Annual report pursuant to Section 13 and 15(d)

Derivatives - Economic Hedges (Details)

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Derivatives - Economic Hedges (Details) (USD $)
 12 Months Ended
Dec. 31, 2011
Dec. 31, 2010
Dec. 31, 2009
Derivative [Line Items]      
Gain (Loss) On Derivative Instrument, Interest Rate Lock Commitments On Loans Held For Sale $ 3,800,000,000 $ 8,700,000,000 $ 8,400,000,000
Summary of Derivative Instruments by Risk Exposure [Abstract]      
Price Risk On Mortgage Banking Production Income 2,852,000,000 [1],[2] 9,109,000,000 [1],[2] 8,898,000,000 [1],[2]
Interest rate risk on mortgage banking servicing income 3,612,000,000 [1] 3,878,000,000 [1] (4,264,000,000) [1]
Credit risk on loans 30,000,000 [3] (121,000,000) [3] (515,000,000) [3]
Interest rate and foreign currency risk on long-term debt and other foreign exchange transactions (48,000,000) [4] (2,080,000,000) [4] 1,572,000,000 [4]
Other Gain Loss On Economic Hedges (329,000,000) [5] (109,000,000) [5] 16,000,000 [5]
Gain Loss On Economic Hedges $ 6,117,000,000 $ 10,677,000,000 $ 5,707,000,000
[1] Gains (losses) on these derivatives are recorded in mortgage banking income.
[2] Includes gains on interest rate lock commitments related to the origination of mortgage loans that are held-for-sale, which are considered derivative instruments, of $3.8 billion, $8.7 billion and $8.4 billion for 2011, 2010 and 2009, respectively.
[3] 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 on foreign currency-denominated debt which is recorded in other income (loss).
[5] Gains (losses) on these derivatives are recorded in other income (loss), and personnel expense for hedges of certain RSUs, for 2011 and 2010.