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Derivative Financial Instruments (Tables)
 3 Months Ended
Sep. 30, 2013
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 September 30, 2013, identified by the underlying interest rate-sensitive instruments:

   Fair Value  Cash Flow   
(dollar amounts in thousands ) Hedges  Hedges  Total
Instruments associated with:        
 Loans$ --- $ 7,366,000 $ 7,366,000
 Deposits  162,500   ---   162,500
 Subordinated notes  598,000   ---   598,000
 Other long-term debt  385,000   ---   385,000
Total notional value at September 30, 2013$ 1,145,500 $ 7,366,000 $ 8,511,500
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 September 30, 2013:

     Average    Weighted-Average
   Notional Maturity  Fair Rate
(dollar amounts in thousands ) Value (years)  Value ReceivePay
Asset conversion swaps            
 Receive fixed - generic$ 7,366,000 2.9 $ (16,753)  0.91% 0.38%
Total asset conversion swaps  7,366,000 2.9   (16,753)  0.91  0.38 
Liability conversion swaps            
 Receive fixed - generic  1,145,500 3.8   71,411  2.94  0.35 
Total liability conversion swaps  1,145,500 3.8   71,411  2.94  0.35 
Total swap portfolio$ 8,511,500 3.0 $ 54,658  1.18% 0.38%
Asset and liability derivatives included in accrued income and other assets

The following table presents the fair values at September 30, 2013 and December 31, 2012 of Huntington's financial 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:
   September 30,  December 31,
(dollar amounts in thousands) 2013  2012
Interest rate contracts designated as hedging instruments$ 65,574 $ 169,222
Interest rate contracts not designated as hedging instruments   195,673   296,295
Foreign exchange contracts not designated as hedging instruments  11,271   5,605
Commodities contracts not designated as hedging instruments  1,809   ---
Total contracts$ 274,327 $ 471,122
       
Liability derivatives included in accrued expenses and other liabilities:
   September 30,  December 31,
(dollar amounts in thousands) 2013  2012
Interest rate contracts designated as hedging instruments$ 10,916 $ ---
Interest rate contracts not designated as hedging instruments   126,068   228,757
Foreign exchange contracts not designated as hedging instruments  12,037   4,655
Commodities contracts not designated as hedging instruments  1,491   ---
Total contracts$ 150,512 $ 233,412
Increase or (decrease) to interest expense for derivatives designated as fair value hedges
   Three Months Ended  Nine Months Ended
   September 30,  September 30,
(dollar amounts in thousands) 2013  2012  2013  2012
Interest rate contracts           
 Change in fair value of interest rate swaps hedging deposits (1)$ (336) $ (417) $ (3,650) $ (852)
 Change in fair value of hedged deposits (1)  340   428   3,645   840
 Change in fair value of interest rate swaps hedging subordinated notes (2)  (2,358)   2,448   (34,378)   8,207
 Change in fair value of hedged subordinated notes (2)  2,358   (2,448)   34,378   (8,207)
 Change in fair value of interest rate swaps hedging other long-term debt (2)  466   205   (1,106)   489
 Change in fair value of hedged other long-term debt (2)  (316)   (205)   1,255   (489)
             
(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 the three-month and nine-month periods ended September 30, 2013 and 2012 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 
   September 30,   September 30, 
(dollar amounts in thousands)2013 2012   2013 2012 
Interest rate contracts           
 Loans$ 17,337$ 14,027 Interest and fee income - loans and leases$ (3,078)$ (13,428) 
 Investment Securities  ---  --- Noninterest income - other income  (7)  --- 
 FHLB Advances  ---  --- Interest expense - federal home loan bank advances  ---  --- 
 Deposits  ---  --- Interest expense - deposits  ---  --- 
 Subordinated notes  ---  --- Interest expense - subordinated notes and other long-term debt  ---  130 
 Other long term debt  ---  --- Interest expense - subordinated notes and other long-term debt  ---  --- 
Total$ 17,337$ 14,027  $ (3,085)$ (13,298) 
             
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)
   Nine Months Ended   Nine Months Ended 
   September 30,   September 30, 
(dollar amounts in thousands)2013 2012   2013 2012 
Interest rate contracts           
 Loans$ (46,526)$ 4,031 Interest and fee income - loans and leases$ (11,367)$ 13,285 
 Investment Securities  ---  (702) Interest and fee income - investment securities  (202)  --- 
 FHLB Advances  ---  --- Interest expense - federal home loan bank advances  ---  --- 
 Deposits  ---  --- Interest expense - deposits  ---  --- 
 Subordinated notes  ---  --- Interest expense - subordinated notes and other long-term debt  ---  143 
 Other long term debt  ---  --- Interest expense - subordinated notes and other long-term debt  ---  --- 
Total$ (46,526)$ 3,329  $ (11,569)$ 13,428 
             
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 the three-month and nine-month periods ended September 30, 2013 and 2012.

 

   Three Months Ended  Nine Months Ended
   September 30,  September 30,
(dollar amounts in thousands) 2013  2012  2013  2012
             
Derivatives in cash flow hedging relationships           
Interest rate contracts            
 Loans$ (13) $ (215) $ 895 $ (146)
 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        
               
September 30, 2013Derivatives$ 311,580$ (103,945)$ 207,635$ (30,889)$ (322)$ 176,424
               
December 31, 2012Derivatives  473,374  (101,620)  371,754  (62,409)  (755)  308,590
               
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 assets presented in the condensed consolidated balance sheets Financial instruments cash collateral received Net amount
Offsetting of Financial Liabilities and Derivative Liabilities        
               
September 30, 2013Derivatives$ 187,766$ (69,008)$ 118,758$ (100,522)$ 1,595$ 19,831
               
December 31, 2012Derivatives  235,664  (85,667)  149,997  (97,233)  (455)  52,309

   September 30,  December 31,
(dollar amounts in thousands) 2013  2012
       
Derivative assets:     
 Interest rate lock agreements$ 8,127 $ 13,180
 Forward trades and options  260   763
Total derivative assets  8,387   13,943
       
Derivative liabilities:     
 Interest rate lock agreements  (99)   (33)
 Forward trades and options  (10,227)   (2,158)
Total derivative liabilities  (10,326)   (2,191)
Net derivative asset (liability)$ (1,939) $ 11,752