The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments without credit-risk-related contingent features.

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Reflects the amount of credit risk which is the cost to replace, on a present value basis and at current market rate, all contracts by trading counterparty having an aggregate positive market value, net of margin collateral received.

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The carrying value as of the balance sheet date of the assets received as collateral from derivative counterparties.

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The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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The effective portion of net gain (loss) reclassified from accumulated other comprehensive income into income on derivative instruments designated and qualifying as hedging instruments.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
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-Name Statement of Financial Accounting Standard (FAS)
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The amount of net gains and losses recognized in income during the period on derivative instruments designated and qualifying as hedging instruments in fair value hedges and related hedged items designated and qualifying in fair value hedges, on derivative instruments designated and qualifying as hedging instruments in cash flow hedges, and on derivative instruments not designated as hedging instruments.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
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-Paragraph 205G
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-Name Accounting Standards Codification
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-SubTopic 10
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Reference 4: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
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The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
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-SubTopic 10
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-Paragraph 4H
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Reference 2: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
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-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

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- Definition

The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
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-Paragraph 45
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-Publisher FASB
-Name Accounting Standards Codification
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-SubTopic 30
-Section 50
-Paragraph 1
-Subparagraph (c)
-URI http://asc.fasb.org/extlink&oid=6887037&loc=d3e80748-113994

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Net of tax effect change in accumulated gains and losses from derivative instruments designated and qualifying as the effective portion of cash flow hedges after taxes. A cash flow hedge is a hedge of the exposure to variability in the cash flows of a recognized asset or liability or a forecasted transaction that is attributable to a particular risk. The change includes an entity's share of an equity investee's increase or decrease in deferred hedging gains or losses. While for technical reasons this element has no balance attribute, the default assumption is a credit balance consistent with its label.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
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-Paragraph 31, 46
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Reference 3: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
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Reference 4: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
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-Publisher FASB
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-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

Reference 6: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
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-Publisher AICPA
-Name Accounting Research Bulletin (ARB)
-Number 51
-Paragraph 38
-Subparagraph c(3)
-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

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Derivative Instruments (Details 2) (USD $)	6 Months Ended		3 Months Ended		6 Months Ended		3 Months Ended		6 Months Ended		3 Months Ended		6 Months Ended		3 Months Ended		6 Months Ended		3 Months Ended		6 Months Ended		3 Months Ended		6 Months Ended		3 Months Ended		6 Months Ended		3 Months Ended	6 Months Ended		3 Months Ended		6 Months Ended
Derivative Instruments (Details 2) (USD $)	Jun. 30, 2011	Jun. 30, 2010	Jun. 30, 2011 Derivatives designated as hedging instruments	Jun. 30, 2010 Derivatives designated as hedging instruments	Jun. 30, 2011 Derivatives designated as hedging instruments	Jun. 30, 2010 Derivatives designated as hedging instruments	Jun. 30, 2011 Derivatives designated as hedging instruments Fair Value Hedge Interest Rate Contracts Interest expense	Jun. 30, 2010 Derivatives designated as hedging instruments Fair Value Hedge Interest Rate Contracts Interest expense	Jun. 30, 2011 Derivatives designated as hedging instruments Fair Value Hedge Interest Rate Contracts Interest expense	Jun. 30, 2010 Derivatives designated as hedging instruments Fair Value Hedge Interest Rate Contracts Interest expense	Jun. 30, 2011 Derivatives designated as hedging instruments Cash Flow Hedge Interest Rate Contracts Interest income	Jun. 30, 2010 Derivatives designated as hedging instruments Cash Flow Hedge Interest Rate Contracts Interest income	Jun. 30, 2011 Derivatives designated as hedging instruments Cash Flow Hedge Interest Rate Contracts Interest income	Jun. 30, 2010 Derivatives designated as hedging instruments Cash Flow Hedge Interest Rate Contracts Interest income	Jun. 30, 2011 Derivatives designated as hedging instruments Cash Flow Hedge Interest income	Jun. 30, 2010 Derivatives designated as hedging instruments Cash Flow Hedge Interest income	Jun. 30, 2011 Derivatives designated as hedging instruments Cash Flow Hedge Interest income	Jun. 30, 2010 Derivatives designated as hedging instruments Cash Flow Hedge Interest income	Jun. 30, 2011 Derivatives designated as hedging instruments Interest income	Jun. 30, 2010 Derivatives designated as hedging instruments Interest income	Jun. 30, 2011 Derivatives designated as hedging instruments Interest income	Jun. 30, 2010 Derivatives designated as hedging instruments Interest income	Jun. 30, 2011 Derivatives not designated as hedging instruments	Jun. 30, 2010 Derivatives not designated as hedging instruments	Jun. 30, 2011 Derivatives not designated as hedging instruments	Jun. 30, 2010 Derivatives not designated as hedging instruments	Jun. 30, 2011 Derivatives not designated as hedging instruments Interest Rate Contracts Other noninterest income	Jun. 30, 2010 Derivatives not designated as hedging instruments Interest Rate Contracts Other noninterest income	Jun. 30, 2011 Derivatives not designated as hedging instruments Interest Rate Contracts Other noninterest income	Jun. 30, 2010 Derivatives not designated as hedging instruments Interest Rate Contracts Other noninterest income	Jun. 30, 2011 Derivatives not designated as hedging instruments Equity index futures Other noninterest income	Jun. 30, 2011 Derivatives not designated as hedging instruments Equity index futures Other noninterest income	Jun. 30, 2010 Derivatives not designated as hedging instruments Equity index futures Other noninterest income	Jun. 30, 2011 Derivatives not designated as hedging instruments Foreign Exchange Contracts International services income	Jun. 30, 2010 Derivatives not designated as hedging instruments Foreign Exchange Contracts International services income	Jun. 30, 2011 Derivatives not designated as hedging instruments Foreign Exchange Contracts International services income	Jun. 30, 2010 Derivatives not designated as hedging instruments Foreign Exchange Contracts International services income	Jun. 30, 2011 Derivatives designated and not designated as hedging instruments	Jun. 30, 2011 Derivatives designated and not designated as hedging instruments Interest Rate Swaps	Dec. 31, 2010 Derivatives designated and not designated as hedging instruments Interest Rate Swaps	Jun. 30, 2010 Derivatives designated and not designated as hedging instruments Interest Rate Swaps
Derivative instruments gain (loss)
Derivative Instruments, Gain (Loss) Recognized in Income, Net			$ 4,500,000	$ 6,900,000	$ 9,300,000	$ 14,300,000	$ (4,300,000)	$ (4,300,000)	$ (8,500,000)	$ (8,700,000)	$ 200,000	$ 2,600,000	$ 800,000	$ 5,600,000					$ 4,500,000	$ 6,900,000	$ 9,300,000	$ 14,300,000	$ 5,300,000	$ 5,000,000	$ 10,900,000	$ 9,500,000	$ (400,000)	$ (800,000)	$ (300,000)	$ (900,000)	$ (100,000)	$ (100,000)	$ (100,000)	$ 5,800,000	$ 5,800,000	$ 11,300,000	$ 10,500,000
Amount of gains and (losses) reclassified from AOCI to Income															200,000	2,600,000	800,000	5,600,000
Other comprehensive income to be reclassified to interest income within the next 12 months																			200,000		200,000
Loss on cash flow hedges recognized in AOCI, net of tax	834,000	475,000
Credit Risk Exposure and Collateral
Aggregate fair value of derivatives with credit-risk-related contingent features, net liability position																																						13,800,000
Collateral delivered on swap agreements, with credit-risk contingent features																																						6,000,000
Interest rate swap credit risk exposure																																							6,100,000	5,300,000	6,000,000
Collateral received from swap counterparties																																							7,900,000	9,700,000	14,100,000
Collateral delivered on swap agreements, without credit-risk contingent features																																							$ 13,300,000