10-Q

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM 10-Q

QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d)

OF THE SECURITIES EXCHANGE ACT OF 1934

QUARTERLY PERIOD ENDED March 31, 2014

Commission File Number 1-34073

Huntington Bancshares Incorporated

Maryland	31-0724920
(State or other jurisdiction of incorporation or organization)	(I.R.S. Employer Identification No.)

41 South High Street, Columbus, Ohio 43287

Registrant’s telephone number (614) 480-8300

Indicate by check mark whether the Registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months and (2) has been subject to such filing requirements for the past 90 days.    x  Yes    ¨  No

Indicate by check mark whether the registrant has submitted electronically and posted on its corporate Web site, if any, every Interactive Data File required to be submitted and posted pursuant to Rule 405 of Regulation S-T (§232.405 of this chapter) during the preceding 12 months (or for such shorter period that the registrant was required to submit and post such files).    x  Yes    ¨  No

Indicate by check mark whether the registrant is a large accelerated filer, an accelerated filer, a non-accelerated filer, or a smaller reporting company. See the definitions of “large accelerated filer,” “accelerated filer” and “smaller reporting company” in Rule 12b-2 of the Exchange Act. (Check one):

Large accelerated filer	x	Accelerated filer	¨
Non-accelerated filer	¨  (Do not check if a smaller reporting company)	Smaller reporting company	¨

Indicate by check mark whether the registrant is a shell company (as defined in Rule 12b-2 of the Exchange Act).    ¨  Yes    x  No

There were 827,771,805 shares of Registrant’s common stock ($0.01 par value) outstanding on March 31, 2014.

HUNTINGTON BANCSHARES INCORPORATED

INDEX

PART I. FINANCIAL INFORMATION
Item 1. Financial Statements (Unaudited)
Condensed Consolidated Balance Sheets at March 31, 2014 and December 31, 2013	52
Condensed Consolidated Statements of Income for the three months ended March 31, 2014 and 2013	53
Condensed Consolidated Statements of Comprehensive Income for the three months ended March 31, 2014 and 2013	54
Condensed Consolidated Statements of Changes in Shareholders’ Equity for the three months ended March 31, 2014 and 2013	55
Condensed Consolidated Statements of Cash Flows for the three months ended March 31, 2014 and 2013	56
Notes to Unaudited Condensed Consolidated Financial Statements	57
Item 2. Management’s Discussion and Analysis of Financial Condition and Results of Operations
Executive Overview	7
Discussion of Results of Operations	9
Risk Management and Capital:	17
Credit Risk	17
Market Risk	28
Liquidity Risk	30
Operational Risk	33
Compliance Risk	35
Capital	35
Fair Value	38
Business Segment Discussion	39
Additional Disclosures	50
Item 3. Quantitative and Qualitative Disclosures about Market Risk	125
Item 4. Controls and Procedures	125
PART II. OTHER INFORMATION
Item 1. Legal Proceedings	125
Item 1A. Risk Factors	125
Item 2. Unregistered Sales of Equity Securities and Use of Proceeds	125
Item 6. Exhibits	126
Signatures	128

2

Glossary of Acronyms and Terms

The following listing provides a comprehensive reference of common acronyms and terms used throughout the document:

2013 Form 10-K	Annual Report on Form 10-K for the year ended December 31, 2013
ABL	Asset Based Lending
ACL	Allowance for Credit Losses
AFCRE	Automobile Finance and Commercial Real Estate
AFS	Available-for-Sale
ALCO	Asset-Liability Management Committee
ALLL	Allowance for Loan and Lease Losses
ARM	Adjustable Rate Mortgage
ASC	Accounting Standards Codification
ASU	Accounting Standards Update
ATM	Automated Teller Machine
AULC	Allowance for Unfunded Loan Commitments
AVM	Automated Valuation Methodology
Basel III	Refers to the final rule issued by the FRB and OCC and published in the Federal Register on October 11, 2013
BHC	Bank Holding Companies
C&I	Commercial and Industrial
Camco Financial	Camco Financial Corp.
CCAR	Comprehensive Capital Analysis and Review
CDO	Collateralized Debt Obligations
CDs	Certificate of Deposit
CFPB	Bureau of Consumer Financial Protection
CMO	Collateralized Mortgage Obligations
CRE	Commercial Real Estate
Dodd-Frank Act	Dodd-Frank Wall Street Reform and Consumer Protection Act
EPS	Earnings Per Share
ERISA	Employee Retirement Income Security Act
EVE	Economic Value of Equity
Fannie Mae	(see FNMA)
FASB	Financial Accounting Standards Board
FDIC	Federal Deposit Insurance Corporation
FDICIA	Federal Deposit Insurance Corporation Improvement Act of 1991
FHA	Federal Housing Administration
FHFA	Federal Housing Finance Agency
FHLB	Federal Home Loan Bank
FHLMC	Federal Home Loan Mortgage Corporation
FICA	Federal Insurance Contributions Act
FICO	Fair Isaac Corporation
FNMA	Federal National Mortgage Association
FRB	Federal Reserve Bank
Freddie Mac	(see FHLMC)
FTE	Fully-Taxable Equivalent
FTP	Funds Transfer Pricing

3

GAAP	Generally Accepted Accounting Principles in the United States of America
HAMP	Home Affordable Modification Program
HARP	Home Affordable Refinance Program
HIP	Huntington Investment and Tax Savings Plan
HQLA	High Quality Liquid Asset
HTM	Held-to-Maturity
IRC	Internal Revenue Code of 1986, as amended
IRS	Internal Revenue Service
ISE	Interest Sensitive Earnings
LCR	Liquidity Coverage Ratio
LIBOR	London Interbank Offered Rate
LGD	Loss-Given-Default
LIHTC	Low Income Housing Tax Credit
LTV	Loan to Value
MD&A	Management’s Discussion and Analysis of Financial Condition and Results of Operations
MSA	Metropolitan Statistical Area
MSR	Mortgage Servicing Rights
NALs	Nonaccrual Loans
NAV	Net Asset Value
NCO	Net Charge-off
NIM	Net interest margin
NCUA	National Credit Union Administration
NPAs	Nonperforming Assets
NPR	Notice of Proposed Rulemaking
N.R.	Not relevant. Denominator of calculation is a gain in the current period compared with a loss in the prior period, or vice-versa
NSF / OD	Nonsufficient Funds and Overdraft
OCC	Office of the Comptroller of the Currency
OCI	Other Comprehensive Income (Loss)
OCR	Optimal Customer Relationship
OLEM	Other Loans Especially Mentioned
OREO	Other Real Estate Owned
OTTI	Other-Than-Temporary Impairment
PD	Probability-Of-Default
Plan	Huntington Bancshares Retirement Plan
Problem Loans	Includes nonaccrual loans and leases (Table 12), troubled debt restructured loans (Table 13), accruing loans and leases past due 90 days or more (aging analysis section of Footnote 3), and Criticized commercial loans (credit quality indicators section of Footnote 3).
REIT	Real Estate Investment Trust
Reg E	Regulation E, of the Electronic Fund Transfer Act
RBHPCG	Regional Banking and The Huntington Private Client Group
ROC	Risk Oversight Committee
SAD	Special Assets Division
SBA	Small Business Administration
SEC	Securities and Exchange Commission
SERP	Supplemental Executive Retirement Plan
Sky Financial	Sky Financial Group, Inc.
SRIP	Supplemental Retirement Income Plan

4

TCE	Tangible Common Equity
TDR	Troubled Debt Restructured loan
TLGP	Temporary Liquidity Guarantee Program
U.S. Treasury	U.S. Department of the Treasury
UCS	Uniform Classification System
UPB	Unpaid Principal Balance
USDA	U.S. Department of Agriculture
VA	U.S. Department of Veteran Affairs
VIE	Variable Interest Entity

5

PART I. FINANCIAL INFORMATION

When we refer to “we,” “our,” and “us” in this report, we mean Huntington Bancshares Incorporated and our consolidated subsidiaries, unless the context indicates that we refer only to the parent company, Huntington Bancshares Incorporated. When we refer to the “Bank” in this report, we mean our only bank subsidiary, The Huntington National Bank, and its subsidiaries.

Item 2: Management’s Discussion and Analysis of Financial Condition and Results of Operations

INTRODUCTION

We are a multi-state diversified regional bank holding company organized under Maryland law in 1966 and headquartered in Columbus, Ohio. Through the Bank, we have 148 years of servicing the financial needs of our customers. Through our subsidiaries, we provide full-service commercial and consumer banking services, mortgage banking services, automobile financing, equipment leasing, investment management, trust services, brokerage services, insurance service programs, and other financial products and services. Our 727 branches are located in Ohio, Michigan, Pennsylvania, Indiana, West Virginia, and Kentucky. Selected financial services and other activities are also conducted in various other states. International banking services are available through the headquarters office in Columbus, Ohio and a limited purpose office located in the Cayman Islands and another limited purpose office located in Hong Kong. Our foreign banking activities, in total or with any individual country, are not significant.

This MD&A provides information we believe necessary for understanding our financial condition, changes in financial condition, results of operations, and cash flows. The MD&A included in our 2013 Form 10-K should be read in conjunction with this MD&A as this discussion provides only material updates to the 2013 Form 10-K. This MD&A should also be read in conjunction with the financial statements, notes and other information contained in this report.

Our discussion is divided into key segments:

• Executive Overview—Provides a summary of our current financial performance and business overview, including our thoughts on the impact of the economy, legislative and regulatory initiatives, and recent industry developments. This section also provides our outlook regarding our expectations for the next several quarters.

• Discussion of Results of Operations—Reviews financial performance from a consolidated Company perspective. It also includes a Significant Items section that summarizes key issues helpful for understanding performance trends. Key consolidated average balance sheet and income statement trends are also discussed in this section.

• Risk Management and Capital—Discusses credit, market, liquidity, operational, and compliance risks, including how these are managed, as well as performance trends. It also includes a discussion of liquidity policies, how we obtain funding, and related performance. In addition, there is a discussion of guarantees and / or commitments made for items such as standby letters of credit and commitments to sell loans, and a discussion that reviews the adequacy of capital, including regulatory capital requirements.

• Business Segment Discussion—Provides an overview of financial performance for each of our major business segments and provides additional discussion of trends underlying consolidated financial performance.

• Additional Disclosures—Provides comments on important matters including forward-looking statements, critical accounting policies and use of significant estimates, and recent accounting pronouncements and developments.

A reading of each section is important to understand fully the nature of our financial performance and prospects.

6

EXECUTIVE OVERVIEW

Summary of 2014 First Quarter Results

For the quarter, we reported net income of $149.1 million, or $0.17 per common share, compared with $153.3 million, or $0.17 per common share, in the year-ago quarter (see Table 1).

Fully-taxable equivalent net interest income was $443.4 million for the quarter, up $13.3 million, or 3%, from the year-ago quarter. The results reflected a $2.6 billion, or 6%, increase in average loans, as well as a $1.4 billion, or 14%, increase in other earning assets. These were partially offset by a 15 basis point decrease in the net interest margin. The primary items affecting the net interest margin were a 22 basis point negative impact from the mix and yield of earning assets, partially offset by a 7 basis point reduction in funding costs.

The provision for credit losses decreased $5.0 million, or 17%, from the year-ago quarter. This reflected the continued decline in classified, criticized and nonaccrual loans. NCOs decreased $8.7 million, or 17%, to $43.0 million, primarily due to improvement of the CRE portfolio. Given the absolute low level of C&I and CRE NCOs, there will continue to be some volatility in quarter to quarter comparisons. NCOs were an annualized 0.40% of average loans and leases in the current quarter, compared to 0.51% in the year-ago quarter.

Noninterest income decreased $8.1 million, or 3%, from the year-ago quarter. Mortgage banking income declined $22.2 million, or 49%, primarily driven by 41% reduction in volume, lower gain on sale, and a higher percentage of originations held on the balance sheet. Other income declined by $7.0 million, or 18%, as the year-ago quarter included an $8.8 million gain on the sale of LIHTC investments. Securities gains increased $17.5 million, as we adjusted the mix of our securities portfolio to prepare for the Liquidity Coverage Ratio rules. Service charges on deposit accounts increased $3.7 million, or 6%, which reflected 7% consumer household and 3% commercial relationship growth. This more than offset the negative impact of the February 2013 implementation of a new posting order for consumer transaction accounts. Electronic banking increased $2.9 million, or 14%, due to continued consumer household growth.

Noninterest expense increased $17.3 million, or 4%, from the year-ago quarter. The current quarter results were negatively affected by $12.6 million of one-time merger related expenses related to our acquisition of Camco Financial (see below), $9.0 million addition to litigation reserves, and $3.0 million goodwill impairment related to the reorganization of our business segments (see below). Personnel costs decreased $9.4 million, or 4%, primarily reflecting the curtailment of the pension plan as of the end of 2013. Also, the year-ago quarter included $6.9 million of franchise repositioning related expense.

The tangible common equity to tangible assets ratio at March 31, 2014, was 8.63%, down 28 basis points from a year ago. Our Tier 1 common risk-based capital ratio was 10.60%, down slightly from 10.62% a year ago. The regulatory Tier 1 risk-based capital ratio at March 31, 2014, was 11.95%, down slightly from 12.16% a year ago. The decrease in the regulatory Tier 1 risk-based capital ratio reflected the redemption of $50 million of qualifying preferred securities on December 31, 2013 and an increase in risk-weighted assets caused by organic balance sheet growth, as well as assets acquired from Camco Financial. These declines were offset by an increase in retained earnings. All capital ratios were impacted by the repurchase of 27 million common shares over the last four quarters, 15 million of which were repurchased during the 2014 first quarter, as well as the issuance of 9 million common shares in the Camco Financial acquisition.

The Federal Reserve completed its review of our January 2014 capital plan submission and did not object to our proposed capital actions. These actions include a 20% increase in the dividend per common share to $0.06, potentially starting in the fourth quarter of 2014, and the potential repurchase of up to $250 million of common stock through the first quarter of 2015. Huntington’s proposed capital actions represent an 11% increase in the capital return relative to the dividends paid during the four quarters covered by last year’s plan and the recently completed $227 million share repurchase program. Our capital priorities remain the same, with reinvesting excess capital to organically grow the business our top priority.

Business Overview

General

Our general business objectives are: (1) grow net interest income and fee income, (2) increase cross-sell and share-of-wallet across all business segments, (3) improve efficiency ratio, (4) continue to strengthen risk management, including sustained improvement in credit metrics, and (5) maintain strong capital and liquidity positions.

We continued to deliver solid financial performance in the 2014 first quarter with strong balance sheet growth that drove increased net interest income year over year. We also invested in key businesses and our distribution network for future growth. We are particularly pleased that we have been able to proceed with our ongoing investments, while controlling expenses across the enterprise and achieving positive operating leverage. In addition, we saw significant increases in C&I and automobile lending and our customer base once again expanded.

7

OTHER HIGHLIGHTS

Camco Financial Acquisition – On March 1, 2014, we completed our acquisition of Camco Financial and converted their banking offices to Huntington branches. As a result, we acquired $0.6 billion of deposits and $0.6 billion of loans.

Business Segments – Our business segments are based on our internally-aligned segment leadership structure, which is how we monitor results and assess performance. During the 2014 first quarter, we reorganized our business segments to drive our ongoing growth and leverage the knowledge of our highly experienced team. We now have five major business segments: Retail and Business Banking, Commercial Banking, Automobile Finance and Commercial Real Estate (AFCRE), Regional Banking and The Huntington Private Client Group (RBHPCG), and Home Lending. A Treasury / Other function includes our insurance brokerage business, along with technology and operations, other support groups, other unallocated assets, liabilities, revenue, and expense.

Accounting Standards Update – We early adopted ASU 2014-01 (see Note 1). The amendments are required to be applied retroactively to all periods presented. We elected to change the method of recognition in investments that previously qualified for the effective yield method to the proportional amortization method. As a result of these changes, we recorded a cumulative-effect adjustment to beginning retained earnings.

Branch Acquisition Announcement – On April 9, 2014, we announced the signing of a definitive agreement to acquire 11 branches in Central and East Michigan from Bank of America Corporation. We will purchase approximately $450 million of deposits, with a deposit premium of 3.5% based on deposit balances near the time the transaction closes. The transaction is expected to be completed in the second half of 2014.

Economy

Our loan pipelines are strong and we see signs that our customers are more confident in the economy. Our Midwestern markets are recovering with downward unemployment trends and ongoing investments by manufacturers and other businesses. Notwithstanding these tailwinds, we continue to face a challenging regulatory and competitive environment.

2014 Expectations

Net interest income is expected to increase moderately. We anticipate an increase in earning assets as total loans moderately grow and investment securities remain near current levels. However, those benefits to net interest income are expected to be mostly offset by continued downward pressure on NIM. While we are maintaining a disciplined approach to loan pricing, asset yields remain under pressure but the continued opportunity of deposit repricing remains, albeit closer to current levels.

The C&I portfolio is expected to see growth consistent with the anticipated increase in customer activity. Our C&I loan pipeline remains robust with much of this reflecting the positive impact from our investments in specialized commercial verticals, automotive dealer relationships, focused OCR sales process, and continued support of middle market and small business lending. Automobile loan originations remain strong and portfolio balances are expected to continue to grow. Residential mortgages, home equity, and CRE loan balances are expected to increase modestly.

We anticipate the increase in total loans will outpace growth in total deposits modestly. This reflects our continued focus on the overall cost of funds, through the issuance of long-term debt as well as the continued shift towards low- and no-cost demand deposits and money market deposit accounts.

Noninterest income, excluding the impact of any net MSR activity and securities gains, is expected to be slightly higher than current seasonally low levels. Beginning in July, we anticipate a change in our consumer checking accounts that is estimated to impact service charges on deposits negatively by $6 million per quarter.

Noninterest expense is expected to be slightly higher than current levels, excluding the net $22 million of negative impact from Significant Items we experienced in the 2014 first quarter. The 2014 second quarter is expected to be negatively impacted by annual peak marketing expenses, a full quarter’s inclusion of Camco Financial, and annual merit increases to personnel expense. We are committed to delivering positive operating leverage for the 2014 full year.

NPAs are expected to show continued improvement. NCOs are within our expected normalized range of 35 to 55 basis points. The level of provision for credit losses was below our long-term expectation, and we continue to expect moderate quarterly volatility.

The effective tax rate for the remainder of 2014 is expected to be in the range of 25% to 28%, primarily reflecting the impacts of tax-exempt income, tax-advantaged investments, and general business credits.

8

DISCUSSION OF RESULTS OF OPERATIONS

This section provides a review of financial performance from a consolidated perspective. It also includes a “Significant Items” section that summarizes key issues important for a complete understanding of performance trends. Key Unaudited Condensed Consolidated Balance Sheet and Unaudited Condensed Statement of Income trends are discussed. All earnings per share data are reported on a diluted basis. For additional insight on financial performance, please read this section in conjunction with the “Business Segment Discussion.”

Table 1—Selected Quarterly Income Statement Data (1)

	2014			2013
(dollar amounts in thousands, except per share amounts)	First			Fourth			Third			Second			First
Interest income	$	472,455		$	469,824		$	462,912		$	462,582		$	465,319
Interest expense		34,949			39,175			38,060			37,645			41,149
Net interest income		437,506			430,649			424,852			424,937			424,170
Provision for credit losses		24,630			24,331			11,400			24,722			29,592
Net interest income after provision for credit losses		412,876			406,318			413,452			400,215			394,578
Service charges on deposit accounts		64,582			69,992			72,918			68,009			60,883
Mortgage banking income		23,089			24,327			23,621			33,659			45,248
Trust services		29,565			30,711			30,470			30,666			31,160
Electronic banking		23,642			24,251			24,282			23,345			20,713
Insurance income		16,496			15,556			17,269			17,187			19,252
Brokerage income		17,071			15,116			16,532			19,546			17,995
Bank owned life insurance income		13,307			13,816			13,740			15,421			13,442
Capital markets fees		9,194			12,332			12,825			12,229			7,834
Gain on sale of loans		3,570			7,144			5,063			3,348			2,616
Securities gains (losses)		16,970			1,239			98			(410	)		(509	)
Other income		30,999			35,407			36,950			28,919			37,984
Total noninterest income		248,485			249,891			253,768			251,919			256,618
Personnel costs		249,477			249,554			229,326			263,862			258,895
Outside data processing and other services		51,490			51,071			49,313			49,898			49,265
Net occupancy		33,433			31,983			35,591			27,656			30,114
Equipment		28,750			28,775			28,191			24,947			24,880
Marketing		10,686			13,704			12,271			14,239			10,971
Deposit and other insurance expense		13,718			10,056			11,155			13,460			15,490
Amortization of intangibles		9,291			10,320			10,362			10,362			10,320
Professional services		12,231			11,567			12,487			9,341			7,192
Other expense		51,045			38,979			34,640			32,100			35,666
Total noninterest expense		460,121			446,009			423,336			445,865			442,793
Income before income taxes		201,240			210,200			243,884			206,269			208,403
Provision for income taxes		52,097			52,029			65,047			55,269			55,129
Net income	$	149,143		$	158,171		$	178,837		$	151,000		$	153,274
Dividends on preferred shares		7,964			7,965			7,967			7,967			7,970
Net income applicable to common shares	$	141,179		$	150,206		$	170,870		$	143,033		$	145,304
Average common shares—basic		829,659			830,590			830,398			834,730			841,103
Average common shares—diluted		842,677			842,324			841,025			843,840			848,708
Net income per common share—basic	$	0.17		$	0.18		$	0.21		$	0.17		$	0.17
Net income per common share—diluted		0.17			0.18			0.20			0.17			0.17
Cash dividends declared per common share		0.05			0.05			0.05			0.05			0.04
Return on average total assets		1.01	%		1.09	%		1.27	%		1.08	%		1.12	%
Return on average common shareholders’ equity		9.9			10.5			12.3			10.4			10.8
Return on average tangible common shareholders’ equity (2)		11.3			12.1			14.2			12.1			12.6
Net interest margin (3)		3.27			3.28			3.34			3.38	%		3.42
Efficiency ratio (4)		66.4			63.4			60.3			63.7			62.9
Effective tax rate		25.9			24.8			26.7			26.8			26.5

9

Revenue—FTE
Net interest income	$	437,506	$	430,649	$	424,852	$	424,937	$	424,170
FTE adjustment		5,885		8,196		6,634		6,587		5,923
Net interest income (3)		443,391		438,845		431,486		431,524		430,093
Noninterest income		248,485		249,891		253,768		251,919		256,618
Total revenue (3)	$	691,876	$	688,736	$	685,254	$	683,443	$	686,711

⁽¹⁾  Comparisons for presented periods are impacted by a number of factors. Refer to the "Significant Items" for additional discussion regarding these key factors.

⁽²⁾  Net income excluding expense for amortization of intangibles for the period divided by average tangible common shareholders’ equity. Average tangible common shareholders’ equity equals average total common shareholders’ equity less average intangible assets and goodwill. Expense for amortization of intangibles and average intangible assets are net of deferred tax liability, and calculated assuming a 35% tax rate.

⁽³⁾  On a fully-taxable equivalent (FTE) basis assuming a 35% tax rate.

⁽⁴⁾  Noninterest expense less amortization of intangibles divided by the sum of FTE net interest income and noninterest income excluding securities gains.

Significant Items

Definition of Significant Items

From time-to-time, revenue, expenses, or taxes are impacted by items judged by us to be outside of ordinary banking activities and / or by items that, while they may be associated with ordinary banking activities, are so unusually large that their outsized impact is believed by us at that time to be infrequent or short-term in nature. We refer to such items as Significant Items. Most often, these Significant Items result from factors originating outside the company; e.g., regulatory actions / assessments, windfall gains, changes in accounting principles, one-time tax assessments / refunds, litigation actions, etc. In other cases, they may result from our decisions associated with significant corporate actions outside of the ordinary course of business; e.g., merger / restructuring charges, recapitalization actions, goodwill impairment, etc.

Even though certain revenue and expense items are naturally subject to more volatility than others due to changes in market and economic environment conditions, as a general rule volatility alone does not define a Significant Item. For example, changes in the provision for credit losses, gains / losses from investment activities, asset valuation writedowns, etc., reflect ordinary banking activities and are, therefore, typically excluded from consideration as a Significant Item.

We believe the disclosure of Significant Items provides a better understanding of our performance and trends to ascertain which of such items, if any, to include or exclude from an analysis of our performance; i.e., within the context of determining how that performance differed from expectations, as well as how, if at all, to adjust estimates of future performance accordingly. To this end, we adopted a practice of listing Significant Items in our external disclosure documents; e.g., earnings press releases, investor presentations, Forms 10-Q and 10-K.

Significant Items for any particular period are not intended to be a complete list of items that may materially impact current or future period performance.

Significant Items Influencing Financial Performance Comparisons

Earnings comparisons were impacted by the Significant Items summarized below:

1. Camco Financial Acquisition. During the 2014 first quarter, $11.8 million of net one-time merger related costs were recorded related to the acquisition of Camco Financial. This resulted in a negative impact of $0.01 per common share.

2. Litigation Reserve. During the 2014 first quarter, $9.0 million of additions to litigation reserves were recorded as other noninterest expense. This resulted in a negative impact of $0.01 per common share.

3. Franchise Repositioning Related Expense. During the 2013 fourth quarter, $6.9 million of franchise repositioning related expense was recorded. This resulted in a negative impact of $0.01 per common share.

10

The following table reflects the earnings impact of the above-mentioned Significant Items for periods affected by this Results of Operations discussion:

Table 2—Significant Items Influencing Earnings Performance Comparison

	Three Months Ended
	March 31, 2014						December 31, 2013						March 31, 2013
(dollar amounts in thousands, except per share amounts)	After-tax			EPS (2)(3)			After-tax			EPS (2)(3)			After-tax		EPS (2)(3)
Net income	$	149,143					$	158,171					$	153,274
Earnings per share, after-tax				$	0.17					$	0.18				$	0.17
Significant Items—favorable (unfavorable) impact:	Earnings (1)			EPS (2)(3)			Earnings (1)			EPS (2)(3)			Earnings (1)		EPS (2)(3)
Camco Financial Acquisition		(11,823	)		(0.01	)		—			—			—		—
Addition to Litigation Reserve		(9,000	)		(0.01	)		—			—			—		—
Franchise repositioning related expense								(6,909	)		(0.01	)

⁽¹⁾  Pretax.

⁽²⁾  Based on average outstanding diluted common shares

⁽³⁾  After-tax

11

Net Interest Income / Average Balance Sheet

The following tables detail the change in our average balance sheet and the net interest margin:

Table 3 - Consolidated Quarterly Average Balance Sheets

	Average Balances															Change
	2014			2013												1Q14 vs. 1Q13
(dollar amounts in millions)	First			Fourth			Third			Second			First			Amount			Percent
Assets:
Interest-bearing deposits in banks	$	83		$	71		$	54		$	84		$	72		$	11			15	%
Loans held for sale		279			322			379			678			709			(430	)		(61	)
Securities:
Available-for-sale and other securities:
Taxable		6,240			5,818			6,040			6,728			6,964			(724	)		(10	)
Tax-exempt		1,115			548			565			591			549			566			103
Total available-for-sale and other securities		7,355			6,366			6,605			7,319			7,513			(158	)		(2	)
Trading account securities		38			76			76			84			85			(47	)		(55	)
Held-to-maturity securities—taxable		3,783			3,038			2,139			1,711			1,717			2,066			120
Total securities		11,176			9,480			8,820			9,114			9,315			1,861			20
Loans and leases: (1)
Commercial:
Commercial and industrial		17,631			17,671			17,032			17,033			16,954			677			4
Commercial real estate:
Construction		612			573			565			586			598			14			2
Commercial		4,289			4,331			4,345			4,429			4,694			(405	)		(9	)
Commercial real estate		4,901			4,904			4,910			5,015			5,292			(391	)		(7	)
Total commercial		22,532			22,575			21,942			22,048			22,246			286			1
Automobile		6,786			6,502			6,075			5,283			4,833			1,953			40
Home equity		8,340			8,346			8,341			8,263			8,395			(55	)		(1	)
Residential mortgage		5,379			5,331			5,256			5,225			4,978			401			8
Other consumer		386			385			380			461			412			(26	)		(6	)
Total consumer		20,891			20,564			20,052			19,232			18,618			2,273			12
Total loans and leases		43,423			43,139			41,994			41,280			40,864			2,559			6
Allowance for loan and lease losses		(649	)		(668	)		(717	)		(746	)		(772	)		123			(16	)
Net loans and leases		42,774			42,471			41,277			40,534			40,092			2,682			7
Total earning assets		54,961			53,012			51,247			51,156			50,960			4,001			8
Cash and due from banks		904			846			944			940			904			—			—
Intangible assets		535			542			552			563			571			(36	)		(6	)
All other assets		3,941			3,917			3,889			3,976			4,065			(124	)		(3	)
Total assets	$	59,692		$	57,649		$	55,915		$	55,889		$	55,728		$	3,964			7	%
Liabilities and Shareholders’ Equity:
Deposits:
Demand deposits—noninterest-bearing	$	13,192		$	13,337		$	13,088		$	12,879		$	12,165		$	1,027			8	%
Demand deposits—interest-bearing		5,775			5,755		$	5,763		$	5,927		$	5,977			(202	)		(3	)
Total demand deposits		18,967			19,092			18,851			18,806			18,142			825			5
Money market deposits		17,648			16,827			15,739			15,069			15,045			2,603			17
Savings and other domestic deposits		4,967			4,912			5,007			5,115			5,083			(116	)		(2	)
Core certificates of deposit		3,613			3,916			4,176			4,778			5,346			(1,733	)		(32	)
Total core deposits		45,195			44,747			43,773			43,768			43,616			1,579			4
Other domestic time deposits of $250,000 or more		284			275			268			324			360			(76	)		(21	)
Brokered deposits and negotiable CDs		1,782			1,398			1,553			1,779			1,697			85			5
Deposits in foreign offices		328			354			376			316			340			(12	)		(4	)
Total deposits		47,589			46,774			45,970			46,187			46,013			1,576			3
Short-term borrowings		883			629			710			701			762			121			16
Federal Home Loan Bank advances		1,499			851			549			757			686			813			119
Subordinated notes and other long-term debt		2,503			2,244			1,753			1,292			1,348			1,155			86
Total interest-bearing liabilities		39,282			37,161			35,894			36,058			36,644			2,638			7
All other liabilities		1,035			1,095			1,054			1,064			1,085			(50	)		(5	)
Shareholders’ equity		6,183			6,056			5,879			5,888			5,834			349			6
Total liabilities and shareholders’ equity	$	59,692		$	57,649		$	55,915		$	55,889		$	55,728		$	3,964			7	%

(1) For purposes of this analysis, NALs are reflected in the average balances of loans.

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Table 4—Consolidated Quarterly Net Interest Margin Analysis

	Average Rates (2)
Fully-taxable equivalent basis (1)	2014			2013
	First			Fourth			Third			Second			First
Assets
Interest-bearing deposits in banks		0.03	%		0.04	%		0.07	%		0.27	%		0.16	%
Loans held for sale		3.74			4.46			3.89			3.39			3.22
Securities:
Available-for-sale and other securities:
Taxable		2.47			2.38			2.34			2.29			2.31
Tax-exempt		3.03			6.34			4.04			3.94			3.96
Total available-for-sale and other securities		2.55			2.72			2.48			2.42			2.43
Trading account securities		1.12			0.42			0.23			0.60			0.50
Held-to-maturity securities—taxable		2.47			2.42			2.29			2.29			2.29
Total securities		2.52			2.60			2.41			2.38			2.39
Loans and leases: (3)
Commercial:
Commercial and industrial		3.56			3.54			3.68			3.75			3.83
Commercial real estate:
Construction		3.99			4.04			3.91			3.93			4.05
Commercial		3.84			3.97			4.10			4.13			4.00
Commercial real estate		3.86			3.98			4.08			4.09			4.01
Total commercial		3.63			3.63			3.77			3.83			3.87
Consumer:
Automobile		3.54			3.67			3.80			3.96			4.28
Home equity		4.12			4.11			4.10			4.16			4.20
Residential mortgage		3.78			3.77			3.81			3.82			3.97
Other consumer		6.84			6.64			6.98			6.66			7.05
Total consumer		3.89			3.93			3.99			4.07			4.22
Total loans and leases		3.75			3.77			3.87			3.95			4.03
Total earning assets		3.53	%		3.58	%		3.64	%		3.68	%		3.75	%
Liabilities
Deposits:
Demand deposits—noninterest-bearing		—	%		—	%		—	%		—	%		—	%
Demand deposits—interest-bearing		0.04			0.04			0.04			0.04			0.04
Total demand deposits		0.01			0.01			0.01			0.01			0.01
Money market deposits		0.25			0.27			0.26			0.24			0.23
Savings and other domestic deposits		0.20			0.24			0.25			0.27			0.30
Core certificates of deposit		0.94			1.05			1.05			1.13			1.19
Total core deposits		0.28			0.32			0.32			0.34			0.37
Other domestic time deposits of $250,000 or more		0.41			0.39			0.44			0.50			0.52
Brokered deposits and negotiable CDs		0.28			0.39			0.55			0.62			0.67
Deposits in foreign offices		0.13			0.14			0.14			0.14			0.17
Total deposits		0.28			0.32			0.33			0.36			0.38
Short-term borrowings		0.07			0.08			0.09			0.10			0.12
Federal Home Loan Bank advances		0.12			0.14			0.14			0.14			0.18
Subordinated notes and other long-term debt		1.66			2.10			2.29			2.35			2.54
Total interest-bearing liabilities		0.36	%		0.42	%		0.42	%		0.42	%		0.45	%
Net interest rate spread		3.17	%		3.15	%		3.20	%		3.26	%		3.30	%
Impact of noninterest-bearing funds on margin		0.10			0.13			0.14			0.12			0.12
Net interest margin		3.27	%		3.28	%		3.34	%		3.38	%		3.42	%

⁽¹⁾  FTE yields are calculated assuming a 35% tax rate.

⁽²⁾  Loan and lease and deposit average rates include impact of applicable derivatives, non-deferrable fees, and amortized deferred fees.

⁽³⁾  For purposes of this analysis, NALs are reflected in the average balances of loans.

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Table 5—Average Loans/Leases and Deposits

	First Quarter				Fourth Quarter		1Q14 vs 1Q13						1Q14 vs 4Q13
(dollar amounts in millions)	2014		2013		2013		Amount			Percent			Amount			Percent
Loans/Leases:
Commercial and industrial	$	17,631	$	16,954	$	17,671	$	677			4	%	$	(40	)		(0	)%
Commercial real estate		4,901		5,292		4,904		(391	)		(7	)		(3	)		(0	)
Total commercial		22,532		22,246		22,575		286			1			(43	)		(0	)
Automobile		6,786		4,833		6,502		1,953			40			284			4
Home equity		8,340		8,395		8,346		(55	)		(1	)		(6	)		(0	)
Residential mortgage		5,379		4,978		5,331		401			8			48			1
Other loans		386		412		385		(26	)		(6	)		1			0
Total consumer		20,891		18,618		20,564		2,273			12			327			2
Total loans and leases	$	43,423	$	40,864		43,139	$	2,559			6	%	$	284			1	%
Deposits:
Demand deposits—noninterest-bearing	$	13,192	$	12,165	$	13,337	$	1,027			8	%	$	(145	)		(1	)%
Demand deposits—interest-bearing		5,775		5,977		5,755		(202	)		(3	)		20			0
Total demand deposits		18,967		18,142		19,092		825			5			(125	)		(1	)
Money market deposits		17,648		15,045		16,827		2,603			17			821			5
Savings and other domestic time deposits		4,967		5,083		4,912		(116	)		(2	)		55			1
Core certificates of deposit		3,613		5,346		3,916		(1,733	)		(32	)		(303	)		(8	)
Total core deposits		45,195		43,616		44,747		1,579			4			448			1
Other deposits		2,394		2,397		2,027		(3	)		(0	)		367			18
Total deposits	$	47,589	$	46,013	$	46,774	$	1,576			3	%	$	815			2	%

2014 First Quarter versus 2013 First Quarter

Fully-taxable equivalent (FTE) net interest income increased $13.3 million, or 3%, from the 2013 first quarter. This reflected the benefit from the $2.6 billion, or 6%, of average loan growth and a $1.4 billion, or 14%, increase in other earnings assets, the majority of which were investment securities that meet the requirements for HQLA as proposed in the LCR rules issued by the regulators in October 2013. This was partially offset by the 15 basis point decrease in the FTE net interest margin to 3.27%. The 22 basis point negative impact on NIM from the mix and yield of earning assets was partially offset by the 7 basis point reduction in funding costs.

Average loans and leases increased $2.6 billion, or 6%, from the prior year, driven by:

• $2.0 billion, or 40%, increase in average automobile loans, as originations remained strong and our investments throughout the Northeast and upper Midwest continued to grow as planned.

• $0.7 billion, or 4%, increase in average C&I loans and leases. This reflected the continued growth within Business Banking, dealer floorplan, and domestic subsidiaries of foreign owned companies.

Partially offset by:

• $0.4 billion, or 7%, decrease in average CRE loans. This decrease reflected continued runoff of the noncore portfolio.

Average noninterest bearing deposits increased $1.0 billion, or 8%, while average interest-bearing liabilities increased $2.6 billion, or 7%, from the 2013 first quarter, primarily reflecting:

• $2.6 billion, or 17%, increase in money market deposits, reflecting the strategic focus on customer growth and increased share of wallet among both consumer and commercial customers.

• $2.1 billion, or 75%, increase in short- and long-term borrowings, which were used to efficiently finance growth in loans and HQLA securities while continuing to lower the overall cost of funds.

Partially offset by:

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• $1.7 billion, or 32%, decrease in average core certificates of deposit due to the strategic focus on changing the funding sources to no-cost demand deposits and lower cost money market deposits.

2014 First Quarter versus 2013 Fourth Quarter

Compared to the 2013 fourth quarter, fully-taxable equivalent net interest income increased $4.5 million, or 1%, reflecting a $1.9 billion, or 4% increase in average earnings assets, partially offset by a 1 basis point decrease in NIM. The primary items affecting the NIM were a 5 basis point negative impact from the mix and yield of earning assets, partially offset by a 4 basis point reduction in funding costs.

Provision for Credit Losses

(This section should be read in conjunction with the Credit Risk section.)

The provision for credit losses is the expense necessary to maintain the ALLL and the AULC at levels appropriate to absorb our estimate of credit losses in the loan and lease portfolio and the portfolio of unfunded loan commitments and letters-of-credit.

The provision for credit losses for the 2014 first quarter was $24.6 million and increased $0.3 million, or 1%, from the prior quarter and declined $5.0 million, or 17%, from the year-ago quarter. The current quarter’s provision for credit losses was $18.4 million less than total NCOs for the same period. (See Credit Quality discussion). Given the absolute low level of the provision for credit losses and the uncertain and uneven nature of the economic recovery, some degree of volatility on a quarter-to-quarter basis is expected.

Noninterest Income

The following table reflects noninterest income for each of the past five quarters:

Table 6—Noninterest Income

	2014		2013										1Q14 vs 1Q13						1Q14 vs 4Q13
(dollar amounts in thousands)	First		Fourth		Third		Second			First			Amount			Percent			Amount			Percent
Service charges on deposit accounts	$	64,582	$	69,992	$	72,918	$	68,009		$	60,883		$	3,699			6	%	$	(5,410	)		(8	)%
Mortgage banking income		23,089		24,327		23,621		33,659			45,248			(22,159	)		(49	)		(1,238	)		(5	)
Trust services		29,565		30,711		30,470		30,666			31,160			(1,595	)		(5	)		(1,146	)		(4	)
Electronic banking		23,642		24,251		24,282		23,345			20,713			2,929			14			(609	)		(3	)
Insurance income		16,496		15,556		17,269		17,187			19,252			(2,756	)		(14	)		940			6
Brokerage income		17,071		15,116		16,532		19,546			17,995			(924	)		(5	)		1,955			13
Bank owned life insurance income		13,307		13,816		13,740		15,421			13,442			(135	)		(1	)		(509	)		(4	)
Capital markets fees		9,194		12,332		12,825		12,229			7,834			1,360			17			(3,138	)		(25	)
Gain on sale of loans		3,570		7,144		5,063		3,348			2,616			954			36			(3,574	)		(50	)
Securities gains (losses)		16,970		1,239		98		(410	)		(509	)		17,479			N.R.			15,731			1,270
Other income		30,999		35,407		36,950		28,919			37,984			(6,985	)		(18	)		(4,408	)		(12	)
Total noninterest income	$	248,485	$	249,891	$	253,768	$	251,919		$	256,618		$	(8,133	)		(3	)%	$	(1,406	)		(1	)%

N.R. - Not relevant, as denominator of calculation is a loss in prior period compared with income in current period.

2014 First Quarter versus 2013 First Quarter

In the 2014 first quarter, noninterest income decreased $8.1 million, or 3%, from the year-ago quarter, primarily reflecting:

• $22.2 million, or 49%, decrease in mortgage banking income primarily driven by 41% reduction in volume, lower gain on sale, and a higher percentage of originations held on the balance sheet.

• $7.0 million, or 18%, decrease in other income as the year-ago quarter included an $8.8 million gain on the sale of LIHTC investments.

Partially offset by:

• $17.5 million increase in securities gains as we adjusted the mix of our securities portfolio to prepare for the LCR.

15

• $3.7 million, or 6%, increase in service charges on deposit accounts reflecting 7% consumer household and 3% commercial relationship growth. This more than offset the negative impact of the February 2013 implementation of a new posting order for consumer transaction accounts.

• $2.9 million, or 14%, increase in electronic banking due to continued consumer household growth.

2014 First Quarter versus 2013 Fourth Quarter

Compared to the 2013 fourth quarter, noninterest income decreased $1.4 million, or 1%, reflecting typical seasonality within service charges on deposit accounts, which decreased $5.4 million. Other linked quarter changes were a $3.6 million decrease in gain on sale of loans from reduced SBA loan sales, a $4.4 million decrease in other income, and a $3.1 million decrease in capital market fees related to customer derivatives. These were partially offset by a $15.7 million increase in securities gains.

Noninterest Expense

(This section should be read in conjunction with Significant Item 1, 2, and 3.)

The following table reflects noninterest expense for each of the past five quarters:

Table 7—Noninterest Expense

	2014		2013								1Q14 vs 1Q13						1Q14 vs 4Q13
(dollar amounts in thousands)	First		Fourth		Third		Second		First		Amount			Percent			Amount			Percent
Personnel costs	$	249,477	$	249,554	$	229,326	$	263,862	$	258,895	$	(9,418	)		(4	)%	$	(77	)		(0	)%
Outside data processing and other services		51,490		51,071		49,313		49,898		49,265		2,225			5			419			1
Net occupancy		33,433		31,983		35,591		27,656		30,114		3,319			11			1,450			5
Equipment		28,750		28,775		28,191		24,947		24,880		3,870			16			(25	)		(0	)
Marketing		10,686		13,704		12,271		14,239		10,971		(285	)		(3	)		(3,018	)		(22	)
Deposit and other insurance expense		13,718		10,056		11,155		13,460		15,490		(1,772	)		(11	)		3,662			36
Amortization of intangibles		9,291		10,320		10,362		10,362		10,320		(1,029	)		(10	)		(1,029	)		(10	)
Professional services		12,231		11,567		12,487		9,341		7,192		5,039			70			664			6
Other expense		51,045		38,979		34,640		32,100		35,666		15,379			43			12,066			31
Total noninterest expense	$	460,121	$	446,009	$	423,336	$	445,865	$	442,793	$	17,328			4	%	$	14,112			3	%
Number of employees (average full-time equivalent)		11,848		11,765		12,080		12,063		11,949		(101	)		(1	)%		83			1	%

2014 First Quarter versus 2013 First Quarter

In the 2014 first quarter, noninterest expense increased $17.3 million, or 4%, from the year-ago quarter. When adjusting for the $21.6 million of Significant Items, noninterest expense decreased $4.3 million. The $17.3 million increase in the reported noninterest expenses primarily reflects:

• $15.4 million, or 43%, increase in other expense, reflecting a $9.0 million addition to litigation reserves and a $3.0 million goodwill impairment.

• $5.0 million, or 70%, increase in professional services, including $2.2 million of one-time merger related expenses.

• $3.9 million, or 16%, increase in equipment expense, reflecting increased depreciation on technology investments.

• $3.3 million, or 11%, increase in net occupancy, reflecting $1.7 million of one-time merger related expenses.

• $2.2 million, or 5%, increase in outside data processing and other services, reflecting $4.3 million of one-time merger related expenses.

Partially offset by:

• $9.4 million, or 4%, decrease in personnel costs, primarily reflecting the curtailment of the pension plan of the end of 2013 that was partially offset by $2.3 million of one-time merger related expenses.

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2014 First Quarter versus 2013 Fourth Quarter

Noninterest expense of $460.1 million for the 2014 first quarter included $21.6 million of Significant Items and was up $14.1 million, or 3%, from the 2013 fourth quarter noninterest expense of $446.0 million, which included a $6.9 million Significant Item. After excluding the impact of Significant Items from both quarters, noninterest expense was essentially unchanged as the remaining $3.7 million increase in deposit and other insurance was largely offset by the remaining $3.0 million decline in marketing.

Provision for Income Taxes

The provision for income taxes in the 2014 first quarter was $52.1 million. This compared with a provision for income taxes of $52.0 million in the 2013 fourth quarter and $55.1 million in the 2013 first quarter. All three quarters included the benefits from tax-exempt income, tax-advantaged investments, and general business credits. At March 31, 2014, we had a net federal deferred tax asset of $123.7 million and a net state deferred tax asset of $42.3 million. Based on both positive and negative evidence and our level of forecasted future taxable income, we determined no impairment existed to the net federal and state deferred tax asset at March 31, 2014. For regulatory capital purposes, there was no disallowed net deferred tax asset at March 31, 2014.

We file income tax returns with the IRS and various state, city, and foreign jurisdictions. Federal income tax audits have been completed for tax years through 2009. In the first quarter of 2013, the IRS began an examination of our 2010 and 2011 consolidated federal income tax returns. We have appealed certain proposed adjustments resulting from the IRS examination of our 2006, 2007, 2008, 2009, and 2010 tax returns. We believe the tax positions taken related to such proposed adjustments are correct and supported by applicable statutes, regulations, and judicial authority, and intend to vigorously defend them. It is possible the ultimate resolution of the proposed adjustments, if unfavorable, may be material to the results of operations in the period it occurs. Nevertheless, although no assurances can be given, we believe the resolution of these examinations will not, individually or in the aggregate, have a material adverse impact on our consolidated financial position. Various state and other jurisdictions remain open to examination, including Kentucky, Indiana, Michigan, Pennsylvania, West Virginia, and Illinois.

On September 13, 2013, the IRS released final tangible property regulations under Sections 162(a) and 263(a) of the IRC and proposed regulations under Section 168 of the IRC. These regulations generally apply to taxable years beginning on or after January 1, 2014 and will affect all taxpayers that acquire, produce, or improve tangible property. Based upon preliminary analysis, we do not expect that the adoption of these regulations will have a material impact on the Company’s Consolidated Financial Statements.

RISK MANAGEMENT AND CAPITAL

Risk awareness, identification and assessment, reporting, and active management are key elements in overall risk management. We manage risk to an aggregate moderate-to-low risk profile through a control framework and by monitoring and responding to identified potential risks. Controls include, among others, effective segregation of duties, access, authorization and reconciliation procedures, as well as staff education and a disciplined assessment process.

We identify primary risks, and the sources of those risks, within each business unit. We utilize Risk and Control Self-Assessments (RCSA) to identify exposure risks. Through this RCSA process, we continually assess the effectiveness of controls associated with the identified risks, regularly monitor risk profiles and material exposure to losses, and identify stress events and scenarios to which we may be exposed. Our chief risk officer is responsible for ensuring that appropriate systems of controls are in place for managing and monitoring risk across the Company. Potential risk concerns are shared with the Risk Management Committee, Risk Oversight Committee, and the board of directors, as appropriate. Our internal audit department performs on-going independent reviews of the risk management process and ensures the adequacy of documentation. The results of these reviews are reported regularly to the audit committee and board of directors.

We believe that our primary risk exposures are credit, market, liquidity, operational, and compliance oriented. More information on risk can be found in the Risk Factors section included in Item 1A of our 2013 Form 10-K and subsequent filings with the SEC. Additionally, the MD&A included in our 2013 Form 10-K should be read in conjunction with this MD&A as this discussion provides only material updates to the 2013 Form 10-K. Our definition, philosophy, and approach to risk management have not materially changed from the discussion presented in the 2013 Form 10-K.

Credit Risk

Credit risk is the risk of financial loss if a counterparty is not able to meet the agreed upon terms of the financial obligation. The majority of our credit risk is associated with lending activities, as the acceptance and management of credit risk is central to profitable lending. We also have significant credit risk associated with our AFS and HTM securities portfolios (see Note 4 and Note 5 of the Notes to the Unaudited Condensed Consolidated Financial Statements). We engage with other financial counterparties for a variety of purposes including investing, asset and liability management, mortgage banking, and trading activities. While there is credit risk associated with derivative activity, we believe this exposure is minimal.

17

We continue to focus on the identification, monitoring, and managing of our credit risk. In addition to the traditional credit risk mitigation strategies of credit policies and processes, market risk management activities, and portfolio diversification, we use additional quantitative measurement capabilities utilizing external data sources, enhanced use of modeling technology, and internal stress testing processes. Our portfolio management resources demonstrate our commitment to maintaining an aggregate moderate-to-low risk profile. In our efforts to continue to identify risk mitigation techniques, we have focused on product design features, origination policies, and treatment strategies for delinquent or stressed borrowers.

Loan and Lease Credit Exposure Mix

At March 31, 2014, loans and leases totaled $44.4 billion, representing a $1.2 billion, or 3%, increase compared to $43.1 billion at December 31, 2013, primarily reflecting growth in the C&I and automobile portfolio. In addition, we added $559.4 million in loans from our acquisition of Camco Financial during the 2014 first quarter. The Camco Financial portfolio represents approximately 50% of the growth in the quarter, centered in CRE, home equity and residential mortgage.

At March 31, 2014, commercial loans and leases totaled $23.1 billion and represented 53% of our total loan and lease credit exposure. Our commercial portfolio is diversified along product type, customer size, and geography across our footprint, and is comprised of the following loan types (see Commercial Credit discussion).

C&I – C&I loans and leases are made to commercial customers for use in normal business operations to finance working capital needs, equipment purchases, or other projects. The majority of these borrowers are customers doing business within our geographic regions. C&I loans and leases are generally underwritten individually and secured with the assets of the company and/or the personal guarantee of the business owners. The financing of owner occupied facilities is considered a C&I loan even though there is improved real estate as collateral. This treatment is a result of the credit decision process, which focuses on cash flow from operations of the business to repay the debt. The operation, sale, rental, or refinancing of the real estate is not considered the primary repayment source for these types of loans. As we have expanded our C&I portfolio, we have developed a series of “verticals” to ensure that new products or lending types are embedded within a structured, centralized Commercial Lending area with designated experienced credit officers.

CRE – CRE loans consist of loans to developers and REITs supporting income-producing or for-sale commercial real estate properties. We mitigate our risk on these loans by requiring collateral values that exceed the loan amount and underwriting the loan with projected cash flow in excess of the debt service requirement. These loans are made to finance properties such as apartment buildings, office and industrial buildings, and retail shopping centers, and are repaid through cash flows related to the operation, sale, or refinance of the property.

Construction CRE – Construction CRE loans are loans to developers, companies, or individuals used for the construction of a commercial or residential property for which repayment will be generated by the sale or permanent financing of the property. Our construction CRE portfolio primarily consists of retail, multi family, office, and warehouse project types. Generally, these loans are for construction projects that have been presold or preleased, or have secured permanent financing, as well as loans to real estate companies with significant equity invested in each project. These loans are underwritten and managed by a specialized real estate lending group that actively monitors the construction phase and manages the loan disbursements according to the predetermined construction schedule.

Total consumer loans and leases were $21.3 billion at March 31, 2014, and represented 47% of our total loan and lease credit exposure. The consumer portfolio is comprised primarily of automobile, home equity loans and lines-of-credit, and residential mortgages (see Consumer Credit discussion).

Automobile – Automobile loans are comprised primarily of loans made through automotive dealerships and include exposure in selected states outside of our primary banking markets. The exposure outside of our primary banking markets represents 18% of the total exposure, with no individual state representing more than 5%. Applications are underwritten utilizing an automated underwriting system that applies consistent policies and processes across the portfolio.

Home equity – Home equity lending includes both home equity loans and lines-of-credit. This type of lending, which is secured by a first-lien or junior-lien on the borrower’s residence, allows customers to borrow against the equity in their home or refinance existing mortgage debt. Products include closed-end loans which are generally fixed-rate with principal and interest payments, and variable-rate, interest-only lines-of-credit which do not require payment of principal during the 10-year revolving period. The home equity line of credit may convert to a 20-year amortizing structure at the end of the revolving period. Applications are underwritten centrally in conjunction with an automated underwriting system. The home equity underwriting criteria is based on minimum credit scores, debt-to-income ratios, and LTV ratios, with current collateral valuations.

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Residential mortgage – Residential mortgage loans represent loans to consumers for the purchase or refinance of a residence. These loans are generally financed over a 15-year to 30-year term, and in most cases, are extended to borrowers to finance their primary residence. Applications are underwritten centrally using consistent credit policies and processes. All residential mortgage loan decisions utilize a full appraisal for collateral valuation. Huntington has not originated or acquired residential mortgages that allow negative amortization or allow the borrower multiple payment options.

Other consumer – Primarily consists of consumer loans not secured by real estate, including personal unsecured loans. We introduced a consumer credit card product during 2013, utilizing a centralized underwriting system and focusing on existing Huntington customers.

The table below provides the composition of our total loan and lease portfolio:

Table 8—Loan and Lease Portfolio Composition

	2014				2013
(dollar amounts in millions)	March 31,				December 31,				September 30,				June 30,				March 31,
Commercial:(1)
Commercial and industrial	$	18,046	41	%	$	17,594	41	%	$	17,335	41	%	$	17,113	41	%	$	17,267	42	%
Commercial real estate:
Construction		692	2			557	1			544	1			607	1			574	1
Commercial		4,339	10			4,293	10			4,328	10			4,286	10			4,485	11
Total commercial real estate		5,031	12			4,850	11			4,872	11			4,893	11			5,059	12
Total commercial		23,077	53			22,444	52			22,207	52			22,006	52			22,326	54
Consumer:
Automobile		6,999	16			6,639	15			6,317	15			5,810	14			5,036	12
Home equity		8,373	19			8,336	18			8,347	20			8,369	20			8,474	21
Residential mortgage		5,542	12			5,321	12			5,307	12			5,168	12			5,051	12
Other consumer		363	—			380	2			378	1			387	2			397	1
Total consumer		21,277	47			20,676	48			20,349	48			19,734	48			18,958	46
Total loans and leases	$	44,354	100	%	$	43,120	100	%	$	42,556	100	%	$	41,740	100	%	$	41,284	100	%

(1) As defined by regulatory guidance, there were no commercial loans outstanding that would be considered a concentration of lending to a particular industry or group of industries.

As shown in the table above, our loan portfolio is diversified by consumer and commercial credit. At the corporate level, we manage the credit exposure via a credit concentration policy. The policy designates specific loan types, collateral types, and loan structures to be formally tracked and assigned limits as a percentage of capital. C&I lending by segment, specific limits for CRE primary project types, loans secured by residential real estate, shared national credit exposure, unsecured lending, and designated high risk loan definitions represent examples of specifically tracked components of our concentration management process. Our concentration management process is approved by our board level Risk Oversight Committee and is one of the strategies utilized to ensure a high quality, well diversified portfolio that is consistent with our overall objective of maintaining an aggregate moderate-to-low risk profile.

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The table below provides our total loan and lease portfolio segregated by the type of collateral securing the loan or lease:

Table 9—Loan and Lease Portfolio by Collateral Type

	2014				2013
(dollar amounts in millions)	March 31,				December 31,				September 30,				June 30,				March 31,
Secured loans:
Real estate—commercial	$	8,612	19	%	$	8,622	20	%	$	8,769	21	%	$	8,749	21	%	$	9,041	22	%
Real estate—consumer		13,916	31			13,657	32			13,654	32			13,537	32			13,525	33
Vehicles		9,270	21			8,989	21			8,275	19			7,763	19			6,924	17
Receivables/Inventory		5,717	13			5,534	13			5,367	13			5,260	13			5,383	13
Machinery/Equipment		2,930	7			2,738	6			2,778	7			2,831	7			2,815	7
Securities/Deposits		1,064	2			786	2			905	2			924	2			840	2
Other		870	3			1,016	2			948	2			1,020	2			1,014	2
Total secured loans and leases		42,379	96			41,342	96			40,696	96			40,084	96			39,542	96
Unsecured loans and leases		1,975	4			1,778	4			1,860	4			1,656	4			1,742	4
Total loans and leases	$	44,354	100	%	$	43,120	100	%	$	42,556	100	%	$	41,740	100	%	$	41,284	100	%

Commercial Credit

Refer to the “Commercial Credit” section of our 2013 Form 10-K for our commercial credit underwriting and on-going credit management processes.

C&I PORTFOLIO

The C&I portfolio continues to have strong origination activity as evidenced by the growth over the past 12 months. The credit quality of the portfolio continues to improve as we maintain focus on high quality originations. Problem loans have trended downward, reflecting a combination of proactive risk identification and effective workout strategies implemented by the SAD. We continue to maintain a proactive approach to identifying borrowers that may be facing financial difficulty in order to maximize the potential solutions.

CRE PORTFOLIO

We manage the risks inherent in this portfolio specific to CRE lending, focusing on the quality of the developer and the specifics associated with each project. Generally, we: (1) limit our loans to 80% of the appraised value of the commercial real estate at origination, (2) require net operating cash flows to be 125% of required interest and principal payments, and (3) if the commercial real estate is nonowner occupied, require that at least 50% of the space of the project be preleased. We actively monitor both geographic and project-type concentrations and performance metrics of all CRE loan types, with a focus on loans identified as higher risk based on the risk rating methodology. Both macro-level and loan-level stress-test scenarios based on existing and forecast market conditions are part of the on-going portfolio management process for the CRE portfolio.

Dedicated real estate professionals originated the majority of the portfolio, with the remainder obtained from prior bank acquisitions. Appraisals are obtained from approved vendors, and are reviewed by an internal appraisal review group comprised of certified appraisers to ensure the quality of the valuation used in the underwriting process. The portfolio is diversified by project type and loan size, and this diversification represents a significant portion of the credit risk management strategies employed for this portfolio. Subsequent to the origination of the loan, the Credit Review group provides an independent review and assessment of the quality of the underwriting and/or risk of new loan originations.

Appraisal values are obtained in conjunction with all originations and renewals, and on an as needed basis, in compliance with regulatory requirements. We continue to perform on-going portfolio level reviews within the CRE portfolio. These reviews generate action plans based on occupancy levels or sales volume associated with the projects being reviewed. Property values are updated using appraisals on a regular basis to ensure appropriate decisions regarding the on-going management of the portfolio reflect the changing market conditions. This highly individualized process requires working closely with all of our borrowers, as well as an in-depth knowledge of CRE project lending and the market environment.

Consumer Credit

Refer to the “Consumer Credit” section of our 2013 Form 10-K for our consumer credit underwriting and on-going credit management processes.

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AUTOMOBILE PORTFOLIO

Our strategy in the automobile portfolio continued to focus on high quality borrowers as measured by both FICO and internal custom scores, combined with appropriate LTVs, terms, and profitability. Our strategy and operational capabilities allow us to appropriately manage the origination quality across the entire portfolio, including our newer markets. Although increased origination volume and entering new markets can be associated with increased risk levels, we believe our disciplined strategy and operational processes significantly mitigate these risks.

We have continued to consistently execute our value proposition and take advantage of available market opportunities. Importantly, we have maintained our high credit quality standards while expanding the portfolio.

RESIDENTIAL REAL ESTATE SECURED PORTFOLIOS

The properties securing our residential mortgage and home equity portfolios are primarily located within our geographic footprint. While home prices have rebounded from the 2009-2010 levels, they remain below the peak. Huntington continues to support our local markets with consistent underwriting across all residential secured products. The residential-secured portfolio originations continue to be of high quality, with the majority of the negative credit impact coming from loans originated in 2006 and earlier. Our portfolio management strategies associated with our Home Savers group allows us to focus on effectively helping our customers with appropriate solutions for their specific circumstances.

Table 10—Selected Home Equity and Residential Mortgage Portfolio Data

(dollar amounts in millions)

	Home Equity												Residential Mortgage
	Secured by first-lien						Secured by junior-lien
	03/31/14			12/31/13			03/31/14			12/31/13			03/31/14			12/31/13
Ending balance	$	4,886		$	4,842		$	3,487		$	3,494		$	5,542		$	5,321
Portfolio weighted average LTV ratio(1)		71	%		71	%		81	%		81	%		74	%		74	%
Portfolio weighted average FICO score(2)		757			758			746			741			745			743
	Home Equity												Residential Mortgage (3)
	Secured by first-lien						Secured by junior-lien
	Three Months Ended March 31,
	2014			2013			2014			2013			2014			2013
Originations	$	300		$	548		$	163		$	106		$	198		$	319
Origination weighted average LTV ratio(1)		72	%		66	%		83	%		81	%		81	%		75	%
Origination weighted average FICO score(2)		763			778			756			751			752			759

(1) The LTV ratios for home equity loans and home equity lines-of-credit are cumulative and reflect the balance of any senior loans. LTV ratios reflect collateral values at the time of loan origination.

(2) Portfolio weighted average FICO scores reflect currently updated customer credit scores whereas origination weighted average FICO scores reflect the customer credit scores at the time of loan origination.

(3) Represents only owned-portfolio originations.

Home Equity Portfolio

Within the home equity portfolio, the standard product is a 10-year interest-only draw period with a 20-year fully amortizing term at the end of the draw period. Prior to 2007, the standard product was a 10-year draw period with a balloon payment. After the 10-year draw period, the borrower must reapply to extend the existing structure or begin repaying the debt in a traditional term structure.

The principal and interest payment associated with the term structure will be higher than the interest-only payment, resulting in “maturity” risk. Our maturity risk can be segregated into two distinct segments: (1) home equity lines-of-credit underwritten with a balloon payment at maturity and (2) home equity lines-of-credit with an automatic conversion to a 20-year amortizing loan. We manage this risk based on both the actual maturity date of the line-of-credit structure and at the end of the 10-year draw period. This maturity risk is embedded in the portfolio which we address with proactive contact strategies beginning one year prior to maturity. In certain circumstances, our Home Saver group is able to provide payment and structure relief to borrowers experiencing significant financial hardship associated with the payment adjustment.

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The table below summarizes our home equity line-of-credit portfolio by maturity date:

Table 11—Maturity Schedule of Home Equity Line-of-Credit Portfolio

	March 31, 2014
(dollar amounts in millions)	1 year or less		1 to 2 years		2 to 3 years		3 to 4 years		More than 4 years		Total
Secured by first-lien	$	53	$	20	$	3	$	2	$	2,472	$	2,550
Secured by junior-lien		237		183		135		92		2,337		2,984
Total home equity line-of-credit	$	290	$	203	$	138	$	94	$	4,809	$	5,534

The amounts in the above table maturing in four years or less primarily consist of balloon payment structures and represent the most significant maturity risk. The amounts maturing in more than four years primarily consist of exposure with a 20-year amortization period after the 10-year draw period.

Historically, less than 30% of our home equity lines-of-credit that are one year or less from maturity actually reach the maturity date, and we anticipate this percentage will decline in future periods as our proactive approach to managing maturity risk continues to evolve.

Residential Mortgages Portfolio

We focus on higher quality borrowers and underwrite all applications centrally. We do not originate residential mortgages that allow negative amortization or allow the borrower multiple payment options. We have incorporated regulatory requirements and guidance into our underwriting process. All residential mortgages are originated based on a completed full appraisal during the credit underwriting process. We update values on a regular basis in compliance with applicable regulations to facilitate our portfolio management, as well as our workout and loss mitigation functions.

Several government programs continued to impact the residential mortgage portfolio, including various refinance programs such as HARP and HAMP, which positively affected the availability of credit for the industry. During the period ended March 31, 2014, we closed $96 million in HARP residential mortgages. The HARP and HAMP residential mortgage loans are part of our residential mortgage portfolio or serviced for others.

We are subject to repurchase risk associated with residential mortgage loans sold in the secondary market. An appropriate level of reserve for representations and warranties related to residential mortgage loans sold has been established to address this repurchase risk inherent in the portfolio (see Operational Risk discussion).

Credit Quality

(This section should be read in conjunction with Note 3 of the Notes to Unaudited Condensed Consolidated Financial Statements.)

We believe the most meaningful way to assess overall credit quality performance is through an analysis of credit quality performance ratios. This approach forms the basis of most of the discussion in the sections immediately following: NPAs and NALs, TDRs, ACL, and NCOs. In addition, we utilize delinquency rates, risk distribution and migration patterns, and product segmentation in the analysis of our credit quality performance.

Credit quality performance in the 2014 first quarter reflected continued overall improvement. However, the level of NPA’s increased 4% to $365.3 million compared to the prior quarter, primarily attributable to the Camco Financial acquisition. The level of Consumer OREO increased over the prior quarter as there were relatively few sales in the first quarter. We expect the sales activity in the second quarter to be substantially stronger. NCOs decreased by $3.5 million or 7% in the quarter, primarily as a result of recovery levels in the CRE and home equity portfolios. Commercial criticized loans increased compared to the prior quarter, again driven by the impact of Camco Financial, and reflecting our continued focus on proactively identifying potential problem credits. There was no specific industry or region that drove the increase in the quarter. Commercial classified loans declined, reflecting the continued improvement across the portfolio. The ACL to total loans ratio declined to 1.56%, but our coverage ratios as demonstrated by the ACL to NAL ratio of 211% remained strong.

NPAs, NALs, AND TDRs

(This section should be read in conjunction with Note 3 of the Notes to Unaudited Condensed Consolidated Financial Statements.)

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NPAs and NALs

NPAs consist of (1) NALs, which represent loans and leases no longer accruing interest, (2) impaired loans held for sale, (3) OREO properties, and (4) other NPAs. Any loan in our portfolio may be placed on nonaccrual status prior to the policies described below when collection of principal or interest is in doubt. Also, when a borrower with discharged non-reaffirmed debt in a Chapter 7 bankruptcy is identified and the loan is determined to be collateral dependent, the consumer loan is placed on nonaccrual status.

C&I and CRE loans are placed on nonaccrual status at 90-days past due, or earlier if repayment of principal and interest is in doubt.

Of the $128.4 million of CRE and C&I-related NALs at March 31, 2014, $55.9 million, or 44%, represented loans that were less than 30 days past due, demonstrating our continued commitment to proactive credit risk management. With the exception of residential mortgage loans guaranteed by government organizations which continue to accrue interest, residential mortgage loans are placed on nonaccrual status at 150-days past due. First-lien home equity loans are placed on nonaccrual status at 150-days past due. Junior-lien home equity loans are placed on nonaccrual status at the earlier of 120-days past due or when the related first-lien loan has been identified as nonaccrual. Automobile and other consumer loans are generally charged-off when the loan is 120-days past due.

When loans are placed on nonaccrual, accrued interest income is reversed with current year accruals charged to earnings and prior year amounts generally charged-off as a credit loss. When, in our judgment, the borrower’s ability to make required interest and principal payments has resumed and collectability is no longer in doubt, the loan or lease is returned to accrual status.

The following table reflects period-end NALs and NPAs detail for each of the last five quarters:

Table 12—Nonaccrual Loans and Leases and Nonperforming Assets

	2014			2013
(dollar amounts in thousands)	March 31,			December 31,			September 30,			June 30,			March 31,
Nonaccrual loans and leases:
Commercial and industrial	$	57,053		$	56,615		$	68,034		$	80,037		$	80,928
Commercial real estate		71,344			73,417			80,295			93,643			110,803
Automobile		6,218			6,303			5,972			7,743			6,770
Residential mortgage		121,681			119,532			116,260			122,040			118,405
Home equity		70,862			66,189			62,545			60,083			63,405
Total nonaccrual loans and leases		327,158			322,056			333,106			363,546			380,311
Other real estate owned, net
Residential		30,581			23,447			16,610			17,353			19,538
Commercial		5,110			4,217			12,544			3,713			5,601
Total other real estate owned, net		35,691			27,664			29,154			21,066			25,139
Other nonperforming assets(1)		2,440			2,440			12,000			12,087			10,045
Total nonperforming assets	$	365,289		$	352,160		$	374,260		$	396,699		$	415,495
Nonaccrual loans as a % of total loans and leases		0.74	%		0.75	%		0.78	%		0.87	%		0.92	%
Nonperforming assets ratio(2)		0.82			0.82			0.88			0.95			1.01
(NPA+90days)/(Loan+OREO)(3)		1.17			1.20			1.29			1.38			1.48

(1) Other nonperforming assets includes certain impaired investment securities.

(2) This ratio is calculated as nonperforming assets divided by the sum of loans and leases, other nonperforming assets, and net other real estate owned.

(3) This ratio is calculated as the sum of nonperforming assets and total accruing loans and leases past due 90 days or more divided by the sum of loans and leases and net other real estate owned.

The $13.1 million, or 4%, increase in NPAs compared with December 31, 2013, primarily reflected the impact of the acquisition of the Camco Financial portfolio:

• $8.0 million, or 29%, increase in net OREO properties was primarily related to consumer OREO, reflecting limited sales in the first quarter and the addition of $3.0 million of properties from Camco Financial.

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• $4.7 million, or 7%, increase in home equity NALs was related to the addition of Camco Financial. Additionally, while the number of nonaccrual home equity lines/loans is flat to slightly down, the NAL balances are increasing due to new NALs having a relatively higher balance than in prior periods, as a result of the improving home values.

• $2.2 million, or 2%, increase in residential mortgage NALs, reflecting the addition of Camco Financial.

Partially offset by:

• $2.1 million, or 3%, decline in CRE NALs, reflecting both NCO activity and problem credit resolutions, including borrower payments and payoffs partially resulting from successful workout strategies implemented by our commercial loan workout group.

TDR Loans

(This section should be read in conjunction with Note 3 of the Notes to Unaudited Condensed Consolidated Financial Statements.)

TDRs are modified loans in which a concession is provided to a borrower experiencing financial difficulties. TDRs can be classified as either accrual or nonaccrual loans. Nonaccrual TDRs are included in NALs whereas accruing TDRs are excluded from NALs, as it is probable that all contractual principal and interest due under the restructured terms will be collected. TDRs primarily reflect our loss mitigation efforts to proactively work with borrowers having difficulty making their payments.

The table below presents our accruing and nonaccruing TDRs at period-end for each of the past five quarters:

Table 13—Accruing and Nonaccruing Troubled Debt Restructured Loans

	2014		2013
(dollar amounts in thousands)	March 31,		December 31,		September 30,		June 30,		March 31,
Troubled debt restructured loans—accruing:
Commercial and industrial	$	102,970	$	83,857	$	85,687	$	94,583	$	90,642
Commercial real estate		210,876		204,668		204,597		184,372		192,167
Automobile		27,393		30,781		30,981		32,768		34,379
Home equity		202,044		188,266		153,591		135,759		162,087	(1)
Residential mortgage		284,194		305,059		300,809		293,933		288,041
Other consumer		1,727		1,041		959		3,383		2,514
Total troubled debt restructured loans—accruing		829,204		813,672		776,624		744,798		769,830
Troubled debt restructured loans—nonaccruing:
Commercial and industrial		7,197		7,291		8,643		14,541		14,970
Commercial real estate		27,972		23,981		22,695		26,118		26,588
Automobile		5,676		6,303		5,972		7,743		6,770
Home equity		20,992		20,715		11,434		10,227		11,235
Residential mortgage		84,441		82,879		77,525		80,563		84,317
Other consumer		120		—		—		—		—
Total troubled debt restructured loans—nonaccruing		146,398		141,169		126,269		139,192		143,880
Total troubled debt restructured loans	$	975,602	$	954,841	$	902,893	$	883,990	$	913,710

(1) Included $46,031 thousand incorrectly reflected as TDRs in the 2013 first quarter.

Our strategy is to structure commercial TDRs in a manner that avoids new concessions subsequent to the initial TDR terms. However, there are times when subsequent modifications are required, such as when the modified loan matures. Often the loans are performing in accordance with the TDR terms, and a new note is originated with similar modified terms. These loans are subjected to the normal underwriting standards and processes for other similar credit extensions, both new and existing. If the loan is not performing in accordance with the existing TDR terms, typically an individualized approach to repayment is established. In accordance with ASC 310-20-35, the refinanced note is evaluated to determine if it is considered a new loan or a continuation of the prior loan. A new loan is considered for removal of the TDR designation. A continuation of the prior note requires the continuation of the TDR designation, and because the refinanced note constitutes a new or amended debt instrument, it is included in our TDR activity table (below) as a new TDR and a restructured TDR removal during the period.

The types of concessions granted are consistent with those granted on new TDRs and include interest rate reductions, amortization or maturity date changes beyond what the collateral supports, and principal forgiveness based on the borrower’s specific needs at a point in time. Our policy does not limit the number of times a loan may be modified. A loan may be modified multiple times if it is considered to be in the best interest of both the borrower and us.

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Loans are not automatically considered to be accruing TDRs upon the granting of a new concession. If the loan is in accruing status and no loss is expected based on the modified terms, the modified TDR remains in accruing status. For loans that are on nonaccrual status before the modification, collection of both principal and interest must not be in doubt, and the borrower must be able to exhibit sufficient cash flows for a six-month period of time to service the debt in order to return to accruing status. This six-month period could extend before or after the restructure date.

TDRs in the home equity and residential mortgage portfolio may continue to increase for a time as we continue to appropriately manage the portfolio. Any granted change in terms or conditions that are not readily available in the market for that borrower, requires the designation as a TDR.

The following table reflects TDR activity for each of the past five quarters:

Table 14—Troubled Debt Restructured Loan Activity

	2014			2013
(dollar amounts in thousands)	First			Fourth			Third			Second			First
TDRs, beginning of period	$	954,841		$	902,893		$	883,990		$	913,710		$	875,625
New TDRs		219,656			169,383			161,812			115,955			164,407	(2)
Payments		(55,130	)		(46,974	)		(60,392	)		(39,818	)		(44,183	)
Charge-offs		(10,774	)		(5,980	)		(10,439	)		(8,083	)		(5,395	)
Sales		(14,169	)		(613	)		(2,999	)		(2,738	)		(4,814	)
Transfer to OREO		(2,597	)		(2,609	)		(2,056	)		(2,453	)		(1,124	)
Restructured TDRs—accruing(1)		(86,012	)		(51,709	)		(58,499	)		(46,987	)		(53,936	)
Restructured TDRs—nonaccruing(1)		(23,038	)		(7,415	)		(6,163	)		(2,520	)		(10,674	)
Other		(7,175	)		(2,135	)		(2,361	)		(43,076	)(2)		(6,196	)
TDRs, end of period	$	975,602		$	954,841		$	902,893		$	883,990		$	913,710

(1) Represents existing TDRs that were re-underwritten with new terms providing a concession. A corresponding amount is included in the New TDRs amount above.

(2) Included $46,031 thousand of home equity TDRs incorrectly reflected as new TDRs in the 2013 first quarter.

ACL

(This section should be read in conjunction with Note 3 of the Notes to Unaudited Condensed Consolidated Financial Statements.)

Our total credit reserve is comprised of two different components, both of which in our judgment are appropriate to absorb credit losses inherent in our loan and lease portfolio: the ALLL and the AULC. Combined, these reserves comprise the total ACL. Our Credit Administration group is responsible for developing the methodology assumptions and estimates used in the calculation, as well as determining the appropriateness of the ACL. The ALLL represents the estimate of losses inherent in the loan portfolio at the reported date. Additions to the ALLL result from recording provision expense for loan losses or increased risk levels resulting from loan risk-rating downgrades, while reductions reflect charge-offs (net of recoveries), decreased risk levels resulting from loan risk-rating upgrades, or the sale of loans. The AULC is determined by applying the transaction reserve process to the unfunded portion of the loan exposures adjusted by an applicable funding expectation.

A provision for credit losses is recorded to adjust the ACL to the level we have determined to be appropriate to absorb credit losses inherent in our loan and lease portfolio. The provision for credit losses in the 2014 first quarter was $24.6 million, compared with $24.3 million in the prior quarter and $29.6 million in the year-ago quarter. (See Provision for Credit Losses discussion within Results of Operations section).

We regularly evaluate the appropriateness of the ACL by performing on-going evaluations of the loan and lease portfolio, including such factors as the differing economic risks associated with each loan category, the financial condition of specific borrowers, the level of delinquent loans, the value of any collateral and, where applicable, the existence of any guarantees or other documented support. We evaluate the impact of changes in interest rates and overall economic conditions on the ability of borrowers to meet their financial obligations when quantifying our exposure to credit losses and assessing the appropriateness of our ACL at each reporting date. In addition to general economic conditions and the other factors described above, we also consider the impact of collateral value trends and portfolio diversification.

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Our ACL evaluation process includes the on-going assessment of credit quality metrics, and a comparison of certain ACL benchmarks to current performance. While the total ACL balance has declined in recent quarters, all of the relevant benchmarks remain strong.

The table below reflects the allocation of our ACL among our various loan categories during each of the past five quarters:

Table 15—Allocation of Allowance for Credit Losses (1)

	2014				2013
(dollar amounts in thousands)	March 31,				December 31,				September 30,				June 30,				March 31,
Commercial
Commercial and industrial	$	266,979	41	%	$	265,801	41	%	$	262,048	41	%	$	233,679	41	%	$	238,098	42	%
Commercial real estate		160,306	12			162,557	11			164,522	11			255,849	11			267,436	12
Total commercial		427,285	53			428,358	52			426,570	52			489,528	52			505,534	54
Consumer
Automobile		25,178	16			31,053	15			27,087	15			39,990	14			35,973	12
Home equity		113,177	19			111,131	19			124,068	20			115,626	20			115,858	21
Residential mortgage		39,068	12			39,577	12			51,252	12			63,802	12			63,062	12
Other consumer		27,210	—			37,751	2			37,053	1			24,130	2			26,342	1
Total consumer		204,633	47			219,512	48			239,460	48			243,548	48			241,235	46
Total allowance for loan and lease losses		631,918	100	%		647,870	100	%		666,030	100	%		733,076	100	%		746,769	100	%
Allowance for unfunded loan commitments		59,368				62,899				66,857				44,223				40,855
Total allowance for credit losses	$	691,286			$	710,769			$	732,887			$	777,299			$	787,624
Total allowance for loan and leases losses as % of:
Total loans and leases			1.42	%			1.50	%			1.57	%			1.76	%			1.81	%
Nonaccrual loans and leases			193				201				200				202				196
Nonperforming assets			174				184				178				185				180
Total allowance for credit losses as % of:
Total loans and leases			1.56	%			1.65	%			1.72	%			1.86	%			1.91	%
Nonaccrual loans and leases			211				221				220				214				207
Nonperforming assets			191				202				196				196				190

(1) Percentages represent the percentage of each loan and lease category to total loans and leases.

The $19.4 million, or 3%, decline in ACL compared with December 31, 2013, primarily reflected:

• $10.5 million, or 28%, decline in other consumer, reflecting the changing risk profile of the overdraft portfolio and the seasonal reduction in the overall exposure. The ALLL for the other consumer portfolio is consistent with expectations given the level of overdraft exposure.

• $5.9 million, or 19%, decline in automobile, reflecting the continued positive performance metrics and the high quality origination strategy.

• $3.5 million, or 6%, decline in AULC, reflecting lower risk exposures.

The ACL to total loans declined to 1.56% at March 31, 2014, compared to 1.65% at December 31, 2013. We believe the decline in the ratio is appropriate given the significant continued improvement in the risk profile of our loan portfolio. Further, we believe that early identification of loans with changes in credit metrics and proactive action plans for these loans, combined with originating high quality new loans will contribute to continued improvement in our key credit quality metrics.

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We have significant exposure to loans secured by residential real estate and continue to be an active lender in our communities. The impact of the downturn in real estate values over the past several years has had a significant impact on some of our borrowers as evidenced by the higher delinquencies and NCOs since late 2007. Recently, real estate values have begun to rebound from their 2007 levels in our primary markets.

Given the combination of these noted positive and negative factors, we believe that our ACL is appropriate and its coverage level is reflective of the quality of our portfolio and the current operating environment.

NCOs

Any loan in any portfolio may be charged-off prior to the policies described below if a loss confirming event has occurred. Loss confirming events include, but are not limited to, bankruptcy (unsecured), continued delinquency, foreclosure, or receipt of an asset valuation indicating a collateral deficiency and that asset is the sole source of repayment. Additionally, discharged, collateral dependent non-reaffirmed debt in Chapter 7 bankruptcy filings will result in a charge-off to estimated collateral value, less anticipated selling costs at the time of the modification.

C&I and CRE loans are either charged-off or written down to net realizable value at 90-days past due. Automobile loans and other consumer loans are charged-off at 120-days past due. First-lien and junior-lien home equity loans are charged-off to the estimated fair value of the collateral, less anticipated selling costs, at 150-days past due and 120-days past due, respectively. Residential mortgages are charged-off to the estimated fair value of the collateral, less anticipated selling costs, at 150-days past due.

The following table reflects NCO detail for each of the last five quarters:

Table 16—Quarterly Net Charge-off Analysis

	2014			2013
(dollar amounts in thousands)	First			Fourth			Third			Second			First
Net charge-offs by loan and lease type:
Commercial:
Commercial and industrial	$	8,606		$	9,826		$	1,661		$	1,586		$	3,317
Commercial real estate:
Construction		918			(88	)		6,165			1,079			(798	)
Commercial		(1,905	)		(2,783	)		6,398			1,305			13,575
Commercial real estate		(987	)		(2,871	)		12,563			2,384			12,777
Total commercial		7,619			6,955			14,224			3,970			16,094
Consumer:
Automobile		4,642			3,759			2,721			1,463			2,594
Home equity		15,687			20,451			27,175			14,654			19,983
Residential mortgage		7,859			7,605			4,789			8,620			6,148
Other consumer		7,179			7,677			6,833			6,083			6,868
Total consumer		35,367			39,492			41,518			30,820			35,593
Total net charge-offs	$	42,986		$	46,447		$	55,742		$	34,790		$	51,687
Net charge-offs—annualized percentages:
Commercial:
Commercial and industrial		0.20	%		0.22	%		0.04	%		0.04	%		0.08	%
Commercial real estate:
Construction		0.60			(0.06	)		4.36			0.74			(0.53	)
Commercial		(0.18	)		(0.26	)		0.59			0.12			1.16
Commercial real estate		(0.08	)		(0.23	)		1.02			0.19			0.97
Total commercial		0.14			0.12			0.26			0.07			0.29
Consumer:
Automobile		0.27			0.23			0.18			0.11			0.21
Home equity		0.75			0.98			1.30			0.71			0.95
Residential mortgage		0.58			0.57			0.36			0.66			0.49
Other consumer		7.44			7.98			7.19			5.28			6.67
Total consumer		0.68			0.77			0.83			0.64			0.76
Net charge-offs as a % of average loans		0.40	%		0.43	%		0.53	%		0.34	%		0.51	%

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In assessing NCO trends, it is helpful to understand the process of how commercial loans are treated as they deteriorate over time. The ALLL established is consistent with the level of risk associated with the original underwriting. As a part of our normal portfolio management process for commercial loans, the loan is periodically reviewed and the ALLL is increased or decreased based on the enhanced risk rating. In certain cases, the standard ALLL is determined to not be appropriate, and a specific reserve is established based on the projected cash flow or collateral value of the specific loan. Charge-offs, if necessary, are generally recognized in a period after the specific ALLL was established. If the previously established ALLL exceeds that necessary to satisfactorily resolve the problem loan, a reduction in the overall level of the ALLL could be recognized. Consumer loans are treated in much the same manner as commercial loans, with increasing reserve factors applied based on the risk characteristics of the loan, although specific reserves are not identified for consumer loans. In summary, if loan quality deteriorates, the typical credit sequence would be periods of reserve building, followed by periods of higher NCOs as the previously established ALLL is utilized. Additionally, an increase in the ALLL either precedes or is in conjunction with increases in NALs. When a loan is classified as NAL, it is evaluated for specific ALLL or charge-off. As a result, an increase in NALs does not necessarily result in an increase in the ALLL or an expectation of higher future NCOs.

Our overall NCOs are returning to normal levels, however, we anticipate NCO levels for both the residential mortgage and home equity portfolios will remain at elevated levels in the near future. The home equity portfolio will continue to be impacted by borrowers that are seeking to refinance, but are in a negative equity position because of the junior-lien loan. Right-sizing and debt forgiveness associated with these situations are becoming more frequent as borrowers realize the impact to their credit is minor, and that a default on a junior-lien loan is not likely to cause borrowers to lose their home.

All residential mortgage loans greater than 150-days past due are charged-down to the estimated value of the collateral, less anticipated selling costs. The remaining balance is in delinquent status until a modification can be completed, or the loan goes through the foreclosure process. For the home equity portfolio, virtually all of the defaults represent full charge-offs, as there is no remaining equity, creating a lower delinquency rate but a higher NCO impact.

2014 First Quarter versus 2013 Fourth Quarter

NCOs decreased $3.5 million in the current quarter to $43.0 million, primarily as a result of continued expected improvement and the impact of recovery activity in the quarter for the home equity and other consumer portfolios. NCOs were an annualized 0.40% of average loans and leases in the current quarter, down from 0.43% in the 2013 fourth quarter, and still within our long term expectation of 0.35% - 0.55%. Automobile NCOs increased in the quarter, reflecting a more normalized charge-off level for the portfolio. Given the absolute low level of C&I and CRE NCO’s, there will continue to be some volatility on a quarter to quarter comparison basis.

Market Risk

Market risk represents the risk of loss due to changes in market values of assets and liabilities. We incur market risk in the normal course of business through exposures to market interest rates, foreign exchange rates, equity prices, and credit spreads. We have identified two primary sources of market risk: interest rate risk and price risk.

Interest Rate Risk

OVERVIEW

Huntington actively manages interest rate risk, as changes in market interest rates can have a significant impact on reported earnings. The interest rate risk process is designed to compare income simulations in market scenarios designed to alter the direction, magnitude, and speed of interest rate changes, as well as the slope of the yield curve. These scenarios are designed to illustrate the embedded optionality in the balance sheet from, among other things, faster or slower mortgage prepayments and changes in deposit mix.

INCOME SIMULATION AND ECONOMIC VALUE ANALYSIS

Interest rate risk measurement is calculated and reported to the ALCO monthly and ROC at least quarterly. The information reported includes period-end results and identifies any policy limits exceeded, along with an assessment of the policy limit breach and the action plan and timeline for resolution, mitigation, or assumption of the risk.

Huntington uses two approaches to model interest rate risk: Net Interest Income at Risk (NII at Risk) and Economic Value of Equity (EVE). Under NII at Risk, net interest income is modeled utilizing various assumptions for assets, liabilities, and derivative positions under various interest rate scenarios over a one-year time horizon. EVE measures the market value of assets minus the market value of liabilities and the change in this value as rates change.

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Table 17—Net Interest Income at Risk

	Interest Sensitive Earnings at Risk (%)
Basis point change scenario		-25		+100		+200
Board policy limits		—		-2.0	%	-4.0	%
March 31, 2014		-0.5	%	0.3	%	0.1	%

In previous quarters, we reported ISE at Risk. We now report NII at Risk to isolate the change in income related solely to interest earning assets and interest bearing liabilities. The difference between the results for ISE at Risk and NII at Risk are not significant for this or any previous quarterly period.

The NII at Risk results included in the table above reflect the analysis used monthly by management. It models gradual -25, +100 and +200 basis point parallel shifts in market interest rates, implied by the forward yield curve over the next one-year period. Due to the current low level of short-term interest rates, the analysis reflects a declining interest rate scenario of 25 basis points, the point at which many assets and liabilities reach zero percent.

Huntington is within Board policy limits for the +100 and +200 basis point scenarios. There is no policy limit for the -25 basis point scenario. The NII at Risk reported at March 31, 2014, shows that Huntington’s earnings are not sensitive to changes in interest rates over the next year. In recent periods, the amount of fixed rate assets, primarily indirect auto loans and securities, increased resulting in a reduction in asset sensitivity. This reduction is somewhat accentuated by our portfolio of mortgage-related loans and securities, whose expected maturities lengthen as rates rise. The reduced asset sensitivity for the +200 basis points scenario relates to the modeled migration of money market accounts balances into CDs thereby shifting from variable to fixed rate.

Table 18—Economic Value of Equity at Risk

	Economic Value of Equity at Risk (%)
Basis point change scenario		-25		+100		+200
Board policy limits		—		-5.0	%	-12.0	%
March 31, 2014		0.5	%	-3.5	%	-8.8	%

The EVE results included in the table above reflect the analysis used monthly by management. It models immediate -25, +100 and +200 basis point parallel shifts in market interest rates. Due to the current low level of short-term interest rates, the analysis reflects a declining interest rate scenario of 25 basis points, the point at which many assets and liabilities reach zero percent.

Huntington is within Board policy limits for the +100 and +200 basis point scenarios. There is no policy limit for the -25 basis point scenario. The EVE reported at March 31, 2014 shows that as interest rates increase (decrease) immediately, the economic value of equity position will decrease (increase). When interest rates rise, fixed rate assets generally lose economic value; the longer the duration, the greater the value lost. The opposite is true when interest rates fall. Compared to recent periods, the EVE results for March 31, 2014, reflect the impact of HQLA, added to our investment portfolio to prepare for the LCR rules.

MSRs

(This section should be read in conjunction with Note 6 of Notes to Unaudited Condensed Consolidated Financial Statements.)

At March 31, 2014 we had a total of $ 163.3 million of capitalized MSRs representing the right to service $ 15.4 billion in mortgage loans. Of this $ 163.3 million, $30.6 million was recorded using the fair value method and $132.7 million was recorded using the amortization method.

MSR fair values are very sensitive to movements in interest rates as expected future net servicing income depends on the projected outstanding principal balances of the underlying loans, which can be greatly reduced by prepayments. Prepayments usually increase when mortgage interest rates decline and decrease when mortgage interest rates rise. We have employed strategies to reduce the risk of MSR fair value changes or impairment. In addition, we engage a third party to provide valuation tools and assistance with our strategies with the objective to decrease the volatility from MSR fair value changes. However, volatile changes in interest rates can diminish the effectiveness of these hedges. We typically report MSR fair value adjustments net of hedge-related trading activity in the mortgage banking income category of noninterest income. Changes in fair value between reporting dates are recorded as an increase or a decrease in mortgage banking income.

MSRs recorded using the amortization method generally relate to loans originated with historically low interest rates, resulting in a lower probability of prepayments and, ultimately, impairment. MSR assets are included in accrued income and other assets in the Unaudited Condensed Consolidated Financial Statements.

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Price Risk

Price risk represents the risk of loss arising from adverse movements in the prices of financial instruments that are carried at fair value and are subject to fair value accounting. We have price risk from trading securities, securities owned by our broker-dealer subsidiaries, foreign exchange positions, equity investments, investments in securities backed by mortgage loans, and marketable equity securities held by our insurance subsidiaries. We have established loss limits on the trading portfolio, on the amount of foreign exchange exposure that can be maintained, and on the amount of marketable equity securities that can be held by the insurance subsidiaries.

Liquidity Risk

Liquidity risk is the risk of loss due to the possibility that funds may not be available to satisfy current or future commitments resulting from external macro market issues, investor and customer perception of financial strength, and events unrelated to us, such as war, terrorism, or financial institution market specific issues. In addition, the mix and maturity structure of Huntington’s balance sheet, the amount of on-hand cash and unencumbered securities, and the availability of contingent sources of funding can have an impact on Huntington’s ability to satisfy current or future funding commitments. We manage liquidity risk at both the Bank and the parent company.

The overall objective of liquidity risk management is to ensure that we can obtain cost-effective funding to meet current and future obligations, and can maintain sufficient levels of on-hand liquidity, under both normal business-as-usual and unanticipated stressed circumstances. The ALCO was appointed by the ROC to oversee liquidity risk management and the establishment of liquidity risk policies and limits. Contingency funding plans are in place, which measure forecasted sources and uses of funds under various scenarios in order to prepare for unexpected liquidity shortages. Liquidity risk is reviewed monthly for the Bank and the parent company, as well as its subsidiaries. In addition, liquidity working groups meet regularly to identify and monitor liquidity positions, provide policy guidance, review funding strategies, and oversee the adherence to, and maintenance of, the contingency funding plans.

Investment securities portfolio

The expected weighted average maturities of our AFS and HTM portfolios are significantly shorter than their contractual maturities as reflected in Note 4 and Note 5 of the Notes to Unaudited Condensed Consolidated Financial Statements. Particularly regarding the MBS and ABS, prepayments of principal and interest that historically occur in advance of scheduled maturities will shorten the expected life of these portfolios. The expected weighted average maturities, which take into account expected prepayments of principal and interest under existing interest rate conditions, are shown in the following table:

Table 19—Expected life of investment securities

	March 31, 2014
	Available-for-Sale & Other				Held-to-Maturity
	Securities				Securities
	Amortized		Fair		Amortized		Fair
(dollar amounts in thousands)	Cost		Value		Cost		Value
Under 1 year	$	631,398	$	628,655	$	—	$	—
1 - 5 years		3,559,423		3,604,150		586,445		580,470
6 - 10 years		2,902,205		2,875,486		3,148,278		3,121,026
Over 10 years		363,875		306,286		—		—
Other securities		339,711		340,213		—		—
Total	$	7,796,612	$	7,754,790	$	3,734,723	$	3,701,496

Bank Liquidity and Sources of Liquidity

Our primary sources of funding for the Bank are retail and commercial core deposits. At March 31, 2014, these core deposits funded 76% of total assets (105% of total loans). At March 31, 2014 and December 31, 2013, total core deposits represented 94% and 95% of total deposits, respectively.

Core deposits are comprised of interest-bearing and noninterest-bearing demand deposits, money market deposits, savings and other domestic deposits, consumer certificates of deposit both over and under $250,000, and nonconsumer certificates of deposit less than $250,000. Noncore deposits consist of brokered money market deposits and certificates of deposit, foreign time deposits, and other domestic deposits of $250,000 or more comprised primarily of public fund certificates of deposit more than $250,000.

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Core deposits may increase our need for liquidity as certificates of deposit mature or are withdrawn before maturity and as nonmaturity deposits, such as checking and savings account balances, are withdrawn. Noninterest-bearing demand deposits increased $ 0.7 billion from December 31, 2013, but include certain large commercial deposits that may be more short-term in nature.

Demand deposit overdrafts that have been reclassified as loan balances were $15.7 million and $19.3 million at March 31, 2014 and December 31, 2013, respectively. Other domestic time deposits of $250,000 or more and brokered deposits and negotiable CDs totaled $ 2.4 billion and $ 1.9 billion at March 31, 2014 and December 31, 2013, respectively.

The following tables reflect deposit composition and short-term borrowings detail for each of the last five quarters:

Table 20—Deposit Composition

	2014				2013
(dollar amounts in millions)	March 31,				December 31,				September 30,				June 30,				March 31,
By Type
Demand deposits—noninterest-bearing	$	14,314	29	%	$	13,650	29	%	$	13,421	29	%	$	13,491	29	%		12,757	27	%
Demand deposits—interest-bearing		5,970	12			5,880	12			5,856	13			5,977	13			6,135	13
Money market deposits		17,693	36			17,213	36			16,212	34			15,131	33			15,165	32
Savings and other domestic deposits		5,115	10			4,871	10			4,946	11			5,054	11			5,174	11
Core certificates of deposit		3,557	7			3,723	8			4,108	9			4,353	9			5,170	11
Total core deposits		46,649	94			45,337	95			44,543	96			44,006	95			44,401	94
Other domestic deposits of $250,000 or more		289	1			274	1			268	1			283	1			355	1
Brokered deposits and negotiable CDs		2,074	4			1,580	3			1,366	3			1,695	4			1,807	4
Deposits in foreign offices		337	1			316	1			387	—			347	—			304	1
Total deposits	$	49,349	100	%	$	47,507	100	%	$	46,564	100	%	$	46,331	100	%	$	46,867	100	%
Total core deposits:
Commercial	$	20,507	44	%	$	19,982	44	%	$	19,526	44	%	$	18,922	43	%	$	18,502	42	%
Consumer		26,142	56			25,355	56			25,017	56			25,084	—			25,899	58
Total core deposits	$	46,649	100	%	$	45,337	100	%	$	44,543	100	%	$	44,006	43	%	$	44,401	100	%

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Table 21—Federal Funds Purchased and Repurchase Agreements

	2014			2013
(dollar amounts in millions)	March 31,			December 31,			September 30,			June 30,			March 31,
Balance at period-end
Federal Funds purchased and securities sold under agreements to repurchase	$	1,342		$	549		$	655		$	627		$	725
Other short-term borrowings		56			4			6			3			8
Weighted average interest rate at period-end
Federal Funds purchased and securities sold under agreements to repurchase		0.06	%		0.06	%		0.07	%		0.09	%		0.09	%
Other short-term borrowings		0.26			2.59			1.41			3.63			2.50
Maximum amount outstanding at month-end during the period
Federal Funds purchased and securities sold under agreements to repurchase	$	1,342		$	787		$	787		$	757		$	781
Other short-term borrowings		56			19			9			10			9
Average amount outstanding during the period
Federal Funds purchased and securities sold under agreements to repurchase	$	875		$	692		$	703		$	693		$	752
Other short-term borrowings		8			8			7			9			10
Weighted average interest rate during the period
Federal Funds purchased and securities sold under agreements to repurchase		0.06	%		0.08	%		0.08	%		0.08	%		0.10	%
Other short-term borrowings		1.06			1.79			1.32			1.91			2.13

To the extent we are unable to obtain sufficient liquidity through core deposits, we may meet our liquidity needs through sources of wholesale funding or asset securitization or sale. Sources of wholesale funding include other domestic time deposits of $250,000 or more, brokered deposits and negotiable CDs, deposits in foreign offices, short-term borrowings, FHLB advances, other long-term debt, and subordinated notes. In February 2014, the Bank issued $500.0 million of senior notes at 99.842% of face value. The senior bank note issuances mature on April 1, 2019 and have a fixed coupon rate of 2.20%. The senior note issuance may be redeemed one month prior to the maturity date at 100% of principal plus accrued and unpaid interest. At March 31, 2014, total wholesale funding was $7.3 billion, an increase from $7.0 billion at December 31, 2013. The increase from prior quarter-end primarily relates to an increase in other long-term debt and short-term borrowings, partially offset by a decrease in subordinated notes and FHLB borrowings.

We can also obtain funding through other methods including: (1) purchasing federal funds, (2) selling securities under repurchase agreements, (3) selling or maturity of investment securities, (4) selling or securitization of loans, (5) selling of national market certificates of deposit, (6) the relatively shorter-term structure of our commercial loans and automobile loans, and (7) issuing of common and preferred stock.

The Bank also has access to the Federal Reserve’s discount window. These borrowings are secured by non-real estate related commercial loans. The Bank is also a member of the FHLB, and as such, has access to advances from the FHLB. These advances are may be secured by residential mortgages, other mortgage-related loans, and available-for-sale securities.

On October 24, 2013, the OCC, U.S. Treasury, FRB, and the FDIC, issued an NPR regarding the implementation of a quantitative liquidity requirement consistent with the LCR standard established by the Basel Committee on Banking Supervision. The requirements are designed to promote the short term resilience of the liquidity risk profile of banks to which it applies. If implemented as proposed, among other things, the requirement will likely cause some banks, including us, to purchase additional amounts of unencumbered, high quality liquid assets, which can easily be converted into cash. In preparation for the January 2015 LCR requirements, we sold securities that will not qualify for liquidity coverage and reinvested the proceeds into High Quality Liquid Assets.

At March 31, 2014, we believe the Bank had sufficient liquidity to meet its cash flow obligations for the foreseeable future.

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Parent Company Liquidity

The parent company’s funding requirements consist primarily of dividends to shareholders, debt service, income taxes, operating expenses, funding of nonbank subsidiaries, repurchases of our stock, and acquisitions. The parent company obtains funding to meet obligations from interest received from the Bank, interest and dividends received from direct subsidiaries, net taxes collected from subsidiaries included in the federal consolidated tax return, fees for services provided to subsidiaries, and the issuance of debt securities.

At March 31, 2014 and December 31, 2013, the parent company had $0.8 billion and $1.0 billion, respectively, in cash and cash equivalents.

On April 16, 2014, we announced that the board of directors had declared a quarterly common stock cash dividend of $0.05 per common share. The dividend is payable on July 1, 2014, to shareholders of record on June 17, 2014. Based on the current quarterly dividend of $0.05 per common share, cash demands required for common stock dividends are estimated to be approximately $41.4 million per quarter. Based on the current dividend, cash demands required for Series A Preferred Stock are estimated to be approximately $7.7 million per quarter. Cash demands required for Series B Preferred Stock are expected to be approximately $0.3 million per quarter.

At March 31, 2014, the Bank no longer has a regulatory dividend limitation due to the deficit position of its undivided profits. We anticipate that the Bank will declare dividends to the holding company during the first half of 2014. To help meet any additional liquidity needs, we have an open-ended, automatic shelf registration statement filed and effective with the SEC, which permits us to issue an unspecified amount of debt or equity securities.

With the exception of the items discussed above, the parent company does not have any significant cash demands. It is our policy to keep operating cash on hand at the parent company to satisfy cash demands for the next 18 months.

Considering the factors discussed above, and other analyses that we have performed, we believe the parent company has sufficient liquidity to meet its cash flow obligations for the foreseeable future.

Off-Balance Sheet Arrangements

In the normal course of business, we enter into various off-balance sheet arrangements. These arrangements include interest rate swaps, financial guarantees contained in standby letters-of-credit issued by the Bank and commitments by the Bank to sell mortgage loans.

Standby letters-of-credit are conditional commitments issued to guarantee the performance of a customer to a third party. These guarantees are primarily issued to support public and private borrowing arrangements, including commercial paper, bond financing, and similar transactions. Most of these arrangements mature within two years and are expected to expire without being drawn upon. Standby letters-of-credit are included in the determination of the amount of risk-based capital that the parent company and the Bank are required to hold.

Through our credit process, we monitor the credit risks of outstanding standby letters-of-credit. When it is probable that a standby letter-of-credit will be drawn and not repaid in full, a loss is recognized in the provision for credit losses. At March 31, 2014, we had $470.3 million of standby letters-of-credit outstanding, of which 84% were collateralized. Included in this $470.3 million are letters-of-credit issued by the Bank that support securities that were issued by our customers and remarketed by The Huntington Investment Company, our broker-dealer subsidiary.

We enter into forward contracts relating to the mortgage banking business to hedge the exposures we have from commitments to extend new residential mortgage loans to our customers and from our mortgage loans held for sale. At March 31, 2014 and December 31, 2013, we had commitments to sell residential real estate loans of $523.0 million and $452.6 million, respectively. These contracts mature in less than one year.

We do not believe that off-balance sheet arrangements will have a material impact on our liquidity or capital resources.

Operational Risk

As with all companies, we are subject to operational risk. Operational risk is the risk of loss due to human error; inadequate or failed internal systems and controls; violations of, or noncompliance with, laws, rules, regulations, prescribed practices, or ethical standards; and external influences such as market conditions, fraudulent activities, disasters, and security risks. We continuously strive to strengthen our system of internal controls to ensure compliance with laws, rules, and regulations, and to improve the oversight of our operational risk. For example, we actively and continuously monitor cyber-attacks such as attempts related to eFraud and loss of sensitive customer data. We evaluate internal systems, processes and controls to mitigate loss from cyber-attacks and, to date, have not experienced any material losses.

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To mitigate operational risks, we have established a senior management Operational Risk Committee and a senior management Legal, Regulatory, and Compliance Committee. The responsibilities of these committees, among other duties, include establishing and maintaining management information systems to monitor material risks and to identify potential concerns, risks, or trends that may have a significant impact and ensuring that recommendations are developed to address the identified issues. Both of these committees report any significant findings and recommendations to the Risk Management Committee. Additionally, potential concerns may be escalated to our ROC, as appropriate.

The goal of this framework is to implement effective operational risk techniques and strategies, minimize operational and fraud losses, and enhance our overall performance.

Representation and Warranty Reserve

We primarily conduct our mortgage loan sale and securitization activity with FNMA and FHLMC. In connection with these and other securitization transactions, we make certain representations and warranties that the loans meet certain criteria, such as collateral type and underwriting standards. We may be required to repurchase individual loans and / or indemnify these organizations against losses due to a loan not meeting the established criteria. We have a reserve for such losses and exposure, which is included in accrued expenses and other liabilities. The reserves are estimated based on historical and expected repurchase activity, average loss rates, and current economic trends. The level of mortgage loan repurchase losses depends upon economic factors, investor demand strategies and other external conditions containing a level of uncertainty and risk that may change over the life of the underlying loans. We currently do not have sufficient information to estimate the range of reasonably possible loss related to representation and warranty exposure.

The tables below reflect activity in the representations and warranties reserve:

Table 22—Summary of Reserve for Representations and Warranties on Mortgage Loans Serviced for Others

	2014			2013
(dollar amounts in thousands)	First			Fourth			Third			Second			First
Reserve for representations and warranties, beginning of period	$	22,027		$	27,502		$	28,039		$	28,932		$	28,588
Reserve charges		(6,132	)		(6,024	)		(2,490	)		(1,531	)		(2,470	)
Provision for representations and warranties		1,199			549			1,952			638			2,814
Reserve for representations and warranties, end of period	$	17,094		$	22,027		$	27,501		$	28,039		$	28,932

Table 23—Mortgage Loan Repurchase Statistics

	2014			2013
(dollar amounts in thousands)	First			Fourth			Third			Second			First
Number of loans sold		3,882			4,856			5,839			5,747			5,798
Amount of loans sold (UPB)	$	487,822		$	625,958		$	861,897		$	921,458		$	846,419
Number of loans repurchased (1)		89			41			40			32			46
Amount of loans repurchased (UPB) (1)	$	10,557		$	5,204		$	4,055		$	2,969		$	5,874
Number of claims received		35			341			222			71			146
Successful dispute rate (2)		34	%		40	%		36	%		45	%		62
Number of make whole payments (3)		91			91			28			19			29
Amount of make whole payments (3)	$	5,693		$	5,742		$	2,125		$	1,304		$	2,274

⁽¹⁾  Loans repurchased are loans that fail to meet the purchaser’s terms.

⁽²⁾  Successful disputes are a percent of close out requests.

⁽³⁾  Make whole payments are payments to reimburse for losses on foreclosed properties.

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Foreclosure Documentation

Compared to the high volume servicers, we service a relatively low volume of residential mortgage foreclosures. We have reviewed our residential foreclosure process. We have not found evidence of financial injury to any borrowers from any foreclosure by the Bank that should not have proceeded. We continuously review our processes and controls to ensure that our foreclosure processes are appropriate.

Compliance Risk

Financial institutions are subject to several laws, rules, and regulations at both the federal and state levels. These broad-based mandates include, but are not limited to, expectations relating to anti-money laundering, lending limits, client privacy, fair lending, and community reinvestment. Additionally, the volume and complexity of recent regulatory changes have increased our overall compliance risk. As such, we utilize various resources to help ensure expectations are met, including a team of compliance experts dedicated to ensuring our conformance with all applicable laws, rules, and regulations. Our colleagues receive training for several broad-based laws and regulations including, but not limited to, anti-money laundering and customer privacy. Additionally, colleagues engaged in lending activities receive training for laws and regulations related to flood disaster protection, equal credit opportunity, fair lending, and / or other courses related to the extension of credit. We set a high standard of expectation for adherence to compliance management and seek to continuously enhance our performance.

Capital

Both regulatory capital and shareholders’ equity are managed at the Bank and on a consolidated basis. We have an active program for managing capital and maintain a comprehensive process for assessing the Company’s overall capital adequacy. We believe our current levels of both regulatory capital and shareholders’ equity are adequate.

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Regulatory Capital

The following table presents risk-weighted assets and other financial data necessary to calculate certain financial ratios, including the Tier 1 common equity ratio, which we use to measure capital adequacy.

Table 24—Capital Adequacy

	2014			2013
(dollar amounts in millions)	March 31,			December 31,			September 30,			June 30,			March 31,
Consolidated capital calculations:
Common shareholders’ equity	$	5,790		$	5,704		$	5,566		$	5,388		$	5,471
Preferred shareholders’ equity		386			386			386			386			386
Total shareholders’ equity		6,176			6,090			5,952			5,774			5,857
Goodwill		(505	)		(444	)		(444	)		(444	)		(444	)
Other intangible assets		(91	)		(93	)		(104	)		(114	)		(124	)
Other intangible assets deferred tax liability (1)		32			33			36			40			43
Total tangible equity (2)		5,612			5,586			5,440			5,256			5,332
Preferred shareholders’ equity		(386	)		(386	)		(386	)		(386	)		(386	)
Total tangible common equity (2)	$	5,226		$	5,200		$	5,054		$	4,870		$	4,946
Total assets	$	61,146		$	59,467		$	56,639		$	56,104		$	56,045
Goodwill		(505	)		(444	)		(444	)		(444	)		(444	)
Other intangible assets		(91	)		(93	)		(104	)		(114	)		(124	)
Other intangible assets deferred tax liability (1)		32			33			36			40			43
Total tangible assets (2)	$	60,582		$	58,963		$	56,127		$	55,586		$	55,520
Tier 1 capital	$	6,107		$	6,100		$	6,018		$	5,885		$	5,829
Preferred shareholders’ equity		(386	)		(386	)		(386	)		(386	)		(386	)
Trust preferred securities		(304	)		(299	)		(299	)		(299	)		(299	)
REIT preferred stock		—			—			(50	)		(50	)		(50	)
Tier 1 common equity (2)	$	5,417		$	5,415		$	5,283		$	5,150		$	5,094
Risk-weighted assets (RWA)	$	51,120		$	49,690		$	48,687		$	48,080		$	47,937
Tier 1 common equity / RWA ratio (2)		10.60	%		10.90	%		10.85	%		10.71	%		10.62	%
Tangible equity / tangible asset ratio (2)		9.26			9.47			9.69			9.46			9.60
Tangible common equity / tangible asset ratio (2)		8.63			8.82			9.01			8.76			8.91
Tangible common equity / RWA ratio (2)		10.22			10.46			10.38			10.13			10.32

⁽¹⁾  Other intangible assets are net of deferred tax liability, and calculated assuming a 35% tax rate.

⁽²⁾  Tangible equity, Tier 1 common equity, tangible common equity, and tangible assets are non-GAAP financial measures. Additionally, any ratios utilizing these financial measures are also non-GAAP. These financial measures have been included as they are considered to be critical metrics with which to analyze and evaluate financial condition and capital strength. Other companies may calculate these financial measures differently.

Our Tier 1 common equity risk-based ratio declined 30 basis points to 10.60% at March 31, 2014, compared with 10.90% at December 31, 2013. This decrease primarily reflected the repurchase of 14.6 million common shares and the impacts related to the increase in risk-weighted assets, partially offset by an increase in retained earnings, as well as the issuance of 8.7 million common shares in the Camco Financial acquisition.

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The following table presents certain regulatory capital data at both the consolidated and Bank levels for each of the past five quarters:

Table 25—Regulatory Capital Data

		2014			2013
(dollar amounts in millions)		March 31,			December 31,			September 30,			June 30,			March 31,
Total risk-weighted assets	Consolidated	$	51,120		$	49,690		$	48,687		$	48,080		$	47,937
	Bank		51,021			49,609			48,570			48,026			47,842
Tier 1 risk-based capital	Consolidated		6,107			6,100			6,017			5,885			5,829
	Bank		5,872			5,682			5,540			5,343			5,162
Tier 2 risk-based capital	Consolidated		1,118			1,139			1,127			1,120			1,144
	Bank		817			838			825			819			947
Total risk-based capital	Consolidated		7,225			7,239			7,144			7,005			6,973
	Bank		6,689			6,520			6,365			6,162			6,109
Tier 1 leverage ratio	Consolidated		10.32	%		10.67	%		10.85	%		10.64	%		10.57	%
	Bank		9.96			9.97			10.01			9.68			9.38
Tier 1 risk-based capital ratio	Consolidated		11.95			12.28			12.36			12.24			12.16
	Bank		11.51			11.45			11.41			11.13			10.79
Total risk-based capital ratio	Consolidated		14.13			14.57			14.67			14.57			14.55
	Bank		13.11			13.14			13.11			12.83			12.77

The decrease in our consolidated Tier 1 risk-based capital ratios compared with December 31, 2013, primarily reflected the repurchase of 14.6 million common shares and the impacts related to the increase in risk-weighted assets, partially offset by an increase in retained earnings, as well as the issuance of 8.7 million common shares in the Camco Financial acquisition.

Shareholders’ Equity

We generate shareholders’ equity primarily through the retention of earnings, net of dividends. Other potential sources of shareholders’ equity include issuances of common and preferred stock. Our objective is to maintain capital at an amount commensurate with our risk profile and risk tolerance objectives, to meet both regulatory and market expectations, and to provide the flexibility needed for future growth and business opportunities. Shareholders’ equity totaled $6.2 billion at March 31, 2014, an increase of $0.1 billion when compared with December 31, 2013.

Dividends

We consider disciplined capital management as a key objective, with dividends representing one component. Our strong capital ratios and expectations for continued earnings growth positions us to continue to actively explore additional capital management opportunities.

On April 16, 2014, our board of directors declared a quarterly cash dividend of $0.05 per common share, payable on July 1, 2014. Also, cash dividends of $0.05 per share were declared on January 16, 2014.

On April 16, 2014, our board of directors also declared a quarterly cash dividend on our 8.50% Series A Non-Cumulative Perpetual Convertible Preferred Stock of $21.25 per share. The dividend is payable on July 15, 2014. Also, cash dividends of $21.25 per share were declared on January 16, 2014.

On April 16, 2014, our board of directors also declared a quarterly cash dividend on our Floating Rate Series B Non-Cumulative Perpetual Preferred Stock of $7.32 per share. The dividend is payable on July 15, 2014. Also, cash dividends of $7.35 per share were declared on January 16, 2014.

Share Repurchases

From time to time the board of directors authorizes the Company to repurchase shares of our common stock. Although we announce when the board of directors authorizes share repurchases, we typically do not give any public notice before we repurchase our shares. Future stock repurchases may be private or open-market repurchases, including block transactions, accelerated or delayed block transactions, forward transactions, and similar transactions. Various factors determine the amount and timing of our share repurchases, including our capital requirements, the number of shares we expect to issue for employee benefit plans and acquisitions, market conditions (including the trading price of our stock), and regulatory and legal considerations, including the FRB’s response to our capital plan.

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In 2013, our board of directors has authorized a share repurchase program consistent with our capital plan submitted in January of that year of the potential repurchase of up to $227 million of common stock. During the 2014 first quarter, we concluded our share repurchase activity under this program resulting in 14.6 million common shares repurchased at a weighted average share price of $9.32.

On March 26, 2014, Huntington announced that the Federal Reserve did not object to Huntington’s proposed capital actions included in Huntington’s capital plan submitted to the Federal Reserve in January 2014. These actions included a potential repurchase of up to $250 million of common stock through the first quarter of 2015. The new repurchase authorization represents a $23 million, or 10%, increase from the recently completed common stock repurchase authorization. Purchases of common stock may include open market purchases, privately negotiated transactions, and accelerated repurchase programs. Huntington’s board of directors authorized a share repurchase program consistent with Huntington’s capital plan.

Fair Value

Fair Value Measurements

The fair value of a financial instrument is defined as the amount at which the instrument could be exchanged in a current transaction between willing parties, other than in a forced or liquidation sale. Assets and liabilities carried at fair value inherently result in a higher degree of financial statement volatility. We estimate the fair value of a financial instrument using a variety of valuation methods. Where financial instruments are actively traded and have quoted market prices, quoted market prices are used for fair value. We characterize active markets as those where transaction volumes are sufficient to provide objective pricing information, with reasonably narrow bid/ask spreads, and where received quoted prices do not vary widely. When the financial instruments are not actively traded, other observable market inputs, such as quoted prices of securities with similar characteristics, may be used, if available, to determine fair value. Inactive markets are characterized by low transaction volumes, price quotations that vary substantially among market participants, or in which minimal information is released publicly. When observable market prices do not exist, we estimate fair value primarily by using cash flow and other financial modeling methods. Our valuation methods consider factors such as liquidity and concentration concerns and, for the derivatives portfolio, counterparty credit risk. Other factors such as model assumptions, market dislocations, and unexpected correlations can affect estimates of fair value. Changes in these underlying factors, assumptions, or estimates in any of these areas could materially impact the amount of revenue or loss recorded.

The FASB ASC Topic 820, Fair Value Measurements, establishes a framework for measuring the fair value of financial instruments that considers the attributes specific to particular assets or liabilities and establishes a three-level hierarchy for determining fair value based on the transparency of inputs to each valuation as of the fair value measurement date. The three levels are defined as follows:

• Level 1 – quoted prices (unadjusted) for identical assets or liabilities in active markets.

• Level 2 – inputs include quoted prices for similar assets and liabilities in active markets, quoted prices of identical or similar assets or liabilities in markets that are not active, and inputs that are observable for the asset or liability, either directly or indirectly, for substantially the full term of the financial instrument.

• Level 3 – inputs that are unobservable and significant to the fair value measurement. Financial instruments are considered Level 3 when values are determined using pricing models, discounted cash flow methodologies, or similar techniques, and at least one significant model assumption or input is unobservable.

At the end of each quarter, we assess the valuation hierarchy for each asset or liability measured. As necessary, assets or liabilities may be transferred within hierarchy levels due to changes in availability of observable market inputs at the measurement date. The fair values measured at each level of the fair value hierarchy, additional discussion regarding fair value measurements, and a brief description of how fair value is determined for categories that have unobservable inputs, can be found in Note 14 of the Notes to Unaudited Condensed Consolidated Financial Statements.

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BUSINESS SEGMENT DISCUSSION

Overview

Our business segments are based on our internally-aligned segment leadership structure, which is how we monitor results and assess performance. During the 2014 first quarter, we reorganized our business segments to drive our ongoing growth and leverage the knowledge of our highly experienced team. We now have five major business segments: Retail and Business Banking, Commercial Banking, Automobile Finance and Commercial Real Estate (AFCRE), Regional Banking and The Huntington Private Client Group (RBHPCG), and Home Lending. A Treasury / Other function includes our insurance brokerage business, along with technology and operations, other unallocated assets, liabilities, revenue, and expense. All periods presented have been reclassified to conform to the current period classification.

Business segment results are determined based upon our management reporting system, which assigns balance sheet and income statement items to each of the business segments. The process is designed around our organizational and management structure and, accordingly, the results derived are not necessarily comparable with similar information published by other financial institutions.

Revenue Sharing

Revenue is recorded in the business segment responsible for the related product or service. Fee sharing is recorded to allocate portions of such revenue to other business segments involved in selling to, or providing service to, customers. Results of operations for the business segments reflect these fee sharing allocations.

Expense Allocation

The management accounting process that develops the business segment reporting utilizes various estimates and allocation methodologies to measure the performance of the business segments. Expenses are allocated to business segments using a two-phase approach. The first phase consists of measuring and assigning unit costs (activity-based costs) to activities related to product origination and servicing. These activity-based costs are then extended, based on volumes, with the resulting amount allocated to business segments that own the related products. The second phase consists of the allocation of overhead costs to all five business segments from Treasury / Other. We utilize a full-allocation methodology, where all Treasury / Other expenses, except those related to our insurance business, reported Significant Items (except for the goodwill impairment), and a small amount of other residual unallocated expenses, are allocated to the five business segments.

Funds Transfer Pricing (FTP)

We use an active and centralized FTP methodology to attribute appropriate income to the business segments. The intent of the FTP methodology is to transfer interest rate risk from the business segments by providing matched duration funding of assets and liabilities. The result is to centralize the financial impact, management, and reporting of interest rate risk in the Treasury / Other function where it can be centrally monitored and managed. The Treasury / Other function charges (credits) an internal cost of funds for assets held in (or pays for funding provided by) each business segment. The FTP rate is based on prevailing market interest rates for comparable duration assets (or liabilities).

Net Income by Business Segment

The segregation of net income by business segment for the quarters ended March 31, 2014 and March 31, 2013 is presented in the following table:

Table 26—Net Income (Loss) by Business Segment

	Three Months Ended March 31,
(dollar amounts in thousands)	2014			2013
Retail and Business Banking	$	45,544		$	26,606
Commercial Banking		28,735			38,847
AFCRE		43,194			46,049
RBHPCG		6,416			8,897
Home Lending		(8,919	)		8,328
Treasury/Other		34,173			24,547
Total net income	$	149,143		$	153,274

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Treasury / Other

The Treasury / Other function includes revenue and expense related to our insurance business, and assets, liabilities, and equity not directly assigned or allocated to one of the four business segments. Other assets include investment securities and bank owned life insurance. The financial impact associated with our FTP methodology, as described above, is also included.

Net interest income includes the impact of administering our investment securities portfolios and the net impact of derivatives used to hedge interest rate sensitivity. Noninterest income includes insurance income, miscellaneous fee income not allocated to other business segments, such as bank owned life insurance income and any investment security and trading asset gains or losses. Noninterest expense includes any insurance-related expenses, as well as certain corporate administrative, merger, and other miscellaneous expenses not allocated to other business segments. The provision for income taxes for the business segments is calculated at a statutory 35% tax rate, though our overall effective tax rate is lower. As a result, Treasury / Other reflects a credit for income taxes representing the difference between the lower actual effective tax rate and the statutory tax rate used to allocate income taxes to the business segments.

The $9.6 million, or 39%, year over year increase in net income for Treasury/Other was primarily the result of the FTP process described above. The FTP process produced increased net income for Treasury/Other as the sustained low market interest rate environment, combined with a shift in funding mix to include additional wholesale sources, resulted in lower FTP credits paid to the business segments.

Optimal Customer Relationship (OCR)

Our OCR strategy is focused on building and deepening relationships with our customers through superior interactions, product penetration, and quality of service. We will deliver high-quality customer and prospect interactions through a fully integrated sales culture which will include all partners necessary to deliver a total Huntington solution The quality of our relationships will lead to our ability to be the Primary Bank for our customers, yielding quality, annuitized revenue and profitable share of customers overall financial services revenue. We believe our relationship oriented approach will drive a competitive advantage through our local market delivery channels.

CONSUMER OCR PERFORMANCE

For both consumer and commercial OCR performance there are three key performance metrics: (1) the number of checking account households, (2) the number of product penetration per consumer checking household, and (3) the revenue generated from the consumer households of all business segments.

The growth in consumer checking account number of households is a result of both new sales of checking accounts and improved retention of existing checking account households. The overall objective is to grow the number of households, along with an increase in product penetration.

We use the checking account since it typically represents the primary banking relationship product. We count additional services by type, not number of services. For example, a household that has one checking account and one mortgage, we count as having two services. A household with four checking accounts, we count as having one service. The household relationship utilizing four or more services is viewed to be more profitable and loyal. The overall objective, therefore, is to decrease the percentage of 1-3 services per consumer checking account household, while increasing the percentage of those with 4 or more services. Since we have made significant strides toward having the vast majority of our customers with 4+ services, during the 2013 second quarter, we changed our measurement to 6+ services. We are holding ourselves to a higher performance standard.

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The following table presents consumer checking account household OCR metrics:

Table 27—Consumer Checking Household OCR Cross-sell Report

	2014			2013
	First			Fourth			Third			Second			First
		1,359,158			1,324,971			1,314,587			1,291,177			1,265,086
Product Penetration by Number of Services (1)
1 Service		3.0	%		3.0	%		3.2	%		3.3	%		2.7	%
2-3 Services		18.8			19.2			19.5			19.9			17.3
4-5 Services		30.2			30.2			30.0			30.1			29.3
6+ Services		48.0			47.6			47.3			46.7			50.7
Total revenue (in millions)	$	239.9		$	232.5		$	237.1		$	239.1		$	239.4

(1) The definitions and measurements used in our OCR process are periodically reviewed and updated prospectively.

Our emphasis on cross-sell, coupled with customers being attracted by the benefits offered through our “Fair Play” banking philosophy with programs such as 24-Hour Grace^® on overdrafts and Asterisk-Free Checking™, are having a positive effect. The percent of consumer households with 6 or more products at the end of the 2014 first quarter was 48.0%, up from 47.6% at the end of 2013 fourth quarter due to increased product sales and services provided.

COMMERCIAL OCR PERFORMANCE

For commercial OCR performance, there are three key performance metrics: (1) the number of commercial relationships, (2) the number of services penetration per commercial relationship, and (3) the revenue generated. Commercial relationships include relationships from all business segments.

The growth in the number of commercial relationships is a result of both new sales of checking accounts and improved retention of existing commercial accounts. The overall objective is to grow the number of relationships, along with an increase in product service distribution.

The commercial relationship is defined as a business banking or commercial banking customer with a checking account relationship. We use this metric because we believe that the checking account anchors a business relationship and creates the opportunity to increase our cross-sell. Multiple sales of the same type of service are counted as one service, the same as consumer.

The following table presents commercial relationship OCR metrics:

Table 28—Commercial Relationship OCR Cross-sell Report

	2014			2013
	First			Fourth			Third			Second			First
Commercial Relationships (1)		159,973			159,716			159,878			158,010			155,584
Product Penetration by Number of Services (2)
1 Service		19.4	%		21.1	%		22.1	%		22.8	%		23.7	%
2-3 Services		41.1			41.4			41.1			40.9			40.2
4+ Services		39.5			37.5			36.8			36.3			36.1
Total revenue (in millions)	$	213.3		$	190.9		$	193.9		$	178.6		$	175.1

(1) Checking account required.

(2) The definitions and measurements used in our OCR process are periodically reviewed and updated prospectively.

By focusing on targeted relationships we are able to achieve higher product service penetration among our commercial relationships, and leverage these relationships to generate a deeper share of wallet.

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Table 29—Average Loans/Leases and Deposits by Business Segment

	Three Months Ended March 31, 2014
(dollar amounts in millions)	Retail and Business Banking		Commercial Banking		AFCRE		RBHPCG		Home Lending		Treasury / Other			TOTAL
Average Loans/Leases
Commercial and industrial	$	3,569	$	10,555	$	2,820	$	613	$	—	$	74		$	17,631
Commercial real estate		365		300		4,035		202		—		(1	)		4,901
Total commercial		3,934		10,855		6,855		815		—		73			22,532
Automobile		—		—		6,788		—		—		(2	)		6,786
Home equity		7,474		2		1		735		166		(38	)		8,340
Residential mortgage		1,089		—		—		1,281		3,010		(1	)		5,379
Other consumer		310		4		35		9		22		6			386
Total consumer		8,873		6		6,824		2,025		3,198		(35	)		20,891
Total loans and leases	$	12,807	$	10,861	$	13,679	$	2,840	$	3,198		38		$	43,423
Average Deposits
Demand deposits—noninterest-bearing	$	5,696	$	4,573	$	735	$	1,663	$	257	$	268		$	13,192
Demand deposits—interest-bearing		4,687		695		64		317		—		12			5,775
Money market deposits		9,800		3,786		260		3,794		—		8			17,648
Savings and other domestic deposits		4,800		85		5		79		—		(2	)		4,967
Core certificates of deposit		3,546		15		1		50		—		1			3,613
Total core deposits		28,529		9,154		1,065		5,903		257		287			45,195
Other deposits		104		906		77		3		—		1,304			2,394
Total deposits	$	28,633	$	10,060	$	1,142	$	5,906	$	257	$	1,591		$	47,589
	Three Months Ended March 31, 2013
(dollar amounts in millions)	Retail and Business Banking		Commercial Banking		AFCRE		RBHPCG		Home Lending		Treasury / Other			TOTAL
Average Loans/Leases
Commercial and industrial	$	3,454	$	10,205	$	2,629	$	607	$	—	$	59		$	16,954
Commercial real estate		436		406		4,245		204		1		—			5,292
Total commercial		3,890		10,611		6,874		811		1		59			22,246
Automobile		—		—		4,832		—		—		1			4,833
Home equity		7,379		3		1		749		172		91			8,395
Residential mortgage		1,060		6		—		1,260		2,757		(105	)		4,978
Other consumer		317		5		62		20		22		(14	)		412
Total consumer		8,756		14		4,895		2,029		2,951		(27	)		18,618
Total loans and leases	$	12,646	$	10,625	$	11,769	$	2,840	$	2,952	$	32		$	40,864
Average Deposits
Demand deposits—noninterest-bearing	$	5,142	$	4,094	$	612	$	1,627	$	383	$	307		$	12,165
Demand deposits—interest-bearing		4,742		887		50		290		—		8			5,977
Money market deposits		8,169		3,096		244		3,527		—		9			15,045
Savings and other domestic deposits		4,897		95		6		85		2		(2	)		5,083
Core certificates of deposit		5,235		25		2		79		—		5			5,346
Total core deposits		28,185		8,197		914		5,608		385		327			43,616
Other deposits		139		1,024		61		30		—		1,143			2,397
Total deposits	$	28,324	$	9,221	$	975	$	5,638	$	385	$	1,470		$	46,013

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Retail and Business Banking

Table 30—Key Performance Indicators for Retail and Business Banking

	Three Months Ended March 31,						Change
(dollar amounts in thousands unless otherwise noted)	2014			2013			Amount			Percent
Net interest income	$	219,841		$	226,538		$	(6,697	)		(3	)%
Provision for credit losses		7,460			32,510			(25,050	)		(77	)
Noninterest income		92,962			87,240			5,722			7
Noninterest expense		235,275			240,336			(5,061	)		(2	)
Provision for income taxes		24,524			14,326			10,198			71
Net income	$	45,544		$	26,606		$	18,938			71	%
Number of employees (average full-time equivalent)		5,126			5,266			(140	)		(3	)%
Total average assets (in millions)	$	14,536		$	14,359		$	177			1
Total average loans/leases (in millions)		12,807			12,646			161			1
Total average deposits (in millions)		28,633			28,324			309			1
Net interest margin		3.15	%		3.28	%		(0.13	)%		(4	)
NCOs	$	23,968		$	30,690		$	(6,722	)		(22	)
NCOs as a % of average loans and leases		0.75	%		0.97	%		(0.22	)%		(23	)
Return on average common equity		14.1			7.6			6.5			86

2014 First Three Months vs. 2013 First Three Months

Retail and Business Banking reported net income of $45.5 million in the first three-month period of 2014. This was an increase of $18.9 million, or 71%, when compared to the year-ago period. The increase in net income reflected a combination of factors described below.

The decrease in net interest income from the year-ago period reflected:

• 13 basis point decrease in the net interest margin. This decrease was mainly due to a 15 basis point decrease in deposit spreads that resulted from a reduction in the funds transfer price rates assigned to those deposits.

Partially offset by:

• $0.3 billion, or 1%, increase in total average deposits.

• 9 basis points increase in loan spreads, primarily due to a reduction in the funds transfer price assigned to loans.

The increase in total average loans and leases from the year-ago period reflected:

• $117 million, or 1%, increase in consumer loans, primarily due to growth in home equity lines of credit and residential mortgages.

• $44 million, or 1%, increase in commercial loans, primarily due to C&I loan growth.

The increase in total average deposits from the year-ago period reflected:

• A continued focus on product mix in reducing the overall cost of deposits as evidenced by an increase in money market and noninterest bearing deposits and a corresponding decrease in core certificates of deposit.

The decrease in the provision for credit losses from the year-ago period reflected:

• Decrease in NCOs, reduced overdraft reserves, and improved credit factors in business banking and consumer loans.

43

The increase in noninterest income from the year-ago period reflected:

• $3.1 million, or 6%, increase in service charges on deposit accounts, primarily due to higher service fees related to an increase in the number of households.

• $2.9 million, or 14%, increase in electronic banking income, primarily due to higher transaction volumes and an increase in the number of households.

• $1.9 million, or 45% increase in other noninterest income, primarily due to gains on SBA loan sales and loan servicing.

Partially offset by:

• $3.6 million, or 58% decline in mortgage banking income related to fee sharing with Home Lending.

The decrease in noninterest expense from the year-ago period reflected:

• $3.9 million, or 5%, decrease in personnel costs, primarily due to the curtailment of the pension plan at the end of 2013. Branch consolidations and various efficiency improvement initiatives also contributed to the decrease in personnel costs.

• $1.8 million, or 46%, reduction in deposit and other insurance.

• $0.8 million, or 11%, reduction in amortization of intangibles.

Partially offset by:

• $1.0 million, or 13% increase in equipment expense, primarily due to technology investments.

44

Commercial Banking

Table 31—Key Performance Indicators for Commercial Banking

	Three Months Ended March 31,						Change
(dollar amounts in thousands unless otherwise noted)	2014			2013			Amount			Percent
Net interest income	$	68,436		$	70,823		$	(2,387	)		(3	)%
Provision for credit losses		10,960			(7,102	)		18,062			(254	)
Noninterest income		32,854			30,189			2,665			9
Noninterest expense		46,122			48,349			(2,227	)		(5	)
Provision for income taxes		15,473			20,918			(5,445	)		(26	)
Net income	$	28,735		$	38,847		$	(10,112	)		(26	)%
Number of employees (average full-time equivalent)		640			684			(44	)		(6	)%
Total average assets (in millions)	$	12,580		$	11,631		$	949			8
Total average loans/leases (in millions)		10,861			10,625			236			2
Total average deposits (in millions)		10,060			9,221			839			9
Net interest margin		2.57	%		2.81	%		(0.24	)%		(9	)
NCOs	$	2,464		$	(3,784	)	$	6,248			N.R.
NCOs as a % of average loans and leases		0.09	%		(0.14	)%		0.23	%		N.R.
Return on average common equity		9.1			16.2			(7.1	)		(44	)

N.R.—Not relevant, as denominator of calculation is negative in prior period compared with positive in current period.

2014 First Three Months vs. 2013 First Three Months

Commercial Banking reported net income of $28.7 million in the first three-month period of 2014. This was a decrease of $10.1 million, or 26%, compared to the year-ago period. The decrease in net income reflected a combination of factors described below.

The decrease in net interest income from the year-ago period reflected:

• 24 basis point decrease in the net interest margin, primarily due to an 11 basis point negative impact from the mix and yield of earning assets and a 13 basis point increase in funding costs driven by a decreased funds transfer pricing credit on deposits.

Partially offset by:

• $0.8 billion, or 9%, increase in average total deposits.

• $0.2 billion, or 2%, increase in total average loans and leases.

The increase in total average loans and leases from the year-ago period reflected:

• $0.3 billion, or 395%, increase in the international loan portfolio average balance (primarily bankers acceptances), which reflected our focus on developing a new vertical strategy in the domestic subsidiaries of foreign owned companies.

• $0.1 billion, or 40%, increase in the franchise finance portfolio average balance, reflecting a focused effort to become an approved lender for specific franchise businesses and establishing relationships with targeted prospects within our footprint.

• $0.1 billion, or 3%, increase in the middle market portfolio average balance primarily attributed to a $0.6 billion, or 23%, increase in the funded balances of lines of credit due to an increase in the average utilization rate, partially offset by the $0.6 billion reclassification of direct purchase municipal instruments from loans to available-for-sale securities.

Partially offset by:

• $0.2 billion, or 55%, decrease in commercial loans managed by SAD, which reflected improved credit quality in the portfolio.

45

The increase in total average deposits from the year-ago period reflected:

• $1.0 billion, or 12%, increase in core deposits, which primarily reflected a $0.5 billion increase in noninterest-bearing demand deposits. Middle market accounts, such as not-for-profit universities and healthcare, contributed $0.6 billion of the balance growth, while large corporate accounts contributed $0.3 billion.

The increase in the provision for credit losses from the year-ago period reflected:

• Increase in NCOs and increased reserves on the private equity portfolio.

The increase in noninterest income from the year-ago period reflected:

• $1.5 million, or 19%, increase in capital market fees, primarily due to a $1.0 million, or 45%, increase in sales of customer interest rate protection products, a $0.5 million, or 15%, increase in institutional brokerage income driven by stronger underwriting fees and fixed-income commissions than the prior year, and a $0.2 million increase in commodities revenue stemming from a new product capability.

• $0.9 million, or 9%, increase in service charges on deposit accounts, primarily due to a new commercial card product implemented in 2013.

• $0.7 million, or 37%, increase in international related revenue, primarily due to bankers acceptances and foreign insured receivables.

• $0.6 million, or 145%, increase in revenue associated with the sale of Huntington Investment Company related products.

Partially offset by:

• $1.6 million, or 20%, decrease in commitment and other loan related fees primarily reflecting a significant one-time fee in the 2013 first quarter.

The decrease in noninterest expense from the year-ago period reflected:

• $1.4 million, or 46%, decrease in deposit and other insurance expense.

• $1.1 million, or 10%, decrease in allocated overhead expense.

Partially offset by:

• $0.6 million, or 56%, increase in treasury management related data processing expense, driven primarily by the new commercial card product.

46

Automobile Finance and Commercial Real Estate

Table 32—Key Performance Indicators for Automobile Finance and Commercial Real Estate

	Three Months Ended March 31,						Change
(dollar amounts in thousands unless otherwise noted)	2014			2013			Amount			Percent
Net interest income	$	91,018		$	90,648		$	370			0	%
Provision (reduction in allowance) for credit losses		(8,021	)		(7,757	)		264			3
Noninterest income		6,695			10,839			(4,144	)		(38	)
Noninterest expense		39,282			38,400			882			2
Provision for income taxes		23,258			24,795			(1,537	)		(6	)
Net income	$	43,194		$	46,049		$	(2,855	)		(6	)%
Number of employees (average full-time equivalent)		286			278			8			3	%
Total average assets (in millions)	$	13,997		$	12,451		$	1,546			12
Total average loans/leases (in millions)		13,679			11,771			1,908			16
Total average deposits (in millions)		1,142			975			167			17
Net interest margin		2.64	%		2.94	%		(0.30	)%		(10	)
NCOs	$	4,884		$	15,264		$	(10,380	)		(68	)
NCOs as a % of average loans and leases		0.14	%		0.52	%		(0.38	)%		(73	)
Return on average common equity		27.8			32.1			(4.3	)		(13	)

2014 First Three Months vs. 2013 First Three Months

AFCRE reported net income of $43.2 million in the first three-month period of 2014. This was a decrease of $2.9 million, or 6%, compared to the year-ago period. The decrease in net income reflected a combination of factors described below.

The increase in net interest income from the year ago period reflected:

• $2.0 billion, or 40%, increase in automobile loans and leases, primarily due to strong originations and growth from investments throughout the Northeast and upper Midwest.

Partially offset by:

• 30 basis point decrease in the net interest margin, primarily due to 26 basis point reduction in loan spreads. This decline reflects the impact of competitive pricing pressures in all of our portfolios as well as a decline in yield benefit of purchase accounting adjustments related to certain acquired commercial real estate loans.

The increase in the provision (reduction in allowance) for credit losses from the year-ago period reflected:

• Decline in NCOs, partially offset by less improvement in the underlying credit quality of the loan portfolio than in the year-ago period.

The decrease in noninterest income from the year-ago period reflected:

• $3.9 million, or 40%, decrease in other noninterest income, primarily due to a decrease in market related gains associated with certain investments and loans carried at fair value.

The increase in noninterest expense from the year-ago period reflected:

• $1.8 million, or 7%, increase in other noninterest expense, primarily due to a $2.6 million increase in allocated expenses, generally reflecting higher levels of business activity.

Partially offset by:

• $1.2 million, or 37%, decrease in deposit and other insurance expense.

47

Regional Banking and The Huntington Private Client Group

Table 33—Key Performance Indicators for Regional Banking and The Huntington Private Client Group

	Three Months Ended March 31,						Change
(dollar amounts in thousands unless otherwise noted)	2014			2013			Amount			Percent
Net interest income	$	25,438		$	27,345		$	(1,907	)		(7	)%
Provision for credit losses		2,319			9,632			(7,313	)		(76	)
Noninterest income		43,114			54,096			(10,982	)		(20	)
Noninterest expense		56,362			58,122			(1,760	)		(3	)
Provision for income taxes		3,455			4,790			(1,335	)		(28	)
Net income	$	6,416		$	8,897		$	(2,481	)		(28	)%
Number of employees (average full-time equivalent)		1,058			1,079			(21	)		(2	)%
Total average assets (in millions)	$	3,778		$	3,725		$	53			1
Total average loans/leases (in millions)		2,840			2,840			—			—
Total average deposits (in millions)		5,906			5,638			268			5
Net interest margin		1.81	%		2.01	%		(0.20	)%		(10	)
NCOs	$	3,252		$	4,157		$	(905	)		(22	)
NCOs as a % of average loans and leases		0.46	%		0.59	%		(0.13	)%		(22	)
Return on average common equity		5.1			7.2			(2.1	)		(29	)
Total assets under management (in billions)—eop		16.5			17.3			(0.8	)		(5	)
Total trust assets (in billions)—eop		81.6			76.5			5.1			7

eop—End of Period.

2014 First Three Months vs. 2013 First Three Months

RBHPCG reported net income of $6.4 million in the first three-month period of 2014. This was a decrease of $2.5 million, or 28%, when compared to the year-ago period. The decrease in net income reflected a combination of factors described below.

The decrease in net interest income from the year-ago period reflected:

• 20 basis point decrease in the net interest margin, primarily due to lower spreads on deposits, resulting from lower funds transfer pricing rates.

Partially offset by:

• $0.3 billion, or 5%, increase in average total deposits.

The decrease in provision for credit losses reflected:

• Improved credit quality of commercial loans.

The decrease in noninterest income from the year-ago period reflected:

• $7.2 million, or 82%, decrease in other noninterest income, primarily due to a gain realized from LIHTC investment sales in the 2013 first quarter.

• $2.3 million, or 7%, decrease in trust services, primarily due to reduced proprietary mutual fund revenue mainly due to a reduction in asset values as well as mutual fund fee reductions.

48

The decrease in noninterest expense from the year-ago period reflected:

• $2.3 million, or 16%, decrease in other noninterest expense, primarily due to a decrease in allocated costs.

Partially offset by:

• $1.0 million, or 23%, increase in outside data processing and other services, primarily due to increased trust tax return preparation fees.

Home Lending

Table 34—Key Performance Indicators for Home Lending

	Three Months Ended March 31,						Change
(dollar amounts in thousands unless otherwise noted)	2014			2013			Amount			Percent
Net interest income	$	13,028		$	12,405		$	623			5	%
Provision for credit losses		11,912			2,310			9,602			416
Noninterest income		20,286			39,150			(18,864	)		(48	)
Noninterest expense		35,123			36,433			(1,310	)		(4	)
Provision for income taxes		(4,802	)		4,484			9,286			207
Net income (Loss)	$	(8,919	)	$	8,328		$	17,247			207	%
Number of employees (average full-time equivalent)		981			1,100			(119	)		(11	)%
Total average assets (in millions)	$	3,687		$	3,528		$	159			5
Total average loans/leases (in millions)		3,198			2,952			246			8
Total average deposits (in millions)		257			385			(128	)		(33	)
Net interest margin		1.52	%		1.51	%		0.01			1
NCOs	$	8,418		$	5,374		$	3,044			57
NCOs as a % of average loans and leases		1.05	%		0.73	%		0.32			44
Return on average common equity		(20.8	)		18.0			38.8			N.R.
Mortgage banking origination volume (in millions)	$	657		$	1,119		$	(462.0	)		(41	)

N.R.—Not relevant, as denominator of calculation is a loss in prior period compared with income in current period.

2014 First Three Months vs. 2013 First Three Months

Home Lending reported a net loss of $8.9 million in the first three-month period of 2014 compared to net income of $8.3 million in the year-ago period. The decrease in net income reflected a combination of factors described below.

The increase in net interest income from the year-ago period reflected:

• $0.2 billion, or 8%, increase in average total loans.

Partially offset by:

• $0.1 billion, or 33%, decrease in average total deposits.

The increase in provision for credit losses reflected:

• Increase in NCOs and transfer of student loans to held-for-sale.

The decrease in noninterest income from the year-ago period reflected:

• $17.8 million, or 48%, decrease in mortgage banking income, primarily due to a reduction in volume, lower gain on sale, and a higher percentage of originations being held on the balance sheet.

• $0.8 million, or 54%, decrease in insurance income, primarily due to lower refinance volume related to title insurance referrals.

49

The decrease in noninterest expense from the year-ago period reflected:

• $4.6 million, or 19%, decrease in personnel costs, primarily due to lower mortgage production volume and lower headcount.

• $0.4 million, or 44%, decrease in deposit and other insurance expense.

Partially offset by:

• $3.6 million, or 58%, increase in other noninterest income, primarily due to goodwill impairment.

ADDITIONAL DISCLOSURES

Forward-Looking Statements

This report, including MD&A, contains certain forward-looking statements, including certain plans, expectations, goals, projections, and statements, which are subject to numerous assumptions, risks, and uncertainties. Statements that do not describe historical or current facts, including statements about beliefs and expectations, are forward-looking statements. Forward-looking statements may be identified by words such as expect, anticipate, believe, intend, estimate, plan, target, goal, or similar expressions, or future or conditional verbs such as will, may, might, should, would, could, or similar variations. The forward-looking statements are intended to be subject to the safe harbor provided by Section 27A of the Securities Act of 1933, Section 21E of the Securities Exchange Act of 1934, and the Private Securities Litigation Reform Act of 1995.

While there is no assurance that any list of risks and uncertainties or risk factors is complete, below are certain factors which could cause actual results to differ materially from those contained or implied in the forward-looking statements: (1) worsening of credit quality performance due to a number of factors such as the underlying value of collateral that could prove less valuable than otherwise assumed and assumed cash flows may be worse than expected; (2) changes in general economic, political, or industry conditions; uncertainty in U.S. fiscal and monetary policy, including the interest rate policies of the Federal Reserve Board; volatility and disruptions in global capital and credit markets; (3) movements in interest rates; (4) competitive pressures on product pricing and services; (5) success, impact, and timing of our business strategies, including market acceptance of any new products or services implementing our “Fair Play” banking philosophy; (6) changes in accounting policies and principles and the accuracy of our assumptions and estimates used to prepare our financial statements; (7) extended disruption of vital infrastructure; (8) the final outcome of significant litigation; (9) the nature, extent, timing, and results of governmental actions, examinations, reviews, reforms, regulations, and interpretations, including those related to the Dodd-Frank Wall Street Reform and Consumer Protection Act and the Basel III regulatory capital reforms, as well as those involving the OCC, Federal Reserve, FDIC, and CFPB; and (10) the outcome of judicial and regulatory decisions regarding practices in the residential mortgage industry, including among other things the processes followed for foreclosing residential mortgages. Additional factors that could cause results to differ materially from those described above can be found in our 2013 Annual Report on Form 10-K and documents subsequently filed by us with the Securities and Exchange Commission.

All forward-looking statements speak only as of the date they are made and are based on information available at that time. We assume no obligation to update forward-looking statements to reflect circumstances or events that occur after the date the forward-looking statements were made or to reflect the occurrence of unanticipated events except as required by federal securities laws. As forward-looking statements involve significant risks and uncertainties, caution should be exercised against placing undue reliance on such statements.

Non-Regulatory Capital Ratios

In addition to capital ratios defined by banking regulators, the Company considers various other measures when evaluating capital utilization and adequacy, including:

• Tangible common equity to tangible assets,

• Tier 1 common equity to risk-weighted assets using Basel I and Basel III definitions, and

• Tangible common equity to risk-weighted assets using Basel I definition.

These non-regulatory capital ratios are viewed by management as useful additional methods of reflecting the level of capital available to withstand unexpected market conditions. Additionally, presentation of these ratios allows readers to compare the Company’s capitalization to other financial services companies. These ratios differ from capital ratios defined by banking regulators principally in that the numerator excludes preferred securities, the nature and extent of which varies among different financial services companies. These ratios are not defined in Generally Accepted Accounting Principles (“GAAP”) or federal banking regulations. As a result, these non-regulatory capital ratios disclosed by the Company are considered non-GAAP financial measures.

50

Because there are no standardized definitions for these non-regulatory capital ratios, the Company’s calculation methods may differ from those used by other financial services companies. Also, there may be limits in the usefulness of these measures to investors. As a result, the Company encourages readers to consider the consolidated financial statements and other financial information contained in this Form 10-Q in their entirety, and not to rely on any single financial measure.

Risk Factors

Information on risk is discussed in the Risk Factors section included in Item 1A of our 2013 Form 10-K. Additional information regarding risk factors can also be found in the Risk Management and Capital discussion of this report.

Critical Accounting Policies and Use of Significant Estimates

Our financial statements are prepared in accordance with GAAP. The preparation of financial statements in conformity with GAAP requires us to establish critical accounting policies and make accounting estimates, assumptions, and judgments that affect amounts recorded and reported in our financial statements. Note 1 of Notes to Consolidated Financial Statements included in our 2013 Form 10-K, as supplemented by this report, lists significant accounting policies we use in the development and presentation of our financial statements. This MD&A, the significant accounting policies, and other financial statement disclosures identify and address key variables and other qualitative and quantitative factors necessary for an understanding and evaluation of our company, financial position, results of operations, and cash flows.

An accounting estimate requires assumptions about uncertain matters that could have a material effect on the financial statements if a different amount within a range of estimates were used or if estimates changed from period to period. Estimates are made under facts and circumstances at a point in time, and changes in those facts and circumstances could produce results that significantly differ from when those estimates were made.

Our most significant accounting estimates relate to our ACL, income taxes and deferred tax assets, and fair value measurements of investment securities, goodwill, pension, and other real estate owned. These significant accounting estimates and their related application are discussed in our 2013 Form 10-K.

Recent Accounting Pronouncements and Developments

Note 2 of the Notes to Unaudited Condensed Consolidated Financial Statements discusses new accounting pronouncements adopted during 2014 and the expected impact of accounting pronouncements recently issued but not yet required to be adopted. To the extent the adoption of new accounting standards materially affect financial condition, results of operations, or liquidity, the impacts are discussed in the applicable section of this MD&A and the Notes to Unaudited Condensed Consolidated Financial Statements.

51

Item 1: Financial Statements

Huntington Bancshares Incorporated

Condensed Consolidated Balance Sheets

(Unaudited)

	2014			2013
(dollar amounts in thousands, except number of shares)	March 31,			December 31,
Assets
Cash and due from banks	$	973,264		$	1,001,132
Interest-bearing deposits in banks		71,231			57,043
Trading account securities		40,439			35,573
Loans held for sale (includes $280,108 and $278,928 respectively, measured at fair value) (1)		295,312			326,212
Available-for-sale and other securities		7,754,790			7,308,753
Held-to-maturity securities		3,734,723			3,836,667
Loans and leases (includes $37,268 and $52,286 respectively, measured at fair value) (1)		44,353,908			43,120,500
Allowance for loan and lease losses		(631,918	)		(647,870	)
Net loans and leases		43,721,990			42,472,630
Bank owned life insurance		1,681,898			1,647,170
Premises and equipment		628,966			634,657
Goodwill		505,448			444,268
Other intangible assets		90,757			93,193
Accrued income and other assets		1,646,935			1,609,877
Total assets	$	61,145,753		$	59,467,175
Liabilities and shareholders’ equity
Liabilities
Deposits	$	49,348,753		$	47,506,718
Short-term borrowings		1,398,393			552,143
Federal Home Loan Bank advances		333,233			1,808,293
Other long-term debt		1,842,684			1,349,119
Subordinated notes		980,735			1,100,860
Accrued expenses and other liabilities		1,065,721			1,059,888
Total liabilities		54,969,519			53,377,021
Shareholders’ equity
Preferred stock—authorized 6,617,808 shares:
Series A, 8.50% fixed rate, non-cumulative perpetual convertible preferred stock, par value of $0.01, and liquidation value per share of $1,000		362,507			362,507
Series B, floating rate, non-voting, non-cumulative perpetual preferred stock, par value of $0.01, and liquidation value per share of $1,000		23,785			23,785
Common stock		8,290			8,322
Capital surplus		7,372,024			7,398,515
Less treasury shares, at cost		(8,793	)		(9,643	)
Accumulated other comprehensive loss		(201,747	)		(214,009	)
Retained (deficit) earnings		(1,379,832	)		(1,479,323	)
Total shareholders’ equity		6,176,234			6,090,154
Total liabilities and shareholders’ equity	$	61,145,753		$	59,467,175
Common shares authorized (par value of $0.01)		1,500,000,000			1,500,000,000
Common shares issued		828,989,905			832,217,098
Common shares outstanding		827,771,805			830,963,427
Treasury shares outstanding		1,218,100			1,253,671
Preferred shares issued		1,967,071			1,967,071
Preferred shares outstanding		398,007			398,007

(1) Amounts represent loans for which Huntington has elected the fair value option.

See Notes to Unaudited Condensed Consolidated Financial Statements

52

Huntington Bancshares Incorporated

Condensed Consolidated Statements of Income

(Unaudited)

	Three Months Ended
	March 31,
(dollar amounts in thousands, except per share amounts)	2014		2013
Interest and fee income:
Loans and leases	$	402,522	$	406,879
Available-for-sale and other securities
Taxable		38,456		40,185
Tax-exempt		5,471		2,615
Held-to-maturity securities - taxable		23,320		9,838
Other		2,686		5,802
Total interest income		472,455		465,319
Interest expense:
Deposits		23,938		32,035
Short-term borrowings		150		234
Federal Home Loan Bank advances		453		301
Subordinated notes and other long-term debt		10,408		8,579
Total interest expense		34,949		41,149
Net interest income		437,506		424,170
Provision for credit losses		24,630		29,592
Net interest income after provision for credit losses		412,876		394,578
Service charges on deposit accounts		64,582		60,883
Mortgage banking income		23,089		45,248
Trust services		29,565		31,160
Electronic banking		23,642		20,713
Insurance income		16,496		19,252
Brokerage income		17,071		17,995
Bank owned life insurance income		13,307		13,442
Capital markets fees		9,194		7,834
Gain on sale of loans		3,570		2,616
Net gains on sales of securities		16,970		187
Impairment losses recognized in earnings on available-for-sale securities		—		(696	)
Other noninterest income		30,999		37,984
Total noninterest income		248,485		256,618
Personnel costs		249,477		258,895
Outside data processing and other services		51,490		49,265
Net occupancy		33,433		30,114
Equipment		28,750		24,880
Marketing		10,686		10,971
Deposit and other insurance expense		13,718		15,490
Amortization of intangibles		9,291		10,320
Professional services		12,231		7,192
Other noninterest expense		51,045		35,666
Total noninterest expense		460,121		442,793
Income before income taxes		201,240		208,403
Provision for income taxes		52,097		55,129
Net income		149,143		153,274
Dividends on preferred shares		7,964		7,970
Net income applicable to common shares	$	141,179	$	145,304
Average common shares—basic		829,659		841,103
Average common shares—diluted		842,677		848,708
Per common share:
Net income—basic	$	0.17	$	0.17
Net income—diluted		0.17		0.17
Cash dividends declared		0.05		0.04
OTTI losses for the periods presented:
Total OTTI losses	$	—	$	(696	)
Noncredit-related portion of loss recognized in OCI		—		—
Impairment losses recognized in earnings on available-for-sale securities	$	—	$	(696	)

See Notes to Unaudited Condensed Consolidated Financial Statements

53

Huntington Bancshares Incorporated

Condensed Consolidated Statements of Comprehensive Income

(Unaudited)

	Three Months Ended
	March 31,
(dollar amounts in thousands)	2014			2013
Net income	$	149,143		$	153,274
Other comprehensive income, net of tax:
Unrealized gains on available-for-sale and other securities:
Non-credit-related impairment recoveries on debt securities not expected to be sold		4,789			3,831
Unrealized net gains (losses) on available-for-sale and other securities arising during the period, net of reclassification for net realized gains		6,953			(5,347	)
Total unrealized gains (losses) on available-for-sale and other securities		11,742			(1,516	)
Unrealized gains (losses) on cash flow hedging derivatives		(57	)		(12,970	)
Change in accumulated unrealized losses for pension and other post-retirement obligations		577			5,348
Other comprehensive income (loss)		12,262			(9,138	)
Comprehensive income	$	161,405		$	144,136

See Notes to Unaudited Condensed Consolidated Financial Statements

54

Huntington Bancshares Incorporated

Condensed Consolidated Statements of Changes in Shareholders’ Equity

(Unaudited)

	Preferred Stock																							Accumulated
					Series B																			Other			Retained
(All amounts in thousands,	Series A				Floating Rate				Common Stock						Capital			Treasury Stock						Comprehensive			Earnings
except for per share amounts)	Shares		Amount		Shares		Amount		Shares			Amount			Surplus			Shares			Amount			Loss			(Deficit)			Total
Three Months Ended March 31, 2013
Balance, beginning of period		363	$	362,507		35	$	23,785		844,105		$	8,441		$	7,475,149			(1,292	)	$	(10,921	)	$	(150,817	)	$	(1,917,933	)	$	5,790,211
Cumulative effect of change in accounting principle for low income housing tax credits, net of tax of $53,896																									—			(11,711	)		(11,711	)
Balance, beginning of period - as adjusted		363	$	362,507		35	$	23,785		844,105		$	8,441		$	7,475,149			(1,292	)	$	(10,921	)	$	(150,817	)	$	(1,929,644	)	$	5,778,500
Net income																												153,274			153,274
Other comprehensive income (loss)																									(9,138	)					(9,138	)
Repurchase of common stock										(4,738	)		(47	)		(33,553	)														(33,600	)
Cash dividends declared:
Common ($0.04 per share)																												(33,569	)		(33,569	)
Preferred Series A ($21.25 per share)																												(7,703	)		(7,703	)
Preferred Series B ($7.51 per share)																												(267	)		(267	)
Recognition of the fair value of share-based compensation																8,021															8,021
Other share-based compensation activity										720			7			1,706												(83	)		1,630
Other																(36	)		(37	)		(220	)					29			(227	)
Balance, end of period		363	$	362,507		35	$	23,785		840,087		$	8,401		$	7,451,287			(1,329	)	$	(11,141	)	$	(159,955	)	$	(1,817,963	)	$	5,856,921
Three Months Ended March 31, 2014
Balance, beginning of period		363	$	362,507		35	$	23,785		832,217		$	8,322		$	7,398,515			(1,331	)	$	(9,643	)	$	(214,009	)	$	(1,470,154	)	$	6,099,323
Cumulative effect of change in accounting principle for low income housing tax credits, net of tax of $65,556																												(9,169	)		(9,169	)
Balance, beginning of period - as adjusted		363	$	362,507		35	$	23,785		832,217		$	8,322		$	7,398,515			(1,331	)	$	(9,643	)	$	(214,009	)	$	(1,479,323	)	$	6,090,154
Net income																												149,143			149,143
Other comprehensive income (loss)																									12,262						12,262
Shares issued pursuant to acquisition										8,670			87			91,577															91,664
Shares issued to HIP										276			3			2,594															2,597
Repurchases of common stock										(14,571	)		(146	)		(135,991	)														(136,137	)
Cash dividends declared:
Common ($0.05 per share)																												(41,377	)		(41,377	)
Preferred Series A ($21.25 per share)																												(7,703	)		(7,703	)
Preferred Series B ($7.35 per share)																												(261	)		(261	)
Recognition of the fair value of share-based compensation																9,418															9,418
Other share-based compensation activity										2,380			24			6,405												(331	)		6,098
Other										18						(494	)		113			850						20			376
Balance, end of period		363	$	362,507		35	$	23,785		828,990		$	8,290		$	7,372,024			(1,218	)	$	(8,793	)	$	(201,747	)	$	(1,379,832	)	$	6,176,234

See Notes to Unaudited Condensed Consolidated Financial Statements

55

Huntington Bancshares Incorporated

Condensed Consolidated Statements of Cash Flows

(Unaudited)

	Three Months Ended
	March 31,
(dollar amounts in thousands)	2014			2013
Operating activities
Net income	$	149,143		$	153,274
Adjustments to reconcile net income to net cash provided by operating activities:
Impairment of goodwill		3,000			—
Provision for credit losses		24,630			29,592
Depreciation and amortization		82,015			67,177
Share-based compensation expense		9,418			8,021
Change in deferred income taxes		(17,054	)		48,565
Originations of loans held for sale		(461,764	)		(798,655	)
Principal payments on and proceeds from loans held for sale		447,907			865,553
Gain on sale of loans held for sale		(4,890	)		(20,258	)
Net gain on sales of securities		(16,970	)		(187	)
Impairment losses recognized in earnings on available-for-sale securities		—			696
Net change in:
Trading account securities		(4,866	)		4,685
Accrued income and other assets		(21,970	)		(11,854	)
Accrued expense and other liabilities		(32,635	)		(134,700	)
Net cash provided by (used for) operating activities		155,964			211,909
Investing activities
Increase (decrease) in interest bearing deposits in banks		(14,188	)		37,292
Cash paid for acquisition, net of cash received		(13,452	)		—
Proceeds from:
Maturities and calls of available-for-sale and other securities		265,286			438,838
Maturities of held-to-maturity securities		100,965			50,136
Sales of available-for-sale and other securities		1,063,118			230,038
Purchases of available-for-sale and other securities		(1,655,751	)		(618,975	)
Net proceeds from sales of loans		58,847			39,150
Net loan and lease activity, excluding sales		(718,861	)		(660,070	)
Proceeds from sale of operating lease assets		287			3,786
Purchases of premises and equipment		(10,613	)		(23,942	)
Proceeds from sales of other real estate		6,261			9,206
Purchases of loans and leases		(40,121	)		(21,541	)
Other, net		1,704			401
Net cash provided by (used for) investing activities		(956,518	)		(515,681	)
Financing activities
Increase (decrease) in deposits		1,284,940			616,206
Increase (decrease) in short-term borrowings		836,892			154,490
Maturity/redemption of subordinated notes		(124,908	)		—
Proceeds from Federal Home Loan Bank advances		325,000			175,000
Maturity/redemption of Federal Home Loan Bank advances		(1,873,791	)		(1,000,481	)
Proceeds from issuance of long-term debt		500,000			—
Maturity/redemption of long-term debt		—			(2,086	)
Dividends paid on preferred stock		(7,964	)		(7,973	)
Dividends paid on common stock		(41,146	)		(33,683	)
Repurchases of common stock		(136,137	)		(33,600	)
Net proceeds from issuance of common stock		2,597			—
Other, net		7,203			1,781
Net cash provided by (used for) financing activities		772,686			(130,346	)
Increase (decrease) in cash and cash equivalents		(27,868	)		(434,118	)
Cash and cash equivalents at beginning of period		1,001,132			1,262,806
Cash and cash equivalents at end of period	$	973,264		$	828,688
Supplemental disclosures:
Income taxes paid (refunded)	$	114		$	3,254
Interest paid		35,341			38,312
Non-cash activities
Loans transferred to held-for-sale from portfolio		—			26,316
Loans transferred to portfolio from held-for-sale		46,619			—
Dividends accrued, paid in subsequent quarter		48,019			40,195

See Notes to Unaudited Condensed Consolidated Financial Statements.

56

Huntington Bancshares Incorporated

Notes to Unaudited Condensed Consolidated Financial Statements

1. BASIS OF PRESENTATION

The accompanying Unaudited Condensed Consolidated Financial Statements of Huntington reflect all adjustments consisting of normal recurring accruals which are, in the opinion of Management, necessary for a fair presentation of the consolidated financial position, the results of operations, and cash flows for the periods presented. These Unaudited Condensed Consolidated Financial Statements have been prepared according to the rules and regulations of the SEC and, therefore, certain information and footnote disclosures normally included in annual financial statements prepared in accordance with GAAP have been omitted. The Notes to Consolidated Financial Statements appearing in Huntington’s 2013 Form 10-K, which include descriptions of significant accounting policies, as updated by the information contained in this report, should be read in conjunction with these interim financial statements.

For statement of cash flows purposes, cash and cash equivalents are defined as the sum of “Cash and due from banks” which includes amounts on deposit with the Federal Reserve and “Federal funds sold and securities purchased under resale agreements.”

In conjunction with applicable accounting standards, all material subsequent events have been either recognized in the Unaudited Condensed Consolidated Financial Statements or disclosed in the Notes to Unaudited Condensed Consolidated Financial Statements.

2. ACCOUNTING STANDARDS UPDATE

ASU 2013-11— Income Taxes (Topic 740): Presentation of an Unrecognized Tax Benefit When a Net Operating Loss Carryforward, a Similar Tax Loss, or a Tax Credit Carryforward Exists. The ASU requires that an unrecognized tax benefit, or a portion of an unrecognized tax benefit, be presented in the financial statements as a reduction to a deferred tax asset for a net operating loss carryforward, a similar tax loss, or a tax credit carryforward. However, if a net operating loss carryforward, a similar tax loss, or a tax credit carryforward is not available at the reporting date under the tax law of the applicable jurisdiction to settle any additional income taxes that would result from the disallowance of a tax position or the tax law of the applicable jurisdiction does not require the entity to use, and the entity does not intend to use, the deferred tax asset for such purpose, the unrecognized tax benefit should be presented in the financial statements as a liability and should not be combined with deferred tax assets. The amendments were applied prospectively and were effective for interim and annual reporting periods beginning January 1, 2014. The amendments did not have a material impact on Huntington’s Unaudited Condensed Consolidated Financial Statements.

ASU 2014-01— Investments (Topic 323): Accounting for Investments in Qualified Affordable Housing Projects.

The amendments in ASU 2014-01 permit entities to make an accounting policy election to account for investments in qualified affordable housing projects using the proportional amortization method if certain conditions are met. Under the proportional amortization method, an entity recognizes the net investment performance in the income statement as a component of income tax expense (benefit). Huntington elected to early adopt the amended guidance during the first quarter of 2014. The guidance was applied retrospectively to all prior periods presented. The adoption resulted in an immaterial adjustment reducing retained earnings at the beginning of 2010. The impact to current period net income was not material. See discussion on Low Income Housing Tax Credit Partnerships in Note 16 for further information on this topic.

ASU 2014-04— Receivables (Topic 310): Reclassification of Residential Real Estate Collateralized Consumer Mortgage Loans upon Foreclosure. The ASU clarifies that an in substance repossession or foreclosure occurs upon either the creditor obtaining legal title to the residential real estate property or the borrower conveying all interest in the residential real estate property to the creditor to satisfy that loan through completion of a deed in lieu of foreclosure or through a similar legal agreement. The amendments are effective for annual periods, and interim reporting periods within those annual periods, beginning after December 15, 2014. The amendments may be adopted using either a modified retrospective transition method or a prospective transition method. Early adoption is permitted. Management does not believe the amendments will have a material impact on Huntington’s Unaudited Condensed Consolidated Financial Statements.

3. LOANS / LEASES AND ALLOWANCE FOR CREDIT LOSSES

Loans and leases for which Huntington has the intent and ability to hold for the foreseeable future, or until maturity or payoff, are classified in the Unaudited Condensed Consolidated Balance Sheets as loans and leases. Except for loans which are accounted for at fair value, loans and leases are carried at the principal amount outstanding, net of unamortized deferred loan origination fees and costs and net of unearned income. At March 31, 2014, and December 31, 2013, the aggregate amount of these net unamortized deferred loan origination fees and costs and net unearned income was $182.7 million and $192.9 million, respectively.

57

Loan and Lease Portfolio Composition

The following table provides a detailed listing of Huntington’s loan and lease portfolio at March 31, 2014 and December 31, 2013:

	March 31,			December 31,
(dollar amounts in thousands)	2014			2013
Loans and leases:
Commercial and industrial	$	18,045,856		$	17,594,276
Commercial real estate		5,031,778			4,850,094
Automobile		6,998,792			6,638,713
Home equity		8,373,382			8,336,318
Residential mortgage		5,542,166			5,321,088
Other consumer		361,934			380,011
Loans and leases		44,353,908			43,120,500
Allowance for loan and lease losses		(631,918	)		(647,870	)
Net loans and leases	$	43,721,990		$	42,472,630

As shown in the table above, the primary loan and lease portfolios are: C&I, CRE, automobile, home equity, residential mortgage, and other consumer. For ACL purposes, these portfolios are further disaggregated into classes. The classes within each portfolio are as follows:

Portfolio	Class
Commercial and industrial	Owner occupied
	Purchased credit-impaired
	Other commercial and industrial
Commercial real estate	Retail properties
	Multi family
	Office
	Industrial and warehouse
	Purchased credit-impaired
	Other commercial real estate
Automobile	NA (1)
Home equity	Secured by first-lien
	Secured by junior-lien
Residential mortgage	Residential mortgage
	Purchased credit-impaired
Other consumer	Other consumer
	Purchased credit-impaired

(1) Not applicable. The automobile loan portfolio is not further segregated into classes.

Camco Financial acquisition

On March 1, 2014, Huntington completed its acquisition of Camco Financial in a stock and cash transaction valued at $109.5 million. Loans with a fair value of $559.4 million were transferred to Huntington. These loans were recorded at fair value in accordance with applicable accounting guidance, ASC 805. The fair values for the loans were estimated using discounted cash flow analyses using interest rates currently being offered for loans with similar terms (Level 3), and reflected an estimate of probable losses and the credit risk associated with the loans.

Purchased Credit-Impaired Loans

Purchased loans with evidence of deterioration in credit quality since origination for which it is probable at acquisition that we will be unable to collect all contractually required payments are considered to be credit impaired. Purchased credit-impaired loans are initially recorded at fair value, which is estimated by discounting the cash flows expected to be collected at the acquisition date. Because the estimate of expected cash flows reflects an estimate of future credit losses expected to be incurred over the life of the loans, an allowance for credit losses is not recorded at the acquisition date. The excess of cash flows expected at acquisition over the

58

estimated fair value, referred to as the accretable yield, is recognized in interest income over the remaining life of the loan, or pool of loans, on a level-yield basis. The difference between the contractually required payments at acquisition and the cash flows expected to be collected at acquisition is referred to as the nonaccretable difference. A subsequent decrease in the estimate of cash flows expected to be received on purchased credit-impaired loans generally results in the recognition of an allowance for credit losses. Subsequent increases in cash flows result in reversal of any nonaccretable difference (or allowance for loan and lease losses to the extent any has been recorded) with a positive impact on interest income subsequently recognized. The measurement of cash flows involves assumptions and judgments for interest rates, prepayments, default rates, loss severity, and collateral values. All of these factors are inherently subjective and significant changes in the cash flow estimates over the life of the loan can result.

The following table reflects the contractually required payments receivable, cash flows expected to be collected, and fair value of the credit impaired Camco Financial loans at acquisition date:

	March 1,
(dollar amounts in thousands)	2014
Contractually required payments including interest	$	14,363
Less: nonaccretable difference		(11,234	)
Cash flows expected to be collected		3,129
Less: accretable yield		(143	)
Fair value of loans acquired	$	2,986

The following table presents a rollforward of the accretable yield for purchased credit impaired loans by acquisition for three-month periods ended March 31, 2014 and 2013:

	Three Months Ended March 31,
(dollar amounts in thousands)	2014			2013
Camco Financial
Balance, beginning of period	$	—		$	—
Impact of acquisition/purchase on March 1, 2014		143			—
Additions		—			—
Accretion		(9	)		—
Reclassification from nonaccretable difference		—			—
Balance, end of period	$	134		$	—
Fidelity Bank
Balance, beginning of period	$	27,995		$	23,251
Additions		—			—
Accretion		(4,004	)		(3,319	)
Reclassification from nonaccretable difference		767			15,228
Balance, end of period	$	24,758		$	35,160

The allowance for loan losses recorded on the purchased credit-impaired loan portfolio at March 31, 2014 and December 31, 2013 was $1.6 million and $2.4 million, respectively. The decrease is attributed to a reduction in the C&I component of the purchased credit-impaired loan portfolio. The following table reflects the ending and unpaid balances of all contractually required payments and carrying amounts of the acquired loans by acquisition at March 31, 2014 and December 31, 2013:

59

	March 31, 2014				December 31, 2013
(dollar amounts in thousands)	Ending Balance		Unpaid Balance		Ending Balance		Unpaid Balance
Camco Financial
Commercial and industrial	$	709	$	1,717	$	—	$	—
Commercial real estate		2,286		11,820		—		—
Total	$	2,995	$	13,537	$	—	$	—
Fidelity Bank
Commercial and industrial	$	35,688	$	50,876	$	35,526	$	50,798
Commercial real estate		74,434		144,676		82,073		154,869
Residential mortgage		2,258		3,197		2,498		3,681
Other consumer		128		213		129		219
Total	$	112,508	$	198,962	$	120,226	$	209,567

Loan Purchases and Sales

The following table summarizes significant portfolio loan purchase and sale activity for the three-month periods ended March 31, 2014 and 2013. The table below excludes mortgage loans originated for sale.

	Commercial		Commercial				Home		Residential		Other
(dollar amounts in thousands)	and Industrial		Real Estate		Automobile		Equity		Mortgage		Consumer		Total
Portfolio loans and leases purchased during the:
Three-month period ended March 31, 2014	$	40,121	$	—	$	—	$	—	$	—	$	—	$	40,121
Three-month period ended March 31, 2013	$	21,541	$	—	$	—	$	—	$	—	$	—	$	21,541
Portfolio loans and leases sold or transferred to loans held for sale during the:
Three-month period ended March 31, 2014	$	54,258	$	39	$	—	$	—	$	—	$	—	$	54,297
Three-month period ended March 31, 2013	$	27,602	$	3,903	$	—	$	—	$	4,391	$	—	$	35,896

NALs and Past Due Loans

Loans are considered past due when the contractual amounts due with respect to principal and interest are not received within 30 days of the contractual due date.

Any loan in any portfolio may be placed on nonaccrual status prior to the policies described below when collection of principal or interest is in doubt. When a borrower with debt is discharged in a Chapter 7 bankruptcy and not reaffirmed by the borrower, the loan is determined to be collateral dependent and placed on nonaccrual status.

All classes within the C&I and CRE portfolios (except for purchased credit-impaired loans) are placed on nonaccrual status at 90-days past due. Residential mortgage loans are placed on nonaccrual status at 150-days past due, with the exception of residential mortgages guaranteed by government organizations which continue to accrue interest at the rate guaranteed by the government agency. First-lien home equity loans are placed on nonaccrual status at 150-days past due. Junior-lien home equity loans are placed on nonaccrual status at the earlier of 120-days past due or when the related first-lien loan has been identified as nonaccrual. Automobile and other consumer loans are generally charged-off when the loan is 120-days past due.

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For all classes within all loan portfolios, when a loan is placed on nonaccrual status, any accrued interest income is reversed with current year accruals charged to interest income, and prior year amounts charged-off as a credit loss.

For all classes within all loan portfolios, cash receipts received on NALs are applied entirely against principal until the loan or lease has been collected in full, after which time any additional cash receipts are recognized as interest income. However, for secured non-reaffirmed debt in a Chapter 7 bankruptcy, payments are applied to principal and interest when the borrower has demonstrated a capacity to continue payment of the debt and collection of the debt is reasonably assured. For unsecured non-reaffirmed debt in a Chapter 7 bankruptcy where the carrying value has been fully charged-off, payments are recorded as loan recoveries.

Regarding all classes within the C&I and CRE portfolios, the determination of a borrower’s ability to make the required principal and interest payments is based on an examination of the borrower’s current financial statements, industry, management capabilities, and other qualitative measures. For all classes within the consumer loan portfolio, the determination of a borrower’s ability to make the required principal and interest payments is based on multiple factors, including number of days past due and, in some instances, an evaluation of the borrower’s financial condition. When, in Management’s judgment, the borrower’s ability to make required principal and interest payments resumes and collectability is no longer in doubt, the loan or lease is returned to accrual status. For these loans that have been returned to accrual status, cash receipts are applied according to the contractual terms of the loan.

The following table presents NALs by loan class at March 31, 2014 and December 31, 2013:

	2014		2013
(dollar amounts in thousands)	March 31,		December 31,
Commercial and industrial:
Owner occupied	$	35,971	$	38,321
Other commercial and industrial		21,082		18,294
Total commercial and industrial	$	57,053	$	56,615
Commercial real estate:
Retail properties	$	29,638	$	27,328
Multi family		12,884		9,289
Office		13,130		18,995
Industrial and warehouse		4,063		6,310
Other commercial real estate		11,629		11,495
Total commercial real estate	$	71,344	$	73,417
Automobile	$	6,218	$	6,303
Home equity:
Secured by first-lien	$	39,267	$	36,288
Secured by junior-lien		31,595		29,901
Total home equity	$	70,862	$	66,189
Residential mortgage	$	121,681	$	119,532
Other consumer	$	—	$	—
Total nonaccrual loans	$	327,158	$	322,056

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The following table presents an aging analysis of loans and leases, including past due loans, by loan class at March 31, 2014 and December 31, 2013: (1)

March 31, 2014
													90 or more
	Past Due										Total Loans		days past due
(dollar amounts in thousands)	30-59 Days		60-89 Days		90 or more days		Total		Current		and Leases		and accruing
Commercial and industrial:
Owner occupied	$	11,167	$	1,355	$	24,523	$	37,045	$	4,364,856	$	4,401,901	$	—
Purchased credit-impaired		2,799		163		11,554		14,516		21,881		36,397		11,554
Other commercial and industrial		21,666		1,487		12,266		35,419		13,572,139		13,607,558		—
Total commercial and industrial	$	35,632	$	3,005	$	48,343	$	86,980	$	17,958,876	$	18,045,856	$	11,554	(2)
Commercial real estate:
Retail properties	$	2,317	$	2,523	$	8,098	$	12,938	$	1,402,485	$	1,415,423	$	—
Multi family		2,509		3,977		6,464		12,950		1,039,757		1,052,707		—
Office		2,532		62		5,801		8,395		944,575		952,970		—
Industrial and warehouse		211		225		1,012		1,448		486,567		488,015		—
Purchased credit-impaired		1,817		2,231		36,711		40,759		35,961		76,720		36,711
Other commercial real estate		6,247		331		6,584		13,162		1,032,781		1,045,943		—
Total commercial real estate	$	15,633	$	9,349	$	64,670	$	89,652	$	4,942,126	$	5,031,778	$	36,711	(2)
Automobile	$	34,281	$	5,993	$	4,347	$	44,621	$	6,954,171	$	6,998,792	$	4,252
Home equity:
Secured by first-lien	$	16,346	$	8,098	$	32,357	$	56,801	$	4,829,556	$	4,886,357	$	7,778
Secured by junior-lien		31,693		13,261		31,969		76,923		3,410,102		3,487,025		7,716
Total home equity	$	48,039	$	21,359	$	64,326	$	133,724	$	8,239,658	$	8,373,382	$	15,494
Residential mortgage:
Residential mortgage	$	107,113	$	45,789	$	154,607	$	307,509	$	5,232,399	$	5,539,908	$	85,901	(3)
Purchased credit-impaired		125		—		117		242		2,016		2,258		117
Total residential mortgage	$	107,238	$	45,789	$	154,724	$	307,751	$	5,234,415	$	5,542,166	$	86,018
Other consumer:
Other consumer	$	4,757	$	793	$	867	$	6,417	$	355,389	$	361,806	$	867
Purchased credit-impaired		69		—		—		69		59		128		—
Total other consumer	$	4,826	$	793	$	867	$	6,486	$	355,448	$	361,934	$	867
Total loans and leases	$	245,649	$	86,288	$	337,277	$	669,214	$	43,684,694	$	44,353,908	$	154,896

December 31, 2013
													90 or more
	Past Due										Total Loans		days past due
(dollar amounts in thousands)	30-59 Days		60-89 Days		90 or more days		Total		Current		and Leases		and accruing
Commercial and industrial:
Owner occupied	$	5,935	$	1,879	$	25,658	$	33,472	$	4,314,400	$	4,347,872	$	—
Purchased credit-impaired		241		433		14,562		15,236		20,290		35,526		14,562
Other commercial and industrial		10,342		3,075		11,210		24,627		13,186,251		13,210,878		—
Total commercial and industrial	$	16,518	$	5,387	$	51,430	$	73,335	$	17,520,941	$	17,594,276	$	14,562	(2)
Commercial real estate:
Retail properties	$	19,372	$	1,228	$	5,252	$	25,852	$	1,237,717	$	1,263,569	$	—
Multi family		2,425		943		6,726		10,094		1,015,497		1,025,591		—
Office		1,635		545		12,700		14,880		927,413		942,293		—

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Industrial and warehouse		465		3,714		4,395		8,574		464,319		472,893		—
Purchased credit-impaired		1,311		—		39,142		40,453		41,620		82,073		39,142
Other commercial real estate		5,922		1,134		7,192		14,248		1,049,427		1,063,675		—
Total commercial real estate	$	31,130	$	7,564	$	75,407	$	114,101	$	4,735,993	$	4,850,094	$	39,142	(2)
Automobile	$	45,174	$	8,863	$	5,140	$	59,177	$	6,579,536	$	6,638,713	$	5,055
Home equity
Secured by first-lien	$	20,551	$	8,746	$	28,472	$	57,769	$	4,784,375	$	4,842,144	$	6,338
Secured by junior-lien		28,965		13,071		31,392		73,428		3,420,746		3,494,174		7,645
Total home equity	$	49,516	$	21,817	$	59,864	$	131,197	$	8,205,121	$	8,336,318	$	13,983
Residential mortgage
Residential mortgage	$	101,584	$	41,784	$	158,956	$	302,324	$	5,016,266	$	5,318,590	$	90,115	(4)
Purchased credit-impaired		194		—		339		533		1,965		2,498		339
Total residential mortgage	$	101,778	$	41,784	$	159,295	$	302,857	$	5,018,231	$	5,321,088	$	90,454
Other consumer
Other consumer	$	6,465	$	1,276	$	998	$	8,739	$	371,143	$	379,882	$	998
Purchased credit-impaired		69		—		—		69		60		129		—
Total other consumer	$	6,534	$	1,276	$	998	$	8,808	$	371,203	$	380,011	$	998
Total loans and leases	$	250,650	$	86,691	$	352,134	$	689,475	$	42,431,025	$	43,120,500	$	164,194

(1) NALs are included in this aging analysis based on the loan’s past due status.

(2) All amounts represent accruing purchased impaired loans related to acquisitions. Under the applicable accounting guidance (ASC 310-30), the loans were recorded at fair value upon acquisition and remain in accruing status.

(3) Includes $56,484 thousand guaranteed by the U.S. government.

(4) Includes $87,985 thousand guaranteed by the U.S. government.

Allowance for Credit Losses

Huntington maintains two reserves, both of which reflect Management’s judgment regarding the appropriate level necessary to absorb credit losses inherent in our loan and lease portfolio: the ALLL and the AULC. Combined, these reserves comprise the total ACL. The determination of the ACL requires significant estimates, including the timing and amounts of expected future cash flows on impaired loans and leases, consideration of current economic conditions, and historical loss experience pertaining to pools of homogeneous loans and leases, all of which may be susceptible to change.

The appropriateness of the ACL is based on Management’s current judgments about the credit quality of the loan portfolio. These judgments consider on-going evaluations of the loan and lease portfolio, including such factors as the differing economic risks associated with each loan category, the financial condition of specific borrowers, the level of delinquent loans, the value of any collateral and, where applicable, the existence of any guarantees or other documented support. Further, Management evaluates the impact of changes in interest rates and overall economic conditions on the ability of borrowers to meet their financial obligations when quantifying our exposure to credit losses and assessing the appropriateness of our ACL at each reporting date. In addition to general economic conditions and the other factors described above, additional factors also considered include: the impact of increasing or decreasing residential real estate values; the diversification of CRE loans; the development of new or expanded Commercial business segments such as healthcare, ABL, and energy, and the overall condition of the manufacturing industry. Also, the ACL assessment includes the on-going assessment of credit quality metrics, and a comparison of certain ACL benchmarks to current performance. Management’s determinations regarding the appropriateness of the ACL are reviewed and approved by the Company’s board of directors.

The ALLL consists of two components: (1) the transaction reserve, which includes a loan level allocation, specific reserves related to loans considered to be impaired, and loans involved in troubled debt restructurings, and (2) the general reserve. The transaction reserve component includes both (1) an estimate of loss based on pools of commercial and consumer loans and leases with similar characteristics and (2) an estimate of loss based on an impairment review of each impaired C&I and CRE loan greater than $1.0 million. For the C&I and CRE portfolios, the estimate of loss based on pools of loans and leases with similar characteristics is made by applying a PD factor and a LGD factor to each individual loan based on a regularly updated loan grade, using a standardized loan grading system. The PD factor and an LGD factor are determined for each loan grade using statistical models based on historical performance data. The PD factor considers on-going reviews of the financial performance of the specific borrower, including cash

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flow, debt-service coverage ratio, earnings power, debt level, and equity position, in conjunction with an assessment of the borrower’s industry and future prospects. The LGD factor considers analysis of the type of collateral and the relative LTV ratio. These reserve factors are developed based on credit migration models that track historical movements of loans between loan ratings over time and a combination of long-term average loss experience of our own portfolio and external industry data using a 24-month emergence period.

In the case of more homogeneous portfolios, such as automobile loans, home equity loans, and residential mortgage loans, the determination of the transaction reserve also incorporates PD and LGD factors. The estimate of loss is based on pools of loans and leases with similar characteristics. The PD factor considers current credit scores unless the account is delinquent, in which case a higher PD factor is used. The credit score provides a basis for understanding the borrower’s past and current payment performance, and this information is used to estimate expected losses over the 12-month emergence period. The performance of first-lien loans ahead of our junior-lien loans is available to use as part of our updated score process. The LGD factor considers analysis of the type of collateral and the relative LTV ratio. Credit scores, models, analyses, and other factors used to determine both the PD and LGD factors are updated frequently to capture the recent behavioral characteristics of the subject portfolios, as well as any changes in loss mitigation or credit origination strategies, and adjustments to the reserve factors are made as required. Models utilized in the ALLL estimation process are subject to the Company’s model validation policies.

The general reserve consists of the economic reserve and risk-profile reserve components. The economic reserve component considers the potential impact of changing market and economic conditions on portfolio performance. The risk-profile component considers items unique to our structure, policies, processes, and portfolio composition, as well as qualitative measurements and assessments of the loan portfolios including, but not limited to, management quality, concentrations, portfolio composition, industry comparisons, and internal review functions.

The estimate for the AULC is determined using the same procedures and methodologies as used for the ALLL. The loss factors used in the AULC are the same as the loss factors used in the ALLL while also considering a historical utilization of unused commitments. The AULC is reflected in accrued expenses and other liabilities in the Unaudited Condensed Consolidated Balance Sheet.

The ACL is increased through a provision for credit losses that is charged to earnings, based on Management’s quarterly evaluation of the factors previously mentioned, and is reduced by charge-offs, net of recoveries, and the ACL associated with securitized or sold loans. There were no material changes in assumptions or estimation techniques compared with prior periods that impacted the determination of the current period’s ALLL and AULC.

The following table presents ALLL and AULC activity by portfolio segment for the three-month periods ended March 31, 2014 and 2013:

	Commercial			Commercial						Home			Residential			Other
(dollar amounts in thousands)	and Industrial			Real Estate			Automobile			Equity			Mortgage			Consumer			Total
Three-month period ended March 31, 2014:
ALLL balance, beginning of period	$	265,801		$	162,557		$	31,053		$	111,131		$	39,577		$	37,751		$	647,870
Loan charge-offs		(16,337	)		(10,110	)		(8,044	)		(21,059	)		(8,986	)		(8,475	)		(73,011	)
Recoveries of loans previously charged-off		7,731			11,097			3,402			5,372			1,127			1,296			30,025
Provision for loan and lease losses		9,784			(3,238	)		(1,233	)		17,733			7,350			(2,235	)		28,161
Allowance for loans sold or transferred to loans held for sale		—			—			—			—			—			(1,127	)		(1,127	)
ALLL balance, end of period	$	266,979		$	160,306		$	25,178		$	113,177		$	39,068		$	27,210		$	631,918
AULC balance, beginning of period	$	49,596		$	9,891		$	—		$	1,763		$	9		$	1,640		$	62,899
Provision for unfunded loan commitments and letters of credit		(3,280	)		(764	)		—			28			(1	)		486			(3,531	)
AULC balance, end of period	$	46,316		$	9,127		$	—		$	1,791		$	8		$	2,126		$	59,368
ACL balance, end of period	$	313,295		$	169,433		$	25,178		$	114,968		$	39,076		$	29,336		$	691,286

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	Commercial			Commercial						Home			Residential			Other
(dollar amounts in thousands)	and Industrial			Real Estate			Automobile			Equity			Mortgage			Consumer			Total
Three-month period ended March 31, 2013:
ALLL balance, beginning of period	$	241,051		$	285,369		$	34,979		$	118,764		$	61,658		$	27,254		$	769,075
Loan charge-offs		(13,013	)		(22,368	)		(5,688	)		(26,531	)		(7,901	)		(8,641	)		(84,142	)
Recoveries of loans previously charged-off		9,696			9,590			3,094			6,549			1,753			1,773			32,455
Provision for loan and lease losses		364			(5,155	)		3,588			17,076			7,559			5,956			29,388
Allowance for loans sold or transferred to loans held for sale		—			—			—			—			(7	)		—			(7	)
ALLL balance, end of period	$	238,098		$	267,436		$	35,973		$	115,858		$	63,062		$	26,342		$	746,769
AULC balance, beginning of period	$	33,868		$	4,740		$	—		$	1,356		$	3		$	684		$	40,651
Provision for unfunded loan commitments and letters of credit		(33	)		(336	)		—			556			3			14			204
AULC balance, end of period	$	33,835		$	4,404		$	—		$	1,912		$	6		$	698		$	40,855
ACL balance, end of period	$	271,933		$	271,840		$	35,973		$	117,770		$	63,068		$	27,040		$	787,624

Any loan in any portfolio may be charged-off prior to the policies described below if a loss confirming event has occurred. Loss confirming events include, but are not limited to, bankruptcy (unsecured), continued delinquency, foreclosure, or receipt of an asset valuation indicating a collateral deficiency and that asset is the sole source of repayment. Additionally, discharged, collateral dependent non-reaffirmed debt in Chapter 7 bankruptcy filings will result in a charge-off to estimated collateral value, less anticipated selling costs.

C&I and CRE loans are either charged-off or written down to net realizable value at 90-days past due. Automobile loans and other consumer loans are charged-off at 120-days past due. First-lien and junior-lien home equity loans are charged-off to the estimated fair value of the collateral, less anticipated selling costs, at 150-days past due and 120-days past due, respectively. Residential mortgages are charged-off to the estimated fair value of the collateral, less anticipated selling costs, at 150-days past due.

Credit Quality Indicators

To facilitate the monitoring of credit quality for C&I and CRE loans, and for purposes of determining an appropriate ACL level for these loans, Huntington utilizes the following categories of credit grades:

Pass = Higher quality loans that do not fit any of the other categories described below.

OLEM = The credit risk may be relatively minor yet represent a risk given certain specific circumstances. If the potential weaknesses are not monitored or mitigated, the loan may weaken or the collateral may be inadequate to protect Huntington’s position in the future. For these reasons, Huntington considers the loans to be potential problem loans.

Substandard = Inadequately protected loans by the borrower’s ability to repay, equity, and/or the collateral pledged to secure the loan. These loans have identified weaknesses that could hinder normal repayment or collection of the debt. It is likely Huntington will sustain some loss if any identified weaknesses are not mitigated.

Doubtful = Loans that have all of the weaknesses inherent in those loans classified as Substandard, with the added elements of the full collection of the loan is improbable and that the possibility of loss is high.

The categories above, which are derived from standard regulatory rating definitions, are assigned upon initial approval of the loan or lease and subsequently updated as appropriate.

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Commercial loans categorized as OLEM, Substandard, or Doubtful are considered Criticized loans. Commercial loans categorized as Substandard or Doubtful are also considered Classified loans.

For all classes within all consumer loan portfolios, each loan is assigned a specific PD factor that is partially based on the borrower’s most recent credit bureau score (FICO), which we update quarterly. A FICO credit bureau score is a credit score developed by Fair Isaac Corporation based on data provided by the credit bureaus. The FICO credit bureau score is widely accepted as the standard measure of consumer credit risk used by lenders, regulators, rating agencies, and consumers. The higher the FICO credit bureau score, the higher likelihood of repayment and therefore, an indicator of higher credit quality.

Huntington assesses the risk in the loan portfolio by utilizing numerous risk characteristics. The classifications described above, and also presented in the table below, represent one of those characteristics that are closely monitored in the overall credit risk management processes. The table below also shows an increase in FICO scores less than 650 for the automobile portfolio. This increase is proportional to growth in the portfolio and does not reflect a deterioration in asset quality for the portfolio, as other risk characteristics mitigate any increased level of risk associated with the FICO score distribution.

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The following table presents each loan and lease class by credit quality indicator at March 31, 2014 and December 31, 2013:

	March 31, 2014
	Credit Risk Profile by UCS classification
(dollar amounts in thousands)	Pass		OLEM		Substandard		Doubtful		Total
Commercial and industrial:
Owner occupied	$	4,118,040	$	107,617	$	170,600	$	5,644	$	4,401,901
Purchased credit-impaired		4,933		642		27,420		3,402		36,397
Other commercial and industrial		13,045,701		216,139		341,836		3,882		13,607,558
Total commercial and industrial	$	17,168,674	$	324,398	$	539,856	$	12,928	$	18,045,856
Commercial real estate:
Retail properties	$	1,310,593	$	13,185	$	91,455	$	190	$	1,415,423
Multi family		987,389		23,051		42,150		117		1,052,707
Office		849,428		6,137		95,257		2,148		952,970
Industrial and warehouse		447,762		14,368		25,885		—		488,015
Purchased credit-impaired		8,378		1,088		64,561		2,693		76,720
Other commercial real estate		960,169		15,491		69,695		588		1,045,943
Total commercial real estate	$	4,563,719	$	73,320	$	389,003	$	5,736	$	5,031,778
	Credit Risk Profile by FICO score (1)
	750+		650-749		<650		Other (2)		Total
Automobile	$	3,186,518	$	2,664,896	$	948,010	$	199,368	$	6,998,792
Home equity:
Secured by first-lien	$	3,047,848	$	1,412,622	$	285,738	$	140,149	$	4,886,357
Secured by junior-lien		1,802,250		1,169,131		413,056		102,588		3,487,025
Total home equity	$	4,850,098	$	2,581,753	$	698,794	$	242,737	$	8,373,382
Residential mortgage:
Residential mortgage	$	2,999,267	$	1,781,821	$	701,108	$	57,712	$	5,539,908
Purchased credit-impaired		630		1,034		594		—		2,258
Total residential mortgage	$	2,999,897	$	1,782,855	$	701,702	$	57,712	$	5,542,166
Other consumer:
Other consumer	$	159,113	$	161,376	$	41,007	$	310	$	361,806
Purchased credit-impaired		—		59		69		—		128
Total other consumer	$	159,113	$	161,435	$	41,076	$	310	$	361,934
	December 31, 2013
	Credit Risk Profile by UCS classification
(dollar amounts in thousands)	Pass		OLEM		Substandard		Doubtful		Total
Commercial and industrial:
Owner occupied	$	4,052,579	$	130,645	$	155,994	$	8,654	$	4,347,872
Purchased credit-impaired		5,015		661		27,693		2,157		35,526
Other commercial and industrial		12,630,512		211,860		364,343		4,163		13,210,878
Total commercial and industrial	$	16,688,106	$	343,166	$	548,030	$	14,974	$	17,594,276
Commercial real estate:
Retail properties	$	1,153,747	$	16,003	$	93,819	$	—	$	1,263,569
Multi family		972,526		16,540		36,411		114		1,025,591
Office		847,411		4,866		87,722		2,294		942,293
Industrial and warehouse		431,057		14,138		27,698		—		472,893
Purchased credit-impaired		13,127		3,586		62,577		2,783		82,073
Other commercial real estate		977,987		16,270		68,653		765		1,063,675
Total commercial real estate	$	4,395,855	$	71,403	$	376,880	$	5,956	$	4,850,094

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	Credit Risk Profile by FICO score (1)
	750+		650-749		<650		Other (2)		Total
Automobile	$	2,987,323	$	2,517,756	$	945,604	$	188,030	$	6,638,713	(3)
Home equity:
Secured by first-lien	$	3,018,784	$	1,412,445	$	299,681	$	111,234	$	4,842,144
Secured by junior-lien		1,811,102		1,213,024		413,695		56,353		3,494,174
Total home equity	$	4,829,886	$	2,625,469	$	713,376	$	167,587	$	8,336,318
Residential mortgage
Residential mortgage	$	2,837,590	$	1,710,183	$	699,541	$	71,276	$	5,318,590
Purchased credit-impaired		588		989		921		—		2,498
Total residential mortgage	$	2,838,178	$	1,711,172	$	700,462	$	71,276	$	5,321,088
Other consumer
Other consumer	$	161,858	$	157,675	$	45,370	$	14,979	$	379,882
Purchased credit-impaired		—		60		69		—		129
Total other consumer	$	161,858	$	157,735	$	45,439	$	14,979	$	380,011

(1) Reflects currently updated customer credit scores.

(2) Reflects deferred fees and costs, loans in process, loans to legal entities, etc.

(3) Included $0.3 billion of loans reflected as loans held for sale related to an automobile securitization expected to be completed in 2013. During the 2013 second quarter, this amount was transferred from loans held for sale to the automobile portfolio based on Management’s intent and ability to hold these loans for the foreseeable future.

Impaired Loans

For all classes within the C&I and CRE portfolios, all loans with an outstanding balance of $1.0 million or greater are evaluated on a quarterly basis for impairment. Generally, consumer loans within any class are not individually evaluated on a regular basis for impairment. All TDRs, regardless of the outstanding balance amount, are also considered to be impaired. Loans acquired with evidence of deterioration of credit quality since origination for which it is probable at acquisition that all contractually required payments will not be collected are also considered to be impaired.

Once a loan has been identified for an assessment of impairment, the loan is considered impaired when, based on current information and events, it is probable that all amounts due according to the contractual terms of the loan agreement will not be collected. This determination requires significant judgment and use of estimates, and the eventual outcome may differ significantly from those estimates.

When a loan in any class has been determined to be impaired, the amount of the impairment is measured using the present value of expected future cash flows discounted at the loan’s effective interest rate or, as a practical expedient, the observable market price of the loan, or the fair value of the collateral, less anticipated selling costs, if the loan is collateral dependent. When the present value of expected future cash flows is used, the effective interest rate is the original contractual interest rate of the loan adjusted for any premium or discount. When the contractual interest rate is variable, the effective interest rate of the loan changes over time. A specific reserve is established as a component of the ALLL when a loan has been determined to be impaired. Subsequent to the initial measurement of impairment, if there is a significant change to the impaired loan’s expected future cash flows, or if actual cash flows are significantly different from the cash flows previously estimated, Huntington recalculates the impairment and appropriately adjusts the specific reserve. Similarly, if Huntington measures impairment based on the observable market price of an impaired loan or the fair value of the collateral of an impaired collateral dependent loan, Huntington will adjust the specific reserve.

When a loan within any class is impaired, the accrual of interest income is discontinued unless the receipt of principal and interest is no longer in doubt. Interest income on TDRs is accrued when all principal and interest is expected to be collected under the post-modification terms. Cash receipts received on nonaccruing impaired loans within any class are generally applied entirely against principal until the loan has been collected in full, after which time any additional cash receipts are recognized as interest income. Cash receipts received on accruing impaired loans within any class are applied in the same manner as accruing loans that are not considered impaired.

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The following tables present the balance of the ALLL attributable to loans by portfolio segment individually and collectively evaluated for impairment and the related loan and lease balance at March 31, 2014 and December 31, 2013:

(dollar amounts in thousands)	Commercial and Industrial		Commercial Real Estate		Automobile		Home Equity		Residential Mortgage		Other Consumer		Total
ALLL at March 31, 2014:
Portion of ALLL balance:
Attributable to purchased credit-impaired loans	$	1,517	$	—	$	—	$	—	$	119	$	—	$	1,636
Attributable to loans individually evaluated for impairment		11,985		32,673		597		8,209		9,876		34		63,374
Attributable to loans collectively evaluated for impairment		253,477		127,633		24,581		104,968		29,073		27,176		566,908
Total ALLL balance	$	266,979	$	160,306	$	25,178	$	113,177	$	39,068	$	27,210	$	631,918
Loan and Lease Ending Balances at March 31, 2014:
Portion of loan and lease ending balance:
Attributable to purchased credit-impaired loans	$	36,397	$	76,720	$	—	$	—	$	2,258	$	128	$	115,503
Individually evaluated for impairment		125,398		268,949		33,068		223,037		368,636		1,846		1,020,934
Collectively evaluated for impairment		17,884,061		4,686,109		6,965,724		8,150,345		5,171,272		359,960		43,217,471
Total loans and leases evaluated for impairment	$	18,045,856	$	5,031,778	$	6,998,792	$	8,373,382	$	5,542,166	$	361,934	$	44,353,908
(dollar amounts in thousands)	Commercial and Industrial		Commercial Real Estate		Automobile		Home Equity		Residential Mortgage		Other Consumer		Total
ALLL at December 31, 2013
Portion of ALLL balance:
Attributable to purchased credit-impaired loans	$	2,404	$	—	$	—	$	—	$	36	$	—	$	2,440
Attributable to loans individually evaluated for impairment		6,129		34,935		682		8,003		10,555		136		60,440
Attributable to loans collectively evaluated for impairment		257,268		127,622		30,371		103,128		28,986		37,615		584,990
Total ALLL balance:	$	265,801	$	162,557	$	31,053	$	111,131	$	39,577	$	37,751	$	647,870
Loan and Lease Ending Balances at December 31, 2013
Portion of loan and lease ending balances:
Attributable to purchased credit-impaired loans	$	35,526	$	82,073	$	—	$	—	$	2,498	$	129	$	120,226
Individually evaluated for impairment		108,316		268,362		37,084		208,981		387,937		1,041		1,011,721
Collectively evaluated for impairment		17,450,434		4,499,659		6,601,629		8,127,337		4,930,653		378,841		41,988,553
Total loans and leases evaluated for impairment	$	17,594,276	$	4,850,094	$	6,638,713	$	8,336,318	$	5,321,088	$	380,011	$	43,120,500

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The following tables present by class the ending, unpaid principal balance, and the related ALLL, along with the average balance and interest income recognized only for loans and leases individually evaluated for impairment and purchased credit-impaired loans: (1), (2)

							Three Months Ended
	March 31, 2014						March 31, 2014
			Unpaid						Interest
	Ending		Principal		Related		Average		Income
(dollar amounts in thousands)	Balance		Balance (5)		Allowance		Balance		Recognized
With no related allowance recorded:
Commercial and industrial:
Owner occupied	$	4,108	$	4,403	$	—	$	4,906	$	49
Purchased credit-impaired		—		—		—		—		—
Other commercial and industrial		8,548		16,944		—		7,610		97
Total commercial and industrial	$	12,656	$	21,347	$	—	$	12,516	$	146
Commercial real estate:
Retail properties	$	59,637	$	71,718	$	—	$	54,290	$	605
Multi family		—		—		—		—		—
Office		1,167		3,647		—		6,406		189
Industrial and warehouse		7,990		8,070		—		9,087		108
Purchased credit-impaired		76,720		156,497		—		79,396		2,666
Other commercial real estate		5,650		5,715		—		5,827		57
Total commercial real estate	$	151,164	$	245,647	$	—	$	155,006	$	3,625
Automobile	$	—	$	—	$	—	$	—	$	—
Home equity:
Secured by first-lien	$	—	$	—	$	—	$	—	$	—
Secured by junior-lien		—		—		—		—		—
Total home equity	$	—	$	—	$	—	$	—	$	—
Residential mortgage:
Residential mortgage	$	—	$	—	$	—	$	—	$	—
Purchased credit-impaired		—		—		—		—		—
Total residential mortgage	$	—	$	—	$	—	$	—	$	—
Other consumer
Other consumer	$	—	$	—	$	—	$	—	$	—
Purchased credit-impaired		128		213		—		128		4
Total other consumer	$	128	$	213	$	—	$	128	$	4
With an allowance recorded:
Commercial and industrial: (3)
Owner occupied	$	41,046	$	45,658	$	3,811	$	39,229	$	399
Purchased credit-impaired		36,397		52,593		1,517		35,961		1,265
Other commercial and industrial		71,696		79,269		8,174		51,532		592
Total commercial and industrial	$	149,139	$	177,520	$	13,502	$	126,722	$	2,256
Commercial real estate: (4)
Retail properties	$	62,338	$	81,106	$	5,740	$	68,637	$	577
Multi family		17,113		22,958		2,142		14,739		152
Office		56,148		58,645		13,192		51,189		536
Industrial and warehouse		8,875		10,320		763		9,196		48
Purchased credit-impaired		—		—		—		—		—
Other commercial real estate		50,031		61,614		10,836		44,090		474
Total commercial real estate	$	194,505	$	234,643	$	32,673	$	187,851	$	1,787

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Automobile	$	33,068	$	34,797	$	597	$	35,076	$	683
Home equity:
Secured by first-lien	$	114,817	$	122,197	$	2,457	$	112,420	$	1,239
Secured by junior-lien		108,220		151,006		5,752		103,589		1,314
Total home equity	$	223,037	$	273,203	$	8,209	$	216,009	$	2,553
Residential mortgage (6):
Residential mortgage	$	368,636	$	408,589	$	9,876	$	378,287	$	2,864
Purchased credit-impaired		2,258		3,197		119		2,378		78
Total residential mortgage	$	370,894	$	411,786	$	9,995	$	380,665	$	2,942
Other consumer:
Other consumer	$	1,846	$	1,908	$	34	$	1,444	$	33
Purchased credit-impaired		—		—		—		—		—
Total other consumer	$	1,846	$	1,908	$	34	$	1,444	$	33
							Three Months Ended
	December 31, 2013						March 31, 2013
			Unpaid						Interest
	Ending		Principal		Related		Average		Income
(dollar amounts in thousands)	Balance		Balance (5)		Allowance		Balance		Recognized
With no related allowance recorded:
Commercial and industrial:
Owner occupied	$	5,332	$	5,373	$	—	$	3,741	$	42
Purchased credit-impaired		—		—		—		53,900		1,017
Other commercial and industrial		11,884		15,031		—		16,310		234
Total commercial and industrial	$	17,216	$	20,404	$	—	$	73,951	$	1,293
Commercial real estate:
Retail properties	$	55,773	$	64,780	$	—	$	54,237	$	704
Multi family		—		—		—		5,642		88
Office		9,069		13,721		—		17,849		220
Industrial and warehouse		9,682		10,803		—		14,496		197
Purchased credit-impaired		82,073		154,869		—		122,528		2,254
Other commercial real estate		6,002		6,924		—		10,277		97
Total commercial real estate	$	162,599	$	251,097	$	—	$	225,029	$	3,560
Home equity:
Secured by first-lien	$	—	$	—	$	—	$	—	$	—
Secured by junior-lien		—		—		—		—		—
Total home equity	$	—	$	—	$	—	$	—	$	—
Residential mortgage:
Residential mortgage	$	—	$	—	$	—	$	—	$	—
Purchased credit-impaired		—		—		—		—		—
Total residential mortgage	$	—	$	—	$	—	$	—	$	—
Other consumer
Other consumer	$	—	$	—	$	—	$	—	$	—
Purchased credit-impaired		129		219		—		148		3
Total other consumer	$	129	$	219	$	—	$	148	$	3
With an allowance recorded:
Commercial and industrial: (3)
Owner occupied	$	40,271	$	52,810	$	3,421	$	44,251	$	351
Purchased credit-impaired		35,526		50,798		2,404		—		—

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Other commercial and industrial		50,829		64,497		2,708		51,313		658
Total commercial and industrial	$	126,626	$	168,105	$	8,533	$	95,564	$	1,009
Commercial real estate: (4)
Retail properties	$	72,339	$	93,395	$	5,984	$	55,818	$	456
Multi family		13,484		15,408		1,944		17,103		177
Office		50,307		54,921		9,927		41,787		384
Industrial and warehouse		9,162		10,561		808		20,166		186
Purchased credit-impaired		—		—		—		—		—
Other commercial real estate		42,544		50,960		16,272		44,980		379
Total commercial real estate	$	187,836	$	225,245	$	34,935	$	179,854	$	1,582
Automobile	$	37,084	$	38,758	$	682	$	42,378	$	437
Home equity:
Secured by first-lien	$	110,024	$	116,846	$	2,396	$	94,494	$	942
Secured by junior-lien		98,957		143,967		5,607		50,933		592
Total home equity	$	208,981	$	260,813	$	8,003	$	145,427	$	1,534
Residential mortgage (6):
Residential mortgage	$	387,937	$	427,924	$	10,555	$	373,441	$	2,872
Purchased credit-impaired		2,498		3,681		36		2,296		45
Total residential mortgage	$	390,435	$	431,605	$	10,591	$	375,737	$	2,917
Other consumer:
Other consumer	$	1,041	$	1,041	$	136	$	2,585	$	23
Purchased credit-impaired		—		—		—		—		—
Total other consumer	$	1,041	$	1,041	$	136	$	2,585	$	23

(1) These tables do not include loans fully charged-off.

(2) All automobile, home equity, residential mortgage, and other consumer impaired loans included in these tables are considered impaired due to their status as a TDR.

(3) At March 31, 2014, $48,212 thousand of the $149,139 thousand commercial and industrial loans with an allowance recorded were considered impaired due to their status as a TDR. At December 31, 2013, $43,805 thousand of the $126,626 thousand commercial and industrial loans with an allowance recorded were considered impaired due to their status as a TDR.

(4) At March 31, 2014, $25,749 thousand of the $194,505 thousand commercial real estate loans with an allowance recorded were considered impaired due to their status as a TDR. At December 31, 2013, $24,805 thousand of the $187,836 thousand commercial real estate loans with an allowance recorded were considered impaired due to their status as a TDR.

(5) The differences between the ending balance and unpaid principal balance amounts represent partial charge-offs.

(6) At March 31, 2014, $32,251 thousand of the $370,894 thousand residential mortgages loans with an allowance recorded were guaranteed by the U.S. government. At December 31, 2013, $49,225 thousand of the $390,435 thousand residential mortgage loans with an allowance recorded were guaranteed by the U.S. government.

TDR Loans

TDRs are modified loans where a concession was provided to a borrower experiencing financial difficulties. Loan modifications are considered TDRs when the concessions provided are not available to the borrower through either normal channels or other sources. However, not all loan modifications are TDRs.

TDR Concession Types

The Company’s standards relating to loan modifications consider, among other factors, minimum verified income requirements, cash flow analysis, and collateral valuations. Each potential loan modification is reviewed individually and the terms of the loan are modified to meet a borrower’s specific circumstances at a point in time. All commercial TDRs are reviewed and approved by our SAD. The types of concessions provided to borrowers include:

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• Interest rate reduction: A reduction of the stated interest rate to a nonmarket rate for the remaining original life of the debt.

• Amortization or maturity date change beyond what the collateral supports, including any of the following:

(1) Lengthens the amortization period of the amortized principal beyond market terms. This concession reduces the minimum monthly payment and increases the amount of the balloon payment at the end of the term of the loan. Principal is generally not forgiven.

(2) Reduces the amount of loan principal to be amortized and increases the amount of the balloon payment at the end of the term of the loan. This concession also reduces the minimum monthly payment. Principal is generally not forgiven.

(3) Extends the maturity date or dates of the debt beyond what the collateral supports. This concession generally applies to loans without a balloon payment at the end of the term of the loan.

• Chapter 7 bankruptcy: A bankruptcy court’s discharge of a borrower’s debt is considered a concession when the borrower does not reaffirm the discharged debt.

• Other: A concession that is not categorized as one of the concessions described above. These concessions include, but are not limited to: principal forgiveness, collateral concessions, covenant concessions, and reduction of accrued interest.

Principal forgiveness may result from any TDR modification of any concession type. However, the aggregate amount of principal forgiven as a result of loans modified as TDRs during the three-month periods ended March 31, 2014 and 2013, was not significant.

Following is a description of TDRs by the different loan types:

Commercial loan TDRs – Commercial accruing TDRs often result from loans receiving a concession with terms that are not considered a market transaction to Huntington. The TDR remains in accruing status as long as the customer is less than 90-days past due on payments per the restructured loan terms and no loss is expected.

Commercial nonaccrual TDRs result from either: (1) an accruing commercial TDR being placed on nonaccrual status, or (2) a workout where an existing commercial NAL is restructured and a concession was given. At times, these workouts restructure the NAL so that two or more new notes are created. The primary note is underwritten based upon our normal underwriting standards and is sized so projected cash flows are sufficient to repay contractual principal and interest. The terms on the secondary note(s) vary by situation, and may include notes that defer principal and interest payments until after the primary note is repaid. Creating two or more notes often allows the borrower to continue a project or weather a temporary economic downturn and allows Huntington to right-size a loan based upon the current expectations for a borrower’s or project’s performance.

Our strategy involving TDR borrowers includes working with these borrowers to allow them to refinance elsewhere, as well as allow them time to improve their financial position and remain our customer through refinancing their notes according to market terms and conditions in the future. A subsequent refinancing or modification of a loan may occur when either the loan matures according to the terms of the TDR-modified agreement or the borrower requests a change to the loan agreements. At that time, the loan is evaluated to determine if it is creditworthy. It is subjected to the normal underwriting standards and processes for other similar credit extensions, both new and existing. The refinanced note is evaluated to determine if it is considered a new loan or a continuation of the prior loan. A new loan is considered for removal of the TDR designation, whereas a continuation of the prior note requires a continuation of the TDR designation. In order for a TDR designation to be removed, the borrower must no longer be experiencing financial difficulties and the terms of the refinanced loan must not represent a concession.

Residential Mortgage loan TDRs – Residential mortgage TDRs represent loan modifications associated with traditional first-lien mortgage loans in which a concession has been provided to the borrower. The primary concessions given to residential mortgage borrowers are amortization or maturity date changes and interest rate reductions. Residential mortgages identified as TDRs involve borrowers unable to refinance their mortgages through the Company’s normal mortgage origination channels or through other independent sources. Some, but not all, of the loans may be delinquent.

Automobile, Home Equity, and Other Consumer loan TDRs – The Company may make similar interest rate, term, and principal concessions as with residential mortgage loan TDRs.

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TDR Impact on Credit Quality

Huntington’s ALLL is largely determined by updated risk ratings assigned to commercial loans, updated borrower credit scores on consumer loans, and borrower delinquency history in both the commercial and consumer portfolios. These updated risk ratings and credit scores consider the default history of the borrower, including payment redefaults. As such, the provision for credit losses is impacted primarily by changes in borrower payment performance rather than the TDR classification. TDRs can be classified as either accrual or nonaccrual loans. Nonaccrual TDRs are included in NALs whereas accruing TDRs are excluded from NALs as it is probable that all contractual principal and interest due under the restructured terms will be collected.

Our TDRs may include multiple concessions and the disclosure classifications are presented based on the primary concession provided to the borrower. The majority of our concessions for the C&I and CRE portfolios are the extension of the maturity date coupled with an increase in the interest rate. In these instances, the primary concession is the maturity date extension.

TDR concessions may also result in the reduction of the ALLL within the C&I and CRE portfolios. This reduction is derived from payments and the resulting application of the reserve calculation within the ALLL. The transaction reserve for non-TDR C&I and CRE loans is calculated based upon several estimated probability factors, such as PD and LGD, both of which were previously discussed. Upon the occurrence of a TDR in our C&I and CRE portfolios, the reserve is measured based on discounted expected cash flows or collateral value, less anticipated selling costs, of the modified loan in accordance with ASC 310-10. The resulting TDR ALLL calculation often results in a lower ALLL amount because (1) the discounted expected cash flows or collateral value, less anticipated selling costs, indicate a lower estimated loss, (2) if the modification includes a rate increase, the discounting of the cash flows on the modified loan, using the pre-modification interest rate, exceeds the carrying value of the loan, or (3) payments may occur as part of the modification. The ALLL for C&I and CRE loans may increase as a result of the modification, as the discounted cash flow analysis may indicate additional reserves are required.

TDR concessions on consumer loans may increase the ALLL. The concessions made to these borrowers often include interest rate reductions, and therefore, the TDR ALLL calculation results in a greater ALLL compared with the non-TDR calculation as the reserve is measured based on the estimation of the discounted expected cash flows or collateral value, less anticipated selling costs, on the modified loan in accordance with ASC 310-10. The resulting TDR ALLL calculation often results in a higher ALLL amount because (1) the discounted expected cash flows or collateral value, less anticipated selling costs, indicate a higher estimated loss or, (2) due to the rate decrease, the discounting of the cash flows on the modified loan, using the pre-modification interest rate, indicates a reduction in the expected cash flows or collateral value, less anticipated selling costs. In certain instances, the ALLL may decrease as a result of payments made in connection with the modification.

Commercial loan TDRs – In instances where the bank substantiates that it will collect its outstanding balance in full, the note is considered for return to accrual status upon the borrower sustaining sufficient cash flows for a six-month period of time. This six-month period could extend before or after the restructure date. If a charge-off was taken as part of the restructuring, any interest or principal payments received on that note are applied to first reduce the bank’s outstanding book balance and then to recoveries of charged-off principal, unpaid interest, and/or fee expenses while the TDR is in nonaccrual status.

Residential Mortgage, Automobile, Home Equity, and Other Consumer loan TDRs – Modified loans identified as TDRs are aggregated into pools for analysis. Cash flows and weighted average interest rates are used to calculate impairment at the pooled-loan level. Once the loans are aggregated into the pool, they continue to be classified as TDRs until contractually repaid or charged-off.

Residential mortgage loans not guaranteed by a U.S. government agency such as the FHA, VA, and the USDA, including TDR loans, are reported as accrual or nonaccrual based upon delinquency status. Nonaccrual TDRs are those that are greater than 150-days contractually past due. Loans guaranteed by U.S. government organizations continue to accrue interest upon delinquency.

The following tables present by class and by the reason for the modification, the number of contracts, post-modification outstanding balance, and the financial effects of the modification for the three-month periods ended March 31, 2014 and 2013:

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	New Troubled Debt Restructurings During The Three-Month Period Ended(1)
	March 31, 2014							March 31, 2013
(dollar amounts in thousands)	Number of Contracts		Post-modification Outstanding Ending Balance		Financial effects of modification(2)			Number of Contracts		Post-modification Outstanding Ending Balance		Financial effects of modification(2)
C&I—Owner occupied:
Interest rate reduction		6	$	924	$	(1	)		9	$	4,668	$	(465	)
Amortization or maturity date change		18		4,609		4			11		4,853		(25	)
Other		2		840		(1	)		5		1,673		(1	)
Total C&I—Owner occupied		26	$	6,373	$	2			25	$	11,194	$	(491	)
C&I—Other commercial and industrial:
Interest rate reduction		10	$	27,994	$	(147	)		5	$	17,569	$	1
Amortization or maturity date change		54		32,600		937			35		22,060		2,705
Other		4		4,366		23			7		5,039		211
Total C&I—Other commercial and industrial		68	$	64,960	$	813			47	$	44,668	$	2,917
CRE—Retail properties:
Interest rate reduction		3	$	11,105	$	421			—	$	—	$	—
Amortization or maturity date change		5		12,238		52			4		499		(1	)
Other		6		9,897		(91	)		2		3,829		(19	)
Total CRE—Retail properties		14	$	33,240	$	382			6	$	4,328	$	(20	)
CRE—Multi family:
Interest rate reduction		10	$	645	$	—			3	$	2,164	$	11
Amortization or maturity date change		4		203		(1	)		2		742		(1	)
Other		2		323		—			1		3,956		(33	)
Total CRE—Multi family		16	$	1,171	$	(1	)		6	$	6,862	$	(23	)
CRE—Office:
Interest rate reduction		2	$	120	$	(1	)		—	$	—	$	—
Amortization or maturity date change		4		3,132		—			5		3,864		12
Other		1		10,784		—			—		—		—
Total CRE—Office		7	$	14,036	$	(1	)		5	$	3,864	$	12
CRE—Industrial and warehouse:
Interest rate reduction		2	$	4,046	$	—			—	$	—	$	—
Amortization or maturity date change		3		1,173		(4	)		3		641		1
Other		1		977		—			1		5,867		—
Total CRE—Industrial and Warehouse		6	$	6,196	$	(4	)		4	$	6,508	$	1
CRE—Other commercial real estate:
Interest rate reduction		4	$	4,304	$	7			7	$	643	$	(1	)
Amortization or maturity date change		21		46,536		126			—		—		—
Other		2		928		(1	)		—		—		—

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Total CRE—Other commercial real estate	27	$	51,768	$	132		7	$	643	$	(1)
Automobile:
Interest rate reduction	1	$	2	$	—		4	$	42	$	—
Amortization or maturity date change	206		1,349		(7	)	328		1,925		(20	)
Chapter 7 bankruptcy	180		1,361		(26	)	249		1,639		136
Total Automobile	387	$	2,712	$	(33	)	581	$	3,606	$	116
Residential mortgage:
Interest rate reduction	8	$	788	$	18		6	$	6,417	$	(43	)
Amortization or maturity date change	68		8,018		103		54		7,664		25
Chapter 7 bankruptcy	85		9,007		282		44		4,839		133
Other	1		105		—		6		708		16
Total Residential mortgage	162	$	17,918	$	403		110	$	19,628	$	131
First-lien home equity:
Interest rate reduction	50	$	3,808	$	191		16	$	1,662	$	142
Amortization or maturity date change	40		2,590		(426	)	335		34,990		(3,906	)
Chapter 7 bankruptcy	21		1,389		3		42		2,467		577
Total First-lien home equity	111	$	7,787	$	(232	)	393	$	39,119	$	(3,187	)
Junior-lien home equity:
Interest rate reduction	87	$	2,867	$	(50	)	5	$	150	$	20
Amortization or maturity date change	241		9,660		(1,852	)	534		21,924		(2,826	)
Chapter 7 bankruptcy	59		925		536		125		1,689		1,770
Total Junior-lien home equity	387	$	13,452	$	(1,366	)	664	$	23,763	$	(1,036	)
Other consumer:
Interest rate reduction	—	$	—	$	—		1	$	24	$	1
Amortization or maturity date change	4		20		—		4		63		2
Chapter 7 bankruptcy	3		23		(1	)	14		137		16
Total Other consumer	7	$	43	$	(1	)	19	$	224	$	19
Total new troubled debt restructurings	1,218	$	219,656	$	94		1,867	$	164,407	$	(1,562	)

(1) TDRs may include multiple concessions and the disclosure classifications are based on the primary concession provided to the borrower.

(2) Amounts represent the financial impact via provision for loan and lease losses as a result of the modification.

Any loan within any portfolio or class is considered as payment redefaulted at 90-days past due.

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The following tables present TDRs that have defaulted within one year of modification during the three-month periods ended March 31, 2014 and 2013:

	Troubled Debt Restructurings That Have  Redefaulted(1)
	Within One Year Of Modification During The Three Months Ended
	March 31, 2014				March 31, 2013
	Number of		Ending		Number of		Ending
(dollar amounts in thousands)	Contracts		Balance		Contracts		Balance
C&I—Owner occupied:
Interest rate reduction		—	$	—		—	$	—
Amortization or maturity date change		—		—		3		479
Other		1		230		3		484
Total C&I—Owner occupied		1	$	230		6	$	963
C&I—Other commercial and industrial:
Interest rate reduction		—	$	—		—	$	—
Amortization or maturity date change		4		324		6		42
Other		—		—		—		—
Total C&I—Other commercial and industrial		4	$	324		6	$	42
CRE—Retail Properties:
Interest rate reduction		—	$	—		—	$	—
Amortization or maturity date change		—		—		3		945
Other		—		—		—		—
Total CRE—Retail properties		—	$	—		3	$	945
CRE—Multi family:
Interest rate reduction		—	$	—		—	$	—
Amortization or maturity date change		—		—		—		—
Other		—		—		—		—
Total CRE—Multi family		—	$	—		—	$	—
CRE—Office:
Interest rate reduction		—	$	—		—	$	—
Amortization or maturity date change		—		—		—		—
Other		—		—		—		—
Total CRE—Office		—	$	—		—	$	—
CRE—Industrial and Warehouse:
Interest rate reduction		—	$	—		—	$	—
Amortization or maturity date change		—		—		—		—
Other		—		—		—		—
Total CRE—Industrial and Warehouse		—	$	—		—	$	—
CRE—Other commercial real estate:
Interest rate reduction		—	$	—		—	$	—
Amortization or maturity date change		1		561		—		—
Other		—		—		—		—
Total CRE—Other commercial real estate		1	$	561		—	$	—
Automobile:
Interest rate reduction		—	$	—		—	$	—
Amortization or maturity date change		19		104		13		97
Chapter 7 bankruptcy		13		70		67		315

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Other	—		—	—		—
Total Automobile	32	$	174	80	$	412
Residential mortgage:
Interest rate reduction	2	$	—	—	$	—
Amortization or maturity date change	29		3	22		2,758
Chapter 7 bankruptcy	15		2	17		1,864
Other	—		—	1		101
Total Residential mortgage	46	$	5	40	$	4,723
First-lien home equity:
Interest rate reduction	1	$	113	—	$	—
Amortization or maturity date change	4		615	—		—
Chapter 7 bankruptcy	3		201	4		731
Other	—		—	—		—
Total First-lien home equity	8	$	929	4	$	731
Junior-lien home equity:
Interest rate reduction	—	$	—	—	$	—
Amortization or maturity date change	6		330	—		—
Chapter 7 bankruptcy	16		570	14		409
Other	—		—	—		—
Total Junior-lien home equity	22	$	900	14	$	409
Other consumer:
Interest rate reduction	—	$	—	—	$	—
Amortization or maturity date change	—		—	—		—
Chapter 7 bankruptcy	—		—	1		2
Other	—		—	—		—
Total Other consumer	—	$	—	1	$	2
Total troubled debt restructurings with subsequent redefault	114	$	3,123	154	$	8,227

(1) Subsequent redefault is defined as a payment redefault within 12 months of the restructuring date. Payment redefault is defined as 90-days past due for any loan within any portfolio or class. Any loan may be considered to be in payment redefault prior to the guidelines noted above when collection of principal or interest is in doubt.

Pledged Loans and Leases

At March 31, 2014, the Bank has access to the Federal Reserve’s discount window and advances from the FHLB – Cincinnati. As of March 31, 2014, these borrowings and advances are secured by $20.4 billion of loans and securities.

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4. AVAILABLE-FOR-SALE AND OTHER SECURITIES

Listed below are the contractual maturities (under 1 year, 1-5 years, 6-10 years, and over 10 years) of available-for-sale and other securities at March 31, 2014 and December 31, 2013:

	March 31, 2014				December 31, 2013
(dollar amounts in thousands)	Amortized Cost		Fair Value		Amortized Cost		Fair Value
U.S. Treasury:
Under 1 year	$	50,278	$	50,471	$	50,793	$	51,086
1-5 years		506		516		507		516
6-10 years		—		—		—		—
Over 10 years		1		2		1		2
Total U.S. Treasury		50,785		50,989		51,301		51,604
Federal agencies: mortgage-backed securities:
Under 1 year		14,961		15,018		16,548		16,607
1-5 years		262,104		264,306		164,794		166,946
6-10 years		333,078		337,954		440,116		443,456
Over 10 years		3,948,814		3,948,601		2,940,986		2,939,212
Total Federal agencies: mortgage-backed securities		4,558,957		4,565,879		3,562,444		3,566,221
Other agencies:
Under 1 year		2,633		2,682		2,833		2,880
1-5 years		41,070		42,044		291,726		297,510
6-10 years		27,513		27,626		19,318		19,498
Over 10 years		62,101		62,248		—		—
Total other agencies		133,317		134,600		313,877		319,888
Total U.S. Government backed agencies		4,743,059		4,751,468		3,927,622		3,937,713
Municipal securities:
Under 1 year		224,398		222,746		191,788		190,762
1-5 years		182,603		186,351		206,719		211,916
6-10 years		612,741		621,873		556,873		554,772
Over 10 years		190,145		195,016		184,883		188,542
Total municipal securities		1,209,887		1,225,986		1,140,263		1,145,992
Private-label CMO:
Under 1 year		—		—		—		—
1-5 years		—		—		—		—
6-10 years		1,837		1,924		1,997		2,089
Over 10 years		47,568		45,603		49,241		47,015
Total private-label CMO		49,405		47,527		51,238		49,104
Asset-backed securities:
Under 1 year		5,323		5,322		—		—
1-5 years		345,512		347,760		434,825		438,156
6-10 years		84,864		83,950		260,354		260,880
Over 10 years		568,329		496,324		477,105		392,004
Total asset-backed securities		1,004,028		933,356		1,172,284		1,091,040
Covered bonds:
Under 1 year		—		—		—		—
1-5 years		—		—		280,595		285,874
6-10 years		—		—		—		—
Over 10 years		—		—		—		—
Total covered bonds		—		—		280,595		285,874
Corporate debt:
Under 1 year		902		909		903		916
1-5 years		266,068		277,104		283,079		292,989
6-10 years		179,652		174,407		161,398		152,608
Over 10 years		—		—		10,113		10,727
Total corporate debt		446,622		452,420		455,493		457,240

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Other:
Under 1 year		750		750		500		500
1-5 years		3,150		3,070		3,399		3,327
6-10 years		—		—		—		—
Over 10 years		—		—		—		—
Non-marketable equity securities		323,150		323,151		320,991		320,992
Marketable equity securities		16,561		17,062		16,522		16,971
Total other		343,611		344,033		341,412		341,790
Total available-for-sale and other securities	$	7,796,612	$	7,754,790	$	7,368,907	$	7,308,753

Other securities at March 31, 2014 and December 31, 2013 include $157.0 million and $ 165.6 million of stock issued by the FHLB of Cincinnati, and $166.1 million and $ 155.4 million, respectively, of Federal Reserve Bank stock. Nonmarketable equity securities are recorded at amortized cost. Other securities also include marketable equity securities.

The following tables provide amortized cost, fair value, and gross unrealized gains and losses recognized in OCI by investment category at March 31, 2014 and December 31, 2013:

			Unrealized
	Amortized		Gross		Gross			Fair
(dollar amounts in thousands)	Cost		Gains		Losses			Value
March 31, 2014
U.S. Treasury	$	50,785	$	204	$	—		$	50,989
Federal agencies:
Mortgage-backed securities		4,558,957		42,926		(36,004	)		4,565,879
Other agencies		133,317		1,389		(106	)		134,600
Total U.S. Government backed securities		4,743,059		44,519		(36,110	)		4,751,468
Municipal securities		1,209,887		25,767		(9,668	)		1,225,986
Private-label CMO		49,405		1,218		(3,096	)		47,527
Asset-backed securities		1,004,028		3,779		(74,451	)		933,356
Covered bonds		—		—		—			—
Corporate debt		446,622		11,716		(5,918	)		452,420
Other securities		343,611		551		(129	)		344,033
Total available-for-sale and other securities	$	7,796,612	$	87,550	$	(129,372	)	$	7,754,790
			Unrealized
(dollar amounts in thousands)	Amortized Cost		Gross Gains		Gross Losses			Fair Value
December 31, 2013
U.S. Treasury	$	51,301	$	303	$	—		$	51,604
Federal agencies:
Mortgage-backed securities		3,562,444		42,319		(38,542	)		3,566,221
Other agencies		313,877		6,105		(94	)		319,888
Total U.S. Government backed securities		3,927,622		48,727		(38,636	)		3,937,713
Municipal securities		1,140,263		18,825		(13,096	)		1,145,992
Private-label CMO		51,238		1,188		(3,322	)		49,104
Asset-backed securities		1,172,284		6,771		(88,015	)		1,091,040
Covered bonds		280,595		5,279		—			285,874
Corporate debt		455,493		11,241		(9,494	)		457,240
Other securities		341,412		511		(133	)		341,790
Total available-for-sale and other securities	$	7,368,907	$	92,542	$	(152,696	)	$	7,308,753

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At March 31, 2014, the carrying value of investment securities pledged to secure public and trust deposits, trading account liabilities, U.S. Treasury demand notes, and security repurchase agreements totaled $3.7 billion. There were no securities of a single issuer, which are not governmental or government-sponsored, that exceeded 10% of shareholders’ equity at March 31, 2014.

The following tables provide detail on investment securities with unrealized losses aggregated by investment category and the length of time the individual securities have been in a continuous loss position, at March 31, 2014 and December 31, 2013:

	Less than 12 Months					Over 12 Months					Total
	Fair		Unrealized			Fair		Unrealized			Fair		Unrealized
(dollar amounts in thousands)	Value		Losses			Value		Losses			Value		Losses
March 31, 2014
U.S. Treasury	$	—	$	—		$	—	$	—		$	—	$	—
Federal agencies:
Mortgage-backed securities		1,836,191		(32,057	)		52,032		(3,947	)		1,888,223		(36,004	)
Other agencies		13,268		(106	)		—		—			13,268		(106	)
Total U.S. Government backed securities		1,849,459		(32,163	)		52,032		(3,947	)		1,901,491		(36,110	)
Municipal securities		472,500		(8,802	)		15,409		(866	)		487,909		(9,668	)
Private-label CMO		—		—			22,832		(3,096	)		22,832		(3,096	)
Asset-backed securities		414,910		(7,699	)		109,969		(66,752	)		524,879		(74,451	)
Covered bonds		—		—			—		—			—		—
Corporate debt		113,744		(2,323	)		71,480		(3,595	)		185,224		(5,918	)
Other securities		1,420		(79	)		1,949		(50	)		3,369		(129	)
Total temporarily impaired securities	$	2,852,033	$	(51,066	)	$	273,671	$	(78,306	)	$	3,125,704	$	(129,372	)
	Less than 12 Months					Over 12 Months					Total
	Fair		Unrealized			Fair		Unrealized			Fair		Unrealized
(dollar amounts in thousands)	Value		Losses			Value		Losses			Value		Losses
December 31, 2013
U.S. Treasury	$	—	$	—		$	—	$	—		$	—	$	—
Federal agencies:
Mortgage-backed securities		1,628,454		(37,174	)		12,682		(1,368	)		1,641,136		(38,542	)
Other agencies		2,069		(94	)		—		—			2,069		(94	)
Total U.S. Government backed securities		1,630,523		(37,268	)		12,682		(1,368	)		1,643,205		(38,636	)
Municipal securities		551,114		(12,395	)		7,531		(701	)		558,645		(13,096	)
Private-label CMO		—		—			22,639		(3,322	)		22,639		(3,322	)
Asset-backed securities		391,665		(9,720	)		107,419		(78,295	)		499,084		(88,015	)
Covered bonds		—		—			—		—			—		—
Corporate debt		146,308		(7,729	)		26,155		(1,765	)		172,463		(9,494	)
Other securities		3,078		(72	)		2,530		(61	)		5,608		(133	)
Total temporarily impaired securities	$	2,722,688	$	(67,184	)	$	178,956	$	(85,512	)	$	2,901,644	$	(152,696	)

The following table is a summary of realized securities gains and losses for the three-month and periods ended March 31, 2014 and 2013:

	Three Months Ended
	March 31,
(dollar amounts in thousands)	2014			2013
Gross gains on sales of securities	$	16,990		$	199
Gross (losses) on sales of securities		(20	)		(12	)
Net gain on sales of securities	$	16,970		$	187

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Collateralized Debt Obligations and Private-Label CMO Securities

Our highest risk segments of our investment portfolio are the CDO and 2003-2006 vintage private-label CMO portfolios. Of the $47.5 million of the private-label CMO securities reported at fair value at March 31, 2014, approximately $20.5 million are rated below investment grade. The CDOs are in the asset-backed securities portfolio. These segments are in run off, and we have not purchased these types of securities since 2008. The performance of the underlying securities in each of these segments reflects the deterioration of CDO issuers and 2003-2006 non-agency mortgages. Each of these securities in these two segments is subjected to a rigorous review of its projected cash flows. These reviews are supported with analysis from independent third parties.

The fair values of the private label CMO and CDO assets have been impacted by various market conditions. The unrealized losses were primarily the result of wider liquidity spreads on asset-backed securities and increased market volatility on non-agency mortgage and asset-backed securities that are collateralized by certain mortgage loans. In addition, the expected average lives of the asset-backed securities backed by trust-preferred securities have been extended, due to changes in the expectations of when the underlying securities would be repaid. The contractual terms and / or cash flows of the investments do not permit the issuer to settle the securities at a price less than the amortized cost. Huntington does not intend to sell, nor does it believe it will be required to sell these securities until the fair value is recovered, which may be maturity and; therefore, does not consider them to be other-than-temporarily impaired at March 31, 2014.

The following table summarizes the relevant characteristics of our CDO securities portfolio, which are included in asset-backed securities, at March 31, 2014. Each security is part of a pool of issuers and supports a more senior tranche of securities except for the I-Pre TSL II, and MM Comm III securities which are the most senior class.

Collateralized Debt Obligation Data

March 31, 2014

(dollar amounts in thousands) Actual

												Actual Deferrals			Expected
												and			Defaults
											# of Issuers	Defaults			as a % of
										Lowest	Currently	as a % of			Remaining
			Amortized		Fair		Unrealized			Credit	Performing/	Original			Performing			Excess
Deal Name	Par Value		Cost		Value		Loss (2)			Rating(3)	Remaining(4)	Collateral			Collateral			Subordination(5)
Alesco II (1)	$	41,646	$	29,432	$	14,847	$	(14,585	)	C	29/33		10	%		9	%		—	%
ICONS		20,000		20,000		15,876		(4,124	)	BB	20/21		3			14			51
I-Pre TSL II		12,321		12,291		11,626		(665	)	A	20/22		5			10			85
MM Comm III		5,669		5,417		4,416		(1,001	)	BB	5/9		5			9			31
Pre TSL IX (1)		5,000		3,955		2,318		(1,637	)	C	30/42		19			10			5
Pre TSL XI (1)		25,000		20,982		10,685		(10,297	)	C	43/60		25			12			2
Pre TSL XIII (1)		27,813		20,916		12,622		(8,294	)	C	44/61		26			20			4
Reg Diversified (1)		25,500		6,908		913		(5,995	)	D	23/41		38			10			—
Soloso (1)		12,500		2,440		257		(2,183	)	C	38/61		28			20			—
Tropic III		31,000		31,000		13,563		(17,437	)	CCC+	26/40		24			11			37
Total at March 31, 2014	$	206,449	$	153,341	$	87,123	$	(66,218	)
Total at December 31, 2013	$	214,419	$	161,730	$	84,136	$	(77,594	)

(1) Security was determined to have OTTI. As such, the book value is net of recorded credit impairment.

(2) The majority of securities have been in a continuous loss position for 12 months or longer.

(3) For purposes of comparability, the lowest credit rating expressed is equivalent to Fitch ratings even where the lowest rating is based on another nationally recognized credit rating agency.

(4) Includes both banks and/or insurance companies.

(5) Excess subordination percentage represents the additional defaults in excess of both current and projected defaults that the CDO can absorb before the bond experiences credit impairment. Excess subordinated percentage is calculated by (a) determining what percentage of defaults a deal can experience before the bond has credit impairment, and (b) subtracting from this default breakage percentage both total current and expected future default percentages.

Security Impairment

Huntington evaluated OTTI on the debt security types listed below.

Alt-A mortgage-backed and private-label CMO securities are collateralized by first-lien residential mortgage loans. The securities are valued by a third party pricing specialist using a discounted cash flow approach and proprietary pricing model. The model uses inputs such as estimated prepayment speeds, losses, recoveries, default rates that are implied by the underlying performance of collateral in the structure or similar structures, discount rates that are implied by market prices for similar securities, collateral structure types, and house price depreciation / appreciation rates that are based upon macroeconomic forecasts.

82

Collateralized Debt Obligations are backed by a pool of debt securities issued by financial institutions. The collateral generally consists of trust-preferred securities and subordinated debt securities issued by banks, bank holding companies, and insurance companies. A full cash flow analysis is used to estimate fair values and assess impairment for each security within this portfolio. A third party pricing specialist with direct industry experience in pooled-trust-preferred security evaluations is engaged to provide assistance estimating the fair value and expected cash flows on this portfolio. The full cash flow analysis is completed by evaluating the relevant credit and structural aspects of each pooled-trust-preferred security in the portfolio, including collateral performance projections for each piece of collateral in the security and terms of the security’s structure. The credit review includes an analysis of profitability, credit quality, operating efficiency, leverage, and liquidity using available financial and regulatory information for each underlying collateral issuer. The analysis also includes a review of historical industry default data, current/near term operating conditions, and the impact of macroeconomic and regulatory changes. Using the results of our analysis, we estimate appropriate default and recovery probabilities for each piece of collateral then estimate the expected cash flows for each security. The cumulative probability of default ranges from a low of 2.4% to 100%.

Many collateral issuers have the option of deferring interest payments on their debt for up to five years. For issuers who are deferring interest, assumptions are made regarding the issuers ability to resume interest payments and make the required principal payment at maturity; the cumulative probability of default for these issuers currently ranges from 31% to 100%, and a 10% recovery assumption. The fair value of each security is obtained by discounting the expected cash flows at a market discount rate, ranging from LIBOR plus 3.3% to LIBOR plus 13.5% as of March 31, 2014. The market discount rate is determined by reference to yields observed in the market for similarly rated collateralized debt obligations, specifically high-yield collateralized loan obligations. The relatively high market discount rate is reflective of the uncertainty of the cash flows and illiquid nature of these securities. The large differential between the fair value and amortized cost of some of the securities reflects the high market discount rate and the expectation that the majority of the cash flows will not be received until near the final maturity of the security (the final maturities range from 2032 to 2035).

On December 10, 2013, the Federal Reserve, the OCC, the FDIC, the CFTC and the SEC issued final rules to implement the Volcker Rule contained in section 619 of the Dodd-Frank Act, generally to become effective on July 21, 2015. The Volcker Rule prohibits an insured depository institution and its affiliates (referred to as “banking entities”) from: (i) engaging in “proprietary trading” and (ii) investing in or sponsoring certain types of funds (“covered funds”) subject to certain limited exceptions. These prohibitions impact the ability of U.S. banking entities to provide investment management products and services that are competitive with nonbanking firms generally and with non-U.S. banking organizations in overseas markets. The rule also effectively prohibits short-term trading strategies by any U.S. banking entity if those strategies involve instruments other than those specifically permitted for trading.

On January 14, 2014, the five federal agencies approved an interim final rule to permit banking entities to retain interests in certain collateralized debt obligations backed primarily by trust preferred securities from the investment prohibitions of section 619 of the Volcker Rule. Under the interim final rule, the agencies permit the retention of an interest in or sponsorship of covered funds by banking entities if certain qualifications are met. In addition, the agencies released a non-exclusive list of issuers that meet the requirements of the interim final rule. At March 31, 2014, we had investments in ten different pools of trust preferred securities. Eight of our pools are included in the list of non-exclusive issuers. We have analyzed the ICONS and I-Pre TSL II pools that were not included on the list and believe that it is more likely than not that we would not be required to sell and will be able to hold these securities to recovery under the final Volcker Rule regulations.

For the three-month periods ended March 31, 2014 and 2013, the following table summarizes by security type the total OTTI losses recognized in the Unaudited Condensed Consolidated Statements of Income for securities evaluated for impairment as described above.

	Three Months Ended
	March 31,
(dollar amounts in thousands)	2014		2013
Available-for-sale and other securities:
Alt-A Mortgage-backed	$	—	$	—
Pooled-trust-preferred		—		(360	)
Private label CMO		—		(336	)
Total debt securities		—		(696	)
Equity securities		—		—
Total available-for-sale and other securities	$	—	$	(696	)

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The following table rolls forward the OTTI recognized in earnings on debt securities held by Huntington for the three-month periods ended March 31, 2014 and 2013 as follows:

	Three Months Ended
	March 31,
(dollar amounts in thousands)	2014		2013
Balance, beginning of period	$	30,869	$	49,433
Reductions from sales/maturities		—		—
Credit losses not previously recognized		—		—
Additional credit losses		—		696
Balance, end of period	$	30,869	$	50,129

As of March 31, 2014, Management has evaluated all other investment securities with unrealized losses and all non-marketable securities for impairment and concluded no additional OTTI is required.

5. HELD-TO-MATURITY SECURITIES

These are debt securities that Huntington has the intent and ability to hold until maturity. The debt securities are carried at amortized cost and adjusted for amortization of premiums and accretion of discounts using the interest method.

Listed below are the contractual maturities (under 1 year, 1-5 years, 6-10 years, and over 10 years) of held-to-maturity securities at March 31, 2014 and December 31, 2013:

	March 31, 2014				December 31, 2013
(dollar amounts in thousands)	Amortized Cost		Fair Value		Amortized Cost		Fair Value
Federal agencies: mortgage-backed securities:
Under 1 year	$	—	$	—	$	—	$	—
1-5 years		—		—		—		—
6-10 years		24,901		23,222		24,901		22,549
Over 10 years		3,478,163		3,450,923		3,574,156		3,506,018
Total Federal agencies: mortgage-backed securities		3,503,064		3,474,145		3,599,057		3,528,567
Other agencies:
Under 1 year		—		—		—		—
1-5 years		—		—		—		—
6-10 years		57,431		57,652		38,588		39,075
Over 10 years		165,424		161,433		189,999		185,097
Total other agencies		222,855		219,085		228,587		224,172
Total U.S. Government backed agencies		3,725,919		3,693,230		3,827,644		3,752,739
Municipal securities:
Under 1 year		—		—		—		—
1-5 years		—		—		—		—
6-10 years		—		—		—		—
Over 10 years		8,804		8,266		9,023		8,159
Total municipal securities		8,804		8,266		9,023		8,159
Total held-to-maturity securities	$	3,734,723	$	3,701,496	$	3,836,667	$	3,760,898

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The following table provides amortized cost, gross unrealized gains and losses, and fair value by investment category at March 31, 2014 and December 31, 2013:

			Unrealized
(dollar amounts in thousands)	Amortized Cost		Gross Gains		Gross Losses			Fair Value
March 31, 2014
Federal Agencies:
Mortgage-backed securities	$	3,503,064	$	13,868	$	(42,787	)	$	3,474,145
Other agencies		222,855		654		(4,424	)		219,085
Total U.S. Government backed securities		3,725,919		14,522		(47,211	)		3,693,230
Municipal securities		8,804		—		(538	)		8,266
Total held-to-maturity securities	$	3,734,723	$	14,522	$	(47,749	)	$	3,701,496
			Unrealized
(dollar amounts in thousands)	Amortized Cost		Gross Gains		Gross Losses			Fair Value
December 31, 2013
Federal Agencies:
Mortgage-backed securities	$	3,599,057	$	5,573	$	(76,063	)	$	3,528,567
Other agencies		228,587		776		(5,191	)		224,172
Total U.S. Government backed securities		3,827,644		6,349		(81,254	)		3,752,739
Municipal securities		9,023		—		(864	)		8,159
Total held-to-maturity securities	$	3,836,667	$	6,349	$	(82,118	)	$	3,760,898

	Less than 12 Months					Over 12 Months					Total
(dollar amounts in thousands )	Fair Value		Unrealized Losses			Fair Value		Unrealized Losses			Fair Value		Unrealized Losses
March 31, 2014
Federal Agencies:
Mortgage-backed securities	$	2,442,257		$(41,107)			$23,222		$(1,680)			$2,465,479		$(42,787)
Other agencies		160,958		(4,424	)		—		—			160,958		(4,424	)
Total U.S. Government backed securities		2,603,215		(45,531	)		23,222		(1,680	)		2,626,437		(47,211	)
Municipal securities		8,266		(538	)		—		—			8,266		(538	)
Total temporarily impaired securities	$	2,611,481	$	(46,069	)	$	23,222	$	(1,680	)	$	2,634,703	$	(47,749	)
	Less than 12 Months					Over 12 Months					Total
(dollar amounts in thousands )	Fair Value		Unrealized Losses			Fair Value		Unrealized Losses			Fair Value		Unrealized Losses
December 31, 2013
Federal Agencies:
Mortgage-backed securities	$	2,849,198	$	(73,711	)	$	22,548	$	(2,352	)	$	2,871,746	$	(76,063	)
Other agencies		144,417		(5,191	)		—		—			144,417		(5,191	)
Total U.S. Government backed securities		2,993,615		(78,902	)		22,548		(2,352	)		3,016,163		(81,254	)
Municipal securities		8,159		(864	)		—		—			8,159		(864	)
Total temporarily impaired securities	$	3,001,774	$	(79,766	)	$	22,548	$	(2,352	)	$	3,024,322	$	(82,118	)

Security Impairment

Huntington evaluates the held-to-maturity securities portfolio on a quarterly basis for impairment. Impairment would exist when the present value of the expected cash flows is not sufficient to recover the entire amortized cost basis at the balance sheet date. Under these circumstances, any impairment would be recognized in earnings. As of March 31, 2014, Management has evaluated held-to-maturity securities with unrealized losses for impairment and concluded no OTTI is required.

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6. LOAN SALES AND SECURITIZATIONS

Residential Mortgage Loans

The following table summarizes activity relating to residential mortgage loans sold with servicing retained for the three-month periods ended March 31, 2014 and 2013:

	Three Months Ended March 31,
(dollar amounts in thousands)	2014		2013
Residential mortgage loans sold with servicing retained	$	481,837	$	836,134
Pretax gains resulting from above loan sales (1)		12,076		35,569

(1) Recorded in mortgage banking income.

A MSR is established only when the servicing is contractually separated from the underlying mortgage loans by sale or securitization of the loans with servicing rights retained. At initial recognition, the MSR asset is established at its fair value using assumptions consistent with assumptions used to estimate the fair value of existing MSRs. At the time of initial capitalization, MSRs may be recorded using either the fair value method or the amortization method. The election of the fair value method or amortization method is made at the time each servicing class is established. Subsequently, servicing rights are accounted for based on the methodology chosen for each respective servicing class. Any increase or decrease in the fair value of MSRs carried under the fair value method, as well as amortization or impairment of MSRs recorded using the amortization method, during the period is recorded as an increase or decrease in mortgage banking income, which is reflected in noninterest income in the Unaudited Condensed Consolidated Statements of Income.

The following tables summarize the changes in MSRs recorded using either the fair value method or the amortization method for the three-month periods ended March 31, 2014 and 2013:

Fair Value Method:	Three Months Ended March 31,
(dollar amounts in thousands)	2014			2013
Fair value, beginning of period	$	34,236		$	35,202
Change in fair value during the period due to:
Time decay (1)		(725	)		(609	)
Payoffs (2)		(1,915	)		(3,157	)
Changes in valuation inputs or assumptions (3)		(968	)		4,146
Fair value, end of period:	$	30,628		$	35,582
Weighted-average life (years)		4.1			3.6

(1) Represents decrease in value due to passage of time, including the impact from both regularly scheduled loan principal payments and partial loan paydowns.

(2) Represents decrease in value associated with loans that paid off during the period.

(3) Represents change in value resulting primarily from market-driven changes in interest rates and prepayment speeds.

Amortization Method:	Three Months Ended March 31,
(dollar amounts in thousands)	2014			2013
Carrying value, beginning of period	$	128,064		$	85,545
New servicing assets created		5,053			9,286
Servicing assets acquired		3,505			—
Impairment (charge) / recovery		(629	)		13,651
Amortization and other		(3,342	)		(4,137	)
Carrying value, end of period	$	132,651		$	104,345
Fair value, end of period	$	144,694		$	104,512
Weighted-average life (years)		6.5			4.6

86

MSRs do not trade in an active, open market with readily observable prices. While sales of MSRs occur, the precise terms and conditions are typically not readily available. Therefore, the fair value of MSRs is estimated using a discounted future cash flow model. The model considers portfolio characteristics, contractually specified servicing fees and assumptions related to prepayments, delinquency rates, late charges, other ancillary revenues, costs to service, and other economic factors. Changes in the assumptions used may have a significant impact on the valuation of MSRs.

MSR values are very sensitive to movements in interest rates as expected future net servicing income depends on the projected outstanding principal balances of the underlying loans, which can be greatly impacted by the level of prepayments. Huntington hedges the value of certain MSRs against changes in value attributable to changes in interest rates using a combination of derivative instruments and trading securities.

For MSRs under the fair value method, a summary of key assumptions and the sensitivity of the MSR value at March 31, 2014 and December 31, 2013, to changes in these assumptions follows:

	March 31, 2014									December 31, 2013
				Decline in fair value due to									Decline in fair value due to
(dollar amounts in thousands)	Actual			10% adverse change			20% adverse change			Actual			10% adverse change			20% adverse change
Constant prepayment rate (annualized)		12.60	%	$	(1,804	)	$	(3,699	)		11.90	%	$	(1,935	)	$	(3,816	)
Spread over forward interest rate swap rates		1,081 bps			(1,200	)		(2,400	)		1,069 bps			(1,376	)		(2,753	)

For MSRs under the amortization method, a summary of key assumptions and the sensitivity of the MSR value at March 31, 2014 and December 31, 2013, to changes in these assumptions follows:

	March 31, 2014									December 31, 2013
				Decline in fair value due to									Decline in fair value due to
(dollar amounts in thousands)	Actual			10% adverse change			20% adverse change			Actual			10% adverse change			20% adverse change
Constant prepayment rate (annualized)		7.20	%	$	(6,672	)	$	(13,599	)		6.70	%	$	(6,813	)	$	(12,977	)
Spread over forward interest rate swap rates		959 bps			(6,029	)		(12,058	)		940 bps			(6,027	)		(12,054	)

Total servicing fees included in mortgage banking income amounted to $10.9 million and $11.2 million for the three-month periods ended March 31, 2014 and 2013, respectively. The unpaid principal balance of residential mortgage loans serviced for third parties was $15.6 billion and $15.2 billion at March 31, 2014 and December 31, 2013, respectively.

Automobile Loans and Leases

Huntington has retained servicing responsibilities on sold automobile loans and receives annual servicing fees and other ancillary fees on the outstanding loan balances. Automobile loan servicing rights are accounted for using the amortization method. A servicing asset is established at fair value at the time of the sale. The servicing asset is then amortized against servicing income. Impairment, if any, is recognized when carrying value exceeds the fair value as determined by calculating the present value of expected net future cash flows. The primary risk characteristic for measuring servicing assets is payoff rates of the underlying loan pools. Valuation calculations rely on the predicted payoff assumption and, if actual payoff is quicker than expected, then future value would be impaired.

Changes in the carrying value of automobile loan servicing rights for the three-month periods ended March 31, 2014 and 2013, and the fair value at the end of each period were as follows:

87

	Three Months Ended March 31,
(dollar amounts in thousands)	2014			2013
Carrying value, beginning of period	$	17,672		$	35,606
New servicing assets created		—			—
Amortization and other		(3,315	)		(5,170	)
Carrying value, end of period	$	14,357		$	30,436
Fair value, end of period	$	14,357		$	30,823
Weighted-average life (years)		3.2			4.1

A summary of key assumptions and the sensitivity of the automobile loan servicing rights value to changes in these assumptions at March 31, 2014 and December 31, 2013 follows:

	March 31, 2014									December 31, 2013
				Decline in fair value due to									Decline in fair value due to
(dollar amounts in thousands)	Actual			10% adverse change			20% adverse change			Actual			10% adverse change			20% adverse change
Constant prepayment rate (annualized)		14.64	%	$	(414	)	$	(895	)		14.65	%	$	(584	)	$	(1,183	)
Spread over forward interest rate swap rates		500 bps			(5	)		(10	)		500 bps			(7	)		(15	)

Servicing income, net of amortization of capitalized servicing assets and impairment, amounted to $2.1 million and $2.7 million for the three-month periods ending March 31, 2014, and 2013, respectively. The unpaid principal balance of automobile loans serviced for third parties was $1.4 billion and $1.6 billion at March 31, 2014 and December 31, 2013, respectively.

Small Business Association (SBA) Portfolio

The following table summarizes activity relating to SBA loans sold with servicing retained for the three-month periods ended March 31, 2014 and 2013:

	Three Months Ended March 31,
(dollar amounts in thousands)	2014		2013
SBA loans sold with servicing retained	$	40,871	$	26,908
Pretax gains resulting from above loan sales (1)		4,375		3,076

(1) Recorded in mortgage banking income.

Huntington has retained servicing responsibilities on sold SBA loans and receives annual servicing fees on the outstanding loan balances. SBA loan servicing rights are accounted for using the amortization method. A servicing asset is established at fair value at the time of the sale using a discounted future cash flow model. The servicing asset is then amortized against servicing income. Impairment, if any, is recognized when carrying value exceeds the fair value as determined by calculating the present value of expected net future cash flows.

88

The following tables summarize the changes in the carrying value of the servicing asset for the three-month periods ended March 31, 2014 and 2013, and the fair value at the end of each period were as follows:

	Three Months Ended March 31,
(dollar amounts in thousands)	2014			2013
Carrying value, beginning of period	$	16,865		$	15,147
New servicing assets created		1,335			883
Amortization and other		(1,172	)		(1,136	)
Carrying value, end of period	$	17,028		$	14,894
Fair value, end of period	$	17,028		$	14,894
Weighted-average life (years)		3.5			3.5

A summary of key assumptions and the sensitivity of the SBA loan servicing rights value to changes in these assumptions at March 31, 2014 and December 31, 2013 follows:

	March 31, 2014									December 31, 2013
				Decline in fair value due to									Decline in fair value due to
(dollar amounts in thousands)	Actual			10% adverse change			20% adverse change			Actual			10% adverse change			20% adverse change
Constant prepayment rate (annualized)		5.80	%	$	(189	)	$	(375	)		5.90	%	$	(221	)	$	(438	)
Discount rate		15 bps			(488	)		(955	)		1,500 bps			(446	)		(873	)

Servicing income, net of amortization of capitalized servicing assets, amounted to $1.7 million and $1.5 million for the three-month periods ending March 31, 2014, and 2013, respectively. The unpaid principal balance of SBA loans serviced for third parties was $969.2 million and $885.4 million at March 31, 2014 and December 31, 2013, respectively.

7. GOODWILL AND OTHER INTANGIBLE ASSETS

Business segments are based on segment leadership structure, which reflects how segment performance is monitored and assessed. During the 2014 first quarter, we realigned our business segments to drive our ongoing growth and leverage the knowledge of our highly experienced team. We now have five major business segments: Retail and Business Banking, Commercial Banking, Automobile Finance and Commercial Real Estate (AFCRE), Regional Banking and The Huntington Private Client Group (RBHPCG), and Home Lending. A Treasury / Other function includes our insurance brokerage business, along with technology and operations, other unallocated assets, liabilities, revenue, and expense. All periods presented have been reclassified to conform to the current period classification. Amounts relating to the realignment are disclosed in the table below.

A rollforward of goodwill by business segment for the first three-month period of 2014 is presented in the table below:

(dollar amounts in thousands)	Retail & Business Banking		Commercial Banking		AFCRE		RBHPCG			Home Lending			Treasury/ Other		Huntington Consolidated
Balance, beginning of period	$	286,824	$	16,169	$	—	$	98,951		$	—		$	42,324	$	444,268
Goodwill acquired during the period		64,180		—		—		—			—			—		64,180
Adjustments		—		5,939		—		(8,939	)		3,000			—		—
Impairment		—		—		—		—			(3,000	)		—		(3,000	)
Balance, end of period	$	351,004	$	22,108	$	—	$	90,012		$	—		$	42,324	$	505,448

Goodwill acquired during the period was the result of the Camco Financial acquisition, which was completed on March 1, 2014. For additional information, see Business Combinations footnote.

89

Goodwill is not amortized but is evaluated for impairment on an annual basis at October 1 of each year or whenever events or changes in circumstances indicate the carrying value may not be recoverable. As a result of the reorganization in our reported business segments, goodwill was reallocated among the business segments. Immediately following the reallocation, impairment of $3.0 million was recorded in the Home Lending reporting segment.

At March 31, 2014 and December 31, 2013, Huntington’s other intangible assets consisted of the following:

(dollar amounts in thousands)	Gross Carrying Amount		Accumulated Amortization			Net Carrying Value
March 31, 2014
Core deposit intangible	$	387,105	$	(342,981	)	$	44,124
Customer relationship		106,974		(60,534	)		46,440
Other		25,164		(24,971	)		193
Total other intangible assets	$	519,243	$	(428,486	)	$	90,757
December 31, 2013
Core deposit intangible	$	380,249	$	(335,552	)	$	44,697
Customer relationship		106,974		(58,675	)		48,299
Other		25,164		(24,967	)		197
Total other intangible assets	$	512,387	$	(419,194	)	$	93,193

The estimated amortization expense of other intangible assets for the remainder of 2014 and the next five years is as follows:

(dollar amounts in thousands)	Amortization Expense
2014	$	28,458
2015		21,693
2016		8,354
2017		7,747
2018		6,752
2019		6,205

8. OTHER LONG-TERM DEBT

In February 2014, the Bank issued $500.0 million of senior notes at 99.842% of face value. The senior bank note issuances mature on April 1, 2019 and have a fixed coupon rate of 2.20%. The senior note issuance may be redeemed one month prior to the maturity date at 100% of principal plus accrued and unpaid interest.

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9. OTHER COMPREHENSIVE INCOME

The components of other comprehensive income for the three-month periods ended March 31, 2014 and 2013, were as follows:

	Three Months Ended March 31, 2014
	Tax (Expense)
(dollar amounts in thousands)	Pretax			Benefit			After-tax
Noncredit-related impairment recoveries (losses) on debt securities not expected to be sold	$	7,408		$	(2,619	)	$	4,789
Unrealized holding gains (losses) on available-for-sale debt securities arising during the period		26,245			(9,332	)		16,913
Less: Reclassification adjustment for net losses (gains) included in net income		(15,375	)		5,381			(9,994	)
Net change in unrealized holding gains (losses) on available-for-sale debt securities		18,278			(6,570	)		11,708
Net change in unrealized holding gains (losses) on available-for-sale equity securities		53			(19	)		34
Unrealized gains (losses) on derivatives used in cash flow hedging relationships arising during the period		2,805			(982	)		1,823
Less: Reclassification adjustment for net (gains) losses included in net income		(2,892	)		1,012			(1,880	)
Net change in unrealized gains (losses) on derivatives used in cash flow hedging relationships		(87	)		30			(57	)
Unrealized gains (losses) for pension and other post-retirement obligations		888			(311	)		577
Total other comprehensive income (loss)	$	19,132		$	(6,870	)	$	12,262
	Three Months Ended March 31, 2013
	Tax (Expense)
(dollar amounts in thousands)	Pretax			Benefit			After-tax
Noncredit-related impairment recoveries (losses) on debt securities not expected to be sold	$	5,894			(2,063	)		3,831
Unrealized holding gains (losses) on available-for-sale debt securities arising during the period		(8,847	)		3,062			(5,785	)
Less: Reclassification adjustment for net losses (gains) included in net income		454			(159	)		295
Net change in unrealized holding gains (losses) on available-for-sale debt securities		(2,499	)		840			(1,659	)
Net change in unrealized holding gains (losses) on available-for-sale equity securities		220			(77	)		143
Unrealized gains (losses) on derivatives used in cash flow hedging relationships arising during the period		(15,929	)		5,575			(10,354	)
Less: Reclassification adjustment for net (gains) losses included in net income		(4,026	)		1,410			(2,616	)
Net change in unrealized gains (losses) on derivatives used in cash flow hedging relationships		(19,955	)		6,985			(12,970	)
Amortization of net actuarial loss and prior service cost included in net income		8,227			(2,879	)		5,348
Total other comprehensive income	$	(14,007	)	$	4,869		$	(9,138	)

The following table presents activity in accumulated other comprehensive income (loss), net of tax, for the three-month periods ended March 31, 2014 and 2013:

91

(dollar amounts in thousands)	Unrealized gains and (losses) on debt securities (1)			Unrealized gains and (losses) on equity securities		Unrealized gains and (losses) on cash flow hedging derivatives			Unrealized gains (losses) for pension and other post- retirement obligations			Total
Balance, December 31, 2012	$	38,304		$	194	$	47,084		$	(236,399	)	$	(150,817	)
Other comprehensive income before reclassifications		(1,954	)		143		(10,354	)		—			(12,165	)
Amounts reclassified from accumulated OCI		295			—		(2,616	)		5,348			3,027
Period change		(1,659	)		143		(12,970	)		5,348			(9,138	)
Balance, March 31, 2013	$	36,645		$	337	$	34,114		$	(231,051	)	$	(159,955	)
Balance, December 31, 2013	$	(39,234	)	$	292	$	(18,844	)	$	(156,223	)	$	(214,009	)
Other comprehensive income before reclassifications		21,702			34		1,823			—			23,559
Amounts reclassified from accumulated OCI to earnings		(9,994	)		—		(1,880	)		577			(11,297	)
Period change		11,708			34		(57	)		577			12,262
Balance, March 31, 2014	$	(27,526	)	$	326	$	(18,901	)	$	(155,646	)	$	(201,747	)

(1) Amounts at March 31, 2014 and December 31, 2013 include $0.3 and $0.2 million, respectively, of net unrealized losses on securities transferred from the available-for-sale securities portfolio to the held-to-maturity securities portfolio. Any unrealized gains (losses) will be recognized in earnings over the remaining life of the security using the effective interest method.

The following table presents the reclassification adjustments out of accumulated OCI included in net income and the impacted line items as listed on the Unaudited Condensed Consolidated Statements of Income for the three-month periods ended March 31, 2014 and 2013:

92

Reclassifications out of accumulated OCI
Accumulated OCI components	Amounts reclassified from accumulated OCI						Location of net gain (loss) reclassified from accumulated OCI into earnings
(dollar amounts in thousands)	Three Months Ended March 31, 2014			Three Months Ended March 31, 2013
Gains (losses) on debt securities:
Amortization of unrealized gains (losses)	$	175		$	55		Interest income - held-to-maturity securities - taxable
Realized gain (loss) on sale of securities		15,200			187		Noninterest income - net gains (losses) on sale of securities
OTTI recorded		—			(696	)	Noninterest income - net gains (losses) on sale of securities
		15,375			(454	)	Total before tax
		(5,381	)		159		Tax (expense) benefit
	$	9,994		$	(295	)	Net of tax
Gains (losses) on cash flow hedging relationships:
Interest rate contracts	$	2,892		$	3,916		Interest income - loans and leases
Interest rate contracts		—			110		Noninterest income - other income
		2,892			4,026		Total before tax
		(1,012	)		(1,410	)	Tax (expense) benefit
	$	1,880		$	2,616		Net of tax
Amortization of defined benefit pension and post-retirement items:
Actuarial gains (losses)	$	(888	)	$	(9,954	)	Noninterest expense - personnel costs
Prior service costs		—			1,727		Noninterest expense - personnel costs
Curtailment		—			—		Noninterest expense - personnel costs
		(888	)		(8,227	)	Total before tax
		311			2,879		Tax (expense) benefit
	$	(577	)	$	(5,348	)	Net of tax

10. SHAREHOLDERS’ EQUITY

Share Repurchase Program

On March 26, 2014, Huntington announced that the Federal Reserve did not object to Huntington’s proposed capital actions included in Huntington’s capital plan submitted to the Federal Reserve in January 2014. These actions included a potential repurchase of up to $250 million of common stock through the first quarter of 2015. The new repurchase authorization represents a $23 million, or 10%, increase from the recently completed common stock repurchase authorization. Purchases of common stock may include open market purchases, privately negotiated transactions, and accelerated repurchase programs. Huntington’s board of directors authorized a share repurchase program consistent with Huntington’s capital plan.

During the three-month periods ended March 31, 2014, and 2013 Huntington repurchased a total of 14.6 and 4.7 million shares of common stock, at a weighted average share price of $9.32 and $7.07, respectively.

Other Share Activity

On March 1, 2014, Huntington issued approximately 8.7 million shares pursuant to the acquisition of Camco Financial.

During the three-month period ended March 31, 2014, Huntington sold approximately 0.3 million shares to the HIP, due to the blackout period associated with the Camco Financial acquisition.

11. EARNINGS PER SHARE

Basic earnings per share is the amount of earnings (adjusted for dividends declared on preferred stock) available to each share of common stock outstanding during the reporting period. Diluted earnings per share is the amount of earnings available to each share of

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common stock outstanding during the reporting period adjusted to include the effect of potentially dilutive common shares. Potentially dilutive common shares include incremental shares issued for stock options, restricted stock units and awards, distributions from deferred compensation plans, and the conversion of the Company’s convertible preferred. Potentially dilutive common shares are excluded from the computation of diluted earnings per share in periods in which the effect would be antidilutive. For diluted earnings per share, net income available to common shares can be affected by the conversion of the Company’s convertible preferred stock. Where the effect of this conversion would be dilutive, net income available to common shareholders is adjusted by the associated preferred dividends and deemed dividend. The calculation of basic and diluted earnings per share for each of the three-month periods ended March 31, 2014 and 2013, was as follows:

	Three Months Ended
	March 31,
(dollar amounts in thousands, except per share amounts)	2014			2013
Basic earnings per common share:
Net income	$	149,143		$	153,274
Preferred stock dividends		(7,964	)		(7,970	)
Net income available to common shareholders	$	141,179		$	145,304
Average common shares issued and outstanding		829,659			841,103
Basic earnings per common share	$	0.17		$	0.17
Diluted earnings per common share:
Net income available to common shareholders	$	141,179		$	145,304
Effect of assumed preferred stock conversion		—			—
Net income applicable to diluted earnings per share	$	141,179		$	145,304
Average common shares issued and outstanding		829,659			841,103
Dilutive potential common shares:
Stock options and restricted stock units and awards		11,456			6,281
Shares held in deferred compensation plans		1,256			1,324
Other		306			—
Dilutive potential common shares:		13,018			7,605
Total diluted average common shares issued and outstanding		842,677			848,708
Diluted earnings per common share	$	0.17		$	0.17

For the three-month periods ended March 31, 2014 and 2013, approximately 2.2 million and 10.6 million, respectively, of options to purchase shares of common stock were not included in the computation of diluted earnings per share because the effect would be antidilutive.

12. SHARE-BASED COMPENSATION

Huntington sponsors nonqualified and incentive share based compensation plans. These plans provide for the granting of stock options and other awards to officers, directors, and other employees. Compensation costs are included in personnel costs on the Unaudited Condensed Consolidated Statements of Income. Stock options are granted at the closing market price on the date of the grant. Options granted typically vest ratably over four years or when other conditions are met. Stock options, which represented a portion of our grant values, have no intrinsic value until the stock price increases. Options granted prior to May 2004 have a term of ten years. All options granted after May 2004 have a term of seven years.

In 2012, shareholders approved the Huntington Bancshares Incorporated 2012 Long-Term Incentive Plan (the Plan) which authorized 51.0 million shares for future grants. The Plan is the only active plan under which Huntington is currently granting share based options and awards. At March 31, 2014, 23.7 million shares from the Plan were available for future grants. Huntington issues shares to fulfill stock option exercises and restricted stock unit and award vesting from available authorized common shares. At March 31, 2014, the Company believes there are adequate authorized common shares to satisfy anticipated stock option exercises and restricted stock unit and award vesting in 2014.

Huntington uses the Black-Scholes option pricing model to value options in determining our share-based compensation expense. Forfeitures are estimated at the date of grant based on historical rates, and updated as necessary, and reduce the compensation expense recognized. The risk-free interest rate is based on the U.S. Treasury yield curve in effect at the date of grant. The expected dividend yield is based on the dividend rate and stock price at the date of the grant. Expected volatility is based on the estimated volatility of Huntington’s stock over the expected term of the option.

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There were no options granted for each of the three-month periods ended March 31, 2014 and 2013.

The following table illustrates total share-based compensation expense and related tax benefit for the three-month and periods ended March 31, 2014 and 2013:

	Three Months Ended
	March 31,
(dollar amounts in thousands)	2014		2013
Share-based compensation expense	$	9,418	$	8,021
Tax benefit		3,163		2,684

Huntington’s stock option activity and related information for the three-month period ended March 31, 2014, was as follows:

						Weighted-
				Weighted-		Average
				Average		Remaining		Aggregate
				Exercise		Contractual		Intrinsic
(amounts in thousands, except years and per share amounts)	Options			Price		Life (Years)		Value
Outstanding at January 1, 2014		23,300		$	7.61
Granted		—			—
Assumed		214			—
Exercised		(1,138	)		5.87
Forfeited/expired		(761	)		16.42
Outstanding at March 31, 2014		21,615		$	7.40		4.1	$	74,034
Expected to vest at March 31, 2014 (1)		8,570		$	6.58		5.1	$	29,090
Exercisable at March 31, 2014		12,409		$	8.00		3.3	$	42,926

(1) The number of options expected to vest includes an estimate of 636 shares expected to be forfeited.

The aggregate intrinsic value represents the amount by which the fair value of underlying stock exceeds the “in-the-money” option exercise price. For the three-month periods ended March 31, 2014 and 2013, cash received for the exercises of stock options was $6.7 million and $2.5 million, respectively. The tax benefit realized from stock option exercises was $0.3 million and $0.2 million for each respective period.

Huntington also grants restricted stock, restricted stock units, performance share awards and other stock-based awards. Restricted stock units and awards are issued at no cost to the recipient, and can be settled only in shares at the end of the vesting period. Restricted stock awards provide the holder with full voting rights and cash dividends during the vesting period. Restricted stock units do not provide the holder with voting rights or cash dividends during the vesting period, but do accrue a dividend equivalent that is paid upon vesting, and are subject to certain service restrictions. Performance share awards are payable contingent upon Huntington achieving certain predefined performance objectives over the three-year measurement period. The fair value of these awards is the closing market price of Huntington’s common stock on the date of award.

The weighted-average grant date fair value of nonvested shares granted for the periods ended March 31, 2014 and 2013, were $9.13 and $7.14, respectively. The total fair value of awards vested was $9.6 million and $2.1 million during the periods ended March 31, 2014, and 2013, respectively. As of March 31, 2014, the total unrecognized compensation cost related to nonvested awards was $55.6 million with a weighted-average expense recognition period of 2.3 years.

The following table summarizes the status of Huntington’s restricted stock units, performance share awards, and restricted stock awards as of March 31, 2014, and activity for the period ended March 31, 2014:

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(amounts in thousands, except per share amounts)	Restricted Stock Awards			Weighted- Average Grant Date Fair Value Per Share		Restricted Stock Units			Weighted- Average Grant Date Fair Value Per Share		Performance Share Awards			Weighted- Average Grant Date Fair Value Per Share
Nonvested at January 1, 2014		—		$	—		12,064		$	6.80		1,646		$	6.95
Granted		—			—		1,036			9.13		—			—
Assumed		27			—		—			—		—			—
Vested		(11	)		9.53		(1,335	)		7.12		—			—
Forfeited		—			—		(245	)		6.98		(108	)		6.94
Nonvested at March 31, 2014		16		$	9.53		11,520		$	6.97		1,538		$	6.95

13. BENEFIT PLANS

Huntington sponsors the Plan, a non-contributory defined benefit pension plan covering substantially all employees hired or rehired prior to January 1, 2010. The Plan, which was modified in 2013 and no longer accrues service benefits to participants, provides benefits based upon length of service and compensation levels. The funding policy of Huntington is to contribute an annual amount that is at least equal to the minimum funding requirements but not more than the amount deductible under the Internal Revenue Code. There is no required minimum contribution for 2014. During the 2013 third quarter, the board of directors approved, and management communicated, a curtailment of the Company’s pension plan effective December 31, 2013.

In addition, Huntington has an unfunded defined benefit post-retirement plan that provides certain healthcare and life insurance benefits to retired employees who have attained the age of 55 and have at least 10 years of vesting service under this plan. For any employee retiring on or after January 1, 1993, post-retirement healthcare benefits are based upon the employee’s number of months of service and are limited to the actual cost of coverage. Life insurance benefits are a percentage of the employee’s base salary at the time of retirement, with a maximum of $50,000 of coverage. The employer paid portion of the post-retirement health and life insurance plan was eliminated for employees retiring on and after March 1, 2010. Eligible employees retiring on and after March 1, 2010, who elect retiree medical coverage, will pay the full cost of this coverage. Huntington will not provide any employer paid life insurance to employees retiring on and after March 1, 2010. Eligible employees will be able to convert or port their existing life insurance at their own expense under the same terms that are available to all terminated employees.

The following table shows the components of net periodic benefit expense of the Plan and the Post-Retirement Benefit Plan:

	Pension Benefits Three Months Ended March 31,						Post Retirement Benefits Three Months Ended March 31,
(dollar amounts in thousands)	2014			2013			2014			2013
Service cost(1)	$	435		$	7,134		$	—		$	—
Interest cost		8,100			7,307			259			216
Expected return on plan assets		(11,446	)		(12,091	)		—			—
Amortization of prior service cost		—			(1,442	)		(339	)		(338	)
Amortization of gain		1,442			9,784			(144	)		(150	)
Settlements		2,500			1,500			—			—
Benefit expense	$	1,031		$	12,192		$	(224	)	$	(272	)

(1) Since no participants will be earning benefits after December 31, 2013, the 2014 service cost represents only administrative expenses.

The Bank, as trustee, held all Plan assets at March 31, 2014 and December 31, 2013. The Plan assets consisted of the following investments:

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	Fair Value
(dollar amounts in thousands)	March 31, 2014				December 31, 2013
Cash	$	—	—	%	$	—	—	%
Cash equivalents:
Huntington funds—money market		2,932	—			803	—
Fixed income:
Huntington funds—fixed income funds		62,381	11			74,048	11
Corporate obligations		201,499	31			180,757	28
U.S. Government Obligations		54,541	8			51,932	8
U.S. Government Agencies		6,574	1			6,146	1
Equities:
Huntington funds		257,501	39			289,379	45
Exchange traded funds		39,580	6			24,705	4
Huntington common stock		15,987	2			20,324	3
Other common stock		15,314	2				—
Limited partnerships		1,310	—			926	—
Fair value of plan assets	$	657,619	100	%	$	649,020	100	%

Investments of the Plan are accounted for at cost on the trade date and are reported at fair value. All of the Plan’s investments at March 31, 2014, are classified as Level 1 within the fair value hierarchy, except for corporate obligations, U.S. government obligations, and U.S. government agencies, which are classified as Level 2, and limited partnerships, which are classified as Level 3. In general, investments of the Plan are exposed to various risks, such as interest rate risk, credit risk, and overall market volatility. Due to the level of risk associated with certain investments, it is reasonably possible changes in the values of investments will occur in the near term and such changes could materially affect the amounts reported in the Plan assets.

The investment objective of the Plan is to maximize the return on Plan assets over a long time period, while meeting the Plan obligations. At March 31, 2014, Plan assets were invested 50% in equity investments, 50% in bonds, and less than 1% in cash with an average duration of 11.9 years on bond investments. The estimated life of benefit obligations was 12 years. Although it may fluctuate with market conditions, Management has targeted a long-term allocation of Plan assets of 20% to 50% in equity investments and 80% to 50% in bond investments. The allocation of Plan assets between equity investments and fixed income investments will change from time to time with the allocation to fixed income investments increasing as the funding level increases.

Huntington also sponsors other nonqualified retirement plans, the most significant being the SERP and the SRIP. The SERP provides certain former officers and directors, and the SRIP provides certain current and former officers and directors of Huntington and its subsidiaries with defined pension benefits in excess of limits imposed by federal tax law. During the 2013 third quarter, the board of directors approved, and management communicated, a curtailment of the Company’s SRIP plan effective December 31, 2013.

Huntington has a defined contribution plan that is available to eligible employees. Huntington matches participant contributions, up to the first 4% of base pay contributed to the Plan.

The following table shows the costs of providing the SERP, SRIP, and defined contribution plans:

	Three Months Ended
	March 31,
(dollar amounts in thousands)	2014		2013
SERP & SRIP	$	475	$	1,192
Defined contribution plan		6,105		4,374
Benefit cost	$	6,580	$	5,566

14. FAIR VALUES OF ASSETS AND LIABILITIES

Huntington follows the fair value accounting guidance under ASC 820 and ASC 825.

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Fair value is defined as the exchange price that would be received for an asset or paid to transfer a liability (an exit price) in the principal or most advantageous market for the asset or liability in an orderly transaction between market participants on the measurement date. A three-level valuation hierarchy was established for disclosure of fair value measurements. The valuation hierarchy is based upon the transparency of inputs to the valuation of an asset or liability as of the measurement date. The three levels are defined as follows:

Level 1 – inputs to the valuation methodology are quoted prices (unadjusted) for identical assets or liabilities in active markets.

Level 2 – inputs to the valuation methodology include quoted prices for similar assets and liabilities in active markets, and inputs that are observable for the asset or liability, either directly or indirectly, for substantially the full term of the financial instrument.

Level 3 – inputs to the valuation methodology are unobservable and significant to the fair value measurement.

A financial instrument’s categorization within the valuation hierarchy is based upon the lowest level of input that is significant to the fair value measurement. Transfers in and out of Level 1, 2, or 3 are recorded at fair value at the beginning of the reporting period.

Following is a description of the valuation methodologies used for instruments measured at fair value, as well as the general classification of such instruments pursuant to the valuation hierarchy.

Mortgage loans held for sale

Huntington elected to apply the fair value option for mortgage loans originated with the intent to sell which are included in loans held for sale. Mortgage loans held for sale are classified as Level 2 and are estimated using security prices for similar product types.

Available-for-sale securities and trading account securities

Securities accounted for at fair value include both the available-for-sale and trading portfolios. Huntington uses prices obtained from third party pricing services and recent trades to determine the fair value of securities. AFS and trading securities are classified as Level 1 using quoted market prices (unadjusted) in active markets for identical securities that Huntington has the ability to access at the measurement date. 1% of the positions in these portfolios are Level 1, and consist of U.S. Treasury securities and money market mutual funds. When quoted market prices are not available, fair values are classified as Level 2 using quoted prices for similar assets in active markets, quoted prices of identical or similar assets in markets that are not active, and inputs that are observable for the asset, either directly or indirectly, for substantially the full term of the financial instrument. 87% of the positions in these portfolios are Level 2, and consist of U.S. Government and agency debt securities, agency mortgage backed securities, asset-backed securities, municipal securities and other securities. For both Level 1 and Level 2 securities, management uses various methods and techniques to corroborate prices obtained from the pricing service, including reference to dealer or other market quotes, and by reviewing valuations of comparable instruments. If relevant market prices are limited or unavailable, valuations may require significant management judgment or estimation to determine fair value, in which case the fair values are classified as Level 3. 12% of our positions are Level 3, and consist of non-agency ALT-A asset-backed securities, private-label CMO securities, CDO-preferred CDO securities and municipal securities. A significant change in the unobservable inputs for these securities may result in a significant change in the ending fair value measurement of these securities.

The Alt-A, private label CMO and CDO-preferred securities portfolios are classified as Level 3 and as such use significant estimates to determine the fair value of these securities which results in greater subjectivity. The Alt-A and private label CMO securities portfolios are subjected to a monthly review of the projected cash flows, while the cash flows of the CDO-preferred securities portfolio are reviewed quarterly. These reviews are supported with analysis from independent third parties, and are used as a basis for impairment analysis.

Alt-A mortgage-backed and private-label CMO securities are collateralized by first-lien residential mortgage loans. The securities valuation methodology incorporates values obtained from a third party pricing specialist using a discounted cash flow approach and a proprietary pricing model and includes assumptions management believes market participants would use to value the securities under current market conditions. The model uses inputs such as estimated prepayment speeds, losses, recoveries, default rates that are implied by the underlying performance of collateral in the structure or similar structures, house price depreciation / appreciation rates that are based upon macroeconomic forecasts and discount rates that are implied by market prices for similar securities with similar collateral structures.

CDO-preferred securities are CDOs backed by a pool of debt securities issued by financial institutions. The collateral generally consists of trust-preferred securities and subordinated debt securities issued by banks, bank holding companies, and insurance companies. A full cash flow analysis is used to estimate fair values and assess impairment for each security within this portfolio. We engage a third party pricing specialist with direct industry experience in CDO-preferred securities valuations to provide assistance in estimating the fair value and expected cash flows for each security in this portfolio. The PD of each issuer and the market discount rate are the most significant inputs in determining fair value. Management evaluates the PD assumptions provided by the third party pricing specialist by comparing the current PD to the assumptions used the previous quarter, actual defaults and deferrals in the current period, and trend data on certain financial ratios of the issuers. Huntington also evaluates the assumptions related to discount rates. Relying on cash flows is necessary because there was a lack of observable transactions in the market and many of the original sponsors or dealers for these securities are no longer able to provide a fair value that is compliant with ASC 820.

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Huntington utilizes the same processes to determine the fair value of investment securities classified as held-to-maturity for impairment evaluation purposes.

Automobile loans

Effective January 1, 2010, Huntington consolidated an automobile loan securitization that previously had been accounted for as an off-balance sheet transaction. As a result, Huntington elected to account for these automobile loan receivables at fair value per guidance supplied in ASC 825. The automobile loan receivables are classified as Level 3. The key assumptions used to determine the fair value of the automobile loan receivables included projections of expected losses and prepayment of the underlying loans in the portfolio and a market assumption of interest rate spreads. Certain interest rates are available from similarly traded securities while other interest rates are developed internally based on similar asset-backed security transactions in the market. During the first quarter of 2014 Huntington cancelled the 2009 and 2006 Automobile Trust. Huntington continues to report the associated automobile loan receivables at fair value due to its 2010 election.

MSRs

MSRs do not trade in an active market with readily observable prices. Accordingly, the fair value of these assets is classified as Level 3. Huntington determines the fair value of MSRs using an income approach model based upon our month-end interest rate curve and prepayment assumptions. The model, which is operated and maintained by a third party, utilizes assumptions to estimate future net servicing income cash flows, including estimates of time decay, payoffs, and changes in valuation inputs and assumptions. Servicing brokers and other sources of information (e.g. discussion with other mortgage servicers and industry surveys) are used to obtain information on market practice and assumptions. On at least a quarterly basis, third party marks are obtained from at least one service broker. Huntington reviews the valuation assumptions against this market data for reasonableness and adjusts the assumptions if deemed appropriate. Any recommended change in assumptions and / or inputs are presented for review to the Mortgage Price Risk Subcommittee for final approval.

Derivatives

Derivatives classified as Level 1 consist of exchange traded options and forward commitments to deliver mortgage-backed securities which are valued using quoted prices. Asset and liability conversion swaps and options, and interest rate caps are classified as Level 2. These derivative positions are valued using a discounted cash flow method that incorporates current market interest rates. Derivatives classified as Level 3 consist primarily of interest rate lock agreements related to mortgage loan commitments. The determination of fair value includes assumptions related to the likelihood that a commitment will ultimately result in a closed loan, which is a significant unobservable assumption. A significant increase or decrease in the external market price would result in a significantly higher or lower fair value measurement.

Assets and Liabilities measured at fair value on a recurring basis

Assets and liabilities measured at fair value on a recurring basis at March 31, 2014 and December 31, 2013 are summarized below:

	Fair Value Measurements at Reporting Date Using						Netting		Balance at
(dollar amounts in thousands)	Level 1		Level 2		Level 3		Adjustments (1)		March 31, 2014
Assets
Loans held for sale	$	—	$	280,108	$	—	$	—	$	280,108
Trading account securities:
U.S. Treasury securities		—		—		—		—		—
Federal agencies: Mortgage-backed		—		—		—		—		—
Federal agencies: Other agencies		—		—		—		—		—
Municipal securities		—		4,418		—		—		4,418
Other securities		33,015		3,006		—		—		36,021
		33,015		7,424		—		—		40,439

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Available-for-sale and other securities:
U.S. Treasury securities	50,989	—	—	—		50,989
Federal agencies: Mortgage-backed	—	4,565,879	—	—		4,565,879
Federal agencies: Other agencies	—	134,600	—	—		134,600
Municipal securities	—	491,608	734,378	—		1,225,986
Private-label CMO	—	15,630	31,897	—		47,527
Asset-backed securities	—	823,387	109,969	—		933,356
Covered bonds	—	—		—		—
Corporate debt	—	452,420	—	—		452,420
Other securities	17,062	3,820	—	—		20,882
	68,051	6,487,344	876,244	—		7,431,639
Automobile loans	—	—	37,268	—		37,268
MSRs	—	—	30,628	—		30,628
Derivative assets	62,174	218,416	4,525	(58,186	)	226,929
Liabilities
Derivative liabilities	49,853	123,706	825	(23,465	)	150,919
Short-term borrowings	—	—	—	—		—

	Fair Value Measurements at Reporting Date Using						Netting			Balance at
(dollar amounts in thousands)	Level 1		Level 2		Level 3		Adjustments (1)			December 31, 2013
Assets
Mortgage loans held for sale	$	—	$	278,928	$	—	$	—		$	278,928
Trading account securities:
U.S. Treasury securities		—		—		—		—			—
Federal agencies: Mortgage-backed		—		—		—		—			—
Federal agencies: Other agencies		—		834		—		—			834
Municipal securities		—		2,180		—		—			2,180
Other securities		32,081		478		—		—			32,559
		32,081		3,492		—		—			35,573
Available-for-sale and other securities:
U.S. Treasury securities		51,604		—		—		—			51,604
Federal agencies: Mortgage-backed		—		3,566,221		—		—			3,566,221
Federal agencies: Other agencies		—		319,888		—		—			319,888
Municipal securities		—		491,455		654,537		—			1,145,992
Private-label CMO		—		16,964		32,140		—			49,104
Asset-backed securities		—		983,621		107,419		—			1,091,040
Covered bonds		—		285,874		—		—			285,874
Corporate debt		—		457,240		—		—			457,240
Other securities		16,971		3,828		—		—			20,799
		68,575		6,125,091		794,096		—			6,987,762
Automobile loans		—		—		52,286		—			52,286
MSRs		—		—		34,236		—			34,236
Derivative assets		36,774		219,045		3,066		(58,856	)		200,029
Liabilities
Derivative liabilities		22,787		124,123		676		(18,312	)		129,274
Short-term borrowings		—		1,089		—		—			1,089

(1) Amounts represent the impact of legally enforceable master netting agreements that allow the Company to settle positive and negative positions and cash collateral held or placed with the same counterparties.

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The tables below present a rollforward of the balance sheet amounts for the three-month periods ended March 31, 2014 and 2013, for financial instruments measured on a recurring basis and classified as Level 3. The classification of an item as Level 3 is based on the significance of the unobservable inputs to the overall fair value measurement. However, Level 3 measurements may also include observable components of value that can be validated externally. Accordingly, the gains and losses in the table below include changes in fair value due in part to observable factors that are part of the valuation methodology.

	Level 3 Fair Value Measurements Three Months Ended March 31, 2014
							Available-for-sale securities
(dollar amounts in thousands)	MSRs			Derivative instruments			Municipal securities			Private- label CMO			Asset- backed securities			Automobile loans
Opening balance	$	34,236		$	2,390		$	654,537		$	32,140		$	107,419		$	52,286
Transfers into Level 3		—			—			—			—			—			—
Transfers out of Level 3		—			—			—			—			—			—
Total gains/losses for the period:
Included in earnings		(3,608	)		1,675			—			9			22			(251	)
Included in OCI		—			—			7,272			252			11,543			—
Purchases		—			—			80,185			—			—			—
Sales		—			—			—			—			—			—
Repayments		—			—			—			—			—			(14,767	)
Issues		—			—			—			—			—			—
Settlements		—			(365	)		(7,616	)		(504	)		(9,015	)		—
Closing balance	$	30,628		$	3,700		$	734,378		$	31,897		$	109,969		$	37,268
Change in unrealized gains or losses for the period included in earnings (or changes in net assets) for assets held at end of the reporting date	$	(3,608	)	$	1,675		$	7,272		$	252		$	11,543		$	(251	)

	Level 3 Fair Value Measurements Three Months Ended March 31, 2013
						Available-for-sale securities
(dollar amounts in thousands)	MSRs		Derivative instruments			Municipal securities			Private- label CMO			Asset- backed securities			Automobile loans
Opening balance	$	35,202	$	12,702		$	61,228		$	48,775		$	110,037		$	142,762
Transfers into Level 3		—		—			—			—			—			—
Transfers out of Level 3		—		—			—			—			—			—
Total gains/losses for the period:
Included in earnings		380		(1,482	)		—			(270	)		(738	)		1,137
Included in OCI		—		—			155			891			12,789			—
Purchases		—		—			—			—			—			—
Sales		—		—			—			—			—			—
Repayments		—		—			—			—			—			(27,860	)
Issues		—		—			—			—			—			—
Settlements		—		(2,214	)		(2,285	)		(3,850	)		(6,633	)		—
Closing balance	$	35,582	$	9,006		$	59,098		$	45,546		$	115,455		$	116,039
Change in unrealized gains or losses for the period included in earnings (or changes in net assets) for assets held at end of the reporting date	$	380	$	(3,696	)	$	155		$	891		$	12,789		$	1,137

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The table below summarizes the classification of gains and losses due to changes in fair value, recorded in earnings for Level 3 assets and liabilities for the three-month periods ended March 31, 2014 and 2013:

	Level 3 Fair Value Measurements Three Months Ended March 31, 2014
						Available-for-sale securities
(dollar amounts in thousands)	MSRs			Derivative instruments		Municipal securities		Private- label CMO		Asset- backed securities		Automobile loans
Classification of gains and losses in earnings:
Mortgage banking income (loss)	$	(3,608	)	$	1,675	$	—	$	—	$	—	$	—
Securities gains (losses)		—			—		—		—		—		—
Interest and fee income		—			—		—		9		22		(332	)
Noninterest income		—			—		—		—		—		81
Total	$	(3,608	)	$	1,675	$	—	$	9	$	22	$	(251	)

	Level 3 Fair Value Measurements Three Months Ended March 31, 2013
						Available-for-sale securities
(dollar amounts in thousands)	MSRs		Derivative instruments			Municipal securities		Private- label CMO			Asset- backed securities			Automobile loans
Classification of gains and losses in earnings:
Mortgage banking income (loss)	$	380	$	(1,482	)	$	—	$	—		$	—		$	—
Securities gains (losses)		—		—			—		(336	)		(359	)		—
Interest and fee income		—		—			—		66			(379	)		(859	)
Noninterest income		—		—			—		—			—			1,996
Total	$	380	$	(1,482	)	$	—	$	(270	)	$	(738	)	$	1,137

Assets and liabilities under the fair value option

The following table presents the fair value and aggregate principal balance of certain assets and liabilities under the fair value option:

	March 31, 2014						December 31, 2013
(dollar amounts in thousands)	Fair value carrying amount		Aggregate unpaid principal		Difference		Fair value carrying amount		Aggregate unpaid principal		Difference
Assets
Mortgage loans held for sale	$	280,108	$	269,763	$	10,345	$	278,928	$	276,945	$	1,983
Automobile loans		37,268		36,034		1,234		52,286		50,800		1,486

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The following tables present the net gains (losses) from fair value changes, including net gains (losses) associated with instrument specific credit risk for the three-month periods ended March 31, 2014 and 2013:

	Net gains (losses) from fair value changes
	Three Months Ended
	March 31,
(dollar amounts in thousands)	2014			2013
Assets
Mortgage loans held for sale	$	3,151		$	(4,663	)
Automobile loans		(251	)		1,137

	Gains (losses) included
	in fair value changes associated
	with instrument specific credit risk
	Three Months Ended
	March 31,
(dollar amounts in thousands)	2014		2013
Assets
Automobile loans	$	323	$	326

Assets and Liabilities measured at fair value on a nonrecurring basis

Certain assets and liabilities may be required to be measured at fair value on a nonrecurring basis in periods subsequent to their initial recognition. These assets and liabilities are not measured at fair value on an ongoing basis; however, they are subject to fair value adjustments in certain circumstances, such as when there is evidence of impairment. At March 31, 2014, assets measured at fair value on a nonrecurring basis were as follows:

			Fair Value Measurements Using
(dollar amounts in thousands)	Fair Value at March 31, 2014		Quoted Prices In Active Markets for Identical Assets (Level 1)		Significant Other Observable Inputs (Level 2)		Significant Other Unobservable Inputs (Level 3)		Total Gains/(Losses) For the Three Months Ended March 31, 2014
Impaired loans	$	13,615	$	—	$	—	$	13,615	$	5,223
Other real estate owned		35,691		—		—		35,691		353

Periodically, Huntington records nonrecurring adjustments of collateral-dependent loans measured for impairment when establishing the ACL. Such amounts are generally based on the fair value of the underlying collateral supporting the loan. Appraisals are generally obtained to support the fair value of the collateral and incorporate measures such as recent sales prices for comparable properties and cost of construction. In cases where the carrying value exceeds the fair value of the collateral less cost to sell, an impairment charge is recognized.

Other real estate owned properties are included in accrued income and other assets and valued based on appraisals and third party price opinions, less estimated selling costs.

Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis

The table below presents quantitative information about the significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis at March 31, 2014 and December 31, 2013:

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Quantitative Information about Level 3 Fair Value Measurements
(dollar amounts in thousands)	Fair Value at March 31, 2014		Valuation Technique	Significant Unobservable Input		Range (Weighted Average)
MSRs	$	30,628	Discounted cash flow		Constant prepayment rate		7.0% - 36.0% (13.0%)
					Spread over forward interest rate swap rates		-129 - 4,244 (1,081)
Derivative assets		4,525	Consensus Pricing		Net market price		-4.8% - 16.1% (1.5%)
Derivative liabilities		825			Estimated Pull through %		50.0% - 89.0% (77.0%)
Municipal securities		734,378	Discounted cash flow		Discount rate		1.4% - 4.1% (2.4%)
Private-label CMO		31,897	Discounted cash flow		Discount rate		2.7% - 7.8% (6.0%)
					Constant prepayment rate		12.7% - 31.6% (19.0%)
					Probability of default		0.1% - 4.0% (0.7%)
					Loss severity		8.0% - 64.0% (33.5%)
Asset-backed securities		109,969	Discounted cash flow		Discount rate		3.5% - 13.7% (7.4%)
					Constant prepayment rate		5.7% - 5.7% (5.7%)
					Cumulative prepayment rate		0.0% - 100.0% (16.1%)
					Constant default		1.4% - 4.0% (2.8%)
					Cumulative default		2.4% - 100.0% (17.5%)
					Loss given default		20.0% - 100.0% (93.9%)
					Cure given deferral		0.0% - 75.0% (30.0%)
					Loss severity		49.0% - 69.0% (63.4%)
Automobile loans		37,268	Discounted cash flow		Constant prepayment rate		77.8%
					Discount rate		0.3% - 5.0% (1.6%)
Impaired loans		13,615	Appraisal value		NA		NA
Other real estate owned		35,691	Appraisal value		NA		NA

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Quantitative Information about Level 3 Fair Value Measurements
(dollar amounts in thousands)	Fair Value at December 31, 2013		Valuation Technique	Significant Unobservable Input		Range (Weighted Average)
MSRs	$	34,236	Discounted cash flow		Constant prepayment rate		7% - 32% (12%)
					Spread over forward interest rate swap rates		-158 - 4,216 (1,069)
Derivative assets		3,066	Consensus Pricing		Net market price		-5.25% - 13.53% (1.3%)
Derivative liabilities		676			Estimated Pull through %		50% - 89% (78%)
Municipal securities		654,537	Discounted cash flow		Discount rate		1.6% - 4.5% (2.4%)
Private-label CMO		32,140	Discounted cash flow		Discount rate		2.9% - 8.3% (6.3%)
					Constant prepayment rate		12.0% - 31.6% (18.0%)
					Probability of default		0.1% - 4.0% (0.7%)
					Loss severity		8.0% - 64.0% (38.2%)
Asset-backed securities		107,419	Discounted cash flow		Discount rate		3.7% - 15.5% (8.1%)
					Constant prepayment rate		5.7% - 5.7% (5.7%)
					Cumulative prepayment rate		0.0% - 100% (16.6%)
					Constant default		1.4% - 4.0% (2.8%)
					Cumulative default		0.5% - 100% (18.2%)
					Loss given default		20% - 100% (93.7%)
					Cure given deferral		0.0% - 75% (35.8%)
					Loss severity		49.0% - 69.0% (63.5%)
Automobile loans		52,286	Discounted cash flow		Constant prepayment rate		79.2%
					Discount rate		0.3% - 5.0% (1.5%)
Impaired loans		114,256	Appraisal value		NA		NA
Other real estate owned		27,664	Appraisal value		NA		NA

The following provides a general description of the impact of a change in an unobservable input on the fair value measurement and the interrelationship between unobservable inputs, where relevant/significant. Interrelationships may also exist between observable and unobservable inputs. Such relationships have not been included in the discussion below.

A significant change in the unobservable inputs may result in a significant change in the ending fair value measurement of Level 3 instruments. In general, prepayment rates increase when market interest rates decline and decrease when market interest rates rise and higher prepayment rates generally result in lower fair values for MSR assets, Private-label CMO securities, Asset-backed securities, and automobile loans.

Credit loss estimates, such as probability of default, constant default, cumulative default, loss given default, cure given deferral, and loss severity, are driven by the ability of the borrowers to pay their loans and the value of the underlying collateral and are impacted by changes in macroeconomic conditions, typically increasing when economic conditions worsen and decreasing when conditions improve. An increase in the estimated prepayment rate typically results in a decrease in estimated credit losses and vice versa. Higher credit loss estimates generally result in lower fair values. Credit spreads generally increase when liquidity risks and market volatility increase and decrease when liquidity conditions and market volatility improve.

Discount rates and spread over forward interest rate swap rates typically increase when market interest rates increase and/or credit and liquidity risks increase and decrease when market interest rates decline and/or credit and liquidity conditions improve. Higher discount rates and credit spreads generally result in lower fair market values.

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Net market price and pull through percentages generally increase when market interest rates increase and decline when market interest rates decline. Higher net market price and pull through percentages generally result in higher fair values.

Fair values of financial instruments

The following table provides the carrying amounts and estimated fair values of Huntington’s financial instruments that are carried either at fair value or cost at March 31, 2014 and December 31, 2013:

	March 31, 2014				December 31, 2013
	Carrying		Fair		Carrying		Fair
(dollar amounts in thousands)	Amount		Value		Amount		Value
Financial Assets
Cash and short-term assets	$	1,044,495	$	1,044,495	$	1,058,175	$	1,058,175
Trading account securities		40,439		40,439		35,573		35,573
Loans held for sale		295,312		295,312		326,212		326,212
Available-for-sale and other securities		7,754,790		7,754,790		7,308,753		7,308,753
Held-to-maturity securities		3,734,723		3,701,496		3,836,667		3,760,898
Net loans and leases		43,721,990		42,083,186		42,472,630		40,976,014
Derivatives		13,180		13,180		200,029		200,029
Financial Liabilities
Deposits		49,348,753		49,896,607		47,506,718		48,132,550
Short-term borrowings		1,398,393		1,389,037		552,143		543,552
Federal Home Loan Bank advances		333,233		333,484		1,808,293		1,808,558
Other long-term debt		1,842,684		1,853,063		1,349,119		1,342,890
Subordinated notes		980,735		1,060,557		1,100,860		1,073,116
Derivatives		478		478		129,274		129,274

The following table presents the level in the fair value hierarchy for the estimated fair values of only Huntington’s financial instruments that are not already on the Unaudited Condensed Consolidated Balance Sheets at fair value at March 31, 2014 and December 31, 2013:

	Estimated Fair Value Measurements at Reporting Date Using						Balance at
(dollar amounts in thousands)	Level 1		Level 2		Level 3		March 31, 2014
Financial Assets
Loans held for sale	$	—	$	—	$	—	$	—
Held-to-maturity securities		—		3,701,496		—		3,701,496
Net loans and leases		—		—		42,083,186		42,083,186
Financial Liabilities
Deposits		—		44,371,020		5,525,587		49,896,607
Short-term borrowings		—		—		1,389,037		1,389,037
Federal Home Loan Bank advances		—		—		333,484		333,484
Other long-term debt		—		—		1,853,063		1,853,063
Subordinated notes		—		—		1,060,557		1,060,557

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	Estimated Fair Value Measurements at Reporting Date Using						Balance at
(dollar amounts in thousands)	Level 1		Level 2		Level 3		December 31, 2013
Financial Assets
Loans held for sale	$	—	$	—	$	—	$	—
Held-to-maturity securities		—		3,760,898		—		3,760,898
Net loans and leases		—		—		40,976,014		40,976,014
Financial Liabilities
Deposits		—		42,279,542		5,853,008		48,132,550
Short-term borrowings		—		—		543,552		543,552
Federal Home Loan Bank advances		—		—		1,808,558		1,808,558
Other long-term debt		—		—		1,342,890		1,342,890
Subordinated notes		—		—		1,073,116		1,073,116

The short-term nature of certain assets and liabilities result in their carrying value approximating fair value. These include trading account securities, customers’ acceptance liabilities, short-term borrowings, bank acceptances outstanding, FHLB advances, and cash and short-term assets, which include cash and due from banks, interest-bearing deposits in banks, and federal funds sold and securities purchased under resale agreements. Loan commitments and letters-of-credit generally have short-term, variable-rate features and contain clauses that limit Huntington’s exposure to changes in customer credit quality. Accordingly, their carrying values, which are immaterial at the respective balance sheet dates, are reasonable estimates of fair value. Not all the financial instruments listed in the table above are subject to the disclosure provisions of ASC Topic 820.

Certain assets, the most significant being operating lease assets, bank owned life insurance, and premises and equipment, do not meet the definition of a financial instrument and are excluded from this disclosure. Similarly, mortgage and nonmortgage servicing rights, deposit base, and other customer relationship intangibles are not considered financial instruments and are not included above. Accordingly, this fair value information is not intended to, and does not, represent Huntington’s underlying value. Many of the assets and liabilities subject to the disclosure requirements are not actively traded, requiring fair values to be estimated by Management. These estimations necessarily involve the use of judgment about a wide variety of factors, including but not limited to, relevancy of market prices of comparable instruments, expected future cash flows, and appropriate discount rates.

The following methods and assumptions were used by Huntington to estimate the fair value of the remaining classes of financial instruments:

Held-to-maturity securities

Fair values are determined by using models that are based on security-specific details, as well as relevant industry and economic factors. The most significant of these inputs are quoted market prices, and interest rate spreads on relevant benchmark securities.

Loans and Direct Financing Leases

Variable-rate loans that reprice frequently are based on carrying amounts, as adjusted for estimated credit losses. The fair values for other loans and leases are estimated using discounted cash flow analyses and employ interest rates currently being offered for loans and leases with similar terms. The rates take into account the position of the yield curve, as well as an adjustment for prepayment risk, operating costs, and profit. This value is also reduced by an estimate of expected losses and the credit risk associated in the loan and lease portfolio. The valuation of the loan portfolio reflected discounts that Huntington believed are consistent with transactions occurring in the marketplace.

Deposits

Demand deposits, savings accounts, and money market deposits are, by definition, equal to the amount payable on demand. The fair values of fixed-rate time deposits are estimated by discounting cash flows using interest rates currently being offered on certificates with similar maturities.

Debt

Fixed-rate, long-term debt is based upon quoted market prices, which are inclusive of Huntington’s credit risk. In the absence of quoted market prices, discounted cash flows using market rates for similar debt with the same maturities are used in the determination of fair value.

15. DERIVATIVE FINANCIAL INSTRUMENTS

Derivative financial instruments are recorded in the Unaudited Condensed Consolidated Balance Sheet as either an asset or a liability (in accrued income and other assets or accrued expenses and other liabilities, respectively) and measured at fair value.

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Derivatives used in Asset and Liability Management Activities

Huntington engages in balance sheet hedging activity, principally for asset liability management purposes, to convert fixed rate assets or liabilities into floating rate or vice versa. Balance sheet hedging activity is arranged to receive hedge accounting treatment and is classified as either fair value or cash flow hedges. Fair value hedges are purchased to convert deposits and subordinated and other long-term debt from fixed-rate obligations to floating rate. Cash flow hedges are also used to convert floating rate loans made to customers into fixed rate loans.

The following table presents the gross notional values of derivatives used in Huntington’s asset and liability management activities at March 31, 2014, identified by the underlying interest rate-sensitive instruments:

	Fair Value		Cash Flow
(dollar amounts in thousands )	Hedges		Hedges		Total
Instruments associated with:
Loans	$	—	$	9,315,000	$	9,315,000
Deposits		84,300		—		84,300
Subordinated notes		475,000		—		475,000
Other long-term debt		1,785,000		—		1,785,000
Total notional value at March 31, 2014	$	2,344,300	$	9,315,000	$	11,659,300

The following table presents additional information about the interest rate swaps used in Huntington’s asset and liability management activities at March 31, 2014:

			Average					Weighted-Average
	Notional		Maturity		Fair			Rate
(dollar amounts in thousands )	Value		(years)		Value			Receive			Pay
Asset conversion swaps
Receive fixed - generic	$	9,315,000		2.7	$	(28,484	)		0.80	%		0.24	%
Total asset conversion swaps		9,315,000		2.7		(28,484	)		0.80			0.24
Liability conversion swaps
Receive fixed - generic		2,344,300		4.0		52,871			1.88			0.26
Total liability conversion swaps		2,344,300		4.0		52,871			1.88			0.26
Total swap portfolio	$	11,659,300		3.0	$	24,387			1.02	%		0.24	%

These derivative financial instruments were entered into for the purpose of managing the interest rate risk of assets and liabilities. Consequently, net amounts receivable or payable on contracts hedging either interest earning assets or interest bearing liabilities were accrued as an adjustment to either interest income or interest expense. The net amounts resulted in an increase to net interest income of $24.6 million and $25.1 million for the three-month periods ended March 31, 2014, and 2013, respectively.

In connection with the sale of Huntington’s Class B Visa^® shares, Huntington entered into a swap agreement with the purchaser of the shares. The swap agreement adjusts for dilution in the conversion ratio of Class B shares resulting from the Visa^® litigation. At March 31, 2014, the fair value of the swap liability of $0.4 million is an estimate of the exposure liability based upon Huntington’s assessment of the potential Visa^® litigation losses.

The following table presents the fair values at March 31, 2014 and December 31, 2013 of Huntington’s derivatives that are designated and not designated as hedging instruments. Amounts in the table below are presented gross without the impact of any net collateral arrangements:

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Asset derivatives included in accrued income and other assets:

	March 31,		December 31,
(dollar amounts in thousands)	2014		2013
Interest rate contracts designated as hedging instruments	$	52,160	$	49,998
Interest rate contracts not designated as hedging instruments		166,256		169,047
Foreign exchange contracts not designated as hedging instruments		48,871		28,499
Commodities contracts not designated as hedging instruments		11,326		4,278
Total contracts	$	278,613	$	251,822

Liability derivatives included in accrued expenses and other liabilities:

	March 31,		December 31,
(dollar amounts in thousands)	2014		2013
Interest rate contracts designated as hedging instruments	$	27,773	$	25,321
Interest rate contracts not designated as hedging instruments		96,378		99,247
Foreign exchange contracts not designated as hedging instruments		38,750		18,909
Commodities contracts not designated as hedging instruments		10,921		3,838
Total contracts	$	173,822	$	147,315

The changes in fair value of the fair value hedges are, to the extent that the hedging relationship is effective, recorded through earnings and offset against changes in the fair value of the hedged item.

The following table presents the change in fair value for derivatives designated as fair value hedges as well as the offsetting change in fair value on the hedged item for the three-month periods ended March 31, 2014 and 2013:

	Three Months Ended March 31,
(dollar amounts in thousands)	2014			2013
Interest rate contracts
Change in fair value of interest rate swaps hedging deposits (1)	$	(267	)	$	(1,754	)
Change in fair value of hedged deposits (1)		266			1,748
Change in fair value of interest rate swaps hedging subordinated notes (2)		1,066			(8,121	)
Change in fair value of hedged subordinated notes (2)		(1,066	)		8,121
Change in fair value of interest rate swaps hedging other long-term debt (2)		(4,051	)		(397	)
Change in fair value of hedged other long-term debt (2)		6,474			397

(1) Effective portion of the hedging relationship is recognized in Interest expense - deposits in the Unaudited Condensed Consolidated Statements of Income. Any resulting ineffective portion of the hedging relationship is recognized in noninterest income in the Unaudited Condensed Consolidated Statements of Income.

(2) Effective portion of the hedging relationship is recognized in Interest expense - subordinated notes and other long-term debt in the Unaudited Condensed Consolidated Statements of Income. Any resulting ineffective portion of the hedging relationship is recognized in noninterest income in the Unaudited Condensed Consolidated Statements of Income.

To the extent these derivatives are effective in offsetting the variability of the hedged cash flows, changes in the derivatives’ fair value will not be included in current earnings but are reported as a component of OCI in the Unaudited Condensed Consolidated Statements of Shareholders’ Equity. These changes in fair value will be included in earnings of future periods when earnings are also affected by the changes in the hedged cash flows. To the extent these derivatives are not effective, changes in their fair values are immediately included in noninterest income.

The following table presents the gains and (losses) recognized in OCI and the location in the Unaudited Condensed Consolidated Statements of Income of gains and (losses) reclassified from OCI into earnings for the three-month periods ended March 31, 2014 and 2013 for derivatives designated as effective cash flow hedges:

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Derivatives in cash flow hedging relationships	Amount of gain or (loss) recognized in OCI on derivatives (effective portion) (after-tax)					Location of gain or (loss) reclassified from accumulated OCI into earnings (effective portion)	Amount of (gain) or loss reclassified from accumulated OCI into earnings (effective portion)
	Three Months Ended						Three Months Ended
	March 31,						March 31,
(dollar amounts in thousands)	2014		2013				2014			2013
Interest rate contracts
Loans	$	1,823	$	(10,339	)	Interest and fee income - loans and leases	$	(2,892	)	$	(3,916	)
Investment Securities		—		—		Noninterest income - other income		—			(110	)
FHLB Advances		—		—		Interest expense - federal home loan bank advances		—			—
Deposits		—		—		Interest expense - deposits		—			—
Subordinated notes		—		—		Interest expense - subordinated notes and other long-term debt		—			—
Other long term debt		—		—		Interest expense - subordinated notes and other long-term debt		—			—
Total	$	1,823	$	(10,339	)		$	(2,892	)	$	(4,026	)

Reclassified gains and losses on swaps related to loans and investment securities and swaps related to subordinated debt are recorded within interest income and interest expense, respectively. During the next twelve months, Huntington expects to reclassify to earnings $31.3 million after-tax unrealized gains on cash flow hedging derivatives currently in OCI.

The following table details the gains and (losses) recognized in noninterest income on the ineffective portion on interest rate contracts for derivatives designated as cash flow hedges for the three-month periods ended March 31, 2014 and 2013.

	Three Months Ended
	March 31,
(dollar amounts in thousands)	2014		2013
Derivatives in cash flow hedging relationships
Interest rate contracts
Loans	$	132	$	288
FHLB Advances		—		—

Derivatives used in trading activities

Various derivative financial instruments are offered to enable customers to meet their financing and investing objectives and for their risk management purposes. Derivative financial instruments used in trading activities consisted predominantly of interest rate swaps, but also included interest rate caps, floors, and futures, as well as foreign exchange options and commodity contracts. Interest rate options grant the option holder the right to buy or sell an underlying financial instrument for a predetermined price before the contract expires. Interest rate futures are commitments to either purchase or sell a financial instrument at a future date for a specified price or yield and may be settled in cash or through delivery of the underlying financial instrument. Interest rate caps and floors are option-based contracts that entitle the buyer to receive cash payments based on the difference between a designated reference rate and a strike price, applied to a notional amount. Written options, primarily caps, expose Huntington to market risk but not credit risk. Purchased options contain both credit and market risk. The interest rate risk of these customer derivatives is mitigated by entering into similar derivatives having offsetting terms with other counterparties. The credit risk to these customers is evaluated and included in the calculation of fair value.

The net fair values of these derivative financial instruments, for which the gross amounts are included in accrued income and other assets or accrued expenses and other liabilities at March 31, 2014 and December 31, 2013, were $80.0 million and $80.5 million, respectively. The total notional values of derivative financial instruments used by Huntington on behalf of customers, including offsetting derivatives, were $14.7 billion and $14.3 billion at March 31, 2014 and December 31, 2013, respectively. Huntington’s credit risks from interest rate swaps used for trading purposes were $161.2 million and $160.4 million at the same dates, respectively.

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Financial assets and liabilities that are offset in the Condensed Consolidated Balance Sheets

Huntington records derivatives at fair value as further described in Note 14. Huntington records these derivatives net of any master netting arrangement in the Unaudited Condensed Consolidated Balance Sheets. Collateral agreements are regularly entered into as part of the underlying derivative agreements with Huntington’s counterparties to mitigate counterparty credit risk.

All derivatives are carried on the Unaudited Condensed Consolidated Balance Sheets at fair value. Derivative balances are presented on a net basis taking into consideration the effects of legally enforceable master netting agreements. Cash collateral exchanged with counterparties is also netted against the applicable derivative fair values. Huntington enters into derivative transactions with two primary groups: broker-dealers and banks, and Huntington’s customers. Different methods are utilized for managing counterparty credit exposure and credit risk for each of these groups.

Huntington enters into transactions with broker-dealers and banks for various risk management purposes. These types of transactions generally are high dollar volume. Huntington enters into bilateral collateral and master netting agreements with these counterparties, and routinely exchange cash and high quality securities collateral with these counterparties. Huntington enters into transactions with customers to meet their financing, investing, payment and risk management needs. These types of transactions generally are low dollar volume. Huntington generally enters into master netting agreements with customer counterparties, however collateral is generally not exchanged with customer counterparties.

At March 31, 2014 and December 31, 2013, aggregate credit risk associated with these derivatives, net of collateral that has been pledged by the counterparty, was $18.8 million and $15.2 million, respectively. The credit risk associated with interest rate swaps is calculated after considering master netting agreements with broker-dealers and banks.

At March 31, 2014, Huntington pledged $118.8 million of investment securities and cash collateral to counterparties, while other counterparties pledged $104.7 million of investment securities and cash collateral to Huntington to satisfy collateral netting agreements. In the event of credit downgrades, Huntington would not be required to provide additional collateral.

The following tables present the gross amounts of these assets and liabilities with any offsets to arrive at the net amounts recognized in the Unaudited Condensed Consolidated Balance Sheets at March 31, 2014 and December 31, 2013:

Offsetting of Financial Assets and Derivative Assets

									Gross amounts not offset in the condensed consolidated balance sheets
(dollar amounts in thousands)		Gross amounts of recognized assets		Gross amounts offset in the condensed consolidated balance sheets			Net amounts of assets presented in the condensed consolidated balance sheets		Financial instruments			cash collateral received			Net amount
Offsetting of Financial Assets and Derivative Assets
March 31, 2014	Derivatives	$	319,744	$	(102,043	)	$	217,701	$	(42,125	)	$	(1,659	)	$	173,917
December 31, 2013	Derivatives		300,903		(111,458	)		189,445		(35,205	)		(360	)		153,880

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Offsetting of Financial Liabilities and Derivative Liabilities

									Gross amounts not offset in the condensed consolidated balance sheets
(dollar amounts in thousands)		Gross amounts of recognized liabilities		Gross amounts offset in the condensed consolidated balance sheets			Net amounts of liabilities presented in the condensed consolidated balance sheets		Financial instruments			cash collateral received			Net amount
Offsetting of Financial Liabilities and Derivative Liabilities
March 31, 2014	Derivatives	$	214,954	$	(79,412	)	$	135,542	$	(77,733	)	$	(2,763	)	$	55,046
December 31, 2013	Derivatives		196,397		(76,539	)		119,858		(86,204	)		290			33,944

Derivatives used in mortgage banking activities

Huntington also uses certain derivative financial instruments to offset changes in value of its residential MSRs. These derivatives consist primarily of forward interest rate agreements and forward commitments to deliver mortgage-backed securities. The derivative instruments used are not designated as hedges. Accordingly, such derivatives are recorded at fair value with changes in fair value reflected in mortgage banking income. The following table summarizes the derivative assets and liabilities used in mortgage banking activities

	March 31,			December 31,
(dollar amounts in thousands)	2014			2013
Derivative assets:
Interest rate lock agreements	$	4,525		$	3,066
Forward trades and options		1,977			3,997
Total derivative assets		6,502			7,063
Derivative liabilities:
Interest rate lock agreements		(380	)		(231	)
Forward trades and options		(181	)		(40	)
Total derivative liabilities		(561	)		(271	)
Net derivative asset (liability)	$	5,941		$	6,792

The total notional value of these derivative financial instruments at March 31, 2014 and December 31, 2013, was $0.4 billion and $0.5 billion, respectively. The total notional amount at March 31, 2014, corresponds to trading assets with a fair value of $0.8 million and trading liabilities with a fair value of $0.1 million. Net trading gains and (losses) related to MSR hedging for the three-month periods ended March 31, 2014 and 2013, were $1.7 million and $ (7.9) million, respectively. These amounts are included in mortgage banking income in the Unaudited Condensed Consolidated Statements of Income.

16. VIEs

Consolidated VIEs

Consolidated VIEs at March 31, 2014, consisted of automobile loan and lease securitization trusts formed in 2009 and 2006. Huntington has determined the trusts are VIEs. Huntington has concluded that it is the primary beneficiary of these trusts because it has the power to direct the activities of the entity that most significantly affect the entity’s economic performance and it has either the obligation to absorb losses of the entity that could potentially be significant to the VIE or the right to receive benefits from the entity that could potentially be significant to the VIE. During the 2014 first quarter, Huntington cancelled the 2009 and 2006 Automobile Trusts. As a result, any remaining assets at the time of the cancellation are no longer part of the trusts.

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The following tables present the carrying amount and classification of the consolidated trusts’ assets and liabilities that were included in the Unaudited Condensed Consolidated Balance Sheets at March 31, 2014 and December 31, 2013:

	March 31, 2014
	2009		2006		Other
	Automobile		Automobile		Consolidated
(dollar amounts in thousands)	Trust		Trust		Trusts		Total
Assets:
Cash	$	—	$	—	$	—	$	—
Loans and leases		—		—		—		—
Allowance for loan and lease losses		—		—		—		—
Net loans and leases		—		—		—		—
Accrued income and other assets		—		—		256		256
Total assets	$	—	$	—	$	256	$	256
Liabilities:
Other long-term debt	$	—	$	—	$	—	$	—
Accrued interest and other liabilities		—		—		256		256
Total liabilities	$	—	$	—	$	256	$	256

	December 31, 2013
	2009		2006			Other
	Automobile		Automobile			Consolidated
(dollar amounts in thousands)	Trust		Trust			Trusts		Total
Assets:
Cash	$	8,580	$	79,153		$	—	$	87,733
Loans and leases		52,286		151,171			—		203,457
Allowance for loan and lease losses		—		(711	)		—		(711	)
Net loans and leases		52,286		150,460			—		202,746
Accrued income and other assets		235		485			262		982
Total assets	$	61,101	$	230,098		$	262	$	291,461
Liabilities:
Other long-term debt	$	—	$	—		$	—	$	—
Accrued interest and other liabilities		—		—			262		262
Total liabilities	$	—	$	—		$	262	$	262

The automobile loans and leases were designated to repay the securitized notes. Huntington services the loans and leases and uses the proceeds from principal and interest payments to pay the securitized notes during the amortization period. Huntington has not provided financial or other support that was not previously contractually required.

Unconsolidated VIEs

The following tables provide a summary of the assets and liabilities included in Huntington’s Unaudited Condensed Consolidated Financial Statements, as well as the maximum exposure to losses, associated with its interests related to unconsolidated VIEs for which Huntington holds an interest, but is not the primary beneficiary, to the VIE at March 31, 2014, and December 31, 2013:

	March 31, 2014
(dollar amounts in thousands)	Total Assets		Total Liabilities		Maximum Exposure to Loss
2012-1 Automobile Trust	$	4,809	$	—	$	4,809
2012-2 Automobile Trust		6,098		—		6,098
2011 Automobile Trust		2,385		—		2,385
Tower Hill Securities, Inc.		66,436		65,000		66,436
Trust Preferred Securities		13,919		317,052		13,919
Low Income Housing Tax Credit Partnerships		309,962		120,675		309,962
Total	$	403,609	$	502,727	$	403,609

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	December 31, 2013
(dollar amounts in thousands)	Total Assets		Total Liabilities		Maximum Exposure to Loss
2012-1 Automobile Trust	$	5,975	$	—	$	5,975
2012-2 Automobile Trust		7,396		—		7,396
2011 Automobile Trust		3,040		—		3,040
Tower Hill Securities, Inc.		66,702		65,000		66,702
Trust Preferred Securities		13,764		312,894		—
Low Income Housing Tax Credit Partnerships		317,226		134,604		317,226
Total	$	414,103	$	512,498	$	400,339

2012-1 AUTOMOBILE TRUST, 2012-2 AUTOMOBILE TRUST, and 2011 AUTOMOBILE TRUST

During the 2012 fourth quarter, 2012 first quarter and 2011 third quarter, we transferred automobile loans totaling $1.0 billion, $1.3 billion and $1.0 billion, respectively, to trusts in securitization transactions. The securitizations and the resulting sale of all underlying securities qualified for sale accounting. Huntington has concluded that it is not the primary beneficiary of these trusts because it has neither the obligation to absorb losses of the entities that could potentially be significant to the VIEs nor the right to receive benefits from the entities that could potentially be significant to the VIEs. Huntington is not required and does not currently intend to provide any additional financial support to the trusts. Investors and creditors only have recourse to the assets held by the trusts. The interest Huntington holds in the VIEs relates to servicing rights which are included within accrued income and other assets of Huntington’s Unaudited Condensed Consolidated Balance Sheets. The maximum exposure to loss is equal to the carrying value of the servicing asset.

TOWER HILL SECURITIES, INC.

In 2010, we transferred approximately $92.1 million of municipal securities, $86.0 million in Huntington Preferred Capital, Inc. (Real Estate Investment Trust) Class E Preferred Stock and cash of $6.1 million to Tower Hill Securities, Inc. in exchange for $184.1 million of Common and Preferred Stock of Tower Hill Securities, Inc. The municipal securities and the REIT Shares will be used to satisfy $65.0 million of mandatorily redeemable securities issued by Tower Hill Securities, Inc. and are not available to satisfy the general debts and obligations of Huntington or any consolidated affiliates. The transfer was recorded as a secured financing. Interests held by Huntington consist of municipal securities within available for sale and other securities and Series B preferred securities within other long term debt of Huntington’s Unaudited Condensed Consolidated Balance Sheets. The maximum exposure to loss is equal to the carrying value of the municipal securities.

TRUST PREFERRED SECURITIES

Huntington has certain wholly-owned trusts whose assets, liabilities, equity, income, and expenses are not included within Huntington’s Unaudited Condensed Consolidated Financial Statements. These trusts have been formed for the sole purpose of issuing trust-preferred securities, from which the proceeds are then invested in Huntington junior subordinated debentures, which are reflected in Huntington’s Unaudited Condensed Consolidated Balance Sheets as subordinated notes. The trust securities are the obligations of the trusts, and as such, are not consolidated within Huntington’s Unaudited Condensed Consolidated Financial Statements. A list of trust preferred securities outstanding at March 31, 2014 follows:

				Principal amount of		Investment in
				subordinated note/		unconsolidated
(dollar amounts in thousands)	Rate			debenture issued to trust (1)		subsidiary
Huntington Capital I		0.94	%(2)	$	111,816	$	6,186
Huntington Capital II		0.86	(3)		54,593		3,093
Sky Financial Capital Trust III		1.63	(4)		72,165		2,165
Sky Financial Capital Trust IV		1.65	(4)		74,320		2,320
Camco Financial Trust		2.67	(5)		4,158		155
Total				$	317,052	$	13,919

(1) Represents the principal amount of debentures issued to each trust, including unamortized original issue discount.

(2) Variable effective rate at March 31, 2014, based on three month LIBOR + 0.70.

(3) Variable effective rate at March 31, 2014, based on three month LIBOR + 0.625.

(4) Variable effective rate at March 31, 2014, based on three month LIBOR + 1.40.

(5) Variable effective rate (including impact of purchase accounting accretion) at March 31, 2014, based on three month LIBOR + 1.33.

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Each issue of the junior subordinated debentures has an interest rate equal to the corresponding trust securities distribution rate. Huntington has the right to defer payment of interest on the debentures at any time, or from time-to-time for a period not exceeding five years provided that no extension period may extend beyond the stated maturity of the related debentures. During any such extension period, distributions to the trust securities will also be deferred and Huntington’s ability to pay dividends on its common stock will be restricted. Periodic cash payments and payments upon liquidation or redemption with respect to trust securities are guaranteed by Huntington to the extent of funds held by the trusts. The guarantee ranks subordinate and junior in right of payment to all indebtedness of the Company to the same extent as the junior subordinated debt. The guarantee does not place a limitation on the amount of additional indebtedness that may be incurred by Huntington.

LOW INCOME HOUSING TAX CREDIT PARTNERSHIPS

Huntington makes certain equity investments in various limited partnerships that sponsor affordable housing projects utilizing the Low Income Housing Tax Credit (LIHTC) pursuant to Section 42 of the Internal Revenue Code. The purpose of these investments is to achieve a satisfactory return on capital, to facilitate the sale of additional affordable housing product offerings, and to assist in achieving goals associated with the Community Reinvestment Act. The primary activities of the limited partnerships include the identification, development, and operation of multi family housing that is leased to qualifying residential tenants. Generally, these types of investments are funded through a combination of debt and equity.

Huntington is a limited partner in each Low Income Housing Tax Credit Partnership. A separate unrelated third party is the general partner. Each limited partnership is managed by the general partner, who exercises full and exclusive control over the affairs of the limited partnership. The general partner has all the rights, powers and authority granted or permitted to be granted to a general partner of a limited partnership under the Ohio Revised Uniform Limited Partnership Act. Duties entrusted to the general partner of each limited partnership include, but are not limited to: investment in operating companies, company expenditures, investment of excess funds, borrowing funds, employment of agents, disposition of fund property, prepayment and refinancing of liabilities, votes and consents, contract authority, disbursement of funds, accounting methods, tax elections, bank accounts, insurance, litigation, cash reserve, and use of working capital reserve funds. Except for limited rights granted to consent to certain transactions, the limited partner(s) may not participate in the operation, management, or control of the limited partnership’s business, transact any business in the limited partnership’s name or have any power to sign documents for or otherwise bind the limited partnership. In addition, the general partner may only be removed by the limited partner(s) in the event the general partner fails to comply with the terms of the agreement and/or is negligent in performing its duties.

Huntington believes the general partner of each limited partnership has the power to direct the activities which most significantly affect the performance of each partnership, therefore, Huntington has determined that it is not the primary beneficiary of any LIHTC partnership. Huntington uses the proportional amortization method to account for a majority of its investments in these entities. These investments are included in accrued income and other assets. Investments that do not meet the requirements of the proportional amortization method are recognized using the equity method. Investment losses related to these investments are included in non-interest-income in the Unaudited Condensed Consolidated Statements of Income.

During the 2014 first quarter, Huntington early adopted ASU 2014-01 (see Note 2). The amendments are required to be applied retrospectively to all periods presented. As a result of these changes, Huntington recorded a cumulative-effect adjustment to beginning retained earnings.

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The following table summarizes the balance sheet and income statement amounts impacted by the change at the dates or for the periods indicated:

	December 31,
(dollar amounts in thousands)	2013
Accrued Income and other assets
As previous reported	$	1,619,046
As reported under the new guidance		1,609,877
Retained Earnings
As previous reported		(1,470,154	)
As reported under the new guidance		(1,479,323	)

	Three Months Ended
	March 31,
(dollar amounts in thousands)	2013
Noninterest income
As previous reported	$	252,209
As reported under the new guidance		256,618
Provision for income taxes
As previous reported		52,214
As reported under the new guidance		55,129
Net income
As previous reported		151,780
As reported under the new guidance		153,274

The following table presents the balances of Huntington’s affordable housing tax credit investments and related unfunded commitments at March 31, 2014 and December 31, 2013.

	March 31,			December 31,
(dollar amounts in thousands)	2014			2013
Affordable housing tax credit investments	$	487,119		$	484,799
Less: amortization		(177,157	)		(167,573	)
Net affordable housing tax credit investments	$	309,962		$	317,226
Unfunded commitments	$	120,675		$	134,604

The following table presents other information relating to Huntington’s affordable housing tax credit investments for the three-month periods ended March 31, 2014 and 2013.

	Three Months Ended
	March 31,
(dollar amounts in thousands)	2014		2013
Tax credits and other tax benefits recognized	$	14,316	$	13,788
Proportional amortization method
Tax credit amortization expense included in provision for income taxes		9,360		8,197
Equity method
Tax credit investment losses included in non-interest income		223		294

Huntington did not recognize any impairment losses on tax credit investments during the three-month period ended March 31, 2014. Huntington did recognize immaterial impairment losses for the three-months ended March 31, 2013. The impairment losses recognized related to the fair value of the tax credit investments that were less than carrying value.

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17. COMMITMENTS AND CONTINGENT LIABILITIES

Commitments to extend credit

In the ordinary course of business, Huntington makes various commitments to extend credit that are not reflected in the Unaudited Condensed Consolidated Financial Statements. The contractual amounts of these financial agreements at March 31, 2014 and December 31, 2013, were as follows:

	March 31,		December 31,
(dollar amounts in thousands)	2014		2013
Contract amount represents credit risk:
Commitments to extend credit
Commercial	$	10,421,846	$	10,198,327
Consumer		6,832,944		6,544,606
Commercial real estate		794,895		765,982
Standby letters-of-credit		470,279		439,834

Commitments to extend credit generally have fixed expiration dates, are variable-rate, and contain clauses that permit Huntington to terminate or otherwise renegotiate the contracts in the event of a significant deterioration in the customer’s credit quality. These arrangements normally require the payment of a fee by the customer, the pricing of which is based on prevailing market conditions, credit quality, probability of funding, and other relevant factors. Since many of these commitments are expected to expire without being drawn upon, the contract amounts are not necessarily indicative of future cash requirements. The interest rate risk arising from these financial instruments is insignificant as a result of their predominantly short-term, variable-rate nature.

Standby letters-of-credit are conditional commitments issued to guarantee the performance of a customer to a third party. These guarantees are primarily issued to support public and private borrowing arrangements, including commercial paper, bond financing, and similar transactions. Most of these arrangements mature within two years. The carrying amount of deferred revenue associated with these guarantees was $4.4 million and $2.1 million at March 31, 2014 and December 31, 2013, respectively.

Through the Company’s credit process, Huntington monitors the credit risks of outstanding standby letters-of-credit. When it is probable that a standby letter-of-credit will be drawn and not repaid in full, losses are recognized in the provision for credit losses. At March 31, 2014, Huntington had $470 million of standby letters-of-credit outstanding, of which 84% were collateralized. Included in this $470 million total are letters-of-credit issued by the Bank that support securities that were issued by customers and remarketed by The Huntington Investment Company, the Company’s broker-dealer subsidiary.

Huntington uses an internal grading system to assess an estimate of loss on its loan and lease portfolio. This same loan grading system is used to monitor credit risk associated with standby letters-of-credit. Under this grading system as of March 31, 2014, approximately $119 million of the standby letters-of-credit were rated strong with sufficient asset quality, liquidity, and good debt capacity and coverage; approximately $351 million were rated average with acceptable asset quality, liquidity, and modest debt capacity; and approximately $470 million were rated substandard with negative financial trends, structural weaknesses, operating difficulties, and higher leverage.

Commercial letters-of-credit represent short-term, self-liquidating instruments that facilitate customer trade transactions and generally have maturities of no longer than 90 days. The goods or cargo being traded normally secures these instruments.

Commitments to sell loans

Huntington enters into forward contracts relating to its mortgage banking business to hedge the exposures from commitments to make new residential mortgage loans with existing customers and from mortgage loans classified as loans held for sale. At March 31, 2014 and December 31, 2013, Huntington had commitments to sell residential real estate loans of $523.0 million and $452.6 million, respectively. These contracts mature in less than one year.

Income Taxes

The Company and its subsidiaries file income tax returns in the U.S. federal jurisdiction and various state, city, and foreign jurisdictions. Federal income tax audits have been completed through 2009. In the first quarter of 2013, the IRS began an examination of our 2010 and 2011 consolidated federal income tax returns. The Company has appealed certain proposed adjustments resulting from the IRS examination of the 2006, 2007, 2008, 2009, and 2010 tax returns. Management believes the tax positions taken related to such proposed adjustments were correct and supported by applicable statutes, regulations, and judicial authority, and intend to

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vigorously defend them. It is possible the ultimate resolution of the proposed adjustments, if unfavorable, may be material to the results of operations in the period it occurs. However, although no assurance can be given, Management believes the resolution of these examinations will not, individually or in the aggregate, have a material adverse impact on our consolidated financial position. Various state and other jurisdictions remain open to examination, including Kentucky, Indiana, Michigan, Pennsylvania, West Virginia, and Illinois.

Huntington accounts for uncertainties in income taxes in accordance with ASC 740, Income Taxes. At March 31, 2014, Huntington had gross unrecognized tax benefits of $2.8 million in income tax liability related to uncertain tax positions. Total interest accrued on the unrecognized tax benefits was $0.1 million as of March 31, 2014. Huntington recognizes interest and penalties on income tax assessments or income tax refunds in the financial statements as a component of provision for income taxes. It is reasonably possible the liability for unrecognized tax benefits could decrease in the next twelve months.

Litigation

The nature of Huntington’s business ordinarily results in a certain amount of claims, litigation, investigations, and legal and administrative cases and proceedings, all of which are considered incidental to the normal conduct of business. When the Company determines it has meritorious defenses to the claims asserted, it vigorously defends itself. The Company will consider settlement of cases when, in Management’s judgment, it is in the best interests of both the Company and its shareholders to do so.

On at least a quarterly basis, Huntington assesses its liabilities and contingencies in connection with outstanding legal proceedings utilizing the latest information available. For matters where it is probable the Company will incur a loss and the amount can be reasonably estimated, Huntington establishes an accrual for the loss. Once established, the accrual is adjusted as appropriate to reflect any relevant developments. For matters where a loss is not probable or the amount of the loss cannot be estimated, no accrual is established.

In certain cases, exposure to loss exists in excess of the accrual to the extent such loss is reasonably possible, but not probable. Management believes an estimate of the aggregate range of reasonably possible losses, in excess of amounts accrued, for current legal proceedings is from $0 to approximately $125.0 million at March 31, 2014. For certain other cases, Management cannot reasonably estimate the possible loss at this time. Any estimate involves significant judgment, given the varying stages of the proceedings (including the fact that many of them are currently in preliminary stages), the existence of multiple defendants in several of the current proceedings whose share of liability has yet to be determined, the numerous unresolved issues in many of the proceedings, and the inherent uncertainty of the various potential outcomes of such proceedings. Accordingly, Management’s estimate will change from time-to-time, and actual losses may be more or less than the current estimate.

While the final outcome of legal proceedings is inherently uncertain, based on information currently available, advice of counsel, and available insurance coverage, Management believes that the amount it has already accrued is adequate and any incremental liability arising from the Company’s legal proceedings will not have a material negative adverse effect on the Company’s consolidated financial position as a whole. However, in the event of unexpected future developments, it is possible that the ultimate resolution of these matters, if unfavorable, may be material to the Company’s consolidated financial position in a particular period.

The following supplements the discussion of certain matters previously reported in Item 3 (Legal Proceedings) of the 2013 Form 10-K for events occurring through the date of this filing:

The Bank has been a defendant in three lawsuits, which collectively may be material, arising from its commercial lending, depository, and equipment leasing relationships with Cyberco Holdings, Inc. (Cyberco), based in Grand Rapids, Michigan. In November 2004, the Federal Bureau of Investigation and the IRS raided the Cyberco facilities and Cyberco’s operations ceased. An equipment leasing fraud was uncovered, whereby Cyberco sought financing from equipment lessors and financial institutions, including the Bank, allegedly to purchase computer equipment from Teleservices Group, Inc. (Teleservices). Cyberco created fraudulent documentation to close the financing transactions while, in fact, no computer equipment was ever purchased or leased from Teleservices which proved to be a shell corporation.

On June 22, 2007, a complaint in the United States District Court for the Western District of Michigan (District Court) was filed by El Camino Resources, Ltd, ePlus Group, Inc., and Bank Midwest, N.A., all of whom had financing relationships with Cyberco, against the Bank, which alleged that Cyberco defrauded plaintiffs and converted plaintiffs’ property through various means in connection with the equipment leasing scheme and alleged that the Bank aided and abetted Cyberco in committing the alleged fraud and conversion. The complaint further alleged that the Bank’s actions entitled one of the plaintiffs to recover $1.9 million from the Bank as a form of unjust enrichment. In addition, plaintiffs claimed direct damages of approximately $32.0 million and additional consequential damages in excess of $20.0 million. On July 1, 2010, the District Court issued an Opinion and Order adopting in full a federal magistrate’s recommendation for summary judgment in favor of the Bank on all claims except the unjust enrichment claim, and a partial summary judgment was entered on July 1, 2010. On February 6, 2012, the District Court dismissed the remaining count for unjust enrichment following a finding by the bankruptcy court that the plaintiff must pursue its rights, if any, with respect to that count

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in a bankruptcy court. The plaintiffs filed a notice of appeal on March 2, 2012, appealing the District Court’s judgment against them on the aiding and abetting and conversion claims. Oral arguments before the Sixth Circuit Court of Appeals were held January 24, 2013, and the Sixth Circuit Court of Appeals affirmed the District Court’s judgment in an opinion issued on April 8, 2013. The plaintiffs then filed a motion for rehearing en banc, which the Sixth Circuit denied on May 30, 2013. The period for plaintiffs to seek review in the United States Supreme Court has passed, and the case is completed.

The Bank has also been involved with the Chapter 7 bankruptcy proceedings of both Cyberco, filed on December 9, 2004, and Teleservices, filed on January 21, 2005. The Cyberco bankruptcy trustee commenced an adversary proceeding against the Bank on December 8, 2006, seeking over $70.0 million he alleged was transferred to the Bank. The Bank responded with a motion to dismiss and all but the preference claims were dismissed on January 29, 2008. The Cyberco bankruptcy trustee alleged preferential transfers in the amount of approximately $1.2 million. The Bankruptcy Court ordered the case to be tried in July 2012, and entered a pretrial order governing all pretrial conduct. The Bank filed a motion for summary judgment based on the Cyberco trustee seeking recovery in connection with the same alleged transfers as the Teleservices trustee in the case described below. The Bankruptcy Court granted the motion in principal part and the parties stipulated to a full dismissal which was entered on June 19, 2012.

The Teleservices bankruptcy trustee filed an adversary proceeding against the Bank on January 19, 2007, seeking to avoid and recover alleged transfers that occurred in two ways: (1) checks made payable to the Bank to be applied to Cyberco’s indebtedness to the Bank, and (2) deposits into Cyberco’s bank accounts with the Bank. A trial was held as to only the Bank’s defenses. Subsequently, the trustee filed a summary judgment motion on her affirmative case, alleging the fraudulent transfers to the Bank totaled approximately $73.0 million and seeking judgment in that amount (which includes the $1.2 million alleged to be preferential transfers by the Cyberco bankruptcy trustee). On March 17, 2011, the Bankruptcy Court issued an Opinion determining the alleged transfers made to the Bank were not received in good faith from the time period of April 30, 2004, through November 2004, and that the Bank had failed to show a lack of knowledge of the avoidability of the alleged transfers from September 2003, through April 30, 2004. The trustee then filed an amended motion for summary judgment on her affirmative case and a hearing was held on July 1, 2011.

On March 30, 2012, the Bankruptcy Court issued an Opinion on the trustee’s motion determining the Bank was the initial transferee of the checks made payable to it and was a subsequent transferee of all deposits into Cyberco’s accounts. The Bankruptcy Court ruled Cyberco’s deposits were themselves transfers to the Bank under the Bankruptcy Code, and the Bank was liable for both the checks and the deposits, totaling approximately $73.0 million. The Bankruptcy Court ruled the Bank may be entitled to a credit of approximately $4.0 million for the Cyberco trustee’s recoveries in preference actions filed against third parties that received payments from Cyberco within 90 days preceding Cyberco’s bankruptcy. Lastly, the Bankruptcy Court ruled that it will award prejudgment interest to the Teleservices trustee at a rate to be determined. A trial was held on these remaining issues on April 30, 2012, and the Court gave a bench opinion on July 23, 2012. In that opinion, the Court denied the Bank the $4.0 million credit, but ruled approximately $0.9 million in deposits were either double-counted or were outside the timeframe in which the Teleservices trustee can recover. Therefore, the Bankruptcy Court’s recommended award will be reduced by this $0.9 million. Further, the Bankruptcy Court ruled the interest rate specified in the federal statute governing post-judgment interest, which is based on treasury bill rates, will be the rate of interest for determining prejudgment interest. The rulings of the Bankruptcy Court in its March 2011 and March 2012 opinions, as well as its July 23, 2012, bench opinion, will not be reduced to judgment by the Bankruptcy Court. Rather, the Bankruptcy Court has delivered a report and recommendation to the District Court for the Western District of Michigan, recommending a judgment be entered in the principal amount of $71.8 million, plus interest through July 27, 2012, in the amount of $8.8 million. The District Court is conducting a de novo review of the fact findings and legal conclusions in the Bankruptcy Court’s opinions.

In the pending bankruptcy cases of Cyberco and Teleservices, the Bank moved to substantively consolidate the two bankruptcy estates, principally on the ground that Teleservices was the alter ego and a mere instrumentality of Cyberco at all times. On July 2, 2010, the Bankruptcy Court issued an Opinion and Order denying the Bank’s motions for substantive consolidation of the two bankruptcy estates. The Bank appealed that decision to the Bankruptcy Appellate Panel (BAP) for the Sixth Circuit, which ruled that the order denying substantive consolidation would not be a final order until the Bankruptcy Court issued its opinion on the Bank’s defenses in the Teleservices adversary proceeding, and dismissed the appeal. The Bank appealed the BAP’s decision to the Sixth Circuit. When the Bankruptcy Court issued its March 17, 2010, opinion in the Teleservices adversary proceeding, the Bank again appealed the order denying substantive consolidation to the BAP, which appeal was held in abeyance pending decision by the Sixth Circuit on the appeal of the BAP’s 2010 order. On August 30, 2013, the Sixth Circuit affirmed the BAP’s 2010 decision dismissing the original appeal. The Bank filed a status report with the BAP on the second appeal and the trustees moved to dismiss the second appeal on the ground that the Bankruptcy Court’s orders denying substantive consolidation were still not final orders. The BAP granted the trustees’ motion in an Order dated December 23, 2013.

On January 17, 2012, the Company was named a defendant in a putative class action filed on behalf of all 88 counties in Ohio against MERSCORP, Inc. and numerous other financial institutions that participate in the mortgage electronic registration system (MERS). The complaint alleges that recording of mortgages and assignments thereof is mandatory under Ohio law and seeks a declaratory judgment that the defendants are required to record every mortgage and assignment on real property located in Ohio and pay the attendant statutory recording fees. The complaint also seeks damages, attorneys’ fees and costs. Although Huntington has not been named as a defendant in the other cases, similar litigation has been initiated against MERSCORP, Inc. and other financial institutions in other jurisdictions throughout the country.

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18. PARENT COMPANY FINANCIAL STATEMENTS

The parent company unaudited condensed financial statements, which include transactions with subsidiaries, are as follows:

Balance Sheets	March 31,		December 31,
(dollar amounts in thousands)	2014		2013
Assets
Cash and cash equivalents	$	765,465	$	966,065
Due from The Huntington National Bank		246,841		246,841
Due from non-bank subsidiaries		58,795		57,747
Investment in The Huntington National Bank		5,803,570		5,537,582
Investment in non-bank subsidiaries		593,887		587,388
Accrued interest receivable and other assets		307,759		286,037
Total assets	$	7,776,317	$	7,681,660
Liabilities and Shareholders’ Equity
Long-term borrowings		1,040,720		1,034,266
Dividends payable, accrued expenses, and other liabilities		559,363		557,240
Total liabilities		1,600,083		1,591,506
Shareholders’ equity (1)		6,176,234		6,090,154
Total liabilities and shareholders’ equity	$	7,776,317	$	7,681,660

(1) See Huntington’s Unaudited Condensed Consolidated Statements of Changes in Shareholders’ Equity.

	Three Months Ended
Statements of Income	March 31,
(dollar amounts in thousands)	2014			2013
Income
Dividends from
The Huntington National Bank	$	—		$	—
Non-bank subsidiaries		1,819			—
Interest from
The Huntington National Bank		997			4,152
Non-bank subsidiaries		699			821
Other		1,602			396
Total income		5,117			5,369
Expense
Personnel costs		11,177			13,413
Interest on borrowings		4,252			6,117
Other		15,997			5,064
Total expense		31,426			24,594
Income (loss) before income taxes and equity in undistributed net income of subsidiaries		(26,309	)		(19,225	)
Income taxes (benefit)		(14,347	)		(4,937	)
Income (loss) before equity in undistributed net income of subsidiaries		(11,962	)		(14,288	)
Increase in undistributed net income of:
The Huntington National Bank		157,229			160,045
Non-bank subsidiaries		3,876			7,517
Net income	$	149,143		$	153,274
Other comprehensive income (loss) (1)		12,262			(9,138	)
Comprehensive income	$	161,405		$	144,136

⁽¹⁾  See Huntington’s Unaudited Condensed Consolidated Statements of Comprehensive Income for other comprehensive income (loss) detail.

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	Three Months Ended
Statements of Cash Flows	March 31,
(dollar amounts in thousands)	2014			2013
Operating activities
Net income	$	149,143		$	153,274
Adjustments to reconcile net income to net cash provided by operating activities
Equity in undistributed net income of subsidiaries		(165,501	)		(167,048	)
Depreciation and amortization		110			70
Other, net		1,464			19,363
Net cash provided by (used for) operating activities		(14,784	)		5,659
Investing activities
Repayments from subsidiaries		2,685			112,469
Advances to subsidiaries		(350	)		(1,250	)
Cash paid for acquisition, net of cash received		(13,452	)		—
Net cash provided by (used for) investing activities		(11,117	)		111,219
Financing activities
Dividends paid on stock		(49,110	)		(41,656	)
Repurchases of common stock		(136,137	)		(33,600	)
Proceeds from issuance of common stock		2,597			—
Other, net		7,951			1,600
Net cash provided by (used for) financing activities		(174,699	)		(73,656	)
Change in cash and cash equivalents		(200,600	)		43,222
Cash and cash equivalents at beginning of period		966,065			921,471
Cash and cash equivalents at end of period	$	765,465		$	964,693
Supplemental disclosure:
Interest paid	$	4,252		$	6,117

19. SEGMENT REPORTING

Our business segments are based on our internally-aligned segment leadership structure, which is how we monitor results and assess performance. During the 2014 first quarter, we reorganized our business segments to drive our ongoing growth and leverage the knowledge of our highly experienced team. We now have five major business segments: Retail and Business Banking, Commercial Banking, Automobile Finance and Commercial Real Estate (AFCRE), Regional Banking and The Huntington Private Client Group (RBHPCG), and Home Lending. A Treasury / Other function includes our insurance brokerage business, along with technology and operations, other unallocated assets, liabilities, revenue, and expense. All periods presented have been reclassified to conform to the current period classification.

Retail and Business Banking: The Retail and Business Banking segment provides a wide array of financial products and services to consumer and small business customers including but not limited to checking accounts, savings accounts, money market accounts, certificates of deposit, consumer loans, and small business loans and leases. Other financial services available to consumer and small business customers include investments, insurance services, interest rate risk protection products, foreign exchange hedging, and treasury management services. Huntington serves customers primarily through our network of traditional branches in Ohio, Michigan, Pennsylvania, Indiana, West Virginia, and Kentucky. Huntington also has branches located in grocery stores in Ohio and Michigan. In addition to our extensive branch network, customers can access Huntington through online banking, mobile banking, telephone banking, and ATMs.

Huntington established a “Fair Play” banking philosophy and built a reputation for meeting the banking needs of consumers in a manner which makes them feel supported and appreciated. Huntington believes customers are recognizing this and other efforts as key differentiators and it is earning us more customers and deeper relationships.

Business Banking is a dynamic and growing part of our business and we are committed to being the bank of choice for small businesses in our markets. Business Banking is defined as companies with revenues up to $25 million and consists of approximately 163,000 businesses. Huntington continues to develop products and services that are designed specifically to meet the needs of small business. Huntington continues to look for ways to help companies find solutions to their capital needs.

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Commercial Banking: Through a relationship banking model, this segment provides a wide array of products and services to the middle market, large corporate, and government public sector customers located primarily within our geographic footprint. The segment is divided into five business units: middle market, large corporate, specialty banking, capital markets and treasury management.

Middle Market Banking primarily focuses on providing banking solutions to companies with annual revenues of $25 million to $250 million. Through a relationship management approach, various products, capabilities and solutions are seamlessly orchestrated in a client centric way.

Large Corporate Banking works with larger, often more complex companies with revenues greater than $250 million. These entities, many of which are publically traded, require a different and customized approach to their banking needs.

Specialty Banking offers tailored products and services to select industries that have a foothold in the Midwest. Each banking team is comprised of industry experts with a dynamic understanding of the market and industry. Many of these industries are experiencing tremendous change, which creates opportunities for Huntington to leverage our expertise and help clients navigate, adapt and succeed.

Capital Markets has two distinct product capabilities: corporate risk management services and institutional sales, trading & underwriting. The Capital Markets Group offers a full suite of risk management tools including commodities, foreign exchange and interest rate hedging services. The Institutional Sales, Trading & Underwriting team provides access to capital and investment solutions for both municipal and corporate institutions.

The Treasury Management team helps businesses manage their working capital programs and reduce expenses. Our liquidity solutions help customers save and invest wisely, while our payables and receivables capabilities help them manage purchases and the receipt of payments for good and services. All of this is provided while helping customers take a sophisticated approach to managing their overhead, inventory, equipment and labor.

Automobile Finance and Commercial Real Estate: This segment provides lending and other banking products and services to customers outside of our normal retail and commercial banking segments. Our products and services include financing for the purchase of automobiles by customers at automotive dealerships, financing the acquisition of new and used vehicle inventory of automotive dealerships, and financing for land, buildings, and other commercial real estate owned or constructed by real estate developers, automobile dealerships, or other customers with real estate project financing needs. Products and services are delivered through highly specialized relationship-focused bankers and product partners. Huntington creates well-defined relationship plans which identify needs where solutions are developed and customer commitments are obtained.

The Automotive Finance team services automobile dealerships, its owners, and consumers buying automobiles through these dealerships. Huntington has provided new and used automobile financing and dealer services throughout the Midwest since the early 1950s. This consistency in the market and our focus on working with strong dealerships, has allowed us to expand into selected markets outside of the Midwest and to actively deepen relationships while building a strong reputation.

The Commercial Real Estate team serves real estate developers, REITs, and other customers with lending needs that are secured by commercial properties. Most of our customers are located within our footprint.

Regional Banking and The Huntington Private Client Group: RBHPCG business segment was created as the result of an organizational and management realignment that occurred in January 2014. Regional Banking and The Huntington Private Client Group is well positioned competitively as we have closely aligned with our eleven regional banking markets. A fundamental point of differentiation is our commitment to be actively engaged within our local markets - building connections with community and business leaders and offering a uniquely personal experience delivered by colleagues working within those markets.

The Huntington Private Client Group is organized into units consisting of The Huntington Private Bank, The Huntington Trust, The Huntington Investment Company, Huntington Community Development, Huntington Asset Advisors, and Huntington Asset Services. Our private banking, trust, investment and community development functions focus their efforts in our Midwest footprint and Florida; while our proprietary funds and ETFs, fund administration, custody and settlements functions target a national client base.

The Huntington Private Bank provides high net-worth customers with deposit, lending (including specialized lending options) and banking services.

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The Huntington Trust also serves high net-worth customers and delivers wealth management and legacy planning through investment and portfolio management, fiduciary administration, trust services and trust operations. This group also provides retirement plan services and corporate trust to businesses.

The Huntington Investment Company, a registered investment advisor, consists of registered representatives who work with our Retail and Private Bank to provide investment solutions for our customers. This team offers a wide range of products and services, including financial planning, brokerage, annuities, IRAs, 529 plans, market linked CDs and other investment products.

Huntington Community Development focuses on improving the quality of life for our communities and the residents of low-to moderate-income neighborhoods by developing and delivering innovative products and services to support affordable housing and neighborhood stabilization.

Huntington Asset Advisors provides investment management services through a variety of internal and external channels, including advising the Huntington Funds, our proprietary family of mutual funds and Huntington Strategy Shares, our Exchange Trade Funds.

Huntington Asset Services has a national clientele and offers administrative and operational support to fund complexes, including fund accounting, transfer agency, administration, custody and distribution services. This group also works with law firms and the court system to provide custody and settlement distribution services.

Home Lending: Home Lending originates and services consumer loans and mortgages for customers who are generally located in our primary banking markets. Consumer and mortgage lending products are primarily distributed through the Retail and Business Banking segment, as well as through commissioned loan originators. Home lending earns interest on loans held in the warehouse and portfolio, earns fee income from the origination and servicing of mortgage loans, and recognizes gains or losses from the sale of mortgage loans.

Listed below is certain operating basis financial information reconciled to Huntington’s March 31, 2014, December 31, 2013, and March 31, 2013, reported results by business segment:

	Three Months Ended March 31,
	Retail &
Income Statements	Business		Commercial								Home			Treasury/			Huntington
(dollar amounts in thousands)	Banking		Banking			AFCRE			RBHPCG		Lending			Other			Consolidated
2014
Net interest income	$	219,841	$	68,436		$	91,018		$	25,438	$	13,028		$	19,745		$	437,506
Provision for credit losses		7,460		10,960			(8,021	)		2,319		11,912			—			24,630
Noninterest income		92,962		32,854			6,695			43,114		20,286			52,574			248,485
Noninterest expense		235,275		46,122			39,282			56,362		35,123			47,957			460,121
Income taxes		24,524		15,473			23,258			3,455		(4,802	)		(9,811	)		52,097
Net income	$	45,544	$	28,735		$	43,194		$	6,416	$	(8,919	)	$	34,173		$	149,143
2013
Net interest income	$	226,538	$	70,823		$	90,648		$	27,345	$	12,405		$	(3,589	)	$	424,170
Provision for credit losses		32,510		(7,102	)		(7,757	)		9,632		2,310			(1	)		29,592
Noninterest income		87,240		30,189			10,839			54,096		39,150			35,104			256,618
Noninterest expense		240,336		48,349			38,400			58,122		36,433			21,153			442,793
Income taxes		14,326		20,918			24,795			4,790		4,484			(14,184	)		55,129
Net income	$	26,606	$	38,847		$	46,049		$	8,897	$	8,328		$	24,547		$	153,274

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	Assets at				Deposits at
	March 31,		December 31,		March 31,		December 31,
(dollar amounts in thousands)	2014		2013		2014		2013
Retail & Business Banking	$	14,842,218	$	14,440,869	$	29,370,470	$	28,293,993
Commercial Banking		12,724,945		12,410,339		10,216,877		6,920,713
AFCRE		14,437,308		14,081,112		1,202,833		1,170,518
RBHPCG		3,792,666		3,736,790		6,266,556		9,361,313
Home Lending		3,747,013		3,742,527		281,383		329,511
Treasury / Other		11,601,603		11,055,538		2,010,634		1,430,670
Total	$	61,145,753	$	59,467,175	$	49,348,753	$	47,506,718

20. BUSINESS COMBINATIONS

On March 1, 2014, Huntington completed its acquisition of Camco Financial in a stock and cash transaction valued at $109.5 million. Camco Financial operated 22 banking offices and served communities in Southeast Ohio. The acquisition provides Huntington the opportunity to enhance our presence in several areas within our existing footprint and to expand into several new attractive geographies.

Under the terms of the merger agreement, Camco Financial shareholders received 0.7264 shares of Huntington common stock, on a tax-free basis, or a taxable cash payment of $6.00 for each share of Camco Financial common stock. The aggregate purchase price was $109.5 million, including $17.8 million of cash and $91.7 million of common stock and options to purchase common stock. The value of the 8.7 million shares issued in connection with the merger was determined based on the closing price of Huntington’s common stock on February 28, 2014.

Under the agreement, Huntington acquired approximately $559.4 million of loans and $557.4 million of deposits. Assets acquired and liabilities assumed were recorded at fair value in accordance with ASC 805, “Business Combinations”. The fair values for loans were estimated using discounted cash flow analyses using interest rates currently being offered for loans with similar terms (Level 3). This value was reduced by an estimate of probable losses and the credit risk associated with the loans. The fair values of deposits were estimated by discounting cash flows using interest rates currently being offered on deposits with similar maturities (Level 3). As part of the acquisition, Huntington recorded $64.2 million of goodwill, all of which is nondeductible for tax purposes.

Pro forma results have not been disclosed, as those amounts are not significant to the unaudited condensed consolidated financial statements.

21. SUBSEQUENT EVENTS

On April 9, 2014, Huntington announced the signing of a definitive agreement under which Huntington National Bank will purchase 11 branches in Central and East Michigan from Bank of America Corporation. Huntington will purchase approximately $450 million in deposits, for a deposit premium of 3.5 percent based on deposit balances near the time the transaction closes. The transaction to acquire branches and deposits excludes loans and is expected to be completed in the second half of 2014, subject to the satisfaction of customary closing conditions, including regulatory approvals.

In April 2014, the Bank issued $500.0 million of senior notes at 99.842% of face value. The senior note issuances mature on April 24, 2017 and have a fixed coupon rate of 1.375%. In April 2014, the Bank also issued $250.0 million of senior notes at 100.0% of face value. The senior bank note issuances mature on April 24, 2017 and have a variable coupon rate equal to the three month LIBOR plus 0.425%. Both senior note issuances may be redeemed one month prior to their maturity date at 100% of principal plus accrued and unpaid interest.

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Item 3: Quantitative and Qualitative Disclosures about Market Risk

Quantitative and qualitative disclosures for the current period can be found in the Market Risk section of this report, which includes changes in market risk exposures from disclosures presented in Huntington’s 2013 Form 10-K.

Item 4: Controls and Procedures

Disclosure Controls and Procedures

Huntington maintains disclosure controls and procedures designed to ensure that the information required to be disclosed in the reports that it files or submits under the Securities Exchange Act of 1934, as amended, are recorded, processed, summarized, and reported within the time periods specified in the SEC’s rules and forms. Disclosure controls and procedures include, without limitation, controls and procedures designed to ensure that information required to be disclosed by an issuer in the reports that it files or submits under the Exchange Act is accumulated and communicated to the issuer’s management, including its principal executive and principal financial officers, or persons performing similar functions, as appropriate to allow timely decisions regarding required disclosure. Huntington’s Management, with the participation of its Chief Executive Officer and the Chief Financial Officer, evaluated the effectiveness of Huntington’s disclosure controls and procedures (as such term is defined in Rules 13a-15(e) and 15d-15(e) under the Exchange Act) as of the end of the period covered by this report. Based upon such evaluation, Huntington’s Chief Executive Officer and Chief Financial Officer have concluded that, as of the end of such period, Huntington’s disclosure controls and procedures were effective.

There have not been any significant changes in Huntington’s internal controls over financial reporting (as such term is defined in Rules 13a-15(f) and 15d-15(f) under the Exchange Act) during the fiscal quarter to which this report relates that have materially affected, or are reasonably likely to materially affect, Huntington’s internal controls over financial reporting.

PART II. OTHER INFORMATION

In accordance with the instructions to Part II, the other specified items in this part have been omitted because they are not applicable or the information has been previously reported.

Item 1: Legal Proceedings

Information required by this item is set forth in Note 17 of the Notes to Unaudited Condensed Consolidated Financial Statements included in Item 1 of this report and incorporated herein by reference.

Item 1A: Risk Factors

Information required by this item is set forth in Part 1 Item 2- Management’s Discussion and Analysis of Financial Condition and Results of Operations of this report and incorporated herein by reference.

Item 2. Unregistered Sales of Equity Securities and Use of Proceeds

(a) and (b)

Not Applicable

(c)

Period	Total Number of Shares Purchased		Average Price Paid Per Share		Total Number of Shares Purchased as Part of Publicly Announced Plans or Programs (1)		Maximum Number of Shares (or Approximate Dollar Value) that May Yet Be Purchased Under the Plans or Programs (2)
January 1, 2014 to January 31, 2014		—	$	—		11,969,724	$	135,845,179
February 1, 2014 to February 28, 2014		11,046,840		9.23		23,016,564		33,882,846
March 1, 2014 to March 31, 2014		3,523,791		9.61		26,540,355		19,214
Total		14,570,631	$	9.32		26,540,355	$	19,214

(1) The reported shares were repurchased pursuant to Huntington’s publicly announced stock repurchase authorizations.

(2) The number shown represents, as of the end of each period, the maximum number of shares (approximate dollar value) of Common Stock that may yet be purchased under publicly announced stock repurchase authorizations. The shares may be purchased, from time-to-time, depending on market conditions.

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On March 26, 2014, Huntington Bancshares Incorporated was notified by the Federal Reserve that it had no objection to Huntington’s proposed capital actions included in Huntington’s capital plan submitted to the Federal Reserve in January 2014. These actions included the potential repurchase of up to $250 million shares of common stock, through the first quarter of 2015. Huntington’s Board of Directors authorized a share repurchase program consistent with Huntington’s capital plan. During the 2014 first quarter, Huntington repurchased a total of 14.6 million shares at a weighted average share price of $9.32.

Item 6. Exhibits

Exhibit Index

This report incorporates by reference the documents listed below that we have previously filed with the SEC. The SEC allows us to incorporate by reference information in this document. The information incorporated by reference is considered to be a part of this document, except for any information that is superseded by information that is included directly in this document.

This information may be read and copied at the Public Reference Room of the SEC at 100 F Street, N.E., Washington, D.C. 20549. The SEC also maintains an Internet web site that contains reports, proxy statements, and other information about issuers, like us, who file electronically with the SEC. The address of the site is http://www.sec.gov. The reports and other information filed by us with the SEC are also available at our Internet web site. The address of the site is http://www.huntington.com. Except as specifically incorporated by reference into this Quarterly Report on Form 10-Q, information on those web sites is not part of this report. You also should be able to inspect reports, proxy statements, and other information about us at the offices of the NASDAQ National Market at 33 Whitehall Street, New York, New York.

Exhibit Number	Document Description	Report or Registration Statement	SEC File or Registration Number	Exhibit Reference
3.1	Articles of Restatement of Charter.	Annual Report on Form 10-K for the year ended December 31, 1993	000-02525		3	(i)
3.2	Articles of Amendment to Articles of Restatement of Charter.	Current Report on Form 8-K dated May 31, 2007	000-02525		3.1
3.3	Articles of Amendment to Articles of Restatement of Charter.	Current Report on Form 8-K dated May 7, 2008	000-02525		3.1
3.4	Articles of Amendment to Articles of Restatement of Charter.	Current Report on Form 8-K dated April 27, 2010	001-34073		3.1
3.5	Articles Supplementary of Huntington Bancshares Incorporated, as of April 22, 2008.	Current Report on Form 8-K dated April 22, 2008	000-02525		3.1
3.6	Articles Supplementary of Huntington Bancshares Incorporated, as of April 22. 2008.	Current Report on Form 8-K dated April 22, 2008	000-02525		3.2
3.7	Articles Supplementary of Huntington Bancshares Incorporated, as of November 12, 2008.	Current Report on Form 8-K dated November 12, 2008	001-34073		3.1
3.8	Articles Supplementary of Huntington Bancshares Incorporated, as of December 31, 2006.	Annual Report on Form 10-K for the year ended December 31, 2006	000-02525		3.4
3.9	Articles Supplementary of Huntington Bancshares Incorporated, as of December 28, 2011.	Current Report on Form 8-K dated December 28, 2011.	001-34073		3.1
3.10	Bylaws of Huntington Bancshares Incorporated, as amended and restated, as of July 18, 2012.	Current Report on Form 8-K dated July 24, 2012	001-34073		3.1
10.1	* Form of Executive Agreement for certain executive officers.
10.2	* Form of Restricted Stock Unit Grant Agreement for certain executive officers.
4.1	Instruments defining the Rights of Security Holders - reference is made to Articles Fifth, Eighth, and Tenth of Articles of Restatement of Charter, as amended and supplemented. Instruments defining the rights of holders of long-term debt will be furnished to the Securities and Exchange Commission upon request.
31.1	Rule 13a-14(a) Certification – Chief Executive Officer.
31.2	Rule 13a-14(a) Certification – Chief Financial Officer.
32.1	Section 1350 Certification – Chief Executive Officer.

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32.2

Section 1350 Certification – Chief Financial Officer.

101 **

The following material from Huntington’s Form 10-Q Report for the quarterly period ended March 31, 2014, formatted in XBRL: (1) Unaudited Condensed Consolidated Balance Sheets, (2) Unaudited Condensed Consolidated Statements of Income, (3) Unaudited Condensed Consolidated Statements of Comprehensive Income (4) Unaudited Condensed Consolidated Statement of Changes in Shareholders’ Equity, (5) Unaudited Condensed Consolidated Statements of Cash Flows, and (6) the Notes to Unaudited Condensed Consolidated Financial Statements.

* Denotes management contract or compensatory plan or arrangement.

** Furnished, not filed.

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SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934, the Registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized.

Huntington Bancshares Incorporated

(Registrant)

Date: April 28, 2014	/s/ Stephen D. Steinour
	Stephen D. Steinour
	Chairman, Chief Executive Officer and President
Date: April 28, 2014	/s/ Howell D. McCullough III
	Howell D. McCullough III
	Chief Financial Officer

128

EX-10.1

Exhibit 10.1

Schedule Identifying Material Details of

Executive Agreements Substantially Similar to Exhibit 10.3 to Huntington’s

Current Report on Form 8-K dated November 28, 2012

Name	Effective Date
David S. Anderson	June 20, 2013
Richard A. Cheap	November 28, 2012
James E. Dunlap	November 28, 2012
Paul G. Heller	November 28, 2012
Helga S. Houston	November 28, 2012
Howell D. McCullough III	April 9, 2014
Mary W. Navarro	November 28, 2012
Daniel J. Neumeyer	November 28, 2012
Richard Remiker	January 15, 2014
Keith D. Sanders	November 28, 2012
Nicholas G. Stanutz	November 28, 2012
Mark E. Thompson	November 28, 2012

Schedule Identifying Material Details of

Executive Agreements Substantially Similar to Exhibit 10.2 to Huntington’s

Quarterly Report on Form 10-Q for the Period Ended June 30, 2013.

Name	Effective Date
Barbara H. Benham	July 16, 2013

EX-10.2

Exhibit 10.2

Huntington Bancshares Incorporated Restricted Stock Unit Grant Agreement

RESTRICTED STOCK UNIT GRANT AGREEMENT

Employee Name:	[Participant Name]
Number of Restricted Stock Units Subject to Grant:	[Shares Granted]
Date of Grant:	[Date]
Closing Price on Grant Date:	[$        ]

THIS RESTRICTED STOCK UNIT GRANT AGREEMENT (this “Agreement”) is made as of the date in the box above labeled “Date of Grant” by Huntington Bancshares Incorporated, a Maryland corporation and its subsidiaries (the “Company”), and is hereby communicated to the employee named in the box above (the “Employee”). Undefined capitalized terms used in this Agreement shall have the meanings set forth in the Company’s 2012 Long-Term Incentive Plan as may be amended from time to time (the “Plan”).

WHEREAS, the Company maintains the Plan.

WHEREAS, pursuant to Article 8 of the Plan, the Committee may grant awards of Restricted Stock Units to employees, and have such grants settled in shares of the Company’s common stock, without par value (“Shares”).

WHEREAS, the Company desires to compensate the Employee with a grant of Restricted Stock Units for the Employee’s future services to the Company.

NOW, THEREFORE, in consideration of the premises, the Company grants the Employee an Award of Restricted Stock Units under the following terms and conditions:

1. Grant of Restricted Stock Units.

The Company, by authority of the Committee, hereby grants to the Employee an Award of the number of Restricted Stock Units identified above (the “Grant”) to be issued in accordance with all of the terms and conditions set forth in this Agreement and the Plan. The Restricted Stock Units will be a bookkeeping entry (the “RSU Account”), and each Restricted Stock Unit shall be equivalent to one Share. All terms and conditions set forth in the Plan are deemed to be incorporated herein in their entirety.

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Huntington Bancshares Incorporated Restricted Stock Unit Grant Agreement

2. Employee Accounts.

The number of Restricted Stock Units granted pursuant to this Agreement shall be credited to the Employee’s RSU Account. Each RSU Account shall be maintained on the books of the Company until full payment of the balance thereof has been made to the Employee (or the Employee’s beneficiaries if the Employee is deceased). No funds shall be set aside or earmarked for any RSU Account, which shall be purely a bookkeeping device.

3. Vesting Provisions.

(a) Except as provided in this Agreement, the Employee’s Restricted Stock Units shall vest as follows:

1. If the Employee is continuously employed by the Company through the first anniversary of the Date of Grant, 1/3 of the Employee’s Restricted Stock Units in the Employee’s Restricted Stock Unit Account will vest on such date.

2. If the Employee is continuously employed by the Company through the second anniversary of the Date of Grant, an additional 1/3 of the Employee’s Restricted Stock Units in the Employee’s Restricted Stock Unit Account will vest on such date.

3. If the Employee is continuously employed by the Company through the third anniversary of the Date of Grant, the remaining 1/3 of the Employee’s Restricted Stock Units in the Employee’s Restricted Stock Unit Account will vest on such date.

4. Notwithstanding any provision in items (1)-(3) above, if on December 31^st before the applicable vesting date described above, the Company’s Tier 1 Common Equity Ratio is less than the goal set forth in the Company’s Capital Management Policy (currently 7.00%), the Employee’s Restricted Stock Units that otherwise would have vested on such date shall instead vest on the first applicable anniversary of the Date of Grant after the December 31^st in which the Company’s Tier 1 Common Equity Ratio is greater than or equal to the goal set forth in the Company’s Capital Management Policy. However, if the Company’s Tier 1 Common Equity Ratio remains less than the goal set forth in the Company’s Capital Management Policy for a period of two continuous years after the otherwise applicable vesting date described in items (1)-(3) above, the Employee shall not vest in that 1/3 share of the Restricted Stock Units and shall instead forfeit such Restricted Stock Units.

(b) Notwithstanding any provision to the contrary, if, on or after the date that is six months after the Date of Grant, and before the third anniversary of the Date of Grant, the Employee’s employment or service with the Company terminates because of a Permitted Termination, the Employee shall vest in a prorated number of Shares (with any fractional Shares rounded up to the next whole number) equal to the number of Restricted Stock Units

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Huntington Bancshares Incorporated Restricted Stock Unit Grant Agreement

subject to Grant times a fraction. The numerator of the fraction shall be the number, which in no event shall be greater than 36, of all full and partial months (with partial months being counted as full months) that passed beginning with the month that contains the Date of Grant and ending with the month in which the Employee’s termination occurred. The denominator of the fraction shall be 36. The number of shares in which the Employee vests under this subsection (b) shall then be reduced by the number of shares previously vested under subsection (a) above. For purposes of this Agreement, a “Permitted Termination” means (i) the Employee’s employment or service with the Company terminates due to Retirement, Disability, or death or (ii) the Company terminates the Employee without Cause (as defined in Section 2.5 of the Plan).

4. Forfeiture Provisions.

(a) If, before the third anniversary of the Date of Grant, or if later, the applicable anniversary of the Date of Grant described in Section 3(a)(4) of this Agreement immediately following the December 31^st in which the Company’s Tier 1 Common Equity Ratio is greater than or equal to the goal set forth in the Company’s Capital Management Policy, the Employee’s employment or service with the Company is terminated for any reason other than a Permitted Termination, all of the Employee’s unvested RSUs and any unvested cash dividends shall be forfeited.

(b) Notwithstanding any provision of this Agreement to the contrary, the Committee may cause the Employee to forfeit all unvested RSUs and require repayment of any amount previously paid under this Agreement in accordance with the terms of the Huntington Bancshares Incorporated Recoupment/Clawback Policy (“the Policy”), any other applicable policy of the Company, and any other applicable laws and regulations. The Policy is available on the Risk Management and Corporate Policy home page of the Huntington intranet.

(c) This RSU grant is subject to acceptance of all the terms, conditions and limitations of the Plan. The Plan may be amended from time to time, including but not limited to provisions on tax withholding and forfeiture. This RSU grant is subject to such rules and regulations that the Committee may adopt for administration of the Plan, and to all applicable laws, rules and regulations, and to such approvals by any governmental agencies or national securities exchanges as may be required.

5. Change in Control.

Notwithstanding any provision to the contrary, upon the occurrence of a Change in Control that occurs on or after the date that is six months after the Date of Grant, the Employee shall become immediately vested in 100% of the Restricted Stock Units and any related cash dividends with respect to such Restricted Stock Units in the Employee’s RSU Account.

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Huntington Bancshares Incorporated Restricted Stock Unit Grant Agreement

6. Issuance of Stock.

The Company, or its transfer agent, will convert the Restricted Stock Units in the Employee’s RSU Account into Shares and deliver the total number of Shares due to the Employee within 60 days after the date the Restricted Stock Units vest or as soon as administratively possible after such date, except as otherwise provided in Section 12 below. The Employee is not permitted to defer the receipt of such Shares. However, notwithstanding any provision to the contrary, if, in the reasonable determination of the Company, the Employee is a “specified employee” for purposes of Section 409A of the Internal Revenue Code of 1986, as amended, and the guidance promulgated thereunder (“Code Section 409A”), then, if necessary to avoid the imposition on the Employee of excise tax and interest under Code Section 409A, the Company shall not deliver the Shares otherwise payable upon the Employee’s termination and separation of service until the date that is 30 days after 6 months following the Employee’s termination and separation of service from the Company. The delivery of the Shares shall be subject to payment of the applicable withholding tax liability as set forth in Section 7. If the Employee dies before the Company has distributed any portion of the vested Restricted Stock Units, the Company will transfer any Shares payable with respect to the vested Restricted Stock Units in accordance with the Employee’s written beneficiary designation or to the Employee’s estate if no written beneficiary designation is provided. If the Employee did not have a will, any Shares payable with respect to the vested Restricted Stock Units will be distributed in accordance with the laws of descent and distribution.

7. Withholding Taxes.

The Company shall have the power and the right to deduct or withhold, or require the Employee to remit to the Company, an amount sufficient to satisfy federal, state, and local taxes, domestic or foreign, required by law or regulation to be withheld with respect to any taxable event arising as a result of this Agreement.

8. Non-transferability of Grant.

During any Period(s) of Restriction, the Employee shall have no right to transfer, sell, pledge, assign, or hypothecate, other than by will or the laws of descent and distribution, any rights with respect to the Employee’s Award of RSUs. No RSU shall be subject to execution, attachment, or similar process.

9. Employee’s Rights Unsecured.

The right of the Employee or his or her beneficiary to receive a distribution hereunder shall be an unsecured claim against the general assets of the Company, and neither the Employee nor his or her beneficiary shall have any rights in or against any amounts credited to the Employee’s RSU Account or any other specific assets of the Company. All amounts credited to the Employee’s RSU Account shall constitute general assets of the Company and may be disposed of by the Company at such time and for such purposes, as it may deem appropriate.

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Huntington Bancshares Incorporated Restricted Stock Unit Grant Agreement

10. No Voting Rights as Stockholder.

Until the Restricted Stock Units have vested and Shares have been issued, Employee shall not have any voting rights as a stockholder of the Company with respect to the Restricted Stock Units.

11. Dividends.

To the extent that cash dividends are paid on Shares after the Date of Grant and before the date the Employee receives the Shares subject to this Grant, the Employee shall receive credits of cash in a dividend bookkeeping account (the “Dividend Account”). Such cash credits shall be equal in value (based on the reported dividend rate on the date dividends were paid) to the amount of dividends paid on the Shares represented by the Restricted Stock Units in the Employee’s RSU Account. The Employee shall vest in the cash in the Dividend Account in accordance with Section 3 of the Agreement in the same manner that the Employee vests in the Restricted Stock Units held in the RSU Account. On the date that the Employee receives a distribution of Shares from the RSU Account (provided that such date is at least six months after the Date of Grant), the Employee shall also receive a distribution of the cash in the Dividend Account.

12. Capital Adjustment Provisions.

In the event of a stock split, stock dividend, spin off, merger, or other event described in Section 4.3 of the Plan, the number of Restricted Stock Units in the Employee’s RSU Account shall be adjusted in accordance with the provisions of Section 4.3 of the Plan.

13. Securities Law Compliance.

The delivery of all or any of the Shares shall only be effective at such time that the issuance of such Shares will not violate any state or federal securities or other laws. The Company is under no obligation to effect any registration of Shares under the Securities Act of 1933 or to effect any state registration or qualification of the Shares. The Company may, in its sole discretion, delay the delivery of the Shares or place restrictive legends on such Shares in order to ensure that the issuance of any Shares will be in compliance with federal or state securities laws and the rules of the NASDAQ Global Select or any other exchange upon which the Company’s common stock is traded. If the Company delays the delivery of the Shares in order to ensure compliance with any state or federal securities or other laws, the Company shall deliver the Shares at the earliest date at which the Company reasonably believes that such delivery will not cause such violation, or at such other date that may be permitted under Code Section 409A.

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Huntington Bancshares Incorporated Restricted Stock Unit Grant Agreement

14. Plan Governs.

The Grant is made under the Plan. In the event of a conflict between one or more provisions of this Agreement and one or more provisions of the Plan, the provisions of the Plan shall govern. A copy of the Plan is available upon request by contacting the Human Resources Department at the Company’s executive offices.

15. No Right to Continued Employment.

The Employee understands and agrees that this Agreement does not impact in any way the right of the Company to terminate or change the terms of the employment of Employee at any time for any reason whatsoever, with or without Cause, nor confer upon any right to continue in the employ of the Company.

16. Addresses for Notices.

Any notice to be given to the Company under the terms of this Agreement shall be addressed to the Company, in care of the Compensation Director, at Huntington Bancshares Incorporated, Huntington Center, HC0318, 41 S. High Street, Columbus, Ohio 43287, or at such other address as the Company may hereafter designate in writing. Any notice to be given to the Employee shall be addressed to the Employee at the address maintained on the books and records of the Company.

17. Captions.

Captions provided herein are for convenience only and are not to serve as a basis for interpretation or construction of this Notice.

18. Notice Severable.

In the event that any provision in this Agreement shall be held invalid or unenforceable, such provision shall be severable from, and such invalidity or unenforceability shall not be construed to have any effect on, the remaining provisions of this Agreement.

19. Expenses.

Costs of administration of the terms and conditions of this Agreement will be paid by the Company.

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Huntington Bancshares Incorporated Restricted Stock Unit Grant Agreement

20. Governing Law / Compliance with Applicable Law.

The terms and conditions of this Agreement shall be governed by the laws of the State of Ohio, except to the extent preempted by federal law.

21. Entire Notice; Amendment; Code Section 409A Provisions.

This Agreement and the Plan contain the terms and conditions with respect to the subject matter hereof and supersede any previous agreements, written or oral, relating to the subject matter hereof. This Agreement shall be interpreted in accordance with Code Section 409A. This Agreement shall be deemed to be modified to the maximum extent necessary to be in compliance with Code Section 409A’s rules. If the Employee is unexpectedly required to include in the Employee’s current year’s income any amount of compensation relating to the Restricted Stock Units because of a failure to meet the requirements of Code Section 409A, then to the extent permitted by Code Section 409A, the Employee may receive a distribution of Shares or cash in an amount not to exceed the amount required to be included in income as a result of the failure to comply with Code Section 409A.

NON-SOLICITATION PROVISION

After review of this agreement, the Employee will be required to accept the terms and conditions of the grant. If this agreement is not accepted within 30 days of the distribution of this document, then the grant will be subject to forfeiture.

By accepting this Agreement and the grant listed herein, the Employee agrees that he/she will not, during his or her employment with Huntington and for a period of one year after such employment ceases, either voluntarily or involuntary for any reason:

1. Solicit, encourage, or induce, either directly or indirectly, any person employed by the Company for employment with, or to provide services to, any other entity that does business in securities, commodities, financial futures, insurance, banking, financial planning, tax-advantaged investments or any other line of business in which the Company is engaged; or

2. Contact, either directly or indirectly, any customer of the Company for whom the Employee performed any services or had any direct or indirect business contact for the purpose of soliciting, influencing, enticing, attempting to divert, or inducing any such customers to obtain any product or service offered by the Company from any person or entity other than the Company; or

3. Contact, either directly or indirectly, any customer or prospective customer of the Company whose identity or other customer specific information the Employee obtained or gained access to as an employee of Company for the

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Huntington Bancshares Incorporated Restricted Stock Unit Grant Agreement

purpose of soliciting, influencing, enticing, attempting to divert, or inducing any such customers or prospective customers to obtain any product or service provided by the Company from any person or entity other than the Company; or

4. Use proprietary information to solicit, influence, entice, attempt to divert, or induce any customer or prospective customer of the Company to terminate or reduce any business relationship with the Company or to obtain any product or service provided by the Company from any person or entity other than the Company. Proprietary information includes customer or prospective customer information, including names, addresses, telephone numbers, email addresses or other identifying or contact information, account or transactional information, and other personal, business or financial information, and also includes information concerning the Company’s business plans and methods, market strategies, products and services, technology and computer systems, business techniques and processes, policies, procedures and training materials.

Notwithstanding the foregoing non-solicitation provisions of this Agreement, if Employee separates employment within one year following a Change in Control that is not pursuant to a transaction approved by the Huntington Bancshares Incorporated Board of Directors, then Employee’s obligations will cease as of the date of his or her employment termination.

The Company will not have any further obligations to the Employee under this Agreement if the Employee’s grant is forfeited as provided herein.

This Agreement along with the 2012 Long-Term Incentive Plan Prospectus will be available by accessing your Fidelity account.

I hereby accept the terms of this Agreement electronically through Fidelity.

Chairman, President, and Chief Executive Officer Date

Electronic Signature

Acceptance Date

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EX-31.1

Exhibit 31.1

CERTIFICATION

I, Stephen D. Steinour, certify that:

1. I have reviewed this Quarterly Report on Form 10-Q of Huntington Bancshares Incorporated;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, and cash flows of the registrant as of, and for, the periods presented in this report;

4. The registrant’s other certifying officer and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Exchange Act Rules 13a-15(e) and 15d-15(e)) and internal control over financial reporting (as defined in Exchange Act Rules 13a-15(f) and 15d-15(f)), for the registrant and have:

a) designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

b) designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

c) evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of the end of the period covered by this report based on such evaluation; and

d) disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the registrant’s most recent fiscal quarter (the registrant’s fourth fiscal quarter in the case of an annual report) that has materially affected or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and

5. The registrant’s other certifying officer and I have disclosed, based on our most recent evaluation of internal control over financial reporting, to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions):

a) all significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant’s ability to record, process, summarize, and report financial information; and

b) any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

Date: April 28, 2014

/s/ Stephen D. Steinour

    Stephen D. Steinour

    Chief Executive Officer

EX-31.2

Exhibit 31.2

CERTIFICATION

I, Howell D. McCullough III, certify that:

1. I have reviewed this Quarterly Report on Form 10-Q of Huntington Bancshares Incorporated;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, and cash flows of the registrant as of, and for, the periods presented in this report;

4. The registrant’s other certifying officer and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Exchange Act Rules 13a-15(e) and 15d-15(e)) and internal control over financial reporting (as defined in Exchange Act Rules 13a-15(f) and 15d-15(f)), for the registrant and have:

a) designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

b) designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

c) evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of the end of the period covered by this report based on such evaluation; and

d) disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the registrant’s most recent fiscal quarter (the registrant’s fourth fiscal quarter in the case of an annual report) that has materially affected or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and

5. The registrant’s other certifying officer and I have disclosed, based on our most recent evaluation of internal control over financial reporting, to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions):

a) all significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant’s ability to record, process, summarize, and report financial information; and

b) any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

Date: April 28, 2014

/s/ Howell D. McCullough III

    Howell D. McCullough III

    Chief Financial Officer

EX-32.1

Exhibit 32.1

SECTION 1350 CERTIFICATION

In connection with the Quarterly Report of Huntington Bancshares Incorporated (the “Company”) on Form 10-Q for the three month period ended March 31, 2014, as filed with the Securities and Exchange Commission on the date hereof (the “Report”), I, Stephen D. Steinour, Chief Executive Officer of the Company, certify, pursuant to 18 U.S.C. § 1350, as adopted pursuant to § 906 of the Sarbanes-Oxley Act of 2002, that:

(1) The Report fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934; and

(2) The information contained in the Report fairly presents, in all material respects, the financial condition and results of operations of the Company.

/s/ Stephen D. Steinour

        Stephen D. Steinour

        Chief Executive Officer

        April 28, 2014

EX-32.2

Exhibit 32.2

SECTION 1350 CERTIFICATION

In connection with the Quarterly Report of Huntington Bancshares Incorporated (the “Company”) on Form 10-Q for the three month period ended March 31, 2014, as filed with the Securities and Exchange Commission on the date hereof (the “Report”), I, Howell D. McCullough III, Chief Financial Officer of the Company, certify, pursuant to 18 U.S.C. § 1350, as adopted pursuant to § 906 of the Sarbanes-Oxley Act of 2002, that:

(1) The Report fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934; and

(2) The information contained in the Report fairly presents, in all material respects, the financial condition and results of operations of the Company.

/s/ Howell D. McCullough III

        Howell D. McCullough III

        Chief Financial Officer

        April 28, 2014

XML

Benefit Plans (Tables)

3 Months Ended

Mar. 31, 2014

Benefit Plans [Abstract]

Schedule of Net Benefit Costs [Table Text Block]

The following table shows the components of net periodic benefit expense of the Plan and the Post-Retirement Benefit Plan:

		Pension Benefits				Post Retirement Benefits
		Three Months Ended				Three Months Ended
		March 31,				March 31,
(dollar amounts in thousands)		2014		2013		2014		2013
Service cost (1)	$	435	$	7,134	$	---	$	---
Interest cost		8,100		7,307		259		216
Expected return on plan assets		(11,446)		(12,091)		---		---
Amortization of prior service cost		---		(1,442)		(339)		(338)
Amortization of gain		1,442		9,784		(144)		(150)
Settlements		2,500		1,500		---		---
Benefit expense	$	1,031	$	12,192	$	(224)	$	(272)
(1) Since no participants will be earning benefits after December 31, 2013, the 2014 service cost represents only administrative expenses.

Schedule of Allocation of Plan Assets [Table Text Block]

The Bank, as trustee, held all Plan assets at March 31, 2014 and December 31, 2013. The Plan assets consisted ofthe following investments:

		Fair Value
(dollar amounts in thousands)		March 31, 2014				December 31, 2013
Cash		$	---	---	%	$	---	---	%
Cash equivalents:
	Huntington funds - money market		2,932	---			803	---
Fixed income:
	Huntington funds - fixed income funds		62,381	11			74,048	11
	Corporate obligations		201,499	31			180,757	28
	U.S. Government Obligations		54,541	8			51,932	8
	U.S. Government Agencies		6,574	1			6,146	1
Equities:
	Huntington funds		257,501	39			289,379	45
	Exchange traded funds		39,580	6			24,705	4
	Huntington common stock		15,987	2			20,324	3
	Other common stock		15,314	2				---
	Limited partnerships		1,310	---			926	---
Fair value of plan assets		$	657,619	100	%	$	649,020	100	%

Schedule of Costs of Retirement Plans [Table Text Block]

The following table shows the costs of providing the SERP, SRIP, and defined contribution plans:

		Three Months Ended
		March 31,
(dollar amounts in thousands)		2014		2013
SERP & SRIP	$	475	$	1,192
Defined contribution plan		6,105		4,374
Benefit cost	$	6,580	$	5,566

XML

Available-for-Sale and Other Securities (Realized Gains/Losses) (Details 1) (USD $) In Thousands, unless otherwise specified	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
Realized securities gains and losses
Gross gains on sales of securities	$ 16,990	$ 199
Gross (losses) on sales of securities	(20)	(12)
Net gain on sales of investment securities	$ 16,970	$ 187

XML

Loans and Leases and Allowance for Credit Losses (Details 2) (USD $) In Thousands, unless otherwise specified	3 Months Ended
	Mar. 31, 2014		Mar. 31, 2013	Dec. 31, 2013
Allowance For Credit Losses Roll Forward [Abstract]
ALLL balance, beginning of period	$ 647,870		$ 769,075
Recoveries of loans previously charged-off	30,025		32,455
Loan charge-offs	(73,011)		(84,142)
Provision for loan and lease losses	28,161		29,388
Allowance for loans sold or transferred to hoans held for sale	(1,127)		(7)
ALLL balance, end of period	631,918		746,769
AULC balance, beginning of period	62,899		40,651
Provision for unfunded loan commitments and letters of credit	(3,531)		204
AULC Balance, end of period	59,368		40,855
ACL balance, end of period	691,286		787,624
Loan and lease balances by credit quality indicator
Total commercial and industrial	18,045,856			17,594,276
Total commercial real estate	5,031,778			4,850,094
Automobile	6,998,792			6,638,713
Home equity	8,373,382			8,336,318
Residential mortgage	5,542,166			5,321,088
Other consumer	361,934			380,011
Automobile loans including automobile loans transferred to loans held for sale	6,998,792	[1]
Pass [Member]
Loan and lease balances by credit quality indicator
Total commercial and industrial	17,168,674			16,688,106
Total commercial real estate	4,563,719			4,395,855
OLEM [Member]
Loan and lease balances by credit quality indicator
Total commercial and industrial	324,398			343,166
Total commercial real estate	73,320			71,403
Substandard [Member]
Loan and lease balances by credit quality indicator
Total commercial and industrial	539,856			548,030
Total commercial real estate	389,003			376,880
Doubtful [Member]
Loan and lease balances by credit quality indicator
Total commercial and industrial	12,928			14,974
Total commercial real estate	5,736			5,956
750+[Member]
Loan and lease balances by credit quality indicator
Home equity	4,850,098	[2]
Residential mortgage	2,999,897	[2]
Other consumer	159,113	[2]
Automobile loans including automobile loans transferred to loans held for sale	3,186,518	[2]
650-749 [Member]
Loan and lease balances by credit quality indicator
Home equity	2,581,753	[2]
Residential mortgage	1,782,855	[2]
Other consumer	161,435	[2]
Automobile loans including automobile loans transferred to loans held for sale	2,664,896	[2]
Less than 650 [Member]
Loan and lease balances by credit quality indicator
Home equity	698,794	[2]
Residential mortgage	701,702	[2]
Other consumer	41,076	[2]
Automobile loans including automobile loans transferred to loans held for sale	948,010	[2]
Other (2) [Member]
Loan and lease balances by credit quality indicator
Home equity	242,737	[2],[3]
Residential mortgage	57,712	[2],[3]
Other consumer	310	[2],[3]
Automobile loans including automobile loans transferred to loans held for sale	199,368	[2]
Commercial and industrial owner occupied [Member]
Loan and lease balances by credit quality indicator
Total commercial and industrial	4,401,901			4,347,872
Commercial and industrial owner occupied [Member] | Pass [Member]
Loan and lease balances by credit quality indicator
Total commercial and industrial	4,118,040			4,052,579
Commercial and industrial owner occupied [Member] | OLEM [Member]
Loan and lease balances by credit quality indicator
Total commercial and industrial	107,617			130,645
Commercial and industrial owner occupied [Member] | Substandard [Member]
Loan and lease balances by credit quality indicator
Total commercial and industrial	170,600			155,994
Commercial and industrial owner occupied [Member] | Doubtful [Member]
Loan and lease balances by credit quality indicator
Total commercial and industrial	5,644			8,654
Other commercial and industrial [Member]
Loan and lease balances by credit quality indicator
Total commercial and industrial	13,607,558			13,210,878
Other commercial and industrial [Member] | Pass [Member]
Loan and lease balances by credit quality indicator
Total commercial and industrial	13,045,701			12,630,512
Other commercial and industrial [Member] | OLEM [Member]
Loan and lease balances by credit quality indicator
Total commercial and industrial	216,139			211,860
Other commercial and industrial [Member] | Substandard [Member]
Loan and lease balances by credit quality indicator
Total commercial and industrial	341,836			364,343
Other commercial and industrial [Member] | Doubtful [Member]
Loan and lease balances by credit quality indicator
Total commercial and industrial	3,882			4,163
Commercial and Industrial [Member]
Allowance For Credit Losses Roll Forward [Abstract]
ALLL balance, beginning of period	265,801		241,051
Recoveries of loans previously charged-off	7,731		9,696
Loan charge-offs	(16,337)		(13,013)
Provision for loan and lease losses	9,784		364
Allowance for loans sold or transferred to hoans held for sale	0		0
ALLL balance, end of period	266,979		238,098
AULC balance, beginning of period	49,596		33,868
Provision for unfunded loan commitments and letters of credit	(3,280)		(33)
AULC Balance, end of period	46,316		33,835
ACL balance, end of period	313,295		271,933
Commercial real estate retail properties [Member]
Loan and lease balances by credit quality indicator
Total commercial real estate	1,415,423			1,263,569
Commercial real estate retail properties [Member] | Pass [Member]
Loan and lease balances by credit quality indicator
Total commercial real estate	1,310,593			1,153,747
Commercial real estate retail properties [Member] | OLEM [Member]
Loan and lease balances by credit quality indicator
Total commercial real estate	13,185			16,003
Commercial real estate retail properties [Member] | Substandard [Member]
Loan and lease balances by credit quality indicator
Total commercial real estate	91,455			93,819
Commercial real estate retail properties [Member] | Doubtful [Member]
Loan and lease balances by credit quality indicator
Total commercial real estate	190			0
Commercial real estate Multi family [Member]
Loan and lease balances by credit quality indicator
Total commercial real estate	1,052,707			1,025,591
Commercial real estate Multi family [Member] | Pass [Member]
Loan and lease balances by credit quality indicator
Total commercial real estate	987,389			972,526
Commercial real estate Multi family [Member] | OLEM [Member]
Loan and lease balances by credit quality indicator
Total commercial real estate	23,051			16,540
Commercial real estate Multi family [Member] | Substandard [Member]
Loan and lease balances by credit quality indicator
Total commercial real estate	42,150			36,411
Commercial real estate Multi family [Member] | Doubtful [Member]
Loan and lease balances by credit quality indicator
Total commercial real estate	117			114
Commercial real estate office [Member]
Loan and lease balances by credit quality indicator
Total commercial real estate	952,970			942,293
Commercial real estate office [Member] | Pass [Member]
Loan and lease balances by credit quality indicator
Total commercial real estate	849,428			847,411
Commercial real estate office [Member] | OLEM [Member]
Loan and lease balances by credit quality indicator
Total commercial real estate	6,137			4,866
Commercial real estate office [Member] | Substandard [Member]
Loan and lease balances by credit quality indicator
Total commercial real estate	95,257			87,722
Commercial real estate office [Member] | Doubtful [Member]
Loan and lease balances by credit quality indicator
Total commercial real estate	2,148			2,294
Commercial real estate Industrial and warehouse [Member]
Loan and lease balances by credit quality indicator
Total commercial real estate	488,015			472,893
Commercial real estate Industrial and warehouse [Member] | Pass [Member]
Loan and lease balances by credit quality indicator
Total commercial real estate	447,762			431,057
Commercial real estate Industrial and warehouse [Member] | OLEM [Member]
Loan and lease balances by credit quality indicator
Total commercial real estate	14,368			14,138
Commercial real estate Industrial and warehouse [Member] | Substandard [Member]
Loan and lease balances by credit quality indicator
Total commercial real estate	25,885			27,698
Commercial real estate Industrial and warehouse [Member] | Doubtful [Member]
Loan and lease balances by credit quality indicator
Total commercial real estate	0			0
Other commercial real estate [Member]
Loan and lease balances by credit quality indicator
Total commercial real estate	1,045,943			1,063,675
Other commercial real estate [Member] | Pass [Member]
Loan and lease balances by credit quality indicator
Total commercial real estate	960,169			977,987
Other commercial real estate [Member] | OLEM [Member]
Loan and lease balances by credit quality indicator
Total commercial real estate	15,491			16,270
Other commercial real estate [Member] | Substandard [Member]
Loan and lease balances by credit quality indicator
Total commercial real estate	69,695			68,653
Other commercial real estate [Member] | Doubtful [Member]
Loan and lease balances by credit quality indicator
Total commercial real estate	588			765
Commercial Real Estate [Member]
Allowance For Credit Losses Roll Forward [Abstract]
ALLL balance, beginning of period	162,557		285,369
Recoveries of loans previously charged-off	11,097		9,590
Loan charge-offs	(10,110)		(22,368)
Provision for loan and lease losses	(3,238)		(5,155)
Allowance for loans sold or transferred to hoans held for sale	0		0
ALLL balance, end of period	160,306		267,436
AULC balance, beginning of period	9,891		4,740
Provision for unfunded loan commitments and letters of credit	(764)		(336)
AULC Balance, end of period	9,127		4,404
ACL balance, end of period	169,433		271,840
Automobile Loan [Member]
Allowance For Credit Losses Roll Forward [Abstract]
ALLL balance, beginning of period	31,053		34,979
Recoveries of loans previously charged-off	3,402		3,094
Loan charge-offs	(8,044)		(5,688)
Provision for loan and lease losses	(1,233)		3,588
Allowance for loans sold or transferred to hoans held for sale	0		0
ALLL balance, end of period	25,178		35,973
AULC balance, beginning of period	0		0
Provision for unfunded loan commitments and letters of credit	0		0
AULC Balance, end of period	0		0
ACL balance, end of period	25,178		35,973
Home Equity [Member]
Allowance For Credit Losses Roll Forward [Abstract]
ALLL balance, beginning of period	111,131		118,764
Recoveries of loans previously charged-off	5,372		6,549
Loan charge-offs	(21,059)		(26,531)
Provision for loan and lease losses	17,733		17,076
Allowance for loans sold or transferred to hoans held for sale	0		0
ALLL balance, end of period	113,177		115,858
AULC balance, beginning of period	1,763		1,356
Provision for unfunded loan commitments and letters of credit	28		556
AULC Balance, end of period	1,791		1,912
ACL balance, end of period	114,968		117,770
Home equity secured by first-lien other [Member]
Loan and lease balances by credit quality indicator
Home equity	4,886,357
Home equity secured by first-lien other [Member] | 750+[Member]
Loan and lease balances by credit quality indicator
Home equity	3,047,848	[2]
Home equity secured by first-lien other [Member] | 650-749 [Member]
Loan and lease balances by credit quality indicator
Home equity	1,412,622	[2]
Home equity secured by first-lien other [Member] | Less than 650 [Member]
Loan and lease balances by credit quality indicator
Home equity	285,738	[2]
Home equity secured by first-lien other [Member] | Other (2) [Member]
Loan and lease balances by credit quality indicator
Home equity	140,149	[2],[3]
Home equity secured by junior-lien [Member]
Loan and lease balances by credit quality indicator
Home equity	3,487,025
Home equity secured by junior-lien [Member] | 750+[Member]
Loan and lease balances by credit quality indicator
Home equity	1,802,250	[2]
Home equity secured by junior-lien [Member] | 650-749 [Member]
Loan and lease balances by credit quality indicator
Home equity	1,169,131	[2]
Home equity secured by junior-lien [Member] | Less than 650 [Member]
Loan and lease balances by credit quality indicator
Home equity	413,056	[2]
Home equity secured by junior-lien [Member] | Other (2) [Member]
Loan and lease balances by credit quality indicator
Home equity	102,588	[2],[3]
Residential Mortgage [Member]
Allowance For Credit Losses Roll Forward [Abstract]
ALLL balance, beginning of period	39,577		61,658
Recoveries of loans previously charged-off	1,127		1,753
Loan charge-offs	(8,986)		(7,901)
Provision for loan and lease losses	7,350		7,559
Allowance for loans sold or transferred to hoans held for sale	0		(7)
ALLL balance, end of period	39,068		63,062
AULC balance, beginning of period	9		3
Provision for unfunded loan commitments and letters of credit	(1)		3
AULC Balance, end of period	8		6
ACL balance, end of period	39,076		63,068
Other Consumer loan [Member]
Allowance For Credit Losses Roll Forward [Abstract]
ALLL balance, beginning of period	37,751		27,254
Recoveries of loans previously charged-off	1,296		1,773
Loan charge-offs	(8,475)		(8,641)
Provision for loan and lease losses	(2,235)		5,956
Allowance for loans sold or transferred to hoans held for sale	(1,127)		0
ALLL balance, end of period	27,210		26,342
AULC balance, beginning of period	1,640		684
Provision for unfunded loan commitments and letters of credit	486		14
AULC Balance, end of period	2,126		698
ACL balance, end of period	29,336		27,040
Commercial and industrial purchased impaired
Loan and lease balances by credit quality indicator
Total commercial and industrial	36,397			35,526
Commercial and industrial purchased impaired | Pass [Member]
Loan and lease balances by credit quality indicator
Total commercial and industrial	4,933			5,015
Commercial and industrial purchased impaired | OLEM [Member]
Loan and lease balances by credit quality indicator
Total commercial and industrial	642			661
Commercial and industrial purchased impaired | Substandard [Member]
Loan and lease balances by credit quality indicator
Total commercial and industrial	27,420			27,693
Commercial and industrial purchased impaired | Doubtful [Member]
Loan and lease balances by credit quality indicator
Total commercial and industrial	3,402			2,157
Commercial real estate purchased impaired
Loan and lease balances by credit quality indicator
Total commercial real estate	76,720			82,073
Commercial real estate purchased impaired | Pass [Member]
Loan and lease balances by credit quality indicator
Total commercial real estate	8,378			13,127
Commercial real estate purchased impaired | OLEM [Member]
Loan and lease balances by credit quality indicator
Total commercial real estate	1,088			3,586
Commercial real estate purchased impaired | Substandard [Member]
Loan and lease balances by credit quality indicator
Total commercial real estate	64,561			62,577
Commercial real estate purchased impaired | Doubtful [Member]
Loan and lease balances by credit quality indicator
Total commercial real estate	2,693			2,783
Residential mortgage purchased impaired
Loan and lease balances by credit quality indicator
Residential mortgage	2,258
Residential mortgage purchased impaired | 750+[Member]
Loan and lease balances by credit quality indicator
Residential mortgage	630	[2]
Residential mortgage purchased impaired | 650-749 [Member]
Loan and lease balances by credit quality indicator
Residential mortgage	1,034	[2]
Residential mortgage purchased impaired | Less than 650 [Member]
Loan and lease balances by credit quality indicator
Residential mortgage	594	[2]
Residential mortgage purchased impaired | Other (2) [Member]
Loan and lease balances by credit quality indicator
Residential mortgage	0	[2],[3]
Other consumer purchased impaired
Loan and lease balances by credit quality indicator
Other consumer	128
Other consumer purchased impaired | 750+[Member]
Loan and lease balances by credit quality indicator
Other consumer	0	[2]
Other consumer purchased impaired | 650-749 [Member]
Loan and lease balances by credit quality indicator
Other consumer	59	[2]
Other consumer purchased impaired | Less than 650 [Member]
Loan and lease balances by credit quality indicator
Other consumer	69	[2]
Other consumer purchased impaired | Other (2) [Member]
Loan and lease balances by credit quality indicator
Other consumer	0	[2],[3]
Residential mortgage other
Loan and lease balances by credit quality indicator
Residential mortgage	5,539,908
Residential mortgage other | 750+[Member]
Loan and lease balances by credit quality indicator
Residential mortgage	2,999,267	[2]
Residential mortgage other | 650-749 [Member]
Loan and lease balances by credit quality indicator
Residential mortgage	1,781,821	[2]
Residential mortgage other | Less than 650 [Member]
Loan and lease balances by credit quality indicator
Residential mortgage	701,108	[2]
Residential mortgage other | Other (2) [Member]
Loan and lease balances by credit quality indicator
Residential mortgage	57,712	[2],[3]
Other consumer other
Loan and lease balances by credit quality indicator
Other consumer	361,806
Other consumer other | 750+[Member]
Loan and lease balances by credit quality indicator
Other consumer	159,113	[2]
Other consumer other | 650-749 [Member]
Loan and lease balances by credit quality indicator
Other consumer	161,376	[2]
Other consumer other | Less than 650 [Member]
Loan and lease balances by credit quality indicator
Other consumer	41,007	[2]
Other consumer other | Other (2) [Member]
Loan and lease balances by credit quality indicator
Other consumer	$ 310	[2],[3]

[1] Included $0.3 billion of loans reflected as loans held for sale related to an automobile securitization expected to be completed in 2013. During the 2013 second quarter, this amount was transferred from loans held for sale to the automobile portfolio based on Management's intent and ability to hold these loans for the foreseeable future.

[2] Reflects currently updated customer credit scores.

[3] Reflects deferred fees and costs, loans in process, loans to legal entities, etc.

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Subordinated Notes (Details) (USD $) In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Debt Instrument [Line Items]
Debt Instrument, Carrying Amount	$ 317,052
Subordinated Debt	$ 980,735	$ 1,100,860

XML

Available-for-Sale and Other Securities (Credit Ratings) (Details 2) (Pooled Trust Preferred [Member], USD $) In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Pooled Trust Preferred [Member]
Schedule of Credit Rating by Investment Security Type [Line Items]
Amortized Cost	$ 153,341	$ 161,730
Fair Value	$ 87,123	$ 84,136

XML

Share Based Compensation (RSU/RSA) (Details 3) (USD $) In Thousands, except Per Share data, unless otherwise specified	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
Summary of restricted stock units and restricted stock awards
Granted, weighted average grant date fair value per share	$ 9.13	$ 7.14
Restricted stock awards [Member]
Summary of restricted stock units and restricted stock awards
Nonvested Beginning balance	0
Nonvested Beginning balance, Weighted average grant date fair value per share	$ 0
Granted	0
Granted, weighted average grant date fair value per share	$ 0
Assumed	27
Assumed, Weighted Average Grant Date Fair Value Per Share	$ 0
Released	11
Released, Weighted average grant date fair value per share	$ 9.53
Forfeited	0
Forfeited, Weighted average grant date fair value per share	$ 0
Nonvested Ending balance	16
Nonvested, Weighted average grant date fair value per share	$ 9.53
Restricted Stock Unit [Member]
Summary of restricted stock units and restricted stock awards
Nonvested Beginning balance	12,064
Nonvested Beginning balance, Weighted average grant date fair value per share	$ 6.80
Granted	1,036
Granted, weighted average grant date fair value per share	$ 9.13
Released	(1,335)
Released, Weighted average grant date fair value per share	$ 7.12
Forfeited	(245)
Forfeited, Weighted average grant date fair value per share	$ 6.98
Nonvested Ending balance	11,520
Nonvested, Weighted average grant date fair value per share	$ 6.97
Performance Share Awards [Member]
Summary of restricted stock units and restricted stock awards
Nonvested Beginning balance	1,646
Nonvested Beginning balance, Weighted average grant date fair value per share	$ 6.95
Granted	0
Granted, weighted average grant date fair value per share	$ 0
Released	0
Released, Weighted average grant date fair value per share	$ 0
Forfeited	(108)
Forfeited, Weighted average grant date fair value per share	$ 6.94
Nonvested Ending balance	1,538
Nonvested, Weighted average grant date fair value per share	$ 6.95

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Commitments and Contingent Liabilities (Details Textual) (USD $)	3 Months Ended
	Mar. 31, 2014	Dec. 31, 2013
Additional Commitments and Contingent Liabilities (Textuals) [Abstract]
Maturity period of majority of standby letters of credit	within two years
Carrying amount of deferred revenue associated with guarantees	$ 4,400,000	$ 2,100,000
Maturity period of Commercial letters of credit	no longer than 90 days
Percentage of Outstanding standby letters of credit collateralized	84.00%
Commitments and Contingent Liabilities (Textuals) [Abstract]
Commitments to sell residential real estate loans	523,000,000	452,600,000
Maturity period of forward contracts relating mortgage banking business	less than one year
Gross unrecognized tax benefit	0
Total interest accrued on the unrecognized tax benefits	0
Aggregate range of reasonably possible losses current legal proceedings, Min	0
Aggregate range of reasonably possible losses current legal proceedings, Max	125,000,000
Recovery from the bank as a form of unjust enrichment	1,900,000
Direct damage claimed by Plantiffs	32,000,000
Additional consequential damages by plantiffs	excess of $20.0 million
Bankruptcy trustee alleging for the amount	70,000,000
Preferential transfer alleged by bankruptcy trustee	1,200,000
Fraudulent transfers alleged by Teleservices bankruptcy trustee	73,000,000
Credit related to recoveries in preference actions filed	4,000,000
Bankruptcy trustee unable to recover	900,000
Bankruptcy Court recommended judgment amount in Cyberco case, principal	71,800,000
Bankruptcy Court recommended judgment amount in Cyberco case, interest	8,800,000
Standby Letters of Credit [Member]
Additional Commitments and Contingent Liabilities (Textuals) [Abstract]
Outstanding standby letters of credit	470,279,000	439,834,000
Risk Level, Low [Member]
Additional Commitments and Contingent Liabilities (Textuals) [Abstract]
Outstanding standby letters of credit	119,000,000
Risk Level, Medium [Member]
Additional Commitments and Contingent Liabilities (Textuals) [Abstract]
Outstanding standby letters of credit	351,000,000
Risk Level, High [Member]
Additional Commitments and Contingent Liabilities (Textuals) [Abstract]
Outstanding standby letters of credit	$ 470,000,000

XML

Loans and Leases and Allowance for Credit Losses (Details) (USD $) In Thousands, unless otherwise specified	3 Months Ended				3 Months Ended				3 Months Ended			3 Months Ended								3 Months Ended								3 Months Ended								3 Months Ended																						3 Months Ended												3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013	Dec. 31, 2012	Mar. 31, 2014 Camco Financial [Member]	Mar. 31, 2013 Camco Financial [Member]	Mar. 02, 2014 Camco Financial [Member]	Dec. 31, 2013 Camco Financial [Member]	Mar. 31, 2014 Fidelity Bank [Member]	Mar. 31, 2013 Fidelity Bank [Member]	Dec. 31, 2013 Fidelity Bank [Member]	Mar. 31, 2014 Commercial and Industrial [Member]	Mar. 31, 2013 Commercial and Industrial [Member]	Dec. 31, 2013 Commercial and Industrial [Member]	Dec. 31, 2012 Commercial and Industrial [Member]	Mar. 31, 2014 Commercial and Industrial [Member] Camco Financial [Member]	Dec. 31, 2013 Commercial and Industrial [Member] Camco Financial [Member]	Mar. 31, 2014 Commercial and Industrial [Member] Fidelity Bank [Member]	Dec. 31, 2013 Commercial and Industrial [Member] Fidelity Bank [Member]	Mar. 31, 2014 Commercial Real Estate [Member]	Mar. 31, 2013 Commercial Real Estate [Member]	Dec. 31, 2013 Commercial Real Estate [Member]	Dec. 31, 2012 Commercial Real Estate [Member]	Mar. 31, 2014 Commercial Real Estate [Member] Camco Financial [Member]	Dec. 31, 2013 Commercial Real Estate [Member] Camco Financial [Member]	Mar. 31, 2014 Commercial Real Estate [Member] Fidelity Bank [Member]	Dec. 31, 2013 Commercial Real Estate [Member] Fidelity Bank [Member]	Mar. 31, 2014 Home Equity [Member]	Mar. 31, 2013 Home Equity [Member]	Dec. 31, 2013 Home Equity [Member]	Dec. 31, 2012 Home Equity [Member]	Mar. 31, 2014 Home Equity [Member] Camco Financial [Member]	Dec. 31, 2013 Home Equity [Member] Camco Financial [Member]	Mar. 31, 2014 Home Equity [Member] Fidelity Bank [Member]	Dec. 31, 2013 Home Equity [Member] Fidelity Bank [Member]	Mar. 31, 2014 Residential Mortgage [Member]	Mar. 31, 2013 Residential Mortgage [Member]	Dec. 31, 2013 Residential Mortgage [Member]	Dec. 31, 2012 Residential Mortgage [Member]	Mar. 31, 2014 Residential Mortgage [Member] Camco Financial [Member]	Dec. 31, 2013 Residential Mortgage [Member] Camco Financial [Member]	Mar. 31, 2014 Residential Mortgage [Member] Fidelity Bank [Member]	Dec. 31, 2013 Residential Mortgage [Member] Fidelity Bank [Member]	Mar. 31, 2014 Commercial and industrial owner occupied [Member]	Dec. 31, 2013 Commercial and industrial owner occupied [Member]	Mar. 31, 2014 Other commercial and industrial [Member]	Dec. 31, 2013 Other commercial and industrial [Member]	Mar. 31, 2014 Commercial real estate retail properties [Member]	Dec. 31, 2013 Commercial real estate retail properties [Member]	Mar. 31, 2014 Commercial real estate Multi family [Member]	Dec. 31, 2013 Commercial real estate Multi family [Member]	Mar. 31, 2014 Commercial real estate office [Member]	Dec. 31, 2013 Commercial real estate office [Member]	Mar. 31, 2014 Commercial real estate Industrial and warehouse [Member]	Dec. 31, 2013 Commercial real estate Industrial and warehouse [Member]	Mar. 31, 2014 Other commercial real estate [Member]	Dec. 31, 2013 Other commercial real estate [Member]	Mar. 31, 2014 Automobile Loan [Member]	Mar. 31, 2013 Automobile Loan [Member]	Dec. 31, 2013 Automobile Loan [Member]	Dec. 31, 2012 Automobile Loan [Member]	Mar. 31, 2014 Automobile Loan [Member] Camco Financial [Member]	Dec. 31, 2013 Automobile Loan [Member] Camco Financial [Member]	Mar. 31, 2014 Automobile Loan [Member] Fidelity Bank [Member]	Dec. 31, 2013 Automobile Loan [Member] Fidelity Bank [Member]	Mar. 31, 2014 Home equity secured by first-lien other [Member]	Dec. 31, 2013 Home equity secured by first-lien other [Member]	Mar. 31, 2014 Home equity secured by junior-lien [Member]	Dec. 31, 2013 Home equity secured by junior-lien [Member]	Mar. 31, 2014 Other Consumer loan [Member]	Mar. 31, 2013 Other Consumer loan [Member]	Dec. 31, 2013 Other Consumer loan [Member]	Dec. 31, 2012 Other Consumer loan [Member]	Mar. 31, 2014 Other Consumer loan [Member] Camco Financial [Member]	Dec. 31, 2013 Other Consumer loan [Member] Camco Financial [Member]	Mar. 31, 2014 Other Consumer loan [Member] Fidelity Bank [Member]	Dec. 31, 2013 Other Consumer loan [Member] Fidelity Bank [Member]	Mar. 31, 2014 Commercial and industrial purchased impaired	Dec. 31, 2013 Commercial and industrial purchased impaired	Mar. 31, 2014 Commercial real estate purchased impaired	Dec. 31, 2013 Commercial real estate purchased impaired	Mar. 31, 2014 Residential mortgage purchased impaired	Mar. 31, 2014 Other consumer purchased impaired	Mar. 31, 2014 Residential mortgage other	Dec. 31, 2013 Residential mortgage other	Mar. 31, 2014 Other consumer other	Dec. 31, 2013 Other consumer other
Loan and Lease Portfolio
Commercial and industrial	$ 18,045,856		$ 17,594,276																																									$ 4,401,901	$ 4,347,872	$ 13,607,558	$ 13,210,878																															$ 36,397	$ 35,526
Commercial real estate	5,031,778		4,850,094																																													1,415,423	1,263,569	1,052,707	1,025,591	952,970	942,293	488,015	472,893	1,045,943	1,063,675																							76,720	82,073
Automobile	6,998,792		6,638,713
Home equity	8,373,382		8,336,318																																																															4,886,357		3,487,025
Residential mortgage	5,542,166		5,321,088																																																																															2,258		5,539,908
Other consumer	361,934		380,011																																																																																128			361,806
Loans and leases	44,353,908		43,120,500									18,045,856		17,594,276						5,031,778		4,850,094						8,373,382		8,336,318						5,542,166		5,321,088																				6,998,792		6,638,713										361,934		380,011
Allowance for loan and lease losses	(631,918)	(746,769)	(647,870)	(769,075)								(266,979)	(238,098)	(265,801)	(241,051)					(160,306)	(267,436)	(162,557)	(285,369)					(113,177)	(115,858)	(111,131)	(118,764)					(39,068)	(63,062)	(39,577)	(61,658)																			(25,178)	(35,973)	(31,053)	(34,979)									(27,210)	(26,342)	(37,751)	(27,254)
Net loans and leases	43,721,990		42,472,630
Loan Purchases and Sales
Portfolio loans purchased	40,121	21,541										40,121	21,541							0	0							0	0							0	0																					0	0											0	0
Portfolio loans sold or transferred to loans held for sale	54,297	35,896										54,258	27,602							39	3,903							0	0							0	4,391																					0	0											0	0
Non Accrual Loans
Non Accrual loans	327,158		322,056									57,053		56,615						71,344		73,417						70,862		66,189														35,971	38,321	21,082	18,294	29,638	27,328	12,884	9,289	13,130	18,995	4,063	6,310	11,629	11,495	6,218		6,303						39,267	36,288	31,595	29,901															121,681	119,532	0	0
Contractually required payments, expected cash flows to be collected, and fair value of loans at acquisition
Contractually required payments including interest							14,363
Nonaccretable difference							(11,234)
Cash flows expected to be collected							3,129
Accretable yield					143	0	(143)
Fair value of loans acquired							2,986
Rollforward of accretable yield
Accretable yield balance, beginning of period					0	0			27,995	23,251
Impact of acquisition					143	0	(143)
Adjustments resulting from changes in purchase price allocation					0	0			0	0
Accretion					9	0			(4,004)	(3,319)
Reclassification from nonaccretable difference					0	0			767	15,228
Accretable yield balance, end of period					134	0			24,758	35,160
Ending balance and unpaid balance of acquired loans
Ending balance					2,995			0	112,508		120,226					709	0	35,688	35,526					2,286	0	74,434	82,073					0	0	0	0					0	0	2,258	2,498																			0	0	0	0									0	0	128	129
Unpaid balance					$ 13,537			$ 0	$ 198,962		$ 209,567					$ 1,717	$ 0	$ 50,876	$ 50,798					$ 11,820	$ 0	$ 144,676	$ 154,869					$ 0	$ 0	$ 0	$ 0					$ 0	$ 0	$ 3,197	$ 3,681																			$ 0	$ 0	$ 0	$ 0									$ 0	$ 0	$ 213	$ 219

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Held To Maturity Securities (Tables)

3 Months Ended

Mar. 31, 2014

Held to Maturity Securities [Abstract]

Contractual maturities of held-to-maturity securities

Listed below are the contractual maturities (under 1 year, 1-5 years, 6-10 years, and over 10 years) of held-to-maturity securities at March 31, 2014 and December 31, 2013:

				March 31, 2014				December 31, 2013
				Amortized		Fair		Amortized		Fair
(dollar amounts in thousands)				Cost		Value		Cost		Value
	Federal agencies: mortgage-backed securities:
		Under 1 year	$	---	$	---	$	---	$	---
		1-5 years		---		---		---		---
		6-10 years		24,901		23,222		24,901		22,549
		Over 10 years		3,478,163		3,450,923		3,574,156		3,506,018
	Total Federal agencies: mortgage-backed securities			3,503,064		3,474,145		3,599,057		3,528,567
	Other agencies:
		Under 1 year		---		---		---		---
		1-5 years		---		---		---		---
		6-10 years		57,431		57,652		38,588		39,075
		Over 10 years		165,424		161,433		189,999		185,097
	Total other agencies			222,855		219,085		228,587		224,172
Total U.S. Government backed agencies				3,725,919		3,693,230		3,827,644		3,752,739
Municipal securities:
	Under 1 year			---		---		---		---
	1-5 years			---		---		---		---
	6-10 years			---		---		---		---
	Over 10 years			8,804		8,266		9,023		8,159
Total municipal securities				8,804		8,266		9,023		8,159
Total held-to-maturity securities			$	3,734,723	$	3,701,496	$	3,836,667	$	3,760,898

Amortized cost, gross unrealized gains and losses, and fair value by investment category

The following table provides amortized cost, gross unrealized gains and losses, and fair value by investment category at March 31, 2014 and December 31, 2013:

					Unrealized
			Amortized		Gross		Gross		Fair
(dollar amounts in thousands)			Cost		Gains		Losses		Value
March 31, 2014
Federal Agencies:
	Mortgage-backed securities	$	3,503,064	$	13,868	$	(42,787)	$	3,474,145
	Other agencies		222,855		654		(4,424)		219,085
Total U.S. Government
	backed securities		3,725,919		14,522		(47,211)		3,693,230
Municipal securities			8,804		---		(538)		8,266
Total held-to-maturity securities		$	3,734,723	$	14,522	$	(47,749)	$	3,701,496
					Unrealized
			Amortized		Gross		Gross		Fair
(dollar amounts in thousands)			Cost		Gains		Losses		Value
December 31, 2013
Federal Agencies:
	Mortgage-backed securities	$	3,599,057	$	5,573	$	(76,063)	$	3,528,567
	Other agencies		228,587		776		(5,191)		224,172
Total U.S. Government
	backed securities		3,827,644		6,349		(81,254)		3,752,739
Municipal securities			9,023		---		(864)		8,159
Total held-to-maturity securities		$	3,836,667	$	6,349	$	(82,118)	$	3,760,898

Investment securities in an unrealized loss position

			Less than 12 Months				Over 12 Months				Total
			Fair		Unrealized		Fair		Unrealized		Fair		Unrealized
(dollar amounts in thousands )			Value		Losses		Value		Losses		Value		Losses
March 31, 2014
Federal Agencies:
	Mortgage-backed securities	$	2,442,257	$	(41,107)	$	23,222	$	(1,680)	$	2,465,479	$	(42,787)
	Other agencies		160,958		(4,424)		---		---		160,958		(4,424)
Total U.S. Government backed securities			2,603,215		(45,531)		23,222		(1,680)		2,626,437		(47,211)
Municipal securities			8,266		(538)		---		---		8,266		(538)
Total temporarily impaired securities		$	2,611,481	$	(46,069)	$	23,222	$	(1,680)	$	2,634,703	$	(47,749)
			Less than 12 Months				Over 12 Months				Total
			Fair		Unrealized		Fair		Unrealized		Fair		Unrealized
(dollar amounts in thousands )			Value		Losses		Value		Losses		Value		Losses
December 31, 2013
Federal Agencies:
	Mortgage-backed securities	$	2,849,198	$	(73,711)	$	22,548	$	(2,352)	$	2,871,746	$	(76,063)
	Other agencies		144,417		(5,191)		---		---		144,417		(5,191)
Total U.S. Government backed securities			2,993,615		(78,902)		22,548		(2,352)		3,016,163		(81,254)
Municipal securities			8,159		(864)		---		---		8,159		(864)
Total temporarily impaired securities		$	3,001,774	$	(79,766)	$	22,548	$	(2,352)	$	3,024,322	$	(82,118)

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Share Based Compensation (Details Textual) (USD $) In Millions, except Share data, unless otherwise specified	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
Share Based Compensation (Textuals) [Abstract]
Total fair value of awards vested	$ 9.6	$ 2.1
Share Based Compensation (Additional Textuals) [Abstract]
Cash received for exercises of stock options	6.7
Tax benefit realized from stock option exercises	0.3	0.2
Exercise of stock option	1,138,000
Award vested as of grant date	100.00%
Granted, weighted average grant date fair value per share	$ 9.13	$ 7.14
Total unrecognized compensation cost related to nonvested awards	$ 55.6
Weighted-average expense recognition period	2 years 4 months
Common stock available for future grants	23,700,000
After May 2004 [Member]
Share Based Compensation (Textuals) [Abstract]
Options granted, term	P7Y
Prior to May 2004 [Member]
Share Based Compensation (Textuals) [Abstract]
Options granted, term	P10Y
Restricted stock awards [Member]
Share Based Compensation (Additional Textuals) [Abstract]
Granted, weighted average grant date fair value per share	$ 0

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Other Comprehensive Income (Reclassifications) (Details 1) (USD $) In Thousands, unless otherwise specified	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
Reclassification Adjustment Out Of Accumulated Other Comprehensive Income [Line Items]
Interest income - held-to-maturity securities - taxable	$ 23,320	$ 9,838
Gain (Loss) on Sale of Securities, Net	16,970	187
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net	0	696
Interest income - loans and leases	402,522	406,879
Noninterest income - other income	30,999	37,984
Other Noninterest Expense	51,045	35,666
Transisition obligation	4,789	3,831
Income before income taxes	201,240	208,403
Income Tax Expense (Benefit)	52,097	55,129
Net income applicable to common shareholders	141,179	145,304
Interest Income, Securities, Taxable	38,456	40,185
Accumulated Net Unrealized Investment Gain (Loss) [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment Out Of Accumulated Other Comprehensive Income [Line Items]
Interest income - held-to-maturity securities - taxable	175	55
Gain (Loss) on Sale of Securities, Net	15,200	187
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net	0	(696)
Income before income taxes	15,375	(454)
Income Tax Expense (Benefit)	(5,381)	159
Net income applicable to common shareholders	9,994	(295)
Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [Member] | Interest Rate Contract [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment Out Of Accumulated Other Comprehensive Income [Line Items]
Interest income - loans and leases	2,892	3,916
Noninterest income - other income	0	110
Other Noninterest Expense	0	0
Income before income taxes	2,892	4,026
Income Tax Expense (Benefit)	(1,012)	(1,410)
Net income applicable to common shareholders	1,880	2,616
Accumulated Defined Benefit Plans Adjustment [Member] | Reclassification out of Accumulated Other Comprehensive Income [Member]
Reclassification Adjustment Out Of Accumulated Other Comprehensive Income [Line Items]
Net actuarial gains (losses)	(888)	(9,954)
Prior service costs	0	1,727
Income before income taxes	(888)	(8,227)
Income Tax Expense (Benefit)	311	2,879
Net income applicable to common shareholders	$ (577)	$ (5,348)

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Fair Values of Assets and Liabilities (Fair value option-changes in fair value) (Details 4) (USD $) In Thousands, unless otherwise specified	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
Mortgages Held For Sale
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Option, Changes in Fair Value, Gain (Loss)	$ 3,151	$ (4,663)
Automobile Loans
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Option, Changes in Fair Value, Gain (Loss)	(251)	1,137
Fair Value, Option, Credit Risk, Gains (Losses) on Assets	323	326
Securitization Trust Notes Payable
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Option, Changes in Fair Value, Gain (Loss)	$ 0	$ 0

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Available-for-Sale and Other Securities (OTTI) (Details 4) (USD $) In Thousands, unless otherwise specified	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
Total OTTI losses, OTTI losses included in OCI, and OTTI recognized in the income statement for securities evaluated for impairment by debt security debt
Impairment losses recognized in earnings on available-for-sale securities	$ 0	$ 696
Equity Securities [Member]
Total OTTI losses, OTTI losses included in OCI, and OTTI recognized in the income statement for securities evaluated for impairment by debt security debt
Impairment losses recognized in earnings on available-for-sale securities	0	0
Debt Securities [Member]
Total OTTI losses, OTTI losses included in OCI, and OTTI recognized in the income statement for securities evaluated for impairment by debt security debt
Impairment losses recognized in earnings on available-for-sale securities	0	696
Private label CMO [Member]
Total OTTI losses, OTTI losses included in OCI, and OTTI recognized in the income statement for securities evaluated for impairment by debt security debt
Impairment losses recognized in earnings on available-for-sale securities	0	336
Alt-A Mortgage-backed [Member]
Total OTTI losses, OTTI losses included in OCI, and OTTI recognized in the income statement for securities evaluated for impairment by debt security debt
Impairment losses recognized in earnings on available-for-sale securities	0	0
Pooled Trust Preferred [Member]
Total OTTI losses, OTTI losses included in OCI, and OTTI recognized in the income statement for securities evaluated for impairment by debt security debt
Impairment losses recognized in earnings on available-for-sale securities	$ 0	$ 360

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Quarterly Results of Operations (Unaudited) (Details) (USD $) In Thousands, except Per Share data, unless otherwise specified	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
Selected Quarterly Financial Information [Abstract]
Interest income	$ 472,455	$ 465,319
Interest Expense	34,949	41,149
Net interest income	437,506	424,170
Provision for credit losses	24,630	29,592
Noninterest Income	248,485	256,618
Noninterest Expense	460,121	442,793
Income before income taxes	201,240	208,403
Provision for income taxes	52,097	55,129
Net income	149,143	153,274
Dividends on preferred shares	7,964	7,970
Net income applicable to common shareholders	$ 141,179	$ 145,304
Earnings Per Share, Basic	$ 0.17	$ 0.17
Earnings Per Share, Diluted	$ 0.17	$ 0.17

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Share Based Compensation (Expense) (Details 1) (USD $) In Thousands, unless otherwise specified	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
Share based compensation expense and related tax benefit
Share-based compensation expense	$ 9,418	$ 8,021
Tax (expense) benefit	$ 3,163	$ 2,684

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Fair Values of Assets and Liabilities (Level 3 rollforward) (Details 1) (USD $) In Thousands, unless otherwise specified	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
MSRs [Member]
Rollforward of financial instruments measured on a recurring basis and classified as Level 3
Balance, beginning of period	$ 34,236	$ 35,202
Total gains/losses:
Included in earnings	3,608	(380)
Included in OCI	0	0
Purchases	0	0
Sales	0	0
Repayments	0	0
Issuances	0	0
Settlements	0	0
Transfers in/out of Level 3	0	0
Balance, end of period	30,628	35,582
The amount of total gains or losses for the period included in earnings (or OCI) attributable to the change in unrealized gains or losses relating to assets still held at reporting date	(3,608)	380
Derivative Instruments [Member]
Rollforward of financial instruments measured on a recurring basis and classified as Level 3
Balance, beginning of period	2,390	12,702
Total gains/losses:
Included in earnings	(1,675)	1,482
Included in OCI	0	0
Purchases	0	0
Sales	0	0
Repayments	0	0
Issuances	0	0
Settlements	(365)	(2,214)
Transfers in/out of Level 3	0	0
Balance, end of period	3,700	9,006
The amount of total gains or losses for the period included in earnings (or OCI) attributable to the change in unrealized gains or losses relating to assets still held at reporting date	1,675	(3,696)
Municipal securities [Member]
Rollforward of financial instruments measured on a recurring basis and classified as Level 3
Balance, beginning of period	654,537	61,228
Total gains/losses:
Included in earnings	0	0
Included in OCI	(7,272)	(155)
Purchases	80,185	0
Sales	0	0
Repayments	0	0
Issuances	0	0
Settlements	(7,616)	(2,285)
Transfers in/out of Level 3	0	0
Balance, end of period	734,378	59,098
The amount of total gains or losses for the period included in earnings (or OCI) attributable to the change in unrealized gains or losses relating to assets still held at reporting date	7,272	155
Private label CMO [Member]
Rollforward of financial instruments measured on a recurring basis and classified as Level 3
Balance, beginning of period	32,140	48,775
Total gains/losses:
Included in earnings	(9)	270
Included in OCI	(252)	(891)
Purchases	0	0
Sales	0	0
Repayments	0	0
Issuances	0	0
Settlements	(504)	(3,850)
Transfers in/out of Level 3	0	0
Balance, end of period	31,897	45,546
The amount of total gains or losses for the period included in earnings (or OCI) attributable to the change in unrealized gains or losses relating to assets still held at reporting date	252	891
Asset-backed Securities [Member]
Rollforward of financial instruments measured on a recurring basis and classified as Level 3
Balance, beginning of period	107,419	110,037
Total gains/losses:
Included in earnings	(22)	738
Included in OCI	(11,543)	(12,789)
Purchases	0	0
Sales	0	0
Repayments	0	0
Issuances	0	0
Settlements	(9,015)	(6,633)
Transfers in/out of Level 3	0	0
Balance, end of period	109,969	115,455
The amount of total gains or losses for the period included in earnings (or OCI) attributable to the change in unrealized gains or losses relating to assets still held at reporting date	11,543	12,789
Automobile Loan [Member]
Rollforward of financial instruments measured on a recurring basis and classified as Level 3
Balance, beginning of period	52,286	142,762
Total gains/losses:
Included in earnings	251	(1,137)
Included in OCI	0	0
Purchases	0	0
Sales	0	0
Repayments	(14,767)	(27,860)
Issuances	0	0
Settlements	0	0
Transfers in/out of Level 3	0	0
Balance, end of period	37,268	116,039
The amount of total gains or losses for the period included in earnings (or OCI) attributable to the change in unrealized gains or losses relating to assets still held at reporting date	$ (251)	$ 1,137

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Benefit Plans (Details) (USD $) In Thousands, unless otherwise specified			3 Months Ended
	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2014 Pension Benefits [Member]	Mar. 31, 2013 Pension Benefits [Member]	Mar. 31, 2014 Post Retirement Benefits [Member]	Mar. 31, 2013 Post Retirement Benefits [Member]
Components of net periodic benefit expense [Abstract]
Service cost			$ 435	$ 7,134	$ 0	$ 0
Interest cost			8,100	7,307	259	216
Expected return on plan assets			(11,446)	(12,091)	0	0
Amortization of transition asset			0	0	0	0
Amortization of prior service cost			0	(1,442)	(339)	(338)
Amortization of gains (losses)			1,442	9,784	(144)	(150)
Curtailments			0	0	0	0
Settlements			2,500	1,500	0	0
Recognized net actuarial loss			0	0	0	0
Benefit cost			1,031	12,192	(224)	(272)
Change in Benefit Obligation [Roll Forward]
Service cost			435	7,134	0	0
Interest cost			8,100	7,307	259	216
Change in Fair Value of Plan Assets [Abstract]
Defined Benefit Plan, Fair Value of Plan Assets, Beginning Balance	657,619	649,020
Defined Benefit Plan, Fair Value of Plan Assets, Ending Balance	$ 657,619	$ 649,020

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Fair Values of Assets and Liabilities (Level 3 classification of gains/losses) (Details 2) (USD $) In Thousands, unless otherwise specified	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
MSRs [Member]
Classification of gains and losses in earnings:
Mortgage banking income (loss)	$ (3,608)	$ 380
Securities gains (losses)	0	0
Interest and fee income	0	0
Noninterest income	0	0
Total	(3,608)	380
Derivative Instrument Asset, Net [Member]
Classification of gains and losses in earnings:
Mortgage banking income (loss)	1,675	(1,482)
Securities gains (losses)	0	0
Interest and fee income	0	0
Noninterest income	0	0
Total	1,675	(1,482)
Municipal securities [Member]
Classification of gains and losses in earnings:
Mortgage banking income (loss)	0	0
Securities gains (losses)	0	0
Interest and fee income	0	0
Noninterest income	0	0
Total	0	0
Private label CMO [Member]
Classification of gains and losses in earnings:
Mortgage banking income (loss)	0	0
Securities gains (losses)	0	(336)
Interest and fee income	9	66
Noninterest income	0	0
Total	9	(270)
Asset-backed Securities [Member]
Classification of gains and losses in earnings:
Mortgage banking income (loss)	0	0
Securities gains (losses)	0	(359)
Interest and fee income	22	(379)
Noninterest income	0	0
Total	22	(738)
Automobile Loan [Member]
Classification of gains and losses in earnings:
Mortgage banking income (loss)	0	0
Securities gains (losses)	0	0
Interest and fee income	(332)	(859)
Noninterest income	81	1,996
Total	$ (251)	$ 1,137

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Share Based Compensation (Options) (Details 2) (USD $) In Thousands, except Per Share data, unless otherwise specified	3 Months Ended
	Mar. 31, 2014
Stock option activity and related information
Outstanding Beginning balance, options	23,300
Outstanding Beginning balance, Weighted average exercise price	$ 7.61
Granted, options	0
Options Acquired, Options	214
OptionsAcquiredWeightedAverageExercisePrice	$ 0
Granted, Weighted average exercise price	$ 0
Exercised, options	1,138
Exercised, Weighted Average Exercise price	$ 5.87
Forfeited or expired , options	761
Forfeited or expired, Weighted average exercise price	$ 16.42
Outstanding Ending balance, options	21,615
Outstanding Ending balance, Weighted average exercise price	$ 7.40
Outstanding Ending balance, Weighted average remaining contractual life (years)	4 years 4 months
Outstanding Ending balance, Aggregate intrinsic value	$ 74,034
Vested and expected to vest, options	8,570
Vested and expected to vest, Weighted average exercise price	$ 6.58
Vested and expected to vest, Weighted average remaining contractual life (years)	5 years 7 months
Vested and expected to vest, Aggregate intrinsic value	29,090
Exercisable, options	12,409
Exercisable, Weighted average exercise price	$ 8.00
Exercisable, Weighted average Remaining contractual life (years)	3 years
Exercisable, Aggregate intrinsic value	$ 42,926

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Subordinated Notes (Details Textuals) (USD $) In Thousands, unless otherwise specified	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
Debt Instruments [Abstract]
Gains (Losses) on Extinguishment of Debt	$ 0	$ 0

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Commitments and Contingent Liabilities

3 Months Ended

Mar. 31, 2014

Commitments and Contingent Liabilities [Abstract]

COMMITMENTS AND CONTINGENT LIABILITIES

17. Commitments and Contingent Liabilities

Commitments to extend credit

In the ordinary course of business, Huntington makes various commitments to extend credit that are not reflected in the Unaudited Condensed Consolidated Financial Statements. The contractual amounts of these financial agreements at March 31, 2014and December 31, 2013, were as follows:

				March 31,		December 31,
(dollar amounts in thousands)				2014		2013
Contract amount represents credit risk:
	Commitments to extend credit
		Commercial	$	10,421,846	$	10,198,327
		Consumer		6,832,944		6,544,606
		Commercial real estate		794,895		765,982
	Standby letters-of-credit			470,279		439,834

Commitments to extend credit generally have fixed expiration dates, are variable-rate, and contain clauses that permit Huntington to terminate or otherwise renegotiate the contracts in the event of a significant deterioration in the customer's credit quality. These arrangements normally require the payment of a fee by the customer, the pricing of which is based on prevailing market conditions, credit quality, probability of funding, and other relevant factors. Since many of these commitments are expected to expire without being drawn upon, the contract amounts are not necessarily indicative of future cash requirements. The interest rate risk arising from these financial instruments is insignificant as a result of their predominantly short-term, variable-rate nature.

Standby letters-of-credit are conditional commitments issued to guarantee the performance of a customer to a third party. These guarantees are primarily issued to support public and private borrowing arrangements, including commercial paper, bond financing, and similar transactions. Most of these arrangements mature within two years. The carrying amount of deferred revenue associated with these guarantees was $4.4 million and$2.1 millionat March 31, 2014and December 31, 2013, respectively.

Through the Company's credit process, Huntington monitors the credit risks of outstanding standby letters-of-credit. When it is probable that a standby letter-of-credit will be drawn and not repaid in full, losses are recognized in the provision for credit losses. At March 31, 2014, Huntington had $470million of standby letters-of-credit outstanding, of which 84% were collateralized. Included in this $470million total are letters-of-credit issued by the Bank that support securities that were issued by customers and remarketed by The Huntington Investment Company, the Company's broker-dealer subsidiary.

Huntington uses an internal grading system to assess an estimate of loss on its loan and lease portfolio. This same loan grading system is used to monitor credit risk associated with standby letters-of-credit. Under this grading system as of March 31, 2014, approximately $119 million of the standby letters-of-credit were rated strong with sufficient asset quality, liquidity, and good debt capacity and coverage; approximately $351 million were rated average with acceptable asset quality, liquidity, and modest debt capacity; and approximately $470 million were rated substandard with negative financial trends, structural weaknesses, operating difficulties, and higher leverage.

Commercial letters-of-credit represent short-term, self-liquidating instruments that facilitate customer trade transactions and generally have maturities of no longer than 90 days. The goods or cargo being traded normally secures these instruments.

Commitments to sell loans

Huntington enters into forward contracts relating to its mortgage banking business to hedge the exposures from commitments to make new residential mortgage loans with existing customers and from mortgage loans classified as loans held for sale. At March 31, 2014 and December 31, 2013, Huntington had commitments to sell residential real estate loans of $523.0 million and$452.6 million, respectively. These contracts mature in less than one year.

Income Taxes

The Company and its subsidiaries file income tax returns in the U.S. federal jurisdiction and various state, city, and foreign jurisdictions. Federal income tax audits have been completed through 2009. In the first quarter of 2013, the IRS began an examination of our 2010 and 2011 consolidated federal income tax returns. The Company has appealed certain proposed adjustments resulting from the IRS examination of the 2006, 2007, 2008, 2009, and 2010 tax returns. Management believes the tax positions taken related to such proposed adjustments were correct and supported by applicable statutes, regulations, and judicial authority, and intend to vigorously defend them. It is possible the ultimate resolution of the proposed adjustments, if unfavorable, may be material to the results of operations in the period it occurs. However, although no assurance can be given, Management believes the resolution of these examinations will not, individually or in the aggregate, have a material adverse impact on our consolidated financial position. Various state and other jurisdictions remain open to examination, including Kentucky, Indiana, Michigan, Pennsylvania, West Virginia, and Illinois.

Huntington accounts for uncertainties in income taxes in accordance with ASC 740, Income Taxes. At March 31, 2014, Huntington had gross unrecognized tax benefits of $2.8 million in income tax liability related to uncertain tax positions. Total interest accrued on the unrecognized tax benefits was $0.1 million as of March 31, 2014. Huntington recognizes interest and penalties on income tax assessments or income tax refunds in the financial statements as a component of provision for income taxes. It is reasonably possible the liability for unrecognized tax benefits could decrease in the next twelve months.

Litigation

The nature of Huntington's business ordinarily results in a certain amount of claims, litigation, investigations, and legal and administrative cases and proceedings, all of which are considered incidental to the normal conduct of business. When the Company determines it has meritorious defenses to the claims asserted, it vigorously defends itself. The Company will consider settlement of cases when, in Management's judgment, it is in the best interests of both the Company and its shareholders to do so.

On at least a quarterly basis, Huntington assesses its liabilities and contingencies in connection with outstanding legal proceedings utilizing the latest information available. For matters where it is probable the Company will incur a loss and the amount can be reasonably estimated, Huntington establishes an accrual for the loss. Once established, the accrual is adjusted as appropriate to reflect any relevant developments. For matters where a loss is not probable or the amount of the loss cannot be estimated, no accrual is established.

In certain cases, exposure to loss exists in excess of the accrual to the extent such loss is reasonably possible, but not probable. Management believes an estimate of the aggregate range of reasonably possible losses, in excess of amounts accrued, for current legal proceedings is from $0 to approximately $125.0 million at March 31, 2014. For certain other cases, Management cannot reasonably estimate the possible loss at this time. Any estimate involves significant judgment, given the varying stages of the proceedings (including the fact that many of them are currently in preliminary stages), the existence of multiple defendants in several of the current proceedings whose share of liability has yet to be determined, the numerous unresolved issues in many of the proceedings, and the inherent uncertainty of the various potential outcomes of such proceedings. Accordingly, Management's estimate will change from time-to-time, and actual losses may be more or less than the current estimate.

While the final outcome of legal proceedings is inherently uncertain, based on information currently available, advice of counsel, and available insurance coverage, Management believes that the amount it has already accrued is adequate and any incremental liability arising from the Company's legal proceedings will not have a material negative adverse effect on the Company's consolidated financial position as a whole. However, in the event of unexpected future developments, it is possible that the ultimate resolution of these matters, if unfavorable, may be material to the Company's consolidated financial position in a particular period.

The following supplements the discussion of certain matters previously reported in Item 3 (Legal Proceedings) of the 2013 Form 10-K for events occurring through the date of this filing:

The Bank has been a defendant in three lawsuits, which collectively may be material, arising from its commercial lending, depository, and equipment leasing relationships with Cyberco Holdings, Inc. (Cyberco), based in Grand Rapids, Michigan. In November 2004, the Federal Bureau of Investigation and the IRS raided the Cyberco facilities and Cyberco's operations ceased. An equipment leasing fraud was uncovered, whereby Cyberco sought financing from equipment lessors and financial institutions, including the Bank, allegedly to purchase computer equipment from Teleservices Group, Inc. (Teleservices). Cyberco created fraudulent documentation to close the financing transactions while, in fact, no computer equipment was ever purchased or leased from Teleservices which proved to be a shell corporation.

On June 22, 2007, a complaint in the United States District Court for the Western District of Michigan (District Court) was filed by El Camino Resources, Ltd, ePlus Group, Inc., and Bank Midwest, N.A., all of whom had financing relationships with Cyberco, against the Bank, which alleged that Cyberco defrauded plaintiffs and converted plaintiffs' property through various means in connection with the equipment leasing scheme and alleged that the Bank aided and abetted Cyberco in committing the alleged fraud and conversion. The complaint further alleged that the Bank's actions entitled one of the plaintiffs to recover $1.9 million from the Bank as a form of unjust enrichment. In addition, plaintiffs claimed direct damages of approximately $32.0 million and additional consequential damages in excess of $20.0 million. On July 1, 2010, the District Court issued an Opinion and Order adopting in full a federal magistrate's recommendation for summary judgment in favor of the Bank on all claims except the unjust enrichment claim, and a partial summary judgment was entered on July 1, 2010. On February 6, 2012, the District Court dismissed the remaining count for unjust enrichment following a finding by the bankruptcy court that the plaintiff must pursue its rights, if any, with respect to that count in a bankruptcy court. The plaintiffs filed a notice of appeal on March 2, 2012, appealing the District Court's judgment against them on the aiding and abetting and conversion claims. Oral arguments before the Sixth Circuit Court of Appeals were held January 24, 2013, and the Sixth Circuit Court of Appeals affirmed the District Court's judgment in an opinion issued on April 8, 2013. The plaintiffs then filed a motion for rehearing en banc, which the Sixth Circuit denied on May 30, 2013. The period for plaintiffs to seek review in the United States Supreme Court has passed, and the case is completed.

The Bank has also been involved with the Chapter 7 bankruptcy proceedings of both Cyberco, filed on December 9, 2004, and Teleservices, filed on January 21, 2005. The Cyberco bankruptcy trustee commenced an adversary proceeding against the Bank on December 8, 2006, seeking over $70.0 million he alleged was transferred to the Bank. The Bank responded with a motion to dismiss and all but the preference claims were dismissed on January 29, 2008. The Cyberco bankruptcy trustee alleged preferential transfers in the amount of approximately $1.2 million. The Bankruptcy Court ordered the case to be tried in July 2012, and entered a pretrial order governing all pretrial conduct. The Bank filed a motion for summary judgment based on the Cyberco trustee seeking recovery in connection with the same alleged transfers as the Teleservices trustee in the case described below. The Bankruptcy Court granted the motion in principal part and the parties stipulated to a full dismissal which was entered on June 19, 2012.

The Teleservices bankruptcy trustee filed an adversary proceeding against the Bank on January 19, 2007, seeking to avoid and recover alleged transfers that occurred in two ways: (1) checks made payable to the Bank to be applied to Cyberco's indebtedness to the Bank, and (2) deposits into Cyberco's bank accounts with the Bank. A trial was held as to only the Bank's defenses. Subsequently, the trustee filed a summary judgment motion on her affirmative case, alleging the fraudulent transfers to the Bank totaled approximately $73.0 million and seeking judgment in that amount (which includes the $1.2 million alleged to be preferential transfers by the Cyberco bankruptcy trustee). On March 17, 2011, the Bankruptcy Court issued an Opinion determining the alleged transfers made to the Bank were not received in good faith from the time period of April 30, 2004, through November 2004, and that the Bank had failed to show a lack of knowledge of the avoidability of the alleged transfers from September 2003, through April 30, 2004. The trustee then filed an amended motion for summary judgment on her affirmative case and a hearing was held on July 1, 2011.

On March 30, 2012, the Bankruptcy Court issued an Opinion on the trustee's motion determining the Bank was the initial transferee of the checks made payable to it and was a subsequent transferee of all deposits into Cyberco's accounts. The Bankruptcy Court ruled Cyberco's deposits were themselves transfers to the Bank under the Bankruptcy Code, and the Bank was liable for both the checks and the deposits, totaling approximately $73.0 million. The Bankruptcy Court ruled the Bank may be entitled to a credit of approximately $4.0 million for the Cyberco trustee's recoveries in preference actions filed against third parties that received payments from Cyberco within 90 days preceding Cyberco's bankruptcy. Lastly, the Bankruptcy Court ruled that it will award prejudgment interest to the Teleservices trustee at a rate to be determined. A trial was held on these remaining issues on April 30, 2012, and the Court gave a bench opinion on July 23, 2012. In that opinion, the Court denied the Bank the $4.0 million credit, but ruled approximately $0.9 million in deposits were either double-counted or were outside the timeframe in which the Teleservices trustee can recover. Therefore, the Bankruptcy Court's recommended award will be reduced by this $0.9 million. Further, the Bankruptcy Court ruled the interest rate specified in the federal statute governing post-judgment interest, which is based on treasury bill rates, will be the rate of interest for determining prejudgment interest. The rulings of the Bankruptcy Court in its March 2011 and March 2012 opinions, as well as its July 23, 2012, bench opinion, will not be reduced to judgment by the Bankruptcy Court. Rather, the Bankruptcy Court has delivered a report and recommendation to the District Court for the Western District of Michigan, recommending a judgment be entered in the principal amount of $71.8 million, plus interest through July 27, 2012, in the amount of $8.8 million. The District Court is conducting a de novo review of the fact findings and legal conclusions in the Bankruptcy Court's opinions.

In the pending bankruptcy cases of Cyberco and Teleservices, the Bank moved to substantively consolidate the two bankruptcy estates, principally on the ground that Teleservices was the alter ego and a mere instrumentality of Cyberco at all times. On July 2, 2010, the Bankruptcy Court issued an Opinion and Order denying the Bank's motions for substantive consolidation of the two bankruptcy estates. The Bank appealed that decision to the Bankruptcy Appellate Panel (BAP) for the Sixth Circuit, which ruled that the order denying substantive consolidation would not be a final order until the Bankruptcy Court issued its opinion on the Bank's defenses in the Teleservices adversary proceeding, and dismissed the appeal. The Bank appealed the BAP's decision to the Sixth Circuit. When the Bankruptcy Court issued its March 17, 2010, opinion in the Teleservices adversary proceeding, the Bank again appealed the order denying substantive consolidation to the BAP, which appeal was held in abeyance pending decision by the Sixth Circuit on the appeal of the BAP's 2010 order. On August 30, 2013, the Sixth Circuit affirmed the BAP's 2010 decision dismissing the original appeal. The Bank filed a status report with the BAP on the second appeal and the trustees moved to dismiss the second appeal on the ground that the Bankruptcy Court's orders denying substantive consolidation were still not final orders. The BAP granted the trustees' motion in an Order dated December 23, 2013.

On January 17, 2012, the Company was named a defendant in a putative class action filed on behalf of all 88 counties in Ohio against MERSCORP, Inc. and numerous other financial institutions that participate in the mortgage electronic registration system (MERS). The complaint alleges that recording of mortgages and assignments thereof is mandatory under Ohio law and seeks a declaratory judgment that the defendants are required to record every mortgage and assignment on real property located in Ohio and pay the attendant statutory recording fees. The complaint also seeks damages, attorneys' fees and costs. Although Huntington has not been named as a defendant in the other cases, similar litigation has been initiated against MERSCORP, Inc. and other financial institutions in other jurisdictions throughout the country.

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Loans and Leases And Allowance For Credit Losses (Details 4) (USD $) In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2013	Dec. 31, 2012
Portion of ALLL ending balance
Attributable to loans purchased with deteriorated credit quality	$ 1,636	$ 2,440
Attributable to loans individually evaluated for impairment	63,374	60,440
Attributable to loans collectively evaluated for impairment	566,908	584,990
Total ALLL balance, end of period	631,918	647,870	746,769	769,075
Portion of loans and leases ending balance
Purchased with deteriorated credit quality	115,503	120,226
Individually evaluated for impairment	1,020,934	1,011,721
Collectively evaluated for impairment	43,217,471	41,988,553
Total loans evaluated for impairment	44,353,908	43,120,500
Commercial and Industrial [Member]
Portion of ALLL ending balance
Attributable to loans purchased with deteriorated credit quality	1,517	2,404
Attributable to loans individually evaluated for impairment	11,985	6,129
Attributable to loans collectively evaluated for impairment	253,477	257,268
Total ALLL balance, end of period	266,979	265,801	238,098	241,051
Portion of loans and leases ending balance
Purchased with deteriorated credit quality	36,397	35,526
Individually evaluated for impairment	125,398	108,316
Collectively evaluated for impairment	17,884,061	17,450,434
Total loans evaluated for impairment	18,045,856	17,594,276
Commercial Real Estate [Member]
Portion of ALLL ending balance
Attributable to loans purchased with deteriorated credit quality	0	0
Attributable to loans individually evaluated for impairment	32,673	34,935
Attributable to loans collectively evaluated for impairment	127,633	127,622
Total ALLL balance, end of period	160,306	162,557	267,436	285,369
Portion of loans and leases ending balance
Purchased with deteriorated credit quality	76,720	82,073
Individually evaluated for impairment	268,949	268,362
Collectively evaluated for impairment	4,686,109	4,499,659
Total loans evaluated for impairment	5,031,778	4,850,094
Automobile Loan [Member]
Portion of ALLL ending balance
Attributable to loans purchased with deteriorated credit quality	0	0
Attributable to loans individually evaluated for impairment	597	682
Attributable to loans collectively evaluated for impairment	24,581	30,371
Total ALLL balance, end of period	25,178	31,053	35,973	34,979
Portion of loans and leases ending balance
Purchased with deteriorated credit quality	0	0
Individually evaluated for impairment	33,068	37,084
Collectively evaluated for impairment	6,965,724	6,601,629
Total loans evaluated for impairment	6,998,792	6,638,713
Home Equity [Member]
Portion of ALLL ending balance
Attributable to loans purchased with deteriorated credit quality	0	0
Attributable to loans individually evaluated for impairment	8,209	8,003
Attributable to loans collectively evaluated for impairment	104,968	103,128
Total ALLL balance, end of period	113,177	111,131	115,858	118,764
Portion of loans and leases ending balance
Purchased with deteriorated credit quality	0	0
Individually evaluated for impairment	223,037	208,981
Collectively evaluated for impairment	8,150,345	8,127,337
Total loans evaluated for impairment	8,373,382	8,336,318
Residential Mortgage [Member]
Portion of ALLL ending balance
Attributable to loans purchased with deteriorated credit quality	119	36
Attributable to loans individually evaluated for impairment	9,876	10,555
Attributable to loans collectively evaluated for impairment	29,073	28,986
Total ALLL balance, end of period	39,068	39,577	63,062	61,658
Portion of loans and leases ending balance
Purchased with deteriorated credit quality	2,258	2,498
Individually evaluated for impairment	368,636	387,937
Collectively evaluated for impairment	5,171,272	4,930,653
Total loans evaluated for impairment	5,542,166	5,321,088
Other Consumer loan [Member]
Portion of ALLL ending balance
Attributable to loans purchased with deteriorated credit quality	0	0
Attributable to loans individually evaluated for impairment	34	136
Attributable to loans collectively evaluated for impairment	27,176	37,615
Total ALLL balance, end of period	27,210	37,751	26,342	27,254
Portion of loans and leases ending balance
Purchased with deteriorated credit quality	128	129
Individually evaluated for impairment	1,846	1,041
Collectively evaluated for impairment	359,960	378,841
Total loans evaluated for impairment	$ 361,934	$ 380,011

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Variable Interest Entities (Tables)

3 Months Ended

Mar. 31, 2014

Variable Interest Entities [Abstract]

Carrying amount and classification of the trusts assets and liabilities

The following tables present the carrying amount and classification of the consolidated trusts' assets and liabilities that wereincluded in the Unaudited Condensed Consolidated Balance Sheetsat March 31, 2014and December 31, 2013:

			March 31, 2014
			2009		2006		Other
			Automobile		Automobile		Consolidated
(dollar amounts in thousands)			Trust		Trust		Trusts		Total
Assets:
	Cash	$	---	$	---	$	---	$	---
	Loans and leases		---		---		---		---
	Allowance for loan and lease losses		---		---		---		---
	Net loans and leases		---		---		---		---
	Accrued income and other assets		---		---		256		256
Total assets		$	---	$	---	$	256	$	256
Liabilities:
	Other long-term debt	$	---	$	---	$	---	$	---
	Accrued interest and other liabilities		---		---		256		256
Total liabilities		$	---	$	---	$	256	$	256
			December 31, 2013
			2009		2006		Other
			Automobile		Automobile		Consolidated
(dollar amounts in thousands)			Trust		Trust		Trusts		Total
Assets:
	Cash	$	8,580	$	79,153	$	---	$	87,733
	Loans and leases		52,286		151,171		---		203,457
	Allowance for loan and lease losses		---		(711)		---		(711)
	Net loans and leases		52,286		150,460		---		202,746
	Accrued income and other assets		235		485		262		982
Total assets		$	61,101	$	230,098	$	262	$	291,461
Liabilities:
	Other long-term debt	$	---	$	---	$	---	$	---
	Accrued interest and other liabilities		---		---		262		262
Total liabilities		$	---	$	---	$	262	$	262

The following tables provide a summary of the assets and liabilities included in Huntington's Unaudited Condensed Consolidated Financial Statements, as well as the maximum exposure to losses, associated with its interests related to unconsolidated VIEs for which Huntington holds an interest, but is not the primary beneficiary, to the VIE at March 31, 2014, and December 31, 2013:

	March 31, 2014
(dollar amounts in thousands)		Total Assets		Total Liabilities		Maximum Exposure to Loss
2012-1 Automobile Trust	$	4,809	$	---	$	4,809
2012-2 Automobile Trust		6,098		---		6,098
2011 Automobile Trust		2,385		---		2,385
Tower Hill Securities, Inc.		66,436		65,000		66,436
Trust Preferred Securities		13,919		317,052		13,919
Low Income Housing Tax Credit Partnerships		309,962		120,675		309,962
Total	$	403,609	$	502,727	$	403,609
	December 31, 2013
(dollar amounts in thousands)		Total Assets		Total Liabilities		Maximum Exposure to Loss
2012-1 Automobile Trust	$	5,975	$	---	$	5,975
2012-2 Automobile Trust		7,396		---		7,396
2011 Automobile Trust		3,040		---		3,040
Tower Hill Securities, Inc.		66,702		65,000		66,702
Trust Preferred Securities		13,764		312,894		---
Low Income Housing Tax Credit Partnerships		317,226		134,604		317,226
Total	$	414,103	$	512,498	$	400,339

Summary of Outstanding Trust Preferred Securities

A list of trustpreferred securities outstanding at March 31, 2014 follows:

					Principal amount of			Investment in
					subordinated note/			unconsolidated
(dollar amounts in thousands)		Rate			debenture issued to trust (1)			subsidiary
Huntington Capital I		0.94	%	(2)		$	111,816		$	6,186
Huntington Capital II		0.86		(3)			54,593			3,093
Sky Financial Capital Trust III		1.63		(4)			72,165			2,165
Sky Financial Capital Trust IV		1.65		(4)			74,320			2,320
Camco Financial Trust		2.67		(5)			4,158			155
Total						$	317,052		$	13,919
(1)	Represents the principal amount of debentures issued to each trust, including unamortized original issue discount.
(2)	Variable effective rate at March 31, 2014, based on three month LIBOR + 0.70.
(3)	Variable effective rate at March 31, 2014, based on three month LIBOR + 0.625.
(4)	Variable effective rate at March 31, 2014, based on three month LIBOR + 1.40.
(5)	Variable effective rate (including impact of purchase accounting accretion) at March 31, 2014, based on three month LIBOR + 1.33.

Early adoption of affordable housing tax credit investments

				December 31,
(dollar amounts in thousands)				2013
Accrued Income and other assets
	As previous reported		$	1,619,046
	As reported under the new guidance			1,609,877
Retained Earnings
	As previous reported			(1,470,154)
	As reported under the new guidance			(1,479,323)
		Three Months Ended
				March 31,
(dollar amounts in thousands)				2013
Noninterest income
	As previous reported		$	252,209
	As reported under the new guidance			256,618
Provision for income taxes
	As previous reported			52,214
	As reported under the new guidance			55,129
Net income
	As previous reported			151,780
	As reported under the new guidance			153,274

Affordable housing tax credit investments

		March 31,		December 31,
(dollar amounts in thousands)		2014		2013
Affordable housing tax credit investments	$	487,119	$	484,799
Less: amortization		(177,157)		(167,573)
Net affordable housing tax credit investments	$	309,962	$	317,226
Unfunded commitments	$	120,675	$	134,604

			Three Months Ended
			March 31,
(dollar amounts in thousands)			2014		2013
Tax credits and other tax benefits recognized		$	14,316	$	13,788
Proportional amortization method
	Tax credit amortization expense included in provision for income taxes		9,360		8,197
Equity method
	Tax credit investment losses included in non-interest income		223		294

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Earnings Per Share (Details) (USD $) In Thousands, except Share data, unless otherwise specified	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
Basic earnings per common share:
Net income	$ 149,143	$ 153,274
Preferred stock dividends, deemed dividend and accretion of discount	(7,964)	(7,970)
Net income applicable to common shareholders	141,179	145,304
Average common shares issued and outstanding	829,659,000	841,103,000
Basic earnings per common share	$ 0.17	$ 0.17
Diluted earnings per common share
Net income applicable to common shareholders	141,179	145,304
Effect of assumed preferred stock conversion	7,964	7,970
Net income applicable to diluted earnings per share	$ 141,179	$ 145,304
Average common shares issued and outstanding	829,659,000	841,103,000
Dilutive potential common shares:
Stock options and restricted stock units	11,456,000	6,281,000
Shares held in deferred compensation plans	1,256,000	1,324,000
Other	306,000	0
Dilutive potential common shares:	13,018,000	7,605,000
Total diluted average common shares issued and outstanding	842,677,000	848,708,000
Diluted earnings (loss) per common share	$ 0.17	$ 0.17
Earnings Loss Per Share (Textuals) [Abstract]
Options outstanding to purchase common stock shares having antidilutive effect	2,200,000	10,600,000

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Derivative Financial Instruments (BS Offsetting) (Details 4) (Deriviative Contract [Member], USD $) In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Deriviative Contract [Member]
Derivative Asset, Fair Value, Amount Offset Against Collateral [Abstract]
Cash collateral received	$ (1,659)	$ (360)
Derivative Assets [Abstract]
Gross amounts offset in the statement of financial position	102,043	111,458
Gross amounts not offset in the statement of financial position - financial instruments	42,125	35,205
Derivative Assets	173,917	153,880
Derivative Asset, Fair Value, Net [Abstract]
Gross amounts of recognized assets	319,744	300,903
Net amounts of assets presented in the statement of financial position	217,701	189,445
Derivative Liability, Fair Value, Amount Offset Against Collateral [Abstract]
Cash collateral given	(2,763)	290
Derivative Liabilities [Abstract]
Gross amounts offset in the statement of financial position	(79,412)	(76,539)
Gross amounts not offset in the statement of financial position - financial instruments	77,733	86,204
Derivative Liabilities	55,046	33,944
Derivative Liability, Fair Value, Net [Abstract]
Gross amounts of recognized liabilities	214,954	196,397
Net amounts of assets presented in the statement of financial position	$ 135,542	$ 119,858

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Earnings Per Share (Tables)

3 Months Ended

Mar. 31, 2014

Earnings Per Share [Abstract]

Basic and diluted earnings loss per share

The calculation of basic and diluted earningsper share for each of the three-monthperiods ended March 31, 2014 and 2013,was as follows:

		Three Months Ended
			March 31,
(dollar amounts in thousands, except per share amounts)			2014		2013
Basic earnings per common share:
Net income		$	149,143	$	153,274
Preferred stock dividends			(7,964)		(7,970)
	Net income available to common shareholders	$	141,179	$	145,304
Average common shares issued and outstanding			829,659		841,103
Basic earnings per common share		$	0.17	$	0.17
Diluted earnings per common share:
Net income available to common shareholders		$	141,179	$	145,304
Effect of assumed preferred stock conversion			---		---
	Net income applicable to diluted earnings per share	$	141,179	$	145,304
Average common shares issued and outstanding			829,659		841,103
Dilutive potential common shares:
	Stock options and restricted stock units and awards		11,456		6,281
	Shares held in deferred compensation plans		1,256		1,324
	Other		306		---
Dilutive potential common shares:			13,018		7,605
	Total diluted average common shares issued and outstanding		842,677		848,708
Diluted earnings per common share		$	0.17	$	0.17

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Loans and Leases and Allowance For Credit Losses (TDR 1) (Details) (USD $) In Thousands, unless otherwise specified	3 Months Ended
	Mar. 31, 2014 contracts	Mar. 31, 2013 contracts
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	7	19
Post-Modification Outstanding Balance	$ 43	$ 224
Financial effects of modification	(1)	19
Number of redefaulted contracts, actual	114	154
Ending balance of redefaulted TDRs	3,123	8,227
Interest Rate Reduction [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	0	1
Post-Modification Outstanding Balance	0	24
Financial effects of modification	0	1
Amortization Or Maturity Date Change [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	4	4
Post-Modification Outstanding Balance	20	63
Financial effects of modification	0	2
Other Concession [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	0	0
Post-Modification Outstanding Balance	0	0
Financial effects of modification	0	0
Chapter 7 Bankruptcy
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	3	14
Post-Modification Outstanding Balance	23	137
Financial effects of modification	(1)	16
Commercial and industrial owner occupied [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	26	25
Post-Modification Outstanding Balance	6,373	11,194
Financial effects of modification	2	(491)
Number of redefaulted contracts, actual	1	6
Ending balance of redefaulted TDRs	230	963
Commercial and industrial owner occupied [Member] | Interest Rate Reduction [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	6	9
Post-Modification Outstanding Balance	924	4,668
Financial effects of modification	(1)	(465)
Number of redefaulted contracts, actual	0	0
Ending balance of redefaulted TDRs	0	0
Commercial and industrial owner occupied [Member] | Amortization Or Maturity Date Change [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	18	11
Post-Modification Outstanding Balance	4,609	4,853
Financial effects of modification	4	(25)
Number of redefaulted contracts, actual	0	3
Ending balance of redefaulted TDRs	0	479
Commercial and industrial owner occupied [Member] | Other Concession [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	2	5
Post-Modification Outstanding Balance	840	1,673
Financial effects of modification	(1)	(1)
Number of redefaulted contracts, actual	1	3
Ending balance of redefaulted TDRs	230	484
Other commercial and industrial [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	68	47
Post-Modification Outstanding Balance	64,960	44,668
Financial effects of modification	813	2,917
Number of redefaulted contracts, actual	4	6
Ending balance of redefaulted TDRs	324	42
Other commercial and industrial [Member] | Interest Rate Reduction [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	10	5
Post-Modification Outstanding Balance	27,994	17,569
Financial effects of modification	(147)	1
Number of redefaulted contracts, actual	0	0
Ending balance of redefaulted TDRs	0	0
Other commercial and industrial [Member] | Amortization Or Maturity Date Change [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	54	35
Post-Modification Outstanding Balance	32,600	22,060
Financial effects of modification	937	2,705
Number of redefaulted contracts, actual	4	6
Ending balance of redefaulted TDRs	324	42
Other commercial and industrial [Member] | Other Concession [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	4	7
Post-Modification Outstanding Balance	4,366	5,039
Financial effects of modification	23	211
Number of redefaulted contracts, actual	0	0
Ending balance of redefaulted TDRs	0	0
Commercial real estate retail properties [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	14	6
Post-Modification Outstanding Balance	33,240	4,328
Financial effects of modification	382	(20)
Number of redefaulted contracts, actual	0	3
Ending balance of redefaulted TDRs	0	945
Commercial real estate retail properties [Member] | Interest Rate Reduction [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	3	0
Post-Modification Outstanding Balance	11,105	0
Financial effects of modification	421	0
Number of redefaulted contracts, actual	0	0
Ending balance of redefaulted TDRs	0	0
Commercial real estate retail properties [Member] | Amortization Or Maturity Date Change [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	5	4
Post-Modification Outstanding Balance	12,238	499
Financial effects of modification	52	(1)
Number of redefaulted contracts, actual	0	3
Ending balance of redefaulted TDRs	0	945
Commercial real estate retail properties [Member] | Other Concession [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	6	2
Post-Modification Outstanding Balance	9,897	3,829
Financial effects of modification	(91)	(19)
Number of redefaulted contracts, actual	0	0
Ending balance of redefaulted TDRs	0	0
Commercial real estate Multi family [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	16	6
Post-Modification Outstanding Balance	1,171	6,862
Financial effects of modification	(1)	(23)
Number of redefaulted contracts, actual	0	0
Ending balance of redefaulted TDRs	0	0
Commercial real estate Multi family [Member] | Interest Rate Reduction [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	10	3
Post-Modification Outstanding Balance	645	2,164
Financial effects of modification	0	11
Number of redefaulted contracts, actual	0	0
Ending balance of redefaulted TDRs	0	0
Commercial real estate Multi family [Member] | Amortization Or Maturity Date Change [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	4	2
Post-Modification Outstanding Balance	203	742
Financial effects of modification	(1)	(1)
Number of redefaulted contracts, actual	0	0
Ending balance of redefaulted TDRs	0	0
Commercial real estate Multi family [Member] | Other Concession [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	2	1
Post-Modification Outstanding Balance	323	3,956
Financial effects of modification	0	(33)
Number of redefaulted contracts, actual	0	0
Ending balance of redefaulted TDRs	0	0
Commercial real estate office [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	7	5
Post-Modification Outstanding Balance	14,036	3,864
Financial effects of modification	(1)	12
Number of redefaulted contracts, actual	0	0
Ending balance of redefaulted TDRs	0	0
Commercial real estate office [Member] | Interest Rate Reduction [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	2	0
Post-Modification Outstanding Balance	120	0
Financial effects of modification	(1)	0
Number of redefaulted contracts, actual	0	0
Ending balance of redefaulted TDRs	0	0
Commercial real estate office [Member] | Amortization Or Maturity Date Change [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	4	5
Post-Modification Outstanding Balance	3,132	3,864
Financial effects of modification	0	12
Number of redefaulted contracts, actual	0	0
Ending balance of redefaulted TDRs	0	0
Commercial real estate office [Member] | Other Concession [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	1	0
Post-Modification Outstanding Balance	10,784	0
Financial effects of modification	0	0
Number of redefaulted contracts, actual	0	0
Ending balance of redefaulted TDRs	0	0
Commercial real estate Industrial and warehouse [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	6	4
Post-Modification Outstanding Balance	6,196	6,508
Financial effects of modification	(4)	1
Number of redefaulted contracts, actual	0	0
Ending balance of redefaulted TDRs	0	0
Commercial real estate Industrial and warehouse [Member] | Interest Rate Reduction [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	2	0
Post-Modification Outstanding Balance	4,046	0
Financial effects of modification	0	0
Number of redefaulted contracts, actual	0	0
Ending balance of redefaulted TDRs	0	0
Commercial real estate Industrial and warehouse [Member] | Amortization Or Maturity Date Change [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	3	3
Post-Modification Outstanding Balance	1,173	641
Financial effects of modification	(4)	1
Number of redefaulted contracts, actual	0	0
Ending balance of redefaulted TDRs	0	0
Commercial real estate Industrial and warehouse [Member] | Other Concession [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	1	1
Post-Modification Outstanding Balance	977	5,867
Financial effects of modification	0	0
Number of redefaulted contracts, actual	0	0
Ending balance of redefaulted TDRs	0	0
Residential Mortgage [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	162	110
Post-Modification Outstanding Balance	17,918	19,628
Financial effects of modification	403	131
Number of redefaulted contracts, actual	46	40
Ending balance of redefaulted TDRs	5	4,723
Residential Mortgage [Member] | Interest Rate Reduction [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	8	6
Post-Modification Outstanding Balance	788	6,417
Financial effects of modification	18	(43)
Number of redefaulted contracts, actual	2	0
Ending balance of redefaulted TDRs	0	0
Residential Mortgage [Member] | Amortization Or Maturity Date Change [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	68	54
Post-Modification Outstanding Balance	8,018	7,664
Financial effects of modification	103	25
Number of redefaulted contracts, actual	29	22
Ending balance of redefaulted TDRs	3	2,758
Residential Mortgage [Member] | Other Concession [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	1	6
Post-Modification Outstanding Balance	105	708
Financial effects of modification	0	16
Number of redefaulted contracts, actual	0	1
Ending balance of redefaulted TDRs	0	101
Residential Mortgage [Member] | Chapter 7 Bankruptcy
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	85	44
Post-Modification Outstanding Balance	9,007	4,839
Financial effects of modification	282	133
Number of redefaulted contracts, actual	15	17
Ending balance of redefaulted TDRs	2	1,864
Automobile Loan [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	387	581
Post-Modification Outstanding Balance	2,712	3,606
Financial effects of modification	(33)	116
Number of redefaulted contracts, actual	32	80
Ending balance of redefaulted TDRs	174	412
Automobile Loan [Member] | Interest Rate Reduction [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	1	4
Post-Modification Outstanding Balance	2	42
Financial effects of modification	0	0
Number of redefaulted contracts, actual	0	0
Ending balance of redefaulted TDRs	0	0
Automobile Loan [Member] | Amortization Or Maturity Date Change [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	206	328
Post-Modification Outstanding Balance	1,349	1,925
Financial effects of modification	(7)	(20)
Number of redefaulted contracts, actual	19	13
Ending balance of redefaulted TDRs	104	97
Automobile Loan [Member] | Other Concession [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	0	0
Post-Modification Outstanding Balance	0	0
Financial effects of modification	0	0
Number of redefaulted contracts, actual	0	0
Ending balance of redefaulted TDRs	0	0
Automobile Loan [Member] | Chapter 7 Bankruptcy
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	180	249
Post-Modification Outstanding Balance	1,361	1,639
Financial effects of modification	(26)	136
Number of redefaulted contracts, actual	13	67
Ending balance of redefaulted TDRs	70	315
Home equity secured by first-lien other [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	111	393
Post-Modification Outstanding Balance	7,787	39,119
Financial effects of modification	(232)	(3,187)
Number of redefaulted contracts, actual	8	4
Ending balance of redefaulted TDRs	929	731
Home equity secured by first-lien other [Member] | Interest Rate Reduction [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	50	16
Post-Modification Outstanding Balance	3,808	1,662
Financial effects of modification	191	142
Number of redefaulted contracts, actual	1	0
Ending balance of redefaulted TDRs	113	0
Home equity secured by first-lien other [Member] | Amortization Or Maturity Date Change [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	40	335
Post-Modification Outstanding Balance	2,590	34,990
Financial effects of modification	(426)	(3,906)
Number of redefaulted contracts, actual	4	0
Ending balance of redefaulted TDRs	615	0
Home equity secured by first-lien other [Member] | Other Concession [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	0	0
Post-Modification Outstanding Balance	0	0
Financial effects of modification	0	0
Number of redefaulted contracts, actual	0	0
Ending balance of redefaulted TDRs	0	0
Home equity secured by first-lien other [Member] | Chapter 7 Bankruptcy
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	21	42
Post-Modification Outstanding Balance	1,389	2,467
Financial effects of modification	3	577
Number of redefaulted contracts, actual	3	4
Ending balance of redefaulted TDRs	201	731
Home equity secured by junior-lien [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	387	664
Post-Modification Outstanding Balance	13,452	23,763
Financial effects of modification	(1,366)	(1,036)
Number of redefaulted contracts, actual	22	14
Ending balance of redefaulted TDRs	900	409
Home equity secured by junior-lien [Member] | Interest Rate Reduction [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	87	5
Post-Modification Outstanding Balance	2,867	150
Financial effects of modification	(50)	20
Number of redefaulted contracts, actual	0	0
Ending balance of redefaulted TDRs	0	0
Home equity secured by junior-lien [Member] | Amortization Or Maturity Date Change [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	241	534
Post-Modification Outstanding Balance	9,660	21,924
Financial effects of modification	(1,852)	(2,826)
Number of redefaulted contracts, actual	6	0
Ending balance of redefaulted TDRs	330	0
Home equity secured by junior-lien [Member] | Other Concession [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	0	0
Post-Modification Outstanding Balance	0	0
Financial effects of modification	0	0
Number of redefaulted contracts, actual	0	0
Ending balance of redefaulted TDRs	0	0
Home equity secured by junior-lien [Member] | Chapter 7 Bankruptcy
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	59	125
Post-Modification Outstanding Balance	925	1,689
Financial effects of modification	536	1,770
Number of redefaulted contracts, actual	16	14
Ending balance of redefaulted TDRs	570	409
Other Consumer loan [Member]
Financing Receivable, Modifications [Line Items]
Number of redefaulted contracts, actual	0	1
Ending balance of redefaulted TDRs	0	2
Other Consumer loan [Member] | Interest Rate Reduction [Member]
Financing Receivable, Modifications [Line Items]
Number of redefaulted contracts, actual	0	0
Ending balance of redefaulted TDRs	0	0
Other Consumer loan [Member] | Amortization Or Maturity Date Change [Member]
Financing Receivable, Modifications [Line Items]
Number of redefaulted contracts, actual	0	0
Ending balance of redefaulted TDRs	0	0
Other Consumer loan [Member] | Other Concession [Member]
Financing Receivable, Modifications [Line Items]
Number of redefaulted contracts, actual	0	0
Ending balance of redefaulted TDRs	0	0
Other Consumer loan [Member] | Chapter 7 Bankruptcy
Financing Receivable, Modifications [Line Items]
Number of redefaulted contracts, actual	0	1
Ending balance of redefaulted TDRs	0	2
Other commercial real estate [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	27	7
Post-Modification Outstanding Balance	51,768	643
Financial effects of modification	132	(1)
Number of redefaulted contracts, actual	1	0
Ending balance of redefaulted TDRs	561	0
Other commercial real estate [Member] | Interest Rate Reduction [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	4	7
Post-Modification Outstanding Balance	4,304	643
Financial effects of modification	7	(1)
Number of redefaulted contracts, actual	0	0
Ending balance of redefaulted TDRs	0	0
Other commercial real estate [Member] | Amortization Or Maturity Date Change [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	21	0
Post-Modification Outstanding Balance	46,536	0
Financial effects of modification	126	0
Number of redefaulted contracts, actual	1	0
Ending balance of redefaulted TDRs	561	0
Other commercial real estate [Member] | Other Concession [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	2	0
Post-Modification Outstanding Balance	928	0
Financial effects of modification	(1)	0
Number of redefaulted contracts, actual	0	0
Ending balance of redefaulted TDRs	0	0
Total Loan Portfolio [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts, actual	1,218	1,867
Post-Modification Outstanding Balance	219,656	164,407
Financial effects of modification	$ 94	$ (1,562)

XML

Short Term Borrowings (Details) (USD $) In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Short-term Debt [Line Items]
Short Term Borrowings	$ 1,398,393	$ 552,143

XML

Held-to-Maturity Securities (Details Textuals) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
Schedule of Held-to-maturity Securities [Line Items]
Available for sale securities transferred to held to maturity securities	$ 0	$ 0
Purchases of held-to-maturity securities	0	0
Held-to-Maturity Securities (Textuals)
Unrealized net losses recognized in OCI at time of transfer of available for sale securities transferred to Held To Maturity Securities

XML

Loans and Leases and Allowance for Credit Losses (Details 1) (USD $) In Thousands, unless otherwise specified	Mar. 31, 2014		Dec. 31, 2013
Aging Analysis of Loans and Leases
Commercial and industrial	$ 18,045,856		$ 17,594,276
Commercial real estate	5,031,778		4,850,094
Automobile	6,998,792		6,638,713
Home equity	8,373,382		8,336,318
Residential mortgage	5,542,166		5,321,088
Other consumer	361,934		380,011
Commercial and industrial owner occupied [Member]
Aging Analysis of Loans and Leases
Commercial and industrial	4,401,901		4,347,872
Other commercial and industrial [Member]
Aging Analysis of Loans and Leases
Commercial and industrial	13,607,558		13,210,878
Commercial real estate retail properties [Member]
Aging Analysis of Loans and Leases
Commercial real estate	1,415,423		1,263,569
Commercial real estate Multi family [Member]
Aging Analysis of Loans and Leases
Commercial real estate	1,052,707		1,025,591
Commercial real estate office [Member]
Aging Analysis of Loans and Leases
Commercial real estate	952,970		942,293
Commercial real estate Industrial and warehouse [Member]
Aging Analysis of Loans and Leases
Commercial real estate	488,015		472,893
Other commercial real estate [Member]
Aging Analysis of Loans and Leases
Commercial real estate	1,045,943		1,063,675
Home equity secured by first-lien other [Member]
Aging Analysis of Loans and Leases
Home equity	4,886,357
Home equity secured by junior-lien [Member]
Aging Analysis of Loans and Leases
Home equity	3,487,025
Commercial and industrial purchased impaired
Aging Analysis of Loans and Leases
Commercial and industrial	36,397		35,526
Commercial real estate purchased impaired
Aging Analysis of Loans and Leases
Commercial real estate	76,720		82,073
Residential mortgage purchased impaired
Aging Analysis of Loans and Leases
Residential mortgage	2,258
Other consumer purchased impaired
Aging Analysis of Loans and Leases
Other consumer	128
Residential mortgage other
Aging Analysis of Loans and Leases
Residential mortgage	5,539,908
Other consumer other
Aging Analysis of Loans and Leases
Other consumer	361,806
Due Past 30 To 59 Days [Member]
Aging Analysis of Loans and Leases
Commercial and industrial	35,632		16,518
Commercial real estate	15,633		31,130
Automobile	34,281		45,174
Home equity	48,039		49,516
Residential mortgage	107,238		101,778
Other consumer	4,826		6,534
Due Past 30 To 59 Days [Member] | Commercial and industrial owner occupied [Member]
Aging Analysis of Loans and Leases
Commercial and industrial	11,167		5,935
Due Past 30 To 59 Days [Member] | Other commercial and industrial [Member]
Aging Analysis of Loans and Leases
Commercial and industrial	21,666		10,342
Due Past 30 To 59 Days [Member] | Commercial real estate retail properties [Member]
Aging Analysis of Loans and Leases
Commercial real estate	2,317		19,372
Due Past 30 To 59 Days [Member] | Commercial real estate Multi family [Member]
Aging Analysis of Loans and Leases
Commercial real estate	2,509		2,425
Due Past 30 To 59 Days [Member] | Commercial real estate office [Member]
Aging Analysis of Loans and Leases
Commercial real estate	2,532		1,635
Due Past 30 To 59 Days [Member] | Commercial real estate Industrial and warehouse [Member]
Aging Analysis of Loans and Leases
Commercial real estate	211		465
Due Past 30 To 59 Days [Member] | Other commercial real estate [Member]
Aging Analysis of Loans and Leases
Commercial real estate	6,247		5,922
Due Past 30 To 59 Days [Member] | Home equity secured by first-lien other [Member]
Aging Analysis of Loans and Leases
Home equity	16,346		20,551
Due Past 30 To 59 Days [Member] | Home equity secured by junior-lien [Member]
Aging Analysis of Loans and Leases
Home equity	31,693		28,965
Due Past 30 To 59 Days [Member] | Commercial and industrial purchased impaired
Aging Analysis of Loans and Leases
Commercial and industrial	2,799		241
Due Past 30 To 59 Days [Member] | Commercial real estate purchased impaired
Aging Analysis of Loans and Leases
Commercial real estate	1,817		1,311
Due Past 30 To 59 Days [Member] | Residential mortgage purchased impaired
Aging Analysis of Loans and Leases
Residential mortgage	125		194
Due Past 30 To 59 Days [Member] | Other consumer purchased impaired
Aging Analysis of Loans and Leases
Other consumer	69		69
Due Past 30 To 59 Days [Member] | Residential mortgage other
Aging Analysis of Loans and Leases
Residential mortgage	107,113		101,584
Due Past 30 To 59 Days [Member] | Other consumer other
Aging Analysis of Loans and Leases
Other consumer	4,757		6,465
Due Past 60 To 89 Days [Member]
Aging Analysis of Loans and Leases
Commercial and industrial	3,005		5,387
Commercial real estate	9,349		7,564
Automobile	5,993		8,863
Home equity	21,359		21,817
Residential mortgage	45,789		41,784
Other consumer	793		1,276
Due Past 60 To 89 Days [Member] | Commercial and industrial owner occupied [Member]
Aging Analysis of Loans and Leases
Commercial and industrial	1,355		1,879
Due Past 60 To 89 Days [Member] | Other commercial and industrial [Member]
Aging Analysis of Loans and Leases
Commercial and industrial	1,487		3,075
Due Past 60 To 89 Days [Member] | Commercial real estate retail properties [Member]
Aging Analysis of Loans and Leases
Commercial real estate	2,523		1,228
Due Past 60 To 89 Days [Member] | Commercial real estate Multi family [Member]
Aging Analysis of Loans and Leases
Commercial real estate	3,977		943
Due Past 60 To 89 Days [Member] | Commercial real estate office [Member]
Aging Analysis of Loans and Leases
Commercial real estate	62		545
Due Past 60 To 89 Days [Member] | Commercial real estate Industrial and warehouse [Member]
Aging Analysis of Loans and Leases
Commercial real estate	225		3,714
Due Past 60 To 89 Days [Member] | Other commercial real estate [Member]
Aging Analysis of Loans and Leases
Commercial real estate	331		1,134
Due Past 60 To 89 Days [Member] | Home equity secured by first-lien other [Member]
Aging Analysis of Loans and Leases
Home equity	8,098		8,746
Due Past 60 To 89 Days [Member] | Home equity secured by junior-lien [Member]
Aging Analysis of Loans and Leases
Home equity	13,261		13,071
Due Past 60 To 89 Days [Member] | Commercial and industrial purchased impaired
Aging Analysis of Loans and Leases
Commercial and industrial	163		433
Due Past 60 To 89 Days [Member] | Commercial real estate purchased impaired
Aging Analysis of Loans and Leases
Commercial real estate	2,231		0
Due Past 60 To 89 Days [Member] | Residential mortgage purchased impaired
Aging Analysis of Loans and Leases
Residential mortgage	0		0
Due Past 60 To 89 Days [Member] | Other consumer purchased impaired
Aging Analysis of Loans and Leases
Other consumer	0		0
Due Past 60 To 89 Days [Member] | Residential mortgage other
Aging Analysis of Loans and Leases
Residential mortgage	45,789		41,784
Due Past 60 To 89 Days [Member] | Other consumer other
Aging Analysis of Loans and Leases
Other consumer	793		1,276
Due Past 90 Or More Days [Member]
Aging Analysis of Loans and Leases
Commercial and industrial	48,343		51,430
Commercial real estate	64,670		75,407
Automobile	4,347		5,140
Home equity	64,326		59,864
Residential mortgage	154,724		159,295
Other consumer	867		998
Due Past 90 Or More Days [Member] | Commercial and industrial owner occupied [Member]
Aging Analysis of Loans and Leases
Commercial and industrial	24,523		25,658
Due Past 90 Or More Days [Member] | Other commercial and industrial [Member]
Aging Analysis of Loans and Leases
Commercial and industrial	12,266		11,210
Due Past 90 Or More Days [Member] | Commercial real estate retail properties [Member]
Aging Analysis of Loans and Leases
Commercial real estate	8,098		5,252
Due Past 90 Or More Days [Member] | Commercial real estate Multi family [Member]
Aging Analysis of Loans and Leases
Commercial real estate	6,464		6,726
Due Past 90 Or More Days [Member] | Commercial real estate office [Member]
Aging Analysis of Loans and Leases
Commercial real estate	5,801		12,700
Due Past 90 Or More Days [Member] | Commercial real estate Industrial and warehouse [Member]
Aging Analysis of Loans and Leases
Commercial real estate	1,012		4,395
Due Past 90 Or More Days [Member] | Other commercial real estate [Member]
Aging Analysis of Loans and Leases
Commercial real estate	6,584		7,192
Due Past 90 Or More Days [Member] | Home equity secured by first-lien other [Member]
Aging Analysis of Loans and Leases
Home equity	32,357		28,472
Due Past 90 Or More Days [Member] | Home equity secured by junior-lien [Member]
Aging Analysis of Loans and Leases
Home equity	31,969		31,392
Due Past 90 Or More Days [Member] | Commercial and industrial purchased impaired
Aging Analysis of Loans and Leases
Commercial and industrial	11,554		14,562
Due Past 90 Or More Days [Member] | Commercial real estate purchased impaired
Aging Analysis of Loans and Leases
Commercial real estate	36,711		39,142
Due Past 90 Or More Days [Member] | Residential mortgage purchased impaired
Aging Analysis of Loans and Leases
Residential mortgage	117		339
Due Past 90 Or More Days [Member] | Other consumer purchased impaired
Aging Analysis of Loans and Leases
Other consumer	0		0
Due Past 90 Or More Days [Member] | Residential mortgage other
Aging Analysis of Loans and Leases
Residential mortgage	154,607		158,956
Due Past 90 Or More Days [Member] | Other consumer other
Aging Analysis of Loans and Leases
Other consumer	867		998
Due Past [Member]
Aging Analysis of Loans and Leases
Commercial and industrial	86,980		73,335
Commercial real estate	89,652		114,101
Automobile	44,621		59,177
Home equity	133,724		131,197
Residential mortgage	307,751		302,857
Other consumer	6,486		8,808
Due Past [Member] | Commercial and industrial owner occupied [Member]
Aging Analysis of Loans and Leases
Commercial and industrial	37,045		33,472
Due Past [Member] | Other commercial and industrial [Member]
Aging Analysis of Loans and Leases
Commercial and industrial	35,419		24,627
Due Past [Member] | Commercial real estate retail properties [Member]
Aging Analysis of Loans and Leases
Commercial real estate	12,938		25,852
Due Past [Member] | Commercial real estate Multi family [Member]
Aging Analysis of Loans and Leases
Commercial real estate	12,950		10,094
Due Past [Member] | Commercial real estate office [Member]
Aging Analysis of Loans and Leases
Commercial real estate	8,395		14,880
Due Past [Member] | Commercial real estate Industrial and warehouse [Member]
Aging Analysis of Loans and Leases
Commercial real estate	1,448		8,574
Due Past [Member] | Other commercial real estate [Member]
Aging Analysis of Loans and Leases
Commercial real estate	13,162		14,248
Due Past [Member] | Home equity secured by first-lien other [Member]
Aging Analysis of Loans and Leases
Home equity	56,801		57,769
Due Past [Member] | Home equity secured by junior-lien [Member]
Aging Analysis of Loans and Leases
Home equity	76,923		73,428
Due Past [Member] | Commercial and industrial purchased impaired
Aging Analysis of Loans and Leases
Commercial and industrial	14,516		15,236
Due Past [Member] | Commercial real estate purchased impaired
Aging Analysis of Loans and Leases
Commercial real estate	40,759		40,453
Due Past [Member] | Residential mortgage purchased impaired
Aging Analysis of Loans and Leases
Residential mortgage	242		533
Due Past [Member] | Other consumer purchased impaired
Aging Analysis of Loans and Leases
Other consumer	69		69
Due Past [Member] | Residential mortgage other
Aging Analysis of Loans and Leases
Residential mortgage	307,509		302,324
Due Past [Member] | Other consumer other
Aging Analysis of Loans and Leases
Other consumer	6,417		8,739
Current Loans And Leases [Member]
Aging Analysis of Loans and Leases
Commercial and industrial	17,958,876		17,520,941
Commercial real estate	4,942,126		4,735,993
Automobile	6,954,171		6,579,536
Home equity	8,239,658		8,205,121
Residential mortgage	5,234,415		5,018,231
Other consumer	355,448		371,203
Current Loans And Leases [Member] | Commercial and industrial owner occupied [Member]
Aging Analysis of Loans and Leases
Commercial and industrial	4,364,856		4,314,400
Current Loans And Leases [Member] | Other commercial and industrial [Member]
Aging Analysis of Loans and Leases
Commercial and industrial	13,572,139		13,186,251
Current Loans And Leases [Member] | Commercial real estate retail properties [Member]
Aging Analysis of Loans and Leases
Commercial real estate	1,402,485		1,237,717
Current Loans And Leases [Member] | Commercial real estate Multi family [Member]
Aging Analysis of Loans and Leases
Commercial real estate	1,039,757		1,015,497
Current Loans And Leases [Member] | Commercial real estate office [Member]
Aging Analysis of Loans and Leases
Commercial real estate	944,575		927,413
Current Loans And Leases [Member] | Commercial real estate Industrial and warehouse [Member]
Aging Analysis of Loans and Leases
Commercial real estate	486,567		464,319
Current Loans And Leases [Member] | Other commercial real estate [Member]
Aging Analysis of Loans and Leases
Commercial real estate	1,032,781		1,049,427
Current Loans And Leases [Member] | Home equity secured by first-lien other [Member]
Aging Analysis of Loans and Leases
Home equity	4,829,556		4,784,375
Current Loans And Leases [Member] | Home equity secured by junior-lien [Member]
Aging Analysis of Loans and Leases
Home equity	3,410,102		3,420,746
Current Loans And Leases [Member] | Commercial and industrial purchased impaired
Aging Analysis of Loans and Leases
Commercial and industrial	21,881		20,290
Current Loans And Leases [Member] | Commercial real estate purchased impaired
Aging Analysis of Loans and Leases
Commercial real estate	35,961		41,620
Current Loans And Leases [Member] | Residential mortgage purchased impaired
Aging Analysis of Loans and Leases
Residential mortgage	2,016		1,965
Current Loans And Leases [Member] | Other consumer purchased impaired
Aging Analysis of Loans and Leases
Other consumer	59		60
Current Loans And Leases [Member] | Residential mortgage other
Aging Analysis of Loans and Leases
Residential mortgage	5,232,399		5,016,266
Current Loans And Leases [Member] | Other consumer other
Aging Analysis of Loans and Leases
Other consumer	355,389		371,143
Total Loans And Leases [Member] | Commercial and industrial owner occupied [Member]
Aging Analysis of Loans and Leases
Commercial and industrial	4,401,901		4,347,872
Total Loans And Leases [Member] | Other commercial and industrial [Member]
Aging Analysis of Loans and Leases
Commercial and industrial	13,607,558		13,210,878
Total Loans And Leases [Member] | Commercial real estate retail properties [Member]
Aging Analysis of Loans and Leases
Commercial real estate	1,415,423		1,263,569
Total Loans And Leases [Member] | Commercial real estate Multi family [Member]
Aging Analysis of Loans and Leases
Commercial real estate	1,052,707		1,025,591
Total Loans And Leases [Member] | Commercial real estate office [Member]
Aging Analysis of Loans and Leases
Commercial real estate	952,970		942,293
Total Loans And Leases [Member] | Commercial real estate Industrial and warehouse [Member]
Aging Analysis of Loans and Leases
Commercial real estate	488,015		472,893
Total Loans And Leases [Member] | Other commercial real estate [Member]
Aging Analysis of Loans and Leases
Commercial real estate	1,045,943		1,063,675
Total Loans And Leases [Member] | Home equity secured by first-lien other [Member]
Aging Analysis of Loans and Leases
Home equity	4,886,357		4,842,144
Total Loans And Leases [Member] | Home equity secured by junior-lien [Member]
Aging Analysis of Loans and Leases
Home equity	3,487,025		3,494,174
Total Loans And Leases [Member] | Commercial and industrial purchased impaired
Aging Analysis of Loans and Leases
Commercial and industrial	36,397		35,526
Total Loans And Leases [Member] | Commercial real estate purchased impaired
Aging Analysis of Loans and Leases
Commercial real estate	76,720		82,073
Total Loans And Leases [Member] | Residential mortgage purchased impaired
Aging Analysis of Loans and Leases
Residential mortgage	2,258		2,498
Total Loans And Leases [Member] | Other consumer purchased impaired
Aging Analysis of Loans and Leases
Other consumer	128		129
Total Loans And Leases [Member] | Residential mortgage other
Aging Analysis of Loans and Leases
Residential mortgage	5,539,908		5,318,590
Total Loans And Leases [Member] | Other consumer other
Aging Analysis of Loans and Leases
Other consumer	361,806		379,882
Due Past And Accruing 90 Or More Days [Member]
Aging Analysis of Loans and Leases
Commercial and industrial	11,554	[1]	14,562
Commercial real estate	36,711	[1]	39,142
Automobile	4,252		5,055
Home equity	15,494		13,983
Residential mortgage	86,018		90,454
Other consumer	867		998
Due Past And Accruing 90 Or More Days [Member] | Commercial and industrial owner occupied [Member]
Aging Analysis of Loans and Leases
Commercial and industrial	0		0
Due Past And Accruing 90 Or More Days [Member] | Other commercial and industrial [Member]
Aging Analysis of Loans and Leases
Commercial and industrial	0		0
Due Past And Accruing 90 Or More Days [Member] | Commercial real estate retail properties [Member]
Aging Analysis of Loans and Leases
Commercial real estate	0		0
Due Past And Accruing 90 Or More Days [Member] | Commercial real estate Multi family [Member]
Aging Analysis of Loans and Leases
Commercial real estate	0		0
Due Past And Accruing 90 Or More Days [Member] | Commercial real estate office [Member]
Aging Analysis of Loans and Leases
Commercial real estate	0		0
Due Past And Accruing 90 Or More Days [Member] | Commercial real estate Industrial and warehouse [Member]
Aging Analysis of Loans and Leases
Commercial real estate	0		0
Due Past And Accruing 90 Or More Days [Member] | Other commercial real estate [Member]
Aging Analysis of Loans and Leases
Commercial real estate	0		0
Due Past And Accruing 90 Or More Days [Member] | Home equity secured by first-lien other [Member]
Aging Analysis of Loans and Leases
Home equity	7,778		6,338
Due Past And Accruing 90 Or More Days [Member] | Home equity secured by junior-lien [Member]
Aging Analysis of Loans and Leases
Home equity	7,716		7,645
Due Past And Accruing 90 Or More Days [Member] | Commercial and industrial purchased impaired
Aging Analysis of Loans and Leases
Commercial and industrial	11,554		14,562
Due Past And Accruing 90 Or More Days [Member] | Commercial real estate purchased impaired
Aging Analysis of Loans and Leases
Commercial real estate	36,711		39,142
Due Past And Accruing 90 Or More Days [Member] | Residential mortgage purchased impaired
Aging Analysis of Loans and Leases
Residential mortgage	117		339
Due Past And Accruing 90 Or More Days [Member] | Other consumer purchased impaired
Aging Analysis of Loans and Leases
Other consumer	0		0
Due Past And Accruing 90 Or More Days [Member] | Residential mortgage other
Aging Analysis of Loans and Leases
Residential mortgage	85,901	[2]	90,115	[3]
Due Past And Accruing 90 Or More Days [Member] | Other consumer other
Aging Analysis of Loans and Leases
Other consumer	$ 867		$ 998

[1] All amounts represent accruing purchased impaired loans related to acquisitions. Under the applicable accounting guidance (ASC 310-30), the loans were recorded at fair value upon acquisition and remain in accruing status.

[2] Includes $56,484 thousand guaranteed by the U.S. government.

[3] Includes $87,985 thousand guaranteed by the U.S. government.

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Basis of Presentation

3 Months Ended

Mar. 31, 2014

Basis of Presentation [Abstract]

BASIS OF PRESENTATION

Huntington Bancshares Incorporated

Notes to Unaudited Condensed Consolidated Financial Statements

1. BASIS OF PRESENTATION

The accompanying Unaudited Condensed Consolidated Financial Statements of Huntington reflect all adjustments consisting of normal recurring accruals which are, in the opinion of Management, necessary for a fair presentation of the consolidated financial position, the results of operations, and cash flows for the periods presented. These Unaudited Condensed Consolidated Financial Statements have been prepared according to the rules and regulations of the SEC and, therefore, certain information and footnote disclosures normally included in annual financial statements prepared in accordance with GAAP have been omitted. The Notes to Consolidated Financial Statements appearing in Huntington's 2013 Form 10-K, which include descriptions of significant accounting policies, as updated by the information contained in this report, should be read in conjunction with these interim financial statements.

For statement of cash flows purposes, cash and cash equivalents are defined as the sum of “Cash and due from banks” which includes amounts on deposit with the Federal Reserve and “Federal funds sold and securities purchased under resale agreements.”

In conjunction with applicable accounting standards, all material subsequent events have been either recognized in the Unaudited Condensed Consolidated Financial Statements or disclosed in the Notes to Unaudited Condensed Consolidated Financial Statements.

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Loans sales and securitizations (Details) (USD $) In Thousands, unless otherwise specified	3 Months Ended
	Mar. 31, 2014 Residential Mortgage [Member]		Mar. 31, 2013 Residential Mortgage [Member]		Mar. 31, 2014 Residential Mortgage [Member] Fair value method	Mar. 31, 2013 Residential Mortgage [Member] Fair value method	Mar. 31, 2014 Residential Mortgage [Member] Amortization method	Sep. 30, 2013 Residential Mortgage [Member] Amortization method	Mar. 31, 2014 Automobile Loan [Member] Amortization method	Mar. 31, 2013 Automobile Loan [Member] Amortization method	Mar. 31, 2014 Small Business Association (SBA) Loan [Member]		Mar. 31, 2013 Small Business Association (SBA) Loan [Member]
Summarizes activity relating to loans sold securitized with servicing retained
Loans sold with servicing retained											$ 40,871		$ 26,908
Pretax gains resulting from above loan sales	12,076	[1]	35,569	[1]							4,375	[1]	3,076	[1]
Summarize the changes in MSRs using the fair value method
Fair value, beginning of period	34,236		35,202
Change in fair value during the period due to:
Time decay	725		609
Payoffs	1,915		3,157
Changes in valuation inputs or assumptions	(968)		4,146
Fair value, end of period	$ 30,628		$ 35,582
Weighted-average life (in years)					4 years 1 month 0 days	3 years 7 months 0 days	6 years 6 months 0 days	4 years 7 months 0 days	3 years 2 months 0 days	4 years 1 month 0 days	4 years 6 months 0 days

[1] Recorded in mortgage banking income.

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Commitments and Contingent Liabilities (Tables)

3 Months Ended

Mar. 31, 2014

Commitments and Contingent Liabilities [Abstract]

Contract amounts of various commitments to extend credit

In the ordinary course of business, Huntington makes various commitments to extend credit that are not reflected in the Unaudited Condensed Consolidated Financial Statements. The contractual amounts of these financial agreements at March 31, 2014and December 31, 2013, were as follows:

				March 31,		December 31,
(dollar amounts in thousands)				2014		2013
Contract amount represents credit risk:
	Commitments to extend credit
		Commercial	$	10,421,846	$	10,198,327
		Consumer		6,832,944		6,544,606
		Commercial real estate		794,895		765,982
	Standby letters-of-credit			470,279		439,834

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Subsequent Event

3 Months Ended

Mar. 31, 2014

Subsequent Events [Abstract]

Subsequent Events Text [Text Block]

21. SUBSEQUENT EVENTS

On April 9, 2014, Huntington announced the signing of a definitive agreement under which Huntington National Bank will purchase 11 branches in Central and East Michigan from Bank of America Corporation.Huntington will purchase approximately $450 million in deposits, for a deposit premium of 3.5 percent based on deposit balances near the time the transaction closes. The transaction to acquire branches and deposits excludes loans and is expected to be completed in the second half of 2014, subject to the satisfaction of customary closing conditions, including regulatory approvals.

In April 2014, the Bank issued $500.0 million of senior notes at 99.842% of face value. The senior note issuances mature on April 24, 2017 and have a fixed coupon rate of 1.375%. In April 2014, the Bank also issued $250.0 million of senior notes at 100.0% of face value. The senior bank note issuances mature on April 24, 2017 and have a variable coupon rate equal to the three month LIBOR plus 0.425%. Both senior note issuances may be redeemed one month prior to their maturity date at 100% of principal plus accrued and unpaid interest.

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Business Combinations

3 Months Ended

Mar. 31, 2014

Business Combinations [Abstract]

Business Combination Disclosure [Text Block]

20. BUSINESS COMBINATIONS

On March 1, 2014, Huntington completed its acquisition of Camco Financial in a stock and cash transaction valued at $109.5 million. Camco Financial operated 22 banking offices and served communities in Southeast Ohio. The acquisition provides Huntington the opportunity to enhance our presence in several areas within our existing footprint and to expand into several new attractive geographies.

Under the terms of the merger agreement, Camco Financial shareholders received 0.7264 shares of Huntington common stock, on a tax-free basis, or a taxable cash payment of $6.00 for each share of Camco Financial common stock. The aggregate purchase price was $109.5 million, including $17.8 million of cash and $91.7 million of common stock and options to purchase common stock. The value of the 8.7 million shares issued in connection with the merger was determined based on the closing price of Huntington's common stock on February 28, 2014.

Under the agreement, Huntington acquired approximately $559.4 million of loans and $557.4 million of deposits. Assets acquired and liabilities assumed were recorded at fair value in accordance with ASC 805, “Business Combinations”. The fair values for loans were estimated using discounted cash flow analyses using interest rates currently being offered for loans with similar terms (Level 3). This value was reduced by an estimate of probable losses and the credit risk associated with the loans. The fair values of deposits were estimated by discounting cash flows using interest rates currently being offered on deposits with similar maturities (Level 3). As part of the acquisition, Huntington recorded $64.2 million of goodwill, all of which is nondeductible for tax purposes.

Pro forma results have not been disclosed, as those amounts are not significant to the unaudited condensed consolidated financial statements.

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Variable Interest Entities (Consolidated and Unconsolidated) (Details) (USD $)	3 Months Ended				9 Months Ended																							3 Months Ended		12 Months Ended
	Mar. 31, 2014	Dec. 31, 2013	Jun. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Mar. 31, 2013	Dec. 31, 2012	Mar. 31, 2014 Consolidated Trusts [Member]	Dec. 31, 2013 Consolidated Trusts [Member]	Mar. 31, 2014 2006 Automobile Trust [Member]	Dec. 31, 2013 2006 Automobile Trust [Member]	Mar. 31, 2014 2009 Automobile Trust [Member]	Dec. 31, 2013 2009 Automobile Trust [Member]	Mar. 31, 2014 Franklin 2009 Trust [Member]	Dec. 31, 2013 Franklin 2009 Trust [Member]	Mar. 31, 2014 Unconsolidated Trusts [Member]	Dec. 31, 2013 Unconsolidated Trusts [Member]	Mar. 31, 2014 Trust Preferred Securities Total [Member]	Dec. 31, 2013 Trust Preferred Securities Total [Member]	Mar. 31, 2014 2012-2 Automobile Trust [Member]	Dec. 31, 2013 2012-2 Automobile Trust [Member]	Mar. 31, 2014 2012-1 Automobile Trust [Member]	Dec. 31, 2013 2012-1 Automobile Trust [Member]	Mar. 31, 2014 2011 Automobile Trust [Member]	Dec. 31, 2013 2011 Automobile Trust [Member]	Mar. 31, 2014 Tower Hill Securities [Member]	Dec. 31, 2013 Tower Hill Securities [Member]	Mar. 31, 2014 Low Income Housing Tax Credit Partnerships [Member]	Mar. 31, 2013 Low Income Housing Tax Credit Partnerships [Member]	Dec. 31, 2013 Low Income Housing Tax Credit Partnerships [Member]
Assets
Cash	$ 973,264,000	$ 1,001,132,000						$ 0	$ 87,733,000	$ 0	$ 79,153,000	$ 0	$ 8,580,000	$ 0	$ 0
Loans and leases	44,353,908,000	43,120,500,000						0	203,457,000	0	151,171,000	0	52,286,000	0	0
Allowance for loan and lease losses	(631,918,000)	(647,870,000)				(746,769,000)	(769,075,000)	0	(711,000)	0	(711,000)	0	0	0	0
Net loans and leases	43,721,990,000	42,472,630,000						0	202,746,000	0	150,460,000	0	52,286,000	0	0
Accrued income and other assets	1,646,935,000	1,609,877,000						256,000	982,000	0	485,000	0	235,000	256,000	262,000
Total assets	61,145,753,000	59,467,175,000						256,000	291,461,000	0	230,098,000	0	61,101,000	256,000	262,000
Liabilities
Other long term debt	1,842,684,000	1,349,119,000						0	0	0	0	0	0	0	0
Accrued interest and other liabilities	1,065,721,000	1,059,888,000						256,000	262,000	0	0	0	0	256,000	262,000
Total liabilities	54,969,519,000	53,377,021,000						256,000	262,000	0	0	0	0	256,000	262,000
Carrying amount and classification of unconsolidated trusts assets and liabilities
Total assets																403,609,000	414,103,000	13,919,000	13,764,000	6,098,000	7,396,000	4,809,000	5,975,000	2,385,000	3,040,000	66,436,000	66,702,000	309,962,000		317,226,000
Total liabilities																502,727,000	512,498,000	317,052,000	312,894,000	0	0	0	0	0	0	65,000,000	65,000,000	120,675,000		134,604,000
Maximum exposure to loss																403,609,000	400,339,000	13,919,000	0	6,098,000	7,396,000	4,809,000	5,975,000	2,385,000	3,040,000	66,436,000	66,702,000	309,962,000		317,226,000
Affortable Housing Tax Credit Investments [Abstract]
Affordable housing tax credit investments																												487,119,000		484,799,000
Amortization																												177,157,000		167,573,000
Net affordable housing tax credit investments																												309,962,000		317,226,000
Unfunded commitments																												120,675,000		134,604,000
Tax credits and other tax benefits recognized																												14,316,000	13,788,000
Tax Credit Amortization Expense																												9,360,000	8,197,000
Tax Credit Investment Losses																												223,000	294,000
Variable Interest Entities (Textuals) [Abstract]
Maximum year to defer payment of interest on debenture	not exceeding five years time for a period
Net sales of Low Income Housing Tax Credit Partnership investments					0
Gain (loss) on net sales of Low Income Housing Tax Credit Partnership investments					0
Total of automobile loans transferred in securitization transactions (not used)		1,000,000,000	1,300,000,000	1,000,000,000
Impairment Losses On Tax Credit Investments	$ 0					$ 0

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Available-for-Sale and Other Securities (Trust Preferred) (Details 3) (USD $) In Thousands, unless otherwise specified	3 Months Ended	12 Months Ended
	Mar. 31, 2014	Dec. 31, 2013
Trust Preferred Securities Data [Line Items]
Total investment securities, Unrealized Gross Losses	$ (129,372)	$ (152,696)
Pooled Trust Preferred [Member]
Trust Preferred Securities Data [Line Items]
Par Value	206,449	214,419
Amortized Cost	153,341	161,730
Fair Value	87,123	84,136
Total investment securities, Unrealized Gross Losses	(66,218)	(77,594)
Pooled Trust Preferred [Member] | Alesco II [Member]
Trust Preferred Securities Data [Line Items]
Par Value	41,646
Amortized Cost	29,432
Fair Value	14,847
Total investment securities, Unrealized Gross Losses	(14,585)
Lowest Credit Rating	C
Number of Issuers Currently Performing	0
Number of Issuers Currently Remaining	0
Actual Deferrals and Defaults as Percent of Original Collateral	10.00%
Expected Defaults as Percent of Remaining Performing Collateral	9.00%
Excess Subordination	0.00%
Pooled Trust Preferred [Member] | ICONS [Member]
Trust Preferred Securities Data [Line Items]
Par Value	20,000
Amortized Cost	20,000
Fair Value	15,876
Total investment securities, Unrealized Gross Losses	(4,124)
Lowest Credit Rating	BB
Number of Issuers Currently Performing	0
Number of Issuers Currently Remaining	0
Actual Deferrals and Defaults as Percent of Original Collateral	3.00%
Expected Defaults as Percent of Remaining Performing Collateral	14.00%
Excess Subordination	51.00%
Pooled Trust Preferred [Member] | I-Pre TSL II [Member]
Trust Preferred Securities Data [Line Items]
Par Value	12,321
Amortized Cost	12,291
Fair Value	11,626
Total investment securities, Unrealized Gross Losses	(665)
Lowest Credit Rating	A
Number of Issuers Currently Performing	0
Number of Issuers Currently Remaining	0
Actual Deferrals and Defaults as Percent of Original Collateral	5.00%
Expected Defaults as Percent of Remaining Performing Collateral	10.00%
Excess Subordination	85.00%
Pooled Trust Preferred [Member] | MM Comm III [Member]
Trust Preferred Securities Data [Line Items]
Par Value	5,669
Amortized Cost	5,417
Fair Value	4,416
Total investment securities, Unrealized Gross Losses	(1,001)
Lowest Credit Rating	BB
Number of Issuers Currently Performing	0
Number of Issuers Currently Remaining	0
Actual Deferrals and Defaults as Percent of Original Collateral	5.00%
Expected Defaults as Percent of Remaining Performing Collateral	9.00%
Excess Subordination	31.00%
Pooled Trust Preferred [Member] | Pre TSL IX [Member]
Trust Preferred Securities Data [Line Items]
Par Value	5,000
Amortized Cost	3,955
Fair Value	2,318
Total investment securities, Unrealized Gross Losses	(1,637)
Lowest Credit Rating	C
Number of Issuers Currently Performing	0
Number of Issuers Currently Remaining	0
Actual Deferrals and Defaults as Percent of Original Collateral	19.00%
Expected Defaults as Percent of Remaining Performing Collateral	10.00%
Excess Subordination	5.00%
Pooled Trust Preferred [Member] | Pre TSL XI [Member]
Trust Preferred Securities Data [Line Items]
Par Value	25,000
Amortized Cost	20,982
Fair Value	10,685
Total investment securities, Unrealized Gross Losses	(10,297)
Lowest Credit Rating	C
Number of Issuers Currently Performing	0
Number of Issuers Currently Remaining	0
Actual Deferrals and Defaults as Percent of Original Collateral	25.00%
Expected Defaults as Percent of Remaining Performing Collateral	12.00%
Excess Subordination	2.00%
Pooled Trust Preferred [Member] | Pre TSL XIII [Member]
Trust Preferred Securities Data [Line Items]
Par Value	27,813
Amortized Cost	20,916
Fair Value	12,622
Total investment securities, Unrealized Gross Losses	(8,294)
Lowest Credit Rating	C
Number of Issuers Currently Performing	0
Number of Issuers Currently Remaining	0
Actual Deferrals and Defaults as Percent of Original Collateral	26.00%
Expected Defaults as Percent of Remaining Performing Collateral	20.00%
Excess Subordination	4.00%
Pooled Trust Preferred [Member] | Reg Diversified [Member]
Trust Preferred Securities Data [Line Items]
Par Value	25,500
Amortized Cost	6,908
Fair Value	913
Total investment securities, Unrealized Gross Losses	(5,995)
Lowest Credit Rating	D
Number of Issuers Currently Performing	0
Number of Issuers Currently Remaining	0
Actual Deferrals and Defaults as Percent of Original Collateral	38.00%
Expected Defaults as Percent of Remaining Performing Collateral	10.00%
Excess Subordination	0.00%
Pooled Trust Preferred [Member] | Soloso [Member]
Trust Preferred Securities Data [Line Items]
Par Value	12,500
Amortized Cost	2,440
Fair Value	257
Total investment securities, Unrealized Gross Losses	(2,183)
Lowest Credit Rating	C
Number of Issuers Currently Performing	0
Number of Issuers Currently Remaining	0
Actual Deferrals and Defaults as Percent of Original Collateral	28.00%
Expected Defaults as Percent of Remaining Performing Collateral	20.00%
Excess Subordination	0.00%
Pooled Trust Preferred [Member] | Tropic III [Member]
Trust Preferred Securities Data [Line Items]
Par Value	31,000
Amortized Cost	31,000
Fair Value	13,563
Total investment securities, Unrealized Gross Losses	$ (17,437)
Lowest Credit Rating	CCC+
Number of Issuers Currently Performing	0
Number of Issuers Currently Remaining	0
Actual Deferrals and Defaults as Percent of Original Collateral	24.00%
Expected Defaults as Percent of Remaining Performing Collateral	11.00%
Excess Subordination	37.00%

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Parent Company Financial Statements (Tables)

3 Months Ended

Mar. 31, 2014

Parent Company Financial Statements [Abstract]

Balance Sheets

Balance Sheets		March 31,		December 31,
(dollar amounts in thousands)		2014		2013
Assets
Cash and cash equivalents	$	765,465	$	966,065
Due from The Huntington National Bank		246,841		246,841
Due from non-bank subsidiaries		58,795		57,747
Investment in The Huntington National Bank		5,803,570		5,537,582
Investment in non-bank subsidiaries		593,887		587,388
Accrued interest receivable and other assets		307,759		286,037
Total assets	$	7,776,317	$	7,681,660
Liabilities and Shareholders' Equity
Long-term borrowings		1,040,720		1,034,266
Dividends payable, accrued expenses, and other liabilities		559,363		557,240
Total liabilities		1,600,083		1,591,506
Shareholders' equity (1)		6,176,234		6,090,154
Total liabilities and shareholders' equity	$	7,776,317	$	7,681,660
(1) See Huntington’s Unaudited Condensed Consolidated Statements of Changes in Shareholders’ Equity.

Statements of Income

				Three Months Ended
Statements of Income				March 31,
(dollar amounts in thousands)				2014		2013
Income
	Dividends from
		The Huntington National Bank	$	---	$	---
		Non-bank subsidiaries		1,819		---
	Interest from
		The Huntington National Bank		997		4,152
		Non-bank subsidiaries		699		821
	Other			1,602		396
Total income				5,117		5,369
Expense
	Personnel costs			11,177		13,413
	Interest on borrowings			4,252		6,117
	Other			15,997		5,064
Total expense				31,426		24,594
Income (loss) before income taxes and equity in undistributed net income of subsidiaries				(26,309)		(19,225)
Income taxes (benefit)				(14,347)		(4,937)
Income (loss) before equity in undistributed net income of subsidiaries				(11,962)		(14,288)
Increase in undistributed net income of:
	The Huntington National Bank			157,229		160,045
	Non-bank subsidiaries			3,876		7,517
Net income			$	149,143	$	153,274
Other comprehensive income (loss) (1)				12,262		(9,138)
Comprehensive income			$	161,405	$	144,136
(1)See Huntington's Unaudited Condensed Consolidated Statements of Comprehensive Income for other comprehensive income
(loss) detail.

Statements of Cash Flows

				Three Months Ended
Statements of Cash Flows				March 31,
(dollar amounts in thousands)				2014		2013
Operating activities
	Net income		$	149,143	$	153,274
	Adjustments to reconcile net income to net cash provided by operating activities
		Equity in undistributed net income of subsidiaries		(165,501)		(167,048)
		Depreciation and amortization		110		70
		Other, net		1,464		19,363
Net cash provided by (used for) operating activities				(14,784)		5,659
Investing activities
	Repayments from subsidiaries			2,685		112,469
	Advances to subsidiaries			(350)		(1,250)
	Cash paid for acquisition, net of cash received			(13,452)		---
Net cash provided by (used for) investing activities				(11,117)		111,219
Financing activities
	Dividends paid on stock			(49,110)		(41,656)
	Repurchases of common stock			(136,137)		(33,600)
	Proceeds from issuance of common stock			2,597		---
	Other, net			7,951		1,600
Net cash provided by (used for) financing activities				(174,699)		(73,656)
Change in cash and cash equivalents				(200,600)		43,222
Cash and cash equivalents at beginning of period				966,065		921,471
Cash and cash equivalents at end of period			$	765,465	$	964,693
Supplemental disclosure:
	Interest paid		$	4,252	$	6,117

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Significant Accounting Policies (Policies)

3 Months Ended

Mar. 31, 2014

Accounting Policies [Abstract]

Loans Past Due, Policy [Policy Text Block]

Loans are considered past due when the contractual amounts due with respect to principal and interest are not received within 30 days of the contractual due date.

Nonaccrual Loans, Policy [Policy Text Block]

Any loan in any portfolio may be placed on nonaccrual status prior to the policies described below when collection of principal or interest is in doubt.When a borrower with debt is discharged in a Chapter 7 bankruptcy and not reaffirmed by the borrower, the loan is determined to be collateral dependent and placed on nonaccrual status.

All classes within the C&I and CRE portfolios (except for purchased credit-impaired loans) are placed on nonaccrual status at90-days past due. Residential mortgage loans are placed on nonaccrual status at150-days past due,with the exception of residential mortgages guaranteed by government organizations which continue to accrue interest at the rate guaranteed by the government agency. First-lien home equity loans are placed on nonaccrual status at 150-days past due. Junior-lien home equity loans are placed on nonaccrual status at the earlier of 120-days past due or when the related first-lien loan has been identified as nonaccrual. Automobile and other consumer loans are generally charged-off when the loan is 120-days past due.

For all classes within all loan portfolios, when a loan is placed on nonaccrual status, any accrued interest income is reversed with current year accruals charged to interest income, and prior year amounts charged-off as a credit loss.

For all classes within all loan portfolios, cash receipts received on NALs are applied entirely against principal until the loan or lease has been collected in full, after which time any additional cash receipts are recognized as interest income.However, for secured non-reaffirmed debt in a Chapter 7 bankruptcy, payments are applied to principal and interest when the borrower has demonstrated a capacity to continue payment of the debt and collection of the debt is reasonably assured. For unsecured non-reaffirmed debt in a Chapter 7 bankruptcy where the carrying value has been fully charged-off, payments are recorded as loan recoveries.

Regarding all classes within the C&I and CRE portfolios, the determination of a borrower's ability to make the required principal and interest payments is based on an examination of the borrower's current financial statements, industry, management capabilities, and other qualitative measures. For all classes within the consumer loan portfolio, the determination of a borrower's ability to make the required principal and interest payments is based on multiple factors, including number of days past due and, in some instances, an evaluation of the borrower's financial condition. When, in Management's judgment, the borrower's ability to make required principal and interest payments resumes and collectability is no longer in doubt, the loan or lease is returned to accrual status. For these loans that have been returned to accrual status, cash receipts are applied according to the contractual terms of the loan.

Allowance for Loan Losses, Policy [Policy Text Block]

Huntingtonmaintains two reserves, both of which reflect Management's judgment regarding the appropriate level necessary to absorb credit losses inherent in our loan and lease portfolio: the ALLL and the AULC. Combined, these reserves comprise the total ACL. The determination of the ACL requires significant estimates, including the timing and amounts of expected future cash flows on impaired loans and leases, consideration of current economic conditions, and historical loss experience pertaining to pools of homogeneous loans and leases, all of which may be susceptible to change.

The appropriateness of the ACL is based on Management's current judgments about the credit quality of the loan portfolio. These judgments consider on-going evaluations of the loan and lease portfolio, including such factors as the differing economic risks associated with each loan category, the financial condition of specific borrowers, the level of delinquent loans, the value of any collateral and, where applicable, the existence of any guarantees or other documented support. Further, Management evaluates the impact of changes in interest rates and overall economic conditions on the ability of borrowers to meet their financial obligations when quantifying our exposure to credit losses and assessing the appropriateness of our ACL at each reporting date. In addition to general economic conditions and the other factors described above, additional factors also considered include: the impact of increasing or decreasing residential real estate values; the diversification of CRE loans; the development of new or expanded Commercial business segments such as healthcare, ABL, and energy, and the overall condition of the manufacturing industry. Also, the ACL assessment includes the on-going assessment of credit quality metrics, and a comparison of certain ACL benchmarks to current performance. Management's determinations regarding the appropriateness of the ACL are reviewed and approved by the Company's board of directors.

The ALLL consists of two components: (1) the transaction reserve, which includes a loan level allocation, specific reserves related to loans considered to be impaired, and loans involved in troubled debt restructurings, and (2) the general reserve. The transaction reserve component includes both (1) an estimate of loss based on pools of commercial and consumer loans and leases with similar characteristics and (2) an estimate of loss based on an impairment review of each impaired C&I and CRE loan greater than$1.0 million. For the C&I and CRE portfolios, the estimate of loss based on pools of loans and leases with similar characteristics is made by applying a PD factor and a LGD factor to each individual loan based on a regularly updated loan grade, using a standardized loan grading system. The PD factor and an LGD factor are determined for each loan grade using statistical models based on historical performance data. The PD factor considers on-going reviews of the financial performance of the specific borrower, including cash flow, debt-service coverage ratio, earnings power, debt level, and equity position, in conjunction with an assessment of the borrower's industry and future prospects. The LGD factor considers analysis of the type of collateral and the relative LTV ratio. These reserve factors are developed based on credit migration models that track historical movements of loans between loan ratings over time and a combination of long-term average loss experience of our own portfolio and external industry data using a 24-month emergence period.

In the case of more homogeneous portfolios, such as automobile loans, home equity loans, and residential mortgage loans, the determination of the transaction reserve also incorporates PD and LGD factors. The estimate of loss is based on pools of loans and leases with similar characteristics. The PD factor considers current credit scores unless the account is delinquent, in which case a higher PD factor is used. The credit score provides a basis for understanding the borrower's past and current payment performance, and this information is used to estimate expected losses over the 12-month emergence period. The performance of first-lien loans ahead of our junior-lien loans is available to use as part of our updated score process. The LGD factor considers analysis of the type of collateral and the relative LTV ratio. Credit scores, models, analyses, and other factors used to determine both the PD and LGD factors are updated frequently to capture the recent behavioral characteristics of the subject portfolios, as well as any changes in loss mitigation or credit origination strategies, and adjustments to the reserve factors are made as required. Models utilized in the ALLL estimation process are subject to the Company's model validation policies.

The general reserve consists of the economic reserve and risk-profile reserve components. The economic reserve component considers the potential impact of changing market and economic conditions on portfolio performance. The risk-profile component considers items unique to our structure, policies, processes, and portfolio composition, as well as qualitative measurements and assessments of the loan portfolios including, but not limited to, management quality, concentrations, portfolio composition, industry comparisons, and internal review functions.

The estimate for the AULC is determined using the same procedures and methodologies as used for the ALLL. The loss factors used in the AULC are the same as the loss factors used in the ALLL while also considering a historical utilization of unused commitments. The AULC is reflected in accrued expenses and other liabilities in the Unaudited Condensed Consolidated Balance Sheet.

The ACL is increased through a provision for credit losses that is charged to earnings, based on Management's quarterly evaluation of the factors previously mentioned, and is reduced by charge-offs, net of recoveries, and the ACL associated with securitized or sold loans.There were no material changes in assumptions or estimation techniques compared with prior periods that impacted the determination of the current period's ALLL and AULC.

Chargeoff, Policy [Policy Text Block]

Any loan in any portfolio may be charged-off prior to the policies described below if a loss confirming event has occurred. Loss confirming events include, but are not limited to, bankruptcy (unsecured), continued delinquency, foreclosure, or receipt of an asset valuation indicating a collateral deficiency and that asset is the sole source of repayment.Additionally, discharged, collateral dependent non-reaffirmed debt in Chapter 7 bankruptcy filings will result in a charge-off to estimated collateral value, less anticipated selling costs.

C&I and CRE loans are either charged-off or written down to net realizable value at 90-days past due. Automobile loans and other consumer loans are charged-off at 120-days past due.First-lien and junior-lien home equity loans are charged-off to the estimated fair value of the collateral, less anticipated selling costs,at 150-days past due and 120-days past due, respectively. Residential mortgages are charged-off to the estimated fair value of the collateral, less anticipated selling costs,at 150-days past due.

Impaired Loans, Policy [Policy Text Block]

For all classes within the C&I and CRE portfolios, all loans with an outstanding balance of $1.0 million or greaterare evaluated on a quarterly basis for impairment. Generally, consumer loans within any class are not individually evaluated on a regular basis for impairment.All TDRs, regardless of the outstanding balance amount, are also considered to be impaired.Loans acquired with evidence of deterioration of credit quality since origination for which it is probable at acquisition that all contractually required payments will not be collected are also considered to be impaired.

Once a loan has been identified for an assessment of impairment, the loan is considered impaired when, based on current information and events, it is probable that all amounts due according to the contractual terms of the loan agreement will not be collected. This determination requires significant judgment and use of estimates, and the eventual outcome may differ significantly from those estimates.

Troubled Debt Restructuring, Policy [Policy Text Block]

TDRs are modified loans where a concession was provided to a borrower experiencing financial difficulties. Loan modifications are considered TDRs when the concessions provided are not available to the borrower through either normal channels or other sources. However, not all loan modifications are TDRs.

TDR Concession Types

The Company's standards relating to loan modifications consider, among other factors, minimum verified income requirements, cash flow analysis, and collateral valuations. Each potential loan modification is reviewed individually and the terms of the loan are modified to meet a borrower's specific circumstances at a point in time. All commercial TDRs are reviewed and approved by our SAD. The types of concessions provided to borrowers include:

• Interest rate reduction: A reduction of the stated interest rate to a nonmarket rate for the remaining original life of the debt.
• Amortization or maturity date change beyond what the collateral supports, including any of the following:

• Lengthens the amortization period of the amortized principal beyond market terms. This concession reduces the minimum monthly payment and increases the amount of the balloon payment at the end of the term of the loan. Principal is generally not forgiven.
• Reduces the amount of loan principal to be amortized and increases the amount of the balloon payment at the end of the term of the loan. This concession also reduces the minimum monthly payment. Principal is generally not forgiven.
• Extends the maturity date or dates of the debt beyond what the collateral supports. This concession generally applies to loans without a balloon payment at the end of the term of the loan.

• Chapter 7 bankruptcy: A bankruptcy court's discharge of a borrower's debt is considered a concession when the borrower does not reaffirm the discharged debt.

• Other: A concession that is not categorized as one of the concessions described above. These concessions include, but are not limited to: principal forgiveness, collateral concessions, covenant concessions, and reduction of accrued interest.

Principal forgiveness may result from any TDR modification of any concession type. However, the aggregate amount of principal forgiven as a result of loans modified as TDRs during the three-month periods ended March 31, 2014 and 2013, was not significant.

Following is a description of TDRs by the different loan types:

Commercial loan TDRs – Commercial accruing TDRs often result from loans receiving a concession with terms that are not considered a market transaction to Huntington. The TDR remains in accruing status as long as the customer is less than 90-days past due on payments per the restructured loan terms and no loss is expected.

Commercial nonaccrual TDRs result from either: (1) an accruing commercial TDR being placed on nonaccrual status, or (2) a workout where an existing commercial NAL is restructured and a concession was given. At times, these workouts restructure the NAL so that two or more new notes are created. The primary note is underwritten based upon our normal underwriting standards and is sized so projected cash flows are sufficient to repay contractual principal and interest. The terms on the secondary note(s) vary by situation, and may include notes that defer principal and interest payments until after the primary note is repaid. Creating two or more notes often allows the borrower to continue a project or weather a temporary economic downturn and allows Huntington to right-size a loan based upon the current expectations for a borrower's or project's performance.

Our strategy involving TDR borrowers includes working with these borrowers to allow them to refinance elsewhere, as well as allow them time to improve their financial position and remain our customer through refinancing their notes according to market terms and conditions in the future. A subsequent refinancing or modification of a loan may occur when either the loan matures according to the terms of the TDR-modified agreement or the borrower requests a change to the loan agreements. At that time, the loan is evaluated to determine if it is creditworthy. It is subjected to the normal underwriting standards and processes for other similar credit extensions, both new and existing. The refinanced note is evaluated to determine if it is considered a new loan or a continuation of the prior loan. A new loan is considered for removal of the TDR designation, whereas a continuation of the prior note requires a continuation of the TDR designation. In order for a TDR designation to be removed, the borrower must no longer be experiencing financial difficulties and the terms of the refinanced loan must not represent a concession.

Residential Mortgage loan TDRs – Residential mortgage TDRs represent loan modifications associated with traditional first-lien mortgage loans in which a concession has been provided to the borrower. The primary concessions given to residential mortgage borrowers are amortization or maturity date changes and interest rate reductions. Residential mortgages identified as TDRs involve borrowers unable to refinance their mortgages through the Company's normal mortgage origination channels or through other independent sources. Some, but not all, of the loans may be delinquent.

Automobile, Home Equity, and Other Consumer loan TDRs – The Company may make similar interest rate, term, and principal concessions as with residential mortgage loan TDRs.

TDR Impact on Credit Quality

Huntington's ALLL is largely determined by updated risk ratings assigned to commercial loans, updated borrower credit scores on consumer loans, and borrower delinquency history in both the commercial and consumer portfolios. These updated risk ratings and credit scores consider the default history of the borrower, including payment redefaults. As such, the provision for credit losses is impacted primarily by changes in borrower payment performance rather than the TDR classification. TDRs can be classified as either accrual or nonaccrual loans. Nonaccrual TDRs are included in NALs whereas accruing TDRs are excluded from NALs as it is probable that all contractual principal and interest due under the restructured terms will be collected.

Our TDRs may include multiple concessions and the disclosure classifications are presented based on the primary concession provided to the borrower. The majority of our concessions for the C&I and CRE portfolios are the extension of the maturity date coupled with an increase in the interest rate. In these instances, the primary concession is the maturity date extension.

TDR concessions may also result in the reduction of the ALLL within the C&I and CRE portfolios. This reduction is derived from payments and the resulting application of the reserve calculation within the ALLL. The transaction reserve for non-TDR C&I and CRE loans is calculated based upon several estimated probability factors, such as PD and LGD, both of which were previously discussed. Upon the occurrence of a TDR in our C&I and CRE portfolios, the reserve is measured based on discounted expected cash flows or collateral value, less anticipated selling costs, of the modified loan in accordance with ASC 310-10. The resulting TDR ALLL calculation often results in a lower ALLL amount because (1) the discounted expected cash flows or collateral value, less anticipated selling costs, indicate a lower estimated loss, (2) if the modification includes a rate increase, the discounting of the cash flows on the modified loan, using the pre-modification interest rate, exceeds the carrying value of the loan, or (3) payments may occur as part of the modification. The ALLL for C&I and CRE loans may increase as a result of the modification, as the discounted cash flow analysis may indicate additional reserves are required.

TDR concessions on consumer loans may increase the ALLL. The concessions made to these borrowers often include interest rate reductions, and therefore, the TDR ALLL calculation results in a greater ALLL compared with the non-TDR calculation as the reserve is measured based on the estimation of the discounted expected cash flows or collateral value, less anticipated selling costs, on the modified loan in accordance with ASC 310-10. The resulting TDR ALLL calculation often results in a higher ALLL amount because (1) the discounted expected cash flows or collateral value, less anticipated selling costs, indicate a higher estimated loss or, (2) due to the rate decrease, the discounting of the cash flows on the modified loan, using the pre-modification interest rate, indicates a reduction in the expected cash flows or collateral value, less anticipated selling costs. In certain instances, the ALLL may decrease as a result of payments made in connection with the modification.

Commercial loan TDRs – In instances where the bank substantiates that it will collect its outstanding balance in full, the note is considered for return to accrual status upon the borrower sustaining sufficient cash flows for a six-month period of time. This six-month period could extend before or after the restructure date. If a charge-off was taken as part of the restructuring, any interest or principal payments received on that note are applied to first reduce the bank's outstanding book balance and then to recoveries of charged-off principal, unpaid interest, and/or fee expenses while the TDR is in nonaccrual status.

Residential Mortgage, Automobile, Home Equity, and Other Consumer loan TDRs – Modified loans identified as TDRs are aggregated into pools for analysis. Cash flows and weighted average interest rates are used to calculate impairment at the pooled-loan level. Once the loans are aggregated into the pool, they continue to be classified as TDRs until contractually repaid or charged-off.

Residential mortgage loans not guaranteed by a U.S. government agency such as the FHA, VA, and the USDA, including TDR loans, are reported as accrual or nonaccrual based upon delinquency status. Nonaccrual TDRs are those that are greater than 150-days contractually past due. Loans guaranteed by U.S. government organizations continue to accrue interest upon delinquency.

Security Impairment, Policy [Policy Text Block]

Security Impairment

Huntington evaluated OTTI on the debt security types listed below.

Alt-A mortgage-backed and private-label CMO securities are collateralized by first-lien residential mortgage loans. The securities are valued by a third party pricing specialist using a discounted cash flow approach and proprietary pricing model. The model uses inputs such as estimated prepayment speeds, losses, recoveries, default rates that are implied by the underlying performance of collateral in the structure or similar structures, discount rates that are implied by market prices for similar securities, collateral structure types, and house price depreciation / appreciation rates that are based upon macroeconomic forecasts.

Collateralized Debt Obligations are backed by a pool of debt securities issued by financial institutions. The collateral generally consists of trust-preferred securities and subordinated debt securities issued by banks, bank holding companies, and insurance companies. A full cash flow analysis is used to estimate fair values and assess impairment for each security within this portfolio. A third party pricing specialist with direct industry experience in pooled-trust-preferred security evaluations is engaged to provide assistance estimating the fair value and expected cash flows on this portfolio. The full cash flow analysis is completed by evaluating the relevant credit and structural aspects of each pooled-trust-preferred security in the portfolio, including collateral performance projections for each piece of collateral in the security and terms of the security's structure. The credit review includes an analysis of profitability, credit quality, operating efficiency, leverage, and liquidity using available financial and regulatory information for each underlying collateral issuer. The analysis also includes a review of historical industry default data, current/near term operating conditions, and the impact of macroeconomic and regulatory changes.  Using the results of our analysis, we estimate appropriate default and recovery probabilities for each piece of collateral then estimate the expected cash flows for each security. The cumulative probability of default ranges from a low of 2.4% to 100%. 

Many collateral issuers have the option of deferring interest payments on their debt for up to five years.  For issuers who are deferring interest, assumptions are made regarding the issuers ability to resume interest payments and make the required principal payment at maturity; the cumulative probability of default for these issuers currently ranges from 31% to 100%, and a 10% recovery assumption.  The fair value of each security is obtained by discounting the expected cash flows at a market discount rate, ranging from LIBOR plus 3.3% to LIBOR plus 13.5% as of March 31, 2014.  The market discount rate is determined by reference to yields observed in the market for similarly rated collateralized debt obligations, specifically high-yield collateralized loan obligations.  The relatively high market discount rate is reflective of the uncertainty of the cash flows and illiquid nature of these securities.  The large differential between the fair value and amortized cost of some of the securities reflects the high market discount rate and the expectation that the majority of the cash flows will not be received until near the final maturity of the security (the final maturities range from 2032 to 2035).

On December 10, 2013, the Federal Reserve, the OCC, the FDIC, the CFTC and the SEC issued final rules to implement the Volcker Rule contained in section 619 of the Dodd-Frank Act, generally to become effective on July 21, 2015. The Volcker Rule prohibits an insured depository institution and its affiliates (referred to as “banking entities”) from: (i) engaging in “proprietary trading” and (ii) investing in or sponsoring certain types of funds (“covered funds”) subject to certain limited exceptions. These prohibitions impact the ability of U.S. banking entities to provide investment management products and services that are competitive with nonbanking firms generally and with non-U.S. banking organizations in overseas markets. The rule also effectively prohibits short-term trading strategies by any U.S. banking entity if those strategies involve instruments other than those specifically permitted for trading.

On January 14, 2014, the five federal agencies approved an interim final rule to permit banking entities to retain interests in certain collateralized debt obligations backed primarily by trust preferred securities from the investment prohibitions of section 619 of the Volcker Rule.  Under the interim final rule, the agencies permit the retention of an interest in or sponsorship of covered funds by banking entities if certain qualifications are met.  In addition, the agencies released a non-exclusive list of issuers that meet the requirements of the interim final rule.  At March 31, 2014, we had investments in ten different pools of trust preferred securities.  Eight of our pools are included in the list of non-exclusive issuers.  We have analyzed the ICONS and I-Pre TSL II pools that were not included on the list and believe that it is more likely than not that we would not be required to sell and will be able to hold these securities to recovery under the final Volcker Rule regulations.

Servicing Rights, Mortgage and Automobile, Policy [Policy Text Block]

A MSR is established only when the servicing is contractually separated from the underlying mortgage loans by sale or securitization of the loans with servicing rights retained. At initial recognition, the MSR asset is established at its fair value using assumptions consistent with assumptions used to estimate the fair value of existing MSRs. At the time of initial capitalization, MSRs may be recorded using either the fair value method or the amortization method. The election of the fair value method or amortization method is made at the time each servicing class is established. Subsequently, servicing rights are accounted for based on the methodology chosen for each respective servicing class.Any increase or decrease in the fair value of MSRs carried under the fair value method, as well as amortization or impairment of MSRs recorded using the amortization method, during the period is recorded as an increase or decrease in mortgage banking income, which is reflected in noninterest income in the Unaudited Condensed Consolidated Statements of Income.

Huntington has retained servicing responsibilities on sold automobile loans and receives annual servicing fees and other ancillary fees on the outstanding loan balances. Automobile loan servicing rights are accounted for using the amortization method. A servicing asset is established at fair value at the time of the sale. The servicing asset is then amortized against servicing income. Impairment, if any, is recognized when carrying value exceeds the fair value as determined by calculating the present value of expected net future cash flows. The primary risk characteristic for measuring servicing assets is payoff rates of the underlying loan pools. Valuation calculations rely on the predicted payoff assumption and, if actual payoff is quicker than expected, then future value would be impaired.

Goodwill, Policy [Policy Text Block]

Goodwill acquired during the period was the result of the Camco Financial acquisition, which was completed on March 1, 2014. For additional information, see Business Combinations footnote.

Goodwill is not amortized but is evaluated for impairment on an annual basis at October 1 of each year or whenever events or changes in circumstances indicate the carrying value may not be recoverable.

Share-based Compensation, Policy [Policy Text Block]

Huntington sponsors nonqualified and incentive share based compensation plans. These plans provide for the granting of stock options and other awards to officers, directors, and other employees. Compensation costs are included in personnel costs on the Unaudited Condensed Consolidated Statements of Income. Stock options are granted at the closing market price on the date of the grant. Options granted typically vest ratably over four years or when other conditions are met. Stock options, which represented a portion of our grant values, have no intrinsic value until the stock price increases. Options granted prior to May 2004 have a term of ten years. All options granted after May 2004 have a term of seven years.

In 2012, shareholders approved the Huntington Bancshares Incorporated 2012 Long-Term Incentive Plan (the Plan) which authorized 51.0 million shares for future grants. The Plan is the only active plan under which Huntington is currently granting share based options and awards. At March 31, 2014, 23.7 million shares from the Plan were available for future grants. Huntington issues shares to fulfill stock option exercises and restricted stock unit and award vesting from available authorized common shares. At March 31, 2014, the Company believes there are adequate authorized common shares to satisfy anticipated stock option exercises and restricted stock unit and award vesting in 2014.

Huntington uses the Black-Scholes option pricing model to value options in determining our share-based compensation expense. Forfeitures are estimated at the date of grant based on historical rates, and updated as necessary, and reduce the compensation expense recognized. The risk-free interest rate is based on the U.S. Treasury yield curve in effect at the date of grant. The expected dividend yield is based on the dividend rate and stock price at the date of the grant. Expected volatility is based on the estimated volatility of Huntington's stock over the expected term of the option.

Fair Values of Financial Instruments, Policy [Policy Text Block]

The following table presents the level in the fair value hierarchy for the estimated fair values of only Huntington's financial instruments that are not already on the Unaudited Condensed Consolidated Balance Sheets at fair value at March 31, 2014 and December 31, 2013:

Commitments and Contingencies, Policy [Policy Text Block]

Through the Company's credit process, Huntington monitors the credit risks of outstanding standby letters-of-credit. When it is probable that a standby letter-of-credit will be drawn and not repaid in full, losses are recognized in the provision for credit losses.

Huntington uses an internal grading system to assess an estimate of loss on its loan and lease portfolio. This same loan grading system is used to monitor credit risk associated with standby letters-of-credit.

Variable Interest Entity, Policy [Policy Text Block]

Huntington has determined the trusts are VIEs. Huntington has concluded that it is the primary beneficiary of these trusts because it has the power to direct the activities of the entity that most significantly affect the entity's economic performance and it has either the obligation to absorb losses of the entity that could potentially be significant to the VIE or the right to receive benefits from the entity that could potentially be significant to the VIE.

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Loans and Leases and Allowance for Credit Losses (Tables)

3 Months Ended

Mar. 31, 2014

Loans / Leases and Allowance for Credit Losses [Abstract]

Loan and Lease Portfolio

The following table provides a detailed listing of Huntington's loan and lease portfolio at March 31, 2014 and December 31, 2013:

				March 31,		December 31,
(dollar amounts in thousands)				2014		2013
Loans and leases:
		Commercial and industrial	$	18,045,856	$	17,594,276
		Commercial real estate		5,031,778		4,850,094
		Automobile		6,998,792		6,638,713
		Home equity		8,373,382		8,336,318
		Residential mortgage		5,542,166		5,321,088
		Other consumer		361,934		380,011
	Loans and leases			44,353,908		43,120,500
	Allowance for loan and lease losses			(631,918)		(647,870)
Net loans and leases			$	43,721,990	$	42,472,630

Loans acquired with deteriorated credit quality

		March 1,
(dollar amounts in thousands)		2014
Contractually required payments including interest	$	14,363
Less: nonaccretable difference		(11,234)
Cash flows expected to be collected		3,129
Less: accretable yield		(143)
Fair value of loans acquired	$	2,986

The following table presents a rollforward of the accretable yield for purchased credit impaired loans by acquisitionfor three-month periods ended March 31, 2014 and 2013:

	Three Months Ended March 31,
(dollar amounts in thousands)	2014		2013
Camco Financial
Balance, beginning of period	$	---	$	---
Impact of acquisition/purchase on March 1, 2014		143		---
Additions		---		---
Accretion		(9)		---
Reclassification from nonaccretable difference		---		---
Balance, end of period	$	134	$	---
Fidelity Bank
Balance, beginning of period	$	27,995	$	23,251
Additions		---		---
Accretion		(4,004)		(3,319)
Reclassification from nonaccretable difference		767		15,228
Balance, end of period	$	24,758	$	35,160

	March 31, 2014				December 31, 2013
(dollar amounts in thousands)		Ending Balance		Unpaid Balance		Ending Balance		Unpaid Balance
Camco Financial
Commercial and industrial	$	709	$	1,717	$	---	$	---
Commercial real estate		2,286		11,820		---		---
Total	$	2,995	$	13,537	$	---	$	---
Fidelity Bank
Commercial and industrial	$	35,688	$	50,876	$	35,526	$	50,798
Commercial real estate		74,434		144,676		82,073		154,869
Residential mortgage		2,258		3,197		2,498		3,681
Other consumer		128		213		129		219
Total	$	112,508	$	198,962	$	120,226	$	209,567

Loan Purchases and Sales

		Commercial and Industrial		Commercial Real Estate		Automobile		Home Equity		Residential Mortgage		Other Consumer		Total
(dollar amounts in thousands)
Portfolio loans and leases purchased during the:
	Three-month period ended March 31, 2014	$	40,121	$	---	$	---	$	---	$	---	$	---	$	40,121
	Three-month period ended March 31, 2013	$	21,541	$	---	$	---	$	---	$	---	$	---	$	21,541
Portfolio loans and leases sold or transferred to loans held for sale during the:
	Three-month period ended March 31, 2014	$	54,258	$	39	$	---	$	---	$	---	$	---	$	54,297
	Three-month period ended March 31, 2013	$	27,602	$	3,903	$	---	$	---	$	4,391	$	---	$	35,896

NALs and Past Due Loans

The following table presentsNALs by loan class at March 31, 2014 and December 31, 2013:

		2014		2013
(dollar amounts in thousands)		March 31,		December 31,
Commercial and industrial:
	Owner occupied	$	35,971	$	38,321
	Other commercial and industrial		21,082		18,294
Total commercial and industrial		$	57,053	$	56,615
Commercial real estate:
	Retail properties	$	29,638	$	27,328
	Multi family		12,884		9,289
	Office		13,130		18,995
	Industrial and warehouse		4,063		6,310
	Other commercial real estate		11,629		11,495
Total commercial real estate		$	71,344	$	73,417
Automobile		$	6,218	$	6,303
Home equity:
	Secured by first-lien	$	39,267	$	36,288
	Secured by junior-lien		31,595		29,901
Total home equity		$	70,862	$	66,189
Residential mortgage:
Residential mortgage		$	121,681	$	119,532
Total residential mortgages		$	121,681	$	119,532
Other consumer
Other consumer		$	---	$	---
Total nonaccrual loans		$	327,158	$	322,056

Aging analysis of loans and leases

The following table presents an aging analysis of loans and leases, including past due loans, by loan class at March 31, 2014 and December 31, 2013: (1)

March 31, 2014
														90 or more
(dollar amounts in thousands)			Past Due									Total Loans		days past due
		30-59 Days		60-89 Days		90 or more days			Total	Current		and Leases		and accruing
Commercial and industrial:
	Owner occupied	$	11,167	$	1,355	$	24,523	$	37,045	$	4,364,856	$	4,401,901	$	---
	Purchased credit-impaired		2,799		163		11,554		14,516		21,881		36,397		11,554
	Other commercial and industrial		21,666		1,487		12,266		35,419		13,572,139		13,607,558		---
Total commercial and industrial		$	35,632	$	3,005	$	48,343	$	86,980	$	17,958,876	$	18,045,856	$	11,554(2)
Commercial real estate:
	Retail properties	$	2,317	$	2,523	$	8,098	$	12,938	$	1,402,485	$	1,415,423	$	---
	Multi family		2,509		3,977		6,464		12,950		1,039,757		1,052,707		---
	Office		2,532		62		5,801		8,395		944,575		952,970		---
	Industrial and warehouse		211		225		1,012		1,448		486,567		488,015		---
	Purchased credit-impaired		1,817		2,231		36,711		40,759		35,961		76,720		36,711
	Other commercial real estate		6,247		331		6,584		13,162		1,032,781		1,045,943		---
Total commercial real estate		$	15,633	$	9,349	$	64,670	$	89,652	$	4,942,126	$	5,031,778	$	36,711(2)
Automobile		$	34,281	$	5,993	$	4,347	$	44,621	$	6,954,171	$	6,998,792	$	4,252
Home equity:
	Secured by first-lien	$	16,346	$	8,098	$	32,357	$	56,801	$	4,829,556	$	4,886,357	$	7,778
	Secured by junior-lien		31,693		13,261		31,969		76,923		3,410,102		3,487,025		7,716
Total home equity		$	48,039	$	21,359	$	64,326	$	133,724	$	8,239,658	$	8,373,382	$	15,494
Residential mortgage:
	Residential mortgage	$	107,113	$	45,789	$	154,607	$	307,509	$	5,232,399	$	5,539,908	$	85,901(3)
	Purchased credit-impaired		125		---		117		242		2,016		2,258		117
Total residential mortgage		$	107,238	$	45,789	$	154,724	$	307,751	$	5,234,415	$	5,542,166	$	86,018
Other consumer:
	Other consumer	$	4,757	$	793	$	867	$	6,417	$	355,389	$	361,806	$	867
	Purchased credit-impaired		69		---		---		69		59		128		---
Total other consumer		$	4,826	$	793	$	867	$	6,486	$	355,448	$	361,934	$	867
Total loans and leases		$	245,649	$	86,288	$	337,277	$	669,214	$	43,684,694	$	44,353,908	$	154,896
December 31, 2013
														90 or more
(dollar amounts in thousands)			Past Due									Total Loans		days past due
		30-59 Days		60-89 Days		90 or more days			Total	Current		and Leases		and accruing
Commercial and industrial:
	Owner occupied	$	5,935	$	1,879	$	25,658	$	33,472	$	4,314,400	$	4,347,872	$	---
	Purchased credit-impaired		241		433		14,562		15,236		20,290		35,526		14,562
	Other commercial and industrial		10,342		3,075		11,210		24,627		13,186,251		13,210,878		---
Total commercial and industrial		$	16,518	$	5,387	$	51,430	$	73,335	$	17,520,941	$	17,594,276	$	14,562(2)
Commercial real estate:
	Retail properties	$	19,372	$	1,228	$	5,252	$	25,852	$	1,237,717	$	1,263,569	$	---
	Multi family		2,425		943		6,726		10,094		1,015,497		1,025,591		---
	Office		1,635		545		12,700		14,880		927,413		942,293		---
	Industrial and warehouse		465		3,714		4,395		8,574		464,319		472,893		---
	Purchased credit-impaired		1,311		---		39,142		40,453		41,620		82,073		39,142
	Other commercial real estate		5,922		1,134		7,192		14,248		1,049,427		1,063,675		---
Total commercial real estate		$	31,130	$	7,564	$	75,407	$	114,101	$	4,735,993	$	4,850,094	$	39,142(2)
Automobile		$	45,174	$	8,863	$	5,140	$	59,177	$	6,579,536	$	6,638,713	$	5,055
Home equity
	Secured by first-lien	$	20,551	$	8,746	$	28,472	$	57,769	$	4,784,375	$	4,842,144	$	6,338
	Secured by junior-lien		28,965		13,071		31,392		73,428		3,420,746		3,494,174		7,645
Total home equity		$	49,516	$	21,817	$	59,864	$	131,197	$	8,205,121	$	8,336,318	$	13,983
Residential mortgage
	Residential mortgage	$	101,584	$	41,784	$	158,956	$	302,324	$	5,016,266	$	5,318,590	$	90,115(4)
	Purchased credit-impaired		194		---		339		533		1,965		2,498		339
Total residential mortgage		$	101,778	$	41,784	$	159,295	$	302,857	$	5,018,231	$	5,321,088	$	90,454
Other consumer
	Other consumer	$	6,465	$	1,276	$	998	$	8,739	$	371,143	$	379,882	$	998
	Purchased credit-impaired		69		---		---		69		60		129		---
Total other consumer		$	6,534	$	1,276	$	998	$	8,808	$	371,203	$	380,011	$	998
Total loans and leases		$	250,650	$	86,691	$	352,134	$	689,475	$	42,431,025	$	43,120,500	$	164,194
(1)	NALs are included in this aging analysis based on the loan's past due status.
(2)	All amounts represent accruing purchased impaired loans related to acquisitions. Under the applicable accounting guidance (ASC 310-30), the loans were recorded at fair value upon acquisition and remain in accruing status.
(3)	Includes $56,484 thousand guaranteed by the U.S. government.
(4)	Includes $87,985 thousand guaranteed by the U.S. government.

ALLL and AULC activity by portfolio segment

The following table presents ALLL and AULC activity by portfolio segment for the three-monthperiods ended March 31, 2014 and 2013:

			Commercial		Commercial				Home		Residential		Other
			and Industrial		Real Estate		Automobile		Equity		Mortgage		Consumer		Total
(dollar amounts in thousands)
Three-month period ended March 31, 2014:
	ALLL balance, beginning of period		$	265,801	$	162,557	$	31,053	$	111,131	$	39,577	$	37,751	$	647,870
		Loan charge-offs		(16,337)		(10,110)		(8,044)		(21,059)		(8,986)		(8,475)		(73,011)
		Recoveries of loans previously charged-off		7,731		11,097		3,402		5,372		1,127		1,296		30,025
		Provision for loan and lease losses		9,784		(3,238)		(1,233)		17,733		7,350		(2,235)		28,161
		Allowance for loans sold or transferred to loans held for sale		---		---		---		---		---		(1,127)		(1,127)
	ALLL balance, end of period		$	266,979	$	160,306	$	25,178	$	113,177	$	39,068	$	27,210	$	631,918
	AULC balance, beginning of period		$	49,596	$	9,891	$	---	$	1,763	$	9	$	1,640	$	62,899
		Provision for unfunded loan commitments and letters of credit		(3,280)		(764)		---		28		(1)		486		(3,531)
	AULC balance, end of period		$	46,316	$	9,127	$	---	$	1,791	$	8	$	2,126	$	59,368
	ACL balance, end of period		$	313,295	$	169,433	$	25,178	$	114,968	$	39,076	$	29,336	$	691,286

			Commercial		Commercial				Home		Residential		Other
			and Industrial		Real Estate		Automobile		Equity		Mortgage		Consumer		Total
(dollar amounts in thousands)
Three-month period ended March 31, 2013:
	ALLL balance, beginning of period		$	241,051	$	285,369	$	34,979	$	118,764	$	61,658	$	27,254	$	769,075
		Loan charge-offs		(13,013)		(22,368)		(5,688)		(26,531)		(7,901)		(8,641)		(84,142)
		Recoveries of loans previously charged-off		9,696		9,590		3,094		6,549		1,753		1,773		32,455
		Provision for loan and lease losses		364		(5,155)		3,588		17,076		7,559		5,956		29,388
		Allowance for loans sold or transferred to loans held for sale		---		---		---		---		(7)		---		(7)
	ALLL balance, end of period		$	238,098	$	267,436	$	35,973	$	115,858	$	63,062	$	26,342	$	746,769
	AULC balance, beginning of period		$	33,868	$	4,740	$	---	$	1,356	$	3	$	684	$	40,651
		Provision for unfunded loan commitments and letters of credit		(33)		(336)		---		556		3		14		204
	AULC balance, end of period		$	33,835	$	4,404	$	---	$	1,912	$	6	$	698	$	40,855
	ACL balance, end of period		$	271,933	$	271,840	$	35,973	$	117,770	$	63,068	$	27,040	$	787,624

Loan and lease balances by credit quality indicator

The following table presents each loan and lease class by credit quality indicator at March 31, 2014and December 31, 2013:

		March 31, 2014
		Credit Risk Profile by UCS classification
(dollar amounts in thousands)		Pass		OLEM		Substandard		Doubtful		Total
Commercial and industrial:
	Owner occupied	$	4,118,040	$	107,617	$	170,600	$	5,644	$	4,401,901
	Purchased credit-impaired		4,933		642		27,420		3,402		36,397
	Other commercial and industrial		13,045,701		216,139		341,836		3,882		13,607,558
Total commercial and industrial		$	17,168,674	$	324,398	$	539,856	$	12,928	$	18,045,856
Commercial real estate:
	Retail properties	$	1,310,593	$	13,185	$	91,455	$	190	$	1,415,423
	Multi family		987,389		23,051		42,150		117		1,052,707
	Office		849,428		6,137		95,257		2,148		952,970
	Industrial and warehouse		447,762		14,368		25,885		---		488,015
	Purchased credit-impaired		8,378		1,088		64,561		2,693		76,720
	Other commercial real estate		960,169		15,491		69,695		588		1,045,943
Total commercial real estate		$	4,563,719	$	73,320	$	389,003	$	5,736	$	5,031,778
		Credit Risk Profile by FICO score (1)
		750+		650-749		<650		Other (2)		Total
Automobile		$	3,186,518	$	2,664,896	$	948,010	$	199,368	$	6,998,792
Home equity:
	Secured by first-lien	$	3,047,848	$	1,412,622	$	285,738	$	140,149	$	4,886,357
	Secured by junior-lien		1,802,250		1,169,131		413,056		102,588		3,487,025
Total home equity		$	4,850,098	$	2,581,753	$	698,794	$	242,737	$	8,373,382
Residential mortgage:
	Residential mortgage	$	2,999,267	$	1,781,821	$	701,108	$	57,712	$	5,539,908
	Purchased credit-impaired		630		1,034		594		---		2,258
Total residential mortgage		$	2,999,897	$	1,782,855	$	701,702	$	57,712	$	5,542,166
Other consumer:
	Other consumer	$	159,113	$	161,376	$	41,007	$	310	$	361,806
	Purchased credit-impaired		---		59		69		---		128
Total other consumer		$	159,113	$	161,435	$	41,076	$	310	$	361,934
		December 31, 2013
		Credit Risk Profile by UCS classification
(dollar amounts in thousands)		Pass		OLEM		Substandard		Doubtful		Total
Commercial and industrial:
	Owner occupied	$	4,052,579	$	130,645	$	155,994	$	8,654	$	4,347,872
	Purchased credit-impaired		5,015		661		27,693		2,157		35,526
	Other commercial and industrial		12,630,512		211,860		364,343		4,163		13,210,878
Total commercial and industrial		$	16,688,106	$	343,166	$	548,030	$	14,974	$	17,594,276
Commercial real estate:
	Retail properties	$	1,153,747	$	16,003	$	93,819	$	---	$	1,263,569
	Multi family		972,526		16,540		36,411		114		1,025,591
	Office		847,411		4,866		87,722		2,294		942,293
	Industrial and warehouse		431,057		14,138		27,698		---		472,893
	Purchased credit-impaired		13,127		3,586		62,577		2,783		82,073
	Other commercial real estate		977,987		16,270		68,653		765		1,063,675
Total commercial real estate		$	4,395,855	$	71,403	$	376,880	$	5,956	$	4,850,094
		Credit Risk Profile by FICO score (1)
		750+		650-749		<650		Other (2)		Total
Automobile		$	2,987,323	$	2,517,756	$	945,604	$	188,030	$	6,638,713	(3)
Home equity:
	Secured by first-lien	$	3,018,784	$	1,412,445	$	299,681	$	111,234	$	4,842,144
	Secured by junior-lien		1,811,102		1,213,024		413,695		56,353		3,494,174
Total home equity		$	4,829,886	$	2,625,469	$	713,376	$	167,587	$	8,336,318
Residential mortgage
	Residential mortgage	$	2,837,590	$	1,710,183	$	699,541	$	71,276	$	5,318,590
	Purchased credit-impaired		588		989		921		---		2,498
Total residential mortgage		$	2,838,178	$	1,711,172	$	700,462	$	71,276	$	5,321,088
Other consumer
	Other consumer	$	161,858	$	157,675	$	45,370	$	14,979	$	379,882
	Purchased credit-impaired		---		60		69		---		129
Total other consumer		$	161,858	$	157,735	$	45,439	$	14,979	$	380,011
(1)	Reflects currently updated customer credit scores.
(2)	Reflects deferred fees and costs, loans in process, loans to legal entities, etc.
(3)	Included $0.3 billion of loans reflected as loans held for sale related to an automobile securitization expected to be completed in 2013. During the 2013 second quarter, this amount was transferred from loans held for sale to the automobile portfolio based on Management's intent and ability to hold these loans for the foreseeable future.

Summarized data for impaired loans and the related ALLL by portfolio segment

The following tables presentthe balance of the ALLL attributable to loans by portfolio segment individually and collectively evaluated for impairment and the related loan and lease balance at March 31, 2014 and December 31, 2013:

			Commercial		Commercial						Residential		Other
(dollar amounts in thousands)			and Industrial		Real Estate		Automobile		Home Equity		Mortgage		Consumer		Total
ALLL at March 31, 2014:
	Portion of ALLL balance:
		Attributable to purchased credit-impaired loans	$	1,517	$	---	$	---	$	---	$	119	$	---	$	1,636
		Attributable to loans individually evaluated for impairment		11,985		32,673		597		8,209		9,876		34		63,374
		Attributable to loans collectively evaluated for impairment		253,477		127,633		24,581		104,968		29,073		27,176		566,908
	Total ALLL balance		$	266,979	$	160,306	$	25,178	$	113,177	$	39,068	$	27,210	$	631,918
Loan and Lease Ending Balances at March 31, 2014:
	Portion of loan and lease ending balance:
		Attributable to purchased credit-impaired loans	$	36,397	$	76,720	$	---	$	---	$	2,258	$	128	$	115,503
		Individually evaluated for impairment		125,398		268,949		33,068		223,037		368,636		1,846		1,020,934
		Collectively evaluated for impairment		17,884,061		4,686,109		6,965,724		8,150,345		5,171,272		359,960		43,217,471
	Total loans and leases evaluated for impairment		$	18,045,856	$	5,031,778	$	6,998,792	$	8,373,382	$	5,542,166	$	361,934	$	44,353,908

(dollar amounts in thousands)			Commercial and Industrial		Commercial Real Estate		Automobile		Home Equity		Residential Mortgage		Other Consumer		Total
ALLL at December 31, 2013
	Portion of ALLL balance:
		Attributable to purchased credit-impaired loans	$	2,404	$	---	$	---	$	---	$	36	$	---	$	2,440
		Attributable to loans individually evaluated for impairment		6,129		34,935		682		8,003		10,555		136		60,440
		Attributable to loans collectively evaluated for impairment		257,268		127,622		30,371		103,128		28,986		37,615		584,990
	Total ALLL balance:		$	265,801	$	162,557	$	31,053	$	111,131	$	39,577	$	37,751	$	647,870
Loan and Lease Ending Balances at December 31, 2013
	Portion of loan and lease ending balances:
		Attributable to purchased credit-impaired loans	$	35,526	$	82,073	$	---	$	---	$	2,498	$	129	$	120,226
		Individually evaluated for impairment		108,316		268,362		37,084		208,981		387,937		1,041		1,011,721
		Collectively evaluated for impairment		17,450,434		4,499,659		6,601,629		8,127,337		4,930,653		378,841		41,988,553
	Total loans and leases evaluated for impairment		$	17,594,276	$	4,850,094	$	6,638,713	$	8,336,318	$	5,321,088	$	380,011	$	43,120,500

Detailed impaired loan information by class

The following tables presentby classthe ending, unpaid principal balance, and the related ALLL, along with the average balance and interest income recognized only for loans and leases individually evaluated for impairment and purchased credit-impaired loans: (1), (2)

									Three Months Ended
			March 31, 2014						March 31, 2014
					Unpaid						Interest
			Ending		Principal		Related		Average		Income
(dollar amounts in thousands)			Balance		Balance (5)		Allowance		Balance		Recognized
With no related allowance recorded:
	Commercial and industrial:
		Owner occupied	$	4,108	$	4,403	$	---	$	4,906	$	49
		Purchased credit-impaired		---		---		---		---		---
		Other commercial and industrial		8,548		16,944		---		7,610		97
	Total commercial and industrial		$	12,656	$	21,347	$	---	$	12,516	$	146
	Commercial real estate:
		Retail properties	$	59,637	$	71,718	$	---	$	54,290	$	605
		Multi family		---		---		---		---		---
		Office		1,167		3,647		---		6,406		189
		Industrial and warehouse		7,990		8,070		---		9,087		108
		Purchased credit-impaired		76,720		156,497		---		79,396		2,666
		Other commercial real estate		5,650		5,715		---		5,827		57
	Total commercial real estate		$	151,164	$	245,647	$	---	$	155,006	$	3,625
	Automobile		$	---	$	---	$	---	$	---	$	---
	Home equity:
		Secured by first-lien	$	---	$	---	$	---	$	---	$	---
		Secured by junior-lien		---		---		---		---		---
	Total home equity		$	---	$	---	$	---	$	---	$	---
	Residential mortgage:
		Residential mortgage	$	---	$	---	$	---	$	---	$	---
		Purchased credit-impaired		---		---		---		---		---
	Total residential mortgage		$	---	$	---	$	---	$	---	$	---
	Other consumer
		Other consumer	$	---	$	---	$	---	$	---	$	---
		Purchased credit-impaired		128		213		---		128		4
	Total other consumer		$	128	$	213	$	---	$	128	$	4
With an allowance recorded:
	Commercial and industrial: (3)
		Owner occupied	$	41,046	$	45,658	$	3,811	$	39,229	$	399
		Purchased credit-impaired		36,397		52,593		1,517		35,961		1,265
		Other commercial and industrial		71,696		79,269		8,174		51,532		592
	Total commercial and industrial		$	149,139	$	177,520	$	13,502	$	126,722	$	2,256
	Commercial real estate: (4)
		Retail properties	$	62,338	$	81,106	$	5,740	$	68,637	$	577
		Multi family		17,113		22,958		2,142		14,739		152
		Office		56,148		58,645		13,192		51,189		536
		Industrial and warehouse		8,875		10,320		763		9,196		48
		Purchased credit-impaired		---		---		---		---		---
		Other commercial real estate		50,031		61,614		10,836		44,090		474
	Total commercial real estate		$	194,505	$	234,643	$	32,673	$	187,851	$	1,787
	Automobile		$	33,068	$	34,797	$	597	$	35,076	$	683
	Home equity:
		Secured by first-lien	$	114,817	$	122,197	$	2,457	$	112,420	$	1,239
		Secured by junior-lien		108,220		151,006		5,752		103,589		1,314
	Total home equity		$	223,037	$	273,203	$	8,209	$	216,009	$	2,553
	Residential mortgage (6):
		Residential mortgage	$	368,636	$	408,589	$	9,876	$	378,287	$	2,864
		Purchased credit-impaired		2,258		3,197		119		2,378		78
	Total residential mortgage		$	370,894	$	411,786	$	9,995	$	380,665	$	2,942
	Other consumer:
		Other consumer	$	1,846	$	1,908	$	34	$	1,444	$	33
		Purchased credit-impaired		---		---		---		---		---
	Total other consumer		$	1,846	$	1,908	$	34	$	1,444	$	33

									Three Months Ended
			December 31, 2013						March 31, 2013
					Unpaid						Interest
			Ending		Principal		Related		Average		Income
(dollar amounts in thousands)			Balance		Balance (5)		Allowance		Balance		Recognized
With no related allowance recorded:
	Commercial and industrial:
		Owner occupied	$	5,332	$	5,373	$	---	$	3,741	$	42
		Purchased credit-impaired		---		---		---		53,900		1,017
		Other commercial and industrial		11,884		15,031		---		16,310		234
	Total commercial and industrial		$	17,216	$	20,404	$	---	$	73,951	$	1,293
	Commercial real estate:
		Retail properties	$	55,773	$	64,780	$	---	$	54,237	$	704
		Multi family		---		---		---		5,642		88
		Office		9,069		13,721		---		17,849		220
		Industrial and warehouse		9,682		10,803		---		14,496		197
		Purchased credit-impaired		82,073		154,869		---		122,528		2,254
		Other commercial real estate		6,002		6,924		---		10,277		97
	Total commercial real estate		$	162,599	$	251,097	$	---	$	225,029	$	3,560
	Home equity:
		Secured by first-lien	$	---	$	---	$	---	$	---	$	---
		Secured by junior-lien		---		---		---		---		---
	Total home equity		$	---	$	---	$	---	$	---	$	---
	Residential mortgage:
		Residential mortgage	$	---	$	---	$	---	$	---	$	---
		Purchased credit-impaired		---		---		---		---		---
	Total residential mortgage		$	---	$	---	$	---	$	---	$	---
	Other consumer
		Other consumer	$	---	$	---	$	---	$	---	$	---
		Purchased credit-impaired		129		219		---		148		3
	Total other consumer		$	129	$	219	$	---	$	148	$	3
With an allowance recorded:
	Commercial and industrial: (3)
		Owner occupied	$	40,271	$	52,810	$	3,421	$	44,251	$	351
		Purchased credit-impaired		35,526		50,798		2,404		---		---
		Other commercial and industrial		50,829		64,497		2,708		51,313		658
	Total commercial and industrial		$	126,626	$	168,105	$	8,533	$	95,564	$	1,009
	Commercial real estate: (4)
		Retail properties	$	72,339	$	93,395	$	5,984	$	55,818	$	456
		Multi family		13,484		15,408		1,944		17,103		177
		Office		50,307		54,921		9,927		41,787		384
		Industrial and warehouse		9,162		10,561		808		20,166		186
		Purchased credit-impaired		---		---		---		---		---
		Other commercial real estate		42,544		50,960		16,272		44,980		379
	Total commercial real estate		$	187,836	$	225,245	$	34,935	$	179,854	$	1,582
	Automobile		$	37,084	$	38,758	$	682	$	42,378	$	437
	Home equity:
		Secured by first-lien	$	110,024	$	116,846	$	2,396	$	94,494	$	942
		Secured by junior-lien		98,957		143,967		5,607		50,933		592
	Total home equity		$	208,981	$	260,813	$	8,003	$	145,427	$	1,534
	Residential mortgage (6):
		Residential mortgage	$	387,937	$	427,924	$	10,555	$	373,441	$	2,872
		Purchased credit-impaired		2,498		3,681		36		2,296		45
	Total residential mortgage		$	390,435	$	431,605	$	10,591	$	375,737	$	2,917
	Other consumer:
		Other consumer	$	1,041	$	1,041	$	136	$	2,585	$	23
		Purchased credit-impaired		---		---		---		---		---
	Total other consumer		$	1,041	$	1,041	$	136	$	2,585	$	23

(1)	These tables do not include loans fully charged-off.
(2)	All automobile, home equity, residential mortgage, and other consumer impaired loans included in these tables are considered impaired due to their status as a TDR.
(3)	At March 31, 2014, $48,212 thousand of the $149,139 thousand commercial and industrial loans with an allowance recorded were considered impaired due to their status as a TDR. At December 31, 2013, $43,805 thousand of the $126,626 thousand commercial and industrial loans with an allowance recorded were considered impaired due to their status as a TDR.
(4)	At March 31, 2014, $25,749 thousand of the $194,505 thousand commercial real estate loans with an allowance recorded were considered impaired due to their status as a TDR. At December 31, 2013, $24,805 thousand of the $187,836 thousand commercial real estate loans with an allowance recorded were considered impaired due to their status as a TDR.
(5)	The differences between the ending balance and unpaid principal balance amounts represent partial charge-offs.
(6)	At March 31, 2014, $32,251 thousand of the $370,894 thousand residential mortgages loans with an allowance recorded were guaranteed by the U.S. government. At December 31, 2013, $49,225 thousand of the $390,435 thousand residential mortgage loans with an allowance recorded were guaranteed by the U.S. government.

Detailed troubled debt restructuring information by class

The following tables present by class and by the reason for the modification, the number of contracts, post-modification outstanding balance, and the financial effects of the modificationfor the three-month periods ended March 31, 2014 and 2013:

		New Troubled Debt Restructurings During The Three-Month Period Ended(1)
		March 31, 2014							March 31, 2013
			Post-modification					Post-modification
			Outstanding					Outstanding
(dollar amounts in thousands)		Number of	Ending		Financial effects		Number of	Ending		Financial effects
		Contracts	Balance		of modification(2)		Contracts	Balance		of modification(2)
C&I - Owner occupied:
	Interest rate reduction	6	$	924	$	(1)	9	$	4,668	$	(465)
	Amortization or maturity date change	18		4,609		4	11		4,853		(25)
	Other	2		840		(1)	5		1,673		(1)
Total C&I - Owner occupied		26	$	6,373	$	2	25	$	11,194	$	(491)
C&I - Other commercial and industrial:
	Interest rate reduction	10	$	27,994	$	(147)	5	$	17,569	$	1
	Amortization or maturity date change	54		32,600		937	35		22,060		2,705
	Other	4		4,366		23	7		5,039		211
Total C&I - Other commercial and industrial		68	$	64,960	$	813	47	$	44,668	$	2,917
CRE - Retail properties:
	Interest rate reduction	3	$	11,105	$	421	---	$	---	$	---
	Amortization or maturity date change	5		12,238		52	4		499		(1)
	Other	6		9,897		(91)	2		3,829		(19)
Total CRE - Retail properties		14	$	33,240	$	382	6	$	4,328	$	(20)
CRE - Multi family:
	Interest rate reduction	10	$	645	$	---	3	$	2,164	$	11
	Amortization or maturity date change	4		203		(1)	2		742		(1)
	Other	2		323		---	1		3,956		(33)
Total CRE - Multi family		16	$	1,171	$	(1)	6	$	6,862	$	(23)
CRE - Office:
	Interest rate reduction	2	$	120	$	(1)	---	$	---	$	---
	Amortization or maturity date change	4		3,132		---	5		3,864		12
	Other	1		10,784		---	---		---		---
Total CRE - Office		7	$	14,036	$	(1)	5	$	3,864	$	12
CRE - Industrial and warehouse:
	Interest rate reduction	2	$	4,046	$	---	---	$	---	$	---
	Amortization or maturity date change	3		1,173		(4)	3		641		1
	Other	1		977		---	1		5,867		---
Total CRE - Industrial and Warehouse		6	$	6,196	$	(4)	4	$	6,508	$	1
CRE - Other commercial real estate:
	Interest rate reduction	4	$	4,304	$	7	7	$	643	$	(1)
	Amortization or maturity date change	21		46,536		126	---		---		---
	Other	2		928		(1)	---		---		---
Total CRE - Other commercial real estate		27	$	51,768	$	132	7	$	643	$	(1)
Automobile:
	Interest rate reduction	1	$	2	$	---	4	$	42	$	---
	Amortization or maturity date change	206		1,349		(7)	328		1,925		(20)
	Chapter 7 bankruptcy	180		1,361		(26)	249		1,639		136
Total Automobile		387	$	2,712	$	(33)	581	$	3,606	$	116
Residential mortgage:
	Interest rate reduction	8	$	788	$	18	6	$	6,417	$	(43)
	Amortization or maturity date change	68		8,018		103	54		7,664		25
	Chapter 7 bankruptcy	85		9,007		282	44		4,839		133
	Other	1		105		---	6		708		16
Total Residential mortgage		162	$	17,918	$	403	110	$	19,628	$	131
First-lien home equity:
	Interest rate reduction	50	$	3,808	$	191	16	$	1,662	$	142
	Amortization or maturity date change	40		2,590		(426)	335		34,990		(3,906)
	Chapter 7 bankruptcy	21		1,389		3	42		2,467		577
Total First-lien home equity		111	$	7,787	$	(232)	393	$	39,119	$	(3,187)
Junior-lien home equity:
	Interest rate reduction	87	$	2,867	$	(50)	5	$	150	$	20
	Amortization or maturity date change	241		9,660		(1,852)	534		21,924		(2,826)
	Chapter 7 bankruptcy	59		925		536	125		1,689		1,770
Total Junior-lien home equity		387	$	13,452	$	(1,366)	664	$	23,763	$	(1,036)
Other consumer:
	Interest rate reduction	---	$	---	$	---	1	$	24	$	1
	Amortization or maturity date change	4		20		---	4		63		2
	Chapter 7 bankruptcy	3		23		(1)	14		137		16
Total Other consumer		7	$	43	$	(1)	19	$	224	$	19
Total new troubled debt restructurings		1,218	$	219,656	$	94	1,867	$	164,407	$	(1,562)
(1)	TDRs may include multiple concessions and the disclosure classifications are based on the primary concession provided to the borrower.
(2)	Amounts represent the financial impact via provision for loan and lease losses as a result of the modification.

The following tables present TDRs that have defaulted within one year of modification during the three-month periods ended March 31, 2014and 2013:

		Troubled Debt Restructurings That Have Redefaulted(1)
		Within One Year Of Modification During The Three Months Ended
		March 31, 2014			March 31, 2013
(dollar amounts in thousands)		Number of	Ending		Number of	Ending
		Contracts	Balance		Contracts	Balance
C&I - Owner occupied:
	Interest rate reduction	---	$	---	---	$	---
	Amortization or maturity date change	---		---	3		479
	Other	1		230	3		484
Total C&I - Owner occupied		1	$	230	6	$	963
C&I - Other commercial and industrial:
	Interest rate reduction	---	$	---	---	$	---
	Amortization or maturity date change	4		324	6		42
	Other	---		---	---		---
Total C&I - Other commercial and industrial		4	$	324	6	$	42
CRE - Retail Properties:
	Interest rate reduction	---	$	---	---	$	---
	Amortization or maturity date change	---		---	3		945
	Other	---		---	---		---
Total CRE - Retail properties		---	$	---	3	$	945
CRE - Multi family:
	Interest rate reduction	---	$	---	---	$	---
	Amortization or maturity date change	---		---	---		---
	Other	---		---	---		---
Total CRE - Multi family		---	$	---	---	$	---
CRE - Office:
	Interest rate reduction	---	$	---	---	$	---
	Amortization or maturity date change	---		---	---		---
	Other	---		---	---		---
Total CRE - Office		---	$	---	---	$	---
CRE - Industrial and Warehouse:
	Interest rate reduction	---	$	---	---	$	---
	Amortization or maturity date change	---		---	---		---
	Other	---		---	---		---
Total CRE - Industrial and Warehouse		---	$	---	---	$	---
CRE - Other commercial real estate:
	Interest rate reduction	---	$	---	---	$	---
	Amortization or maturity date change	1		561	---		---
	Other	---		---	---		---
Total CRE - Other commercial real estate		1	$	561	---	$	---
Automobile:
	Interest rate reduction	---	$	---	---	$	---
	Amortization or maturity date change	19		104	13		97
	Chapter 7 bankruptcy	13		70	67		315
	Other	---		---	---		---
Total Automobile		32	$	174	80	$	412
Residential mortgage:
	Interest rate reduction	2	$	---	---	$	---
	Amortization or maturity date change	29		3	22		2,758
	Chapter 7 bankruptcy	15		2	17		1,864
	Other	---		---	1		101
Total Residential mortgage		46	$	5	40	$	4,723
First-lien home equity:
	Interest rate reduction	1	$	113	---	$	---
	Amortization or maturity date change	4		615	---		---
	Chapter 7 bankruptcy	3		201	4		731
	Other	---		---	---		---
Total First-lien home equity		8	$	929	4	$	731
Junior-lien home equity:
	Interest rate reduction	---	$	---	---	$	---
	Amortization or maturity date change	6		330	---		---
	Chapter 7 bankruptcy	16		570	14		409
	Other	---		---	---		---
Total Junior-lien home equity		22	$	900	14	$	409
Other consumer:
	Interest rate reduction	---	$	---	---	$	---
	Amortization or maturity date change	---		---	---		---
	Chapter 7 bankruptcy	---		---	1		2
	Other	---		---	---		---
Total Other consumer		---	$	---	1	$	2
Total troubled debt restructurings with subsequent redefault		114	$	3,123	154	$	8,227
(1)	Subsequent redefault is defined as a payment redefault within 12 months of the restructuring date. Payment redefault is defined as 90-days past due for any loan within any portfolio or class. Any loan may be considered to be in payment redefault prior to the guidelines noted above when collection of principal or interest is in doubt.

XML

Consolidated Statements of Cash Flows (USD $) In Thousands, unless otherwise specified	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
Operating activities
Net income	$ 149,143	$ 153,274
Adjustments to reconcile net income to net cash provided by operating activities:
Goodwill, Impairment Loss	3,000	0
Provision for credit losses	24,630	29,592
Depreciation and amortization	82,015	67,177
Share-based compensation expense	9,418	8,021
Change in deferred income taxes	(17,054)	48,565
Originations of loans held for sale	(461,764)	(798,655)
Principal payments on and proceeds from loans held for sale	447,907	865,553
Gain on sale of loans held for sale	(4,890)	(20,258)
Gains on early extinguishment of debt	0	0
Net gain on sales of securities	(16,970)	(187)
Impairment losses recognized in earnings on available-for-sale securities	0	696
Other Noncash Income (Expense)	0	0
Net change in
Trading account securities	(4,866)	4,685
Accrued income and other assets	(21,970)	(11,854)
Accrued expense and other liabilities	(32,635)	(134,700)
Net cash provided by (used for) operating activities	155,964	211,909
Investing activities
Decrease (Increase) in interest bearing deposits in banks	(14,188)	37,292
Net cash received in acquisitions	(13,452)	0
Proceeds from:
Maturities and calls of available-for-sale and other securities	265,286	438,838
Maturities of held-to-maturity securities	100,965	50,136
Sales of available-for-sale and other securities	1,063,118	230,038
Purchases of available-for-sale and other securities	(1,655,751)	(618,975)
Purchases of held-to-maturity securities	0	0
Net proceeds from sales of loans	58,847	39,150
Net loan and lease activity, excluding sales	(718,861)	(660,070)
Proceeds from sale of operating lease assets	287	3,786
Purchases of premises and equipment	(10,613)	(23,942)
Proceeds from sales of other real estate	6,261	9,206
Purchases of loans and leases	(40,121)	(21,541)
Other, net	1,704	401
Net cash provided by (used for) investing activities	(956,518)	(515,681)
Financing activities
Increase (decrease) in deposits	1,284,940	616,206
Increase (decrease) in short-term borrowings	836,892	154,490
Maturity/redemption of subordinated notes	(124,908)	0
Proceeds from Federal Home Loan Bank advances	325,000	175,000
Maturity/redemption of Federal Home Loan Bank advances	(1,873,791)	(1,000,481)
Proceeds from Issuance of Other Long-term Debt	500,000	0
Maturity/redemption of long-term debt	0	(2,086)
Dividends paid on preferred stock	(7,964)	(7,973)
Dividends paid on common stock	(41,146)	(33,683)
Proceeds from Issuance of Common Stock	2,597	0
Repurchase of common stock	(136,137)	(33,600)
Other, net	7,203	1,781
Net cash provided by (used for) financing activities	772,686	(130,346)
Increase (decrease) in cash and cash equivalents	(27,868)	(434,118)
Cash and cash equivalents at beginning of period	1,001,132	1,262,806
Cash and cash equivalents at end of period	973,264	828,688
Supplemental disclosures:
Interest paid	35,341	38,312
Income taxes paid (refunded)	114	3,254
Non-cash activities
Loans transfered to portfolio from held-for-sale	46,619	0
Transfer of securities to held-to-maturity from available for sale	0	0
Loans transferred to loans held for sale	0	26,316
Dividends accrued, paid in subsequent quarter	$ 48,019	$ 40,195

XML

Available-for-Sale and Other Securities (Tables)

3 Months Ended

Mar. 31, 2014

Securities [Abstract]

Contractual maturities of investment securities

Listed below are the contractual maturities (under 1 year, 1-5 years, 6-10 years, and over 10 years) of available-for-sale and other securities at March 31, 2014 andDecember 31, 2013:

				March 31, 2014			December 31, 2013
				Amortized				Amortized
(dollar amounts in thousands)				Cost		Fair Value		Cost		Fair Value
	U.S. Treasury:
		Under 1 year	$	50,278	$	50,471	$	50,793	$	51,086
		1-5 years		506		516		507		516
		6-10 years		---		---		---		---
		Over 10 years		1		2		1		2
	Total U.S. Treasury			50,785		50,989		51,301		51,604
	Federal agencies: mortgage-backed securities:
		Under 1 year		14,961		15,018		16,548		16,607
		1-5 years		262,104		264,306		164,794		166,946
		6-10 years		333,078		337,954		440,116		443,456
		Over 10 years		3,948,814		3,948,601		2,940,986		2,939,212
	Total Federal agencies: mortgage-backed securities			4,558,957		4,565,879		3,562,444		3,566,221
	Other agencies:
		Under 1 year		2,633		2,682		2,833		2,880
		1-5 years		41,070		42,044		291,726		297,510
		6-10 years		27,513		27,626		19,318		19,498
		Over 10 years		62,101		62,248		---		---
	Total other agencies			133,317		134,600		313,877		319,888
Total U.S. Government backed agencies				4,743,059		4,751,468		3,927,622		3,937,713
Municipal securities:
	Under 1 year			224,398		222,746		191,788		190,762
	1-5 years			182,603		186,351		206,719		211,916
	6-10 years			612,741		621,873		556,873		554,772
	Over 10 years			190,145		195,016		184,883		188,542
Total municipal securities				1,209,887		1,225,986		1,140,263		1,145,992
Private-label CMO:
	Under 1 year			---		---		---		---
	1-5 years			---		---		---		---
	6-10 years			1,837		1,924		1,997		2,089
	Over 10 years			47,568		45,603		49,241		47,015
Total private-label CMO				49,405		47,527		51,238		49,104
Asset-backed securities:
	Under 1 year			5,323		5,322		---		---
	1-5 years			345,512		347,760		434,825		438,156
	6-10 years			84,864		83,950		260,354		260,880
	Over 10 years			568,329		496,324		477,105		392,004
Total asset-backed securities				1,004,028		933,356		1,172,284		1,091,040
Covered bonds:
	Under 1 year			---		---		---		---
	1-5 years			---		---		280,595		285,874
	6-10 years			---		---		---		---
	Over 10 years			---		---		---		---
Total covered bonds				---		---		280,595		285,874
Corporate debt:
	Under 1 year			902		909		903		916
	1-5 years			266,068		277,104		283,079		292,989
	6-10 years			179,652		174,407		161,398		152,608
	Over 10 years			---		---		10,113		10,727
Total corporate debt				446,622		452,420		455,493		457,240
Other:
	Under 1 year			750		750		500		500
	1-5 years			3,150		3,070		3,399		3,327
	6-10 years			---		---		---		---
	Over 10 years			---		---		---		---
	Non-marketable equity securities			323,150		323,151		320,991		320,992
	Marketable equity securities			16,561		17,062		16,522		16,971
Total other				343,611		344,033		341,412		341,790
Total available-for-sale and other securities			$	7,796,612	$	7,754,790	$	7,368,907	$	7,308,753

Amortized cost, fair value, and gross unrealized gains and losses recognized in accumulated other comprehensive income

					Unrealized
			Amortized		Gross		Gross		Fair
(dollar amounts in thousands)			Cost		Gains		Losses		Value
March 31, 2014
U.S. Treasury		$	50,785	$	204	$	---	$	50,989
Federal agencies:
	Mortgage-backed securities		4,558,957		42,926		(36,004)		4,565,879
	Other agencies		133,317		1,389		(106)		134,600
Total U.S. Government
	backed securities		4,743,059		44,519		(36,110)		4,751,468
Municipal securities			1,209,887		25,767		(9,668)		1,225,986
Private-label CMO			49,405		1,218		(3,096)		47,527
Asset-backed securities			1,004,028		3,779		(74,451)		933,356
Covered bonds			---		---		---		---
Corporate debt			446,622		11,716		(5,918)		452,420
Other securities			343,611		551		(129)		344,033
Total available-for-sale and other securities		$	7,796,612	$	87,550	$	(129,372)	$	7,754,790
					Unrealized
			Amortized		Gross		Gross		Fair
(dollar amounts in thousands)			Cost		Gains		Losses		Value
December 31, 2013
U.S. Treasury		$	51,301	$	303	$	---	$	51,604
Federal agencies:
	Mortgage-backed securities		3,562,444		42,319		(38,542)		3,566,221
	Other agencies		313,877		6,105		(94)		319,888
Total U.S. Government
	backed securities		3,927,622		48,727		(38,636)		3,937,713
Municipal securities			1,140,263		18,825		(13,096)		1,145,992
Private-label CMO			51,238		1,188		(3,322)		49,104
Asset-backed securities			1,172,284		6,771		(88,015)		1,091,040
Covered bonds			280,595		5,279		---		285,874
Corporate debt			455,493		11,241		(9,494)		457,240
Other securities			341,412		511		(133)		341,790
Total available-for-sale and other securities		$	7,368,907	$	92,542	$	(152,696)	$	7,308,753

Available for sale securities in an unrealized loss position table text block

			Less than 12 Months				Over 12 Months				Total
			Fair		Unrealized		Fair		Unrealized		Fair		Unrealized
(dollar amounts in thousands )			Value		Losses		Value		Losses		Value		Losses
March 31, 2014
U.S. Treasury		$	---	$	---	$	---	$	---	$	---	$	---
Federal agencies:
	Mortgage-backed securities		1,836,191		(32,057)		52,032		(3,947)		1,888,223		(36,004)
	Other agencies		13,268		(106)		---		---		13,268		(106)
Total U.S. Government
	backed securities		1,849,459		(32,163)		52,032		(3,947)		1,901,491		(36,110)
Municipal securities			472,500		(8,802)		15,409		(866)		487,909		(9,668)
Private-label CMO			---		---		22,832		(3,096)		22,832		(3,096)
Asset-backed securities			414,910		(7,699)		109,969		(66,752)		524,879		(74,451)
Covered bonds			---		---		---		---		---		---
Corporate debt			113,744		(2,323)		71,480		(3,595)		185,224		(5,918)
Other securities			1,420		(79)		1,949		(50)		3,369		(129)
Total temporarily impaired securities		$	2,852,033	$	(51,066)	$	273,671	$	(78,306)	$	3,125,704	$	(129,372)
			Less than 12 Months				Over 12 Months				Total
			Fair		Unrealized		Fair		Unrealized		Fair		Unrealized
(dollar amounts in thousands )			Value		Losses		Value		Losses		Value		Losses
December 31, 2013
U.S. Treasury		$	---	$	---	$	---	$	---	$	---	$	---
Federal agencies:
	Mortgage-backed securities		1,628,454		(37,174)		12,682		(1,368)		1,641,136		(38,542)
	Other agencies		2,069		(94)		---		---		2,069		(94)
Total U.S. Government
	backed securities		1,630,523		(37,268)		12,682		(1,368)		1,643,205		(38,636)
Municipal securities			551,114		(12,395)		7,531		(701)		558,645		(13,096)
Private-label CMO			---		---		22,639		(3,322)		22,639		(3,322)
Asset-backed securities			391,665		(9,720)		107,419		(78,295)		499,084		(88,015)
Covered bonds			---		---		---		---		---		---
Corporate debt			146,308		(7,729)		26,155		(1,765)		172,463		(9,494)
Other securities			3,078		(72)		2,530		(61)		5,608		(133)
Total temporarily impaired securities		$	2,722,688	$	(67,184)	$	178,956	$	(85,512)	$	2,901,644	$	(152,696)

Realized securities gains and losses

The following table is a summary of realized securities gains and losses for thethree-month and periods ended March 31, 2014and 2013:

			Three Months Ended
			March 31,
(dollar amounts in thousands)			2014		2013
	Gross gains on sales of securities	$	16,990	$	199
	Gross (losses) on sales of securities		(20)		(12)
Net gain on sales of securities		$	16,970	$	187

Trust Preferred Securities Data

The fair values of the private label CMO and CDO assets have been impacted by various market conditions. The unrealized losses were primarily the result of wider liquidity spreads on asset-backed securities and increased market volatility on non-agency mortgage and asset-backed securities that are collateralized by certain mortgage loans. In addition, the expected average lives of the asset-backed securities backed by trust-preferred securities have been extended, due to changes in the expectations of when the underlying securities would be repaid. The contractual terms and / or cash flows of the investments do not permit the issuer to settle the securities at a price less than the amortized cost. Huntington does not intend to sell, nor does it believe it will be required to sell these securities until the fair value is recovered, which may be maturity and; therefore, does not consider them to be other-than-temporarily impaired at March 31, 2014.

The following table summarizes the relevant characteristics of our CDO securities portfolio, which are included in asset-backed securities, at March 31, 2014. Each security is part of a pool of issuers and supports a more senior tranche of securities except for the I-Pre TSL II, and MM Comm III securities which are the most senior class.

Collateralized Debt Obligation Data
March 31, 2014
(dollar amounts in thousands)												Actual
												Deferrals		Expected
												and		Defaults
											# of Issuers	Defaults		as a % of
										Lowest	Currently	as a % of		Remaining
				Amortized		Fair		Unrealized		Credit	Performing/	Original		Performing		Excess
Deal Name		Par Value		Cost		Value		Loss (2)		Rating (3)	Remaining (4)	Collateral		Collateral	Subordination (5)
Alesco II (1)		$	41,646	$	29,432	$	14,847	$	(14,585)	C	29/33	10	%	9	%	---	%
ICONS			20,000		20,000		15,876		(4,124)	BB	20/21	3		14		51
I-Pre TSL II			12,321		12,291		11,626		(665)	A	20/22	5		10		85
MM Comm III			5,669		5,417		4,416		(1,001)	BB	5/9	5		9		31
Pre TSL IX (1)			5,000		3,955		2,318		(1,637)	C	30/42	19		10		5
Pre TSL XI (1)			25,000		20,982		10,685		(10,297)	C	43/60	25		12		2
Pre TSL XIII (1)			27,813		20,916		12,622		(8,294)	C	44/61	26		20		4
Reg Diversified (1)			25,500		6,908		913		(5,995)	D	23/41	38		10		---
Soloso (1)			12,500		2,440		257		(2,183)	C	38/61	28		20		---
Tropic III			31,000		31,000		13,563		(17,437)	CCC+	26/40	24		11		37
Total at March 31, 2014		$	206,449	$	153,341	$	87,123	$	(66,218)
Total at December 31, 2013		$	214,419	$	161,730	$	84,136	$	(77,594)
(1)	Security was determined to have OTTI. As such, the book value is net of recorded credit impairment.
(2)	The majority of securities have been in a continuous loss position for 12 months or longer.
(3)	For purposes of comparability, the lowest credit rating expressed is equivalent to Fitch ratings even where the lowest rating is based on another nationally recognized credit rating agency.
(4)	Includes both banks and/or insurance companies.
(5)	Excess subordination percentage represents the additional defaults in excess of both current and projected defaults that the CDO can absorb before the bond experiences credit impairment. Excess subordinated percentage is calculated by (a) determining what percentage of defaults a deal can experience before the bond has credit impairment, and (b) subtracting from this default breakage percentage both total current and expected future default percentages.

Total OTTI losses, OTTI losses included in OCI, and OTTI recognized in the income statement for securities evaluated for impairment by debt security debt

			Three Months Ended
			March 31,
(dollar amounts in thousands)			2014		2013
Available-for-sale and other securities:
	Alt-A Mortgage-backed	$	---	$	---
	Pooled-trust-preferred		---		(360)
	Private label CMO		---		(336)
	Total debt securities		---		(696)
	Equity securities		---		---
Total available-for-sale and other securities		$	---	$	(696)

OTTI recognized in earnings on debt securities held by Huntington

The following table rolls forward the OTTI recognized in earnings on debt securities held by Huntington for thethree-monthperiods ended March 31, 2014 and 2013as follows:

		Three Months Ended
		March 31,
(dollar amounts in thousands)			2014		2013
Balance, beginning of period		$	30,869	$	49,433
	Reductions from sales/maturities		---		---
	Credit losses not previously recognized		---		---
	Additional credit losses		---		696
Balance, end of period		$	30,869	$	50,129

XML

Benefit Plans (Details 2) (USD $) In Thousands, unless otherwise specified	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
Defined Contribution Pension and Other Postretirement Plans Disclosure [Abstract]
SERP & SRIP	$ 475	$ 1,192
Defined Contribution Plan	6,105	4,374
Benefit Cost	$ 6,580	$ 5,566

XML

Fair Values of Assets and Liabilities (Tables)

3 Months Ended

Mar. 31, 2014

Fair Values of Assets and Liabilities [Abstract]

Assets and liabilities measured at fair value on a recurring basis

Assets and Liabilities measured at fair value on a recurring basis

Assets and liabilities measured at fair value on a recurring basis at March 31, 2014 and December 31, 2013 are summarized below:

Fair Value Measurements at Reporting Date Using									Netting		Balance at
(dollar amounts in thousands)			Level 1		Level 2		Level 3	Adjustments (1)			March 31, 2014
Assets
Loans held for sale		$	---	$	280,108	$	---	$	---	$	280,108
Trading account securities:
	U.S. Treasury securities		---		---		---		---		---
	Federal agencies: Mortgage-backed		---		---		---		---		---
	Federal agencies: Other agencies		---		---		---		---		---
	Municipal securities		---		4,418		---		---		4,418
	Other securities		33,015		3,006		---		---		36,021
			33,015		7,424		---		---		40,439
Available-for-sale and other securities:
	U.S. Treasury securities		50,989		---		---		---		50,989
	Federal agencies: Mortgage-backed		---		4,565,879		---		---		4,565,879
	Federal agencies: Other agencies		---		134,600		---		---		134,600
	Municipal securities		---		491,608		734,378		---		1,225,986
	Private-label CMO		---		15,630		31,897		---		47,527
	Asset-backed securities		---		823,387		109,969		---		933,356
	Covered bonds		---		---				---		---
	Corporate debt		---		452,420		---		---		452,420
	Other securities		17,062		3,820		---		---		20,882
			68,051		6,487,344		876,244		---		7,431,639
Automobile loans			---		---		37,268		---		37,268
MSRs			---		---		30,628		---		30,628
Derivative assets			62,174		218,416		4,525		(58,186)		226,929
Liabilities
Derivative liabilities			49,853		123,706		825		(23,465)		150,919
Short-term borrowings			---		---		---		---		---
Fair Value Measurements at Reporting Date Using									Netting		Balance at
(dollar amounts in thousands)			Level 1		Level 2		Level 3	Adjustments (1)			December 31, 2013
Assets
Mortgage loans held for sale		$	---	$	278,928	$	---	$	---	$	278,928
Trading account securities:
	U.S. Treasury securities		---		---		---		---		---
	Federal agencies: Mortgage-backed		---		---		---		---		---
	Federal agencies: Other agencies		---		834		---		---		834
	Municipal securities		---		2,180		---		---		2,180
	Other securities		32,081		478		---		---		32,559
			32,081		3,492		---		---		35,573
Available-for-sale and other securities:
	U.S. Treasury securities		51,604		---		---		---		51,604
	Federal agencies: Mortgage-backed		---		3,566,221		---		---		3,566,221
	Federal agencies: Other agencies		---		319,888		---		---		319,888
	Municipal securities		---		491,455		654,537		---		1,145,992
	Private-label CMO		---		16,964		32,140		---		49,104
	Asset-backed securities		---		983,621		107,419		---		1,091,040
	Covered bonds		---		285,874		---		---		285,874
	Corporate debt		---		457,240		---		---		457,240
	Other securities		16,971		3,828		---		---		20,799
			68,575		6,125,091		794,096		---		6,987,762
Automobile loans			---		---		52,286		---		52,286
MSRs			---		---		34,236		---		34,236
Derivative assets			36,774		219,045		3,066		(58,856)		200,029
Liabilities
Derivative liabilities			22,787		124,123		676		(18,312)		129,274
Short-term borrowings			---		1,089		---		---		1,089

Rollforward of financial instruments measured on a recurring basis and classified as Level 3

			Level 3 Fair Value Measurements
			Three Months Ended March 31, 2014
							Available-for-sale securities
											Asset-
					Derivative		Municipal		Private-		backed		Automobile
(dollar amounts in thousands)			MSRs		instruments		securities		label CMO		securities		loans
Opening balance		$	34,236	$	2,390	$	654,537	$	32,140	$	107,419	$	52,286
Transfers into Level 3			---		---		---		---		---		---
Transfers out of Level 3			---		---		---		---		---		---
Total gains/losses for the period:
	Included in earnings		(3,608)		1,675		---		9		22		(251)
	Included in OCI		---		---		7,272		252		11,543		---
Purchases			---		---		80,185		---		---		---
Sales			---		---		---		---		---		---
Repayments			---		---		---		---		---		(14,767)
Issues			---		---		---		---		---		---
Settlements			---		(365)		(7,616)		(504)		(9,015)		---
Closing balance		$	30,628	$	3,700	$	734,378	$	31,897	$	109,969	$	37,268
Change in unrealized gains or losses for the
	period included in earnings (or changes in
	net assets) for assets held at end of the
	reporting date	$	(3,608)	$	1,675	$	7,272	$	252	$	11,543	$	(251)
			Level 3 Fair Value Measurements
			Three Months Ended March 31, 2013
							Available-for-sale securities
											Asset-
					Derivative		Municipal		Private-		backed		Automobile
(dollar amounts in thousands)			MSRs		instruments		securities		label CMO		securities		loans
Opening balance		$	35,202	$	12,702	$	61,228	$	48,775	$	110,037	$	142,762
Transfers into Level 3			---		---		---		---		---		---
Transfers out of Level 3			---		---		---		---		---		---
Total gains/losses for the period:
	Included in earnings		380		(1,482)		---		(270)		(738)		1,137
	Included in OCI		---		---		155		891		12,789		---
Purchases			---		---		---		---		---		---
Sales			---		---		---		---		---		---
Repayments			---		---		---		---		---		(27,860)
Issues			---		---		---		---		---		---
Settlements			---		(2,214)		(2,285)		(3,850)		(6,633)		---
Closing balance		$	35,582	$	9,006	$	59,098	$	45,546	$	115,455	$	116,039
Change in unrealized gains or losses for the
	period included in earnings (or changes in
	net assets) for assets held at end of the
	reporting date	$	380	$	(3,696)	$	155	$	891	$	12,789	$	1,137

Classification of gains and losses due to changes in fair value, recorded in earnings for Level 3 assets and liabilities

The table below summarizes the classification of gains and losses due to changes in fair value, recorded in earnings for Level 3 assets and liabilities for thethree-month periods ended March 31, 2014 and 2013:

		Level 3 Fair Value Measurements
		Three Months Ended March 31, 2014
						Available-for-sale securities
										Asset-
				Derivative		Municipal		Private-		backed		Automobile
(dollar amounts in thousands)		MSRs		instruments		securities		label CMO		securities		loans
Classification of gains and losses in earnings:
Mortgage banking income (loss)	$	(3,608)	$	1,675	$	---	$	---	$	---	$	---
Securities gains (losses)		---		---		---		---		---		---
Interest and fee income		---		---		---		9		22		(332)
Noninterest income		---		---		---		---		---		81
Total	$	(3,608)	$	1,675	$	---	$	9	$	22	$	(251)
		Level 3 Fair Value Measurements
		Three Months Ended March 31, 2013
						Available-for-sale securities
										Asset-
				Derivative		Municipal		Private-		backed		Automobile
(dollar amounts in thousands)		MSRs		instruments		securities		label CMO		securities		loans
Classification of gains and losses in earnings:
Mortgage banking income (loss)	$	380	$	(1,482)	$	---	$	---	$	---	$	---
Securities gains (losses)		---		---		---		(336)		(359)		---
Interest and fee income		---		---		---		66		(379)		(859)
Noninterest income		---		---		---		---		---		1,996
Total	$	380	$	(1,482)	$	---	$	(270)	$	(738)	$	1,137

Assets and liabilities under the fair value option

The following table presents the fair value and aggregate principal balance of certain assets and liabilitiesunder the fair value option:

			March 31, 2014						December 31, 2013
			Fair value		Aggregate				Fair value		Aggregate
			carrying		unpaid				carrying		unpaid
(dollar amounts in thousands)			amount		principal		Difference		amount		principal		Difference
Assets
	Mortgage loans held for sale	$	280,108	$	269,763	$	10,345	$	278,928	$	276,945	$	1,983
	Automobile loans		37,268		36,034		1,234		52,286		50,800		1,486
Liabilities

The following tables present the net gains (losses) from fair value changes, including net gains (losses) associated with instrument specific credit risk for the three-monthperiods ended March 31, 2014 and 2013:

		Net gains (losses) from fair value changes
			Three Months Ended
			March 31,
(dollar amounts in thousands)			2014		2013
Assets
	Mortgage loans held for sale	$	3,151	$	(4,663)
	Automobile loans		(251)		1,137
Liabilities

		Gains (losses) included
		in fair value changes associated
		with instrument specific credit risk
			Three Months Ended
			March 31,
(dollar amounts in thousands)			2014		2013
Assets
	Automobile loans	$	323	$	326

Assets measured at fair value on a nonrecurring basis

At March 31, 2014, assets measured at fair value on a nonrecurring basis were as follows:

				Fair Value Measurements Using
				Quoted Prices		Significant		Significant		Total
				In Active		Other		Other		Gains/(Losses)
				Markets for		Observable		Unobservable		For the Three
		Fair Value at		Identical Assets		Inputs		Inputs		Months Ended
(dollar amounts in thousands)	March 31, 2014			(Level 1)		(Level 2)	(Level 3)		March 31, 2014
Impaired loans	$	13,615	$	---	$	---	$	13,615	$	5,223
Other real estate owned		35,691		---		---		35,691		353

Quantitative information about significant unobservable level 3 fair value measurement inputs

Quantitative Information about Level 3 Fair Value Measurements
				Significant
		Fair Value at	Valuation	Unobservable	Range
(dollar amounts in thousands)		March 31, 2014	Technique	Input	(Weighted Average)
MSRs	$	30,628	Discounted cash flow	Constant prepayment rate	7.0% - 36.0% (13.0%)
				Spread over forward interest rate swap rates	-129 - 4,244 (1,081)
Derivative assets		4,525	Consensus Pricing	Net market price	-4.8% - 16.1% (1.5%)
Derivative liabilities		825		Estimated Pull through %	50.0% - 89.0% (77.0%)
Municipal securities		734,378	Discounted cash flow	Discount rate	1.4% - 4.1% (2.4%)
Private-label CMO		31,897	Discounted cash flow	Discount rate	2.7% - 7.8% (6.0%)
				Constant prepayment rate	12.7% - 31.6% (19.0%)
				Probability of default	0.1% - 4.0% (0.7%)
				Loss severity	8.0% - 64.0% (33.5%)
Asset-backed securities		109,969	Discounted cash flow	Discount rate	3.5% - 13.7% (7.4%)
				Constant prepayment rate	5.7% - 5.7% (5.7%)
				Cumulative prepayment rate	0.0% - 100.0% (16.1%)
				Constant default	1.4% - 4.0% (2.8%)
				Cumulative default	2.4% - 100.0% (17.5%)
				Loss given default	20.0% - 100.0% (93.9%)
				Cure given deferral	0.0% - 75.0% (30.0%)
				Loss severity	49.0% - 69.0% (63.4%)
Automobile loans		37,268	Discounted cash flow	Constant prepayment rate	77.8%
				Discount rate	0.3% - 5.0% (1.6%)
Impaired loans		13,615	Appraisal value	NA	NA
Other real estate owned		35,691	Appraisal value	NA	NA

Quantitative Information about Level 3 Fair Value Measurements
		Fair Value at	Valuation	Significant	Range
(dollar amounts in thousands)		December 31, 2013	Technique	Unobservable Input	(Weighted Average)
MSRs	$	34,236	Discounted cash flow	Constant prepayment rate	7% - 32% (12%)
				Spread over forward interest rate swap rates	-158 - 4,216 (1,069)
Derivative assets		3,066	Consensus Pricing	Net market price	-5.25% - 13.53% (1.3%)
Derivative liabilities		676		Estimated Pull through %	50% - 89% (78%)
Municipal securities		654,537	Discounted cash flow	Discount rate	1.6% - 4.5% (2.4%)
Private-label CMO		32,140	Discounted cash flow	Discount rate	2.9% - 8.3% (6.3%)
				Constant prepayment rate	12.0% - 31.6% (18.0%)
				Probability of default	0.1% - 4.0% (0.7%)
				Loss severity	8.0% - 64.0% (38.2%)
Asset-backed securities		107,419	Discounted cash flow	Discount rate	3.7% - 15.5% (8.1%)
				Constant prepayment rate	5.7% - 5.7% (5.7%)
				Cumulative prepayment rate	0.0% - 100% (16.6%)
				Constant default	1.4% - 4.0% (2.8%)
				Cumulative default	0.5% - 100% (18.2%)
				Loss given default	20% - 100% (93.7%)
				Cure given deferral	0.0% - 75% (35.8%)
				Loss severity	49.0% - 69.0% (63.5%)
Automobile loans		52,286	Discounted cash flow	Constant prepayment rate	79.2%
				Discount rate	0.3% - 5.0% (1.5%)
Impaired loans		114,256	Appraisal value	NA	NA
Other real estate owned		27,664	Appraisal value	NA	NA

Carrying amounts and estimated fair values of financial instruments

The following table provides the carrying amounts and estimated fair values of Huntington's financial instruments that are carried either at fair value or cost at March 31, 2014 andDecember 31, 2013:

			March 31, 2014				December 31, 2013
			Carrying		Fair		Carrying		Fair
(dollar amounts in thousands)			Amount		Value		Amount		Value
Financial Assets
	Cash and short-term assets	$	1,044,495	$	1,044,495	$	1,058,175	$	1,058,175
	Trading account securities		40,439		40,439		35,573		35,573
	Loans held for sale		295,312		295,312		326,212		326,212
	Available-for-sale and other securities		7,754,790		7,754,790		7,308,753		7,308,753
	Held-to-maturity securities		3,734,723		3,701,496		3,836,667		3,760,898
	Net loans and leases		43,721,990		42,083,186		42,472,630		40,976,014
	Derivatives		13,180		13,180		200,029		200,029
Financial Liabilities
	Deposits		49,348,753		49,896,607		47,506,718		48,132,550
	Short-term borrowings		1,398,393		1,389,037		552,143		543,552
	Federal Home Loan Bank advances		333,233		333,484		1,808,293		1,808,558
	Other long-term debt		1,842,684		1,853,063		1,349,119		1,342,890
	Subordinated notes		980,735		1,060,557		1,100,860		1,073,116
	Derivatives		478		478		129,274		129,274

Estimated Fair Value Measurements at Reporting Date Using									Balance at
(dollar amounts in thousands)			Level 1		Level 2		Level 3		March 31, 2014
Financial Assets
	Loans held for sale	$	---	$	---	$	---	$	---
	Held-to-maturity securities		---		3,701,496		---		3,701,496
	Net loans and leases		---		---		42,083,186		42,083,186
Financial Liabilities
	Deposits		---		44,371,020		5,525,587		49,896,607
	Short-term borrowings		---		---		1,389,037		1,389,037
	Federal Home Loan Bank advances		---		---		333,484		333,484
	Other long-term debt		---		---		1,853,063		1,853,063
	Subordinated notes		---		---		1,060,557		1,060,557
Estimated Fair Value Measurements at Reporting Date Using									Balance at
(dollar amounts in thousands)			Level 1		Level 2		Level 3		December 31, 2013
Financial Assets
	Loans held for sale	$	---	$	---	$	---	$	---
	Held-to-maturity securities		---		3,760,898		---		3,760,898
	Net loans and leases		---		---		40,976,014		40,976,014
Financial Liabilities
	Deposits		---		42,279,542		5,853,008		48,132,550
	Short-term borrowings		---		---		543,552		543,552
	Federal Home Loan Bank advances		---		---		1,808,558		1,808,558
	Other long-term debt		---		---		1,342,890		1,342,890
	Subordinated notes		---		---		1,073,116		1,073,116

XML

Available-for-Sale and Other Securities (Maturities/Unrealized) (Details) (USD $) In Thousands, unless otherwise specified	3 Months Ended		12 Months Ended
	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
Investment maturity date range
Total investment securities, Amortized Cost	$ 7,796,612		$ 7,368,907
Available-for-sale and other securities	7,754,790		7,308,753
Amortized cost, fair value, and gross unrealized gains and losses recognized in accumulated other comprehensive income
Total investment securities, Amortized Cost	7,796,612		7,368,907
Total investment securities, Unrealized Gross Losses	(129,372)		(152,696)
Available-for-sale and other securities	7,754,790		7,308,753
Investment securities in unrealized loss position
Total temporarily impaired securities, less than 12 months, Fair value	2,852,033		2,722,688
Total temporarily impaired securities, less than 12 months, Unrealized Losses	(51,066)		(67,184)
Total temporarily impaired securities, over 12 months, Fair Value	273,671		178,956
Total temporarily impaired securities, over 12 months, Unrealized Losses	(78,306)		(85,512)
Total temporarily impaired securities, Fair Value	3,125,704		2,901,644
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Losses, Total	(129,372)		(152,696)
U.S. Treasury [Member]
Investment maturity date range
Amortized Cost, Under 1 year	50,278		50,793
Fair Value, Under 1 year	50,471		51,086
Amortized Cost, 1-5 years	506		507
Fair Value, 1-5 years	516		516
Amortized Cost, 6-10 years	0		0
Fair Value, 6-10 years	0		0
Amortized Cost, Over 10 years	1		1
Fair Value, Over 10 years	2		2
Total investment securities, Amortized Cost	50,785		51,301
Available-for-sale and other securities	50,989		51,604
Amortized cost, fair value, and gross unrealized gains and losses recognized in accumulated other comprehensive income
Total investment securities, Amortized Cost	50,785		51,301
Total investment securities, Unrealized Gross Gains	(204)		(303)
Total investment securities, Unrealized Gross Losses	0	0	0
Available-for-sale and other securities	50,989		51,604
Investment securities in unrealized loss position
Total temporarily impaired securities, less than 12 months, Fair value	0		0
Total temporarily impaired securities, less than 12 months, Unrealized Losses	0		0
Total temporarily impaired securities, over 12 months, Fair Value	0		0
Total temporarily impaired securities, over 12 months, Unrealized Losses	0		0
Total temporarily impaired securities, Fair Value	0		0
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Losses, Total	0	0	0
Federal agencies - mortgage backed securities [Member]
Investment maturity date range
Amortized Cost, Under 1 year	14,961		16,548
Fair Value, Under 1 year	15,018		16,607
Amortized Cost, 1-5 years	262,104		164,794
Fair Value, 1-5 years	264,306		166,946
Amortized Cost, 6-10 years	333,078		440,116
Fair Value, 6-10 years	337,954		443,456
Amortized Cost, Over 10 years	3,948,814		2,940,986
Fair Value, Over 10 years	3,948,601		2,939,212
Total investment securities, Amortized Cost	4,558,957		3,562,444
Available-for-sale and other securities	4,565,879		3,566,221
Amortized cost, fair value, and gross unrealized gains and losses recognized in accumulated other comprehensive income
Total investment securities, Amortized Cost	4,558,957		3,562,444
Total investment securities, Unrealized Gross Gains	(42,926)		(42,319)
Total investment securities, Unrealized Gross Losses	(36,004)		(38,542)
Available-for-sale and other securities	4,565,879		3,566,221
Investment securities in unrealized loss position
Total temporarily impaired securities, less than 12 months, Fair value	1,836,191		1,628,454
Total temporarily impaired securities, less than 12 months, Unrealized Losses	(32,057)		(37,174)
Total temporarily impaired securities, over 12 months, Fair Value	52,032		12,682
Total temporarily impaired securities, over 12 months, Unrealized Losses	(3,947)		(1,368)
Total temporarily impaired securities, Fair Value	1,888,223		1,641,136
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Losses, Total	(36,004)		(38,542)
Other Federal Agencies [Member]
Investment maturity date range
Amortized Cost, Under 1 year	2,633		2,833
Fair Value, Under 1 year	2,682		2,880
Amortized Cost, 1-5 years	41,070		291,726
Fair Value, 1-5 years	42,044		297,510
Amortized Cost, 6-10 years	27,513		19,318
Fair Value, 6-10 years	27,626		19,498
Amortized Cost, Over 10 years	62,101		0
Fair Value, Over 10 years	62,248		0
Total investment securities, Amortized Cost	133,317		313,877
Available-for-sale and other securities	134,600		319,888
Amortized cost, fair value, and gross unrealized gains and losses recognized in accumulated other comprehensive income
Total investment securities, Amortized Cost	133,317		313,877
Total investment securities, Unrealized Gross Gains	(1,389)		(6,105)
Total investment securities, Unrealized Gross Losses	(106)		(94)
Available-for-sale and other securities	134,600		319,888
Investment securities in unrealized loss position
Total temporarily impaired securities, less than 12 months, Fair value	13,268		2,069
Total temporarily impaired securities, less than 12 months, Unrealized Losses	(106)		(94)
Total temporarily impaired securities, over 12 months, Fair Value	0		0
Total temporarily impaired securities, over 12 months, Unrealized Losses	0		0
Total temporarily impaired securities, Fair Value	13,268		2,069
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Losses, Total	(106)		(94)
Total U.S. Government backed agencies [Member]
Investment maturity date range
Total investment securities, Amortized Cost	4,743,059		3,927,622
Available-for-sale and other securities	4,751,468		3,937,713
Amortized cost, fair value, and gross unrealized gains and losses recognized in accumulated other comprehensive income
Total investment securities, Amortized Cost	4,743,059		3,927,622
Total investment securities, Unrealized Gross Gains	(44,519)		(48,727)
Total investment securities, Unrealized Gross Losses	(36,110)		(38,636)
Available-for-sale and other securities	4,751,468		3,937,713
Investment securities in unrealized loss position
Total temporarily impaired securities, less than 12 months, Fair value	1,849,459		1,630,523
Total temporarily impaired securities, less than 12 months, Unrealized Losses	(32,163)		(37,268)
Total temporarily impaired securities, over 12 months, Fair Value	52,032		12,682
Total temporarily impaired securities, over 12 months, Unrealized Losses	(3,947)		(1,368)
Total temporarily impaired securities, Fair Value	1,901,491		1,643,205
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Losses, Total	(36,110)		(38,636)
Municipal securities [Member]
Investment maturity date range
Amortized Cost, Under 1 year	224,398		191,788
Fair Value, Under 1 year	222,746		190,762
Amortized Cost, 1-5 years	182,603		206,719
Fair Value, 1-5 years	186,351		211,916
Amortized Cost, 6-10 years	612,741		556,873
Fair Value, 6-10 years	621,873		554,772
Amortized Cost, Over 10 years	190,145		184,883
Fair Value, Over 10 years	195,016		188,542
Total investment securities, Amortized Cost	1,209,887		1,140,263
Available-for-sale and other securities	1,225,986		1,145,992
Amortized cost, fair value, and gross unrealized gains and losses recognized in accumulated other comprehensive income
Total investment securities, Amortized Cost	1,209,887		1,140,263
Total investment securities, Unrealized Gross Gains	(25,767)		(18,825)
Total investment securities, Unrealized Gross Losses	(9,668)		(13,096)
Available-for-sale and other securities	1,225,986		1,145,992
Investment securities in unrealized loss position
Total temporarily impaired securities, less than 12 months, Fair value	472,500		551,114
Total temporarily impaired securities, less than 12 months, Unrealized Losses	(8,802)		(12,395)
Total temporarily impaired securities, over 12 months, Fair Value	15,409		7,531
Total temporarily impaired securities, over 12 months, Unrealized Losses	(866)		(701)
Total temporarily impaired securities, Fair Value	487,909		558,645
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Losses, Total	(9,668)		(13,096)
Private label CMO [Member]
Investment maturity date range
Amortized Cost, Under 1 year	0		0
Fair Value, Under 1 year	0		0
Amortized Cost, 1-5 years	0		0
Fair Value, 1-5 years	0		0
Amortized Cost, 6-10 years	1,837		1,997
Fair Value, 6-10 years	1,924		2,089
Amortized Cost, Over 10 years	47,568		49,241
Fair Value, Over 10 years	45,603		47,015
Total investment securities, Amortized Cost	49,405		51,238
Available-for-sale and other securities	47,527		49,104
Amortized cost, fair value, and gross unrealized gains and losses recognized in accumulated other comprehensive income
Total investment securities, Amortized Cost	49,405		51,238
Total investment securities, Unrealized Gross Gains	(1,218)		(1,188)
Total investment securities, Unrealized Gross Losses	(3,096)		(3,322)
Available-for-sale and other securities	47,527		49,104
Investment securities in unrealized loss position
Total temporarily impaired securities, less than 12 months, Fair value	0		0
Total temporarily impaired securities, less than 12 months, Unrealized Losses	0		0
Total temporarily impaired securities, over 12 months, Fair Value	22,832		22,639
Total temporarily impaired securities, over 12 months, Unrealized Losses	(3,096)		(3,322)
Total temporarily impaired securities, Fair Value	22,832		22,639
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Losses, Total	(3,096)		(3,322)
Other Asset Backed Securities [Member]
Investment maturity date range
Amortized Cost, Under 1 year	5,323		0
Fair Value, Under 1 year	5,322		0
Amortized Cost, 1-5 years	345,512		434,825
Fair Value, 1-5 years	347,760		438,156
Amortized Cost, 6-10 years	84,864		260,354
Fair Value, 6-10 years	83,950		260,880
Amortized Cost, Over 10 years	568,329		477,105
Fair Value, Over 10 years	496,324		392,004
Total investment securities, Amortized Cost	1,004,028		1,172,284
Available-for-sale and other securities	933,356		1,091,040
Amortized cost, fair value, and gross unrealized gains and losses recognized in accumulated other comprehensive income
Total investment securities, Amortized Cost	1,004,028		1,172,284
Total investment securities, Unrealized Gross Gains	(3,779)		(6,771)
Total investment securities, Unrealized Gross Losses	(74,451)		(88,015)
Available-for-sale and other securities	933,356		1,091,040
Investment securities in unrealized loss position
Total temporarily impaired securities, less than 12 months, Fair value	414,910		391,665
Total temporarily impaired securities, less than 12 months, Unrealized Losses	(7,699)		(9,720)
Total temporarily impaired securities, over 12 months, Fair Value	109,969		107,419
Total temporarily impaired securities, over 12 months, Unrealized Losses	(66,752)		(78,295)
Total temporarily impaired securities, Fair Value	524,879		499,084
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Losses, Total	(74,451)		(88,015)
Covered Bonds [Member]
Investment maturity date range
Amortized Cost, Under 1 year	0		0
Fair Value, Under 1 year	0		0
Amortized Cost, 1-5 years	0		280,595
Fair Value, 1-5 years	0		285,874
Amortized Cost, 6-10 years	0		0
Fair Value, 6-10 years	0		0
Amortized Cost, Over 10 years	0		0
Fair Value, Over 10 years	0		0
Total investment securities, Amortized Cost	0		280,595
Available-for-sale and other securities	0		285,874
Amortized cost, fair value, and gross unrealized gains and losses recognized in accumulated other comprehensive income
Total investment securities, Amortized Cost	0		280,595
Total investment securities, Unrealized Gross Gains	0		(5,279)
Total investment securities, Unrealized Gross Losses	0		0
Available-for-sale and other securities	0		285,874
Investment securities in unrealized loss position
Total temporarily impaired securities, less than 12 months, Fair value	0		0
Total temporarily impaired securities, less than 12 months, Unrealized Losses	0		0
Total temporarily impaired securities, over 12 months, Fair Value	0		0
Total temporarily impaired securities, over 12 months, Unrealized Losses	0		0
Total temporarily impaired securities, Fair Value	0		0
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Losses, Total	0		0
Corporate debt [Member]
Investment maturity date range
Amortized Cost, Under 1 year	902		903
Fair Value, Under 1 year	909		916
Amortized Cost, 1-5 years	266,068		283,079
Fair Value, 1-5 years	277,104		292,989
Amortized Cost, 6-10 years	179,652		161,398
Fair Value, 6-10 years	174,407		152,608
Amortized Cost, Over 10 years	0		10,113
Fair Value, Over 10 years	0		10,727
Total investment securities, Amortized Cost	446,622		455,493
Available-for-sale and other securities	452,420		457,240
Amortized cost, fair value, and gross unrealized gains and losses recognized in accumulated other comprehensive income
Total investment securities, Amortized Cost	446,622		455,493
Total investment securities, Unrealized Gross Gains	(11,716)		(11,241)
Total investment securities, Unrealized Gross Losses	(5,918)		(9,494)
Available-for-sale and other securities	452,420		457,240
Investment securities in unrealized loss position
Total temporarily impaired securities, less than 12 months, Fair value	113,744		146,308
Total temporarily impaired securities, less than 12 months, Unrealized Losses	(2,323)		(7,729)
Total temporarily impaired securities, over 12 months, Fair Value	71,480		26,155
Total temporarily impaired securities, over 12 months, Unrealized Losses	(3,595)		(1,765)
Total temporarily impaired securities, Fair Value	185,224		172,463
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Losses, Total	(5,918)		(9,494)
Other Securities [Member]
Investment maturity date range
Amortized Cost, Under 1 year	750		500
Fair Value, Under 1 year	750		500
Amortized Cost, 1-5 years	3,150		3,399
Fair Value, 1-5 years	3,070		3,327
Amortized Cost, 6-10 years	0		0
Fair Value, 6-10 years	0		0
Amortized Cost, Over 10 years	0		0
Fair Value, Over 10 years	0		0
Non-marketable equity securities, Amortized Cost Non-marketable equity securities, Amortized Cost	323,150		320,991
Marketable equity securities, Amortized Cost	16,561		16,522
Total investment securities, Amortized Cost	343,611		341,412
Non-marketable equity securities, Fair Value	323,151		320,992
Marketable equity securities, fair value	17,062		16,971
Available-for-sale and other securities	344,033		341,790
Amortized cost, fair value, and gross unrealized gains and losses recognized in accumulated other comprehensive income
Total investment securities, Amortized Cost	343,611		341,412
Total investment securities, Unrealized Gross Gains	(551)		(511)
Total investment securities, Unrealized Gross Losses	(129)		(133)
Available-for-sale and other securities	344,033		341,790
Investment securities in unrealized loss position
Total temporarily impaired securities, less than 12 months, Fair value	1,420		3,078
Total temporarily impaired securities, less than 12 months, Unrealized Losses	(79)		(72)
Total temporarily impaired securities, over 12 months, Fair Value	1,949		2,530
Total temporarily impaired securities, over 12 months, Unrealized Losses	(50)		(61)
Total temporarily impaired securities, Fair Value	3,369		5,608
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Losses, Total	$ (129)		$ (133)

XML

Other Comprehensive Income (Activity/Rollforward) (Details) (USD $) In Thousands, unless otherwise specified	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
Pretax
Total other comprehensive income (loss), pretax	$ 19,132	$ (14,007)
Tax (Expense) Benefit
Total other comprehensive income (loss), tax (expense) benefit	(6,870)	4,869
After-tax
Transisition obligation	4,789	3,831
Net change in unrealized holding gains (losses) on debt (equity) securities available for sale	6,953	(5,347)
Net change in unrealized gains (losses) on derivatives used in cash flow hedging relationships, after tax	(57)	(12,970)
Change in pension and post-retirement benefit plan assets and liabilities, after-tax	577	5,348
Total other comprehensive income (loss)	12,262	(9,138)
Activity in accumulated other comprehensive income, net of tax
Beginning Balance	(214,009)	(150,817)
Period change	12,262	(9,138)
OCI before reclassifications	23,559	(12,165)
Amounts reclassified from accumulated OCI	(11,297)	3,027
Ending Balance	(201,747)	(159,955)
Unrealized gains and losses on debt securities [Member]
Pretax
Non-credit-related impairment losses (recoveries) on debt (equity) securities not expected to be sold, before-tax	7,408	5,894
Unrealized holding gains (losses) on debt (equity) securities available for sale arising during the period, pretax	26,245	(8,847)
Less: Reclassification adjustment for net losses (gains) losses included in net income, pretax	(15,375)	454
Net change in unrealized holding gains (losses) on debt (equity) securities available for sale, pretax	18,278	(2,499)
Tax (Expense) Benefit
Non-credit-related impairment losses (recoveries) on debt (equity) securities not expected to be sold, tax (expense) benefit	(2,619)	(2,063)
Unrealized holding gains (losses) on debt (equity) securities available for sale arising during the period, tax (expense) benefit	(9,332)	3,062
Less: Reclassification adjustment for net losses (gains) losses included in net income, tax (expense) benefit	5,381	(159)
Net change in unrealized holding gains (losses) on debt (equity) securities available for sale, tax (expense) benefit	(6,570)	840
After-tax
Transisition obligation	4,789	3,831
Unrealized holding gains (losses) on debt (equity) securities available for sale arising during the period, after-tax	16,913	(5,785)
Less: Reclassification adjustment for net losses (gains) losses included in net income, after-tax	(9,994)	295
Net change in unrealized holding gains (losses) on debt (equity) securities available for sale	11,708	(1,659)
Activity in accumulated other comprehensive income, net of tax
Beginning Balance	(39,234)	38,304
Period change	11,708	(1,659)
OCI before reclassifications	21,702
Amounts reclassified from accumulated OCI	(9,994)	295
Ending Balance	(27,526)	36,645
Unrealized gains and losses on equity securities [Member]
Pretax
Net change in unrealized holding gains (losses) on debt (equity) securities available for sale, pretax	53	220
Tax (Expense) Benefit
Net change in unrealized holding gains (losses) on debt (equity) securities available for sale, tax (expense) benefit	(19)	(77)
After-tax
Net change in unrealized holding gains (losses) on debt (equity) securities available for sale	34	143
Activity in accumulated other comprehensive income, net of tax
Beginning Balance	292	194
Period change	34	143
OCI before reclassifications	34	143
Amounts reclassified from accumulated OCI	0	0
Ending Balance	326	337
Unrealized gains and losses on cash flow hedging derivatives [Member]
Pretax
Unrealized gains and losses on derivatives used in cash flow hedging relationships arising during the period, pretax	2,805	(15,929)
Less: Reclassification adjustment for net losses (gains) losses included in net income, pretax	(2,892)	(4,026)
Net change in unrealized gains (losses) on derivatives used in cash flow hedging relationships, pretax	(87)	(19,955)
Tax (Expense) Benefit
Unrealized gains and losses on derivatives used in cash flow hedging relationships arising during the period, tax (expense) benefit	(982)	5,575
Less: Reclassification adjustment for net losses (gains) losses included in net income, tax (expense) benefit	1,012	1,410
Net change in unrealized gains (losses) on derivatives used in cash flow hedging relationships	30	6,985
After-tax
Unrealized gains and losses on derivatives used in cash flow hedging relationships arising during the period, after-tax	1,823	(10,354)
Less: Reclassification adjustment for net losses (gains) losses included in net income, after-tax	(1,880)	(2,616)
Net change in unrealized gains (losses) on derivatives used in cash flow hedging relationships, after tax	(57)	(12,970)
Activity in accumulated other comprehensive income, net of tax
Beginning Balance	(18,844)	47,084
Period change	(57)	(12,970)
OCI before reclassifications	1,823	(10,354)
Amounts reclassified from accumulated OCI	(1,880)	(2,616)
Ending Balance	(18,901)	34,114
Accumulated Unrealized Losses for Pension and Other Post-retirement obligations [Member]
Pretax
Amortization of net actuarial loss and prior service cost included in income, pretax		8,227
Curtailment	0	0
Change in pension and post-retirement benefit plan assets and liabilities, pretax	888
Tax (Expense) Benefit
Amortization of net actuarial loss and prior service cost included in income, tax (expense) benefit		(2,879)
Change in pension and post-retirement benefit plan assets and liabilities, tax (expense) benefit	(311)
After-tax
Amortization of net actuarial loss and prior service cost included in income, net of tax		5,348
Change in pension and post-retirement benefit plan assets and liabilities, after-tax	577
Activity in accumulated other comprehensive income, net of tax
Beginning Balance	(156,223)	(236,399)
Period change	577	5,348
OCI before reclassifications	0	0
Amounts reclassified from accumulated OCI	577	5,348
Ending Balance	(155,646)	(231,051)
Debt Securities [Member] | Unrealized gains and losses on debt securities [Member]
Activity in accumulated other comprehensive income, net of tax
OCI before reclassifications		$ (1,954)

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Consolidated Balance Sheets (USD $) In Thousands, except Share data, unless otherwise specified	Mar. 31, 2014		Dec. 31, 2013
Assets
Cash and due from banks	$ 973,264		$ 1,001,132
Interest-bearing deposits in banks	71,231		57,043
Trading account securities	40,439		35,573
Loans held for sale	295,312	[1]	326,212	[1]
Available-for-sale and other securities	7,754,790		7,308,753
Held-to-maturity securities	3,734,723		3,836,667
Loans and Leases Receivable, Net Reported Amount [Abstract]
Commercial and industrial	18,045,856		17,594,276
Commercial real estate	5,031,778		4,850,094
Automobile	6,998,792		6,638,713
Home equity	8,373,382		8,336,318
Residential mortgage	5,542,166		5,321,088
Other consumer	361,934		380,011
Loans and leases	44,353,908		43,120,500
Allowance for loan and lease losses	(631,918)		(647,870)
Net loans and leases	43,721,990		42,472,630
Bank owned life insurance	1,681,898		1,647,170
Premises and equipment	628,966		634,657
Goodwill	505,448		444,268
Other intangible assets	90,757		93,193
Accrued income and other assets	1,646,935		1,609,877
Total assets	61,145,753		59,467,175
Liabilities [Abstract]
Deposits, Total	49,348,753		47,506,718
Short-term borrowings	1,398,393		552,143
Federal Home Loan Bank advances	333,233		1,808,293
Other Long-term Debt	1,842,684		1,349,119
Subordinated notes	980,735		1,100,860
Accrued expenses and other liabilities	1,065,721		1,059,888
Total liabilities	54,969,519		53,377,021
Shareholders' equity
Common stock	8,290		8,322
Capital surplus	7,372,024		7,398,515
Less treasury shares, at cost	(8,793)		(9,643)
Accumulated other comprehensive loss	(201,747)		(214,009)
Retained (deficit) earnings	(1,379,832)		(1,479,323)
Total shareholders' equity	6,176,234		6,090,154
Total liabilities and shareholders' equity	61,145,753		59,467,175
Common shares authorized (par value of $0.01)	1,500,000,000		1,500,000,000
Common shares issued	828,989,905		832,217,098
Common shares outstanding	827,771,805		830,963,427
Treasury shares outstanding	1,218,100		1,253,671
Preferred shares issued	1,967,071		1,967,071
Preferred shares outstanding	398,007		398,007
Series A Preferred Stock
Shareholders' equity
Preferred Stock	362,507		362,507
Total shareholders' equity	362,507		362,507
Series B Preferred Stock Variable
Shareholders' equity
Preferred Stock	23,785		23,785
Total shareholders' equity	$ 23,785		$ 23,785

[1] Amounts represent loans for which Huntington has elected the fair value option.

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Segment Reporting (Tables)

3 Months Ended

Mar. 31, 2014

Segment Reporting [Abstract]

Business Segment Financial Information

		Three Months Ended March 31,
		Retail &
Income Statements		Business		Commercial					Home			Treasury/	Huntington
(dollar amounts in thousands )		Banking	Banking			AFCRE		RBHPCG	Lending			Other	Consolidated
2014
Net interest income	$	219,841	$	68,436	$	91,018	$	25,438	$	13,028	$	19,745	$	437,506
Provision for credit losses		7,460		10,960		(8,021)		2,319		11,912		---		24,630
Noninterest income		92,962		32,854		6,695		43,114		20,286		52,574		248,485
Noninterest expense		235,275		46,122		39,282		56,362		35,123		47,957		460,121
Income taxes		24,524		15,473		23,258		3,455		(4,802)		(9,811)		52,097
Net income	$	45,544	$	28,735	$	43,194	$	6,416	$	(8,919)	$	34,173	$	149,143
2013
Net interest income	$	226,538	$	70,823	$	90,648	$	27,345	$	12,405	$	(3,589)	$	424,170
Provision for credit losses		32,510		(7,102)		(7,757)		9,632		2,310		(1)		29,592
Noninterest income		87,240		30,189		10,839		54,096		39,150		35,104		256,618
Noninterest expense		240,336		48,349		38,400		58,122		36,433		21,153		442,793
Income taxes		14,326		20,918		24,795		4,790		4,484		(14,184)		55,129
Net income	$	26,606	$	38,847	$	46,049	$	8,897	$	8,328	$	24,547	$	153,274

Segment Disclosure of Assets and Deposits

		Assets at				Deposits at
		March 31,		December 31,		March 31,		December 31,
(dollar amounts in thousands)		2014		2013		2014		2013
Retail & Business Banking	$	14,842,218	$	14,440,869	$	29,370,470	$	28,293,993
Commercial Banking		12,724,945		12,410,339		10,216,877		6,920,713
AFCRE		14,437,308		14,081,112		1,202,833		1,170,518
RBHPCG		3,792,666		3,736,790		6,266,556		9,361,313
Home Lending		3,747,013		3,742,527		281,383		329,511
Treasury / Other		11,601,603		11,055,538		2,010,634		1,430,670
Total	$	61,145,753	$	59,467,175	$	49,348,753	$	47,506,718

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Derivative Financial Instruments (Fair value hedges) (Details 3) (USD $) In Thousands, unless otherwise specified	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
FHLB Advances [Member]
Gains and (losses) recognized in noninterest income on the ineffective portion on interest rate contracts for derivatives designated as fair value and cash flow hedges
Gains and (losses) recognized in noninterest income on the ineffective portion on interest rate contracts for derivatives designated as cash flow hedges	$ 0	$ 0
Loan [Member]
Gains and (losses) recognized in noninterest income on the ineffective portion on interest rate contracts for derivatives designated as fair value and cash flow hedges
Gains and (losses) recognized in noninterest income on the ineffective portion on interest rate contracts for derivatives designated as cash flow hedges	$ 132	$ 288

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Consolidated Statements of Changes in Shareholders' Equity (USD $) In Thousands, unless otherwise specified	Total	Common Stock	Capital Surplus	Treasury Stock	Accumulated Other Comprehensive Loss	Retained Earnings (Deficit)	Series A Preferred Stock [Member]	Series A Preferred Stock [Member] Retained Earnings (Deficit)	Series B Preferred Stock Variable	Series B Preferred Stock Variable Retained Earnings (Deficit)
Beginning Balance at Dec. 31, 2011
Cumulative Effect Of Prospective Application Of New Accounting Principle	$ (11,711)					$ (11,711)
Ending Balance at Dec. 31, 2012 (Scenario, Previously Reported)	5,790,211					(1,917,933)
Beginning Balance at Dec. 31, 2012		8,441	7,475,149	(10,921)	(150,817)		362,507		23,785
Beginning Balance, Shares at Dec. 31, 2012		844,105		(1,292)			363		35
Comprehensive Income:
Net income	153,274					153,274
Total other comprehensive income (loss)	(9,138)				(9,138)
Purchase of common stock shares		(4,738)
Repurchase of common stock	(33,600)	(47)	(33,553)
Cash dividends declared:
Common Stock, Cash dividends declared	(33,569)					(33,569)
Preferred Stock, Dividend							(7,703)	(7,703)	(267)	(267)
Recognition of the fair value of share-based compensation	8,021		8,021
Other share based compensation activity, dividends						(83)
Other share based compensation activity	1,630	7	1,706
Other share based compensation activity, Shares		720
Other	(227)		(36)	(220)		29
Other, Shares				(37)
Ending Balance at Mar. 31, 2013	5,856,921	8,401	7,451,287	(11,141)	(159,955)	(1,817,963)	362,507		23,785
Ending Balance, Shares at Mar. 31, 2013		840,087		(1,329)			363		35
Beginning Balance at Dec. 31, 2012 (Scenario, Previously Reported)	5,790,211					(1,917,933)
Cumulative Effect Of Prospective Application Of New Accounting Principle	(9,169)					(9,169)
Ending Balance at Dec. 31, 2013 (Scenario, Previously Reported)	6,099,323					(1,470,154)
Ending Balance at Dec. 31, 2013	6,090,154	8,322	7,398,515	(9,643)	(214,009)		362,507		23,785
Beginning Balance, Shares at Dec. 31, 2013		832,217		(1,331)			363		35
Comprehensive Income:
Net income	149,143					149,143
Total other comprehensive income (loss)	12,262				12,262
Business Acquisition Equity Interests Issued Or Issuable Number Of Shares Issued		8,670
Business Acquisition Equity Interest Issued Or Issuable Value Asigned	91,664	87	91,577
Stock Issued During Period, Shares Employee Benefit Plan		276
Stock Issued During Period, Value Employee Benefit Plan	2,597	3	2,594
Purchase of common stock shares		(14,571)
Repurchase of common stock	(136,137)	146	135,991
Cash dividends declared:
Common Stock, Cash dividends declared	(41,377)					(41,377)
Preferred Stock, Dividend							(7,703)	(7,703)	(261)	(261)
Recognition of the fair value of share-based compensation	9,418		9,418
Other share based compensation activity, dividends						(331)
Other share based compensation activity	6,098	24	6,405
Other share based compensation activity, Shares		2,380
Other	376		(494)	850		20
Other, Shares		(18)		113
Ending Balance at Mar. 31, 2014	$ 6,176,234	$ 8,290	$ 7,372,024	$ (8,793)	$ (201,747)	$ (1,379,832)	$ 362,507		$ 23,785
Ending Balance, Shares at Mar. 31, 2014		828,990		(1,218)			363		35

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Derivative Financial Instruments (Hedging instruments) (Details 1) (USD $) In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Accrued income and other assets [Member]
Asset derivatives included in accrued income and other assets
Interest rate contracts designated as hedging instruments	$ 52,160	$ 49,998
Interest rate contracts not designated as hedging instruments	166,256	169,047
Foreign exchange contracts not designated as hedging instruments	48,871	28,499
Commodities contracts not designated as hedging instruments	11,326	4,278
Total derivative assets	278,613	251,822
Accrued expenses and other liabilities [Member]
Liability derivatives included in accrued expenses and other liabilities
Interest rate contracts designated as hedging instruments	27,773	25,321
Interest rate contracts not designated as hedging instruments	96,378	99,247
Foreign exchange contracts not designated as hedging instruments	38,750	18,909
Commodities contracts not designated as hedging instruments	10,921	3,838
Total derivative liabilities	$ 173,822	$ 147,315

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Available-for-Sale and Other Securities (Details Textuals) (USD $)	Mar. 31, 2014	Dec. 31, 2013
Investment Securities (Textuals)
Stock issued by Federal Reserve Banks included in other securities	$ 166,100,000	$ 155,400,000
Pledged investment securities to secure public and trust deposits, trading account liabilities, US Treasury demand notes and security repurchase agreements	3,700,000,000
Federal Home Loan Bank of Cincinnati [Member]
Investment Securities (Textuals)
Stock issued by the Federal Home Loan Bank included in other securities	157,000,000	165,600,000
Federal Home Loan Bank of Indianapolis [Member]
Investment Securities (Textuals)
Stock issued by the Federal Home Loan Bank included in other securities	$ 0	$ 0

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Derivative Financial Instruments (Details Textuals) (USD $)	3 Months Ended							3 Months Ended	12 Months Ended
	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013	Mar. 31, 2014 Swap [Member]	Mar. 31, 2013 Swap [Member]	Mar. 31, 2014 Derivative used in trading activity [Member]	Dec. 31, 2013 Derivative used in trading activity [Member]	Mar. 31, 2014 Derivative used in Mortgage Banking Activities [Member]	Dec. 31, 2013 Derivative used in Mortgage Banking Activities [Member]
Derivative Financial Instruments (Textuals) [Abstract]
Net derivative asset (liability)						$ 80,000,000	$ 80,500,000	$ 5,941,000	$ 6,792,000
Derivative financial instruments used by Huntington on behalf of customers including offsetting derivatives, notional value						14,700,000,000	14,300,000,000
Credit risks from interest rate swaps used for trading purposes	161,200,000		160,400,000
Purchase of interest rate caps and derivative financial instruments, notional value			500,000,000					400,000,000
Total notional amount corresponds to trading assets, fair value	800,000		900,000
Gains (losses) related to derivative instruments Included in total MSR								1,700,000	7,900,000
Total derivative liabilities				400,000	400,000			561,000	271,000
Additional Derivative Financial Instruments (Textuals) [Abstract]
Aggregate credit risk, net of collateral	18,800,000		15,200,000
Investment securities and cash collateral pledged by Huntington	118,800,000
Investment securities and cash collateral pledged to Huntington	104,700,000
Increase (decrease) to net interest income due to derivative adjustment	24,600,000	25,100,000
Expected after-tax unrealized gains on cash flow hedging derivatives reclassified to earnings	$ 31,300,000

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Goodwill and Other Intangible Assets (Tables)

3 Months Ended

Mar. 31, 2014

Goodwill and Other Intangible Assets [Abstract]

Goodwill by business segment

Business segments are based on segment leadership structure, which reflects how segment performance is monitored and assessed. During the 2014 first quarter, we realigned our business segments to drive our ongoing growth and leverage the knowledge of our highly experienced team. We now have five major business segments: Retail and Business Banking, Commercial Banking, Automobile Finance and Commercial Real Estate (AFCRE), Regional Banking and The Huntington Private Client Group (RBHPCG), and Home Lending. A Treasury / Other function includes our insurance brokerage business, along with technology and operations, other unallocated assets, liabilities, revenue, and expense. All periods presented have been reclassified to conform to the current period classification. Amounts relating to the realignment are disclosed in the table below.

A rollforward of goodwill by business segment for the first three-month period of 2014is presented in the table below:

		Retail &
		Business		Commercial							Home		Treasury/	Huntington
(dollar amounts in thousands)		Banking		Banking		AFCRE			RBHPCG		Lending		Other	Consolidated
Balance, beginning of period		$	286,824	$	16,169	$	---	$	98,951	$	---	$	42,324	$	444,268
	Goodwill acquired
	during the period		64,180		---		---		---		---		---		64,180
	Adjustments		---		5,939		---		(8,939)		3,000		---		---
	Impairment		---		---		---		---		(3,000)		---		(3,000)
Balance, end of period		$	351,004	$	22,108	$	---	$	90,012	$	---	$	42,324	$	505,448

Summary of other intangible assets

At March 31, 2014 and December 31, 2013, Huntington's other intangible assets consisted of the following:

			Gross				Net
			Carrying		Accumulated		Carrying
(dollar amounts in thousands)			Amount		Amortization		Value
March 31, 2014
	Core deposit intangible	$	387,105	$	(342,981)	$	44,124
	Customer relationship		106,974		(60,534)		46,440
	Other		25,164		(24,971)		193
Total other intangible assets		$	519,243	$	(428,486)	$	90,757
December 31, 2013
	Core deposit intangible	$	380,249	$	(335,552)	$	44,697
	Customer relationship		106,974		(58,675)		48,299
	Other		25,164		(24,967)		197
Total other intangible assets		$	512,387	$	(419,194)	$	93,193

Estimated amortization expense of other intangible assets

The estimated amortization expense of other intangible assets for the remainder of 2014 and the next five years is as follows:

(dollar amounts		Amortization
in thousands)		Expense
2014	$	28,458
2015		21,693
2016		8,354
2017		7,747
2018		6,752
2019		6,205

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Goodwill and Other Intangible Assets (Details) (USD $) In Thousands, unless otherwise specified	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
Goodwill by business segment
Beginning Balance	$ 444,268
Goodwill acquired during the period	64,180
Adjustments / Reallocation of goodwill	0
Goodwill impairment	3,000	0
Ending Balance	505,448
Summary of other intangible assets
Total other intangible assets, gross carrying amount	519,243		512,387
Total other intangible assets, accumulated amortization	(428,486)		(419,194)
Total other intangible assets, net of carrying value	90,757		93,193
Estimated amortization expense of other intangible assets
2013	28,458
2014	21,693
2015	8,354
2016	7,747
2017	6,752
2018 and after	6,205
Goodwill impairment	3,000	0
Core deposit intangible [Member]
Summary of other intangible assets
Total other intangible assets, gross carrying amount	387,105		380,249
Total other intangible assets, accumulated amortization	(342,981)		(335,552)
Total other intangible assets, net of carrying value	44,124		44,697
Customer relationship [Member]
Summary of other intangible assets
Total other intangible assets, gross carrying amount	106,974		106,974
Total other intangible assets, accumulated amortization	(60,534)		(58,675)
Total other intangible assets, net of carrying value	46,440		48,299
Other [Member]
Summary of other intangible assets
Total other intangible assets, gross carrying amount	25,164		25,164
Total other intangible assets, accumulated amortization	(24,971)		(24,967)
Total other intangible assets, net of carrying value	193		197
Retail & Business Banking [Member]
Goodwill by business segment
Beginning Balance	286,824
Goodwill acquired during the period	64,180
Adjustments / Reallocation of goodwill	0
Goodwill impairment	0
Ending Balance	351,004
Estimated amortization expense of other intangible assets
Goodwill impairment	0
Commercial Banking [Member]
Goodwill by business segment
Beginning Balance	16,169
Goodwill acquired during the period	0
Adjustments / Reallocation of goodwill	5,939
Goodwill impairment	0
Ending Balance	22,108
Estimated amortization expense of other intangible assets
Goodwill impairment	0
AFCRE [Member]
Goodwill by business segment
Beginning Balance	0
Goodwill acquired during the period	0
Adjustments / Reallocation of goodwill	0
Goodwill impairment	0
Ending Balance	0
Estimated amortization expense of other intangible assets
Goodwill impairment	0
RBPCG [Member]
Goodwill by business segment
Beginning Balance	98,951
Goodwill acquired during the period	0
Adjustments / Reallocation of goodwill	(8,939)
Goodwill impairment	0
Ending Balance	90,012
Estimated amortization expense of other intangible assets
Goodwill impairment	0
Home Lending [Member]
Goodwill by business segment
Beginning Balance	0
Goodwill acquired during the period	0
Adjustments / Reallocation of goodwill	3,000
Goodwill impairment	3,000
Ending Balance	0
Estimated amortization expense of other intangible assets
Goodwill impairment	3,000
Treasury Other [Member]
Goodwill by business segment
Beginning Balance	42,324
Goodwill acquired during the period	0
Adjustments / Reallocation of goodwill	0
Goodwill impairment	0
Ending Balance	42,324
Estimated amortization expense of other intangible assets
Goodwill impairment	$ 0

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Fair Values of Assets and Liabilities

3 Months Ended

Mar. 31, 2014

Fair Values of Assets and Liabilities [Abstract]

FAIR VALUES OF ASSETS AND LIABILITIES

14. Fair Values of assets and liabilities

Huntington follows the fair value accounting guidance under ASC 820 and ASC 825.

Fair value is defined as the exchange price that would be received for an asset or paid to transfer a liability (an exit price) in the principal or most advantageous market for the asset or liability in an orderly transaction between market participants on the measurement date. A three-level valuation hierarchy was established for disclosure of fair value measurements. The valuation hierarchy is based upon the transparency of inputs to the valuation of an asset or liability as of the measurement date. The three levels are defined as follows:

Level 1 – inputs to the valuation methodology are quoted prices (unadjusted) for identical assets or liabilities in active markets.

Level 2 – inputs to the valuation methodology include quoted prices for similar assets and liabilities in active markets, and inputs that are observable for the asset or liability, either directly or indirectly, for substantially the full term of the financial instrument.

Level 3 – inputs to the valuation methodology are unobservable and significant to the fair value measurement.

A financial instrument's categorization within the valuation hierarchy is based upon the lowest level of input that is significant to the fair value measurement.Transfers in and out of Level 1, 2, or 3 are recorded at fair value at the beginning of the reporting period.

Following is a description of the valuation methodologies used for instruments measured at fair value, as well as the general classification of such instruments pursuant to the valuation hierarchy.

Mortgage loans held for sale

Huntington elected to apply the fair value option for mortgage loans originated with the intent to sell which are included in loans held for sale. Mortgage loans held for sale are classified as Level 2 and are estimated using security prices for similar product types.

Available-for-sale securities and trading account securities

Securities accounted for at fair value include both the available-for-sale and trading portfolios. Huntington uses prices obtained from third party pricing services and recent trades to determine the fair value of securities. AFS and trading securities are classified as Level 1 using quoted market prices (unadjusted) in active markets for identical securities that Huntington has the ability to access at the measurement date. 1% of the positions in these portfolios are Level 1, and consist of U.S. Treasury securities and money market mutual funds. When quoted market prices are not available, fair values are classified as Level 2 using quoted prices for similar assets in active markets, quoted prices of identical or similar assets in markets that are not active, and inputs that are observable for the asset, either directly or indirectly, for substantially the full term of the financial instrument. 87% of the positions in these portfolios are Level 2, and consist of U.S. Government and agency debt securities, agency mortgage backed securities, asset-backed securities, municipal securities and other securities. For both Level 1 and Level 2 securities, management uses various methods and techniques to corroborate prices obtained from the pricing service, including reference to dealer or other market quotes, and by reviewing valuations of comparable instruments. If relevant market prices are limited or unavailable, valuations may require significant management judgment or estimation to determine fair value, in which case the fair values are classified as Level 3. 12% of our positions are Level 3, and consist of non-agency ALT-A asset-backed securities, private-label CMO securities, CDO-preferred CDO securities and municipal securities. A significant change in the unobservable inputs for these securities may result in a significant change in the ending fair value measurement of these securities.

The Alt-A, private label CMO and CDO-preferred securities portfolios are classified as Level 3 and as such use significant estimates to determine the fair value of these securities which results in greater subjectivity. The Alt-A and private label CMO securities portfolios are subjected to a monthly review of the projected cash flows, while the cash flows of the CDO-preferred securities portfolio are reviewed quarterly. These reviews are supported with analysis from independent third parties, and are used as a basis for impairment analysis.

Alt-A mortgage-backed and private-label CMO securities are collateralized by first-lien residential mortgage loans. The securities valuation methodology incorporates values obtained from a third party pricing specialist using a discounted cash flow approach and a proprietary pricing model and includes assumptions management believes market participants would use to value the securities under current market conditions. The model uses inputs such as estimated prepayment speeds, losses, recoveries, default rates that are implied by the underlying performance of collateral in the structure or similar structures, house price depreciation / appreciation rates that are based upon macroeconomic forecasts and discount rates that are implied by market prices for similar securities with similar collateral structures.

CDO-preferred securities are CDOs backed by a pool of debt securities issued by financial institutions. The collateral generally consists of trust-preferred securities and subordinated debt securities issued by banks, bank holding companies, and insurance companies. A full cash flow analysis is used to estimate fair values and assess impairment for each security within this portfolio. We engage a third party pricing specialist with direct industry experience in CDO-preferred securities valuations to provide assistance in estimating the fair value and expected cash flows for each security in this portfolio. The PD of each issuer and the market discount rate are the most significant inputs in determining fair value. Management evaluates the PD assumptions provided by the third party pricing specialist by comparing the current PD to the assumptions used the previous quarter, actual defaults and deferrals in the current period, and trend data on certain financial ratios of the issuers. Huntington also evaluates the assumptions related to discount rates. Relying on cash flows is necessary because there was a lack of observable transactions in the market and many of the original sponsors or dealers for these securities are no longer able to provide a fair value that is compliant with ASC 820.

Huntington utilizes the same processes to determine the fair value of investment securities classified as held-to-maturity for impairment evaluation purposes.

Automobile loans

Effective January 1, 2010, Huntington consolidated an automobile loan securitization that previously had been accounted for as an off-balance sheet transaction. As a result, Huntington elected to account for these automobile loan receivables at fair value per guidance supplied in ASC 825. The automobile loan receivables are classified as Level 3. The key assumptions used to determine the fair value of the automobile loan receivables included projections of expected losses and prepayment of the underlying loans in the portfolio and a market assumption of interest rate spreads. Certain interest rates are available from similarly traded securities while other interest rates are developed internally based on similar asset-backed security transactions in the market.During the first quarter of 2014 Huntington cancelled the 2009 and 2006 Automobile Trust. Huntington continues to report the associated automobile loan receivables at fair value due to its 2010 election.

MSRs

MSRs do not trade in an active market with readily observable prices. Accordingly, the fair value of these assets is classified as Level 3. Huntington determines the fair value of MSRs using an income approach model based upon our month-end interest rate curve and prepayment assumptions. The model, which is operated and maintained by a third party, utilizes assumptions to estimate future net servicing income cash flows, including estimates of time decay, payoffs, and changes in valuation inputs and assumptions. Servicing brokers and other sources of information (e.g. discussion with other mortgage servicers and industry surveys) are used to obtain information on market practice and assumptions. On at least a quarterly basis, third party marks are obtained from at least one service broker. Huntington reviews the valuation assumptions against this market data for reasonableness and adjusts the assumptions if deemed appropriate. Any recommended change in assumptions and / or inputs are presented for review to the Mortgage Price Risk Subcommittee for final approval.

Derivatives

Derivatives classified as Level 1 consist of exchange traded options and forward commitments to deliver mortgage-backed securities which are valued using quoted prices. Asset and liability conversion swaps and options, and interest rate caps are classified as Level 2. These derivative positions are valued using a discounted cash flow method that incorporates current market interest rates. Derivatives classified as Level 3 consist primarily of interest rate lock agreements related to mortgage loan commitments. The determination of fair value includes assumptions related to the likelihood that a commitment will ultimately result in a closed loan, which is a significant unobservable assumption. A significant increase or decrease in the external market price would result in a significantly higher or lower fair value measurement.

Assets and Liabilities measured at fair value on a recurring basis

Assets and liabilities measured at fair value on a recurring basis at March 31, 2014 and December 31, 2013 are summarized below:

Fair Value Measurements at Reporting Date Using									Netting		Balance at
(dollar amounts in thousands)			Level 1		Level 2		Level 3	Adjustments (1)			March 31, 2014
Assets
Loans held for sale		$	---	$	280,108	$	---	$	---	$	280,108
Trading account securities:
	U.S. Treasury securities		---		---		---		---		---
	Federal agencies: Mortgage-backed		---		---		---		---		---
	Federal agencies: Other agencies		---		---		---		---		---
	Municipal securities		---		4,418		---		---		4,418
	Other securities		33,015		3,006		---		---		36,021
			33,015		7,424		---		---		40,439
Available-for-sale and other securities:
	U.S. Treasury securities		50,989		---		---		---		50,989
	Federal agencies: Mortgage-backed		---		4,565,879		---		---		4,565,879
	Federal agencies: Other agencies		---		134,600		---		---		134,600
	Municipal securities		---		491,608		734,378		---		1,225,986
	Private-label CMO		---		15,630		31,897		---		47,527
	Asset-backed securities		---		823,387		109,969		---		933,356
	Covered bonds		---		---				---		---
	Corporate debt		---		452,420		---		---		452,420
	Other securities		17,062		3,820		---		---		20,882
			68,051		6,487,344		876,244		---		7,431,639
Automobile loans			---		---		37,268		---		37,268
MSRs			---		---		30,628		---		30,628
Derivative assets			62,174		218,416		4,525		(58,186)		226,929
Liabilities
Derivative liabilities			49,853		123,706		825		(23,465)		150,919
Short-term borrowings			---		---		---		---		---
Fair Value Measurements at Reporting Date Using									Netting		Balance at
(dollar amounts in thousands)			Level 1		Level 2		Level 3	Adjustments (1)			December 31, 2013
Assets
Mortgage loans held for sale		$	---	$	278,928	$	---	$	---	$	278,928
Trading account securities:
	U.S. Treasury securities		---		---		---		---		---
	Federal agencies: Mortgage-backed		---		---		---		---		---
	Federal agencies: Other agencies		---		834		---		---		834
	Municipal securities		---		2,180		---		---		2,180
	Other securities		32,081		478		---		---		32,559
			32,081		3,492		---		---		35,573
Available-for-sale and other securities:
	U.S. Treasury securities		51,604		---		---		---		51,604
	Federal agencies: Mortgage-backed		---		3,566,221		---		---		3,566,221
	Federal agencies: Other agencies		---		319,888		---		---		319,888
	Municipal securities		---		491,455		654,537		---		1,145,992
	Private-label CMO		---		16,964		32,140		---		49,104
	Asset-backed securities		---		983,621		107,419		---		1,091,040
	Covered bonds		---		285,874		---		---		285,874
	Corporate debt		---		457,240		---		---		457,240
	Other securities		16,971		3,828		---		---		20,799
			68,575		6,125,091		794,096		---		6,987,762
Automobile loans			---		---		52,286		---		52,286
MSRs			---		---		34,236		---		34,236
Derivative assets			36,774		219,045		3,066		(58,856)		200,029
Liabilities
Derivative liabilities			22,787		124,123		676		(18,312)		129,274
Short-term borrowings			---		1,089		---		---		1,089

(1) Amounts represent the impact of legally enforceable master netting agreements that allow the Company to settle positive and negative positions and cash collateral held or placed with the same counterparties.

The tables below present a rollforward of the balance sheet amounts for thethree-month periods ended March 31, 2014 and 2013, for financial instruments measured on a recurring basis and classified as Level 3. The classification of an item as Level 3 is based on the significance of the unobservable inputs to the overall fair value measurement. However, Level 3 measurements may also include observable components of value that can be validated externally. Accordingly, the gains and losses in the table below include changes in fair value due in part to observable factors that are part of the valuation methodology.

			Level 3 Fair Value Measurements
			Three Months Ended March 31, 2014
							Available-for-sale securities
											Asset-
					Derivative		Municipal		Private-		backed		Automobile
(dollar amounts in thousands)			MSRs		instruments		securities		label CMO		securities		loans
Opening balance		$	34,236	$	2,390	$	654,537	$	32,140	$	107,419	$	52,286
Transfers into Level 3			---		---		---		---		---		---
Transfers out of Level 3			---		---		---		---		---		---
Total gains/losses for the period:
	Included in earnings		(3,608)		1,675		---		9		22		(251)
	Included in OCI		---		---		7,272		252		11,543		---
Purchases			---		---		80,185		---		---		---
Sales			---		---		---		---		---		---
Repayments			---		---		---		---		---		(14,767)
Issues			---		---		---		---		---		---
Settlements			---		(365)		(7,616)		(504)		(9,015)		---
Closing balance		$	30,628	$	3,700	$	734,378	$	31,897	$	109,969	$	37,268
Change in unrealized gains or losses for the
	period included in earnings (or changes in
	net assets) for assets held at end of the
	reporting date	$	(3,608)	$	1,675	$	7,272	$	252	$	11,543	$	(251)
			Level 3 Fair Value Measurements
			Three Months Ended March 31, 2013
							Available-for-sale securities
											Asset-
					Derivative		Municipal		Private-		backed		Automobile
(dollar amounts in thousands)			MSRs		instruments		securities		label CMO		securities		loans
Opening balance		$	35,202	$	12,702	$	61,228	$	48,775	$	110,037	$	142,762
Transfers into Level 3			---		---		---		---		---		---
Transfers out of Level 3			---		---		---		---		---		---
Total gains/losses for the period:
	Included in earnings		380		(1,482)		---		(270)		(738)		1,137
	Included in OCI		---		---		155		891		12,789		---
Purchases			---		---		---		---		---		---
Sales			---		---		---		---		---		---
Repayments			---		---		---		---		---		(27,860)
Issues			---		---		---		---		---		---
Settlements			---		(2,214)		(2,285)		(3,850)		(6,633)		---
Closing balance		$	35,582	$	9,006	$	59,098	$	45,546	$	115,455	$	116,039
Change in unrealized gains or losses for the
	period included in earnings (or changes in
	net assets) for assets held at end of the
	reporting date	$	380	$	(3,696)	$	155	$	891	$	12,789	$	1,137

The table below summarizes the classification of gains and losses due to changes in fair value, recorded in earnings for Level 3 assets and liabilities for thethree-month periods ended March 31, 2014 and 2013:

		Level 3 Fair Value Measurements
		Three Months Ended March 31, 2014
						Available-for-sale securities
										Asset-
				Derivative		Municipal		Private-		backed		Automobile
(dollar amounts in thousands)		MSRs		instruments		securities		label CMO		securities		loans
Classification of gains and losses in earnings:
Mortgage banking income (loss)	$	(3,608)	$	1,675	$	---	$	---	$	---	$	---
Securities gains (losses)		---		---		---		---		---		---
Interest and fee income		---		---		---		9		22		(332)
Noninterest income		---		---		---		---		---		81
Total	$	(3,608)	$	1,675	$	---	$	9	$	22	$	(251)
		Level 3 Fair Value Measurements
		Three Months Ended March 31, 2013
						Available-for-sale securities
										Asset-
				Derivative		Municipal		Private-		backed		Automobile
(dollar amounts in thousands)		MSRs		instruments		securities		label CMO		securities		loans
Classification of gains and losses in earnings:
Mortgage banking income (loss)	$	380	$	(1,482)	$	---	$	---	$	---	$	---
Securities gains (losses)		---		---		---		(336)		(359)		---
Interest and fee income		---		---		---		66		(379)		(859)
Noninterest income		---		---		---		---		---		1,996
Total	$	380	$	(1,482)	$	---	$	(270)	$	(738)	$	1,137

Assets and liabilities under the fair value option

The following table presents the fair value and aggregate principal balance of certain assets and liabilitiesunder the fair value option:

			March 31, 2014						December 31, 2013
			Fair value		Aggregate				Fair value		Aggregate
			carrying		unpaid				carrying		unpaid
(dollar amounts in thousands)			amount		principal		Difference		amount		principal		Difference
Assets
	Mortgage loans held for sale	$	280,108	$	269,763	$	10,345	$	278,928	$	276,945	$	1,983
	Automobile loans		37,268		36,034		1,234		52,286		50,800		1,486
Liabilities

The following tables present the net gains (losses) from fair value changes, including net gains (losses) associated with instrument specific credit risk for the three-monthperiods ended March 31, 2014 and 2013:

		Net gains (losses) from fair value changes
			Three Months Ended
			March 31,
(dollar amounts in thousands)			2014		2013
Assets
	Mortgage loans held for sale	$	3,151	$	(4,663)
	Automobile loans		(251)		1,137
Liabilities

		Gains (losses) included
		in fair value changes associated
		with instrument specific credit risk
			Three Months Ended
			March 31,
(dollar amounts in thousands)			2014		2013
Assets
	Automobile loans	$	323	$	326

Assets and Liabilities measured at fair value on a nonrecurring basis

Certain assets and liabilities may be required to be measured at fair value on a nonrecurring basis in periods subsequent to their initial recognition. These assets and liabilities are not measured at fair value on an ongoing basis; however, they are subject to fair value adjustments in certain circumstances, such as when there is evidence of impairment.At March 31, 2014, assets measured at fair value on a nonrecurring basis were as follows:

				Fair Value Measurements Using
				Quoted Prices		Significant		Significant		Total
				In Active		Other		Other		Gains/(Losses)
				Markets for		Observable		Unobservable		For the Three
		Fair Value at		Identical Assets		Inputs		Inputs		Months Ended
(dollar amounts in thousands)	March 31, 2014			(Level 1)		(Level 2)	(Level 3)		March 31, 2014
Impaired loans	$	13,615	$	---	$	---	$	13,615	$	5,223
Other real estate owned		35,691		---		---		35,691		353

Periodically, Huntington records nonrecurring adjustments of collateral-dependent loans measured for impairment when establishing the ACL. Such amounts are generally based on the fair value of the underlying collateral supporting the loan. Appraisals are generally obtained to support the fair value of the collateral and incorporate measures such as recent sales prices for comparable properties and cost of construction. In cases where the carrying value exceeds the fair value of the collateral less cost to sell, an impairment charge is recognized.

Other real estate owned properties are included in accrued income and other assets and valued based on appraisals and third party price opinions, less estimated selling costs.

Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis

The table below presents quantitative information about the significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis at March 31, 2014 and December 31, 2013:

Quantitative Information about Level 3 Fair Value Measurements
				Significant
		Fair Value at	Valuation	Unobservable	Range
(dollar amounts in thousands)		March 31, 2014	Technique	Input	(Weighted Average)
MSRs	$	30,628	Discounted cash flow	Constant prepayment rate	7.0% - 36.0% (13.0%)
				Spread over forward interest rate swap rates	-129 - 4,244 (1,081)
Derivative assets		4,525	Consensus Pricing	Net market price	-4.8% - 16.1% (1.5%)
Derivative liabilities		825		Estimated Pull through %	50.0% - 89.0% (77.0%)
Municipal securities		734,378	Discounted cash flow	Discount rate	1.4% - 4.1% (2.4%)
Private-label CMO		31,897	Discounted cash flow	Discount rate	2.7% - 7.8% (6.0%)
				Constant prepayment rate	12.7% - 31.6% (19.0%)
				Probability of default	0.1% - 4.0% (0.7%)
				Loss severity	8.0% - 64.0% (33.5%)
Asset-backed securities		109,969	Discounted cash flow	Discount rate	3.5% - 13.7% (7.4%)
				Constant prepayment rate	5.7% - 5.7% (5.7%)
				Cumulative prepayment rate	0.0% - 100.0% (16.1%)
				Constant default	1.4% - 4.0% (2.8%)
				Cumulative default	2.4% - 100.0% (17.5%)
				Loss given default	20.0% - 100.0% (93.9%)
				Cure given deferral	0.0% - 75.0% (30.0%)
				Loss severity	49.0% - 69.0% (63.4%)
Automobile loans		37,268	Discounted cash flow	Constant prepayment rate	77.8%
				Discount rate	0.3% - 5.0% (1.6%)
Impaired loans		13,615	Appraisal value	NA	NA
Other real estate owned		35,691	Appraisal value	NA	NA

Quantitative Information about Level 3 Fair Value Measurements
		Fair Value at	Valuation	Significant	Range
(dollar amounts in thousands)		December 31, 2013	Technique	Unobservable Input	(Weighted Average)
MSRs	$	34,236	Discounted cash flow	Constant prepayment rate	7% - 32% (12%)
				Spread over forward interest rate swap rates	-158 - 4,216 (1,069)
Derivative assets		3,066	Consensus Pricing	Net market price	-5.25% - 13.53% (1.3%)
Derivative liabilities		676		Estimated Pull through %	50% - 89% (78%)
Municipal securities		654,537	Discounted cash flow	Discount rate	1.6% - 4.5% (2.4%)
Private-label CMO		32,140	Discounted cash flow	Discount rate	2.9% - 8.3% (6.3%)
				Constant prepayment rate	12.0% - 31.6% (18.0%)
				Probability of default	0.1% - 4.0% (0.7%)
				Loss severity	8.0% - 64.0% (38.2%)
Asset-backed securities		107,419	Discounted cash flow	Discount rate	3.7% - 15.5% (8.1%)
				Constant prepayment rate	5.7% - 5.7% (5.7%)
				Cumulative prepayment rate	0.0% - 100% (16.6%)
				Constant default	1.4% - 4.0% (2.8%)
				Cumulative default	0.5% - 100% (18.2%)
				Loss given default	20% - 100% (93.7%)
				Cure given deferral	0.0% - 75% (35.8%)
				Loss severity	49.0% - 69.0% (63.5%)
Automobile loans		52,286	Discounted cash flow	Constant prepayment rate	79.2%
				Discount rate	0.3% - 5.0% (1.5%)
Impaired loans		114,256	Appraisal value	NA	NA
Other real estate owned		27,664	Appraisal value	NA	NA

The following provides a general description of the impact of a change in an unobservable input on the fair value measurement and the interrelationship between unobservable inputs, where relevant/significant. Interrelationships may also exist between observable and unobservable inputs. Such relationships have not been included in the discussion below.

A significant change in the unobservable inputs may result in a significant change in the ending fair value measurement of Level 3 instruments. In general, prepayment rates increase when market interest rates decline and decrease when market interest rates rise and higher prepayment rates generally result in lower fair values for MSR assets, Private-label CMO securities, Asset-backed securities, and automobile loans.

Credit loss estimates, such as probability of default, constant default, cumulative default, loss given default, cure given deferral, and loss severity, are driven by the ability of the borrowers to pay their loans and the value of the underlying collateral and are impacted by changes in macroeconomic conditions, typically increasing when economic conditions worsen and decreasing when conditions improve. An increase in the estimated prepayment rate typically results in a decrease in estimated credit losses and vice versa. Higher credit loss estimates generally result in lower fair values. Credit spreads generally increase when liquidity risks and market volatility increase and decrease when liquidity conditions and market volatility improve.

Discount rates and spread over forward interest rate swap rates typically increase when market interest rates increase and/or credit and liquidity risks increase and decrease when market interest rates decline and/or credit and liquidity conditions improve. Higher discount rates and credit spreads generally result in lower fair market values.

Net market price and pull through percentages generally increase when market interest rates increase and decline when market interest rates decline. Higher net market price and pull through percentages generally result in higher fair values.

Fair values of financial instruments

The following table provides the carrying amounts and estimated fair values of Huntington's financial instruments that are carried either at fair value or cost at March 31, 2014 andDecember 31, 2013:

			March 31, 2014				December 31, 2013
			Carrying		Fair		Carrying		Fair
(dollar amounts in thousands)			Amount		Value		Amount		Value
Financial Assets
	Cash and short-term assets	$	1,044,495	$	1,044,495	$	1,058,175	$	1,058,175
	Trading account securities		40,439		40,439		35,573		35,573
	Loans held for sale		295,312		295,312		326,212		326,212
	Available-for-sale and other securities		7,754,790		7,754,790		7,308,753		7,308,753
	Held-to-maturity securities		3,734,723		3,701,496		3,836,667		3,760,898
	Net loans and leases		43,721,990		42,083,186		42,472,630		40,976,014
	Derivatives		13,180		13,180		200,029		200,029
Financial Liabilities
	Deposits		49,348,753		49,896,607		47,506,718		48,132,550
	Short-term borrowings		1,398,393		1,389,037		552,143		543,552
	Federal Home Loan Bank advances		333,233		333,484		1,808,293		1,808,558
	Other long-term debt		1,842,684		1,853,063		1,349,119		1,342,890
	Subordinated notes		980,735		1,060,557		1,100,860		1,073,116
	Derivatives		478		478		129,274		129,274

The following table presents the level in the fair value hierarchy for the estimated fair values of only Huntington's financial instruments that are not already on the Unaudited Condensed Consolidated Balance Sheets at fair value at March 31, 2014 and December 31, 2013:

Estimated Fair Value Measurements at Reporting Date Using									Balance at
(dollar amounts in thousands)			Level 1		Level 2		Level 3		March 31, 2014
Financial Assets
	Loans held for sale	$	---	$	---	$	---	$	---
	Held-to-maturity securities		---		3,701,496		---		3,701,496
	Net loans and leases		---		---		42,083,186		42,083,186
Financial Liabilities
	Deposits		---		44,371,020		5,525,587		49,896,607
	Short-term borrowings		---		---		1,389,037		1,389,037
	Federal Home Loan Bank advances		---		---		333,484		333,484
	Other long-term debt		---		---		1,853,063		1,853,063
	Subordinated notes		---		---		1,060,557		1,060,557
Estimated Fair Value Measurements at Reporting Date Using									Balance at
(dollar amounts in thousands)			Level 1		Level 2		Level 3		December 31, 2013
Financial Assets
	Loans held for sale	$	---	$	---	$	---	$	---
	Held-to-maturity securities		---		3,760,898		---		3,760,898
	Net loans and leases		---		---		40,976,014		40,976,014
Financial Liabilities
	Deposits		---		42,279,542		5,853,008		48,132,550
	Short-term borrowings		---		---		543,552		543,552
	Federal Home Loan Bank advances		---		---		1,808,558		1,808,558
	Other long-term debt		---		---		1,342,890		1,342,890
	Subordinated notes		---		---		1,073,116		1,073,116

The short-term nature of certain assets and liabilities result in their carrying value approximating fair value. These include trading account securities, customers' acceptance liabilities, short-term borrowings, bank acceptances outstanding, FHLB advances, and cash and short-term assets, which include cash and due from banks, interest-bearing deposits in banks, and federal funds sold and securities purchased under resale agreements. Loan commitments and letters-of-credit generally have short-term, variable-rate features and contain clauses that limit Huntington's exposure to changes in customer credit quality. Accordingly, their carrying values, which are immaterial at the respective balance sheet dates, are reasonable estimates of fair value. Not all the financial instruments listed in the table above are subject to the disclosure provisions of ASC Topic 820.

Certain assets, the most significant being operating lease assets, bank owned life insurance, and premises and equipment, do not meet the definition of a financial instrument and are excluded from this disclosure. Similarly, mortgage and nonmortgage servicing rights, deposit base, and other customer relationship intangibles are not considered financial instruments and are not included above. Accordingly, this fair value information is not intended to, and does not, represent Huntington's underlying value. Many of the assets and liabilities subject to the disclosure requirements are not actively traded, requiring fair values to be estimated by Management. These estimations necessarily involve the use of judgment about a wide variety of factors, including but not limited to, relevancy of market prices of comparable instruments, expected future cash flows, and appropriate discount rates.

The following methods and assumptions were used by Huntington to estimate the fair value of the remaining classes of financial instruments:

Held-to-maturity securities

Fair values are determined by using models that are based on security-specific details, as well as relevant industry and economic factors. The most significant of these inputs are quoted market prices, and interest rate spreads on relevant benchmark securities.

Loans and Direct Financing Leases

Variable-rate loans that reprice frequently are based on carrying amounts, as adjusted for estimated credit losses. The fair values for other loans and leases are estimated using discounted cash flow analyses and employ interest rates currently being offered for loans and leases with similar terms. The rates take into account the position of the yield curve, as well as an adjustment for prepayment risk, operating costs, and profit. This value is also reduced by an estimate of expected losses and the credit risk associated in the loan and lease portfolio. The valuation of the loan portfolio reflected discounts that Huntington believed are consistent with transactions occurring in the marketplace.

Deposits

Demand deposits, savings accounts, and money market deposits are, by definition, equal to the amount payable on demand. The fair values of fixed-rate time deposits are estimated by discounting cash flows using interest rates currently being offered on certificates with similar maturities.

Debt

Fixed-rate, long-term debt is based upon quoted market prices, which are inclusive of Huntington's credit risk. In the absence of quoted market prices, discounted cash flows using market rates for similar debt with the same maturities are used in the determination of fair value.

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Other Comprehensive Income (Tables)

3 Months Ended

Mar. 31, 2014

Other Comprehensive Income [Abstract]

Components of other comprehensive income

The components of other comprehensive income forthethree-monthperiods ended March 31, 2014 and 2013, were as follows

		Three Months Ended
		March 31, 2014
		Tax (Expense)
(dollar amounts in thousands)		Pretax		Benefit		After-tax
Noncredit-related impairment recoveries (losses) on debt securities not expected to be sold	$	7,408	$	(2,619)	$	4,789
Unrealized holding gains (losses) on available-for-sale debt securities arising during the period		26,245		(9,332)		16,913
Less: Reclassification adjustment for net losses (gains) included in net income		(15,375)		5,381		(9,994)
Net change in unrealized holding gains (losses) on available-for-sale debt securities		18,278		(6,570)		11,708
Net change in unrealized holding gains (losses) on available-for-sale equity securities		53		(19)		34
Unrealized gains (losses) on derivatives used in cash flow hedging relationships arising during the period		2,805		(982)		1,823
Less: Reclassification adjustment for net (gains) losses included in net income		(2,892)		1,012		(1,880)
Net change in unrealized gains (losses) on derivatives used in cash flow hedging relationships		(87)		30		(57)
Unrealized gains (losses) for pension and other post-retirement obligations		888		(311)		577
Total other comprehensive income (loss)	$	19,132	$	(6,870)	$	12,262
		Three Months Ended
		March 31, 2013
		Tax (Expense)
(dollar amounts in thousands)		Pretax		Benefit		After-tax
Noncredit-related impairment recoveries (losses) on debt securities not expected to be sold	$	5,894		(2,063)		3,831
Unrealized holding gains (losses) on available-for-sale debt securities arising during the period		(8,847)		3,062		(5,785)
Less: Reclassification adjustment for net losses (gains) included in net income		454		(159)		295
Net change in unrealized holding gains (losses) on available-for-sale debt securities		(2,499)		840		(1,659)
Net change in unrealized holding gains (losses) on available-for-sale equity securities		220		(77)		143
Unrealized gains (losses) on derivatives used in cash flow hedging relationships arising during the period		(15,929)		5,575		(10,354)
Less: Reclassification adjustment for net (gains) losses included in net income		(4,026)		1,410		(2,616)
Net change in unrealized gains (losses) on derivatives used in cash flow hedging relationships		(19,955)		6,985		(12,970)
Amortization of net actuarial loss and prior service cost included in net income		8,227		(2,879)		5,348
Total other comprehensive income	$	(14,007)	$	4,869	$	(9,138)

Activity in accumulated other comprehensive income, net of tax

The following table presents activity in accumulated other comprehensive income (loss), net of tax, for the three-month periods ended March 31, 2014 and 2013:

(dollar amounts in thousands)			Unrealized gains and (losses) on debt securities (1)		Unrealized gains and (losses) on equity securities		Unrealized gains and (losses) on cash flow hedging derivatives		Unrealized gains (losses) for pension and other post-retirement obligations		Total
Balance, December 31, 2012		$	38,304	$	194	$	47,084	$	(236,399)	$	(150,817)
	Other comprehensive income before reclassifications		(1,954)		143		(10,354)		---		(12,165)
	Amounts reclassified from accumulated OCI		295		---		(2,616)		5,348		3,027
Period change			(1,659)		143		(12,970)		5,348		(9,138)
Balance, March 31, 2013		$	36,645	$	337	$	34,114	$	(231,051)	$	(159,955)
Balance, December 31, 2013		$	(39,234)	$	292	$	(18,844)	$	(156,223)	$	(214,009)
	Other comprehensive income before reclassifications		21,702		34		1,823		---		23,559
	Amounts reclassified from accumulated OCI to earnings		(9,994)		---		(1,880)		577		(11,297)
Period change			11,708		34		(57)		577		12,262
Balance, March 31, 2014		$	(27,526)	$	326	$	(18,901)	$	(155,646)	$	(201,747)
(1) Amounts at March 31, 2014 and December 31, 2013 include $0.3 and $0.2 million, respectively, of net unrealized losses on securities transferred from the available-for-sale securities portfolio to the held-to-maturity securities portfolio. The net unrealized gains will be recognized in earnings over the remaining life of the security using the effective interest method.

Reclassification Out Of Accumulated OCI

Reclassifications out of accumulated OCI
			Amounts			Location of net gain (loss)
			reclassified from			reclassified from accumulated
Accumulated OCI components		accumulated OCI				OCI into earnings
			Three		Three
		Months Ended		Months Ended
(dollar amounts in thousands)		March 31, 2014		March 31, 2013
Gains (losses) on debt securities:
	Amortization of unrealized gains (losses)	$	175	$	55	Interest income - held-to-maturity securities - taxable
	Realized gain (loss) on sale of securities		15,200		187	Noninterest income - net gains (losses) on sale of securities
	OTTI recorded		---		(696)	Noninterest income - net gains (losses) on sale of securities
			15,375		(454)	Total before tax
			(5,381)		159	Tax (expense) benefit
		$	9,994	$	(295)	Net of tax
Gains (losses) on cash flow hedging relationships:
	Interest rate contracts	$	2,892	$	3,916	Interest income - loans and leases
	Interest rate contracts		---		110	Noninterest income - other income
			2,892		4,026	Total before tax
			(1,012)		(1,410)	Tax (expense) benefit
		$	1,880	$	2,616	Net of tax
Amortization of defined benefit pension and post-retirement items:
	Actuarial gains (losses)	$	(888)	$	(9,954)	Noninterest expense - personnel costs
	Prior service costs		---		1,727	Noninterest expense - personnel costs
	Curtailment		---		---	Noninterest expense - personnel costs
			(888)		(8,227)	Total before tax
			311		2,879	Tax (expense) benefit
		$	(577)	$	(5,348)	Net of tax

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Derivative Financial Instruments (Mortgage banking activities) (Details 6) (Derivative used in Mortgage Banking Activities [Member], USD $) In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Derivative assets:
Total derivative assets	$ 6,502	$ 7,063
Derivative liabilities:
Total derivative liabilities	(561)	(271)
Net derivative asset (liability)	5,941	6,792
Interest rate lock agreements [Member]
Derivative assets:
Total derivative assets	4,525	3,066
Derivative liabilities:
Total derivative liabilities	(380)	(231)
Forward trades and options [Member]
Derivative assets:
Total derivative assets	1,977	3,997
Derivative liabilities:
Total derivative liabilities	$ (181)	$ (40)

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Variable Interest Entities

3 Months Ended

Mar. 31, 2014

Variable Interest Entities [Abstract]

VARIABLE INTEREST ENTITIES

16. VIEs

Consolidated VIEs

Consolidated VIEs at March 31, 2014, consisted of automobile loan and lease securitization trusts formed in 2009 and 2006. Huntington has determined the trusts are VIEs. Huntington has concluded that it is the primary beneficiary of these trusts because it has the power to direct the activities of the entity that most significantly affect the entity's economic performance and it has either the obligation to absorb losses of the entity that could potentially be significant to the VIE or the right to receive benefits from the entity that could potentially be significant to the VIE.During the 2014 first quarter, Huntington cancelled the 2009 and 2006 Automobile Trusts. As a result, any remaining assets at the time of the cancellation are no longer part of the trusts.

The following tables present the carrying amount and classification of the consolidated trusts' assets and liabilities that wereincluded in the Unaudited Condensed Consolidated Balance Sheetsat March 31, 2014and December 31, 2013:

			March 31, 2014
			2009		2006		Other
			Automobile		Automobile		Consolidated
(dollar amounts in thousands)			Trust		Trust		Trusts		Total
Assets:
	Cash	$	---	$	---	$	---	$	---
	Loans and leases		---		---		---		---
	Allowance for loan and lease losses		---		---		---		---
	Net loans and leases		---		---		---		---
	Accrued income and other assets		---		---		256		256
Total assets		$	---	$	---	$	256	$	256
Liabilities:
	Other long-term debt	$	---	$	---	$	---	$	---
	Accrued interest and other liabilities		---		---		256		256
Total liabilities		$	---	$	---	$	256	$	256
			December 31, 2013
			2009		2006		Other
			Automobile		Automobile		Consolidated
(dollar amounts in thousands)			Trust		Trust		Trusts		Total
Assets:
	Cash	$	8,580	$	79,153	$	---	$	87,733
	Loans and leases		52,286		151,171		---		203,457
	Allowance for loan and lease losses		---		(711)		---		(711)
	Net loans and leases		52,286		150,460		---		202,746
	Accrued income and other assets		235		485		262		982
Total assets		$	61,101	$	230,098	$	262	$	291,461
Liabilities:
	Other long-term debt	$	---	$	---	$	---	$	---
	Accrued interest and other liabilities		---		---		262		262
Total liabilities		$	---	$	---	$	262	$	262

The automobile loans and leases were designated to repay the securitized notes. Huntington services the loans and leases and uses the proceeds from principal and interest payments to pay the securitized notes during the amortization period. Huntington has not provided financial or other support that was not previously contractually required.

Unconsolidated VIEs

The following tables provide a summary of the assets and liabilities included in Huntington's Unaudited Condensed Consolidated Financial Statements, as well as the maximum exposure to losses, associated with its interests related to unconsolidated VIEs for which Huntington holds an interest, but is not the primary beneficiary, to the VIE at March 31, 2014, and December 31, 2013:

	March 31, 2014
(dollar amounts in thousands)		Total Assets		Total Liabilities		Maximum Exposure to Loss
2012-1 Automobile Trust	$	4,809	$	---	$	4,809
2012-2 Automobile Trust		6,098		---		6,098
2011 Automobile Trust		2,385		---		2,385
Tower Hill Securities, Inc.		66,436		65,000		66,436
Trust Preferred Securities		13,919		317,052		13,919
Low Income Housing Tax Credit Partnerships		309,962		120,675		309,962
Total	$	403,609	$	502,727	$	403,609
	December 31, 2013
(dollar amounts in thousands)		Total Assets		Total Liabilities		Maximum Exposure to Loss
2012-1 Automobile Trust	$	5,975	$	---	$	5,975
2012-2 Automobile Trust		7,396		---		7,396
2011 Automobile Trust		3,040		---		3,040
Tower Hill Securities, Inc.		66,702		65,000		66,702
Trust Preferred Securities		13,764		312,894		---
Low Income Housing Tax Credit Partnerships		317,226		134,604		317,226
Total	$	414,103	$	512,498	$	400,339

2012-1 AUTOMOBILE TRUST, 2012-2 AUTOMOBILE TRUST, and 2011 AUTOMOBILE TRUST

During the 2012 fourth quarter, 2012 first quarter and 2011 third quarter, we transferred automobile loans totaling $1.0 billion,$1.3 billion and $1.0 billion, respectively, to trusts in securitization transactions. The securitizationsand the resulting sale of all underlying securities qualified for sale accounting. Huntington has concluded that it is not the primary beneficiary of these trusts because it has neither the obligation to absorb losses of the entities that could potentially be significant to the VIEs nor the right to receive benefits from the entities that could potentially be significant to the VIEs. Huntington is not required and does not currently intend to provide any additional financial support to the trusts. Investors and creditors only have recourse to the assets held by the trusts. The interest Huntington holds in the VIEs relates to servicing rights which are included within accrued income and other assets of Huntington's Unaudited Condensed Consolidated Balance Sheets. The maximum exposure to loss is equal to the carrying value of the servicing asset.

TOWER HILL SECURITIES, INC.

In 2010, we transferred approximately $92.1 million of municipal securities, $86.0 million in Huntington Preferred Capital, Inc. (Real Estate Investment Trust) Class E Preferred Stock and cash of $6.1 million to Tower Hill Securities, Inc. in exchange for $184.1 million of Common and Preferred Stock of Tower Hill Securities, Inc. The municipal securities and the REIT Shares will be used to satisfy $65.0 million of mandatorily redeemable securities issued by Tower Hill Securities, Inc. and are not available to satisfy the general debts and obligations of Huntington or any consolidated affiliates. The transfer was recorded as a secured financing. Interests held by Huntington consist of municipal securities within available for sale and other securities and Series B preferred securities within other long term debt of Huntington's Unaudited Condensed Consolidated Balance Sheets. The maximum exposure to loss is equal to the carrying value of the municipal securities.

TRUSTPREFERRED SECURITIES

Huntington has certain wholly-owned trusts whose assets, liabilities, equity, income, and expenses are not included within Huntington's Unaudited Condensed Consolidated Financial Statements. These trusts have been formed for the sole purpose of issuing trust-preferred securities, from which the proceeds are then invested in Huntington junior subordinated debentures, which are reflected in Huntington's Unaudited Condensed Consolidated Balance Sheets as subordinated notes. The trust securities are the obligations of the trusts, and as such, are not consolidated within Huntington's Unaudited Condensed Consolidated Financial Statements. A list of trustpreferred securities outstanding at March 31, 2014 follows:

					Principal amount of			Investment in
					subordinated note/			unconsolidated
(dollar amounts in thousands)		Rate			debenture issued to trust (1)			subsidiary
Huntington Capital I		0.94	%	(2)		$	111,816		$	6,186
Huntington Capital II		0.86		(3)			54,593			3,093
Sky Financial Capital Trust III		1.63		(4)			72,165			2,165
Sky Financial Capital Trust IV		1.65		(4)			74,320			2,320
Camco Financial Trust		2.67		(5)			4,158			155
Total						$	317,052		$	13,919
(1)	Represents the principal amount of debentures issued to each trust, including unamortized original issue discount.
(2)	Variable effective rate at March 31, 2014, based on three month LIBOR + 0.70.
(3)	Variable effective rate at March 31, 2014, based on three month LIBOR + 0.625.
(4)	Variable effective rate at March 31, 2014, based on three month LIBOR + 1.40.
(5)	Variable effective rate (including impact of purchase accounting accretion) at March 31, 2014, based on three month LIBOR + 1.33.

Each issue of the junior subordinated debentures has an interest rate equal to the corresponding trust securities distribution rate. Huntington has the right to defer payment of interest on the debentures at any time, or from time-to-time for a period not exceeding five years provided that no extension period may extend beyond the stated maturity of the related debentures. During any such extension period, distributions to the trust securities will also be deferred and Huntington's ability to pay dividends on its common stock will be restricted. Periodic cash payments and payments upon liquidation or redemption with respect to trust securities are guaranteed by Huntington to the extent of funds held by the trusts. The guarantee ranks subordinate and junior in right of payment to all indebtedness of the Company to the same extent as the junior subordinated debt. The guarantee does not place a limitation on the amount of additional indebtedness that may be incurred by Huntington.

LOW INCOME HOUSING TAX CREDIT PARTNERSHIPS

Huntington makes certain equity investments in various limited partnerships that sponsor affordable housing projects utilizing the Low Income Housing Tax Credit (LIHTC) pursuant to Section 42 of the Internal Revenue Code. The purpose of these investments is to achieve a satisfactory return on capital, to facilitate the sale of additional affordable housing product offerings, and to assist in achieving goals associated with the Community Reinvestment Act. The primary activities of the limited partnerships include the identification, development, and operation of multifamily housing that is leased to qualifying residential tenants. Generally, these types of investments are funded through a combination of debt and equity.

Huntington is a limited partner in each Low Income Housing Tax Credit Partnership. A separate unrelated third party is the general partner. Each limited partnership is managed by the general partner, who exercises full and exclusive control over the affairs of the limited partnership. The general partner has all the rights, powers and authority granted or permitted to be granted to a general partner of a limited partnership under the Ohio Revised Uniform Limited Partnership Act. Duties entrusted to the general partner of each limited partnership include, but are not limited to: investment in operating companies, company expenditures, investment of excess funds, borrowing funds, employment of agents, disposition of fund property, prepayment and refinancing of liabilities, votes and consents, contract authority, disbursement of funds, accounting methods, tax elections, bank accounts, insurance, litigation, cash reserve, and use of working capital reserve funds. Except for limited rights granted to consent to certain transactions, the limited partner(s) may not participate in the operation, management, or control of the limited partnership's business, transact any business in the limited partnership's name or have any power to sign documents for or otherwise bind the limited partnership. In addition, the general partner may only be removed by the limited partner(s) in the event the general partner fails to comply with the terms of the agreement and/or is negligent in performing its duties.

Huntington believes the general partner of each limited partnership has the power to direct the activities which most significantly affect the performance of each partnership, therefore, Huntington has determined that it is not the primarybeneficiary of any LIHTC partnership. Huntington uses the proportional amortizationmethod to account for a majority of its investments in these entities.These investments are included in accrued income and other assets. Investments that do not meet the requirements of the proportional amortization method are recognized using the equity method. Investment losses related to these investments are included in non-interest-incomein the Unaudited Condensed Consolidated Statements of Income.

During the 2014 first quarter, Huntington early adopted ASU 2014-01 (see Note 2). The amendments are required to be applied retrospectively to all periods presented. As a result of these changes, Huntington recorded a cumulative-effect adjustment to beginning retained earnings.

The following table summarizes the balance sheet and income statement amounts impacted by the change at the dates or for the periods indicated:

				December 31,
(dollar amounts in thousands)				2013
Accrued Income and other assets
	As previous reported		$	1,619,046
	As reported under the new guidance			1,609,877
Retained Earnings
	As previous reported			(1,470,154)
	As reported under the new guidance			(1,479,323)
		Three Months Ended
				March 31,
(dollar amounts in thousands)				2013
Noninterest income
	As previous reported		$	252,209
	As reported under the new guidance			256,618
Provision for income taxes
	As previous reported			52,214
	As reported under the new guidance			55,129
Net income
	As previous reported			151,780
	As reported under the new guidance			153,274

The following table presents the balances of Huntington's affordable housing tax credit investments and related unfunded commitments at March 31, 2014 and December 31, 2013.

		March 31,		December 31,
(dollar amounts in thousands)		2014		2013
Affordable housing tax credit investments	$	487,119	$	484,799
Less: amortization		(177,157)		(167,573)
Net affordable housing tax credit investments	$	309,962	$	317,226
Unfunded commitments	$	120,675	$	134,604

The following table presents other information relating to Huntington's affordable housing tax credit investments for the three-month periods ended March 31, 2014 and 2013.

			Three Months Ended
			March 31,
(dollar amounts in thousands)			2014		2013
Tax credits and other tax benefits recognized		$	14,316	$	13,788
Proportional amortization method
	Tax credit amortization expense included in provision for income taxes		9,360		8,197
Equity method
	Tax credit investment losses included in non-interest income		223		294

Huntington did not recognize anyimpairment losses on tax credit investments during the three-month period ended March 31, 2014. Huntington did recognize immaterial impairment losses for the three-months ended March 31, 2013. The impairment losses recognized related to the fair value of the tax credit investments that were less than carrying value.

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Other Long-term Debt (Details) (USD $) In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Debt Instrument [Line Items]
Debt Instrument, Carrying Amount	$ 317,052
Other Long-term Debt	$ 1,842,684	$ 1,349,119

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Business Combinations (Detail Textuals) (USD $)	Mar. 31, 2014	Mar. 02, 2014
Business Combinations [Abstract]
Combination Recognized Identifiable Assets Acquired And Liabilities Assumed Loans		$ 559,400,000
Business Acquisition Equity Value	$ 91,664,000

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Consolidated Statements of Changes in Shareholders' Equity (Parenthetical) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
Cash dividends declared:
Common stock, Cash dividend per share	$ 0.05	$ 0.04
Series A Preferred Stock [Member]
Cash dividends declared:
Preferred stock dividend per share	$ 21.25	$ 21.25
Series B Preferred Stock Variable [Member]
Cash dividends declared:
Preferred stock dividend per share	$ 7.35	$ 7.51

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Consolidated Balance Sheets (Parenthetical) (USD $) In Thousands, except Share data, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Assets
Loans held for sale, fair value	$ 280,108	$ 278,928
Loans and leases, fair value	$ 37,268	$ 52,286
Shareholders' equity
Preferred stock, authorized shares	6,617,808	6,617,808
Common stock, par value	$ 0.01	$ 0.01
Series A Preferred Stock
Shareholders' equity
Preferred Stock, par value	$ 0.01	$ 0.01
Preferred Stock, liquidation value per share	$ 1,000	$ 1,000
Series B Preferred Stock Variable
Shareholders' equity
Preferred Stock, par value	$ 0.01	$ 0.01
Preferred Stock, liquidation value per share	$ 1,000	$ 1,000

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Other Comprehensive Income

3 Months Ended

Mar. 31, 2014

Other Comprehensive Income [Abstract]

OTHER COMPREHENSIVE INCOME

9. OTHER COMPREHENSIVE INCOME

The components of other comprehensive income forthethree-monthperiods ended March 31, 2014 and 2013, were as follows:

		Three Months Ended
		March 31, 2014
		Tax (Expense)
(dollar amounts in thousands)		Pretax		Benefit		After-tax
Noncredit-related impairment recoveries (losses) on debt securities not expected to be sold	$	7,408	$	(2,619)	$	4,789
Unrealized holding gains (losses) on available-for-sale debt securities arising during the period		26,245		(9,332)		16,913
Less: Reclassification adjustment for net losses (gains) included in net income		(15,375)		5,381		(9,994)
Net change in unrealized holding gains (losses) on available-for-sale debt securities		18,278		(6,570)		11,708
Net change in unrealized holding gains (losses) on available-for-sale equity securities		53		(19)		34
Unrealized gains (losses) on derivatives used in cash flow hedging relationships arising during the period		2,805		(982)		1,823
Less: Reclassification adjustment for net (gains) losses included in net income		(2,892)		1,012		(1,880)
Net change in unrealized gains (losses) on derivatives used in cash flow hedging relationships		(87)		30		(57)
Unrealized gains (losses) for pension and other post-retirement obligations		888		(311)		577
Total other comprehensive income (loss)	$	19,132	$	(6,870)	$	12,262
		Three Months Ended
		March 31, 2013
		Tax (Expense)
(dollar amounts in thousands)		Pretax		Benefit		After-tax
Noncredit-related impairment recoveries (losses) on debt securities not expected to be sold	$	5,894		(2,063)		3,831
Unrealized holding gains (losses) on available-for-sale debt securities arising during the period		(8,847)		3,062		(5,785)
Less: Reclassification adjustment for net losses (gains) included in net income		454		(159)		295
Net change in unrealized holding gains (losses) on available-for-sale debt securities		(2,499)		840		(1,659)
Net change in unrealized holding gains (losses) on available-for-sale equity securities		220		(77)		143
Unrealized gains (losses) on derivatives used in cash flow hedging relationships arising during the period		(15,929)		5,575		(10,354)
Less: Reclassification adjustment for net (gains) losses included in net income		(4,026)		1,410		(2,616)
Net change in unrealized gains (losses) on derivatives used in cash flow hedging relationships		(19,955)		6,985		(12,970)
Amortization of net actuarial loss and prior service cost included in net income		8,227		(2,879)		5,348
Total other comprehensive income	$	(14,007)	$	4,869	$	(9,138)

The following table presents activity in accumulated other comprehensive income (loss), net of tax, for the three-month periods ended March 31, 2014 and 2013:

(dollar amounts in thousands)			Unrealized gains and (losses) on debt securities (1)		Unrealized gains and (losses) on equity securities		Unrealized gains and (losses) on cash flow hedging derivatives		Unrealized gains (losses) for pension and other post-retirement obligations		Total
Balance, December 31, 2012		$	38,304	$	194	$	47,084	$	(236,399)	$	(150,817)
	Other comprehensive income before reclassifications		(1,954)		143		(10,354)		---		(12,165)
	Amounts reclassified from accumulated OCI		295		---		(2,616)		5,348		3,027
Period change			(1,659)		143		(12,970)		5,348		(9,138)
Balance, March 31, 2013		$	36,645	$	337	$	34,114	$	(231,051)	$	(159,955)
Balance, December 31, 2013		$	(39,234)	$	292	$	(18,844)	$	(156,223)	$	(214,009)
	Other comprehensive income before reclassifications		21,702		34		1,823		---		23,559
	Amounts reclassified from accumulated OCI to earnings		(9,994)		---		(1,880)		577		(11,297)
Period change			11,708		34		(57)		577		12,262
Balance, March 31, 2014		$	(27,526)	$	326	$	(18,901)	$	(155,646)	$	(201,747)
(1) Amounts at March 31, 2014 and December 31, 2013 include $0.3 and $0.2 million, respectively, of net unrealized losses on securities transferred from the available-for-sale securities portfolio to the held-to-maturity securities portfolio. The net unrealized gains will be recognized in earnings over the remaining life of the security using the effective interest method.

The following table presents the reclassification adjustments out of accumulated OCIincluded in net income and the impacted line items as listed on theUnauditedCondensed Consolidated Statements of Incomefor the three-month periods ended March 31, 2014 and 2013:

Reclassifications out of accumulated OCI
			Amounts			Location of net gain (loss)
			reclassified from			reclassified from accumulated
Accumulated OCI components		accumulated OCI				OCI into earnings
			Three		Three
		Months Ended		Months Ended
(dollar amounts in thousands)		March 31, 2014		March 31, 2013
Gains (losses) on debt securities:
	Amortization of unrealized gains (losses)	$	175	$	55	Interest income - held-to-maturity securities - taxable
	Realized gain (loss) on sale of securities		15,200		187	Noninterest income - net gains (losses) on sale of securities
	OTTI recorded		---		(696)	Noninterest income - net gains (losses) on sale of securities
			15,375		(454)	Total before tax
			(5,381)		159	Tax (expense) benefit
		$	9,994	$	(295)	Net of tax
Gains (losses) on cash flow hedging relationships:
	Interest rate contracts	$	2,892	$	3,916	Interest income - loans and leases
	Interest rate contracts		---		110	Noninterest income - other income
			2,892		4,026	Total before tax
			(1,012)		(1,410)	Tax (expense) benefit
		$	1,880	$	2,616	Net of tax
Amortization of defined benefit pension and post-retirement items:
	Actuarial gains (losses)	$	(888)	$	(9,954)	Noninterest expense - personnel costs
	Prior service costs		---		1,727	Noninterest expense - personnel costs
	Curtailment		---		---	Noninterest expense - personnel costs
			(888)		(8,227)	Total before tax
			311		2,879	Tax (expense) benefit
		$	(577)	$	(5,348)	Net of tax

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Commitments and Contingent Liabilities (Details) (USD $) In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Commercial [Member]
Contract amounts of various commitments to extend credit
Contract amount represents credit risk	$ 10,421,846	$ 10,198,327
Consumer [Member]
Contract amounts of various commitments to extend credit
Contract amount represents credit risk	6,832,944	6,544,606
Commercial Real Estate [Member]
Contract amounts of various commitments to extend credit
Contract amount represents credit risk	794,895	765,982
Standby Letters of Credit [Member]
Contract amounts of various commitments to extend credit
Contract amount represents credit risk	$ 470,279	$ 439,834

XML

Derivative Financial Instruments (Asset and liability management) (Details Add Info) (USD $) In Thousands, unless otherwise specified	Mar. 31, 2014 Y
Additional information about the interest rate swaps used in companies Asset and Liability Management
Notional Amount Of Interest Rate Derivatives	$ 11,659,300
Average Maturity (years)	3.0
Fair Value	24,387
Weighted-Average Rate Receive	1.02%
Weighted-Average Rate Pay	0.24%
Asset conversion swaps - Receive Fixed - Generic [Member]
Additional information about the interest rate swaps used in companies Asset and Liability Management
Notional Amount Of Interest Rate Derivatives	9,315,000
Average Maturity (years)	2.7
Fair Value	(28,484)
Weighted-Average Rate Receive	0.80%
Weighted-Average Rate Pay	0.24%
Asset Conversion Swaps Pay Fixed Generic [Member]
Additional information about the interest rate swaps used in companies Asset and Liability Management
Notional Amount Of Interest Rate Derivatives	0
Average Maturity (years)	0.0
Fair Value	0
Weighted-Average Rate Receive	0.00%
Weighted-Average Rate Pay	0.00%
Liability conversion swaps - Receive Fixed - Generic [Member]
Additional information about the interest rate swaps used in companies Asset and Liability Management
Notional Amount Of Interest Rate Derivatives	2,344,300
Average Maturity (years)	4.0
Fair Value	52,871
Weighted-Average Rate Receive	1.88%
Weighted-Average Rate Pay	0.26%
Liability Conversion Swaps - Receive Fixed - Callable
Additional information about the interest rate swaps used in companies Asset and Liability Management
Notional Amount Of Interest Rate Derivatives	0
Average Maturity (years)	0.0
Fair Value	$ 0
Weighted-Average Rate Receive	0.00%
Weighted-Average Rate Pay	0.00%

XML

Fair Values of Assets and Liabilities (Significant unobservable Level 3 inputs) (Details 6) (USD $) In Thousands, unless otherwise specified	3 Months Ended	12 Months Ended
	Mar. 31, 2014	Dec. 31, 2013
Assets measured at fair value on a recurring basis
Available-for-sale and other securities	$ 7,754,790	$ 7,308,753
MSRs [Member] | Maximum [Member] | Cost Approach Valuation Technique [Member] | Level 3 [Member]
Quantitative information about level 3 fair value measurements
Constant prepayment rate (CPR)	36.00%	32.00%
Spread over forward interest rate swap rates	4,244.000	4,216.000
MSRs [Member] | Minimum [Member] | Cost Approach Valuation Technique [Member] | Level 3 [Member]
Quantitative information about level 3 fair value measurements
Constant prepayment rate (CPR)	7.00%	7.00%
Spread over forward interest rate swap rates	(129.000)	(158.000)
MSRs [Member] | Weighted Average [Member] | Cost Approach Valuation Technique [Member] | Level 3 [Member]
Quantitative information about level 3 fair value measurements
Constant prepayment rate (CPR)	13.00%	12.00%
Spread over forward interest rate swap rates	1,081.000	1,069.000
Derivative Instruments [Member] | Maximum [Member] | Market Approach Valuation Technique [Member] | Level 3 [Member]
Quantitative information about level 3 fair value measurements
Net market price	16.10%	13.50%
Estimated pull thru %	89.00%	89.00%
Derivative Instruments [Member] | Minimum [Member] | Market Approach Valuation Technique [Member] | Level 3 [Member]
Quantitative information about level 3 fair value measurements
Net market price	(4.80%)	(5.30%)
Estimated pull thru %	50.00%	50.00%
Derivative Instruments [Member] | Weighted Average [Member] | Market Approach Valuation Technique [Member] | Level 3 [Member]
Quantitative information about level 3 fair value measurements
Net market price	1.50%	1.30%
Estimated pull thru %	77.00%	89.00%
Municipal securities [Member] | Maximum [Member] | Cost Approach Valuation Technique [Member] | Level 3 [Member]
Quantitative information about level 3 fair value measurements
Discount rate	4.10%	4.50%
Municipal securities [Member] | Minimum [Member] | Cost Approach Valuation Technique [Member] | Level 3 [Member]
Quantitative information about level 3 fair value measurements
Discount rate	1.40%	1.60%
Municipal securities [Member] | Weighted Average [Member] | Cost Approach Valuation Technique [Member] | Level 3 [Member]
Quantitative information about level 3 fair value measurements
Discount rate	2.40%	2.40%
Private label CMO [Member] | Maximum [Member] | Cost Approach Valuation Technique [Member] | Level 3 [Member]
Quantitative information about level 3 fair value measurements
Constant prepayment rate (CPR)	31.60%	31.60%
Probability of default	4.00%	4.00%
Loss severity	64.00%	64.00%
Discount rate	7.80%	8.30%
Private label CMO [Member] | Minimum [Member] | Cost Approach Valuation Technique [Member] | Level 3 [Member]
Quantitative information about level 3 fair value measurements
Constant prepayment rate (CPR)	12.70%	12.00%
Probability of default	0.10%	0.10%
Loss severity	8.00%	8.00%
Discount rate	2.70%	2.90%
Private label CMO [Member] | Weighted Average [Member] | Cost Approach Valuation Technique [Member] | Level 3 [Member]
Quantitative information about level 3 fair value measurements
Constant prepayment rate (CPR)	19.00%	18.00%
Probability of default	0.70%	0.70%
Loss severity	33.50%	38.20%
Discount rate	6.00%	6.30%
Asset-backed Securities [Member] | Maximum [Member] | Cost Approach Valuation Technique [Member] | Level 3 [Member]
Quantitative information about level 3 fair value measurements
Constant prepayment rate (CPR)	5.70%	5.70%
Loss severity	69.00%	69.00%
Discount rate	13.70%	15.50%
Cumulative prepayment rate	100.00%	100.00%
Constant defualt rate	4.00%	4.00%
Cumulative default	100.00%	100.00%
Loss given default	100.00%	100.00%
Cure given deferral	75.00%	75.00%
Asset-backed Securities [Member] | Minimum [Member] | Cost Approach Valuation Technique [Member] | Level 3 [Member]
Quantitative information about level 3 fair value measurements
Constant prepayment rate (CPR)	5.70%	5.70%
Loss severity	49.00%	49.00%
Discount rate	3.50%	3.70%
Cumulative prepayment rate	0.00%	0.00%
Constant defualt rate	1.40%	1.40%
Cumulative default	2.40%	0.50%
Loss given default	20.00%	20.00%
Cure given deferral	0.00%	0.00%
Asset-backed Securities [Member] | Weighted Average [Member] | Cost Approach Valuation Technique [Member] | Level 3 [Member]
Quantitative information about level 3 fair value measurements
Constant prepayment rate (CPR)	5.70%	5.70%
Loss severity	63.40%	63.50%
Discount rate	7.40%	8.10%
Cumulative prepayment rate	16.10%	16.60%
Constant defualt rate	2.80%	2.80%
Cumulative default	17.50%	18.20%
Loss given default	93.90%	93.70%
Cure given deferral	30.00%	35.80%
Automobile Loan [Member] | Maximum [Member] | Cost Approach Valuation Technique [Member] | Level 3 [Member]
Quantitative information about level 3 fair value measurements
Constant prepayment rate (CPR)	77.80%	79.20%
Discount rate	5.00%	5.00%
Automobile Loan [Member] | Minimum [Member] | Cost Approach Valuation Technique [Member] | Level 3 [Member]
Quantitative information about level 3 fair value measurements
Constant prepayment rate (CPR)	77.80%	79.20%
Discount rate	0.30%	0.30%
Automobile Loan [Member] | Weighted Average [Member] | Cost Approach Valuation Technique [Member] | Level 3 [Member]
Quantitative information about level 3 fair value measurements
Constant prepayment rate (CPR)	77.80%	79.20%
Discount rate	1.60%	1.50%

XML

Document and Entity Information	3 Months Ended
	Mar. 31, 2014
Document and Entity Information [Abstract]
Entity Registrant Name	HUNTINGTON BANCSHARES INC/MD
Entity Central Index Key	0000049196
Document Type	10-Q
Document Period End Date	Mar. 31, 2014
Amendment Flag	false
Document Fiscal Year Focus	2014
Document Fiscal Period Focus	Q1
Current Fiscal Year End Date	--12-31
Entity Well-known Seasoned Issuer	Yes
Entity Voluntary Filers	No
Entity Current Reporting Status	Yes
Entity Filer Category	Large Accelerated Filer
Entity Common Stock, Shares Outstanding	830,517,677

XML

Shareholders' Equity

3 Months Ended

Mar. 31, 2014

Shareholders' Equity [Abstract]

SHAREHOLDERS' EQUITY

10. SHAREHOLDERS' EQUITY

Share Repurchase Program

On March 26, 2014, Huntington announced that the Federal Reserve did not object to Huntington's proposed capital actions included in Huntington's capital plan submitted to the Federal Reserve in January 2014. These actions included a potential repurchase of up to $250 million of common stock through the first quarter of 2015. The new repurchase authorization represents a $23 million, or 10%, increase from the recently completed common stock repurchase authorization. Purchases of common stock may include open market purchases, privately negotiated transactions, and accelerated repurchase programs. Huntington's board of directors authorized a share repurchase program consistent with Huntington's capital plan.

During the three-month periods ended March 31, 2014,and 2013Huntington repurchaseda total of14.6and 4.7 million shares of common stock, at a weighted average share price of $9.32 and $7.07, respectively.

Other Share Activity

On March 1, 2014, Huntington issued approximately 8.7 million shares pursuant to the acquisition of Camco Financial.

During the three-month period ended March 31, 2014, Huntington sold approximately 0.3 million shares to the HIP, due to the blackout period associated with the CamcoFinancial acquisition.

XML

Income Taxes (Details) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
Deferred Tax Provision Benefit [Line Items]
Total deferred tax provision (benefit)	$ (17,054,000)	$ 48,565,000
Provision for income taxes	52,097,000	55,129,000
Gross Unrecognized Tax Benefits Reconcilement [Line Items]
Unrecognized Tax Benefits, Ending Balance	0
Provision (benefit) for income taxes reconcilement
Provision for income taxes	52,097,000	55,129,000
Income Taxes Textuals [Abstract]
Total interest accrued on the unrecognized tax benefits	$ 0

XML

Fair Values of Assets and Liabilities (Non-recurring/fair values of financial instruments) (Details 5) (USD $) In Thousands, unless otherwise specified																	3 Months Ended
	Mar. 31, 2014		Dec. 31, 2013		Mar. 31, 2014 Carrying Amount [Member]	Dec. 31, 2013 Carrying Amount [Member]	Mar. 31, 2014 Fair Value [Member]	Dec. 31, 2013 Fair Value [Member]	Mar. 31, 2014 Level 1 [Member] Fair Value [Member]	Dec. 31, 2013 Level 1 [Member] Fair Value [Member]	Mar. 31, 2014 Level 2 [Member] Fair Value [Member]	Dec. 31, 2013 Level 2 [Member] Fair Value [Member]	Mar. 31, 2014 Level 3 [Member] Fair Value [Member]	Dec. 31, 2013 Level 3 [Member] Fair Value [Member]	Mar. 31, 2014 Total Estimated Fair Value [Member] Fair Value [Member]	Dec. 31, 2013 Total Estimated Fair Value [Member] Fair Value [Member]	Mar. 31, 2014 Nonrecurring Basis [Member]	Mar. 31, 2014 Nonrecurring Basis [Member] Level 1 [Member]	Mar. 31, 2014 Nonrecurring Basis [Member] Level 2 [Member]	Mar. 31, 2014 Nonrecurring Basis [Member] Level 3 [Member]
Assets measured at fair value on a nonrecurring basis
Fair value, Impaired loans																	$ 13,615	$ 0	$ 0	$ 13,615
Gain/(Losses), Impaired loans																	5,223
Fair value, Accrued income and other assets																	35,691	0	0	35,691
Gain/(Losses), Accrued income and other assets																	353
Financial Assets:
Cash and short-term assets					1,044,495	1,058,175	1,044,495	1,058,175
Trading account securities	40,439		35,573		40,439	35,573	40,439	35,573
Loans held for sale	295,312	[1]	326,212	[1]	295,312	326,212	295,312	326,212	0	0	0	0	0	0	0	0
Available-for-sale and other securities	7,754,790		7,308,753		7,754,790	7,308,753	7,754,790	7,308,753
Held-to-maturity securities, Total	3,734,723		3,836,667		3,734,723	3,836,667	3,701,496	3,760,898	0	0	3,701,496	3,760,898	0	0	3,701,496	3,760,898
Net loans and direct financing leases	43,721,990		42,472,630		43,721,990	42,472,630	42,083,186	40,976,014	0	0	0	0	42,083,186	40,976,014	42,083,186	40,976,014
Derivatives					13,180	200,029	13,180	200,029
Financial Liabilities:
Deposits	49,348,753		47,506,718		49,348,753	47,506,718	49,896,607	48,132,550	0	0	44,371,020	42,279,542	5,525,587	5,853,008	49,896,607	48,132,550
Short-term borrowings	1,398,393		552,143		1,398,393	552,143	1,389,037	543,552	0	0	0	0	1,389,037	543,552	1,389,037	543,552
Federal Home Loan Bank advances	333,233		1,808,293		333,233	1,808,293	333,484	1,808,558	0	0	0	0	333,484	1,808,558	333,484	1,808,558
Other long term debt	1,842,684		1,349,119		1,842,684	1,349,119	1,853,063	1,342,890	0	0	0	0	1,853,063	1,342,890	1,853,063	1,342,890
Subordinated notes	980,735		1,100,860		980,735	1,100,860	1,060,557	1,073,116	0	0	0	0	1,060,557	1,073,116	1,060,557	1,073,116
Derivatives					$ 478	$ 129,274	$ 478	$ 129,274

[1] Amounts represent loans for which Huntington has elected the fair value option.

XML

Consolidated Statements of Income (USD $) In Thousands, except Per Share data, unless otherwise specified	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
Loans and leases
Loans and Leases, total	$ 402,522	$ 406,879
Available-for-sale and other securities
Taxable	38,456	40,185
Tax-exempt	5,471	2,615
Held-to-maturity securities - taxable	23,320	9,838
Other	2,686	5,802
Total interest income	472,455	465,319
Interest expense
Deposits	23,938	32,035
Short-term borrowings	150	234
Federal Home Loan Bank advances	453	301
Subordinated notes and other long-term debt	10,408	8,579
Total interest expense	34,949	41,149
Net interest income	437,506	424,170
Provision for credit losses	24,630	29,592
Net interest income after provision for credit losses	412,876	394,578
Service charges on deposit accounts	64,582	60,883
Mortgage banking income	23,089	45,248
Trust services income	29,565	31,160
Electronic banking income	23,642	20,713
Brokerage income	17,071	17,995
Insurance income	16,496	19,252
Gain (Loss) on sale of loans	3,570	2,616
Bank owned life insurance income	13,307	13,442
Capital markets income	9,194	7,834
Net gains on sales of securities	16,970	187
Impairment losses recognized in earnings on available-for-sale securities	0	(696)
Other income	30,999	37,984
Total noninterest income	248,485	256,618
Personnel costs	249,477	258,895
Outside data processing and other services	51,490	49,265
Net occupancy	33,433	30,114
Equipment	28,750	24,880
Deposit and other insurance expense	13,718	15,490
Professional services	12,231	7,192
Marketing	10,686	10,971
Amortization of intangibles	9,291	10,320
Gains on early extinguishment of debt	0	0
Other expense	51,045	35,666
Total noninterest expense	460,121	442,793
Income before income taxes	201,240	208,403
Provision for income taxes	52,097	55,129
Net income	149,143	153,274
Dividends on preferred shares	7,964	7,970
Net income applicable to common shares	141,179	145,304
Average common shares - basic	829,659	841,103
Average common shares - diluted	842,677	848,708
Per common share:
Net income - basic	$ 0.17	$ 0.17
Net income - diluted	$ 0.17	$ 0.17
Cash dividends declared, prior period	$ 0.05	$ 0.04
Impairment losses on available-for-sale securities:
Total OTTI losses	0	696
Noncredit-related portion of loss recognized in other comprehensive income	$ 0	$ 0

XML

Available for-Sale and Other Securities

3 Months Ended

Mar. 31, 2014

Securities [Abstract]

AVAILABLE-FOR-SALE AND OTHER SECURITIES

4. AVAILABLE-FOR-SALE AND OTHER Securities

Listed below are the contractual maturities (under 1 year, 1-5 years, 6-10 years, and over 10 years) of available-for-sale and other securities at March 31, 2014 andDecember 31, 2013:

				March 31, 2014			December 31, 2013
				Amortized				Amortized
(dollar amounts in thousands)				Cost		Fair Value		Cost		Fair Value
	U.S. Treasury:
		Under 1 year	$	50,278	$	50,471	$	50,793	$	51,086
		1-5 years		506		516		507		516
		6-10 years		---		---		---		---
		Over 10 years		1		2		1		2
	Total U.S. Treasury			50,785		50,989		51,301		51,604
	Federal agencies: mortgage-backed securities:
		Under 1 year		14,961		15,018		16,548		16,607
		1-5 years		262,104		264,306		164,794		166,946
		6-10 years		333,078		337,954		440,116		443,456
		Over 10 years		3,948,814		3,948,601		2,940,986		2,939,212
	Total Federal agencies: mortgage-backed securities			4,558,957		4,565,879		3,562,444		3,566,221
	Other agencies:
		Under 1 year		2,633		2,682		2,833		2,880
		1-5 years		41,070		42,044		291,726		297,510
		6-10 years		27,513		27,626		19,318		19,498
		Over 10 years		62,101		62,248		---		---
	Total other agencies			133,317		134,600		313,877		319,888
Total U.S. Government backed agencies				4,743,059		4,751,468		3,927,622		3,937,713
Municipal securities:
	Under 1 year			224,398		222,746		191,788		190,762
	1-5 years			182,603		186,351		206,719		211,916
	6-10 years			612,741		621,873		556,873		554,772
	Over 10 years			190,145		195,016		184,883		188,542
Total municipal securities				1,209,887		1,225,986		1,140,263		1,145,992
Private-label CMO:
	Under 1 year			---		---		---		---
	1-5 years			---		---		---		---
	6-10 years			1,837		1,924		1,997		2,089
	Over 10 years			47,568		45,603		49,241		47,015
Total private-label CMO				49,405		47,527		51,238		49,104
Asset-backed securities:
	Under 1 year			5,323		5,322		---		---
	1-5 years			345,512		347,760		434,825		438,156
	6-10 years			84,864		83,950		260,354		260,880
	Over 10 years			568,329		496,324		477,105		392,004
Total asset-backed securities				1,004,028		933,356		1,172,284		1,091,040
Covered bonds:
	Under 1 year			---		---		---		---
	1-5 years			---		---		280,595		285,874
	6-10 years			---		---		---		---
	Over 10 years			---		---		---		---
Total covered bonds				---		---		280,595		285,874
Corporate debt:
	Under 1 year			902		909		903		916
	1-5 years			266,068		277,104		283,079		292,989
	6-10 years			179,652		174,407		161,398		152,608
	Over 10 years			---		---		10,113		10,727
Total corporate debt				446,622		452,420		455,493		457,240
Other:
	Under 1 year			750		750		500		500
	1-5 years			3,150		3,070		3,399		3,327
	6-10 years			---		---		---		---
	Over 10 years			---		---		---		---
	Non-marketable equity securities			323,150		323,151		320,991		320,992
	Marketable equity securities			16,561		17,062		16,522		16,971
Total other				343,611		344,033		341,412		341,790
Total available-for-sale and other securities			$	7,796,612	$	7,754,790	$	7,368,907	$	7,308,753

Other securities at March 31, 2014 andDecember 31, 2013 include $157.0million and $ 165.6million of stock issued by the FHLB of Cincinnati, and $166.1million and$ 155.4million, respectively,of Federal Reserve Bank stock. Nonmarketable equity securities are recorded at amortized cost. Other securities also include marketable equity securities.

The following tables provide amortized cost, fair value, and gross unrealized gains and losses recognized in OCI by investment category at March 31, 2014 andDecember 31, 2013:

					Unrealized
			Amortized		Gross		Gross		Fair
(dollar amounts in thousands)			Cost		Gains		Losses		Value
March 31, 2014
U.S. Treasury		$	50,785	$	204	$	---	$	50,989
Federal agencies:
	Mortgage-backed securities		4,558,957		42,926		(36,004)		4,565,879
	Other agencies		133,317		1,389		(106)		134,600
Total U.S. Government
	backed securities		4,743,059		44,519		(36,110)		4,751,468
Municipal securities			1,209,887		25,767		(9,668)		1,225,986
Private-label CMO			49,405		1,218		(3,096)		47,527
Asset-backed securities			1,004,028		3,779		(74,451)		933,356
Covered bonds			---		---		---		---
Corporate debt			446,622		11,716		(5,918)		452,420
Other securities			343,611		551		(129)		344,033
Total available-for-sale and other securities		$	7,796,612	$	87,550	$	(129,372)	$	7,754,790
					Unrealized
			Amortized		Gross		Gross		Fair
(dollar amounts in thousands)			Cost		Gains		Losses		Value
December 31, 2013
U.S. Treasury		$	51,301	$	303	$	---	$	51,604
Federal agencies:
	Mortgage-backed securities		3,562,444		42,319		(38,542)		3,566,221
	Other agencies		313,877		6,105		(94)		319,888
Total U.S. Government
	backed securities		3,927,622		48,727		(38,636)		3,937,713
Municipal securities			1,140,263		18,825		(13,096)		1,145,992
Private-label CMO			51,238		1,188		(3,322)		49,104
Asset-backed securities			1,172,284		6,771		(88,015)		1,091,040
Covered bonds			280,595		5,279		---		285,874
Corporate debt			455,493		11,241		(9,494)		457,240
Other securities			341,412		511		(133)		341,790
Total available-for-sale and other securities		$	7,368,907	$	92,542	$	(152,696)	$	7,308,753

At March 31, 2014, the carrying value of investment securities pledged to secure public and trust deposits, trading account liabilities, U.S. Treasury demand notes, and security repurchase agreements totaled $3.7 billion. There were no securities of a single issuer, which are not governmental or government-sponsored, that exceeded 10% of shareholders' equity at March 31, 2014.

The following tables provide detail on investment securities with unrealized losses aggregated by investment category and the length of time the individual securities have been in a continuous loss position, at March 31, 2014 and December 31, 2013:

			Less than 12 Months				Over 12 Months				Total
			Fair		Unrealized		Fair		Unrealized		Fair		Unrealized
(dollar amounts in thousands )			Value		Losses		Value		Losses		Value		Losses
March 31, 2014
U.S. Treasury		$	---	$	---	$	---	$	---	$	---	$	---
Federal agencies:
	Mortgage-backed securities		1,836,191		(32,057)		52,032		(3,947)		1,888,223		(36,004)
	Other agencies		13,268		(106)		---		---		13,268		(106)
Total U.S. Government
	backed securities		1,849,459		(32,163)		52,032		(3,947)		1,901,491		(36,110)
Municipal securities			472,500		(8,802)		15,409		(866)		487,909		(9,668)
Private-label CMO			---		---		22,832		(3,096)		22,832		(3,096)
Asset-backed securities			414,910		(7,699)		109,969		(66,752)		524,879		(74,451)
Covered bonds			---		---		---		---		---		---
Corporate debt			113,744		(2,323)		71,480		(3,595)		185,224		(5,918)
Other securities			1,420		(79)		1,949		(50)		3,369		(129)
Total temporarily impaired securities		$	2,852,033	$	(51,066)	$	273,671	$	(78,306)	$	3,125,704	$	(129,372)
			Less than 12 Months				Over 12 Months				Total
			Fair		Unrealized		Fair		Unrealized		Fair		Unrealized
(dollar amounts in thousands )			Value		Losses		Value		Losses		Value		Losses
December 31, 2013
U.S. Treasury		$	---	$	---	$	---	$	---	$	---	$	---
Federal agencies:
	Mortgage-backed securities		1,628,454		(37,174)		12,682		(1,368)		1,641,136		(38,542)
	Other agencies		2,069		(94)		---		---		2,069		(94)
Total U.S. Government
	backed securities		1,630,523		(37,268)		12,682		(1,368)		1,643,205		(38,636)
Municipal securities			551,114		(12,395)		7,531		(701)		558,645		(13,096)
Private-label CMO			---		---		22,639		(3,322)		22,639		(3,322)
Asset-backed securities			391,665		(9,720)		107,419		(78,295)		499,084		(88,015)
Covered bonds			---		---		---		---		---		---
Corporate debt			146,308		(7,729)		26,155		(1,765)		172,463		(9,494)
Other securities			3,078		(72)		2,530		(61)		5,608		(133)
Total temporarily impaired securities		$	2,722,688	$	(67,184)	$	178,956	$	(85,512)	$	2,901,644	$	(152,696)

The following table is a summary of realized securities gains and losses for thethree-month and periods ended March 31, 2014and 2013:

			Three Months Ended
			March 31,
(dollar amounts in thousands)			2014		2013
	Gross gains on sales of securities	$	16,990	$	199
	Gross (losses) on sales of securities		(20)		(12)
Net gain on sales of securities		$	16,970	$	187

Collateralized Debt Obligationsand Private-Label CMO Securities

Our highest risk segments of our investment portfolio are the CDO and 2003-2006 vintage private-label CMO portfolios. Of the $47.5 million of the private-label CMO securities reported at fair value at March 31, 2014, approximately $20.5million are rated below investment grade.The CDOs are in the asset-backed securities portfolio. These segments are in run off, and we have not purchased these types of securities since 2008. The performance of the underlying securities in each of these segments reflectsthe deterioration of CDO issuers and 2003-2006 non-agency mortgages. Each of these securities in these twosegments is subjected to a rigorous review of its projected cash flows. These reviews are supported with analysis from independent third parties.

The fair values of the private label CMO and CDO assets have been impacted by various market conditions. The unrealized losses were primarily the result of wider liquidity spreads on asset-backed securities and increased market volatility on non-agency mortgage and asset-backed securities that are collateralized by certain mortgage loans. In addition, the expected average lives of the asset-backed securities backed by trust-preferred securities have been extended, due to changes in the expectations of when the underlying securities would be repaid. The contractual terms and / or cash flows of the investments do not permit the issuer to settle the securities at a price less than the amortized cost. Huntington does not intend to sell, nor does it believe it will be required to sell these securities until the fair value is recovered, which may be maturity and; therefore, does not consider them to be other-than-temporarily impaired at March 31, 2014.

The following table summarizes the relevant characteristics of our CDO securities portfolio, which are included in asset-backed securities, at March 31, 2014. Each security is part of a pool of issuers and supports a more senior tranche of securities except for the I-Pre TSL II, and MM Comm III securities which are the most senior class.

Collateralized Debt Obligation Data
March 31, 2014
(dollar amounts in thousands)												Actual
												Deferrals		Expected
												and		Defaults
											# of Issuers	Defaults		as a % of
										Lowest	Currently	as a % of		Remaining
				Amortized		Fair		Unrealized		Credit	Performing/	Original		Performing		Excess
Deal Name		Par Value		Cost		Value		Loss (2)		Rating (3)	Remaining (4)	Collateral		Collateral	Subordination (5)
Alesco II (1)		$	41,646	$	29,432	$	14,847	$	(14,585)	C	29/33	10	%	9	%	---	%
ICONS			20,000		20,000		15,876		(4,124)	BB	20/21	3		14		51
I-Pre TSL II			12,321		12,291		11,626		(665)	A	20/22	5		10		85
MM Comm III			5,669		5,417		4,416		(1,001)	BB	5/9	5		9		31
Pre TSL IX (1)			5,000		3,955		2,318		(1,637)	C	30/42	19		10		5
Pre TSL XI (1)			25,000		20,982		10,685		(10,297)	C	43/60	25		12		2
Pre TSL XIII (1)			27,813		20,916		12,622		(8,294)	C	44/61	26		20		4
Reg Diversified (1)			25,500		6,908		913		(5,995)	D	23/41	38		10		---
Soloso (1)			12,500		2,440		257		(2,183)	C	38/61	28		20		---
Tropic III			31,000		31,000		13,563		(17,437)	CCC+	26/40	24		11		37
Total at March 31, 2014		$	206,449	$	153,341	$	87,123	$	(66,218)
Total at December 31, 2013		$	214,419	$	161,730	$	84,136	$	(77,594)
(1)	Security was determined to have OTTI. As such, the book value is net of recorded credit impairment.
(2)	The majority of securities have been in a continuous loss position for 12 months or longer.
(3)	For purposes of comparability, the lowest credit rating expressed is equivalent to Fitch ratings even where the lowest rating is based on another nationally recognized credit rating agency.
(4)	Includes both banks and/or insurance companies.
(5)	Excess subordination percentage represents the additional defaults in excess of both current and projected defaults that the CDO can absorb before the bond experiences credit impairment. Excess subordinated percentage is calculated by (a) determining what percentage of defaults a deal can experience before the bond has credit impairment, and (b) subtracting from this default breakage percentage both total current and expected future default percentages.

Security Impairment

Huntington evaluated OTTI on the debt security types listed below.

Alt-A mortgage-backed and private-label CMO securities are collateralized by first-lien residential mortgage loans. The securities are valued by a third party pricing specialist using a discounted cash flow approach and proprietary pricing model. The model uses inputs such as estimated prepayment speeds, losses, recoveries, default rates that are implied by the underlying performance of collateral in the structure or similar structures, discount rates that are implied by market prices for similar securities, collateral structure types, and house price depreciation / appreciation rates that are based upon macroeconomic forecasts.

Collateralized Debt Obligations are backed by a pool of debt securities issued by financial institutions. The collateral generally consists of trust-preferred securities and subordinated debt securities issued by banks, bank holding companies, and insurance companies. A full cash flow analysis is used to estimate fair values and assess impairment for each security within this portfolio. A third party pricing specialist with direct industry experience in pooled-trust-preferred security evaluations is engaged to provide assistance estimating the fair value and expected cash flows on this portfolio. The full cash flow analysis is completed by evaluating the relevant credit and structural aspects of each pooled-trust-preferred security in the portfolio, including collateral performance projections for each piece of collateral in the security and terms of the security's structure. The credit review includes an analysis of profitability, credit quality, operating efficiency, leverage, and liquidity using available financial and regulatory information for each underlying collateral issuer. The analysis also includes a review of historical industry default data, current/near term operating conditions, and the impact of macroeconomic and regulatory changes.  Using the results of our analysis, we estimate appropriate default and recovery probabilities for each piece of collateral then estimate the expected cash flows for each security. The cumulative probability of default ranges from a low of 2.4% to 100%. 

Many collateral issuers have the option of deferring interest payments on their debt for up to five years.  For issuers who are deferring interest, assumptions are made regarding the issuers ability to resume interest payments and make the required principal payment at maturity; the cumulative probability of default for these issuers currently ranges from 31% to 100%, and a 10% recovery assumption.  The fair value of each security is obtained by discounting the expected cash flows at a market discount rate, ranging from LIBOR plus 3.3% to LIBOR plus 13.5% as of March 31, 2014.  The market discount rate is determined by reference to yields observed in the market for similarly rated collateralized debt obligations, specifically high-yield collateralized loan obligations.  The relatively high market discount rate is reflective of the uncertainty of the cash flows and illiquid nature of these securities.  The large differential between the fair value and amortized cost of some of the securities reflects the high market discount rate and the expectation that the majority of the cash flows will not be received until near the final maturity of the security (the final maturities range from 2032 to 2035).

On December 10, 2013, the Federal Reserve, the OCC, the FDIC, the CFTC and the SEC issued final rules to implement the Volcker Rule contained in section 619 of the Dodd-Frank Act, generally to become effective on July 21, 2015. The Volcker Rule prohibits an insured depository institution and its affiliates (referred to as “banking entities”) from: (i) engaging in “proprietary trading” and (ii) investing in or sponsoring certain types of funds (“covered funds”) subject to certain limited exceptions. These prohibitions impact the ability of U.S. banking entities to provide investment management products and services that are competitive with nonbanking firms generally and with non-U.S. banking organizations in overseas markets. The rule also effectively prohibits short-term trading strategies by any U.S. banking entity if those strategies involve instruments other than those specifically permitted for trading.

On January 14, 2014, the five federal agencies approved an interim final rule to permit banking entities to retain interests in certain collateralized debt obligations backed primarily by trust preferred securities from the investment prohibitions of section 619 of the Volcker Rule.  Under the interim final rule, the agencies permit the retention of an interest in or sponsorship of covered funds by banking entities if certain qualifications are met.  In addition, the agencies released a non-exclusive list of issuers that meet the requirements of the interim final rule.  At March 31, 2014, we had investments in ten different pools of trust preferred securities.  Eight of our pools are included in the list of non-exclusive issuers.  We have analyzed the ICONS and I-Pre TSL II pools that were not included on the list and believe that it is more likely than not that we would not be required to sell and will be able to hold these securities to recovery under the final Volcker Rule regulations.

For the three-monthperiods ended March 31, 2014 and 2013, the following table summarizes by security type the total OTTI losses recognized in the Unaudited Condensed Consolidated Statements of Income for securities evaluated for impairment as described above.

			Three Months Ended
			March 31,
(dollar amounts in thousands)			2014		2013
Available-for-sale and other securities:
	Alt-A Mortgage-backed	$	---	$	---
	Pooled-trust-preferred		---		(360)
	Private label CMO		---		(336)
	Total debt securities		---		(696)
	Equity securities		---		---
Total available-for-sale and other securities		$	---	$	(696)

The following table rolls forward the OTTI recognized in earnings on debt securities held by Huntington for thethree-monthperiods ended March 31, 2014 and 2013as follows:

		Three Months Ended
		March 31,
(dollar amounts in thousands)			2014		2013
Balance, beginning of period		$	30,869	$	49,433
	Reductions from sales/maturities		---		---
	Credit losses not previously recognized		---		---
	Additional credit losses		---		696
Balance, end of period		$	30,869	$	50,129

As of March 31, 2014, Management has evaluated all other investment securities with unrealized losses and all non-marketable securities for impairment and concluded no additional OTTIis required.

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Loans and Leases and Allowance for Credit Losses

3 Months Ended

Mar. 31, 2014

Loans / Leases and Allowance for Credit Losses [Abstract]

Loans / Leases AND ALLOWANCE FOR CREDIT LOSSES

3. Loans / Leases AND ALLOWANCE FOR CREDIT LOSSES

Loans and leases for which Huntington has the intent and ability to hold for the foreseeable future, or until maturity or payoff, are classified in the Unaudited Condensed Consolidated Balance Sheets as loans and leases. Except for loans which are accounted forat fair value, loans and leases are carried at the principal amount outstanding, net of unamortized deferred loan origination fees and costs and net of unearned income. At March 31, 2014, and December 31, 2013, the aggregate amount of these net unamortized deferred loan origination fees and costs and net unearned income was $182.7 million and $192.9 million, respectively.

Loan and Lease Portfolio Composition

The following table provides a detailed listing of Huntington's loan and lease portfolio at March 31, 2014 and December 31, 2013:

				March 31,		December 31,
(dollar amounts in thousands)				2014		2013
Loans and leases:
		Commercial and industrial	$	18,045,856	$	17,594,276
		Commercial real estate		5,031,778		4,850,094
		Automobile		6,998,792		6,638,713
		Home equity		8,373,382		8,336,318
		Residential mortgage		5,542,166		5,321,088
		Other consumer		361,934		380,011
	Loans and leases			44,353,908		43,120,500
	Allowance for loan and lease losses			(631,918)		(647,870)
Net loans and leases			$	43,721,990	$	42,472,630

As shown in the table above, the primary loan and lease portfolios are: C&I, CRE, automobile, home equity, residential mortgage, and other consumer. For ACL purposes, these portfolios are further disaggregated into classes. The classes within each portfolio are as follows:

Portfolio	Class
Commercial and industrial	Owner occupied
	Purchased credit-impaired
	Other commercial and industrial
Commercial real estate	Retail properties
	Multi family
	Office
	Industrial and warehouse
	Purchased credit-impaired
	Other commercial real estate
Automobile	NA (1)
Home equity	Secured by first-lien
	Secured by junior-lien
Residential mortgage	Residential mortgage
	Purchased credit-impaired
Other consumer	Other consumer
	Purchased credit-impaired
(1) Not applicable. The automobile loan portfolio is not further segregated into classes.

Camco Financial acquisition

On March 1, 2014, Huntington completed its acquisition of Camco Financial in a stock and cash transaction valued at $109.5 million. Loans with a fair value of $559.4 million were transferred to Huntington. These loans were recorded at fair value in accordance with applicable accounting guidance, ASC 805. The fair values for the loans were estimated using discounted cash flowanalyses using interest rates currently being offered for loans with similar terms (Level 3), and reflected an estimate of probable lossesand the credit risk associated with the loans.

Purchased Credit-Impaired Loans

Purchased loans with evidence of deterioration in credit quality since origination for which it is probable at acquisition that we will be unable to collect all contractually required payments are considered to be credit impaired. Purchased credit-impaired loans are initially recorded at fair value, which is estimated by discounting the cash flows expected to be collected at the acquisition date. Because the estimate of expected cash flows reflects an estimate of future credit losses expected to be incurred over the life of the loans, an allowance for credit losses is not recorded at the acquisition date. The excess of cash flows expected at acquisition over the estimated fair value, referred to as the accretable yield, is recognized in interest income over the remaining life of the loan, or pool of loans, on a level-yield basis. The difference between the contractually required payments at acquisition and the cash flows expected tobe collected at acquisition is referred to as the nonaccretable difference. A subsequent decrease in the estimate of cash flows expected to be received on purchased credit-impaired loans generally results in the recognition of an allowance for credit losses. Subsequent increases in cash flows result in reversal of any nonaccretable difference (or allowance for loan and lease losses to the extent any has been recorded) with a positive impact on interest income subsequently recognized. The measurement of cash flows involves assumptions and judgments for interest rates, prepayments, default rates, loss severity, and collateral values.All of these factors are inherently subjective and significant changes in the cash flow estimates over the life of the loan can result.

The following table reflects the contractually required payments receivable, cash flows expected to be collected, and fair value of the credit impaired Camco Financial loans at acquisition date:

		March 1,
(dollar amounts in thousands)		2014
Contractually required payments including interest	$	14,363
Less: nonaccretable difference		(11,234)
Cash flows expected to be collected		3,129
Less: accretable yield		(143)
Fair value of loans acquired	$	2,986

The following table presents a rollforward of the accretable yield for purchased credit impaired loans by acquisitionfor three-month periods ended March 31, 2014 and 2013:

	Three Months Ended March 31,
(dollar amounts in thousands)	2014		2013
Camco Financial
Balance, beginning of period	$	---	$	---
Impact of acquisition/purchase on March 1, 2014		143		---
Additions		---		---
Accretion		(9)		---
Reclassification from nonaccretable difference		---		---
Balance, end of period	$	134	$	---
Fidelity Bank
Balance, beginning of period	$	27,995	$	23,251
Additions		---		---
Accretion		(4,004)		(3,319)
Reclassification from nonaccretable difference		767		15,228
Balance, end of period	$	24,758	$	35,160

The allowance for loan losses recorded on the purchased credit-impaired loan portfolio at March 31, 2014 and December 31, 2013 was $1.6 million and $2.4 million, respectively. The decrease is attributed to a reduction in the C&I component of the purchased credit-impaired loan portfolio. The following table reflects the ending and unpaid balances of all contractually required payments and carrying amounts of the acquired loans by acquisition at March 31, 2014 and December 31, 2013:

	March 31, 2014				December 31, 2013
(dollar amounts in thousands)		Ending Balance		Unpaid Balance		Ending Balance		Unpaid Balance
Camco Financial
Commercial and industrial	$	709	$	1,717	$	---	$	---
Commercial real estate		2,286		11,820		---		---
Total	$	2,995	$	13,537	$	---	$	---
Fidelity Bank
Commercial and industrial	$	35,688	$	50,876	$	35,526	$	50,798
Commercial real estate		74,434		144,676		82,073		154,869
Residential mortgage		2,258		3,197		2,498		3,681
Other consumer		128		213		129		219
Total	$	112,508	$	198,962	$	120,226	$	209,567

Loan Purchases and Sales

The following table summarizes significant portfolio loan purchase and sale activity for the three-monthperiods ended March 31, 2014 and 2013

		Commercial and Industrial		Commercial Real Estate		Automobile		Home Equity		Residential Mortgage		Other Consumer		Total
(dollar amounts in thousands)
Portfolio loans and leases purchased during the:
	Three-month period ended March 31, 2014	$	40,121	$	---	$	---	$	---	$	---	$	---	$	40,121
	Three-month period ended March 31, 2013	$	21,541	$	---	$	---	$	---	$	---	$	---	$	21,541
Portfolio loans and leases sold or transferred to loans held for sale during the:
	Three-month period ended March 31, 2014	$	54,258	$	39	$	---	$	---	$	---	$	---	$	54,297
	Three-month period ended March 31, 2013	$	27,602	$	3,903	$	---	$	---	$	4,391	$	---	$	35,896

NALs and Past Due Loans

Loans are considered past due when the contractual amounts due with respect to principal and interest are not received within 30 days of the contractual due date.

Any loan in any portfolio may be placed on nonaccrual status prior to the policies described below when collection of principal or interest is in doubt.When a borrower with debt is discharged in a Chapter 7 bankruptcy and not reaffirmed by the borrower, the loan is determined to be collateral dependent and placed on nonaccrual status.

All classes within the C&I and CRE portfolios (except for purchased credit-impaired loans) are placed on nonaccrual status at90-days past due. Residential mortgage loans are placed on nonaccrual status at150-days past due,with the exception of residential mortgages guaranteed by government organizations which continue to accrue interest at the rate guaranteed by the government agency. First-lien home equity loans are placed on nonaccrual status at 150-days past due. Junior-lien home equity loans are placed on nonaccrual status at the earlier of 120-days past due or when the related first-lien loan has been identified as nonaccrual. Automobile and other consumer loans are generally charged-off when the loan is 120-days past due.

For all classes within all loan portfolios, when a loan is placed on nonaccrual status, any accrued interest income is reversed with current year accruals charged to interest income, and prior year amounts charged-off as a credit loss.

For all classes within all loan portfolios, cash receipts received on NALs are applied entirely against principal until the loan or lease has been collected in full, after which time any additional cash receipts are recognized as interest income.However, for secured non-reaffirmed debt in a Chapter 7 bankruptcy, payments are applied to principal and interest when the borrower has demonstrated a capacity to continue payment of the debt and collection of the debt is reasonably assured. For unsecured non-reaffirmed debt in a Chapter 7 bankruptcy where the carrying value has been fully charged-off, payments are recorded as loan recoveries.

Regarding all classes within the C&I and CRE portfolios, the determination of a borrower's ability to make the required principal and interest payments is based on an examination of the borrower's current financial statements, industry, management capabilities, and other qualitative measures. For all classes within the consumer loan portfolio, the determination of a borrower's ability to make the required principal and interest payments is based on multiple factors, including number of days past due and, in some instances, an evaluation of the borrower's financial condition. When, in Management's judgment, the borrower's ability to make required principal and interest payments resumes and collectability is no longer in doubt, the loan or lease is returned to accrual status. For these loans that have been returned to accrual status, cash receipts are applied according to the contractual terms of the loan.

The following table presentsNALs by loan class at March 31, 2014 and December 31, 2013:

		2014		2013
(dollar amounts in thousands)		March 31,		December 31,
Commercial and industrial:
	Owner occupied	$	35,971	$	38,321
	Other commercial and industrial		21,082		18,294
Total commercial and industrial		$	57,053	$	56,615
Commercial real estate:
	Retail properties	$	29,638	$	27,328
	Multi family		12,884		9,289
	Office		13,130		18,995
	Industrial and warehouse		4,063		6,310
	Other commercial real estate		11,629		11,495
Total commercial real estate		$	71,344	$	73,417
Automobile		$	6,218	$	6,303
Home equity:
	Secured by first-lien	$	39,267	$	36,288
	Secured by junior-lien		31,595		29,901
Total home equity		$	70,862	$	66,189
Residential mortgage:
Residential mortgage		$	121,681	$	119,532
Total residential mortgages		$	121,681	$	119,532
Other consumer
Other consumer		$	---	$	---
Total nonaccrual loans		$	327,158	$	322,056

The following table presents an aging analysis of loans and leases, including past due loans, by loan class at March 31, 2014 and December 31, 2013: (1)

March 31, 2014
														90 or more
(dollar amounts in thousands)			Past Due									Total Loans		days past due
		30-59 Days		60-89 Days		90 or more days			Total	Current		and Leases		and accruing
Commercial and industrial:
	Owner occupied	$	11,167	$	1,355	$	24,523	$	37,045	$	4,364,856	$	4,401,901	$	---
	Purchased credit-impaired		2,799		163		11,554		14,516		21,881		36,397		11,554
	Other commercial and industrial		21,666		1,487		12,266		35,419		13,572,139		13,607,558		---
Total commercial and industrial		$	35,632	$	3,005	$	48,343	$	86,980	$	17,958,876	$	18,045,856	$	11,554(2)
Commercial real estate:
	Retail properties	$	2,317	$	2,523	$	8,098	$	12,938	$	1,402,485	$	1,415,423	$	---
	Multi family		2,509		3,977		6,464		12,950		1,039,757		1,052,707		---
	Office		2,532		62		5,801		8,395		944,575		952,970		---
	Industrial and warehouse		211		225		1,012		1,448		486,567		488,015		---
	Purchased credit-impaired		1,817		2,231		36,711		40,759		35,961		76,720		36,711
	Other commercial real estate		6,247		331		6,584		13,162		1,032,781		1,045,943		---
Total commercial real estate		$	15,633	$	9,349	$	64,670	$	89,652	$	4,942,126	$	5,031,778	$	36,711(2)
Automobile		$	34,281	$	5,993	$	4,347	$	44,621	$	6,954,171	$	6,998,792	$	4,252
Home equity:
	Secured by first-lien	$	16,346	$	8,098	$	32,357	$	56,801	$	4,829,556	$	4,886,357	$	7,778
	Secured by junior-lien		31,693		13,261		31,969		76,923		3,410,102		3,487,025		7,716
Total home equity		$	48,039	$	21,359	$	64,326	$	133,724	$	8,239,658	$	8,373,382	$	15,494
Residential mortgage:
	Residential mortgage	$	107,113	$	45,789	$	154,607	$	307,509	$	5,232,399	$	5,539,908	$	85,901(3)
	Purchased credit-impaired		125		---		117		242		2,016		2,258		117
Total residential mortgage		$	107,238	$	45,789	$	154,724	$	307,751	$	5,234,415	$	5,542,166	$	86,018
Other consumer:
	Other consumer	$	4,757	$	793	$	867	$	6,417	$	355,389	$	361,806	$	867
	Purchased credit-impaired		69		---		---		69		59		128		---
Total other consumer		$	4,826	$	793	$	867	$	6,486	$	355,448	$	361,934	$	867
Total loans and leases		$	245,649	$	86,288	$	337,277	$	669,214	$	43,684,694	$	44,353,908	$	154,896
December 31, 2013
														90 or more
(dollar amounts in thousands)			Past Due									Total Loans		days past due
		30-59 Days		60-89 Days		90 or more days			Total	Current		and Leases		and accruing
Commercial and industrial:
	Owner occupied	$	5,935	$	1,879	$	25,658	$	33,472	$	4,314,400	$	4,347,872	$	---
	Purchased credit-impaired		241		433		14,562		15,236		20,290		35,526		14,562
	Other commercial and industrial		10,342		3,075		11,210		24,627		13,186,251		13,210,878		---
Total commercial and industrial		$	16,518	$	5,387	$	51,430	$	73,335	$	17,520,941	$	17,594,276	$	14,562(2)
Commercial real estate:
	Retail properties	$	19,372	$	1,228	$	5,252	$	25,852	$	1,237,717	$	1,263,569	$	---
	Multi family		2,425		943		6,726		10,094		1,015,497		1,025,591		---
	Office		1,635		545		12,700		14,880		927,413		942,293		---
	Industrial and warehouse		465		3,714		4,395		8,574		464,319		472,893		---
	Purchased credit-impaired		1,311		---		39,142		40,453		41,620		82,073		39,142
	Other commercial real estate		5,922		1,134		7,192		14,248		1,049,427		1,063,675		---
Total commercial real estate		$	31,130	$	7,564	$	75,407	$	114,101	$	4,735,993	$	4,850,094	$	39,142(2)
Automobile		$	45,174	$	8,863	$	5,140	$	59,177	$	6,579,536	$	6,638,713	$	5,055
Home equity
	Secured by first-lien	$	20,551	$	8,746	$	28,472	$	57,769	$	4,784,375	$	4,842,144	$	6,338
	Secured by junior-lien		28,965		13,071		31,392		73,428		3,420,746		3,494,174		7,645
Total home equity		$	49,516	$	21,817	$	59,864	$	131,197	$	8,205,121	$	8,336,318	$	13,983
Residential mortgage
	Residential mortgage	$	101,584	$	41,784	$	158,956	$	302,324	$	5,016,266	$	5,318,590	$	90,115(4)
	Purchased credit-impaired		194		---		339		533		1,965		2,498		339
Total residential mortgage		$	101,778	$	41,784	$	159,295	$	302,857	$	5,018,231	$	5,321,088	$	90,454
Other consumer
	Other consumer	$	6,465	$	1,276	$	998	$	8,739	$	371,143	$	379,882	$	998
	Purchased credit-impaired		69		---		---		69		60		129		---
Total other consumer		$	6,534	$	1,276	$	998	$	8,808	$	371,203	$	380,011	$	998
Total loans and leases		$	250,650	$	86,691	$	352,134	$	689,475	$	42,431,025	$	43,120,500	$	164,194
(1)	NALs are included in this aging analysis based on the loan's past due status.
(2)	All amounts represent accruing purchased impaired loans related to acquisitions. Under the applicable accounting guidance (ASC 310-30), the loans were recorded at fair value upon acquisition and remain in accruing status.
(3)	Includes $56,484 thousand guaranteed by the U.S. government.
(4)	Includes $87,985 thousand guaranteed by the U.S. government.

Allowance for Credit Losses

Huntingtonmaintains two reserves, both of which reflect Management's judgment regarding the appropriate level necessary to absorb credit losses inherent in our loan and lease portfolio: the ALLL and the AULC. Combined, these reserves comprise the total ACL. The determination of the ACL requires significant estimates, including the timing and amounts of expected future cash flows on impaired loans and leases, consideration of current economic conditions, and historical loss experience pertaining to pools of homogeneous loans and leases, all of which may be susceptible to change.

The appropriateness of the ACL is based on Management's current judgments about the credit quality of the loan portfolio. These judgments consider on-going evaluations of the loan and lease portfolio, including such factors as the differing economic risks associated with each loan category, the financial condition of specific borrowers, the level of delinquent loans, the value of any collateral and, where applicable, the existence of any guarantees or other documented support. Further, Management evaluates the impact of changes in interest rates and overall economic conditions on the ability of borrowers to meet their financial obligations when quantifying our exposure to credit losses and assessing the appropriateness of our ACL at each reporting date. In addition to general economic conditions and the other factors described above, additional factors also considered include: the impact of increasing or decreasing residential real estate values; the diversification of CRE loans; the development of new or expanded Commercial business segments such as healthcare, ABL, and energy, and the overall condition of the manufacturing industry. Also, the ACL assessment includes the on-going assessment of credit quality metrics, and a comparison of certain ACL benchmarks to current performance. Management's determinations regarding the appropriateness of the ACL are reviewed and approved by the Company's board of directors.

The ALLL consists of two components: (1) the transaction reserve, which includes a loan level allocation, specific reserves related to loans considered to be impaired, and loans involved in troubled debt restructurings, and (2) the general reserve. The transaction reserve component includes both (1) an estimate of loss based on pools of commercial and consumer loans and leases with similar characteristics and (2) an estimate of loss based on an impairment review of each impaired C&I and CRE loan greater than$1.0 million. For the C&I and CRE portfolios, the estimate of loss based on pools of loans and leases with similar characteristics is made by applying a PD factor and a LGD factor to each individual loan based on a regularly updated loan grade, using a standardized loan grading system. The PD factor and an LGD factor are determined for each loan grade using statistical models based on historical performance data. The PD factor considers on-going reviews of the financial performance of the specific borrower, including cash flow, debt-service coverage ratio, earnings power, debt level, and equity position, in conjunction with an assessment of the borrower's industry and future prospects. The LGD factor considers analysis of the type of collateral and the relative LTV ratio. These reserve factors are developed based on credit migration models that track historical movements of loans between loan ratings over time and a combination of long-term average loss experience of our own portfolio and external industry data using a 24-month emergence period.

In the case of more homogeneous portfolios, such as automobile loans, home equity loans, and residential mortgage loans, the determination of the transaction reserve also incorporates PD and LGD factors. The estimate of loss is based on pools of loans and leases with similar characteristics. The PD factor considers current credit scores unless the account is delinquent, in which case a higher PD factor is used. The credit score provides a basis for understanding the borrower's past and current payment performance, and this information is used to estimate expected losses over the 12-month emergence period. The performance of first-lien loans ahead of our junior-lien loans is available to use as part of our updated score process. The LGD factor considers analysis of the type of collateral and the relative LTV ratio. Credit scores, models, analyses, and other factors used to determine both the PD and LGD factors are updated frequently to capture the recent behavioral characteristics of the subject portfolios, as well as any changes in loss mitigation or credit origination strategies, and adjustments to the reserve factors are made as required. Models utilized in the ALLL estimation process are subject to the Company's model validation policies.

The general reserve consists of the economic reserve and risk-profile reserve components. The economic reserve component considers the potential impact of changing market and economic conditions on portfolio performance. The risk-profile component considers items unique to our structure, policies, processes, and portfolio composition, as well as qualitative measurements and assessments of the loan portfolios including, but not limited to, management quality, concentrations, portfolio composition, industry comparisons, and internal review functions.

The estimate for the AULC is determined using the same procedures and methodologies as used for the ALLL. The loss factors used in the AULC are the same as the loss factors used in the ALLL while also considering a historical utilization of unused commitments. The AULC is reflected in accrued expenses and other liabilities in the Unaudited Condensed Consolidated Balance Sheet.

The ACL is increased through a provision for credit losses that is charged to earnings, based on Management's quarterly evaluation of the factors previously mentioned, and is reduced by charge-offs, net of recoveries, and the ACL associated with securitized or sold loans.There were no material changes in assumptions or estimation techniques compared with prior periods that impacted the determination of the current period's ALLL and AULC.

The following table presents ALLL and AULC activity by portfolio segment for the three-monthperiods ended March 31, 2014 and 2013:

			Commercial		Commercial				Home		Residential		Other
			and Industrial		Real Estate		Automobile		Equity		Mortgage		Consumer		Total
(dollar amounts in thousands)
Three-month period ended March 31, 2014:
	ALLL balance, beginning of period		$	265,801	$	162,557	$	31,053	$	111,131	$	39,577	$	37,751	$	647,870
		Loan charge-offs		(16,337)		(10,110)		(8,044)		(21,059)		(8,986)		(8,475)		(73,011)
		Recoveries of loans previously charged-off		7,731		11,097		3,402		5,372		1,127		1,296		30,025
		Provision for loan and lease losses		9,784		(3,238)		(1,233)		17,733		7,350		(2,235)		28,161
		Allowance for loans sold or transferred to loans held for sale		---		---		---		---		---		(1,127)		(1,127)
	ALLL balance, end of period		$	266,979	$	160,306	$	25,178	$	113,177	$	39,068	$	27,210	$	631,918
	AULC balance, beginning of period		$	49,596	$	9,891	$	---	$	1,763	$	9	$	1,640	$	62,899
		Provision for unfunded loan commitments and letters of credit		(3,280)		(764)		---		28		(1)		486		(3,531)
	AULC balance, end of period		$	46,316	$	9,127	$	---	$	1,791	$	8	$	2,126	$	59,368
	ACL balance, end of period		$	313,295	$	169,433	$	25,178	$	114,968	$	39,076	$	29,336	$	691,286

			Commercial		Commercial				Home		Residential		Other
			and Industrial		Real Estate		Automobile		Equity		Mortgage		Consumer		Total
(dollar amounts in thousands)
Three-month period ended March 31, 2013:
	ALLL balance, beginning of period		$	241,051	$	285,369	$	34,979	$	118,764	$	61,658	$	27,254	$	769,075
		Loan charge-offs		(13,013)		(22,368)		(5,688)		(26,531)		(7,901)		(8,641)		(84,142)
		Recoveries of loans previously charged-off		9,696		9,590		3,094		6,549		1,753		1,773		32,455
		Provision for loan and lease losses		364		(5,155)		3,588		17,076		7,559		5,956		29,388
		Allowance for loans sold or transferred to loans held for sale		---		---		---		---		(7)		---		(7)
	ALLL balance, end of period		$	238,098	$	267,436	$	35,973	$	115,858	$	63,062	$	26,342	$	746,769
	AULC balance, beginning of period		$	33,868	$	4,740	$	---	$	1,356	$	3	$	684	$	40,651
		Provision for unfunded loan commitments and letters of credit		(33)		(336)		---		556		3		14		204
	AULC balance, end of period		$	33,835	$	4,404	$	---	$	1,912	$	6	$	698	$	40,855
	ACL balance, end of period		$	271,933	$	271,840	$	35,973	$	117,770	$	63,068	$	27,040	$	787,624

Any loan in any portfolio may be charged-off prior to the policies described below if a loss confirming event has occurred. Loss confirming events include, but are not limited to, bankruptcy (unsecured), continued delinquency, foreclosure, or receipt of an asset valuation indicating a collateral deficiency and that asset is the sole source of repayment.Additionally, discharged, collateral dependent non-reaffirmed debt in Chapter 7 bankruptcy filings will result in a charge-off to estimated collateral value, less anticipated selling costs.

C&I and CRE loans are either charged-off or written down to net realizable value at 90-days past due. Automobile loans and other consumer loans are charged-off at 120-days past due.First-lien and junior-lien home equity loans are charged-off to the estimated fair value of the collateral, less anticipated selling costs,at 150-days past due and 120-days past due, respectively. Residential mortgages are charged-off to the estimated fair value of the collateral, less anticipated selling costs,at 150-days past due.

Credit Quality Indicators

To facilitate the monitoring of credit quality for C&I and CRE loans, and for purposes of determining an appropriate ACL level for these loans, Huntington utilizes the following categories of credit grades:

Pass -        Higher quality loans that do not fit any of the other categories described below.

OLEM -        The credit risk may be relatively minor yet represent a risk given certain specific circumstances. If the potential weaknesses are not monitored or mitigated, the loan may weaken or the collateral may be inadequate to protect Huntington's position in the future. For these reasons, Huntington considers the loans to be potential problem loans.

Substandard -        Inadequately protected loans by the borrower's ability to repay, equity, and/or the collateral pledged to secure the loan. These loans have identified weaknesses that could hinder normal repayment or collection of the debt. It is likely Huntington will sustain some loss if any identified weaknesses are not mitigated.

Doubtful -       Loans that have all of the weaknesses inherent in those loans classified as Substandard, with the added elements of the full collection of the loan is improbable and that the possibility of loss is high.

The categories above, which are derived from standard regulatory rating definitions, are assigned upon initial approval of the loan or lease and subsequently updated as appropriate.

Commercial loans categorized as OLEM, Substandard, or Doubtful are considered Criticized loans. Commercial loans categorized as Substandard or Doubtful are also considered Classified loans.

For all classes within all consumer loan portfolios, each loan is assigned a specific PD factor that is partially based on the borrower's most recent credit bureau score (FICO), which we update quarterly. A FICO credit bureau score is a credit score developed by Fair Isaac Corporation based on data provided by the credit bureaus. The FICO credit bureau score is widely accepted as the standard measure of consumer credit risk used by lenders, regulators, rating agencies, and consumers. The higher the FICO credit bureau score, the higher likelihood of repayment and therefore, an indicator of higher credit quality.

Huntington assesses the risk in the loan portfolio by utilizing numerous risk characteristics.  The classifications described above, and also presented in the table below, represent one of those characteristics that are closely monitored in the overall credit risk management processes. The table below also shows an increase in FICO scores less than 650 for the automobile portfolio. This increase is proportional to growth in the portfolio and does not reflect a deterioration in asset quality for the portfolio, as other risk characteristics mitigate any increased level of risk associated with the FICO score distribution.

The following table presents each loan and lease class by credit quality indicator at March 31, 2014and December 31, 2013:

		March 31, 2014
		Credit Risk Profile by UCS classification
(dollar amounts in thousands)		Pass		OLEM		Substandard		Doubtful		Total
Commercial and industrial:
	Owner occupied	$	4,118,040	$	107,617	$	170,600	$	5,644	$	4,401,901
	Purchased credit-impaired		4,933		642		27,420		3,402		36,397
	Other commercial and industrial		13,045,701		216,139		341,836		3,882		13,607,558
Total commercial and industrial		$	17,168,674	$	324,398	$	539,856	$	12,928	$	18,045,856
Commercial real estate:
	Retail properties	$	1,310,593	$	13,185	$	91,455	$	190	$	1,415,423
	Multi family		987,389		23,051		42,150		117		1,052,707
	Office		849,428		6,137		95,257		2,148		952,970
	Industrial and warehouse		447,762		14,368		25,885		---		488,015
	Purchased credit-impaired		8,378		1,088		64,561		2,693		76,720
	Other commercial real estate		960,169		15,491		69,695		588		1,045,943
Total commercial real estate		$	4,563,719	$	73,320	$	389,003	$	5,736	$	5,031,778
		Credit Risk Profile by FICO score (1)
		750+		650-749		<650		Other (2)		Total
Automobile		$	3,186,518	$	2,664,896	$	948,010	$	199,368	$	6,998,792
Home equity:
	Secured by first-lien	$	3,047,848	$	1,412,622	$	285,738	$	140,149	$	4,886,357
	Secured by junior-lien		1,802,250		1,169,131		413,056		102,588		3,487,025
Total home equity		$	4,850,098	$	2,581,753	$	698,794	$	242,737	$	8,373,382
Residential mortgage:
	Residential mortgage	$	2,999,267	$	1,781,821	$	701,108	$	57,712	$	5,539,908
	Purchased credit-impaired		630		1,034		594		---		2,258
Total residential mortgage		$	2,999,897	$	1,782,855	$	701,702	$	57,712	$	5,542,166
Other consumer:
	Other consumer	$	159,113	$	161,376	$	41,007	$	310	$	361,806
	Purchased credit-impaired		---		59		69		---		128
Total other consumer		$	159,113	$	161,435	$	41,076	$	310	$	361,934
		December 31, 2013
		Credit Risk Profile by UCS classification
(dollar amounts in thousands)		Pass		OLEM		Substandard		Doubtful		Total
Commercial and industrial:
	Owner occupied	$	4,052,579	$	130,645	$	155,994	$	8,654	$	4,347,872
	Purchased credit-impaired		5,015		661		27,693		2,157		35,526
	Other commercial and industrial		12,630,512		211,860		364,343		4,163		13,210,878
Total commercial and industrial		$	16,688,106	$	343,166	$	548,030	$	14,974	$	17,594,276
Commercial real estate:
	Retail properties	$	1,153,747	$	16,003	$	93,819	$	---	$	1,263,569
	Multi family		972,526		16,540		36,411		114		1,025,591
	Office		847,411		4,866		87,722		2,294		942,293
	Industrial and warehouse		431,057		14,138		27,698		---		472,893
	Purchased credit-impaired		13,127		3,586		62,577		2,783		82,073
	Other commercial real estate		977,987		16,270		68,653		765		1,063,675
Total commercial real estate		$	4,395,855	$	71,403	$	376,880	$	5,956	$	4,850,094
		Credit Risk Profile by FICO score (1)
		750+		650-749		<650		Other (2)		Total
Automobile		$	2,987,323	$	2,517,756	$	945,604	$	188,030	$	6,638,713	(3)
Home equity:
	Secured by first-lien	$	3,018,784	$	1,412,445	$	299,681	$	111,234	$	4,842,144
	Secured by junior-lien		1,811,102		1,213,024		413,695		56,353		3,494,174
Total home equity		$	4,829,886	$	2,625,469	$	713,376	$	167,587	$	8,336,318
Residential mortgage
	Residential mortgage	$	2,837,590	$	1,710,183	$	699,541	$	71,276	$	5,318,590
	Purchased credit-impaired		588		989		921		---		2,498
Total residential mortgage		$	2,838,178	$	1,711,172	$	700,462	$	71,276	$	5,321,088
Other consumer
	Other consumer	$	161,858	$	157,675	$	45,370	$	14,979	$	379,882
	Purchased credit-impaired		---		60		69		---		129
Total other consumer		$	161,858	$	157,735	$	45,439	$	14,979	$	380,011
(1)	Reflects currently updated customer credit scores.
(2)	Reflects deferred fees and costs, loans in process, loans to legal entities, etc.
(3)	Included $0.3 billion of loans reflected as loans held for sale related to an automobile securitization expected to be completed in 2013. During the 2013 second quarter, this amount was transferred from loans held for sale to the automobile portfolio based on Management's intent and ability to hold these loans for the foreseeable future.

Impaired Loans

For all classes within the C&I and CRE portfolios, all loans with an outstanding balance of $1.0 million or greaterare evaluated on a quarterly basis for impairment. Generally, consumer loans within any class are not individually evaluated on a regular basis for impairment.All TDRs, regardless of the outstanding balance amount, are also considered to be impaired.Loans acquired with evidence of deterioration of credit quality since origination for which it is probable at acquisition that all contractually required payments will not be collected are also considered to be impaired.

Once a loan has been identified for an assessment of impairment, the loan is considered impaired when, based on current information and events, it is probable that all amounts due according to the contractual terms of the loan agreement will not be collected. This determination requires significant judgment and use of estimates, and the eventual outcome may differ significantly from those estimates.

When a loan in any class has been determined to be impaired, the amount of the impairment is measured using the present value of expected future cash flows discounted at the loan's effective interest rate or, as a practical expedient, the observable market price of the loan, or the fair value of the collateral, less anticipated selling costs, if the loan is collateral dependent. When the present value of expected future cash flows is used, the effective interest rate is the original contractual interest rate of the loan adjusted for any premium or discount. When the contractual interest rate is variable, the effective interest rate of the loan changes over time. A specific reserve is established as a component of the ALLL when a loan has been determined to be impaired. Subsequent to the initial measurement of impairment, if there is a significant change to the impaired loan's expected future cash flows, or if actual cash flows are significantly different from the cash flows previously estimated, Huntington recalculates the impairment and appropriately adjusts the specific reserve. Similarly, if Huntington measures impairment based on the observable market price of an impaired loan or the fair value of the collateral of an impaired collateral dependent loan, Huntington will adjust the specific reserve.

When a loan within any class is impaired, the accrual of interest income is discontinued unless the receipt of principal and interest is no longer in doubt. Interest income on TDRs is accrued when all principal and interest is expected to be collected under the post-modification terms. Cash receipts received on nonaccruing impaired loans within any class are generally applied entirely against principal until the loan has been collected in full, after which time any additional cash receipts are recognized as interest income. Cash receipts received on accruing impaired loans within any class are applied in the same manner as accruing loans that are not considered impaired.

The following tables presentthe balance of the ALLL attributable to loans by portfolio segment individually and collectively evaluated for impairment and the related loan and lease balance at March 31, 2014 and December 31, 2013:

			Commercial		Commercial						Residential		Other
(dollar amounts in thousands)			and Industrial		Real Estate		Automobile		Home Equity		Mortgage		Consumer		Total
ALLL at March 31, 2014:
	Portion of ALLL balance:
		Attributable to purchased credit-impaired loans	$	1,517	$	---	$	---	$	---	$	119	$	---	$	1,636
		Attributable to loans individually evaluated for impairment		11,985		32,673		597		8,209		9,876		34		63,374
		Attributable to loans collectively evaluated for impairment		253,477		127,633		24,581		104,968		29,073		27,176		566,908
	Total ALLL balance		$	266,979	$	160,306	$	25,178	$	113,177	$	39,068	$	27,210	$	631,918
Loan and Lease Ending Balances at March 31, 2014:
	Portion of loan and lease ending balance:
		Attributable to purchased credit-impaired loans	$	36,397	$	76,720	$	---	$	---	$	2,258	$	128	$	115,503
		Individually evaluated for impairment		125,398		268,949		33,068		223,037		368,636		1,846		1,020,934
		Collectively evaluated for impairment		17,884,061		4,686,109		6,965,724		8,150,345		5,171,272		359,960		43,217,471
	Total loans and leases evaluated for impairment		$	18,045,856	$	5,031,778	$	6,998,792	$	8,373,382	$	5,542,166	$	361,934	$	44,353,908

(dollar amounts in thousands)			Commercial and Industrial		Commercial Real Estate		Automobile		Home Equity		Residential Mortgage		Other Consumer		Total
ALLL at December 31, 2013
	Portion of ALLL balance:
		Attributable to purchased credit-impaired loans	$	2,404	$	---	$	---	$	---	$	36	$	---	$	2,440
		Attributable to loans individually evaluated for impairment		6,129		34,935		682		8,003		10,555		136		60,440
		Attributable to loans collectively evaluated for impairment		257,268		127,622		30,371		103,128		28,986		37,615		584,990
	Total ALLL balance:		$	265,801	$	162,557	$	31,053	$	111,131	$	39,577	$	37,751	$	647,870
Loan and Lease Ending Balances at December 31, 2013
	Portion of loan and lease ending balances:
		Attributable to purchased credit-impaired loans	$	35,526	$	82,073	$	---	$	---	$	2,498	$	129	$	120,226
		Individually evaluated for impairment		108,316		268,362		37,084		208,981		387,937		1,041		1,011,721
		Collectively evaluated for impairment		17,450,434		4,499,659		6,601,629		8,127,337		4,930,653		378,841		41,988,553
	Total loans and leases evaluated for impairment		$	17,594,276	$	4,850,094	$	6,638,713	$	8,336,318	$	5,321,088	$	380,011	$	43,120,500

The following tables presentby classthe ending, unpaid principal balance, and the related ALLL, along with the average balance and interest income recognized only for loans and leases individually evaluated for impairment and purchased credit-impaired loans: (1), (2)

									Three Months Ended
			March 31, 2014						March 31, 2014
					Unpaid						Interest
			Ending		Principal		Related		Average		Income
(dollar amounts in thousands)			Balance		Balance (5)		Allowance		Balance		Recognized
With no related allowance recorded:
	Commercial and industrial:
		Owner occupied	$	4,108	$	4,403	$	---	$	4,906	$	49
		Purchased credit-impaired		---		---		---		---		---
		Other commercial and industrial		8,548		16,944		---		7,610		97
	Total commercial and industrial		$	12,656	$	21,347	$	---	$	12,516	$	146
	Commercial real estate:
		Retail properties	$	59,637	$	71,718	$	---	$	54,290	$	605
		Multi family		---		---		---		---		---
		Office		1,167		3,647		---		6,406		189
		Industrial and warehouse		7,990		8,070		---		9,087		108
		Purchased credit-impaired		76,720		156,497		---		79,396		2,666
		Other commercial real estate		5,650		5,715		---		5,827		57
	Total commercial real estate		$	151,164	$	245,647	$	---	$	155,006	$	3,625
	Automobile		$	---	$	---	$	---	$	---	$	---
	Home equity:
		Secured by first-lien	$	---	$	---	$	---	$	---	$	---
		Secured by junior-lien		---		---		---		---		---
	Total home equity		$	---	$	---	$	---	$	---	$	---
	Residential mortgage:
		Residential mortgage	$	---	$	---	$	---	$	---	$	---
		Purchased credit-impaired		---		---		---		---		---
	Total residential mortgage		$	---	$	---	$	---	$	---	$	---
	Other consumer
		Other consumer	$	---	$	---	$	---	$	---	$	---
		Purchased credit-impaired		128		213		---		128		4
	Total other consumer		$	128	$	213	$	---	$	128	$	4
With an allowance recorded:
	Commercial and industrial: (3)
		Owner occupied	$	41,046	$	45,658	$	3,811	$	39,229	$	399
		Purchased credit-impaired		36,397		52,593		1,517		35,961		1,265
		Other commercial and industrial		71,696		79,269		8,174		51,532		592
	Total commercial and industrial		$	149,139	$	177,520	$	13,502	$	126,722	$	2,256
	Commercial real estate: (4)
		Retail properties	$	62,338	$	81,106	$	5,740	$	68,637	$	577
		Multi family		17,113		22,958		2,142		14,739		152
		Office		56,148		58,645		13,192		51,189		536
		Industrial and warehouse		8,875		10,320		763		9,196		48
		Purchased credit-impaired		---		---		---		---		---
		Other commercial real estate		50,031		61,614		10,836		44,090		474
	Total commercial real estate		$	194,505	$	234,643	$	32,673	$	187,851	$	1,787
	Automobile		$	33,068	$	34,797	$	597	$	35,076	$	683
	Home equity:
		Secured by first-lien	$	114,817	$	122,197	$	2,457	$	112,420	$	1,239
		Secured by junior-lien		108,220		151,006		5,752		103,589		1,314
	Total home equity		$	223,037	$	273,203	$	8,209	$	216,009	$	2,553
	Residential mortgage (6):
		Residential mortgage	$	368,636	$	408,589	$	9,876	$	378,287	$	2,864
		Purchased credit-impaired		2,258		3,197		119		2,378		78
	Total residential mortgage		$	370,894	$	411,786	$	9,995	$	380,665	$	2,942
	Other consumer:
		Other consumer	$	1,846	$	1,908	$	34	$	1,444	$	33
		Purchased credit-impaired		---		---		---		---		---
	Total other consumer		$	1,846	$	1,908	$	34	$	1,444	$	33

									Three Months Ended
			December 31, 2013						March 31, 2013
					Unpaid						Interest
			Ending		Principal		Related		Average		Income
(dollar amounts in thousands)			Balance		Balance (5)		Allowance		Balance		Recognized
With no related allowance recorded:
	Commercial and industrial:
		Owner occupied	$	5,332	$	5,373	$	---	$	3,741	$	42
		Purchased credit-impaired		---		---		---		53,900		1,017
		Other commercial and industrial		11,884		15,031		---		16,310		234
	Total commercial and industrial		$	17,216	$	20,404	$	---	$	73,951	$	1,293
	Commercial real estate:
		Retail properties	$	55,773	$	64,780	$	---	$	54,237	$	704
		Multi family		---		---		---		5,642		88
		Office		9,069		13,721		---		17,849		220
		Industrial and warehouse		9,682		10,803		---		14,496		197
		Purchased credit-impaired		82,073		154,869		---		122,528		2,254
		Other commercial real estate		6,002		6,924		---		10,277		97
	Total commercial real estate		$	162,599	$	251,097	$	---	$	225,029	$	3,560
	Home equity:
		Secured by first-lien	$	---	$	---	$	---	$	---	$	---
		Secured by junior-lien		---		---		---		---		---
	Total home equity		$	---	$	---	$	---	$	---	$	---
	Residential mortgage:
		Residential mortgage	$	---	$	---	$	---	$	---	$	---
		Purchased credit-impaired		---		---		---		---		---
	Total residential mortgage		$	---	$	---	$	---	$	---	$	---
	Other consumer
		Other consumer	$	---	$	---	$	---	$	---	$	---
		Purchased credit-impaired		129		219		---		148		3
	Total other consumer		$	129	$	219	$	---	$	148	$	3
With an allowance recorded:
	Commercial and industrial: (3)
		Owner occupied	$	40,271	$	52,810	$	3,421	$	44,251	$	351
		Purchased credit-impaired		35,526		50,798		2,404		---		---
		Other commercial and industrial		50,829		64,497		2,708		51,313		658
	Total commercial and industrial		$	126,626	$	168,105	$	8,533	$	95,564	$	1,009
	Commercial real estate: (4)
		Retail properties	$	72,339	$	93,395	$	5,984	$	55,818	$	456
		Multi family		13,484		15,408		1,944		17,103		177
		Office		50,307		54,921		9,927		41,787		384
		Industrial and warehouse		9,162		10,561		808		20,166		186
		Purchased credit-impaired		---		---		---		---		---
		Other commercial real estate		42,544		50,960		16,272		44,980		379
	Total commercial real estate		$	187,836	$	225,245	$	34,935	$	179,854	$	1,582
	Automobile		$	37,084	$	38,758	$	682	$	42,378	$	437
	Home equity:
		Secured by first-lien	$	110,024	$	116,846	$	2,396	$	94,494	$	942
		Secured by junior-lien		98,957		143,967		5,607		50,933		592
	Total home equity		$	208,981	$	260,813	$	8,003	$	145,427	$	1,534
	Residential mortgage (6):
		Residential mortgage	$	387,937	$	427,924	$	10,555	$	373,441	$	2,872
		Purchased credit-impaired		2,498		3,681		36		2,296		45
	Total residential mortgage		$	390,435	$	431,605	$	10,591	$	375,737	$	2,917
	Other consumer:
		Other consumer	$	1,041	$	1,041	$	136	$	2,585	$	23
		Purchased credit-impaired		---		---		---		---		---
	Total other consumer		$	1,041	$	1,041	$	136	$	2,585	$	23

(1)	These tables do not include loans fully charged-off.
(2)	All automobile, home equity, residential mortgage, and other consumer impaired loans included in these tables are considered impaired due to their status as a TDR.
(3)	At March 31, 2014, $48,212 thousand of the $149,139 thousand commercial and industrial loans with an allowance recorded were considered impaired due to their status as a TDR. At December 31, 2013, $43,805 thousand of the $126,626 thousand commercial and industrial loans with an allowance recorded were considered impaired due to their status as a TDR.
(4)	At March 31, 2014, $25,749 thousand of the $194,505 thousand commercial real estate loans with an allowance recorded were considered impaired due to their status as a TDR. At December 31, 2013, $24,805 thousand of the $187,836 thousand commercial real estate loans with an allowance recorded were considered impaired due to their status as a TDR.
(5)	The differences between the ending balance and unpaid principal balance amounts represent partial charge-offs.
(6)	At March 31, 2014, $32,251 thousand of the $370,894 thousand residential mortgages loans with an allowance recorded were guaranteed by the U.S. government. At December 31, 2013, $49,225 thousand of the $390,435 thousand residential mortgage loans with an allowance recorded were guaranteed by the U.S. government.

TDR Loans

TDRs are modified loans where a concession was provided to a borrower experiencing financial difficulties. Loan modifications are considered TDRs when the concessions provided are not available to the borrower through either normal channels or other sources. However, not all loan modifications are TDRs.

TDR Concession Types

The Company's standards relating to loan modifications consider, among other factors, minimum verified income requirements, cash flow analysis, and collateral valuations. Each potential loan modification is reviewed individually and the terms of the loan are modified to meet a borrower's specific circumstances at a point in time. All commercial TDRs are reviewed and approved by our SAD. The types of concessions provided to borrowers include:

• Interest rate reduction: A reduction of the stated interest rate to a nonmarket rate for the remaining original life of the debt.
• Amortization or maturity date change beyond what the collateral supports, including any of the following:

• Lengthens the amortization period of the amortized principal beyond market terms. This concession reduces the minimum monthly payment and increases the amount of the balloon payment at the end of the term of the loan. Principal is generally not forgiven.
• Reduces the amount of loan principal to be amortized and increases the amount of the balloon payment at the end of the term of the loan. This concession also reduces the minimum monthly payment. Principal is generally not forgiven.
• Extends the maturity date or dates of the debt beyond what the collateral supports. This concession generally applies to loans without a balloon payment at the end of the term of the loan.

• Chapter 7 bankruptcy: A bankruptcy court's discharge of a borrower's debt is considered a concession when the borrower does not reaffirm the discharged debt.

• Other: A concession that is not categorized as one of the concessions described above. These concessions include, but are not limited to: principal forgiveness, collateral concessions, covenant concessions, and reduction of accrued interest.

Principal forgiveness may result from any TDR modification of any concession type. However, the aggregate amount of principal forgiven as a result of loans modified as TDRs during the three-month periods ended March 31, 2014 and 2013, was not significant.

Following is a description of TDRs by the different loan types:

Commercial loan TDRs – Commercial accruing TDRs often result from loans receiving a concession with terms that are not considered a market transaction to Huntington. The TDR remains in accruing status as long as the customer is less than 90-days past due on payments per the restructured loan terms and no loss is expected.

Commercial nonaccrual TDRs result from either: (1) an accruing commercial TDR being placed on nonaccrual status, or (2) a workout where an existing commercial NAL is restructured and a concession was given. At times, these workouts restructure the NAL so that two or more new notes are created. The primary note is underwritten based upon our normal underwriting standards and is sized so projected cash flows are sufficient to repay contractual principal and interest. The terms on the secondary note(s) vary by situation, and may include notes that defer principal and interest payments until after the primary note is repaid. Creating two or more notes often allows the borrower to continue a project or weather a temporary economic downturn and allows Huntington to right-size a loan based upon the current expectations for a borrower's or project's performance.

Our strategy involving TDR borrowers includes working with these borrowers to allow them to refinance elsewhere, as well as allow them time to improve their financial position and remain our customer through refinancing their notes according to market terms and conditions in the future. A subsequent refinancing or modification of a loan may occur when either the loan matures according to the terms of the TDR-modified agreement or the borrower requests a change to the loan agreements. At that time, the loan is evaluated to determine if it is creditworthy. It is subjected to the normal underwriting standards and processes for other similar credit extensions, both new and existing. The refinanced note is evaluated to determine if it is considered a new loan or a continuation of the prior loan. A new loan is considered for removal of the TDR designation, whereas a continuation of the prior note requires a continuation of the TDR designation. In order for a TDR designation to be removed, the borrower must no longer be experiencing financial difficulties and the terms of the refinanced loan must not represent a concession.

Residential Mortgage loan TDRs – Residential mortgage TDRs represent loan modifications associated with traditional first-lien mortgage loans in which a concession has been provided to the borrower. The primary concessions given to residential mortgage borrowers are amortization or maturity date changes and interest rate reductions. Residential mortgages identified as TDRs involve borrowers unable to refinance their mortgages through the Company's normal mortgage origination channels or through other independent sources. Some, but not all, of the loans may be delinquent.

Automobile, Home Equity, and Other Consumer loan TDRs – The Company may make similar interest rate, term, and principal concessions as with residential mortgage loan TDRs.

TDR Impact on Credit Quality

Huntington's ALLL is largely determined by updated risk ratings assigned to commercial loans, updated borrower credit scores on consumer loans, and borrower delinquency history in both the commercial and consumer portfolios. These updated risk ratings and credit scores consider the default history of the borrower, including payment redefaults. As such, the provision for credit losses is impacted primarily by changes in borrower payment performance rather than the TDR classification. TDRs can be classified as either accrual or nonaccrual loans. Nonaccrual TDRs are included in NALs whereas accruing TDRs are excluded from NALs as it is probable that all contractual principal and interest due under the restructured terms will be collected.

Our TDRs may include multiple concessions and the disclosure classifications are presented based on the primary concession provided to the borrower. The majority of our concessions for the C&I and CRE portfolios are the extension of the maturity date coupled with an increase in the interest rate. In these instances, the primary concession is the maturity date extension.

TDR concessions may also result in the reduction of the ALLL within the C&I and CRE portfolios. This reduction is derived from payments and the resulting application of the reserve calculation within the ALLL. The transaction reserve for non-TDR C&I and CRE loans is calculated based upon several estimated probability factors, such as PD and LGD, both of which were previously discussed. Upon the occurrence of a TDR in our C&I and CRE portfolios, the reserve is measured based on discounted expected cash flows or collateral value, less anticipated selling costs, of the modified loan in accordance with ASC 310-10. The resulting TDR ALLL calculation often results in a lower ALLL amount because (1) the discounted expected cash flows or collateral value, less anticipated selling costs, indicate a lower estimated loss, (2) if the modification includes a rate increase, the discounting of the cash flows on the modified loan, using the pre-modification interest rate, exceeds the carrying value of the loan, or (3) payments may occur as part of the modification. The ALLL for C&I and CRE loans may increase as a result of the modification, as the discounted cash flow analysis may indicate additional reserves are required.

TDR concessions on consumer loans may increase the ALLL. The concessions made to these borrowers often include interest rate reductions, and therefore, the TDR ALLL calculation results in a greater ALLL compared with the non-TDR calculation as the reserve is measured based on the estimation of the discounted expected cash flows or collateral value, less anticipated selling costs, on the modified loan in accordance with ASC 310-10. The resulting TDR ALLL calculation often results in a higher ALLL amount because (1) the discounted expected cash flows or collateral value, less anticipated selling costs, indicate a higher estimated loss or, (2) due to the rate decrease, the discounting of the cash flows on the modified loan, using the pre-modification interest rate, indicates a reduction in the expected cash flows or collateral value, less anticipated selling costs. In certain instances, the ALLL may decrease as a result of payments made in connection with the modification.

Commercial loan TDRs – In instances where the bank substantiates that it will collect its outstanding balance in full, the note is considered for return to accrual status upon the borrower sustaining sufficient cash flows for a six-month period of time. This six-month period could extend before or after the restructure date. If a charge-off was taken as part of the restructuring, any interest or principal payments received on that note are applied to first reduce the bank's outstanding book balance and then to recoveries of charged-off principal, unpaid interest, and/or fee expenses while the TDR is in nonaccrual status.

Residential Mortgage, Automobile, Home Equity, and Other Consumer loan TDRs – Modified loans identified as TDRs are aggregated into pools for analysis. Cash flows and weighted average interest rates are used to calculate impairment at the pooled-loan level. Once the loans are aggregated into the pool, they continue to be classified as TDRs until contractually repaid or charged-off.

Residential mortgage loans not guaranteed by a U.S. government agency such as the FHA, VA, and the USDA, including TDR loans, are reported as accrual or nonaccrual based upon delinquency status. Nonaccrual TDRs are those that are greater than 150-days contractually past due. Loans guaranteed by U.S. government organizations continue to accrue interest upon delinquency.

The following tables present by class and by the reason for the modification, the number of contracts, post-modification outstanding balance, and the financial effects of the modificationfor the three-month periods ended March 31, 2014 and 2013:

		New Troubled Debt Restructurings During The Three-Month Period Ended(1)
		March 31, 2014							March 31, 2013
			Post-modification					Post-modification
			Outstanding					Outstanding
(dollar amounts in thousands)		Number of	Ending		Financial effects		Number of	Ending		Financial effects
		Contracts	Balance		of modification(2)		Contracts	Balance		of modification(2)
C&I - Owner occupied:
	Interest rate reduction	6	$	924	$	(1)	9	$	4,668	$	(465)
	Amortization or maturity date change	18		4,609		4	11		4,853		(25)
	Other	2		840		(1)	5		1,673		(1)
Total C&I - Owner occupied		26	$	6,373	$	2	25	$	11,194	$	(491)
C&I - Other commercial and industrial:
	Interest rate reduction	10	$	27,994	$	(147)	5	$	17,569	$	1
	Amortization or maturity date change	54		32,600		937	35		22,060		2,705
	Other	4		4,366		23	7		5,039		211
Total C&I - Other commercial and industrial		68	$	64,960	$	813	47	$	44,668	$	2,917
CRE - Retail properties:
	Interest rate reduction	3	$	11,105	$	421	---	$	---	$	---
	Amortization or maturity date change	5		12,238		52	4		499		(1)
	Other	6		9,897		(91)	2		3,829		(19)
Total CRE - Retail properties		14	$	33,240	$	382	6	$	4,328	$	(20)
CRE - Multi family:
	Interest rate reduction	10	$	645	$	---	3	$	2,164	$	11
	Amortization or maturity date change	4		203		(1)	2		742		(1)
	Other	2		323		---	1		3,956		(33)
Total CRE - Multi family		16	$	1,171	$	(1)	6	$	6,862	$	(23)
CRE - Office:
	Interest rate reduction	2	$	120	$	(1)	---	$	---	$	---
	Amortization or maturity date change	4		3,132		---	5		3,864		12
	Other	1		10,784		---	---		---		---
Total CRE - Office		7	$	14,036	$	(1)	5	$	3,864	$	12
CRE - Industrial and warehouse:
	Interest rate reduction	2	$	4,046	$	---	---	$	---	$	---
	Amortization or maturity date change	3		1,173		(4)	3		641		1
	Other	1		977		---	1		5,867		---
Total CRE - Industrial and Warehouse		6	$	6,196	$	(4)	4	$	6,508	$	1
CRE - Other commercial real estate:
	Interest rate reduction	4	$	4,304	$	7	7	$	643	$	(1)
	Amortization or maturity date change	21		46,536		126	---		---		---
	Other	2		928		(1)	---		---		---
Total CRE - Other commercial real estate		27	$	51,768	$	132	7	$	643	$	(1)
Automobile:
	Interest rate reduction	1	$	2	$	---	4	$	42	$	---
	Amortization or maturity date change	206		1,349		(7)	328		1,925		(20)
	Chapter 7 bankruptcy	180		1,361		(26)	249		1,639		136
Total Automobile		387	$	2,712	$	(33)	581	$	3,606	$	116
Residential mortgage:
	Interest rate reduction	8	$	788	$	18	6	$	6,417	$	(43)
	Amortization or maturity date change	68		8,018		103	54		7,664		25
	Chapter 7 bankruptcy	85		9,007		282	44		4,839		133
	Other	1		105		---	6		708		16
Total Residential mortgage		162	$	17,918	$	403	110	$	19,628	$	131
First-lien home equity:
	Interest rate reduction	50	$	3,808	$	191	16	$	1,662	$	142
	Amortization or maturity date change	40		2,590		(426)	335		34,990		(3,906)
	Chapter 7 bankruptcy	21		1,389		3	42		2,467		577
Total First-lien home equity		111	$	7,787	$	(232)	393	$	39,119	$	(3,187)
Junior-lien home equity:
	Interest rate reduction	87	$	2,867	$	(50)	5	$	150	$	20
	Amortization or maturity date change	241		9,660		(1,852)	534		21,924		(2,826)
	Chapter 7 bankruptcy	59		925		536	125		1,689		1,770
Total Junior-lien home equity		387	$	13,452	$	(1,366)	664	$	23,763	$	(1,036)
Other consumer:
	Interest rate reduction	---	$	---	$	---	1	$	24	$	1
	Amortization or maturity date change	4		20		---	4		63		2
	Chapter 7 bankruptcy	3		23		(1)	14		137		16
Total Other consumer		7	$	43	$	(1)	19	$	224	$	19
Total new troubled debt restructurings		1,218	$	219,656	$	94	1,867	$	164,407	$	(1,562)
(1)	TDRs may include multiple concessions and the disclosure classifications are based on the primary concession provided to the borrower.
(2)	Amounts represent the financial impact via provision for loan and lease losses as a result of the modification.

Anyloan within any portfolio or class is considered as payment redefaulted at 90-days past due.

The following tables present TDRs that have defaulted within one year of modification during the three-month periods ended March 31, 2014and 2013:

		Troubled Debt Restructurings That Have Redefaulted(1)
		Within One Year Of Modification During The Three Months Ended
		March 31, 2014			March 31, 2013
(dollar amounts in thousands)		Number of	Ending		Number of	Ending
		Contracts	Balance		Contracts	Balance
C&I - Owner occupied:
	Interest rate reduction	---	$	---	---	$	---
	Amortization or maturity date change	---		---	3		479
	Other	1		230	3		484
Total C&I - Owner occupied		1	$	230	6	$	963
C&I - Other commercial and industrial:
	Interest rate reduction	---	$	---	---	$	---
	Amortization or maturity date change	4		324	6		42
	Other	---		---	---		---
Total C&I - Other commercial and industrial		4	$	324	6	$	42
CRE - Retail Properties:
	Interest rate reduction	---	$	---	---	$	---
	Amortization or maturity date change	---		---	3		945
	Other	---		---	---		---
Total CRE - Retail properties		---	$	---	3	$	945
CRE - Multi family:
	Interest rate reduction	---	$	---	---	$	---
	Amortization or maturity date change	---		---	---		---
	Other	---		---	---		---
Total CRE - Multi family		---	$	---	---	$	---
CRE - Office:
	Interest rate reduction	---	$	---	---	$	---
	Amortization or maturity date change	---		---	---		---
	Other	---		---	---		---
Total CRE - Office		---	$	---	---	$	---
CRE - Industrial and Warehouse:
	Interest rate reduction	---	$	---	---	$	---
	Amortization or maturity date change	---		---	---		---
	Other	---		---	---		---
Total CRE - Industrial and Warehouse		---	$	---	---	$	---
CRE - Other commercial real estate:
	Interest rate reduction	---	$	---	---	$	---
	Amortization or maturity date change	1		561	---		---
	Other	---		---	---		---
Total CRE - Other commercial real estate		1	$	561	---	$	---
Automobile:
	Interest rate reduction	---	$	---	---	$	---
	Amortization or maturity date change	19		104	13		97
	Chapter 7 bankruptcy	13		70	67		315
	Other	---		---	---		---
Total Automobile		32	$	174	80	$	412
Residential mortgage:
	Interest rate reduction	2	$	---	---	$	---
	Amortization or maturity date change	29		3	22		2,758
	Chapter 7 bankruptcy	15		2	17		1,864
	Other	---		---	1		101
Total Residential mortgage		46	$	5	40	$	4,723
First-lien home equity:
	Interest rate reduction	1	$	113	---	$	---
	Amortization or maturity date change	4		615	---		---
	Chapter 7 bankruptcy	3		201	4		731
	Other	---		---	---		---
Total First-lien home equity		8	$	929	4	$	731
Junior-lien home equity:
	Interest rate reduction	---	$	---	---	$	---
	Amortization or maturity date change	6		330	---		---
	Chapter 7 bankruptcy	16		570	14		409
	Other	---		---	---		---
Total Junior-lien home equity		22	$	900	14	$	409
Other consumer:
	Interest rate reduction	---	$	---	---	$	---
	Amortization or maturity date change	---		---	---		---
	Chapter 7 bankruptcy	---		---	1		2
	Other	---		---	---		---
Total Other consumer		---	$	---	1	$	2
Total troubled debt restructurings with subsequent redefault		114	$	3,123	154	$	8,227
(1)	Subsequent redefault is defined as a payment redefault within 12 months of the restructuring date. Payment redefault is defined as 90-days past due for any loan within any portfolio or class. Any loan may be considered to be in payment redefault prior to the guidelines noted above when collection of principal or interest is in doubt.

Pledged Loans and Leases

At March 31, 2014, the Bank has access to the Federal Reserve's discount window and advances from the FHLB – Cincinnati. As of March 31, 2014, these borrowings and advances are secured by $20.4billion of loans and securities.

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Derivative Financial Instruments

3 Months Ended

Mar. 31, 2014

Derivative Financial Instruments [Abstract]

DERIVATIVE FINANCIAL INSTRUMENTS

15. Derivative Financial Instruments

Derivative financial instruments are recorded in the Unaudited Condensed Consolidated Balance Sheet as either an asset or a liability (in accrued income and other assets or accrued expenses and other liabilities, respectively) and measured at fair value.

Derivatives used in Asset and Liability Management Activities

Huntington engages in balance sheet hedging activity, principally for asset liability management purposes, to convert fixed rate assets or liabilities into floating rate or vice versa. Balance sheet hedging activity is arranged to receive hedge accounting treatment and is classified as either fair value or cash flow hedges. Fair value hedges are purchased to convert deposits and subordinated and other long-term debt from fixed-rate obligations to floating rate. Cash flow hedges are also used to convert floating rate loans made to customers into fixed rate loans.

The following table presents the gross notional values of derivatives used in Huntington's asset and liability management activities at March 31, 2014, identified by the underlying interest rate-sensitive instruments:

			Fair Value		Cash Flow
(dollar amounts in thousands )			Hedges		Hedges		Total
Instruments associated with:
	Loans	$	---	$	9,315,000	$	9,315,000
	Deposits		84,300		---		84,300
	Subordinated notes		475,000		---		475,000
	Other long-term debt		1,785,000		---		1,785,000
Total notional value at March 31, 2014		$	2,344,300	$	9,315,000	$	11,659,300

The following table presents additional information about the interest rate swaps used in Huntington's asset and liability management activities at March 31, 2014:

				Average			Weighted-Average
			Notional	Maturity		Fair	Rate
(dollar amounts in thousands )			Value	(years)		Value	Receive		Pay
Asset conversion swaps
	Receive fixed - generic	$	9,315,000	2.7	$	(28,484)	0.80	%	0.24	%
Total asset conversion swaps			9,315,000	2.7		(28,484)	0.80		0.24
Liability conversion swaps
	Receive fixed - generic		2,344,300	4.0		52,871	1.88		0.26
Total liability conversion swaps			2,344,300	4.0		52,871	1.88		0.26
Total swap portfolio		$	11,659,300	3.0	$	24,387	1.02	%	0.24	%

These derivative financial instruments were entered into for the purpose of managing the interest rate risk of assets and liabilities. Consequently, net amounts receivable or payable on contracts hedging either interest earning assets or interest bearing liabilities were accrued as an adjustment to either interest income or interest expense. The net amounts resulted in an increase to net interest income of $24.6million and $25.1million for the three-month periods ended March 31, 2014, and 2013, respectively.

In connection with the sale of Huntington's Class B Visa shares, Huntington entered into a swap agreement with the purchaser of the shares. The swap agreement adjusts for dilution in the conversion ratio of Class B shares resulting from the Visa litigation. At March 31, 2014, the fair value of the swap liability of $0.4million is an estimate of the exposure liability based upon Huntington's assessment of the potential Visa litigation losses.

The following table presents the fair values at March 31, 2014and December 31, 2013of Huntington's derivatives that are designated and not designated as hedging instruments. Amounts in the table below are presented gross without the impact of any net collateral arrangements:

Asset derivatives included in accrued income and other assets:
		March 31,		December 31,
(dollar amounts in thousands)		2014		2013
Interest rate contracts designated as hedging instruments	$	52,160	$	49,998
Interest rate contracts not designated as hedging instruments		166,256		169,047
Foreign exchange contracts not designated as hedging instruments		48,871		28,499
Commodities contracts not designated as hedging instruments		11,326		4,278
Total contracts	$	278,613	$	251,822
Liability derivatives included in accrued expenses and other liabilities:
		March 31,		December 31,
(dollar amounts in thousands)		2014		2013
Interest rate contracts designated as hedging instruments	$	27,773	$	25,321
Interest rate contracts not designated as hedging instruments		96,378		99,247
Foreign exchange contracts not designated as hedging instruments		38,750		18,909
Commodities contracts not designated as hedging instruments		10,921		3,838
Total contracts	$	173,822	$	147,315

The changes in fair value of the fair value hedges are, to the extent that the hedging relationship is effective, recorded through earnings and offset against changes in the fair value of the hedged item.

The following table presents the change in fair value for derivatives designated as fair value hedges as well as the offsetting change in fair value on the hedged item for thethree-month periods ended March 31, 2014and 2013:

			Three Months Ended
			March 31,
(dollar amounts in thousands)			2014		2013
Interest rate contracts
	Change in fair value of interest rate swaps hedging deposits (1)	$	(267)	$	(1,754)
	Change in fair value of hedged deposits (1)		266		1,748
	Change in fair value of interest rate swaps hedging subordinated notes (2)		1,066		(8,121)
	Change in fair value of hedged subordinated notes (2)		(1,066)		8,121
	Change in fair value of interest rate swaps hedging other long-term debt (2)		(4,051)		(397)
	Change in fair value of hedged other long-term debt (2)		6,474		397
(1) Effective portion of the hedging relationship is recognized in Interest expense - deposits in the Unaudited Condensed Consolidated Statements of Income. Any resulting ineffective portion of the hedging relationship is recognized in noninterest income in the Unaudited Condensed Consolidated Statements of Income.
(2) Effective portion of the hedging relationship is recognized in Interest expense - subordinated notes and other long-term debt in the Unaudited Condensed Consolidated Statements of Income. Any resulting ineffective portion of the hedging relationship is recognized in noninterest income in the Unaudited Condensed Consolidated Statements of Income.

To the extent these derivatives are effective in offsetting the variability of the hedged cash flows, changes in the derivatives' fair value will not be included in current earnings but are reported as a component of OCI in the Unaudited Condensed Consolidated Statements of Shareholders' Equity. These changes in fair value will be included in earnings of future periods when earnings are also affected by the changes in the hedged cash flows. To the extent these derivatives are not effective, changes in their fair values are immediately included in noninterest income.

The following table presents the gains and (losses) recognized in OCI and the location in the Unaudited Condensed Consolidated Statements of Income of gains and (losses) reclassified from OCI into earnings for thethree-monthperiods ended March 31, 2014and 2013 for derivatives designated as effective cash flow hedges:

Derivatives in cash flow hedging relationships			Amount of gain or (loss) recognized in OCI on derivatives (effective portion) (after-tax)			Location of gain or (loss) reclassified from accumulated OCI into earnings (effective portion)		Amount of (gain) or loss reclassified from accumulated OCI into earnings (effective portion)
			Three Months Ended					Three Months Ended
			March 31,					March 31,
(dollar amounts in thousands)			2014		2013			2014		2013
Interest rate contracts
	Loans	$	1,823	$	(10,339)	Interest and fee income - loans and leases	$	(2,892)	$	(3,916)
	Investment Securities		---		---	Noninterest income - other income		---		(110)
	FHLB Advances		---		---	Interest expense - federal home loan bank advances		---		---
	Deposits		---		---	Interest expense - deposits		---		---
	Subordinated notes		---		---	Interest expense - subordinated notes and other long-term debt		---		---
	Other long term debt		---		---	Interest expense - subordinated notes and other long-term debt		---		---
Total		$	1,823	$	(10,339)		$	(2,892)	$	(4,026)

Reclassified gains and losses on swaps related to loans and investment securities and swaps related to subordinated debt are recorded within interest income and interest expense, respectively. During the next twelve months, Huntington expects to reclassify to earnings $31.3million after-tax unrealized gains on cash flow hedging derivatives currently in OCI.

The following table details the gains and (losses) recognized in noninterest income on the ineffective portion on interest rate contracts for derivatives designated as cash flow hedges for thethree-monthperiods ended March 31, 2014and 2013.

			Three Months Ended
			March 31,
(dollar amounts in thousands)			2014		2013
Derivatives in cash flow hedging relationships
Interest rate contracts
	Loans	$	132	$	288
	FHLB Advances		---		---

Derivatives used in trading activities

Various derivative financial instruments are offered to enable customers to meet their financing and investing objectives and for their risk management purposes. Derivative financial instruments used in trading activities consisted predominantly of interest rate swaps, but also included interest rate caps, floors, and futures, as well as foreign exchange options and commodity contracts. Interest rate options grant the option holder the right to buy or sell an underlying financial instrument for a predetermined price before the contract expires. Interest rate futures are commitments to either purchase or sell a financial instrument at a future date for a specified price or yield and may be settled in cash or through delivery of the underlying financial instrument. Interest rate caps and floors are option-based contracts that entitle the buyer to receive cash payments based on the difference between a designated reference rate and a strike price, applied to a notional amount. Written options, primarily caps, expose Huntington to market risk but not credit risk. Purchased options contain both credit and market risk. The interest rate risk of these customer derivatives is mitigated by entering into similar derivatives having offsetting terms with other counterparties. The credit risk to these customers is evaluated and included in the calculation of fair value.

The net fair values of these derivative financial instruments, for which the gross amounts are included in accrued income and other assets or accrued expenses and other liabilities at March 31, 2014 and December 31, 2013, were $80.0million and $80.5 million,respectively. The total notional values of derivative financial instruments used by Huntington on behalf of customers, including offsetting derivatives, were $14.7 billion and $14.3 billion at March 31, 2014 and December 31, 2013, respectively. Huntington's credit risks from interest rate swaps used for trading purposes were $161.2 million and$160.4 million at the same dates, respectively.

Financial assets and liabilities that are offset in the Condensed Consolidated Balance Sheets

Huntington records derivatives at fair value as further described in Note 14. Huntington records these derivatives net of any master netting arrangement in the Unaudited Condensed Consolidated Balance Sheets. Collateral agreements are regularly entered into as part of the underlying derivative agreements with Huntington's counterparties to mitigate counterparty credit risk.

All derivatives are carried on the Unaudited Condensed Consolidated Balance Sheets at fair value. Derivative balances are presented on a net basis taking into consideration the effects of legally enforceable master netting agreements. Cash collateral exchanged with counterparties is also netted against the applicable derivative fair values. Huntington enters into derivative transactions with two primary groups: broker-dealers and banks, and Huntington's customers. Different methods are utilized for managing counterparty credit exposure and credit risk for each of these groups.

Huntington enters into transactions with broker-dealers and banks for various risk management purposes. These types of transactions generally are high dollar volume. Huntington enters into bilateral collateral and master netting agreements with these counterparties, and routinely exchange cash and high quality securities collateral with these counterparties. Huntington enters into transactions with customers to meet their financing, investing, payment and risk management needs. These types of transactions generally are low dollar volume. Huntington generally enters into master netting agreements with customer counterparties, however collateral is generally not exchanged with customer counterparties.

At March 31, 2014 and December 31, 2013, aggregate credit risk associated with these derivatives, net of collateral that has been pledged by the counterparty, was $18.8 million and $15.2 million, respectively. The credit risk associated with interest rate swaps is calculated after considering master netting agreements with broker-dealers and banks.

At March 31, 2014, Huntington pledged $118.8 million of investment securities and cash collateral to counterparties, while other counterparties pledged $104.7million of investment securities and cash collateral to Huntington to satisfy collateral netting agreements. In the event of credit downgrades, Huntington would not be required to provide additional collateral.

The following tablespresent the gross amounts of these assets and liabilities with any offsets to arrive at the net amounts recognized in the UnauditedCondensed Consolidated Balance Sheets at March 31, 2014 and December 31, 2013:

Offsetting of Financial Assets and Derivative Assets
									Gross amounts not offset in the condensed consolidated balance sheets
(dollar amounts in thousands)			Gross amounts of recognized assets		Gross amounts offset in the condensed consolidated balance sheets		Net amounts of assets presented in the condensed consolidated balance sheets		Financial instruments		cash collateral received		Net amount
Offsetting of Financial Assets and Derivative Assets
March 31, 2014	Derivatives	$	319,744	$	(102,043)	$	217,701	$	(42,125)	$	(1,659)	$	173,917
December 31, 2013	Derivatives		300,903		(111,458)		189,445		(35,205)		(360)		153,880

Offsetting of Financial Liabilities and Derivative Liabilities
									Gross amounts not offset in the condensed consolidated balance sheets
(dollar amounts in thousands)			Gross amounts of recognized liabilities		Gross amounts offset in the condensed consolidated balance sheets		Net amounts of liabilities presented in the condensed consolidated balance sheets		Financial instruments		cash collateral received		Net amount
Offsetting of Financial Liabilities and Derivative Liabilities
March 31, 2014	Derivatives	$	214,954	$	(79,412)	$	135,542	$	(77,733)	$	(2,763)	$	55,046
December 31, 2013	Derivatives		196,397		(76,539)		119,858		(86,204)		290		33,944

Derivatives used in mortgage banking activities

Huntington also uses certain derivative financial instruments to offset changes in value of its residential MSRs. These derivatives consist primarily of forward interest rate agreements and forward commitments to deliver mortgage-backed securities. The derivative instruments used are not designated as hedges. Accordingly, such derivatives are recorded at fair value with changes in fair value reflected in mortgage banking income.The following table summarizes the derivative assets and liabilities used in mortgage banking activities

			March 31,		December 31,
(dollar amounts in thousands)			2014		2013
Derivative assets:
	Interest rate lock agreements	$	4,525	$	3,066
	Forward trades and options		1,977		3,997
Total derivative assets			6,502		7,063
Derivative liabilities:
	Interest rate lock agreements		(380)		(231)
	Forward trades and options		(181)		(40)
Total derivative liabilities			(561)		(271)
Net derivative asset (liability)		$	5,941	$	6,792

The total notional value of these derivative financial instruments at March 31, 2014 and December 31, 2013, was $0.4billion and$0.5 billion, respectively. The total notional amount at March 31, 2014, corresponds to trading assets with a fair value of $0.8million and trading liabilities with a fair value of $0.1 million.Net trading gains and (losses) related to MSR hedging for the three-month periods ended March 31, 2014 and 2013, were$1.7 million and $ (7.9) million, respectively.These amounts are included in mortgage banking income in the Unaudited Condensed Consolidated Statements of Income.

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Earnings Per Share

3 Months Ended

Mar. 31, 2014

Earnings Per Share [Abstract]

EARNINGS PER SHARE

11. EarningsPer Share

Basic earnings per share is the amount of earnings (adjusted for dividends declared on preferred stock) available to each share of common stock outstanding during the reporting period. Diluted earnings per share is the amount of earnings available to each share of common stock outstanding during the reporting period adjusted to include the effect of potentially dilutive common shares. Potentially dilutive common shares include incremental shares issued for stock options, restricted stock units and awards, distributions from deferred compensation plans, and the conversion of the Company's convertible preferred. Potentially dilutive common shares are excluded from the computation of diluted earnings per share in periods in which the effect would be antidilutive. For diluted earnings per share, net income available to common shares can be affected by the conversion of the Company's convertible preferred stock. Where the effect of this conversion would be dilutive, net income available to common shareholders is adjusted by the associated preferred dividends and deemed dividend. The calculation of basic and diluted earningsper share for each of the three-monthperiods ended March 31, 2014 and 2013,was as follows:

		Three Months Ended
			March 31,
(dollar amounts in thousands, except per share amounts)			2014		2013
Basic earnings per common share:
Net income		$	149,143	$	153,274
Preferred stock dividends			(7,964)		(7,970)
	Net income available to common shareholders	$	141,179	$	145,304
Average common shares issued and outstanding			829,659		841,103
Basic earnings per common share		$	0.17	$	0.17
Diluted earnings per common share:
Net income available to common shareholders		$	141,179	$	145,304
Effect of assumed preferred stock conversion			---		---
	Net income applicable to diluted earnings per share	$	141,179	$	145,304
Average common shares issued and outstanding			829,659		841,103
Dilutive potential common shares:
	Stock options and restricted stock units and awards		11,456		6,281
	Shares held in deferred compensation plans		1,256		1,324
	Other		306		---
Dilutive potential common shares:			13,018		7,605
	Total diluted average common shares issued and outstanding		842,677		848,708
Diluted earnings per common share		$	0.17	$	0.17

For thethree-month periods ended March 31, 2014 and 2013, approximately 2.2 millionand 10.6million,respectively, of options to purchase shares of common stock were not included in the computation of diluted earnings per share because the effect would be antidilutive.

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Benefit Plans (Details Textuals) (USD $) In Thousands, unless otherwise specified	3 Months Ended		3 Months Ended
	Mar. 31, 2014 Y	Dec. 31, 2013	Mar. 31, 2014 Pension Benefits [Member]	Mar. 31, 2013 Pension Benefits [Member]	Mar. 31, 2014 Post Retirement Benefits [Member]	Mar. 31, 2013 Post Retirement Benefits [Member]	Mar. 31, 2014 Equity Securities [Member]	Mar. 31, 2014 Covered Bonds [Member]	Mar. 31, 2014 Cash and Cash Equivalents [Member]
Benefit Plans (Textuals) [Abstract]
Employees retirement age for health care and life insurance benefits under unfunded defined benefit post-retirement plan	55
Employees vesting service under defined benefit post-retirement plan, minimum	10 Years
Life insurance coverage, maximum	$ 50
Average duration of plan assets investment in bonds, years	12 years
Defined Benefit Plan, Actual Plan Asset Allocations							51.00%	48.00%	1.00%
Defined Benefit Plan, Target Plan Asset Allocations Range Minimum							20.00%	50.00%
Defined Benefit Plan, Target Plan Assets Allocation Range Maximum							80.00%	50.00%
Base pay contributed to the plan	up to first 4%
Fair value of plan assets, Percentage	100.00%	100.00%
Curtailments			$ 0	$ 0	$ 0	$ 0

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Goodwill and Other Intangible Assets

3 Months Ended

Mar. 31, 2014

Goodwill and Other Intangible Assets [Abstract]

GOODWILL AND OTHER INTANGIBLE ASSETS

7. Goodwill and Other IntangibleAssets

Business segments are based on segment leadership structure, which reflects how segment performance is monitored and assessed. During the 2014 first quarter, we realigned our business segments to drive our ongoing growth and leverage the knowledge of our highly experienced team. We now have five major business segments: Retail and Business Banking, Commercial Banking, Automobile Finance and Commercial Real Estate (AFCRE), Regional Banking and The Huntington Private Client Group (RBHPCG), and Home Lending. A Treasury / Other function includes our insurance brokerage business, along with technology and operations, other unallocated assets, liabilities, revenue, and expense. All periods presented have been reclassified to conform to the current period classification. Amounts relating to the realignment are disclosed in the table below.

A rollforward of goodwill by business segment for the first three-month period of 2014is presented in the table below:

		Retail &
		Business		Commercial							Home		Treasury/	Huntington
(dollar amounts in thousands)		Banking		Banking		AFCRE			RBHPCG		Lending		Other	Consolidated
Balance, beginning of period		$	286,824	$	16,169	$	---	$	98,951	$	---	$	42,324	$	444,268
	Goodwill acquired
	during the period		64,180		---		---		---		---		---		64,180
	Adjustments		---		5,939		---		(8,939)		3,000		---		---
	Impairment		---		---		---		---		(3,000)		---		(3,000)
Balance, end of period		$	351,004	$	22,108	$	---	$	90,012	$	---	$	42,324	$	505,448

Goodwill acquired during the period was the result of the Camco Financial acquisition, which was completed on March 1, 2014. For additional information, see Business Combinations footnote.

Goodwill is not amortized but is evaluated for impairment on an annual basis at October 1 of each year or whenever events or changes in circumstances indicate the carrying value may not be recoverable.As a result of the reorganization in our reported business segments, goodwill was reallocated among the business segments. Immediately following the reallocation, impairment of $3.0 million was recorded in the Home Lending reporting segment.

At March 31, 2014 and December 31, 2013, Huntington's other intangible assets consisted of the following:

			Gross				Net
			Carrying		Accumulated		Carrying
(dollar amounts in thousands)			Amount		Amortization		Value
March 31, 2014
	Core deposit intangible	$	387,105	$	(342,981)	$	44,124
	Customer relationship		106,974		(60,534)		46,440
	Other		25,164		(24,971)		193
Total other intangible assets		$	519,243	$	(428,486)	$	90,757
December 31, 2013
	Core deposit intangible	$	380,249	$	(335,552)	$	44,697
	Customer relationship		106,974		(58,675)		48,299
	Other		25,164		(24,967)		197
Total other intangible assets		$	512,387	$	(419,194)	$	93,193

The estimated amortization expense of other intangible assets for the remainder of 2014 and the next five years is as follows:

(dollar amounts		Amortization
in thousands)		Expense
2014	$	28,458
2015		21,693
2016		8,354
2017		7,747
2018		6,752
2019		6,205

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Held-to-Maturity Securities (Details) (USD $) In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Contractual maturities of held-to-maturity securities
Held-to-maturity securities, Total	$ 3,734,723	$ 3,836,667
Held-to-maturity Securities, Fair Value	3,701,496	3,760,898
Amortized cost, gross unrealized gains and losses, and fair value by investment category
Held-to-maturity securities, Total	3,734,723	3,836,667
Held-to-maturity Securities, Gross Gain	(14,522)	(6,349)
Held-to-maturity Securities, Gross Losses	47,749	82,118
Held-to-maturity securities, fair value	3,701,496	3,760,898
Continuous Unrealized Loss Position
Total Temporarily Impaired Securities, Less Than Twelve Months, Fair Value	2,611,481	3,001,774
Total Temporarily Impaired Securities Unrealized Losses, Less Than Twelve Months, Fair Value	(46,069)	(79,766)
Total Temporarily Impaired Securities, Over Twelve Months, Fair Value	23,222	22,548
Total Temporarily Impaired Securites, Unrealized Losses Over Twelve Months	(1,680)	(2,352)
Total Temporarily Impaired Securities, Fair Value	2,634,703	3,024,322
Total Temporarily Impaired Securities, Unrealized Losses	(47,749)	(82,118)
Federal agencies - mortgage backed securities [Member]
Contractual maturities of held-to-maturity securities
Held-to-maturity Securities, Under 1 year	0	0
Held-to-maturity Securities, 1-5 years	0	0
Held-to-maturity Securities, 6-10 years	24,901	24,901
Held-to-maturity Securities, Over 10 years	3,478,163	3,574,156
Held-to-maturity securities, Total	3,503,064	3,599,057
Fair Value, Under 1 year	0	0
Fair Value, 1-5 years	0	0
Fair Value, 6-10 years	23,222	22,549
Fair Value, Over 10 years	3,450,923	3,506,018
Held-to-maturity Securities, Fair Value	3,474,145	3,528,567
Amortized cost, gross unrealized gains and losses, and fair value by investment category
Held-to-maturity securities, Total	3,503,064	3,599,057
Held-to-maturity Securities, Gross Gain	(13,868)	(5,573)
Held-to-maturity Securities, Gross Losses	42,787	76,063
Held-to-maturity securities, fair value	3,474,145	3,528,567
Continuous Unrealized Loss Position
Total Temporarily Impaired Securities, Less Than Twelve Months, Fair Value	2,442,257	2,849,198
Total Temporarily Impaired Securities Unrealized Losses, Less Than Twelve Months, Fair Value	(41,107)	(73,711)
Total Temporarily Impaired Securities, Over Twelve Months, Fair Value	23,222	22,548
Total Temporarily Impaired Securites, Unrealized Losses Over Twelve Months	(1,680)	(2,352)
Total Temporarily Impaired Securities, Fair Value	2,465,479	2,871,746
Total Temporarily Impaired Securities, Unrealized Losses	(42,787)	(76,063)
Other Federal Agencies [Member]
Contractual maturities of held-to-maturity securities
Held-to-maturity Securities, Under 1 year	0	0
Held-to-maturity Securities, 1-5 years	0	0
Held-to-maturity Securities, 6-10 years	57,431	38,588
Held-to-maturity Securities, Over 10 years	165,424	189,999
Held-to-maturity securities, Total	222,855	228,587
Fair Value, Under 1 year	0	0
Fair Value, 1-5 years	0	0
Fair Value, 6-10 years	57,652	39,075
Fair Value, Over 10 years	161,433	185,097
Held-to-maturity Securities, Fair Value	219,085	224,172
Amortized cost, gross unrealized gains and losses, and fair value by investment category
Held-to-maturity securities, Total	222,855	228,587
Held-to-maturity Securities, Gross Gain	(654)	(776)
Held-to-maturity Securities, Gross Losses	(4,424)	(5,191)
Held-to-maturity securities, fair value	219,085	224,172
Continuous Unrealized Loss Position
Total Temporarily Impaired Securities, Less Than Twelve Months, Fair Value	160,958	144,417
Total Temporarily Impaired Securities Unrealized Losses, Less Than Twelve Months, Fair Value	(4,424)	(5,191)
Total Temporarily Impaired Securities, Over Twelve Months, Fair Value	0	0
Total Temporarily Impaired Securites, Unrealized Losses Over Twelve Months	0	0
Total Temporarily Impaired Securities, Fair Value	160,958	144,417
Total Temporarily Impaired Securities, Unrealized Losses	(4,424)	(5,191)
Municipal securities [Member]
Contractual maturities of held-to-maturity securities
Held-to-maturity Securities, Under 1 year	0	0
Held-to-maturity Securities, 1-5 years	0	0
Held-to-maturity Securities, 6-10 years	0	0
Held-to-maturity Securities, Over 10 years	8,804	9,023
Held-to-maturity securities, Total	8,804	9,023
Fair Value, Under 1 year	0	0
Fair Value, 1-5 years	0	0
Fair Value, 6-10 years	0	0
Fair Value, Over 10 years	8,266	8,159
Held-to-maturity Securities, Fair Value	8,266	8,159
Amortized cost, gross unrealized gains and losses, and fair value by investment category
Held-to-maturity securities, Total	8,804	9,023
Held-to-maturity Securities, Gross Gain	0	0
Held-to-maturity Securities, Gross Losses	(538)	(864)
Held-to-maturity securities, fair value	8,266	8,159
Continuous Unrealized Loss Position
Total Temporarily Impaired Securities, Less Than Twelve Months, Fair Value	8,266	8,159
Total Temporarily Impaired Securities Unrealized Losses, Less Than Twelve Months, Fair Value	(538)	(864)
Total Temporarily Impaired Securities, Over Twelve Months, Fair Value	0	0
Total Temporarily Impaired Securites, Unrealized Losses Over Twelve Months	0	0
Total Temporarily Impaired Securities, Fair Value	8,266	8,159
Total Temporarily Impaired Securities, Unrealized Losses	(538)	(864)
Total U.S. Government backed agencies [Member]
Contractual maturities of held-to-maturity securities
Held-to-maturity securities, Total	3,725,919	3,827,644
Held-to-maturity Securities, Fair Value	3,693,230	3,752,739
Amortized cost, gross unrealized gains and losses, and fair value by investment category
Held-to-maturity securities, Total	3,725,919	3,827,644
Held-to-maturity Securities, Gross Gain	(14,522)	(6,349)
Held-to-maturity Securities, Gross Losses	47,211	81,254
Held-to-maturity securities, fair value	3,693,230	3,752,739
Continuous Unrealized Loss Position
Total Temporarily Impaired Securities, Less Than Twelve Months, Fair Value	2,603,215	2,993,615
Total Temporarily Impaired Securities Unrealized Losses, Less Than Twelve Months, Fair Value	(45,531)	(78,902)
Total Temporarily Impaired Securities, Over Twelve Months, Fair Value	23,222	22,548
Total Temporarily Impaired Securites, Unrealized Losses Over Twelve Months	(1,680)	(2,352)
Total Temporarily Impaired Securities, Fair Value	2,626,437	3,016,163
Total Temporarily Impaired Securities, Unrealized Losses	$ (47,211)	$ (81,254)

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Subsequent Event (Detail Textuals)	3 Months Ended
	Mar. 31, 2014
Subsequent Event Line Items
Subsequent Event Description	On April 9, 2014, Huntington announced the signing of a definitive agreement under which Huntington National Bank will purchase 11 branches in Central and East Michigan from Bank of America Corporation. Huntington will purchase approximately $450 million in deposits, for a deposit premium of 3.5 percent based on deposit balances near the time the transaction closes. The transaction to acquire branches and deposits excludes loans and is expected to be completed in the second half of 2014, subject to the satisfaction of customary closing conditions, including regulatory approvals. In April 2014, the Bank issued $500.0 million of senior notes at 99.842% of face value. The senior note issuances mature on April 24, 2017 and have a fixed coupon rate of 1.375%. In April 2014, the Bank also issued $250.0 million of senior notes at 100.0% of face value. The senior bank note issuances mature on April 24, 2017 and have a variable coupon rate equal to the three month LIBOR plus 0.425%. Both senior note issuances may be redeemed one month prior to their maturity date at 100% of principal plus accrued and unpaid interest.

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Held to Maturity Securities

3 Months Ended

Mar. 31, 2014

Held to Maturity Securities [Abstract]

HELD-TO-MATURITY SECURITIES

5. HELD-TO-MATURITY Securities

These are debt securities that Huntington has the intent and ability to hold until maturity. The debt securities are carried at amortized cost and adjusted for amortization of premiums and accretion of discounts using the interest method.

Listed below are the contractual maturities (under 1 year, 1-5 years, 6-10 years, and over 10 years) of held-to-maturity securities at March 31, 2014 and December 31, 2013:

				March 31, 2014				December 31, 2013
				Amortized		Fair		Amortized		Fair
(dollar amounts in thousands)				Cost		Value		Cost		Value
	Federal agencies: mortgage-backed securities:
		Under 1 year	$	---	$	---	$	---	$	---
		1-5 years		---		---		---		---
		6-10 years		24,901		23,222		24,901		22,549
		Over 10 years		3,478,163		3,450,923		3,574,156		3,506,018
	Total Federal agencies: mortgage-backed securities			3,503,064		3,474,145		3,599,057		3,528,567
	Other agencies:
		Under 1 year		---		---		---		---
		1-5 years		---		---		---		---
		6-10 years		57,431		57,652		38,588		39,075
		Over 10 years		165,424		161,433		189,999		185,097
	Total other agencies			222,855		219,085		228,587		224,172
Total U.S. Government backed agencies				3,725,919		3,693,230		3,827,644		3,752,739
Municipal securities:
	Under 1 year			---		---		---		---
	1-5 years			---		---		---		---
	6-10 years			---		---		---		---
	Over 10 years			8,804		8,266		9,023		8,159
Total municipal securities				8,804		8,266		9,023		8,159
Total held-to-maturity securities			$	3,734,723	$	3,701,496	$	3,836,667	$	3,760,898

The following table provides amortized cost, gross unrealized gains and losses, and fair value by investment category at March 31, 2014 and December 31, 2013:

					Unrealized
			Amortized		Gross		Gross		Fair
(dollar amounts in thousands)			Cost		Gains		Losses		Value
March 31, 2014
Federal Agencies:
	Mortgage-backed securities	$	3,503,064	$	13,868	$	(42,787)	$	3,474,145
	Other agencies		222,855		654		(4,424)		219,085
Total U.S. Government
	backed securities		3,725,919		14,522		(47,211)		3,693,230
Municipal securities			8,804		---		(538)		8,266
Total held-to-maturity securities		$	3,734,723	$	14,522	$	(47,749)	$	3,701,496
					Unrealized
			Amortized		Gross		Gross		Fair
(dollar amounts in thousands)			Cost		Gains		Losses		Value
December 31, 2013
Federal Agencies:
	Mortgage-backed securities	$	3,599,057	$	5,573	$	(76,063)	$	3,528,567
	Other agencies		228,587		776		(5,191)		224,172
Total U.S. Government
	backed securities		3,827,644		6,349		(81,254)		3,752,739
Municipal securities			9,023		---		(864)		8,159
Total held-to-maturity securities		$	3,836,667	$	6,349	$	(82,118)	$	3,760,898

			Less than 12 Months				Over 12 Months				Total
			Fair		Unrealized		Fair		Unrealized		Fair		Unrealized
(dollar amounts in thousands )			Value		Losses		Value		Losses		Value		Losses
March 31, 2014
Federal Agencies:
	Mortgage-backed securities	$	2,442,257	$	(41,107)	$	23,222	$	(1,680)	$	2,465,479	$	(42,787)
	Other agencies		160,958		(4,424)		---		---		160,958		(4,424)
Total U.S. Government backed securities			2,603,215		(45,531)		23,222		(1,680)		2,626,437		(47,211)
Municipal securities			8,266		(538)		---		---		8,266		(538)
Total temporarily impaired securities		$	2,611,481	$	(46,069)	$	23,222	$	(1,680)	$	2,634,703	$	(47,749)
			Less than 12 Months				Over 12 Months				Total
			Fair		Unrealized		Fair		Unrealized		Fair		Unrealized
(dollar amounts in thousands )			Value		Losses		Value		Losses		Value		Losses
December 31, 2013
Federal Agencies:
	Mortgage-backed securities	$	2,849,198	$	(73,711)	$	22,548	$	(2,352)	$	2,871,746	$	(76,063)
	Other agencies		144,417		(5,191)		---		---		144,417		(5,191)
Total U.S. Government backed securities			2,993,615		(78,902)		22,548		(2,352)		3,016,163		(81,254)
Municipal securities			8,159		(864)		---		---		8,159		(864)
Total temporarily impaired securities		$	3,001,774	$	(79,766)	$	22,548	$	(2,352)	$	3,024,322	$	(82,118)

Security Impairment

Huntington evaluates the held-to-maturity securities portfolio on a quarterly basis for impairment. Impairment would exist when the present value of the expected cash flows is not sufficient to recover the entire amortized cost basis at the balance sheet date. Under these circumstances, any impairment would be recognized in earnings. As of March 31, 2014, Management has evaluated held-to-maturity securities with unrealized losses for impairment and concluded no OTTI is required.

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Loan Sales and Securitizations

3 Months Ended

Mar. 31, 2014

Loan Sales and Securitizations [Abstract]

LOAN SALES AND SECURITIZATIONS

6. Loan sales and Securitizations

Residential Mortgage Loans

The following table summarizes activity relating to residential mortgage loans sold with servicing retained for the three-month periods ended March 31, 2014 and 2013:

			Three Months Ended
			March 31,
(dollar amounts in thousands)			2014		2013
Residential mortgage loans sold with servicing retained		$	481,837	$	836,134
Pretax gains resulting from above loan sales (1)			12,076		35,569
(1)	Recorded in mortgage banking income.

A MSR is established only when the servicing is contractually separated from the underlying mortgage loans by sale or securitization of the loans with servicing rights retained. At initial recognition, the MSR asset is established at its fair value using assumptions consistent with assumptions used to estimate the fair value of existing MSRs. At the time of initial capitalization, MSRs may be recorded using either the fair value method or the amortization method. The election of the fair value method or amortization method is made at the time each servicing class is established. Subsequently, servicing rights are accounted for based on the methodology chosen for each respective servicing class.Any increase or decrease in the fair value of MSRs carried under the fair value method, as well as amortization or impairment of MSRs recorded using the amortization method, during the period is recorded as an increase or decrease in mortgage banking income, which is reflected in noninterest income in the Unaudited Condensed Consolidated Statements of Income.

The following tables summarize the changes in MSRs recorded using either the fair value method or the amortization method for the three-month periods ended March 31, 2014and 2013:

			Three Months Ended
Fair Value Method:			March 31,
(dollar amounts in thousands)			2014		2013
Fair value, beginning of period		$	34,236	$	35,202
Change in fair value during the period due to:
	Time decay (1)		(725)		(609)
	Payoffs (2)		(1,915)		(3,157)
	Changes in valuation inputs or assumptions (3)		(968)		4,146
Fair value, end of period:		$	30,628	$	35,582
Weighted-average life (years)			4.1		3.6
(1)	Represents decrease in value due to passage of time, including the impact from both regularly scheduled loan principal payments and partial loan paydowns.
(2)	Represents decrease in value associated with loans that paid off during the period.
(3)	Represents change in value resulting primarily from market-driven changes in interest rates and prepayment speeds.
			Three Months Ended
Amortization Method:			March 31,
(dollar amounts in thousands)			2014		2013
Carrying value, beginning of period		$	128,064	$	85,545
New servicing assets created			5,053		9,286
Servicing assets acquired			3,505		---
Impairment (charge) / recovery			(629)		13,651
Amortization and other			(3,342)		(4,137)
Carrying value, end of period		$	132,651	$	104,345
Fair value, end of period		$	144,694	$	104,512
Weighted-average life (years)			6.5		4.6

MSRs do not trade in an active, open market with readily observable prices. While sales of MSRs occur, the precise terms and conditions are typically not readily available. Therefore, the fair value of MSRs is estimated using a discounted future cash flow model. The model considers portfolio characteristics, contractually specified servicing fees and assumptions related to prepayments, delinquency rates, late charges, other ancillary revenues, costs to service, and other economic factors. Changes in the assumptions used may have a significant impact on the valuation of MSRs.

MSR values are very sensitive to movements in interest rates as expected future net servicing income depends on the projected outstanding principal balances of the underlying loans, which can be greatly impacted by the level of prepayments. Huntington hedges the value of certain MSRs against changes in value attributable to changes in interest rates using a combination of derivative instruments and trading securities.

For MSRs under the fair value method, a summary of key assumptions and the sensitivity of the MSR value at March 31, 2014and December 31, 2013, to changes in these assumptions follows:

	March 31, 2014							December 31, 2013
					Decline in fair value due to						Decline in fair value due to
					10%		20%				10%		20%
					adverse		adverse				adverse		adverse
(dollar amounts in thousands)		Actual			change		change	Actual			change		change
Constant prepayment rate (annualized)		12.60	%	$	(1,804)	$	(3,699)	11.90	%	$	(1,935)	$	(3,816)
Spread over forward interest rate swap rates		1,081	bps		(1,200)		(2,400)	1,069	bps		(1,376)		(2,753)

For MSRs under the amortization method, a summary of key assumptions and the sensitivity of the MSR value at March 31, 2014 and December 31, 2013, to changes in these assumptions follows:

	March 31, 2014							December 31, 2013
					Decline in fair value due to						Decline in fair value due to
					10%		20%				10%		20%
					adverse		adverse				adverse		adverse
(dollar amounts in thousands)		Actual			change		change	Actual			change		change
Constant prepayment rate (annualized)		7.20	%	$	(6,672)	$	(13,599)	6.70	%	$	(6,813)	$	(12,977)
Spread over forward interest rate swap rates		959	bps		(6,029)		(12,058)	940	bps		(6,027)		(12,054)

Total servicing fees included in mortgage banking income amounted to $10.9million and $11.2million for the three-month periods ended March 31, 2014and 2013, respectively.The unpaid principal balance of residential mortgage loans serviced for third parties was $15.6 billion and $15.2 billion at March 31, 2014 and December 31, 2013, respectively.

Automobile Loans and Leases

Huntington has retained servicing responsibilities on sold automobile loans and receives annual servicing fees and other ancillary fees on the outstanding loan balances. Automobile loan servicing rights are accounted for using the amortization method. A servicing asset is established at fair value at the time of the sale. The servicing asset is then amortized against servicing income. Impairment, if any, is recognized when carrying value exceeds the fair value as determined by calculating the present value of expected net future cash flows. The primary risk characteristic for measuring servicing assets is payoff rates of the underlying loan pools. Valuation calculations rely on the predicted payoff assumption and, if actual payoff is quicker than expected, then future value would be impaired.

Changes in the carrying value of automobile loan servicing rights for the three-month periods ended March 31, 2014 and 2013, and the fair value at the end of each period were as follows:

		Three Months Ended
		March 31,
(dollar amounts in thousands)		2014		2013
Carrying value, beginning of period	$	17,672	$	35,606
New servicing assets created		---		---
Amortization and other		(3,315)		(5,170)
Carrying value, end of period	$	14,357	$	30,436
Fair value, end of period	$	14,357	$	30,823
Weighted-average life (years)		3.2		4.1

A summary of key assumptions and the sensitivity of the automobile loan servicing rights value to changes in these assumptions at March 31, 2014 and December 31, 2013follows:

	March 31, 2014							December 31, 2013
					Decline in fair value due to						Decline in fair value due to
					10%		20%				10%		20%
					adverse		adverse				adverse		adverse
(dollar amounts in thousands)		Actual			change		change	Actual			change		change
Constant prepayment rate (annualized)		14.64	%	$	(414)	$	(895)	14.65	%	$	(584)	$	(1,183)
Spread over forward interest rate swap rates		500	bps		(5)		(10)	500	bps		(7)		(15)

Servicing income, net of amortization of capitalized servicing assets and impairment, amounted to $2.1 million and $2.7 million for the three-month periods ending March 31, 2014, and 2013, respectively. The unpaid principal balance of automobile loans serviced for third parties was $1.4 billion and $1.6 billion at March 31, 2014 and December 31, 2013, respectively.

Small Business Association (SBA) Portfolio

The following table summarizes activity relating to SBA loans sold with servicing retained for the three-month periods ended March 31, 2014 and 2013:

			Three Months Ended
			March 31,
(dollar amounts in thousands)			2014		2013
SBA loans sold with servicing retained		$	40,871	$	26,908
Pretax gains resulting from above loan sales (1)			4,375		3,076
(1)	Recorded in mortgage banking income.

Huntington has retained servicing responsibilities on sold SBA loans and receives annual servicing fees on the outstanding loan balances. SBA loan servicing rights are accounted for using the amortization method. A servicing asset is established at fair value at the time of the sale using a discounted future cash flow model. The servicing asset is then amortized against servicing income. Impairment, if any, is recognized when carrying value exceeds the fair value as determined by calculating the present value of expected net future cash flows.

The following tables summarize the changes in the carrying value of the servicing asset for the three-month periods ended March 31, 2014 and 2013, and the fair value at the end of each period were as follows:

		Three Months Ended
		March 31,
(dollar amounts in thousands)		2014		2013
Carrying value, beginning of period	$	16,865	$	15,147
New servicing assets created		1,335		883
Amortization and other		(1,172)		(1,136)
Carrying value, end of period	$	17,028	$	14,894
Fair value, end of period	$	17,028	$	14,894
Weighted-average life (years)		3.5		3.5

A summary of key assumptions and the sensitivity of the SBA loan servicing rights value to changes in these assumptions at March 31, 2014 and December 31, 2013 follows:

	March 31, 2014						December 31, 2013
				Decline in fair value due to						Decline in fair value due to
				10%		20%				10%		20%
				adverse		adverse				adverse		adverse
(dollar amounts in thousands)	Actual			change		change	Actual			change		change
Constant prepayment rate (annualized)	5.80	%	$	(189)	$	(375)	5.90	%	$	(221)	$	(438)
Discount rate	15	bps		(488)		(955)	1,500	bps		(446)		(873)

Servicing income, net of amortization of capitalized servicing assets, amounted to $1.7 millionand $1.5 million for the three-month periods ending March 31, 2014, and 2013, respectively. The unpaid principal balance of SBA loans serviced for third parties was $969.2 million and $885.4 million at March 31, 2014 and December 31, 2013,respectively.

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Other Long Term Debt

3 Months Ended

Mar. 31, 2014

Long-term Debt, Current and Noncurrent [Abstract]

Long-term Debt [Text Block]

8. Other Long-Term Debt

In February 2014,the Bank issued $500.0 million of senior notes at 99.842% of face value. The senior bank note issuances mature on April 1, 2019 and have a fixed coupon rate of 2.20%. The senior note issuance may be redeemed one month prior to the maturity date at 100% of principal plus accrued and unpaid interest.

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Loans sales and securitizations (Details Textuals) (USD $)	3 Months Ended						3 Months Ended			3 Months Ended
	Dec. 31, 2013	Jun. 30, 2013	Sep. 30, 2012	Mar. 31, 2014 Residential Mortgage [Member]	Mar. 31, 2013 Residential Mortgage [Member]	Dec. 31, 2013 Residential Mortgage [Member]	Mar. 31, 2014 Automobile Loan [Member]	Mar. 31, 2013 Automobile Loan [Member]	Dec. 31, 2013 Automobile Loan [Member]	Mar. 31, 2014 Small Business Association (SBA) Loan [Member]	Mar. 31, 2013 Small Business Association (SBA) Loan [Member]	Dec. 31, 2013 Small Business Association (SBA) Loan [Member]
Loans sales and securitizations (Textuals) [Abstract]
Servicing income				$ 10,900,000	$ 11,200,000		$ 2,100,000	$ 2,700,000		$ 1,700,000	$ 1,500,000
Total of automobile loans transferred in securitization transactions (not used)	1,000,000,000	1,300,000,000	1,000,000,000
Unpaid principal balance of third party serviced loans				$ 15,600,000,000		$ 15,200,000,000	$ 1,400,000,000		$ 1,600,000,000	$ 969,200,000		$ 885,400,000

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Fair Values of Assets and Liabilities (Recurring basis) (Details) (USD $) In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Assets measured at fair value on a recurring basis
Trading account securities	$ 40,439	$ 35,573
Available-for-sale and other securities	7,754,790	7,308,753
Liabilities measured at fair value on a recurring basis
Short-term borrowings		(1,089)
Recurring Basis [Member]
Assets measured at fair value on a recurring basis
Mortgage loans held for sale	280,108	278,928
Trading account securities	40,439	35,573
Available-for-sale and other securities	7,431,639	6,987,762
Automobile loans	37,268	52,286
MSR's	30,628	34,236
Derivative assets	226,929	200,029
Liabilities measured at fair value on a recurring basis
Derivatives	150,919	129,274
Other liabilities	0
Recurring Basis [Member] | U.S. Treasury [Member]
Assets measured at fair value on a recurring basis
Trading account securities	0	0
Available-for-sale and other securities	50,989	51,604
Recurring Basis [Member] | Federal agencies - mortgage backed securities [Member]
Assets measured at fair value on a recurring basis
Trading account securities	0	0
Available-for-sale and other securities	4,565,879	3,566,221
Recurring Basis [Member] | Federal agencies: Other agencies [Member]
Assets measured at fair value on a recurring basis
Trading account securities	0	834
Available-for-sale and other securities	134,600	319,888
Recurring Basis [Member] | Municipal securities [Member]
Assets measured at fair value on a recurring basis
Trading account securities	4,418	2,180
Available-for-sale and other securities	1,225,986	1,145,992
Recurring Basis [Member] | Mortgage-backed Securities, Issued by Private Enterprises [Member]
Assets measured at fair value on a recurring basis
Available-for-sale and other securities	47,527	49,104
Recurring Basis [Member] | Asset-backed Securities [Member]
Assets measured at fair value on a recurring basis
Available-for-sale and other securities	933,356	1,091,040
Recurring Basis [Member] | Covered Bonds [Member]
Assets measured at fair value on a recurring basis
Available-for-sale and other securities	0	285,874
Recurring Basis [Member] | Corporate debt [Member]
Assets measured at fair value on a recurring basis
Available-for-sale and other securities	452,420	457,240
Recurring Basis [Member] | Other securities [Member]
Assets measured at fair value on a recurring basis
Trading account securities	36,021	32,559
Available-for-sale and other securities	20,882	20,799
Recurring Basis [Member] | Level 1 [Member]
Assets measured at fair value on a recurring basis
Mortgage loans held for sale	0	0
Trading account securities	33,015	32,081
Available-for-sale and other securities	68,051	68,575
Automobile loans	0	0
MSR's	0	0
Derivative assets	62,174	36,774
Liabilities measured at fair value on a recurring basis
Derivatives	49,853	22,787
Other liabilities	0
Recurring Basis [Member] | Level 1 [Member] | U.S. Treasury [Member]
Assets measured at fair value on a recurring basis
Trading account securities	0	0
Available-for-sale and other securities	50,989	51,604
Recurring Basis [Member] | Level 1 [Member] | Federal agencies - mortgage backed securities [Member]
Assets measured at fair value on a recurring basis
Trading account securities	0	0
Available-for-sale and other securities	0	0
Recurring Basis [Member] | Level 1 [Member] | Federal agencies: Other agencies [Member]
Assets measured at fair value on a recurring basis
Trading account securities	0	0
Available-for-sale and other securities	0	0
Recurring Basis [Member] | Level 1 [Member] | Municipal securities [Member]
Assets measured at fair value on a recurring basis
Trading account securities	0	0
Available-for-sale and other securities	0	0
Recurring Basis [Member] | Level 1 [Member] | Mortgage-backed Securities, Issued by Private Enterprises [Member]
Assets measured at fair value on a recurring basis
Available-for-sale and other securities	0	0
Recurring Basis [Member] | Level 1 [Member] | Asset-backed Securities [Member]
Assets measured at fair value on a recurring basis
Available-for-sale and other securities	0	0
Recurring Basis [Member] | Level 1 [Member] | Covered Bonds [Member]
Assets measured at fair value on a recurring basis
Available-for-sale and other securities	0	0
Recurring Basis [Member] | Level 1 [Member] | Corporate debt [Member]
Assets measured at fair value on a recurring basis
Available-for-sale and other securities	0	0
Recurring Basis [Member] | Level 1 [Member] | Other securities [Member]
Assets measured at fair value on a recurring basis
Trading account securities	33,015	32,081
Available-for-sale and other securities	17,062	16,971
Recurring Basis [Member] | Level 2 [Member]
Assets measured at fair value on a recurring basis
Mortgage loans held for sale	280,108	278,928
Trading account securities	7,424	3,492
Available-for-sale and other securities	6,487,344	6,125,091
Automobile loans	0	0
MSR's	0	0
Derivative assets	218,416	219,045
Liabilities measured at fair value on a recurring basis
Derivatives	123,706	124,123
Other liabilities	0
Short-term borrowings		(1,089)
Recurring Basis [Member] | Level 2 [Member] | U.S. Treasury [Member]
Assets measured at fair value on a recurring basis
Trading account securities	0	0
Available-for-sale and other securities	0	0
Recurring Basis [Member] | Level 2 [Member] | Federal agencies - mortgage backed securities [Member]
Assets measured at fair value on a recurring basis
Trading account securities	0	0
Available-for-sale and other securities	4,565,879	3,566,221
Recurring Basis [Member] | Level 2 [Member] | Federal agencies: Other agencies [Member]
Assets measured at fair value on a recurring basis
Trading account securities	0	834
Available-for-sale and other securities	134,600	319,888
Recurring Basis [Member] | Level 2 [Member] | Municipal securities [Member]
Assets measured at fair value on a recurring basis
Trading account securities	4,418	2,180
Available-for-sale and other securities	491,608	491,455
Recurring Basis [Member] | Level 2 [Member] | Mortgage-backed Securities, Issued by Private Enterprises [Member]
Assets measured at fair value on a recurring basis
Available-for-sale and other securities	15,630	16,964
Recurring Basis [Member] | Level 2 [Member] | Asset-backed Securities [Member]
Assets measured at fair value on a recurring basis
Available-for-sale and other securities	823,387	983,621
Recurring Basis [Member] | Level 2 [Member] | Covered Bonds [Member]
Assets measured at fair value on a recurring basis
Available-for-sale and other securities	0	285,874
Recurring Basis [Member] | Level 2 [Member] | Corporate debt [Member]
Assets measured at fair value on a recurring basis
Available-for-sale and other securities	452,420	457,240
Recurring Basis [Member] | Level 2 [Member] | Other securities [Member]
Assets measured at fair value on a recurring basis
Trading account securities	3,006	478
Available-for-sale and other securities	3,820	3,828
Recurring Basis [Member] | Level 3 [Member]
Assets measured at fair value on a recurring basis
Mortgage loans held for sale	0	0
Trading account securities	0	0
Available-for-sale and other securities	876,244	794,096
Automobile loans	37,268	52,286
MSR's	30,628	34,236
Derivative assets	4,525	3,066
Liabilities measured at fair value on a recurring basis
Derivatives	825	676
Other liabilities	0
Recurring Basis [Member] | Level 3 [Member] | U.S. Treasury [Member]
Assets measured at fair value on a recurring basis
Trading account securities	0	0
Available-for-sale and other securities	0	0
Recurring Basis [Member] | Level 3 [Member] | Federal agencies - mortgage backed securities [Member]
Assets measured at fair value on a recurring basis
Trading account securities	0	0
Available-for-sale and other securities	0	0
Recurring Basis [Member] | Level 3 [Member] | Federal agencies: Other agencies [Member]
Assets measured at fair value on a recurring basis
Trading account securities	0	0
Available-for-sale and other securities	0	0
Recurring Basis [Member] | Level 3 [Member] | Municipal securities [Member]
Assets measured at fair value on a recurring basis
Trading account securities	0	0
Available-for-sale and other securities	734,378	654,537
Recurring Basis [Member] | Level 3 [Member] | Mortgage-backed Securities, Issued by Private Enterprises [Member]
Assets measured at fair value on a recurring basis
Available-for-sale and other securities	31,897	32,140
Recurring Basis [Member] | Level 3 [Member] | Asset-backed Securities [Member]
Assets measured at fair value on a recurring basis
Available-for-sale and other securities	109,969	107,419
Recurring Basis [Member] | Level 3 [Member] | Covered Bonds [Member]
Assets measured at fair value on a recurring basis
Available-for-sale and other securities		0
Recurring Basis [Member] | Level 3 [Member] | Corporate debt [Member]
Assets measured at fair value on a recurring basis
Available-for-sale and other securities	0	0
Recurring Basis [Member] | Level 3 [Member] | Other securities [Member]
Assets measured at fair value on a recurring basis
Trading account securities	0	0
Available-for-sale and other securities	0	0
Recurring Basis [Member] | Netting Adjustments [Member]
Assets measured at fair value on a recurring basis
Mortgage loans held for sale	0	0
Trading account securities	0	0
Available-for-sale and other securities	0	0
Automobile loans	0	0
MSR's	0	0
Derivative assets	(58,186)	(58,856)
Liabilities measured at fair value on a recurring basis
Derivatives	(23,465)	(18,312)
Other liabilities	0
Recurring Basis [Member] | Netting Adjustments [Member] | U.S. Treasury [Member]
Assets measured at fair value on a recurring basis
Trading account securities	0	0
Available-for-sale and other securities	0	0
Recurring Basis [Member] | Netting Adjustments [Member] | Federal agencies - mortgage backed securities [Member]
Assets measured at fair value on a recurring basis
Trading account securities	0	0
Available-for-sale and other securities	0	0
Recurring Basis [Member] | Netting Adjustments [Member] | Federal agencies: Other agencies [Member]
Assets measured at fair value on a recurring basis
Trading account securities	0	0
Available-for-sale and other securities	0	0
Recurring Basis [Member] | Netting Adjustments [Member] | Municipal securities [Member]
Assets measured at fair value on a recurring basis
Trading account securities	0	0
Available-for-sale and other securities	0	0
Recurring Basis [Member] | Netting Adjustments [Member] | Mortgage-backed Securities, Issued by Private Enterprises [Member]
Assets measured at fair value on a recurring basis
Available-for-sale and other securities	0	0
Recurring Basis [Member] | Netting Adjustments [Member] | Asset-backed Securities [Member]
Assets measured at fair value on a recurring basis
Available-for-sale and other securities	0	0
Recurring Basis [Member] | Netting Adjustments [Member] | Covered Bonds [Member]
Assets measured at fair value on a recurring basis
Available-for-sale and other securities	0	0
Recurring Basis [Member] | Netting Adjustments [Member] | Corporate debt [Member]
Assets measured at fair value on a recurring basis
Available-for-sale and other securities	0	0
Recurring Basis [Member] | Netting Adjustments [Member] | Other securities [Member]
Assets measured at fair value on a recurring basis
Trading account securities	0	0
Available-for-sale and other securities	$ 0	$ 0

XML

Premises and Equipment (Details) (USD $) In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Property, Plant and Equipment, Net, by Type [Abstract]
Property, Plant and Equipment, Net	$ 628,966	$ 634,657

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Variable Interest Entities (Early adoption) (Details 2) (USD $) In Thousands, unless otherwise specified	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
Consolidated Balance Sheets [Abstract]
Other Assets	$ 1,646,935		$ 1,609,877
Retained (deficit) earnings	(1,379,832)		(1,479,323)
Consolidated Statements of Income [Abstract]
Noninterest Income	248,485	256,618
Income Tax Expense (Benefit)	52,097	55,129
Net Income (Loss) Attributable to Parent	149,143	153,274
Scenario, Previously Reported [Member] | Low Income Housing Tax Credit Partners [Member]
Consolidated Balance Sheets [Abstract]
Other Assets			1,619,046
Retained (deficit) earnings			(1,470,154)
Consolidated Statements of Income [Abstract]
Noninterest Income		252,209
Income Tax Expense (Benefit)		52,214
Net Income (Loss) Attributable to Parent		151,780
Scenario Actual [Member] | Low Income Housing Tax Credit Partners [Member]
Consolidated Balance Sheets [Abstract]
Other Assets			1,609,877
Retained (deficit) earnings			(1,479,323)
Consolidated Statements of Income [Abstract]
Noninterest Income		256,618
Income Tax Expense (Benefit)		55,129
Net Income (Loss) Attributable to Parent		$ 153,274

XML

Loans sales and securitizations (Details 1) (USD $) In Thousands, unless otherwise specified	3 Months Ended	12 Months Ended	3 Months Ended	12 Months Ended	3 Months Ended	12 Months Ended	3 Months Ended	12 Months Ended	3 Months Ended
	Mar. 31, 2014 Fair value method Residential Mortgage [Member]	Dec. 31, 2013 Fair value method Residential Mortgage [Member]	Mar. 31, 2014 Amortization method Residential Mortgage [Member]	Dec. 31, 2013 Amortization method Residential Mortgage [Member]	Mar. 31, 2014 Amortization method Automobile Loan [Member]	Dec. 31, 2013 Amortization method Automobile Loan [Member]	Mar. 31, 2014 Amortization method Small Business Association (SBA) Loan [Member]	Dec. 31, 2013 Amortization method Small Business Association (SBA) Loan [Member]	Mar. 31, 2014 Residential Mortgage [Member]	Mar. 31, 2013 Residential Mortgage [Member]	Mar. 31, 2014 Residential Mortgage [Member] Fair value method	Mar. 31, 2013 Residential Mortgage [Member] Fair value method	Mar. 31, 2014 Residential Mortgage [Member] Amortization method	Sep. 30, 2013 Residential Mortgage [Member] Amortization method	Mar. 31, 2014 Automobile Loan [Member]	Mar. 31, 2013 Automobile Loan [Member]	Mar. 31, 2014 Automobile Loan [Member] Amortization method	Mar. 31, 2013 Automobile Loan [Member] Amortization method	Mar. 31, 2014 Small Business Association (SBA) Loan [Member]	Mar. 31, 2013 Small Business Association (SBA) Loan [Member]
Summarizes activity relating to loans sold securitized with servicing retained
Loans sold with servicing retained																			$ 40,871	$ 26,908
Summarize the changes in servicing rights using the amortization method
Carrying value, beginning of year									128,064	85,545					17,672	35,606			16,865	15,147
New servicing assets created									5,053	9,286					0	0			1,335	883
Servicing assets acquired									3,505	0
Impairment charge/(recovery)									(629)	13,651									0	0
Amortization and other									(3,342)	(4,137)					(3,315)	(5,170)			(1,172)	(1,136)
Carrying value, end of period									132,651	104,345					14,357	30,436			17,028	14,894
Fair value, end of period									144,694	104,512					14,357	30,823			17,028	14,894
Weighted-average life (in years)											4 years 1 month 0 days	3 years 7 months 0 days	6 years 6 months 0 days	4 years 7 months 0 days			3 years 2 months 0 days	4 years 1 month 0 days	4 years 6 months 0 days
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]
Constant pre-payment rate, actual	12.60%	11.90%	7.20%	6.70%	14.64%	14.65%	5.80%	5.90%
Constant pre-payment rate, 10% adverse change	(1,804)	(1,935)	(6,672)	(6,813)	(414)	(584)	(189)	(221)
Constant pre-payment rate, 20% adverse change	(3,699)	(3,816)	(13,599)	(12,977)	(895)	(1,183)	(375)	(438)
Spread over forward interest rate swap rates, actual	10.81%	10.69%	9.59%	9.40%	5.00%	5.00%	0.15%	1500.00%
Spread over forward interest rate swap rates, 10% adverse change	(1,200)	(1,376)	(6,029)	(6,027)	(5)	(7)	(488)	(446)
Spread over forward interest rate swap rates, 20% adverse change	$ (2,400)	$ (2,753)	$ (12,058)	$ (12,054)	$ (10)	$ (15)	$ (955)	$ (873)

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Derivative Financial Instruments (Asset and liability management) (Details) (USD $) In Thousands, unless otherwise specified	Dec. 31, 2013	Mar. 31, 2014 Cash flow hedging [Member]	Mar. 31, 2014 Fair Value Hedging [Member]	Mar. 31, 2014 Loan [Member] Cash flow hedging [Member]	Mar. 31, 2014 Deposits [Member] Fair Value Hedging [Member]	Mar. 31, 2014 Subordinated notes Fair Value Hedging [Member]	Mar. 31, 2014 Other long-term debt Fair Value Hedging [Member]
Notional Amount Of Derivatives [Abstract]
Derivative, Notional Amount	$ 500,000	$ 9,315,000	$ 2,344,300	$ 9,315,000	$ 84,300	$ 475,000	$ 1,785,000

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Loans sales and securitizations (Tables)

3 Months Ended

Mar. 31, 2014

Loan Sales and Securitizations [Abstract]

Summarizes activity relating to loans securitized sold with servicing retained

			Three Months Ended
			March 31,
(dollar amounts in thousands)			2014		2013
Residential mortgage loans sold with servicing retained		$	481,837	$	836,134
Pretax gains resulting from above loan sales (1)			12,076		35,569
(1)	Recorded in mortgage banking income.

			Three Months Ended
			March 31,
(dollar amounts in thousands)			2014		2013
SBA loans sold with servicing retained		$	40,871	$	26,908
Pretax gains resulting from above loan sales (1)			4,375		3,076
(1)	Recorded in mortgage banking income.

Summarizes activity relating to loans sold with servicing retained using the fair value method

			Three Months Ended
Fair Value Method:			March 31,
(dollar amounts in thousands)			2014		2013
Fair value, beginning of period		$	34,236	$	35,202
Change in fair value during the period due to:
	Time decay (1)		(725)		(609)
	Payoffs (2)		(1,915)		(3,157)
	Changes in valuation inputs or assumptions (3)		(968)		4,146
Fair value, end of period:		$	30,628	$	35,582
Weighted-average life (years)			4.1		3.6
(1)	Represents decrease in value due to passage of time, including the impact from both regularly scheduled loan principal payments and partial loan paydowns.
(2)	Represents decrease in value associated with loans that paid off during the period.
(3)	Represents change in value resulting primarily from market-driven changes in interest rates and prepayment speeds.

Summarizes activity relating to loans sold with servicing retained using the amortization method

		Three Months Ended
Amortization Method:		March 31,
(dollar amounts in thousands)		2014		2013
Carrying value, beginning of period	$	128,064	$	85,545
New servicing assets created		5,053		9,286
Servicing assets acquired		3,505		---
Impairment (charge) / recovery		(629)		13,651
Amortization and other		(3,342)		(4,137)
Carrying value, end of period	$	132,651	$	104,345
Fair value, end of period	$	144,694	$	104,512
Weighted-average life (years)		6.5		4.6

		Three Months Ended
		March 31,
(dollar amounts in thousands)		2014		2013
Carrying value, beginning of period	$	16,865	$	15,147
New servicing assets created		1,335		883
Amortization and other		(1,172)		(1,136)
Carrying value, end of period	$	17,028	$	14,894
Fair value, end of period	$	17,028	$	14,894
Weighted-average life (years)		3.5		3.5

Summary of key assumptions and the sensitivity of the servicing rights value to changes in the assumptions

	March 31, 2014							December 31, 2013
					Decline in fair value due to						Decline in fair value due to
					10%		20%				10%		20%
					adverse		adverse				adverse		adverse
(dollar amounts in thousands)		Actual			change		change	Actual			change		change
Constant prepayment rate (annualized)		12.60	%	$	(1,804)	$	(3,699)	11.90	%	$	(1,935)	$	(3,816)
Spread over forward interest rate swap rates		1,081	bps		(1,200)		(2,400)	1,069	bps		(1,376)		(2,753)

	March 31, 2014							December 31, 2013
					Decline in fair value due to						Decline in fair value due to
					10%		20%				10%		20%
					adverse		adverse				adverse		adverse
(dollar amounts in thousands)		Actual			change		change	Actual			change		change
Constant prepayment rate (annualized)		7.20	%	$	(6,672)	$	(13,599)	6.70	%	$	(6,813)	$	(12,977)
Spread over forward interest rate swap rates		959	bps		(6,029)		(12,058)	940	bps		(6,027)		(12,054)

	March 31, 2014							December 31, 2013
					Decline in fair value due to						Decline in fair value due to
					10%		20%				10%		20%
					adverse		adverse				adverse		adverse
(dollar amounts in thousands)		Actual			change		change	Actual			change		change
Constant prepayment rate (annualized)		14.64	%	$	(414)	$	(895)	14.65	%	$	(584)	$	(1,183)
Spread over forward interest rate swap rates		500	bps		(5)		(10)	500	bps		(7)		(15)

	March 31, 2014						December 31, 2013
				Decline in fair value due to						Decline in fair value due to
				10%		20%				10%		20%
				adverse		adverse				adverse		adverse
(dollar amounts in thousands)	Actual			change		change	Actual			change		change
Constant prepayment rate (annualized)	5.80	%	$	(189)	$	(375)	5.90	%	$	(221)	$	(438)
Discount rate	15	bps		(488)		(955)	1,500	bps		(446)		(873)

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Loans and Leases and Allowance For Credit Losses (Textuals) (Details) (USD $)	3 Months Ended
	Mar. 31, 2014 D	Mar. 02, 2014	Dec. 31, 2013
Loans and Leases (Textuals)
Amount of security for borrowing and advances	$ 20,400,000,000
All loans with an outstanding balance which evaluated on quarterly basis for impairment	1,000,000
Amount guaranteed by U.S. Government	56,484,000		87,985,000
Redefault status number of days	90
Aggregate amount of net unamortized deferred loan origination fees and net unearned income	182,700,000		192,900,000
Fidelity Bank loans acquired at fair value as of acquisition date		$ 559,400,000
Automobile and other consumer loans [Member]
Loans and Leases (Textuals)
Loans charged off or written down past due	120
Commercial and Industrial and Commercial Real Estate [Member]
Loans and Leases (Textuals)
Nonaccrual status number of days past due	90
Loans charged off or written down past due	90
Residential Mortgage [Member]
Loans and Leases (Textuals)
Nonaccrual status number of days past due	150
Loans charged off or written down past due	150
Home equity secured by first-lien other [Member]
Loans and Leases (Textuals)
Nonaccrual status number of days past due	150
Loans charged off or written down past due	150
Home equity secured by junior-lien [Member]
Loans and Leases (Textuals)
Nonaccrual status number of days past due	120
Loans charged off or written down past due	120

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Benefit Plans

3 Months Ended

Mar. 31, 2014

Benefit Plans [Abstract]

BENEFIT PLANS

13. Benefit Plans

Huntington sponsors the Plan, a non-contributory defined benefit pension plan covering substantially all employees hired or rehired prior to January 1, 2010. The Plan, which was modified in 2013 and no longer accrues service benefits to participants, provides benefits based upon length of service and compensation levels. The funding policy of Huntington is to contribute an annual amount that is at least equal to the minimum funding requirements but not more than the amount deductible under the Internal Revenue Code.There is no required minimum contribution for 2014.During the 2013 third quarter, the board of directors approved, and management communicated, a curtailment of the Company's pension plan effective December 31, 2013. 

In addition, Huntington has an unfunded defined benefit post-retirement plan that provides certain healthcare and life insurance benefits to retired employees who have attained the age of 55 and have at least 10 years of vesting service under this plan. For any employee retiring on or after January 1, 1993, post-retirement healthcare benefits are based upon the employee's number of months of service and are limited to the actual cost of coverage. Life insurance benefits are a percentage of the employee's base salary at the time of retirement, with a maximum of $50,000 of coverage. The employer paid portion of the post-retirement health and life insurance plan was eliminated for employees retiring on and after March 1, 2010. Eligible employees retiring on and after March 1, 2010, who elect retiree medical coverage, will pay the full cost of this coverage. Huntington will not provide any employer paid life insurance to employees retiring on and after March 1, 2010. Eligible employees will be able to convert or port their existing life insurance at their own expense under the same terms that are available to all terminated employees.

The following table shows the components of net periodic benefit expense of the Plan and the Post-Retirement Benefit Plan:

		Pension Benefits				Post Retirement Benefits
		Three Months Ended				Three Months Ended
		March 31,				March 31,
(dollar amounts in thousands)		2014		2013		2014		2013
Service cost (1)	$	435	$	7,134	$	---	$	---
Interest cost		8,100		7,307		259		216
Expected return on plan assets		(11,446)		(12,091)		---		---
Amortization of prior service cost		---		(1,442)		(339)		(338)
Amortization of gain		1,442		9,784		(144)		(150)
Settlements		2,500		1,500		---		---
Benefit expense	$	1,031	$	12,192	$	(224)	$	(272)
(1) Since no participants will be earning benefits after December 31, 2013, the 2014 service cost represents only administrative expenses.

The Bank, as trustee, held all Plan assets at March 31, 2014 and December 31, 2013. The Plan assets consisted ofthe following investments:

		Fair Value
(dollar amounts in thousands)		March 31, 2014				December 31, 2013
Cash		$	---	---	%	$	---	---	%
Cash equivalents:
	Huntington funds - money market		2,932	---			803	---
Fixed income:
	Huntington funds - fixed income funds		62,381	11			74,048	11
	Corporate obligations		201,499	31			180,757	28
	U.S. Government Obligations		54,541	8			51,932	8
	U.S. Government Agencies		6,574	1			6,146	1
Equities:
	Huntington funds		257,501	39			289,379	45
	Exchange traded funds		39,580	6			24,705	4
	Huntington common stock		15,987	2			20,324	3
	Other common stock		15,314	2				---
	Limited partnerships		1,310	---			926	---
Fair value of plan assets		$	657,619	100	%	$	649,020	100	%

Investments of the Plan are accounted for at cost on the trade date and are reported at fair value. All of the Plan's investments at March 31, 2014, are classified as Level 1 within the fair value hierarchy, except for corporate obligations, U.S. government obligations, and U.S. government agencies, which are classified as Level 2, and limited partnerships, which are classified as Level 3.In general, investments of the Plan are exposed to various risks, such as interest rate risk, credit risk, and overall market volatility. Due to the level of risk associated with certain investments, it is reasonably possible changes in the values of investments will occur in the near term and such changes could materially affect the amounts reported in the Plan assets.

The investment objective of the Plan is to maximize the return on Plan assets over a long time period, while meeting the Plan obligations. At March 31, 2014, Plan assets were invested 50% in equity investments, 50% in bonds, and less than 1% in cash with an average duration of 11.9 years on bond investments. The estimated life of benefit obligations was 12 years. Although it may fluctuate with market conditions, Management has targeted a long-term allocation of Plan assets of 20% to 50% in equity investments and 80% to 50% in bond investments. The allocation of Plan assets between equity investments and fixed income investments will change from time to time with the allocation to fixed income investments increasing as the funding level increases.

Huntington also sponsors other nonqualified retirement plans, the most significant being the SERP and the SRIP. The SERP provides certain former officers and directors, and the SRIP provides certain current and former officers and directors of Huntington and its subsidiaries with defined pension benefits in excess of limits imposed by federal tax law. During the 2013 third quarter, the board of directors approved, and management communicated, a curtailment of the Company's SRIP plan effective December 31, 2013.

Huntington has a defined contribution plan that is available to eligible employees.Huntington matches participant contributions, up to the first 4% of base pay contributed to the Plan.

The following table shows the costs of providing the SERP, SRIP, and defined contribution plans:

		Three Months Ended
		March 31,
(dollar amounts in thousands)		2014		2013
SERP & SRIP	$	475	$	1,192
Defined contribution plan		6,105		4,374
Benefit cost	$	6,580	$	5,566

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Parent Company Financial Statements

3 Months Ended

Mar. 31, 2014

Parent Company Financial Statements [Abstract]

PARENT COMPANY FINANCIAL STATEMENTS

18. PARENT COMPANY FINANCIAL STATEMENTS

The parent company unaudited condensed financial statements, which include transactions with subsidiaries, are as follows:

Balance Sheets		March 31,		December 31,
(dollar amounts in thousands)		2014		2013
Assets
Cash and cash equivalents	$	765,465	$	966,065
Due from The Huntington National Bank		246,841		246,841
Due from non-bank subsidiaries		58,795		57,747
Investment in The Huntington National Bank		5,803,570		5,537,582
Investment in non-bank subsidiaries		593,887		587,388
Accrued interest receivable and other assets		307,759		286,037
Total assets	$	7,776,317	$	7,681,660
Liabilities and Shareholders' Equity
Long-term borrowings		1,040,720		1,034,266
Dividends payable, accrued expenses, and other liabilities		559,363		557,240
Total liabilities		1,600,083		1,591,506
Shareholders' equity (1)		6,176,234		6,090,154
Total liabilities and shareholders' equity	$	7,776,317	$	7,681,660
(1) See Huntington’s Unaudited Condensed Consolidated Statements of Changes in Shareholders’ Equity.

				Three Months Ended
Statements of Income				March 31,
(dollar amounts in thousands)				2014		2013
Income
	Dividends from
		The Huntington National Bank	$	---	$	---
		Non-bank subsidiaries		1,819		---
	Interest from
		The Huntington National Bank		997		4,152
		Non-bank subsidiaries		699		821
	Other			1,602		396
Total income				5,117		5,369
Expense
	Personnel costs			11,177		13,413
	Interest on borrowings			4,252		6,117
	Other			15,997		5,064
Total expense				31,426		24,594
Income (loss) before income taxes and equity in undistributed net income of subsidiaries				(26,309)		(19,225)
Income taxes (benefit)				(14,347)		(4,937)
Income (loss) before equity in undistributed net income of subsidiaries				(11,962)		(14,288)
Increase in undistributed net income of:
	The Huntington National Bank			157,229		160,045
	Non-bank subsidiaries			3,876		7,517
Net income			$	149,143	$	153,274
Other comprehensive income (loss) (1)				12,262		(9,138)
Comprehensive income			$	161,405	$	144,136
(1)See Huntington's Unaudited Condensed Consolidated Statements of Comprehensive Income for other comprehensive income
(loss) detail.

				Three Months Ended
Statements of Cash Flows				March 31,
(dollar amounts in thousands)				2014		2013
Operating activities
	Net income		$	149,143	$	153,274
	Adjustments to reconcile net income to net cash provided by operating activities
		Equity in undistributed net income of subsidiaries		(165,501)		(167,048)
		Depreciation and amortization		110		70
		Other, net		1,464		19,363
Net cash provided by (used for) operating activities				(14,784)		5,659
Investing activities
	Repayments from subsidiaries			2,685		112,469
	Advances to subsidiaries			(350)		(1,250)
	Cash paid for acquisition, net of cash received			(13,452)		---
Net cash provided by (used for) investing activities				(11,117)		111,219
Financing activities
	Dividends paid on stock			(49,110)		(41,656)
	Repurchases of common stock			(136,137)		(33,600)
	Proceeds from issuance of common stock			2,597		---
	Other, net			7,951		1,600
Net cash provided by (used for) financing activities				(174,699)		(73,656)
Change in cash and cash equivalents				(200,600)		43,222
Cash and cash equivalents at beginning of period				966,065		921,471
Cash and cash equivalents at end of period			$	765,465	$	964,693
Supplemental disclosure:
	Interest paid		$	4,252	$	6,117

XML

Derivative Financial Instruments (Cash flow hedges) (Details 2) (USD $) In Thousands, unless otherwise specified	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
Cash flow hedging [Member]
Gains and (losses) recognized in other comprehensive income (loss) (OCI) for derivatives designated as effective cash flow hedges
Amount of gain or (loss) recognized in OCI on derivatives (effective portion)	$ 1,823	$ (10,339)
Amount of gain or (loss) reclassified from accumulated OCI into earnings (effective portion)	2,892	4,026
Hedged Other long term debt [Member] | Interest expense subordinated notes and other long term debt [Member]
Increase or (decrease) to interest expense for derivatives designated as fair value hedges
Increase or (decrease) to interest expense for derivatives designated as fair value hedges	6,474	397
Hedged Subordinated notes [Member] | Interest expense subordinated notes and other long term debt [Member]
Increase or (decrease) to interest expense for derivatives designated as fair value hedges
Increase or (decrease) to interest expense for derivatives designated as fair value hedges	(1,066)	8,121
Hedged Deposits [Member] | Interest expense deposits [Member]
Increase or (decrease) to interest expense for derivatives designated as fair value hedges
Increase or (decrease) to interest expense for derivatives designated as fair value hedges	266	1,748
FHLB Advances [Member] | Interest expense other borrowings [Member] | Cash flow hedging [Member]
Gains and (losses) recognized in other comprehensive income (loss) (OCI) for derivatives designated as effective cash flow hedges
Amount of gain or (loss) recognized in OCI on derivatives (effective portion)	0	0
Amount of gain or (loss) reclassified from accumulated OCI into earnings (effective portion)	0	0
Loan [Member] | Interest and fee income loans and leases [Member] | Cash flow hedging [Member]
Gains and (losses) recognized in other comprehensive income (loss) (OCI) for derivatives designated as effective cash flow hedges
Amount of gain or (loss) recognized in OCI on derivatives (effective portion)	1,823	(10,339)
Amount of gain or (loss) reclassified from accumulated OCI into earnings (effective portion)	2,892	3,916
Investment securities [Member] | Interest and fee income investment securities [Member] | Cash flow hedging [Member]
Gains and (losses) recognized in other comprehensive income (loss) (OCI) for derivatives designated as effective cash flow hedges
Amount of gain or (loss) recognized in OCI on derivatives (effective portion)	0	0
Amount of gain or (loss) reclassified from accumulated OCI into earnings (effective portion)	0	110
Deposits [Member] | Interest expense deposits [Member]
Increase or (decrease) to interest expense for derivatives designated as fair value hedges
Increase or (decrease) to interest expense for derivatives designated as fair value hedges	(267)	(1,754)
Deposits [Member] | Interest expense deposits [Member] | Cash flow hedging [Member]
Gains and (losses) recognized in other comprehensive income (loss) (OCI) for derivatives designated as effective cash flow hedges
Amount of gain or (loss) recognized in OCI on derivatives (effective portion)	0	0
Amount of gain or (loss) reclassified from accumulated OCI into earnings (effective portion)	0	0
Subordinated notes | Interest expense subordinated notes and other long term debt [Member]
Increase or (decrease) to interest expense for derivatives designated as fair value hedges
Increase or (decrease) to interest expense for derivatives designated as fair value hedges	1,066	(8,121)
Subordinated notes | Interest expense subordinated notes and other long term debt [Member] | Cash flow hedging [Member]
Gains and (losses) recognized in other comprehensive income (loss) (OCI) for derivatives designated as effective cash flow hedges
Amount of gain or (loss) recognized in OCI on derivatives (effective portion)	0	0
Amount of gain or (loss) reclassified from accumulated OCI into earnings (effective portion)	0	0
Other long-term debt | Interest expense subordinated notes and other long term debt [Member]
Increase or (decrease) to interest expense for derivatives designated as fair value hedges
Increase or (decrease) to interest expense for derivatives designated as fair value hedges	(4,051)	(397)
Other long-term debt | Interest expense subordinated notes and other long term debt [Member] | Cash flow hedging [Member]
Gains and (losses) recognized in other comprehensive income (loss) (OCI) for derivatives designated as effective cash flow hedges
Amount of gain or (loss) recognized in OCI on derivatives (effective portion)	0	0
Amount of gain or (loss) reclassified from accumulated OCI into earnings (effective portion)	$ 0	$ 0

XML

Loans and Leases and Allowance for Credit Losses (Details 3) (USD $) In Thousands, unless otherwise specified	3 Months Ended
	Mar. 31, 2014		Mar. 31, 2013	Dec. 31, 2013
Commercial and Industrial [Member]
Detailed impaired loan information by class
Loans considered impaired due to status as a TDR	$ 48,212			$ 43,805
Ending balance of impaired loans with no allowance recorded	12,656			17,216
Unpaid principal balance of impaired loans with no allowance recorded	21,347			20,404
Average balance of impaired loans with no allowance recorded	12,516		73,951
Interest income recognized on impaired loans with no allowance recorded	146		1,293
Ending balance of impaired loans with allowance recorded	149,139	[1]		126,626	[1]
Unpaid principal balance of impaired loans with allowance recorded	177,520			168,105
Related Allowance	13,502			8,533
Average balance of impaired loans with allowance recorded	126,722		95,564
Interest income recognized on impaired loans with allowance recorded	2,256		1,009
Commercial Real Estate [Member]
Detailed impaired loan information by class
Loans considered impaired due to status as a TDR	25,749			24,805
Ending balance of impaired loans with no allowance recorded	151,164			162,599
Unpaid principal balance of impaired loans with no allowance recorded	245,647			251,097
Average balance of impaired loans with no allowance recorded	155,006		225,029
Interest income recognized on impaired loans with no allowance recorded	3,625		3,560
Ending balance of impaired loans with allowance recorded	194,505	[2]		187,836	[2]
Unpaid principal balance of impaired loans with allowance recorded	234,643			225,245
Related Allowance	32,673			34,935
Average balance of impaired loans with allowance recorded	187,851		179,854
Interest income recognized on impaired loans with allowance recorded	1,787		1,582
Commercial and industrial owner occupied [Member]
Detailed impaired loan information by class
Ending balance of impaired loans with no allowance recorded	4,108			5,332
Unpaid principal balance of impaired loans with no allowance recorded	4,403			5,373
Average balance of impaired loans with no allowance recorded	4,906		3,741
Interest income recognized on impaired loans with no allowance recorded	49		42
Ending balance of impaired loans with allowance recorded	41,046			40,271
Unpaid principal balance of impaired loans with allowance recorded	45,658			52,810
Related Allowance	3,811			3,421
Average balance of impaired loans with allowance recorded	39,229		44,251
Interest income recognized on impaired loans with allowance recorded	399		351
Other commercial and industrial [Member]
Detailed impaired loan information by class
Ending balance of impaired loans with no allowance recorded	8,548			11,884
Unpaid principal balance of impaired loans with no allowance recorded	16,944			15,031
Average balance of impaired loans with no allowance recorded	7,610		16,310
Interest income recognized on impaired loans with no allowance recorded	97		234
Ending balance of impaired loans with allowance recorded	71,696			50,829
Unpaid principal balance of impaired loans with allowance recorded	79,269			64,497
Related Allowance	8,174			2,708
Average balance of impaired loans with allowance recorded	51,532		51,313
Interest income recognized on impaired loans with allowance recorded	592		658
Commercial real estate retail properties [Member]
Detailed impaired loan information by class
Ending balance of impaired loans with no allowance recorded	59,637			55,773
Unpaid principal balance of impaired loans with no allowance recorded	71,718			64,780
Average balance of impaired loans with no allowance recorded	54,290		54,237
Interest income recognized on impaired loans with no allowance recorded	605		704
Ending balance of impaired loans with allowance recorded	62,338			72,339
Unpaid principal balance of impaired loans with allowance recorded	81,106			93,395
Related Allowance	5,740			5,984
Average balance of impaired loans with allowance recorded	68,637		55,818
Interest income recognized on impaired loans with allowance recorded	577		456
Commercial real estate Multi family [Member]
Detailed impaired loan information by class
Ending balance of impaired loans with no allowance recorded	0			0
Unpaid principal balance of impaired loans with no allowance recorded	0			0
Average balance of impaired loans with no allowance recorded	0		5,642
Interest income recognized on impaired loans with no allowance recorded	0		88
Ending balance of impaired loans with allowance recorded	17,113			13,484
Unpaid principal balance of impaired loans with allowance recorded	22,958			15,408
Related Allowance	2,142			1,944
Average balance of impaired loans with allowance recorded	14,739		17,103
Interest income recognized on impaired loans with allowance recorded	152		177
Commercial real estate office [Member]
Detailed impaired loan information by class
Ending balance of impaired loans with no allowance recorded	1,167			9,069
Unpaid principal balance of impaired loans with no allowance recorded	3,647			13,721
Average balance of impaired loans with no allowance recorded	6,406		17,849
Interest income recognized on impaired loans with no allowance recorded	189		220
Ending balance of impaired loans with allowance recorded	56,148			50,307
Unpaid principal balance of impaired loans with allowance recorded	58,645			54,921
Related Allowance	13,192			9,927
Average balance of impaired loans with allowance recorded	51,189		41,787
Interest income recognized on impaired loans with allowance recorded	536		384
Commercial real estate Industrial and warehouse [Member]
Detailed impaired loan information by class
Ending balance of impaired loans with no allowance recorded	7,990			9,682
Unpaid principal balance of impaired loans with no allowance recorded	8,070			10,803
Average balance of impaired loans with no allowance recorded	9,087		14,496
Interest income recognized on impaired loans with no allowance recorded	108		197
Ending balance of impaired loans with allowance recorded	8,875			9,162
Unpaid principal balance of impaired loans with allowance recorded	10,320			10,561
Related Allowance	763			808
Average balance of impaired loans with allowance recorded	9,196		20,166
Interest income recognized on impaired loans with allowance recorded	48		186
Other commercial real estate [Member]
Detailed impaired loan information by class
Ending balance of impaired loans with no allowance recorded	5,650			6,002
Unpaid principal balance of impaired loans with no allowance recorded	5,715			6,924
Average balance of impaired loans with no allowance recorded	5,827		10,277
Interest income recognized on impaired loans with no allowance recorded	57		97
Ending balance of impaired loans with allowance recorded	50,031			42,544
Unpaid principal balance of impaired loans with allowance recorded	61,614			50,960
Related Allowance	10,836			16,272
Average balance of impaired loans with allowance recorded	44,090		44,980
Interest income recognized on impaired loans with allowance recorded	474		379
Home equity secured by first-lien other [Member]
Detailed impaired loan information by class
Ending balance of impaired loans with no allowance recorded	0			0
Unpaid principal balance of impaired loans with no allowance recorded	0			0
Average balance of impaired loans with no allowance recorded	0		0
Interest income recognized on impaired loans with no allowance recorded	0		0
Ending balance of impaired loans with allowance recorded	114,817			110,024
Unpaid principal balance of impaired loans with allowance recorded	122,197			116,846
Related Allowance	2,457			2,396
Average balance of impaired loans with allowance recorded	112,420		94,494
Interest income recognized on impaired loans with allowance recorded	1,239		942
Home equity secured by junior-lien [Member]
Detailed impaired loan information by class
Ending balance of impaired loans with no allowance recorded	0			0
Unpaid principal balance of impaired loans with no allowance recorded	0			0
Average balance of impaired loans with no allowance recorded	0		0
Interest income recognized on impaired loans with no allowance recorded	0		0
Ending balance of impaired loans with allowance recorded	108,220			98,957
Unpaid principal balance of impaired loans with allowance recorded	151,006			143,967
Related Allowance	5,752			5,607
Average balance of impaired loans with allowance recorded	103,589		50,933
Interest income recognized on impaired loans with allowance recorded	1,314		592
Automobile Loan [Member]
Detailed impaired loan information by class
Ending balance of impaired loans with no allowance recorded	0			0
Unpaid principal balance of impaired loans with no allowance recorded	0			0
Average balance of impaired loans with no allowance recorded	0		0
Interest income recognized on impaired loans with no allowance recorded	0		0
Ending balance of impaired loans with allowance recorded	33,068			37,084
Unpaid principal balance of impaired loans with allowance recorded	34,797			38,758
Related Allowance	597			682
Average balance of impaired loans with allowance recorded	35,076		42,378
Interest income recognized on impaired loans with allowance recorded	683		437
Residential Mortgage [Member]
Detailed impaired loan information by class
Amount of TDRs guaranteed by the U.S. government	32,251			49,225
Ending balance of impaired loans with no allowance recorded	0			0
Unpaid principal balance of impaired loans with no allowance recorded	0			0
Average balance of impaired loans with no allowance recorded	0		0
Interest income recognized on impaired loans with no allowance recorded	0		0
Ending balance of impaired loans with allowance recorded	370,894	[3]		390,435	[3]
Unpaid principal balance of impaired loans with allowance recorded	411,786			431,605
Related Allowance	9,995			10,591
Average balance of impaired loans with allowance recorded	380,665		375,737
Interest income recognized on impaired loans with allowance recorded	2,942		2,917
Other Consumer loan [Member]
Detailed impaired loan information by class
Ending balance of impaired loans with no allowance recorded	128			129
Unpaid principal balance of impaired loans with no allowance recorded	213			219
Average balance of impaired loans with no allowance recorded	128		148
Interest income recognized on impaired loans with no allowance recorded	4		3
Ending balance of impaired loans with allowance recorded	1,846			1,041
Unpaid principal balance of impaired loans with allowance recorded	1,908			1,041
Related Allowance	34			136
Average balance of impaired loans with allowance recorded	1,444		2,585
Interest income recognized on impaired loans with allowance recorded	33		23
Commercial and industrial purchased impaired
Detailed impaired loan information by class
Ending balance of impaired loans with no allowance recorded	0			0
Unpaid principal balance of impaired loans with no allowance recorded	0			0
Average balance of impaired loans with no allowance recorded	0		53,900
Interest income recognized on impaired loans with no allowance recorded	0		1,017
Ending balance of impaired loans with allowance recorded	36,397			35,526
Unpaid principal balance of impaired loans with allowance recorded	52,593			50,798
Related Allowance	1,517			2,404
Average balance of impaired loans with allowance recorded	35,961		0
Interest income recognized on impaired loans with allowance recorded	1,265		0
Commercial real estate purchased impaired
Detailed impaired loan information by class
Ending balance of impaired loans with no allowance recorded	76,720			82,073
Unpaid principal balance of impaired loans with no allowance recorded	156,497			154,869
Average balance of impaired loans with no allowance recorded	79,396		122,528
Interest income recognized on impaired loans with no allowance recorded	2,666		2,254
Ending balance of impaired loans with allowance recorded	0			0
Unpaid principal balance of impaired loans with allowance recorded	0			0
Related Allowance	0			0
Average balance of impaired loans with allowance recorded	0		0
Interest income recognized on impaired loans with allowance recorded	0		0
Residential mortgage other
Detailed impaired loan information by class
Ending balance of impaired loans with no allowance recorded	0			0
Unpaid principal balance of impaired loans with no allowance recorded	0			0
Average balance of impaired loans with no allowance recorded	0		0
Interest income recognized on impaired loans with no allowance recorded	0		0
Ending balance of impaired loans with allowance recorded	368,636			387,937
Unpaid principal balance of impaired loans with allowance recorded	408,589			427,924
Related Allowance	9,876			10,555
Average balance of impaired loans with allowance recorded	378,287		373,441
Interest income recognized on impaired loans with allowance recorded	2,864		2,872
Other consumer other
Detailed impaired loan information by class
Ending balance of impaired loans with no allowance recorded	0			0
Unpaid principal balance of impaired loans with no allowance recorded	0			0
Average balance of impaired loans with no allowance recorded	0		0
Interest income recognized on impaired loans with no allowance recorded	0		0
Ending balance of impaired loans with allowance recorded	1,846			1,041
Unpaid principal balance of impaired loans with allowance recorded	1,908			1,041
Related Allowance	34			136
Average balance of impaired loans with allowance recorded	1,444		2,585
Interest income recognized on impaired loans with allowance recorded	33		23
Residential mortgage purchased impaired
Detailed impaired loan information by class
Ending balance of impaired loans with no allowance recorded	0			0
Unpaid principal balance of impaired loans with no allowance recorded	0			0
Average balance of impaired loans with no allowance recorded	0		0
Interest income recognized on impaired loans with no allowance recorded	0		0
Ending balance of impaired loans with allowance recorded	2,258			2,498
Unpaid principal balance of impaired loans with allowance recorded	3,197			3,681
Related Allowance	119			36
Average balance of impaired loans with allowance recorded	2,378		2,296
Interest income recognized on impaired loans with allowance recorded	78		45
Other consumer purchased impaired
Detailed impaired loan information by class
Ending balance of impaired loans with no allowance recorded	128			129
Unpaid principal balance of impaired loans with no allowance recorded	213			219
Average balance of impaired loans with no allowance recorded	128		148
Interest income recognized on impaired loans with no allowance recorded	4		3
Ending balance of impaired loans with allowance recorded	0			0
Unpaid principal balance of impaired loans with allowance recorded	0			0
Related Allowance	0			0
Average balance of impaired loans with allowance recorded	0		0
Interest income recognized on impaired loans with allowance recorded	0		0
Home Equity [Member]
Detailed impaired loan information by class
Ending balance of impaired loans with no allowance recorded	0			0
Unpaid principal balance of impaired loans with no allowance recorded	0			0
Average balance of impaired loans with no allowance recorded	0		0
Interest income recognized on impaired loans with no allowance recorded	0		0
Ending balance of impaired loans with allowance recorded	223,037			208,981
Unpaid principal balance of impaired loans with allowance recorded	273,203			260,813
Related Allowance	8,209			8,003
Average balance of impaired loans with allowance recorded	216,009		145,427
Interest income recognized on impaired loans with allowance recorded	$ 2,553		$ 1,534

[1] At March 31, 2014, $48,212 thousand of the $149,139 thousand commercial and industrial loans with an allowance recorded were considered impaired due to their status as a TDR. At December 31, 2013, $43,805 thousand of the $126,626 thousand commercial and industrial loans with an allowance recorded were considered impaired due to their status as a TDR.

[2] At March 31, 2014, $25,749 thousand of the $194,505 thousand commercial real estate loans with an allowance recorded were considered impaired due to their status as a TDR. At December 31, 2013, $24,805 thousand of the $187,836 thousand commercial real estate loans with an allowance recorded were considered impaired due to their status as a TDR.

[3] At March 31, 2014, $32,251 thousand of the $370,894 thousand residential mortgages loans with an allowance recorded were guaranteed by the U.S. government. At December 31, 2013, $49,225 thousand of the $390,435 thousand residential mortgage loans with an allowance recorded were guaranteed by the U.S. government.

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Other Regulatory Matters (Details Textuals) (USD $) In Millions, unless otherwise specified	3 Months Ended
	Mar. 31, 2014
Banking and Thrift [Abstract]
Stock Repurchase Program, Authorized Amount	$ 250

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Derivative Financial Instruments (Tables)

3 Months Ended

Mar. 31, 2014

Derivative Financial Instruments [Abstract]

Gross notional values of derivatives used in asset and liability management activities

The following table presents the gross notional values of derivatives used in Huntington's asset and liability management activities at March 31, 2014, identified by the underlying interest rate-sensitive instruments:

			Fair Value		Cash Flow
(dollar amounts in thousands )			Hedges		Hedges		Total
Instruments associated with:
	Loans	$	---	$	9,315,000	$	9,315,000
	Deposits		84,300		---		84,300
	Subordinated notes		475,000		---		475,000
	Other long-term debt		1,785,000		---		1,785,000
Total notional value at March 31, 2014		$	2,344,300	$	9,315,000	$	11,659,300

Additional information about the interest rate swaps used in asset and liability management activities

The following table presents additional information about the interest rate swaps used in Huntington's asset and liability management activities at March 31, 2014:

				Average			Weighted-Average
			Notional	Maturity		Fair	Rate
(dollar amounts in thousands )			Value	(years)		Value	Receive		Pay
Asset conversion swaps
	Receive fixed - generic	$	9,315,000	2.7	$	(28,484)	0.80	%	0.24	%
Total asset conversion swaps			9,315,000	2.7		(28,484)	0.80		0.24
Liability conversion swaps
	Receive fixed - generic		2,344,300	4.0		52,871	1.88		0.26
Total liability conversion swaps			2,344,300	4.0		52,871	1.88		0.26
Total swap portfolio		$	11,659,300	3.0	$	24,387	1.02	%	0.24	%

Asset and liability derivatives included in accrued income and other assets

The following table presents the fair values at March 31, 2014and December 31, 2013of Huntington's derivatives that are designated and not designated as hedging instruments. Amounts in the table below are presented gross without the impact of any net collateral arrangements:

Asset derivatives included in accrued income and other assets:
		March 31,		December 31,
(dollar amounts in thousands)		2014		2013
Interest rate contracts designated as hedging instruments	$	52,160	$	49,998
Interest rate contracts not designated as hedging instruments		166,256		169,047
Foreign exchange contracts not designated as hedging instruments		48,871		28,499
Commodities contracts not designated as hedging instruments		11,326		4,278
Total contracts	$	278,613	$	251,822
Liability derivatives included in accrued expenses and other liabilities:
		March 31,		December 31,
(dollar amounts in thousands)		2014		2013
Interest rate contracts designated as hedging instruments	$	27,773	$	25,321
Interest rate contracts not designated as hedging instruments		96,378		99,247
Foreign exchange contracts not designated as hedging instruments		38,750		18,909
Commodities contracts not designated as hedging instruments		10,921		3,838
Total contracts	$	173,822	$	147,315

Increase or (decrease) to interest expense for derivatives designated as fair value hedges

			Three Months Ended
			March 31,
(dollar amounts in thousands)			2014		2013
Interest rate contracts
	Change in fair value of interest rate swaps hedging deposits (1)	$	(267)	$	(1,754)
	Change in fair value of hedged deposits (1)		266		1,748
	Change in fair value of interest rate swaps hedging subordinated notes (2)		1,066		(8,121)
	Change in fair value of hedged subordinated notes (2)		(1,066)		8,121
	Change in fair value of interest rate swaps hedging other long-term debt (2)		(4,051)		(397)
	Change in fair value of hedged other long-term debt (2)		6,474		397
(1) Effective portion of the hedging relationship is recognized in Interest expense - deposits in the Unaudited Condensed Consolidated Statements of Income. Any resulting ineffective portion of the hedging relationship is recognized in noninterest income in the Unaudited Condensed Consolidated Statements of Income.
(2) Effective portion of the hedging relationship is recognized in Interest expense - subordinated notes and other long-term debt in the Unaudited Condensed Consolidated Statements of Income. Any resulting ineffective portion of the hedging relationship is recognized in noninterest income in the Unaudited Condensed Consolidated Statements of Income.

Gains and (losses) recognized in other comprehensive income (loss) (OCI) for derivatives designated as effective cash flow hedges

The following table presents the gains and (losses) recognized in OCI and the location in the Unaudited Condensed Consolidated Statements of Income of gains and (losses) reclassified from OCI into earnings for thethree-monthperiods ended March 31, 2014and 2013 for derivatives designated as effective cash flow hedges

Derivatives in cash flow hedging relationships			Amount of gain or (loss) recognized in OCI on derivatives (effective portion) (after-tax)			Location of gain or (loss) reclassified from accumulated OCI into earnings (effective portion)		Amount of (gain) or loss reclassified from accumulated OCI into earnings (effective portion)
			Three Months Ended					Three Months Ended
			March 31,					March 31,
(dollar amounts in thousands)			2014		2013			2014		2013
Interest rate contracts
	Loans	$	1,823	$	(10,339)	Interest and fee income - loans and leases	$	(2,892)	$	(3,916)
	Investment Securities		---		---	Noninterest income - other income		---		(110)
	FHLB Advances		---		---	Interest expense - federal home loan bank advances		---		---
	Deposits		---		---	Interest expense - deposits		---		---
	Subordinated notes		---		---	Interest expense - subordinated notes and other long-term debt		---		---
	Other long term debt		---		---	Interest expense - subordinated notes and other long-term debt		---		---
Total		$	1,823	$	(10,339)		$	(2,892)	$	(4,026)

Gains and (losses) recognized in noninterest income on the ineffective portion on interest rate contracts for derivatives designated as fair value and cash flow hedges

The following table details the gains and (losses) recognized in noninterest income on the ineffective portion on interest rate contracts for derivatives designated as cash flow hedges for thethree-monthperiods ended March 31, 2014and 2013.

			Three Months Ended
			March 31,
(dollar amounts in thousands)			2014		2013
Derivatives in cash flow hedging relationships
Interest rate contracts
	Loans	$	132	$	288
	FHLB Advances		---		---

Offsetting of financial assets and derivatives assets

Offsetting of Financial Assets and Derivative Assets
									Gross amounts not offset in the condensed consolidated balance sheets
(dollar amounts in thousands)			Gross amounts of recognized assets		Gross amounts offset in the condensed consolidated balance sheets		Net amounts of assets presented in the condensed consolidated balance sheets		Financial instruments		cash collateral received		Net amount
Offsetting of Financial Assets and Derivative Assets
March 31, 2014	Derivatives	$	319,744	$	(102,043)	$	217,701	$	(42,125)	$	(1,659)	$	173,917
December 31, 2013	Derivatives		300,903		(111,458)		189,445		(35,205)		(360)		153,880

Offsetting of financial liabilities and derivative liabilities

Offsetting of Financial Liabilities and Derivative Liabilities
									Gross amounts not offset in the condensed consolidated balance sheets
(dollar amounts in thousands)			Gross amounts of recognized liabilities		Gross amounts offset in the condensed consolidated balance sheets		Net amounts of liabilities presented in the condensed consolidated balance sheets		Financial instruments		cash collateral received		Net amount
Offsetting of Financial Liabilities and Derivative Liabilities
March 31, 2014	Derivatives	$	214,954	$	(79,412)	$	135,542	$	(77,733)	$	(2,763)	$	55,046
December 31, 2013	Derivatives		196,397		(76,539)		119,858		(86,204)		290		33,944

			March 31,		December 31,
(dollar amounts in thousands)			2014		2013
Derivative assets:
	Interest rate lock agreements	$	4,525	$	3,066
	Forward trades and options		1,977		3,997
Total derivative assets			6,502		7,063
Derivative liabilities:
	Interest rate lock agreements		(380)		(231)
	Forward trades and options		(181)		(40)
Total derivative liabilities			(561)		(271)
Net derivative asset (liability)		$	5,941	$	6,792

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Segment Reporting (Details) (USD $) In Thousands, unless otherwise specified	3 Months Ended
	Mar. 31, 2014 segment business atm	Mar. 31, 2013	Dec. 31, 2013
Business Segment Financial Information
Net interest income	$ 437,506	$ 424,170
Provision for credit losses	24,630	29,592
Noninterest income	248,485	256,618
Noninterest expense	460,121	442,793
Goodwill, Impairment Loss	3,000	0
Income taxes	52,097	55,129
Net Income (Loss) Attributable to Parent	149,143	153,274
Segment Disclosure of Assets and Deposit
Assets	61,145,753		59,467,175
Deposits	49,348,753		47,506,718
Segment Reporting (Textuals) [Abstract]
Number of reporting segments	4
Number of ATM's	1,400
Company's definition of Business Banking by revenue size	up to $25 million
Number of business banking business	163,000
Retail & Business Banking [Member]
Business Segment Financial Information
Net interest income	219,841	226,538
Provision for credit losses	7,460	32,510
Noninterest income	92,962	87,240
Noninterest expense	235,275	240,336
Income taxes	24,524	14,326
Net Income (Loss) Attributable to Parent	45,544	26,606
Segment Disclosure of Assets and Deposit
Assets	14,842,218		14,440,869
Deposits	29,370,470		28,293,993
Commercial Banking [Member]
Business Segment Financial Information
Net interest income	68,436	70,823
Provision for credit losses	10,960	(7,102)
Noninterest income	32,854	30,189
Noninterest expense	46,122	48,349
Goodwill, Impairment Loss	0
Income taxes	15,473	20,918
Net Income (Loss) Attributable to Parent	28,735	38,847
Segment Disclosure of Assets and Deposit
Assets	12,724,945		12,410,339
Deposits	10,216,877		6,920,713
RBHPCG [Member]
Business Segment Financial Information
Net interest income	25,438	27,345
Provision for credit losses	2,319	9,632
Noninterest income	43,114	54,096
Noninterest expense	56,362	58,122
Income taxes	3,455	4,790
Net Income (Loss) Attributable to Parent	6,416	8,897
Segment Disclosure of Assets and Deposit
Assets	3,792,666		3,736,790
Deposits	6,266,556		9,361,313
AFCRE [Member]
Business Segment Financial Information
Net interest income	91,018	90,648
Provision for credit losses	(8,021)	(7,757)
Noninterest income	6,695	10,839
Noninterest expense	39,282	38,400
Goodwill, Impairment Loss	0
Income taxes	23,258	24,795
Net Income (Loss) Attributable to Parent	43,194	46,049
Segment Disclosure of Assets and Deposit
Assets	14,437,308		14,081,112
Deposits	1,202,833		1,170,518
Home Lending [Member]
Business Segment Financial Information
Net interest income	13,028	12,405
Provision for credit losses	11,912	2,310
Noninterest income	20,286	39,150
Noninterest expense	35,123	36,433
Goodwill, Impairment Loss	3,000
Income taxes	(4,802)	4,484
Net Income (Loss) Attributable to Parent	(8,919)	8,328
Segment Disclosure of Assets and Deposit
Assets	3,747,013		3,742,527
Deposits	281,383		329,511
Treasury/Other [Member]
Business Segment Financial Information
Net interest income	19,745	(3,589)
Provision for credit losses	0	(1)
Noninterest income	52,574	35,104
Noninterest expense	47,957	21,153
Income taxes	(9,811)	(14,184)
Net Income (Loss) Attributable to Parent	34,173	24,547
Segment Disclosure of Assets and Deposit
Assets	11,601,603		11,055,538
Deposits	$ 2,010,634		$ 1,430,670

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Consolidated Statement of Comprehensive Income (USD $) In Thousands, unless otherwise specified	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
Statement of Income and Comprehensive Income [Abstract]
Net income	$ 149,143	$ 153,274
Non-credit-related impairment recoveries on debt securities not expected to be sol	4,789	3,831
Net change in unrealized holding gains (losses) on debt (equity) securities available for sale	6,953	(5,347)
Unrealized gains (losses) on cash flow hedging derivatives	(57)	(12,970)
Change in accumulated unrealized losses for pension and other postretirement obligations	577	5,348
Other Comprehensive Income (Loss), Net of Tax	12,262	(9,138)
Comprehensive Income	$ 161,405	$ 144,136

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Fair Values of Assets and Liabilities (Fair value option) (Details 3) (USD $) In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Mortgages Held For Sale
Fair Value, Option, Quantitative Disclosures [Line Items]
Mortgages Held-for-sale, Fair Value Disclosure	$ 280,108	$ 278,928
Mortgages Held For Sale, Unpaid Principal	269,763	276,945
Fair Value, Option, Aggregate Differences, Loans and Long-term Receivables	10,345	1,983
Automobile Loans
Fair Value, Option, Quantitative Disclosures [Line Items]
Loans Receivable, Fair Value Disclosure	37,268	52,286
Loans Receivable, Unpaid Principal	36,034	50,800
Fair Value, Option, Aggregate Differences, Loans and Long-term Receivables	1,234	1,486
Securitization Trust Notes Payable
Fair Value, Option, Quantitative Disclosures [Line Items]
Long-term Debt, Fair Value	0	0
Long-term Debt, Unpaid Principal	0	0
Fair Value, Option, Aggregate Differences, Long-term Debt Instruments	$ 0	$ 0

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Accounting Standards Update

3 Months Ended

Mar. 31, 2014

Accounting Standards Update [Abstract]

ACCOUNTING STANDARDS UPDATE

2. ACCOUNTING STANDARDS UPDATE

ASU 2013-11— Income Taxes (Topic 740): Presentation of an Unrecognized Tax Benefit When a Net Operating Loss Carryforward, a Similar Tax Loss, or a Tax Credit Carryforward Exists.The ASU requires that an unrecognized tax benefit, or a portion of an unrecognized tax benefit, be presented in the financial statements as a reduction to a deferred tax asset for a net operating loss carryforward, a similar tax loss, or a tax credit carryforward. However, if a net operating loss carryforward, a similar tax loss, or a tax credit carryforward is not available at the reporting date under the tax law of the applicable jurisdiction to settle any additional income taxes that would result from the disallowance of a tax position or the tax law of the applicable jurisdiction does not require the entity to use, and the entity does not intend to use, the deferred tax asset for such purpose, the unrecognized tax benefit should be presented in the financial statements as a liability and should not be combined with deferred tax assets. The amendments were applied prospectively and were effective for interim and annual reporting periods beginning January 1, 2014. The amendments did not have a material impact on Huntington's Unaudited Condensed Consolidated Financial Statements.

ASU 2014-01— Investments (Topic 323): Accounting for Investments in Qualified Affordable Housing Projects.

The amendments in ASU 2014-01 permit entities to make an accounting policy election to account for investments in qualified affordable housing projects using the proportional amortization method if certain conditions are met. Under the proportional amortization method, an entity recognizes the net investment performance in the income statement as a component of income tax expense (benefit). Huntington elected to early adopt the amended guidance during the first quarter of 2014. The guidance was applied retrospectively to all prior periods presented. The adoption resulted in an immaterial adjustment reducing retained earnings at the beginning of 2010. The impact to current period net income was not material. See discussion on Low Income Housing Tax Credit Partnerships in Note 16 for further information on this topic.

ASU 2014-04— Receivables (Topic 310): Reclassification of Residential Real Estate Collateralized Consumer Mortgage Loans upon Foreclosure.The ASU clarifies that an in substance repossession or foreclosure occurs upon either the creditor obtaining legal title to the residential real estate property or the borrower conveying all interest in the residential real estate property to the creditor to satisfy that loan through completion of a deed in lieu of foreclosure or through asimilar legal agreement. The amendments are effective for annual periods, and interim reporting periods within those annual periods, beginning after December 15, 2014. The amendments may be adopted using either a modified retrospective transition method or a prospective transition method. Early adoption is permitted. Management does not believe the amendments will have a material impact on Huntington's Unaudited Condensed Consolidated Financial Statements.

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Available-for-Sale and Other Securities (OTTI) (Details 5) (Debt Securities [Member], USD $) In Thousands, unless otherwise specified	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
Debt Securities [Member]
Unrealized OTTI recognized in OCI on debt securities held by Huntington
Balance, beginning of period	$ 30,869	$ 49,433
Reductions from sales	0	0
Credit losses not previous recognized	0	0
Additional credit losses	0	696
Balance, end of period	$ 30,869	$ 50,129

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Benefit Plans (Details 1) (USD $) In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Summary of plan assets investments
Fair value of plan assets	$ 657,619	$ 649,020
Fair value of plan assets, Percentage	100.00%	100.00%
Cash [Member]
Summary of plan assets investments
Fair value of plan assets	0	0
Fair value of plan assets, Percentage	0.00%	0.00%
Huntington funds - equity funds [Member]
Summary of plan assets investments
Fair value of plan assets	257,501	289,379
Fair value of plan assets, Percentage	39.00%	45.00%
Huntington funds - money market [Member]
Summary of plan assets investments
Fair value of plan assets	2,932	803
Fair value of plan assets, Percentage	0.00%	0.00%
Huntington funds - fixed income funds [Member]
Summary of plan assets investments
Fair value of plan assets	62,381	74,048
Fair value of plan assets, Percentage	11.00%	11.00%
Huntington common stock [Member]
Summary of plan assets investments
Fair value of plan assets	15,987	20,324
Fair value of plan assets, Percentage	2.00%	3.00%
Other - equity mutual funds [Member]
Summary of plan assets investments
Fair value of plan assets	39,580	24,705
Fair value of plan assets, Percentage	6.00%	4.00%
Other [Member]
Summary of plan assets investments
Fair value of plan assets	15,314
Fair value of plan assets, Percentage	2.00%	0.00%
Corporate Obligations [Member]
Summary of plan assets investments
Fair value of plan assets	201,499	180,757
Fair value of plan assets, Percentage	31.00%	28.00%
U.S. Government Agencies [Member]
Summary of plan assets investments
Fair value of plan assets	6,574	6,146
Fair value of plan assets, Percentage	1.00%	1.00%
U.S. Government Obligations [Member]
Summary of plan assets investments
Fair value of plan assets	54,541	51,932
Fair value of plan assets, Percentage	8.00%	8.00%
Limited Partnerships [Member]
Summary of plan assets investments
Fair value of plan assets	$ 1,310	$ 926
Fair value of plan assets, Percentage	0.00%	0.00%

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Parent Company Financial Statements (Details) (USD $) In Thousands, unless otherwise specified	3 Months Ended
	Mar. 31, 2014		Mar. 31, 2013		Dec. 31, 2013
Assets
Cash and cash equivalents	$ 973,264		$ 828,688
Accrued interest receivable and other assets	1,646,935				1,609,877
Assets	61,145,753				59,467,175
LIABILITIES AND SHAREHOLDERS' EQUITY
Short-term borrowings	1,398,393				552,143
Accrued expenses and other liabilities	1,065,721				1,059,888
Liabilities	54,969,519				53,377,021
Shareholders' equity	6,176,234		5,856,921		6,090,154
Total liabilities and shareholders' equity	61,145,753				59,467,175
Interest from
Other	30,999		37,984
Expense
Personnel costs	249,477		258,895
Other	51,045		35,666
Total Expense	460,121		442,793
Income (loss) before income taxes and equity in undistributed net income of subsidiaries	201,240		208,403
Income taxes	52,097		55,129
Increase (decrease) in undistributed net income of:
Net Income (Loss) Attributable to Parent	149,143		153,274
Operating activities
Net Income (Loss) Attributable to Parent	149,143		153,274
Adjustments to reconcile net income to net cash provided by operating activities
Depreciation and amortization	82,015		67,177
Other, net	0		0
Net cash provided by (used for) operating activities	155,964		211,909
Investing activities
Net cash provided by (used for) investing activities	(956,518)		(515,681)
Cash Acquired from Acquisition	(13,452)		0
Financing activities
Payment of borrowings	836,892		154,490
Dividends paid on preferred stock	(7,964)		(7,973)
Dividends paid on common stock	(41,146)		(33,683)
Repurchase of common stock	(136,137)		(33,600)
Proceeds from Issuance of Common Stock	2,597		0
Other, net	7,203		1,781
Net cash provided by (used for) financing activities	772,686		(130,346)
Cash and Cash Equivalents, Period Increase (Decrease)	(27,868)		(434,118)
Cash and cash equivalents at beginning of period	1,001,132		1,262,806
Cash and cash equivalents at end of period	973,264		828,688
Supplemental disclosures:
Interest paid	35,341		38,312
Parent Company [Member]
Assets
Cash and cash equivalents	765,465		964,693
Due from The Huntington National Bank	246,841				246,841
Due from non-bank subsidiaries	58,795				57,747
Investment in The Huntington National Bank	5,803,570				5,537,582
Investment in non-bank subsidiaries	593,887				587,388
Accrued interest receivable and other assets	307,759				286,037
Assets	7,776,317				7,681,660
LIABILITIES AND SHAREHOLDERS' EQUITY
Short-term borrowings					0
Long-term borrowings	1,040,720				1,034,266
Accrued expenses and other liabilities	559,363				557,240
Liabilities	1,600,083				1,591,506
Shareholders' equity	6,176,234	[1]			6,090,154	[1]
Total liabilities and shareholders' equity	7,776,317				7,681,660
Dividends from
The Huntington National Bank	0		0
Non-bank subsidiaries	1,819		0
Interest from
The Huntington National Bank	997		4,152
Non-bank subsidiaries	699		821
Other	1,602		396
Total Income	5,117		5,369
Expense
Personnel costs	11,177		13,413
Interest on borrowings	4,252		6,117
Other	15,997		5,064
Total Expense	31,426		24,594
Income (loss) before income taxes and equity in undistributed net income of subsidiaries	(26,309)		(19,225)
Income taxes	(14,347)		(4,937)
Income before equity in undistributed net income of subsidiaries	(11,962)		(14,288)
Increase (decrease) in undistributed net income of:
The Huntington National Bank	157,229		160,045
Non-bank subsidiaries	3,876		7,517
Net Income (Loss) Attributable to Parent	149,143		153,274
Statement of Income and Comprehensive Income [Abstract]
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent	12,262	[2]	(9,138)	[2]
Comprehensive Income, Net of Tax, Attributable to Parent	161,405		144,136
Operating activities
Net Income (Loss) Attributable to Parent	149,143		153,274
Adjustments to reconcile net income to net cash provided by operating activities
Equity in undistributed net income of subsidiaries	(165,501)		(167,048)
Depreciation and amortization	110		70
Other, net	1,464		19,363
Net cash provided by (used for) operating activities	(14,784)		5,659
Investing activities
Repayments from subsidiaries	2,685		112,469
Advances to subsidiaries	(350)		(1,250)
Net cash provided by (used for) investing activities	(11,117)		111,219
Financing activities
Proceeds from Issuance of Long-term Debt	0		0
Payment of borrowings	0		0
Dividends paid on common stock	(49,110)
Dividends Paid			(41,656)
Repurchase of common stock	(136,137)		(33,600)
Repurchase of Warrant to the Treasury	0		0
Other, net	7,951		1,600
Net cash provided by (used for) financing activities	(174,699)		(73,656)
Cash and Cash Equivalents, Period Increase (Decrease)	(200,600)		43,222
Cash and cash equivalents at beginning of period	966,065		921,471
Cash and cash equivalents at end of period	765,465		964,693
Supplemental disclosures:
Interest paid	$ 4,252		$ 6,117

[1] (1) See Huntington’s Unaudited Condensed Consolidated Statements of Changes in Shareholders’ Equity.

[2] See Huntington's Unaudited Condensed Consolidated Statements of Comprehensive Income for other comprehensive income

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Other Long-term Debt (Details Textuals) (USD $) In Millions, unless otherwise specified	3 Months Ended
	Mar. 31, 2014
Debt Instrument [Line Items]
Debt Instrument, Maturity Date, Description	no longer than 90 days
Huntington National Bank [Member]
Debt Instrument [Line Items]
DebtInstrumentFaceAmount	$ 500.0
DebtInstrumentInterestRateStatedPercentage	2.20%
Debt Instrument, Maturity Date, Description	4/1/2019
DebtInstrumentDiscountRate	99.842%

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Segment Reporting

3 Months Ended

Mar. 31, 2014

Segment Reporting [Abstract]

SEGMENT REPORTING

19. SEGMENT REPORTING

Our business segments are based on our internally-aligned segment leadership structure, which is how we monitor results and assess performance. During the 2014 first quarter, we reorganized our business segments to drive our ongoing growth and leverage the knowledge of our highly experienced team. We now have five major business segments: Retail and Business Banking, Commercial Banking, Automobile Finance and Commercial Real Estate (AFCRE), Regional Banking and The Huntington Private Client Group (RBHPCG), and Home Lending. A Treasury / Other function includes our insurance brokerage business, along with technology and operations, other unallocated assets, liabilities, revenue, and expense. All periods presented have been reclassified to conform to the current period classification.

Retail and Business Banking: The Retail and Business Banking segment provides a wide array of financial products and services to consumer and small business customers including but not limited to checking accounts, savings accounts, money market accounts, certificates of deposit, consumer loans, and small business loans and leases. Other financial services available to consumer and small business customers include investments, insurance services, interest rate risk protection products, foreign exchange hedging, and treasury management services. Huntington serves customers primarily through our network of traditional branches in Ohio, Michigan, Pennsylvania, Indiana, West Virginia, and Kentucky. Huntington also has branches located in grocery stores in Ohio and Michigan.In addition to our extensive branch network, customers can access Huntington through online banking, mobile banking, telephone banking, and ATMs.

Huntington established a “Fair Play” banking philosophy and built a reputation for meeting the banking needs of consumers in a manner which makes them feel supported and appreciated. Huntington believes customers are recognizing this and other efforts as key differentiators and it is earning us more customers and deeper relationships.

Business Banking is a dynamic and growing part of our business and we are committed to being the bank of choice for small businesses in our markets. Business Banking is defined as companies with revenues up to $25 million and consists of approximately 163,000 businesses. Huntington continues to develop products and services that are designed specifically to meet the needs of small business. Huntington continues to look for ways to help companies find solutions to their capital needs.

Commercial Banking: Through a relationship banking model, this segment provides a wide array of products and services to the middle market, large corporate, and government public sector customers located primarily within our geographic footprint. The segment is divided into five business units: middle market, large corporate, specialty banking, capital markets and treasury management.

Middle Market Banking primarily focuses on providing banking solutions to companies with annual revenues of $25 million to $250 million. Through a relationship management approach, various products, capabilities and solutions are seamlessly orchestrated in a client centric way.

Large Corporate Banking works with larger, often more complex companies with revenues greater than $250 million. These entities, many of which are publically traded, require a different and customized approach to their banking needs.

Specialty Banking offers tailored products and services to select industries that have a foothold in the Midwest. Each banking team is comprised of industry experts with a dynamic understanding of the market and industry. Many of these industries are experiencing tremendous change, which creates opportunities for Huntington to leverage our expertise and help clients navigate, adapt and succeed.

Capital Markets has two distinct product capabilities: corporate risk management services and institutional sales, trading & underwriting. The Capital Markets Group offers a full suite of risk management tools including commodities, foreign exchange and interest rate hedging services. The Institutional Sales, Trading & Underwriting team provides access to capital and investment solutions for both municipal and corporate institutions.

The Treasury Management team helps businesses manage their working capital programs and reduce expenses. Our liquidity solutions help customers save and invest wisely, while our payables and receivables capabilities help them manage purchases and the receipt of payments for good and services. All of this is provided while helping customers take a sophisticated approach to managing their overhead, inventory, equipment and labor.

Automobile Finance and Commercial Real Estate: This segment provides lending and other banking products and services to customers outside of our normal retail and commercial banking segments. Our products and services include financing for the purchase of automobiles by customers at automotive dealerships, financing the acquisition of new and used vehicle inventory of automotive dealerships, and financing for land, buildings, and other commercial real estate owned or constructed by real estate developers, automobile dealerships, or other customers with real estate project financing needs. Products and services are delivered through highly specialized relationship-focused bankers and product partners. Huntington creates well-defined relationship plans which identify needs where solutions are developed and customer commitments are obtained.

The Automotive Finance team services automobile dealerships, its owners, and consumers buying automobiles through these dealerships. Huntington has provided new and used automobile financing and dealer services throughout the Midwest since the early 1950s. This consistency in the market and our focus on working with strong dealerships, has allowed us to expand into selected markets outside of the Midwest and to actively deepen relationships while building a strong reputation.

The Commercial Real Estate team serves real estate developers, REITs, and other customers with lending needs that are secured by commercial properties. Most of our customers are located within our footprint.

Regional Banking and The Huntington Private Client Group:RBHPCG business segment was created as the result of an organizational and management realignment that occurred in January 2014. Regional Banking and TheHuntington Private Client Group is well positioned competitively as we have closely aligned with our eleven regional banking markets. A fundamental point of differentiation is our commitment to be actively engaged within our local markets - building connections with community and business leaders and offering a uniquely personal experience delivered by colleagues working within those markets.

The Huntington Private Client Group is organized into units consisting of The Huntington Private Bank, The Huntington Trust, The Huntington Investment Company, Huntington Community Development, Huntington Asset Advisors, and Huntington Asset Services. Our private banking, trust, investment and community development functions focus their efforts in our Midwest footprint and Florida; while our proprietary funds and ETFs, fund administration, custody and settlements functions target a national client base.

The Huntington Private Bank provides high net-worth customers with deposit, lending (including specialized lending options) and banking services.

The Huntington Trust also serves high net-worth customers and delivers wealth management and legacy planning through investment and portfolio management, fiduciary administration, trust services and trust operations. This group also provides retirement plan services and corporate trust to businesses.

The Huntington Investment Company, a registered investment advisor, consists of registered representatives who work with our Retail and Private Bank to provide investment solutions for our customers. This team offers a wide range of products and services, including financial planning, brokerage, annuities, IRAs, 529 plans, market linked CDs and other investment products.

Huntington Community Development focuses on improving the quality of life for our communities and the residents of low-to moderate-income neighborhoods by developing and delivering innovative products and services to support affordable housing and neighborhood stabilization.

Huntington Asset Advisors provides investment management services through a variety of internal and external channels, including advising the Huntington Funds, our proprietary family of mutual funds and Huntington Strategy Shares, our Exchange Trade Funds.

Huntington Asset Services has a national clientele and offers administrative and operational support to fund complexes, including fund accounting, transfer agency, administration, custody and distribution services. This group also works with law firms and the court system to provide custody and settlement distribution services.

Home Lending: Home Lending originates and services consumer loans and mortgages for customers who are generally located in our primary banking markets. Consumer and mortgage lending products are primarily distributed through the Retail and Business Banking segment, as well as through commissioned loan originators.  Home lending earns interest on loans held in the warehouse and portfolio, earns fee income from the origination and servicing of mortgage loans, and recognizes gains or losses from the sale of mortgage loans.

Listed below is certain operating basis financial information reconciled to Huntington's March 31, 2014, December 31, 2013, and March 31, 2013, reported results by business segment:

		Three Months Ended March 31,
		Retail &
Income Statements		Business		Commercial					Home			Treasury/	Huntington
(dollar amounts in thousands )		Banking	Banking			AFCRE		RBHPCG	Lending			Other	Consolidated
2014
Net interest income	$	219,841	$	68,436	$	91,018	$	25,438	$	13,028	$	19,745	$	437,506
Provision for credit losses		7,460		10,960		(8,021)		2,319		11,912		---		24,630
Noninterest income		92,962		32,854		6,695		43,114		20,286		52,574		248,485
Noninterest expense		235,275		46,122		39,282		56,362		35,123		47,957		460,121
Income taxes		24,524		15,473		23,258		3,455		(4,802)		(9,811)		52,097
Net income	$	45,544	$	28,735	$	43,194	$	6,416	$	(8,919)	$	34,173	$	149,143
2013
Net interest income	$	226,538	$	70,823	$	90,648	$	27,345	$	12,405	$	(3,589)	$	424,170
Provision for credit losses		32,510		(7,102)		(7,757)		9,632		2,310		(1)		29,592
Noninterest income		87,240		30,189		10,839		54,096		39,150		35,104		256,618
Noninterest expense		240,336		48,349		38,400		58,122		36,433		21,153		442,793
Income taxes		14,326		20,918		24,795		4,790		4,484		(14,184)		55,129
Net income	$	26,606	$	38,847	$	46,049	$	8,897	$	8,328	$	24,547	$	153,274

		Assets at				Deposits at
		March 31,		December 31,		March 31,		December 31,
(dollar amounts in thousands)		2014		2013		2014		2013
Retail & Business Banking	$	14,842,218	$	14,440,869	$	29,370,470	$	28,293,993
Commercial Banking		12,724,945		12,410,339		10,216,877		6,920,713
AFCRE		14,437,308		14,081,112		1,202,833		1,170,518
RBHPCG		3,792,666		3,736,790		6,266,556		9,361,313
Home Lending		3,747,013		3,742,527		281,383		329,511
Treasury / Other		11,601,603		11,055,538		2,010,634		1,430,670
Total	$	61,145,753	$	59,467,175	$	49,348,753	$	47,506,718

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Shareholder's Equity (Details) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
Shareholder's Equity (Textuals) [Abstract]
Stock Repurchase Program, Authorized Amount	$ 250,000,000
Purchase of common stock shares, value	$ (136,137,000)	$ (33,600,000)
Purchase of common stock, average price per share	$ 9.32	$ 7.07

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Share Based Compensation (Tables)

3 Months Ended

Mar. 31, 2014

Share-Based Compensation [Abstract]

Share based compensation expense and related tax benefit

The following table illustrates total share-based compensation expense and related tax benefit for thethree-month and periods ended March 31, 2014 and 2013:

		Three Months Ended
		March 31,
(dollar amounts in thousands)		2014		2013
Share-based compensation expense	$	9,418	$	8,021
Tax benefit		3,163		2,684

Stock option activity and related information

Huntington's stock option activity and related information for the three-month period ended March 31, 2014, was as follows:

						Weighted-
					Weighted-	Average
					Average	Remaining		Aggregate
					Exercise	Contractual		Intrinsic
(amounts in thousands, except years and per share amounts)			Options		Price	Life (Years)		Value
Outstanding at January 1, 2014			23,300	$	7.61
	Granted		---		---
	Assumed		214		---
	Exercised		(1,138)		5.87
	Forfeited/expired		(761)		16.42
Outstanding at March 31, 2014			21,615	$	7.40	4.1	$	74,034
Expected to vest at March 31, 2014 (1)			8,570	$	6.58	5.1	$	29,090
Exercisable at March 31, 2014			12,409	$	8.00	3.3	$	42,926
(1)		The number of options expected to vest includes an estimate of 636 shares expected to be forfeited.

Summary of restricted stock units and restricted stock awards

				Weighted-			Weighted-			Weighted-
				Average			Average			Average
		Restricted		Grant Date	Restricted		Grant Date	Performance		Grant Date
		Stock		Fair Value	Stock		Fair Value	Share		Fair Value
(amounts in thousands, except per share amounts)		Awards		Per Share	Units		Per Share	Awards		Per Share
Nonvested at January 1, 2014		---	$	---	12,064	$	6.80	1,646	$	6.95
	Granted	---		---	1,036		9.13	---		---
	Assumed	27		---	---		---	---		---
	Vested	(11)		9.53	(1,335)		7.12	---		---
	Forfeited	---		---	(245)		6.98	(108)		6.94
Nonvested at March 31, 2014		16	$	9.53	11,520	$	6.97	1,538	$	6.95

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Share-Based Compensation

3 Months Ended

Mar. 31, 2014

Share-Based Compensation [Abstract]

SHARE-BASED COMPENSATION

12. SHARE-based Compensation

Huntington sponsors nonqualified and incentive share based compensation plans. These plans provide for the granting of stock options and other awards to officers, directors, and other employees. Compensation costs are included in personnel costs on the Unaudited Condensed Consolidated Statements of Income. Stock options are granted at the closing market price on the date of the grant. Options granted typically vest ratably over four years or when other conditions are met. Stock options, which represented a portion of our grant values, have no intrinsic value until the stock price increases. Options granted prior to May 2004 have a term of ten years. All options granted after May 2004 have a term of seven years.

In 2012, shareholders approved the Huntington Bancshares Incorporated 2012 Long-Term Incentive Plan (the Plan) which authorized 51.0 million shares for future grants. The Plan is the only active plan under which Huntington is currently granting share based options and awards. At March 31, 2014, 23.7 million shares from the Plan were available for future grants. Huntington issues shares to fulfill stock option exercises and restricted stock unit and award vesting from available authorized common shares. At March 31, 2014, the Company believes there are adequate authorized common shares to satisfy anticipated stock option exercises and restricted stock unit and award vesting in 2014.

Huntington uses the Black-Scholes option pricing model to value options in determining our share-based compensation expense. Forfeitures are estimated at the date of grant based on historical rates, and updated as necessary, and reduce the compensation expense recognized. The risk-free interest rate is based on the U.S. Treasury yield curve in effect at the date of grant. The expected dividend yield is based on the dividend rate and stock price at the date of the grant. Expected volatility is based on the estimated volatility of Huntington's stock over the expected term of the option.

There were no options granted for each of the three-month periods ended March 31, 2014 and 2013.

The following table illustrates total share-based compensation expense and related tax benefit for thethree-month and periods ended March 31, 2014 and 2013:

		Three Months Ended
		March 31,
(dollar amounts in thousands)		2014		2013
Share-based compensation expense	$	9,418	$	8,021
Tax benefit		3,163		2,684

Huntington's stock option activity and related information for the three-month period ended March 31, 2014, was as follows:

						Weighted-
					Weighted-	Average
					Average	Remaining		Aggregate
					Exercise	Contractual		Intrinsic
(amounts in thousands, except years and per share amounts)			Options		Price	Life (Years)		Value
Outstanding at January 1, 2014			23,300	$	7.61
	Granted		---		---
	Assumed		214		---
	Exercised		(1,138)		5.87
	Forfeited/expired		(761)		16.42
Outstanding at March 31, 2014			21,615	$	7.40	4.1	$	74,034
Expected to vest at March 31, 2014 (1)			8,570	$	6.58	5.1	$	29,090
Exercisable at March 31, 2014			12,409	$	8.00	3.3	$	42,926
(1)		The number of options expected to vest includes an estimate of 636 shares expected to be forfeited.

The aggregate intrinsic value represents the amount by which the fair value of underlying stock exceeds the “in-the-money” option exercise price. For the three-month periods ended March 31, 2014 and 2013, cash received for the exercises of stock options was $6.7million and $2.5 million, respectively.The tax benefit realized from stock option exercises was $0.3million and $0.2 million for each respective period.

Huntington also grants restricted stock, restricted stock units, performance share awards and other stock-based awards.Restricted stock units and awards are issued at no cost to the recipient, and can be settled only in shares at the end of the vesting period. Restricted stock awards provide the holder with full voting rights and cash dividends during the vesting period. Restricted stock units do not provide the holder with voting rights or cash dividends during the vesting period, but do accrue a dividend equivalent that is paid upon vesting, and are subject to certain service restrictions. Performance share awards are payable contingent upon Huntington achieving certain predefined performance objectives over the three-year measurement period.The fair value of these awards is the closing market price of Huntington's common stock on the date of award.

The weighted-average grant date fair value of nonvested shares granted for the periods ended March 31, 2014and 2013, were $9.13and $7.14, respectively. The total fair value of awards vested was $9.6millionand $2.1 million during the periods ended March 31, 2014, and 2013, respectively. As of March 31, 2014, the total unrecognized compensation cost related to nonvested awards was $55.6million with a weighted-average expense recognition period of 2.3years.

The following table summarizes the status of Huntington's restricted stock units, performance share awards, and restricted stock awards as of March 31, 2014, and activity for the period ended March 31, 2014:

				Weighted-			Weighted-			Weighted-
				Average			Average			Average
		Restricted		Grant Date	Restricted		Grant Date	Performance		Grant Date
		Stock		Fair Value	Stock		Fair Value	Share		Fair Value
(amounts in thousands, except per share amounts)		Awards		Per Share	Units		Per Share	Awards		Per Share
Nonvested at January 1, 2014		---	$	---	12,064	$	6.80	1,646	$	6.95
	Granted	---		---	1,036		9.13	---		---
	Assumed	27		---	---		---	---		---
	Vested	(11)		9.53	(1,335)		7.12	---		---
	Forfeited	---		---	(245)		6.98	(108)		6.94
Nonvested at March 31, 2014		16	$	9.53	11,520	$	6.97	1,538	$	6.95

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Variable Interest Entities (Trust preferred Securities) (Details 1) (USD $) In Thousands, unless otherwise specified	3 Months Ended			3 Months Ended
	Mar. 31, 2014	Mar. 31, 2014 Unconsolidated Trusts [Member]	Dec. 31, 2013 Unconsolidated Trusts [Member]	Mar. 31, 2014 Sky Financial Capital Trust IV [Member]		Mar. 31, 2014 Sky Financial Capital Trust III [Member]		Mar. 31, 2014 Huntington Capital II [Member]		Mar. 31, 2014 Huntington Capital I [Member]		Mar. 31, 2014 Trust Preferred Securities Total [Member]	Dec. 31, 2013 Trust Preferred Securities Total [Member]	Mar. 31, 2014 2011 Automobile Trust [Member]	Dec. 31, 2013 2011 Automobile Trust [Member]	Mar. 31, 2014 Tower Hill Securities [Member]	Dec. 31, 2013 Tower Hill Securities [Member]	Mar. 31, 2014 Low Income Housing Tax Credit Partnerships [Member]	Dec. 31, 2013 Low Income Housing Tax Credit Partnerships [Member]	Mar. 31, 2014 2012-1 Automobile Trust [Member]	Dec. 31, 2013 2012-1 Automobile Trust [Member]	Mar. 31, 2014 2012-2 Automobile Trust [Member]	Dec. 31, 2013 2012-2 Automobile Trust [Member]	Mar. 31, 2014 Camco Trust [Member]
Summary of Outstanding Trust Preferred Securities
Interest rate on Trust Preferred Securities				1.65%	[1]	1.63%	[1]	0.86%	[2]	0.94%	[3]													2.67%	[4]
Maximum exposure to loss		$ 403,609	$ 400,339									$ 13,919	$ 0	$ 2,385	$ 3,040	$ 66,436	$ 66,702	$ 309,962	$ 317,226	$ 4,809	$ 5,975	$ 6,098	$ 7,396
Principal amount of subordinated note/ debenture issued to trust	317,052			74,320	[5]	72,165	[5]	54,593	[5]	111,816	[5]													4,158	[4]
Investment in unconsolidated subsidiary	$ 13,919			$ 2,320		$ 2,165		$ 3,093		$ 6,186														$ 155
Summary of Outstanding Trust Preferred Securities (Textuals) [Abstract]
Variable rate basis	three month LIBOR
Rate spread over three month LIBOR				1.40%		1.40%		0.63%		0.70%

[1] Variable effective rate at March 31, 2014, based on three month LIBOR + 1.40.

[2] Variable effective rate at March 31, 2014, based on three month LIBOR + 0.625.

[3] Variable effective rate at March 31, 2014, based on three month LIBOR + 0.70.

[4] Variable effective rate (including impact of purchase accounting accretion) at March 31, 2014, based on three month LIBOR + 1.33.

[5] Represents the principal amount of debentures issued to each trust, including unamortized original issue discount.