Derivative Financial Instruments (Narrative) (Details) (USD $) In Millions	3 Months Ended		6 Months Ended		12 Months Ended
	Jun. 30, 2011	Jun. 30, 2010	Jun. 30, 2011	Jun. 30, 2010	Dec. 31, 2010
Unrealized net gains (losses) on cash flow hedges	$ (142)		$ (142)		$ (75)
Estimated amount in accumulated other comprehensive income expected to be reclassified within twelve months			(38)
Proceeds from terminated fair value hedges			16	152
Pre-tax benefits from reductions of interest expense from previous hedge unwinds			92	24
Valuation adjustment related to the mortgage servicing assets	(60)	(232)	(20)	(227)
Hedged investment in foreign subsidiary	73		73		73
Unrecognized pre-tax losses related to cumulative changes in fair value of net investment hedge, reflected in accumulated other comprehensive income			13		11
Cash collateral to secure loss from counterparty related to derivative credit risk	37		37		33
Cash collateral posted related to derivative activities	550		550		605
Derivatives in a gain position for which collateral has been received			41
Derivatives in a loss position for which collateral has been posted	524		524		612
Required increase in posted collateral for ratings downgrade	8		8		10
Unsecured position with derivative dealers	6		6
Interest Rate Contract [Member] | Cash Flow Hedges [Member]
Amortized unrecognized pre-tax gains (losses) from accumulated other comprehensive income (loss) into net interest income	(8)	8	(14)	19
Mortgage Servicing Rights [Member]
Gain (loss) on derivatives not designated as a hedge			20	240
Pre-Tax [Member]
Unrealized net gains (losses) on cash flow hedges	$ (142)		$ (142)		$ (75)