Quarterly report pursuant to Section 13 or 15(d)

Derivatives - Economic Hedges (Details)

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Derivatives - Economic Hedges (Details) (USD $)
In Millions, unless otherwise specified
 3 Months Ended 6 Months Ended
Jun. 30, 2012
Jun. 30, 2011
Jun. 30, 2012
Jun. 30, 2011
Derivative [Line Items]        
Gain (Loss) On Derivative Instrument, Interest Rate Lock Commitments On Loans Held For Sale $ 886 $ 1,200 $ 1,400 $ 2,200
Summary of Derivative Instruments by Risk Exposure [Abstract]        
Price risk on mortgage banking production income 801 [1],[2] 1,221 [1],[2] 1,390 [1],[2] 1,166 [1],[2]
Interest rate risk on mortgage banking servicing income 1,351 [1] 530 [1] 1,148 [1] 385 [1]
Credit risk on loans 18 [3] 1 [3] (39) [3] (28) [3]
Interest rate and foreign currency risk on long-term debt and other foreign exchange transactions (1,054) [4] 1,826 [4] (678) [4] 5,220 [4]
Price Risk on Restricted Stock Awards (223) [5] (157) [5] 250 [5] (164) [5]
Other (4) (12) 89 (12)
Gain Loss On Economic Hedges $ 889 $ 3,409 $ 2,160 $ 6,567
[1] Net gains on these derivatives are recorded in mortgage banking income.
[2] Includes net gains on interest rate lock commitments related to the origination of mortgage loans that are held-for-sale, which are considered derivative instruments, of $886 million and $1.4 billion for the three and six months ended June 30, 2012 compared to $1.2 billion and $2.2 billion for the same periods in 2011.
[3] Net gains (losses) on these derivatives are recorded in other income (loss).
[4] The majority of the balance is related to the revaluation of economic hedges of foreign currency-denominated debt which is recorded in other income (loss). The offsetting revaluation of the foreign currency-denominated debt, while not included in the table above, is also recorded in other income (loss).
[5] Gains (losses) on these derivatives are recorded in personnel expense.