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, 2013
Jun. 30, 2012
Jun. 30, 2013
Jun. 30, 2012
Derivative [Line Items]        
Gain (Loss) On Derivative Instrument, Interest Rate Lock Commitments On Loans Held For Sale $ 132 $ 886 $ 539 $ 1,400
Summary of Derivative Instruments by Risk Exposure [Abstract]        
Price risk on mortgage banking production income 468 [1],[2] 801 [1],[2] 890 [1],[2] 1,390 [1],[2]
Market-related Risk on Mortgage Banking Servicing Income (845) [1] 1,351 [1] (981) [1] 1,148 [1]
Credit risk on loans (11) [3] 20 [3] (7) [3] (38) [3]
Interest rate and foreign currency risk on long-term debt and other foreign exchange transactions 1,113 [4] (1,044) [4] 508 [4] (580) [4]
Price Risk on Restricted Stock Awards 124 [5] (223) [5] 240 [5] 250 [5]
Other (8) (14) (11) (9)
Gain Loss On Economic Hedges $ 841 $ 891 $ 639 $ 2,161
[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 $132 million and $539 million for the three and six months ended June 30, 2013 compared to $886 million and $1.4 billion for the same periods in 2012.
[3] Net gains (losses) on these derivatives are recorded in other income (loss).
[4] The balance is primarily related to hedges of debt securities carried at fair value and hedges of foreign currency-denominated debt. Results from these items are recorded in other income (loss). The offsetting mark-to-market, 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.