56)
Net amounts	209	292
Percent exchanged in the over the counter market	100.00%	100.00%
Derivative Liabilities
Gross amounts recognized	310	329
Fair Value Liability Derivatives, netting	(270)	(291)
Net amounts in consolidated balance sheet	40	38
Gross amounts not offset in consolidated balance sheet	0	0
Net amounts	40	38
Percent exchanged in the over the counter market	94.00%	100.00%
Credit Contracts Protection Sold [Member]
Derivative Assets
Gross amounts recognized	289	315
Fair value asset derivatives, netting	(249)	(296)
Fair Value Asset derivatives, net	40	19
Gross amounts not offset in consolidated balance sheet	0	(4)
Net amounts	40	15
Percent exchanged in the over the counter market	96.00%	100.00%
Derivative Liabilities
Gross amounts recognized	2,040	2,623
Fair Value Liability Derivatives, netting	(1,913)	(2,450)
Net amounts in consolidated balance sheet	127	173
Gross amounts not offset in consolidated balance sheet	0	0
Net amounts	127	173
Percent exchanged in the over the counter market	100.00%	100.00%
Other Contract [Member]
Derivative Liabilities
Gross amounts recognized	36	78
Fair Value Liability Derivatives, netting	0	0
Net amounts in consolidated balance sheet	36	78
Gross amounts not offset in consolidated balance sheet	0	0
Net amounts	36	78
Percent exchanged in the over the counter market	100.00%	100.00%
Derivatives [Member]
Derivative Assets
Gross amounts recognized	76,421	85,924
Derivative Liabilities
Gross amounts recognized	$ 75,154	$ 83,058

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Derivatives, Net Gains (Losses) in Income related to Fair Value Hedges (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Net Gains Losses Recognized In Income Statement Related To Derivatives In Fair Value Hedging Relationships [Abstract]
Net interest income (expense) recognized on derivatives	$ 328	$ 394	$ 669	$ 769
Gains (losses) recorded in noninterest income recognized on derivatives	(1,281)	107	(2,268)	153
Gains (losses) recorded in noninterest income recognized on hedged item	1,147	110	2,110	(52)
Net recognized on fair value hedges (ineffective portion)	(134)	217	(158)	101
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]
Net interest income (expense) recognized on derivatives	(136)	(113)	(261)	(225)
Gains (losses) recorded in noninterest income recognized on derivatives	899	(512)	1,203	(210)
Gains (losses) recorded in noninterest income recognized on hedged item	(890)	494	(1,178)	198
Net recognized on fair value hedges (ineffective portion)	9	(18)	25	(12)
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]
Net interest income (expense) recognized on derivatives	(2)	(1)	(2)	(4)
Gains (losses) recorded in noninterest income recognized on derivatives	104	145	312	186
Gains (losses) recorded in noninterest income recognized on hedged item	(100)	(148)	(303)	(162)
Net recognized on fair value hedges (ineffective portion)	4	(3)	9	24
Long-term debt [Member] | Interest Rate Contract [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives In Fair Value Hedging Relationships [Abstract]
Net interest income (expense) recognized on derivatives	395	447	792	866
Gains (losses) recorded in noninterest income recognized on derivatives	(1,666)	1,202	(2,394)	334
Gains (losses) recorded in noninterest income recognized on hedged item	1,576	(1,014)	2,264	(212)
Net recognized on fair value hedges (ineffective portion)	(90)	188	(130)	122
Long-term debt [Member] | Foreign Exchange Contract [Member]
Net Gains Losses Recognized In Income Statement Related To Derivatives In Fair Value Hedging Relationships [Abstract]
Net interest income (expense) recognized on derivatives	69	60	137	131
Gains (losses) recorded in noninterest income recognized on derivatives	(607)	(717)	(1,380)	(151)
Gains (losses) recorded in noninterest income recognized on hedged item	557	770	1,328	122
Net recognized on fair value hedges (ineffective portion)	(50)	53	(52)	(29)
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]
Net interest income (expense) recognized on derivatives	2	1	3	1
Gains (losses) recorded in noninterest income recognized on derivatives	(11)	(11)	(9)	(6)
Gains (losses) recorded in noninterest income recognized on hedged item	4	8	(1)	2
Net recognized on fair value hedges (ineffective portion)	$ (7)	$ (3)	$ (10)	$ (4)

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Derivatives, Net Gains (Losses) related to Cash Flow Hedges (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Net Gains Losses Recognized Related to Derivatives in Cash Flow Hedging Relationships [Abstract]
Gains (losses) (pre tax) recognized in OCI on derivatives	$ (10)	$ (3)	$ (3)	$ 39
Gains (pre tax) reclassified from cumulative OCI into net income	69	99	156	206
Gains (losses) (pre tax) recognized in noninterest income for hedge ineffectiveness.	$ 1	$ (1)	$ 1	$ (1)

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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	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 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	$ 829	$ 2,194	$ 1,839	$ 3,140
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	(578)	2,819	37	4,009
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	1,407	(625)	1,802	(869)
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	138	120	415	249
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	12	84	20	(1)
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	(7)	206	(257)	(79)
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	(24)	1	(38)	1
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	63	(21)	224	(44)
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	0	0
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	28	(48)	(20)	11
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	(2)	(5)	(6)	(10)
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	376	90	581	330
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	74	(75)	98	(33)
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	(1,176)	2,471	(906)	3,542
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	$ 1,347	$ (630)	$ 1,728	$ (826)

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Derivatives, Sold and Purchased Credit Derivatives (Details) (USD $) In Millions, unless otherwise specified	6 Months Ended	12 Months Ended
Jun. 30, 2013	Dec. 31, 2012
Details of Sold and Purchased Credit Derivatives [Abstract]
Fair value liability	2,040	2,623
Notional amount Protection sold	22,527	26,455
Notional amount Protection purchased with identical underlyings	11,872	14,930
Notional Net protection sold	10,655	11,525
Notional Other protection purchased	14,365	13,981
Non-investment Grade [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Notional amount Protection sold	11,616	15,104
Structured products [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Fair value liability	1,439	1,787
Notional amount Protection sold	1,971	2,433
Notional amount Protection purchased with identical underlyings	811	948
Notional Net protection sold	1,160	1,485
Notional Other protection purchased	364	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	1,599	2,039
Credit Default Swap [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Fair value liability	5	4
Notional amount Protection sold	3,753	3,520
Notional amount Protection purchased with identical underlyings	3,417	3,444
Notional Net protection sold	336	76
Notional Other protection purchased	586	616
Credit Default Swap [Member] | Minimum [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Derivative range of maturity dates	Jan 1, 2014	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	363	348
Corporate Bond Securities [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Fair value liability	104	240
Notional amount Protection sold	12,727	15,845
Notional amount Protection purchased with identical underlyings	6,982	9,636
Notional Net protection sold	5,745	6,209
Notional Other protection purchased	7,319	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	6,559	8,448
Total asset-backed securities [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Fair value liability	53	57
Notional amount Protection sold	60	64
Notional amount Protection purchased with identical underlyings	4	6
Notional Net protection sold	56	58
Notional Other protection purchased	90	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	60	64
Commercial [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Fair value liability	438	531
Notional amount Protection sold	1,203	1,249
Notional amount Protection purchased with identical underlyings	634	790
Notional Net protection sold	569	459
Notional Other protection purchased	545	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, 2052	Dec 31, 2052
Commercial [Member] | Non-investment Grade [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Notional amount Protection sold	240	861
Other Credit Derivatives [Member]
Details of Sold and Purchased Credit Derivatives [Abstract]
Fair value liability	1	4
Notional amount Protection sold	2,813	3,344
Notional amount Protection purchased with identical underlyings	24	106
Notional Net protection sold	2,789	3,238
Notional Other protection purchased	5,461	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	2,795	3,344

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Fair Values of Assets and Liabilities Textuals (Details) (USD $)	6 Months Ended	12 Months Ended	3 Months Ended	6 Months Ended	3 Months Ended					6 Months Ended	12 Months Ended	6 Months Ended	12 Months Ended									6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Dec. 31, 2012	Jun. 30, 2012 US States and Political Subdivisions [Member]	Jun. 30, 2012 US States and Political Subdivisions [Member]	Jun. 30, 2013 Private Equity Funds [Member]	Jun. 30, 2013 Venture Capital Funds [Member]	Jun. 30, 2013 Offshore Funds [Member]	Dec. 31, 2012 Offshore Funds [Member]	Jun. 30, 2013 Lease Financing [Member]	Dec. 31, 2012 Lease Financing [Member]	Jun. 30, 2013 Non modified loans [Member] Maximum [Member]	Dec. 31, 2012 Non modified loans [Member] Maximum [Member]	Jun. 30, 2013 Non modified loans [Member] Minimum [Member]	Dec. 31, 2012 Non modified loans [Member] Minimum [Member]	Jun. 30, 2013 Residential [Member] Government Insured Or Guaranteed [Member]	Dec. 31, 2012 Residential [Member] Government Insured Or Guaranteed [Member]	Jun. 30, 2013 Residential [Member] Non Government Insured Or Guaranteed [Member]	Dec. 31, 2012 Residential [Member] Non Government Insured Or Guaranteed [Member]	Jun. 30, 2013 Consumer [Member]	Dec. 31, 2012 Consumer [Member]	Jun. 30, 2013 Collateralized debt obligations [Member]	Dec. 31, 2012 Collateralized debt obligations [Member]	Jun. 30, 2013 Collateralized loan obligations [Member]	Jun. 30, 2013 Available for sale Securities [Member]	Jun. 30, 2013 Carrying amount [Member]	Dec. 31, 2012 Carrying amount [Member]	Jun. 30, 2013 Estimated fair value [Member]	Dec. 31, 2012 Estimated fair value [Member]	Jun. 30, 2013 Estimated fair value [Member] Level 1 [Member]	Dec. 31, 2012 Estimated fair value [Member] Level 1 [Member]	Jun. 30, 2013 Estimated fair value [Member] Level 2 [Member]	Dec. 31, 2012 Estimated fair value [Member] Level 2 [Member]	Jun. 30, 2013 Estimated fair value [Member] Level 3 [Member]	Dec. 31, 2012 Estimated fair value [Member] Level 3 [Member]
Fair Values of Assets and Liabilities (Textual) [Abstract]
Total trading assets (excluding derivatives)																						$ 5,000,000	$ 21,000,000
Securities available for sale	249,439,000,000		235,199,000,000																			705,000,000	644,000,000
Net unrealized gains (losses) on trading securities	(646,000,000)	131,000,000	305,000,000
Fair Value Disclosure, Transfers from Level 3 to Level 2				3,900,000,000	3,900,000,000																			202,000,000	10,600,000,000
Trading and available for sale securities																						710,000,000	665,000,000
Cost to service per loan												312	437	88	90
Mortgages held for sale	35,402,000,000		42,305,000,000													909,000,000	942,000,000	79,000,000	103,000,000
Redemption restriction for investment								216,000,000	189,000,000
Liquidation period						12 years	5 years
Loans	801,974,000,000		799,574,000,000							11,766,000,000	12,424,000,000									438,502,000,000	438,376,000,000							773,296,000,000	772,351,000,000	0	0	57,917,000,000	56,237,000,000	715,379,000,000	716,114,000,000
Capital Lease Obligation	11,000,000		12,000,000
Loan Commitments And Standby, Commercial And Similar Letters of Credit																										608,000,000	586,000,000	608,000,000	586,000,000
Total derivative loan commitments	$ (615,000,000)		$ 497,000,000

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Fair Value, Measurements From Brokers or Third Party Pricing Services (Details) (USD $) In Millions, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012
Financial assets:
Loans held for sale	$ 2	$ 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	3	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)	332	406
Total Securities Available for Sale	15,768	1,657
Derivatives (trading and other assets)	6	8
Financial liabilities:
Fair Value Liability derivatives	31	26
Other liabilities	166	121
Brokers [Member] | Level 2 [Member] | Debt Securities [Member]
Financial assets:
Total Securities Available for Sale	15,768	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	0	0
Brokers [Member] | Level 2 [Member] | Mortgage Backed Securities [Member]
Financial assets:
Total Securities Available for Sale	749	138
Brokers [Member] | Level 2 [Member] | Other Debt Securities [Member]
Financial assets:
Total Securities Available for Sale	15,019	1,516
Brokers [Member] | Level 2 [Member] | Equity Securities [Member]
Financial assets:
Total Securities Available for Sale	0	3
Brokers [Member] | Level 3 [Member]
Financial assets:
Trading assets (excluding derivatives)	5	8
Total Securities Available for Sale	2,720	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	2,720	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	1	4
Brokers [Member] | Level 3 [Member] | Other Debt Securities [Member]
Financial assets:
Total Securities Available for Sale	2,719	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)	1,431	1,314
Total Securities Available for Sale	528	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	520	915
Third party pricing services [Member] | Level 1 [Member] | US Treasury and Government [Member]
Financial assets:
Total Securities Available for Sale	520	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	8	29
Third party pricing services [Member] | Level 2 [Member]
Financial assets:
Trading assets (excluding derivatives)	1,423	1,016
Total Securities Available for Sale	215,412	192,058
Derivatives (trading and other assets)	519	602
Financial liabilities:
Fair Value Liability derivatives	517	634
Other liabilities	144	104
Third party pricing services [Member] | Level 2 [Member] | Debt Securities [Member]
Financial assets:
Total Securities Available for Sale	214,607	191,284
Third party pricing services [Member] | Level 2 [Member] | US Treasury and Government [Member]
Financial assets:
Total Securities Available for Sale	5,863	6,231
Third party pricing services [Member] | Level 2 [Member] | US States and Political Subdivisions [Member]
Financial assets:
Total Securities Available for Sale	37,050	35,036
Third party pricing services [Member] | Level 2 [Member] | Mortgage Backed Securities [Member]
Financial assets:
Total Securities Available for Sale	143,074	121,703
Third party pricing services [Member] | Level 2 [Member] | Other Debt Securities [Member]
Financial assets:
Total Securities Available for Sale	28,620	28,314
Third party pricing services [Member] | Level 2 [Member] | Equity Securities [Member]
Financial assets:
Total Securities Available for Sale	805	774
Third party pricing services [Member] | Level 3 [Member]
Financial assets:
Trading assets (excluding derivatives)	0	0
Total Securities Available for Sale	463	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	463	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	68	0
Third party pricing services [Member] | Level 3 [Member] | Mortgage Backed Securities [Member]
Financial assets:
Total Securities Available for Sale	286	292
Third party pricing services [Member] | Level 3 [Member] | Other Debt Securities [Member]
Financial assets:
Total Securities Available for Sale	109	149
Third party pricing services [Member] | Level 3 [Member] | Equity Securities [Member]
Financial assets:
Total Securities Available for Sale	$ 0	$ 0

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Fair Value, Assets and Liabilities Recorded at Fair Value on a Recurring Basis (Details) (USD $) In Millions, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012
Assets:
Mortgages held for sale	$ 35,402	$ 42,305
Loans held for sale	2	6
Loans	6,088	6,206
MSRs (carried at fair value)	14,185	11,538
Fair value asset derivatives, netting	(58,551)	(62,108)
Fair Value Asset derivatives, net	17,870	23,816
Liabilities:
Fair Value Liability Derivatives, netting	63,998	71,116
Fair Value Liability derivatives, net	(11,156)	(11,942)
Interest Rate Contract [Member]
Assets:
Fair Value Asset derivatives	61,812	71,351
Fair value asset derivatives, netting	(50,346)	(53,708)
Fair Value Asset derivatives, net	11,466	17,643
Liabilities:
Total derivative liabilities	(60,439)	(68,695)
Fair Value Liability Derivatives, netting	54,972	62,559
Fair Value Liability derivatives, net	(5,467)	(6,136)
Commodity Contract [Member]
Assets:
Fair Value Asset derivatives	3,024	3,456
Fair value asset derivatives, netting	(871)	(1,080)
Fair Value Asset derivatives, net	2,153	2,376
Liabilities:
Total derivative liabilities	(3,068)	(3,590)
Fair Value Liability Derivatives, netting	1,173	1,394
Fair Value Liability derivatives, net	(1,895)	(2,196)
Equity Contract [Member]
Assets:
Fair Value Asset derivatives	5,202	3,783
Fair value asset derivatives, netting	(2,382)	(2,428)
Fair Value Asset derivatives, net	2,820	1,355
Liabilities:
Total derivative liabilities	(5,109)	(4,164)
Fair Value Liability Derivatives, netting	2,746	2,618
Fair Value Liability derivatives, net	(2,363)	(1,546)
Foreign Exchange Contract [Member]
Assets:
Fair Value Asset derivatives	4,850	5,524
Fair value asset derivatives, netting	(3,703)	(3,449)
Fair Value Asset derivatives, net	1,147	2,075
Liabilities:
Total derivative liabilities	(4,152)	(3,579)
Fair Value Liability Derivatives, netting	2,924	1,804
Fair Value Liability derivatives, net	(1,228)	(1,775)
Other Contract [Member]
Liabilities:
Total derivative liabilities	(36)	(78)
Fair Value Liability Derivatives, netting	0	0
Fair Value Liability derivatives, net	(36)	(78)
Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	40,744	36,055
Total trading assets (excluding derivatives)	44,412	39,168
Securities available for sale	249,439	235,199
Mortgages held for sale	35,402	42,305
Loans held for sale	2	6
Loans	6,088	6,206
MSRs (carried at fair value)	14,185	11,538
Fair value asset derivatives, netting	(58,551)	(62,108)
Fair Value Asset derivatives, net	17,870	23,816
Other Assets, Excluding Derivatives	1,077	421
Total assets recorded at fair value	368,475	358,659
Liabilities:
Fair Value Liability Derivatives, netting	63,998	71,116
Fair Value Liability derivatives, net	(11,156)	(11,942)
Total short sale liabilities	(11,984)	(10,365)
Other Liabilities, Excluding Derivatives and Short Sale Liabilities	(43)	(83)
Total liabilities recorded at fair value	(23,183)	(22,390)
Fair Value, Measurements, Recurring [Member] | Interest Rate Contract [Member]
Assets:
Fair Value Asset derivatives	61,812	71,351
Liabilities:
Total derivative liabilities	(60,439)	(68,695)
Fair Value, Measurements, Recurring [Member] | Commodity Contract [Member]
Assets:
Fair Value Asset derivatives	3,024	3,456
Liabilities:
Total derivative liabilities	(3,068)	(3,590)
Fair Value, Measurements, Recurring [Member] | Equity Contract [Member]
Assets:
Fair Value Asset derivatives	5,202	3,783
Liabilities:
Total derivative liabilities	(5,109)	(4,164)
Fair Value, Measurements, Recurring [Member] | Foreign Exchange Contract [Member]
Assets:
Fair Value Asset derivatives	4,850	5,524
Liabilities:
Total derivative liabilities	(4,152)	(3,579)
Fair Value, Measurements, Recurring [Member] | Credit Contract [Member]
Assets:
Fair Value Asset derivatives	1,533	1,810
Liabilities:
Total derivative liabilities	(2,350)	(2,952)
Fair Value, Measurements, Recurring [Member] | Other Contract [Member]
Assets:
Fair Value Asset derivatives	0	0
Liabilities:
Total derivative liabilities	(36)	(78)
Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	246,682	232,414
Trading Account Assets Other [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading assets (excluding derivatives)	3,668	3,113
US Treasury and Government [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	10,315	8,878
Securities available for sale	6,383	7,146
Liabilities:
Total short sale liabilities	(5,504)	(5,100)
US States and Political Subdivisions [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	2,394	1,633
Securities available for sale	40,890	38,676
Liabilities:
Total short sale liabilities	(18)	(9)
Mortgage Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	14,445	13,386
Securities available for sale	143,984	133,184
Federal agencies [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	110,561	97,285
Residential [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	14,117	15,931
Commercial [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	19,306	19,968
Collateralized loan and other debt obligations [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	686	742
Securities available for sale	17,201	13,188
Corporate debt securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	7,777	6,716
Securities available for sale	21,002	21,333
Liabilities:
Total short sale liabilities	(4,612)	(3,941)
Total asset-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	930	860
Securities available for sale	16,406	17,957
Auto loans and leases [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	4,886	5,928
Home Equity Loans [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	857	918
Other asset-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	10,663	11,111
Other Debt Securities, Excluding Asset Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	816	930
Short sale liabilities [Member] | Fair Value, Measurements, Recurring [Member]
Liabilities:
Total short sale liabilities	(233)	(47)
Equity Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	4,197	3,840
Securities available for sale	2,757	2,785
Liabilities:
Total short sale liabilities	(1,617)	(1,268)
Perpetual preferred securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	2,160	2,176
Other equity securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	597	609
Level 1 [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	10,934	8,585
Total trading assets (excluding derivatives)	13,239	10,735
Securities available for sale	1,760	2,223
Mortgages held for sale	0	0
Loans held for sale	0	0
Loans	0	0
MSRs (carried at fair value)	0	0
Fair value asset derivatives, netting	0	0
Fair Value Asset derivatives, net	668	467
Other Assets, Excluding Derivatives	341	136
Total assets recorded at fair value	16,008	13,561
Liabilities:
Fair Value Liability Derivatives, netting	0	0
Fair Value Liability derivatives, net	(378)	(274)
Total short sale liabilities	(5,914)	(5,458)
Other Liabilities, Excluding Derivatives and Short Sale Liabilities	0	0
Total liabilities recorded at fair value	(6,292)	(5,732)
Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | Interest Rate Contract [Member]
Assets:
Fair Value Asset derivatives	31	16
Liabilities:
Total derivative liabilities	(38)	(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	592	432
Liabilities:
Total derivative liabilities	(301)	(199)
Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | Foreign Exchange Contract [Member]
Assets:
Fair Value Asset derivatives	45	19
Liabilities:
Total derivative liabilities	(39)	(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	604	1,040
Level 1 [Member] | Trading Account Assets Other [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading assets (excluding derivatives)	2,305	2,150
Level 1 [Member] | US Treasury and Government [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	6,849	5,104
Securities available for sale	520	915
Liabilities:
Total short sale liabilities	(4,297)	(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	84	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	0	0
Level 1 [Member] | Equity Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	4,085	3,481
Securities available for sale	1,156	1,183
Liabilities:
Total short sale liabilities	(1,617)	(1,233)
Level 1 [Member] | Perpetual preferred securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	573	629
Level 1 [Member] | Other equity securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	583	554
Level 2 [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	29,143	26,483
Total trading assets (excluding derivatives)	30,443	27,370
Securities available for sale	231,550	205,537
Mortgages held for sale	32,761	39,055
Loans held for sale	2	6
Loans	228	185
MSRs (carried at fair value)	0	0
Fair value asset derivatives, netting	0	0
Fair Value Asset derivatives, net	73,570	83,051
Other Assets, Excluding Derivatives	5	123
Total assets recorded at fair value	368,559	355,327
Liabilities:
Fair Value Liability Derivatives, netting	0	0
Fair Value Liability derivatives, net	(71,183)	(79,729)
Total short sale liabilities	(6,070)	(4,907)
Other Liabilities, Excluding Derivatives and Short Sale Liabilities	0	(34)
Total liabilities recorded at fair value	(77,253)	(84,670)
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Interest Rate Contract [Member]
Assets:
Fair Value Asset derivatives	61,357	70,277
Liabilities:
Total derivative liabilities	(59,416)	(68,244)
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Commodity Contract [Member]
Assets:
Fair Value Asset derivatives	3,006	3,386
Liabilities:
Total derivative liabilities	(3,038)	(3,541)
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Equity Contract [Member]
Assets:
Fair Value Asset derivatives	3,516	2,747
Liabilities:
Total derivative liabilities	(3,741)	(3,239)
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Foreign Exchange Contract [Member]
Assets:
Fair Value Asset derivatives	4,805	5,481
Liabilities:
Total derivative liabilities	(4,084)	(3,553)
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Credit Contract [Member]
Assets:
Fair Value Asset derivatives	886	1,160
Liabilities:
Total derivative liabilities	(904)	(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	230,737	204,729
Level 2 [Member] | Trading Account Assets Other [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading assets (excluding derivatives)	1,300	887
Level 2 [Member] | US Treasury and Government [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	3,466	3,774
Securities available for sale	5,863	6,231
Liabilities:
Total short sale liabilities	(1,207)	(875)
Level 2 [Member] | US States and Political Subdivisions [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	2,354	1,587
Securities available for sale	37,131	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	14,436	13,380
Securities available for sale	143,692	132,887
Level 2 [Member] | Federal agencies [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	110,561	97,285
Level 2 [Member] | Residential [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	14,019	15,837
Level 2 [Member] | Commercial [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	19,112	19,765
Level 2 [Member] | Collateralized loan and other debt obligations [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	191	0
Securities available for sale	13,974	0
Level 2 [Member] | Corporate debt securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	7,763	6,664
Securities available for sale	20,675	20,934
Liabilities:
Total short sale liabilities	(4,612)	(3,941)
Level 2 [Member] | Total asset-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	821	722
Securities available for sale	8,586	8,702
Level 2 [Member] | Auto loans and leases [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	14	7
Level 2 [Member] | Home Equity Loans [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	857	867
Level 2 [Member] | Other asset-backed securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	7,715	7,828
Level 2 [Member] | Other Debt Securities, Excluding Asset Backed Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	816	930
Level 2 [Member] | Short sale liabilities [Member] | Fair Value, Measurements, Recurring [Member]
Liabilities:
Total short sale liabilities	(233)	(47)
Level 2 [Member] | Equity Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	112	356
Securities available for sale	813	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	799	753
Level 2 [Member] | Other equity securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	14	55
Level 3 [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	667	987
Total trading assets (excluding derivatives)	730	1,063
Securities available for sale	16,129	27,439
Mortgages held for sale	2,641	3,250
Loans held for sale	0	0
Loans	5,860	6,021
MSRs (carried at fair value)	14,185	11,538
Fair value asset derivatives, netting	0	0
Fair Value Asset derivatives, net	2,183	2,406
Other Assets, Excluding Derivatives	731	162
Total assets recorded at fair value	42,459	51,879
Liabilities:
Fair Value Liability Derivatives, netting	0	0
Fair Value Liability derivatives, net	(3,593)	(3,055)
Total short sale liabilities	0	0
Other Liabilities, Excluding Derivatives and Short Sale Liabilities	(43)	(49)
Total liabilities recorded at fair value	(3,636)	(3,104)
Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Interest Rate Contract [Member]
Assets:
Fair Value Asset derivatives	424	1,058
Liabilities:
Total derivative liabilities	(985)	(399)
Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Commodity Contract [Member]
Assets:
Fair Value Asset derivatives	18	70
Liabilities:
Total derivative liabilities	(30)	(49)
Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Equity Contract [Member]
Assets:
Fair Value Asset derivatives	1,094	604
Liabilities:
Total derivative liabilities	(1,067)	(726)
Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Foreign Exchange Contract [Member]
Assets:
Fair Value Asset derivatives	0	24
Liabilities:
Total derivative liabilities	(29)	(3)
Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Credit Contract [Member]
Assets:
Fair Value Asset derivatives	647	650
Liabilities:
Total derivative liabilities	(1,446)	(1,800)
Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Other Contract [Member]
Assets:
Fair Value Asset derivatives	0	0
Liabilities:
Total derivative liabilities	(36)	(78)
Level 3 [Member] | Debt Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	15,341	26,645
Level 3 [Member] | Trading Account Assets Other [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading assets (excluding derivatives)	63	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	40	46
Securities available for sale	3,759	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	9	6
Securities available for sale	292	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	98	94
Level 3 [Member] | Commercial [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	194	203
Level 3 [Member] | Collateralized loan and other debt obligations [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	495	742
Securities available for sale	3,227	13,188
Level 3 [Member] | Corporate debt securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	14	52
Securities available for sale	243	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	109	138
Securities available for sale	7,820	9,255
Level 3 [Member] | Auto loans and leases [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Securities available for sale	4,872	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	2,948	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	0	0
Level 3 [Member] | Equity Securities [Member] | Fair Value, Measurements, Recurring [Member]
Assets:
Total trading securities	0	3
Securities available for sale	788	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	788	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	0
Loans	0	0
MSRs (carried at fair value)	0	0
Fair value asset derivatives, netting	(58,551)	(62,108)
Fair Value Asset derivatives, net	(58,551)	(62,108)
Other Assets, Excluding Derivatives	0	0
Total assets recorded at fair value	(58,551)	(62,108)
Liabilities:
Fair Value Liability Derivatives, netting	63,998	71,116
Fair Value Liability derivatives, net	63,998	71,116
Total short sale liabilities	0	0
Other Liabilities, Excluding Derivatives and Short Sale Liabilities	0	0
Total liabilities recorded at fair value	63,998	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

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Fair Value, Transfers Between Fair Value Levels (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Total	$ 0	$ 0	$ 0	$ 0
Trading Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Total	0	0	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	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	0	0
Loans [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Total	0	0	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	0	0
Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	0	0	17	0
Transfer Out	(246)	0	(246)	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	0	0
Transfer Out	(246)	0	(246)	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	0	0	17	0
Transfer Out	0	0	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	0	0
Transfer Out	0	0	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	0	0
Transfer Out	0	0	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	0	0
Transfer Out	0	0	0	0
Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	605	4,008	11,603	4,209
Transfer Out	(82)	(98)	(221)	(234)
Level 2 [Member] | Trading Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	266	0	468	10
Transfer Out	(1)	0	(26)	(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	165	3,943	10,841	4,036
Transfer Out	0	(14)	(17)	(57)
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	46	64	139	150
Transfer Out	(81)	(84)	(178)	(171)
Level 2 [Member] | Loans [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	58	0	106	0
Transfer Out	0	0	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	70	1	49	13
Transfer Out	0	0	0	8
Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	82	98	204	234
Transfer Out	(359)	(4,008)	(11,357)	(4,209)
Level 3 [Member] | Trading Securities [Member]
Fair Value, Assets and Liabilities Measured on Recurring Basis Transfers Between Fair Value Levels [Line Items]
Transfer In	1	0	26	14
Transfer Out	(20)	0	(222)	(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	14	0	57
Transfer Out	(165)	(3,943)	(10,841)	(4,036)
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	81	84	178	171
Transfer Out	(46)	(64)	(139)	(150)
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	0	0
Transfer Out	(58)	0	(106)	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	0	0	(8)
Transfer Out	$ (70)	$ (1)	$ (49)	$ (13)

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Fair Value, Assets and Liabilities Measured on Recurring Basis Level 3 Reconciliation (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Trading Securities [Member]
Assets:
Balance, beginning of period	$ 718	$ 1,995	$ 987	$ 2,034
Net gains (losses) included in net income	22	21	71	48
Net gains (losses) included in other comprehensive income	0	0	0	0
Purchases, sales, issuances and settlements, net	(54)	(354)	(195)	(424)
Transfers into Level 3	1	0	26	14
Transfers out of Level 3	(20)	0	(222)	(10)
Balance, end of period	667	1,662	667	1,662
Net unrealized gains (losses) included in trading activities and other noninterest income in the income statement related to assets held at period end	(24)	2	(19)	(5)
Trading Securities [Member] | US States and Political Subdivisions [Member]
Assets:
Balance, beginning of period	36	103	46	53
Net gains (losses) included in net income	(1)	0	2	0
Net gains (losses) included in other comprehensive income	0	0	0	0
Purchases, sales, issuances and settlements, net	5	(45)	(8)	5
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, end of period	40	58	40	58
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	0	(1)
Trading Securities [Member] | Mortgage Backed Securities [Member]
Assets:
Balance, beginning of period	5	54	6	108
Net gains (losses) included in net income	1	4	1	3
Net gains (losses) included in other comprehensive income	0	0	0	0
Purchases, sales, issuances and settlements, net	3	35	2	(8)
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	(10)
Balance, end of period	9	93	9	93
Net unrealized gains (losses) included in trading activities and other noninterest income in the income statement related to assets held at period end	0	2	1	(2)
Trading Securities [Member] | Collateralized loan and other debt obligations [Member]
Assets:
Balance, beginning of period	505	1,539	742	1,582
Net gains (losses) included in net income	25	1	64	18
Net gains (losses) included in other comprehensive income	0	0	0	0
Purchases, sales, issuances and settlements, net	(35)	(267)	(109)	(327)
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	(202)	0
Balance, end of period	495	1,273	495	1,273
Net unrealized gains (losses) included in trading activities and other noninterest income in the income statement related to assets held at period end	(13)	(11)	(11)	(16)
Trading Securities [Member] | Corporate debt securities [Member]
Assets:
Balance, beginning of period	29	132	52	97
Net gains (losses) included in net income	0	(2)	2	(2)
Net gains (losses) included in other comprehensive income	0	0	0	0
Purchases, sales, issuances and settlements, net	(16)	(74)	(41)	(39)
Transfers into Level 3	1	0	1	0
Transfers out of Level 3	0	0	0	0
Balance, end of period	14	56	14	56
Net unrealized gains (losses) included in trading activities and other noninterest income in the income statement related to assets held at period end	(1)	(1)	0	(2)
Trading Securities [Member] | Total asset-backed securities [Member]
Assets:
Balance, beginning of period	143	164	138	190
Net gains (losses) included in net income	(3)	17	2	28
Net gains (losses) included in other comprehensive income	0	0	0	0
Purchases, sales, issuances and settlements, net	(11)	(2)	(36)	(53)
Transfers into Level 3	0	0	25	14
Transfers out of Level 3	(20)	0	(20)	0
Balance, end of period	109	179	109	179
Net unrealized gains (losses) included in trading activities and other noninterest income in the income statement related to assets held at period end	(10)	12	(9)	16
Trading Securities [Member] | Equity Securities [Member]
Assets:
Balance, beginning of period	0	3	3	4
Net gains (losses) included in net income	0	1	0	1
Net gains (losses) included in other comprehensive income	0	0	0	0
Purchases, sales, issuances and settlements, net	0	(1)	(3)	(2)
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, end of period	0	3	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	0	0
Trading assets (excluding derivatives) [Member]
Assets:
Balance, beginning of period	788	2,103	1,063	2,149
Net gains (losses) included in net income	15	4	58	24
Net gains (losses) included in other comprehensive income	0	0	0	0
Purchases, sales, issuances and settlements, net	(54)	(354)	(195)	(424)
Transfers into Level 3	1	0	26	14
Transfers out of Level 3	(20)	0	(222)	(10)
Balance, end of period	730	1,753	730	1,753
Net unrealized gains (losses) included in trading activities and other noninterest income in the income statement related to assets held at period end	(26)	(9)	(23)	(16)
Trading assets (excluding derivatives) [Member] | Trading Account Assets Other [Member]
Assets:
Balance, beginning of period	70	108	76	115
Net gains (losses) included in net income	(7)	(17)	(13)	(24)
Net gains (losses) included in other comprehensive income	0	0	0	0
Purchases, sales, issuances and settlements, net	0	0	0	0
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, end of period	63	91	63	91
Net unrealized gains (losses) included in trading activities and other noninterest income in the income statement related to assets held at period end	(2)	(11)	(4)	(11)
Mortgages held for sale [Member]
Assets:
Balance, beginning of period	3,187	3,330	3,250	3,410
Net gains (losses) included in net income	34	1	27	(34)
Net gains (losses) included in other comprehensive income	0	0	0	0
Purchases, sales, issuances and settlements, net	(615)	(23)	(675)	(69)
Transfers into Level 3	81	84	178	171
Transfers out of Level 3	(46)	(64)	(139)	(150)
Balance, end of period	2,641	3,328	2,641	3,328
Net unrealized gains (losses) included in mortgage banking and other noninterest income in the income statement related to assets held at period end	(54)	1	(62)	(30)
Loans Receivable [Member]
Assets:
Balance, beginning of period	5,975	25	6,021	23
Net gains (losses) included in net income	(107)	0	(154)	0
Net gains (losses) included in other comprehensive income	0	0	0	0
Purchases, sales, issuances and settlements, net	50	(1)	99	1
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	(58)	0	(106)	0
Balance, end of period	5,860	24	5,860	24
Net unrealized gains (losses) included in mortgage banking and other noninterest income in the income statement related to assets held at period end	(99)	0	(137)	0
Mortgage servicing rights [Member]
Assets:
Balance, beginning of period	12,061	13,578	11,538	12,603
Net gains (losses) included in net income	1,225	(2,343)	1,236	(3,144)
Net gains (losses) included in other comprehensive income	0	0	0	0
Purchases, sales, issuances and settlements, net	899	846	1,411	2,622
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, end of period	14,185	12,081	14,185	12,081
Net unrealized gains (losses) included in mortgage banking and other noninterest income in the income statement related to assets held at period end	1,867	(1,631)	2,628	(1,789)
Derivatives [Member]
Assets and Liabilities:
Balance, beginning of period	(685)	(1,662)	(649)	(1,588)
Net gains (losses) included in net income	(1,230)	2,476	(1,031)	3,789
Net gains (losses) included in other comprehensive income	0	0	0	0
Purchases, sales, issuances and settlements, net	575	(1,934)	319	(3,301)
Transfers into Level 3	0	0	0	(8)
Transfers out of Level 3	(70)	(1)	(49)	(13)
Balance, end of period	(1,410)	(1,121)	(1,410)	(1,121)
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	(651)	260	(724)	224
Derivatives [Member] | Interest Rate Contract [Member]
Assets and Liabilities:
Balance, beginning of period	558	335	659	609
Net gains (losses) included in net income	(1,251)	2,528	(983)	3,686
Net gains (losses) included in other comprehensive income	0	0	0	0
Purchases, sales, issuances and settlements, net	132	(1,957)	(237)	(3,389)
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, end of period	(561)	906	(561)	906
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	(707)	778	(710)	776
Derivatives [Member] | Commodity Contract [Member]
Assets and Liabilities:
Balance, beginning of period	(3)	(14)	21	0
Net gains (losses) included in net income	(3)	22	7	23
Net gains (losses) included in other comprehensive income	0	0	0	0
Purchases, sales, issuances and settlements, net	(8)	(4)	(31)	(11)
Transfers into Level 3	0	0	0	(8)
Transfers out of Level 3	2	0	(9)	0
Balance, end of period	(12)	4	(12)	4
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	20	9	26	13
Derivatives [Member] | Equity Contract [Member]
Assets and Liabilities:
Balance, beginning of period	(129)	(180)	(122)	(75)
Net gains (losses) included in net income	10	51	(29)	(44)
Net gains (losses) included in other comprehensive income	0	0	0	0
Purchases, sales, issuances and settlements, net	218	(140)	218	(137)
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	(72)	0	(40)	(13)
Balance, end of period	27	(269)	27	(269)
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	(3)	(505)	(31)	(629)
Derivatives [Member] | Foreign Exchange Contract [Member]
Assets and Liabilities:
Balance, beginning of period	(34)	16	21	(7)
Net gains (losses) included in net income	(1)	(25)	(54)	2
Net gains (losses) included in other comprehensive income	0	0	0	0
Purchases, sales, issuances and settlements, net	6	11	4	6
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	(1)	0	0
Balance, end of period	(29)	1	(29)	1
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	9	(15)	(46)	8
Derivatives [Member] | Credit Contract [Member]
Assets and Liabilities:
Balance, beginning of period	(1,025)	(1,753)	(1,150)	(1,998)
Net gains (losses) included in net income	0	(60)	(13)	111
Net gains (losses) included in other comprehensive income	0	0	0	0
Purchases, sales, issuances and settlements, net	226	156	364	230
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, end of period	(799)	(1,657)	(799)	(1,657)
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	30	(7)	37	56
Derivatives [Member] | Other Contract [Member]
Assets and Liabilities:
Balance, beginning of period	(52)	(66)	(78)	(117)
Net gains (losses) included in net income	15	(40)	41	11
Net gains (losses) included in other comprehensive income	0	0	0	0
Purchases, sales, issuances and settlements, net	1	0	1	0
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, end of period	(36)	(106)	(36)	(106)
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	0	0
Other Assets [Member]
Assets:
Balance, beginning of period	348	228	162	244
Net gains (losses) included in net income	38	7	36	4
Net gains (losses) included in other comprehensive income	0	0	0	0
Purchases, sales, issuances and settlements, net	345	(10)	533	(23)
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, end of period	731	225	731	225
Net unrealized gains (losses) included in trading activities and other noninterest income in the income statement related to assets held at period end	16	5	39	(2)
Short sale liabilities [Member]
Liabilities:
Balance, beginning of period	(8)	0	0	0
Net gains (losses) included in net income	0	0	0	0
Net gains (losses) included in other comprehensive income	0	0	0	0
Purchases, sales, issuances and settlements, net	8	(9)	0	(9)
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, end of period	0	(9)	0	(9)
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	0	0
Other Liabilities Excluding Derivatives And Short Sale Liabilities [Member]
Liabilities:
Balance, beginning of period	(48)	(42)	(49)	(44)
Net gains (losses) included in net income	5	(3)	6	(2)
Net gains (losses) included in other comprehensive income	0	0	0	0
Purchases, sales, issuances and settlements, net	0	(200)	0	(199)
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, end of period	(43)	(245)	(43)	(245)
Net unrealized gains (losses) included in mortgage banking and other noninterest income in the income statement related to liabilities held at period end	4	0	4	0
Available for sale Securities [Member]
Assets:
Balance, beginning of period	16,982	33,490	27,439	31,856
Net gains (losses) included in net income	(4)	58	24	143
Net gains (losses) included in other comprehensive income	(66)	(27)	40	442
Purchases, sales, issuances and settlements, net	(618)	16	(533)	1,146
Transfers into Level 3	0	14	0	57
Transfers out of Level 3	(165)	(3,943)	(10,841)	(4,036)
Balance, end of period	16,129	29,608	16,129	29,608
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	(10)	(24)	(10)	(53)
Available for sale Securities [Member] | Debt Securities [Member]
Assets:
Balance, beginning of period	16,175	32,314	26,645	30,489
Net gains (losses) included in net income	(6)	17	21	71
Net gains (losses) included in other comprehensive income	(68)	5	17	481
Purchases, sales, issuances and settlements, net	(595)	272	(501)	1,617
Transfers into Level 3	0	14	0	57
Transfers out of Level 3	(165)	(3,943)	(10,841)	(4,036)
Balance, end of period	15,341	28,679	15,341	28,679
Net unrealized gains (losses) included in debt securities available for sale in the income statement related to assets held at period end	(10)	(24)	(10)	(53)
Available for sale Securities [Member] | US States and Political Subdivisions [Member]
Assets:
Balance, beginning of period	3,529	12,514	3,631	11,516
Net gains (losses) included in net income	2	(1)	4	(5)
Net gains (losses) included in other comprehensive income	(58)	30	(67)	194
Purchases, sales, issuances and settlements, net	451	863	356	1,701
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	(165)	(3,901)	(165)	(3,901)
Balance, end of period	3,759	9,505	3,759	9,505
Net unrealized gains (losses) included in debt securities available for sale in the income statement related to assets held at period end	0	(3)	0	(10)
Available for sale Securities [Member] | Mortgage Backed Securities [Member]
Assets:
Balance, beginning of period	287	290	297	293
Net gains (losses) included in net income	(3)	12	(10)	(3)
Net gains (losses) included in other comprehensive income	14	9	28	32
Purchases, sales, issuances and settlements, net	(6)	(77)	(11)	(85)
Transfers into Level 3	0	1	0	28
Transfers out of Level 3	0	(31)	(12)	(61)
Balance, end of period	292	204	292	204
Net unrealized gains (losses) included in debt securities available for sale in the income statement related to assets held at period end	(3)	(1)	(3)	(18)
Available for sale Securities [Member] | Residential [Member]
Assets:
Balance, beginning of period	95	58	94	61
Net gains (losses) included in net income	1	11	(3)	11
Net gains (losses) included in other comprehensive income	5	10	11	11
Purchases, sales, issuances and settlements, net	(3)	(34)	(3)	(35)
Transfers into Level 3	0	1	0	28
Transfers out of Level 3	0	(31)	(1)	(61)
Balance, end of period	98	15	98	15
Net unrealized gains (losses) included in debt securities available for sale in the income statement related to assets held at period end	0	0	0	(1)
Available for sale Securities [Member] | Commercial [Member]
Assets:
Balance, beginning of period	192	232	203	232
Net gains (losses) included in net income	(4)	1	(7)	(14)
Net gains (losses) included in other comprehensive income	9	(1)	17	21
Purchases, sales, issuances and settlements, net	(3)	(43)	(8)	(50)
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	(11)	0
Balance, end of period	194	189	194	189
Net unrealized gains (losses) included in debt securities available for sale in the income statement related to assets held at period end	(3)	(1)	(3)	(17)
Available for sale Securities [Member] | Collateralized loan and other debt obligations [Member]
Assets:
Balance, beginning of period	2,938	9,163	13,188	8,599
Net gains (losses) included in net income	(3)	28	(4)	85
Net gains (losses) included in other comprehensive income	22	(6)	91	177
Purchases, sales, issuances and settlements, net	270	(38)	565	286
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	(10,613)	0
Balance, end of period	3,227	9,147	3,227	9,147
Net unrealized gains (losses) included in debt securities available for sale in the income statement related to assets held at period end	0	0	0	0
Available for sale Securities [Member] | Corporate debt securities [Member]
Assets:
Balance, beginning of period	281	308	274	295
Net gains (losses) included in net income	2	(2)	4	3
Net gains (losses) included in other comprehensive income	(17)	(16)	(9)	(5)
Purchases, sales, issuances and settlements, net	(23)	(4)	(23)	(8)
Transfers into Level 3	0	0	0	1
Transfers out of Level 3	0	0	(3)	0
Balance, end of period	243	286	243	286
Net unrealized gains (losses) included in debt securities available for sale in the income statement related to assets held at period end	0	0	0	0
Available for sale Securities [Member] | Total asset-backed securities [Member]
Assets:
Balance, beginning of period	9,140	10,039	9,255	9,786
Net gains (losses) included in net income	(4)	(20)	27	(9)
Net gains (losses) included in other comprehensive income	(29)	(12)	(26)	83
Purchases, sales, issuances and settlements, net	(1,287)	(472)	(1,388)	(277)
Transfers into Level 3	0	13	0	28
Transfers out of Level 3	0	(11)	(48)	(74)
Balance, end of period	7,820	9,537	7,820	9,537
Net unrealized gains (losses) included in debt securities available for sale in the income statement related to assets held at period end	(7)	(20)	(7)	(25)
Available for sale Securities [Member] | Auto loans and leases [Member]
Assets:
Balance, beginning of period	5,704	6,913	5,921	6,641
Net gains (losses) included in net income	0	2	0	3
Net gains (losses) included in other comprehensive income	(34)	(13)	(25)	7
Purchases, sales, issuances and settlements, net	(798)	(696)	(1,024)	(445)
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, end of period	4,872	6,206	4,872	6,206
Net unrealized gains (losses) included in debt securities available for sale in the income statement related to assets held at period end	0	0	0	0
Available for sale Securities [Member] | Home Equity Loans [Member]
Assets:
Balance, beginning of period	0	257	51	282
Net gains (losses) included in net income	0	4	3	11
Net gains (losses) included in other comprehensive income	0	(4)	(1)	14
Purchases, sales, issuances and settlements, net	0	(2)	(5)	(3)
Transfers into Level 3	0	13	0	27
Transfers out of Level 3	0	(11)	(48)	(74)
Balance, end of period	0	257	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	(4)	0	(4)
Available for sale Securities [Member] | Other asset-backed securities [Member]
Assets:
Balance, beginning of period	3,436	2,869	3,283	2,863
Net gains (losses) included in net income	(4)	(26)	24	(23)
Net gains (losses) included in other comprehensive income	5	5	0	62
Purchases, sales, issuances and settlements, net	(489)	226	(359)	171
Transfers into Level 3	0	0	0	1
Transfers out of Level 3	0	0	0	0
Balance, end of period	2,948	3,074	2,948	3,074
Net unrealized gains (losses) included in debt securities available for sale in the income statement related to assets held at period end	(7)	(16)	(7)	(21)
Available for sale Securities [Member] | Equity Securities [Member]
Assets:
Balance, beginning of period	807	1,176	794	1,367
Net gains (losses) included in net income	2	41	3	72
Net gains (losses) included in other comprehensive income	2	(32)	23	(39)
Purchases, sales, issuances and settlements, net	(23)	(256)	(32)	(471)
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, end of period	788	929	788	929
Net unrealized gains (losses) included in equity investments in the income statement related to assets held at period end	0	0	0	0
Available for sale Securities [Member] | Perpetual preferred securities [Member]
Assets:
Balance, beginning of period	807	1,173	794	1,344
Net gains (losses) included in net income	2	40	3	71
Net gains (losses) included in other comprehensive income	2	(32)	23	(24)
Purchases, sales, issuances and settlements, net	(23)	(254)	(32)	(464)
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, end of period	788	927	788	927
Net unrealized gains (losses) included in equity investments in the income statement related to assets held at period end	0	0	0	0
Available for sale Securities [Member] | Other equity securities [Member]
Assets:
Balance, beginning of period	0	3	0	23
Net gains (losses) included in net income	0	1	0	1
Net gains (losses) included in other comprehensive income	0	0	0	(15)
Purchases, sales, issuances and settlements, net	0	(2)	0	(7)
Transfers into Level 3	0	0	0	0
Transfers out of Level 3	0	0	0	0
Balance, end of period	0	2	0	2
Net unrealized gains (losses) included in equity investments in the income statement related to assets held at period end	$ 0	$ 0	$ 0	$ 0

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Fair Value, Assets and Liabilities Measured on Recurring Basis Level 3 Reconciliation Breakout (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Trading Securities [Member]
Assets:
Purchases	$ 334	$ 328	$ 724	$ 733
Sales	(375)	(670)	(895)	(1,133)
Issuances	0	0	0	0
Settlements	(13)	(12)	(24)	(24)
Purchases, sales, issuances and settlements, net	(54)	(354)	(195)	(424)
Trading Securities [Member] | US States and Political Subdivisions [Member]
Assets:
Purchases	46	9	123	68
Sales	(41)	(54)	(131)	(63)
Issuances	0	0	0	0
Settlements	0	0	0	0
Purchases, sales, issuances and settlements, net	5	(45)	(8)	5
Trading Securities [Member] | Mortgage Backed Securities [Member]
Assets:
Purchases	4	41	4	44
Sales	(1)	(6)	(2)	(52)
Issuances	0	0	0	0
Settlements	0	0	0	0
Purchases, sales, issuances and settlements, net	3	35	2	(8)
Trading Securities [Member] | Collateralized loan and other debt obligations [Member]
Assets:
Purchases	270	181	519	371
Sales	(302)	(448)	(625)	(698)
Issuances	0	0	0	0
Settlements	(3)	0	(3)	0
Purchases, sales, issuances and settlements, net	(35)	(267)	(109)	(327)
Trading Securities [Member] | Corporate debt securities [Member]
Assets:
Purchases	8	70	66	151
Sales	(24)	(144)	(107)	(190)
Issuances	0	0	0	0
Settlements	0	0	0	0
Purchases, sales, issuances and settlements, net	(16)	(74)	(41)	(39)
Trading Securities [Member] | Total asset-backed securities [Member]
Assets:
Purchases	6	26	12	98
Sales	(7)	(16)	(27)	(127)
Issuances	0	0	0	0
Settlements	(10)	(12)	(21)	(24)
Purchases, sales, issuances and settlements, net	(11)	(2)	(36)	(53)
Trading Securities [Member] | Equity Securities [Member]
Assets:
Purchases	0	1	0	1
Sales	0	(2)	(3)	(3)
Issuances	0	0	0	0
Settlements	0	0	0	0
Purchases, sales, issuances and settlements, net	0	(1)	(3)	(2)
Trading assets (excluding derivatives) [Member]
Assets:
Purchases	334	328	724	733
Sales	(375)	(670)	(895)	(1,133)
Issuances	0	0	0	0
Settlements	(13)	(12)	(24)	(24)
Purchases, sales, issuances and settlements, net	(54)	(354)	(195)	(424)
Trading assets (excluding derivatives) [Member] | Trading Account Assets Other [Member]
Assets:
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	0	0	0	0
Purchases, sales, issuances and settlements, net	0	0	0	0
Mortgages held for sale [Member]
Assets:
Purchases	101	144	203	255
Sales	(572)	0	(572)	0
Issuances	0	0	0	0
Settlements	(144)	(167)	(306)	(324)
Purchases, sales, issuances and settlements, net	(615)	(23)	(675)	(69)
Loans Receivable [Member]
Assets:
Purchases	21	0	22	2
Sales	0	0	0	0
Issuances	115	0	232	0
Settlements	(86)	(1)	(155)	(1)
Purchases, sales, issuances and settlements, net	50	(1)	99	1
Mortgage servicing rights [Member]
Assets:
Purchases	0	0	0	0
Sales	(161)	(293)	(584)	(293)
Issuances	1,060	1,139	1,995	2,915
Settlements	0	0	0	0
Purchases, sales, issuances and settlements, net	899	846	1,411	2,622
Derivatives [Member]
Assets and Liabilities:
Purchases	179	(22)	276	99
Sales	(137)	(6)	(203)	(180)
Issuances	0	0	0	0
Settlements	533	(1,906)	246	(3,220)
Purchases, sales, issuances and settlements, net	575	(1,934)	319	(3,301)
Derivatives [Member] | Interest Rate Contract [Member]
Assets and Liabilities:
Purchases	0	0	0	0
Sales	8	1	9	0
Issuances	0	0	0	0
Settlements	124	(1,958)	(246)	(3,389)
Purchases, sales, issuances and settlements, net	132	(1,957)	(237)	(3,389)
Derivatives [Member] | Commodity Contract [Member]
Assets and Liabilities:
Purchases	1	(5)	2	0
Sales	(1)	7	(2)	0
Issuances	0	0	0	0
Settlements	(8)	(6)	(31)	(11)
Purchases, sales, issuances and settlements, net	(8)	(4)	(31)	(11)
Derivatives [Member] | Equity Contract [Member]
Assets and Liabilities:
Purchases	170	(11)	269	104
Sales	(142)	(17)	(209)	(182)
Issuances	0	0	0	0
Settlements	190	(112)	158	(59)
Purchases, sales, issuances and settlements, net	218	(140)	218	(137)
Derivatives [Member] | Foreign Exchange Contract [Member]
Assets and Liabilities:
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	6	11	4	6
Purchases, sales, issuances and settlements, net	6	11	4	6
Derivatives [Member] | Credit Contract [Member]
Assets and Liabilities:
Purchases	8	(6)	5	(5)
Sales	(2)	3	(1)	2
Issuances	0	0	0	0
Settlements	220	159	360	233
Purchases, sales, issuances and settlements, net	226	156	364	230
Derivatives [Member] | Other Contract [Member]
Assets and Liabilities:
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	1	0	1	0
Purchases, sales, issuances and settlements, net	1	0	1	0
Other Assets [Member]
Assets:
Purchases	360	14	557	17
Sales	(1)	0	(1)	0
Issuances	0	0	0	0
Settlements	(14)	(24)	(23)	(40)
Purchases, sales, issuances and settlements, net	345	(10)	533	(23)
Short sale liabilities [Member]
Liabilities:
Purchases	8	0	8	0
Sales	0	(9)	(8)	(9)
Issuances	0	0	0	0
Settlements	0	0	0	0
Purchases, sales, issuances and settlements, net	8	(9)	0	(9)
Other Liabilities Excluding Derivatives And Short Sale Liabilities [Member]
Liabilities:
Purchases	0	0	0	(1)
Sales	0	8	0	10
Issuances	(1)	(208)	(4)	(208)
Settlements	1	0	4	0
Purchases, sales, issuances and settlements, net	0	(200)	0	(199)
Available for sale Securities [Member]
Assets:
Purchases	383	2,362	1,647	5,728
Sales	(22)	(292)	(143)	(322)
Issuances	1,092	884	1,617	1,970
Settlements	(2,071)	(2,938)	(3,654)	(6,230)
Purchases, sales, issuances and settlements, net	(618)	16	(533)	1,146
Available for sale Securities [Member] | Debt Securities [Member]
Assets:
Purchases	383	2,362	1,647	5,728
Sales	(2)	(291)	(123)	(317)
Issuances	1,092	884	1,617	1,970
Settlements	(2,068)	(2,683)	(3,642)	(5,764)
Purchases, sales, issuances and settlements, net	(595)	272	(501)	1,617
Available for sale Securities [Member] | US States and Political Subdivisions [Member]
Assets:
Purchases	0	978	0	1,560
Sales	0	(2)	(67)	(2)
Issuances	630	312	705	900
Settlements	(179)	(425)	(282)	(757)
Purchases, sales, issuances and settlements, net	451	863	356	1,701
Available for sale Securities [Member] | Mortgage Backed Securities [Member]
Assets:
Purchases	0	11	0	11
Sales	0	(34)	(1)	(34)
Issuances	0	0	0	0
Settlements	(6)	(54)	(10)	(62)
Purchases, sales, issuances and settlements, net	(6)	(77)	(11)	(85)
Available for sale Securities [Member] | Residential [Member]
Assets:
Purchases	0	1	0	1
Sales	0	(34)	0	(34)
Issuances	0	0	0	0
Settlements	(3)	(1)	(3)	(2)
Purchases, sales, issuances and settlements, net	(3)	(34)	(3)	(35)
Available for sale Securities [Member] | Commercial [Member]
Assets:
Purchases	0	10	0	10
Sales	0	0	(1)	0
Issuances	0	0	0	0
Settlements	(3)	(53)	(7)	(60)
Purchases, sales, issuances and settlements, net	(3)	(43)	(8)	(50)
Available for sale Securities [Member] | Collateralized loan and other debt obligations [Member]
Assets:
Purchases	371	665	773	1,215
Sales	0	(185)	(14)	(185)
Issuances	0	0	0	0
Settlements	(101)	(518)	(194)	(744)
Purchases, sales, issuances and settlements, net	270	(38)	565	286
Available for sale Securities [Member] | Corporate debt securities [Member]
Assets:
Purchases	0	0	0	0
Sales	0	0	0	0
Issuances	0	0	0	0
Settlements	(23)	(4)	(23)	(8)
Purchases, sales, issuances and settlements, net	(23)	(4)	(23)	(8)
Available for sale Securities [Member] | Total asset-backed securities [Member]
Assets:
Purchases	12	708	874	2,942
Sales	(2)	(70)	(41)	(96)
Issuances	462	572	912	1,070
Settlements	(1,759)	(1,682)	(3,133)	(4,193)
Purchases, sales, issuances and settlements, net	(1,287)	(472)	(1,388)	(277)
Available for sale Securities [Member] | Auto loans and leases [Member]
Assets:
Purchases	1	205	352	2,040
Sales	0	0	0	0
Issuances	156	147	304	310
Settlements	(955)	(1,048)	(1,680)	(2,795)
Purchases, sales, issuances and settlements, net	(798)	(696)	(1,024)	(445)
Available for sale Securities [Member] | Home Equity Loans [Member]
Assets:
Purchases	0	0	0	0
Sales	0	(2)	(5)	(2)
Issuances	0	0	0	0
Settlements	0	0	0	(1)
Purchases, sales, issuances and settlements, net	0	(2)	(5)	(3)
Available for sale Securities [Member] | Other asset-backed securities [Member]
Assets:
Purchases	11	503	522	902
Sales	(2)	(68)	(36)	(94)
Issuances	306	425	608	760
Settlements	(804)	(634)	(1,453)	(1,397)
Purchases, sales, issuances and settlements, net	(489)	226	(359)	171
Available for sale Securities [Member] | Equity Securities [Member]
Assets:
Purchases	0	0	0	0
Sales	(20)	(1)	(20)	(5)
Issuances	0	0	0	0
Settlements	(3)	(255)	(12)	(466)
Purchases, sales, issuances and settlements, net	(23)	(256)	(32)	(471)
Available for sale Securities [Member] | Perpetual preferred securities [Member]
Assets:
Purchases	0	0	0	0
Sales	(20)	0	(20)	0
Issuances	0	0	0	0
Settlements	(3)	(254)	(12)	(464)
Purchases, sales, issuances and settlements, net	(23)	(254)	(32)	(464)
Available for sale Securities [Member] | Other equity securities [Member]
Assets:
Purchases	0	0	0	0
Sales	0	(1)	0	(5)
Issuances	0	0	0	0
Settlements	0	(1)	0	(2)
Purchases, sales, issuances and settlements, net	$ 0	$ (2)	$ 0	$ (7)

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Fair Value, Assets and Liabilities Measured on a Recurring Basis Level 3 Valuation Techniques and Significant Unobservable Inputs (Details) (USD $)	6 Months Ended	12 Months Ended
Jun. 30, 2013	Dec. 31, 2012
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Mortgages held for sale, carried at fair value	35,402,000,000	42,305,000,000
Loans	6,088,000,000	6,206,000,000
MSRs (carried at fair value)	14,185,000,000	11,538,000,000
Interest Rate Contract [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Prepayment rate	11.00%	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	16.00%	15.60%
Loss severity	57.90%	83.20%
Default rate	15.00%	20.00%
Interest Rate Contract [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Prepayment rate	16.00%	14.90%
Loss severity	50.00%	51.60%
Default rate	5.00%	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)	(5.3)	(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)	109.7	137.2
Derivative Loan Commitments [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Fall-out factor	17.30%	22.90%
Initial-value servicing (in bps)	71.4	85.6
Equity Contract [Member] | Minimum [Member] | Option model [Member]
Fair Value Inputs [Abstract]
Volatility factor	10.80%	3.00%
Correlation factor	18.00%	(43.60%)
Equity Contract [Member] | Maximum [Member] | Option model [Member]
Fair Value Inputs [Abstract]
Volatility factor	68.20%	68.90%
Correlation factor	87.80%	94.50%
Equity Contract [Member] | Weighted Average [Member] | Option model [Member]
Fair Value Inputs [Abstract]
Volatility factor	25.10%	26.50%
Correlation factor	73.60%	50.30%
Credit Contract [Member] | Minimum [Member] | Market comparable pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	(31.40%)	(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	34.20%	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	0.50%	0.10%
Credit Contract [Member] | Weighted Average [Member] | Option model [Member]
Fair Value Inputs [Abstract]
Loss severity	45.50%	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	0.40%	0.50%
Government, healthcare and other revenue bonds [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	5.40%	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	3.20%	2.00%
Weighted average life	2 years 9 months 18 days	3 years
Auction rate and other municipal bonds [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	14.30%	12.90%
Weighted average life	7 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	5.40%	4.40%
Weighted average life	3 years 3 months 18 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	(20.30%)	(22.50%)
Collateralized loan and other debt obligations [Member] | Maximum [Member] | Market comparable pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	22.50%	24.70%
Collateralized loan and other debt obligations [Member] | Weighted Average [Member] | Market comparable pricing [Member]
Fair Value Inputs [Abstract]
Comparability adjustment	1.10%	3.50%
Auto loans and leases [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	0.50%	0.60%
Prepayment rate	0.60%	0.60%
Loss severity	50.00%	50.00%
Default rate	1.60%	2.10%
Auto loans and leases [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	1.20%	1.60%
Prepayment rate	1.50%	0.90%
Loss severity	66.30%	66.60%
Default rate	9.00%	9.70%
Auto loans and leases [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	1.00%	1.00%
Prepayment rate	0.80%	0.70%
Loss severity	53.30%	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	1.70%	1.90%
Diversified Payment Rights [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	1.50%	1.00%
Diversified Payment Rights [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	3.30%	2.90%
Diversified Payment Rights [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	2.40%	1.80%
Other Commercial and Consumer [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	0.00%	0.60%
Weighted average life	1 year 1 month 4 days	1 year
Other Commercial and Consumer [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	12.90%	6.80%
Weighted average life	6 years 10 months 22 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	1.60%	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	4.90%	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	9.70%	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	6.50%	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	3.60%	3.40%
Prepayment rate	1.00%	1.00%
Loss severity	1.30%	1.30%
Default rate	0.60%	0.60%
Mortgages held for sale [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	7.70%	7.50%
Prepayment rate	9.60%	11.00%
Loss severity	33.10%	35.30%
Default rate	17.90%	14.80%
Mortgages held for sale [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	5.60%	5.40%
Prepayment rate	5.30%	6.20%
Loss severity	23.20%	26.40%
Default rate	3.30%	5.50%
Loans Receivable [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	2.40%	2.40%
Prepayment rate	1.70%	1.60%
Utilization rate	0.00%	0.00%
Loans Receivable [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	3.60%	2.80%
Prepayment rate	40.70%	44.40%
Utilization rate	2.00%	2.00%
Loans Receivable [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	3.20%	2.60%
Prepayment rate	12.00%	11.60%
Utilization rate	0.80%	0.80%
Residential Mortgage Servicing [Member] | Minimum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	5.60%	6.70%
Prepayment rate	6.50%	7.30%
Cost to service per loan	88	90
Residential Mortgage Servicing [Member] | Maximum [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	10.80%	10.90%
Prepayment rate	20.50%	23.70%
Cost to service per loan	826	854
Residential Mortgage Servicing [Member] | Weighted Average [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	7.60%	7.40%
Prepayment rate	11.40%	15.70%
Cost to service per loan	200	219
Recurring [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Mortgages held for sale, carried at fair value	35,402,000,000	42,305,000,000
Loans	6,088,000,000	6,206,000,000
MSRs (carried at fair value)	14,185,000,000	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	2,641,000,000	3,250,000,000
Loans	5,860,000,000	6,021,000,000
MSRs (carried at fair value)	14,185,000,000	11,538,000,000
Total insignificant level 3 assets, net of liabilities	1,232,000,000	835,000,000
Total level 3 assets, net of liabilities	38,823,000,000	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	2,641,000,000	3,250,000,000
Loans	5,860,000,000	6,021,000,000
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	45,000,000	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	(606,000,000)	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	27,000,000	(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	(803,000,000)	(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	4,000,000	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	3,229,000,000	3,081,000,000
Level 3 [Member] | Recurring [Member] | Government, healthcare and other revenue bonds [Member] | Vendor priced [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Trading and available for sale securities	68,000,000
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	502,000,000	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	1,023,000,000	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	2,699,000,000	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	4,872,000,000	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	1,409,000,000	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	604,000,000	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	935,000,000	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	109,000,000	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	788,000,000	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)	14,185,000,000	11,538,000,000

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Fair Value, Assets Recorded at Fair Value on Nonrecurring Basis (Details) (USD $) In Millions, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Mortgages held for sale	$ 35,402	$ 42,305
Loans held for sale	2	6
Loans	6,088	6,206
MSRs (carried at fair value)	14,185	11,538
Other assets	595	0
Nonrecurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Mortgages held for sale	2,540	2,554
Loans held for sale	0	4
Loans	3,326	7,400
Other assets	487	1,133
Nonrecurring [Member] | Commercial Portfolio Segment [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	388	1,507
Nonrecurring [Member] | Consumer Portfolio Segment [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	2,938	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	1,552	1,509
Loans held for sale	0	4
Loans	3,316	7,396
Other assets	382	989
Level 2 [Member] | Nonrecurring [Member] | Commercial Portfolio Segment [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	384	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	2,932	5,889
Level 3 [Member] | Nonrecurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Mortgages held for sale	988	1,045
Loans held for sale	0	0
Loans	10	4
Other assets	105	144
Level 3 [Member] | Nonrecurring [Member] | Commercial Portfolio Segment [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	4	0
Level 3 [Member] | Nonrecurring [Member] | Consumer Portfolio Segment [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	$ 6	$ 4

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Fair Value, Changes in Fair Value of Assets Recorded at Fair Value on Nonrecurring Basis (Details) (USD $) In Millions, unless otherwise specified	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012
Fair Value Assets Measured On Nonrecurring Basis Increase Decrease [Line Items]
Mortgages held for sale	$ (23)	$ 38
Loans held for sale	0	1
Loans	(1,575)	(2,624)
Other Assets	(151)	(179)
Total	(1,749)	(2,764)
Commercial Portfolio Segment [Member]
Fair Value Assets Measured On Nonrecurring Basis Increase Decrease [Line Items]
Loans	(195)	(471)
Consumer Portfolio Segment [Member]
Fair Value Assets Measured On Nonrecurring Basis Increase Decrease [Line Items]
Loans	$ (1,380)	$ (2,153)

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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	6 Months Ended	12 Months Ended
Jun. 30, 2013	Dec. 31, 2012
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Mortgages held for sale	35,402	42,305
Minimum [Member] | Mortgages held for sale [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	3.60%	3.40%
Loss severity	1.30%	1.30%
Default rate	0.60%	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	4.30%	4.10%
Loss severity	1.90%	2.00%
Default rate	1.30%	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	7.70%	7.50%
Loss severity	33.10%	35.30%
Default rate	17.90%	14.80%
Prepayment rate	9.60%	11.00%
Maximum [Member] | Residential Portfolio Segment [Member] | Mortgages held for sale [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	12.20%	11.90%
Loss severity	50.50%	45.00%
Default rate	5.50%	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	5.60%	5.40%
Loss severity	23.20%	26.40%
Default rate	3.30%	5.50%
Prepayment rate	5.30%	6.20%
Weighted Average [Member] | Residential Portfolio Segment [Member] | Mortgages held for sale [Member] | Discounted cash flow [Member]
Fair Value Inputs [Abstract]
Discount rate	11.30%	10.90%
Loss severity	5.10%	6.00%
Default rate	2.80%	7.90%
Prepayment rate	66.70%	66.70%
Nonrecurring [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Mortgages held for sale	2,540	2,554
Level 3 [Member] | Nonrecurring [Member]
Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]
Mortgages held for sale	988	1,045
Total insignificant level 3 assets	115	148
Total	1,103	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	988	1,045

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Fair Value, Investments in Entities That Calculate Net Asset Value Per Share (Details) (USD $) In Millions, unless otherwise specified	6 Months Ended	12 Months Ended
Jun. 30, 2013	Dec. 31, 2012
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]
Fair value	$ 1,281	$ 1,271
Unfunded commitments	212	216
Offshore Funds [Member]
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]
Fair value	439	379
Unfunded commitments	0	0
Redemption frequency	Daily - Quarterly	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	0	1
Unfunded commitments	0	0
Redemption frequency	-	Quarterly
Redemption notice period	-	90 days
Hedge Funds [Member]
Fair Value, Investments, Entities that Calculate Net Asset Value Per Share [Line Items]
Fair value	4	2
Unfunded commitments	0	0
Redemption frequency	Monthly - Semi 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	758	807
Unfunded commitments	196	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	80	82
Unfunded commitments	$ 16	$ 21
Redemption frequency	N/A	N/A
Redemption notice period	N/A	N/A

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Fair Value, Option, Carrying Amount (Details) (USD $) In Millions, unless otherwise specified	6 Months Ended	12 Months Ended
Jun. 30, 2013	Dec. 31, 2012
Fair Value, Option, Quantitative Disclosures [Line Items]
Mortgages held for sale	$ 35,402	$ 42,305
Loans held for sale	2	6
Loans	6,088	6,206
Other assets	595	0
Long-term debt	0	(1)
Mortgages held for sale [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Mortgages held for sale	35,402	42,305
Mortgages held for sale, Unpaid principal	36,098	41,183
Loans, Loans held for sale and Mortgages held for sale, aggregate difference	(696)	1,122
Nonaccrual loans	269	309
Nonaccrual loans, Unpaid principal	473	655
Nonaccrual loans, Aggregate difference	(204)	(346)
Loans 90 days or more past due and still accruing	41	49
Loans 90 days or more past due and still accruing, Unpaid principal	52	64
Loans 90 days or more past due and still accruing, Aggregate difference	(11)	(15)
Loans held for sale [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Loans held for sale	2	6
Loans, Unpaid principal	9	10
Loans, Loans held for sale and Mortgages held for sale, aggregate difference	(7)	(4)
Nonaccrual loans	2	2
Nonaccrual loans, Unpaid principal	9	6
Nonaccrual loans, Aggregate difference	(7)	(4)
Loans [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Loans	6,088	6,206
Loans, Unpaid principal	5,706	5,669
Loans, Loans held for sale and Mortgages held for sale, aggregate difference	382	537
Nonaccrual loans	117	89
Nonaccrual loans, Unpaid principal	118	89
Nonaccrual loans, Aggregate difference	(1)	0
Other Assets [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Other assets	595	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

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Fair Value, Option, Gains and Losses (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 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	$ 61	$ 2,526	$ 1,034	$ 4,321
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	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	0	0
Mortgage banking noninterest income [Member] | Long-term debt [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	0	0	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	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	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	0	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	6	0	19
Other noninterest income [Member] | Loans Receivable [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	(107)	(15)	(154)	27
Other noninterest income [Member] | Long-term debt [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	0	(4)	0	(4)
Other noninterest income [Member] | Other Assets [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	25	0	39	0
Other noninterest income [Member] | Other interests held [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	0	(8)	6	15
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	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	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	0	0
Net gains (losses) from trading activities [Member] | Long-term debt [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (Losses) on changes in fair value	0	0	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	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	$ (6)	$ (15)	$ (13)	$ (24)

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Fair Value, Option, Instrument Specific Credit Risk (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (losses) attributable to instrument-specific credit risk	$ 88	$ (46)	$ 125	$ (72)
Mortgages held for sale [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (losses) attributable to instrument-specific credit risk	88	(52)	125	(91)
Loans held for sale [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains (losses) attributable to instrument-specific credit risk	$ 0	$ 6	$ 0	$ 19

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Fair Value, Estimates for Financial Instruments Not Carried at Fair Value (Details) (USD $) In Millions, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012	Jun. 30, 2012	Dec. 31, 2011
Financial assets:
Cash and due from banks	$ 17,939	$ 21,860	$ 16,811	$ 19,440
Federal funds sold, securities purchased under resale agreements and other short-term investments	148,665	137,313
Mortgages held for sale	38,785	47,149
Loans held for sale	190	110
Loans	801,974	799,574
Nonmarketable equity investments (cost method)	6,519	6,799
Financial liabilities:
Deposits	1,021,585	1,002,835
Short-term borrowings	56,983	57,175
Long-term debt	123,375	127,379
Carrying amount [Member]
Financial assets:
Cash and due from banks	17,939	21,860
Federal funds sold, securities purchased under resale agreements and other short-term investments	148,665	137,313
Mortgages held for sale	3,383	4,844
Loans held for sale	188	104
Loans	768,071	763,968
Nonmarketable equity investments (cost method)	6,519	6,799
Financial liabilities:
Deposits	1,021,585	1,002,835
Short-term borrowings	56,983	57,175
Long-term debt	123,364	127,366
Estimated fair value [Member]
Financial assets:
Cash and due from banks	17,939	21,860
Federal funds sold, securities purchased under resale agreements and other short-term investments	148,665	137,313
Mortgages held for sale	3,383	4,853
Loans held for sale	194	112
Loans	773,296	772,351
Nonmarketable equity investments (cost method)	8,087	8,231
Financial liabilities:
Deposits	1,022,057	1,003,942
Short-term borrowings	56,983	57,175
Long-term debt	125,959	130,283
Estimated fair value [Member] | Level 1 [Member]
Financial assets:
Cash and due from banks	17,939	21,860
Federal funds sold, securities purchased under resale agreements and other short-term investments	3,834	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	144,831	132,267
Mortgages held for sale	2,395	3,808
Loans held for sale	181	83
Loans	57,917	56,237
Nonmarketable equity investments (cost method)	1	2
Financial liabilities:
Deposits	971,375	946,922
Short-term borrowings	56,983	57,175
Long-term debt	114,926	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	988	1,045
Loans held for sale	13	29
Loans	715,379	716,114
Nonmarketable equity investments (cost method)	8,086	8,229
Financial liabilities:
Deposits	50,682	57,020
Short-term borrowings	0	0
Long-term debt	$ 11,033	$ 11,063

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Preferred Stock Textuals (Details) (USD $)	Jun. 30, 2013	Dec. 31, 2012	Jun. 30, 2013 Preferred Stock, No Voting Rights [Member]	Jun. 30, 2013 Preferred Stock, Voting Rights [Member]	Jun. 30, 2013 Preferred Stock, Voting Rights [Member]	Jun. 30, 2013 Employee Stock Ownership Plan Preferred Stock [Member]	Mar. 31, 2013 Series P - 5.25% Non-Cumulative Perpetual Class A Preferred Stock [Member]	Jun. 30, 2013 Series P - 5.25% Non-Cumulative Perpetual Class A Preferred Stock [Member]	Dec. 31, 2012 Series P - 5.25% Non-Cumulative Perpetual Class A Preferred Stock [Member]	Jun. 30, 2013 Series G - 7.25% Class A Preferred Stock [Member]	Jun. 30, 2013 Series H - Floating Class A Preferred Stock [Member]
Preferred Stock (Textual) [Abstract]
Preferred Stock, Shares Authorized			20,000,000	4,000,000	4,000,000
Par value	$ 15,387,000,000	$ 14,282,000,000	$ 0	$ 0	$ 0			$ 625,000,000	$ 0
Shares issued and outstanding	11,064,275	10,558,865		0	0			25,000	0
Voting Rights					If issued, preference shares would be limited to one vote per share
Depositary shares issued and outstanding							25,000,000
Percentage Interest in a share of issued preferred stock							0.10%
Preferred stock, commitment to issue										0	0
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
Additional paid-in capital included related to preferred stock	$ 119,000,000	$ 75,000,000

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Preferred Stock (Details) (USD $)	Jun. 30, 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	11,064,275	10,558,865
Par value	$ 15,387,000,000	$ 14,282,000,000
Carrying value	13,988,000,000	12,883,000,000
Discount	1,399,000,000	1,399,000,000
ESOP Shares issued and outstanding	1,391,344	910,934
ESOP Par value	1,391,000,000	911,000,000
ESOP Carrying value	1,391,000,000	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

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ESOP Preferred Stock (Details) (USD $) In Millions, except Share data, unless otherwise specified	6 Months Ended	12 Months Ended
Jun. 30, 2013	Dec. 31, 2012
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Shares issued and outstanding	1,391,344	910,934
Carrying value	1,391	911
Unearned ESOP shares	(1,510)	(986)
Employee Stock Ownership Plan Preferred Stock 2004 [Member]
Detail of Employee Stock Ownership Plan Preferred Stock [Abstract]
Shares issued and outstanding	2,598	7,413
Carrying value	3	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	13,661	18,882
Carrying value	14	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	27,349	33,559
Carrying value	27	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	46,508	53,768
Carrying value	46	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	65,627	73,434
Carrying value	66	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	186,011	201,011
Carrying value	186	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	259,263	277,263
Carrying value	259	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	231,504	245,604
Carrying value	231	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	558,823	0
Carrying value	559	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%

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Employee Benefits Textual (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Employee Benefits Textual [Abstract]
Defined benefit plan settlement loss recognized during period, portion remaining in comprehensive income based on percentage reduction in the benefit obligation	$ 68	$ 5	$ 71	$ 5
Decrease in defined benefit plan liability from remeasurement	772	(12)	778	(17)
Increase in cumulative other comprehensive income from remeasurement of defined benefit plan obligation, before tax	840
Increase in cumulative other comprehensive income from remeasurement of defined benefit plan obligation, after tax	$ 524
Discount rate, benefit obligation	4.75%		4.75%

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Employee Benefits, Components of Net Periodic Benefit Cost (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Other Changes In Plan Assets And Benefit Obligations Recognized In Other Comprehensive Income [Abstract]
Net actuarial loss (gain)	$ (772)	$ 12	$ (778)	$ 17
Total recognized in other comprehensive income	(885)	(28)	(940)	(59)
Pension Benefits Qualified [Member]
Defined Benefit Plan, Net Periodic Benefit Cost [Abstract]
Service cost	0	1	0	1
Interest cost	113	128	226	256
Expected return on plan assets	(170)	(163)	(341)	(325)
Amortization of net actuarial loss	42	33	84	66
Amortization of prior service credit			0	0
Settlement	68	0	68	1
Net periodic benefit cost (income)	53	(1)	37	(1)
Pension Benefits Nonqualified [Member]
Defined Benefit Plan, Net Periodic Benefit Cost [Abstract]
Service cost	0	0	0	0
Interest cost	7	8	14	16
Expected return on plan assets	0	0	0	0
Amortization of net actuarial loss	3	2	7	5
Amortization of prior service credit			0	0
Settlement	0	5	4	5
Net periodic benefit cost (income)	10	15	25	26
Other benefits [Member]
Defined Benefit Plan, Net Periodic Benefit Cost [Abstract]
Service cost	2	3	5	6
Interest cost	12	15	24	30
Expected return on plan assets	(9)	(8)	(18)	(17)
Amortization of net actuarial loss	0	0	0	0
Amortization of prior service credit			(1)	(1)
Settlement	0	(1)	0	(1)
Net periodic benefit cost (income)	$ 5	$ 9	$ 10	$ 17

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Earnings per Common Share Textuals (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Earnings Per Common Share (Textual) [Abstract]
Preferred stock dividends	$ 246	$ 219	$ 486	$ 439

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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	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Earnings Per Common Share [Abstract]
Wells Fargo net income	$ 5,519	$ 4,622	$ 10,690	$ 8,870
Less: Preferred stock dividends and other	247	219	487	445
Wells Fargo net income applicable to common stock (numerator)	$ 5,272	$ 4,403	$ 10,203	$ 8,425
Earnings per common share
Average common shares outstanding (denominator)	5,304.7	5,306.9	5,291.9	5,294.9
Per share	$ 1	$ 0.83	$ 1.93	$ 1.59
Diluted earnings per common share
Average common shares outstanding	5,304.7	5,306.9	5,291.9	5,294.9
Diluted average common shares outstanding (denominator)	5,384.6	5,369.9	5,369.9	5,354.3
Per share	$ 0.98	$ 0.82	$ 1.9	$ 1.57
Stock Options [Member]
Diluted earnings per common share
Weighted Average Number Diluted Shares Outstanding, Adjustment	32.2	27.3	30.9	26.5
Restricted Share Rights [Member]
Diluted earnings per common share
Weighted Average Number Diluted Shares Outstanding, Adjustment	42.7	35.7	43.6	32.9
Warrants [Member]
Diluted earnings per common share
Weighted Average Number Diluted Shares Outstanding, Adjustment	5	0	3.5	0

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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	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 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	10.9	56.1	11.9	89.6
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	0	39.2

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Other Comprehensive Income, Components of Other Comprehensive Income (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Foreign currency translation adjustments:
Net unrealized losses arising during the period, Before tax	$ (21)	$ (56)	$ (39)	$ (46)
Net unrealized losses arising during the period, Tax effect	(8)	21	(6)	17
Net unrealized losses arising during the period, Net of tax	(29)	(35)	(45)	(29)
Reclassification of net gains to net income, Before tax	(15)	(10)	(15)	(10)
Reclassification of net gains to net income, Net of tax	(10)	(6)	(10)	(6)
Net change, Before tax	(36)	(66)	(54)	(56)
Net change, Tax effect	(3)	25	(1)	21
Net change, Net of tax	(39)	(41)	(55)	(35)
Securities available for sale:
Net unrealized gains (losses) arising during the period, Before tax	(6,130)	831	(6,764)	2,705
Net unrealized gains (losses) arising during the period, Tax effect	2,300	(316)	(2,530)	(1,020)
Net unrealized gains (losses) arising during the period, Net of tax	(3,830)	515	(4,234)	1,685
Reclassification of net (gains) losses to net income, Before tax	30	(23)	(83)	(249)
Reclassification of net (gains) losses to net income, Tax effect	(11)	14	32	94
Reclassification of net (gains) losses to net income, Net of tax	19	(9)	(51)	(155)
Net change, Before tax	(6,100)	808	(6,847)	2,456
Net change, Tax effect	2,289	(302)	2,562	(926)
Net change, Net of tax	(3,811)	506	(4,285)	1,530
Derivatives and hedging activities:
Net unrealized gains arising during the period, Before tax	(10)	(3)	(3)	39
Net unrealized gains arising during the period, Tax effect	3	(4)	1	(16)
Net unrealized gains arising during the period, Net of tax	(7)	(7)	(2)	23
Reclassification of net gains on cash flow hedges to net income, Before tax	(69)	(99)	(156)	(206)
Reclassification of net (gains) losses on cash flow hedges to net income, Tax effect	23	37	59	77
Reclassification of net (gains) losses on cash flow hedges to net income, Net of tax	(46)	(62)	(97)	(129)
Net change, Before tax	(79)	(102)	(159)	(167)
Net change, Tax effect	26	33	60	61
Net change, Net of tax	(53)	(69)	(99)	(106)
Defined benefit plans adjustments:
Net actuarial gains (losses) arising during the period, Before tax	772	(12)	778	(17)
Net actuarial gains (losses) arising during the period, Tax effect	(291)	5	(293)	7
Net actuarial gains (losses) arising during the period, Net of tax	481	(7)	485	(10)
Amortization of net actuarial loss, before tax	45	35	91	71
Amortization of net actuarial loss, tax effect	(16)	(14)	(34)	(27)
Amortization of net actuarial loss, net of tax	29	21	57	44
Settlements and other costs, before tax	68	5	71	5
Settlements and other costs, tax effect	(26)	(2)	(27)	(2)
Settlements and other costs, after tax	42	3	44	3
Reclassification to net periodic benefit costs, before tax	113	40	162	76
Reclassification to net periodic benefit costs, tax effect	(42)	(16)	(61)	(29)
Reclassification to net periodic benefit costs, net of tax	71	24	101	47
Net change, Before tax	885	28	940	59
Net change, Tax effect	(333)	(11)	(354)	(22)
Net change, Net of tax	552	17	586	37
Other comprehensive income (loss), Before tax	(5,330)	668	(6,120)	2,292
Income tax (expense) benefit related to other comprehensive income	1,979	(255)	2,267	(866)
Other comprehensive income (loss), net of tax	(3,351)	413	(3,853)	1,426
Less: Other comprehensive income (loss) from noncontrolling interests, net of tax	(3)	0	0	4
Wells Fargo other comprehensive income (loss), net of tax	(3,348)	413	(3,853)	1,422
Interest income on loans [Member]
Derivatives and hedging activities:
Reclassification of net gains on cash flow hedges to net income, Before tax	(115)	(123)	(231)	(252)
Reclassification of net (gains) losses on cash flow hedges to net income, Tax effect	40	47	87	95
Reclassification of net (gains) losses on cash flow hedges to net income, Net of tax	(75)	(76)	(144)	(157)
Interest expense on long-term debt [Member]
Derivatives and hedging activities:
Reclassification of net gains on cash flow hedges to net income, Before tax	27	24	54	46
Reclassification of net (gains) losses on cash flow hedges to net income, Tax effect	(10)	(10)	(20)	(18)
Reclassification of net (gains) losses on cash flow hedges to net income, Net of tax	17	14	34	28
Salaries expense [Member]
Derivatives and hedging activities:
Reclassification of net gains on cash flow hedges to net income, Before tax	2	0	4	0
Reclassification of net (gains) losses on cash flow hedges to net income, Tax effect	(1)	0	(2)	0
Reclassification of net (gains) losses on cash flow hedges to net income, Net of tax	1	0	2	0
Noninterest income [Member]
Foreign currency translation adjustments:
Reclassification of net gains to net income, Before tax	(15)	(10)	(15)	(10)
Reclassification of net gains to net income, Tax effect	5	4	5	4
Reclassification of net gains to net income, Net of tax	(10)	(6)	(10)	(6)
Derivatives and hedging activities:
Reclassification of net gains on cash flow hedges to net income, Before tax	17	0	17	0
Reclassification of net (gains) losses on cash flow hedges to net income, Tax effect	(6)	0	(6)	0
Reclassification of net (gains) losses on cash flow hedges to net income, Net of tax	11	0	11	0
Debt securities available for sale [Member]
Securities available for sale:
Reclassification of net (gains) losses to net income, Before tax	54	61	9	68
Reclassification of net (gains) losses to net income, Tax effect	(20)	(24)	(3)	(26)
Reclassification of net (gains) losses to net income, Net of tax	34	37	6	42
Equity investments [Member]
Securities available for sale:
Reclassification of net (gains) losses to net income, Before tax	(24)	(84)	(92)	(317)
Reclassification of net (gains) losses to net income, Tax effect	9	38	35	120
Reclassification of net (gains) losses to net income, Net of tax	$ (15)	$ (46)	$ (57)	$ (197)

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Other Comprehensive Income, Cumulative OCI Balances (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Foreign currency translation adjustments:
Cumulative other comprehensive income, Foreign currency translation adjustments, beginning balance	$ 64	$ 96	$ 80	$ 90
Net unrealized gains (losses) arising during the period	(29)	(35)	(45)	(29)
Amounts reclassified from accumulated other comprehensive income	(10)	(6)	(10)	(6)
Net change	(39)	(41)	(55)	(35)
Less: Other comprehensive income (loss) from noncontrolling interests	0	0	0	0
Cumulative other comprehensive income, Foreign currency translation adjustments, ending balance	25	55	25	55
Securities available for sale:
Cumulative other comprehensive income, Securities available for sale, beginning balance	6,985	5,433	7,462	4,413
Net unrealized gains (losses) arising during the period	(3,830)	515	(4,234)	1,685
Amounts reclassified from accumulated other comprehensive income	19	(9)	(51)	(155)
Net change	(3,811)	506	(4,285)	1,530
Less: Other comprehensive income (loss) from noncontrolling interests	(3)	0	0	4
Cumulative other comprehensive income, Securities available for sale, ending balance	3,177	5,939	3,177	5,939
Derivatives and hedging activities:
Cumulative other comprehensive income, Derivatives and hedging activities, beginning balance	243	453	289	490
Net unrealized gains arising during the period, Net of tax	(7)	(7)	(2)	23
Amounts reclassified from accumulated other comprehensive income	(46)	(62)	(97)	(129)
Net change	(53)	(69)	(99)	(106)
Less: Other comprehensive income (loss) from noncontrolling interests	0	0	0	0
Cumulative other comprehensive income, Derivatives and hedging activities, ending balance	190	384	190	384
Defined benefit plans adjustments:
Cumulative other comprehensive income, Defined benefit plans adjustment, beginning balance	(2,147)	(1,766)	(2,181)	(1,786)
Net unrealized gains (losses) arising during the period	481	(7)	485	(10)
Amounts reclassified from accumulated other comprehensive income	71	24	101	47
Net change	552	17	586	37
Less: Other comprehensive income (loss) from noncontrolling interests	0	0	0	0
Cumulative other comprehensive income, Defined benefit plans adjustment, ending balance	(1,595)	(1,749)	(1,595)	(1,749)
Cumulative Other Comprehensive Income (Loss), Net of Tax, Beginning Balance	5,145	4,216	5,650	3,207
Net unrealized gains (losses) arising during the period	(3,385)	466	(3,796)	1,669
Amounts reclassified from accumulated other comprehensive income	34	(53)	(57)	(243)
Cumulative other comprehensive income, Net change	(3,351)	413	(3,853)	1,426
Less: Other comprehensive income (loss) from noncontrolling interests	(3)	0	0	4
Cumulative Other Comprehensive Income (Loss), Net of Tax, Ending Balance	$ 1,797	$ 4,629	$ 1,797	$ 4,629

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Operating Segments (Details) (USD $)	3 Months Ended	6 Months Ended
Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Financial Information of Operating Segment [Abstract]
Net interest income	$ 10,750,000,000	$ 11,037,000,000	$ 21,249,000,000	$ 21,925,000,000
Provision (reversal of provision) for credit losses	652,000,000	1,800,000,000	1,871,000,000	3,795,000,000
Noninterest income	10,628,000,000	10,252,000,000	21,388,000,000	21,000,000,000
Noninterest expense	12,255,000,000	12,397,000,000	24,655,000,000	25,390,000,000
Income (loss) before income tax expense (benefit)	8,471,000,000	7,092,000,000	16,111,000,000	13,740,000,000
Income Tax Expense (Benefit)	2,863,000,000	2,371,000,000	5,283,000,000	4,699,000,000
Net income (loss) before noncontrolling interests	5,608,000,000	4,721,000,000	10,828,000,000	9,041,000,000
Less: Net income from noncontrolling interests	89,000,000	99,000,000	138,000,000	171,000,000
Net income	5,519,000,000	4,622,000,000	10,690,000,000	8,870,000,000
Average loans	800,200,000,000	768,200,000,000	799,200,000,000	768,400,000,000
Average assets	1,429,000,000,000	1,321,600,000,000	1,416,700,000,000	1,312,300,000,000
Average core deposits	936,100,000,000	880,600,000,000	931,000,000,000	875,600,000,000
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	7,251,000,000	7,306,000,000	14,370,000,000	14,632,000,000
Provision (reversal of provision) for credit losses	763,000,000	1,573,000,000	2,025,000,000	3,451,000,000
Noninterest income	5,691,000,000	5,786,000,000	11,471,000,000	11,881,000,000
Noninterest expense	7,213,000,000	7,580,000,000	14,590,000,000	15,405,000,000
Income (loss) before income tax expense (benefit)	4,966,000,000	3,939,000,000	9,226,000,000	7,657,000,000
Income Tax Expense (Benefit)	1,633,000,000	1,313,000,000	2,921,000,000	2,606,000,000
Net income (loss) before noncontrolling interests	3,333,000,000	2,626,000,000	6,305,000,000	5,051,000,000
Less: Net income from noncontrolling interests	88,000,000	91,000,000	136,000,000	168,000,000
Net income	3,245,000,000	2,535,000,000	6,169,000,000	4,883,000,000
Average loans	498,200,000,000	483,900,000,000	498,600,000,000	485,000,000,000
Average assets	820,900,000,000	746,600,000,000	810,300,000,000	742,500,000,000
Average core deposits	623,000,000,000	586,100,000,000	621,100,000,000	580,700,000,000
Wholesale Banking [Member]
Financial Information of Operating Segment [Abstract]
Net interest income	3,101,000,000	3,347,000,000	6,106,000,000	6,528,000,000
Provision (reversal of provision) for credit losses	(118,000,000)	188,000,000	(176,000,000)	283,000,000
Noninterest income	3,034,000,000	2,770,000,000	6,115,000,000	5,622,000,000
Noninterest expense	3,183,000,000	3,113,000,000	6,274,000,000	6,167,000,000
Income (loss) before income tax expense (benefit)	3,070,000,000	2,816,000,000	6,123,000,000	5,700,000,000
Income Tax Expense (Benefit)	1,065,000,000	932,000,000	2,072,000,000	1,948,000,000
Net income (loss) before noncontrolling interests	2,005,000,000	1,884,000,000	4,051,000,000	3,752,000,000
Less: Net income from noncontrolling interests	1,000,000	3,000,000	2,000,000	3,000,000
Net income	2,004,000,000	1,881,000,000	4,049,000,000	3,749,000,000
Average loans	286,900,000,000	270,200,000,000	285,700,000,000	269,400,000,000
Average assets	499,900,000,000	478,400,000,000	498,000,000,000	473,100,000,000
Average core deposits	230,500,000,000	220,900,000,000	227,300,000,000	220,900,000,000
Wealth Brokerage and Retirement [Member]
Financial Information of Operating Segment [Abstract]
Net interest income	700,000,000	698,000,000	1,369,000,000	1,399,000,000
Provision (reversal of provision) for credit losses	19,000,000	37,000,000	33,000,000	80,000,000
Noninterest income	2,561,000,000	2,273,000,000	5,089,000,000	4,634,000,000
Noninterest expense	2,542,000,000	2,376,000,000	5,181,000,000	4,923,000,000
Income (loss) before income tax expense (benefit)	700,000,000	558,000,000	1,244,000,000	1,030,000,000
Income Tax Expense (Benefit)	266,000,000	210,000,000	473,000,000	391,000,000
Net income (loss) before noncontrolling interests	434,000,000	348,000,000	771,000,000	639,000,000
Less: Net income from noncontrolling interests	0	5,000,000	0	0
Net income	434,000,000	343,000,000	771,000,000	639,000,000
Average loans	45,400,000,000	42,500,000,000	44,600,000,000	42,500,000,000
Average assets	177,100,000,000	160,900,000,000	178,700,000,000	161,400,000,000
Average core deposits	146,400,000,000	134,200,000,000	147,900,000,000	134,900,000,000
Other [Member]
Financial Information of Operating Segment [Abstract]
Net interest income	(302,000,000)	(314,000,000)	(596,000,000)	(634,000,000)
Provision (reversal of provision) for credit losses	(12,000,000)	2,000,000	(11,000,000)	(19,000,000)
Noninterest income	(658,000,000)	(577,000,000)	(1,287,000,000)	(1,137,000,000)
Noninterest expense	(683,000,000)	(672,000,000)	(1,390,000,000)	(1,105,000,000)
Income (loss) before income tax expense (benefit)	(265,000,000)	(221,000,000)	(482,000,000)	(647,000,000)
Income Tax Expense (Benefit)	(101,000,000)	(84,000,000)	(183,000,000)	(246,000,000)
Net income (loss) before noncontrolling interests	(164,000,000)	(137,000,000)	(299,000,000)	(401,000,000)
Less: Net income from noncontrolling interests	0	0	0	0
Net income	(164,000,000)	(137,000,000)	(299,000,000)	(401,000,000)
Average loans	(30,300,000,000)	(28,400,000,000)	(29,700,000,000)	(28,500,000,000)
Average assets	(68,900,000,000)	(64,300,000,000)	(70,300,000,000)	(64,700,000,000)
Average core deposits	$ (63,800,000,000)	$ (60,600,000,000)	$ (65,300,000,000)	$ (60,900,000,000)

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Regulatory and Agency Capital Requirements (Details) (USD $) In Billions, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012	Mar. 31, 2013 Basel I [Member]	Mar. 31, 2013 Basel III [Member]	Jun. 30, 2013 Trust Preferred Securities [Member]	Jun. 30, 2013 Wells Fargo & Company [Member]	Dec. 31, 2012 Wells Fargo & Company [Member]	Jun. 30, 2013 Wells Fargo Bank, NA [Member]	Dec. 31, 2012 Wells Fargo Bank, NA [Member]
Regulatory And Agency Capital Requirements [Abstract]
Tier 1 capital, amounts						$ 133	$ 126.6	$ 109.6	$ 101.3
Total capital, amounts						165	157.6	136.4	124.8
Risk Weighted Assets						1,097.4	1,077.1	1,012.3	1,002
Adjusted Average Assets						1,381.3	1,336.4	1,236.9	1,195.9
Tier 1 capital ratio						12.12%	11.75%	10.83%	10.11%
Total capital ratio						15.03%	14.63%	13.48%	12.45%
Tier 1 leverage capital ratio						9.63%	9.47%	8.86%	8.47%
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 redeemed					$ 2.8
Impact on capital ratios from implementation of market risk capital rule			0.25%	0.00%

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