Quarterly report pursuant to Section 13 or 15(d)

DERIVATIVE FINANCIAL INSTRUMENTS - Narrative (Details)

v3.10.0.1
DERIVATIVE FINANCIAL INSTRUMENTS - Narrative (Details)
$ in Millions
 3 Months Ended 6 Months Ended
Jun. 30, 2018
USD ($)
group
Jun. 30, 2017
USD ($)
Jun. 30, 2018
USD ($)
Jun. 30, 2017
USD ($)
Dec. 31, 2017
USD ($)
Derivative [Line Items]          
Fair value hedging adjustments     $ 144    
Increase (decrease) to net interest income due to derivative adjustment $ (15) $ 6 (14) $ 16  
Derivative Liability 202   202   $ 86
Purchase of interest rate caps and derivative financial instruments, notional value 5,377   5,377   8,375
Total notional amount corresponds to trading assets, fair value (less than) 0   0   3
Credit risks from interest rate swaps used for trading purposes $ 101   $ 101   119
Additional information about interest rate swaps used in asset and liability management activities [Table Text Block]    
The following table presents additional information about the interest rate swaps used in Huntington’s asset and liability management activities at June 30, 2018 and December 31, 2017.
 
June 30, 2018
 
 
 
 
 
 
 
Weighted-Average Rate
(dollar amounts in millions)
Notional Value
 
Average Maturity (years)
 
Fair Value
 
Receive
 
Pay
Asset conversion swaps
 
 
 
 
 
 
 
 
 
Receive fixed—generic
$
12

 
1.7

 
$
—

 
2.20
%
 
2.07
%
Liability conversion swaps
 
 
 
 
 
 
 
 
 
Receive fixed—generic
5,365

 
2.2

 
(50
)
 
1.93

 
2.27

Total swap portfolio at June 30, 2018
$
5,377

 
2.2

 
$
(50
)
 


 


 
 
 
 
 
 
 
 
 
 
 
December 31, 2017
 
 
 
 
 
 
 
Weighted-Average Rate
(dollar amounts in millions)
Notional Value
 
Average Maturity (years)
 
Fair Value
 
Receive
 
Pay
Liability conversion swaps
 
 
 
 
 
 
 
 
 
Receive fixed—generic
8,375

 
2.5

 
(99
)
 
1.56
%
 
1.44
%
Total swap portfolio at December 31, 2017
$
8,375

 
2.5

 
$
(99
)
 
 
 
 
   
Number of primary groups | group 2        
Aggregate credit risk, net of collateral $ 28   $ 28   30
Investment securities and cash collateral pledged by Huntington 64   64    
Investment securities and cash collateral pledged to Huntington 200   $ 200    
liability conversion swaps (notional value) 2,900        
Liability conversion swap (adjusted basis) 149        
Swap          
Derivative [Line Items]          
Additional information about interest rate swaps used in asset and liability management activities [Table Text Block]     7    
Derivative used in trading activity          
Derivative [Line Items]          
Net derivative asset (liability) 99   $ 99   88
Derivative financial instruments used by Huntington on behalf of customers including offsetting derivatives, notional value 24,000   24,000   22,000
Derivative used in Mortgage Banking Activities          
Derivative [Line Items]          
Purchase of interest rate caps and derivative financial instruments, notional value 0   0   188
Gains (losses) related to derivative instruments Included in total MSR 0 $ 2 (8) $ 1  
Fair Value Hedging          
Derivative [Line Items]          
Purchase of interest rate caps and derivative financial instruments, notional value 5,365   5,365   8,375
Cash Flow Hedging          
Derivative [Line Items]          
Purchase of interest rate caps and derivative financial instruments, notional value $ 12   $ 12   $ 0