Quarterly report pursuant to Section 13 or 15(d)

Derivative Financial Instruments (Details Textuals)

v2.4.0.8
Derivative Financial Instruments (Details Textuals) (USD $)
 3 Months Ended
Jun. 30, 2013
Jun. 30, 2012
Dec. 31, 2012
Derivative Financial Instruments (Textuals) [Abstract]      
Credit risks from interest rate swaps used for trading purposes $ 187,100,000   $ 296,100,000
Purchase of interest rate caps and derivative financial instruments, notional value 9,883,175,000    
Additional Derivative Financial Instruments (Textuals) [Abstract]      
Aggregate credit risk, net of collateral 23,400,000   17,400,000
Investment securities and cash collateral pledged by Huntington 162,100,000    
Investment securities and cash collateral pledged to Huntington 106,500,000    
Increase (decrease) to net interest income due to derivative adjustment 25,000,000 27,700,000  
Expected after-tax unrealized gains on cash flow hedging derivatives reclassified to earnings 27,600,000    
Swap [Member]
      
Derivative Financial Instruments (Textuals) [Abstract]      
Total derivative liabilities 400,000    
Derivative used in trading activity [Member]
      
Derivative Financial Instruments (Textuals) [Abstract]      
Net derivative asset (liability) 65,400,000   63,400,000
Derivative financial instruments used by Huntington on behalf of customers including offsetting derivatives, notional value     12,800,000,000
Derivative used in Mortgage Banking Activities [Member]
      
Derivative Financial Instruments (Textuals) [Abstract]      
Net derivative asset (liability) 23,880,000   11,752,000
Purchase of interest rate caps and derivative financial instruments, notional value 700,000   2,300,000,000
Total notional amount corresponds to trading assets, fair value 2,000,000    
MSR hedging gains (losses) (15,800,000) 19,800,000  
Gains (losses) related to derivative instruments Included in total MSR (15,800,000) 19,800,000  
Total derivative liabilities $ 6,081,000   $ 2,191,000